<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: 3/31/99
Check here if Amendment [X]; Amendment Number: 1
This Amendment (Check only one.): [X] 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 C. SHUMAKER
Title: COUNSEL
Phone: (248) 647-9200
Signature, Place, and Date of Signing:
Mary Ann C. Shumaker BIRMINGHAM, MI 5/16/99
[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).)
<PAGE> 2
Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 2
Form 13F Information Table Entry Total: 3,889
Form 13F Information Table Value Total: $18,759,960
(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
[Repeat as necessary.]
<PAGE> 3
<TABLE>
<CAPTION>
Name of Issuer Title of Class CUSIP Value Shares or Investment Other Voting Authority
(x$1000) Principal Discretion Managers Sole Shared None
Amount
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- ------------------------------------------------------------------------------------------------------------------------------------
AAR CORP Common Stock 000361105 608 34,150 defined 01, 02 34,150 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
ABC RAIL PRODUCTS CORP Common Stock 000752105 35 2,800 defined 01, 02 2,800 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
ABR INFORMATION SVCS INC Common Stock 00077R108 236 13,600 defined 01, 02 13,600 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
ABT BUILDING PRODUCTS CORP Common Stock 000782102 54 3,600 defined 01, 02 3,600 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
ADC TELECOMMUNICATIONS INC Common Stock 000886101 7,382 154,795 defined 01, 02 154,795 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
ADE CORP/MA Common Stock 00089C107 19 2,000 defined 01, 02 2,000 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
A B N AMRO HOLDING ADR 000937102 20,861 1,008,408 defined 01, 02 1,008,408 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
AFC CABLE SYSTEMS INC Common Stock 000950105 160 5,375 defined 01, 02 5,375 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
ABM INDUSTRIES INC Common Stock 000957100 817 26,800 defined 01, 02 26,800 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
ACT NETWORKS INC COM Common Stock 000975102 25 1,300 defined 01, 02 1,300 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
AEP INDUSTRIES INC Common Stock 001031103 10 400 defined 01, 02 400 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
AFLAC INC Common Stock 001055102 16,597 304,874 defined 01, 02 304,874 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
A G A ADR 001070309 1,043 83,300 defined 01, 02 83,300 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
AGCO CORP Common Stock 001084102 447 68,100 defined 01, 02 68,100 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
AGL RESOURCES Common Stock 001204106 1,157 65,900 defined 01, 02 65,900 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
AHL SERVICES INC Common Stock 001296102 223 10,900 defined 01, 02 10,900 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
AES CORP Common Stock 00130H105 8,379 224,928 defined 01, 02 224,928 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
AK STEEL HOLDING CORP Common Stock 001547108 1,532 67,900 defined 01, 02 67,900 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
AMB PROPERTY CORPORATION Common Stock 00163T109 1,816 87,500 defined 01, 02 87,500 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
AMC ENTERTAINMENT INC Common Stock 001669100 26 1,700 defined 01, 02 1,700 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
AMLI RESIDENTIAL PPTYS TR Common Stock 001735109 357 17,300 defined 01, 02 17,300 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
AMR CORP/DE Common Stock 001765106 13,327 227,561 defined 01, 02 227,561 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
APAC TELESERVICES, INC Common Stock 00185E106 68 20,200 defined 01, 02 20,200 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
ARM FINANCIAL GROUP Common Stock 001944107 94 6,300 defined 01, 02 6,300 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
AT&T CORP Common Stock 001957109 209,606 2,626,224 defined 01, 02 2,626,224 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
A S V INC Common Stock 001963107 23 1,350 defined 01, 02 1,350 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
APT SATELLITE HOLDINGS ADR 00203R105 85 33,800 defined 01, 02 33,800 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
ATMI INC Common Stock 00207R101 84 4,200 defined 01, 02 4,200 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
ATS MEDICAL INC Common Stock 002083103 13 1,700 defined 01, 02 1,700 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
AVT CORP Common Stock 002420107 124 5,200 defined 01, 02 5,200 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
AVX CORPORATION Common Stock 002444107 1,002 62,600 defined 01, 02 62,600 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
AARON RENTS INC -CL B Common Stock 002535201 67 4,300 defined 01, 02 4,300 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
AAVID THERMAL TECHNOLOGIES Common Stock 002539104 18 1,300 defined 01, 02 1,300 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
ABACUS DIRECT CORP Common Stock 002553105 394 4,800 defined 01, 02 4,800 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
ABB AB ADR 00256Q103 2,597 208,800 defined 01, 02 208,800 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
ABB AG SPON ADR ADR 00256R101 7,487 56,600 defined 01, 02 56,600 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
ABBOTT LABORATORIES Common Stock 002824100 98,415 2,102,314 defined 01, 02 2,102,314 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
ABERCROMBIE & FITCH Common Stock 002896207 5,475 59,353 defined 01, 02 59,353 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
ABBEY NATIONAL PLC ADR 002920106 19,502 469,350 defined 01, 02 469,350 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
ABITIBI-CONSOLIDATED INC Common Stock 003924107 503 57,123 defined 01, 02 57,123 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
ACADIA REALTY TRUST Common Stock 004239109 134 25,600 defined 01, 02 25,600 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
ACCEPTANCE INSURANCE COS INC Common Stock 004308102 134 9,900 defined 01, 02 9,900 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
1
<PAGE> 4
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- -------------------------------------------------------------------------------------------------------------------------
ACCLAIM ENMNT INC Common Stock 004325205 411 46,008 defined 01, 02 46,008 0 0
- -------------------------------------------------------------------------------------------------------------------------
ACCOR SA ADR 00435F101 6,131 246,900 defined 01, 02 246,900 0 0
- -------------------------------------------------------------------------------------------------------------------------
ACE CASH EXPRESS INC Common Stock 004403101 23 1,800 defined 01, 02 1,800 0 0
- -------------------------------------------------------------------------------------------------------------------------
ACKERLEY COMMUNICATNS Common Stock 004527107 386 22,800 defined 01, 02 22,800 0 0
- -------------------------------------------------------------------------------------------------------------------------
ACNIELSEN CORP Common Stock 004833109 1,775 65,456 defined 01, 02 65,456 0 0
- -------------------------------------------------------------------------------------------------------------------------
ACTIVISION INC Common Stock 004930202 64 5,200 defined 01, 02 5,200 0 0
- -------------------------------------------------------------------------------------------------------------------------
ACTRADE INTL LTD Common Stock 004931101 16 1,500 defined 01, 02 1,500 0 0
- -------------------------------------------------------------------------------------------------------------------------
ACTION PERFORMANCE COS INC Common Stock 004933107 172 5,700 defined 01, 02 5,700 0 0
- -------------------------------------------------------------------------------------------------------------------------
ACTEL CORP Common Stock 004934105 173 10,500 defined 01, 02 10,500 0 0
- -------------------------------------------------------------------------------------------------------------------------
ACUSON CORP Common Stock 005113105 522 34,948 defined 01, 02 34,948 0 0
- -------------------------------------------------------------------------------------------------------------------------
ACX TECHNOLOGIES INC Common Stock 005123104 119 9,080 defined 01, 02 9,080 0 0
- -------------------------------------------------------------------------------------------------------------------------
ACXIOM CORP Common Stock 005125109 2,589 97,700 defined 01, 02 97,700 0 0
- -------------------------------------------------------------------------------------------------------------------------
ADAC LABORATORIES Common Stock 005313200 426 31,233 defined 01, 02 31,233 0 0
- -------------------------------------------------------------------------------------------------------------------------
ADAPTEC INC Common Stock 00651F108 1,898 83,200 defined 01, 02 83,200 0 0
- -------------------------------------------------------------------------------------------------------------------------
ADECO SA ADR 006754105 5,874 92,500 defined 01, 02 92,500 0 0
- -------------------------------------------------------------------------------------------------------------------------
ADELPHIA COMMUN -CL A Common Stock 006848105 662 10,500 defined 01, 02 10,500 0 0
- -------------------------------------------------------------------------------------------------------------------------
ADMINISTAFF INC. Common Stock 007094105 49 3,800 defined 01, 02 3,800 0 0
- -------------------------------------------------------------------------------------------------------------------------
PROVIDA ADR 00709P108 216 11,500 defined 01, 02 11,500 0 0
- -------------------------------------------------------------------------------------------------------------------------
ADOBE SYSTEMS INC Common Stock 00724F101 4,347 76,606 defined 01, 02 76,606 0 0
- -------------------------------------------------------------------------------------------------------------------------
ADTRAN INC Common Stock 00738A106 452 27,500 defined 01, 02 27,500 0 0
- -------------------------------------------------------------------------------------------------------------------------
ADVANCE PARADIGM INC Common Stock 007491103 133 2,100 defined 01, 02 2,100 0 0
- -------------------------------------------------------------------------------------------------------------------------
ADVANCED LIGHTING TECH INC Common Stock 00753C102 57 7,400 defined 01, 02 7,400 0 0
- -------------------------------------------------------------------------------------------------------------------------
ADVANCED INFO SERVICE ADR 00753G103 508 70,100 defined 01, 02 70,100 0 0
- -------------------------------------------------------------------------------------------------------------------------
ADVANCED FIBRE COMMUNICATIONS Common Stock 00754A105 619 64,500 defined 01, 02 64,500 0 0
- -------------------------------------------------------------------------------------------------------------------------
ADVANCED RADIO TELECOM Common Stock 00754U101 23 2,000 defined 01, 02 2,000 0 0
- -------------------------------------------------------------------------------------------------------------------------
ADVANCED TISSUE SCI -CL A Common Stock 00755F103 116 53,650 defined 01, 02 53,650 0 0
- -------------------------------------------------------------------------------------------------------------------------
ADVANTAGE LEARNING SYS INC Common Stock 00757K100 298 9,600 defined 01, 02 9,600 0 0
- -------------------------------------------------------------------------------------------------------------------------
ADVO INC Common Stock 007585102 535 27,700 defined 01, 02 27,700 0 0
- -------------------------------------------------------------------------------------------------------------------------
AERIAL COMMUNICATIONS INC Common Stock 007655103 257 33,100 defined 01, 02 33,100 0 0
- -------------------------------------------------------------------------------------------------------------------------
AEROFLEX INC Common Stock 007768104 37 2,600 defined 01, 02 2,600 0 0
- -------------------------------------------------------------------------------------------------------------------------
AEROQUIP-VICKERS Common Stock 007869100 1,989 34,710 defined 01, 02 34,710 0 0
- -------------------------------------------------------------------------------------------------------------------------
ADVANCED MICRO DEVICES Common Stock 007903107 2,779 179,301 defined 01, 02 179,301 0 0
- -------------------------------------------------------------------------------------------------------------------------
AEGON NV ADR 007924103 33,087 368,150 defined 01, 02 368,150 0 0
- -------------------------------------------------------------------------------------------------------------------------
ADVANTA CORP -CL A Common Stock 007942105 36 3,240 defined 01, 02 3,240 0 0
- -------------------------------------------------------------------------------------------------------------------------
ADVENT SOFTWARE INC Common Stock 007974108 255 5,100 defined 01, 02 5,100 0 0
- -------------------------------------------------------------------------------------------------------------------------
AETNA INC Common Stock 008117103 16,215 195,361 defined 01, 02 195,361 0 0
- -------------------------------------------------------------------------------------------------------------------------
AFFILIATED COMP SVCS -CL A Common Stock 008190100 1,133 24,762 defined 01, 02 24,762 0 0
- -------------------------------------------------------------------------------------------------------------------------
AFFILIATED MANAGERS GROUP INC Common Stock 008252108 172 6,600 defined 01, 02 6,600 0 0
- -------------------------------------------------------------------------------------------------------------------------
AFFYMETRIX INC Common Stock 00826T108 630 18,100 defined 01, 02 18,100 0 0
- -------------------------------------------------------------------------------------------------------------------------
AFTERMARKET TECHNOLOGY Common Stock 008318107 50 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 141 26,800 defined 01, 02 26,800 0 0
- -------------------------------------------------------------------------------------------------------------------------
AGOURON PHARMACEUTICALS INC Common Stock 008488108 2,246 39,700 defined 01, 02 39,700 0 0
- -------------------------------------------------------------------------------------------------------------------------
AGRIBIOTECH INC Common Stock 008494106 46 7,300 defined 01, 02 7,300 0 0
- -------------------------------------------------------------------------------------------------------------------------
AGRITOPE INC Common Stock 00855D107 3 1,440 defined 01, 02 1,440 0 0
- -------------------------------------------------------------------------------------------------------------------------
</TABLE>
2
<PAGE> 5
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- ----------------------------------------------------------------------------------------------------------------------
AIR EXPRESS INTERNATIONAL CP Common Stock 009104100 636 42,075 defined 01, 02 42,075 0 0
- ----------------------------------------------------------------------------------------------------------------------
AIR PRODUCTS & CHEMICALS INC Common Stock 009158106 9,796 286,002 defined 01, 02 286,002 0 0
- ----------------------------------------------------------------------------------------------------------------------
AIRBORNE FREIGHT CORP Common Stock 009266107 1,727 55,696 defined 01, 02 55,696 0 0
- ----------------------------------------------------------------------------------------------------------------------
AIRGAS INC Common Stock 009363102 681 81,309 defined 01, 02 81,309 0 0
- ----------------------------------------------------------------------------------------------------------------------
AIRNET SYS INC Common Stock 009417106 27 3,800 defined 01, 02 3,800 0 0
- ----------------------------------------------------------------------------------------------------------------------
VALUJET INC Common Stock 00949P108 131 31,200 defined 01, 02 31,200 0 0
- ----------------------------------------------------------------------------------------------------------------------
AIRTOUCH COMMUNICATIONS INC Common Stock 00949T100 69,784 722,212 defined 01, 02 722,212 0 0
- ----------------------------------------------------------------------------------------------------------------------
ELECTROLUX AB ADR 010198208 4,983 126,150 defined 01, 02 126,150 0 0
- ----------------------------------------------------------------------------------------------------------------------
AKZO NOBEL NV ADR 010199305 7,086 191,500 defined 01, 02 191,500 0 0
- ----------------------------------------------------------------------------------------------------------------------
ALAMO GROUP INC Common Stock 011311107 12 1,500 defined 01, 02 1,500 0 0
- ----------------------------------------------------------------------------------------------------------------------
ALASKA AIRGROUP INC Common Stock 011659109 1,420 29,896 defined 01, 02 29,896 0 0
- ----------------------------------------------------------------------------------------------------------------------
ALBANY INTL CORP -CL A Common Stock 012348108 639 34,070 defined 01, 02 34,070 0 0
- ----------------------------------------------------------------------------------------------------------------------
ALBEMARLE CORP Common Stock 012653101 1,135 54,204 defined 01, 02 54,204 0 0
- ----------------------------------------------------------------------------------------------------------------------
ALBERT FISHER GROUP ADR 012760203 5 5,700 defined 01, 02 5,700 0 0
- ----------------------------------------------------------------------------------------------------------------------
ALBERTA ENERGY CO LTD Common Stock 012873105 1,234 50,250 defined 01, 02 50,250 0 0
- ----------------------------------------------------------------------------------------------------------------------
ALBERTO-CULVER CO -CL B Common Stock 013068101 1,642 70,248 defined 01, 02 70,248 0 0
- ----------------------------------------------------------------------------------------------------------------------
ALBERTO CULVER CO Common Stock 013068200 179 8,400 defined 01, 02 8,400 0 0
- ----------------------------------------------------------------------------------------------------------------------
ALBERTSONS INC Common Stock 013104104 16,733 307,373 defined 01, 02 307,373 0 0
- ----------------------------------------------------------------------------------------------------------------------
ALCAN ALUMINIUM LTD Common Stock 013716105 7,329 283,947 defined 01, 02 283,947 0 0
- ----------------------------------------------------------------------------------------------------------------------
ALCOA INC Common Stock 013817101 18,782 456,010 defined 01, 02 456,010 0 0
- ----------------------------------------------------------------------------------------------------------------------
ALCATEL ALSTHOM -XXX ADR 013904305 13,629 597,455 defined 01, 02 597,455 0 0
- ----------------------------------------------------------------------------------------------------------------------
ALEXANDER & BALDWIN INC Common Stock 014482103 1,148 58,474 defined 01, 02 58,474 0 0
- ----------------------------------------------------------------------------------------------------------------------
ALEXANDER'S INC Common Stock 014752109 339 5,000 defined 01, 02 5,000 0 0
- ----------------------------------------------------------------------------------------------------------------------
ALEXANDRIA REAL ESTATE EQUITIES Common Stock 015271109 344 13,000 defined 01, 02 13,000 0 0
- ----------------------------------------------------------------------------------------------------------------------
ALEXION PHARMACEUTICALS INC Common Stock 015351109 14 1,700 defined 01, 02 1,700 0 0
- ----------------------------------------------------------------------------------------------------------------------
ALFA CORP Common Stock 015385107 435 27,000 defined 01, 02 27,000 0 0
- ----------------------------------------------------------------------------------------------------------------------
ALGOS PHARMACEUTICAL CORP Common Stock 015869100 296 12,000 defined 01, 02 12,000 0 0
- ----------------------------------------------------------------------------------------------------------------------
ALIANT COMMUNICATIONS Common Stock 016090102 1,672 40,836 defined 01, 02 40,836 0 0
- ----------------------------------------------------------------------------------------------------------------------
ALICO INC Common Stock 016230104 59 3,900 defined 01, 02 3,900 0 0
- ----------------------------------------------------------------------------------------------------------------------
ALKERMES INC Common Stock 01642T108 382 14,000 defined 01, 02 14,000 0 0
- ----------------------------------------------------------------------------------------------------------------------
ALLAIRE CORP Common Stock 016714107 68 1,000 defined 01, 02 1,000 0 0
- ----------------------------------------------------------------------------------------------------------------------
ALLEGHANY CORP Common Stock 017175100 971 5,280 defined 01, 02 5,280 0 0
- ----------------------------------------------------------------------------------------------------------------------
ALLEGHENY ENERGY INC Common Stock 017361106 4,147 140,584 defined 01, 02 140,584 0 0
- ----------------------------------------------------------------------------------------------------------------------
ALLEGHENY TELEDYNE INC Common Stock 017415100 4,622 244,081 defined 01, 02 244,081 0 0
- ----------------------------------------------------------------------------------------------------------------------
ALLEGIANCE TELECOM INC Common Stock 01747T102 750 30,000 defined 01, 02 30,000 0 0
- ----------------------------------------------------------------------------------------------------------------------
ALLEN GROUP Common Stock 018091108 221 34,000 defined 01, 02 34,000 0 0
- ----------------------------------------------------------------------------------------------------------------------
ALLERGAN INC Common Stock 018490102 7,989 90,917 defined 01, 02 90,917 0 0
- ----------------------------------------------------------------------------------------------------------------------
ALLIANCE BANCORP INC Common Stock 01852J105 25 1,400 defined 01, 02 1,400 0 0
- ----------------------------------------------------------------------------------------------------------------------
ALLIANCE ATLANTIS COMM B Common Stock 01853E204 151 9,600 defined 01, 02 9,600 0 0
- ----------------------------------------------------------------------------------------------------------------------
ALLIANCE CAPITAL MGMT -LP Common Stock 018548107 1,223 48,300 defined 01, 02 48,300 0 0
- ----------------------------------------------------------------------------------------------------------------------
ALLIANCE PHARMACEUTICAL CP Common Stock 018773101 113 41,200 defined 01, 02 41,200 0 0
- ----------------------------------------------------------------------------------------------------------------------
ALLIANCE SEMICONDUCTOR CORP Common Stock 01877H100 78 31,250 defined 01, 02 31,250 0 0
- ----------------------------------------------------------------------------------------------------------------------
ALLIANT TECHSYSTEMS INC Common Stock 018804104 1,006 12,950 defined 01, 02 12,950 0 0
- ----------------------------------------------------------------------------------------------------------------------
ALLIED CAPITAL CP Common Stock 01903Q108 354 23,300 defined 01, 02 23,300 0 0
- ----------------------------------------------------------------------------------------------------------------------
ALLIED DOMECQ ADR 019121102 5,470 733,450 defined 01, 02 733,450 0 0
- ----------------------------------------------------------------------------------------------------------------------
</TABLE>
3
<PAGE> 6
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- ---------------------------------------------------------------------------------------------------------------------------------
ALLIED IRISH BANKS ADR 019228402 9,015 87,100 defined 01, 02 87,100 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
ALLIEDSIGNAL INC Common Stock 019512102 34,248 696,277 defined 01, 02 696,277 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
ALLIED WASTE INDS INC Common Stock 019589308 3,029 209,798 defined 01, 02 209,798 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
ALLIED ZURICH PLC ADR 01959Q101 14,554 539,524 defined 01, 02 539,524 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
ALLMERICA FINANCIAL CORP Common Stock 019754100 2,426 44,061 defined 01, 02 44,061 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
ALLSTATE CORP Common Stock 020002101 37,904 1,022,716 defined 01, 02 1,022,716 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
ALLTEL CORP Common Stock 020039103 21,329 341,950 defined 01, 02 341,950 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
ALLTRISTA CORP Common Stock 020040101 72 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 52 2,850 defined 01, 02 2,850 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
ALPHARMA INC Common Stock 020813101 1,447 36,866 defined 01, 02 36,866 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
ALSTOM SA ADR 021244108 4,165 142,400 defined 01, 02 142,400 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
ALTERA CORP Common Stock 021441100 6,638 111,560 defined 01, 02 111,560 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
ALTERNATIVE LIVING SVCS INC Common Stock 02145K107 96 4,800 defined 01, 02 4,800 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
ALTERNATIVE RESOURCES CORP Common Stock 02145R102 61 9,600 defined 01, 02 9,600 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
ALTOS HORNOS DE MEXICO ADR 022069306 227 53,500 defined 01, 02 53,500 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
ALYDAAR SOFTWARE CORP Common Stock 022610109 23 4,100 defined 01, 02 4,100 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
ALZA CORP Common Stock 022615108 5,339 139,582 defined 01, 02 139,582 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AMAZON.COM INC Common Stock 023135106 14,257 82,800 defined 01, 02 82,800 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AMBAC INC Common Stock 023139108 4,315 79,905 defined 01, 02 79,905 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AMCAST INDL CORP Common Stock 023395106 181 11,200 defined 01, 02 11,200 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AMCOR LTD -XXX ADR 02341R302 2,177 110,950 defined 01, 02 110,950 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AMCOL INTERNATIONAL CORP Common Stock 02341W103 336 33,600 defined 01, 02 33,600 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AMER GROUP ADR 023512205 224 33,400 defined 01, 02 33,400 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AMERADA HESS CORP Common Stock 023551104 5,735 112,722 defined 01, 02 112,722 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AMERCO Common Stock 023586100 355 16,500 defined 01, 02 16,500 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AMEREN CORP Common Stock 023608102 6,188 171,009 defined 01, 02 171,009 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AMERICA ONLINE INC Common Stock 02364J104 190,055 1,292,892 defined 01, 02 1,292,892 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AMERICA WEST HOLDINGS Common Stock 023657208 608 31,900 defined 01, 02 31,900 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AMERICAN ANNUITY GROUP Common Stock 023840101 616 28,300 defined 01, 02 28,300 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AMCORE FINL INC Common Stock 023912108 299 14,475 defined 01, 02 14,475 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AMERICAN AXLE AND MANUFACTURING Common Stock 024061103 182 15,000 defined 01, 02 15,000 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AMERICAN BANKERS INS GROUP Common Stock 024456105 2,798 53,800 defined 01, 02 53,800 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AMERICAN BUILDINGS COMPANY Common Stock 024757106 59 3,100 defined 01, 02 3,100 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AMERICAN BUSINESS PRODS/GA Common Stock 024763104 135 9,650 defined 01, 02 9,650 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AMERICAN CLASSIC VOYAGES CO Common Stock 024928103 171 10,500 defined 01, 02 10,500 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AM CAP STRATEGIES LTD Common Stock 024937104 45 2,600 defined 01, 02 2,600 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AMERICAN ELECTRIC POWER Common Stock 025537101 9,459 238,346 defined 01, 02 238,346 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AMERICAN EXPRESS Common Stock 025816109 67,006 569,054 defined 01, 02 569,054 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AMERICAN FINL GROUP INC Common Stock 025932104 2,469 70,161 defined 01, 02 70,161 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AMERICAN FREIGHTWAYS CORP Common Stock 02629V108 506 39,300 defined 01, 02 39,300 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AMERICAN GENERAL CORP Common Stock 026351106 22,140 314,039 defined 01, 02 314,039 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AMERICAN GREETINGS -CL A Common Stock 026375105 2,220 87,499 defined 01, 02 87,499 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AMERICAN HEALTH PROPERTIES Common Stock 026494104 453 24,900 defined 01, 02 24,900 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AMERICAN HERITAGE LIFE INVS Common Stock 026522102 443 19,000 defined 01, 02 19,000 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
</TABLE>
4
<PAGE> 7
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- ---------------------------------------------------------------------------------------------------------------------------------
AMERICAN HOME PRODUCTS CORP Common Stock 026609107 118,796 1,820,629 defined 01, 02 1,820,629 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AMERICAN HOMESTAR CORP Common Stock 026651109 50 6,788 defined 01, 02 6,788 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AMERICAN INDL PPTYS REIT Common Stock 026791202 94 8,100 defined 01, 02 8,100 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AMERICAN INTERNATIONAL GROUP Common Stock 026874107 187,165 1,551,624 defined 01, 02 1,551,624 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AMER ISRAELI PAPER MLS -ORD ADR 027069509 14 300 defined 01, 02 300 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AMERICAN ITALIAN PASTA CO Common Stock 027070101 120 4,800 defined 01, 02 4,800 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AMERICAN MANAGEMENT SYSTEMS Common Stock 027352103 1,788 52,400 defined 01, 02 52,400 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AMERICAN MEDIA INC -CL A Common Stock 02744L100 44 7,700 defined 01, 02 7,700 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AMERICAN MED SECURITY GROUP INC Common Stock 02744P101 126 9,000 defined 01, 02 9,000 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AMERICAN MOBILE SATELLITE CP Common Stock 02755R103 108 14,400 defined 01, 02 14,400 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AMERICAN NATIONAL INSURANCE Common Stock 028591105 1,411 21,100 defined 01, 02 21,100 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AMERICAN ONCOLOGY RES INC Common Stock 028910107 460 51,100 defined 01, 02 51,100 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AMERICAN RETIREMENT CORP Common Stock 028913101 92 6,400 defined 01, 02 6,400 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AMERICAN PWR CNVRSION Common Stock 029066107 2,965 109,800 defined 01, 02 109,800 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AMERICAN REALTY TRUST Common Stock 029177409 2 100 defined 01, 02 100 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AMERICAN SAFETY RAZOR Common Stock 029362100 83 6,000 defined 01, 02 6,000 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AMERN STANDARD CO INC Common Stock 029712106 2,771 80,605 defined 01, 02 80,605 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AMERICAN STATES WATER CO Common Stock 029899101 267 11,000 defined 01, 02 11,000 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AMERICAN TOWER CORP Common Stock 029912201 2,082 84,960 defined 01, 02 84,960 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AMERICAN STORES CO Common Stock 030096101 11,286 341,988 defined 01, 02 341,988 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AMERICAN SUPERCONDUCTOR CP Common Stock 030111108 10 1,100 defined 01, 02 1,100 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AMERICAN WATER WORKS INC Common Stock 030411102 2,696 92,575 defined 01, 02 92,575 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AMERICAN WOODMARK CORP Common Stock 030506109 44 1,400 defined 01, 02 1,400 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AMERICREDIT CORP Common Stock 03060R101 1,032 78,600 defined 01, 02 78,600 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AMERIN CORP Common Stock 03070X106 378 18,600 defined 01, 02 18,600 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AMERON INC/DE Common Stock 030710107 67 1,900 defined 01, 02 1,900 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AMERIPATH Common Stock 03071D109 31 3,450 defined 01, 02 3,450 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AMERISOURCE HEALTH CORP Common Stock 03071P102 1,121 32,800 defined 01, 02 32,800 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AMERITRADE HLDG CORP -CL A Common Stock 03072H109 1,025 16,600 defined 01, 02 16,600 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AMERUS LIFE HOLDINGS Common Stock 030732101 438 18,257 defined 01, 02 18,257 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AMERITECH CORP Common Stock 030954101 79,836 1,385,444 defined 01, 02 1,385,444 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AMETEK INC Common Stock 031100100 671 36,765 defined 01, 02 36,765 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AMF BOWLING INC Common Stock 03113V109 109 27,200 defined 01, 02 27,200 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AMGEN INC Common Stock 031162100 52,771 704,790 defined 01, 02 704,790 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AMKOR TECHNOLOGY INC Common Stock 031652100 16 2,000 defined 01, 02 2,000 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AMOY PROPERTIES ADR 031892102 1,546 354,950 defined 01, 02 354,950 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AMP INC Common Stock 031897101 14,413 269,397 defined 01, 02 269,397 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AMRESCO INC Common Stock 031909104 432 56,200 defined 01, 02 56,200 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AMPHENOL CORP CLASS A Common Stock 032095101 86 2,257 defined 01, 02 2,257 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AMSOUTH BANCORPORATION Common Stock 032165102 6,725 147,800 defined 01, 02 147,800 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AMSTEEL CORP BERHAD ADR 032182107 55 806,040 defined 01, 02 806,040 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AMTRAN INC Common Stock 03234G106 150 7,900 defined 01, 02 7,900 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AMWAY JAPAN LTD ADR 03234J100 928 212,104 defined 01, 02 212,104 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AMVESCAP PLC ADR 03235E100 4,146 81,000 defined 01, 02 81,000 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
ANACOMP INC Warrant or Right 032371114 0 29 defined 01, 02 29 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
</TABLE>
5
<PAGE> 8
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- ---------------------------------------------------------------------------------------------------------------------
ANADARKO PETROLEUM CORP Common Stock 032511107 5,664 150,052 defined 01, 02 150,052 0 0
- ---------------------------------------------------------------------------------------------------------------------
ANADIGICS INC Common Stock 032515108 277 15,700 defined 01, 02 15,700 0 0
- ---------------------------------------------------------------------------------------------------------------------
ANALOG DEVICES Common Stock 032654105 5,480 184,190 defined 01, 02 184,190 0 0
- ---------------------------------------------------------------------------------------------------------------------
ANALOGIC CORP Common Stock 032657207 517 15,700 defined 01, 02 15,700 0 0
- ---------------------------------------------------------------------------------------------------------------------
ANALYSTS INTERNATIONAL CORP Common Stock 032681108 321 27,950 defined 01, 02 27,950 0 0
- ---------------------------------------------------------------------------------------------------------------------
ANALYTICAL SURVEYS INC Common Stock 032683302 29 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 341 22,200 defined 01, 02 22,200 0 0
- ---------------------------------------------------------------------------------------------------------------------
ANCHOR GAMING Common Stock 033037102 656 15,000 defined 01, 02 15,000 0 0
- ---------------------------------------------------------------------------------------------------------------------
ANCOR COMMUNICATIONS INC Common Stock 03332K108 18 2,900 defined 01, 02 2,900 0 0
- ---------------------------------------------------------------------------------------------------------------------
ANDREW CORP Common Stock 034425108 1,280 103,928 defined 01, 02 103,928 0 0
- ---------------------------------------------------------------------------------------------------------------------
ANDRX CORP Common Stock 034551101 674 7,400 defined 01, 02 7,400 0 0
- ---------------------------------------------------------------------------------------------------------------------
ANGELICA CORP Common Stock 034663104 150 10,700 defined 01, 02 10,700 0 0
- ---------------------------------------------------------------------------------------------------------------------
ANGLO IRISH BANCORP ADR 035058106 425 14,800 defined 01, 02 14,800 0 0
- ---------------------------------------------------------------------------------------------------------------------
ANGLOGOLD ADR 035128206 2,250 111,800 defined 01, 02 111,800 0 0
- ---------------------------------------------------------------------------------------------------------------------
ANHEUSER-BUSCH COS INC Common Stock 035229103 45,969 603,866 defined 01, 02 603,866 0 0
- ---------------------------------------------------------------------------------------------------------------------
ANIXTER INTERNATIONAL CORP Common Stock 035290105 622 52,100 defined 01, 02 52,100 0 0
- ---------------------------------------------------------------------------------------------------------------------
ANNTAYLOR STORES CORP Common Stock 036115103 1,410 31,900 defined 01, 02 31,900 0 0
- ---------------------------------------------------------------------------------------------------------------------
ANSYS INC Common Stock 03662Q105 16 2,300 defined 01, 02 2,300 0 0
- ---------------------------------------------------------------------------------------------------------------------
ANTEC CORP Common Stock 03664P105 305 14,200 defined 01, 02 14,200 0 0
- ---------------------------------------------------------------------------------------------------------------------
ANTENNA TV ADR 03672N100 200 15,400 defined 01, 02 15,400 0 0
- ---------------------------------------------------------------------------------------------------------------------
ANSWERTHINK CONSULTING GROUP Common Stock 036916104 260 9,300 defined 01, 02 9,300 0 0
- ---------------------------------------------------------------------------------------------------------------------
MOSENERGO ADR 037376308 378 177,700 defined 01, 02 177,700 0 0
- ---------------------------------------------------------------------------------------------------------------------
AO TORGOVY DOM GUM ADR 037379104 3 3,700 defined 01, 02 3,700 0 0
- ---------------------------------------------------------------------------------------------------------------------
TATNEFT ADR 03737P306 194 70,400 defined 01, 02 70,400 0 0
- ---------------------------------------------------------------------------------------------------------------------
AON CORP Common Stock 037389103 13,385 211,621 defined 01, 02 211,621 0 0
- ---------------------------------------------------------------------------------------------------------------------
APACHE CORP Common Stock 037411105 3,162 121,313 defined 01, 02 121,313 0 0
- ---------------------------------------------------------------------------------------------------------------------
APASCO ADR 037488103 1,196 39,300 defined 01, 02 39,300 0 0
- ---------------------------------------------------------------------------------------------------------------------
APARTMENT INVT & MGMT CO Common Stock 03748R101 2,340 64,538 defined 01, 02 64,538 0 0
- ---------------------------------------------------------------------------------------------------------------------
APOGEE ENTERPRISES INC Common Stock 037598109 411 34,600 defined 01, 02 34,600 0 0
- ---------------------------------------------------------------------------------------------------------------------
APHTON CORP Common Stock 03759P101 166 10,200 defined 01, 02 10,200 0 0
- ---------------------------------------------------------------------------------------------------------------------
APOLLO GROUP INC -CL A Common Stock 037604105 2,687 89,950 defined 01, 02 89,950 0 0
- ---------------------------------------------------------------------------------------------------------------------
APPLE COMPUTER INC Common Stock 037833100 6,069 168,887 defined 01, 02 168,887 0 0
- ---------------------------------------------------------------------------------------------------------------------
APPLEBEES INTL INC Common Stock 037899101 923 37,200 defined 01, 02 37,200 0 0
- ---------------------------------------------------------------------------------------------------------------------
APRIA HEALTHCARE GROUP Common Stock 037933108 783 65,902 defined 01, 02 65,902 0 0
- ---------------------------------------------------------------------------------------------------------------------
APPLIED GRAPHICS TECHNOLOGIE Common Stock 037937109 80 10,600 defined 01, 02 10,600 0 0
- ---------------------------------------------------------------------------------------------------------------------
APPLIED ANALYTICAL INDUSTRIES Common Stock 037939105 114 10,400 defined 01, 02 10,400 0 0
- ---------------------------------------------------------------------------------------------------------------------
APEX PC SOLUTIONS INC Common Stock 037945102 171 12,300 defined 01, 02 12,300 0 0
- ---------------------------------------------------------------------------------------------------------------------
APPLIED INDUSTRIAL TECH Common Stock 03820C105 298 26,800 defined 01, 02 26,800 0 0
- ---------------------------------------------------------------------------------------------------------------------
APPLIED MAGNETICS CORP Common Stock 038213104 220 52,600 defined 01, 02 52,600 0 0
- ---------------------------------------------------------------------------------------------------------------------
APPLIED MATERIAL Common Stock 038222105 28,408 460,520 defined 01, 02 460,520 0 0
- ---------------------------------------------------------------------------------------------------------------------
APPLIED POWER -CL A Common Stock 038225108 1,314 48,225 defined 01, 02 48,225 0 0
- ---------------------------------------------------------------------------------------------------------------------
APPLIED MICRO CIRUCUITS CORP Common Stock 03822W109 257 6,000 defined 01, 02 6,000 0 0
- ---------------------------------------------------------------------------------------------------------------------
APTARGROUP INC Common Stock 038336103 1,170 45,000 defined 01, 02 45,000 0 0
- ---------------------------------------------------------------------------------------------------------------------
AQUARION CO Common Stock 03838W101 385 14,000 defined 01, 02 14,000 0 0
- ---------------------------------------------------------------------------------------------------------------------
</TABLE>
6
<PAGE> 9
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- --------------------------------------------------------------------------------------------------------------------------------
AQUILA GAS PIPELINE CORP Common Stock 03839B106 11 1,500 defined 01, 02 1,500 0 0
- --------------------------------------------------------------------------------------------------------------------------------
ARACRUZ CELULOSE SA ADR 038496204 1,474 101,674 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 39 8,200 defined 01, 02 8,200 0 0
- --------------------------------------------------------------------------------------------------------------------------------
ARCH COAL Common Stock 039380100 105 7,900 defined 01, 02 7,900 0 0
- --------------------------------------------------------------------------------------------------------------------------------
ARCHER-DANIELS-MIDLAND CO Common Stock 039483102 10,849 738,661 defined 01, 02 738,661 0 0
- --------------------------------------------------------------------------------------------------------------------------------
ARCHSTONE COMMUNITIES TRUST Common Stock 039581103 2,942 146,200 defined 01, 02 146,200 0 0
- --------------------------------------------------------------------------------------------------------------------------------
ARCTIC CAT INC Common Stock 039670104 336 33,825 defined 01, 02 33,825 0 0
- --------------------------------------------------------------------------------------------------------------------------------
ARDEN REALTY GROUP Common Stock 039793104 1,413 63,500 defined 01, 02 63,500 0 0
- --------------------------------------------------------------------------------------------------------------------------------
ARDENT SOFTWARE INC Common Stock 039794102 66 4,100 defined 01, 02 4,100 0 0
- --------------------------------------------------------------------------------------------------------------------------------
AREA BANCSHARES CORP NEW Common Stock 039872106 44 1,900 defined 01, 02 1,900 0 0
- --------------------------------------------------------------------------------------------------------------------------------
ARGONAUT GROUP INC Common Stock 040157109 411 16,000 defined 01, 02 16,000 0 0
- --------------------------------------------------------------------------------------------------------------------------------
ARGUSS HOLDINGS INC Common Stock 040282105 10 600 defined 01, 02 600 0 0
- --------------------------------------------------------------------------------------------------------------------------------
ARKANSAS BEST CORP Common Stock 040790107 165 24,200 defined 01, 02 24,200 0 0
- --------------------------------------------------------------------------------------------------------------------------------
ARM HOLDINGS PLC ADR 042068106 1,444 10,900 defined 01, 02 10,900 0 0
- --------------------------------------------------------------------------------------------------------------------------------
ARMCO INC Common Stock 042170100 301 67,900 defined 01, 02 67,900 0 0
- --------------------------------------------------------------------------------------------------------------------------------
ARMOR HOLDINGS INC Common Stock 042260109 40 2,900 defined 01, 02 2,900 0 0
- --------------------------------------------------------------------------------------------------------------------------------
ARMSTRONG WORLD INDS INC Common Stock 042476101 2,249 49,760 defined 01, 02 49,760 0 0
- --------------------------------------------------------------------------------------------------------------------------------
ARNOLD INDUSTRIES INC Common Stock 042595108 429 28,808 defined 01, 02 28,808 0 0
- --------------------------------------------------------------------------------------------------------------------------------
ARROW ELECTRONICS INC Common Stock 042735100 1,643 109,500 defined 01, 02 109,500 0 0
- --------------------------------------------------------------------------------------------------------------------------------
ARROW INTERNATIONAL Common Stock 042764100 436 20,200 defined 01, 02 20,200 0 0
- --------------------------------------------------------------------------------------------------------------------------------
ARTESYN TECHNOLOGIES Common Stock 043127109 186 15,000 defined 01, 02 15,000 0 0
- --------------------------------------------------------------------------------------------------------------------------------
ARTHROCARE CORP Common Stock 043136100 26 1,600 defined 01, 02 1,600 0 0
- --------------------------------------------------------------------------------------------------------------------------------
ARVIN INDUSTRIES INC Common Stock 043339100 995 29,538 defined 01, 02 29,538 0 0
- --------------------------------------------------------------------------------------------------------------------------------
ASARCO INC Common Stock 043413103 680 49,210 defined 01, 02 49,210 0 0
- --------------------------------------------------------------------------------------------------------------------------------
ASCEND COMMUNICATIONS INC Common Stock 043491109 22,806 272,515 defined 01, 02 272,515 0 0
- --------------------------------------------------------------------------------------------------------------------------------
ASCENT ENTERTAINMENT GROUP Common Stock 043628106 228 20,820 defined 01, 02 20,820 0 0
- --------------------------------------------------------------------------------------------------------------------------------
ASHANTI GOLDFIELDS CO. LTD ADR 043743202 550 62,800 defined 01, 02 62,800 0 0
- --------------------------------------------------------------------------------------------------------------------------------
ASHLAND INC Common Stock 044204105 3,810 93,060 defined 01, 02 93,060 0 0
- --------------------------------------------------------------------------------------------------------------------------------
ASHTON MINING ADR 045074101 7 4,200 defined 01, 02 4,200 0 0
- --------------------------------------------------------------------------------------------------------------------------------
ASHWORTH INC Common Stock 04516H101 61 17,500 defined 01, 02 17,500 0 0
- --------------------------------------------------------------------------------------------------------------------------------
ASIA PULP & PAPER ADR 04516V100 1,171 139,800 defined 01, 02 139,800 0 0
- --------------------------------------------------------------------------------------------------------------------------------
ASIA SATELLITE TELECOMMUNICATIONS ADR 04516X106 354 23,000 defined 01, 02 23,000 0 0
- --------------------------------------------------------------------------------------------------------------------------------
ASPECT DEV INC Common Stock 045234101 242 10,400 defined 01, 02 10,400 0 0
- --------------------------------------------------------------------------------------------------------------------------------
ASPECT TELECOMMUNICATIONS Common Stock 045237104 422 63,700 defined 01, 02 63,700 0 0
- --------------------------------------------------------------------------------------------------------------------------------
ASPEN TECHNOLOGY INC Common Stock 045327103 437 30,800 defined 01, 02 30,800 0 0
- --------------------------------------------------------------------------------------------------------------------------------
ASSOCIATED BANC CORP Common Stock 045487105 2,320 72,632 defined 01, 02 72,632 0 0
- --------------------------------------------------------------------------------------------------------------------------------
ASSOCIATED ESTATES RLTY CORP Common Stock 045604105 245 23,500 defined 01, 02 23,500 0 0
- --------------------------------------------------------------------------------------------------------------------------------
ASSOCIATED GROUP INC Common Stock 045651106 758 15,300 defined 01, 02 15,300 0 0
- --------------------------------------------------------------------------------------------------------------------------------
ASSOCIATED GROUP INC Common Stock 045651205 917 18,900 defined 01, 02 18,900 0 0
- --------------------------------------------------------------------------------------------------------------------------------
AT HOME NETWORK Common Stock 045919107 3,969 25,200 defined 01, 02 25,200 0 0
- --------------------------------------------------------------------------------------------------------------------------------
ENTERTAINMENT INC Common Stock 045920105 172 18,100 defined 01, 02 18,100 0 0
- --------------------------------------------------------------------------------------------------------------------------------
ASSOCIATES FIRST CAPITAL CORP Common Stock 046008108 40,795 906,546 defined 01, 02 906,546 0 0
- --------------------------------------------------------------------------------------------------------------------------------
ASTEC INDUSTRIES INC Common Stock 046224101 719 23,300 defined 01, 02 23,300 0 0
- --------------------------------------------------------------------------------------------------------------------------------
ASTORIA FINL CORP Common Stock 046265104 3,138 62,759 defined 01, 02 62,759 0 0
- --------------------------------------------------------------------------------------------------------------------------------
</TABLE>
7
<PAGE> 10
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- ---------------------------------------------------------------------------------------------------------------------------------
ASTRAZENECA PLC ADR 046298105 25,522 1,112,666 defined 01, 02 1,112,666 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
ASYST TECHNOLOGIES INC Common Stock 04648X107 72 5,200 defined 01, 02 5,200 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
ATLANTIC RICHFIELD CO Common Stock 048825103 29,688 405,989 defined 01, 02 405,989 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
ATLAS AIR INC Common Stock 049164106 570 19,800 defined 01, 02 19,800 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
ATLAS COPCO ADR 049255706 2,413 88,965 defined 01, 02 88,965 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
ATMEL CORP Common Stock 049513104 1,733 114,092 defined 01, 02 114,092 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
ATMOS ENERGY CORP Common Stock 049560105 914 38,000 defined 01, 02 38,000 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
ATWOOD OCEANICS Common Stock 050095108 183 6,100 defined 01, 02 6,100 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AU BON PAIN INC -CL A Common Stock 050103100 78 14,900 defined 01, 02 14,900 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AUSPEX SYSTEMS INC Common Stock 052116100 346 32,400 defined 01, 02 32,400 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AUSTRLIA &NW ZEALND BK ADR 052528304 6,955 192,850 defined 01, 02 192,850 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AUTHENTIC FITNESS Common Stock 052661105 442 28,600 defined 01, 02 28,600 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AUTODESK INC Common Stock 052769106 2,940 72,702 defined 01, 02 72,702 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AUTOLIV INC ADR 052800109 2,671 71,100 defined 01, 02 71,100 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN NATIONAL INDUSTRIES ADR 052901303 444 139,100 defined 01, 02 139,100 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AUTOMATIC DATA PROCESSING Common Stock 053015103 32,138 776,752 defined 01, 02 776,752 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AUTOWEB.COM Common Stock 053331104 89 2,500 defined 01, 02 2,500 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AUTOZONE INC Common Stock 053332102 5,682 187,071 defined 01, 02 187,071 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AVADO BRANDS INC. Common Stock 05336P108 172 29,000 defined 01, 02 29,000 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AVALON BAY COMMUNITIES INC Common Stock 053484101 2,066 64,806 defined 01, 02 64,806 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AVANT CORP Common Stock 053487104 254 14,300 defined 01, 02 14,300 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AVATAR HOLDINGS INC Common Stock 053494100 120 6,600 defined 01, 02 6,600 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AVERY DENNISON CORP Common Stock 053611109 8,440 146,776 defined 01, 02 146,776 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AVIALL INC Common Stock 05366B102 195 12,600 defined 01, 02 12,600 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AVIATION SALES COMPANY Common Stock 053672101 690 15,500 defined 01, 02 15,500 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AVID TECHNOLOGY INC Common Stock 05367P100 528 30,300 defined 01, 02 30,300 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AVIRON Common Stock 053762100 117 5,800 defined 01, 02 5,800 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AVIS RENT A CAR INC Common Stock 053790101 285 10,300 defined 01, 02 10,300 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AVISTA CORP Common Stock 05379B107 644 39,600 defined 01, 02 39,600 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AVNET INC Common Stock 053807103 1,480 40,267 defined 01, 02 40,267 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AVON PRODUCTS Common Stock 054303102 15,601 331,491 defined 01, 02 331,491 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AVONDALE INDUSTRIES INC Common Stock 054350103 277 9,400 defined 01, 02 9,400 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AXA ADR 054536107 26,861 405,450 defined 01, 02 405,450 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AWARE INC MASS Common Stock 05453N100 371 7,900 defined 01, 02 7,900 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AXENT TECHNOLOGIES INC Common Stock 05459C108 311 12,920 defined 01, 02 12,920 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
ARRIS PHARMACEUTICAL CORP Common Stock 054635107 14 3,350 defined 01, 02 3,350 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AZTAR CORP Common Stock 054802103 271 56,300 defined 01, 02 56,300 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
BB&T CORP Common Stock 054937107 14,026 387,585 defined 01, 02 387,585 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
B A A ADR 05518L206 8,136 731,450 defined 01, 02 731,450 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
BA MERCHANT SERVICES Common Stock 055239107 179 8,800 defined 01, 02 8,800 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
BCE INC Common Stock 05534B109 18,957 427,800 defined 01, 02 427,800 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
BCE MOBILE COMMUNICATIONS Common Stock 05534G108 1,244 46,600 defined 01, 02 46,600 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
BOSTON EDISON CO Common Stock 05538M101 1,252 34,056 defined 01, 02 34,056 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
BG PLC SPON ADR ADR 055434104 16,445 561,007 defined 01, 02 561,007 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
BHC COMMUNICATIONS -CL A Common Stock 055448104 1,645 13,400 defined 01, 02 13,400 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
</TABLE>
8
<PAGE> 11
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- --------------------------------------------------------------------------------------------------------------------------------
BISYS GROUP INC Common Stock 055472104 1,879 33,400 defined 01, 02 33,400 0 0
- --------------------------------------------------------------------------------------------------------------------------------
BJ SERVICES CO Common Stock 055482103 1,889 81,252 defined 01, 02 81,252 0 0
- --------------------------------------------------------------------------------------------------------------------------------
BJ SERVICES CO Warrant or Right 055482111 35 1,800 defined 01, 02 1,800 0 0
- --------------------------------------------------------------------------------------------------------------------------------
BJS WHOLESALE CLUB Common Stock 05548J106 2,232 84,830 defined 01, 02 84,830 0 0
- --------------------------------------------------------------------------------------------------------------------------------
BMC INDUSTRIES INC/MN Common Stock 055607105 150 33,700 defined 01, 02 33,700 0 0
- --------------------------------------------------------------------------------------------------------------------------------
BOC GROUP PLC ADR 055617609 3,885 141,900 defined 01, 02 141,900 0 0
- --------------------------------------------------------------------------------------------------------------------------------
BOK FINANCIAL CORP Common Stock 05561Q201 549 21,328 defined 01, 02 21,328 0 0
- --------------------------------------------------------------------------------------------------------------------------------
BP AMOCO PLC ADR 055622104 97,353 963,889 defined 01, 02 963,889 0 0
- --------------------------------------------------------------------------------------------------------------------------------
BRE PROPERTIES -CL A Common Stock 05564E106 1,020 45,100 defined 01, 02 45,100 0 0
- --------------------------------------------------------------------------------------------------------------------------------
BSB BANCORP Common Stock 055652101 139 5,725 defined 01, 02 5,725 0 0
- --------------------------------------------------------------------------------------------------------------------------------
BT FINANCIAL CORP Common Stock 055763106 147 5,556 defined 01, 02 5,556 0 0
- --------------------------------------------------------------------------------------------------------------------------------
BMC SOFTWARE INC Common Stock 055921100 11,122 300,092 defined 01, 02 300,092 0 0
- --------------------------------------------------------------------------------------------------------------------------------
BACOU USA INC Common Stock 056439102 127 9,700 defined 01, 02 9,700 0 0
- --------------------------------------------------------------------------------------------------------------------------------
BAKER-HUGHES INC Common Stock 057224107 9,855 405,339 defined 01, 02 405,339 0 0
- --------------------------------------------------------------------------------------------------------------------------------
BAKER (J) INC Common Stock 057232100 65 17,400 defined 01, 02 17,400 0 0
- --------------------------------------------------------------------------------------------------------------------------------
BALDOR ELECTRIC Common Stock 057741100 929 46,186 defined 01, 02 46,186 0 0
- --------------------------------------------------------------------------------------------------------------------------------
BALDWIN & LYONS -CL B Common Stock 057755209 156 7,500 defined 01, 02 7,500 0 0
- --------------------------------------------------------------------------------------------------------------------------------
BALL CORP Common Stock 058498106 1,788 38,100 defined 01, 02 38,100 0 0
- --------------------------------------------------------------------------------------------------------------------------------
BALLARD MEDICAL PRODUCTS Common Stock 058566100 1,010 41,433 defined 01, 02 41,433 0 0
- --------------------------------------------------------------------------------------------------------------------------------
BALLY TOTAL FITNESS Common Stock 05873K108 302 12,632 defined 01, 02 12,632 0 0
- --------------------------------------------------------------------------------------------------------------------------------
BANCO BILBAO VIZCAYA ADR 059458208 21,413 1,457,900 defined 01, 02 1,457,900 0 0
- --------------------------------------------------------------------------------------------------------------------------------
BANCFIRST CORP/OK Common Stock 05945F103 66 1,900 defined 01, 02 1,900 0 0
- --------------------------------------------------------------------------------------------------------------------------------
BANCO CENTRAL HISPANO ADR 059470401 8,542 697,317 defined 01, 02 697,317 0 0
- --------------------------------------------------------------------------------------------------------------------------------
BANCO COMERCIAL PORTGE ADR 059479303 2,294 77,440 defined 01, 02 77,440 0 0
- --------------------------------------------------------------------------------------------------------------------------------
BANCO DE A. EDWARDS ADR 059504100 241 21,200 defined 01, 02 21,200 0 0
- --------------------------------------------------------------------------------------------------------------------------------
BANCO DE GALICIA BUENO ADR 059538207 789 49,119 defined 01, 02 49,119 0 0
- --------------------------------------------------------------------------------------------------------------------------------
BANCO FRANCES DEL RIO DE LA SP ADR 059591107 533 30,017 defined 01, 02 30,017 0 0
- --------------------------------------------------------------------------------------------------------------------------------
BANCO GANADERO ADR 059594408 322 19,100 defined 01, 02 19,100 0 0
- --------------------------------------------------------------------------------------------------------------------------------
BANCO RIO DE LA PLATA ADR 059644104 510 53,000 defined 01, 02 53,000 0 0
- --------------------------------------------------------------------------------------------------------------------------------
BANCO WEISE ADR 059651109 6 2,700 defined 01, 02 2,700 0 0
- --------------------------------------------------------------------------------------------------------------------------------
BANCO SANTANDER CHILE ADR 05965F108 992 66,100 defined 01, 02 66,100 0 0
- --------------------------------------------------------------------------------------------------------------------------------
BANCO SANTIAGO ADR ADR 05965L105 941 53,400 defined 01, 02 53,400 0 0
- --------------------------------------------------------------------------------------------------------------------------------
BANCOLUMBIA SA ADR 05968L102 117 24,300 defined 01, 02 24,300 0 0
- --------------------------------------------------------------------------------------------------------------------------------
BANCORPSOUTH INC Common Stock 059692103 444 27,780 defined 01, 02 27,780 0 0
- --------------------------------------------------------------------------------------------------------------------------------
BANCTEC INC Common Stock 059784108 298 24,225 defined 01, 02 24,225 0 0
- --------------------------------------------------------------------------------------------------------------------------------
BANCWEST CORP NEW Common Stock 059790105 1,326 31,200 defined 01, 02 31,200 0 0
- --------------------------------------------------------------------------------------------------------------------------------
BANDAG INC Common Stock 059815100 717 25,200 defined 01, 02 25,200 0 0
- --------------------------------------------------------------------------------------------------------------------------------
BANDAI LTD ADR 059822106 453 130,100 defined 01, 02 130,100 0 0
- --------------------------------------------------------------------------------------------------------------------------------
BANCO ESPADOL DE CREDITO ADR 059878207 5,259 720,100 defined 01, 02 720,100 0 0
- --------------------------------------------------------------------------------------------------------------------------------
BANGOR HYDRO-ELEC CO Common Stock 060077104 114 9,000 defined 01, 02 9,000 0 0
- --------------------------------------------------------------------------------------------------------------------------------
BANK AUSTRIA ADR 060593100 1,787 150,200 defined 01, 02 150,200 0 0
- --------------------------------------------------------------------------------------------------------------------------------
BANK OF COMMERCE SAN DIEGO Common Stock 061589107 40 2,000 defined 01, 02 2,000 0 0
- --------------------------------------------------------------------------------------------------------------------------------
BANK OF EAST ASIA ADR 061874103 1,560 919,151 defined 01, 02 919,151 0 0
- --------------------------------------------------------------------------------------------------------------------------------
BANK OF GRANITE CORPORATION Common Stock 062401104 233 10,543 defined 01, 02 10,543 0 0
- --------------------------------------------------------------------------------------------------------------------------------
BANK OF MONTREAL Common Stock 063671101 7,153 177,707 defined 01, 02 177,707 0 0
- --------------------------------------------------------------------------------------------------------------------------------
</TABLE>
9
<PAGE> 12
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- ------------------------------------------------------------------------------------------------------------------------------------
BANK OF NEW YORK CO INC Common Stock 064057102 34,085 948,455 defined 01, 02 948,455 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
BANC ONE CORP Common Stock 06423A103 80,757 1,466,642 defined 01, 02 1,466,642 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
BANK OF TOKYO-MITSUBISHI, LTD ADR ADR 065379109 46,585 3,327,475 defined 01, 02 3,327,475 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
BANK UNITED CORP Common Stock 065412108 899 22,000 defined 01, 02 22,000 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
