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UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: 9/30/99
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Check here if Amendment [ ]; Amendment Number:
-----------
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: WORLD ASSET MANAGEMENT, L.L.C.
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Address: 255 E. BROWN STREET
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BIRMINGHAM, MI 48009
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Form 13F File Number: 28-4980
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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
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Title: Associate General Counsel
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Phone: 248-647-9200
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Signature, Place, and Date of Signing:
/s/ Mary Ann C. Shumaker Birmingham, MI 11/9/99
- ------------------------ -------------- -------
[Signature] [City, State] [Date]
Report Type (Check only one.):
[ X ] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting
manager are reported in this report.)
[ ] 13F NOTICE. (Check here if no holdings reported are in this report,
and all holdings are reported by other reporting manager(s).)
[ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for
this reporting manager are reported in this report and a portion are
reported by other reporting manager(s).)
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FORM 13F SUMMARY PAGE
Report Summary:
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<S> <C>
Number of Other Included Managers: 2
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Form 13F Information Table Entry Total: 4,099
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Form 13F Information Table Value Total: $17,974,930
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(thousands)
</TABLE>
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
[If there are no entries in this list, state "NONE" and omit the column headings
and list entries.]
<TABLE>
<CAPTION>
No. Form 13F File Number Name
<S> <C> <C>
01 28-1874 Munder Capital Management
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02 28-412 Comerica Bank
</TABLE>
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<TABLE>
<CAPTION>
Fair Market Shares or Voting Authority
Value Principal SH/ Put/ Investment Other
Name of Issuer Title of Class CUSIP (x$1000) Amount PRN Call Discretion Managers Sole Shared None
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AAR CORP Common Stock 000361105 600 33,350 SH Defined 01,02 33,350 0 0
ABC-NACO INC Common Stock 000752105 54 3,800 SH Defined 01,02 3,800 0 0
ADC TELECOMMUNICATIONS INC Common Stock 000886101 6,508 155,195 SH Defined 01,02 155,195 0 0
ACTV, INC. Common Stock 00088E104 40 2,900 SH Defined 01,02 2,900 0 0
ADE CORP/MA Common Stock 00089C107 38 2,700 SH Defined 01,02 2,700 0 0
A B N AMRO HOLDING ADR 000937102 22,356 988,108 SH Defined 01,02 988,108 0 0
AFC CABLE SYSTEMS INC Common Stock 000950105 228 5,375 SH Defined 01,02 5,375 0 0
ABM INDUSTRIES INC Common Stock 000957100 685 27,000 SH Defined 01,02 27,000 0 0
ACT MANUFACTURING INC Common Stock 000973107 25 1,000 SH Defined 01,02 1,000 0 0
ACT NETWORKS INC Common Stock 000975102 10 1,100 SH Defined 01,02 1,100 0 0
AEP INDUSTRIES INC Common Stock 001031103 33 900 SH Defined 01,02 900 0 0
AFLAC INC Common Stock 001055102 12,745 304,353 SH Defined 01,02 304,353 0 0
A G A ADR 001070309 1,358 79,500 SH Defined 01,02 79,500 0 0
AGCO CORP Common Stock 001084102 924 71,100 SH Defined 01,02 71,100 0 0
AGL RESOURCES INC Common Stock 001204106 1,116 68,700 SH Defined 01,02 68,700 0 0
AHL SERVICES INC Common Stock 001296102 276 10,600 SH Defined 01,02 10,600 0 0
AES CORP Common Stock 00130H105 12,940 219,314 SH Defined 01,02 219,314 0 0
AK STEEL HOLDING CORP Common Stock 001547108 2,199 120,500 SH Defined 01,02 120,500 0 0
AMB PROPERTY CORP REIT 00163T109 1,820 85,900 SH Defined 01,02 85,900 0 0
AMC ENTERTAINMENT INC Common Stock 001669100 49 3,500 SH Defined 01,02 3,500 0 0
AMFM INC Common Stock 001693100 5,291 87,092 SH Defined 01,02 87,092 0 0
AMLI RESIDENTIAL PPTYS TR REIT 001735109 357 17,000 SH Defined 01,02 17,000 0 0
AMR CORP/DE Common Stock 001765106 9,420 172,842 SH Defined 01,02 172,842 0 0
APAC TELESERVICES INC Common Stock 00185E106 87 20,700 SH Defined 01,02 20,700 0 0
ARM FINL GROUP INC -CL A Common Stock 001944107 1 5,300 SH Defined 01,02 5,300 0 0
AT&T CORP Common Stock 001957109 160,846 3,697,602 SH Defined 01,02 3,697,602 0 0
AT&T CORP LIBERTY MEDIA GROUP Common Stock 001957208 27,426 735,040 SH Defined 01,02 735,040 0 0
A S V INC Common Stock 001963107 27 1,850 SH Defined 01,02 1,850 0 0
APT SATELLITE HOLDINGS ADR 00203R105 157 33,900 SH Defined 01,02 33,900 0 0
ATT CANADA INC Common Stock 00207Q202 861 13,700 SH Defined 01,02 13,700 0 0
ATMI INC Common Stock 00207R101 257 6,900 SH Defined 01,02 6,900 0 0
ATS MEDICAL INC Common Stock 002083103 17 1,700 SH Defined 01,02 1,700 0 0
AVT CORP Common Stock 002420107 187 6,100 SH Defined 01,02 6,100 0 0
AVX CORP Common Stock 002444107 2,086 59,400 SH Defined 01,02 59,400 0 0
AXA FINANCIAL INC Common Stock 002451102 3,455 123,800 SH Defined 01,02 123,800 0 0
AARON RENTS INC Common Stock 002535201 85 4,900 SH Defined 01,02 4,900 0 0
AAVID THERMAL TECHNOLOGIES Common Stock 002539104 43 1,900 SH Defined 01,02 1,900 0 0
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ABACUS DIRECT CORP Common Stock 002553105 634 5,200 SH Defined 01,02 5,200 0 0
ABB AG SPON ADR ADR 00256R101 9,267 56,300 SH Defined 01,02 56,300 0 0
ABBOTT LABORATORIES Common Stock 002824100 64,898 1,768,939 SH Defined 01,02 1,768,939 0 0
ABERCROMBIE & FITCH -CL A Common Stock 002896207 4,214 123,706 SH Defined 01,02 123,706 0 0
ABBEY NATIONAL PLC SPONSORED ADR ADR 002920106 16,487 464,750 SH Defined 01,02 464,750 0 0
ABGENIX INC COM Common Stock 00339B107 47 1,200 SH Defined 01,02 1,200 0 0
ABOUT.COM Common Stock 003736105 88 1,550 SH Defined 01,02 1,550 0 0
ABITIBI CONSOLIDATED INC Common Stock 003924107 689 57,123 SH Defined 01,02 57,123 0 0
ACADIA REALTY TRUST Common Stock 004239109 132 25,100 SH Defined 01,02 25,100 0 0
ACCEPTANCE INSURANCE COS INC Common Stock 004308102 120 9,500 SH Defined 01,02 9,500 0 0
ACCLAIM ENTERTAINMENT Warrant or Right 004325155 1 200 SH Defined 01,02 200 0 0
ACCLAIM ENMNT INC Common Stock 004325205 339 44,608 SH Defined 01,02 44,608 0 0
ACCOR SA ADR 00435F101 5,623 241,200 SH Defined 01,02 241,200 0 0
ACCREDO HEALTH INC Common Stock 00437V104 148 4,700 SH Defined 01,02 4,700 0 0
ACCRUE SOFTWARE INC Common Stock 00437W102 36 1,600 SH Defined 01,02 1,600 0 0
ACE CASH EXPRESS INC Common Stock 004403101 33 2,300 SH Defined 01,02 2,300 0 0
ACKERLEY GROUP INC Common Stock 004527107 259 21,000 SH Defined 01,02 21,000 0 0
ACME COMMUNICATIONS INC Common Stock 004631107 31 1,000 SH Defined 01,02 1,000 0 0
ACNIELSEN CORP Common Stock 004833109 1,574 69,356 SH Defined 01,02 69,356 0 0
ACTIVISION INC Common Stock 004930202 109 6,200 SH Defined 01,02 6,200 0 0
ACTRADE INTERNATIONAL LTD Common Stock 004931101 27 2,000 SH Defined 01,02 2,000 0 0
ACTION PERFORMANCE COS INC Common Stock 004933107 436 20,700 SH Defined 01,02 20,700 0 0
ACTEL CORP Common Stock 004934105 200 10,500 SH Defined 01,02 10,500 0 0
ACTIVE SOFTWARE, INC. Common Stock 00504E100 263 11,000 SH Defined 01,02 11,000 0 0
ACTUATE SOFTWARE Common Stock 00508B102 37 1,100 SH Defined 01,02 1,100 0 0
ACUSON CORP Common Stock 005113105 453 35,548 SH Defined 01,02 35,548 0 0
ACX TECHNOLOGIES INC Common Stock 005123104 93 9,780 SH Defined 01,02 9,780 0 0
ACXIOM CORP Common Stock 005125109 1,966 100,000 SH Defined 01,02 100,000 0 0
ADAC LABORATORIES Common Stock 005313200 305 31,133 SH Defined 01,02 31,133 0 0
ADAPTIVE BROADBAND CORP Common Stock 00650M104 606 18,100 SH Defined 01,02 18,100 0 0
ADAPTEC INC Common Stock 00651F108 4,691 118,200 SH Defined 01,02 118,200 0 0
ADECO SA ADR 006754105 6,271 90,235 SH Defined 01,02 90,235 0 0
ADELPHIA COMMUN -CL A Common Stock 006848105 735 12,500 SH Defined 01,02 12,500 0 0
ADFORCE, INC. Common Stock 006867105 41 1,600 SH Defined 01,02 1,600 0 0
ADMINISTAFF INC Common Stock 007094105 67 4,200 SH Defined 01,02 4,200 0 0
ADMINISTRADORA FONDOS PENSIO PROVIDA ADR 00709P108 235 11,500 SH Defined 01,02 11,500 0 0
ADOBE SYSTEMS INC Common Stock 00724F101 8,061 71,019 SH Defined 01,02 71,019 0 0
ADTRAN INC Common Stock 00738A106 1,808 47,200 SH Defined 01,02 47,200 0 0
ADVANCE PARADIGM INC Common Stock 007491103 148 2,700 SH Defined 01,02 2,700 0 0
ADVANCED DIGITAL INFO CORP Common Stock 007525108 337 12,100 SH Defined 01,02 12,100 0 0
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ADVANCED LIGHTING TECH INC Common Stock 00753C102 55 7,800 SH Defined 01,02 7,800 0 0
ADVANCED INFO SERVICE ADR 00753G103 826 72,200 SH Defined 01,02 72,200 0 0
ADVANCED FIBRE COMM INC Common Stock 00754A105 1,395 62,700 SH Defined 01,02 62,700 0 0
ADVANCED RADIO TELECOM CORP Common Stock 00754U101 48 3,800 SH Defined 01,02 3,800 0 0
ADVANCED TISSUE SCI -CL A Common Stock 00755F103 193 62,750 SH Defined 01,02 62,750 0 0
ADVANTAGE LEARNING SYS INC Common Stock 00757K100 201 10,800 SH Defined 01,02 10,800 0 0
ADVO INC Common Stock 007585102 518 26,000 SH Defined 01,02 26,000 0 0
AERIAL COMMUNICATIONS INC Common Stock 007655103 822 30,300 SH Defined 01,02 30,300 0 0
AEROFLEX INC Common Stock 007768104 48 3,900 SH Defined 01,02 3,900 0 0
ADVANCED MICRO DEVICES Common Stock 007903107 2,877 167,368 SH Defined 01,02 167,368 0 0
AEGON NV -ADR ADR 007924103 30,945 357,750 SH Defined 01,02 357,750 0 0
ADVANTA CORP -CL A Common Stock 007942105 52 3,540 SH Defined 01,02 3,540 0 0
ADVANCED ENERGY INDS INC Common Stock 007973100 65 2,100 SH Defined 01,02 2,100 0 0
ADVENT SOFTWARE INC Common Stock 007974108 501 8,050 SH Defined 01,02 8,050 0 0
AETNA INC Common Stock 008117103 7,937 161,160 SH Defined 01,02 161,160 0 0
AFFILIATED COMP SVCS -CL A Common Stock 008190100 2,385 58,700 SH Defined 01,02 58,700 0 0
AFFILIATED MANAGERS GRP INC Common Stock 008252108 199 7,300 SH Defined 01,02 7,300 0 0
AFFYMETRIX INC Common Stock 00826T108 1,782 18,100 SH Defined 01,02 18,100 0 0
AFTERMARKET TECHNOLOGY CORP Common Stock 008318107 81 7,700 SH Defined 01,02 7,700 0 0
AG CHEM EQUIPMENT INC Common Stock 008363103 26 2,600 SH Defined 01,02 2,600 0 0
AGILE SOFTWARE CORP Common Stock 00846X105 122 1,900 SH Defined 01,02 1,900 0 0
AGNICO EAGLE MINES LTD Common Stock 008474108 208 26,800 SH Defined 01,02 26,800 0 0
AGRIBIOTECH INC Common Stock 008494106 37 9,100 SH Defined 01,02 9,100 0 0
AGRIBRANDS INTERNATIONAL INC Common Stock 00849R105 670 13,500 SH Defined 01,02 13,500 0 0
AGRITOPE INC Common Stock 00855D107 1 280 SH Defined 01,02 280 0 0
AIR EXPRESS INTERNATIONAL CP Common Stock 009104100 921 40,575 SH Defined 01,02 40,575 0 0
AIR PRODUCTS & CHEMICALS INC Common Stock 009158106 7,666 262,076 SH Defined 01,02 262,076 0 0
AIRBORNE FREIGHT CORP Common Stock 009266107 1,230 58,396 SH Defined 01,02 58,396 0 0
AIRGAS INC Common Stock 009363102 986 84,809 SH Defined 01,02 84,809 0 0
AIRNET SYSTEMS INC Common Stock 009417106 37 4,100 SH Defined 01,02 4,100 0 0
AIRTRAN HOLDINGS INC Common Stock 00949P108 157 31,200 SH Defined 01,02 31,200 0 0
ELECTROLUX -ADR ADR 010198208 4,649 122,750 SH Defined 01,02 122,750 0 0
AKZO NOBEL NV -ADR ADR 010199305 8,050 188,300 SH Defined 01,02 188,300 0 0
ALABAMA NATL BANCORPORATION Common Stock 010317105 21 900 SH Defined 01,02 900 0 0
ALASKA AIRGROUP INC Common Stock 011659109 1,281 31,496 SH Defined 01,02 31,496 0 0
ALBANY INTL CORP -CL A Common Stock 012348108 540 35,670 SH Defined 01,02 35,670 0 0
ALBANY MOLECULAR RESEARCH, INC. Common Stock 012423109 25 1,000 SH Defined 01,02 1,000 0 0
ALBEMARLE CORP Common Stock 012653101 1,127 56,004 SH Defined 01,02 56,004 0 0
ALBERT FISHER GROUP ADR 012760203 12 4,200 SH Defined 01,02 4,200 0 0
ALBERTA ENERGY CO LTD Common Stock 012873105 1,451 50,250 SH Defined 01,02 50,250 0 0
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ALBERTO-CULVER CO -CL B Common Stock 013068101 1,477 63,855 SH Defined 01,02 63,855 0 0
ALBERTO CULVER CO Common Stock 013068200 174 8,900 SH Defined 01,02 8,900 0 0
ALBERTSONS INC Common Stock 013104104 19,074 482,131 SH Defined 01,02 482,131 0 0
ALCAN ALUMINIUM LTD Common Stock 013716105 8,058 257,849 SH Defined 01,02 257,849 0 0
ALCOA INC Common Stock 013817101 25,947 418,083 SH Defined 01,02 418,083 0 0
ALCATEL ALSTHOM -ADR ADR 013904305 16,677 600,955 SH Defined 01,02 600,955 0 0
ALEXANDER & BALDWIN INC REIT 014482103 1,403 58,774 SH Defined 01,02 58,774 0 0
ALEXANDER'S INC REIT 014752109 362 5,000 SH Defined 01,02 5,000 0 0
ALEXANDRIA R E EQUITIES INC REIT 015271109 383 13,000 SH Defined 01,02 13,000 0 0
ALEXION PHARMACEUTICALS INC Common Stock 015351109 34 2,300 SH Defined 01,02 2,300 0 0
ALFA CORP Common Stock 015385107 419 25,800 SH Defined 01,02 25,800 0 0
ALGOS PHARMACEUTICAL CORP Common Stock 015869100 98 11,500 SH Defined 01,02 11,500 0 0
ALICO INC Common Stock 016230104 58 3,900 SH Defined 01,02 3,900 0 0