BANKATLANTIC BANCORP Common Stock 065908501 31 4,383 defined 01, 02 4,383 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
BANKBOSTON CORP Common Stock 06605R106 16,010 369,634 defined 01, 02 369,634 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
BANKERS TRUST NEW YORK CORP Common Stock 066365107 10,490 118,866 defined 01, 02 118,866 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
BANKINTER SA ADR 066460205 1,582 44,700 defined 01, 02 44,700 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
BANKNORTH GROUP INC/DE Common Stock 06646L100 811 28,700 defined 01, 02 28,700 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
BANNER AEROSPACE INC Common Stock 066525106 68 9,200 defined 01, 02 9,200 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
BANKUNITED FINANCIAL CORP Common Stock 06652B103 19 2,600 defined 01, 02 2,600 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
BANTA CORP Common Stock 066821109 629 33,102 defined 01, 02 33,102 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
BARD (C.R.) INC Common Stock 067383109 3,695 73,251 defined 01, 02 73,251 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
BARCLAYS PLC/ENGLAND ADR 06738E204 30,597 268,100 defined 01, 02 268,100 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
BARNES & NOBLE INC Common Stock 067774109 2,526 78,628 defined 01, 02 78,628 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
BARNES GROUP INC Common Stock 067806109 459 24,500 defined 01, 02 24,500 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
BARRICK GOLD CORPORATION Common Stock 067901108 7,973 467,304 defined 01, 02 467,304 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
BARNETT INC Common Stock 068062108 86 9,800 defined 01, 02 9,800 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
BARR LABORATORIES INC Common Stock 068306109 941 30,850 defined 01, 02 30,850 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
BARRA INC Common Stock 068313105 192 7,800 defined 01, 02 7,800 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
BARRETT RESOURCES CORP Common Stock 068480201 999 39,850 defined 01, 02 39,850 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
BASS PLC ADR 069904209 7,527 547,445 defined 01, 02 547,445 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
BASSETT FURNITURE INDS Common Stock 070203104 352 15,931 defined 01, 02 15,931 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
BATTLE MTN GOLD CO Common Stock 071593107 785 285,286 defined 01, 02 285,286 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
BAUSCH & LOMB INC Common Stock 071707103 4,968 76,431 defined 01, 02 76,431 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
BAXTER INTERNATIONAL INC Common Stock 071813109 25,960 393,328 defined 01, 02 393,328 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
BAXTER INTERNATIONAL INC Warrant or Right 071813125 1 12,000 defined 01, 02 12,000 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
BAY VIEW CAP CORP Common Stock 07262L101 164 8,700 defined 01, 02 8,700 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
BAYER A G ADR 072730302 18,446 492,400 defined 01, 02 492,400 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
BAYONNE BANCSHARES Common Stock 072883101 26 1,600 defined 01, 02 1,600 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
BE AEROSPACE INC Common Stock 073302101 447 30,300 defined 01, 02 30,300 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
BEA SYSTEMS Common Stock 073325102 520 33,300 defined 01, 02 33,300 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
BEAR STEARNS COMPANIES INC Common Stock 073902108 6,198 138,699 defined 01, 02 138,699 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
BEAZER HOMES USA INC Common Stock 07556Q105 67 3,200 defined 01, 02 3,200 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
BECKMAN COULTER INC Common Stock 075811109 1,438 32,486 defined 01, 02 32,486 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
BECTON DICKINSON & CO Common Stock 075887109 13,177 343,932 defined 01, 02 343,932 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
BED BATH & BEYOND INC Common Stock 075896100 5,834 159,822 defined 01, 02 159,822 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
BEDFORD PPTY INVS INC Common Stock 076446301 344 23,500 defined 01, 02 23,500 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
BEIJING YANHUA PETROCHEMICAL LTD ADR 07725N108 3 750 defined 01, 02 750 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
BELCO OIL & GAS Common Stock 077410108 109 18,400 defined 01, 02 18,400 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
BELDEN INC Common Stock 077459105 515 30,200 defined 01, 02 30,200 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
BELL & HOWELL CO Common Stock 077852101 355 12,100 defined 01, 02 12,100 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
BELL ATLANTIC CORP Common Stock 077853109 100,037 1,935,427 defined 01, 02 1,935,427 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
BELL CANADA INTERNATIONAL Common Stock 077914109 156 12,000 defined 01, 02 12,000 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
BELL INDUSTRIES INC Common Stock 078107109 123 11,868 defined 01, 02 11,868 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
10
<PAGE> 13
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- -------------------------------------------------------------------------------------------------------------------------------
BELLSOUTH CORP Common Stock 079860102 97,477 2,433,122 defined 01, 02 2,433,122 0 0
- -------------------------------------------------------------------------------------------------------------------------------
BELO (AH) CORP -SER A COM Common Stock 080555105 2,537 139,038 defined 01, 02 139,038 0 0
- -------------------------------------------------------------------------------------------------------------------------------
BEMIS CO Common Stock 081437105 2,016 64,915 defined 01, 02 64,915 0 0
- -------------------------------------------------------------------------------------------------------------------------------
BEN & JERRY'S HOMEMDE -CL A Common Stock 081465106 73 2,600 defined 01, 02 2,600 0 0
- -------------------------------------------------------------------------------------------------------------------------------
BENCHMARK ELECTRONICS INC Common Stock 08160H101 435 14,500 defined 01, 02 14,500 0 0
- -------------------------------------------------------------------------------------------------------------------------------
BENETTON GROUP SPA ADR 081795403 2,313 64,244 defined 01, 02 64,244 0 0
- -------------------------------------------------------------------------------------------------------------------------------
BENTON OIL & GAS CO Common Stock 083288100 133 36,700 defined 01, 02 36,700 0 0
- -------------------------------------------------------------------------------------------------------------------------------
BERGEN BRUNSWIG CORP -CL A Common Stock 083739102 2,754 137,697 defined 01, 02 137,697 0 0
- -------------------------------------------------------------------------------------------------------------------------------
BERGSTROM CAPITAL CORP Common Stock 084093103 118 600 defined 01, 02 600 0 0
- -------------------------------------------------------------------------------------------------------------------------------
BERINGER WINE ESTATES HOLDINGS INC Common Stock 084102102 189 5,200 defined 01, 02 5,200 0 0
- -------------------------------------------------------------------------------------------------------------------------------
BERKLEY (W R) CORP Common Stock 084423102 539 22,000 defined 01, 02 22,000 0 0
- -------------------------------------------------------------------------------------------------------------------------------
BERKSHIRE HATHAWAY INC Common Stock 084670108 50,694 710 defined 01, 02 710 0 0
- -------------------------------------------------------------------------------------------------------------------------------
BERKSHIRE REALTY CO INC Common Stock 084710102 418 37,400 defined 01, 02 37,400 0 0
- -------------------------------------------------------------------------------------------------------------------------------
BERLITZ INTERNATIONAL INC Common Stock 08520F100 136 6,000 defined 01, 02 6,000 0 0
- -------------------------------------------------------------------------------------------------------------------------------
BERRY PETROLEUM -CL A Common Stock 085789105 152 13,800 defined 01, 02 13,800 0 0
- -------------------------------------------------------------------------------------------------------------------------------
BESPAK ADR 086342102 220 17,700 defined 01, 02 17,700 0 0
- -------------------------------------------------------------------------------------------------------------------------------
BEST BUY CO INC Common Stock 086516101 12,044 231,623 defined 01, 02 231,623 0 0
- -------------------------------------------------------------------------------------------------------------------------------
BEST SOFTWARE INC Common Stock 086579109 181 13,400 defined 01, 02 13,400 0 0
- -------------------------------------------------------------------------------------------------------------------------------
BESTFOODS INC Common Stock 08658U101 16,912 359,835 defined 01, 02 359,835 0 0
- -------------------------------------------------------------------------------------------------------------------------------
BETHLEHEM STEEL CORP Common Stock 087509105 1,326 160,718 defined 01, 02 160,718 0 0
- -------------------------------------------------------------------------------------------------------------------------------
BEVERLY ENTERPRISES Common Stock 087851309 664 129,600 defined 01, 02 129,600 0 0
- -------------------------------------------------------------------------------------------------------------------------------
BEYOND.COM CORP Common Stock 08860E101 131 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 311 10,000 defined 01, 02 10,000 0 0
- -------------------------------------------------------------------------------------------------------------------------------
BILLING CONCEPTS CORP Common Stock 090063108 546 46,000 defined 01, 02 46,000 0 0
- -------------------------------------------------------------------------------------------------------------------------------
BINDLEY WESTERN INDS Common Stock 090324104 864 30,233 defined 01, 02 30,233 0 0
- -------------------------------------------------------------------------------------------------------------------------------
BIO-RAD LABS -CL A Common Stock 090572207 142 7,000 defined 01, 02 7,000 0 0
- -------------------------------------------------------------------------------------------------------------------------------
BIO TECHNOLOGY GENERAL CORP Common Stock 090578105 398 66,600 defined 01, 02 66,600 0 0
- -------------------------------------------------------------------------------------------------------------------------------
BIOCHEM PHARMA INC Common Stock 09058T108 1,404 65,900 defined 01, 02 65,900 0 0
- -------------------------------------------------------------------------------------------------------------------------------
BIOGEN INC Common Stock 090597105 10,714 93,723 defined 01, 02 93,723 0 0
- -------------------------------------------------------------------------------------------------------------------------------
BIOMATRIX INC Common Stock 09060P102 1,178 15,100 defined 01, 02 15,100 0 0
- -------------------------------------------------------------------------------------------------------------------------------
BIOMET INC Common Stock 090613100 6,443 153,645 defined 01, 02 153,645 0 0
- -------------------------------------------------------------------------------------------------------------------------------
BIOTIME INC Common Stock 09066L105 29 1,800 defined 01, 02 1,800 0 0
- -------------------------------------------------------------------------------------------------------------------------------
BIOTIME INC Warrant or Right 09066L121 1 1,800 defined 01, 02 1,800 0 0
- -------------------------------------------------------------------------------------------------------------------------------
BIOVAIL CORP Common Stock 09067K106 643 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 145 36,750 defined 01, 02 36,750 0 0
- -------------------------------------------------------------------------------------------------------------------------------
BIOMIRA INC Common Stock 09161R106 4 1,300 defined 01, 02 1,300 0 0
- -------------------------------------------------------------------------------------------------------------------------------
BLACK & DECKER CORP Common Stock 091797100 6,075 109,591 defined 01, 02 109,591 0 0
- -------------------------------------------------------------------------------------------------------------------------------
BLACK BOX CORP Common Stock 091826107 453 14,600 defined 01, 02 14,600 0 0
- -------------------------------------------------------------------------------------------------------------------------------
BLACK HILLS CORP Common Stock 092113109 528 24,794 defined 01, 02 24,794 0 0
- -------------------------------------------------------------------------------------------------------------------------------
BLAIR CORP Common Stock 092828102 88 5,600 defined 01, 02 5,600 0 0
- -------------------------------------------------------------------------------------------------------------------------------
BLANCH E W HLDGS INC Common Stock 093210102 399 7,600 defined 01, 02 7,600 0 0
- -------------------------------------------------------------------------------------------------------------------------------
BLOCK DRUG -CL A Common Stock 093644102 485 11,824 defined 01, 02 11,824 0 0
- -------------------------------------------------------------------------------------------------------------------------------
BLOCK H & R INC Common Stock 093671105 5,820 122,852 defined 01, 02 122,852 0 0
- -------------------------------------------------------------------------------------------------------------------------------
</TABLE>
11
<PAGE> 14
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- ---------------------------------------------------------------------------------------------------------------------------
BLOUNT INC -CL A Common Stock 095177101 1,334 46,200 defined 01, 02 46,200 0 0
- ---------------------------------------------------------------------------------------------------------------------------
BLUE CIRCLE INDUSTRIES ADR 095342408 3,020 518,100 defined 01, 02 518,100 0 0
- ---------------------------------------------------------------------------------------------------------------------------
BLUE SQUARE ADR 096055108 319 25,000 defined 01, 02 25,000 0 0
- ---------------------------------------------------------------------------------------------------------------------------
BLYTH INDUSTRIES INC Common Stock 09643P108 649 27,450 defined 01, 02 27,450 0 0
- ---------------------------------------------------------------------------------------------------------------------------
BOB EVANS FARMS Common Stock 096761101 937 46,853 defined 01, 02 46,853 0 0
- ---------------------------------------------------------------------------------------------------------------------------
BODY SHOP INTL. ADR 096895107 229 27,100 defined 01, 02 27,100 0 0
- ---------------------------------------------------------------------------------------------------------------------------
BOEING CO Common Stock 097023105 39,854 1,172,164 defined 01, 02 1,172,164 0 0
- ---------------------------------------------------------------------------------------------------------------------------
BOISE CASCADE CORP Common Stock 097383103 2,241 69,476 defined 01, 02 69,476 0 0
- ---------------------------------------------------------------------------------------------------------------------------
BOISE CASCADE OFFICE PRODS Common Stock 097403109 53 4,800 defined 01, 02 4,800 0 0
- ---------------------------------------------------------------------------------------------------------------------------
BOMBAY CO INC Common Stock 097924104 186 46,512 defined 01, 02 46,512 0 0
- ---------------------------------------------------------------------------------------------------------------------------
BONE CARE INTERNATIONAL Common Stock 098072101 31 3,000 defined 01, 02 3,000 0 0
- ---------------------------------------------------------------------------------------------------------------------------
BOOKER ADR 098561202 143 37,100 defined 01, 02 37,100 0 0
- ---------------------------------------------------------------------------------------------------------------------------
BOOKS-A-MILLION INC Common Stock 098570104 223 21,900 defined 01, 02 21,900 0 0
- ---------------------------------------------------------------------------------------------------------------------------
BORAL LTD ADR 099509408 1,130 96,675 defined 01, 02 96,675 0 0
- ---------------------------------------------------------------------------------------------------------------------------
BORDERS GROUP INC Common Stock 099709107 1,242 88,300 defined 01, 02 88,300 0 0
- ---------------------------------------------------------------------------------------------------------------------------
BORG WARNER AUTO Common Stock 099724106 1,444 30,200 defined 01, 02 30,200 0 0
- ---------------------------------------------------------------------------------------------------------------------------
BORG-WARNER SECURITY CP Common Stock 099733107 245 14,600 defined 01, 02 14,600 0 0
- ---------------------------------------------------------------------------------------------------------------------------
BORON, LEPORE & ASSOC, INC Common Stock 10001P102 78 7,500 defined 01, 02 7,500 0 0
- ---------------------------------------------------------------------------------------------------------------------------
BOSTON BEER COMPANY Common Stock 100557107 46 5,900 defined 01, 02 5,900 0 0
- ---------------------------------------------------------------------------------------------------------------------------
BOSTON COMMUNICATONS GROUP Common Stock 100582105 24 2,500 defined 01, 02 2,500 0 0
- ---------------------------------------------------------------------------------------------------------------------------
BOSTON PROPERTIES INC Common Stock 101121101 2,049 64,800 defined 01, 02 64,800 0 0
- ---------------------------------------------------------------------------------------------------------------------------
BOSTON SCIENTIFIC CORP Common Stock 101137107 22,060 543,011 defined 01, 02 543,011 0 0
- ---------------------------------------------------------------------------------------------------------------------------
BOUYGUES OFFSHORE S.A. ADR 102112109 276 20,100 defined 01, 02 20,100 0 0
- ---------------------------------------------------------------------------------------------------------------------------
BOWATER INC Common Stock 102183100 2,453 61,893 defined 01, 02 61,893 0 0
- ---------------------------------------------------------------------------------------------------------------------------
BOWNE & CO INC Common Stock 103043105 534 45,700 defined 01, 02 45,700 0 0
- ---------------------------------------------------------------------------------------------------------------------------
BOYD GAMING CORP Common Stock 103304101 148 34,800 defined 01, 02 34,800 0 0
- ---------------------------------------------------------------------------------------------------------------------------
BOYKIN LODGING CO Common Stock 103430104 212 17,700 defined 01, 02 17,700 0 0
- ---------------------------------------------------------------------------------------------------------------------------
BRADLEY REAL ESTATE INC Common Stock 104580105 443 24,800 defined 01, 02 24,800 0 0
- ---------------------------------------------------------------------------------------------------------------------------
BRADY CO Common Stock 104674106 586 28,000 defined 01, 02 28,000 0 0
- ---------------------------------------------------------------------------------------------------------------------------
BRANDYWINE REALTY TRUST Common Stock 105368203 629 38,700 defined 01, 02 38,700 0 0
- ---------------------------------------------------------------------------------------------------------------------------
BREED TECHNOLOGIES INC Common Stock 106702103 164 46,000 defined 01, 02 46,000 0 0
- ---------------------------------------------------------------------------------------------------------------------------
BRENTON BKS INC Common Stock 107211104 107 8,206 defined 01, 02 8,206 0 0
- ---------------------------------------------------------------------------------------------------------------------------
BRIDGFORD FOODS CORP Common Stock 108763103 59 5,566 defined 01, 02 5,566 0 0
- ---------------------------------------------------------------------------------------------------------------------------
BRIGGS & STRATTON Common Stock 109043109 1,458 29,570 defined 01, 02 29,570 0 0
- ---------------------------------------------------------------------------------------------------------------------------
BRIGHT HORIZONS Common Stock 109195107 9 400 defined 01, 02 400 0 0
- ---------------------------------------------------------------------------------------------------------------------------
BRIGHTPOINT INC Common Stock 109473108 385 65,200 defined 01, 02 65,200 0 0
- ---------------------------------------------------------------------------------------------------------------------------
BRINKER INTL INC Common Stock 109641100 1,969 75,906 defined 01, 02 75,906 0 0
- ---------------------------------------------------------------------------------------------------------------------------
BRISTOL HOTEL & RESORTS Common Stock 110041100 37 4,350 defined 01, 02 4,350 0 0
- ---------------------------------------------------------------------------------------------------------------------------
BRISTOL MYERS SQUIBB Common Stock 110122108 176,141 2,746,844 defined 01, 02 2,746,844 0 0
- ---------------------------------------------------------------------------------------------------------------------------
BRITE VOICE SYSTEMS INC Common Stock 110411105 40 5,000 defined 01, 02 5,000 0 0
- ---------------------------------------------------------------------------------------------------------------------------
BRITISH AIRWAYS PLC ADR 110419306 4,653 67,800 defined 01, 02 67,800 0 0
- ---------------------------------------------------------------------------------------------------------------------------
BRITISH AMERICAN TOBACCO PLC ADR 110448107 9,361 523,666 defined 01, 02 523,666 0 0
- ---------------------------------------------------------------------------------------------------------------------------
BRIT BIO-TECH GRP PLC ADR 110515103 138 46,100 defined 01, 02 46,100 0 0
- ---------------------------------------------------------------------------------------------------------------------------
BRITISH SKY BRDCSTG GP ADR 111013108 8,759 170,900 defined 01, 02 170,900 0 0
- ---------------------------------------------------------------------------------------------------------------------------
BRITISH STEEL PLC ADR 111015301 2,891 143,200 defined 01, 02 143,200 0 0
- ---------------------------------------------------------------------------------------------------------------------------
</TABLE>
12
<PAGE> 15
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- -------------------------------------------------------------------------------------------------------------------------
BRITISH TELECOM PLC ADR 111021408 72,751 443,100 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 118 1,000 defined 01, 02 1,000 0 0
- -------------------------------------------------------------------------------------------------------------------------
BROADCOM Common Stock 111320107 3,377 54,800 defined 01, 02 54,800 0 0
- -------------------------------------------------------------------------------------------------------------------------
BROADVISION INC Common Stock 111412102 1,099 18,400 defined 01, 02 18,400 0 0
- -------------------------------------------------------------------------------------------------------------------------
BROKEN HILL PROPRIETRY ADR 112169602 11,790 683,486 defined 01, 02 683,486 0 0
- -------------------------------------------------------------------------------------------------------------------------
BROOKDALE LIVING CMNTYS INC Common Stock 112462106 29 1,700 defined 01, 02 1,700 0 0
- -------------------------------------------------------------------------------------------------------------------------
BROOKS AUTOMATION INC Common Stock 11434A100 40 1,800 defined 01, 02 1,800 0 0
- -------------------------------------------------------------------------------------------------------------------------
BROOKTROUT TECHNOLOGY Common Stock 114580103 69 6,600 defined 01, 02 6,600 0 0
- -------------------------------------------------------------------------------------------------------------------------
BROWN FORMAN CORP Common Stock 115637100 562 10,400 defined 01, 02 10,400 0 0
- -------------------------------------------------------------------------------------------------------------------------
BROWN-FORMAN -CL B Common Stock 115637209 4,913 85,262 defined 01, 02 85,262 0 0
- -------------------------------------------------------------------------------------------------------------------------
BROWN GROUP INC Common Stock 115657108 295 22,335 defined 01, 02 22,335 0 0
- -------------------------------------------------------------------------------------------------------------------------
BROWN (TOM) INC Common Stock 115660201 160 13,200 defined 01, 02 13,200 0 0
- -------------------------------------------------------------------------------------------------------------------------
BROWNING-FERRIS INDS Common Stock 115885105 7,644 198,215 defined 01, 02 198,215 0 0
- -------------------------------------------------------------------------------------------------------------------------
BRUNSWICK CORP Common Stock 117043109 2,206 115,729 defined 01, 02 115,729 0 0
- -------------------------------------------------------------------------------------------------------------------------
BRUSH WELLMAN INC Common Stock 117421107 294 20,300 defined 01, 02 20,300 0 0
- -------------------------------------------------------------------------------------------------------------------------
BRYLANE Common Stock 117661108 136 5,600 defined 01, 02 5,600 0 0
- -------------------------------------------------------------------------------------------------------------------------
BUCKEYE PARTNERS -LP Common Stock 118230101 210 7,700 defined 01, 02 7,700 0 0
- -------------------------------------------------------------------------------------------------------------------------
BUCKEYE TECHNOLOGIES CORP Common Stock 118255108 616 44,000 defined 01, 02 44,000 0 0
- -------------------------------------------------------------------------------------------------------------------------
BUCKLE INC Common Stock 118440106 309 13,750 defined 01, 02 13,750 0 0
- -------------------------------------------------------------------------------------------------------------------------
Unknown Common Stock 119003101 64 5,200 defined 01, 02 5,200 0 0
- -------------------------------------------------------------------------------------------------------------------------
BUFETE INDL ADR 11942H100 5 1,500 defined 01, 02 1,500 0 0
- -------------------------------------------------------------------------------------------------------------------------
BUFFETS INC Common Stock 119882108 512 51,890 defined 01, 02 51,890 0 0
- -------------------------------------------------------------------------------------------------------------------------
BUILDING MATERIALS HOLDING CO Common Stock 120113105 158 15,600 defined 01, 02 15,600 0 0
- -------------------------------------------------------------------------------------------------------------------------
BUILDING ONE SERVICES CORP Common Stock 120114103 131 7,600 defined 01, 02 7,600 0 0
- -------------------------------------------------------------------------------------------------------------------------
BUNZL PLC ADR 120738307 1,020 51,800 defined 01, 02 51,800 0 0
- -------------------------------------------------------------------------------------------------------------------------
BURLINGTON COAT FACTORY WRHS Common Stock 121579106 407 34,680 defined 01, 02 34,680 0 0
- -------------------------------------------------------------------------------------------------------------------------
BURLINGTON INDS INC Common Stock 121693105 438 66,050 defined 01, 02 66,050 0 0
- -------------------------------------------------------------------------------------------------------------------------
BURLINGTON NORTHERN SANTA FE CORP Common Stock 12189T104 19,220 584,652 defined 01, 02 584,652 0 0
- -------------------------------------------------------------------------------------------------------------------------
BURLINGTON RESOURCES INC Common Stock 122014103 8,833 221,161 defined 01, 02 221,161 0 0
- -------------------------------------------------------------------------------------------------------------------------
BURMAH CASTROL PLC ADR 122169303 2,168 70,808 defined 01, 02 70,808 0 0
- -------------------------------------------------------------------------------------------------------------------------
BURNHAM PACIFIC PPTY INC Common Stock 12232C108 340 32,800 defined 01, 02 32,800 0 0
- -------------------------------------------------------------------------------------------------------------------------
BURNS, PHILIP & CO ADR 122393309 7 5,700 defined 01, 02 5,700 0 0
- -------------------------------------------------------------------------------------------------------------------------
BURR-BROWN CORP Common Stock 122574106 1,080 45,950 defined 01, 02 45,950 0 0
- -------------------------------------------------------------------------------------------------------------------------
BUSH BOAKE ALLEN INC Common Stock 123162109 80 2,900 defined 01, 02 2,900 0 0
- -------------------------------------------------------------------------------------------------------------------------
BUSH INDUSTRIES -CL A Common Stock 123164105 28 2,300 defined 01, 02 2,300 0 0
- -------------------------------------------------------------------------------------------------------------------------
BUSINESS OBJECTS ADR 12328X107 327 11,000 defined 01, 02 11,000 0 0
- -------------------------------------------------------------------------------------------------------------------------
BUTLER INTERNATIONAL INC Common Stock 123649105 22 1,200 defined 01, 02 1,200 0 0
- -------------------------------------------------------------------------------------------------------------------------
BUTLER MFG CO Common Stock 123655102 213 9,100 defined 01, 02 9,100 0 0
- -------------------------------------------------------------------------------------------------------------------------
C & D TECHNOLOGIES INC Common Stock 124661109 386 15,500 defined 01, 02 15,500 0 0
- -------------------------------------------------------------------------------------------------------------------------
CBL & ASSOCIATES PPTYS INC Common Stock 124830100 584 25,100 defined 01, 02 25,100 0 0
- -------------------------------------------------------------------------------------------------------------------------
CBT GROUP PLC ADR 124853300 273 23,900 defined 01, 02 23,900 0 0
- -------------------------------------------------------------------------------------------------------------------------
CCB FINANCIAL CORP Common Stock 124875105 2,512 46,460 defined 01, 02 46,460 0 0
- -------------------------------------------------------------------------------------------------------------------------
CCC INFORMATION SVCS GROUP I Common Stock 12487Q109 150 12,900 defined 01, 02 12,900 0 0
- -------------------------------------------------------------------------------------------------------------------------
CB RICHARD ELLIS SVCS Common Stock 12489L108 89 5,400 defined 01, 02 5,400 0 0
- -------------------------------------------------------------------------------------------------------------------------
</TABLE>
13
<PAGE> 16
<TABLE>
<CAPTION>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- ---------------------------------------------------------------------------------------------------------------------------
CBRL GROUP INC Common Stock 12489V106 1,260 69,989 defined 01, 02 69,989 0 0
- ---------------------------------------------------------------------------------------------------------------------------
CBS CORPORATION Common Stock 12490K107 35,968 881,305 defined 01, 02 881,305 0 0
- ---------------------------------------------------------------------------------------------------------------------------
CFW COMMUNICATIONS CO Common Stock 124923103 167 7,700 defined 01, 02 7,700 0 0
- ---------------------------------------------------------------------------------------------------------------------------
CFSB BANCORP INC Common Stock 124927104 39 1,540 defined 01, 02 1,540 0 0
- ---------------------------------------------------------------------------------------------------------------------------
C-COR ELECTRONICS INC Common Stock 125010108 195 11,300 defined 01, 02 11,300 0 0
- ---------------------------------------------------------------------------------------------------------------------------
C-CUBE MICROSYSTEMS INC Common Stock 125015107 927 46,800 defined 01, 02 46,800 0 0
- ---------------------------------------------------------------------------------------------------------------------------
CDI CORP Common Stock 125071100 573 23,800 defined 01, 02 23,800 0 0
- ---------------------------------------------------------------------------------------------------------------------------
CDL HOTELS INTERNATIONAL ADR 125077107 413 133,300 defined 01, 02 133,300 0 0
- ---------------------------------------------------------------------------------------------------------------------------
CDNOW INC Common Stock 125085100 118 7,300 defined 01, 02 7,300 0 0
- ---------------------------------------------------------------------------------------------------------------------------
CD RADIO Common Stock 125127100 216 8,300 defined 01, 02 8,300 0 0
- ---------------------------------------------------------------------------------------------------------------------------
CDW COMPUTER CENTERS INC Common Stock 125129106 1,094 15,850 defined 01, 02 15,850 0 0
- ---------------------------------------------------------------------------------------------------------------------------
CEC ENTERTAINMENT INC Common Stock 125137109 799 22,275 defined 01, 02 22,275 0 0
- ---------------------------------------------------------------------------------------------------------------------------
C H ROBINSON Common Stock 12541W100 300 11,800 defined 01, 02 11,800 0 0
- ---------------------------------------------------------------------------------------------------------------------------
CHS ELECTRONICS INC Common Stock 12542A206 91 28,400 defined 01, 02 28,400 0 0
- ---------------------------------------------------------------------------------------------------------------------------
CIGNA CORP Common Stock 125509109 21,512 256,667 defined 01, 02 256,667 0 0
- ---------------------------------------------------------------------------------------------------------------------------
CIT GROUP INC Common Stock 125577106 1,238 40,500 defined 01, 02 40,500 0 0
- ---------------------------------------------------------------------------------------------------------------------------
CKE RESTAURANTS INC Common Stock 12561E105 1,276 64,623 defined 01, 02 64,623 0 0
- ---------------------------------------------------------------------------------------------------------------------------
CLECO CORP. Common Stock 12561M107 756 25,638 defined 01, 02 25,638 0 0
- ---------------------------------------------------------------------------------------------------------------------------
CMAC INVESTMENT CORP Common Stock 125662106 1,104 28,300 defined 01, 02 28,300 0 0
- ---------------------------------------------------------------------------------------------------------------------------
CMG INFORMATION SERVICES INC Common Stock 125750109 1,757 9,600 defined 01, 02 9,600 0 0
- ---------------------------------------------------------------------------------------------------------------------------
CMI CORP Common Stock 125761304 63 10,000 defined 01, 02 10,000 0 0
- ---------------------------------------------------------------------------------------------------------------------------
CMP GROUP INC HOLDING CO Common Stock 125887109 681 37,067 defined 01, 02 37,067 0 0
- ---------------------------------------------------------------------------------------------------------------------------
CMS ENERGY CORP Common Stock 125896100 4,779 118,737 defined 01, 02 118,737 0 0
- ---------------------------------------------------------------------------------------------------------------------------
CMS ENERGY CORP Common Stock 125896209 73 3,500 defined 01, 02 3,500 0 0
- ---------------------------------------------------------------------------------------------------------------------------
CPI CORP Common Stock 125902106 280 12,500 defined 01, 02 12,500 0 0
- ---------------------------------------------------------------------------------------------------------------------------
CPB INC Common Stock 125903104 143 8,000 defined 01, 02 8,000 0 0
- ---------------------------------------------------------------------------------------------------------------------------
CSS INDS INC Common Stock 125906107 160 7,200 defined 01, 02 7,200 0 0
- ---------------------------------------------------------------------------------------------------------------------------
C.P. POKPHAND ADR 125918102 3 6,400 defined 01, 02 6,400 0 0
- ---------------------------------------------------------------------------------------------------------------------------
CNB FINANCIAL CORP/NY Common Stock 125921106 24 1,400 defined 01, 02 1,400 0 0
- ---------------------------------------------------------------------------------------------------------------------------
CNET INC Common Stock 125945105 1,971 21,400 defined 01, 02 21,400 0 0
- ---------------------------------------------------------------------------------------------------------------------------
CONNECTICUT NATURAL GAS CORP Common Stock 125957100 207 8,600 defined 01, 02 8,600 0 0
- ---------------------------------------------------------------------------------------------------------------------------
CSK AUTO CORP Common Stock 125965103 284 9,500 defined 01, 02 9,500 0 0
- ---------------------------------------------------------------------------------------------------------------------------
CNA FINANCIAL CORP Common Stock 126117100 842 21,700 defined 01, 02 21,700 0 0
- ---------------------------------------------------------------------------------------------------------------------------
CNB BANCSHARES INC Common Stock 126126101 561 13,946 defined 01, 02 13,946 0 0
- ---------------------------------------------------------------------------------------------------------------------------
SCOR US CORP Common Stock 12612L108 231 18,700 defined 01, 02 18,700 0 0
- ---------------------------------------------------------------------------------------------------------------------------
CNF TRANSPORTATION INC Common Stock 12612W104 2,090 55,283 defined 01, 02 55,283 0 0
- ---------------------------------------------------------------------------------------------------------------------------
CRH PLC ADR 12626K203 4,453 250,900 defined 01, 02 250,900 0 0
- ---------------------------------------------------------------------------------------------------------------------------
CSG SYSTEMS INTL INC Common Stock 126349109 1,530 38,800 defined 01, 02 38,800 0 0
- ---------------------------------------------------------------------------------------------------------------------------
CSK CORP ADR 126375302 1,477 45,800 defined 01, 02 45,800 0 0
- ---------------------------------------------------------------------------------------------------------------------------
C S R ADR 126396308 1,444 167,200 defined 01, 02 167,200 0 0
- ---------------------------------------------------------------------------------------------------------------------------
CSX CORP Common Stock 126408103 10,551 270,981 defined 01, 02 270,981 0 0
- ---------------------------------------------------------------------------------------------------------------------------
CTS CORP Common Stock 126501105 843 17,050 defined 01, 02 17,050 0 0
- ---------------------------------------------------------------------------------------------------------------------------
CUNO INC Common Stock 126583103 264 18,850 defined 01, 02 18,850 0 0
- ---------------------------------------------------------------------------------------------------------------------------
CVB FINANCIAL CORP Common Stock 126600105 184 9,545 defined 01, 02 9,545 0 0
- ---------------------------------------------------------------------------------------------------------------------------
CVS CORP Common Stock 126650100 24,913 524,479 defined 01, 02 524,479 0 0
- ---------------------------------------------------------------------------------------------------------------------------
</TABLE>
14
<PAGE> 17
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- ---------------------------------------------------------------------------------------------------------------------------------
CABLE AND WIRELESS COMMS ADR 12682P104 12,034 212,748 defined 01, 02 212,748 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
CABLE & WIRELESS PLC ADR 126830207 18,653 505,000 defined 01, 02 505,000 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
CABLEVISION SYSTEMS -CL A Common Stock 12686C109 2,757 37,200 defined 01, 02 37,200 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
CABLETRON SYSTEMS Common Stock 126920107 1,752 214,022 defined 01, 02 214,022 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
CABLE DESIGN TECH CP -CL A Common Stock 126924109 406 36,900 defined 01, 02 36,900 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
CABOT CORP Common Stock 127055101 1,623 76,386 defined 01, 02 76,386 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
CABOT INDUSTRIAL TRUST Common Stock 127072106 364 19,300 defined 01, 02 19,300 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
CABOT OIL & GAS CORP -CL A Common Stock 127097103 450 31,168 defined 01, 02 31,168 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
CACI INTL INC -CL A Common Stock 127190304 83 4,900 defined 01, 02 4,900 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
CADBURY SCHWEPPES PLC -ADS ADR 127209302 10,140 174,634 defined 01, 02 174,634 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
CADENCE DESIGN SYS INC Common Stock 127387108 6,554 254,534 defined 01, 02 254,534 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
CADIZ INC Common Stock 127537108 74 9,300 defined 01, 02 9,300 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
CADMUS COMMUNICATIONS CORP Common Stock 127587103 55 3,800 defined 01, 02 3,800 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
CAERE CORP Common Stock 127646107 75 7,100 defined 01, 02 7,100 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
CAL DIVE INTERNATIONAL INC Common Stock 127914109 134 6,400 defined 01, 02 6,400 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
CALDOR CORP Common Stock 128787108 0 11,400 defined 01, 02 11,400 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
CALGON CARBON CORP Common Stock 129603106 232 44,713 defined 01, 02 44,713 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
CALIFORNIA MICROWAVE Common Stock 130442106 197 18,300 defined 01, 02 18,300 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
CALIFORNIA WATER SERVICE CO Common Stock 130788102 270 11,000 defined 01, 02 11,000 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
CALLAWAY GOLF CO Common Stock 131193104 875 85,877 defined 01, 02 85,877 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
CALPINE CORP Common Stock 131347106 306 8,400 defined 01, 02 8,400 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
CAMBREX CORP Common Stock 132011107 670 30,300 defined 01, 02 30,300 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
CAMBIOR Common Stock 13201L103 132 33,000 defined 01, 02 33,000 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
CAMBRIDGE TECHNOLOGY PARTNER Common Stock 132524109 931 67,100 defined 01, 02 67,100 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
CAMDEN PROPERTY TRUST Common Stock 133131102 1,125 45,472 defined 01, 02 45,472 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
CAMPBELL RESOURCES INC Common Stock 134422104 2 5,100 defined 01, 02 5,100 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
CAMPBELL SOUP CO Common Stock 134429109 22,912 563,120 defined 01, 02 563,120 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
CANADIAN PACIFIC LTD -ORD Common Stock 135923100 4,575 233,855 defined 01, 02 233,855 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
CANADIAN IMPERIAL BANK OF COMMERCE Common Stock 136069101 7,418 290,900 defined 01, 02 290,900 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
CANADIAN MARCONI CO Common Stock 136357100 179 16,100 defined 01, 02 16,100 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
CANADIAN OCCIDENTAL PETRO Common Stock 136420106 1,106 91,700 defined 01, 02 91,700 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
CANAL PLUS ADR 137041208 3,177 54,200 defined 01, 02 54,200 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
CANANDAIGUA BRANDS Common Stock 137219101 478 9,900 defined 01, 02 9,900 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
CANANDAIGUA BRANDS Common Stock 137219200 1,118 22,200 defined 01, 02 22,200 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
CANON INC ADR 138006309 14,084 589,900 defined 01, 02 589,900 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
CANWEST GLOBAL COMMUNICATION Common Stock 138906300 78 6,000 defined 01, 02 6,000 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
CAPITAL AUTOMOTIVE REIT Common Stock 139733109 274 22,000 defined 01, 02 22,000 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
CAPITAL ONE FINL CORP Common Stock 14040H105 12,339 81,716 defined 01, 02 81,716 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
CAPITAL RE CORP Common Stock 140432105 685 39,700 defined 01, 02 39,700 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
CAPITAL SENIOR LIVING CORP Common Stock 140475104 32 4,500 defined 01, 02 4,500 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
CAPITOL BANCORP LTD Common Stock 14056D105 21 1,080 defined 01, 02 1,080 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
CAPITOL TRANSAMERICA CORP Common Stock 140640103 78 5,300 defined 01, 02 5,300 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
CAPSTAR BROADCASTING CORP Common Stock 14067G105 1,188 51,800 defined 01, 02 51,800 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
CAPTEC NET LEASE REALTY INC Common Stock 140724105 127 9,800 defined 01, 02 9,800 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
CARBO CERAMICS INC Common Stock 140781105 108 5,000 defined 01, 02 5,000 0 0
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</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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CARAUSTAR INDUSTRIES INC Common Stock 140909102 718 31,200 defined 01, 02 31,200 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CARDINAL HEALTH INC Common Stock 14149Y108 24,387 369,494 defined 01, 02 369,494 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CARDIOGENESIS CORP Common Stock 14159K105 32 3,000 defined 01, 02 3,000 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CAREER EDUCATION CORP Common Stock 141665109 7 200 defined 01, 02 200 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CAREMATRIX CORP Common Stock 141706101 262 13,800 defined 01, 02 13,800 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CAREY DIVERSIFIED LLC Common Stock 14174P105 120 6,800 defined 01, 02 6,800 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CAREY INTERNATIONAL INC Common Stock 141750109 23 1,400 defined 01, 02 1,400 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CARIBINER INTERNATIONAL INC Common Stock 141888107 139 15,200 defined 01, 02 15,200 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CARDIOTHORACIC SYS INC Common Stock 141907105 37 3,900 defined 01, 02 3,900 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CARLISLE COS INC Common Stock 142339100 1,617 34,582 defined 01, 02 34,582 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CARLTON COMMUN PLC ADR 142872209 3,939 80,600 defined 01, 02 80,600 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CARMIKE CINEMAS INC -CL A Common Stock 143436103 256 14,200 defined 01, 02 14,200 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CARNIVAL CORP Common Stock 143658102 37,046 762,850 defined 01, 02 762,850 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CAROLINA FIRST CORP Common Stock 143877108 616 28,000 defined 01, 02 28,000 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CARRIAGE SERVICES INC -CL A Common Stock 143905107 65 4,300 defined 01, 02 4,300 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CAROLINA POWER & LIGHT Common Stock 144141108 7,127 188,474 defined 01, 02 188,474 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CARPENTER TECHNOLOGY Common Stock 144285103 653 25,180 defined 01, 02 25,180 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CARRAMERICA REALTY Common Stock 144418100 1,613 73,100 defined 01, 02 73,100 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CARTER-WALLACE INC Common Stock 146285101 1,029 57,166 defined 01, 02 57,166 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CASCADE CORP Common Stock 147195101 84 7,900 defined 01, 02 7,900 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CASCADE NATURAL GAS CORP Common Stock 147339105 206 13,800 defined 01, 02 13,800 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CASE CORP Common Stock 14743R103 2,320 91,420 defined 01, 02 91,420 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CASELLA WASTE SYSTEMS INC Common Stock 147448104 70 3,100 defined 01, 02 3,100 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CASEYS GENERAL STORES INC Common Stock 147528103 966 65,500 defined 01, 02 65,500 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CASH AMERICA INTL INC Common Stock 14754D100 400 31,100 defined 01, 02 31,100 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CASTLE (A M) & CO Common Stock 148411101 214 17,450 defined 01, 02 17,450 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CASTLE & COOKE INC Common Stock 148433105 207 15,506 defined 01, 02 15,506 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CATALINA MARKETING CORP Common Stock 148867104 2,293 26,700 defined 01, 02 26,700 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CATALYTICA INC Common Stock 148885106 166 15,100 defined 01, 02 15,100 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CATHAY PACIFIC AIRWAYS ADR 148906308 1,156 201,400 defined 01, 02 201,400 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CATELLUS DEVELOPMENT CORP Common Stock 149111106 1,133 84,700 defined 01, 02 84,700 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CATERPILLAR INC Common Stock 149123101 20,533 446,980 defined 01, 02 446,980 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CATHAY BANCORP Common Stock 149150104 233 6,200 defined 01, 02 6,200 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CATO CORP -CL A Common Stock 149205106 319 34,300 defined 01, 02 34,300 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CAVALIER HOMES INC Common Stock 149507105 9 900 defined 01, 02 900 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CELL GENESYS INC Common Stock 150921104 27 5,500 defined 01, 02 5,500 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CELLSTAR CORP Common Stock 150925105 393 37,900 defined 01, 02 37,900 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CENTENIAL HEALTHCARE CORP Common Stock 150937100 25 2,825 defined 01, 02 2,825 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CELESTIAL SEASONINGS INC Common Stock 151016102 30 1,400 defined 01, 02 1,400 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CELESTICA INC Common Stock 15101Q108 1,012 31,200 defined 01, 02 31,200 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CELGENE CORP Common Stock 151020104 18 1,100 defined 01, 02 1,100 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CELLNET DATA SYSTEMS Common Stock 15115M101 181 31,500 defined 01, 02 31,500 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CEMEX ADR 151290202 3,654 435,100 defined 01, 02 435,100 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CENDANT CORP Common Stock 151313103 17,002 1,066,794 defined 01, 02 1,066,794 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CENTENNIAL BANCORP Common Stock 15133T104 48 3,811 defined 01, 02 3,811 0 0
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</TABLE>
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- ----------------------------------------------------------------------------------------------------------------------------------
CENTENNIAL CELLULR CP -CL A Common Stock 15133V208 716 15,150 defined 01, 02 15,150 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
CENTERPOINT PROPERTIES CORP Common Stock 151895109 641 20,500 defined 01, 02 20,500 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
CENTERTRUST RETAIL PPTYS INC Common Stock 152038105 298 25,900 defined 01, 02 25,900 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
CENTEX CORP Common Stock 152312104 2,467 73,916 defined 01, 02 73,916 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
CENTIGRAM COMMUNICATIONS CP Common Stock 152317103 80 8,100 defined 01, 02 8,100 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
CENTEX CONSTRN PRODS INC Common Stock 15231R109 254 7,300 defined 01, 02 7,300 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
CENTOCOR INC Common Stock 152342101 3,317 89,812 defined 01, 02 89,812 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
ELECTROBRAS ADR 15234Q207 4,799 492,900 defined 01, 02 492,900 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
CENTRAL & SOUTH WEST CORP Common Stock 152357109 6,195 264,338 defined 01, 02 264,338 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
GERASUL SA ADR 15235B100 253 62,830 defined 01, 02 62,830 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
CENTRAL GARDEN & PET CO Common Stock 153527106 186 11,000 defined 01, 02 11,000 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
CENTRAL HUDSON GAS & ELEC Common Stock 153609102 745 20,800 defined 01, 02 20,800 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
CENTRAL NEWSPAPERS -CL A Common Stock 154647101 1,002 32,200 defined 01, 02 32,200 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
CENTRAL PARKING CORP Common Stock 154785109 1,594 46,200 defined 01, 02 46,200 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
CENTRAL VERMONT PUB SERV Common Stock 155771108 144 14,300 defined 01, 02 14,300 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
CENTURA BANKS INC Common Stock 15640T100 1,943 33,400 defined 01, 02 33,400 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
CENTURY ALUMINUM Common Stock 156431108 93 16,400 defined 01, 02 16,400 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
CENTURY BUSINESS SVCS INC Common Stock 156490104 149 13,600 defined 01, 02 13,600 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
CENTURY COMMUN -CL A Common Stock 156503104 926 19,943 defined 01, 02 19,943 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
CEPHALON INC Common Stock 156708109 396 45,300 defined 01, 02 45,300 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
CERIDIAN CORP Common Stock 15677T106 6,557 179,344 defined 01, 02 179,344 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
CERNER CORP Common Stock 156782104 768 47,800 defined 01, 02 47,800 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
CERUS CORP Common Stock 157085101 38 1,700 defined 01, 02 1,700 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
CHAMPION ENTERPRISES INC Common Stock 158496109 1,161 59,900 defined 01, 02 59,900 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
CHAMPION INTERNATIONAL CORP Common Stock 158525105 4,902 119,373 defined 01, 02 119,373 0 0
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CHANCELLOR MEDIA CORP Common Stock 158915108 2,815 59,726 defined 01, 02 59,726 0 0
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CHARTER ONE FINL INC Common Stock 160903100 5,554 192,466 defined 01, 02 192,466 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
CHARTER MUN MTG ACCEP CO Common Stock 160908109 64 4,800 defined 01, 02 4,800 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
CHARMING SHOPPES Common Stock 161133103 191 49,400 defined 01, 02 49,400 0 0
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CHART INDUSTRIES INC Common Stock 16115Q100 62 9,375 defined 01, 02 9,375 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
CHARTWELL RE CORP Common Stock 16139W109 40 2,300 defined 01, 02 2,300 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
CHASE MANHATTAN CORP Common Stock 16161A108 85,759 1,053,871 defined 01, 02 1,053,871 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
CHATEAU PROPERTIES INC Common Stock 161726104 772 28,076 defined 01, 02 28,076 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
CHATTEM INC Common Stock 162456107 22 700 defined 01, 02 700 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
CHECKFREE CORP Common Stock 162816102 1,464 34,400 defined 01, 02 34,400 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
CHECKPOINT SYSTEMS INC Common Stock 162825103 323 38,900 defined 01, 02 38,900 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
CHEESECAKE FACTORY INC Common Stock 163072101 584 24,600 defined 01, 02 24,600 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
CHELSEA GCA REALTY INC Common Stock 163262108 443 15,900 defined 01, 02 15,900 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
CHEMED CORP Common Stock 163596109 301 11,700 defined 01, 02 11,700 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
CHEMFIRST INC Common Stock 16361A106 547 23,290 defined 01, 02 23,290 0 0
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CHEMICAL FINANCIAL CORP Common Stock 163731102 261 8,168 defined 01, 02 8,168 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
CHERRY CORP -CL A Common Stock 164541203 50 3,700 defined 01, 02 3,700 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
CHESAPEAKE CORP Common Stock 165159104 663 24,432 defined 01, 02 24,432 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
CHEVRON CORP Common Stock 166751107 72,315 814,816 defined 01, 02 814,816 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
THE CHILDRENS PLACE Common Stock 168905107 164 6,100 defined 01, 02 6,100 0 0
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</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- -----------------------------------------------------------------------------------------------------------------------------------
CHINA RESOURCES ENTERPRISE LTD ADR 16940R109 71 24,200 defined 01, 02 24,200 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CHINA TELECOM HK LTD ADR 169428109 13,657 409,200 defined 01, 02 409,200 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CHOICE HOTELS Common Stock 169905106 510 36,300 defined 01, 02 36,300 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CHIQUITA BRANDS INTL Common Stock 170032106 831 81,600 defined 01, 02 81,600 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CHIREX INC Common Stock 170038103 34 1,400 defined 01, 02 1,400 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CHIRON CORP Common Stock 170040109 4,976 226,810 defined 01, 02 226,810 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CHITTENDEN CORP Common Stock 170228100 229 8,586 defined 01, 02 8,586 0 0
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CHOICEPOINT INC Common Stock 170388102 313 6,279 defined 01, 02 6,279 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CHRIS-CRAFT INDS Common Stock 170520100 1,742 38,181 defined 01, 02 38,181 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CHROMCRAFT REVINGTON INC Common Stock 171117104 83 5,600 defined 01, 02 5,600 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CHROMAVISION MEDICAL SYSTEMS INC Common Stock 17111P104 15 2,320 defined 01, 02 2,320 0 0
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CHRONIMED Common Stock 171164106 46 7,700 defined 01, 02 7,700 0 0
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CHUBB CORP Common Stock 171232101 11,891 203,040 defined 01, 02 203,040 0 0
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CHURCH & DWIGHT INC Common Stock 171340102 907 22,260 defined 01, 02 22,260 0 0
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CHURCHILL DOWNS INC Common Stock 171484108 45 1,600 defined 01, 02 1,600 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CIBER INC Common Stock 17163B102 1,298 67,000 defined 01, 02 67,000 0 0
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CIENA CORP Common Stock 171779101 1,303 57,900 defined 01, 02 57,900 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CILCORP INC Common Stock 171794100 1,020 16,986 defined 01, 02 16,986 0 0
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CINCINNATI BELL INC Common Stock 171870108 3,516 156,701 defined 01, 02 156,701 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CINAR CORP Common Stock 171905300 18 800 defined 01, 02 800 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CINCINNATI FINANCIAL CORP Common Stock 172062101 7,598 208,534 defined 01, 02 208,534 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CINERGY CORP Common Stock 172474108 5,434 197,614 defined 01, 02 197,614 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CIRCLE INTERNATIONAL GROUP INC Common Stock 172574105 154 10,600 defined 01, 02 10,600 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CIRCUIT CITY STORES INC Common Stock 172737108 9,600 125,287 defined 01, 02 125,287 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CIRRUS LOGIC INC Common Stock 172755100 443 69,533 defined 01, 02 69,533 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CISCO SYSTEMS INC Common Stock 17275R102 218,079 1,990,451 defined 01, 02 1,990,451 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CITATION CORP/AL Common Stock 172895104 120 11,700 defined 01, 02 11,700 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CINTAS CORP Common Stock 172908105 7,918 121,124 defined 01, 02 121,124 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CIRCUS CIRCUS ENTERPR INC Common Stock 172909103 1,904 108,417 defined 01, 02 108,417 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CITIGROUP INC Common Stock 172967101 180,047 2,818,741 defined 01, 02 2,818,741 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CITIZENS BANKING CORP Common Stock 174420109 614 17,050 defined 01, 02 17,050 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CITIZENS INC Common Stock 174740100 17 6,100 defined 01, 02 6,100 0 0
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CITIZENS UTILS CO Common Stock 177342201 1,241 160,124 defined 01, 02 160,124 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CITRIX SYSTEMS INC Common Stock 177376100 3,730 97,848 defined 01, 02 97,848 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CITY HLDGS CO Common Stock 177835105 89 3,000 defined 01, 02 3,000 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CITY NATIONAL CORP Common Stock 178566105 1,626 52,659 defined 01, 02 52,659 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CITYSCAPE FINANCIAL CORP Common Stock 178778106 0 16,200 defined 01, 02 16,200 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CLAIRES STORES INC Common Stock 179584107 1,762 58,506 defined 01, 02 58,506 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CLARCOR INC Common Stock 179895107 530 31,050 defined 01, 02 31,050 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CLARIFY INC Common Stock 180492100 37 1,400 defined 01, 02 1,400 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CLARINS ADR 180515207 762 44,146 defined 01, 02 44,146 0 0
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CLAYTON HOMES INC Common Stock 184190106 1,838 166,164 defined 01, 02 166,164 0 0
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CLEAR CHANNEL COMMUNICATIONS Common Stock 184502102 22,050 328,791 defined 01, 02 328,791 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CLEARNET COMMUN INC -CL A Common Stock 184902104 271 20,500 defined 01, 02 20,500 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CLEVELAND-CLIFFS INC Common Stock 185896107 440 12,918 defined 01, 02 12,918 0 0
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</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- ---------------------------------------------------------------------------------------------------------------------------------
CLOROX CO/DE Common Stock 189054109 17,272 147,385 defined 01, 02 147,385 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
CLOSURE MEDICAL CORP Common Stock 189093107 346 9,100 defined 01, 02 9,100 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
CLP HOLDINGS LTD ADR 18946Q101 6,861 1,429,340 defined 01, 02 1,429,340 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
COACH USA Common Stock 18975L106 311 11,300 defined 01, 02 11,300 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
COACHMEN INDUSTRIES INC Common Stock 189873102 422 20,600 defined 01, 02 20,600 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
COASTAL CORP Common Stock 190441105 8,742 264,908 defined 01, 02 264,908 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
COASTAL PHYSICIAN GROUP INC Common Stock 190495101 2 8,600 defined 01, 02 8,600 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
COATS VIYELLA ADR 190743203 350 164,350 defined 01, 02 164,350 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
COCA-COLA AMATIL ADR 191085208 1,179 136,500 defined 01, 02 136,500 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
COCA-COLA BTLNG CONS Common Stock 191098102 575 10,400 defined 01, 02 10,400 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
COCA-COLA CO Common Stock 191216100 191,089 3,113,472 defined 01, 02 3,113,472 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
COCA-COLA ENTERPRISES Common Stock 191219104 14,943 493,994 defined 01, 02 493,994 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
COCA-COLA FEMSA DE C V ADR 191241108 471 28,900 defined 01, 02 28,900 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
COEUR D'ALENE MINES CORP Common Stock 192108108 113 27,300 defined 01, 02 27,300 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
COFLEXIP ADR 192384105 766 22,200 defined 01, 02 22,200 0 0
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COGNEX CORP Common Stock 192422103 1,182 49,900 defined 01, 02 49,900 0 0
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COGNOS INC Common Stock 19244C109 623 26,500 defined 01, 02 26,500 0 0
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COHERENT INC Common Stock 192479103 407 29,600 defined 01, 02 29,600 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
COHU INC Common Stock 192576106 133 5,700 defined 01, 02 5,700 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
COINMACH LAUNDRY CORP Common Stock 19259L101 31 3,000 defined 01, 02 3,000 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
COLDWATER CREEK INC Common Stock 193068103 21 1,800 defined 01, 02 1,800 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
COLE NATL CORP -CL A Common Stock 193290103 95 5,200 defined 01, 02 5,200 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
COLE KENNETH PROD INC -CL A Common Stock 193294105 111 4,200 defined 01, 02 4,200 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
COLEMAN CO INC Common Stock 193559101 312 37,800 defined 01, 02 37,800 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
COLES MYER LTD ADR 193870409 4,500 103,440 defined 01, 02 103,440 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
COLGATE-PALMOLIVE CO Common Stock 194162103 34,009 369,663 defined 01, 02 369,663 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
COLLINS & AIKMAN CORP Common Stock 194830105 235 49,400 defined 01, 02 49,400 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
COLONIAL BANCGROUP Common Stock 195493309 437 36,400 defined 01, 02 36,400 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
COLONIAL GAS CO Common Stock 195674106 238 6,900 defined 01, 02 6,900 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
COLONIAL PROPERTIES TRUST Common Stock 195872106 678 26,600 defined 01, 02 26,600 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
COLT TELECOM GROUP ADR 196877104 5,788 80,600 defined 01, 02 80,600 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
COLTEC INDUSTRIES Common Stock 196879100 904 49,700 defined 01, 02 49,700 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
COLUMBIA BKG SYS INC Common Stock 197236102 23 1,500 defined 01, 02 1,500 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
COLUMBIA ENERGY GROUP Common Stock 197648108 5,447 104,247 defined 01, 02 104,247 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
COLUMBIA/HCA HLTHCR -VTG Common Stock 197677107 16,694 881,531 defined 01, 02 881,531 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
COLUMBIA LABORATORIES INC Common Stock 197779101 81 13,700 defined 01, 02 13,700 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