ALKERMES INC Common Stock 01642T108 424 14,700 SH Defined 01,02 14,700 0 0
ALLAIRE CORP Common Stock 016714107 168 3,000 SH Defined 01,02 3,000 0 0
ALLEGHANY CORP Common Stock 017175100 863 4,877 SH Defined 01,02 4,877 0 0
ALLEGHENY ENERGY INC Common Stock 017361106 4,436 139,184 SH Defined 01,02 139,184 0 0
ALLEGHENY TELEDYNE INC Common Stock 017415100 3,680 218,100 SH Defined 01,02 218,100 0 0
ALLEGIANCE TELECOM INC Common Stock 01747T102 2,168 41,200 SH Defined 01,02 41,200 0 0
ALLEN TELECOM INC Common Stock 018091108 327 33,500 SH Defined 01,02 33,500 0 0
ALLERGAN INC Common Stock 018490102 9,333 84,842 SH Defined 01,02 84,842 0 0
ALLIANCE BANCORP INC Common Stock 01852J105 37 1,900 SH Defined 01,02 1,900 0 0
ALLIANCE COMMUNICATIONS Common Stock 01853E204 97 9,600 SH Defined 01,02 9,600 0 0
ALLIANCE CAPITAL MGMT -LP Common Stock 018548107 1,114 40,600 SH Defined 01,02 40,600 0 0
ALLIANCE PHARMACEUTICAL CP Common Stock 018773101 264 52,100 SH Defined 01,02 52,100 0 0
ALLIANCE SEMICONDUCTOR CORP Common Stock 01877H100 327 30,750 SH Defined 01,02 30,750 0 0
ALLIANT ENERGY Common Stock 018802108 2,599 93,871 SH Defined 01,02 93,871 0 0
ALLIANT TECHSYSTEMS INC Common Stock 018804104 877 12,650 SH Defined 01,02 12,650 0 0
ALLIED CAPITAL CP Common Stock 01903Q108 550 24,500 SH Defined 01,02 24,500 0 0
ALLIED DOMECQ ADR 019121102 4,085 717,850 SH Defined 01,02 717,850 0 0
ALLIED IRISH BANKS -SP ADR ADR 019228402 6,647 261,300 SH Defined 01,02 261,300 0 0
ALLIEDSIGNAL INC Common Stock 019512102 38,135 636,244 SH Defined 01,02 636,244 0 0
ALLIED WASTE INDS INC Common Stock 019589308 2,521 215,698 SH Defined 01,02 215,698 0 0
ALLIED ZURICH PLC ADR 01959Q101 12,273 528,522 SH Defined 01,02 528,522 0 0
ALLMERICA FINANCIAL CORP Common Stock 019754100 3,172 66,600 SH Defined 01,02 66,600 0 0
ALLSCRIPTS, INC. Common Stock 019886100 24 1,500 SH Defined 01,02 1,500 0 0
ALLSTATE CORP Common Stock 020002101 22,826 915,336 SH Defined 01,02 915,336 0 0
ALLTEL CORP Common Stock 020039103 24,632 350,012 SH Defined 01,02 350,012 0 0
ALLTRISTA CORP Common Stock 020040101 97 3,700 SH Defined 01,02 3,700 0 0
ALPARGATAS ADR 020545109 1 1,300 SH Defined 01,02 1,300 0 0
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ALPHA INDUSTRIES INC Common Stock 020753109 1,309 23,200 SH Defined 01,02 23,200 0 0
ALPHARMA INC -CL A Common Stock 020813101 1,312 37,166 SH Defined 01,02 37,166 0 0
ALPINE GROUP INC Common Stock 020825105 16 1,200 SH Defined 01,02 1,200 0 0
ALSTOM SA ADR 021244108 4,735 142,400 SH Defined 01,02 142,400 0 0
ALTERA CORP Common Stock 021441100 10,315 237,820 SH Defined 01,02 237,820 0 0
ALTERNATIVE RESOURCES CORP Common Stock 02145R102 42 8,100 SH Defined 01,02 8,100 0 0
ALTERRA HEALTHCARE Common Stock 02146C104 45 5,100 SH Defined 01,02 5,100 0 0
ALZA CORP Common Stock 022615108 5,458 127,492 SH Defined 01,02 127,492 0 0
AMAZON.COM INC Common Stock 023135106 15,220 190,400 SH Defined 01,02 190,400 0 0
AMBAC FINANCIAL GP Common Stock 023139108 3,961 83,605 SH Defined 01,02 83,605 0 0
AMCAST INDL CORP Common Stock 023395106 150 11,300 SH Defined 01,02 11,300 0 0
AMCOR LTD -ADR ADR 02341R302 2,067 108,450 SH Defined 01,02 108,450 0 0
AMCOL INTERNATIONAL CORP Common Stock 02341W103 484 32,800 SH Defined 01,02 32,800 0 0
AMER GROUP ADR 023512205 298 32,900 SH Defined 01,02 32,900 0 0
AMERADA HESS CORP Common Stock 023551104 6,325 103,273 SH Defined 01,02 103,273 0 0
AMERCO Common Stock 023586100 434 15,200 SH Defined 01,02 15,200 0 0
AMEREN CORP Common Stock 023608102 5,924 156,660 SH Defined 01,02 156,660 0 0
AMERICA ONLINE INC Common Stock 02364J104 133,253 1,280,505 SH Defined 01,02 1,280,505 0 0
AMERICA WEST HLDG CP -CL B Common Stock 023657208 514 29,700 SH Defined 01,02 29,700 0 0
AMERICAN ANNUITY GROUP Common Stock 023840101 586 27,100 SH Defined 01,02 27,100 0 0
AMCORE FINL INC Common Stock 023912108 299 14,475 SH Defined 01,02 14,475 0 0
AMERICAN AXLE AND MANUFACTURING Common Stock 024061103 224 15,700 SH Defined 01,02 15,700 0 0
AMERICAN BUSINESS PRODS/GA Common Stock 024763104 147 9,350 SH Defined 01,02 9,350 0 0
AMERICAN CLASSIC VOYAGES CO Common Stock 024928103 234 10,200 SH Defined 01,02 10,200 0 0
AM CAP STRATEGIES LTD Common Stock 024937104 150 8,100 SH Defined 01,02 8,100 0 0
AMERICAN ELECTRIC POWER Common Stock 025537101 7,529 220,632 SH Defined 01,02 220,632 0 0
AMERN EAGLE OUTFITTERS INC Common Stock 02553E106 1,482 30,600 SH Defined 01,02 30,600 0 0
AMERICAN EXPRESS Common Stock 025816109 69,505 514,855 SH Defined 01,02 514,855 0 0
AMERICAN FINL GROUP INC Common Stock 025932104 2,014 71,761 SH Defined 01,02 71,761 0 0
AMERICAN FREIGHTWAYS CORP Common Stock 02629V108 709 39,000 SH Defined 01,02 39,000 0 0
AMERICAN GENERAL CORP Common Stock 026351106 18,030 285,059 SH Defined 01,02 285,059 0 0
AMERICAN GREETINGS -CL A Common Stock 026375105 1,988 77,215 SH Defined 01,02 77,215 0 0
AMERICAN HEALTH PROPERTIES REIT 026494104 491 24,400 SH Defined 01,02 24,400 0 0
AMERICAN HERITAGE LIFE INVS Common Stock 026522102 578 18,200 SH Defined 01,02 18,200 0 0
AMERICAN HOME PRODUCTS CORP Common Stock 026609107 62,823 1,513,801 SH Defined 01,02 1,513,801 0 0
AMERICAN HOMESTAR CORP Common Stock 026651109 22 5,700 SH Defined 01,02 5,700 0 0
AMERICAN INDL PPTYS REIT SH BEN INT REIT 026791202 108 8,100 SH Defined 01,02 8,100 0 0
AMERICAN INTERNATIONAL GROUP Common Stock 026874107 154,850 1,781,159 SH Defined 01,02 1,781,159 0 0
AMER ISRAELI PAPER MLS -ORD ADR 027069509 11 200 SH Defined 01,02 200 0 0
AMER ITALIAN PASTA CO -CL A Common Stock 027070101 249 8,700 SH Defined 01,02 8,700 0 0
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AMERICAN MANAGEMENT SYSTEMS Common Stock 027352103 1,321 51,500 SH Defined 01,02 51,500 0 0
AMERICAN MED SEC GRP Common Stock 02744P101 59 9,000 SH Defined 01,02 9,000 0 0
AMERICAN MOBILE SATELLITE CP Common Stock 02755R103 284 16,200 SH Defined 01,02 16,200 0 0
AMERICAN NATIONAL CAN GROUP Common Stock 027714104 362 22,900 SH Defined 01,02 22,900 0 0
AMERICAN NATIONAL INSURANCE Common Stock 028591105 1,327 19,800 SH Defined 01,02 19,800 0 0
AMERICAN RETIREMENT CORP Common Stock 028913101 63 6,400 SH Defined 01,02 6,400 0 0
AMERICAN PWR CNVRSION Common Stock 029066107 4,368 229,900 SH Defined 01,02 229,900 0 0
AMERICAN REALTY TRUST Common Stock 029177409 2 100 SH Defined 01,02 100 0 0
AMERN STANDARD CO INC Common Stock 029712106 3,264 84,505 SH Defined 01,02 84,505 0 0
AMERICAN STATES WATER CO Common Stock 029899101 364 11,000 SH Defined 01,02 11,000 0 0
AMERICAN TOWER CORP Common Stock 029912201 1,653 84,240 SH Defined 01,02 84,240 0 0
AMERICAN SUPERCONDUCTOR CP Common Stock 030111108 32 2,100 SH Defined 01,02 2,100 0 0
AMERICAN WATER WORKS INC Common Stock 030411102 3,342 115,475 SH Defined 01,02 115,475 0 0
AMERICAN WOODMARK CORP Common Stock 030506109 51 1,900 SH Defined 01,02 1,900 0 0
AMERICAN XTAL TECHNOLOGY, INC. Common Stock 030514103 192 9,000 SH Defined 01,02 9,000 0 0
AMERICREDIT CORP Common Stock 03060R101 1,243 83,200 SH Defined 01,02 83,200 0 0
AMERON INTERNATIONAL INC Common Stock 030710107 89 1,900 SH Defined 01,02 1,900 0 0
AMERIPATH INC Common Stock 03071D109 38 4,550 SH Defined 01,02 4,550 0 0
AMERISOURCE HEALTH CP -CL A Common Stock 03071P102 760 32,100 SH Defined 01,02 32,100 0 0
AMERITRADE HLDG CORP -CL A Common Stock 03072H109 1,016 55,300 SH Defined 01,02 55,300 0 0
AMERUS LIFE HLDGS INC -CL A Common Stock 030732101 366 17,257 SH Defined 01,02 17,257 0 0
AMES DEPT STORES INC Common Stock 030789507 1,100 34,500 SH Defined 01,02 34,500 0 0
AMERITECH CORP Common Stock 030954101 84,996 1,273,346 SH Defined 01,02 1,273,346 0 0
AMETEK INC Common Stock 031100100 762 38,465 SH Defined 01,02 38,465 0 0
AMF BOWLING INC Common Stock 03113V109 113 27,500 SH Defined 01,02 27,500 0 0
AMGEN INC Common Stock 031162100 48,244 591,955 SH Defined 01,02 591,955 0 0
AMKOR TECHNOLOGY INC Common Stock 031652100 240 14,900 SH Defined 01,02 14,900 0 0
AMOY PROPERTIES ADR 031892102 1,601 352,750 SH Defined 01,02 352,750 0 0
AMRESCO INC Common Stock 031909104 177 59,100 SH Defined 01,02 59,100 0 0
AMPHENOL CORP Common Stock 032095101 186 3,757 SH Defined 01,02 3,757 0 0
AMSOUTH BANCORPORATION Common Stock 032165102 4,750 202,674 SH Defined 01,02 202,674 0 0
AMSTEEL CORP BERHAD ADR 032182107 150 806,040 SH Defined 01,02 806,040 0 0
AMTRAN INC Common Stock 03234G106 141 7,500 SH Defined 01,02 7,500 0 0
AMWAY JAPAN LTD SPONSORED ADR ADR 03234J100 922 204,804 SH Defined 01,02 204,804 0 0
AMVESCAP PLC -SPON ADR ADR 03235E100 3,300 80,600 SH Defined 01,02 80,600 0 0
ANACOMP, INC. Common Stock 032371106 115 7,000 SH Defined 01,02 7,000 0 0
ANADARKO PETROLEUM CORP Common Stock 032511107 4,445 145,429 SH Defined 01,02 145,429 0 0
ANADIGICS INC Common Stock 032515108 405 14,400 SH Defined 01,02 14,400 0 0
ANALOG DEVICES Common Stock 032654105 10,362 202,190 SH Defined 01,02 202,190 0 0
ANALOGIC CORP Common Stock 032657207 492 15,600 SH Defined 01,02 15,600 0 0
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ANALYSTS INTERNATIONAL CORP Common Stock 032681108 287 27,650 SH Defined 01,02 27,650 0 0
ANALYTICAL SURVEYS INC Common Stock 032683302 22 1,400 SH Defined 01,02 1,400 0 0
ANANGEL AMER SHIPHLDGS -ADR ADR 032721201 2 400 SH Defined 01,02 400 0 0
ANCHOR BANCORP INC/WI Common Stock 032839102 494 30,400 SH Defined 01,02 30,400 0 0
ANCHOR FINL CORP S C Common Stock 033036104 22 600 SH Defined 01,02 600 0 0
ANCHOR GAMING Common Stock 033037102 869 14,600 SH Defined 01,02 14,600 0 0
ANCOR COMMUNICATIONS INC Common Stock 03332K108 109 4,500 SH Defined 01,02 4,500 0 0
ANDREW CORP Common Stock 034425108 1,645 94,662 SH Defined 01,02 94,662 0 0
ANDRX CORP Common Stock 034551101 890 15,200 SH Defined 01,02 15,200 0 0
ANESTA CORP Common Stock 034603100 9 1,000 SH Defined 01,02 1,000 0 0
ANGELICA CORP Common Stock 034663104 123 10,700 SH Defined 01,02 10,700 0 0
ANGLO IRISH BANCORP ADR 035058106 362 14,800 SH Defined 01,02 14,800 0 0
ANGLOGOLD ADR 035128206 3,471 110,400 SH Defined 01,02 110,400 0 0
ANHEUSER-BUSCH COS INC Common Stock 035229103 38,094 543,720 SH Defined 01,02 543,720 0 0
ANIXTER INTL INC Common Stock 035290105 1,025 44,100 SH Defined 01,02 44,100 0 0
ANNTAYLOR STORES CORP Common Stock 036115103 1,300 31,800 SH Defined 01,02 31,800 0 0
ANSYS INC Common Stock 03662Q105 32 3,200 SH Defined 01,02 3,200 0 0
ANTEC CORP Common Stock 03664P105 781 14,700 SH Defined 01,02 14,700 0 0
ANTENNA TV ADR 03672N100 153 16,500 SH Defined 01,02 16,500 0 0
ANSWERTHINK CONSLTNG GRP INC Common Stock 036916104 101 10,500 SH Defined 01,02 10,500 0 0
MOSENERGO -SPON ADR ADR 037376308 444 173,600 SH Defined 01,02 173,600 0 0
AO TORGOVY DOM GUM SPONSORED ADR ADR 037379104 1 700 SH Defined 01,02 700 0 0
TATNEFT -SPON ADR ADR 03737P306 220 70,400 SH Defined 01,02 70,400 0 0
AON CORP Common Stock 037389103 8,640 292,260 SH Defined 01,02 292,260 0 0
APACHE CORP Common Stock 037411105 5,614 129,988 SH Defined 01,02 129,988 0 0
APASCO ADR 037488103 1,028 36,800 SH Defined 01,02 36,800 0 0
APARTMENT INVT & MGMT CO REIT 03748R101 2,545 66,538 SH Defined 01,02 66,538 0 0
APEX INC Common Stock 037548104 665 35,600 SH Defined 01,02 35,600 0 0
APOGEE ENTERPRISES INC Common Stock 037598109 237 33,700 SH Defined 01,02 33,700 0 0
APHTON CORP Common Stock 03759P101 131 9,900 SH Defined 01,02 9,900 0 0
APOLLO GROUP INC -CL A Common Stock 037604105 1,972 93,350 SH Defined 01,02 93,350 0 0
APPLE COMPUTER INC Common Stock 037833100 11,635 183,774 SH Defined 01,02 183,774 0 0
APPLEBEES INTL INC Common Stock 037899101 1,182 35,100 SH Defined 01,02 35,100 0 0
APRIA HEALTHCARE GROUP Common Stock 037933108 1,149 68,602 SH Defined 01,02 68,602 0 0
APPLIED GRAPHICS TECHNGS INC Common Stock 037937109 89 10,300 SH Defined 01,02 10,300 0 0
APPLD ANALYTICAL INDS Common Stock 037939105 114 10,100 SH Defined 01,02 10,100 0 0
APPLIED INDUSTRIAL TECH INC Common Stock 03820C105 468 26,000 SH Defined 01,02 26,000 0 0
APPLIED MAGNETICS CORP Common Stock 038213104 2 2,300 SH Defined 01,02 2,300 0 0
APPLIED MAGNETICS RIGHTS Common Stock 038213112 2 50,000 SH Defined 01,02 50,000 0 0
APPLIED MATERIALS INC Common Stock 038222105 33,674 433,456 SH Defined 01,02 433,456 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
APPLIED POWER -CL A Common Stock 038225108 1,437 47,325 SH Defined 01,02 47,325 0 0
APPLIED MICRO CIRUCUITS CORP Common Stock 03822W109 889 15,600 SH Defined 01,02 15,600 0 0
APPLIED THEORY CORP Common Stock 03828R104 31 2,600 SH Defined 01,02 2,600 0 0
APPNET SYS INC Common Stock 03831Q101 71 2,600 SH Defined 01,02 2,600 0 0
APTARGROUP INC Common Stock 038336103 1,190 44,500 SH Defined 01,02 44,500 0 0
AQUARION CO Common Stock 03838W101 502 14,000 SH Defined 01,02 14,000 0 0
ARACRUZ CELULOSE SA ADR 038496204 1,118 53,574 SH Defined 01,02 53,574 0 0
ARADIGM CORP Common Stock 038505103 24 2,600 SH Defined 01,02 2,600 0 0
ARCADIA FINANCIAL LTD Common Stock 039101100 43 10,000 SH Defined 01,02 10,000 0 0
ARCH CHEMICALS INC Common Stock 03937R102 29 1,800 SH Defined 01,02 1,800 0 0
ARCH COAL INC Common Stock 039380100 131 10,600 SH Defined 01,02 10,600 0 0
ARCH COMMUNICATIONS GROUP Common Stock 039381504 15 3,800 SH Defined 01,02 3,800 0 0
ARCHER-DANIELS-MIDLAND CO Common Stock 039483102 8,576 707,277 SH Defined 01,02 707,277 0 0
ARCHSTONE COMMUNITYS TR REIT 039581103 2,834 143,500 SH Defined 01,02 143,500 0 0
ARCTIC CAT INC Common Stock 039670104 308 32,225 SH Defined 01,02 32,225 0 0
ARDEN REALTY INC REIT 039793104 1,355 62,300 SH Defined 01,02 62,300 0 0
ARDENT SOFTWARE INC Common Stock 039794102 132 4,900 SH Defined 01,02 4,900 0 0
AREA BANCSHARES CORP Common Stock 039872106 89 3,100 SH Defined 01,02 3,100 0 0
CORPORACION BANC ESP -ADR ADR 04011W108 7,590 172,000 SH Defined 01,02 172,000 0 0
ARGONAUT GROUP INC Common Stock 040157109 384 15,300 SH Defined 01,02 15,300 0 0
ARGOSY GAMING CORP Common Stock 040228108 29 2,200 SH Defined 01,02 2,200 0 0
ARGUSS HOLDINGS INC Common Stock 040282105 21 1,400 SH Defined 01,02 1,400 0 0
ARIBA INC Common Stock 04033V104 477 3,300 SH Defined 01,02 3,300 0 0
ARKANSAS BEST CORP Common Stock 040790107 299 24,200 SH Defined 01,02 24,200 0 0
ARM HOLDINGS PLC ADR 042068106 1,998 42,500 SH Defined 01,02 42,500 0 0
ARMCO INC Common Stock 042170100 459 65,500 SH Defined 01,02 65,500 0 0
ARMOR HOLDINGS INC Common Stock 042260109 46 4,200 SH Defined 01,02 4,200 0 0
ARMSTRONG WORLD INDS INC Common Stock 042476101 2,058 45,794 SH Defined 01,02 45,794 0 0
ARNOLD INDUSTRIES INC Common Stock 042595108 375 29,708 SH Defined 01,02 29,708 0 0
ARROW ELECTRONICS INC Common Stock 042735100 2,020 114,600 SH Defined 01,02 114,600 0 0
ARROW INTERNATIONAL Common Stock 042764100 493 19,300 SH Defined 01,02 19,300 0 0
ART TECHNOLOGY GROUP INC Common Stock 04289L107 107 2,800 SH Defined 01,02 2,800 0 0
ARTESYN TECHNOLOGIES INC Common Stock 043127109 861 45,400 SH Defined 01,02 45,400 0 0
ARTHROCARE CORP Common Stock 043136100 109 2,000 SH Defined 01,02 2,000 0 0
ARVIN INDUSTRIES INC Common Stock 043339100 951 30,738 SH Defined 01,02 30,738 0 0
ASARCO INC Common Stock 043413103 1,230 45,568 SH Defined 01,02 45,568 0 0
ASCENT ENTERTAINMENT GROUP Common Stock 043628106 273 19,820 SH Defined 01,02 19,820 0 0
ASHANTI GOLDFIELDS CO. LTD ADR 043743202 488 62,000 SH Defined 01,02 62,000 0 0
ASHFORD.COM INC Common Stock 044093102 171 18,500 SH Defined 01,02 18,500 0 0
ASHLAND INC Common Stock 044204105 2,772 82,444 SH Defined 01,02 82,444 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ASHTON MINING ADR 045074101 6 3,000 SH Defined 01,02 3,000 0 0
ASHWORTH INC Common Stock 04516H101 82 17,200 SH Defined 01,02 17,200 0 0
ASIA PULP & PAPER ADR 04516V100 818 139,200 SH Defined 01,02 139,200 0 0
ASIA PULP & PAPER WTS Warrant or Right 04516V209 23 27,960 SH Defined 01,02 27,960 0 0
ASIA SATELLITE TELECOMMUNICATIONS ADR 04516X106 579 22,700 SH Defined 01,02 22,700 0 0
ASK JEEVES, INC Common Stock 045174109 72 2,100 SH Defined 01,02 2,100 0 0
ASPECT DEVELOPMENT INC Common Stock 045234101 276 10,900 SH Defined 01,02 10,900 0 0
ASPECT TELECOMMUNICATIONS Common Stock 045237104 986 58,100 SH Defined 01,02 58,100 0 0
ASPEN TECHNOLOGY INC Common Stock 045327103 298 30,600 SH Defined 01,02 30,600 0 0
ASSOCIATED BANC CORP Common Stock 045487105 2,751 76,032 SH Defined 01,02 76,032 0 0
ASSOCIATED ESTATES RLTY CORP REIT 045604105 212 23,100 SH Defined 01,02 23,100 0 0
ASSOCIATED GROUP INC -CL A Common Stock 045651106 871 14,400 SH Defined 01,02 14,400 0 0
ASSOCIATED GROUP INC CL B Common Stock 045651205 963 15,900 SH Defined 01,02 15,900 0 0
AT HOME CORP Common Stock 045919107 6,037 145,678 SH Defined 01,02 145,678 0 0
ASSOC FST CAPITAL CP -CL A Common Stock 046008108 29,966 832,380 SH Defined 01,02 832,380 0 0
ASTEC INDUSTRIES INC Common Stock 046224101 560 23,200 SH Defined 01,02 23,200 0 0
ASTORIA FINL CORP Common Stock 046265104 2,028 65,959 SH Defined 01,02 65,959 0 0
ASTRAZENECA PLC ADR 046353108 45,657 1,080,637 SH Defined 01,02 1,080,637 0 0
ASYST TECHNOLOGIES INC Common Stock 04648X107 172 5,200 SH Defined 01,02 5,200 0 0
ATLANTIC COAST AIRLINES HLDG Common Stock 048396105 412 23,200 SH Defined 01,02 23,200 0 0
ATLANTIC RICHFIELD CO Common Stock 048825103 32,723 369,225 SH Defined 01,02 369,225 0 0
ATLAS AIR INC Common Stock 049164106 422 19,300 SH Defined 01,02 19,300 0 0
ATLAS COPCO ADR 049255706 2,409 85,865 SH Defined 01,02 85,865 0 0
ATMEL CORP Common Stock 049513104 4,061 120,092 SH Defined 01,02 120,092 0 0
ATMOS ENERGY CORP Common Stock 049560105 917 38,000 SH Defined 01,02 38,000 0 0
ATWOOD OCEANICS Common Stock 050095108 186 6,100 SH Defined 01,02 6,100 0 0
AUDIBLE INC Common Stock 05069A104 22 2,100 SH Defined 01,02 2,100 0 0
AUDIOVOX CORP -CL A Common Stock 050757103 24 1,400 SH Defined 01,02 1,400 0 0
AURORA FOODS INC Common Stock 05164B106 83 5,200 SH Defined 01,02 5,200 0 0
AUSPEX SYSTEMS INC Common Stock 052116100 287 32,300 SH Defined 01,02 32,300 0 0
AUSTRLIA &NW ZEALND BK -ADR ADR 052528304 6,496 191,750 SH Defined 01,02 191,750 0 0
AUTHENTIC FITNESS Common Stock 052661105 495 28,200 SH Defined 01,02 28,200 0 0
AUTOBYTEL.COM, INC. Common Stock 05275N106 16 1,400 SH Defined 01,02 1,400 0 0
AUTODESK INC Common Stock 052769106 1,473 67,341 SH Defined 01,02 67,341 0 0
AUTOLIV INC ADR 052800109 2,622 69,700 SH Defined 01,02 69,700 0 0
AUTOMATIC DATA PROCESSING Common Stock 053015103 32,152 720,488 SH Defined 01,02 720,488 0 0
AUTONATION INC Common Stock 05329W102 1,407 112,580 SH Defined 01,02 112,580 0 0
AUTOWEB.COM Common Stock 053331104 41 4,600 SH Defined 01,02 4,600 0 0
AUTOZONE INC Common Stock 053332102 4,783 170,443 SH Defined 01,02 170,443 0 0
AVADO BRANDS INC. Common Stock 05336P108 155 27,500 SH Defined 01,02 27,500 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AVALON HOLDINGS CORP CL A Common Stock 05343P109 7 1,212 SH Defined 01,02 1,212 0 0
AVALON BAY COMMUNITIES INC REIT 053484101 2,155 63,606 SH Defined 01,02 63,606 0 0
AVANT CORP Common Stock 053487104 293 16,400 SH Defined 01,02 16,400 0 0
AVATAR HOLDINGS INC Common Stock 053494100 118 6,200 SH Defined 01,02 6,200 0 0
AVERY DENNISON CORP Common Stock 053611109 6,980 132,330 SH Defined 01,02 132,330 0 0
AVIALL INC Common Stock 05366B102 124 12,100 SH Defined 01,02 12,100 0 0
AVIATION SALES CO Common Stock 053672101 340 17,900 SH Defined 01,02 17,900 0 0
AVID TECHNOLOGY INC Common Stock 05367P100 382 29,100 SH Defined 01,02 29,100 0 0
AVIRON Common Stock 053762100 153 6,300 SH Defined 01,02 6,300 0 0
AVIS RENT A CAR INC Common Stock 053790101 232 11,100 SH Defined 01,02 11,100 0 0
AVISTA CORP Common Stock 05379B107 641 36,500 SH Defined 01,02 36,500 0 0
AVNET INC Common Stock 053807103 1,763 41,967 SH Defined 01,02 41,967 0 0
AVON PRODUCTS Common Stock 054303102 7,511 302,707 SH Defined 01,02 302,707 0 0
AXA ADR 054536107 26,103 409,050 SH Defined 01,02 409,050 0 0
AWARE INC Common Stock 05453N100 238 8,300 SH Defined 01,02 8,300 0 0
AXENT TECHNOLOGIES INC Common Stock 05459C108 180 13,920 SH Defined 01,02 13,920 0 0
AXYS PHARMACEUTICALS INC Common Stock 054635107 20 5,150 SH Defined 01,02 5,150 0 0
AZTAR CORP Common Stock 054802103 561 54,700 SH Defined 01,02 54,700 0 0
BB&T CORP Common Stock 054937107 11,947 369,032 SH Defined 01,02 369,032 0 0
AZURIX CORP Common Stock 05501M104 736 42,800 SH Defined 01,02 42,800 0 0
B A A ADR 05518L206 7,247 719,550 SH Defined 01,02 719,550 0 0
BCE INC Common Stock 05534B109 21,086 423,300 SH Defined 01,02 423,300 0 0
BCE MOBILE COMMUNICATIONS Common Stock 05534G108 1,849 46,600 SH Defined 01,02 46,600 0 0
BG PLC SPON ADR ADR 055434104 15,003 524,107 SH Defined 01,02 524,107 0 0
BHC COMMUNICATIONS -CL A Common Stock 055448104 1,632 11,700 SH Defined 01,02 11,700 0 0
BISYS GROUP INC Common Stock 055472104 1,614 34,400 SH Defined 01,02 34,400 0 0
BJ SERVICES CO Common Stock 055482103 2,703 84,952 SH Defined 01,02 84,952 0 0
BJ SERVICES CO WTS 4/13/00 Warrant or Right 055482111 52 1,500 SH Defined 01,02 1,500 0 0
BJS WHOLESALE CLUB INC Common Stock 05548J106 2,620 88,630 SH Defined 01,02 88,630 0 0
BMC INDUSTRIES INC/MN Common Stock 055607105 412 33,500 SH Defined 01,02 33,500 0 0
BOC GROUP PLC ADR 055617609 5,977 143,600 SH Defined 01,02 143,600 0 0
BOK FINANCIAL CORP Common Stock 05561Q201 416 21,328 SH Defined 01,02 21,328 0 0
BP AMOCO PLC ADR 055622104 56,946 1,027,789 SH Defined 01,02 1,027,789 0 0
BRE PROPERTIES -CL A REIT 05564E106 1,060 44,300 SH Defined 01,02 44,300 0 0
BSB BANCORP Common Stock 055652101 137 5,725 SH Defined 01,02 5,725 0 0
BT FINANCIAL CORP Common Stock 055763106 144 5,956 SH Defined 01,02 5,956 0 0
BMC SOFTWARE INC Common Stock 055921100 19,774 276,314 SH Defined 01,02 276,314 0 0
BACOU USA INC Common Stock 056439102 162 9,700 SH Defined 01,02 9,700 0 0
BAKER-HUGHES INC Common Stock 057224107 10,846 374,005 SH Defined 01,02 374,005 0 0
BAKER (J) INC Common Stock 057232100 135 17,200 SH Defined 01,02 17,200 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BALDOR ELECTRIC Common Stock 057741100 833 43,986 SH Defined 01,02 43,986 0 0
BALDWIN & LYONS -CL B Common Stock 057755209 148 7,200 SH Defined 01,02 7,200 0 0
BALL CORP Common Stock 058498106 1,544 35,032 SH Defined 01,02 35,032 0 0
BALLARD MEDICAL PRODUCTS Common Stock 058566100 81 3,400 SH Defined 01,02 3,400 0 0
BALLY TOTAL FITNESS HLDG CP Common Stock 05873K108 386 12,632 SH Defined 01,02 12,632 0 0
BANCO BILBAO VIZCAYA -ADR ADR 059458208 18,353 1,405,000 SH Defined 01,02 1,405,000 0 0
BANCFIRST CORP/OK Common Stock 05945F103 69 2,200 SH Defined 01,02 2,200 0 0
BANCO COMERCIAL PORTGE -ADR ADR 059479303 2,108 78,440 SH Defined 01,02 78,440 0 0
BANCO DE A. EDWARDS ADR'S ADR 059504100 334 20,900 SH Defined 01,02 20,900 0 0
BANCO DE GALICIA BUENO -ADR ADR 059538207 1,022 49,119 SH Defined 01,02 49,119 0 0
BANCO FRANCES DEL RIO DE LA SP ADR 059591107 597 30,017 SH Defined 01,02 30,017 0 0
BANCO GANADERO ADR 059594408 328 19,100 SH Defined 01,02 19,100 0 0
BANCO RIO DE LA PLATA ADR 059644104 585 54,400 SH Defined 01,02 54,400 0 0
BSCH GROUP ADR 05964H105 22,842 2,214,972 SH Defined 01,02 2,214,972 0 0
BANCO WEISE ADR 059651109 1 1,100 SH Defined 01,02 1,100 0 0
BANCO SANTANDER CHILE SPONSORED ADR ADR 05965F108 1,122 65,300 SH Defined 01,02 65,300 0 0
BANCO DE SANTIAGO ADR 05965L105 1,060 53,000 SH Defined 01,02 53,000 0 0
BANCOLUMBIA SA ADR 05968L102 109 24,300 SH Defined 01,02 24,300 0 0
BANCORPSOUTH INC Common Stock 059692103 471 27,780 SH Defined 01,02 27,780 0 0
BANCWEST CORP NEW Common Stock 059790105 1,185 29,174 SH Defined 01,02 29,174 0 0
BANDAG INC Common Stock 059815100 842 26,300 SH Defined 01,02 26,300 0 0
BANDAI LTD SPONSORED ADR ADR 059822106 832 128,900 SH Defined 01,02 128,900 0 0
BANCO ESPADOL DE CREDITO ADR 059878207 6,124 729,300 SH Defined 01,02 729,300 0 0
BANGOR HYDRO-ELEC CO Common Stock 060077104 149 9,000 SH Defined 01,02 9,000 0 0
BANKAMERICA CORP Common Stock 060505104 110,285 1,980,426 SH Defined 01,02 1,980,426 0 0
BANK AUSTRIA SPONSORED ADR ADR 060593100 1,528 153,400 SH Defined 01,02 153,400 0 0
BANK OF EAST ASIA ADR 061874103 1,972 908,951 SH Defined 01,02 908,951 0 0
BANK OF GRANITE CORPORATION Common Stock 062401104 278 9,743 SH Defined 01,02 9,743 0 0
BANK OF MONTREAL Common Stock 063671101 6,146 175,607 SH Defined 01,02 175,607 0 0
BANK OF NEW YORK CO INC Common Stock 064057102 28,180 842,771 SH Defined 01,02 842,771 0 0
BANK ONE CORP Common Stock 06423A103 46,720 1,342,044 SH Defined 01,02 1,342,044 0 0
BANK OF TOKYO-MITSUBISHI, LTD ADR ADR 065379109 46,449 3,033,375 SH Defined 01,02 3,033,375 0 0
BANK UNITED CORP -CL A Common Stock 065412108 670 20,700 SH Defined 01,02 20,700 0 0
BANKATLANTIC BANCORP -CL A Common Stock 065908501 36 6,540 SH Defined 01,02 6,540 0 0
BANKBOSTON CORP Common Stock 06605R106 14,647 337,672 SH Defined 01,02 337,672 0 0
BANKINTER SA ADR 066460205 1,728 44,100 SH Defined 01,02 44,100 0 0
BANKNORTH GROUP INC/DE Common Stock 06646L100 848 28,400 SH Defined 01,02 28,400 0 0
BANKUNITED FINANCIAL CORP Common Stock 06652B103 29 3,600 SH Defined 01,02 3,600 0 0
BANTA CORP Common Stock 066821109 727 32,602 SH Defined 01,02 32,602 0 0
BARD (C.R.) INC Common Stock 067383109 3,085 65,541 SH Defined 01,02 65,541 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BARCLAYS PLC/ENGLAND -ADR ADR 06738E204 30,726 258,200 SH Defined 01,02 258,200 0 0
BARNES & NOBLE INC Common Stock 067774109 2,141 82,328 SH Defined 01,02 82,328 0 0
BARNES GROUP INC Common Stock 067806109 475 23,700 SH Defined 01,02 23,700 0 0
BARNESANDNOBLE.COM Common Stock 067846105 857 44,400 SH Defined 01,02 44,400 0 0
BARRICK GOLD CORPORATION Common Stock 067901108 9,749 448,231 SH Defined 01,02 448,231 0 0
BARNETT INC Common Stock 068062108 87 9,500 SH Defined 01,02 9,500 0 0
BARR LABORATORIES INC Common Stock 068306109 957 30,150 SH Defined 01,02 30,150 0 0
BARRA INC Common Stock 068313105 170 8,100 SH Defined 01,02 8,100 0 0
BARRETT RESOURCES CORP Common Stock 068480201 1,453 39,350 SH Defined 01,02 39,350 0 0
BASS PLC -ADR ADR 069904209 6,703 533,545 SH Defined 01,02 533,545 0 0
BASIN EXPL INC Common Stock 070107107 34 1,400 SH Defined 01,02 1,400 0 0
BASSETT FURNITURE INDS Common Stock 070203104 291 15,331 SH Defined 01,02 15,331 0 0
BATTLE MTN GOLD CO Common Stock 071593107 33 10,200 SH Defined 01,02 10,200 0 0