COLUMBIA SPORTSWEAR CO Common Stock 198516106 137 7,000 defined 01, 02 7,000 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
COLUMBUS MCKINNON CORP Common Stock 199333105 179 8,900 defined 01, 02 8,900 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
COMAIR HOLDINGS INC Common Stock 199789108 2,656 112,437 defined 01, 02 112,437 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
COMFORT SYSTEMS USA Common Stock 199908104 361 24,700 defined 01, 02 24,700 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
COMCAST CORP A Common Stock 200300101 1,138 18,500 defined 01, 02 18,500 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
COMCAST CORP -CL A SPL Common Stock 200300200 29,311 465,709 defined 01, 02 465,709 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
COMDISCO INC Common Stock 200336105 3,115 174,280 defined 01, 02 174,280 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
COMERICA INC Common Stock 200340107 3,978 63,716 defined 01, 02 63,716 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
COMINCO LTD Common Stock 200435105 800 57,400 defined 01, 02 57,400 0 0
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</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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COMMERCE BANCORP INC Common Stock 200519106 1,407 34,099 defined 01, 02 34,099 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
COMMERCE BANCSHARES INC Common Stock 200525103 2,355 61,175 defined 01, 02 61,175 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
COMMERCE GROUP INC/MA Common Stock 200641108 668 27,200 defined 01, 02 27,200 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
COMMERCIAL FEDERAL Common Stock 201647104 1,758 75,800 defined 01, 02 75,800 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
COMMERCIAL METALS Common Stock 201723103 361 18,066 defined 01, 02 18,066 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
COMML NET LEASE RLTY INC Common Stock 202218103 338 30,200 defined 01, 02 30,200 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
COMMERZBANK ADR 202597308 8,969 299,900 defined 01, 02 299,900 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
COMMONWEALTH BANCORP INC Common Stock 20268X102 132 8,700 defined 01, 02 8,700 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
COMMONWEALTH ENERGY SYSTEM Common Stock 202800108 1,022 26,900 defined 01, 02 26,900 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
COMMONWEALTH INDUSTRIES Common Stock 203004106 178 19,800 defined 01, 02 19,800 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
COMMONWEALTH TELEPHONE ENTERPRISES Common Stock 203349105 272 7,399 defined 01, 02 7,399 0 0
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COMMSCOPE INC Common Stock 203372107 1,286 61,433 defined 01, 02 61,433 0 0
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COMMUNITY BK SYS INC Common Stock 203607106 83 3,500 defined 01, 02 3,500 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
COMMUNITY FIRST BANKSHARES Common Stock 203902101 310 15,500 defined 01, 02 15,500 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
COMMUNITY TRUST BANCORP Common Stock 204149108 128 6,072 defined 01, 02 6,072 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
RICHEMONT ADR 204318109 4,871 298,300 defined 01, 02 298,300 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CIE GENERALE DE GEOPHYSIQUE ADR ADR 204386106 134 17,200 defined 01, 02 17,200 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CEMIG-COPMANHIA ENERGETICA DE MINAS ADR 204409601 2,495 111,879 defined 01, 02 111,879 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
COMPANHIA SIDERURGICA NACION ADR 20440W105 832 50,800 defined 01, 02 50,800 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
COMPANHIA CERVEJARIA BRAHMA ADR 20440X103 1,194 128,200 defined 01, 02 128,200 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
BRAHMA ADR 20440X202 830 92,200 defined 01, 02 92,200 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CANTV ADR 204421101 526 28,900 defined 01, 02 28,900 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
COMPANIA CERVECERIA ADR 204429104 750 34,400 defined 01, 02 34,400 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MINAS BUENAVENTURA ADR 204448104 7 500 defined 01, 02 500 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
COMP DE TELE DE CHILE -ADS ADR 204449300 3,334 141,500 defined 01, 02 141,500 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
COMPANIA SEVILLANA DE ELECTRIC ADR 204489207 1,566 57,800 defined 01, 02 57,800 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
COMPAQ COMPUTER CORP Common Stock 204493100 66,671 2,104,002 defined 01, 02 2,104,002 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
COMPDENT CORP Common Stock 20449F103 196 15,700 defined 01, 02 15,700 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
COMPASS BANCSHARES INC Common Stock 20449H109 1,378 39,950 defined 01, 02 39,950 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
COMPASS GROUP ADR 20449X104 5,241 449,400 defined 01, 02 449,400 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
COMPASS INTL SERVICES Common Stock 20450K108 15 2,000 defined 01, 02 2,000 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
COMPLETE BUSINESS SOLUTIONS, INC. Common Stock 20452F107 138 7,026 defined 01, 02 7,026 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
COMPTRONIX CORP Preferred Stock 20476C205 0 1,700 defined 01, 02 1,700 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
COMPUCOM SYSTEMS INC Common Stock 204780100 75 25,600 defined 01, 02 25,600 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
COMPUTER ASSOCIATES INTL INC Common Stock 204912109 24,218 681,010 defined 01, 02 681,010 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
COMPUTER NETWORK TECH CORP Common Stock 204925101 224 13,900 defined 01, 02 13,900 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
COMPUSA INC Common Stock 204932107 733 104,700 defined 01, 02 104,700 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
COMPUTER SCIENCES CORP Common Stock 205363104 10,956 198,526 defined 01, 02 198,526 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
COMPUTER TASK GROUP INC Common Stock 205477102 551 25,800 defined 01, 02 25,800 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
COMPUWARE CORP Common Stock 205638109 11,060 463,254 defined 01, 02 463,254 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
COMPX INTERNATIONAL INC Common Stock 20563P101 43 3,400 defined 01, 02 3,400 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
COMSAT CORP -SER 1 Common Stock 20564D107 2,204 76,150 defined 01, 02 76,150 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
COMVERSE TECHNOLOGY INC Common Stock 205862402 4,364 51,340 defined 01, 02 51,340 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CONAGRA INC Common Stock 205887102 15,720 613,445 defined 01, 02 613,445 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CONCENTRIC NETWORK CORP Common Stock 20589R107 262 3,500 defined 01, 02 3,500 0 0
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</TABLE>
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- -----------------------------------------------------------------------------------------------------------------------------------
CONCENTRA MANAGED CARE Common Stock 20589T103 815 56,200 defined 01, 02 56,200 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
COMPUTER HORIZONS CORP Common Stock 205908106 174 15,875 defined 01, 02 15,875 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
COM21 INC Common Stock 205937105 66 2,500 defined 01, 02 2,500 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CONCORD COMMUNICATIONS INC Common Stock 206186108 194 3,400 defined 01, 02 3,400 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CONCORD EFS INC Common Stock 206197105 4,041 146,612 defined 01, 02 146,612 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
CONE MILLS CORP Common Stock 206814105 154 31,600 defined 01, 02 31,600 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CONECTIV Common Stock 206829103 2,386 123,170 defined 01, 02 123,170 0 0
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CONECTIV - CLASS A Common Stock 206829202 78 2,175 defined 01, 02 2,175 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CONEXTANT Common Stock 207142100 288 10,400 defined 01, 02 10,400 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CONMED CORP Common Stock 207410101 302 9,750 defined 01, 02 9,750 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CONNECTICUT ENERGY CORP Common Stock 207567108 310 12,800 defined 01, 02 12,800 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CONNECTICS CORPORATION Common Stock 208192104 20 2,800 defined 01, 02 2,800 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CONNING CORPORATION Common Stock 208215103 43 2,900 defined 01, 02 2,900 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CONOCO INC Common Stock 208251306 835 34,000 defined 01, 02 34,000 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CONSECO INC Common Stock 208464107 12,324 399,169 defined 01, 02 399,169 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CONSOLIDATED EDISON Common Stock 209115104 13,152 290,254 defined 01, 02 290,254 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
CONSOLIDATED FREIGHTWAYS CORP Common Stock 209232107 169 14,400 defined 01, 02 14,400 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CONSOLIDATED GRAPHICS INC Common Stock 209341106 1,028 17,800 defined 01, 02 17,800 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CONSOLIDATED NATURAL GAS CO Common Stock 209615103 5,826 119,663 defined 01, 02 119,663 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CONSOLIDATED PAPERS INC Common Stock 209759109 2,445 104,056 defined 01, 02 104,056 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CONSOLIDATED PRODUCTS INC Common Stock 209798107 577 32,970 defined 01, 02 32,970 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CONSOLIDATED STORES CORP Common Stock 210149100 4,140 136,567 defined 01, 02 136,567 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CONS G GRUPO DINA ADR 210306106 6 5,200 defined 01, 02 5,200 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CONTIFINANCIAL CORP Common Stock 21075V107 227 31,800 defined 01, 02 31,800 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CONTINENTAL ADR 210771200 818 33,100 defined 01, 02 33,100 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CONTINENTAL AIRLS INC Common Stock 210795209 178 4,800 defined 01, 02 4,800 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CONTINENTAL AIRLS INC -CL B Common Stock 210795308 1,155 30,400 defined 01, 02 30,400 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CONTROLADORA COMMERCIAL MEX ADR 21238A206 277 14,100 defined 01, 02 14,100 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CONVERGYS CORP Common Stock 212485106 3,013 175,947 defined 01, 02 175,947 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
COOKSON GROUP PLC ADR 216379107 916 79,100 defined 01, 02 79,100 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
COOPER CAMERON CORP Common Stock 216640102 1,209 35,700 defined 01, 02 35,700 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
COOPER COMPANIES INC Common Stock 216648402 294 19,100 defined 01, 02 19,100 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
COOPER INDUSTRIES INC Common Stock 216669101 5,466 128,227 defined 01, 02 128,227 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
COOPER TIRE & RUBBER Common Stock 216831107 1,735 94,411 defined 01, 02 94,411 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
COORS (ADOLPH) -CL B Common Stock 217016104 2,448 45,335 defined 01, 02 45,335 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
COPART INC Common Stock 217204106 340 16,400 defined 01, 02 16,400 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
COPENE ADR 217252105 7 1,300 defined 01, 02 1,300 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
COPLEY PHARMACEUTICAL INC Common Stock 21745K101 114 13,400 defined 01, 02 13,400 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
COR THERAPEUTICS INC Common Stock 217753102 373 37,500 defined 01, 02 37,500 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CORAM HEALTHCARE CORP Common Stock 218103109 1 630 defined 01, 02 630 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CORDANT TECHNOLOGY INC. Common Stock 218412104 1,662 41,738 defined 01, 02 41,738 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CORDIANT COMMUNICATIONS PLC ADR 218514206 645 49,610 defined 01, 02 49,610 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
COREL CORP Common Stock 21868Q109 113 33,000 defined 01, 02 33,000 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CORIXA Common Stock 21887F100 18 2,200 defined 01, 02 2,200 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CORN PRODUCTS INTERNATIONAL Common Stock 219023108 1,072 44,800 defined 01, 02 44,800 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- ------------------------------------------------------------------------------------------------------------------------------------
CORNERSTONE PROPERTIES Common Stock 21922H103 1,907 130,400 defined 01, 02 130,400 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
CORNERSTONE REALTY INCOME TRST Common Stock 21922V102 419 39,400 defined 01, 02 39,400 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
CORNING INC Common Stock 219350105 17,495 291,587 defined 01, 02 291,587 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
CORPORACION MAPFRE ADR 219872207 763 192,700 defined 01, 02 192,700 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
CORPORATE EXPRESS INC Common Stock 219888104 288 55,585 defined 01, 02 55,585 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
CORPORATE EXECUTIVE BOARD Common Stock 21988R102 53 2,000 defined 01, 02 2,000 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
CORPORATE OFFICE PROPERTIES TRST Common Stock 22002T108 103 16,000 defined 01, 02 16,000 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
CORRECTIONAL PROPERTIES TRUST Common Stock 22025E104 107 7,100 defined 01, 02 7,100 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
CORSAIR COMMUNICATIONS INC Common Stock 220406102 12 2,300 defined 01, 02 2,300 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
CORT BUSINESS SERVICES Common Stock 220493100 123 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 321 10,000 defined 01, 02 10,000 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
COST PLUS INC Common Stock 221485105 66 2,250 defined 01, 02 2,250 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
COSTCO INC Common Stock 22160Q102 24,873 271,651 defined 01, 02 271,651 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
COTELLIGENT Common Stock 221630106 28 3,100 defined 01, 02 3,100 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
COTT CORP QUE Common Stock 22163N106 98 40,400 defined 01, 02 40,400 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
COULTER PHARMACEUTICAL INC Common Stock 222116105 96 4,400 defined 01, 02 4,400 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
COUNTRYWIDE CREDIT IND INC Common Stock 222372104 5,248 139,944 defined 01, 02 139,944 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
COUSINS PROPERTIES INC Common Stock 222795106 943 32,600 defined 01, 02 32,600 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
COVAD COMMUNICATIONS GROUP Common Stock 222814204 99 1,500 defined 01, 02 1,500 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
COVANCE INC Common Stock 222816100 1,789 71,386 defined 01, 02 71,386 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
COVENANT TRANSPRT INC -CL A Common Stock 22284P105 98 6,600 defined 01, 02 6,600 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
COVENTRY HEALTH CARE INC Common Stock 222862104 605 80,646 defined 01, 02 80,646 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
COX COMMUNICATIONS -CL A Common Stock 224044107 14,310 189,228 defined 01, 02 189,228 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
COX RADIO Common Stock 224051102 277 5,400 defined 01, 02 5,400 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
CRANE CO Common Stock 224399105 2,065 85,384 defined 01, 02 85,384 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
CRAWFORD & CO Common Stock 224633107 404 38,750 defined 01, 02 38,750 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
CREATIVE COMPUTERS INC Common Stock 22527E107 130 4,300 defined 01, 02 4,300 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
CREDENCE SYSTEMS CORP Common Stock 225302108 340 15,850 defined 01, 02 15,850 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
CREDIT ACCEP CORP MICH Common Stock 225310101 202 35,500 defined 01, 02 35,500 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
CREDIT SUISSE GROUP SPON ADR ADR 225401108 30,173 647,250 defined 01, 02 647,250 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
CREE RESEARCH INC Common Stock 225447101 192 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 Common Stock 225756105 2,696 125,400 defined 01, 02 125,400 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
CRESTLINE CAPITAL CORP Common Stock 226153104 173 11,280 defined 01, 02 11,280 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
CRISTALERIAS DE CHILE ADR 226714103 207 14,400 defined 01, 02 14,400 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
CROMPTON & KNOWLES CORP Common Stock 227111101 1,299 82,468 defined 01, 02 82,468 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
CROSS (A.T.) & CO -CL A Common Stock 227478104 149 20,400 defined 01, 02 20,400 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
CROSS TIMBERS OIL CO Common Stock 227573102 402 56,920 defined 01, 02 56,920 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
CROWN AMER REALTY TRUST Common Stock 228186102 178 27,400 defined 01, 02 27,400 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
CROWN CASTLE INTERNATIONAL Common Stock 228227104 684 38,000 defined 01, 02 38,000 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
CROWN CORK & SEAL CO INC Common Stock 228255105 4,382 153,402 defined 01, 02 153,402 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
CROWN PACIFIC PARTNERS -LP Common Stock 228439105 163 7,800 defined 01, 02 7,800 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
CUBIC CORP Common Stock 229669106 73 4,650 defined 01, 02 4,650 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
CULLEN/FROST BANKERS INC Common Stock 229899109 1,602 33,420 defined 01, 02 33,420 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
22
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- ---------------------------------------------------------------------------------------------------------------------------
CUMMINS ENGINE Common Stock 231021106 1,834 51,570 defined 01, 02 51,570 0 0
- ---------------------------------------------------------------------------------------------------------------------------
CURATIVE TECHNOLOGIES INC Common Stock 231264102 228 19,800 defined 01, 02 19,800 0 0
- ---------------------------------------------------------------------------------------------------------------------------
CURTISS-WRIGHT CORP Common Stock 231561101 112 3,600 defined 01, 02 3,600 0 0
- ---------------------------------------------------------------------------------------------------------------------------
CUSTOMTRACKS CORP Common Stock 232046102 276 18,400 defined 01, 02 18,400 0 0
- ---------------------------------------------------------------------------------------------------------------------------
CUTTER & BUCK INC Common Stock 232217109 29 900 defined 01, 02 900 0 0
- ---------------------------------------------------------------------------------------------------------------------------
CYBERCASH INC Common Stock 232462101 68 4,800 defined 01, 02 4,800 0 0
- ---------------------------------------------------------------------------------------------------------------------------
CYBERONICS INC Common Stock 23251P102 37 3,900 defined 01, 02 3,900 0 0
- ---------------------------------------------------------------------------------------------------------------------------
CYGNUS INC Common Stock 232560102 210 28,000 defined 01, 02 28,000 0 0
- ---------------------------------------------------------------------------------------------------------------------------
CYLINK CORP Common Stock 232565101 53 13,200 defined 01, 02 13,200 0 0
- ---------------------------------------------------------------------------------------------------------------------------
CYMER INC Common Stock 232572107 157 7,900 defined 01, 02 7,900 0 0
- ---------------------------------------------------------------------------------------------------------------------------
CYPRESS SEMICONDUCTOR CORP Common Stock 232806109 887 98,520 defined 01, 02 98,520 0 0
- ---------------------------------------------------------------------------------------------------------------------------
CYPRUS AMAX MINERALS CO Common Stock 232809103 1,375 113,388 defined 01, 02 113,388 0 0
- ---------------------------------------------------------------------------------------------------------------------------
CYRK INC Common Stock 232817106 145 19,200 defined 01, 02 19,200 0 0
- ---------------------------------------------------------------------------------------------------------------------------
CYTEC INDUSTRIES INC Common Stock 232820100 1,113 49,866 defined 01, 02 49,866 0 0
- ---------------------------------------------------------------------------------------------------------------------------
CYTRX CORP Common Stock 232828301 0 175 defined 01, 02 175 0 0
- ---------------------------------------------------------------------------------------------------------------------------
CYCLE & CARRIAGE ADR 232903302 529 62,600 defined 01, 02 62,600 0 0
- ---------------------------------------------------------------------------------------------------------------------------
CYTYC CORP Common Stock 232946103 80 5,800 defined 01, 02 5,800 0 0
- ---------------------------------------------------------------------------------------------------------------------------
DII GROUP INC Common Stock 232949107 278 9,500 defined 01, 02 9,500 0 0
- ---------------------------------------------------------------------------------------------------------------------------
DBT ONLINE Common Stock 233044106 3 124 defined 01, 02 124 0 0
- ---------------------------------------------------------------------------------------------------------------------------
DM MANAGEMENT CO Common Stock 233233105 23 1,500 defined 01, 02 1,500 0 0
- ---------------------------------------------------------------------------------------------------------------------------
DPL INC Common Stock 233293109 3,059 185,373 defined 01, 02 185,373 0 0
- ---------------------------------------------------------------------------------------------------------------------------
DQE INC Common Stock 23329J104 2,114 55,100 defined 01, 02 55,100 0 0
- ---------------------------------------------------------------------------------------------------------------------------
D R HORTON INC Common Stock 23331A109 1,339 79,930 defined 01, 02 79,930 0 0
- ---------------------------------------------------------------------------------------------------------------------------
DST SYSTEMS Common Stock 233326107 1,178 19,620 defined 01, 02 19,620 0 0
- ---------------------------------------------------------------------------------------------------------------------------
DSP GROUP INC Common Stock 23332B106 44 3,000 defined 01, 02 3,000 0 0
- ---------------------------------------------------------------------------------------------------------------------------
D S M ADR 23332H202 2,194 102,200 defined 01, 02 102,200 0 0
- ---------------------------------------------------------------------------------------------------------------------------
DSP COMMUNICATIONS INC Common Stock 23332K106 522 32,900 defined 01, 02 32,900 0 0
- ---------------------------------------------------------------------------------------------------------------------------
DTE ENERGY COMPANY HOLDINGS Common Stock 233331107 6,960 181,072 defined 01, 02 181,072 0 0
- ---------------------------------------------------------------------------------------------------------------------------
DT INDUSTRIES INC Common Stock 23333J108 41 5,800 defined 01, 02 5,800 0 0
- ---------------------------------------------------------------------------------------------------------------------------
DVI INC Common Stock 233343102 22 1,500 defined 01, 02 1,500 0 0
- ---------------------------------------------------------------------------------------------------------------------------
DAIEI INC ADR 233798206 1,713 253,750 defined 01, 02 253,750 0 0
- ---------------------------------------------------------------------------------------------------------------------------
DAIN RAUSCHER CORP Common Stock 233856103 527 15,500 defined 01, 02 15,500 0 0
- ---------------------------------------------------------------------------------------------------------------------------
DAIRY FARM INTERNATIONAL ADR 233859206 655 113,000 defined 01, 02 113,000 0 0
- ---------------------------------------------------------------------------------------------------------------------------
DAISYTEK INTL CORP COM Common Stock 234053106 133 8,000 defined 01, 02 8,000 0 0
- ---------------------------------------------------------------------------------------------------------------------------
DAL-TILE INTERNATIONAL Common Stock 23426R108 367 40,500 defined 01, 02 40,500 0 0
- ---------------------------------------------------------------------------------------------------------------------------
DALLAS SEMICONDUCTOR CORP Common Stock 235204104 1,367 35,400 defined 01, 02 35,400 0 0
- ---------------------------------------------------------------------------------------------------------------------------
DAMARK INTL INC -CL A Common Stock 235691102 67 7,800 defined 01, 02 7,800 0 0
- ---------------------------------------------------------------------------------------------------------------------------
DAMES & MOORE INC Common Stock 235713104 254 22,700 defined 01, 02 22,700 0 0
- ---------------------------------------------------------------------------------------------------------------------------
DANA CORP Common Stock 235811106 7,832 206,117 defined 01, 02 206,117 0 0
- ---------------------------------------------------------------------------------------------------------------------------
DANAHER CORP Common Stock 235851102 8,788 168,191 defined 01, 02 168,191 0 0
- ---------------------------------------------------------------------------------------------------------------------------
DANIEL INDUSTRIES Common Stock 236235107 331 21,700 defined 01, 02 21,700 0 0
- ---------------------------------------------------------------------------------------------------------------------------
DANKA BUSINESS SYS PLC ADR 236277109 167 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 3,552 172,194 defined 01, 02 172,194 0 0
- ---------------------------------------------------------------------------------------------------------------------------
DASSAULT SYSTEMS S.A. ADR 237545108 2,654 71,500 defined 01, 02 71,500 0 0
- ---------------------------------------------------------------------------------------------------------------------------
</TABLE>
23
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- --------------------------------------------------------------------------------------------------------------------------------
DATA BROADCASTING CORP Common Stock 237596101 210 15,100 defined 01, 02 15,100 0 0
- --------------------------------------------------------------------------------------------------------------------------------
DATA GENERAL CORP Common Stock 237688106 624 61,620 defined 01, 02 61,620 0 0
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DATA PROCESSING RES CORP Common Stock 237823109 42 3,100 defined 01, 02 3,100 0 0
- --------------------------------------------------------------------------------------------------------------------------------
DATA TRANSMISSION NETWORK Common Stock 238017107 129 5,400 defined 01, 02 5,400 0 0
- --------------------------------------------------------------------------------------------------------------------------------
DATASCOPE CORP Common Stock 238113104 559 20,700 defined 01, 02 20,700 0 0
- --------------------------------------------------------------------------------------------------------------------------------
DATASTREAM SYSTEMS INC Common Stock 238124101 103 11,900 defined 01, 02 11,900 0 0
- --------------------------------------------------------------------------------------------------------------------------------
DAVE & BUSTERS INC Common Stock 23833N104 164 8,010 defined 01, 02 8,010 0 0
- --------------------------------------------------------------------------------------------------------------------------------
DAVOX CORP Common Stock 239208101 19 3,150 defined 01, 02 3,150 0 0
- --------------------------------------------------------------------------------------------------------------------------------
DAY RUNNER INC Common Stock 239545106 51 4,200 defined 01, 02 4,200 0 0
- --------------------------------------------------------------------------------------------------------------------------------
DAYTON HUDSON CORP Common Stock 239753106 36,979 555,039 defined 01, 02 555,039 0 0
- --------------------------------------------------------------------------------------------------------------------------------
DEAN FOODS CO Common Stock 242361103 1,650 46,324 defined 01, 02 46,324 0 0
- --------------------------------------------------------------------------------------------------------------------------------
DECOMA INTERNATIONAL INC Common Stock 24359C100 177 23,800 defined 01, 02 23,800 0 0
- --------------------------------------------------------------------------------------------------------------------------------
DEERE & CO Common Stock 244199105 11,476 297,114 defined 01, 02 297,114 0 0
- --------------------------------------------------------------------------------------------------------------------------------
DEL MONTE COMPANY Common Stock 24522P103 410 31,100 defined 01, 02 31,100 0 0
- --------------------------------------------------------------------------------------------------------------------------------
DE RIGO ADR 245334107 229 31,100 defined 01, 02 31,100 0 0
- --------------------------------------------------------------------------------------------------------------------------------
DELCO REMY INTL INC -CL A Common Stock 246626105 35 3,800 defined 01, 02 3,800 0 0
- --------------------------------------------------------------------------------------------------------------------------------
DELIAS INC Common Stock 246885107 60 1,900 defined 01, 02 1,900 0 0
- --------------------------------------------------------------------------------------------------------------------------------
DELL COMPUTER CORP Common Stock 247025109 131,403 3,214,756 defined 01, 02 3,214,756 0 0
- -------------------------------------------------------------------------------------------------------------------------------
DELPHI AUTOMOTIVE SYSTEMS CORP Common Stock 247126105 408 23,000 defined 01, 02 23,000 0 0
- --------------------------------------------------------------------------------------------------------------------------------
DELPHI FINANCIAL GRP -CL A Common Stock 247131105 854 25,205 defined 01, 02 25,205 0 0
- --------------------------------------------------------------------------------------------------------------------------------
DELTA & PINE LAND CO Common Stock 247357106 1,471 47,839 defined 01, 02 47,839 0 0
- --------------------------------------------------------------------------------------------------------------------------------
DELTA AIR LINES INC Common Stock 247361108 12,340 177,561 defined 01, 02 177,561 0 0
- --------------------------------------------------------------------------------------------------------------------------------
DELTEK SYSTEMS INC Common Stock 24785A108 53 4,900 defined 01, 02 4,900 0 0
- -------------------------------------------------------------------------------------------------------------------------------
DELTA WOODSIDE INDS Common Stock 247909104 144 30,000 defined 01, 02 30,000 0 0
- --------------------------------------------------------------------------------------------------------------------------------
DELUXE CORP Common Stock 248019101 2,935 100,761 defined 01, 02 100,761 0 0
- --------------------------------------------------------------------------------------------------------------------------------
DENDRITE INTL INC Common Stock 248239105 750 33,600 defined 01, 02 33,600 0 0
- --------------------------------------------------------------------------------------------------------------------------------
DENTSPLY INTERNATL INC Common Stock 249030107 1,556 66,914 defined 01, 02 66,914 0 0
- --------------------------------------------------------------------------------------------------------------------------------
DEPARTMENT 56 INC -SER A Common Stock 249509100 463 15,200 defined 01, 02 15,200 0 0
- --------------------------------------------------------------------------------------------------------------------------------
DESC S A DE C V ADR 250309101 1,322 49,521 defined 01, 02 49,521 0 0
- --------------------------------------------------------------------------------------------------------------------------------
DETROIT DIESEL CORP Common Stock 250837101 306 13,600 defined 01, 02 13,600 0 0
- --------------------------------------------------------------------------------------------------------------------------------
DEUTSCHE BANK A G ADR 251525309 17,418 338,600 defined 01, 02 338,600 0 0
- --------------------------------------------------------------------------------------------------------------------------------
DEUTSCHE TELECOM ADR 251566105 74,813 1,850,100 defined 01, 02 1,850,100 0 0
- --------------------------------------------------------------------------------------------------------------------------------
DEVELOPERS DIVERSIFIED RLTY Common Stock 251591103 889 62,100 defined 01, 02 62,100 0 0
- --------------------------------------------------------------------------------------------------------------------------------
DEVELOPMENT BANK OF SINGAPORE ADR 251594305 3,415 112,632 defined 01, 02 112,632 0 0
- --------------------------------------------------------------------------------------------------------------------------------
DEVON ENERGY CORPORATION Common Stock 251799102 1,111 40,300 defined 01, 02 40,300 0 0
- --------------------------------------------------------------------------------------------------------------------------------
DEVRY INC Common Stock 251893103 2,511 86,600 defined 01, 02 86,600 0 0
- --------------------------------------------------------------------------------------------------------------------------------
DEXTER CORP Common Stock 252165105 845 26,829 defined 01, 02 26,829 0 0
- --------------------------------------------------------------------------------------------------------------------------------
DIAGEO PLC ADR 25243Q205 27,763 606,839 defined 01, 02 606,839 0 0
- --------------------------------------------------------------------------------------------------------------------------------
DIAGNOSTIC PRODUCTS CORP Common Stock 252450101 454 18,702 defined 01, 02 18,702 0 0
- --------------------------------------------------------------------------------------------------------------------------------
DIAL CORP/DE Common Stock 25247D101 4,070 118,397 defined 01, 02 118,397 0 0
- --------------------------------------------------------------------------------------------------------------------------------
DIALOGIC CORP Common Stock 252499108 723 23,700 defined 01, 02 23,700 0 0
- --------------------------------------------------------------------------------------------------------------------------------
DIALOG CORP PLC ADR 252500103 7 900 defined 01, 02 900 0 0
- --------------------------------------------------------------------------------------------------------------------------------
DIAMOND MULTIMEDIA SYS INC COM Common Stock 252714100 132 21,600 defined 01, 02 21,600 0 0
- --------------------------------------------------------------------------------------------------------------------------------
DIAMOND OFFSHRE DRILLING INC Common Stock 25271C102 2,179 68,900 defined 01, 02 68,900 0 0
- --------------------------------------------------------------------------------------------------------------------------------
DIAMOND TECH PRTNRS -CL A Common Stock 252762109 138 6,000 defined 01, 02 6,000 0 0
- --------------------------------------------------------------------------------------------------------------------------------
</TABLE>
24
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- -----------------------------------------------------------------------------------------------------------------------------------
DIEBOLD INC Common Stock 253651103 1,915 79,812 defined 01, 02 79,812 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
DIGI INTERNATIONAL INC Common Stock 253798102 122 18,000 defined 01, 02 18,000 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
DIGITAL MICROWAVE CORP Common Stock 253859102 750 89,600 defined 01, 02 89,600 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
DIME COMMUNITY BANCORP INC Common Stock 253922108 96 4,200 defined 01, 02 4,200 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
DILLARDS INC Common Stock 254067101 3,367 132,688 defined 01, 02 132,688 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
DIME BANCORP INC Common Stock 25429Q102 3,041 131,137 defined 01, 02 131,137 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
DIMON INC Common Stock 254394109 211 55,400 defined 01, 02 55,400 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
DIONEX CORP Common Stock 254546104 1,231 32,600 defined 01, 02 32,600 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
DISCOUNT AUTO PARTS INC Common Stock 254642101 443 20,600 defined 01, 02 20,600 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
DISNEY (WALT) COMPANY Common Stock 254687106 79,990 2,569,970 defined 01, 02 2,569,970 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
DISTRIBUCION Y SERVICIO ADR 254753106 593 48,200 defined 01, 02 48,200 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
THE DIXIE GROUP Common Stock 255519100 100 14,100 defined 01, 02 14,100 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
DIXONS GROUP PLC ADR 255875205 5,924 93,800 defined 01, 02 93,800 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
DOCUMENTUM INC Common Stock 256159104 106 6,100 defined 01, 02 6,100 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
DOLE FOOD CO INC Common Stock 256605106 2,043 68,093 defined 01, 02 68,093 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
DOLLAR GENERAL Common Stock 256669102 7,471 219,747 defined 01, 02 219,747 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
DOLLAR THRIFTY AUTOMOTIVE GROUP INC Common Stock 256743105 209 12,100 defined 01, 02 12,100 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
DOLLAR TREE STORES INC Common Stock 256747106 2,097 67,773 defined 01, 02 67,773 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
DOMINION RES BLACK WARRIOR Common Stock 25746Q108 39 2,600 defined 01, 02 2,600 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
DOMINION RESOURCES INC Common Stock 257470104 8,974 242,956 defined 01, 02 242,956 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
DOMTAR INC Common Stock 257561100 634 86,733 defined 01, 02 86,733 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
DONALDSON CO INC Common Stock 257651109 978 54,338 defined 01, 02 54,338 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
DONALDSON LUFKIN JENRETTE Common Stock 257661108 5,796 83,100 defined 01, 02 83,100 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
DONNA KARAN Common Stock 257826107 63 8,300 defined 01, 02 8,300 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
DONNELLEY (R R) & SONS CO Common Stock 257867101 5,401 167,808 defined 01, 02 167,808 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
DORAL FINANCIAL CORP Common Stock 25811P100 356 19,400 defined 01, 02 19,400 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
DOREL INDUSTRIES Common Stock 25822C205 262 15,500 defined 01, 02 15,500 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
DOUBLICCLICK Common Stock 258609304 1,984 10,900 defined 01, 02 10,900 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
DOVER CORP Common Stock 260003108 9,272 282,041 defined 01, 02 282,041 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
DOW CHEMICAL Common Stock 260543103 25,760 276,435 defined 01, 02 276,435 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
DOW JONES & CO INC Common Stock 260561105 5,532 117,245 defined 01, 02 117,245 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
DOWNEY FINANCIAL CORP Common Stock 261018105 641 35,029 defined 01, 02 35,029 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
DRESDNER BANK AG ADR 261561302 13,468 336,250 defined 01, 02 336,250 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
DRESS BARN INC Common Stock 261570105 391 28,200 defined 01, 02 28,200 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
DREYER'S GRAND ICE CREAM INC Common Stock 261878102 405 31,308 defined 01, 02 31,308 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
DRIEFONTEIN CONS LTD ADR 262026503 380 94,900 defined 01, 02 94,900 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
DRIL-QUIP Common Stock 262037104 84 3,800 defined 01, 02 3,800 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
DU PONT (E I) DE NEMOURS Common Stock 263534109 81,952 1,411,443 defined 01, 02 1,411,443 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
DUANE READE INC Common Stock 263578106 137 4,900 defined 01, 02 4,900 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
DUCOMMUN INC Common Stock 264147109 48 5,100 defined 01, 02 5,100 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
DUKE POWER CO Common Stock 264399106 24,640 449,539 defined 01, 02 449,539 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
DUKE REALTY INVESTMENTS INC Common Stock 264411505 1,810 84,200 defined 01, 02 84,200 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
DUN & BRADSTREET CORP Common Stock 26483B106 7,448 209,058 defined 01, 02 209,058 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
DURA AUTOMOTIVE SYSTEMS Common Stock 265903104 161 5,700 defined 01, 02 5,700 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
DUPONT PHOTOMASKS INC Common Stock 26613X101 289 7,300 defined 01, 02 7,300 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- -------------------------------------------------------------------------------------------------------------------------------
DURA PHARMACEUTICALS INC Common Stock 26632S109 1,007 71,300 defined 01, 02 71,300 0 0
- -------------------------------------------------------------------------------------------------------------------------------
DURAMED PHARMACEUTICALS INC Common Stock 266354109 12 1,300 defined 01, 02 1,300 0 0
- -------------------------------------------------------------------------------------------------------------------------------
DYCOM INDUSTRIES INC Common Stock 267475101 1,211 27,850 defined 01, 02 27,850 0 0
- -------------------------------------------------------------------------------------------------------------------------------
DYNEGY CORP Common Stock 26816L102 1,048 74,500 defined 01, 02 74,500 0 0
- -------------------------------------------------------------------------------------------------------------------------------
ECI TELECOMMUNICATIONS -ORD ADR 268258100 1,865 53,276 defined 01, 02 53,276 0 0
- -------------------------------------------------------------------------------------------------------------------------------
ELECTRICIDADE DE PORTUGAL ADR 268353109 8,391 212,100 defined 01, 02 212,100 0 0
- ------------------------------------------------------------------------------------------------------------------------------
EG&G INC Common Stock 268457108 1,466 55,590 defined 01, 02 55,590 0 0
- -------------------------------------------------------------------------------------------------------------------------------
EMC CORP/MA Common Stock 268648102 80,949 633,649 defined 01, 02 633,649 0 0
- -------------------------------------------------------------------------------------------------------------------------------
EMC INS GROUP INC Common Stock 268664109 58 4,900 defined 01, 02 4,900 0 0
- -------------------------------------------------------------------------------------------------------------------------------
EMI GROUP ADR 268694205 4,403 307,685 defined 01, 02 307,685 0 0
- -------------------------------------------------------------------------------------------------------------------------------
ENSCO INTERNATIONAL INC Common Stock 26874Q100 2,092 157,154 defined 01, 02 157,154 0 0
- -------------------------------------------------------------------------------------------------------------------------------
ENI S.P.A. ADR 26874R108 33,904 537,100 defined 01, 02 537,100 0 0
- -------------------------------------------------------------------------------------------------------------------------------
ESAT TELECOM GROUP ADR 26883Y102 519 12,400 defined 01, 02 12,400 0 0
- -------------------------------------------------------------------------------------------------------------------------------
ESCO ELECTRONICS Common Stock 269030201 44 4,900 defined 01, 02 4,900 0 0
- -------------------------------------------------------------------------------------------------------------------------------
ESS TECHNOLOGY INC Common Stock 269151106 68 13,100 defined 01, 02 13,100 0 0
- -------------------------------------------------------------------------------------------------------------------------------
E SPIRE COMMUNICATIONS INC Common Stock 269153102 179 13,000 defined 01, 02 13,000 0 0
- -------------------------------------------------------------------------------------------------------------------------------
ETEC SYSTEMS INC Common Stock 26922C103 771 26,200 defined 01, 02 26,200 0 0
- -------------------------------------------------------------------------------------------------------------------------------
ETEK DYNAMICS Common Stock 269240107 72 2,000 defined 01, 02 2,000 0 0
- -------------------------------------------------------------------------------------------------------------------------------
E'TOWN CORP Common Stock 269242103 189 4,700 defined 01, 02 4,700 0 0
- -------------------------------------------------------------------------------------------------------------------------------
E TRADE GROUP INC Common Stock 269246104 9,016 154,623 defined 01, 02 154,623 0 0
- -------------------------------------------------------------------------------------------------------------------------------
E V N ADR 269265104 1,048 40,300 defined 01, 02 40,300 0 0
- ------------------------------------------------------------------------------------------------------------------------------
EAGLE HARDWARE & GARDEN INC Common Stock 26959B101 1,386 36,300 defined 01, 02 36,300 0 0
- -------------------------------------------------------------------------------------------------------------------------------
EAGLE USA AIRFREIGHT INC Common Stock 270018104 234 7,200 defined 01, 02 7,200 0 0
- -------------------------------------------------------------------------------------------------------------------------------
EARTHGRAINS COMPANY Common Stock 270319106 1,186 53,472 defined 01, 02 53,472 0 0
- -------------------------------------------------------------------------------------------------------------------------------
EARTHLINK NETWORK INC Common Stock 270322100 888 14,800 defined 01, 02 14,800 0 0
- -------------------------------------------------------------------------------------------------------------------------------
EARTHSHELL CORP Common Stock 27032B100 15 1,500 defined 01, 02 1,500 0 0
- -------------------------------------------------------------------------------------------------------------------------------
EASTERN ENTERPRISES Common Stock 27637F100 1,021 28,062 defined 01, 02 28,062 0 0
- -------------------------------------------------------------------------------------------------------------------------------
EASTERN UTILITIES ASSOC Common Stock 277173100 716 25,300 defined 01, 02 25,300 0 0
- -------------------------------------------------------------------------------------------------------------------------------
EASTGROUP PROPERTIES Common Stock 277276101 274 17,000 defined 01, 02 17,000 0 0
- -------------------------------------------------------------------------------------------------------------------------------
EASTMAN CHEMICAL CO Common Stock 277432100 4,153 98,734 defined 01, 02 98,734 0 0
- -------------------------------------------------------------------------------------------------------------------------------
EASTMAN KODAK CO Common Stock 277461109 25,929 405,926 defined 01, 02 405,926 0 0
- -------------------------------------------------------------------------------------------------------------------------------
EATON CORP Common Stock 278058102 6,416 89,740 defined 01, 02 89,740 0 0
- -------------------------------------------------------------------------------------------------------------------------------
EATON VANCE CORP Common Stock 278265103 900 44,700 defined 01, 02 44,700 0 0
- -------------------------------------------------------------------------------------------------------------------------------
EBAY INC Common Stock 278642103 343 2,500 defined 01, 02 2,500 0 0
- -------------------------------------------------------------------------------------------------------------------------------
ECHELON INDUSTRIES Common Stock 278747100 44 2,240 defined 01, 02 2,240 0 0
- -------------------------------------------------------------------------------------------------------------------------------
ECHO BAY MINES LTD Common Stock 278751102 69 40,600 defined 01, 02 40,600 0 0
- ------------------------------------------------------------------------------------------------------------------------------
ECHOSTAR COMMUN CORP -CL A Common Stock 278762109 335 4,100 defined 01, 02 4,100 0 0
- -------------------------------------------------------------------------------------------------------------------------------
ECLIPSE SURGICAL TECH INC Common Stock 278849104 15 1,400 defined 01, 02 1,400 0 0
- -------------------------------------------------------------------------------------------------------------------------------
ECLIPSYS CORPORATION Common Stock 278856109 84 3,980 defined 01, 02 3,980 0 0
- -------------------------------------------------------------------------------------------------------------------------------
ECO SOIL SYSTEMS INC Common Stock 278858105 19 2,700 defined 01, 02 2,700 0 0
- -------------------------------------------------------------------------------------------------------------------------------
ECOLAB INC Common Stock 278865100 5,768 162,481 defined 01, 02 162,481 0 0
- -------------------------------------------------------------------------------------------------------------------------------
EDIFY CORPORATION Common Stock 280599101 45 8,300 defined 01, 02 8,300 0 0
- -------------------------------------------------------------------------------------------------------------------------------
EDPERBRASCAN CORP Common Stock 280905803 1,996 168,100 defined 01, 02 168,100 0 0
- -------------------------------------------------------------------------------------------------------------------------------
EDISON INTERNATIONAL Common Stock 281020107 9,762 438,753 defined 01, 02 438,753 0 0
- -------------------------------------------------------------------------------------------------------------------------------
EDUCATION MANAGEMENT CORP Common Stock 28139T101 621 20,200 defined 01, 02 20,200 0 0
- -------------------------------------------------------------------------------------------------------------------------------
</TABLE>
26
<PAGE> 29
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- -------------------------------------------------------------------------------------------------------------------------------
JDEDWARDS Common Stock 281667105 314 26,300 defined 01, 02 26,300 0 0
- -------------------------------------------------------------------------------------------------------------------------------
EDWARDS (A G) INC Common Stock 281760108 3,556 108,790 defined 01, 02 108,790 0 0
- -------------------------------------------------------------------------------------------------------------------------------
EGANA INTERNATIONAL HOLDINGS ADR 28225R209 5 649 defined 01, 02 649 0 0
- -------------------------------------------------------------------------------------------------------------------------------
EGGHEAD INC/WA Common Stock 282330109 215 11,800 defined 01, 02 11,800 0 0
- -------------------------------------------------------------------------------------------------------------------------------
EIDOS PLC ADR ADR 282485101 383 11,800 defined 01, 02 11,800 0 0
- -------------------------------------------------------------------------------------------------------------------------------
800 JR CIGAR INC Common Stock 282491109 23 3,000 defined 01, 02 3,000 0 0
- -------------------------------------------------------------------------------------------------------------------------------
EISAI CO ADR 282579309 3,942 188,650 defined 01, 02 188,650 0 0
- -------------------------------------------------------------------------------------------------------------------------------
EL PASO ELECTRIC CO Common Stock 283677854 471 61,800 defined 01, 02 61,800 0 0
- -------------------------------------------------------------------------------------------------------------------------------
EL PASO ENERGY CORP Common Stock 283905107 4,504 137,802 defined 01, 02 137,802 0 0
- -------------------------------------------------------------------------------------------------------------------------------
ELAN CORP PLC ADR 284131208 5,430 77,850 defined 01, 02 77,850 0 0
- -------------------------------------------------------------------------------------------------------------------------------
ELCOR CORP Common Stock 284443108 274 7,800 defined 01, 02 7,800 0 0
- -------------------------------------------------------------------------------------------------------------------------------
ELDER BEERMAN STORES CORP Common Stock 284470101 52 6,000 defined 01, 02 6,000 0 0
- -------------------------------------------------------------------------------------------------------------------------------
ELECTRO RENT CORP Common Stock 285218103 75 8,200 defined 01, 02 8,200 0 0
- -------------------------------------------------------------------------------------------------------------------------------
ELECTRO SCIENTIFIC INDS INC Common Stock 285229100 721 15,500 defined 01, 02 15,500 0 0
- -------------------------------------------------------------------------------------------------------------------------------
ELECTROGLAS INC Common Stock 285324109 313 24,300 defined 01, 02 24,300 0 0
- ------------------------------------------------------------------------------------------------------------------------------
ELECTRONIC ARTS INC Common Stock 285512109 3,330 70,113 defined 01, 02 70,113 0 0
- -------------------------------------------------------------------------------------------------------------------------------
ELECTRONIC DATA SYSTEMS INC Common Stock 285661104 29,908 614,292 defined 01, 02 614,292 0 0
- -------------------------------------------------------------------------------------------------------------------------------
ELECTRONICS BOUTIQUE Common Stock 286045109 4 300 defined 01, 02 300 0 0
- -------------------------------------------------------------------------------------------------------------------------------
ELECTRONICS FOR IMAGING INC Common Stock 286082102 1,470 37,700 defined 01, 02 37,700 0 0
- ------------------------------------------------------------------------------------------------------------------------------
ELF AQUITAINE ADR 286269105 23,664 351,550 defined 01, 02 351,550 0 0
- -------------------------------------------------------------------------------------------------------------------------------
ELRON ELECTRONIC INDS -ORD Common Stock 290160100 258 14,200 defined 01, 02 14,200 0 0
- -------------------------------------------------------------------------------------------------------------------------------
ELSEVIER N V ADR 290259100 7,446 248,200 defined 01, 02 248,200 0 0
- -------------------------------------------------------------------------------------------------------------------------------
EMAIL LIMITED ADR 290769207 339 98,200 defined 01, 02 98,200 0 0
- -------------------------------------------------------------------------------------------------------------------------------
EMBRATEL ADR 29081N100 3,653 218,900 defined 01, 02 218,900 0 0
- -------------------------------------------------------------------------------------------------------------------------------
EMBOTELLADORA ANDINA ADR 29081P204 621 40,900 defined 01, 02 40,900 0 0
- -------------------------------------------------------------------------------------------------------------------------------
EMBOTELLADORA ANDINA SA SER B A ADR 29081P303 453 36,600 defined 01, 02 36,600 0 0
- -------------------------------------------------------------------------------------------------------------------------------
EMCOR GROUP INC Common Stock 29084Q100 70 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 29,058 548,917 defined 01, 02 548,917 0 0
- -------------------------------------------------------------------------------------------------------------------------------
EMISPHERE TECHNOLOGIES, INC Common Stock 291345106 15 1,700 defined 01, 02 1,700 0 0
- -------------------------------------------------------------------------------------------------------------------------------
EMMIS BROADCASTING CP -CL A Common Stock 291525103 460 9,200 defined 01, 02 9,200 0 0
- ------------------------------------------------------------------------------------------------------------------------------
EMPI INC Common Stock 291586105 173 8,000 defined 01, 02 8,000 0 0
- -------------------------------------------------------------------------------------------------------------------------------
EMPIRE DISTRICT ELECTRIC CO Common Stock 291641108 306 13,400 defined 01, 02 13,400 0 0
- -------------------------------------------------------------------------------------------------------------------------------
EMPRESAS ICA SOC CTL ADR 292448107 386 73,600 defined 01, 02 73,600 0 0
- -------------------------------------------------------------------------------------------------------------------------------
EMPRESA NACIONAL DE ELCTRCID S ADR 29244T101 2,064 146,800 defined 01, 02 146,800 0 0
- -------------------------------------------------------------------------------------------------------------------------------
EMPRESAS TELEX-CHILE ADR 29245D105 3 4,200 defined 01, 02 4,200 0 0
- -------------------------------------------------------------------------------------------------------------------------------
EMULEX CORP Common Stock 292475209 13 400 defined 01, 02 400 0 0
- -------------------------------------------------------------------------------------------------------------------------------
ENCAL ENERGY LTD Common Stock 29250D107 304 70,400 defined 01, 02 70,400 0 0
- -------------------------------------------------------------------------------------------------------------------------------
ENBRIDGE INC Common Stock 29250N105 1,718 38,400 defined 01, 02 38,400 0 0
- -------------------------------------------------------------------------------------------------------------------------------
ENCORE WIRE CORP Common Stock 292562105 66 8,400 defined 01, 02 8,400 0 0
- -------------------------------------------------------------------------------------------------------------------------------
ENDESA ADR 29258N107 18,171 730,500 defined 01, 02 730,500 0 0
- -------------------------------------------------------------------------------------------------------------------------------
ENDOSONICS CORP Common Stock 29264K105 18 2,700 defined 01, 02 2,700 0 0
- -------------------------------------------------------------------------------------------------------------------------------
ENERGEN CORP Common Stock 29265N108 550 36,800 defined 01, 02 36,800 0 0
- -------------------------------------------------------------------------------------------------------------------------------
ENERGY EAST Common Stock 29266M109 3,815 72,582 defined 01, 02 72,582 0 0
- -------------------------------------------------------------------------------------------------------------------------------
ENERSIS ADR 29274F104 2,217 82,700 defined 01, 02 82,700 0 0
- -------------------------------------------------------------------------------------------------------------------------------
</TABLE>
27
<PAGE> 30
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- ------------------------------------------------------------------------------------------------------------------------------------
ENGELHARD CORP Common Stock 292845104 3,038 179,394 defined 01, 02 179,394 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
ENGINEERING ANIMATION INC Common Stock 292872108 95 2,250 defined 01, 02 2,250 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
ENESCO GROUP INC Common Stock 292973104 332 18,371 defined 01, 02 18,371 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
ENHANCE FINANCIAL SVCS GRP Common Stock 293310108 1,072 46,600 defined 01, 02 46,600 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
ENNIS BUSINESS FORMS Common Stock 293389102 44 5,400 defined 01, 02 5,400 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
ENRON CORP Common Stock 293561106 26,449 411,653 defined 01, 02 411,653 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
ENRON OIL & GAS Common Stock 293562104 1,895 114,000 defined 01, 02 114,000 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
ENTERCOM Common Stock 293639100 35 1,000 defined 01, 02 1,000 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
ENTERGY CORP Common Stock 29364G103 8,425 306,347 defined 01, 02 306,347 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
ENTERPRISE OIL PLC ADR 293779302 1,801 102,936 defined 01, 02 102,936 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
ENTERTAINMENT PROPERTIES TRUST Common Stock 29380T105 248 14,400 defined 01, 02 14,400 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
ENTREMED INC Common Stock 29382F103 129 6,100 defined 01, 02 6,100 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
ENZO BIOCHEM INC Common Stock 294100102 319 34,069 defined 01, 02 34,069 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
EOTT ENERGY PARTNERS -LP Common Stock 294103106 36 2,100 defined 01, 02 2,100 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
EQUANT N.V. Common Stock 294409107 1,370 18,200 defined 01, 02 18,200 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
EQUIFAX INC Common Stock 294429105 6,392 185,955 defined 01, 02 185,955 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
EQUITABLE COS INC Common Stock 29444G107 9,114 130,200 defined 01, 02 130,200 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
EQUITABLE RESOURCES INC Common Stock 294549100 622 23,875 defined 01, 02 23,875 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
EQUITY INNS INC Common Stock 294703103 316 37,200 defined 01, 02 37,200 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
EQUITY OFFICE PROPERTIES TRUST Common Stock 294741103 6,528 257,260 defined 01, 02 257,260 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
EQUITY ONE INC Common Stock 294752100 56 6,500 defined 01, 02 6,500 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
EQUITY RESIDENTIAL PPTYS TR Common Stock 29476L107 4,941 119,778 defined 01, 02 119,778 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
ERICSSON (L M) TEL ADR 294821400 32,421 1,361,500 defined 01, 02 1,361,500 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
ERIE INDEMNITY CO -CL A Common Stock 29530P102 424 15,400 defined 01, 02 15,400 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
ESPIRITO SNTO FNL ADR 29665F200 342 21,600 defined 01, 02 21,600 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
ESSEX INTERNATIONAL INC Common Stock 297025108 35 1,476 defined 01, 02 1,476 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
ESSEX PROPERTY TRUST Common Stock 297178105 452 17,300 defined 01, 02 17,300 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
ESTERLINE TECHNOLOGIES Common Stock 297425100 276 21,300 defined 01, 02 21,300 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
ETHAN ALLEN INTERIORS INC Common Stock 297602104 1,413 34,000 defined 01, 02 34,000 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
ETHYL CORP Common Stock 297659104 409 96,148 defined 01, 02 96,148 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
EVANS & SUTHERLAND CMP CORP Common Stock 299096107 109 9,100 defined 01, 02 9,100 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
EVEREN CAPITAL CORP Common Stock 299761106 190 9,700 defined 01, 02 9,700 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
EVEREST REINSURANCE HOLDINGS Common Stock 299808105 1,800 57,700 defined 01, 02 57,700 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
EXABYTE CORP Common Stock 300615101 133 28,000 defined 01, 02 28,000 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
EXAR CORP Common Stock 300645108 102 6,300 defined 01, 02 6,300 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
EXCALIBUR TECHNOLOGIES Common Stock 300651205 67 5,100 defined 01, 02 5,100 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
EXCEL SWITCHING CORP Common Stock 30067V108 195 9,300 defined 01, 02 9,300 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
EXCITE INC Common Stock 300904109 4,480 32,000 defined 01, 02 32,000 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
EXECUTIVE RISK INC Common Stock 301586103 987 13,900 defined 01, 02 13,900 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
EXIDE CORP Common Stock 302051107 152 13,700 defined 01, 02 13,700 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
EXODUS COMMUNICATIONS INC Common Stock 302088109 901 6,700 defined 01, 02 6,700 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
EXPEDITORS INTL WASH INC Common Stock 302130109 1,663 30,800 defined 01, 02 30,800 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
EXPRESS SCRIPTS INC -CL A Common Stock 302182100 3,919 45,598 defined 01, 02 45,598 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
EXTENDED STAY AMERICA Common Stock 30224P101 377 37,028 defined 01, 02 37,028 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
EXXON CORP Common Stock 302290101 214,182 3,035,352 defined 01, 02 3,035,352 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
28
<PAGE> 31
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- -----------------------------------------------------------------------------------------------------------------------------------
F & M BANCORP/MD Common Stock 302367107 41 1,323 defined 01, 02 1,323 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
F & M BANCORPORATION INC Common Stock 302371109 132 3,993 defined 01, 02 3,993 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
F & M NATL CORP Common Stock 302374103 265 11,022 defined 01, 02 11,022 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FBL FINANCIAL GROUP Common Stock 30239F106 422 23,800 defined 01, 02 23,800 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FEI CO Common Stock 30241L109 28 3,300 defined 01, 02 3,300 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FLIR SYSTEMS INC Common Stock 302445101 18 1,000 defined 01, 02 1,000 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FMC CORP Common Stock 302491303 2,055 41,620 defined 01, 02 41,620 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
F N B CORP/PA Common Stock 302520101 107 4,658 defined 01, 02 4,658 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FPL GROUP INC Common Stock 302571104 12,032 225,947 defined 01, 02 225,947 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FSI INTL INC Common Stock 302633102 68 11,300 defined 01, 02 11,300 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FAB INDUSTRIES INC Common Stock 302747100 44 2,900 defined 01, 02 2,900 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FAHNESTOCK VINER HLDG -CL A Common Stock 302921101 119 8,300 defined 01, 02 8,300 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FACTSET RESEARCH SYSTEMS Common Stock 303075105 817 18,900 defined 01, 02 18,900 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FAIR ISAAC & COMPANY INC Common Stock 303250104 763 20,600 defined 01, 02 20,600 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FAIRCHILD CORP -CL A Common Stock 303698104 102 10,000 defined 01, 02 10,000 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FAIRFAX FINANCIAL HLDG RTS Warrant or Right 303901110 4 13,200 defined 01, 02 13,200 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FAIRFIELD COMMUNITIES INC Common Stock 304231301 113 12,600 defined 01, 02 12,600 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FAMILY DOLLAR STORES Common Stock 307000109 4,556 198,077 defined 01, 02 198,077 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FAMILY GOLF CENTERS INC Common Stock 30701A106 239 32,200 defined 01, 02 32,200 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FARMER BROS CO Common Stock 307675108 244 1,200 defined 01, 02 1,200 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FARMERS CAPITAL BK CORP Common Stock 309562106 53 1,600 defined 01, 02 1,600 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FASTENAL CO Common Stock 311900104 1,523 43,427 defined 01, 02 43,427 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