BAUSCH & LOMB INC Common Stock 071707103 4,762 72,224 SH Defined 01,02 72,224 0 0
BAXTER INTERNATIONAL INC Common Stock 071813109 20,237 335,885 SH Defined 01,02 335,885 0 0
BAY VIEW CAP CORP Common Stock 07262L101 115 8,700 SH Defined 01,02 8,700 0 0
BAYER A G -SPON ADR ADR 072730302 18,324 461,900 SH Defined 01,02 461,900 0 0
BE AEROSPACE INC Common Stock 073302101 362 30,300 SH Defined 01,02 30,300 0 0
BEA SYSTEMS INC Common Stock 073325102 1,229 34,800 SH Defined 01,02 34,800 0 0
BEAR STEARNS COMPANIES INC Common Stock 073902108 5,106 132,828 SH Defined 01,02 132,828 0 0
BEAZER HOMES USA INC Common Stock 07556Q105 59 3,200 SH Defined 01,02 3,200 0 0
BEBE STORES INC Common Stock 075571109 46 1,900 SH Defined 01,02 1,900 0 0
BECKMAN COULTER INC Common Stock 075811109 1,547 34,286 SH Defined 01,02 34,286 0 0
BECTON DICKINSON & CO Common Stock 075887109 8,893 316,890 SH Defined 01,02 316,890 0 0
BED BATH & BEYOND INC Common Stock 075896100 5,643 161,508 SH Defined 01,02 161,508 0 0
BEDFORD PPTY INVS INC REIT 076446301 390 23,100 SH Defined 01,02 23,100 0 0
BEIJING YANHUA PETROCHEMICAL LTD ADR 07725N108 8 750 SH Defined 01,02 750 0 0
BELCO OIL & GAS CORP Common Stock 077410108 122 18,000 SH Defined 01,02 18,000 0 0
BELDEN INC Common Stock 077459105 613 29,900 SH Defined 01,02 29,900 0 0
BELL & HOWELL COMPANY Common Stock 077852101 444 12,100 SH Defined 01,02 12,100 0 0
BELL ATLANTIC CORP Common Stock 077853109 120,811 1,794,784 SH Defined 01,02 1,794,784 0 0
BELL CANADA INTL INC Common Stock 077914109 123 12,000 SH Defined 01,02 12,000 0 0
BELLSOUTH CORP Common Stock 079860102 98,268 2,183,741 SH Defined 01,02 2,183,741 0 0
BELO (AH) CORP -SER A COM Common Stock 080555105 2,716 142,038 SH Defined 01,02 142,038 0 0
BEMIS CO Common Stock 081437105 2,029 59,889 SH Defined 01,02 59,889 0 0
BEN & JERRY'S HOMEMDE -CL A Common Stock 081465106 45 2,600 SH Defined 01,02 2,600 0 0
BENCHMARK ELECTRONICS INC Common Stock 08160H101 671 19,000 SH Defined 01,02 19,000 0 0
BENETTON GROUP SPA -ADR ADR 081795403 2,710 62,744 SH Defined 01,02 62,744 0 0
BENTON OIL & GAS CO Common Stock 083288100 97 36,000 SH Defined 01,02 36,000 0 0
BERGEN BRUNSWIG CORP -CL A Common Stock 083739102 1,823 175,724 SH Defined 01,02 175,724 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BERGSTROM CAPITAL CORP Common Stock 084093103 116 600 SH Defined 01,02 600 0 0
BERINGER WINE EST HLD -CL B Common Stock 084102102 238 5,800 SH Defined 01,02 5,800 0 0
BERKLEY (W R) CORP Common Stock 084423102 472 20,500 SH Defined 01,02 20,500 0 0
BERKSHIRE HATHAWAY -CL A Common Stock 084670108 35,200 640 SH Defined 01,02 640 0 0
BERKSHIRE HATHAWAY CLS B Common Stock 084670207 742 400 SH Defined 01,02 400 0 0
BERKSHIRE REALTY CO INC REIT 084710102 440 36,700 SH Defined 01,02 36,700 0 0
BERLITZ INTERNATIONAL INC Common Stock 08520F100 126 6,000 SH Defined 01,02 6,000 0 0
BERRY PETROLEUM -CL A Common Stock 085789105 180 13,300 SH Defined 01,02 13,300 0 0
BESPAK ADR 086342102 177 17,700 SH Defined 01,02 17,700 0 0
BEST BUY CO INC Common Stock 086516101 14,621 235,823 SH Defined 01,02 235,823 0 0
BEST SOFTWARE INC Common Stock 086579109 51 2,600 SH Defined 01,02 2,600 0 0
BESTFOODS Common Stock 08658U101 15,694 323,170 SH Defined 01,02 323,170 0 0
BETHLEHEM STEEL CORP Common Stock 087509105 1,098 148,916 SH Defined 01,02 148,916 0 0
BEVERLY ENTERPRISES Common Stock 087851309 573 134,800 SH Defined 01,02 134,800 0 0
BEYOND.COM CORP Common Stock 08860E101 96 7,800 SH Defined 01,02 7,800 0 0
BIACORE INTERNATIONAL AB ADR 088658109 4 500 SH Defined 01,02 500 0 0
BIG FLOWER HOLDINGS INC Common Stock 089159107 283 10,000 SH Defined 01,02 10,000 0 0
BILLING CONCEPTS CORP Common Stock 090063108 228 45,500 SH Defined 01,02 45,500 0 0
BINDLEY WESTERN INDS Common Stock 090324104 614 42,909 SH Defined 01,02 42,909 0 0
BINDVIEW DEVELOPMENT CORPORATION Common Stock 090327107 35 1,800 SH Defined 01,02 1,800 0 0
BIO-RAD LABS -CL A Common Stock 090572207 192 7,000 SH Defined 01,02 7,000 0 0
BIO TECHNOLOGY GENERAL CORP Common Stock 090578105 669 69,700 SH Defined 01,02 69,700 0 0
BIOCHEM PHARMA INC Common Stock 09058T108 1,577 65,900 SH Defined 01,02 65,900 0 0
BIOCRYST PHARMACEUTICALS INC Common Stock 09058V103 29 1,200 SH Defined 01,02 1,200 0 0
BIOGEN INC Common Stock 090597105 15,656 198,646 SH Defined 01,02 198,646 0 0
BIOMATRIX INC Common Stock 09060P102 671 29,900 SH Defined 01,02 29,900 0 0
BIOMET INC Common Stock 090613100 3,737 142,009 SH Defined 01,02 142,009 0 0
BIOMARIN PHARMACEUTICAL INC. Common Stock 09061G101 47 2,700 SH Defined 01,02 2,700 0 0
BIOTIME INC Common Stock 09066L105 21 2,300 SH Defined 01,02 2,300 0 0
BIOVAIL CORP INTERNATIONAL Common Stock 09067K106 848 16,700 SH Defined 01,02 16,700 0 0
BIOSITE DIAGNOSTICS INC Common Stock 090945106 26 2,900 SH Defined 01,02 2,900 0 0
BIRMINGHAM STEEL CORP Common Stock 091250100 275 36,050 SH Defined 01,02 36,050 0 0
BIOMIRA INC Common Stock 09161R106 3 1,300 SH Defined 01,02 1,300 0 0
BLACK & DECKER CORP Common Stock 091797100 4,584 100,329 SH Defined 01,02 100,329 0 0
BLACK BOX CORP Common Stock 091826107 1,150 21,900 SH Defined 01,02 21,900 0 0
BLACK HILLS CORP Common Stock 092113109 601 25,794 SH Defined 01,02 25,794 0 0
BLAIR CORP Common Stock 092828102 93 5,300 SH Defined 01,02 5,300 0 0
BLANCH E W HLDGS INC Common Stock 093210102 1,042 16,000 SH Defined 01,02 16,000 0 0
BLOCK DRUG -CL A Common Stock 093644102 396 11,024 SH Defined 01,02 11,024 0 0
BLOCK H & R INC Common Stock 093671105 4,871 112,144 SH Defined 01,02 112,144 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BLOCKBUSTER INC. Common Stock 093679108 198 15,500 SH Defined 01,02 15,500 0 0
BLUE CIRCLE INDUSTRIES ADR 095342408 3,115 513,000 SH Defined 01,02 513,000 0 0
BLUE SQUARE SPONSORED ADR ADR 096055108 314 22,800 SH Defined 01,02 22,800 0 0
BLYTH INDUSTRIES INC Common Stock 09643P108 1,628 58,000 SH Defined 01,02 58,000 0 0
BOB EVANS FARMS Common Stock 096761101 983 48,253 SH Defined 01,02 48,253 0 0
BOCA RESORTS INC -CL A Common Stock 09688T106 103 9,800 SH Defined 01,02 9,800 0 0
BODY SHOP INTL. ADR 096895107 251 26,300 SH Defined 01,02 26,300 0 0
BOEING CO Common Stock 097023105 46,843 1,098,952 SH Defined 01,02 1,098,952 0 0
BOISE CASCADE CORP Common Stock 097383103 2,359 64,734 SH Defined 01,02 64,734 0 0
BOISE CASCADE OFFICE PDS CP Common Stock 097403109 99 9,100 SH Defined 01,02 9,100 0 0
BOMBAY CO INC Common Stock 097924104 227 44,912 SH Defined 01,02 44,912 0 0
BONE CARE INTERNATIONAL INC Common Stock 098072101 24 2,500 SH Defined 01,02 2,500 0 0
BOOKER ADR 098561202 330 37,100 SH Defined 01,02 37,100 0 0
BOOKS-A-MILLION INC Common Stock 098570104 182 22,200 SH Defined 01,02 22,200 0 0
BORAL LTD -ADR ADR 099509408 1,185 95,075 SH Defined 01,02 95,075 0 0
BORDERS GROUP INC Common Stock 099709107 1,362 92,700 SH Defined 01,02 92,700 0 0
BORG WARNER AUTO Common Stock 099724106 1,376 32,000 SH Defined 01,02 32,000 0 0
BORON LEPORE & ASSOCS Common Stock 10001P102 35 6,300 SH Defined 01,02 6,300 0 0
BOSTON BEER INC -CL A Common Stock 100557107 50 6,300 SH Defined 01,02 6,300 0 0
BOSTON COMMUNICATIONS GROUP Common Stock 100582105 20 3,400 SH Defined 01,02 3,400 0 0
BOSTON PROPERTIES INC REIT 101121101 1,989 64,800 SH Defined 01,02 64,800 0 0
BOSTON SCIENTIFIC CORP Common Stock 101137107 11,825 477,793 SH Defined 01,02 477,793 0 0
BOTTOMLINE TECHNOLOGIES INC Common Stock 101388106 12 800 SH Defined 01,02 800 0 0
BOUYGUES OFFSHORE S.A. ADR 102112109 389 20,100 SH Defined 01,02 20,100 0 0
BOWATER INC Common Stock 102183100 3,244 61,793 SH Defined 01,02 61,793 0 0
BOWNE & CO INC Common Stock 103043105 542 44,700 SH Defined 01,02 44,700 0 0
BOYD GAMING CORP Common Stock 103304101 205 34,100 SH Defined 01,02 34,100 0 0
BOYDS COLLECTION Common Stock 103354106 59 4,800 SH Defined 01,02 4,800 0 0
BOYKIN LODGING CO REIT 103430104 231 17,400 SH Defined 01,02 17,400 0 0
BRADLEY REAL ESTATE INC REIT 104580105 447 24,300 SH Defined 01,02 24,300 0 0
BRADY CORP Common Stock 104674106 883 27,600 SH Defined 01,02 27,600 0 0
BRANDYWINE REALTY TRUST REIT 105368203 618 38,000 SH Defined 01,02 38,000 0 0
BRENTON BKS INC Common Stock 107211104 126 9,026 SH Defined 01,02 9,026 0 0
BRIDGFORD FOODS CORP Common Stock 108763103 57 5,566 SH Defined 01,02 5,566 0 0
BRIGGS & STRATTON Common Stock 109043109 1,581 27,082 SH Defined 01,02 27,082 0 0
BRIGHT HORIZONS FAMILY SOLUT Common Stock 109195107 27 1,700 SH Defined 01,02 1,700 0 0
BRIGHTPOINT INC Common Stock 109473108 471 64,700 SH Defined 01,02 64,700 0 0
BRINKER INTL INC Common Stock 109641100 2,165 80,006 SH Defined 01,02 80,006 0 0
BRISTOL HOTEL & RESORTS Common Stock 110041100 35 5,050 SH Defined 01,02 5,050 0 0
BRISTOL MYERS SQUIBB Common Stock 110122108 155,369 2,301,768 SH Defined 01,02 2,301,768 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BRITISH AIRWAYS PLC -ADR ADR 110419306 3,850 67,400 SH Defined 01,02 67,400 0 0
BRITISH AMERICAN TOBACCO PLC ADR 110448107 8,583 493,966 SH Defined 01,02 493,966 0 0
BRIT BIO-TECH GRP PLC -ADR ADR 110515103 256 45,000 SH Defined 01,02 45,000 0 0
BRITISH SKY BRDCSTG GP -ADR ADR 111013108 9,784 170,900 SH Defined 01,02 170,900 0 0
BRITISH STEEL PLC -ADR ADR 111015301 3,206 124,500 SH Defined 01,02 124,500 0 0
BRITISH TELECOM PLC -ADR ADR 111021408 67,661 436,700 SH Defined 01,02 436,700 0 0
BROADCOM CORP -CL A Common Stock 111320107 5,548 50,900 SH Defined 01,02 50,900 0 0
BROADVISION INC Common Stock 111412102 2,448 18,400 SH Defined 01,02 18,400 0 0
BROCADE COMMUNICATIONS SYSTEMS INC Common Stock 111621108 315 1,500 SH Defined 01,02 1,500 0 0
BROKEN HILL PROPRIETRY -ADR ADR 112169602 15,731 676,586 SH Defined 01,02 676,586 0 0
BROOKDALE LIVING CMNTYS INC Common Stock 112462106 33 2,300 SH Defined 01,02 2,300 0 0
BROOKE GROUP LTD Common Stock 112525100 28 1,700 SH Defined 01,02 1,700 0 0
BROOKLINE BANCORP INC Common Stock 113739106 23 2,300 SH Defined 01,02 2,300 0 0
BROOKS AUTOMATION INC Common Stock 11434A100 47 2,700 SH Defined 01,02 2,700 0 0
BROOKTROUT TECHNOLOGY INC Common Stock 114580103 92 6,600 SH Defined 01,02 6,600 0 0
BROWN & BROWN INC Common Stock 115236101 273 8,200 SH Defined 01,02 8,200 0 0
BROWN FORMAN CORP Common Stock 115637100 641 11,000 SH Defined 01,02 11,000 0 0
BROWN-FORMAN -CL B Common Stock 115637209 4,902 78,583 SH Defined 01,02 78,583 0 0
BROWN (TOM) INC Common Stock 115660201 195 13,200 SH Defined 01,02 13,200 0 0
BROWN GROUP INC Common Stock 115736100 407 22,235 SH Defined 01,02 22,235 0 0
BRUNSWICK CORP Common Stock 117043109 2,621 105,366 SH Defined 01,02 105,366 0 0
BRUSH WELLMAN INC Common Stock 117421107 292 19,900 SH Defined 01,02 19,900 0 0
BUCKEYE PARTNERS -LP Common Stock 118230101 176 6,500 SH Defined 01,02 6,500 0 0
BUCKEYE TECHNOLOGIES INC Common Stock 118255108 676 43,100 SH Defined 01,02 43,100 0 0
BUCKLE INC Common Stock 118440106 230 13,350 SH Defined 01,02 13,350 0 0
BUDGET GROUP INC -CL A Common Stock 119003101 56 7,900 SH Defined 01,02 7,900 0 0
BUFETE INDL -SPON ADR ADR 11942H100 1 900 SH Defined 01,02 900 0 0
BUFFETS INC Common Stock 119882108 590 50,790 SH Defined 01,02 50,790 0 0
BUILDING MATERIALS HLDG CP Common Stock 120113105 156 15,600 SH Defined 01,02 15,600 0 0
BUILDING ONE SVCS CORP Common Stock 120114103 99 8,100 SH Defined 01,02 8,100 0 0
BUNZL PLC ADR 120738307 1,229 51,200 SH Defined 01,02 51,200 0 0
BURLINGTON COAT FACTORY WRHS Common Stock 121579106 647 32,780 SH Defined 01,02 32,780 0 0
BURLINGTON INDS INC Common Stock 121693105 287 63,750 SH Defined 01,02 63,750 0 0
BRLNGTN NTHRN SANTA FE Common Stock 12189T104 14,641 532,388 SH Defined 01,02 532,388 0 0
BURLINGTON RESOURCES INC Common Stock 122014103 7,454 202,823 SH Defined 01,02 202,823 0 0
BURMAH CASTROL PLC -SP ADR ADR 122169303 2,202 69,908 SH Defined 01,02 69,908 0 0
BURNHAM PACIFIC PPTY INC REIT 12232C108 340 32,200 SH Defined 01,02 32,200 0 0
BURNS INTERNATIONAL Common Stock 122374101 229 14,200 SH Defined 01,02 14,200 0 0
BURNS, PHILIP & CO. ADR 122393309 5 4,200 SH Defined 01,02 4,200 0 0
BURR-BROWN CORP Common Stock 122574106 1,779 45,050 SH Defined 01,02 45,050 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BUSH BOAKE ALLEN INC Common Stock 123162109 103 3,900 SH Defined 01,02 3,900 0 0
BUSH INDUSTRIES -CL A Common Stock 123164105 35 2,700 SH Defined 01,02 2,700 0 0
BUSINESS OBJECTS ADR 12328X107 649 11,000 SH Defined 01,02 11,000 0 0
BUTLER INTERNATIONAL INC Common Stock 123649105 13 1,500 SH Defined 01,02 1,500 0 0
BUTLER MFG CO Common Stock 123655102 228 8,700 SH Defined 01,02 8,700 0 0
C&D TECHNOLOGIES INC Common Stock 124661109 563 15,500 SH Defined 01,02 15,500 0 0
CBL & ASSOCIATES PPTYS INC REIT 124830100 601 24,600 SH Defined 01,02 24,600 0 0
CBT GROUP PLC ADR 124853300 648 26,300 SH Defined 01,02 26,300 0 0
CCB FINANCIAL CORP Common Stock 124875105 1,988 47,760 SH Defined 01,02 47,760 0 0
CCC INFORMATION SVCS GRP INC Common Stock 12487Q109 179 13,600 SH Defined 01,02 13,600 0 0
CB RICHARD ELLIS SVCS Common Stock 12489L108 92 6,100 SH Defined 01,02 6,100 0 0
CBRL GROUP INC Common Stock 12489V106 1,113 71,789 SH Defined 01,02 71,789 0 0
CBS CORP Common Stock 12490K107 37,297 806,418 SH Defined 01,02 806,418 0 0
CFW COMMUNICATIONS CO Common Stock 124923103 184 7,700 SH Defined 01,02 7,700 0 0
C-COR ELECTRONICS INC Common Stock 125010108 392 12,900 SH Defined 01,02 12,900 0 0
C-CUBE MICROSYSTEMS INC Common Stock 125015107 2,184 50,200 SH Defined 01,02 50,200 0 0
CDI CORP Common Stock 125071100 642 23,500 SH Defined 01,02 23,500 0 0
CDL HOTELS INTERNATIONAL SPONSORED ADR ADR 125077107 451 132,200 SH Defined 01,02 132,200 0 0
CDNOW INC Common Stock 125086108 139 11,207 SH Defined 01,02 11,207 0 0
CD RADIO INC Common Stock 125127100 224 8,800 SH Defined 01,02 8,800 0 0
CDW COMPUTER CENTERS INC Common Stock 125129106 1,466 30,000 SH Defined 01,02 30,000 0 0
CEC ENTERTAINMENT INC Common Stock 125137109 1,184 33,012 SH Defined 01,02 33,012 0 0
C H ROBINSON WORLDWIDE INC Common Stock 12541W100 441 13,100 SH Defined 01,02 13,100 0 0
CHS ELECTRONICS INC Common Stock 12542A206 40 28,000 SH Defined 01,02 28,000 0 0
CIGNA CORP Common Stock 125509109 17,672 227,289 SH Defined 01,02 227,289 0 0
CIT GROUP INC Common Stock 125577106 956 46,500 SH Defined 01,02 46,500 0 0
CKE RESTAURANTS INC Common Stock 12561E105 456 62,923 SH Defined 01,02 62,923 0 0
CLECO CORP HOLDING CO Common Stock 12561W105 874 26,938 SH Defined 01,02 26,938 0 0
CK WITCO Common Stock 12562C108 2,111 141,928 SH Defined 01,02 141,928 0 0
CMG INFORMATION SERVICES INC Common Stock 125750109 2,727 26,600 SH Defined 01,02 26,600 0 0
CMI CORP -CL A Common Stock 125761304 70 10,000 SH Defined 01,02 10,000 0 0
CMP GROUP INC Common Stock 125887109 1,020 38,667 SH Defined 01,02 38,667 0 0
CMS ENERGY CORP Common Stock 125896100 4,562 134,429 SH Defined 01,02 134,429 0 0
CMS ENERGY CORP Common Stock 125896209 82 3,500 SH Defined 01,02 3,500 0 0
CPI CORP Common Stock 125902106 414 12,100 SH Defined 01,02 12,100 0 0
CPB INC Common Stock 125903104 172 7,500 SH Defined 01,02 7,500 0 0
CSS INDS INC Common Stock 125906107 156 6,800 SH Defined 01,02 6,800 0 0
C.P. POKPHAND ADR 125918102 5 4,600 SH Defined 01,02 4,600 0 0
CNB FINANCIAL CORP/NY Common Stock 125921106 28 1,800 SH Defined 01,02 1,800 0 0
CNET INC Common Stock 125945105 2,447 43,700 SH Defined 01,02 43,700 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CTG RESOURCES INC Common Stock 125957100 279 7,900 SH Defined 01,02 7,900 0 0
CSK AUTO CORP Common Stock 125965103 222 10,200 SH Defined 01,02 10,200 0 0
CNA FINANCIAL CORP Common Stock 126117100 1,141 32,600 SH Defined 01,02 32,600 0 0
CNB BANCSHARES INC Common Stock 126126101 766 14,446 SH Defined 01,02 14,446 0 0
CNA SURETY CORP Common Stock 12612L108 251 19,100 SH Defined 01,02 19,100 0 0
CNF TRANSPORTATION INC Common Stock 12612W104 2,156 57,883 SH Defined 01,02 57,883 0 0
CRH PLC -ADR ADR 12626K203 4,832 247,800 SH Defined 01,02 247,800 0 0
CSG SYSTEMS INTL INC Common Stock 126349109 1,050 38,300 SH Defined 01,02 38,300 0 0
CSK CORP -SPON ADR ADR 126375302 1,472 44,200 SH Defined 01,02 44,200 0 0
C S R ADR 126396308 1,677 166,000 SH Defined 01,02 166,000 0 0
CSX CORP Common Stock 126408103 10,534 248,593 SH Defined 01,02 248,593 0 0
CT COMMUNICATIONS INC Common Stock 126426402 35 700 SH Defined 01,02 700 0 0
CTS CORP Common Stock 126501105 1,938 33,700 SH Defined 01,02 33,700 0 0
CUNO INC Common Stock 126583103 339 17,050 SH Defined 01,02 17,050 0 0
CVB FINANCIAL CORP Common Stock 126600105 253 9,545 SH Defined 01,02 9,545 0 0
CVS CORP Common Stock 126650100 18,266 447,557 SH Defined 01,02 447,557 0 0
CABLE & WIRELESS HKT ADR 126828102 7,144 328,482 SH Defined 01,02 328,482 0 0
CABLE AND WIRELESS COMMS SP ADR ADR 12682P104 10,756 206,348 SH Defined 01,02 206,348 0 0
CABLE & WIRELESS PLC -ADR ADR 126830207 16,271 491,200 SH Defined 01,02 491,200 0 0
CABLEVISION SYSTEMS -CL A Common Stock 12686C109 2,852 39,200 SH Defined 01,02 39,200 0 0
CABLETRON SYSTEMS Common Stock 126920107 3,144 200,386 SH Defined 01,02 200,386 0 0
CABLE DESIGN TECH CP -CL A Common Stock 126924109 782 34,300 SH Defined 01,02 34,300 0 0
CABOT CORP Common Stock 127055101 1,893 79,686 SH Defined 01,02 79,686 0 0
CABOT INDUSTRIAL TRUST REIT 127072106 583 30,300 SH Defined 01,02 30,300 0 0
CABOT OIL & GAS CORP -CL A Common Stock 127097103 524 30,368 SH Defined 01,02 30,368 0 0
CACI INTL INC -CL A Common Stock 127190304 104 4,900 SH Defined 01,02 4,900 0 0
CADBURY SCHWEPPES PLC -ADS ADR 127209302 9,529 344,168 SH Defined 01,02 344,168 0 0
CADENCE DESIGN SYS INC Common Stock 127387108 3,928 293,654 SH Defined 01,02 293,654 0 0
CADIZ INC Common Stock 127537108 100 10,500 SH Defined 01,02 10,500 0 0
CADMUS COMMUNICATIONS CORP Common Stock 127587103 36 3,200 SH Defined 01,02 3,200 0 0
CAERE CORP Common Stock 127646107 47 6,000 SH Defined 01,02 6,000 0 0
CAL DIVE INTERNATIONAL INC Common Stock 127914109 219 6,400 SH Defined 01,02 6,400 0 0
CALDOR CORP Common Stock 128787108 0 11,400 SH Defined 01,02 11,400 0 0
CALGON CARBON CORP Common Stock 129603106 20 3,000 SH Defined 01,02 3,000 0 0
CALIFORNIA WATER SERVICE GP Common Stock 130788102 279 10,200 SH Defined 01,02 10,200 0 0
CALLAWAY GOLF CO Common Stock 131193104 1,103 90,477 SH Defined 01,02 90,477 0 0
CALPINE CORP Common Stock 131347106 2,765 32,500 SH Defined 01,02 32,500 0 0
CAMBREX CORP Common Stock 132011107 790 29,900 SH Defined 01,02 29,900 0 0
CAMBIOR INC Common Stock 13201L103 116 33,000 SH Defined 01,02 33,000 0 0
CAMBRIDGE TECHNOLOGY PARTNER Common Stock 132524109 1,034 71,300 SH Defined 01,02 71,300 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CAMDEN PROPERTY TRUST REIT 133131102 1,198 44,572 SH Defined 01,02 44,572 0 0
CAMPBELL RESOURCES INC Common Stock 134422104 2 5,100 SH Defined 01,02 5,100 0 0
CAMPBELL SOUP CO Common Stock 134429109 19,783 505,644 SH Defined 01,02 505,644 0 0
CANADIAN PACIFIC LTD Common Stock 135923100 5,180 227,055 SH Defined 01,02 227,055 0 0
CANADIAN IMPERIAL BANK OF COMMERCE Common Stock 136069101 5,425 277,300 SH Defined 01,02 277,300 0 0
CANADIAN MARCONI CO Common Stock 136357100 189 15,900 SH Defined 01,02 15,900 0 0
CANADIAN NATIONAL RAILWAY Common Stock 136375102 606 20,000 SH Defined 01,02 20,000 0 0
CANADIAN OCCIDENTAL PETRO Common Stock 136420106 1,657 90,800 SH Defined 01,02 90,800 0 0
CANAL PLUS ADR 137041208 2,653 222,000 SH Defined 01,02 222,000 0 0
CANANDAIGUA BRANDS INC B Common Stock 137219101 504 8,500 SH Defined 01,02 8,500 0 0
CANON INC -ADR ADR 138006309 17,337 585,200 SH Defined 01,02 585,200 0 0
CAPITAL AUTOMOTIVE REIT Common Stock 139733109 297 24,000 SH Defined 01,02 24,000 0 0
CAPITAL ONE FINL CORP Common Stock 14040H105 8,881 227,710 SH Defined 01,02 227,710 0 0
CAPITAL RE CORP Common Stock 140432105 419 41,900 SH Defined 01,02 41,900 0 0
CAPITAL SENIOR LIVING CORP Common Stock 140475104 42 5,500 SH Defined 01,02 5,500 0 0
CAPITAL SOUTHWEST CORP Common Stock 140501107 22 300 SH Defined 01,02 300 0 0
CAPITOL BANCORP LTD Common Stock 14056D105 11 900 SH Defined 01,02 900 0 0
CAPITOL FEDERAL FINANCIAL Common Stock 14057C106 72 7,200 SH Defined 01,02 7,200 0 0
CAPITOL TRANSAMERICA CORP Common Stock 140640103 74 5,300 SH Defined 01,02 5,300 0 0
CAPROCK COMMUNICATIONS CORP Common Stock 140667106 549 23,600 SH Defined 01,02 23,600 0 0
CAPTEC NET LEASE REALTY INC REIT 140724105 99 9,800 SH Defined 01,02 9,800 0 0
CARBO CERAMICS INC Common Stock 140781105 146 5,300 SH Defined 01,02 5,300 0 0
CARAUSTAR INDUSTRIES INC Common Stock 140909102 780 30,600 SH Defined 01,02 30,600 0 0
CARDINAL HEALTH INC Common Stock 14149Y108 16,984 311,636 SH Defined 01,02 311,636 0 0
CAREER EDUCATION CORP Common Stock 141665109 6 200 SH Defined 01,02 200 0 0
CAREERBUILDER Common Stock 141684100 22 3,200 SH Defined 01,02 3,200 0 0
CAREMARK RX INC Common Stock 141705103 650 113,115 SH Defined 01,02 113,115 0 0
CAREMATRIX CORPORATION Common Stock 141706101 68 13,100 SH Defined 01,02 13,100 0 0
CAREINSITE Common Stock 14170M106 253 5,000 SH Defined 01,02 5,000 0 0
CAREY DIVERSIFIED LLC Common Stock 14174P105 154 7,700 SH Defined 01,02 7,700 0 0
CAREY INTERNATIONAL INC Common Stock 141750109 50 2,000 SH Defined 01,02 2,000 0 0
CARIBINER INTERNATIONAL INC Common Stock 141888107 128 14,700 SH Defined 01,02 14,700 0 0
CARDIOTHORACIC SYSTEMS INC Common Stock 141907105 74 4,400 SH Defined 01,02 4,400 0 0
CARLISLE COS INC Common Stock 142339100 1,425 36,082 SH Defined 01,02 36,082 0 0
CARLTON COMMUN PLC -ADR ADR 142872209 3,050 78,700 SH Defined 01,02 78,700 0 0
CARMIKE CINEMAS INC -CL A Common Stock 143436103 184 14,000 SH Defined 01,02 14,000 0 0
CARNIVAL CORP Common Stock 143658102 30,530 701,829 SH Defined 01,02 701,829 0 0
CAROLINA FIRST CORP Common Stock 143877108 582 29,400 SH Defined 01,02 29,400 0 0
CARRIAGE SERVICES INC -CL A Common Stock 143905107 39 4,600 SH Defined 01,02 4,600 0 0
CAROLINA POWER & LIGHT Common Stock 144141108 6,540 184,879 SH Defined 01,02 184,879 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CARPENTER TECHNOLOGY Common Stock 144285103 644 26,280 SH Defined 01,02 26,280 0 0
CARRAMERICA REALTY CORP REIT 144418100 1,525 69,500 SH Defined 01,02 69,500 0 0
CARTER-WALLACE INC Common Stock 146285101 1,056 59,066 SH Defined 01,02 59,066 0 0
CASCADE CORP Common Stock 147195101 79 7,500 SH Defined 01,02 7,500 0 0
CASCADE NATURAL GAS CORP Common Stock 147339105 241 13,500 SH Defined 01,02 13,500 0 0
CASE CORP Common Stock 14743R103 4,420 88,724 SH Defined 01,02 88,724 0 0
CASELLA WASTE SYS INC -CL A Common Stock 147448104 63 3,800 SH Defined 01,02 3,800 0 0
CASEYS GENERAL STORES INC Common Stock 147528103 858 64,000 SH Defined 01,02 64,000 0 0
CASH AMERICA INTL INC Common Stock 14754D100 294 31,200 SH Defined 01,02 31,200 0 0
CASTLE (A M) & CO Common Stock 148411101 218 17,250 SH Defined 01,02 17,250 0 0
CASTLE & COOKE INC Common Stock 148433105 225 14,606 SH Defined 01,02 14,606 0 0
CATALINA MARKETING CORP Common Stock 148867104 2,248 26,500 SH Defined 01,02 26,500 0 0
CATALYTICA INC Common Stock 148885106 227 15,100 SH Defined 01,02 15,100 0 0
CATHAY PACIFIC AIRWAYS ADR 148906308 1,876 208,200 SH Defined 01,02 208,200 0 0
CATELLUS DEVELOPMENT CORP REIT 149111106 966 82,200 SH Defined 01,02 82,200 0 0
CATERPILLAR INC Common Stock 149123101 22,303 406,904 SH Defined 01,02 406,904 0 0
CATHAY BANCORP Common Stock 149150104 211 5,900 SH Defined 01,02 5,900 0 0
CATO CORP -CL A Common Stock 149205106 457 32,400 SH Defined 01,02 32,400 0 0
CAVALIER HOMES INC Common Stock 149507105 4 800 SH Defined 01,02 800 0 0
CELL GENESYS INC Common Stock 150921104 43 5,500 SH Defined 01,02 5,500 0 0
CELLSTAR CORP Common Stock 150925105 274 36,500 SH Defined 01,02 36,500 0 0
CELESTIAL SEASONINGS INC Common Stock 151016102 37 1,900 SH Defined 01,02 1,900 0 0
CELESTICA INC Common Stock 15101Q108 1,541 31,200 SH Defined 01,02 31,200 0 0
CELGENE CORP Common Stock 151020104 65 2,400 SH Defined 01,02 2,400 0 0
CELL PATHWAYS INC Common Stock 15114R101 18 1,900 SH Defined 01,02 1,900 0 0
CELLNET DATA SYSTEMS INC Common Stock 15115M101 118 29,900 SH Defined 01,02 29,900 0 0
CEMEX ADR 151290889 10,497 435,100 SH Defined 01,02 435,100 0 0
CENDANT CORP Common Stock 151313103 14,748 830,894 SH Defined 01,02 830,894 0 0
CENTENNIAL BANCORP Common Stock 15133T104 60 5,121 SH Defined 01,02 5,121 0 0
CENTENNIAL CELLULR CP -CL A Common Stock 15133V208 291 6,410 SH Defined 01,02 6,410 0 0
CENTER TRUST INC REIT 151845104 284 25,500 SH Defined 01,02 25,500 0 0
CENTERPOINT PROPERTIES TRUST REIT 151895109 678 20,100 SH Defined 01,02 20,100 0 0
CENTEX CORP Common Stock 152312104 2,008 67,940 SH Defined 01,02 67,940 0 0
CENTIGRAM COMMUNICATIONS CP Common Stock 152317103 82 7,500 SH Defined 01,02 7,500 0 0
CENTEX CONSTRN PRODS INC Common Stock 15231R109 282 7,600 SH Defined 01,02 7,600 0 0
CENTOCOR INC Common Stock 152342101 5,511 94,112 SH Defined 01,02 94,112 0 0
ELECTROBRAS ADR 15234Q207 5,130 615,600 SH Defined 01,02 615,600 0 0
CENTRAL & SOUTH WEST CORP Common Stock 152357109 5,125 242,589 SH Defined 01,02 242,589 0 0
GERASUL SA ADR 15235B100 190 61,330 SH Defined 01,02 61,330 0 0
CENTRAL GARDEN & PET CO Common Stock 153527106 87 11,400 SH Defined 01,02 11,400 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CENTRAL HUDSON GAS & ELEC Common Stock 153609102 819 20,800 SH Defined 01,02 20,800 0 0
CENTRAL NEWSPAPERS -CL A Common Stock 154647101 1,326 29,800 SH Defined 01,02 29,800 0 0
CENTRAL PARKING CORP Common Stock 154785109 1,310 44,800 SH Defined 01,02 44,800 0 0
CENTRAL VERMONT PUB SERV Common Stock 155771108 186 14,100 SH Defined 01,02 14,100 0 0
CENTURA BANKS INC Common Stock 15640T100 1,436 34,700 SH Defined 01,02 34,700 0 0
CENTURY ALUMINUM CO Common Stock 156431108 166 15,400 SH Defined 01,02 15,400 0 0
CENTURY BUSINESS SVCS INC Common Stock 156490104 202 17,400 SH Defined 01,02 17,400 0 0
CENTURY COMMUN -CL A Common Stock 156503104 887 19,443 SH Defined 01,02 19,443 0 0
CENTURY SOUTH BKS INC Common Stock 156683104 21 900 SH Defined 01,02 900 0 0
CENTURYTEL Common Stock 156700106 6,478 159,450 SH Defined 01,02 159,450 0 0
CEPHALON INC Common Stock 156708109 825 45,900 SH Defined 01,02 45,900 0 0
CERIDIAN CORP Common Stock 15677T106 4,152 166,928 SH Defined 01,02 166,928 0 0