F.H. FAULDING & CO. ADR 312020209 481 20,270 defined 01, 02 20,270 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FDX HOLDING CORP Common Stock 31304N107 17,135 184,242 defined 01, 02 184,242 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FEDDERS CORP Common Stock 313135105 233 45,960 defined 01, 02 45,960 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FEDDERS CORP Common Stock 313135303 35 7,500 defined 01, 02 7,500 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FED HOME LOAN MTG CO Common Stock 313400301 48,762 850,811 defined 01, 02 850,811 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FEDERAL-MOGUL CORP Common Stock 313549107 3,448 80,646 defined 01, 02 80,646 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FEDERAL NATL MORTGAGE ASSN Common Stock 313586109 89,537 1,292,951 defined 01, 02 1,292,951 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FEDERAL REALTY INVS TRUST Common Stock 313747206 862 40,700 defined 01, 02 40,700 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FEDERAL SIGNAL CORP Common Stock 313855108 1,089 52,172 defined 01, 02 52,172 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FEDERATED DEPT STORES Common Stock 31410H101 10,446 260,341 defined 01, 02 260,341 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FEDERATED INVESTORS Common Stock 314211103 15 800 defined 01, 02 800 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FELCOR LODGING TRUST INC Common Stock 31430F101 1,600 69,000 defined 01, 02 69,000 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FERRELLGAS PARTNERS -LP Common Stock 315293100 59 3,500 defined 01, 02 3,500 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FERRO CORP Common Stock 315405100 1,002 40,483 defined 01, 02 40,483 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FIAT SPA ADR 315621607 7,530 466,955 defined 01, 02 466,955 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FIDELITY NATIONAL FINL INC Common Stock 316326107 538 35,866 defined 01, 02 35,866 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
FIFTH THIRD BANCORP Common Stock 316773100 21,843 331,265 defined 01, 02 331,265 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
FILA HLDGS S P A ADR 316850106 145 17,600 defined 01, 02 17,600 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FILENET CORP Common Stock 316869106 278 39,700 defined 01, 02 39,700 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FINANCIAL FEDERAL CORP Common Stock 317492106 145 7,650 defined 01, 02 7,650 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FINANCIAL SEC ASSURANCE HLDG Common Stock 31769P100 887 17,877 defined 01, 02 17,877 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FINGERHUT COMPANIES INC Common Stock 317867109 693 27,700 defined 01, 02 27,700 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FINISH LINE INC -CL A Common Stock 317923100 109 8,500 defined 01, 02 8,500 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
</TABLE>
29
<PAGE> 32
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- -----------------------------------------------------------------------------------------------------------------------------------
FINOVA GROUP INC Common Stock 317928109 3,680 70,937 defined 01, 02 70,937 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FIRST AMER FINL CP CA Common Stock 318522307 1,184 74,896 defined 01, 02 74,896 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FIRST BANCORP HLDG CO Common Stock 318672102 890 37,000 defined 01, 02 37,000 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FIRST AMERICAN CORP/TN Common Stock 318900107 1,519 41,200 defined 01, 02 41,200 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FIRST CHARTER CORP Common Stock 319439105 81 4,275 defined 01, 02 4,275 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FIRST CITIZENS BANCSH -CL A Common Stock 31946M103 591 7,300 defined 01, 02 7,300 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FIRST COMMERCE BANCSHARES IN Common Stock 319777207 78 3,100 defined 01, 02 3,100 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FIRST COMMONWLTH FINL CP/PA Common Stock 319829107 298 14,000 defined 01, 02 14,000 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FIRST CONSULTING GROUP INC Common Stock 31986R103 79 7,095 defined 01, 02 7,095 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FIRST FED CAP CORP Common Stock 319960100 98 8,300 defined 01, 02 8,300 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FIRST DATA CORP Common Stock 319963104 23,751 555,587 defined 01, 02 555,587 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FIRST ESSEX BANCORP Common Stock 320103104 21 1,400 defined 01, 02 1,400 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FIRST FINL BANCORP INC/OH Common Stock 320209109 487 22,378 defined 01, 02 22,378 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FIRST FINL BANKSHARES Common Stock 32020R109 85 2,640 defined 01, 02 2,640 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FST FINL CORP IND Common Stock 320218100 66 1,575 defined 01, 02 1,575 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FIRST FINANCIAL HOLDINGS INC Common Stock 320239106 135 7,500 defined 01, 02 7,500 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FIRST INDL REALTY TRUST INC Common Stock 32054K103 922 38,500 defined 01, 02 38,500 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FIRST INDIANA CORP Common Stock 32054R108 147 7,750 defined 01, 02 7,750 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FIRST LIBERTY FINANCIAL CORP Common Stock 320691108 59 2,800 defined 01, 02 2,800 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FIRST LONG ISLAND CORP Common Stock 320734106 24 600 defined 01, 02 600 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FIRST M & F CORP Common Stock 320744105 19 600 defined 01, 02 600 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FIRST MERCHANTS CORP Common Stock 320817109 55 2,250 defined 01, 02 2,250 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FIRST MIDWEST BANCORP INC Common Stock 320867104 1,372 36,100 defined 01, 02 36,100 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 1,189 74,050 defined 01, 02 74,050 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FIRST PACIFIC ADR 335889200 984 328,100 defined 01, 02 328,100 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FIRST SIERRA FINANCIAL INC Common Stock 335944104 24 2,700 defined 01, 02 2,700 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FIRST REPUBLIC BANK Common Stock 336158100 53 2,200 defined 01, 02 2,200 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FIRST SECURITY CORP/DE Common Stock 336294103 4,185 216,697 defined 01, 02 216,697 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
1ST SOURCE CORP Common Stock 336901103 386 12,958 defined 01, 02 12,958 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FIRST TENNESSEE NATL CORP Common Stock 337162101 5,397 147,365 defined 01, 02 147,365 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FIRST UNION CORP (N C) Common Stock 337358105 65,922 1,233,622 defined 01, 02 1,233,622 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FIRST UNION RE EQ & MTG INV Common Stock 337400105 141 32,300 defined 01, 02 32,300 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FIRST UTD BANCSHARES INC/AK Common Stock 33741E104 31 2,200 defined 01, 02 2,200 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FIRST UTD CORP Common Stock 33741H107 39 2,415 defined 01, 02 2,415 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FIRST VIRGINIA BANKS INC Common Stock 337477103 2,638 57,744 defined 01, 02 57,744 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FIRST WASHINGTON RLTY TR INC Common Stock 337489504 189 8,800 defined 01, 02 8,800 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FIRST SVGS BK WASH BANCORP WA Common Stock 33748T104 105 5,390 defined 01, 02 5,390 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
FIRST WESTN BANCORP INC Common Stock 337505101 279 8,868 defined 01, 02 8,868 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FIRST YEARS INC Common Stock 337610109 20 1,400 defined 01, 02 1,400 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FIRSTAR CORP Common Stock 33763V109 25,918 289,589 defined 01, 02 289,589 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
FISERV INC Common Stock 337738108 5,040 93,986 defined 01, 02 93,986 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
FIRSTFED FINANCIAL CORP/CA Common Stock 337907109 220 13,700 defined 01, 02 13,700 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FIRSTMERIT CORP Common Stock 337915102 2,870 111,461 defined 01, 02 111,461 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FLAGSTAR BANCORP INC Common Stock 337930101 103 3,900 defined 01, 02 3,900 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
</TABLE>
30
<PAGE> 33
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- ----------------------------------------------------------------------------------------------------------------------------------
FIRST ENERGY CORP Common Stock 337932107 8,275 295,524 defined 01, 02 295,524 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
FLEET FINANCIAL GROUP INC Common Stock 338915101 26,655 708,437 defined 01, 02 708,437 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
FLEETWOOD ENTERPRISES Common Stock 339099103 1,242 43,400 defined 01, 02 43,400 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
FLEMING COMPANIES INC Common Stock 339130106 408 47,700 defined 01, 02 47,700 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
FLETCHER CHALLENGE BLDG ADR ADR 339317109 305 23,150 defined 01, 02 23,150 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
FLETCHER CHALLENGE ENERGY ADR ADR 339318107 441 23,150 defined 01, 02 23,150 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
FLETCHER CHALLENGE ADR 339324402 200 52,464 defined 01, 02 52,464 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
FLETCHER CHALLENGE PAPER ADR 339325102 292 46,300 defined 01, 02 46,300 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
FLORIDA EAST COAST INDS Common Stock 340632108 790 26,400 defined 01, 02 26,400 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
FLORIDA PROGRESS CORP Common Stock 341109106 4,205 111,379 defined 01, 02 111,379 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
FLORIDA ROCK INDS Common Stock 341140101 802 23,500 defined 01, 02 23,500 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
FLOW INTL CORP Common Stock 343468104 179 18,100 defined 01, 02 18,100 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
FLOWERS INDUSTRIES INC Common Stock 343496105 2,819 114,458 defined 01, 02 114,458 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
FLOWSERVE CORP Common Stock 34354P105 683 43,870 defined 01, 02 43,870 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
FLUOR CORP Common Stock 343861100 2,565 95,013 defined 01, 02 95,013 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
FLUSHING FINANCIAL CORP Common Stock 343873105 88 6,150 defined 01, 02 6,150 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
FOAMEX INTERNATIONAL INC Common Stock 344123104 102 18,100 defined 01, 02 18,100 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
FOOD LION INC -CL A Common Stock 344775200 3,161 343,500 defined 01, 02 343,500 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
FOODMAKER INC Common Stock 344839204 1,211 47,500 defined 01, 02 47,500 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
FOOTSTAR Common Stock 344912100 973 30,400 defined 01, 02 30,400 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
FORD MOTOR CO Common Stock 345370100 85,554 1,509,227 defined 01, 02 1,509,227 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
FORE SYSTEMS INC Common Stock 345449102 2,416 127,800 defined 01, 02 127,800 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
FOREMOST CORP OF AMERICA Common Stock 345469100 411 20,400 defined 01, 02 20,400 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
FORENINGSSPARBANKEN AB ADR 34551P106 5,753 244,500 defined 01, 02 244,500 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
FOREST CITY ENTRPRS -CL A Common Stock 345550107 307 12,700 defined 01, 02 12,700 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
FOREST CITY ENTERPRISES INC Common Stock 345550305 110 4,600 defined 01, 02 4,600 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
FOREST LABORATORIES -CL A Common Stock 345838106 5,916 104,934 defined 01, 02 104,934 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
FOREST OIL CORP Common Stock 346091606 105 14,000 defined 01, 02 14,000 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
FORRESTER RESEARCH Common Stock 346563109 164 5,400 defined 01, 02 5,400 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
FORT JAMES CORP Common Stock 347471104 8,793 277,482 defined 01, 02 277,482 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
FORTIS AMEV ADR 34956J101 9,844 256,482 defined 01, 02 256,482 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
FORTUNE BRANDS Common Stock 349631101 8,217 213,436 defined 01, 02 213,436 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
FORWARD AIR CORP Common Stock 349853101 29 2,200 defined 01, 02 2,200 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
FOSSIL INC Common Stock 349882100 426 14,300 defined 01, 02 14,300 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
FOSTER WHEELER CORP Common Stock 350244109 615 50,705 defined 01, 02 50,705 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 1,774 145,520 defined 01, 02 145,520 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
FOUR SEASONS HOTELS Common Stock 35100E104 681 16,300 defined 01, 02 16,300 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
FOX ENTERTAINMENT GROUP Common Stock 35138T107 6,524 240,500 defined 01, 02 240,500 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
FRANCE TELECOM ADR 35177Q105 53,932 668,400 defined 01, 02 668,400 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
FRANCHISE FINL CORP AMERICA Common Stock 351807102 1,169 55,500 defined 01, 02 55,500 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
FRANCHISE MTG ACCEPTANCE CO Common Stock 35181D108 58 8,000 defined 01, 02 8,000 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
FRANKLIN COVEY CO Common Stock 353469109 238 26,400 defined 01, 02 26,400 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
FRANKLIN ELECTRIC CO Common Stock 353514102 241 3,700 defined 01, 02 3,700 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
FRANKLIN RESOURCES INC Common Stock 354613101 8,849 314,643 defined 01, 02 314,643 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- -----------------------------------------------------------------------------------------------------------------------------------
FREEDOM SECURITIES Common Stock 35644K103 69 4,300 defined 01, 02 4,300 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FREEPRT MCMOR COP&GLD -CL A Common Stock 35671D105 615 60,001 defined 01, 02 60,001 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FREEPORT-MCMORAN COOPER & GOLD Common Stock 35671D857 2,277 209,365 defined 01, 02 209,365 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FREMONT GENERAL CORP Common Stock 357288109 1,661 87,130 defined 01, 02 87,130 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FRESENIUS MEDICAL CARE AG ADR 358029106 2,943 145,785 defined 01, 02 145,785 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FRIEDE GOLDMAN INTL INC Common Stock 358430106 112 7,000 defined 01, 02 7,000 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FRIEDMANS INC -CL A Common Stock 358438109 12 1,300 defined 01, 02 1,300 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FRITZ COS INC Common Stock 358846103 310 45,162 defined 01, 02 45,162 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FRONTIER CORP Common Stock 35906P105 11,075 213,490 defined 01, 02 213,490 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FRONTIER INS GRP INC Common Stock 359081106 547 46,065 defined 01, 02 46,065 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FRONTLINE LTD ADR 35921R102 2 600 defined 01, 02 600 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FROZEN FOOD EXPRESS INDS Common Stock 359360104 131 20,600 defined 01, 02 20,600 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
FUISZ TECHNOLOGIES Common Stock 359536109 72 10,900 defined 01, 02 10,900 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FUJI PHOTO FILM ADR 359586302 13,672 365,800 defined 01, 02 365,800 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FULLER (H. B.) CO Common Stock 359694106 946 16,049 defined 01, 02 16,049 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FULTON FINANCIAL CORP Common Stock 360271100 663 28,912 defined 01, 02 28,912 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FUND AMERICAN ENTPRS HLDG Common Stock 360768105 471 3,540 defined 01, 02 3,540 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FURNITURE BRANDS INTERNATIONAL Common Stock 360921100 1,323 59,800 defined 01, 02 59,800 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
FURON CO Common Stock 361106107 192 15,200 defined 01, 02 15,200 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
G&K SERVICES INC -CL A Common Stock 361268105 1,178 25,500 defined 01, 02 25,500 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
GATX CORP Common Stock 361448103 1,861 56,500 defined 01, 02 56,500 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
GBC BANCORP/CA Common Stock 361475106 105 7,000 defined 01, 02 7,000 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
GC COMPANIES INC Common Stock 36155Q109 302 9,600 defined 01, 02 9,600 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
GST TELECOMMUNICATIONS INC Common Stock 361942105 108 9,900 defined 01, 02 9,900 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
GPU INC Common Stock 36225X100 5,921 158,692 defined 01, 02 158,692 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
GTE CORP Common Stock 362320103 73,170 1,209,416 defined 01, 02 1,209,416 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
GT INTERACTIVE SOFTWARE CORP Common Stock 36236E109 209 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 Common Stock 362418105 588 26,800 defined 01, 02 26,800 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
GAINSCO INC Common Stock 363127101 52 10,700 defined 01, 02 10,700 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
GALEY & LORD INC Common Stock 36352K103 65 14,700 defined 01, 02 14,700 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
GALILEO INTERNATIONAL INC Common Stock 363547100 484 10,000 defined 01, 02 10,000 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
GALLAGHER (ARTHUR J.) & CO Common Stock 363576109 980 21,300 defined 01, 02 21,300 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
GALLAHER GROUP PLC ADR 363595109 2,732 116,270 defined 01, 02 116,270 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
GANNETT CO Common Stock 364730101 22,180 352,068 defined 01, 02 352,068 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
GAP INC Common Stock 364760108 48,566 721,498 defined 01, 02 721,498 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
GARDEN RIDGE CORP Common Stock 36541P104 58 8,500 defined 01, 02 8,500 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
GARDNER DENVER MACHINERY INC Common Stock 365558105 316 19,900 defined 01, 02 19,900 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
GARTNER GROUP INC -CL A Common Stock 366651107 1,478 65,500 defined 01, 02 65,500 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
GATEWAY 2000 INC Common Stock 367833100 13,515 197,117 defined 01, 02 197,117 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
GAYLORD ENTERTAINMENT -CL A Common Stock 367905106 435 17,950 defined 01, 02 17,950 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
GAYLORD CONTAINER CP Common Stock 368145108 218 29,000 defined 01, 02 29,000 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
GELTEX PHARMACEUTICALS INC Common Stock 368538104 93 6,600 defined 01, 02 6,600 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
GENCORP INC Common Stock 368682100 854 47,459 defined 01, 02 47,459 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
GENENTECH INC Common Stock 368710307 4,724 53,300 defined 01, 02 53,300 0 0
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</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- -----------------------------------------------------------------------------------------------------------------------------------
GENER S A ADR 368731105 746 40,600 defined 01, 02 40,600 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
GENERAL BINDING CORP Common Stock 369154109 270 10,400 defined 01, 02 10,400 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
GENERAL CABLE CORP Common Stock 369300108 111 10,500 defined 01, 02 10,500 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
THE GENERAL CHEMICAL GROUP Common Stock 369332101 51 3,900 defined 01, 02 3,900 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
GENERAL CIGAR HOLDINGS CL B Common Stock 36933P209 144 15,557 defined 01, 02 15,557 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
GENERAL COMMUNICATION -CL A Common Stock 369385109 282 61,900 defined 01, 02 61,900 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
GENERAL DYNAMICS CORP Common Stock 369550108 10,167 158,246 defined 01, 02 158,246 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
GENERAL ELECTRIC CO Common Stock 369604103 456,159 4,123,468 defined 01, 02 4,123,468 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
GENERAL GROWTH PPTYS INC Common Stock 370021107 1,252 38,600 defined 01, 02 38,600 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
GENERAL INSTRUMENT CORP Common Stock 370120107 6,360 209,813 defined 01, 02 209,813 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
GENERAL MAGIC INC Common Stock 370253106 53 14,500 defined 01, 02 14,500 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
GENERAL MILLS INC Common Stock 370334104 14,633 193,657 defined 01, 02 193,657 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
GENERAL MOTORS CORP Common Stock 370442105 71,110 817,353 defined 01, 02 817,353 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
GENERAL MOTORS CL H Common Stock 370442832 3,445 68,300 defined 01, 02 68,300 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
GENERAL NUTRITION COS -CL A Common Stock 37047F103 1,093 78,100 defined 01, 02 78,100 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
GENERAL SEMICONDUCTOR INC Common Stock 370787103 333 45,900 defined 01, 02 45,900 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
GENESCO INC Common Stock 371532102 66 7,100 defined 01, 02 7,100 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
GENTEX CORP Common Stock 371901109 1,934 89,700 defined 01, 02 89,700 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
GENESIS HEALTH VENTURES INC Common Stock 371912106 236 48,350 defined 01, 02 48,350 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
GENESYS TELECOM LAB INC Common Stock 371931106 83 5,500 defined 01, 02 5,500 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
GENESIS DIRECT Common Stock 371935107 74 17,400 defined 01, 02 17,400 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
GENRAD INC Common Stock 372447102 162 11,300 defined 01, 02 11,300 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
GENSET ADR 37244T104 204 13,300 defined 01, 02 13,300 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
GENSIA INC Common Stock 372450106 120 42,771 defined 01, 02 42,771 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
GENTIA SOFTWARE PLC ADR 37245A104 1 400 defined 01, 02 400 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
GENUINE PARTS CO Common Stock 372460105 6,461 224,251 defined 01, 02 224,251 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
GEON COMPANY Common Stock 37246W105 657 28,900 defined 01, 02 28,900 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
GENZYME CORP Common Stock 372917104 5,166 102,421 defined 01, 02 102,421 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
GENZYME CORP Common Stock 372917401 130 56,400 defined 01, 02 56,400 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
GENZYME MOLECULAR ONCOLOGY Common Stock 372917500 9 2,527 defined 01, 02 2,527 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
GEORGIA GULF CORP Common Stock 373200203 393 35,151 defined 01, 02 35,151 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
GEORGIA-PACIFIC CORP Common Stock 373298108 8,193 110,347 defined 01, 02 110,347 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
THE TIMBER COMPANY Common Stock 373298702 2,250 100,300 defined 01, 02 100,300 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
GEOTEL COMMUNICATIONS CORP Common Stock 373656107 349 7,600 defined 01, 02 7,600 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
GERBER SCIENTIFIC INC Common Stock 373730100 567 28,100 defined 01, 02 28,100 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
GERMAN AMERICAN BANCORP Common Stock 373865104 19 945 defined 01, 02 945 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
GERON CORPORATION Common Stock 374163103 20 2,000 defined 01, 02 2,000 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
GETCHELL GOLD CORPORATION Common Stock 374265106 1,004 38,340 defined 01, 02 38,340 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
GETTY IMAGES ADR 374276103 368 17,500 defined 01, 02 17,500 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
GETTY REALTY CORP Common Stock 374297109 88 7,000 defined 01, 02 7,000 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
GIANT CEMENT HOLDING INC Common Stock 374450104 103 6,000 defined 01, 02 6,000 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
GIBRALTAR STEEL CORP Common Stock 37476F103 126 6,300 defined 01, 02 6,300 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
GIBSON GREETINGS INC Common Stock 374827103 144 19,684 defined 01, 02 19,684 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
GILEAD SCIENCES INC Common Stock 375558103 1,197 26,300 defined 01, 02 26,300 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
GILLETTE CO Common Stock 375766102 83,231 1,400,305 defined 01, 02 1,400,305 0 0
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</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- ------------------------------------------------------------------------------------------------------------------------------------
GLATFELTER (P H) CO Common Stock 377316104 540 48,294 defined 01, 02 48,294 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
GLEASON CORP Common Stock 377339106 110 6,500 defined 01, 02 6,500 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
GLAXO WELLCOME PLC ADR 37733W105 75,522 1,128,248 defined 01, 02 1,128,248 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
GLENAYRE TECHNOLOGIES INC Common Stock 377899109 141 40,937 defined 01, 02 40,937 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
GLENBOROUGH REALITY TRUST INC Common Stock 37803P105 553 32,500 defined 01, 02 32,500 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
GLIMCHER REALTY TRUST Common Stock 379302102 354 24,600 defined 01, 02 24,600 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
GLOBAL DIRECTMAIL CORP Common Stock 379321102 446 26,600 defined 01, 02 26,600 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
GLOBAL INDUSTRIAL TECH INC Common Stock 379335102 285 27,493 defined 01, 02 27,493 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
GLOBAL INDUSTRIES LTD Common Stock 379336100 651 64,300 defined 01, 02 64,300 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
GLOBAL IMAGING SYSTEMS Common Stock 37934A100 67 5,000 defined 01, 02 5,000 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
GLOBAL MARINE INC Common Stock 379352404 2,335 198,684 defined 01, 02 198,684 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
GLOBAL TELESYSTEMS GROUP Common Stock 37936U104 778 13,900 defined 01, 02 13,900 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
GLORIOUS SUN ENTERPRISES LTD ADR 379610108 5 3,700 defined 01, 02 3,700 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
GOLD BANC CORP INC Common Stock 379907108 27 1,800 defined 01, 02 1,800 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
GOLD FIELDS OF SOUTH AFRICA ADR 380597500 105 70,000 defined 01, 02 70,000 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
GOLD FIELDS LIMITED ADR 38059R100 989 172,101 defined 01, 02 172,101 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
GOLD PEAK INDUSTRIES ADR 380672105 4 2,400 defined 01, 02 2,400 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
GOLDCORP Common Stock 380956102 254 42,400 defined 01, 02 42,400 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
GOLDEN STATE BANCORP INC Common Stock 381197102 632 28,387 defined 01, 02 28,387 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
GOLDEN WEST FINANCIAL CORP Common Stock 381317106 6,790 71,101 defined 01, 02 71,101 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
GOLF TRUST OF AMERICA INC Common Stock 38168B103 179 8,000 defined 01, 02 8,000 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
GOODMAN FIELDER ADR 382382208 859 208,350 defined 01, 02 208,350 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
GOODRICH (B F) CO Common Stock 382388106 3,165 92,230 defined 01, 02 92,230 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
GOODYEAR TIRE & RUBBER CO Common Stock 382550101 9,683 194,383 defined 01, 02 194,383 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
GOODYS FAMILY CLOTHING INC Common Stock 382588101 577 41,400 defined 01, 02 41,400 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
GORMAN-RUPP CO Common Stock 383082104 90 5,700 defined 01, 02 5,700 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
GOTTSCHALKS INC Common Stock 383485109 107 15,600 defined 01, 02 15,600 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
GRACE (W R) & CO Common Stock 38388F108 1,110 91,520 defined 01, 02 91,520 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
GRACO INC Common Stock 384109104 549 24,900 defined 01, 02 24,900 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
GRADALL INDUSTRIES INC Common Stock 38411P107 3 200 defined 01, 02 200 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
GRAINGER (W W) INC Common Stock 384802104 5,103 118,506 defined 01, 02 118,506 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
GRAND PREMIER FINL INC Common Stock 386174106 80 7,040 defined 01, 02 7,040 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
GRANITE CONSTRUCTION INC Common Stock 387328107 740 31,655 defined 01, 02 31,655 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
GRANITE ST BANKSHARES INC Common Stock 387472103 21 1,000 defined 01, 02 1,000 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
GREAT ATLANTIC & PAC TEA CO Common Stock 390064103 1,426 47,535 defined 01, 02 47,535 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
GREAT CENT MINES ADR 390290104 460 175,350 defined 01, 02 175,350 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
GREAT LAKES CHEMICAL CORP Common Stock 390568103 2,713 73,825 defined 01, 02 73,825 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
GREAT LAKES REIT Common Stock 390752103 257 17,700 defined 01, 02 17,700 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
GREAT PLAINS SOFTWARE Common Stock 39119E105 251 6,500 defined 01, 02 6,500 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
GREATER BAY BANCORP Common Stock 391648102 46 1,600 defined 01, 02 1,600 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
GREEN MOUNTAIN POWER CORP Common Stock 393154109 62 6,400 defined 01, 02 6,400 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
GREENBRIER COMPANIES INC Common Stock 393657101 87 9,200 defined 01, 02 9,200 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
GREENPOINT FINANCIAL CORP Common Stock 395384100 4,228 121,677 defined 01, 02 121,677 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
GREIF BROS CORP -CL A Common Stock 397624107 64 2,900 defined 01, 02 2,900 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
GREY ADVERTISING INC Common Stock 397838103 208 600 defined 01, 02 600 0 0
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</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- ----------------------------------------------------------------------------------------------------------------------------------
GREYHOUND LINES INC Common Stock 398048108 249 38,700 defined 01, 02 38,700 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
GRIFFON CORP Common Stock 398433102 261 37,896 defined 01, 02 37,896 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
GROUP 1 AUTOMOTIVE Common Stock 398905109 64 2,800 defined 01, 02 2,800 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
GROUPE DANONE ADR 399449107 12,207 244,750 defined 01, 02 244,750 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
CGI GROUP INC A Common Stock 39945C109 1,374 63,000 defined 01, 02 63,000 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
GRUBB & ELLIS CO Common Stock 400095204 30 4,600 defined 01, 02 4,600 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
GRUPO CARSO ADR 400485207 5,211 639,650 defined 01, 02 639,650 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
GRUPO FINANCIERO BANCOMER ADR 400486304 918 152,200 defined 01, 02 152,200 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
GRUPO INDL MASECA ADR 400488409 531 43,100 defined 01, 02 43,100 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
GRUPO INDL DURANGO SA ADR 40048E109 11 1,400 defined 01, 02 1,400 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
GRUPO CASA AUTREY ADR 40048P104 94 18,400 defined 01, 02 18,400 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
GRUPO IMSA S.A. ADR 40048T106 289 18,300 defined 01, 02 18,300 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
GRUPO FINANCIERO SERFN ADR 40049A106 9 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 9 5,600 defined 01, 02 5,600 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
GRUPO TELEVISA ADR 40049J206 3,423 109,100 defined 01, 02 109,100 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
GRUPO IUSACELL ADR 40049W306 37 4,600 defined 01, 02 4,600 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
GRUPO ELEKTRA ADR 40050A102 356 54,700 defined 01, 02 54,700 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
GTECH HOLDINGS CORP Common Stock 400518106 1,124 46,112 defined 01, 02 46,112 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
GUANGSHEN RAILWAY CO. LTD. ADR 40065W107 329 58,500 defined 01, 02 58,500 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
WESTERN PACIFIC AIRLINES Common Stock 400740106 104 6,100 defined 01, 02 6,100 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
GUCCI GROUP N.V. ADR ADR 401566104 5,039 62,600 defined 01, 02 62,600 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
GUESS INC Common Stock 401617105 162 26,500 defined 01, 02 26,500 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
GUIDANT CORP Common Stock 401698105 25,067 414,328 defined 01, 02 414,328 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
GUILFORD MILLS INC Common Stock 401794102 250 28,550 defined 01, 02 28,550 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
GUILFORD PHARMACEUTICAL INC Common Stock 401829106 68 6,000 defined 01, 02 6,000 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
GUITAR CENTER, INC. Common Stock 402040109 188 9,200 defined 01, 02 9,200 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
GULF CANADA RES LTD -ORD Common Stock 40218L305 400 148,779 defined 01, 02 148,779 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
GULF INDONESIA RESOURCES LTD ADR 402284103 510 60,850 defined 01, 02 60,850 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
GULFMARK OFFSHORE INC Common Stock 402629109 26 2,200 defined 01, 02 2,200 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
GULFSTREAM AEROSPACE Common Stock 402734107 3,609 83,212 defined 01, 02 83,212 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
GYMBOREE CORP Common Stock 403777105 267 29,900 defined 01, 02 29,900 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
HMT TECHNOLOGY CORP Common Stock 403917107 111 31,800 defined 01, 02 31,800 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
HCC INS HLDGS INC Common Stock 404132102 440 22,850 defined 01, 02 22,850 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
HCR MANOR CARE INC Common Stock 404134108 3,502 153,517 defined 01, 02 153,517 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
HNC SOFTWARE INC Common Stock 40425P107 1,228 37,500 defined 01, 02 37,500 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
HRPT PROPERTIES TRUST Common Stock 40426W101 1,812 134,200 defined 01, 02 134,200 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
H S B C HOLDINGS ADR 404280307 40,579 129,412 defined 01, 02 129,412 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
HSB GROUP INC Common Stock 40428N109 1,249 33,632 defined 01, 02 33,632 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
HS RESOURCES INC Common Stock 404297103 202 23,100 defined 01, 02 23,100 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
HUBCO INC Common Stock 404382103 1,807 53,826 defined 01, 02 53,826 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
HA-LO INDS INC Common Stock 404429102 686 55,750 defined 01, 02 55,750 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
HADCO CORP Common Stock 404681108 523 16,600 defined 01, 02 16,600 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
HAEMONETICS CORPORATION Common Stock 405024100 392 25,000 defined 01, 02 25,000 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
HAGGAR CORP Common Stock 405173105 97 9,600 defined 01, 02 9,600 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
</TABLE>
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<PAGE> 38
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- -----------------------------------------------------------------------------------------------------------------------------------
HAGLER BAILLY INC Common Stock 405183104 12 1,500 defined 01, 02 1,500 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
HAIN FOOD GROUP INC Common Stock 405219106 45 2,700 defined 01, 02 2,700 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
HALLIBURTON CO Common Stock 406216101 21,168 549,820 defined 01, 02 549,820 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
HALTER MARINE GROUP Common Stock 40642Y105 208 35,775 defined 01, 02 35,775 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
HAMBRECHT & QUIST GROUP INC Common Stock 406545103 389 11,200 defined 01, 02 11,200 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
HAMILTON BANCORP INC. Common Stock 407013101 67 2,600 defined 01, 02 2,600 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
HANCOCK FABRICS INC Common Stock 409900107 155 24,544 defined 01, 02 24,544 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
HANCOCK HLDG CO Common Stock 410120109 328 7,135 defined 01, 02 7,135 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
HANDLEMAN CO Common Stock 410252100 350 26,176 defined 01, 02 26,176 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
HANG LUNG DEV LTD ADR 410430300 1,042 171,750 defined 01, 02 171,750 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
HANG SENG BANK ADR 41043C304 10,247 1,114,500 defined 01, 02 1,114,500 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
HANGER ORTHOPEDIC GRP Common Stock 41043F208 19 1,400 defined 01, 02 1,400 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
HANNA (M A) CO Common Stock 410522106 726 56,652 defined 01, 02 56,652 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
HANNAFORD BROTHERS CO Common Stock 410550107 2,213 48,696 defined 01, 02 48,696 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
HANOVER COMPRESSOR CO Common Stock 410768105 207 7,800 defined 01, 02 7,800 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
HANOVER DIRECT INC Common Stock 410783104 150 53,500 defined 01, 02 53,500 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
HANSON PLC ADR 411352404 4,159 94,524 defined 01, 02 94,524 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
HARBINGER CORP Common Stock 41145C103 399 59,150 defined 01, 02 59,150 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
HARCOURT GENERAL INC Common Stock 41163G101 3,940 88,919 defined 01, 02 88,919 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
HARBOR FLORIDA BANCSHARES Common Stock 411901101 138 10,816 defined 01, 02 10,816 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
HARDINGE BROTHERS INC Common Stock 412324303 64 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 498 38,500 defined 01, 02 38,500 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
HARLEY-DAVIDSON INC Common Stock 412822108 10,070 175,518 defined 01, 02 175,518 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
HARLEYSVILLE GROUP INC Common Stock 412824104 349 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 804 21,868 defined 01, 02 21,868 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
HARMON INDUSTRIES INC Common Stock 413136102 264 13,150 defined 01, 02 13,150 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
HARMONIC LIGHTWAVES INC Common Stock 413160102 39 1,400 defined 01, 02 1,400 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
HARMONY GOLD MINING ADR 413216300 145 30,900 defined 01, 02 30,900 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
HARNISCHFEGER INDUSTRIES INC Common Stock 413345109 337 59,328 defined 01, 02 59,328 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
HARRAHS ENTERTAINMENT INC Common Stock 413619107 3,002 157,464 defined 01, 02 157,464 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
HARRIS CORP Common Stock 413875105 2,821 98,566 defined 01, 02 98,566 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
HARRIS FINANCIAL INC Common Stock 414541102 268 22,200 defined 01, 02 22,200 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
HARSCO CORP Common Stock 415864107 1,288 51,144 defined 01, 02 51,144 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
HARTE HANKS COMMUN INC Common Stock 416196103 1,142 41,622 defined 01, 02 41,622 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
HARTFORD FINANCIAL SERVICES GROUP Common Stock 416515104 16,538 291,106 defined 01, 02 291,106 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
HARTFORD LIFE INC Common Stock 416592103 363 6,600 defined 01, 02 6,600 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
HARTMARX CORP Common Stock 417119104 212 43,390 defined 01, 02 43,390 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
HASBRO INC Common Stock 418056107 7,085 244,840 defined 01, 02 244,840 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
HAUSER CHEM RESH INC Common Stock 419141304 34 13,100 defined 01, 02 13,100 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
HAVERTY FURNITURE Common Stock 419596101 134 5,300 defined 01, 02 5,300 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
HAWAIIAN ELECTRIC INDS Common Stock 419870100 1,290 36,781 defined 01, 02 36,781 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
HAYES LEMMERZ INTL INC COM Common Stock 420781106 364 15,500 defined 01, 02 15,500 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
HEALTH CARE PPTYS INVEST INC Common Stock 421915109 906 31,500 defined 01, 02 31,500 0 0
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</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- -----------------------------------------------------------------------------------------------------------------------------------
HEALTHSOUTH CORP Common Stock 421924101 5,993 577,634 defined 01, 02 577,634 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
HEALTH MANAGEMNT ASSC Common Stock 421933102 3,896 319,705 defined 01, 02 319,705 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
HEALTHCARE REALTY TRUST Common Stock 421946104 753 39,650 defined 01, 02 39,650 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
HEALTHPLAN SVCS CORP Common Stock 421959107 54 7,681 defined 01, 02 7,681 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
HEARTPORT INC Common Stock 421969106 39 8,000 defined 01, 02 8,000 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
HEADLANDS MORTGAGE CO Common Stock 421980103 92 4,400 defined 01, 02 4,400 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
HEALTH CARE REIT INC Common Stock 42217K106 344 16,000 defined 01, 02 16,000 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
HEALTH MGMT SYS INC Common Stock 42219M100 57 12,050 defined 01, 02 12,050 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
HEALTHCARE FINL PARTNERS INC Common Stock 42219W108 73 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 906 36,787 defined 01, 02 36,787 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
HEARTLAND EXPRESS INC Common Stock 422347104 567 37,336 defined 01, 02 37,336 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
HECLA MINING CO Common Stock 422704106 185 68,700 defined 01, 02 68,700 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
HEFTEL BROADCASTING -CL A Common Stock 422799106 547 12,600 defined 01, 02 12,600 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
HEICO CORP Common Stock 422806109 46 1,900 defined 01, 02 1,900 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
HEILIG-MEYERS CO Common Stock 422893107 354 68,325 defined 01, 02 68,325 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
HEINZ (H J) CO Common Stock 423074103 21,651 457,021 defined 01, 02 457,021 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
HELIX TECHNOLOGY CORP Common Stock 423319102 426 27,700 defined 01, 02 27,700 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
HELLENIC TELECOMMUNICATIONS ORG. ADR 423325307 6,913 591,500 defined 01, 02 591,500 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
HELLER FINANCIAL Common Stock 423328103 569 24,200 defined 01, 02 24,200 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
HELMERICH & PAYNE Common Stock 423452101 1,391 61,300 defined 01, 02 61,300 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
HENDERSON LAND DEVELOPMENT ADR 425166303 5,552 1,135,150 defined 01, 02 1,135,150 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
HENRY (JACK) & ASSOCIATES Common Stock 426281101 906 24,650 defined 01, 02 24,650 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
HERBALIFE INTL INC CL A Common Stock 426908208 25 2,013 defined 01, 02 2,013 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
HERBALIFE INTL INC Common Stock 426908307 146 15,534 defined 01, 02 15,534 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
HERCULES INC Common Stock 427056106 3,188 126,240 defined 01, 02 126,240 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
HERSHEY FOODS CORP Common Stock 427866108 10,135 180,775 defined 01, 02 180,775 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
HERTZ CORP Common Stock 428040109 128 2,400 defined 01, 02 2,400 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
HEWLETT-PACKARD CO Common Stock 428236103 86,129 1,270,103 defined 01, 02 1,270,103 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
HEXCEL CORP Common Stock 428291108 130 17,900 defined 01, 02 17,900 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
HIBBETT SPORTING GOODS Common Stock 428565105 81 3,900 defined 01, 02 3,900 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
HIBERNIA CORP -CL A Common Stock 428656102 2,368 179,534 defined 01, 02 179,534 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
HIGHLANDS INSURANCE GROUP Common Stock 431032101 74 7,012 defined 01, 02 7,012 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
HIGHWOODS PROPERTIES INC Common Stock 431284108 1,411 59,900 defined 01, 02 59,900 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
HILB ROGAL & HAMILTON CO Common Stock 431294107 254 15,000 defined 01, 02 15,000 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
HILLENBRAND INDUSTRIES Common Stock 431573104 3,538 76,596 defined 01, 02 76,596 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
HILLSDOWN HOLDINGS ADR 432586303 329 61,300 defined 01, 02 61,300 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
HILTON HOTELS CORP Common Stock 432848109 4,567 324,790 defined 01, 02 324,790 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
HITACHI LTD ADR 433578507 16,983 233,445 defined 01, 02 233,445 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
HOECHST AG ADR 434390308 18,083 416,900 defined 01, 02 416,900 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
HOLDERBANK FINANCIERE GLARIS ADR 434864104 3,278 146,600 defined 01, 02 146,600 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
HOLLINGER INTERNATIONAL INC Common Stock 435569108 806 59,450 defined 01, 02 59,450 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
HOLLINGER INC Common Stock 43556C606 493 42,600 defined 01, 02 42,600 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
HOLLY CORP Common Stock 435758305 106 4,200 defined 01, 02 4,200 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
HOLLIS-EDEN PHARMACEUTICALS Common Stock 435902101 22 1,200 defined 01, 02 1,200 0 0
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</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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HOLLYWOOD ENTMT CORP Common Stock 436141105 494 26,500 defined 01, 02 26,500 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
HOLLYWOOD PARK INC Common Stock 436255103 329 31,900 defined 01, 02 31,900 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
HOLOGIC INC Common Stock 436440101 164 18,100 defined 01, 02 18,100 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
HOLOPHANE CORP Common Stock 43645B106 189 8,600 defined 01, 02 8,600 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
HOME DEPOT INC Common Stock 437076102 115,964 1,862,869 defined 01, 02 1,862,869 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
HOME PROPERTIES NEW YORK INC Common Stock 437306103 402 17,400 defined 01, 02 17,400 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
HOMEBASE INC Common Stock 43738E108 85 19,200 defined 01, 02 19,200 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
HOMESTAKE MINING Common Stock 437614100 2,566 297,476 defined 01, 02 297,476 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
HOMESTEAD VILLAGE Common Stock 437851108 7 3,000 defined 01, 02 3,000 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
HON INDUSTRIES Common Stock 438092108 1,550 70,646 defined 01, 02 70,646 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
HONDA MOTOR LTD -AM SHARES ADR 438128308 29,318 328,950 defined 01, 02 328,950 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
HONEYWELL INC Common Stock 438506107 11,921 157,238 defined 01, 02 157,238 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
HONG KONG & CHINA GAS ADR 438550303 2,230 1,578,376 defined 01, 02 1,578,376 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
HONG KONG TELECOM LTD ADR 438579203 6,588 336,782 defined 01, 02 336,782 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
HONGKONG ELECTRIC HOLDINGS ADR 438580300 4,271 1,411,350 defined 01, 02 1,411,350 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
HONGKONG LAND HOLDINGS ADR 438581209 1,668 256,650 defined 01, 02 256,650 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
HOOPER HOLMES INC Common Stock 439104100 34 2,200 defined 01, 02 2,200 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
HOPEWELL HOLDINGS ADR 439555301 299 616,950 defined 01, 02 616,950 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
HORACE MANN EDUCATORS CORP Common Stock 440327104 1,134 48,900 defined 01, 02 48,900 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
HORMEL FOODS CORP Common Stock 440452100 3,002 84,266 defined 01, 02 84,266 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
HOST MARRIOTT SERVICES Common Stock 440914109 157 23,240 defined 01, 02 23,240 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
HOSPITALITY PPTYS TR Common Stock 44106M102 1,245 46,000 defined 01, 02 46,000 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
HOST MARRIOTT CORP Common Stock 44107P104 2,323 208,800 defined 01, 02 208,800 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
HOUGHTON MIFFLIN CO Common Stock 441560109 1,612 34,390 defined 01, 02 34,390 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
HOUSEHOLD INTERNATIONAL INC Common Stock 441815107 27,462 601,907 defined 01, 02 601,907 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
HOUSTON EXPLORATION COMPANY Common Stock 442120101 83 4,800 defined 01, 02 4,800 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
HOWMET INTERNATIONAL INC Common Stock 443208103 156 10,900 defined 01, 02 10,900 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
HUANENG POWER INTL INC ADR 443304100 332 33,400 defined 01, 02 33,400 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
HUBBELL INC Common Stock 443510102 215 5,800 defined 01, 02 5,800 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
HUBBELL INC -CL B Common Stock 443510201 3,014 75,341 defined 01, 02 75,341 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
HUFFY CORP Common Stock 444356109 175 14,600 defined 01, 02 14,600 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
HUGHES SUPPLY INC Common Stock 444482103 684 30,050 defined 01, 02 30,050 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
HUMANA INC Common Stock 444859102 3,928 227,724 defined 01, 02 227,724 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
HUMAN GENOME SCIENCES INC Common Stock 444903108 527 15,200 defined 01, 02 15,200 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
HUNT CORP Common Stock 445591100 57 5,800 defined 01, 02 5,800 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
HUNT (JB) TRANSPRT SVCS INC Common Stock 445658107 859 40,927 defined 01, 02 40,927 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
HUNTER DOUGLAS NV Common Stock 445681208 609 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 8,127 262,691 defined 01, 02 262,691 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
HUSSMAN INTERNATIONAL INC Common Stock 448110106 442 30,099 defined 01, 02 30,099 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
HUTCHINSON TECH Common Stock 448407106 761 30,600 defined 01, 02 30,600 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
ICN PHARMACEUTICALS INC Common Stock 448924100 2,440 97,121 defined 01, 02 97,121 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
IDT CORP Common Stock 448947101 248 13,800 defined 01, 02 13,800 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
HYPERCOM CORP Common Stock 44913M105 106 16,600 defined 01, 02 16,600 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
HYPERION TELECOMMUNICATIONS Common Stock 44914K306 235 19,400 defined 01, 02 19,400 0 0
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</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- --------------------------------------------------------------------------------------------------------------------------------
HYPERION SOLUTIONS CORP Common Stock 44914M104 636 43,890 defined 01, 02 43,890 0 0
- --------------------------------------------------------------------------------------------------------------------------------
HYSAN DEVELOPMENT ADR 449162304 930 356,650 defined 01, 02 356,650 0 0
- --------------------------------------------------------------------------------------------------------------------------------
IBP INC Common Stock 449223106 1,983 106,478 defined 01, 02 106,478 0 0
- --------------------------------------------------------------------------------------------------------------------------------
ICG COMMUNICATIONS Common Stock 449246107 333 16,648 defined 01, 02 16,648 0 0
- --------------------------------------------------------------------------------------------------------------------------------
ICOS CORPORATION Common Stock 449295104 1,009 29,900 defined 01, 02 29,900 0 0
- --------------------------------------------------------------------------------------------------------------------------------
ICU MEDICAL INC Common Stock 44930G107 68 4,200 defined 01, 02 4,200 0 0
- --------------------------------------------------------------------------------------------------------------------------------
IDEC PHARMACEUTICALS CORP Common Stock 449370105 1,372 26,700 defined 01, 02 26,700 0 0
- --------------------------------------------------------------------------------------------------------------------------------
IDG BOOKS Common Stock 449384106 25 1,000 defined 01, 02 1,000 0 0
- --------------------------------------------------------------------------------------------------------------------------------
IDX SYSTEMS CORP Common Stock 449491109 216 14,900 defined 01, 02 14,900 0 0
- --------------------------------------------------------------------------------------------------------------------------------
IGEN INC Common Stock 449536101 211 8,800 defined 01, 02 8,800 0 0
- --------------------------------------------------------------------------------------------------------------------------------
IHOP CORP Common Stock 449623107 483 12,300 defined 01, 02 12,300 0 0
- --------------------------------------------------------------------------------------------------------------------------------
IMC GLOBAL INC Common Stock 449669100 2,687 131,480 defined 01, 02 131,480 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 265 20,600 defined 01, 02 20,600 0 0
- --------------------------------------------------------------------------------------------------------------------------------
IMS HEALTH Common Stock 449934108 13,331 402,451 defined 01, 02 402,451 0 0
- --------------------------------------------------------------------------------------------------------------------------------
IRSA INVERSIONERS Y REP S A ADR 450047204 305 11,547 defined 01, 02 11,547 0 0
- --------------------------------------------------------------------------------------------------------------------------------
IRI INTERNATIONAL CORP Common Stock 45004F107 12 3,000 defined 01, 02 3,000 0 0
- --------------------------------------------------------------------------------------------------------------------------------
IRT PROPERTY CO Common Stock 450058102 300 34,000 defined 01, 02 34,000 0 0
- --------------------------------------------------------------------------------------------------------------------------------
ISB FINL CORP LA Common Stock 450091103 67 3,700 defined 01, 02 3,700 0 0
- --------------------------------------------------------------------------------------------------------------------------------
ISS GROUP Common Stock 450306105 286 3,600 defined 01, 02 3,600 0 0
- --------------------------------------------------------------------------------------------------------------------------------
I-STAT CORP Common Stock 450312103 77 8,300 defined 01, 02 8,300 0 0
- --------------------------------------------------------------------------------------------------------------------------------
ITC DELTACOM INC Common Stock 45031T104 318 14,600 defined 01, 02 14,600 0 0
- --------------------------------------------------------------------------------------------------------------------------------
ITI TECHNOLOGIES INC Common Stock 450564109 138 4,600 defined 01, 02 4,600 0 0
- --------------------------------------------------------------------------------------------------------------------------------
ITT EDUCATIONAL SVCS INC Common Stock 45068B109 424 11,300 defined 01, 02 11,300 0 0
- --------------------------------------------------------------------------------------------------------------------------------
IXC COMMUNICATIONS INC Common Stock 450713102 726 15,819 defined 01, 02 15,819 0 0
- --------------------------------------------------------------------------------------------------------------------------------
ITT INDUSTRIES INC Common Stock 450911102 4,565 129,060 defined 01, 02 129,060 0 0
- --------------------------------------------------------------------------------------------------------------------------------
ICON PLC ADR 45103T107 97 6,700 defined 01, 02 6,700 0 0
- --------------------------------------------------------------------------------------------------------------------------------
IDACORP INC HLDG CO Common Stock 451107106 1,267 43,029 defined 01, 02 43,029 0 0
- --------------------------------------------------------------------------------------------------------------------------------
IDEX CORP Common Stock 45167R104 520 22,050 defined 01, 02 22,050 0 0
- --------------------------------------------------------------------------------------------------------------------------------
IDEXX LABS INC Common Stock 45168D104 1,455 60,800 defined 01, 02 60,800 0 0
- --------------------------------------------------------------------------------------------------------------------------------
IKON OFFICE SOLUTIONS Common Stock 451713101 2,359 184,139 defined 01, 02 184,139 0 0
- --------------------------------------------------------------------------------------------------------------------------------
IDENTIX INC Common Stock 451906101 71 10,600 defined 01, 02 10,600 0 0
- --------------------------------------------------------------------------------------------------------------------------------
ILLINOIS TOOL WORKS Common Stock 452308109 19,367 313,002 defined 01, 02 313,002 0 0
- --------------------------------------------------------------------------------------------------------------------------------
ILLINOVA CORP Common Stock 452317100 1,739 82,072 defined 01, 02 82,072 0 0
- --------------------------------------------------------------------------------------------------------------------------------
IMATION CORP Common Stock 45245A107 767 46,484 defined 01, 02 46,484 0 0
- --------------------------------------------------------------------------------------------------------------------------------
IMCLONE SYSTEMS INC Common Stock 45245W109 154 9,100 defined 01, 02 9,100 0 0
- --------------------------------------------------------------------------------------------------------------------------------
IMMUNEX CORP Common Stock 452528102 4,446 53,400 defined 01, 02 53,400 0 0
- --------------------------------------------------------------------------------------------------------------------------------
IMMUNE RESPONSE CORP/DEL Common Stock 45252T106 260 29,500 defined 01, 02 29,500 0 0
- --------------------------------------------------------------------------------------------------------------------------------
IMPAC COML HLDGS INC -COM Common Stock 45254R108 33 6,300 defined 01, 02 6,300 0 0
- --------------------------------------------------------------------------------------------------------------------------------
IMPERIAL BANCORP Common Stock 452556103 485 28,341 defined 01, 02 28,341 0 0
- --------------------------------------------------------------------------------------------------------------------------------
IMPATH INC Common Stock 45255G101 25 1,000 defined 01, 02 1,000 0 0
- --------------------------------------------------------------------------------------------------------------------------------
IMPERIAL CHEM INDS PLC ADR 452704505 4,589 128,150 defined 01, 02 128,150 0 0
- --------------------------------------------------------------------------------------------------------------------------------
IMPERIAL CREDIT INDS INC Common Stock 452729106 170 23,310 defined 01, 02 23,310 0 0
- --------------------------------------------------------------------------------------------------------------------------------
IMPERIAL CREDIT COMM MRTG IN Common Stock 45272T102 95 9,900 defined 01, 02 9,900 0 0
- --------------------------------------------------------------------------------------------------------------------------------
IMPERIAL HOLDINGS LTD ADR 452833106 996 123,178 defined 01, 02 123,178 0 0
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</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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IMMUNOMEDICS INC Common Stock 452907108 20 7,700 defined 01, 02 7,700 0 0
- --------------------------------------------------------------------------------------------------------------------------------
IN FOCUS SYSTEMS INC Common Stock 452919103 68 7,800 defined 01, 02 7,800 0 0
- --------------------------------------------------------------------------------------------------------------------------------
IMPERIAL OIL LTD Common Stock 453038408 4,742 247,966 defined 01, 02 247,966 0 0
- --------------------------------------------------------------------------------------------------------------------------------
IMPERIAL SUGAR CORP Common Stock 453096109 9 1,400 defined 01, 02 1,400 0 0
- --------------------------------------------------------------------------------------------------------------------------------
IMPERIAL TOBACCO GRP ADR 453142101 3,690 182,200 defined 01, 02 182,200 0 0
- --------------------------------------------------------------------------------------------------------------------------------
IMRGLOBAL CORPORATION Common Stock 45321W106 152 8,550 defined 01, 02 8,550 0 0
- --------------------------------------------------------------------------------------------------------------------------------
INACOM CORP Common Stock 45323G109 431 55,664 defined 01, 02 55,664 0 0
- --------------------------------------------------------------------------------------------------------------------------------
INCO LTD Common Stock 453258402 2,759 207,223 defined 01, 02 207,223 0 0
- --------------------------------------------------------------------------------------------------------------------------------
INCYTE PHARMACEUTICALS INC Common Stock 45337C102 877 43,700 defined 01, 02 43,700 0 0
- --------------------------------------------------------------------------------------------------------------------------------
INDIANA ENERGY INC Common Stock 454707100 648 34,213 defined 01, 02 34,213 0 0
- --------------------------------------------------------------------------------------------------------------------------------
INDUS INTL INC Common Stock 45578L100 11 2,500 defined 01, 02 2,500 0 0
- --------------------------------------------------------------------------------------------------------------------------------
INDUS-MATEMATIK INTL Common Stock 455792101 35 17,000 defined 01, 02 17,000 0 0
- --------------------------------------------------------------------------------------------------------------------------------
INDUSTRIAS BACHOCO SA ADR 456463108 183 16,200 defined 01, 02 16,200 0 0
- --------------------------------------------------------------------------------------------------------------------------------
INDUSTRIE NATUZZI ADR 456478106 655 39,700 defined 01, 02 39,700 0 0
- --------------------------------------------------------------------------------------------------------------------------------
INFORMIX CORP Common Stock 456779107 1,519 205,900 defined 01, 02 205,900 0 0
- --------------------------------------------------------------------------------------------------------------------------------
INFOSEEK CORP Common Stock 45678M107 1,362 18,400 defined 01, 02 18,400 0 0
- --------------------------------------------------------------------------------------------------------------------------------
INFOUSA INC Common Stock 456818103 127 11,500 defined 01, 02 11,500 0 0
- --------------------------------------------------------------------------------------------------------------------------------
INFOUSA INC Common Stock 456818202 53 12,400 defined 01, 02 12,400 0 0
- --------------------------------------------------------------------------------------------------------------------------------
ING GROEP NV ADR ADR 456837103 32,336 588,605 defined 01, 02 588,605 0 0
- --------------------------------------------------------------------------------------------------------------------------------
INGERSOLL-RAND CO Common Stock 456866102 10,193 205,401 defined 01, 02 205,401 0 0
- --------------------------------------------------------------------------------------------------------------------------------
INFORMATION RESOURCES INC Common Stock 456905108 208 32,356 defined 01, 02 32,356 0 0
- --------------------------------------------------------------------------------------------------------------------------------
INGRAM MICRO INC Common Stock 457153104 1,585 69,500 defined 01, 02 69,500 0 0
- --------------------------------------------------------------------------------------------------------------------------------
INHALE THERAPEUTIC SYSTEMS Common Stock 457191104 179 6,600 defined 01, 02 6,600 0 0
- --------------------------------------------------------------------------------------------------------------------------------
INKTOMI CORP Common Stock 457277101 1,681 19,600 defined 01, 02 19,600 0 0
- --------------------------------------------------------------------------------------------------------------------------------
INNOVEX INC Common Stock 457647105 245 18,300 defined 01, 02 18,300 0 0
- --------------------------------------------------------------------------------------------------------------------------------
INPUT/OUTPUT INC Common Stock 457652105 396 62,800 defined 01, 02 62,800 0 0
- --------------------------------------------------------------------------------------------------------------------------------