CERNER CORP Common Stock 156782104 732 48,000 SH Defined 01,02 48,000 0 0
CERUS CORP Common Stock 157085101 60 2,600 SH Defined 01,02 2,600 0 0
CHAMPION ENTERPRISES INC Common Stock 158496109 530 58,900 SH Defined 01,02 58,900 0 0
CHAMPION INTERNATIONAL CORP Common Stock 158525105 5,642 109,823 SH Defined 01,02 109,823 0 0
CHARTER ONE FINL INC Common Stock 160903100 4,827 208,734 SH Defined 01,02 208,734 0 0
CHARTER MUN MTG ACCEP CO Common Stock 160908109 80 6,100 SH Defined 01,02 6,100 0 0
CHARMING SHOPPES Common Stock 161133103 253 49,400 SH Defined 01,02 49,400 0 0
CHART INDUSTRIES INC Common Stock 16115Q100 48 9,775 SH Defined 01,02 9,775 0 0
CHARTWELL RE CORP Common Stock 16139W109 33 2,300 SH Defined 01,02 2,300 0 0
CHASE MANHATTAN CORP Common Stock 16161A108 71,803 952,608 SH Defined 01,02 952,608 0 0
CHATEAU COMMUNITIES INC REIT 161726104 717 27,576 SH Defined 01,02 27,576 0 0
CHATTEM INC Common Stock 162456107 15 700 SH Defined 01,02 700 0 0
CHEAP TICKETS INC Common Stock 162672109 62 1,900 SH Defined 01,02 1,900 0 0
CHECKERS DRIVE-IN REST WTS 12/2 Warrant or Right 162809115 0 3,100 SH Defined 01,02 3,100 0 0
CHECKFREE HOLDINGS CORP Common Stock 162816102 1,439 35,000 SH Defined 01,02 35,000 0 0
CHECKPOINT SYSTEMS INC Common Stock 162825103 342 36,700 SH Defined 01,02 36,700 0 0
CHEESECAKE FACTORY INC Common Stock 163072101 683 24,600 SH Defined 01,02 24,600 0 0
CHELSEA GCA REALTY INC REIT 163262108 493 15,600 SH Defined 01,02 15,600 0 0
CHEMDEX CORPORATION Common Stock 163595101 80 2,600 SH Defined 01,02 2,600 0 0
CHEMED CORP Common Stock 163596109 387 12,800 SH Defined 01,02 12,800 0 0
CHEMFIRST INC Common Stock 16361A106 606 22,190 SH Defined 01,02 22,190 0 0
CHEMICAL FINANCIAL CORP Common Stock 163731102 277 8,168 SH Defined 01,02 8,168 0 0
CHERRY CORP Common Stock 164541401 47 3,700 SH Defined 01,02 3,700 0 0
CHESAPEAKE CORP Common Stock 165159104 778 25,732 SH Defined 01,02 25,732 0 0
CHESAPEAKE ENERGY CORP Common Stock 165167107 29 7,600 SH Defined 01,02 7,600 0 0
CHEVRON CORP Common Stock 166751107 66,719 751,758 SH Defined 01,02 751,758 0 0
CHICAGO TITLE CORP Common Stock 168228104 548 13,731 SH Defined 01,02 13,731 0 0
CHILDRENS PLACE RETAIL STRS Common Stock 168905107 202 7,600 SH Defined 01,02 7,600 0 0
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CHINA TELECOM HK LTD ADR 169428109 24,614 398,200 SH Defined 01,02 398,200 0 0
CHOICE HOTELS INTL INC Common Stock 169905106 596 34,800 SH Defined 01,02 34,800 0 0
CHIQUITA BRANDS INTL Common Stock 170032106 474 79,800 SH Defined 01,02 79,800 0 0
CHIREX INC Common Stock 170038103 65 2,500 SH Defined 01,02 2,500 0 0
CHIRON CORP Common Stock 170040109 6,607 238,610 SH Defined 01,02 238,610 0 0
CHITTENDEN CORP Common Stock 170228100 1,342 47,100 SH Defined 01,02 47,100 0 0
CHOICEPOINT INC Common Stock 170388102 1,213 18,000 SH Defined 01,02 18,000 0 0
CHRIS-CRAFT INDS Common Stock 170520100 2,250 40,081 SH Defined 01,02 40,081 0 0
CHROMCRAFT REVINGTON INC Common Stock 171117104 70 5,600 SH Defined 01,02 5,600 0 0
CHROMAVISION MEDICAL SYS INC Common Stock 17111P104 42 3,320 SH Defined 01,02 3,320 0 0
CHRONIMED Common Stock 171164106 11 1,400 SH Defined 01,02 1,400 0 0
CHUBB CORP Common Stock 171232101 9,969 200,877 SH Defined 01,02 200,877 0 0
CHURCH & DWIGHT INC Common Stock 171340102 1,161 46,420 SH Defined 01,02 46,420 0 0
CHURCHILL DOWNS INC Common Stock 171484108 37 1,600 SH Defined 01,02 1,600 0 0
CIBER INC Common Stock 17163B102 1,084 70,800 SH Defined 01,02 70,800 0 0
CIENA CORP Common Stock 171779101 2,113 57,900 SH Defined 01,02 57,900 0 0
CILCORP INC Common Stock 171794100 1,075 16,586 SH Defined 01,02 16,586 0 0
CINCINNATI BELL INC Common Stock 171870108 3,201 164,701 SH Defined 01,02 164,701 0 0
CINAR CORP Common Stock 171905300 24 800 SH Defined 01,02 800 0 0
CINCINNATI FINANCIAL CORP Common Stock 172062101 7,100 189,177 SH Defined 01,02 189,177 0 0
CINERGY CORP Common Stock 172474108 5,145 181,724 SH Defined 01,02 181,724 0 0
CIRCLE INTERNATIONAL GRP INC Common Stock 172574105 208 10,200 SH Defined 01,02 10,200 0 0
CIRCUIT CITY STR CRCT CTY GP Common Stock 172737108 9,692 229,730 SH Defined 01,02 229,730 0 0
CIRRUS LOGIC INC Common Stock 172755100 796 72,333 SH Defined 01,02 72,333 0 0
CISCO SYSTEMS INC Common Stock 17275R102 258,161 3,765,344 SH Defined 01,02 3,765,344 0 0
CITADEL COMMUNICATIONS CORP Common Stock 172853202 311 9,100 SH Defined 01,02 9,100 0 0
CITATION CORP/AL Common Stock 172895104 190 11,200 SH Defined 01,02 11,200 0 0
CINTAS CORP Common Stock 172908105 7,812 135,124 SH Defined 01,02 135,124 0 0
CITIGROUP INC Common Stock 172967101 170,181 3,867,761 SH Defined 01,02 3,867,761 0 0
CITIZENS BANKING CORP Common Stock 174420109 430 16,450 SH Defined 01,02 16,450 0 0
CITIZENS INC Common Stock 174740100 39 6,800 SH Defined 01,02 6,800 0 0
CITIZENS UTILITIES -SER B Common Stock 177342201 1,753 154,924 SH Defined 01,02 154,924 0 0
CITRIX SYSTEMS INC Common Stock 177376100 6,482 104,648 SH Defined 01,02 104,648 0 0
CITY HLDGS CO Common Stock 177835105 81 4,199 SH Defined 01,02 4,199 0 0
CITY NATIONAL CORP Common Stock 178566105 1,831 54,559 SH Defined 01,02 54,559 0 0
CLAIRES STORES INC Common Stock 179584107 1,007 60,806 SH Defined 01,02 60,806 0 0
CLARCOR INC Common Stock 179895107 493 29,350 SH Defined 01,02 29,350 0 0
CLARENT CORPORATION Common Stock 180461105 148 2,900 SH Defined 01,02 2,900 0 0
CLARIFY INC Common Stock 180492100 1,404 27,900 SH Defined 01,02 27,900 0 0
CLARINS ADR 180515207 965 44,146 SH Defined 01,02 44,146 0 0
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CLAYTON HOMES INC Common Stock 184190106 1,503 173,064 SH Defined 01,02 173,064 0 0
CLEAR CHANNEL COMMUNICATIONS Common Stock 184502102 32,808 410,744 SH Defined 01,02 410,744 0 0
CLEARNET COMMUN INC -CL A Common Stock 184902104 370 20,500 SH Defined 01,02 20,500 0 0
CLEVELAND-CLIFFS INC Common Stock 185896107 415 13,318 SH Defined 01,02 13,318 0 0
CLOROX CO/DE Common Stock 189054109 10,460 273,456 SH Defined 01,02 273,456 0 0
CLOSURE MEDICAL CORP Common Stock 189093107 118 8,700 SH Defined 01,02 8,700 0 0
CLP HOLDINGS LTD ADR 18946Q101 6,773 1,441,440 SH Defined 01,02 1,441,440 0 0
COACHMEN INDUSTRIES INC Common Stock 189873102 318 20,500 SH Defined 01,02 20,500 0 0
COASTAL CORP Common Stock 190441105 9,983 243,862 SH Defined 01,02 243,862 0 0
COATS VIYELLA ADR 190743203 439 160,850 SH Defined 01,02 160,850 0 0
COCA-COLA AMATIL ADR 191085208 998 142,100 SH Defined 01,02 142,100 0 0
COCA-COLA BTLNG CONS Common Stock 191098102 572 10,200 SH Defined 01,02 10,200 0 0
COCA-COLA CO Common Stock 191216100 138,431 2,869,046 SH Defined 01,02 2,869,046 0 0
COCA-COLA ENTERPRISES Common Stock 191219104 11,007 487,838 SH Defined 01,02 487,838 0 0
COCA-COLA FEMSA DE C V -ADR ADR 191241108 276 20,000 SH Defined 01,02 20,000 0 0
COEUR D'ALENE MINES CORP Common Stock 192108108 126 26,900 SH Defined 01,02 26,900 0 0
COFLEXIP -SPON ADR ADR 192384105 1,051 22,000 SH Defined 01,02 22,000 0 0
COGNEX CORP Common Stock 192422103 1,503 49,800 SH Defined 01,02 49,800 0 0
COGNOS INC Common Stock 19244C109 688 26,400 SH Defined 01,02 26,400 0 0
COHERENT INC Common Stock 192479103 654 29,300 SH Defined 01,02 29,300 0 0
COHU INC Common Stock 192576106 234 11,100 SH Defined 01,02 11,100 0 0
COINMACH LAUNDRY CORP Common Stock 19259L101 34 3,500 SH Defined 01,02 3,500 0 0
COINSTAR INC Common Stock 19259P300 15 1,500 SH Defined 01,02 1,500 0 0
COLDWATER CREEK INC Common Stock 193068103 46 2,300 SH Defined 01,02 2,300 0 0
COLE NATL CORP -CL A Common Stock 193290103 43 5,600 SH Defined 01,02 5,600 0 0
COLE KENNETH PROD INC -CL A Common Stock 193294105 157 4,200 SH Defined 01,02 4,200 0 0
COLEMAN CO INC Common Stock 193559101 344 36,200 SH Defined 01,02 36,200 0 0
COLES MYER LTD -ADR ADR 193870409 4,216 100,540 SH Defined 01,02 100,540 0 0
COLGATE-PALMOLIVE CO Common Stock 194162103 31,024 678,110 SH Defined 01,02 678,110 0 0
COLLINS & AIKMAN CORP Common Stock 194830105 324 46,300 SH Defined 01,02 46,300 0 0
COLONIAL BANCGROUP Common Stock 195493309 440 39,300 SH Defined 01,02 39,300 0 0
COLONIAL PROPERTIES TRUST REIT 195872106 701 26,200 SH Defined 01,02 26,200 0 0
COLT TELECOM GROUP ADR 196877104 7,719 80,200 SH Defined 01,02 80,200 0 0
COLUMBIA BKG SYS INC Common Stock 197236102 29 2,175 SH Defined 01,02 2,175 0 0
COLUMBIA ENERGY GROUP Common Stock 197648108 5,224 94,335 SH Defined 01,02 94,335 0 0
COLUMBIA/HCA HLTHCR -VTG Common Stock 197677107 13,662 644,820 SH Defined 01,02 644,820 0 0
COLUMBIA LABORATORIES INC Common Stock 197779101 108 14,400 SH Defined 01,02 14,400 0 0
COLUMBIA SPORTSWEAR CO Common Stock 198516106 113 7,900 SH Defined 01,02 7,900 0 0
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COMAIR HOLDINGS INC Common Stock 199789108 1,930 115,637 SH Defined 01,02 115,637 0 0
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COMFORT SYSTEMS USA INC Common Stock 199908104 280 23,700 SH Defined 01,02 23,700 0 0
COMCAST CORP A Common Stock 200300101 649 18,000 SH Defined 01,02 18,000 0 0
COMCAST CORP -CL A SPL Common Stock 200300200 34,910 875,481 SH Defined 01,02 875,481 0 0
COMDISCO INC Common Stock 200336105 3,513 181,880 SH Defined 01,02 181,880 0 0
COMERICA INC Common Stock 200340107 3,626 71,616 SH Defined 01,02 71,616 0 0
COMINCO LTD Common Stock 200435105 923 56,600 SH Defined 01,02 56,600 0 0
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COMMERCE BANCSHARES INC Common Stock 200525103 1,984 56,075 SH Defined 01,02 56,075 0 0
COMMERCE GROUP INC/MA Common Stock 200641108 587 25,500 SH Defined 01,02 25,500 0 0
COMMERCE ONE INC DEL Common Stock 200693109 147 1,500 SH Defined 01,02 1,500 0 0
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COMMERCIAL INTERTECH Common Stock 201709102 109 9,050 SH Defined 01,02 9,050 0 0
COMMERCIAL METALS Common Stock 201723103 514 17,866 SH Defined 01,02 17,866 0 0
COMML NET LEASE RLTY INC REIT 202218103 315 29,600 SH Defined 01,02 29,600 0 0
COMMERZBANK ADR 202597308 11,339 299,500 SH Defined 01,02 299,500 0 0
COMMNET CELLULAR INC Common Stock 202604203 56 1,800 SH Defined 01,02 1,800 0 0
COMMONWEALTH BANCORP INC Common Stock 20268X102 143 8,400 SH Defined 01,02 8,400 0 0
COMMONWEALTH INDUSTRIES INC Common Stock 203004106 263 19,600 SH Defined 01,02 19,600 0 0
COMMONWLTH TELE ENTER Common Stock 203349105 339 7,699 SH Defined 01,02 7,699 0 0
COMMSCOPE INC Common Stock 203372107 2,010 61,833 SH Defined 01,02 61,833 0 0
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RICHEMONT ADR 204318109 5,943 294,700 SH Defined 01,02 294,700 0 0
CIE GENERALE DE GEOPHYSIQUE ADR 204386106 205 17,200 SH Defined 01,02 17,200 0 0
CEMIG-COPMANHIA ENERGETICA DE MINAS ADR 204409601 1,412 93,479 SH Defined 01,02 93,479 0 0
COMPANHIA SIDERURGICA NACIONAL ADR 20440W105 1,272 49,400 SH Defined 01,02 49,400 0 0
COMPANHIA CERVEJARIA BRAHMA ADR 20440X103 1,034 86,200 SH Defined 01,02 86,200 0 0
BRAHMA SPONSORED ADR ADR 20440X202 763 89,800 SH Defined 01,02 89,800 0 0
CANTV ADR 204421101 775 28,900 SH Defined 01,02 28,900 0 0
COMPANIA CERVECERIA -SP ADR ADR 204429104 791 34,400 SH Defined 01,02 34,400 0 0
MINAS BUENAVENTURA ADR 204448104 9 500 SH Defined 01,02 500 0 0
COMP DE TELE DE CHILE -ADS ADR 204449300 2,529 140,000 SH Defined 01,02 140,000 0 0
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COMPASS GROUP SPONSORED ADR ADR 20449X104 4,341 438,600 SH Defined 01,02 438,600 0 0
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COMPUTER NETWORK TECH CORP Common Stock 204925101 126 13,500 SH Defined 01,02 13,500 0 0
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COMPUTER TASK GROUP INC Common Stock 205477102 378 25,600 SH Defined 01,02 25,600 0 0
COMPUWARE CORP Common Stock 205638109 10,780 413,602 SH Defined 01,02 413,602 0 0
COMPX INTERNATIONAL INC Common Stock 20563P101 65 3,400 SH Defined 01,02 3,400 0 0
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COMVERSE TECHNOLOGY INC Common Stock 205862402 7,824 82,960 SH Defined 01,02 82,960 0 0
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CONCENTRIC NETWORK CORP Common Stock 20589R107 185 9,100 SH Defined 01,02 9,100 0 0
COMPUTER HORIZONS CORP Common Stock 205908106 185 15,875 SH Defined 01,02 15,875 0 0
COM21 INC Common Stock 205937105 57 4,400 SH Defined 01,02 4,400 0 0
CONCORD COMMUNICATIONS INC Common Stock 206186108 155 3,900 SH Defined 01,02 3,900 0 0
CONCORD EFS INC Common Stock 206197105 5,031 243,917 SH Defined 01,02 243,917 0 0
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CONMED CORP Common Stock 207410101 239 9,750 SH Defined 01,02 9,750 0 0
CONNECTICUT ENERGY CORP Common Stock 207567108 495 12,800 SH Defined 01,02 12,800 0 0
CONNETICS CORP Common Stock 208192104 21 4,100 SH Defined 01,02 4,100 0 0
CONNING CORP Common Stock 208215103 40 3,500 SH Defined 01,02 3,500 0 0
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CONSECO INC Common Stock 208464107 7,101 373,739 SH Defined 01,02 373,739 0 0
CONSOL ENERGY INC Common Stock 20854P109 91 6,300 SH Defined 01,02 6,300 0 0
CONSOLIDATED EDISON INC Common Stock 209115104 10,496 252,927 SH Defined 01,02 252,927 0 0
CONSOLIDATED FREIGHTWAYS CP Common Stock 209232107 137 13,900 SH Defined 01,02 13,900 0 0
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CONSOLIDATED NATURAL GAS CO Common Stock 209615103 6,842 109,684 SH Defined 01,02 109,684 0 0
CONSOLIDATED PAPERS INC Common Stock 209759109 2,920 108,656 SH Defined 01,02 108,656 0 0
CONSOLIDATED PRODUCTS INC Common Stock 209798107 318 32,570 SH Defined 01,02 32,570 0 0
CONSOLIDATED STORES CORP Common Stock 210149100 2,781 126,041 SH Defined 01,02 126,041 0 0
CONS G GRUPO DINA -SPON ADR ADR 210306106 3 3,600 SH Defined 01,02 3,600 0 0
CONSTELLATION ENERGY GROUP Common Stock 210371100 4,817 171,260 SH Defined 01,02 171,260 0 0
CONTINENTAL ADR 210771200 743 34,200 SH Defined 01,02 34,200 0 0
CONTINENTAL AIRLS INC Common Stock 210795209 145 4,500 SH Defined 01,02 4,500 0 0
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CONVERGENT COMMUNICAITONS INC Common Stock 211914403 40 3,900 SH Defined 01,02 3,900 0 0
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COOPER CAMERON CORP Common Stock 216640102 1,291 34,200 SH Defined 01,02 34,200 0 0
COOPER COMPANIES INC Common Stock 216648402 565 18,300 SH Defined 01,02 18,300 0 0
COOPER INDUSTRIES INC Common Stock 216669101 5,071 108,478 SH Defined 01,02 108,478 0 0
COOPER TIRE & RUBBER Common Stock 216831107 1,538 87,279 SH Defined 01,02 87,279 0 0
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COPENE ADR 217252105 4 400 SH Defined 01,02 400 0 0
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COPPER MOUNTAIN NETWORK Common Stock 217510106 140 1,600 SH Defined 01,02 1,600 0 0
COR THERAPEUTICS INC Common Stock 217753102 711 37,400 SH Defined 01,02 37,400 0 0
CORAM HEALTHCARE CORP Common Stock 218103109 0 630 SH Defined 01,02 630 0 0
CORDANT TECHNOLOGIES INC Common Stock 218412104 1,334 43,838 SH Defined 01,02 43,838 0 0
CORDIANT COMMUNICATIONS PLC ADR 218514206 451 31,110 SH Defined 01,02 31,110 0 0
COREL CORP Common Stock 21868Q109 244 33,000 SH Defined 01,02 33,000 0 0
CORIXA CORP Common Stock 21887F100 40 3,000 SH Defined 01,02 3,000 0 0
CORN PRODUCTS INTL INC Common Stock 219023108 1,376 45,200 SH Defined 01,02 45,200 0 0
CORNERSTONE PROPERTIES INC REIT 21922H103 1,952 128,000 SH Defined 01,02 128,000 0 0
CORNERSTONE RLTY INCOME TR I REIT 21922V102 348 38,700 SH Defined 01,02 38,700 0 0
CORNING INC Common Stock 219350105 19,407 283,054 SH Defined 01,02 283,054 0 0
CORPORACION MAPFRE ADR 219872207 716 191,500 SH Defined 01,02 191,500 0 0
CORPORATE EXPRESS INC Common Stock 219888104 516 54,885 SH Defined 01,02 54,885 0 0
CORPORATE EXECUTIVE BOARD Common Stock 21988R102 122 3,000 SH Defined 01,02 3,000 0 0
CORP OFFICE PPTYS TR INC REIT 22002T108 119 15,700 SH Defined 01,02 15,700 0 0
CORRECTIONAL PPTYS TRUST Common Stock 22025E104 98 7,100 SH Defined 01,02 7,100 0 0
CORSAIR COMMUNICATIONS INC Common Stock 220406102 16 2,300 SH Defined 01,02 2,300 0 0
CORT BUSINESS SERVICES CORP Common Stock 220493100 123 5,300 SH Defined 01,02 5,300 0 0
CORTECS INTL LTD -SPON ADR ADR 220512206 1 1,100 SH Defined 01,02 1,100 0 0
CORUS BANKSHARES INC Common Stock 220873103 243 9,500 SH Defined 01,02 9,500 0 0
COST PLUS INC Common Stock 221485105 158 3,250 SH Defined 01,02 3,250 0 0
COSTCO COMPANIES INC Common Stock 22160K105 18,077 251,064 SH Defined 01,02 251,064 0 0
COSTAR GROUP Common Stock 22160N109 224 9,400 SH Defined 01,02 9,400 0 0
COTELLIGENT INC Common Stock 221630106 9 2,600 SH Defined 01,02 2,600 0 0
COTT CORP QUE Common Stock 22163N106 174 39,700 SH Defined 01,02 39,700 0 0
COULTER PHARMACEUTICAL INC Common Stock 222116105 77 5,500 SH Defined 01,02 5,500 0 0
COUNTRYWIDE CREDIT IND INC Common Stock 222372104 4,166 129,188 SH Defined 01,02 129,188 0 0
COUSINS PROPERTIES INC REIT 222795106 1,083 31,900 SH Defined 01,02 31,900 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
COVAD COMMUNICATIONS GROUP Common Stock 222814204 412 9,450 SH Defined 01,02 9,450 0 0
COVANCE INC Common Stock 222816100 724 74,686 SH Defined 01,02 74,686 0 0
COVENANT TRANSPRT INC -CL A Common Stock 22284P105 101 6,600 SH Defined 01,02 6,600 0 0
COVENTRY HEALTH CARE Common Stock 222862104 753 79,246 SH Defined 01,02 79,246 0 0
COX COMMUNICATIONS -CL A Common Stock 224044107 15,054 360,565 SH Defined 01,02 360,565 0 0
COX RADIO INC -CL A Common Stock 224051102 321 5,400 SH Defined 01,02 5,400 0 0
CRANE CO Common Stock 224399105 1,753 78,109 SH Defined 01,02 78,109 0 0
CRAWFORD & CO Common Stock 224633107 496 34,650 SH Defined 01,02 34,650 0 0
CREDENCE SYSTEMS CORP Common Stock 225302108 671 14,950 SH Defined 01,02 14,950 0 0
CREDIT ACCEP CORP MICH Common Stock 225310101 200 33,400 SH Defined 01,02 33,400 0 0
CREDIT SUISSE GROUP SPON ADR ADR 225401108 29,288 639,250 SH Defined 01,02 639,250 0 0
CREDITRUST CORP Common Stock 225429109 18 800 SH Defined 01,02 800 0 0
CREE RESEARCH INC Common Stock 225447101 309 9,100 SH Defined 01,02 9,100 0 0
CREO PRODUCTS INC. Common Stock 225606102 74 3,000 SH Defined 01,02 3,000 0 0
CRESCENDO PHARM CORP -CL A Common Stock 225637107 0 10 SH Defined 01,02 10 0 0
CRESCENT R E EQUITIES INC REIT 225756105 2,214 123,000 SH Defined 01,02 123,000 0 0
CRESTLINE CAPITAL CORP Common Stock 226153104 232 11,280 SH Defined 01,02 11,280 0 0
CRISTALERIAS DE CHILE -ADR ADR 226714103 198 14,400 SH Defined 01,02 14,400 0 0
CRITICAL PATH INC Common Stock 22674V100 101 2,500 SH Defined 01,02 2,500 0 0
CROSS (A.T.) & CO -CL A Common Stock 227478104 86 20,500 SH Defined 01,02 20,500 0 0
CROSS TIMBERS OIL CO Common Stock 227573102 797 59,020 SH Defined 01,02 59,020 0 0
CROSSMANN COMMUNITIES INC Common Stock 22764E109 15 900 SH Defined 01,02 900 0 0
CROWN AMER REALTY TRUST REIT 228186102 173 26,900 SH Defined 01,02 26,900 0 0
CROWN CASTLE INTL CORP Common Stock 228227104 1,509 80,600 SH Defined 01,02 80,600 0 0
CROWN CORK & SEAL CO INC Common Stock 228255105 3,412 140,695 SH Defined 01,02 140,695 0 0
CROWN PACIFIC PARTNERS -LP Common Stock 228439105 138 6,600 SH Defined 01,02 6,600 0 0
CUBIC CORP Common Stock 229669106 109 4,650 SH Defined 01,02 4,650 0 0
CULLEN/FROST BANKERS INC Common Stock 229899109 1,631 65,240 SH Defined 01,02 65,240 0 0
CUMMINS ENGINE Common Stock 231021106 2,389 47,955 SH Defined 01,02 47,955 0 0
CUMULUS MEDIA INC Common Stock 231082108 75 2,300 SH Defined 01,02 2,300 0 0
CURATIVE HEALTH SERVICES INC Common Stock 231264102 79 16,600 SH Defined 01,02 16,600 0 0
CURTISS-WRIGHT CORP Common Stock 231561101 116 3,600 SH Defined 01,02 3,600 0 0
CYBERIAN OUTPOST Common Stock 231914102 28 3,000 SH Defined 01,02 3,000 0 0
CUTTER & BUCK INC Common Stock 232217109 30 1,950 SH Defined 01,02 1,950 0 0
CYBERCASH INC Common Stock 232462101 45 6,200 SH Defined 01,02 6,200 0 0
CYBERSOURCE CORP Common Stock 23251J106 94 1,700 SH Defined 01,02 1,700 0 0
CYBERONICS INC Common Stock 23251P102 84 4,700 SH Defined 01,02 4,700 0 0
CYBEX COMPUTER PRODS Common Stock 232522102 33 1,000 SH Defined 01,02 1,000 0 0
CYGNUS INC Common Stock 232560102 346 30,800 SH Defined 01,02 30,800 0 0
CYLINK CORP Common Stock 232565101 104 14,300 SH Defined 01,02 14,300 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CYMER INC Common Stock 232572107 305 8,800 SH Defined 01,02 8,800 0 0
CYPRESS SEMICONDUCTOR CORP Common Stock 232806109 2,688 125,020 SH Defined 01,02 125,020 0 0
CYPRUS AMAX MINERALS CO Common Stock 232809103 2,029 103,392 SH Defined 01,02 103,392 0 0
CYRK INC Common Stock 232817106 105 19,000 SH Defined 01,02 19,000 0 0
CYTEC INDUSTRIES INC Common Stock 232820100 1,198 50,966 SH Defined 01,02 50,966 0 0
CYTRX CORP Common Stock 232828301 0 175 SH Defined 01,02 175 0 0
CYCLE & CARRIAGE ADR 232903302 420 62,600 SH Defined 01,02 62,600 0 0
CYTYC CORP Common Stock 232946103 244 6,300 SH Defined 01,02 6,300 0 0
DII GROUP INC Common Stock 232949107 440 12,500 SH Defined 01,02 12,500 0 0
DBT ONLINE INC Common Stock 233044106 566 22,700 SH Defined 01,02 22,700 0 0
DPL INC Common Stock 233293109 3,355 190,373 SH Defined 01,02 190,373 0 0
DQE INC Common Stock 23329J104 3,529 90,200 SH Defined 01,02 90,200 0 0
D R HORTON INC Common Stock 23331A109 1,008 77,930 SH Defined 01,02 77,930 0 0
DST SYSTEMS INC Common Stock 233326107 4,300 75,600 SH Defined 01,02 75,600 0 0
DSP GROUP INC Common Stock 23332B106 136 3,400 SH Defined 01,02 3,400 0 0
D S M ADR 23332H202 2,708 273,000 SH Defined 01,02 273,000 0 0
DSP COMMUNICATIONS INC Common Stock 23332K106 1,098 57,800 SH Defined 01,02 57,800 0 0
DTE ENERGY CO Common Stock 233331107 6,032 165,823 SH Defined 01,02 165,823 0 0
DVI INC Common Stock 233343102 39 2,400 SH Defined 01,02 2,400 0 0
DAIEI INC -ADR ADR 233798206 1,857 247,550 SH Defined 01,02 247,550 0 0
DAIN RAUSCHER CORP Common Stock 233856103 745 15,200 SH Defined 01,02 15,200 0 0
DAISYTEK INTL CORP Common Stock 234053106 108 7,700 SH Defined 01,02 7,700 0 0
DAL-TILE INTERNATIONAL INC Common Stock 23426R108 303 38,200 SH Defined 01,02 38,200 0 0
DALLAS SEMICONDUCTOR CORP Common Stock 235204104 1,892 35,400 SH Defined 01,02 35,400 0 0
DAMARK INTL INC -CL A Common Stock 235691102 74 7,400 SH Defined 01,02 7,400 0 0
DANA CORP Common Stock 235811106 7,045 189,755 SH Defined 01,02 189,755 0 0
DANAHER CORP Common Stock 235851102 8,530 161,895 SH Defined 01,02 161,895 0 0
DANKA BUSINESS SYS PLC -ADR ADR 236277109 339 33,300 SH Defined 01,02 33,300 0 0
DARDEN RESTAURANTS INC Common Stock 237194105 2,968 151,707 SH Defined 01,02 151,707 0 0
DASSAULT SYSTEMS S.A. ADR 237545108 2,773 71,000 SH Defined 01,02 71,000 0 0
DATA BROADCASTING CORP Common Stock 237596101 116 15,400 SH Defined 01,02 15,400 0 0
DATA GENERAL CORP Common Stock 237688106 1,210 57,463 SH Defined 01,02 57,463 0 0
DATA TRANSMISSION NETWORK Common Stock 238017107 135 5,400 SH Defined 01,02 5,400 0 0
DATASCOPE CORP Common Stock 238113104 720 20,500 SH Defined 01,02 20,500 0 0
DATASTREAM SYSTEMS INC Common Stock 238124101 160 12,200 SH Defined 01,02 12,200 0 0
DAVE & BUSTERS INC Common Stock 23833N104 92 7,710 SH Defined 01,02 7,710 0 0
DAVIDS BRIDAL Common Stock 238576102 105 14,100 SH Defined 01,02 14,100 0 0
DAVOX CORP Common Stock 239208101 49 3,750 SH Defined 01,02 3,750 0 0
DAY RUNNER INC Common Stock 239545106 35 4,200 SH Defined 01,02 4,200 0 0
DAYTON HUDSON CORP Common Stock 239753106 30,472 507,345 SH Defined 01,02 507,345 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
DEAN FOODS CO Common Stock 242361103 2,062 47,324 SH Defined 01,02 47,324 0 0
DECOMA INTL INC -CL A Common Stock 24359C100 202 23,800 SH Defined 01,02 23,800 0 0
DEERE & CO Common Stock 244199105 10,348 267,477 SH Defined 01,02 267,477 0 0
DEL MONTE COMPANY Common Stock 24522P103 427 30,200 SH Defined 01,02 30,200 0 0
DE RIGO SPONSORED ADR ADR 245334107 172 30,500 SH Defined 01,02 30,500 0 0
DELCO REMY INTL INC -CL A Common Stock 246626105 41 4,600 SH Defined 01,02 4,600 0 0
DELHAIZE AMERICA INC -CL A Common Stock 246688105 2,170 102,399 SH Defined 01,02 102,399 0 0
DELIAS INC Common Stock 246885107 11 1,800 SH Defined 01,02 1,800 0 0
DELL COMPUTER CORP Common Stock 247025109 123,444 2,952,329 SH Defined 01,02 2,952,329 0 0
DELPHI AUTOMOTIVE SYSTEMS CORP Common Stock 247126105 10,395 647,143 SH Defined 01,02 647,143 0 0
DELPHI FINANCIAL GRP -CL A Common Stock 247131105 752 24,901 SH Defined 01,02 24,901 0 0
DELTA & PINE LAND CO Common Stock 247357106 1,209 46,739 SH Defined 01,02 46,739 0 0
DELTA AIR LINES INC Common Stock 247361108 7,802 160,872 SH Defined 01,02 160,872 0 0
DELTIC TIMBER CORP Bond - Other 247850100 246 10,828 SH Defined 01,02 10,828 0 0
DELTEK SYSTEMS INC Common Stock 24785A108 88 5,400 SH Defined 01,02 5,400 0 0
DELTA WOODSIDE INDS Common Stock 247909104 76 29,100 SH Defined 01,02 29,100 0 0
DELUXE CORP Common Stock 248019101 2,974 87,474 SH Defined 01,02 87,474 0 0
DENDRITE INTERNATIONAL INC Common Stock 248239105 1,682 35,600 SH Defined 01,02 35,600 0 0
DENTSPLY INTERNATL INC Common Stock 249030107 1,591 69,914 SH Defined 01,02 69,914 0 0
DEPARTMENT 56 INC -SER A Common Stock 249509100 515 21,500 SH Defined 01,02 21,500 0 0
DESC S A DE C V -SPON ADR ADR 250309101 823 49,121 SH Defined 01,02 49,121 0 0
DESTIA COMMUNICATIONS Common Stock 25063E100 56 4,500 SH Defined 01,02 4,500 0 0
DETROIT DIESEL CORP Common Stock 250837101 246 13,300 SH Defined 01,02 13,300 0 0
DEUTSCHE BANK A G SPONSORED ADR ADR 251525309 19,058 293,400 SH Defined 01,02 293,400 0 0
DEUTSCHE TELECOM ADR 251566105 82,600 1,975,483 SH Defined 01,02 1,975,483 0 0
DEVELOPERS DIVERSIFIED RLTY REIT 251591103 850 60,700 SH Defined 01,02 60,700 0 0
DEVON ENERGY CORPORATION Common Stock 25179M103 3,680 88,800 SH Defined 01,02 88,800 0 0
DEVRY INC Common Stock 251893103 1,690 84,500 SH Defined 01,02 84,500 0 0
DEXTER CORP Common Stock 252165105 1,031 27,629 SH Defined 01,02 27,629 0 0
DIAGEO P L C SPNSRD ADR NEW ADR 25243Q205 22,825 550,839 SH Defined 01,02 550,839 0 0
DIAGNOSTIC PRODUCTS CORP Common Stock 252450101 491 18,302 SH Defined 01,02 18,302 0 0
DIAL CORPORATION Common Stock 25247D101 3,139 123,097 SH Defined 01,02 123,097 0 0
DIALOG CORP PLC ADR 252500103 4 900 SH Defined 01,02 900 0 0
DIAMOND OFFSHRE DRILLING INC Common Stock 25271C102 2,286 68,500 SH Defined 01,02 68,500 0 0