INSIGHT ENTERPRISES INC Common Stock 45765U103 766 30,950 defined 01, 02 30,950 0 0
- --------------------------------------------------------------------------------------------------------------------------------
INSITUFORM TECNOL INC -CL A Common Stock 457667103 572 32,700 defined 01, 02 32,700 0 0
- --------------------------------------------------------------------------------------------------------------------------------
INPRISE CORPORATION Common Stock 45766C102 92 23,820 defined 01, 02 23,820 0 0
- --------------------------------------------------------------------------------------------------------------------------------
INSO CORP Common Stock 457674109 60 7,900 defined 01, 02 7,900 0 0
- --------------------------------------------------------------------------------------------------------------------------------
INNKEEPERS USA TRUST Common Stock 4576J0104 324 34,800 defined 01, 02 34,800 0 0
- --------------------------------------------------------------------------------------------------------------------------------
INSPIRE INS SOLUTIONS INC Common Stock 457732105 84 4,400 defined 01, 02 4,400 0 0
- --------------------------------------------------------------------------------------------------------------------------------
INSTEEL INDUSTRIES Common Stock 45774W108 60 10,600 defined 01, 02 10,600 0 0
- --------------------------------------------------------------------------------------------------------------------------------
INSTRUMENTARIUM CP ADR 457805208 439 28,550 defined 01, 02 28,550 0 0
- --------------------------------------------------------------------------------------------------------------------------------
INSURANCE AUTO AUCTIONS INC Common Stock 457875102 170 14,000 defined 01, 02 14,000 0 0
- --------------------------------------------------------------------------------------------------------------------------------
INTEGRATED DEVICE TECH INC Common Stock 458118106 511 94,536 defined 01, 02 94,536 0 0
- --------------------------------------------------------------------------------------------------------------------------------
INTEGRATED ELECTRICAL SERVICES Common Stock 45811E103 203 12,700 defined 01, 02 12,700 0 0
- --------------------------------------------------------------------------------------------------------------------------------
INTEGRATED CIRCUIT SYSTEMS Common Stock 45811K109 271 15,000 defined 01, 02 15,000 0 0
- --------------------------------------------------------------------------------------------------------------------------------
INTEGRATED HEALTH SVCS INC Common Stock 45812C106 399 72,545 defined 01, 02 72,545 0 0
- --------------------------------------------------------------------------------------------------------------------------------
INTEGRATED PROCESS EQ Common Stock 45812K108 150 16,700 defined 01, 02 16,700 0 0
- --------------------------------------------------------------------------------------------------------------------------------
INTEGRATED SYSTEMS INC Common Stock 45812M104 220 17,200 defined 01, 02 17,200 0 0
- --------------------------------------------------------------------------------------------------------------------------------
INTEL CORP Common Stock 458140100 249,983 2,102,908 defined 01, 02 2,102,908 0 0
- --------------------------------------------------------------------------------------------------------------------------------
INTELLIGROUP INC Common Stock 45816A106 22 3,400 defined 01, 02 3,400 0 0
- --------------------------------------------------------------------------------------------------------------------------------
INTER-TEL INC -SER A Common Stock 458372109 504 32,400 defined 01, 02 32,400 0 0
- --------------------------------------------------------------------------------------------------------------------------------
INTERFACE INC -CL A Common Stock 458665106 629 65,300 defined 01, 02 65,300 0 0
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</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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INTERDIGITAL COMMUN CORP Common Stock 45866A105 109 25,200 defined 01, 02 25,200 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
INTERGRAPH CORP Common Stock 458683109 205 30,300 defined 01, 02 30,300 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
INTERIM SERVICES INC Common Stock 45868P100 885 59,000 defined 01, 02 59,000 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
INTERMAGNETICS GENERAL CORP Common Stock 458771102 127 15,356 defined 01, 02 15,356 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
INTERMEDIA COMM FLA INC Common Stock 458801107 543 20,400 defined 01, 02 20,400 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
INTERMET CORP Common Stock 45881K104 428 32,000 defined 01, 02 32,000 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
INTL ALUMINUM Common Stock 458884103 40 1,600 defined 01, 02 1,600 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
INTERNATIONAL COMFORT PRODUCTS Common Stock 458978103 183 23,300 defined 01, 02 23,300 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
INTL BUSINESS MACHINES CORP Common Stock 459200101 206,176 1,163,195 defined 01, 02 1,163,195 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
INTL FLAVORS & FRAGRANCES Common Stock 459506101 4,990 132,833 defined 01, 02 132,833 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
INTERNATIONAL HOME FOODS, INC Common Stock 459655106 347 21,600 defined 01, 02 21,600 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
INTL GAME TECHNOLOGY Common Stock 459902102 1,813 123,945 defined 01, 02 123,945 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
INTL MULTIFOODS CORP Common Stock 460043102 505 21,671 defined 01, 02 21,671 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
INTERNATIONAL NETWORK SVCS Common Stock 460053101 2,063 29,500 defined 01, 02 29,500 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
INTL PAPER CO Common Stock 460146103 16,150 382,826 defined 01, 02 382,826 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
INTL RECTIFIER CORP Common Stock 460254105 451 64,400 defined 01, 02 64,400 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
INTL SHIPHOLDING CORP Common Stock 460321201 21 1,700 defined 01, 02 1,700 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
INTERNATIONAL SPEEDWAY CORP Common Stock 460335201 622 11,800 defined 01, 02 11,800 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
INTL SPECIALTY PRODS INC Common Stock 460337108 528 69,800 defined 01, 02 69,800 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
INTL TELECOMM DATA SYSTM INC Common Stock 46047F104 57 4,600 defined 01, 02 4,600 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
INTERNEURON PHARMACEUTICALS Common Stock 460573108 96 33,400 defined 01, 02 33,400 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
INTERPOOL INC Common Stock 46062R108 231 17,100 defined 01, 02 17,100 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
INTERPUBLIC GROUP OF COS Common Stock 460690100 13,626 174,977 defined 01, 02 174,977 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
INTERSTATE BAKERIES CP Common Stock 46072H108 1,775 82,300 defined 01, 02 82,300 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
INTERSTATE ENERGY CORPORATION Common Stock 460845100 2,361 88,671 defined 01, 02 88,671 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
INTRAWEST CORP Common Stock 460915200 388 23,000 defined 01, 02 23,000 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
INTERTAPE POLYMER GROUP INC Common Stock 460919103 356 13,500 defined 01, 02 13,500 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
INTERWEST BANCORP INC Common Stock 460931108 39 1,650 defined 01, 02 1,650 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
INTERVOICE INC Common Stock 461142101 385 35,000 defined 01, 02 35,000 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
INTERVU INC Common Stock 46114R106 75 1,700 defined 01, 02 1,700 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
INTIMATE BRANDS Common Stock 461156101 1,415 29,400 defined 01, 02 29,400 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
INTRAWARE Common Stock 46118M103 100 2,500 defined 01, 02 2,500 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
INTUIT INC Common Stock 461202103 6,977 68,573 defined 01, 02 68,573 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
INVACARE CORP Common Stock 461203101 992 40,800 defined 01, 02 40,800 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
INVESTMENT TECHNOLOGY GP INC Common Stock 461450108 548 10,800 defined 01, 02 10,800 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
INVESTORS FINANCIAL SERVICES Common Stock 461915100 192 6,668 defined 01, 02 6,668 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
IOMEGA CORP Common Stock 462030107 1,014 197,900 defined 01, 02 197,900 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
IONICS INC Common Stock 462218108 599 19,900 defined 01, 02 19,900 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
IPALCO ENTERPRISES INC Common Stock 462613100 2,244 102,280 defined 01, 02 102,280 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
IPSCO INC Common Stock 462622101 540 27,450 defined 01, 02 27,450 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
BANK OF IRELAND ADR ADR 46267Q103 7,054 83,600 defined 01, 02 83,600 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
IRKUTSKENERGO ADR 462714106 10 4,200 defined 01, 02 4,200 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
IRON MOUNTAIN INC Common Stock 46284P104 191 6,100 defined 01, 02 6,100 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
IRVINE APARTMENT COMMUNITIES Common Stock 463606103 687 20,900 defined 01, 02 20,900 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
IRWIN FINL CORP Common Stock 464119106 333 16,600 defined 01, 02 16,600 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
</TABLE>
41
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- ------------------------------------------------------------------------------------------------------------------------
ISCOR LTD ADR 464272202 436 175,100 defined 01, 02 175,100 0 0
- ------------------------------------------------------------------------------------------------------------------------
ISIS PHARMACEUTICALS INC Common Stock 464330109 176 19,500 defined 01, 02 19,500 0 0
- ------------------------------------------------------------------------------------------------------------------------
IPSAT INTERNATIONAL N.V. ADR 464899103 658 88,500 defined 01, 02 88,500 0 0
- ------------------------------------------------------------------------------------------------------------------------
ISTITUTO BANC SAN PAOLO ADR 465224103 13,282 415,053 defined 01, 02 415,053 0 0
- ------------------------------------------------------------------------------------------------------------------------
INA GROUP ADR 465234102 8,387 284,300 defined 01, 02 284,300 0 0
- ------------------------------------------------------------------------------------------------------------------------
ITO YOKADO CO LTD ADR 465714301 19,559 294,400 defined 01, 02 294,400 0 0
- ------------------------------------------------------------------------------------------------------------------------
ITRON INC Common Stock 465741106 201 21,400 defined 01, 02 21,400 0 0
- ------------------------------------------------------------------------------------------------------------------------
I2 TECHNOLOGIES, INC Common Stock 465754109 1,322 49,700 defined 01, 02 49,700 0 0
- ------------------------------------------------------------------------------------------------------------------------
IVAX CORP Common Stock 465823102 1,750 148,156 defined 01, 02 148,156 0 0
- ------------------------------------------------------------------------------------------------------------------------
IVEX PACKAGING CORP Common Stock 465855104 197 13,000 defined 01, 02 13,000 0 0
- ------------------------------------------------------------------------------------------------------------------------
JDN REALTY CORP Common Stock 465917102 661 33,250 defined 01, 02 33,250 0 0
- ------------------------------------------------------------------------------------------------------------------------
IXOS SOFTWARE AG ADR 46600V108 525 10,400 defined 01, 02 10,400 0 0
- ------------------------------------------------------------------------------------------------------------------------
J & J SNACK FOODS CORP Common Stock 466032109 227 11,300 defined 01, 02 11,300 0 0
- ------------------------------------------------------------------------------------------------------------------------
JDA SOFTWARE GROUP INC Common Stock 46612K108 60 8,100 defined 01, 02 8,100 0 0
- ------------------------------------------------------------------------------------------------------------------------
JLG INDUSTRIES INC Common Stock 466210101 747 54,800 defined 01, 02 54,800 0 0
- ------------------------------------------------------------------------------------------------------------------------
JP REALTY INC Common Stock 46624A106 352 17,900 defined 01, 02 17,900 0 0
- ------------------------------------------------------------------------------------------------------------------------
JSB FINL INC Common Stock 46624M100 596 11,900 defined 01, 02 11,900 0 0
- ------------------------------------------------------------------------------------------------------------------------
SURGUTNEFTEGAZ ADR 46625F104 2,052 326,800 defined 01, 02 326,800 0 0
- ------------------------------------------------------------------------------------------------------------------------
JABIL CIRCUIT INC Common Stock 466313103 1,555 38,400 defined 01, 02 38,400 0 0
- ------------------------------------------------------------------------------------------------------------------------
JACOBS ENGINEERING GROUP INC Common Stock 469814107 1,160 29,416 defined 01, 02 29,416 0 0
- ------------------------------------------------------------------------------------------------------------------------
JACOR COMMUNICATIONS Warrant or Right 469858138 112 11,150 defined 01, 02 11,150 0 0
- ------------------------------------------------------------------------------------------------------------------------
JACOR COMMUNICATIONS Common Stock 469858401 1,900 25,000 defined 01, 02 25,000 0 0
- ------------------------------------------------------------------------------------------------------------------------
JAMES HARDIE INDUSTRIES ADR 47030C306 593 135,300 defined 01, 02 135,300 0 0
- ------------------------------------------------------------------------------------------------------------------------
JAMESON INNS INC Common Stock 470457102 55 6,100 defined 01, 02 6,100 0 0
- ------------------------------------------------------------------------------------------------------------------------
JAN BELL MARKETING INC Common Stock 470760109 163 35,200 defined 01, 02 35,200 0 0
- ------------------------------------------------------------------------------------------------------------------------
JAPAN AIRLINES LTD ADR 471034306 3,912 632,300 defined 01, 02 632,300 0 0
- ------------------------------------------------------------------------------------------------------------------------
JARDINE MATHESON HOLDINGS ADR 471115303 1,000 331,100 defined 01, 02 331,100 0 0
- ------------------------------------------------------------------------------------------------------------------------
JARDINE STRATEGIC HOLDINGS ADR 471119206 1,211 358,150 defined 01, 02 358,150 0 0
- ------------------------------------------------------------------------------------------------------------------------
JASON INC Common Stock 471171108 86 10,100 defined 01, 02 10,100 0 0
- ------------------------------------------------------------------------------------------------------------------------
JEFFERIES GROUP INC Common Stock 472318104 1,361 28,700 defined 01, 02 28,700 0 0
- ------------------------------------------------------------------------------------------------------------------------
JEFFERSON SVGS BANCORP INC Common Stock 474900107 27 2,400 defined 01, 02 2,400 0 0
- ------------------------------------------------------------------------------------------------------------------------
JEFFERSON-PILOT CORP Common Stock 475070108 8,977 132,502 defined 01, 02 132,502 0 0
- ------------------------------------------------------------------------------------------------------------------------
JEFFERSON SMURFIT GROUP ADR 47508W107 754 37,700 defined 01, 02 37,700 0 0
- ------------------------------------------------------------------------------------------------------------------------
JETFORM Common Stock 477155105 1 400 defined 01, 02 400 0 0
- ------------------------------------------------------------------------------------------------------------------------
JO-ANN STORES Common Stock 47758P109 325 23,600 defined 01, 02 23,600 0 0
- ------------------------------------------------------------------------------------------------------------------------
JOHN NUVEEN CO -CL A Common Stock 478035108 348 8,300 defined 01, 02 8,300 0 0
- ------------------------------------------------------------------------------------------------------------------------
JOHNS MANVILLE CORP Common Stock 478129109 1,513 87,700 defined 01, 02 87,700 0 0
- ------------------------------------------------------------------------------------------------------------------------
JOHNSON & JOHNSON Common Stock 478160104 173,761 1,858,403 defined 01, 02 1,858,403 0 0
- ------------------------------------------------------------------------------------------------------------------------
JOHNSON CONTROLS INC Common Stock 478366107 6,583 105,532 defined 01, 02 105,532 0 0
- ------------------------------------------------------------------------------------------------------------------------
JOHNSON ELECTRIC HOLDINGS ADR 479087207 1,319 46,780 defined 01, 02 46,780 0 0
- ------------------------------------------------------------------------------------------------------------------------
JOHNSTON IND/DE Common Stock 479368102 28 13,400 defined 01, 02 13,400 0 0
- ------------------------------------------------------------------------------------------------------------------------
JOHNSTOWN AMER INDS Common Stock 479477101 30 2,000 defined 01, 02 2,000 0 0
- ------------------------------------------------------------------------------------------------------------------------
JONES APPAREL GROUP INC Common Stock 480074103 3,362 120,354 defined 01, 02 120,354 0 0
- ------------------------------------------------------------------------------------------------------------------------
JONES INTERCABLE INC Common Stock 480206101 184 4,600 defined 01, 02 4,600 0 0
- ------------------------------------------------------------------------------------------------------------------------
JONES INTERCABLE INC -CL A Common Stock 480206200 528 13,400 defined 01, 02 13,400 0 0
- ------------------------------------------------------------------------------------------------------------------------
</TABLE>
42
<PAGE> 45
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- ---------------------------------------------------------------------------------------------------------------
JONES PHARMA INC Common Stock 480236108 1,571 45,200 defined 01, 02 45,200 0 0
- ---------------------------------------------------------------------------------------------------------------
JOSTENS INC Common Stock 481088102 945 44,490 defined 01, 02 44,490 0 0
- ---------------------------------------------------------------------------------------------------------------
JOURNAL REGISTER COMPANY Common Stock 481138105 167 13,900 defined 01, 02 13,900 0 0
- ---------------------------------------------------------------------------------------------------------------
JUNO LIGHTING INC Common Stock 482047107 518 23,100 defined 01, 02 23,100 0 0
- ---------------------------------------------------------------------------------------------------------------
JUST FOR FEET INC Common Stock 48213P106 483 38,650 defined 01, 02 38,650 0 0
- ---------------------------------------------------------------------------------------------------------------
JUSTIN INDUSTRIES Common Stock 482171105 360 32,700 defined 01, 02 32,700 0 0
- ---------------------------------------------------------------------------------------------------------------
KCS ENERGY INC Common Stock 482434206 68 36,300 defined 01, 02 36,300 0 0
- ---------------------------------------------------------------------------------------------------------------
KLA INSTRUMENTS CORP Common Stock 482480100 5,297 109,070 defined 01, 02 109,070 0 0
- ---------------------------------------------------------------------------------------------------------------
KLM ROYAL DUTCH AIR -NY REG ADR 482516101 1,770 63,800 defined 01, 02 63,800 0 0
- ---------------------------------------------------------------------------------------------------------------
K MART CORP Common Stock 482584109 10,329 614,365 defined 01, 02 614,365 0 0
- ---------------------------------------------------------------------------------------------------------------
K N ENERGY INC Common Stock 482620101 1,566 78,550 defined 01, 02 78,550 0 0
- ---------------------------------------------------------------------------------------------------------------
K-SWISS INC -CL A Common Stock 482686102 336 13,300 defined 01, 02 13,300 0 0
- ---------------------------------------------------------------------------------------------------------------
K2 INC Common Stock 482732104 161 20,500 defined 01, 02 20,500 0 0
- ---------------------------------------------------------------------------------------------------------------
K V PHARMACEUTICAL Common Stock 482740206 20 1,400 defined 01, 02 1,400 0 0
- ---------------------------------------------------------------------------------------------------------------
KAISER ALUMINUM CORP Common Stock 483007100 23 4,300 defined 01, 02 4,300 0 0
- ---------------------------------------------------------------------------------------------------------------
KAMAN CORP -CL A Common Stock 483548103 377 29,400 defined 01, 02 29,400 0 0
- ---------------------------------------------------------------------------------------------------------------
KANSAS CITY LIFE INS CO Common Stock 484836101 293 3,600 defined 01, 02 3,600 0 0
- ---------------------------------------------------------------------------------------------------------------
KANSAS CITY POWER & LIGHT Common Stock 485134100 1,745 70,878 defined 01, 02 70,878 0 0
- ---------------------------------------------------------------------------------------------------------------
KANSAS CITY SOUTHERN INDS Common Stock 485170104 7,172 125,828 defined 01, 02 125,828 0 0
- ---------------------------------------------------------------------------------------------------------------
KAUFMAN & BROAD HOME Common Stock 486168107 1,320 58,484 defined 01, 02 58,484 0 0
- ---------------------------------------------------------------------------------------------------------------
KAWASAKI HEAVY INDUSTRIES ADR 486359201 2,114 242,550 defined 01, 02 242,550 0 0
- ---------------------------------------------------------------------------------------------------------------
KAWASAKI STEEL ADR 486368301 3,897 230,750 defined 01, 02 230,750 0 0
- ---------------------------------------------------------------------------------------------------------------
KAYDON CORP Common Stock 486587108 1,067 36,864 defined 01, 02 36,864 0 0
- ---------------------------------------------------------------------------------------------------------------
KAYNAR TECHNOLOGIES INC Common Stock 486605108 20 700 defined 01, 02 700 0 0
- ---------------------------------------------------------------------------------------------------------------
KEANE INC Common Stock 486665102 1,720 80,705 defined 01, 02 80,705 0 0
- ---------------------------------------------------------------------------------------------------------------
KEEBLER FOODS COMPANY Common Stock 487256109 756 20,700 defined 01, 02 20,700 0 0
- ---------------------------------------------------------------------------------------------------------------
KELLOGG CO Common Stock 487836108 17,311 511,985 defined 01, 02 511,985 0 0
- ---------------------------------------------------------------------------------------------------------------
KELLSTROM INDUSTRIES INC Common Stock 488035106 70 4,400 defined 01, 02 4,400 0 0
- ---------------------------------------------------------------------------------------------------------------
KELLWOOD CO Common Stock 488044108 595 26,950 defined 01, 02 26,950 0 0
- ---------------------------------------------------------------------------------------------------------------
KELLY SERVICES INC -CL A Common Stock 488152208 1,173 42,269 defined 01, 02 42,269 0 0
- ---------------------------------------------------------------------------------------------------------------
KEMET CORP Common Stock 488360108 561 48,800 defined 01, 02 48,800 0 0
- ---------------------------------------------------------------------------------------------------------------
KENDLE INTERNATIONAL INC Common Stock 48880L107 46 2,300 defined 01, 02 2,300 0 0
- ---------------------------------------------------------------------------------------------------------------
KENNAMETAL INC Common Stock 489170100 601 34,107 defined 01, 02 34,107 0 0
- ---------------------------------------------------------------------------------------------------------------
KENT ELECTRONICS CORP Common Stock 490553104 346 34,800 defined 01, 02 34,800 0 0
- ---------------------------------------------------------------------------------------------------------------
KEPPEL ADR 492051305 1,199 222,325 defined 01, 02 222,325 0 0
- ---------------------------------------------------------------------------------------------------------------
KERAVISION INC Common Stock 492061106 44 2,900 defined 01, 02 2,900 0 0
- ---------------------------------------------------------------------------------------------------------------
KERR-MCGEE CORP Common Stock 492386107 3,525 107,432 defined 01, 02 107,432 0 0
- ---------------------------------------------------------------------------------------------------------------
KEYCORP Common Stock 493267108 17,195 567,252 defined 01, 02 567,252 0 0
- ---------------------------------------------------------------------------------------------------------------
KEYSPAN ENERGY Common Stock 49337K106 4,234 168,528 defined 01, 02 168,528 0 0
- ---------------------------------------------------------------------------------------------------------------
KEYSTONE AUTOMOTIVE INDS INC Common Stock 49338N109 47 2,900 defined 01, 02 2,900 0 0
- ---------------------------------------------------------------------------------------------------------------
KEYSTONE FINANCIAL INC Common Stock 493482103 1,899 58,886 defined 01, 02 58,886 0 0
- ---------------------------------------------------------------------------------------------------------------
KIDSTON GOLD MINES ADR 493921209 4 8,900 defined 01, 02 8,900 0 0
- ---------------------------------------------------------------------------------------------------------------
KIMBALL INTERNATIONAL -CL B Common Stock 494274103 292 19,600 defined 01, 02 19,600 0 0
- ---------------------------------------------------------------------------------------------------------------
KILROY REALTY CORP Common Stock 49427F108 580 28,300 defined 01, 02 28,300 0 0
- ---------------------------------------------------------------------------------------------------------------
KIMBERLY-CLARK CORP Common Stock 494368103 32,859 685,449 defined 01, 02 685,449 0 0
- ---------------------------------------------------------------------------------------------------------------
</TABLE>
43
<PAGE> 46
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- ---------------------------------------------------------------------------------------------------------------------------------
KIMBERLY-CLARK DE MEXICO ADR 494386204 1,934 103,500 defined 01, 02 103,500 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
KIMCO REALTY CORP Common Stock 49446R109 2,257 61,200 defined 01, 02 61,200 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
KINDER MORGAN ENERGY -LP Common Stock 494550106 433 12,510 defined 01, 02 12,510 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
KING WORLD PRODUCTIONS INC Common Stock 495667107 2,736 89,524 defined 01, 02 89,524 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
KINGFISHER ADR 495724205 11,960 473,400 defined 01, 02 473,400 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
KINROSS GOLD CORP Common Stock 496902107 20 9,611 defined 01, 02 9,611 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
KIRBY CORP Common Stock 497266106 489 25,800 defined 01, 02 25,800 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
KIRIN BREWERY LTD ADR 497350207 8,033 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 69 4,200 defined 01, 02 4,200 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
KNOLL INC Common Stock 498904101 300 12,200 defined 01, 02 12,200 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
KNIGHT-RIDDER INC Common Stock 499040103 4,937 98,733 defined 01, 02 98,733 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
KNIGHT TRANSPORTATION INC Common Stock 499064103 169 8,700 defined 01, 02 8,700 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
KOBE STEEL ADR 499892107 1,532 403,100 defined 01, 02 403,100 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
KOGER EQUITY INC Common Stock 500228101 371 27,600 defined 01, 02 27,600 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
KOHLS CORP Common Stock 500255104 14,113 199,121 defined 01, 02 199,121 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
KOMAG INC Common Stock 500453105 291 66,500 defined 01, 02 66,500 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
KOMATSU LTD ADR ADR 500458401 3,655 177,700 defined 01, 02 177,700 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
KONINKLIJKE AHOLD NV ADR 500467303 13,338 348,699 defined 01, 02 348,699 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
PHILIPS ELECTR NV -NY SHARE ADR 500472105 19,783 239,979 defined 01, 02 239,979 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
KONINKLIJKE WESSANEN NV ADR 50047Q102 777 57,600 defined 01, 02 57,600 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
KONOVER PROPERTY TRUST Common Stock 50047R100 192 32,300 defined 01, 02 32,300 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
KOOR INDUSTRIES LTD ADR 500507108 902 42,700 defined 01, 02 42,700 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
KOPIN CORP Common Stock 500600101 76 5,500 defined 01, 02 5,500 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
KOREA ELEC PWR CO ADR 500631106 10,989 866,100 defined 01, 02 866,100 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
KORN FERRY INTERNATIONAL Common Stock 500643200 13 1,000 defined 01, 02 1,000 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
KRANZCO REALTY TRUST Common Stock 50076E103 128 10,800 defined 01, 02 10,800 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
KROGER CO Common Stock 501044101 19,402 324,045 defined 01, 02 324,045 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
KROLL O GARA COMPANY Common Stock 501050108 694 25,600 defined 01, 02 25,600 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
KRONOS INC Common Stock 501052104 452 18,450 defined 01, 02 18,450 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
KUBOTA CORP ADR 501173207 2,539 49,550 defined 01, 02 49,550 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
KULICKE & SOFFA INDUSTRIES Common Stock 501242101 735 29,100 defined 01, 02 29,100 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
KYOCERA CORP ADR 501556203 6,943 131,934 defined 01, 02 131,934 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
LANCHILE ADR 501723100 210 46,000 defined 01, 02 46,000 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
LASMO PLC ADR 501730204 1,247 205,700 defined 01, 02 205,700 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
LG&E ENERGY CORP Common Stock 501917108 3,099 148,886 defined 01, 02 148,886 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
LTV CORP Common Stock 501921100 391 72,800 defined 01, 02 72,800 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
LHS GROUP INC Common Stock 501938104 393 13,400 defined 01, 02 13,400 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
LNR PROPERTY CORP Common Stock 501940100 522 26,450 defined 01, 02 26,450 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
LSB INDUSTRIES INC Common Stock 502160104 45 14,900 defined 01, 02 14,900 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
LSI LOGIC CORP Common Stock 502161102 5,478 175,634 defined 01, 02 175,634 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
LTC PROPERTIES INC Common Stock 502175102 212 17,500 defined 01, 02 17,500 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
LVMH MOET HENNESSY ADR 502441207 14,967 304,675 defined 01, 02 304,675 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
LA-Z-BOY CHAIR CO Common Stock 505336107 1,230 65,400 defined 01, 02 65,400 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
LAB HOLDINGS INC Common Stock 505353102 68 4,100 defined 01, 02 4,100 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
</TABLE>
44
<PAGE> 47
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- ---------------------------------------------------------------------------------------------------------------------------------
LABOR READY INC Common Stock 505401208 274 10,500 defined 01, 02 10,500 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
LABONE INC Common Stock 50540E101 86 8,200 defined 01, 02 8,200 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
LABORATORIO CHILE ADR 50540H104 158 10,200 defined 01, 02 10,200 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
LABORATORY CP OF AMER HLDGS Common Stock 50540R102 27 15,648 defined 01, 02 15,648 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
LACLEDE GAS CO Common Stock 505588103 293 14,000 defined 01, 02 14,000 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
LADBROKE GROUP ADR 505727305 3,074 342,500 defined 01, 02 342,500 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
LADD FURNITURE INC Common Stock 505739201 80 4,700 defined 01, 02 4,700 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
LAFARGE-COPPEE SA ADR 505861203 5,170 173,801 defined 01, 02 173,801 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
LAFARGE CORP Common Stock 505862102 1,422 50,800 defined 01, 02 50,800 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
LAGARDERE GROUP ADR 507069102 1,842 56,700 defined 01, 02 56,700 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
LAIDLAW INC Common Stock 50730K503 2,389 411,039 defined 01, 02 411,039 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
LAKEHEAD PIPE LINE PTNS -LP Common Stock 511557100 288 6,400 defined 01, 02 6,400 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
LAM RESEARCH CORP Common Stock 512807108 618 21,320 defined 01, 02 21,320 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
LAMAR Common Stock 512815101 764 22,500 defined 01, 02 22,500 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
LANCASTER COLONY CORP Common Stock 513847103 1,278 47,996 defined 01, 02 47,996 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
LANCE INC Common Stock 514606102 558 34,350 defined 01, 02 34,350 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
LANDAUER INC Common Stock 51476K103 183 7,600 defined 01, 02 7,600 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
LAWYERS TITLE CORP Common Stock 514936103 162 5,600 defined 01, 02 5,600 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
LANDS END INC Common Stock 515086106 1,200 34,664 defined 01, 02 34,664 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
LANDRYS SEAFOOD RESTAURANTS Common Stock 51508L103 241 37,600 defined 01, 02 37,600 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
LANDSTAR SYSTEM INC Common Stock 515098101 427 12,900 defined 01, 02 12,900 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
LASALLE HOTEL PROPERTIES Common Stock 517942108 208 15,700 defined 01, 02 15,700 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
LASALLE PARTNERS INC Common Stock 51802H105 140 4,650 defined 01, 02 4,650 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
LASON INC Common Stock 51808R107 1,069 19,000 defined 01, 02 19,000 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
LATTICE SEMICONDUCTOR CORP Common Stock 518415104 1,317 28,900 defined 01, 02 28,900 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
ESTEE LAUDER COMPANIES Common Stock 518439104 3,884 41,100 defined 01, 02 41,100 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
LAURA ASHLEY ADR 518581202 5 3,600 defined 01, 02 3,600 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
LAWSON PRODUCTS Common Stock 520776105 275 13,400 defined 01, 02 13,400 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
LAWTER INTERNATIONAL INC Common Stock 520786104 263 37,575 defined 01, 02 37,575 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
LEAP WIRELESS INTL INC Common Stock 521863100 63 4,900 defined 01, 02 4,900 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
LEAR CORP Common Stock 521865105 3,270 76,596 defined 01, 02 76,596 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
LEARNING COMPANY INC Common Stock 522008101 728 25,101 defined 01, 02 25,101 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
LEARNING TREE INTL INC Common Stock 522015106 89 8,900 defined 01, 02 8,900 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
LECHTERS INC Common Stock 523238103 46 21,200 defined 01, 02 21,200 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
LEE ENTERPRISES Common Stock 523768109 1,472 50,762 defined 01, 02 50,762 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
LEGATO SYSTEMS INC Common Stock 524651106 2,617 50,700 defined 01, 02 50,700 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
LEGGETT & PLATT INC Common Stock 524660107 4,523 226,161 defined 01, 02 226,161 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
LEGG MASON INC Common Stock 524901105 2,359 70,030 defined 01, 02 70,030 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
LEHMAN BROTHERS HOLDINGS INC Common Stock 524908100 8,457 141,539 defined 01, 02 141,539 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
LENNAR CORP Common Stock 526057104 623 27,864 defined 01, 02 27,864 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
LESCO INC Common Stock 526872106 45 3,000 defined 01, 02 3,000 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
LEUCADIA NATIONAL CORP Common Stock 527288104 1,297 42,884 defined 01, 02 42,884 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
LEUKOSITE INC Common Stock 52728R102 12 1,500 defined 01, 02 1,500 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
LEVEL ONE COMMUNICATIONS INC Common Stock 527295109 960 19,750 defined 01, 02 19,750 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
LEVEL 3 COMMUNICATIONS INC Common Stock 52729N100 5,461 75,000 defined 01, 02 75,000 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
</TABLE>
45
<PAGE> 48
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- ----------------------------------------------------------------------------------------------------------------------------------
LEVIATHAN GAS PIPELINE -LP Common Stock 527367205 118 5,200 defined 01, 02 5,200 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
LEXFORD RESIDENTIAL TRUST Common Stock 528933104 164 9,700 defined 01, 02 9,700 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
LEXINGTON CORP PPTYS INC Common Stock 529043101 186 16,700 defined 01, 02 16,700 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
LEXMARK INTERNATIONAL GROUP Common Stock 529771107 8,390 74,992 defined 01, 02 74,992 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
LIBBEY INC Common Stock 529898108 660 21,300 defined 01, 02 21,300 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
LIBERTY CORP Common Stock 530370105 764 14,576 defined 01, 02 14,576 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
LIBERTY FINANCIAL COS INC Common Stock 530512102 712 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 Common Stock 531172104 1,372 66,100 defined 01, 02 66,100 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
LIFE USA HLDG INC Common Stock 531918209 129 12,100 defined 01, 02 12,100 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
LIFETIME HOAN CORP Common Stock 531926103 67 6,842 defined 01, 02 6,842 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
LIFE TECHNOLOGIES INC Common Stock 532177201 100 2,600 defined 01, 02 2,600 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
LIFECORE BIOMEDICAL INC Common Stock 532187101 27 3,100 defined 01, 02 3,100 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
LIFELINE SYSTEMS INC Common Stock 532192101 24 1,000 defined 01, 02 1,000 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
LIGAND PHARMACEUTICAL -CL B Common Stock 53220K207 196 23,891 defined 01, 02 23,891 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
LIHIR GOLD LTD ADR 532349107 230 13,300 defined 01, 02 13,300 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
LILLIAN VERNON CORP Common Stock 532430105 136 11,300 defined 01, 02 11,300 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
LILLY (ELI) & CO Common Stock 532457108 129,288 1,523,277 defined 01, 02 1,523,277 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
LILLY INDS INC -CL A Common Stock 532491107 444 28,670 defined 01, 02 28,670 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
LIMITED INC Common Stock 532716107 11,184 282,246 defined 01, 02 282,246 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
LINCARE HOLDINGS INC Common Stock 532791100 2,083 74,070 defined 01, 02 74,070 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
LINCOLN ELECTRIC HLDGS Common Stock 533900106 391 21,000 defined 01, 02 21,000 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
LINCOLN NATIONAL CORP Common Stock 534187109 12,487 126,287 defined 01, 02 126,287 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
LINDSAY MANUFACTURING CO Common Stock 535555106 325 16,362 defined 01, 02 16,362 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
LINEAR TECHNOLOGY CORP Common Stock 535678106 8,875 173,172 defined 01, 02 173,172 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
LINENS N THINGS INC Common Stock 535679104 2,201 48,500 defined 01, 02 48,500 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
LIPOSOME COMPANY INC Common Stock 536310105 814 60,600 defined 01, 02 60,600 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
LIQUI-BOX CORP Common Stock 536314107 184 3,800 defined 01, 02 3,800 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
LITTELFUSE INC Common Stock 537008104 243 13,200 defined 01, 02 13,200 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
LITTON INDUSTRIES INC Common Stock 538021106 3,042 52,399 defined 01, 02 52,399 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
LIZ CLAIBORNE INC Common Stock 539320101 2,640 80,915 defined 01, 02 80,915 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
LO-JACK CORPORATION Common Stock 539451104 101 13,100 defined 01, 02 13,100 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
LOCKHEED MARTIN CORP Common Stock 539830109 18,435 488,357 defined 01, 02 488,357 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
LOEWS CINEPLEX ENTERTAINMENT Common Stock 540423100 50 5,050 defined 01, 02 5,050 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
LOEWS CORP Common Stock 540424108 10,595 141,976 defined 01, 02 141,976 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
LOEWEN GROUP INC Common Stock 54042L100 4 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 577 48,100 defined 01, 02 48,100 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
LONDON PACIFIC GROUP LTD ADR ADR 542073101 175 11,500 defined 01, 02 11,500 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
LONE STAR INDUSTRIES Common Stock 542290408 775 25,000 defined 01, 02 25,000 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
LONE STAR STEAKHOUSE SALOON Common Stock 542307103 458 44,707 defined 01, 02 44,707 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
LONE STAR TECHNOLOGIES Common Stock 542312103 161 12,400 defined 01, 02 12,400 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
LONGS DRUG STORES INC Common Stock 543162101 1,612 52,970 defined 01, 02 52,970 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
LONGVIEW FIBRE CO Common Stock 543213102 687 59,428 defined 01, 02 59,428 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
LOUIS DREYFUS NAT GAS CORP Common Stock 546011107 314 21,660 defined 01, 02 21,660 0 0
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</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- -----------------------------------------------------------------------------------------------------------------------------------
LOUISIANA-PACIFIC CORP Common Stock 546347105 2,530 135,827 defined 01, 02 135,827 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
LOWES COS Common Stock 548661107 26,606 439,774 defined 01, 02 439,774 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
LUBRIZOL CORP Common Stock 549271104 1,419 63,071 defined 01, 02 63,071 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
LUBYS INC Common Stock 549282101 477 28,238 defined 01, 02 28,238 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
LUCASVARITY PLC ADR 549395101 4,619 99,875 defined 01, 02 99,875 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
LUCENT TECHNOLOGIES Common Stock 549463107 180,325 1,669,678 defined 01, 02 1,669,678 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
LUFKIN INDUSTRIES INC Common Stock 549764108 73 4,400 defined 01, 02 4,400 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
LUXOTTICA GROUP SPA ADR 55068R202 2,021 157,000 defined 01, 02 157,000 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
LYCOS INC Common Stock 550818108 2,255 26,200 defined 01, 02 26,200 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
LYDALL INC Common Stock 550819106 162 19,500 defined 01, 02 19,500 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
LYNX THERAPEUTICS INC Common Stock 551812308 6 639 defined 01, 02 639 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
LYONDELL CHEMICAL CO Common Stock 552078107 1,206 88,124 defined 01, 02 88,124 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
M&F WORLDWIDE CORP Common Stock 552541104 78 11,100 defined 01, 02 11,100 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
M & T BANK CORP Common Stock 55261F104 2,874 6,000 defined 01, 02 6,000 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MAF BANCORP INC Common Stock 55261R108 703 31,600 defined 01, 02 31,600 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MBIA INC Common Stock 55262C100 7,169 123,602 defined 01, 02 123,602 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MBNA CORP Common Stock 55262L100 24,205 1,013,841 defined 01, 02 1,013,841 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MDC HOLDINGS INC Common Stock 552676108 326 22,700 defined 01, 02 22,700 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MCN CORP Common Stock 55267J100 1,456 90,668 defined 01, 02 90,668 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MCI WORLDCOM INC Common Stock 55268B106 204,365 2,307,578 defined 01, 02 2,307,578 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MDU RESOURCES GROUP INC Common Stock 552690109 802 35,050 defined 01, 02 35,050 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MEMC ELECTRONIC MATRIALS INC Common Stock 552715104 105 19,100 defined 01, 02 19,100 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MGIC INVESTMENT CORP/WI Common Stock 552848103 4,803 136,998 defined 01, 02 136,998 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MGM GRAND INC Common Stock 552953101 1,007 29,940 defined 01, 02 29,940 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MIM HOLDINGS LTD ADR 553045402 793 884,500 defined 01, 02 884,500 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
M/I SCHOTTENSTEIN HOMES INC Common Stock 55305B101 25 1,400 defined 01, 02 1,400 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MMI COMPANIES INC Common Stock 553087107 86 5,600 defined 01, 02 5,600 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MPW INDL SVCS GROUP INC Common Stock 553444100 16 1,900 defined 01, 02 1,900 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MRV COMMUNICATIONS INC Common Stock 553477100 57 9,400 defined 01, 02 9,400 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MSC INDUSTRIAL DIRECT Common Stock 553530106 530 31,200 defined 01, 02 31,200 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
M S CARRIERS INC Common Stock 553533100 404 15,300 defined 01, 02 15,300 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MTS SYSTEMS CORP Common Stock 553777103 145 14,300 defined 01, 02 14,300 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MTI TECHNOLOGY CORP Common Stock 553903105 35 6,400 defined 01, 02 6,400 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MACDERMID INC Common Stock 554273102 1,059 31,200 defined 01, 02 31,200 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MACERICH CO Common Stock 554382101 794 35,000 defined 01, 02 35,000 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
CALI REALTY CORP Common Stock 554489104 1,739 59,200 defined 01, 02 59,200 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MACMILLAN BLOEDEL LTD Common Stock 554783209 952 84,603 defined 01, 02 84,603 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MACROCHEM CORP/DE Common Stock 555903103 28 3,000 defined 01, 02 3,000 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MACROVISION CORP Common Stock 555904101 118 3,200 defined 01, 02 3,200 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MACROMEDIA INC Common Stock 556100105 2,692 59,400 defined 01, 02 59,400 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MACRONIX INTERNATIONAL CO.,LTD ADR 556103109 759 82,653 defined 01, 02 82,653 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MADECO S A ADR 556304103 212 23,500 defined 01, 02 23,500 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MADISON GAS & ELECTRIC CO Common Stock 557497104 205 10,500 defined 01, 02 10,500 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MAGELLAN HEALTH SERVICES Common Stock 559079108 183 43,600 defined 01, 02 43,600 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MAGNA INTERNATIONAL -CL A Common Stock 559222401 2,397 41,300 defined 01, 02 41,300 0 0
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</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- -----------------------------------------------------------------------------------------------------------------------------------
MAGNETEK INC Common Stock 559424106 302 36,016 defined 01, 02 36,016 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MATAV RT ADR 559776109 3,849 143,900 defined 01, 02 143,900 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MAIN STREET BANCORP Common Stock 559906102 16 1,011 defined 01, 02 1,011 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MAHONING NATIONAL BANCORP Common Stock 560090102 41 1,500 defined 01, 02 1,500 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MAIL-WELL INC Common Stock 560321200 231 17,300 defined 01, 02 17,300 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MAINSTREET BANKGROUP Common Stock 560633109 121 2,600 defined 01, 02 2,600 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MAKITA CORP ADR 560877300 1,281 113,890 defined 01, 02 113,890 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MALAN REALTY INVESTORS INC Common Stock 561063108 28 2,000 defined 01, 02 2,000 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MALLINCKRODT GROUP INC Common Stock 561232109 2,590 97,294 defined 01, 02 97,294 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MANDARIN ORIENTAL INTERNATIONA ADR 562600205 255 39,300 defined 01, 02 39,300 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MANITOWOC CO Common Stock 563571108 896 21,400 defined 01, 02 21,400 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MANNESMANN AG SPON ADR ADR 563775303 33,104 259,200 defined 01, 02 259,200 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MANPOWER INC/WI Common Stock 56418H100 2,125 90,909 defined 01, 02 90,909 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MANUFACTURED HOME CMNTYS INC Common Stock 564682102 650 27,100 defined 01, 02 27,100 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MAPICS INC Common Stock 564910107 103 13,400 defined 01, 02 13,400 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MANUGISTICS GROUP INC Common Stock 565011103 112 16,950 defined 01, 02 16,950 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MARCUS CORP Common Stock 566330106 465 38,787 defined 01, 02 38,787 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MARINE DRILLING CO INC Common Stock 568240204 338 30,700 defined 01, 02 30,700 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MARINER POST ACUTE NETWORK Common Stock 568459101 219 100,212 defined 01, 02 100,212 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MARK IV INDUSTRIES INC Common Stock 570387100 799 61,471 defined 01, 02 61,471 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MARK VII INC Common Stock 570414102 24 1,700 defined 01, 02 1,700 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MARKEL CORP Common Stock 570535104 667 3,700 defined 01, 02 3,700 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MARKET FACTS INC Common Stock 570559104 35 1,600 defined 01, 02 1,600 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MARKETWATCH.COM INC Common Stock 570619106 443 6,000 defined 01, 02 6,000 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MARKS & SPENCER ADR 570697607 12,976 331,200 defined 01, 02 331,200 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MARSH & MCLENNAN COS Common Stock 571748102 23,869 321,467 defined 01, 02 321,467 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MARSHALL & ILSLEY CORP Common Stock 571834100 6,739 121,558 defined 01, 02 121,558 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MARRIOTT INTL INC Common Stock 571903202 10,213 303,733 defined 01, 02 303,733 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MARSHALL INDUSTRIES Common Stock 572393106 278 20,600 defined 01, 02 20,600 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MARTEK BIOSCIENCES CORP Common Stock 572901106 55 9,800 defined 01, 02 9,800 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MARTIN MARIETTA MATERIALS Common Stock 573284106 3,066 53,737 defined 01, 02 53,737 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MARVEL ENTERPRISES INC Common Stock 57383M108 83 12,700 defined 01, 02 12,700 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MARVEL ENTERPRISES CL A WT Warrant or Right 57383M124 0 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 11,933 422,407 defined 01, 02 422,407 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MASCOTECH INC Common Stock 574670105 891 57,500 defined 01, 02 57,500 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MASISA SA ADR 574799102 129 16,700 defined 01, 02 16,700 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MASON-DIXON BANCSHARES INC Common Stock 575207105 41 900 defined 01, 02 900 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MASTEC INC Common Stock 576323109 358 15,750 defined 01, 02 15,750 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MASTECH Common Stock 57632N105 377 29,000 defined 01, 02 29,000 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MATAV-CABLE SYSTEMS MEDIA LTD ADR 576561104 256 9,300 defined 01, 02 9,300 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MATERIAL SCIENCES CORP Common Stock 576674105 124 19,500 defined 01, 02 19,500 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MATSUSHITA ELECTRIC ADR 576879209 28,751 148,678 defined 01, 02 148,678 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MATTEL INC Common Stock 577081102 8,963 359,435 defined 01, 02 359,435 0 0
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</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- -----------------------------------------------------------------------------------------------------------------------------------
MATTHEWS INTL CORP -CL A Common Stock 577128101 320 11,700 defined 01, 02 11,700 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MAVESA ADR 577717101 118 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 50 5,900 defined 01, 02 5,900 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MAXIM INTEGRATED PRODUCTS Common Stock 57772K101 8,276 152,899 defined 01, 02 152,899 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MAXIM PHARMACEUTICALS INC Common Stock 57772M107 19 1,700 defined 01, 02 1,700 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MAXWELL TECHNOLOGIES INC Common Stock 577767106 49 2,100 defined 01, 02 2,100 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MAY DEPARTMENT STORES CO Common Stock 577778103 17,083 436,622 defined 01, 02 436,622 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MAXXIM MEDICAL INC Common Stock 57777G105 411 21,800 defined 01, 02 21,800 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MAXXAM INC Common Stock 577913106 405 8,037 defined 01, 02 8,037 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MAXIMUS INC Common Stock 577933104 291 10,000 defined 01, 02 10,000 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MAYNE NICKLESS LTD ADR 578450207 711 43,300 defined 01, 02 43,300 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MAYR-MELNHOF-KARTON AG ADR 578471203 345 31,200 defined 01, 02 31,200 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MAYTAG CORP Common Stock 578592107 6,778 112,267 defined 01, 02 112,267 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MCCLATCHY NEWSPAPERS -CL A Common Stock 579489105 409 12,175 defined 01, 02 12,175 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MCCORMICK & CO Common Stock 579780206 2,411 83,128 defined 01, 02 83,128 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MCDERMOTT INTL INC Common Stock 580037109 1,846 72,935 defined 01, 02 72,935 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MCDONALDS CORP Common Stock 580135101 76,905 1,697,213 defined 01, 02 1,697,213 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MCGRATH RENTCORP Common Stock 580589109 234 12,800 defined 01, 02 12,800 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MCGRAW-HILL COMPANIES Common Stock 580645109 13,503 247,760 defined 01, 02 247,760 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MCKESSON HBOC CORP Common Stock 58155Q103 24,032 364,117 defined 01, 02 364,117 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MCLEOD INC Common Stock 582266102 1,390 33,100 defined 01, 02 33,100 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MCMORAN EXPLORATION CO Common Stock 582411104 40 2,464 defined 01, 02 2,464 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MCWHORTER TECHNOLOGIES INC Common Stock 582803102 175 12,850 defined 01, 02 12,850 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MEAD CORP Common Stock 582834107 3,919 127,438 defined 01, 02 127,438 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MEADOWBROOK INSURANCE GROUP Common Stock 58319P108 53 3,500 defined 01, 02 3,500 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MECH FINL INC Common Stock 583492103 32 1,000 defined 01, 02 1,000 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MEDAPHIS CORP Common Stock 584028104 55 22,600 defined 01, 02 22,600 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MEDCO RESEARCH INC Common Stock 584059109 265 10,200 defined 01, 02 10,200 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MEDE AMERICA CORP Common Stock 584067102 20 1,000 defined 01, 02 1,000 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MEDEVA PLC ADR 58410H203 513 62,700 defined 01, 02 62,700 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MEDFORD BANCORP INC Common Stock 584131106 26 1,600 defined 01, 02 1,600 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MEDIA ARTS GROUP INC Common Stock 58439C102 27 3,000 defined 01, 02 3,000 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MEDIA GENERAL -CL A Common Stock 584404107 1,423 30,609 defined 01, 02 30,609 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MEDIAONE GROUP Common Stock 58440J104 47,979 756,321 defined 01, 02 756,321 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MEDICAL ASSURANCE INC Common Stock 58449U100 572 20,444 defined 01, 02 20,444 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MEDICAL MANAGER Common Stock 58461C103 414 17,900 defined 01, 02 17,900 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MEDIMMUNE INC Common Stock 584699102 4,312 72,856 defined 01, 02 72,856 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MEDQUIST INC Common Stock 584949101 1,404 46,800 defined 01, 02 46,800 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MEDITRUST CORP Common Stock 58501T306 1,595 128,234 defined 01, 02 128,234 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MEDPARTNERS Common Stock 58503X107 666 140,151 defined 01, 02 140,151 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MEDTRONIC INC Common Stock 585055106 62,127 864,369 defined 01, 02 864,369 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MELITA INTERNATIONAL CORP Common Stock 585493109 35 2,700 defined 01, 02 2,700 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MELLON BANK CORP Common Stock 585509102 22,951 326,122 defined 01, 02 326,122 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
MEMBERWORKS INC Common Stock 586002107 214 5,900 defined 01, 02 5,900 0 0
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</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- ----------------------------------------------------------------------------------------------------------------------------------
MENS WEARHOUSE INC Common Stock 587118100 1,256 43,500 defined 01, 02 43,500 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MENTOR CORP Common Stock 587188103 561 38,200 defined 01, 02 38,200 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MENTOR GRAPHICS CORP Common Stock 587200106 1,015 75,161 defined 01, 02 75,161 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MIRANT PLC -SP ADR ADR 587336108 18 1,835 defined 01, 02 1,835 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MERCANTILE BANCORPORATION Common Stock 587342106 9,291 195,592 defined 01, 02 195,592 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MERCANTILE BANKSHARES CORP Common Stock 587405101 3,029 81,872 defined 01, 02 81,872 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 203 5,900 defined 01, 02 5,900 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MERCK & CO Common Stock 589331107 263,669 3,290,720 defined 01, 02 3,290,720 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MERCURY COMPUTER SYS Common Stock 589378108 81 5,200 defined 01, 02 5,200 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MERCURY GENERAL CORP Common Stock 589400100 1,130 32,400 defined 01, 02 32,400 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MERCURY INTERACTIVE CORP Common Stock 589405109 1,838 51,600 defined 01, 02 51,600 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MEREDITH CORP Common Stock 589433101 2,054 65,340 defined 01, 02 65,340 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MERIDIAN INDL TRUST INC Common Stock 589643105 781 33,600 defined 01, 02 33,600 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MERISTAR HOSPITALITY CORP Common Stock 58984Y103 861 47,359 defined 01, 02 47,359 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MERIDIAN GOLD Common Stock 589975101 282 48,000 defined 01, 02 48,000 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MERITOR Common Stock 59000G100 1,224 78,966 defined 01, 02 78,966 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MERRILL CORPORATION Common Stock 590175105 266 19,900 defined 01, 02 19,900 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MERRILL LYNCH & CO Common Stock 590188108 38,994 440,611 defined 01, 02 440,611 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MESA AIR GROUP Common Stock 590479101 221 35,300 defined 01, 02 35,300 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MESABA HOLDINGS INC Common Stock 59066B102 151 11,250 defined 01, 02 11,250 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MESTEK INC Common Stock 590829107 82 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 58 8,495 defined 01, 02 8,495 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
METALS USA INC Common Stock 591324108 69 7,900 defined 01, 02 7,900 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
METAMOR WORLDWIDE Common Stock 59133P100 239 17,050 defined 01, 02 17,050 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
METHANEX CORP Common Stock 59151K108 327 100,600 defined 01, 02 100,600 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
METHODE ELECTRONICS -CL A Common Stock 591520200 492 44,200 defined 01, 02 44,200 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
METRIS COMPANIES INC Common Stock 591598107 574 14,217 defined 01, 02 14,217 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
METRO-GOLDWYN-MAYER INC Common Stock 591610100 1,103 84,007 defined 01, 02 84,007 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
METRO INFORMATION SVCS INC Common Stock 59162P104 65 3,600 defined 01, 02 3,600 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
METROGAS ADR 591673207 322 40,188 defined 01, 02 40,188 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
METROMEDIA FIBER NTWK -CL A Common Stock 591689104 1,119 21,600 defined 01, 02 21,600 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
METROMEDIA INTL GROUP INC Common Stock 591695101 125 25,642 defined 01, 02 25,642 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
METRONET COMMUNICATIONS Common Stock 59169Y108 754 13,700 defined 01, 02 13,700 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
METRO NETWORKS Common Stock 591918107 1,133 20,600 defined 01, 02 20,600 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
METTLER-TOLEDO INTL ADR 592688105 644 26,000 defined 01, 02 26,000 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
METZLER GROUP Common Stock 592903108 497 15,850 defined 01, 02 15,850 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MEYER (FRED) INC Common Stock 592907109 11,280 191,599 defined 01, 02 191,599 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MICHAEL FOODS INC Common Stock 594079105 501 26,300 defined 01, 02 26,300 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MICHAELS STORES INC Common Stock 594087108 879 35,600 defined 01, 02 35,600 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MICHIGAN FINL CORP Common Stock 594480105 93 3,307 defined 01, 02 3,307 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MICREL INC Common Stock 594793101 1,427 28,500 defined 01, 02 28,500 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MICROS SYSTEMS INC Common Stock 594901100 660 20,000 defined 01, 02 20,000 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MICROSOFT CORP Common Stock 594918104 568,403 6,342,012 defined 01, 02 6,342,012 0 0
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</TABLE>
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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MICROAGE INC Common Stock 594928103 134 25,000 defined 01, 02 25,000 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MICROSTRATEGY Common Stock 594972101 418 21,700 defined 01, 02 21,700 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MICROCHIP TECHNOLOGY INC Common Stock 595017104 2,015 58,200 defined 01, 02 58,200 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MICRO WAREHOUSE INC Common Stock 59501B105 644 39,953 defined 01, 02 39,953 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MICROCELL TELECOMMUNICATIONS INC Common Stock 59501T304 171 20,900 defined 01, 02 20,900 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MICROMUSE INC Common Stock 595094103 225 4,900 defined 01, 02 4,900 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MICRON ELECTRONICS INC Common Stock 595100108 766 65,200 defined 01, 02 65,200 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MICRON TECHNOLOGY INC Common Stock 595112103 14,844 308,047 defined 01, 02 308,047 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MICROSEMI CORP Common Stock 595137100 13 1,600 defined 01, 02 1,600 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MICROTOUCH SYSTEMS INC Common Stock 595145103 34 2,900 defined 01, 02 2,900 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MID-AMERICA APT CMNTYS INC Common Stock 59522J103 419 19,600 defined 01, 02 19,600 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MID-ATLANTIC REALTY TRUST Common Stock 595232109 154 15,000 defined 01, 02 15,000 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MID ATLANTIC MEDICAL SVCS Common Stock 59523C107 342 34,000 defined 01, 02 34,000 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MIDAS INC Common Stock 595626102 389 11,652 defined 01, 02 11,652 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MIDAMERICAN ENERGY HLDG CO NEW Common Stock 59562V107 1,911 68,242 defined 01, 02 68,242 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MID AMERICA BANCORP/KY Common Stock 595915109 167 6,799 defined 01, 02 6,799 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MIDLAND CO Common Stock 597486109 123 5,100 defined 01, 02 5,100 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MIDWEST EXPRESS HOLDINGS INC Common Stock 597911106 223 7,600 defined 01, 02 7,600 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MIDWAY GAMES INC Common Stock 598148104 408 47,009 defined 01, 02 47,009 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MIDWEST BANC HOLDINGS INC Common Stock 598251106 10 600 defined 01, 02 600 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MIDWEST GRAIN PRODUCTS INC Common Stock 59832G104 52 5,200 defined 01, 02 5,200 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MIKASA INC Common Stock 59862T109 100 13,500 defined 01, 02 13,500 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MILACRON INC Common Stock 598709103 756 48,000 defined 01, 02 48,000 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MILLENNIUM PHARMACEUTICALS Common Stock 599902103 719 23,000 defined 01, 02 23,000 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MILLENNIUM CHEMICALS INC Common Stock 599903101 1,018 51,200 defined 01, 02 51,200 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MILLER (HERMAN) INC Common Stock 600544100 1,778 97,416 defined 01, 02 97,416 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MILLER INDUSTRIES INC/TN Common Stock 600551105 66 13,950 defined 01, 02 13,950 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MILLIPORE CORP Common Stock 601073109 1,333 55,250 defined 01, 02 55,250 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MILLS CORP Common Stock 601148109 431 24,000 defined 01, 02 24,000 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MINDSPRING ENTERPRISES INC Common Stock 602683104 1,102 12,800 defined 01, 02 12,800 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MINE SAFETY APPLIANCES CO Common Stock 602720104 232 4,000 defined 01, 02 4,000 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MINERALS TECHNOLOGIES INC Common Stock 603158106 1,211 25,237 defined 01, 02 25,237 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MINIMED INC Common Stock 60365K108 1,220 12,000 defined 01, 02 12,000 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MININGCO.COM Common Stock 60366T108 22 250 defined 01, 02 250 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MINNESOTA MINING & MFG CO Common Stock 604059105 35,636 503,689 defined 01, 02 503,689 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MINNESOTA POWER INC. Common Stock 604110106 1,632 82,632 defined 01, 02 82,632 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MINORCO ADR 604340307 2,723 160,150 defined 01, 02 160,150 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MIRAGE RESORTS INC Common Stock 60462E104 4,780 224,953 defined 01, 02 224,953 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MIRAVANT MEDICAL TECH Common Stock 604690107 25 3,700 defined 01, 02 3,700 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MISSISSIPPI CHEMICAL CORP Common Stock 605288208 305 32,543 defined 01, 02 32,543 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MISSISSIPPI VY BANCSHARES Common Stock 605720101 145 4,500 defined 01, 02 4,500 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MITCHELL ENERGY & DEVL A Common Stock 606592202 146 11,700 defined 01, 02 11,700 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MITCHELL ENERGY & DEV -CL B Common Stock 606592301 458 36,650 defined 01, 02 36,650 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MITEL CORP Common Stock 606711109 489 71,800 defined 01, 02 71,800 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MITSUBISHI CORP ADR 606769305 7,292 557,150 defined 01, 02 557,150 0 0
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</TABLE>
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- ----------------------------------------------------------------------------------------------------------------------------------
MITSUI & CO LTD ADR 606827202 7,250 54,871 defined 01, 02 54,871 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MOBIUS Common Stock 606925105 84 4,000 defined 01, 02 4,000 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MOBIL CORP Common Stock 607059102 85,703 973,902 defined 01, 02 973,902 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MODERN TIMES GRP ADR 607698107 192 2,200 defined 01, 02 2,200 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MODINE MFG CO Common Stock 607828100 948 33,785 defined 01, 02 33,785 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MODIS PROFESSIONAL SVC Common Stock 607830106 1,159 127,867 defined 01, 02 127,867 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MOHAWK INDUSTRIES INC Common Stock 608190104 2,265 75,500 defined 01, 02 75,500 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MOLECULAR BIOSYSTEMS INC Common Stock 608513107 60 22,900 defined 01, 02 22,900 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MOLECULAR DEVICES CORP Common Stock 60851C107 100 3,700 defined 01, 02 3,700 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MOLEX INC Common Stock 608554101 5,240 178,385 defined 01, 02 178,385 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MOLEX INC Common Stock 608554200 1,871 72,318 defined 01, 02 72,318 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MONACO COACH CORP Common Stock 60886R103 52 2,250 defined 01, 02 2,250 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MONARCH DENTAL CORP Common Stock 609044102 7 2,200 defined 01, 02 2,200 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
ROBERT MONDAVI CORP Common Stock 609200100 400 11,200 defined 01, 02 11,200 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MONSANTO CO Common Stock 611662107 35,949 782,564 defined 01, 02 782,564 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MONTANA POWER CO Common Stock 612085100 4,646 63,156 defined 01, 02 63,156 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MONTEDISON SPA ADR 612376509 3,876 378,136 defined 01, 02 378,136 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MONY GROUP Common Stock 615337102 129 5,200 defined 01, 02 5,200 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MOOG INC -CL A Common Stock 615394202 107 3,500 defined 01, 02 3,500 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MOORE CORP LTD Common Stock 615785102 1,089 110,267 defined 01, 02 110,267 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MORGAN (J P) & CO Common Stock 616880100 26,801 217,233 defined 01, 02 217,233 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MORGAN KEEGAN INC Common Stock 617410105 361 21,775 defined 01, 02 21,775 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MORGAN STANLEY DEAN WITTER Common Stock 617446448 72,196 722,410 defined 01, 02 722,410 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MORRISONS HEALTHCARE Common Stock 61841L108 193 10,783 defined 01, 02 10,783 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MORRISON KNUDSEN CORP Common Stock 61844A109 660 66,400 defined 01, 02 66,400 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MORTON INTL INC Common Stock 619335102 5,535 150,604 defined 01, 02 150,604 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MORTONS RESTAURANT GROUP Common Stock 619429103 39 2,500 defined 01, 02 2,500 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MOSSIMO INC Common Stock 619696107 10 1,000 defined 01, 02 1,000 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MOTIVEPOWER INDUSTRIES INC Common Stock 61980K101 126 5,000 defined 01, 02 5,000 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MOTOROLA INC Common Stock 620076109 54,838 748,638 defined 01, 02 748,638 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MOVADO GROUP INC Common Stock 624580106 127 5,062 defined 01, 02 5,062 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MUELLER INDUSTRIES Common Stock 624756102 998 44,600 defined 01, 02 44,600 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MULTIPLE ZONES INTERNATIONAL Common Stock 624906103 53 3,100 defined 01, 02 3,100 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MUNIHOLDINGS FLA INSD FUND Common Stock 62624W105 14 900 defined 01, 02 900 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MURPHY OIL CORP Common Stock 626717102 2,154 51,897 defined 01, 02 51,897 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MUTUAL RISK MANAGEMENT LTD Common Stock 628351108 1,915 49,732 defined 01, 02 49,732 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MYERS INDUSTRIES INC Common Stock 628464109 481 22,759 defined 01, 02 22,759 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MYLAN LABORATORIES Common Stock 628530107 4,487 163,551 defined 01, 02 163,551 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
MYLEX CORP Common Stock 628546103 20 3,000 defined 01, 02 3,000 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
N B T BANCORP INC Common Stock 628778102 158 7,565 defined 01, 02 7,565 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NBTY INC Common Stock 628782104 421 86,400 defined 01, 02 86,400 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NCH CORP Common Stock 628850109 313 6,547 defined 01, 02 6,547 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NCI BUILDING SYSTEMS INC Common Stock 628852105 174 7,400 defined 01, 02 7,400 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NCO GROUP INC Common Stock 628858102 115 3,100 defined 01, 02 3,100 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NCR CORP Common Stock 62886E108 5,627 112,532 defined 01, 02 112,532 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- ----------------------------------------------------------------------------------------------------------------------------------
NCS HEALTHCARE INC Common Stock 628874109 300 25,000 defined 01, 02 25,000 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NAC RE CORP Common Stock 628907107 1,219 22,700 defined 01, 02 22,700 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NFC PLC ADR 628923500 890 84,800 defined 01, 02 84,800 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NEC CORP ADR 629050204 13,022 218,400 defined 01, 02 218,400 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NFO WORLDWIDE INC Common Stock 62910N108 265 26,500 defined 01, 02 26,500 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NL INDUSTRIES Common Stock 629156407 107 11,905 defined 01, 02 11,905 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NPC INTERNATIONAL INC Common Stock 629360306 356 22,800 defined 01, 02 22,800 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NTL INC Common Stock 629407107 2,026 24,900 defined 01, 02 24,900 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
N2K INC Common Stock 629427105 44 2,900 defined 01, 02 2,900 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NUI CORP Common Stock 629430109 144 6,700 defined 01, 02 6,700 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NVR INC Common Stock 62944T105 362 8,600 defined 01, 02 8,600 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NYMAGIC INC Common Stock 629484106 85 6,500 defined 01, 02 6,500 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NABISCO HLDGS CORP -CL A Common Stock 629526104 1,530 36,800 defined 01, 02 36,800 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NABORS INDUSTRIES Common Stock 629568106 2,097 115,275 defined 01, 02 115,275 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NACCO INDUSTRIES -CL A Common Stock 629579103 773 10,440 defined 01, 02 10,440 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NALCO CHEMICAL CO Common Stock 629853102 2,161 81,350 defined 01, 02 81,350 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NASH FINCH CO Common Stock 631158102 117 14,000 defined 01, 02 14,000 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NASHUA CORP Common Stock 631226107 90 7,800 defined 01, 02 7,800 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NATIONAL AUSTRALIA BK -ADS ADR 632525408 17,626 195,300 defined 01, 02 195,300 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NATIONAL BANCORP ALASKA INC Common Stock 632587101 661 23,500 defined 01, 02 23,500 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NATIONAL BEVERAGE CORP Common Stock 635017106 72 9,700 defined 01, 02 9,700 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NATIONAL CITY BANCORP/MN Common Stock 635312101 95 4,525 defined 01, 02 4,525 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NATIONAL CITY BANCSHR/IN Common Stock 635313109 118 4,835 defined 01, 02 4,835 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NATIONAL CITY CORP Common Stock 635405103 27,027 407,188 defined 01, 02 407,188 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NATIONAL COMM BANCORP/TN Common Stock 635449101 1,729 75,800 defined 01, 02 75,800 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NATIONAL COMPUTER SYS INC Common Stock 635519101 956 39,000 defined 01, 02 39,000 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NATIONAL DATA CORP Common Stock 635621105 1,764 42,000 defined 01, 02 42,000 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
SHERWOOD GROUP INC Common Stock 635646102 87 3,100 defined 01, 02 3,100 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NATIONAL EQUIPMENT SERVICES Common Stock 635847106 51 5,500 defined 01, 02 5,500 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NATIONAL HEALTH REALTY INC Common Stock 635905102 41 3,700 defined 01, 02 3,700 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NATIONAL FUEL GAS CO Common Stock 636180101 1,736 44,228 defined 01, 02 44,228 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NATIONAL GOLF PPTYS INC Common Stock 63623G109 282 12,800 defined 01, 02 12,800 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NATIONAL GRID ADR 636274102 7,333 201,220 defined 01, 02 201,220 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NATIONAL HEALTH INVS INC Common Stock 63633D104 346 16,100 defined 01, 02 16,100 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NATIONAL INSTRUMENTS CORP Common Stock 636518102 1,169 41,000 defined 01, 02 41,000 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NATIONAL MEDIA CORP Common Stock 636919102 23 2,800 defined 01, 02 2,800 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NATIONAL-OILWELL Common Stock 637071101 133 11,500 defined 01, 02 11,500 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NATIONAL PENN BANCSHARES INC Common Stock 637138108 307 12,410 defined 01, 02 12,410 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NATIONAL PWR PLC ADR 637194408 6,777 214,300 defined 01, 02 214,300 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NATIONAL PRESTO INDS INC Common Stock 637215104 326 9,200 defined 01, 02 9,200 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NATIONAL PROCESSING INC Common Stock 637229105 151 33,600 defined 01, 02 33,600 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NATIONAL R V HOLDINGS INC Common Stock 637277104 46 2,100 defined 01, 02 2,100 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NATIONAL SEMICONDUCTOR CORP Common Stock 637640103 1,932 207,426 defined 01, 02 207,426 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NATIONAL SERVICE INDS INC Common Stock 637657107 1,764 51,795 defined 01, 02 51,795 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NATIONAL STEEL CORP -CL B Common Stock 637844309 102 12,400 defined 01, 02 12,400 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- ----------------------------------------------------------------------------------------------------------------------------------
NATL WSTN LIFE INS CO -CL A Common Stock 638522102 201 1,900 defined 01, 02 1,900 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NATL WESTMINSTER BANK ADR 638539403 27,824 203,000 defined 01, 02 203,000 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NATIONWIDE FINANCIAL SERVICES INC Common Stock 638612101 458 10,900 defined 01, 02 10,900 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NATIONWIDE HEALTH PPTYS INC Common Stock 638620104 946 49,800 defined 01, 02 49,800 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NAVIGATORS GROUP INC Common Stock 638904102 50 3,600 defined 01, 02 3,600 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NATURES SUNSHINE PRODS INC Common Stock 639027101 273 24,845 defined 01, 02 24,845 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NAUTICA ENTERPRISES INC Common Stock 639089101 528 46,650 defined 01, 02 46,650 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NAVISTAR INTERNATIONL Common Stock 63934E108 3,324 82,708 defined 01, 02 82,708 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NEIMAN-MARCUS GROUP INC Common Stock 640204103 305 13,500 defined 01, 02 13,500 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NELSON (THOMAS) INC Common Stock 640376109 183 18,312 defined 01, 02 18,312 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NEOMAGIC CORP Common Stock 640497103 69 6,900 defined 01, 02 6,900 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NEOSE Common Stock 640522108 42 3,100 defined 01, 02 3,100 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NEPTUNE ORIENT LINES ADR 640773206 155 113,300 defined 01, 02 113,300 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NERA AS ADR 640806105 5 2,400 defined 01, 02 2,400 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NETBANK INC Common Stock 640933107 75 1,100 defined 01, 02 1,100 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NETWORK ASSOCIATES INC Common Stock 640938106 4,579 149,224 defined 01, 02 149,224 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NESTLE S A ADR 641069406 49,827 548,548 defined 01, 02 548,548 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NETCOM AB ADR 64108R107 2,037 59,700 defined 01, 02 59,700 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NETGRAVITY INC Common Stock 641114103 120 2,900 defined 01, 02 2,900 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NETMANAGE INC Common Stock 641144100 20 8,440 defined 01, 02 8,440 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NETWORK EQUIPMENT TECH INC Common Stock 641208103 239 26,700 defined 01, 02 26,700 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NETWORK APPLIANCE INC Common Stock 64120L104 2,329 46,000 defined 01, 02 46,000 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NETWORK SOLUTIONS INC -CL A Common Stock 64121Q102 1,671 15,800 defined 01, 02 15,800 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NEUROGEN CORP Common Stock 64124E106 72 6,700 defined 01, 02 6,700 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NEVADA POWER CO Common Stock 641423108 1,454 58,751 defined 01, 02 58,751 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NEW AMERICAN HEALTHCARE Common Stock 641881107 25 13,200 defined 01, 02 13,200 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NEW CENTURY ENERGIES INC Common Stock 64352U103 4,860 142,666 defined 01, 02 142,666 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NEW ENGLAND BUSINESS SVC INC Common Stock 643872104 516 18,000 defined 01, 02 18,000 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NEW ENG CMNTY BANCORP -CL A Common Stock 643890106 18 900 defined 01, 02 900 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NEW ENGLAND ELECTRIC SYSTEM Common Stock 644001109 3,331 68,680 defined 01, 02 68,680 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NEW ERA OF NETWORKS INC Common Stock 644312100 352 5,200 defined 01, 02 5,200 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NEW HORIZONS WORLDWIDE INC Common Stock 645526104 26 1,300 defined 01, 02 1,300 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NEW JERSEY RESOURCES Common Stock 646025106 789 22,200 defined 01, 02 22,200 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NEW PLAN EXCEL REALTY TRUST Common Stock 648053106 1,717 89,480 defined 01, 02 89,480 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NEW WORLD DEV LTD ADR 649274305 2,578 654,900 defined 01, 02 654,900 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NEW YORK TIMES CO -CL A Common Stock 650111107 6,450 226,316 defined 01, 02 226,316 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NEWBRIDGE NETWORKS CORP Common Stock 650901101 3,522 111,800 defined 01, 02 111,800 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NEWCOURT CREDIT GROUP Common Stock 650905102 1,193 44,100 defined 01, 02 44,100 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NEWELL RUBBERMAID INC Common Stock 651229106 16,786 353,395 defined 01, 02 353,395 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NEWFIELD EXPLORATION CO Common Stock 651290108 1,136 50,200 defined 01, 02 50,200 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NEWHALL LAND & FARM -LP Common Stock 651426108 236 9,900 defined 01, 02 9,900 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NEWMONT MINING CORP Common Stock 651639106 3,632 207,565 defined 01, 02 207,565 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NEWPARK RESOURCES Common Stock 651718504 291 40,180 defined 01, 02 40,180 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NEWPORT NEWS SHIPBUILDING Common Stock 652228107 1,279 40,354 defined 01, 02 40,354 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NEWS CORP LTD ADR 652487703 14,983 507,900 defined 01, 02 507,900 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- ----------------------------------------------------------------------------------------------------------------------------------
NEWS CORP LTD Preferred Stock 652487802 338 12,304 defined 01, 02 12,304 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NEWSEDGE CORP Common Stock 65249Q106 42 4,900 defined 01, 02 4,900 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NEXTEL COMMUNICATIONS Common Stock 65332V103 13,103 357,749 defined 01, 02 357,749 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NEXSTAR PHARMACEUTICALS Common Stock 65333B106 287 16,800 defined 01, 02 16,800 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NEXTLINK COMMUNICATIONS INC Common Stock 65333H707 767 13,700 defined 01, 02 13,700 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NIAGARA MOHAWK POWER Common Stock 653520106 3,127 232,711 defined 01, 02 232,711 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NICE SYSTEMS LTD ADR 653656108 148 5,000 defined 01, 02 5,000 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NICHOLS RESEARCH CORPORATION Common Stock 653818104 100 5,300 defined 01, 02 5,300 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NIELSEN MEDIA RESEARCH Common Stock 653929307 526 21,300 defined 01, 02 21,300 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NICOR INC Common Stock 654086107 2,134 59,380 defined 01, 02 59,380 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NIKE INC -CL B Common Stock 654106103 20,482 355,054 defined 01, 02 355,054 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NINE WEST GROUP INC Common Stock 65440D102 959 38,843 defined 01, 02 38,843 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
99 CENTS ONLY STORES Common Stock 65440K106 479 11,280 defined 01, 02 11,280 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NIPPON TELEGRPH & TELE ADR 654624105 105,621 2,166,578 defined 01, 02 2,166,578 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NISSAN MOTOR CO LTD ADR 654744408 6,704 893,800 defined 01, 02 893,800 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NOBLE AFFILIATES INC Common Stock 654894104 1,893 65,292 defined 01, 02 65,292 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NOKIA CORP ADR 654902204 47,114 302,500 defined 01, 02 302,500 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NOBLE DRILLING CORP Common Stock 655042109 2,610 150,200 defined 01, 02 150,200 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NORDSON CORP Common Stock 655663102 1,074 19,272 defined 01, 02 19,272 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NORDSTROM INC Common Stock 655664100 7,265 177,727 defined 01, 02 177,727 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NORFOLK SOUTHERN CORP Common Stock 655844108 12,465 472,616 defined 01, 02 472,616 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NORMANDY MINING LTD ADR 656190204 1,300 104,631 defined 01, 02 104,631 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NORRELL CORP Common Stock 656301108 427 32,700 defined 01, 02 32,700 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NORSK HYDRO AS ADR 656531605 6,546 162,130 defined 01, 02 162,130 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NORSTAN INC Common Stock 656535101 36 3,900 defined 01, 02 3,900 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NORTEK INC Common Stock 656559101 176 7,100 defined 01, 02 7,100 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NORTH AMERICAN VACCINE INC Common Stock 657201109 246 40,100 defined 01, 02 40,100 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NORTH CAROLINA NATURAL GAS Common Stock 658221106 141 4,650 defined 01, 02 4,650 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NORTH FACE INC Common Stock 659317101 51 4,100 defined 01, 02 4,100 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NORTH FORK BANCORPORATION Common Stock 659424105 3,463 163,914 defined 01, 02 163,914 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NORTH LTD. ADR 660491101 766 96,600 defined 01, 02 96,600 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NORTH PITTSBURGH SYSTEMS Common Stock 661562108 37 2,700 defined 01, 02 2,700 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NORTHEAST UTILITIES Common Stock 664397106 2,077 149,677 defined 01, 02 149,677 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NORTHERN BORDER PARTNRS -LP Common Stock 664785102 229 7,500 defined 01, 02 7,500 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NORTHERN STATES POWER/MN Common Stock 665772109 4,408 190,083 defined 01, 02 190,083 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NORTHERN TRUST CORP Common Stock 665859104 12,291 138,395 defined 01, 02 138,395 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NORTHFIELD LABORATORIES INC Common Stock 666135108 103 9,400 defined 01, 02 9,400 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NORTHLAND CRANBERRIES -CL A Common Stock 666499108 62 8,500 defined 01, 02 8,500 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NORTHROP GRUMMAN CORP Common Stock 666807102 5,127 85,625 defined 01, 02 85,625 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NORTHWEST AIRLINES CORP Common Stock 667280101 1,660 59,700 defined 01, 02 59,700 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NORTHWEST BANCORP INC PA Common Stock 667328108 139 15,000 defined 01, 02 15,000 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NORTHWEST NATURAL GAS CO Common Stock 667655104 676 30,900 defined 01, 02 30,900 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NORTHWESTERN CORP Common Stock 668074107 293 11,300 defined 01, 02 11,300 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NOVA CHEMICALS CORP Common Stock 66977W109 1,011 60,379 defined 01, 02 60,379 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NOVA CHEMICALS CORP Common Stock 669784100 2,163 82,400 defined 01, 02 82,400 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- ----------------------------------------------------------------------------------------------------------------------------------
NOVARTIS AG ADR 66987V109 71,868 886,092 defined 01, 02 886,092 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NOVACARE INC Common Stock 669930109 46 26,500 defined 01, 02 26,500 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NOVADIGM INC Common Stock 669937104 5 800 defined 01, 02 800 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NOVELL INC Common Stock 670006105 10,602 420,906 defined 01, 02 420,906 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NOVELLUS SYSTEMS INC Common Stock 670008101 2,663 48,301 defined 01, 02 48,301 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NOVEN PHARMACEUTICALS INC Common Stock 670009109 134 29,000 defined 01, 02 29,000 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NOVO-NORDISK A/S -ADR ADR 670100205 5,815 106,700 defined 01, 02 106,700 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NOVOSTE CORP Common Stock 67010C100 55 2,300 defined 01, 02 2,300 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NU SKIN ASIA PACIFIC Common Stock 67018T105 41 1,800 defined 01, 02 1,800 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NUCOR CORP Common Stock 670346105 4,824 109,470 defined 01, 02 109,470 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NUEVO ENERGY CO Common Stock 670509108 76 5,600 defined 01, 02 5,600 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NUMAC ENERGY INC Common Stock 67052A103 139 63,500 defined 01, 02 63,500 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
NVIDIA Common Stock 67066G104 32 1,500 defined 01, 02 1,500 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
O CHARLEYS INC Common Stock 670823103 37 2,700 defined 01, 02 2,700 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
OEA INC Common Stock 670826106 196 23,752 defined 01, 02 23,752 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
OEC MED SYS INC Common Stock 670828102 297 12,900 defined 01, 02 12,900 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
OGE ENERGY CORP Common Stock 670837103 2,097 92,920 defined 01, 02 92,920 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
OM GROUP INC Common Stock 670872100 965 29,250 defined 01, 02 29,250 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
OMV AG ADR 670875509 3,380 191,150 defined 01, 02 191,150 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
OAK INDUSTRIES INC Common Stock 671400505 694 21,860 defined 01, 02 21,860 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
OAK TECHNOLOGY INC Common Stock 671802106 91 29,800 defined 01, 02 29,800 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
OAKLEY INC Common Stock 673662102 401 57,780 defined 01, 02 57,780 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
OAKWOOD HOMES Common Stock 674098108 820 58,600 defined 01, 02 58,600 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
OBJECT DESIGN INC Common Stock 674416102 75 14,700 defined 01, 02 14,700 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
OBJECTIVE SYSTEM INTEGRATORS Common Stock 674424106 65 19,100 defined 01, 02 19,100 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
OCCIDENTAL PETROLEUM CORP Common Stock 674599105 7,749 430,474 defined 01, 02 430,474 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
OCE NV ADR 674627203 1,064 42,900 defined 01, 02 42,900 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
OCEAN ENERGY INC Common Stock 674812201 (13) (1,900) defined 01, 02 (1,900) 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
SEAGULL ENERGY CORP Common Stock 67481E106 1,303 191,310 defined 01, 02 191,310 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
OCEAN FINL CORP Common Stock 674904107 104 7,200 defined 01, 02 7,200 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
OCEANEERING INTERNATIONAL Common Stock 675232102 424 28,000 defined 01, 02 28,000 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
OCTEL CORP Common Stock 675727101 0 25 defined 01, 02 25 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
OCULAR SCIENCES CORP Common Stock 675744106 230 8,000 defined 01, 02 8,000 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
OCWEN FINANCIAL CORP Common Stock 675746101 136 15,400 defined 01, 02 15,400 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
OFFICE DEPOT INC Common Stock 676220106 10,587 282,778 defined 01, 02 282,778 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
OFFICEMAX INC Common Stock 67622M108 1,236 143,310 defined 01, 02 143,310 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
OFFSHORE LOGISTICS Common Stock 676255102 309 26,600 defined 01, 02 26,600 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
OGDEN CORP Common Stock 676346109 1,350 56,096 defined 01, 02 56,096 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
OHIO CASUALTY CORP Common Stock 677240103 1,018 26,100 defined 01, 02 26,100 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
LUKOIL ADR 677862104 2,406 89,900 defined 01, 02 89,900 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
OLD KENT FINANCIAL CORP Common Stock 679833103 5,114 120,863 defined 01, 02 120,863 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
OLD NATIONAL BANCORP Common Stock 680033107 975 21,331 defined 01, 02 21,331 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
OLD REPUBLIC INTL CORP Common Stock 680223104 2,857 156,544 defined 01, 02 156,544 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
OLIN CORP Common Stock 680665205 539 53,540 defined 01, 02 53,540 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
OLSTEN CORP Common Stock 681385100 575 92,995 defined 01, 02 92,995 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- ----------------------------------------------------------------------------------------------------------------------------------
OLYMPUS OPTICAL ADR 681627204 2,466 187,200 defined 01, 02 187,200 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
OMNICARE INC Common Stock 681904108 2,167 113,664 defined 01, 02 113,664 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
OMNICOM GROUP Common Stock 681919106 16,923 211,700 defined 01, 02 211,700 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
OMEGA HEALTHCARE INVS INC Common Stock 681936100 294 12,800 defined 01, 02 12,800 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
OMNIQUIP INTL INC Common Stock 681969101 71 6,000 defined 01, 02 6,000 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
OMEGA FINL CORP Common Stock 682092101 53 1,600 defined 01, 02 1,600 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
OMNIAMERICA INC Common Stock 68211J100 52 1,800 defined 01, 02 1,800 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
OMNIPOINT CORP Common Stock 68212D102 511 35,400 defined 01, 02 35,400 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
ON ASSIGNMENT INC Common Stock 682159108 120 4,700 defined 01, 02 4,700 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
ON COMMAND CORP Common Stock 682160106 63 6,900 defined 01, 02 6,900 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
ONCOR INC Common Stock 682311105 0 600 defined 01, 02 600 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
ONE VALLEY BANCORP/WV Common Stock 682419106 642 18,412 defined 01, 02 18,412 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
ONEIDA LTD Common Stock 682505102 181 10,650 defined 01, 02 10,650 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
ONEOK INC Common Stock 682680103 960 38,794 defined 01, 02 38,794 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
ONSALE INC Common Stock 682838107 315 9,400 defined 01, 02 9,400 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
OPEN MARKET Common Stock 68370M100 305 23,600 defined 01, 02 23,600 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
VIMPEL-COMMUNICATIONS ADR 68370R109 279 18,000 defined 01, 02 18,000 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
OPTEK TECHNOLOGY INC Common Stock 683815104 12 800 defined 01, 02 800 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
OPTICAL CABLE CORP Common Stock 683827109 242 26,500 defined 01, 02 26,500 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
ORACLE CORP Common Stock 68389X105 47,958 1,818,313 defined 01, 02 1,818,313 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
ORANGE & ROCKLAND UTILITIES Common Stock 684065105 965 16,800 defined 01, 02 16,800 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
ORANGE PLC ADR ADR 685211104 12,707 179,600 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 1,302 45,900 defined 01, 02 45,900 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
ORGANOGENESIS INC Common Stock 685906109 463 40,085 defined 01, 02 40,085 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
OREGON STEEL MILLS INC Common Stock 686079104 308 29,515 defined 01, 02 29,515 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
OREILY AUTOMOTIVE INC Common Stock 686091109 1,186 26,500 defined 01, 02 26,500 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
ORION CAPITAL CORP Common Stock 686268103 1,055 33,762 defined 01, 02 33,762 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
ORIX CORP ADR 686330101 2,664 72,500 defined 01, 02 72,500 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
ORKLA ASA A ADR 686331109 66 4,300 defined 01, 02 4,300 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
ORTHODONTIC CENTERS OF AMER Common Stock 68750P103 1,192 75,700 defined 01, 02 75,700 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
OSHKOSH B'GOSH INC Common Stock 688222207 397 22,430 defined 01, 02 22,430 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
OSHKOSH TRUCK Common Stock 688239201 120 3,700 defined 01, 02 3,700 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
OSMONICS INC Common Stock 688350107 37 4,700 defined 01, 02 4,700 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
OSTEOTECH INC Common Stock 688582105 36 1,050 defined 01, 02 1,050 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
O'SULLIVAN CORP Common Stock 688605104 160 19,400 defined 01, 02 19,400 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
O'SULLIVAN INDS HLDGS INC Common Stock 688609106 140 10,100 defined 01, 02 10,100 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
OTTAWA SAVINGS Common Stock 689389104 25 1,210 defined 01, 02 1,210 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
OTTER TAIL POWER CO Common Stock 689648103 291 7,300 defined 01, 02 7,300 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
OUTBACK STEAKHOUSE INC Common Stock 689899102 2,760 84,282 defined 01, 02 84,282 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
OUTDOOR SYSTEMS Common Stock 690057104 2,775 92,505 defined 01, 02 92,505 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
OVERSEAS SHIPHOLDING GROUP Common Stock 690368105 491 42,279 defined 01, 02 42,279 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
OWENS & MINOR INC Common Stock 690732102 453 44,750 defined 01, 02 44,750 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
OWENS CORNING FIBRGLAS Common Stock 69073F103 2,161 67,935 defined 01, 02 67,935 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
OWENS-ILLINOIS INC Common Stock 690768403 4,827 193,076 defined 01, 02 193,076 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- ----------------------------------------------------------------------------------------------------------------------------------
OXFORD HEALTH PLANS INC Common Stock 691471106 1,596 102,152 defined 01, 02 102,152 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
OXFORD INDUSTRIES INC Common Stock 691497309 251 10,300 defined 01, 02 10,300 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
PC CONNECTION INC Common Stock 69318J100 75 4,300 defined 01, 02 4,300 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
P-COM INC Common Stock 693262107 413 54,200 defined 01, 02 54,200 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
PECO ENERGY CO Common Stock 693304107 12,911 279,167 defined 01, 02 279,167 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
PACIFIC GAS & ELECTRIC Common Stock 69331C108 14,792 476,190 defined 01, 02 476,190 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
PFF BANCORP INC Common Stock 69331W104 68 3,900 defined 01, 02 3,900 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
PIMCO ADVISORS HLDG -LP Common Stock 69338P102 233 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 70 4,400 defined 01, 02 4,400 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
PMC-SIERRA INC Common Stock 69344F106 1,253 17,600 defined 01, 02 17,600 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
PMI GROUP INC COM Common Stock 69344M101 1,611 34,748 defined 01, 02 34,748 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
PNC BANK CORP Common Stock 693475105 20,790 374,167 defined 01, 02 374,167 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
P P & L RES INC Common Stock 693499105 4,650 187,866 defined 01, 02 187,866 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
PPG INDUSTRIES INC Common Stock 693506107 11,345 221,363 defined 01, 02 221,363 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
PRI AUTOMATION INC Common Stock 69357H106 271 12,900 defined 01, 02 12,900 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
PS BUSINESS PARK INC Common Stock 69360J107 211 9,600 defined 01, 02 9,600 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
PSC INC Common Stock 69361E107 22 2,600 defined 01, 02 2,600 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
INTI INDORAYON UTAMA ADR 69364L207 1 15,239 defined 01, 02 15,239 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
PT TRI POLYTA INDONSIA ADR 69365B109 1 1,800 defined 01, 02 1,800 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
PT PASIFIK SATELIT NUSANTARA ADR 69365Q106 246 39,400 defined 01, 02 39,400 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
PSS WORLD MEDICAL INC Common Stock 69366A100 789 89,575 defined 01, 02 89,575 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
PXRE CORP Common Stock 693674103 135 7,477 defined 01, 02 7,477 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
PACCAR INC Common Stock 693718108 4,019 97,568 defined 01, 02 97,568 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
PACIFIC CAPITAL BANCORP Common Stock 69404P101 191 8,300 defined 01, 02 8,300 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
PACIFIC CENTURY FINANCIAL Common Stock 694058108 1,924 92,160 defined 01, 02 92,160 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
PACIFIC DUNLOP LTD ADR 694185208 1,279 187,690 defined 01, 02 187,690 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
PACIFIC GATEWAY EXCHANGE INC Common Stock 694327107 319 9,600 defined 01, 02 9,600 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
PACIFIC GULF PROPERTIES INC Common Stock 694396102 376 20,900 defined 01, 02 20,900 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
PACIFIC SUNWEAR CALIF INC Common Stock 694873100 881 25,350 defined 01, 02 25,350 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
PACIFICARE HEALTH SYSTEMS Common Stock 695112201 3,966 58,113 defined 01, 02 58,113 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
PACIFICORP Common Stock 695114108 6,389 370,370 defined 01, 02 370,370 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
PAGEMART WIRELESS INC Common Stock 69553J104 89 18,300 defined 01, 02 18,300 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
PAGING NETWORK INC Common Stock 695542100 341 72,700 defined 01, 02 72,700 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
PAINE WEBBER GROUP Common Stock 695629105 6,566 164,674 defined 01, 02 164,674 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
PAIRGAIN TECHNOLOGIES INC Common Stock 695934109 592 60,700 defined 01, 02 60,700 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
PALEX INC Common Stock 696368109 21 2,400 defined 01, 02 2,400 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
PALL CORP Common Stock 696429307 2,572 155,265 defined 01, 02 155,265 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
PALM HARBOR HOMES INC Common Stock 696639103 264 12,157 defined 01, 02 12,157 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
PANAMSAT CORP Common Stock 697933109 455 14,624 defined 01, 02 14,624 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
PAN PACIFIC RETAIL PROPERTIES INC Common Stock 69806L104 391 22,000 defined 01, 02 22,000 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
PAPA JOHNS INTERNATIONAL INC Common Stock 698813102 1,491 33,800 defined 01, 02 33,800 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
PARAMETRIC TECHNOLOGY CORP Common Stock 699173100 6,656 337,031 defined 01, 02 337,031 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
PAREXEL INTERNATIONAL Common Stock 699462107 770 37,200 defined 01, 02 37,200 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- ------------------------------------------------------------------------------------------------------------------------------------
PARK ELECTROCHEMICAL CORP Common Stock 700416209 303 12,900 defined 01, 02 12,900 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PARK NATIONAL CORP Common Stock 700658107 499 5,200 defined 01, 02 5,200 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PARK-OHIO HOLDINGS Common Stock 700666100 84 6,000 defined 01, 02 6,000 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PARK PLACE ENTERTAINMENT Common Stock 700690100 718 94,900 defined 01, 02 94,900 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PARKER DRILLING CO Common Stock 701081101 314 88,130 defined 01, 02 88,130 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PARKER-HANNIFIN CORP Common Stock 701094104 4,634 135,311 defined 01, 02 135,311 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PARKERVISION INC Common Stock 701354102 133 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 Common Stock 70159Q104 304 10,800 defined 01, 02 10,800 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PARTY CITY CORP Common Stock 702145103 32 8,250 defined 01, 02 8,250 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PATHOGENESIS CORP Common Stock 70321E104 148 11,100 defined 01, 02 11,100 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PATRIOT AMERICAN HOSPITALITY COM Common Stock 703352203 1,038 202,614 defined 01, 02 202,614 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PATTERSON DENTAL CO Common Stock 703412106 1,955 45,200 defined 01, 02 45,200 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PAXAR CORP Common Stock 704227107 445 59,765 defined 01, 02 59,765 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PAXSON COMMUNICATIONS CORP Common Stock 704231109 127 14,800 defined 01, 02 14,800 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PAYCHEX INC Common Stock 704326107 9,769 205,937 defined 01, 02 205,937 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PAYLESS SHOE SOURCE HLDG. CO. Common Stock 704379106 1,812 38,974 defined 01, 02 38,974 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PAYMENTECH INC Common Stock 704384106 664 28,100 defined 01, 02 28,100 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PEARL ORIENTAL HOLDINGS ADR 70477P101 112 122,200 defined 01, 02 122,200 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PEARSON ADR 705015105 9,012 392,850 defined 01, 02 392,850 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PEC ISRAEL ECONOMIC CORP Common Stock 705098101 358 11,900 defined 01, 02 11,900 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PECHINEY ADR 705151207 1,289 71,600 defined 01, 02 71,600 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PEDIATRIX MEDICAL GROUP INC Common Stock 705324101 672 23,900 defined 01, 02 23,900 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PEGASYSTEMS INC Common Stock 705573103 100 19,000 defined 01, 02 19,000 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PEGASUS SYSTEMS INC Common Stock 705906105 191 4,800 defined 01, 02 4,800 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PENFORD CORP Common Stock 707051108 134 9,000 defined 01, 02 9,000 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PENINSULAR & ORIENTAL STEAM NA ADR 707190401 6,241 213,600 defined 01, 02 213,600 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PENN ENGINEERING & MFG CORP Common Stock 707389300 87 4,600 defined 01, 02 4,600 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PENN TREATY AMERN CORP Common Stock 707874103 82 3,300 defined 01, 02 3,300 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PENN VIRGINIA CORP Common Stock 707882106 98 5,600 defined 01, 02 5,600 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PENNEY (J C) CO Common Stock 708160106 13,278 327,848 defined 01, 02 327,848 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PENNSYLVANIA ENTERPRISES INC Common Stock 708720107 310 12,900 defined 01, 02 12,900 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PENNSYLVANIA RE INVS TRUST Common Stock 709102107 252 13,500 defined 01, 02 13,500 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PENNZOIL-QUAKER Common Stock 709323109 1,101 88,966 defined 01, 02 88,966 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PENSKE MOTORSPORTS INC Common Stock 709598106 215 6,100 defined 01, 02 6,100 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PENTAIR INC Common Stock 709631105 1,485 44,001 defined 01, 02 44,001 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PEOPLES BANCORP INC/OH Common Stock 709789101 20 900 defined 01, 02 900 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PEOPLES BANCORP INC Common Stock 709909105 81 8,218 defined 01, 02 8,218 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PEOPLES BANK BRIDGEPORT CT Common Stock 710198102 1,251 42,050 defined 01, 02 42,050 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PEOPLES ENERGY CORP Common Stock 711030106 1,409 43,595 defined 01, 02 43,595 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PEOPLES HERITAGE FINL GP INC Common Stock 711147108 552 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 4,289 293,285 defined 01, 02 293,285 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PEP BOYS-MANNY MOE & JACK Common Stock 713278109 1,007 66,050 defined 01, 02 66,050 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PEPKOR ADR 713350304 557 63,800 defined 01, 02 63,800 0 0
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</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- ------------------------------------------------------------------------------------------------------------------------------------
PEPSICO INC Common Stock 713448108 72,727 1,855,871 defined 01, 02 1,855,871 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PERCLOSE INC Common Stock 71361C107 130 4,200 defined 01, 02 4,200 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PEREZ COMPANC S.A. ADR 713665107 2,485 266,069 defined 01, 02 266,069 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PEREGRINE SYSTEMS INC Common Stock 71366Q101 350 10,400 defined 01, 02 10,400 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PERFORMANCE FOOD GROUP CO Common Stock 713755106 169 6,450 defined 01, 02 6,450 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PERIPHONICS CORP Common Stock 714005105 12 1,900 defined 01, 02 1,900 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PERKIN-ELMER CORP Common Stock 714041100 6,041 62,235 defined 01, 02 62,235 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PERKIN-ELMER CORP Warrant or Right 714041126 1 163 defined 01, 02 163 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PERNOD RICARD ADR 714264108 2,501 157,450 defined 01, 02 157,450 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
Perot Systems Common Stock 714265105 794 31,000 defined 01, 02 31,000 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
PERRIGO COMPANY Common Stock 714290103 672 92,749 defined 01, 02 92,749 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PERSONNEL GROUP OF AMERICA Common Stock 715338109 70 9,700 defined 01, 02 9,700 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
PERUSAHAAN INDO SAT ADR 715680104 948 73,300 defined 01, 02 73,300 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
P.T. TELEKOMUNIKASI INDONESIA ADR 715684106 1,890 296,500 defined 01, 02 296,500 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
PERVASIVE SOFTWARE INC Common Stock 715710109 43 2,400 defined 01, 02 2,400 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PETSEC ENERGY LTD ADR ADR 715796108 4 3,200 defined 01, 02 3,200 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PETCO ANIMAL SUPPLIES INC Common Stock 716016100 78 7,750 defined 01, 02 7,750 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PETRIE STORES CORP Common Stock 716437108 55 25,500 defined 01, 02 25,500 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PETROFINA Warrant or Right 716485123 37 2,632 defined 01, 02 2,632 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PETROFINA ADR 716485206 8,912 164,650 defined 01, 02 164,650 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PETROLEUM GEO-SVC ADR 716597109 677 44,400 defined 01, 02 44,400 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PETSMART INC Common Stock 716768106 581 72,400 defined 01, 02 72,400 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PEUGEOT-CITROEN S A ADR ADR 716825500 6,340 176,350 defined 01, 02 176,350 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PHARMACIA & UPJOHN, INC Common Stock 716941109 43,233 693,115 defined 01, 02 693,115 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PHARMAPRINT INC Common Stock 716950100 22 2,400 defined 01, 02 2,400 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PFEIFFER VACUUM TECHNOLOGY ADR 717067102 252 6,099 defined 01, 02 6,099 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PFIZER INC Common Stock 717081103 249,231 1,796,259 defined 01, 02 1,796,259 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PHARMACEUTICAL PROD DEV Common Stock 717124101 1,034 30,800 defined 01, 02 30,800 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PHARMACEUTICAL RES INC Common Stock 717125108 18 2,500 defined 01, 02 2,500 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
PHARMERICA INC Common Stock 717135107 54 10,880 defined 01, 02 10,880 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PHARMACOPEIA INC Common Stock 71713B104 7 1,000 defined 01, 02 1,000 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PHELPS DODGE CORP Common Stock 717265102 3,533 71,740 defined 01, 02 71,740 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PHILADELPHIA CONS HLDG CORP Common Stock 717528103 117 5,800 defined 01, 02 5,800 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PHILADELPHIA SUBURBAN CORP Common Stock 718009608 1,148 50,610 defined 01, 02 50,610 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
PHILIP MORRIS COS INC Common Stock 718154107 108,230 3,075,816 defined 01, 02 3,075,816 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PHILIP SERVICES CORP Common Stock 71819M103 1 2,200 defined 01, 02 2,200 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PHILIPPINE LG DIST ADR 718252604 1,970 76,120 defined 01, 02 76,120 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PHILIPS INTERNATIONAL REALTY CORP Common Stock 718333107 105 7,400 defined 01, 02 7,400 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PHILLIPS PETROLEUM CO Common Stock 718507106 15,011 317,703 defined 01, 02 317,703 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PHILLIPS-VAN HEUSEN Common Stock 718592108 229 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 42 4,900 defined 01, 02 4,900 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PHOTRONICS INC Common Stock 719405102 643 34,500 defined 01, 02 34,500 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PHYCOR INC Common Stock 71940F100 495 104,212 defined 01, 02 104,212 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PHYSICIAN RELIANCE NETWORK Common Stock 71940G108 400 47,000 defined 01, 02 47,000 0 0
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</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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PICTURETEL CORP Common Stock 720035302 336 48,000 defined 01, 02 48,000 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PIEDMONT NATURAL GAS CO Common Stock 720186105 1,337 38,200 defined 01, 02 38,200 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PIER 1 IMPORTS INC/DE Common Stock 720279108 986 121,368 defined 01, 02 121,368 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PIERCE LEAHY CORP Common Stock 720722107 112 4,500 defined 01, 02 4,500 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PILGRIM AMERICA CAPITAL CP Common Stock 72142R108 20 1,050 defined 01, 02 1,050 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PILGRIMS PRIDE CORP Common Stock 721467108 227 13,800 defined 01, 02 13,800 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PILLOWTEX CORP Common Stock 721501104 249 17,569 defined 01, 02 17,569 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PINNACLE BANC GROUP INC Common Stock 723449104 120 4,100 defined 01, 02 4,100 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PINNACLE HOLDINGS Common Stock 72346N101 9 600 defined 01, 02 600 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PINNACLE SYSTEMS INC Common Stock 723481107 228 5,000 defined 01, 02 5,000 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PINNACLE WEST CAPITAL Common Stock 723484101 3,536 97,219 defined 01, 02 97,219 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PIONEER ELECTRON ADR 723657409 2,262 121,450 defined 01, 02 121,450 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PIONEER GROUP INC Common Stock 723684106 475 32,100 defined 01, 02 32,100 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PIONEER HI-BRED INTERNATIONL Common Stock 723686101 11,320 300,852 defined 01, 02 300,852 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PIONEER INTERNATIONAL ADR 723711305 1,218 616,150 defined 01, 02 616,150 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PIONEER NATURAL RESOURCES Common Stock 723787107 889 114,727 defined 01, 02 114,727 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PIONEER STANDARD ELECTRONICS Common Stock 723877106 215 32,737 defined 01, 02 32,737 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PITNEY BOWES INC Common Stock 724479100 21,875 343,132 defined 01, 02 343,132 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PITTSTON BRINKS SERVICES Common Stock 725701106 1,105 47,001 defined 01, 02 47,001 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PITTSTON BAX GROUP Common Stock 725701882 167 24,015 defined 01, 02 24,015 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PITTWAY CORP DEL Common Stock 725790109 268 10,200 defined 01, 02 10,200 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PIXAR Common Stock 725811103 1,067 27,100 defined 01, 02 27,100 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PLACER DOME INC Common Stock 725906101 3,492 312,107 defined 01, 02 312,107 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PLAINS RESOURCES INC Common Stock 726540503 312 20,800 defined 01, 02 20,800 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PLANTRONICS INC Common Stock 727493108 1,333 21,300 defined 01, 02 21,300 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PLATINUM SOFTWARE CORP Common Stock 72764R105 426 57,700 defined 01, 02 57,700 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PLATINUM TECHNOLOGY INTL INC Common Stock 72764T101 2,933 115,000 defined 01, 02 115,000 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PLAYERS INTERNATIONAL INC Common Stock 727903106 249 39,800 defined 01, 02 39,800 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PLAYBOY ENTERPRISES -CL B Common Stock 728117300 266 11,800 defined 01, 02 11,800 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PLAYTEX PRODUCTS INC Common Stock 72813P100 433 28,600 defined 01, 02 28,600 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PLEXUS CORP Common Stock 729132100 527 18,900 defined 01, 02 18,900 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
POE & BROWN INC Common Stock 730444106 272 8,200 defined 01, 02 8,200 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
POGO PRODUCING CO Common Stock 730448107 649 49,900 defined 01, 02 49,900 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
POHANG IRON & STEEL CO ADR 730450103 5,044 282,200 defined 01, 02 282,200 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
POLARIS INDS INC Common Stock 731068102 1,013 31,900 defined 01, 02 31,900 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
POLAROID CORP Common Stock 731095105 1,105 54,761 defined 01, 02 54,761 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
POLICY MANAGEMENT SYSTEMS CP Common Stock 731108106 1,269 41,440 defined 01, 02 41,440 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
POLO RALPH LAUREN CORP Common Stock 731572103 560 28,200 defined 01, 02 28,200 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
POLYMER GROUP INC Common Stock 731745105 198 21,400 defined 01, 02 21,400 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
POMEROY COMPUTER RESOURCES Common Stock 731822102 160 12,300 defined 01, 02 12,300 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
POOL ENERGY SERVICES CO Common Stock 732788104 400 26,100 defined 01, 02 26,100 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
POPE & TALBOT INC Common Stock 732827100 106 16,700 defined 01, 02 16,700 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
POPE RESOURCES/DE -LP Common Stock 732857107 24 800 defined 01, 02 800 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
POPULAR INC Common Stock 733174106 3,838 124,300 defined 01, 02 124,300 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PORTUGAL TELECOM S.A. ADR 737273102 5,891 134,450 defined 01, 02 134,450 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- -----------------------------------------------------------------------------------------------------------------------------------
POSSIS MEDICAL INC Common Stock 737407106 14 1,400 defined 01, 02 1,400 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
POST PROPERTIES INC Common Stock 737464107 1,328 36,643 defined 01, 02 36,643 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
POTASH CORP SASK INC Common Stock 73755L107 1,546 28,898 defined 01, 02 28,898 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
POTLATCH CORP Common Stock 737628107 1,221 35,970 defined 01, 02 35,970 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
POTOMAC ELECTRIC POWER Common Stock 737679100 3,158 136,196 defined 01, 02 136,196 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
POWERGEN PLC ADR 738905405 5,420 119,450 defined 01, 02 119,450 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
POWERHOUSE TECHNOLOGIES INC Common Stock 739323103 33 1,900 defined 01, 02 1,900 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
POWERWAVE TECHNOLOGIES INC Common Stock 739363109 99 3,500 defined 01, 02 3,500 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
POWERTEL COMMUNICATIONS INC Common Stock 73936C109 83 5,800 defined 01, 02 5,800 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
PREMIER BANCSHARES INC Common Stock 739909109 608 30,800 defined 01, 02 30,800 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
PRAXAIR INC Common Stock 74005P104 7,149 198,250 defined 01, 02 198,250 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
PREPAID LEGAL SERVICES INC Common Stock 740065107 715 29,200 defined 01, 02 29,200 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
PRECISION CASTPARTS CORP Common Stock 740189105 1,134 28,178 defined 01, 02 28,178 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
PRECISION DRILLING CORP Common Stock 74022D100 358 27,500 defined 01, 02 27,500 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
PRECISION RESPONSE CORP Common Stock 740314109 8 2,500 defined 01, 02 2,500 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
PREMARK INTERNATIONAL INC Common Stock 740459102 2,339 71,000 defined 01, 02 71,000 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
PREMIER FARNELL PLC ADR 74050U107 591 95,544 defined 01, 02 95,544 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
PREMIER OIL PLC ADR 740536107 140 61,824 defined 01, 02 61,824 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
PREMIER NATIONAL BANCORP Common Stock 74053F107 34 2,281 defined 01, 02 2,281 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
PREMIER PARKS INC Common Stock 740540208 1,497 40,200 defined 01, 02 40,200 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
PREMISYS COMMUNICATIONS INC Common Stock 740584107 126 14,600 defined 01, 02 14,600 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
PREMIERE TECHNOLOGIES INC Common Stock 74058F102 144 12,628 defined 01, 02 12,628 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
PRENTISS PROPERTIES Common Stock 740706106 767 40,900 defined 01, 02 40,900 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
PRESIDENTIAL LIFE CORP Common Stock 740884101 423 23,600 defined 01, 02 23,600 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
PRESSTEK INC Common Stock 741113104 154 19,500 defined 01, 02 19,500 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
PREVIEW TRAVEL INC Common Stock 74137R101 106 5,600 defined 01, 02 5,600 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
PRICE ENTERPRISES INC Common Stock 741444202 119 21,430 defined 01, 02 21,430 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
PRICE ENTERPRISES INC Preferred Stock 741444301 149 10,200 defined 01, 02 10,200 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
PRICE (T. ROWE) ASSOCIATES Common Stock 741477103 4,741 137,925 defined 01, 02 137,925 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 Common Stock 741570105 375 42,810 defined 01, 02 42,810 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
K III COMMUNICATIONS CORP Common Stock 74157K101 1,273 90,900 defined 01, 02 90,900 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
PRIME GROUP REALTY TRUST Common Stock 74158J103 215 16,200 defined 01, 02 16,200 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
PRIMEX TECHNOLOGIES Common Stock 741597108 106 5,100 defined 01, 02 5,100 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
PRIMARK CORP Common Stock 741903108 557 26,200 defined 01, 02 26,200 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
PRIME BANCORP INC Common Stock 741914105 72 2,900 defined 01, 02 2,900 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
PRIME HOSPITALITY CORP Common Stock 741917108 647 65,100 defined 01, 02 65,100 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
PRIMUS TELECOMMUNICATIONS Common Stock 741929103 145 14,272 defined 01, 02 14,272 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
PRIDE INTERNATIONAL INC Common Stock 741932107 518 62,800 defined 01, 02 62,800 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
PRISON REALTY CORP Common Stock 74264N105 1,827 104,800 defined 01, 02 104,800 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
PRIORITY HEALTHCARE CORP CL B Common Stock 74264T102 763 16,860 defined 01, 02 16,860 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
PROBUSINESS SERVICES INC Common Stock 742674104 191 4,550 defined 01, 02 4,550 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
PROCTER & GAMBLE CO Common Stock 742718109 164,409 1,678,709 defined 01, 02 1,678,709 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
PRODIGY Common Stock 74283P107 38 1,000 defined 01, 02 1,000 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
</TABLE>
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- ------------------------------------------------------------------------------------------------------------------------------------
PROFESSIONAL DETAILING Common Stock 74312N107 13 500 defined 01, 02 500 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PROFIT RECOVERY GRP INTL INC Common Stock 743168106 502 12,700 defined 01, 02 12,700 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PROGRESS SOFTWARE CORP Common Stock 743312100 839 24,600 defined 01, 02 24,600 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PROGRESSIVE CORP-OHIO Common Stock 743315103 12,938 90,157 defined 01, 02 90,157 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PROJECT SOFTWARE & DEV INC Common Stock 74339P101 149 6,100 defined 01, 02 6,100 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PROLOGIS TRUST Common Stock 743410102 2,577 125,700 defined 01, 02 125,700 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PROMEDCO MANAGEMENT CO Common Stock 74342L105 21 4,500 defined 01, 02 4,500 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PROMUS HOTEL CORP Common Stock 74342P106 3,573 98,230 defined 01, 02 98,230 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PROTECTION ONE INC Common Stock 743663304 64 10,200 defined 01, 02 10,200 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PROTECTIVE LIFE CORP Common Stock 743674103 2,799 73,900 defined 01, 02 73,900 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PROTEIN DESIGN LABS INC Common Stock 74369L103 441 29,300 defined 01, 02 29,300 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PROVANT INC Common Stock 743724106 75 4,200 defined 01, 02 4,200 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PROVIDENCE ENERGY CORP Common Stock 743743106 51 2,800 defined 01, 02 2,800 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PROVIDENT BANKSHARES CORP Common Stock 743859100 784 30,022 defined 01, 02 30,022 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PROVIDENT COMPANIES INC Common Stock 743862104 5,830 168,685 defined 01, 02 168,685 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PROVIDENT FINANCIAL GROUP Common Stock 743866105 1,888 49,200 defined 01, 02 49,200 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PROVINCE HEALTHCARE Common Stock 743977100 150 8,100 defined 01, 02 8,100 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PROVIDIAN FINANCIAL CORP Common Stock 74406A102 19,606 178,236 defined 01, 02 178,236 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PROXIM INC Common Stock 744284100 115 4,000 defined 01, 02 4,000 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PROXYMED INC Common Stock 744290107 27 2,000 defined 01, 02 2,000 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PRUDENTIAL ADR 74435K204 17,730 270,350 defined 01, 02 270,350 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PSINET INC Common Stock 74437C101 1,630 38,300 defined 01, 02 38,300 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PUBLIC SERVICE CO OF N MEX Common Stock 744499104 813 47,799 defined 01, 02 47,799 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PUBLIC SERVICE CO OF N C Common Stock 744516105 721 25,400 defined 01, 02 25,400 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PUBLIC SERVICE ENTRP Common Stock 744573106 10,652 278,939 defined 01, 02 278,939 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PUBLIC STORAGE INC Common Stock 74460D109 2,949 117,950 defined 01, 02 117,950 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PUERTO RICAN CEMENT CO INC Common Stock 745075101 103 3,200 defined 01, 02 3,200 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PUGET SOUND POWER & LIGHT Common Stock 745332106 2,241 97,173 defined 01, 02 97,173 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
PULTE CORP Common Stock 745867101 1,116 53,600 defined 01, 02 53,600 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
Q.P. CORP. ADR 746941103 857 54,600 defined 01, 02 54,600 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
QRS CORP Common Stock 74726X105 526 8,400 defined 01, 02 8,400 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
QLOGIC CORP Common Stock 747277101 671 10,000 defined 01, 02 10,000 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
QUADRAMED CORP Common Stock 74730W101 21 2,800 defined 01, 02 2,800 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
QUAKER CHEMICAL CORP Common Stock 747316107 155 11,000 defined 01, 02 11,000 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
QUAKER OATS CO Common Stock 747402105 10,736 172,460 defined 01, 02 172,460 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
QUALCOMM INC Common Stock 747525103 10,237 82,305 defined 01, 02 82,305 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
QUANEX CORP Common Stock 747620102 273 17,600 defined 01, 02 17,600 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
QUANTA SVCS INC Common Stock 74762E102 8 300 defined 01, 02 300 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
QUANTUM CORP Common Stock 747906105 3,475 193,062 defined 01, 02 193,062 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
QUEBECOR PRINTING INC Common Stock 747922102 918 40,000 defined 01, 02 40,000 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
QUEENS COUNTY BANCORP INC Common Stock 748242104 717 26,550 defined 01, 02 26,550 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
QUEST DIAGNOSTICS Common Stock 74834L100 529 23,783 defined 01, 02 23,783 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
QUESTAR CORP Common Stock 748356102 1,597 94,312 defined 01, 02 94,312 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
QUIKSILVER INC Common Stock 74838C106 330 7,800 defined 01, 02 7,800 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
QUICKTURN DESIGN SYSTEMS INC Common Stock 74838E102 147 10,400 defined 01, 02 10,400 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- ------------------------------------------------------------------------------------------------------------------------------------
QUILMES INDL QUINSA SOCIETE ADR 74838Y108 704 74,600 defined 01, 02 74,600 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
QUINENCO SA ADR 748718103 639 64,300 defined 01, 02 64,300 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
QUINTILES TRANSNATIONAL CORP Common Stock 748767100 5,391 142,804 defined 01, 02 142,804 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
QUORUM HEALTH GROUP INC Common Stock 749084109 916 91,573 defined 01, 02 91,573 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
QWEST COMMNC INTL INC Common Stock 749121109 2,099 29,113 defined 01, 02 29,113 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
R&B FALCON CORP Common Stock 74912E101 1,003 116,336 defined 01, 02 116,336 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
R&G FINANCIAL CORP -CL B Common Stock 749136107 35 1,800 defined 01, 02 1,800 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
RCM TECHNOLOGIES INC Common Stock 749360400 15 1,400 defined 01, 02 1,400 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
RCN CORP Common Stock 749361101 1,326 39,500 defined 01, 02 39,500 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
RFS HOTEL INVESTORS INC Common Stock 74955J108 301 26,000 defined 01, 02 26,000 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
R H DONNELLEY Common Stock 74955w307 204 13,200 defined 01, 02 13,200 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
RLI CORP Common Stock 749607107 185 6,318 defined 01, 02 6,318 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
RJR NABISCO HLDGS CORP Common Stock 74960K876 10,133 405,300 defined 01, 02 405,300 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
RPC INC Common Stock 749660106 124 19,200 defined 01, 02 19,200 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
RPM INC-OHIO Common Stock 749685103 1,686 126,658 defined 01, 02 126,658 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
RMI TITANIUM CO Common Stock 74973W107 256 25,600 defined 01, 02 25,600 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
RWD TECHNOLOGIES INC Common Stock 74975B101 58 3,300 defined 01, 02 3,300 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
RWE AG ADR 74975E303 10,442 235,900 defined 01, 02 235,900 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
RACAL ELECTRS PLC ADR 749815403 1,283 99,500 defined 01, 02 99,500 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
RF MICRO DEVICES INC Common Stock 749941100 794 8,300 defined 01, 02 8,300 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
RACING CHAMPIONS CORP Common Stock 750069106 26 2,400 defined 01, 02 2,400 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
RADISYS CORP Common Stock 750459109 34 1,100 defined 01, 02 1,100 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
RAILTEX INC Common Stock 750766107 130 11,400 defined 01, 02 11,400 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
RAINBOW TECHNOLOGIES INC Common Stock 750862104 53 5,250 defined 01, 02 5,250 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
RAINFOREST CAFE INC Common Stock 75086K104 51 10,200 defined 01, 02 10,200 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
RAMBUS INC Common Stock 750917106 393 6,100 defined 01, 02 6,100 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
RALCORP HOLDINGS INC Common Stock 751028101 737 38,800 defined 01, 02 38,800 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
RALSTON PURINA GROUP Common Stock 751277302 11,022 413,010 defined 01, 02 413,010 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
RAMCO ENERGY PLC ADR 75144Q101 164 33,600 defined 01, 02 33,600 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
RAMCO-GERSHENSON PROPERTIES Common Stock 751452202 113 7,100 defined 01, 02 7,100 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
RANGER OIL LTD Common Stock 752805101 577 144,190 defined 01, 02 144,190 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
RANK GROUP PLC ADR 753037100 2,272 293,161 defined 01, 02 293,161 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
RARE HOSPITALITY INTL INC Common Stock 753820109 22 1,600 defined 01, 02 1,600 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
RATIONAL SOFTWARE CORP Common Stock 75409P202 3,133 116,848 defined 01, 02 116,848 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
RAUMA OY ADR 754183101 372 31,300 defined 01, 02 31,300 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
RAYCHEM CORP Common Stock 754603108 2,193 97,182 defined 01, 02 97,182 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
RAYMOND JAMES FINANCIAL CORP Common Stock 754730109 1,179 59,675 defined 01, 02 59,675 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
RAYONIER INC Common Stock 754907103 1,274 31,807 defined 01, 02 31,807 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
RAYOVAC Common Stock 755081106 424 15,400 defined 01, 02 15,400 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
RAYTHEON CO Common Stock 755111309 575 9,954 defined 01, 02 9,954 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
RAYTHEON CO Common Stock 755111408 24,593 419,497 defined 01, 02 419,497 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
READ-RITE CORP Common Stock 755246105 403 61,100 defined 01, 02 61,100 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
READER'S DIGEST ASSN B Common Stock 755267200 2,384 86,700 defined 01, 02 86,700 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
REALNETWORKS INC Common Stock 75605L104 1,796 14,700 defined 01, 02 14,700 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
REALTY INCOME CORP Common Stock 756109104 586 27,900 defined 01, 02 27,900 0 0
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</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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RECKSON ASSOCS RLTY CORP Common Stock 75621K106 841 40,900 defined 01, 02 40,900 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
RECOTON CORP Common Stock 756268108 104 7,400 defined 01, 02 7,400 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
RED ROOF INNS INC Common Stock 757005103 306 19,400 defined 01, 02 19,400 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
REEBOK INTERNATIONAL LTD Common Stock 758110100 1,108 69,790 defined 01, 02 69,790 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
REED INTL PLC ADR 758212872 7,096 199,900 defined 01, 02 199,900 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
REGAL BELOIT Common Stock 758750103 470 26,000 defined 01, 02 26,000 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
REGENERON PHARMACEUT Common Stock 75886F107 280 42,200 defined 01, 02 42,200 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
REGIS CORP/MN Common Stock 758932107 1,193 44,800 defined 01, 02 44,800 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
REGENCY REALTY CORP Common Stock 758939102 489 26,100 defined 01, 02 26,100 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
REGIONS FINL CORP Common Stock 758940100 9,527 275,143 defined 01, 02 275,143 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
REINSURANCE GROUP AMER INC Common Stock 759351109 1,178 27,675 defined 01, 02 27,675 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
RELIANCE BANCORP INC Common Stock 759451107 164 5,700 defined 01, 02 5,700 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
RELIANCE GROUP HOLDINGS Common Stock 759464100 619 80,518 defined 01, 02 80,518 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
RELIANCE STEEL & ALUMINUM CO Common Stock 759509102 657 22,800 defined 01, 02 22,800 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
RELTEC Common Stock 759527104 465 15,800 defined 01, 02 15,800 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
RELIANT ENERGY Common Stock 75952J108 9,225 353,944 defined 01, 02 353,944 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
RELIASTAR FINANCIAL CORP Common Stock 75952U103 4,457 104,567 defined 01, 02 104,567 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
REMEC INC Common Stock 759543101 67 3,200 defined 01, 02 3,200 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
REMEDY CORP Common Stock 759548100 165 11,800 defined 01, 02 11,800 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
REMINGTON OIL & GAS CORP Common Stock 759594302 73 25,300 defined 01, 02 25,300 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
REGISTRY INC Common Stock 75968A109 83 13,400 defined 01, 02 13,400 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
REPUBLIC BANCSHARES INC Common Stock 759929102 15 700 defined 01, 02 700 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
RENAL CARE GROUP INC Common Stock 759930100 1,290 65,725 defined 01, 02 65,725 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
RENTERS CHOICE INC Common Stock 76009N100 474 16,500 defined 01, 02 16,500 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
RENT WAY INC Common Stock 76009U104 74 3,100 defined 01, 02 3,100 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
RENTAL SERVICE CORP Common Stock 76009V102 159 9,100 defined 01, 02 9,100 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
RENTOKIL INITIAL PLC ADR 760125104 12,526 202,200 defined 01, 02 202,200 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
REPSOL SA ADR 76026T205 10,678 208,350 defined 01, 02 208,350 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
REPUBLIC BANCORP INC Common Stock 760282103 213 16,376 defined 01, 02 16,376 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
REPUBLIC GYPSUM CO Common Stock 760473108 221 14,650 defined 01, 02 14,650 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
REPUBLIC NEW YORK CORP Common Stock 760719104 6,160 133,546 defined 01, 02 133,546 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
REPUBLIC SEC FINL CORP Common Stock 760758102 263 28,385 defined 01, 02 28,385 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
REPUBLIC SERVICES INC Common Stock 760759100 1,297 80,100 defined 01, 02 80,100 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
RES-CARE INC Common Stock 760943100 164 7,275 defined 01, 02 7,275 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
RESMED INC Common Stock 761152107 31 1,100 defined 01, 02 1,100 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
RESORTQUEST INTERNATIONAL Common Stock 761183102 48 3,000 defined 01, 02 3,000 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
RESORTS WORLD ADR 761191105 756 153,400 defined 01, 02 153,400 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
RESOUND CORP Common Stock 761194109 96 25,600 defined 01, 02 25,600 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
RESOURCE AMERICA INC Common Stock 761195205 28 3,300 defined 01, 02 3,300 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
RESOURCE BANCSHARES MTG GRP Common Stock 761197102 142 11,066 defined 01, 02 11,066 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
RESPIRONICS INC Common Stock 761230101 571 43,318 defined 01, 02 43,318 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
REUTERS GROUP PLC ADR 76132M102 14,444 166,262 defined 01, 02 166,262 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
REVLON Common Stock 761525500 285 13,800 defined 01, 02 13,800 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
REXALL SUNDOWN INC Common Stock 761648104 940 49,000 defined 01, 02 49,000 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
REXAM PLC ADR 761655307 1,096 313,046 defined 01, 02 313,046 0 0
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</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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REYNOLDS & REYNOLDS -CL A Common Stock 761695105 1,682 88,517 defined 01, 02 88,517 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
REYNOLDS METALS CO Common Stock 761763101 3,892 80,559 defined 01, 02 80,559 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
RHODIA ADR 762397107 1,774 121,300 defined 01, 02 121,300 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
RHONE-POULENC SA ADR 762426609 9,376 213,100 defined 01, 02 213,100 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
RICHFOOD HOLDINGS INC Common Stock 763408101 1,283 59,491 defined 01, 02 59,491 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
RICOH CO LTD ADR 765658307 4,810 92,100 defined 01, 02 92,100 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
RIGGS NATL CORP WASH D C Common Stock 766570105 643 38,100 defined 01, 02 38,100 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
RIO ALGOM LTD Common Stock 766889109 368 34,800 defined 01, 02 34,800 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
RIO TINTO LTD ADR 767202104 5,863 105,330 defined 01, 02 105,330 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
RIO TINTO PLC ADR 767204100 10,402 189,135 defined 01, 02 189,135 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
RISK CAPITAL RE, INC. Common Stock 767711104 210 13,900 defined 01, 02 13,900 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
RITCHIE BROS AUCTIONEERS INC Common Stock 767744105 323 9,600 defined 01, 02 9,600 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
RITE AID CORP Common Stock 767754104 8,829 353,142 defined 01, 02 353,142 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
RIVIANA FOODS INC Common Stock 769536103 252 10,800 defined 01, 02 10,800 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
ROADWAY EXPRESS Common Stock 769742107 242 14,172 defined 01, 02 14,172 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
ROBBINS & MYERS INC Common Stock 770196103 236 13,600 defined 01, 02 13,600 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
ROBERT HALF INTL INC Common Stock 770323103 3,444 104,967 defined 01, 02 104,967 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
ROBERTS PHARMACEUTICAL CORP Common Stock 770491108 1,021 49,200 defined 01, 02 49,200 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
ROCHE HOLDINGS LTD ADR 771195104 58,721 481,527 defined 01, 02 481,527 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
ROCHESTER GAS & ELECTRIC Common Stock 771367109 653 25,500 defined 01, 02 25,500 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
ROCK-TENN COMPANY Common Stock 772739207 329 21,400 defined 01, 02 21,400 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
ROCKWELL INTL CORP Common Stock 773903109 10,062 237,097 defined 01, 02 237,097 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
ROGERS CANTEL MOBILE INC CL B Common Stock 775102205 285 15,800 defined 01, 02 15,800 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
ROGERS CORP Common Stock 775133101 94 3,800 defined 01, 02 3,800 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
ROHM & HAAS CO Common Stock 775371107 6,989 208,227 defined 01, 02 208,227 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
UNR INDUSTRIES INC Common Stock 775381106 74 33,400 defined 01, 02 33,400 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
ROLLINS INC Common Stock 775711104 588 34,945 defined 01, 02 34,945 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
ROLLINS TRUCK LEASING Common Stock 775741101 687 72,812 defined 01, 02 72,812 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
ROLLS-ROYCE ADR 775781206 3,708 173,500 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 900 37,700 defined 01, 02 37,700 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
ROSLYN BANCORP INC Common Stock 778162107 696 41,255 defined 01, 02 41,255 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
ROSS STORES INC Common Stock 778296103 2,322 53,000 defined 01, 02 53,000 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
ROSTELECOM ADR 778529107 381 81,300 defined 01, 02 81,300 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
ROUGE INDUSTRIES INC Common Stock 779088103 46 5,200 defined 01, 02 5,200 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
ROUSE CO Common Stock 779273101 1,816 81,850 defined 01, 02 81,850 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
ROWAN COS INC Common Stock 779382100 1,325 104,467 defined 01, 02 104,467 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
ROYAL GROUP TECHNOLOGIES LTD Common Stock 779915107 1,032 41,800 defined 01, 02 41,800 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
ROYAL & SUN ALLIANCE INSURANCE GRP ADR 78004V103 8,041 170,000 defined 01, 02 170,000 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
ROYAL APPLIANCE MFG CO Common Stock 780076105 93 24,700 defined 01, 02 24,700 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
ROYAL BANK OF CANADA Common Stock 780087102 9,683 205,200 defined 01, 02 205,200 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
ROYAL DUTCH PET -NY REG Common Stock 780257804 139,223 2,677,373 defined 01, 02 2,677,373 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
ROYAL NEDLLOYD GROUP ADR 780349304 345 29,800 defined 01, 02 29,800 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
ROYAL KPN NV ADR 780641205 12,990 327,302 defined 01, 02 327,302 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
RUBY TUESDAYS Common Stock 781182100 706 40,650 defined 01, 02 40,650 0 0
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</TABLE>
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
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RUDDICK CORP Common Stock 781258108 1,046 53,666 defined 01, 02 53,666 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
RURAL/METRO CORP Common Stock 781748108 143 18,000 defined 01, 02 18,000 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
RUSS BERRIE & CO INC Common Stock 782233100 713 27,500 defined 01, 02 27,500 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
RUSSELL CORP Common Stock 782352108 906 45,035 defined 01, 02 45,035 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
RYANAIR HOLDINGS PLC ADR 783513104 937 23,000 defined 01, 02 23,000 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
RYAN'S FAMILY STK HOUSES INC Common Stock 783519101 600 49,760 defined 01, 02 49,760 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
RYDER SYSTEM INC Common Stock 783549108 2,473 89,534 defined 01, 02 89,534 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
RYERSON TULL INC Common Stock 78375P107 421 28,643 defined 01, 02 28,643 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
RYLAND GROUP INC Common Stock 783764103 461 18,200 defined 01, 02 18,200 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
S & T BANCORP INC Common Stock 783859101 314 16,400 defined 01, 02 16,400 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SBC COMMUNICATIONS INC Common Stock 78387G103 116,711 2,473,348 defined 01, 02 2,473,348 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SCB COMPUTER TECHNOLOGY INC Common Stock 78388N107 34 7,500 defined 01, 02 7,500 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SCI SYSTEMS INC Common Stock 783890106 2,050 69,200 defined 01, 02 69,200 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SCM MICROSYSTEMS INC Common Stock 784018103 188 3,100 defined 01, 02 3,100 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SCPIE HOLDINGS INC. Common Stock 78402P104 92 3,400 defined 01, 02 3,400 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SDL INC Common Stock 784076101 427 4,700 defined 01, 02 4,700 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SEI CORP Common Stock 784117103 2,054 22,200 defined 01, 02 22,200 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SEMCO EMERGY INC Common Stock 78412D109 125 8,143 defined 01, 02 8,143 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SFX ENTERTAINMENT Common Stock 784178105 1,072 16,600 defined 01, 02 16,600 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SGL CARBON AG ADR 784188203 619 44,200 defined 01, 02 44,200 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SJW CORP Common Stock 784305104 104 1,600 defined 01, 02 1,600 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SKF AB ADR 784375404 1,130 80,000 defined 01, 02 80,000 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SK TELECOM CO ADR 78440P108 5,075 416,448 defined 01, 02 416,448 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SL GREEN REALTY CORP Common Stock 78440X101 468 24,900 defined 01, 02 24,900 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SLM HOLDING CORP Common Stock 78442A109 8,719 208,836 defined 01, 02 208,836 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SLI INC Common Stock 78442T108 396 18,850 defined 01, 02 18,850 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SM&A CORP Common Stock 784432106 23 2,000 defined 01, 02 2,000 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SPS TECHNOLOGIES INC Common Stock 784626103 616 15,700 defined 01, 02 15,700 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SPSS INC Common Stock 78462K102 51 3,100 defined 01, 02 3,100 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SPX CORP Common Stock 784635104 1,769 35,070 defined 01, 02 35,070 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
S3 INCORPORATED Common Stock 784849101 479 63,800 defined 01, 02 63,800 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SPR INC. Common Stock 784922106 13 3,150 defined 01, 02 3,150 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SAATCHI & SAATCHI PLC ADR 785144205 430 25,810 defined 01, 02 25,810 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SABINE ROYALTY TRUST Common Stock 785688102 96 6,900 defined 01, 02 6,900 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SABRATEK Common Stock 78571U108 38 2,500 defined 01, 02 2,500 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SABRE GROUP HOLDINGS Common Stock 785905100 617 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 6,882 170,191 defined 01, 02 170,191 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SAFEGUARD SCIENTIFICS INC Common Stock 786449108 1,350 20,000 defined 01, 02 20,000 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SAFESKIN CORP Common Stock 786454108 506 68,000 defined 01, 02 68,000 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SAFETY KLEEN CORP NEW Common Stock 78648R203 391 29,523 defined 01, 02 29,523 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SAFEWAY INC Common Stock 786514208 31,393 611,793 defined 01, 02 611,793 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SAGA COMMUNICATIONS -CL A Common Stock 786598102 93 5,218 defined 01, 02 5,218 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SAGA PETROLEUM ADR 786609206 853 80,300 defined 01, 02 80,300 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
ST FRANCIS CAP CORP Common Stock 789374105 133 3,100 defined 01, 02 3,100 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- ------------------------------------------------------------------------------------------------------------------------------------
ST GEORGE BANK LTD ADR 789547106 1,989 153,100 defined 01, 02 153,100 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
ST JOE CORP Common Stock 790148100 2,117 87,300 defined 01, 02 87,300 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
ST JOHN KNITS INC Common Stock 790289102 541 20,500 defined 01, 02 20,500 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
ST JOSEPH LIGHT & POWER Common Stock 790654107 110 5,400 defined 01, 02 5,400 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
ST JUDE MEDICAL INC Common Stock 790849103 2,812 115,352 defined 01, 02 115,352 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
ST MARY LAND & EXPLOR CO Common Stock 792228108 235 13,500 defined 01, 02 13,500 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
ST PAUL BANCORP INC Common Stock 792848103 1,121 51,768 defined 01, 02 51,768 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
ST PAUL COS Common Stock 792860108 9,107 293,193 defined 01, 02 293,193 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SAKS INC Common Stock 79377W108 4,278 164,549 defined 01, 02 164,549 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SALTON/MAXIM HOUSEWARES INC Common Stock 795757103 59 2,400 defined 01, 02 2,400 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SAN MIGUEL ADR 799085501 2,935 176,336 defined 01, 02 176,336 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SANCHEZ COMPUTER ASSOCS INC Common Stock 799702105 60 2,600 defined 01, 02 2,600 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SANDERSON FARMS INC Common Stock 800013104 101 8,400 defined 01, 02 8,400 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SANDISK CORP Common Stock 80004C101 262 9,900 defined 01, 02 9,900 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SANDVIK ADR 800212201 3,940 197,550 defined 01, 02 197,550 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SANDY SPRING BANCORP INC Common Stock 800363103 109 4,000 defined 01, 02 4,000 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SANMINA CORP Common Stock 800907107 4,618 72,442 defined 01, 02 72,442 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SANGSTAT MEDICAL CORP Common Stock 801003104 135 10,900 defined 01, 02 10,900 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SANTA CRUZ OPERATION INC Common Stock 801833104 56 10,300 defined 01, 02 10,300 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SANTA ISABLE S.A. ADR 802233106 110 12,600 defined 01, 02 12,600 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SANTOS LTD ADR 803021609 1,147 95,600 defined 01, 02 95,600 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SANYO ELECTRIC CO LTD ADR 803038306 4,797 277,100 defined 01, 02 277,100 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SAP AG ADR 803054204 10,951 416,204 defined 01, 02 416,204 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SAPIENT Common Stock 803062108 1,435 20,100 defined 01, 02 20,100 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SAPPI LIMITED ADR 803069202 549 12,800 defined 01, 02 12,800 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SARA LEE CORP Common Stock 803111103 28,555 1,153,756 defined 01, 02 1,153,756 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SASOL LTD ADR 803866300 1,995 409,250 defined 01, 02 409,250 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SAUER INC Common Stock 804137107 208 20,000 defined 01, 02 20,000 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SAUL CENTERS INC Common Stock 804395101 192 13,100 defined 01, 02 13,100 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SAVILLE SYSTEMS IRELAND PLC ADR 805174109 310 25,300 defined 01, 02 25,300 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SAWAKO CORP ADR 805444205 5 949 defined 01, 02 949 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SAWTEK INC Common Stock 805468105 439 13,000 defined 01, 02 13,000 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SBARRO INC Common Stock 805844107 630 23,653 defined 01, 02 23,653 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SCANA CORP Common Stock 805898103 2,584 119,131 defined 01, 02 119,131 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SCHAWK INC -CL A Common Stock 806373106 99 10,200 defined 01, 02 10,200 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
HENRY SCHEIN Common Stock 806407102 483 19,125 defined 01, 02 19,125 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SCHERING-PLOUGH Common Stock 806605101 112,472 2,035,699 defined 01, 02 2,035,699 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SCHLUMBERGER LTD Common Stock 806857108 41,183 684,241 defined 01, 02 684,241 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SCHOLASTIC CORP Common Stock 807066105 923 18,885 defined 01, 02 18,885 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SCHOOL SPECIALITY INC Common Stock 807863105 41 2,118 defined 01, 02 2,118 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SCHULER HOMES INC Common Stock 808188106 72 12,000 defined 01, 02 12,000 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SCHULMAN (A.) INC Common Stock 808194104 503 36,954 defined 01, 02 36,954 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SCHWAB (CHARLES) CORP Common Stock 808513105 48,467 504,204 defined 01, 02 504,204 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SCHWARZ PHARMA ADR 808533103 361 12,600 defined 01, 02 12,600 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SCHWEITZER MAUDUIT INTL INC Common Stock 808541106 228 19,800 defined 01, 02 19,800 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- ------------------------------------------------------------------------------------------------------------------------------------
SCIENTIFIC-ATLANTA INC Common Stock 808655104 2,562 94,031 defined 01, 02 94,031 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SCIENTIFIC GAMES HLDGS CORP Common Stock 808747109 137 7,700 defined 01, 02 7,700 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SCIOS NOVA INC Common Stock 808905103 304 33,549 defined 01, 02 33,549 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SCITEX CORP LTD -ORD Common Stock 809090103 301 29,900 defined 01, 02 29,900 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SCOR GROUP ADR 80917Q106 1,063 20,900 defined 01, 02 20,900 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SCOTSMAN INDUSTRIES INC Common Stock 809340102 95 5,500 defined 01, 02 5,500 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SCOTT TECHNOLOGIES Common Stock 810022301 386 22,200 defined 01, 02 22,200 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SCOTTISH HYDRO-ELECTRIC ADR 81012K309 2,488 27,400 defined 01, 02 27,400 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SCOTTISH POWER ADR 81013T705 6,429 182,700 defined 01, 02 182,700 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SCOTTS COMPANY Common Stock 810186106 845 22,600 defined 01, 02 22,600 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SCRIPPS (E W) CO -CL A Common Stock 811054204 1,894 42,800 defined 01, 02 42,800 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SEA CONTAINERS LTD -CL A Common Stock 811371707 127 4,400 defined 01, 02 4,400 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SEABOARD CORP Common Stock 811543107 328 1,100 defined 01, 02 1,100 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SEAGATE TECHNOLOGY Common Stock 811804103 9,036 305,655 defined 01, 02 305,655 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SEAGRAM CO LTD Common Stock 811850106 24,757 495,147 defined 01, 02 495,147 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SEACOR HLDGS INC Common Stock 811904101 845 15,700 defined 01, 02 15,700 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SEALED AIR CORP Common Stock 81211K100 5,147 104,635 defined 01, 02 104,635 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SEARS ROEBUCK & CO Common Stock 812387108 21,682 479,816 defined 01, 02 479,816 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SECURE COMPUTING CORP Common Stock 813705100 66 6,300 defined 01, 02 6,300 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SECURITY CAP GROUP INC Common Stock 81413P105 350 500 defined 01, 02 500 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SECURITY DYNAMICS TECH INC Common Stock 814208104 499 26,800 defined 01, 02 26,800 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SEGA ENTERPRISES ADR 815793104 1,034 227,950 defined 01, 02 227,950 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SEITEL INC Common Stock 816074306 404 29,000 defined 01, 02 29,000 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SELECT APPOINTMENTS ADR 81617E203 827 31,000 defined 01, 02 31,000 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SELECTIVE INS GROUP INC Common Stock 816300107 619 35,100 defined 01, 02 35,100 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SEMTECH CORP Common Stock 816850101 102 3,200 defined 01, 02 3,200 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SEMPRA ENERGY Common Stock 816851109 5,733 298,790 defined 01, 02 298,790 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SENETEK PLC ADR 817209307 4 2,700 defined 01, 02 2,700 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SENSORMATIC ELECTRONICS Common Stock 817265101 819 86,168 defined 01, 02 86,168 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SEPRACOR INC Common Stock 817315104 3,983 35,485 defined 01, 02 35,485 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SEQUA CORP -CL A Common Stock 817320104 604 12,029 defined 01, 02 12,029 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SEQUA CORPORATION Common Stock 817320203 102 1,500 defined 01, 02 1,500 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SEQUENT COMPUTER SYSTEMS INC Common Stock 817338106 453 49,956 defined 01, 02 49,956 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SEROLOGICALS CORP Common Stock 817523103 206 15,200 defined 01, 02 15,200 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SERVICE CORP INTERNATIONAL Common Stock 817565104 4,839 339,567 defined 01, 02 339,567 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SERVICE EXPERTS INC Common Stock 817567100 292 21,600 defined 01, 02 21,600 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SERVICEMASTER CO Common Stock 81760N109 2,209 108,750 defined 01, 02 108,750 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SHANDONG HUANENG PWR DEV LTD S ADR 819419102 151 40,200 defined 01, 02 40,200 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SHANGHAI CHLOR-ALKALI CHEMICAL ADR 819422106 5 8,100 defined 01, 02 8,100 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SHANGHAI ERFANGJI ADR 819423104 1 2,250 defined 01, 02 2,250 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SHANGHAI PETROCHEM LTD ADR 819424102 499 46,400 defined 01, 02 46,400 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SHANGHAI TYRE & RUBR LTD ADR 819425109 6 6,740 defined 01, 02 6,740 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SHARED MEDICAL SYSTEMS CORP Common Stock 819486101 1,827 32,800 defined 01, 02 32,800 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SHAW INDUSTRIES INC Common Stock 820286102 2,990 161,647 defined 01, 02 161,647 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SHAW COMMUNICATIONS B Common Stock 82028K200 1,278 39,700 defined 01, 02 39,700 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- ------------------------------------------------------------------------------------------------------------------------------------
SHELL TRAN&TRADE -NY SH ADR 822703609 47,918 1,179,532 defined 01, 02 1,179,532 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SHERWIN-WILLIAMS CO Common Stock 824348106 6,036 214,619 defined 01, 02 214,619 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SHILOH INDUSTRIES INC Common Stock 824543102 94 7,900 defined 01, 02 7,900 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SHIRE PHARMACUTICALS GROUP ADR 82481R106 732 32,100 defined 01, 02 32,100 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SHISEIDO CO LTD ADR 824841407 3,942 284,650 defined 01, 02 284,650 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SHOPKO STORES INC Common Stock 824911101 968 32,400 defined 01, 02 32,400 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SHORELINE FINL CORP Common Stock 825190101 111 4,299 defined 01, 02 4,299 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SHOREWOOD PACKAGING CORP Common Stock 825229107 667 34,000 defined 01, 02 34,000 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SHUN TAK HOLDINGS ADR 825646102 200 103,300 defined 01, 02 103,300 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SHURGARD STORAGE CTRS -CL A Common Stock 82567D104 755 29,900 defined 01, 02 29,900 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SIDERURGICA VENEZOLANA SIVENSA ADR 825865405 4 2,049 defined 01, 02 2,049 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SIEBEL SYS INC Common Stock 826170102 4,830 101,686 defined 01, 02 101,686 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SIEBERT FINANCIAL CORP Common Stock 826176109 100 4,400 defined 01, 02 4,400 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SIEMENS AG ADR 826197402 21,598 323,200 defined 01, 02 323,200 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SIERRA HEALTH SERVICES Common Stock 826322109 487 37,450 defined 01, 02 37,450 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SIERRA PACIFIC RES Common Stock 826425100 1,355 38,500 defined 01, 02 38,500 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SIERRAWEST BANCORP Common Stock 826527103 23 700 defined 01, 02 700 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SIGMA-ALDRICH Common Stock 826552101 3,672 125,523 defined 01, 02 125,523 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SIGNET GROUP PLC ADR 82668L872 737 32,400 defined 01, 02 32,400 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SIGCORP INC Common Stock 826912107 569 20,799 defined 01, 02 20,799 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SILGAN HOLDINGS INC Common Stock 827048109 204 12,200 defined 01, 02 12,200 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SILICON GRAPHICS INC Common Stock 827056102 3,843 232,027 defined 01, 02 232,027 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SILICON VY BANCSHARES Common Stock 827064106 532 25,700 defined 01, 02 25,700 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SILICON VALLEY GROUP INC Common Stock 827066101 265 21,500 defined 01, 02 21,500 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SILICONIX INC Common Stock 827079203 8 400 defined 01, 02 400 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SILVERLEAF RESORTS INC Common Stock 828395103 60 7,500 defined 01, 02 7,500 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SIMON DEBARTOLO GROUP Common Stock 828806109 4,566 166,400 defined 01, 02 166,400 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SIMPSON INDUSTRIES Common Stock 829060102 217 22,550 defined 01, 02 22,550 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SIMPSON MANUFACTURING INC Common Stock 829073105 435 10,800 defined 01, 02 10,800 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SIMSMETAL ADR 829202100 183 13,300 defined 01, 02 13,300 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SINCLAIR BROADCAST GP -CL A Common Stock 829226109 183 12,600 defined 01, 02 12,600 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SINGER CO N V Common Stock 82930F109 132 34,700 defined 01, 02 34,700 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SIRROM CAPITAL CORP Common Stock 829905108 189 21,940 defined 01, 02 21,940 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SIPEX CORP Common Stock 829909100 71 5,400 defined 01, 02 5,400 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SKYPHARMA PLC ADR 830808101 217 22,800 defined 01, 02 22,800 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SKY FINANCIAL Common Stock 83080P103 417 15,395 defined 01, 02 15,395 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SKYLINE CORP Common Stock 830830105 311 11,215 defined 01, 02 11,215 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SKYWEST INC Common Stock 830879102 866 30,000 defined 01, 02 30,000 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SKYTEL COMMUNICATIONS Common Stock 83087Q104 587 35,300 defined 01, 02 35,300 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SMART & FINAL INC Common Stock 831683107 113 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 333 22,300 defined 01, 02 22,300 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SMEDVIG ADR 83169H105 316 28,400 defined 01, 02 28,400 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SMITH, AO CORP A Common Stock 831865100 59 3,000 defined 01, 02 3,000 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SMITH (A O) CORP Common Stock 831865209 552 29,050 defined 01, 02 29,050 0 0
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</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- ------------------------------------------------------------------------------------------------------------------------------------
SMITH INTERNATIONAL INC Common Stock 832110100 2,200 55,012 defined 01, 02 55,012 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SMITH CHARLES E RES RLTY INC Common Stock 832197107 555 18,000 defined 01, 02 18,000 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SMITHFIELD FOODS INC Common Stock 832248108 1,060 46,700 defined 01, 02 46,700 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SMITHKLINE BEECHAM PLC ADR 832378301 53,742 751,640 defined 01, 02 751,640 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SMUCKER (JM) CO -CL A Common Stock 832696108 745 33,390 defined 01, 02 33,390 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SMURFIT-STONE CONTAINER CORP Common Stock 832727101 2,790 144,442 defined 01, 02 144,442 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SNYDER COMMUNICATIONS INC Common Stock 832914105 2,146 76,998 defined 01, 02 76,998 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SNAP-ON INC Common Stock 833034101 2,126 73,327 defined 01, 02 73,327 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SNYDER OIL CORP Common Stock 833482102 615 41,500 defined 01, 02 41,500 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SOC QUIMICA MINERA ADR 833635105 438 13,700 defined 01, 02 13,700 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SOC GENERALE ADR 83364L109 11,686 304,050 defined 01, 02 304,050 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SODAK GAMING INC Common Stock 833777105 123 13,900 defined 01, 02 13,900 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SODEXHO MARRIOT SERVICES Common Stock 833793102 243 11,027 defined 01, 02 11,027 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SOFTWARE AG SYSTEMS INC Common Stock 834025108 64 7,600 defined 01, 02 7,600 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SOLA INTL INC Common Stock 834092108 411 34,100 defined 01, 02 34,100 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SOLECTRON CORP Common Stock 834182107 15,305 315,166 defined 01, 02 315,166 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SOLUTIA INC Common Stock 834376105 2,417 139,115 defined 01, 02 139,115 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SONAT INC Common Stock 835415100 4,094 136,455 defined 01, 02 136,455 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SONIC CORP Common Stock 835451105 632 23,450 defined 01, 02 23,450 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SONIC AUTOMOTIVE INC Common Stock 83545G102 233 15,000 defined 01, 02 15,000 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SONOCO PRODUCTS CO Common Stock 835495102 2,683 116,656 defined 01, 02 116,656 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SONS OF GWALIA ADR 835688201 212 13,600 defined 01, 02 13,600 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SONY CORP -AMER SHARES ADR 835699307 24,260 265,680 defined 01, 02 265,680 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SOTHEBY'S HOLDINGS -CL A Common Stock 835898107 2,117 65,400 defined 01, 02 65,400 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SOURCE MEDIA INC Common Stock 836153304 41 2,700 defined 01, 02 2,700 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN BREWERIES PLC ADR 836220103 3,343 386,514 defined 01, 02 386,514 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SOUTH CHINA MORNING POST ADR 837399104 591 212,950 defined 01, 02 212,950 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SOUTH JERSEY INDUSTRIES Common Stock 838518108 194 8,958 defined 01, 02 8,958 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SOUTHCORP HOLDINGS ADR 841295108 1,607 79,400 defined 01, 02 79,400 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SOUTHDOWN INC Common Stock 841297104 2,359 43,943 defined 01, 02 43,943 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SOUTHERN CO Common Stock 842587107 20,259 869,002 defined 01, 02 869,002 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SOUTHERN ELECTRIC ADR 842809709 3,688 333,894 defined 01, 02 333,894 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SOUTHERN ENERGY HOMES INC Common Stock 842814105 84 15,687 defined 01, 02 15,687 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SOUTHERN PERU COPPER Common Stock 843611104 45 4,500 defined 01, 02 4,500 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SOUTHERN UNION CO Common Stock 844030106 296 15,691 defined 01, 02 15,691 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SOUTHLAND CORP Common Stock 844436402 570 280,800 defined 01, 02 280,800 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SOUTHTRUST CORP Common Stock 844730101 7,647 204,936 defined 01, 02 204,936 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SOUTHWEST AIRLINES Common Stock 844741108 12,820 423,806 defined 01, 02 423,806 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SOUTHWEST BANCORPORATION/TX Common Stock 84476R109 79 6,400 defined 01, 02 6,400 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SOUTHWEST GAS CORP Common Stock 844895102 1,040 37,800 defined 01, 02 37,800 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SOUTHWESTERN ENERGY CO Common Stock 845467109 220 31,100 defined 01, 02 31,100 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SOVEREIGN BANCORP INC Common Stock 845905108 2,241 182,936 defined 01, 02 182,936 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SOVRAN SELF STORAGE INC Common Stock 84610H108 294 12,600 defined 01, 02 12,600 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SPACELABS MED INC Common Stock 846247104 212 12,600 defined 01, 02 12,600 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SPARTAN MOTORS INC Common Stock 846819100 91 15,500 defined 01, 02 15,500 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- ------------------------------------------------------------------------------------------------------------------------------------
SPARTECH CORP Common Stock 847220209 225 10,900 defined 01, 02 10,900 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SPECIALTY EQUIPMENT COS INC Common Stock 847497203 329 11,900 defined 01, 02 11,900 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SPECTRA-PHYSICS LASERS INC Common Stock 847568102 26 3,600 defined 01, 02 3,600 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SPECTRIAN CORP Common Stock 847608106 63 5,400 defined 01, 02 5,400 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SPEEDWAY MOTORSPORTS INC COM Common Stock 847788106 1,151 27,900 defined 01, 02 27,900 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SPELLING ENTERTNMT GRP INC Common Stock 847807104 102 11,600 defined 01, 02 11,600 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SPIEKER PROPERTIES INC Common Stock 848497103 2,122 60,200 defined 01, 02 60,200 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SPORTSLINE USA INC Common Stock 848934105 370 8,100 defined 01, 02 8,100 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SPORTS AUTHORITY INC Common Stock 849176102 290 39,625 defined 01, 02 39,625 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SPRINGS INDUSTRIES -CL A Common Stock 851783100 621 22,960 defined 01, 02 22,960 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SPRINT CORP Common Stock 852061100 54,784 558,304 defined 01, 02 558,304 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SPRINT PCS GROUP Common Stock 852061506 24,364 549,832 defined 01, 02 549,832 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SPYGLASS INC Common Stock 852192103 61 6,800 defined 01, 02 6,800 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
STAAR SURGICAL CO Common Stock 852312305 41 5,300 defined 01, 02 5,300 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
STAFF LEASING, INC Common Stock 852381102 93 6,500 defined 01, 02 6,500 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
STAGE STORES Common Stock 85254C107 97 13,400 defined 01, 02 13,400 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
STANDARD MICROSYSTEMS CORP Common Stock 853626109 152 19,300 defined 01, 02 19,300 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
STANDARD MOTOR PRODS Common Stock 853666105 337 16,300 defined 01, 02 16,300 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
STANDARD PACIFIC CP Common Stock 85375C101 475 36,900 defined 01, 02 36,900 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
STANDARD PRODUCTS CO Common Stock 853836104 323 19,875 defined 01, 02 19,875 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
STANDARD REGISTER CO Common Stock 853887107 935 31,493 defined 01, 02 31,493 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
STANDEX INTERNATIONAL CORP Common Stock 854231107 354 16,200 defined 01, 02 16,200 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
STANFORD TELECOMMUNICATIONS Common Stock 854402104 74 4,800 defined 01, 02 4,800 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
STANLEY WORKS Common Stock 854616109 2,849 111,193 defined 01, 02 111,193 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
STAR TELECOMMUNICATIONS INC Common Stock 854923109 90 9,350 defined 01, 02 9,350 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
STAPLES INC Common Stock 855030102 19,099 580,965 defined 01, 02 580,965 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
STARBUCKS CORP Common Stock 855244109 5,793 206,422 defined 01, 02 206,422 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 97 9,200 defined 01, 02 9,200 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
STATE AUTO FINL CORP Common Stock 855707105 279 25,800 defined 01, 02 25,800 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
STARWOOD HOTEL & RESORTS WORLD Common Stock 85590A203 2,285 80,000 defined 01, 02 80,000 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
STATE FINL SVCS CORP -CL A Common Stock 856855101 13 1,096 defined 01, 02 1,096 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
STATE STREET CORP Common Stock 857477103 16,535 201,037 defined 01, 02 201,037 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
STATION CASINOS INC Common Stock 857689103 270 21,200 defined 01, 02 21,200 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
STEEL DYNAMICS Common Stock 858119100 500 30,200 defined 01, 02 30,200 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
STEEL TECHNOLOGIES Common Stock 858147101 111 14,100 defined 01, 02 14,100 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
STEELCASE Common Stock 858155203 1,379 90,800 defined 01, 02 90,800 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
STEIN MART INC Common Stock 858375108 566 56,600 defined 01, 02 56,600 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
STEINWAY MUSICAL INSTRUMENTS Common Stock 858495104 138 6,200 defined 01, 02 6,200 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
STEPAN CO Common Stock 858586100 131 5,900 defined 01, 02 5,900 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
STERICYCLE INC Common Stock 858912108 26 1,900 defined 01, 02 1,900 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
STERIS CORP Common Stock 859152100 2,320 87,120 defined 01, 02 87,120 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
STERIGENICS INTL INC Common Stock 85915R105 14 1,400 defined 01, 02 1,400 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
STERLING COMMERCE Common Stock 859205106 3,375 109,742 defined 01, 02 109,742 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
STERLING FINL CORP/WA Common Stock 859319105 11 700 defined 01, 02 700 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- ------------------------------------------------------------------------------------------------------------------------------------
STERLING SOFTWARE INC Common Stock 859547101 2,263 95,300 defined 01, 02 95,300 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
STEWART & STEVENSON SERVICES Common Stock 860342104 247 32,162 defined 01, 02 32,162 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
STEWART ENTERPRISES -CL A Common Stock 860370105 2,026 126,150 defined 01, 02 126,150 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
STEWART INFO SVCS Common Stock 860372101 141 4,200 defined 01, 02 4,200 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
STILLWATER MINING CO Common Stock 86074Q102 1,116 42,300 defined 01, 02 42,300 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
STMICROELECTRONICS NV ADR 861012102 9,547 98,300 defined 01, 02 98,300 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
STOLT-NIELSEN SA ADR 861565109 182 14,900 defined 01, 02 14,900 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
STOLT-COMEX SEAWAY ADR ADR 861567105 94 11,200 defined 01, 02 11,200 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
STONE & WEBSTER INC Common Stock 861572105 371 16,200 defined 01, 02 16,200 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
STONE ENERGY CORP Common Stock 861642106 602 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 Common Stock 861907103 803 28,300 defined 01, 02 28,300 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
STORAGE TECHNOLOGY CP -CL A Common Stock 862111200 3,203 114,913 defined 01, 02 114,913 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
STRATTEC SEC CORP Common Stock 863111100 173 6,154 defined 01, 02 6,154 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
STRAYER ED INC Common Stock 863236105 327 8,850 defined 01, 02 8,850 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
STRIDE RITE CORP Common Stock 863314100 709 57,900 defined 01, 02 57,900 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
STRUCTURAL DYNAMICS RESEARCH Common Stock 863555108 793 41,597 defined 01, 02 41,597 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
STRYKER CORP Common Stock 863667101 6,173 122,388 defined 01, 02 122,388 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
STUDENT LOAN CORP Common Stock 863902102 97 2,600 defined 01, 02 2,600 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
STURM RUGER & CO INC Common Stock 864159108 335 33,500 defined 01, 02 33,500 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SUFFOLK BANCORP Common Stock 864739107 113 4,200 defined 01, 02 4,200 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SUGEN INC Common Stock 865041107 88 4,600 defined 01, 02 4,600 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SUIZA FOODS Common Stock 865077101 1,354 40,200 defined 01, 02 40,200 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SULZER MEDICA LTD ADR 865580104 1,274 69,800 defined 01, 02 69,800 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SUMITOMO METAL IND ADR 865621304 2,707 224,200 defined 01, 02 224,200 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SUMITOMO TRUST&BANKING ADR 865625206 3,532 845,000 defined 01, 02 845,000 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SUMMIT BANCORP Common Stock 866005101 8,483 217,516 defined 01, 02 217,516 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SUMMIT BANCSHARES INC/TX Common Stock 866011109 21 1,200 defined 01, 02 1,200 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SUMMIT PROPERTIES INC Common Stock 866239106 429 25,700 defined 01, 02 25,700 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SUMMIT TECHNOLOGY INC Common Stock 86627E101 546 49,650 defined 01, 02 49,650 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SUN BANCORP INC Common Stock 86663B102 20 1,050 defined 01, 02 1,050 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SUN COMMUNITIES INC Common Stock 866674104 565 17,800 defined 01, 02 17,800 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SUN HUNG KAI PROPERTIES ADR 86676H302 12,672 1,693,100 defined 01, 02 1,693,100 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SUN MICROSYSTEMS INC Common Stock 866810104 60,713 485,460 defined 01, 02 485,460 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 325 58,400 defined 01, 02 58,400 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SUNCOR ENERGY INC Common Stock 867229106 1,229 36,700 defined 01, 02 36,700 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SUNDSTRAND CORP Common Stock 867323107 4,366 62,824 defined 01, 02 62,824 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SUNGARD DATA SYSTEMS INC Common Stock 867363103 5,168 129,210 defined 01, 02 129,210 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SUNGLASS HUT INTL INC Common Stock 86736F106 415 39,500 defined 01, 02 39,500 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SUNOCO INC Common Stock 86764P109 4,162 115,423 defined 01, 02 115,423 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SUNQUEST INFORMATION SYS INC Common Stock 867654105 95 8,100 defined 01, 02 8,100 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SUNRISE ASSISTED LIVING Common Stock 86768K106 492 10,800 defined 01, 02 10,800 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
SUNSHINE MINING & REFINING Warrant or Right 867833139 0 2,836 defined 01, 02 2,836 0 0
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</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- -----------------------------------------------------------------------------------------------------------------------------------
SUNTERRA CORP Common Stock 86787D109 177 18,150 defined 01, 02 18,150 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
SUNRISE MEDICAL INC Common Stock 867910101 189 30,200 defined 01, 02 30,200 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
SUNTRUST BANKS INC Common Stock 867914103 24,826 398,804 defined 01, 02 398,804 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
SUNSTONE HOTEL INVESTORS INC Common Stock 867933103 275 38,300 defined 01, 02 38,300 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
SUPERGEN INC Common Stock 868059106 14 1,400 defined 01, 02 1,400 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
SUPERIOR CONSULTANT HOLDINGS Common Stock 868146101 235 6,900 defined 01, 02 6,900 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
SUPERIOR INDUSTRIES INTL Common Stock 868168105 730 31,396 defined 01, 02 31,396 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
SUPERIOR NATL INS GROUP INC Common Stock 868224106 10 500 defined 01, 02 500 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
SUPERIOR SERVICES INC Common Stock 868316100 800 40,400 defined 01, 02 40,400 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
SUPERIOR SURGICAL MFG Common Stock 868358102 38 3,000 defined 01, 02 3,000 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
SUPERIOR TELECOM INC Common Stock 868365107 109 5,750 defined 01, 02 5,750 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
SUPER-SOL LTD ADR 868511205 801 61,300 defined 01, 02 61,300 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
SUPERTEX INC Common Stock 868532102 47 4,500 defined 01, 02 4,500 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
SUPERVALU INC Common Stock 868536103 3,082 149,445 defined 01, 02 149,445 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
SUSQUEHANNA BANCSHARES INC Common Stock 869099101 819 44,593 defined 01, 02 44,593 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
SVENSKA CELLULOSA ADR 869587402 3,022 139,200 defined 01, 02 139,200 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
SWEDISH MATCH CO SPON ADR ADR 870309507 1,121 32,480 defined 01, 02 32,480 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
SWIFT TRANSPORTATION CO INC Common Stock 870756103 648 25,350 defined 01, 02 25,350 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
SWIRE PACIFIC ADR 870794302 5,258 1,132,000 defined 01, 02 1,132,000 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
SWISS ARMY BRANDS INC Common Stock 870827102 93 9,800 defined 01, 02 9,800 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
SWISS RE ADR 870887205 17,579 158,900 defined 01, 02 158,900 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
SWISSCOM AG ADR 871013108 16,369 420,400 defined 01, 02 420,400 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
SYBASE INC Common Stock 871130100 408 51,420 defined 01, 02 51,420 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
SYBRON INTL CORP Common Stock 87114F106 3,267 130,697 defined 01, 02 130,697 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
SYKES ENTERPRISES INC Common Stock 871237103 635 19,650 defined 01, 02 19,650 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
SYLVAN LEARNING SYSTEMS INC Common Stock 871399101 517 18,875 defined 01, 02 18,875 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
SYMANTEC CORP Common Stock 871503108 1,078 63,671 defined 01, 02 63,671 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
SYMBOL TECHNOLOGIES Common Stock 871508107 3,032 67,376 defined 01, 02 67,376 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
SYMIX SYSTEMS INC Common Stock 871535100 17 1,100 defined 01, 02 1,100 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
SYMMETRICOM INC Common Stock 871543104 119 18,900 defined 01, 02 18,900 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
SYMS CORP Common Stock 871551107 79 10,600 defined 01, 02 10,600 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
SYNAPTIC PHARMACEUTICAL CORP Common Stock 87156R109 25 3,600 defined 01, 02 3,600 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
SYNCOR INTL CORP/DE Common Stock 87157J106 382 13,700 defined 01, 02 13,700 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
SYNOPSYS INC Common Stock 871607107 4,319 80,347 defined 01, 02 80,347 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
SYNETIC INC Common Stock 87160F109 615 11,000 defined 01, 02 11,000 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
SYNOVUS FINANCIAL CP Common Stock 87161C105 6,889 336,040 defined 01, 02 336,040 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
SYNTEL INC Common Stock 87162H103 89 10,900 defined 01, 02 10,900 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
SYNTROLEUM CORPORATION Common Stock 871630109 32 5,250 defined 01, 02 5,250 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
SYSCO CORP Common Stock 871829107 11,052 420,011 defined 01, 02 420,011 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
SYSTEM SOFTWARE ASSOC INC Common Stock 871839106 134 59,425 defined 01, 02 59,425 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
SYSTEMS & COMPUTER TECH CORP Common Stock 871873105 182 18,200 defined 01, 02 18,200 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
TAVA TECHNOLOGIES INC Common Stock 872169107 24 4,700 defined 01, 02 4,700 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
TBC CORP Common Stock 872180104 159 26,250 defined 01, 02 26,250 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
TCA CABLE TV INC Common Stock 872241104 2,486 57,142 defined 01, 02 57,142 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
TCBY ENTERPRISES INC Common Stock 872245105 170 28,400 defined 01, 02 28,400 0 0
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</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TCF FINANCIAL CORP Common Stock 872275102 2,606 99,986 defined 01, 02 99,986 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TCSI CORP Common Stock 87233R106 53 27,750 defined 01, 02 27,750 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TDK CORP -ADS ADR 872351408 7,146 88,500 defined 01, 02 88,500 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TECO ENERGY INC Common Stock 872375100 3,012 151,535 defined 01, 02 151,535 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TEPPCO PARTNERS -LP Common Stock 872384102 210 8,300 defined 01, 02 8,300 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
THQ INC Common Stock 872443403 84 4,100 defined 01, 02 4,100 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TIG HOLDINGS INC Common Stock 872469101 742 45,500 defined 01, 02 45,500 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
T I GROUP ADR 872472709 2,151 165,800 defined 01, 02 165,800 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TJ INTERNATIONAL INC Common Stock 872534102 473 19,600 defined 01, 02 19,600 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TJX COMPANIES INC Common Stock 872540109 13,836 406,941 defined 01, 02 406,941 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TNP ENTERPRISES INC Common Stock 872594106 474 16,500 defined 01, 02 16,500 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TPI ENTERPRISES INC Common Stock 872623103 0 600 defined 01, 02 600 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TRW INC Common Stock 872649108 6,807 149,609 defined 01, 02 149,609 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TSI INTL SOFTWARE LTD Common Stock 872879101 127 2,600 defined 01, 02 2,600 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TMP WORLDWIDE Common Stock 872941109 583 9,000 defined 01, 02 9,000 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TVX GOLD INC Common Stock 87308K101 124 98,800 defined 01, 02 98,800 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TACO CABANA -CL A Common Stock 873425102 149 16,900 defined 01, 02 16,900 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TAG HEUER INTERNATIONAL SA ADR 873773105 196 23,100 defined 01, 02 23,100 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TAIWAN SEMICONDUCTOR MFG LTD ADR 874039100 19,574 828,539 defined 01, 02 828,539 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TALBOTS INC Common Stock 874161102 573 23,500 defined 01, 02 23,500 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TALISMAN ENERGY INC Common Stock 87425E103 1,293 60,160 defined 01, 02 60,160 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TANDY CORP Common Stock 875382103 7,868 123,296 defined 01, 02 123,296 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TANGER FACTORY OUTLET CTRS Common Stock 875465106 157 8,200 defined 01, 02 8,200 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TARRANT APPAREL GROUP Common Stock 876289109 134 3,200 defined 01, 02 3,200 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TATE & LYLE ADR 876570607 1,566 58,500 defined 01, 02 58,500 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TAUBMAN CTRS INC Common Stock 876664103 662 54,000 defined 01, 02 54,000 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TAYLOR NELSON AGB ADR 877255109 589 17,600 defined 01, 02 17,600 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TECH DATA CORP Common Stock 878237106 1,344 58,600 defined 01, 02 58,600 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TECH-SYM CORP Common Stock 878308105 44 2,100 defined 01, 02 2,100 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TECHNE CORP Common Stock 878377100 416 14,400 defined 01, 02 14,400 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TECHNITROL INC Common Stock 878555101 464 20,100 defined 01, 02 20,100 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TECHNOLOGY SOLUTIONS CO Common Stock 87872T108 364 51,150 defined 01, 02 51,150 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
TECUMSEH PRODUCTS CO -CL A Common Stock 878895200 1,215 23,843 defined 01, 02 23,843 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TEJON RANCH CO Common Stock 879080109 131 7,900 defined 01, 02 7,900 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TEKELEC Common Stock 879101103 306 41,800 defined 01, 02 41,800 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TEKTRONIX INC Common Stock 879131100 1,488 58,942 defined 01, 02 58,942 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TELE-SAVE HOLDINGS Common Stock 879176105 637 61,000 defined 01, 02 61,000 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TELE CELULAR SUL ADR 879238103 440 23,030 defined 01, 02 23,030 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TELE CELULAR SUL ADR 879239101 2,022 43,780 defined 01, 02 43,780 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TELE CENTRO OESTE CELULAR ADR 87923P105 262 71,165 defined 01, 02 71,165 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TELE DANMARK ADR 879242105 9,104 185,800 defined 01, 02 185,800 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TELE NORTE LESTE ADR 879246106 3,366 218,900 defined 01, 02 218,900 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TELE COM LIBERTY MEDIA A Common Stock 87924V507 14,475 275,249 defined 01, 02 275,249 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TCI VENTURES GROUP Common Stock 87924V887 5,791 208,696 defined 01, 02 208,696 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TELE NORDESTE CELULAR ADR 87924W109 240 10,785 defined 01, 02 10,785 0 0
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</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- ------------------------------------------------------------------------------------------------------------------------------------
TELE NORTE CELULAR ADR 87924Y105 124 4,154 defined 01, 02 4,154 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TELE SUDESTE CELULAR ADR 879252104 887 43,780 defined 01, 02 43,780 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TELECOM ARGENTINA ADR 879273209 3,828 139,500 defined 01, 02 139,500 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TELECOM CP NEW ZEALAND ADR 879278208 5,051 129,500 defined 01, 02 129,500 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TELECOM ITALIA SPA ADR 87927W106 33,311 319,150 defined 01, 02 319,150 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TELECOMUNICACOES BRASILEIRAS ADR 879287100 32 207,700 defined 01, 02 207,700 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TELEFLEX INC Common Stock 879369106 1,466 43,040 defined 01, 02 43,040 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TELEFONICA DE ARGENT ADR 879378206 5,055 167,100 defined 01, 02 167,100 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TELEFONICA S.A. ADR 879382208 28,926 226,428 defined 01, 02 226,428 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TELEFONICA del PERU ADR 879384105 2,113 165,700 defined 01, 02 165,700 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TELEFONOS DE MEX ADR 879403780 14,385 217,950 defined 01, 02 217,950 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TELEGLOBE INC Common Stock 87941V100 2,410 79,500 defined 01, 02 79,500 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TELEPHONE & DATA Common Stock 879433100 3,954 70,139 defined 01, 02 70,139 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TELE LESTE CELULAR ADR 87943B102 131 4,100 defined 01, 02 4,100 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TELEMIG CELULAR ADR 87944E105 277 10,585 defined 01, 02 10,585 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TELESPECTRUM Common Stock 87951U109 117 13,700 defined 01, 02 13,700 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TELESP ADR 87952K100 4,515 218,900 defined 01, 02 218,900 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TELESP CELULAR ADR 87952L108 1,833 87,560 defined 01, 02 87,560 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TELEVISION BROADCASTS LTD ADR 879531309 1,063 145,800 defined 01, 02 145,800 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TELEWEST COMMUN PLC ADR 87956P105 5,772 131,545 defined 01, 02 131,545 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TELIGENT, INC Common Stock 87959Y103 658 15,800 defined 01, 02 15,800 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TELLABS INC Common Stock 879664100 23,958 245,098 defined 01, 02 245,098 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TELSTRA CORP LTD ADR 87969N204 15,936 151,050 defined 01, 02 151,050 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TELXON CORP Common Stock 879700102 188 19,900 defined 01, 02 19,900 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TEMPLE-INLAND INC Common Stock 879868107 4,360 69,478 defined 01, 02 69,478 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TELETECH HOLDINGS Common Stock 879939106 257 39,200 defined 01, 02 39,200 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TELESYSTEM INTERNATIONAL WIRELESS Common Stock 879946101 718 41,300 defined 01, 02 41,300 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TENET HEALTHCARE CORP Common Stock 88033G100 7,988 421,814 defined 01, 02 421,814 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TENNANT CO Common Stock 880345103 319 9,300 defined 01, 02 9,300 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TENNECO INC Common Stock 88037E101 5,933 212,376 defined 01, 02 212,376 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TERADYNE INC Common Stock 880770102 5,268 96,551 defined 01, 02 96,551 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TERAYON COMMUNICATION SYSTEMS Common Stock 880775101 404 10,100 defined 01, 02 10,100 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TERRA INDUSTRIES INC Common Stock 880915103 112 24,500 defined 01, 02 24,500 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TERRA NITROGEN CO -LP Common Stock 881005201 48 5,300 defined 01, 02 5,300 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TESCO ADR 881575302 11,707 1,458,450 defined 01, 02 1,458,450 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TESORO PETROLEUM CORP Common Stock 881609101 239 21,700 defined 01, 02 21,700 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TEVA PHARM INDS ADR 881624209 1,840 38,790 defined 01, 02 38,790 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TETRA TECHNOLOGIES INC/DE Common Stock 88162F105 113 16,800 defined 01, 02 16,800 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TETRA TECH INC Common Stock 88162G103 779 37,000 defined 01, 02 37,000 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TEXACO INC Common Stock 881694103 37,816 666,355 defined 01, 02 666,355 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TEXAS INDUSTRIES INC Common Stock 882491103 653 26,300 defined 01, 02 26,300 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TEXAS INSTRUMENTS INC Common Stock 882508104 48,305 486,698 defined 01, 02 486,698 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TEXAS REGL BCSHS INC -CL A Common Stock 882673106 117 4,350 defined 01, 02 4,350 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TEXAS UTILITIES CO Common Stock 882848104 14,770 351,663 defined 01, 02 351,663 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TEXTRON INC Common Stock 883203101 15,250 197,088 defined 01, 02 197,088 0 0
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</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- ------------------------------------------------------------------------------------------------------------------------------------
THERAGENICS CORP Common Stock 883375107 118 16,800 defined 01, 02 16,800 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
THERMO ELECTRON CORP Common Stock 883556102 2,673 197,112 defined 01, 02 197,112 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
THERMO INSTRUMENT SYSTEMS Common Stock 883559106 181 12,521 defined 01, 02 12,521 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
THERMEDICS DETECTION INC Common Stock 88355E105 5 640 defined 01, 02 640 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
THERMO BIOANALYSIS Common Stock 88355H108 175 9,600 defined 01, 02 9,600 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
THERMO CARDIOSYSTEMS Common Stock 88355K200 106 13,300 defined 01, 02 13,300 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
THERMO ECOTEK CORP Common Stock 88355R106 7 900 defined 01, 02 900 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
THERMO FIBERTEK INC Common Stock 88355W105 54 7,450 defined 01, 02 7,450 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
THERMO OPTEK CORP Common Stock 883582108 201 20,100 defined 01, 02 20,100 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
THERMO POWER CORP Common Stock 883589103 13 1,600 defined 01, 02 1,600 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
THERMOQUEST CORP Common Stock 883655102 132 10,900 defined 01, 02 10,900 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
THERMOSPECTRA CORP Common Stock 883660102 18 1,800 defined 01, 02 1,800 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
THERMOTREX CORP Common Stock 883666109 31 5,400 defined 01, 02 5,400 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
THERMEDICS INC Common Stock 883901100 69 9,800 defined 01, 02 9,800 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
THOMAS & BETTS CORP Common Stock 884315102 2,638 70,236 defined 01, 02 70,236 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
THOMAS INDUSTRIES INC Common Stock 884425109 372 19,850 defined 01, 02 19,850 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
THOMSON CSF ADR 885094409 3,046 99,700 defined 01, 02 99,700 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
THOR INDUSTRIES INC Common Stock 885160101 342 15,100 defined 01, 02 15,100 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
THORATEC LABORATORIES CORP Common Stock 885175307 30 4,000 defined 01, 02 4,000 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
3COM CORP Common Stock 885535104 10,441 447,872 defined 01, 02 447,872 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
3DFX INTERACTIVE INC Common Stock 88553X103 43 3,400 defined 01, 02 3,400 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
THREE-FIVE SYSTEMS INC Common Stock 88554L108 78 9,100 defined 01, 02 9,100 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TICKETMASTER ONLINE CITY SRCH Common Stock 88633P203 168 5,000 defined 01, 02 5,000 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TIDEWATER INC Common Stock 886423102 1,648 63,702 defined 01, 02 63,702 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TIER TECHNOLOGIES INC -CL B Common Stock 88650Q100 12 1,400 defined 01, 02 1,400 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TIFFANY & CO Common Stock 886547108 2,964 39,652 defined 01, 02 39,652 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TIMBERLAND CO -CL A Common Stock 887100105 902 14,300 defined 01, 02 14,300 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TIMBERLINE SOFTWARE CORP Common Stock 887134104 20 1,733 defined 01, 02 1,733 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TIME WARNER INC Common Stock 887315109 108,508 1,532,334 defined 01, 02 1,532,334 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TIMES MIRROR COMPANY -SER A Common Stock 887364107 5,421 100,163 defined 01, 02 100,163 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TIMKEN CO Common Stock 887389104 1,251 76,990 defined 01, 02 76,990 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TITAN EXPLORATION INC Common Stock 888289105 10 2,000 defined 01, 02 2,000 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TITAN INTERNATIONAL Common Stock 88830M102 200 26,000 defined 01, 02 26,000 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TITANIUM METALS CORP Common Stock 888339108 132 23,000 defined 01, 02 23,000 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TNT POST GROEP NV ADR 888742103 9,794 331,302 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 834 46,000 defined 01, 02 46,000 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TOLMEX SA ADR 889557203 1,768 26,800 defined 01, 02 26,800 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TOMKINS PLC ADR 890030208 3,142 211,200 defined 01, 02 211,200 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TORCHMARK CORP Common Stock 891027104 5,545 175,335 defined 01, 02 175,335 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TORO CO Common Stock 891092108 499 15,900 defined 01, 02 15,900 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TOSCO CORP Common Stock 891490302 4,355 175,506 defined 01, 02 175,506 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TOTAL RENAL CARE HLDG -CL A Common Stock 89151A107 1,063 96,641 defined 01, 02 96,641 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TOTAL S A ADR 89151E109 19,707 323,067 defined 01, 02 323,067 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TOWER AUTOMOTIVE INC Common Stock 891707101 1,075 57,700 defined 01, 02 57,700 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- ------------------------------------------------------------------------------------------------------------------------------------
TOWER REALTY TRUST INC Common Stock 89185E109 331 17,500 defined 01, 02 17,500 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TOTAL SYSTEM SERVICES INC Common Stock 891906109 610 32,550 defined 01, 02 32,550 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TOWN & COUNTRY TRUST Common Stock 892081100 243 16,100 defined 01, 02 16,100 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TOYOTA MOTOR CORP ADR 892331307 74,481 1,300,970 defined 01, 02 1,300,970 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TOYS R US INC Common Stock 892335100 5,891 313,131 defined 01, 02 313,131 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TRACTOR SUPPLY CO Common Stock 892356106 120 4,700 defined 01, 02 4,700 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TRAMMELL CROW COMPANY Common Stock 89288R106 176 9,500 defined 01, 02 9,500 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TRANS WORLD AIRLINES Common Stock 893349837 88 17,000 defined 01, 02 17,000 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TRANS WORLD ENTMT CORP Common Stock 89336Q100 210 19,050 defined 01, 02 19,050 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TRANSACTION NETWORK SVCS INC Common Stock 893414102 175 10,700 defined 01, 02 10,700 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TRNSACTN SYS ARCHTCTS -CL A Common Stock 893416107 407 11,300 defined 01, 02 11,300 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TRANSAMERICA CORP Common Stock 893485102 11,039 155,484 defined 01, 02 155,484 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TRANSATLANTIC HOLDINGS INC Common Stock 893521104 844 11,250 defined 01, 02 11,250 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TRANSCANADA PIPELINES LTD Common Stock 893526103 3,962 309,210 defined 01, 02 309,210 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TRANSKARYOTIC THERAPIES INC Common Stock 893735100 352 11,100 defined 01, 02 11,100 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TRANSOCEAN OFFSHORE INC Common Stock 893817106 3,327 115,457 defined 01, 02 115,457 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TRANS MARITIMA MEX ADR 893868208 78 13,100 defined 01, 02 13,100 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TRANSPORTADOR DE GAS DEL SUR S ADR 893870204 482 51,400 defined 01, 02 51,400 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TRANSMONTAIGNE OIL CO Common Stock 893934109 119 9,800 defined 01, 02 9,800 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TRAVELERS/AETNA PROPERTY CASUALTY Common Stock 893939108 1,741 48,700 defined 01, 02 48,700 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TRANSWITCH CORP Common Stock 894065101 100 2,200 defined 01, 02 2,200 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TRANZ RAIL HOLDING LTD. ADR 894116102 145 23,600 defined 01, 02 23,600 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TRAVEL SERVICES INTL INC Common Stock 894169101 74 7,000 defined 01, 02 7,000 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TREDEGAR INDUSTRIES INC Common Stock 894650100 1,408 45,500 defined 01, 02 45,500 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TREMONT CORP Common Stock 894745207 83 4,700 defined 01, 02 4,700 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TRENDWEST RESORTS INC Common Stock 894917103 58 4,100 defined 01, 02 4,100 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TRENWICK GROUP INC Common Stock 895290104 392 13,950 defined 01, 02 13,950 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TREX MED CORP Common Stock 89531R101 144 22,960 defined 01, 02 22,960 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TRIANGLE BANCORP INC Common Stock 895835106 81 4,861 defined 01, 02 4,861 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TRIANGLE PHARMACEUTICALS INC Common Stock 89589H104 60 5,600 defined 01, 02 5,600 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TRIAD GUARANTY INC Common Stock 895925105 42 3,100 defined 01, 02 3,100 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TRIARC COS INC -CL A Common Stock 895927101 633 36,300 defined 01, 02 36,300 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TRIGEN ENERGY CORP Common Stock 895930105 51 3,700 defined 01, 02 3,700 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TRICON GLOBAL RESTAURANTS Common Stock 895953107 13,546 192,826 defined 01, 02 192,826 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TRIBUNE CO Common Stock 896047107 9,764 149,206 defined 01, 02 149,206 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TRIGON HEALTHCARE Common Stock 89618L100 1,778 51,900 defined 01, 02 51,900 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TRIMBLE NAVIGATION LTD Common Stock 896239100 268 27,500 defined 01, 02 27,500 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TRINET CORP REALTY TRUST INC Common Stock 896287109 655 25,800 defined 01, 02 25,800 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TRINITY INDUSTRIES Common Stock 896522109 1,454 49,491 defined 01, 02 49,491 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TRINITY PLC ADR 89655Q103 408 24,000 defined 01, 02 24,000 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TRIQUINT SEMICONDUCTOR INC Common Stock 89674K103 63 3,400 defined 01, 02 3,400 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TRIUMPH GROUP INC Common Stock 896818101 66 2,800 defined 01, 02 2,800 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TRIZEC HAHN CORP Common Stock 896938107 1,279 69,400 defined 01, 02 69,400 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TROPICAL SPORTSWEAR INTL CP Common Stock 89708P102 29 1,400 defined 01, 02 1,400 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TRUE NORTH COMMUNICATIONS Common Stock 897844106 1,574 56,200 defined 01, 02 56,200 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- ------------------------------------------------------------------------------------------------------------------------------------
TRUST CO NJ JERSEY CITY Common Stock 898304100 344 14,200 defined 01, 02 14,200 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TRUSTCO BANK CORP/NY Common Stock 898349105 832 33,290 defined 01, 02 33,290 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TRUSTMARK CORP Common Stock 898402102 1,036 52,600 defined 01, 02 52,600 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TUBOS DE ACERO DE MEX ADR 898592506 441 49,000 defined 01, 02 49,000 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TUBOSCOPE VETCO INTL Common Stock 898600101 500 55,600 defined 01, 02 55,600 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TUPPERWARE CORP Common Stock 899896104 1,297 72,080 defined 01, 02 72,080 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TURBOCHEF INC Common Stock 900006107 19 1,900 defined 01, 02 1,900 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TUSCARORA INC Common Stock 900902107 13 1,100 defined 01, 02 1,100 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TUT SYSTEMS INC Common Stock 901103101 254 5,100 defined 01, 02 5,100 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
20TH CENTURY INDUSTRIES Common Stock 901272203 572 35,200 defined 01, 02 35,200 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TWINLAB CORP Common Stock 901774109 204 21,800 defined 01, 02 21,800 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TYCO INTL LTD Common Stock 902124106 58,896 820,846 defined 01, 02 820,846 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TYSON FOODS INC -CL A Common Stock 902494103 5,481 264,953 defined 01, 02 264,953 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
UAL CORP Common Stock 902549500 2,815 36,152 defined 01, 02 36,152 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
UBS AG ADR 90261R105 42,848 2,727,800 defined 01, 02 2,727,800 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
UCAR INTERNATIONAL Common Stock 90262K109 730 51,700 defined 01, 02 51,700 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
UGI CORP Common Stock 902681105 385 23,100 defined 01, 02 23,100 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
UICI Common Stock 902737105 628 27,900 defined 01, 02 27,900 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
UMB FINANCIAL CORP Common Stock 902788108 642 16,578 defined 01, 02 16,578 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
UST CORP Common Stock 902900109 1,160 53,100 defined 01, 02 53,100 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
USX-MARATHON GROUP Common Stock 902905827 10,525 382,726 defined 01, 02 382,726 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
U S B HOLDING INC Common Stock 902910108 45 3,190 defined 01, 02 3,190 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
UST INC Common Stock 902911106 6,132 234,725 defined 01, 02 234,725 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
USA TRUCK INC Common Stock 902925106 42 4,100 defined 01, 02 4,100 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
USA DETERGENTS INC Common Stock 902938109 107 17,100 defined 01, 02 17,100 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
U S RESTAURANT PPTYS Common Stock 902971100 280 14,500 defined 01, 02 14,500 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
US BANCORP INC Common Stock 902973106 31,289 918,564 defined 01, 02 918,564 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
U S LIQUIDS INC Common Stock 902974104 148 7,000 defined 01, 02 7,000 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
USA NETWORKS INC Common Stock 902984103 1,992 55,630 defined 01, 02 55,630 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
UNUM CORP Common Stock 903192102 8,201 172,427 defined 01, 02 172,427 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
URS CORP Common Stock 903236107 49 2,700 defined 01, 02 2,700 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
USANA INC Common Stock 90328M107 11 1,800 defined 01, 02 1,800 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
U S CAN CORP Common Stock 90328W105 78 5,300 defined 01, 02 5,300 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
USG CORP Common Stock 903293405 2,913 56,700 defined 01, 02 56,700 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
US FOODSERVICE Common Stock 90331R101 2,571 55,285 defined 01, 02 55,285 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
USEC INC Common Stock 90333E108 826 60,600 defined 01, 02 60,600 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
USX-U S STEEL GROUP Common Stock 90337T101 2,584 109,967 defined 01, 02 109,967 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
US XPRESS ENTERPRISES INC Common Stock 90338N103 38 3,300 defined 01, 02 3,300 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
ULTRAMAR DIAMOND SHAMROCK CORP Common Stock 904000106 2,166 100,182 defined 01, 02 100,182 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
ULTRATECH STEPPER INC Common Stock 904034105 425 30,100 defined 01, 02 30,100 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
UNICAPITAL CORPORATION Common Stock 90459D108 177 27,800 defined 01, 02 27,800 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
UNIFI INC Common Stock 904677101 879 68,961 defined 01, 02 68,961 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
UNIFIED ENERGY SYSTEMS ADR 904688108 1,214 285,300 defined 01, 02 285,300 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
UNIFIRST CORP Common Stock 904708104 287 13,600 defined 01, 02 13,600 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
UNILEVER PLC -AMER SHRS ADR 904767605 23,958 647,500 defined 01, 02 647,500 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- ------------------------------------------------------------------------------------------------------------------------------------
UNICOM CORP Common Stock 904911104 9,898 270,708 defined 01, 02 270,708 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
UNION BANKSHARES CORP Common Stock 905399101 22 1,200 defined 01, 02 1,200 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
UNION CAMP CORP Common Stock 905530101 5,775 86,032 defined 01, 02 86,032 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
UNION CARBIDE CORP Common Stock 905581104 7,481 165,553 defined 01, 02 165,553 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
UNION PACIFIC CORP Common Stock 907818108 16,481 308,411 defined 01, 02 308,411 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
UNION PACIFIC RESOURCES GROUP Common Stock 907834105 3,714 312,777 defined 01, 02 312,777 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
UNION PLANTERS CORP Common Stock 908068109 7,511 170,946 defined 01, 02 170,946 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
UNIONBANCAL Common Stock 908906100 2,616 76,800 defined 01, 02 76,800 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
UNIPHASE CORPORATION Common Stock 909149106 1,923 16,700 defined 01, 02 16,700 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
TUCSON ELECTRIC POWER CO Common Stock 909205106 231 20,880 defined 01, 02 20,880 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
UNISOURCE INC Common Stock 909208100 572 80,281 defined 01, 02 80,281 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
UNISYS CORP Common Stock 909214108 8,959 323,590 defined 01, 02 323,590 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
UNITED ASSET MGMT CORP Common Stock 909420101 1,111 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 1,013 333,331 defined 01, 02 333,331 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
UNITED BANKSHARES INC/WV Common Stock 909907107 1,224 53,500 defined 01, 02 53,500 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
UNITED DOMINION INDUSTRIES Common Stock 909914103 557 28,000 defined 01, 02 28,000 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
UNITED DOMINION REALTY TRUST Common Stock 910197102 1,079 105,286 defined 01, 02 105,286 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
UNITED FIRE & CAS CO Common Stock 910331107 189 7,325 defined 01, 02 7,325 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
UNITED HEALTHCARE CORP Common Stock 910581107 13,359 253,853 defined 01, 02 253,853 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
UNITED ILLUMINATING CO Common Stock 910637107 746 17,800 defined 01, 02 17,800 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
UNITED INTL HLDGS INC -CL A Common Stock 910734102 835 19,200 defined 01, 02 19,200 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
UNITED NATURAL FOODS Common Stock 911163103 243 10,400 defined 01, 02 10,400 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
UTD NEWS & MEDIA PLC ADR 911202208 1,639 86,550 defined 01, 02 86,550 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
UNITED OVERSEAS BANK ADR 911271302 3,991 319,350 defined 01, 02 319,350 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
UNITED PAYORS&UTD PROVIDERS Common Stock 911319101 137 5,950 defined 01, 02 5,950 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
UNITED RENTALS Common Stock 911363109 498 17,466 defined 01, 02 17,466 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
UNITED RETAIL GROUP INC Common Stock 911380103 51 4,400 defined 01, 02 4,400 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
UNITED ROAD SERVICES Common Stock 911384105 5 1,000 defined 01, 02 1,000 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
U S BIOSCIENCE INC Common Stock 911646206 400 36,753 defined 01, 02 36,753 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
US CELLULAR CORP Common Stock 911684108 246 5,600 defined 01, 02 5,600 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
U S FILTER CORP Common Stock 911843209 6,317 206,261 defined 01, 02 206,261 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
USAIR GROUP Common Stock 911905107 5,349 109,581 defined 01, 02 109,581 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
U S HOME CORP Common Stock 911920106 548 16,800 defined 01, 02 16,800 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
U S INDUSTRIES Common Stock 912080108 994 60,464 defined 01, 02 60,464 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
U.S. OFFICE PRODUCTS Common Stock 912325305 14 3,501 defined 01, 02 3,501 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
US SATELLITE BROADCST -CL A Common Stock 912534104 19 1,100 defined 01, 02 1,100 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
U S WEST INC Common Stock 91273H101 34,456 625,770 defined 01, 02 625,770 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
U S TRUST CORP Common Stock 91288L105 1,721 23,200 defined 01, 02 23,200 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
UNITED STATIONERS INC Common Stock 913004107 625 41,000 defined 01, 02 41,000 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
UNITED TECHNOLOGIES CORP Common Stock 913017109 38,147 281,656 defined 01, 02 281,656 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
UNITED TELEVISION INC Common Stock 913066106 697 6,700 defined 01, 02 6,700 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
UNITED UTILITIES LTD ADR 91311Q105 4,718 189,200 defined 01, 02 189,200 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
UNITED WATER RESOURCES Common Stock 913190104 967 46,600 defined 01, 02 46,600 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
Unknown Common Stock 913238101 66 9,000 defined 01, 02 9,000 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- ------------------------------------------------------------------------------------------------------------------------------------
UNITOG COMPANY Common Stock 913267100 185 4,950 defined 01, 02 4,950 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
UNITOR ADR 913271201 115 12,500 defined 01, 02 12,500 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
UNITRIN INC Common Stock 913275103 2,931 93,800 defined 01, 02 93,800 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
UNITRODE CORP Common Stock 913283107 553 39,500 defined 01, 02 39,500 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
UNIVERSAL CORP/VA Common Stock 913456109 973 38,048 defined 01, 02 38,048 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
UNIVERSAL FOODS CORP Common Stock 913538104 1,203 58,334 defined 01, 02 58,334 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
UNIVERSAL FOREST PRODS INC Common Stock 913543104 525 25,600 defined 01, 02 25,600 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
UNIVERSAL HEALTH RLTY INCOME Common Stock 91359E105 181 9,300 defined 01, 02 9,300 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
UNIVERSAL HEALTH SVCS -CL B Common Stock 913903100 1,942 44,900 defined 01, 02 44,900 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
UNIVISION COMMUNICATIONS IN Common Stock 914906102 1,830 36,600 defined 01, 02 36,600 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
UNOCAL CORP Common Stock 915289102 11,088 300,692 defined 01, 02 300,692 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
UNOVA INC Common Stock 91529B106 497 37,700 defined 01, 02 37,700 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
URALSVYAZINFORM ADR 916887102 0 200 defined 01, 02 200 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
US FREIGHTWAYS CORP Common Stock 916906100 1,072 32,600 defined 01, 02 32,600 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
URBAN OUTFITTERS INC Common Stock 917047102 136 9,700 defined 01, 02 9,700 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
URBAN SHOPPING CENTERS INC Common Stock 917060105 516 18,000 defined 01, 02 18,000 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
USBANCORP INC/PA Common Stock 917292104 155 10,600 defined 01, 02 10,600 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
USWEB CORP Common Stock 917327108 1,240 30,050 defined 01, 02 30,050 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
UTILICORP UNITED INC Common Stock 918005109 2,352 103,386 defined 01, 02 103,386 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
VA TECHNOLOGIE AG ADR 91819P104 617 85,700 defined 01, 02 85,700 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
VF CORP Common Stock 918204108 7,086 149,189 defined 01, 02 149,189 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
VLSI TECHNOLOGY INC Common Stock 918270109 1,102 56,900 defined 01, 02 56,900 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
VWR CORP Common Stock 918435108 223 9,900 defined 01, 02 9,900 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
VAIL RESORTS Common Stock 91879Q109 246 15,500 defined 01, 02 15,500 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
VALASSIS COMMUNICATIONS INC Common Stock 918866104 2,463 47,600 defined 01, 02 47,600 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
VALHI INC Common Stock 918905100 921 81,000 defined 01, 02 81,000 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
VALENCE TECHNOLOGY INC Common Stock 918914102 220 33,200 defined 01, 02 33,200 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
VALEO ADR 919134304 3,796 48,500 defined 01, 02 48,500 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
VALERO ENERGY CORP Common Stock 91913Y100 1,594 64,083 defined 01, 02 64,083 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
VALLEY NATIONAL BANCORP Common Stock 919794107 910 36,144 defined 01, 02 36,144 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
VALMET CORPORATION ADR ADR 920232303 685 29,600 defined 01, 02 29,600 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
VALMONT INDUSTRIES Common Stock 920253101 434 31,300 defined 01, 02 31,300 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
VALSPAR CORP Common Stock 920355104 1,076 34,100 defined 01, 02 34,100 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
VALUE CITY DEPT STORES INC Common Stock 920387107 204 20,900 defined 01, 02 20,900 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
VALUE LINE INC Common Stock 920437100 225 6,500 defined 01, 02 6,500 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
VALUEVISION INTL INC Common Stock 92047K107 217 17,600 defined 01, 02 17,600 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
VAN OMMEREN ADR 921152401 291 10,000 defined 01, 02 10,000 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
VANGUARD CELLULAR SYS -CL A Common Stock 922022108 1,150 42,102 defined 01, 02 42,102 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
VANTIVE CORP Common Stock 922091103 460 38,100 defined 01, 02 38,100 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
VARCO INTERNATIONAL Common Stock 922126107 824 74,046 defined 01, 02 74,046 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
VARIAN ASSOCIATES INC Common Stock 922204102 1,328 34,276 defined 01, 02 34,276 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
VARLEN CORP Common Stock 922248109 136 6,162 defined 01, 02 6,162 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
VASTAR RESOURCES INC Common Stock 922380100 497 10,400 defined 01, 02 10,400 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
VEBA AG ADR ADR 92239H102 18,068 345,800 defined 01, 02 345,800 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
VECO INSTRUMENTS INC Common Stock 922417100 259 7,000 defined 01, 02 7,000 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
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<TABLE>
<CAPTION>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- ---------------------------------------------------------------------------------------------------------------------------------
VELCRO INDUSTRIES N V Common Stock 922571104 327 22,000 defined 01, 02 22,000 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
VENCOR INC Common Stock 92260R102 47 35,500 defined 01, 02 35,500 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
VENTAS INC Common Stock 92276F100 442 73,600 defined 01, 02 73,600 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
VENTANA MED SYS INC Common Stock 92276H106 123 5,500 defined 01, 02 5,500 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
VERIO Common Stock 923433106 1,222 26,500 defined 01, 02 26,500 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
VERITAS SOFTWARE CO Common Stock 923436109 1,957 24,230 defined 01, 02 24,230 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
VERITY INC Common Stock 92343C106 34 1,000 defined 01, 02 1,000 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
VERISIGN INC Common Stock 92343E102 1,632 10,600 defined 01, 02 10,600 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
VERITAS DGC INC Common Stock 92343P107 110 7,700 defined 01, 02 7,700 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
VERMONT FINL SVCS CORP Common Stock 924180102 167 5,900 defined 01, 02 5,900 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
VERTEX PHARMACEUTICALS INC Common Stock 92532F100 876 34,700 defined 01, 02 34,700 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
VESTA INSURANCE GROUP INC Common Stock 925391104 27 5,200 defined 01, 02 5,200 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
VETERINARY CENTERS OF AMERICA Common Stock 925514101 126 8,918 defined 01, 02 8,918 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
VIACOM INC A Common Stock 925524100 3,224 38,700 defined 01, 02 38,700 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
VIACOM INC -CL B Common Stock 925524308 36,232 431,654 defined 01, 02 431,654 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
Viatel, Inc Common Stock 925529208 433 15,200 defined 01, 02 15,200 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
VIAD CORP Common Stock 92552R109 3,176 114,187 defined 01, 02 114,187 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
VICAL INC Common Stock 925602104 95 9,300 defined 01, 02 9,300 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
VICOR CORP Common Stock 925815102 651 52,100 defined 01, 02 52,100 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
VICORP RESTAURANTS INC Common Stock 925817108 125 7,800 defined 01, 02 7,800 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
VIENNA INTERNATIONAL AIRPORT ADR 926628108 374 35,400 defined 01, 02 35,400 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
VIDEOSERVER INC Common Stock 926918103 55 7,100 defined 01, 02 7,100 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
VIA CONCHA Y TORO ADR 927191106 288 9,800 defined 01, 02 9,800 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
VINCAM GROUP INC Common Stock 92719B104 124 7,050 defined 01, 02 7,050 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
VINTAGE PETROLEUM INC Common Stock 927460105 596 66,200 defined 01, 02 66,200 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
VIRCO MANUFACTURING Common Stock 927651109 24 1,760 defined 01, 02 1,760 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
VISIO CORP Common Stock 927914101 563 20,000 defined 01, 02 20,000 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
VISHAY INTRTECHNOLOGY Common Stock 928298108 1,124 77,489 defined 01, 02 77,489 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
VISTANA INC. Common Stock 92839P108 118 8,400 defined 01, 02 8,400 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
VISUAL NETWORKS Common Stock 928444108 475 12,700 defined 01, 02 12,700 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
VISX INC/DE Common Stock 92844S105 5,163 48,000 defined 01, 02 48,000 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
VITAL SIGNS INC Common Stock 928469105 349 19,400 defined 01, 02 19,400 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
VITECH AMERICA INC Common Stock 928489103 18 2,200 defined 01, 02 2,200 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
VITESSE SEMICONDUCTOR CORP Common Stock 928497106 4,390 86,715 defined 01, 02 86,715 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
VITRO SOCIEDAD ANONIMA ADR 928502301 492 84,640 defined 01, 02 84,640 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
VIVENDI ADR 92851S105 21,745 441,900 defined 01, 02 441,900 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
VLASIC FOODS INTERNATIONAL Common Stock 928559103 676 52,280 defined 01, 02 52,280 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
VNU ADR 92856P106 5,203 133,500 defined 01, 02 133,500 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
VODAFONE GROUP PLC ADR 92857T107 40,535 215,900 defined 01, 02 215,900 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
VOLKSWAGEN AG ADR 928662303 13,094 984,500 defined 01, 02 984,500 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
VOLT INFO SCIENCES INC Common Stock 928703107 307 18,700 defined 01, 02 18,700 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
VOLVO AB ADR 928856400 8,198 317,600 defined 01, 02 317,600 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
VTECH HOLDINGS LIMITED ADR 928929108 421 14,600 defined 01, 02 14,600 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WMC LIMITED ADR 928947100 2,548 197,887 defined 01, 02 197,887 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
VORNADO REALTY TRUST Common Stock 929042109 2,929 84,900 defined 01, 02 84,900 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
</TABLE>
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<CAPTION>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- ---------------------------------------------------------------------------------------------------------------------------------
VULCAN MATERIALS CO Common Stock 929160109 4,765 115,347 defined 01, 02 115,347 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WD-40 CO Common Stock 929236107 563 19,400 defined 01, 02 19,400 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WFS FINANCIAL INC Common Stock 92923B106 77 11,100 defined 01, 02 11,100 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WHX CORP Common Stock 929248102 174 22,100 defined 01, 02 22,100 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WICOR INC Common Stock 929253102 942 46,500 defined 01, 02 46,500 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WLR FOODS INC Common Stock 929286102 85 11,532 defined 01, 02 11,532 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WPP GROUP PLC ADR 929309300 4,392 50,780 defined 01, 02 50,780 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WPS RESOURCES CORP Common Stock 92931B106 475 16,100 defined 01, 02 16,100 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WABASH NATIONAL CORP Common Stock 929566107 331 28,500 defined 01, 02 28,500 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WACHOVIA CORP Common Stock 929771103 20,504 252,547 defined 01, 02 252,547 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WACKENHUT CORRECTIONS CORP Common Stock 929798106 295 15,300 defined 01, 02 15,300 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WACOAL CORP ADR 930004205 1,170 20,600 defined 01, 02 20,600 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WADDELL AND REED FINANCIAL Common Stock 930059100 391 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 258,825 2,807,598 defined 01, 02 2,807,598 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WALBRO CORP Common Stock 931154108 95 10,600 defined 01, 02 10,600 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WALDEN RESIDENTIAL PPTYS INC Common Stock 931210108 333 18,900 defined 01, 02 18,900 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WALGREEN CO Common Stock 931422109 39,075 1,383,179 defined 01, 02 1,383,179 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WALL DATA INC Common Stock 932045107 178 12,400 defined 01, 02 12,400 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WALLACE COMPUTER SVCS INC Common Stock 932270101 947 47,821 defined 01, 02 47,821 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WALTER INDUSTRIES INC Common Stock 93317Q105 342 30,400 defined 01, 02 30,400 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WANG LABS INC Common Stock 93369N109 455 23,200 defined 01, 02 23,200 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WARNACO GROUP INC -CL A Common Stock 934390105 1,685 68,239 defined 01, 02 68,239 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WARNER CHILCOTT LABS ADR 934435207 4 500 defined 01, 02 500 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WARNER-LAMBERT CO Common Stock 934488107 75,225 1,135,472 defined 01, 02 1,135,472 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WASHINGTON FED INC Common Stock 938824109 932 44,365 defined 01, 02 44,365 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WASHINGTON GAS LIGHT CO Common Stock 938837101 1,201 53,086 defined 01, 02 53,086 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WASHINGTON MUTUAL INC Common Stock 939322103 30,228 739,511 defined 01, 02 739,511 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WASHINGTON POST -CL B Common Stock 939640108 6,075 11,650 defined 01, 02 11,650 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WASHINGTON REIT Common Stock 939653101 594 36,400 defined 01, 02 36,400 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WASTE INDUSTRIES INC Common Stock 941058109 50 3,300 defined 01, 02 3,300 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WASTE MANAGEMENT Common Stock 94106L109 33,327 751,037 defined 01, 02 751,037 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WATERFORD WEDGWOOD PLC ADR 941513301 422 50,400 defined 01, 02 50,400 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WATERS CORPORATION Common Stock 941848103 2,070 19,700 defined 01, 02 19,700 0 0
- --------------------------------------------------------------------------------------------------------------------------------
WATKINS-JOHNSON Common Stock 942486101 181 8,000 defined 01, 02 8,000 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WATSCO INC Common Stock 942622200 508 34,750 defined 01, 02 34,750 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WATSON PHARMACEUTICALS INC Common Stock 942683103 5,337 120,953 defined 01, 02 120,953 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WATTS INDUSTRIES -CL A Common Stock 942749102 414 30,505 defined 01, 02 30,505 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WAUSAU-MOSINEE PAPER CORP. Common Stock 943315101 872 62,268 defined 01, 02 62,268 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WAVEPHORE INC Common Stock 943567107 8 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 3,037 116,244 defined 01, 02 116,244 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WEBB (DEL E) CORP Common Stock 947423109 256 11,800 defined 01, 02 11,800 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WEBSTER FINL CORP WATERBURY Common Stock 947890109 309 10,700 defined 01, 02 10,700 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WEEKS CORP Common Stock 94856P102 583 20,400 defined 01, 02 20,400 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
</TABLE>
83
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<CAPTION>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- ---------------------------------------------------------------------------------------------------------------------------------
WEINGARTEN REALTY INVST Common Stock 948741103 1,086 27,400 defined 01, 02 27,400 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WEIS MARKETS INC Common Stock 948849104 1,147 31,425 defined 01, 02 31,425 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WELLMAN INC Common Stock 949702104 318 35,776 defined 01, 02 35,776 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WELLPOINT HLTH NETWRK -CL A Common Stock 94973H108 2,722 35,902 defined 01, 02 35,902 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WELLS FARGO & CO Common Stock 949746101 72,738 2,074,528 defined 01, 02 2,074,528 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WELLSFORD REAL PROPERTIES IN Common Stock 950240101 309 9,541 defined 01, 02 9,541 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WEMBLEY PLC ADR 950468207 966 45,400 defined 01, 02 45,400 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WENDY'S INTERNATIONAL INC Common Stock 950590109 4,396 154,570 defined 01, 02 154,570 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WERNER ENTERPRISES INC Common Stock 950755108 932 59,149 defined 01, 02 59,149 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WESBANCO INC Common Stock 950810101 235 7,800 defined 01, 02 7,800 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WESCAST INDUSTRIES -CL A Common Stock 950813105 202 7,000 defined 01, 02 7,000 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WESCO FINANCIAL CORP Common Stock 950817106 1,825 5,400 defined 01, 02 5,400 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WESLEY JESSEN VISIONCARE, INC. Common Stock 951018100 132 4,800 defined 01, 02 4,800 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WEST COAST BANCORP/OR Common Stock 952145100 49 2,640 defined 01, 02 2,640 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WEST MARINE INC Common Stock 954235107 79 8,900 defined 01, 02 8,900 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WEST PHARMACEUTICAL SERVICES Common Stock 955306105 344 10,800 defined 01, 02 10,800 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WEST TELESERVICES CORP Common Stock 956188106 381 44,800 defined 01, 02 44,800 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WESTAMERICA BANCORPORATION Common Stock 957090103 703 22,239 defined 01, 02 22,239 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WESTCOAST ENERGY INC Common Stock 95751D102 1,158 59,200 defined 01, 02 59,200 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WESTCORP Common Stock 957907108 146 18,890 defined 01, 02 18,890 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WESTERN DIGITAL CORP Common Stock 958102105 534 67,800 defined 01, 02 67,800 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WESTERN GAS RESOURCES INC Common Stock 958259103 147 19,600 defined 01, 02 19,600 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WESTERN INVT REAL ESTATE TR Common Stock 958468100 183 17,600 defined 01, 02 17,600 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WESTERN RESOURCES INC Common Stock 959425109 1,187 44,494 defined 01, 02 44,494 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WESTERN WIRELESS CORP Common Stock 95988E204 479 13,200 defined 01, 02 13,200 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WESTERNBANK P R Common Stock 959897109 343 21,540 defined 01, 02 21,540 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WESTFIELD AMERICA REIT Common Stock 959910100 1,299 74,500 defined 01, 02 74,500 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WESTINGHOUSE AIR BRAKE CO NE Common Stock 960386100 436 20,900 defined 01, 02 20,900 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WESTPAC BANKING ADR 961214301 9,452 259,400 defined 01, 02 259,400 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WESTPOINT STEVENS INC Common Stock 961238102 1,794 64,800 defined 01, 02 64,800 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WESTVACO CORP Common Stock 961548104 2,641 125,781 defined 01, 02 125,781 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WESTWOOD ONE INC Common Stock 961815107 1,015 35,600 defined 01, 02 35,600 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WET SEAL INC -CL A Common Stock 961840105 140 3,800 defined 01, 02 3,800 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WEYERHAEUSER CO Common Stock 962166104 13,775 248,207 defined 01, 02 248,207 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WHARF HOLDINGS ADR 962257309 1,347 175,400 defined 01, 02 175,400 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WHIRLPOOL CORP Common Stock 963320106 5,147 94,652 defined 01, 02 94,652 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WHITE CAP Common Stock 963505102 11 1,000 defined 01, 02 1,000 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
MARKS BROTHERS JEWELERS INC Common Stock 965063100 54 3,500 defined 01, 02 3,500 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WHITMAN CORP Common Stock 96647K102 1,987 115,598 defined 01, 02 115,598 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WHITNEY HOLDING CORP Common Stock 966612103 1,068 28,925 defined 01, 02 28,925 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WHITTAKER CORP Common Stock 966680407 309 14,100 defined 01, 02 14,100 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WHITTMAN-HART, INC Common Stock 966834103 1,597 74,300 defined 01, 02 74,300 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WHOLE FOODS MARKET INC Common Stock 966837106 1,131 32,900 defined 01, 02 32,900 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WIENERBERGER BAUSTOFFINDUSTRIE AG ADR 967662107 829 94,400 defined 01, 02 94,400 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WILD OATS MARKETS INC Common Stock 96808B107 98 3,600 defined 01, 02 3,600 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
</TABLE>
84
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<CAPTION>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- ---------------------------------------------------------------------------------------------------------------------------------
WILEY (JOHN) & SONS -CL A Common Stock 968223206 722 17,200 defined 01, 02 17,200 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WILEY JOHN & SONS INC Common Stock 968223305 49 1,200 defined 01, 02 1,200 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WILLAMETTE INDUSTRIES Common Stock 969133107 5,207 137,942 defined 01, 02 137,942 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WILLIAMS COS INC Common Stock 969457100 21,063 533,247 defined 01, 02 533,247 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WILLIAMS HOLDINGS ADR 96949E309 2,852 147,296 defined 01, 02 147,296 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WILLIAMS-SONOMA INC Common Stock 969904101 1,970 69,750 defined 01, 02 69,750 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WILLIS LEASE FINANCE CORP Common Stock 970646105 70 4,000 defined 01, 02 4,000 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WILMAR INDUSTRIES INC Common Stock 971426101 73 4,900 defined 01, 02 4,900 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WILMINGTON TRUST CORP Common Stock 971807102 2,191 38,355 defined 01, 02 38,355 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WIND RIVER SYSTEMS INC Common Stock 973149107 550 30,900 defined 01, 02 30,900 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WINDMERE CORP Common Stock 973411101 50 7,100 defined 01, 02 7,100 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WINN-DIXIE STORES INC Common Stock 974280109 6,938 185,640 defined 01, 02 185,640 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WINNEBAGO INDUSTRIES Common Stock 974637100 384 27,400 defined 01, 02 27,400 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WINSTAR COMMUNICATIONS Common Stock 975515107 636 17,500 defined 01, 02 17,500 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WINSTON HOTELS INC Common Stock 97563A102 137 16,800 defined 01, 02 16,800 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WINTRUST FINANCIAL CORP Common Stock 97650W108 18 1,000 defined 01, 02 1,000 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WISCONSIN CENTRAL TRANSPORTN Common Stock 976592105 774 58,400 defined 01, 02 58,400 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WISCONSIN ENERGY CORP Common Stock 976657106 3,445 132,188 defined 01, 02 132,188 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WITCO CORP Common Stock 977385103 833 65,992 defined 01, 02 65,992 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WOLFORD AG ADR 977819101 160 17,300 defined 01, 02 17,300 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WOLTERS KLUWER ADR 977874205 8,445 46,564 defined 01, 02 46,564 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WOLVERINE TUBE INC Common Stock 978093102 370 17,500 defined 01, 02 17,500 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WOLVERINE WORLD WIDE Common Stock 978097103 516 54,368 defined 01, 02 54,368 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WOODHEAD INDUSTRIES INC Common Stock 979438108 55 5,650 defined 01, 02 5,650 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WOODSIDE PETROLEUM ADR 980228308 2,874 477,000 defined 01, 02 477,000 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WOODWARD GOVERNOR Common Stock 980745103 83 3,300 defined 01, 02 3,300 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WOOLTRU ADR 980860100 498 256,450 defined 01, 02 256,450 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WORLD ACCEPTANCE CP/DE Common Stock 981419104 62 11,500 defined 01, 02 11,500 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WORLD ACCESS INC Common Stock 98141A101 36 4,383 defined 01, 02 4,383 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WORLD COLOR Common Stock 981443104 1,018 47,900 defined 01, 02 47,900 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WORTHINGTON FOODS INC Common Stock 981809106 55 4,800 defined 01, 02 4,800 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WORTHINGTON INDUSTRIES Common Stock 981811102 1,349 114,836 defined 01, 02 114,836 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WORLDCORP INC Common Stock 981904105 0 4,800 defined 01, 02 4,800 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WRIGLEY (WM) JR CO Common Stock 982526105 13,297 147,031 defined 01, 02 147,031 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WYMAN-GORDON CO Common Stock 983085101 253 27,300 defined 01, 02 27,300 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
WYNN'S INTERNATIONAL INC Common Stock 983195108 406 23,267 defined 01, 02 23,267 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
X-RITE INC Common Stock 983857103 171 26,300 defined 01, 02 26,300 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
XILINX INC Common Stock 983919101 6,733 165,996 defined 01, 02 165,996 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
XIRCOM INC Common Stock 983922105 744 29,600 defined 01, 02 29,600 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
XEIKON NV ADR 984003103 548 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 42,777 820,664 defined 01, 02 820,664 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
XOMED SURGICAL PRODS Common Stock 98412V107 35 900 defined 01, 02 900 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
XTRA CORP Common Stock 984138107 418 10,900 defined 01, 02 10,900 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
XYLAN CORP Common Stock 984151100 2,279 61,900 defined 01, 02 61,900 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
</TABLE>
85
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<TABLE>
<CAPTION>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- ---------------------------------------------------------------------------------------------------------------------------------
YPF SOCIEDAD ANONIMA ADR 984245100 7,782 246,550 defined 01, 02 246,550 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
YAHOO! Common Stock 984332106 25,559 151,800 defined 01, 02 151,800 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
YANKEE ENERGY SYS INC Common Stock 984779108 220 9,550 defined 01, 02 9,550 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
YANZHOU COAL MINING ADR 984846105 271 34,200 defined 01, 02 34,200 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
YELLOW CORP Common Stock 985509108 554 31,900 defined 01, 02 31,900 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
YORK INTL Common Stock 986670107 1,614 45,718 defined 01, 02 45,718 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
YOUNG AND RUBICAM INC Common Stock 987425105 1,365 33,500 defined 01, 02 33,500 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
YOUNG BROADCASTING -CL A Common Stock 987434107 110 2,400 defined 01, 02 2,400 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
ZALE CORP Common Stock 988858106 1,538 45,000 defined 01, 02 45,000 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
ZAPATA CORP Common Stock 989070503 180 20,100 defined 01, 02 20,100 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
ZEBRA TECHNOLOGIES CP -CL A Common Stock 989207105 917 38,610 defined 01, 02 38,610 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
ZENITH NATIONAL INSURANCE CP Common Stock 989390109 511 21,000 defined 01, 02 21,000 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
ZIFF DAVIS INC Common Stock 989511100 615 28,600 defined 01, 02 28,600 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
ZILA INCORPORATED Common Stock 989513205 54 14,200 defined 01, 02 14,200 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
ZIONS BANCORPORATION Common Stock 989701107 5,955 89,544 defined 01, 02 89,544 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
ZONAGEN INC Common Stock 98975L108 77 3,600 defined 01, 02 3,600 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
ZOLTEK COMPANIES Common Stock 98975W104 74 9,800 defined 01, 02 9,800 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
BENCKISER NV Common Stock D0882P103 1,281 23,000 defined 01, 02 23,000 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
DAIMLER CHRYSLER AG Common Stock D1668R123 53,548 624,011 defined 01, 02 624,011 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
ACE LIMITED Common Stock G0070K103 2,935 94,100 defined 01, 02 94,100 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
AMWAY ASIA PACIFIC LTD Common Stock G0352M108 315 42,400 defined 01, 02 42,400 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
ASIA PACIFIC RESOURCES INTL HLDG Common Stock G05345106 6 13,900 defined 01, 02 13,900 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
CENTRL EUROPEAN MEDIA -CL A Common Stock G20045103 67 5,200 defined 01, 02 5,200 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
CHINA YUCHAI INTERNATIONAL Common Stock G21082105 1 2,600 defined 01, 02 2,600 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
CORECOMM LTD Common Stock G2422R109 283 7,700 defined 01, 02 7,700 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
CREDICORP LTD Common Stock G2519Y108 351 36,010 defined 01, 02 36,010 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
DSG INTERNATIONAL LTD Common Stock G28471103 2 700 defined 01, 02 700 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
ESG Re LTD Common Stock G31215109 122 7,700 defined 01, 02 7,700 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
FRESH DELMONTE PRODUCE INC Common Stock G36738105 189 10,200 defined 01, 02 10,200 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
FRUIT OF THE LOOM LTD -CL A Common Stock G3682L105 964 89,710 defined 01, 02 89,710 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
GEMSTAR INTERNATIONAL GROUP Common Stock G3788V106 1,416 18,818 defined 01, 02 18,818 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
GLOBAL CROSSING LTD Common Stock G3921A100 10,684 231,000 defined 01, 02 231,000 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
GLOBALSTAR TELECOMM LTD Common Stock G3930H104 324 23,324 defined 01, 02 23,324 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
HELEN OF TROY CORP LTD Common Stock G4388N106 414 32,000 defined 01, 02 32,000 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
ICO GLOBAL COMMUNICATIONS Common Stock G4705T109 1,230 142,600 defined 01, 02 142,600 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
IPC HOLDINGS LTD Common Stock G4933P101 246 12,400 defined 01, 02 12,400 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
IRIDIUM WORLD COMMUNICATIONS Common Stock G49398103 761 50,300 defined 01, 02 50,300 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
LASALLE RE HOLDINGS LTD Common Stock G5383Q101 134 9,100 defined 01, 02 9,100 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
LORAL SPACE & COMMUNICATIONS Common Stock G56462107 2,161 149,712 defined 01, 02 149,712 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
PARTNERRE LTD Common Stock G6852T105 1,438 35,500 defined 01, 02 35,500 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
PEAK INTERNATIONAL LTD Common Stock G69586108 1 500 defined 01, 02 500 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
RENAISSANCERE HOLDINGS LTD Common Stock G7496G103 416 11,900 defined 01, 02 11,900 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
RSL COMMUNICATIONS Common Stock G7702U102 86 2,400 defined 01, 02 2,400 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
SIEM INDS INC Common Stock G81226105 57 8,400 defined 01, 02 8,400 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
TERRA NOVA BERMUDA -CL A Common Stock G87615103 186 8,500 defined 01, 02 8,500 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
</TABLE>
86
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<TABLE>
<CAPTION>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- ---------------------------------------------------------------------------------------------------------------------------------
TOMMY HILFIGER CORP Common Stock G8915Z102 1,805 26,200 defined 01, 02 26,200 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
TRITON ENERGY CORP Common Stock G90751101 199 25,300 defined 01, 02 25,300 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
XL CAPITAL LTD Common Stock G98255105 4,423 72,800 defined 01, 02 72,800 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
MILLICOM INTL CELLULAR SA Common Stock L6388F102 868 33,372 defined 01, 02 33,372 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
STOLT-COMEX SEAWAY Common Stock L8873E103 125 13,000 defined 01, 02 13,000 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
STOLT-NIELSEN SA Common Stock L88742108 225 20,800 defined 01, 02 20,800 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
CHECKPOINT SYSTEMS INC Common Stock M22465104 972 22,600 defined 01, 02 22,600 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
ELBIT MEDICAL IMAGING LTD ORD Common Stock M37605108 123 14,500 defined 01, 02 14,500 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
ELBIT SYSTEMS LTD Common Stock M3760D101 211 14,900 defined 01, 02 14,900 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
ELSCINT LTD -ORD Common Stock M40168102 119 10,360 defined 01, 02 10,360 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
ESC MEDICAL SYSTEMS Common Stock M40868107 2 300 defined 01, 02 300 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
GILAT SATELLITE NETWORKS LTD Common Stock M51474100 420 7,000 defined 01, 02 7,000 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
ORBOTECH LTD Common Stock M75253100 427 8,700 defined 01, 02 8,700 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
ORCKIT COMMUNICATIONS LTD Common Stock M7531S107 204 9,800 defined 01, 02 9,800 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
TADIRAN TELECOMMUNICATIONS LTD Common Stock M87340101 220 11,000 defined 01, 02 11,000 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
TECHNOMATIX TECHNOLOGIES LTD. Common Stock M8743P105 3 200 defined 01, 02 200 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
ASM LITHOGRAPHY HOLDING NV Common Stock N07059111 4,320 96,000 defined 01, 02 96,000 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
BAAN COMPANY NV Common Stock N08044104 1,132 131,700 defined 01, 02 131,700 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
CORE LABORATORIES Common Stock N22717107 271 15,400 defined 01, 02 15,400 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
MADGE NETWORKS N.V. Common Stock N5424G106 69 25,783 defined 01, 02 25,783 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
NEW HOLLAND N.V. Common Stock N62648105 1,077 105,100 defined 01, 02 105,100 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
ORTHOFIX INTERNATIONAL N V Common Stock N6748L102 117 7,800 defined 01, 02 7,800 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
QIAGEN N.V. Common Stock N72482107 763 11,200 defined 01, 02 11,200 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
TOOLEX INTERNATIONAL N. V. Common Stock N8715N103 325 30,100 defined 01, 02 30,100 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
BANCO LATINAMERICANO Common Stock P16994132 364 14,000 defined 01, 02 14,000 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
MCDERMOTT (J RAY) S A Common Stock P64658100 299 10,000 defined 01, 02 10,000 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
PANAMERICAN BEVERAGES Common Stock P74823108 908 51,700 defined 01, 02 51,700 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
SUN INTERNATIONAL HOTELS LTD Common Stock P8797T133 476 14,487 defined 01, 02 14,487 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
ROYAL CARIBBEAN CRUISES LTD Common Stock V7780T103 3,959 101,500 defined 01, 02 101,500 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
TEEKAY SHIPPING CORP Common Stock V89564104 335 20,300 defined 01, 02 20,300 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
ASE TEST LTD Common Stock Y02516105 841 21,300 defined 01, 02 21,300 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
CREATIVE TECHNOLOGY Common Stock Y1775U107 750 65,600 defined 01, 02 65,600 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
</TABLE>
Number of Items: 3,899
Total Fair Market Value: 18,759,960
Number of Others Included Managers: 2
87