DIAMOND TECH PRTNRS -CL A Common Stock 252762109 269 6,000 SH Defined 01,02 6,000 0 0
DIEBOLD INC Common Stock 253651103 1,913 82,712 SH Defined 01,02 82,712 0 0
DIGEX, INC. Common Stock 253756100 19 800 SH Defined 01,02 800 0 0
DIGI INTERNATIONAL INC Common Stock 253798102 197 18,000 SH Defined 01,02 18,000 0 0
DIGITAL MICROWAVE CORP Common Stock 253859102 1,401 89,300 SH Defined 01,02 89,300 0 0
DIGITAL ISLAND Common Stock 25385N101 73 2,800 SH Defined 01,02 2,800 0 0
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DIGITAL RIVER INC Common Stock 25388B104 35 1,600 SH Defined 01,02 1,600 0 0
DIME COMMUNITY BANCSHARES Common Stock 253922108 93 4,500 SH Defined 01,02 4,500 0 0
DILLARDS INC -CL A Common Stock 254067101 2,479 122,065 SH Defined 01,02 122,065 0 0
DIME BANCORP INC Common Stock 25429Q102 2,353 134,437 SH Defined 01,02 134,437 0 0
DIMON INC Common Stock 254394109 210 54,100 SH Defined 01,02 54,100 0 0
DIONEX CORP Common Stock 254546104 1,377 32,200 SH Defined 01,02 32,200 0 0
DISCOUNT AUTO PARTS INC Common Stock 254642101 331 20,500 SH Defined 01,02 20,500 0 0
DISNEY (WALT) COMPANY Common Stock 254687106 61,516 2,366,019 SH Defined 01,02 2,366,019 0 0
DISTRIBUCION Y SERVICIO ADR 254753106 810 48,200 SH Defined 01,02 48,200 0 0
DITECH COMMUNICATIONS CORP Common Stock 25500M103 47 900 SH Defined 01,02 900 0 0
DIXIE GROUP INC Common Stock 255519100 109 14,000 SH Defined 01,02 14,000 0 0
DIXONS GROUP PLC -ADR ADR 255875205 5,005 93,100 SH Defined 01,02 93,100 0 0
DOCUMENTUM INC Common Stock 256159104 132 6,100 SH Defined 01,02 6,100 0 0
DOLE FOOD CO INC Common Stock 256605106 1,301 68,493 SH Defined 01,02 68,493 0 0
DOLLAR GENERAL Common Stock 256669102 7,925 256,677 SH Defined 01,02 256,677 0 0
DOLLAR THRIFTY AUTOMOTIVE GP Common Stock 256743105 250 12,100 SH Defined 01,02 12,100 0 0
DOLLAR TREE STORES INC Common Stock 256747106 2,946 73,773 SH Defined 01,02 73,773 0 0
DOMINION RES BLACK WARRIOR Common Stock 25746Q108 38 2,600 SH Defined 01,02 2,600 0 0
DOMINION RESOURCES INC Common Stock 257470104 9,902 219,437 SH Defined 01,02 219,437 0 0
DOMTAR INC Common Stock 257561100 894 86,733 SH Defined 01,02 86,733 0 0
DONALDSON CO INC Common Stock 257651109 1,285 55,438 SH Defined 01,02 55,438 0 0
DONALDSN LUFKIN & JENRETTE Common Stock 257661108 3,149 79,600 SH Defined 01,02 79,600 0 0
DLJ DIRECT Common Stock 257661504 697 45,700 SH Defined 01,02 45,700 0 0
DONNA KARAN INTL INC Common Stock 257826107 74 8,700 SH Defined 01,02 8,700 0 0
DONNELLEY (R R) & SONS CO Common Stock 257867101 4,227 146,380 SH Defined 01,02 146,380 0 0
DORAL FINANCIAL CORP Common Stock 25811P100 246 18,400 SH Defined 01,02 18,400 0 0
DOREL INDUSTRIES Common Stock 25822C205 254 14,700 SH Defined 01,02 14,700 0 0
DOUBLECLICK INC Common Stock 258609304 3,193 26,800 SH Defined 01,02 26,800 0 0
DOVER CORP Common Stock 260003108 9,813 240,085 SH Defined 01,02 240,085 0 0
DOW CHEMICAL Common Stock 260543103 28,601 251,717 SH Defined 01,02 251,717 0 0
DOW JONES & CO INC Common Stock 260561105 5,600 104,915 SH Defined 01,02 104,915 0 0
DOWNEY FINANCIAL CORP Common Stock 261018105 691 34,329 SH Defined 01,02 34,329 0 0
DRESDNER BANK AG -ADR ADR 261561302 15,839 335,350 SH Defined 01,02 335,350 0 0
DRESS BARN INC Common Stock 261570105 449 24,500 SH Defined 01,02 24,500 0 0
DREYER'S GRAND ICE CREAM INC Common Stock 261878102 572 32,908 SH Defined 01,02 32,908 0 0
DRIL-QUIP INC Common Stock 262037104 536 21,000 SH Defined 01,02 21,000 0 0
DRKOOP.COM INC Common Stock 262098106 33 2,300 SH Defined 01,02 2,300 0 0
DRUGSTORE.COM, INC. Common Stock 262241102 116 3,200 SH Defined 01,02 3,200 0 0
DU PONT (E I) DE NEMOURS Common Stock 263534109 67,616 1,117,625 SH Defined 01,02 1,117,625 0 0
DUANE READE INC Common Stock 263578106 163 5,400 SH Defined 01,02 5,400 0 0
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DUCOMMUN INC Common Stock 264147109 56 5,100 SH Defined 01,02 5,100 0 0
DUFF & PHELPS CREDIT RTNG CO Common Stock 26432F109 32 400 SH Defined 01,02 400 0 0
DUKE ENERGY CORP Common Stock 264399106 22,905 415,507 SH Defined 01,02 415,507 0 0
DUKE REALTY INVESTMENTS INC REIT 264411505 2,233 114,500 SH Defined 01,02 114,500 0 0
DUN & BRADSTREET CORP Common Stock 26483B106 5,582 186,855 SH Defined 01,02 186,855 0 0
DURA AUTOMOTIVE SYS -CL B Common Stock 265903104 181 7,514 SH Defined 01,02 7,514 0 0
DUPONT PHOTOMASKS INC Common Stock 26613X101 336 7,300 SH Defined 01,02 7,300 0 0
DURA PHARMACEUTICALS INC Common Stock 26632S109 937 67,200 SH Defined 01,02 67,200 0 0
DURAMED PHARMACEUTICALS INC Common Stock 266354109 10 1,300 SH Defined 01,02 1,300 0 0
DYCOM INDUSTRIES INC Common Stock 267475101 1,314 31,150 SH Defined 01,02 31,150 0 0
DYNATECH CORP Common Stock 268140100 47 9,400 SH Defined 01,02 9,400 0 0
DYNEGY INC Common Stock 26816L102 1,541 74,500 SH Defined 01,02 74,500 0 0
ECI TELECOMMUNICATIONS LTD ADR 268258100 1,363 55,221 SH Defined 01,02 55,221 0 0
ELECTRICIDADE DE PORTUGAL ADR 268353109 6,543 207,700 SH Defined 01,02 207,700 0 0
EEX CORP Common Stock 26842V207 73 24,948 SH Defined 01,02 24,948 0 0
E 4 L INC Common Stock 268452109 22 5,700 SH Defined 01,02 5,700 0 0
E-LOAN INC Common Stock 26861P107 82 3,800 SH Defined 01,02 3,800 0 0
EMC CORP/MA Common Stock 268648102 83,889 1,175,334 SH Defined 01,02 1,175,334 0 0
EMC INS GROUP INC Common Stock 268664109 47 4,900 SH Defined 01,02 4,900 0 0
EMI GROUP SPONSORED ADR ADR 268694205 4,109 280,685 SH Defined 01,02 280,685 0 0
EMS TECHNOLOGIES Common Stock 26873N108 44 3,700 SH Defined 01,02 3,700 0 0
ENSCO INTERNATIONAL INC Common Stock 26874Q100 2,967 164,254 SH Defined 01,02 164,254 0 0
ENI S.P.A. ADR ADR 26874R108 33,277 528,200 SH Defined 01,02 528,200 0 0
EOG RESOURCES INC Common Stock 26875P101 2,301 108,300 SH Defined 01,02 108,300 0 0
E.PIPHANY INC Common Stock 26881V100 180 3,700 SH Defined 01,02 3,700 0 0
ESAT TELECOM GROUP ADR 26883Y102 493 12,400 SH Defined 01,02 12,400 0 0
ESCO ELECTRONICS CORP Common Stock 269030201 55 4,900 SH Defined 01,02 4,900 0 0
ESS TECHNOLOGY INC Common Stock 269151106 201 15,200 SH Defined 01,02 15,200 0 0
E SPIRE COMMUNICATIONS INC Common Stock 269153102 107 14,800 SH Defined 01,02 14,800 0 0
ETEC SYSTEMS INC Common Stock 26922C103 982 26,100 SH Defined 01,02 26,100 0 0
ETEK DYNAMICS Common Stock 269240107 863 15,900 SH Defined 01,02 15,900 0 0
E'TOWN CORP Common Stock 269242103 233 4,700 SH Defined 01,02 4,700 0 0
E TRADE GROUP INC Common Stock 269246104 6,934 295,046 SH Defined 01,02 295,046 0 0
E V N ADR 269265104 1,004 39,300 SH Defined 01,02 39,300 0 0
EAGLE USA AIRFREIGHT INC Common Stock 270018104 314 10,500 SH Defined 01,02 10,500 0 0
EARTHGRAINS CO Common Stock 270319106 1,152 52,072 SH Defined 01,02 52,072 0 0
EARTHLINK NETWORK INC Common Stock 270322100 683 15,900 SH Defined 01,02 15,900 0 0
EARTHSHELL CORP Common Stock 27032B100 49 12,600 SH Defined 01,02 12,600 0 0
EARTHWEB INC Common Stock 27032C108 28 700 SH Defined 01,02 700 0 0
EASTERN ENTERPRISES Common Stock 27637F100 1,413 30,428 SH Defined 01,02 30,428 0 0
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EASTERN UTILITIES ASSOC Common Stock 277173100 750 25,100 SH Defined 01,02 25,100 0 0
EASTGROUP PROPERTIES REIT 277276101 303 16,700 SH Defined 01,02 16,700 0 0
EASTMAN CHEMICAL CO Common Stock 277432100 3,574 89,630 SH Defined 01,02 89,630 0 0
EASTMAN KODAK CO Common Stock 277461109 27,529 364,023 SH Defined 01,02 364,023 0 0
EATON CORP Common Stock 278058102 7,115 82,429 SH Defined 01,02 82,429 0 0
EATON VANCE CORP Common Stock 278265103 1,398 43,700 SH Defined 01,02 43,700 0 0
EBAY INC Common Stock 278642103 6,376 45,200 SH Defined 01,02 45,200 0 0
ECHELON INTERNATIONAL CORP Common Stock 278747100 56 2,240 SH Defined 01,02 2,240 0 0
ECHO BAY MINES LTD Common Stock 278751102 87 45,000 SH Defined 01,02 45,000 0 0
ECHOSTAR COMMUN CORP -CL A Common Stock 278762109 835 9,200 SH Defined 01,02 9,200 0 0
ECLIPSE SURGICAL TECH INC Common Stock 278849104 89 5,400 SH Defined 01,02 5,400 0 0
CLIPSYS CORP Common Stock 278856109 122 8,480 SH Defined 01,02 8,480 0 0
ECOLAB INC Common Stock 278865100 5,116 149,925 SH Defined 01,02 149,925 0 0
EDIFY CORP Common Stock 280599101 104 8,300 SH Defined 01,02 8,300 0 0
EDPERBRASCAN CORP Common Stock 280905803 2,383 167,200 SH Defined 01,02 167,200 0 0
EDISON INTERNATIONAL Common Stock 281020107 9,672 397,834 SH Defined 01,02 397,834 0 0
EDUCATION MANAGEMENT CORP Common Stock 28139T101 239 19,300 SH Defined 01,02 19,300 0 0
EDWARDS J D & CO Common Stock 281667105 630 30,400 SH Defined 01,02 30,400 0 0
EDWARDS (A G) INC Common Stock 281760108 2,977 112,890 SH Defined 01,02 112,890 0 0
EFFICIENT NETWORKS INC Common Stock 282056100 487 13,400 SH Defined 01,02 13,400 0 0
EGAIN COMMUNICATIONS CORP Common Stock 28225C103 118 6,400 SH Defined 01,02 6,400 0 0
EGANA INTERNATIONAL HOLDINGS SPON ADR ADR 28225R209 6 778 SH Defined 01,02 778 0 0
EGGHEAD.COM INC Common Stock 282330109 97 13,800 SH Defined 01,02 13,800 0 0
EIDOS PLC ADR ADR 282485101 745 11,800 SH Defined 01,02 11,800 0 0
800 JR CIGAR INC Common Stock 282491109 40 3,800 SH Defined 01,02 3,800 0 0
EISAI CO SPONSORED ADR ADR 282579309 4,764 187,850 SH Defined 01,02 187,850 0 0
EL PASO ELECTRIC CO Common Stock 283677854 509 56,600 SH Defined 01,02 56,600 0 0
EL PASO ENERGY CORP/DE Common Stock 283905107 5,788 143,802 SH Defined 01,02 143,802 0 0
ELAN CORP PLC -ADR ADR 284131208 5,293 157,700 SH Defined 01,02 157,700 0 0
ELCOR CORP Common Stock 284443108 600 24,000 SH Defined 01,02 24,000 0 0
ELDER BEERMAN STORES CORP Common Stock 284470101 38 6,000 SH Defined 01,02 6,000 0 0
ELECTRO RENT CORP Common Stock 285218103 110 8,800 SH Defined 01,02 8,800 0 0
ELECTRO SCIENTIFIC INDS INC Common Stock 285229100 852 16,000 SH Defined 01,02 16,000 0 0
ELECTROGLAS INC Common Stock 285324109 566 24,200 SH Defined 01,02 24,200 0 0
ELECTRONIC ARTS INC Common Stock 285512109 5,349 73,913 SH Defined 01,02 73,913 0 0
ELECTRONIC DATA SYSTEMS CORP Common Stock 285661104 29,827 563,441 SH Defined 01,02 563,441 0 0
ELECTRONICS BOUTIQUE HLDG CP Common Stock 286045109 62 2,400 SH Defined 01,02 2,400 0 0
ELECTRONICS FOR IMAGING INC Common Stock 286082102 2,000 38,900 SH Defined 01,02 38,900 0 0
ELF AQUITAINE -SPON ADR ADR 286269105 31,606 344,950 SH Defined 01,02 344,950 0 0
ELRON ELECTRONIC INDS -ORD Common Stock 290160100 328 14,200 SH Defined 01,02 14,200 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ELSEVIER N V -SPON ADR ADR 290259100 4,843 234,800 SH Defined 01,02 234,800 0 0
EMAIL LIMITED ADR 290769207 346 97,400 SH Defined 01,02 97,400 0 0
EMBRATEL ADR 29081N100 1,709 148,600 SH Defined 01,02 148,600 0 0
EMBOTELLADORA ANDINA -ADR ADR 29081P204 708 40,900 SH Defined 01,02 40,900 0 0
EMBOTELLADORA ANDINA SA SER B A ADR 29081P303 468 36,000 SH Defined 01,02 36,000 0 0
EMCORE CORP Common Stock 290846104 189 13,600 SH Defined 01,02 13,600 0 0
EMCOR GROUP INC Common Stock 29084Q100 79 4,100 SH Defined 01,02 4,100 0 0
EMERITUS CORP Common Stock 291005106 28 3,700 SH Defined 01,02 3,700 0 0
EMERSON ELECTRIC CO Common Stock 291011104 31,662 501,088 SH Defined 01,02 501,088 0 0
EMMIS COMMUNICTNS CP -CL A Common Stock 291525103 575 8,700 SH Defined 01,02 8,700 0 0
EMPI INC Common Stock 291586105 212 8,000 SH Defined 01,02 8,000 0 0
EMPIRE DISTRICT ELECTRIC CO Common Stock 291641108 322 12,600 SH Defined 01,02 12,600 0 0
EMPRESAS ICA SOC CTL -ADR ADR 292448107 210 71,600 SH Defined 01,02 71,600 0 0
EMPRESA NACIONAL DE ELCTRCID S ADR 29244T101 1,890 146,800 SH Defined 01,02 146,800 0 0
EMPRESAS TELEX-CHILE ADR 29245D105 3 2,800 SH Defined 01,02 2,800 0 0
EMULEX CORP Common Stock 292475209 103 1,200 SH Defined 01,02 1,200 0 0
ENCAL ENERGY LTD Common Stock 29250D107 384 69,800 SH Defined 01,02 69,800 0 0
ENBRIDGE INC Common Stock 29250N105 1,651 76,800 SH Defined 01,02 76,800 0 0
ENCORE WIRE CORP Common Stock 292562105 76 8,400 SH Defined 01,02 8,400 0 0
ENDESA SPONSORED ADR ADR 29258N107 12,374 647,000 SH Defined 01,02 647,000 0 0
ENDOSONICS CORP Common Stock 29264K105 33 3,900 SH Defined 01,02 3,900 0 0
ENERGEN CORP Common Stock 29265N108 739 36,500 SH Defined 01,02 36,500 0 0
ENERGY EAST CORP Common Stock 29266M109 3,300 138,964 SH Defined 01,02 138,964 0 0
ENERSIS -SPON ADR ADR 29274F104 1,062 50,898 SH Defined 01,02 50,898 0 0
ENGAGE TECHNOLOGIES INC Common Stock 292827102 188 5,000 SH Defined 01,02 5,000 0 0
ENGELHARD CORP Common Stock 292845104 2,646 144,960 SH Defined 01,02 144,960 0 0
ENGINEERING ANIMATION INC Common Stock 292872108 40 2,550 SH Defined 01,02 2,550 0 0
ENESCO GROUP INC Common Stock 292973104 258 16,800 SH Defined 01,02 16,800 0 0
ENHANCE FINANCIAL SVCS GRP Common Stock 293310108 817 46,200 SH Defined 01,02 46,200 0 0
ENNIS BUSINESS FORMS Common Stock 293389102 51 5,800 SH Defined 01,02 5,800 0 0
ENRON CORP Common Stock 293561106 33,457 814,786 SH Defined 01,02 814,786 0 0
ENTERCOM Common Stock 293639100 148 4,100 SH Defined 01,02 4,100 0 0
ENTERGY CORP Common Stock 29364G103 8,163 282,089 SH Defined 01,02 282,089 0 0
ENTERPRISE OIL PLC -ADR ADR 293779302 2,062 101,836 SH Defined 01,02 101,836 0 0
ENTERTAINMENT PROPERTIES TR REIT 29380T105 206 14,100 SH Defined 01,02 14,100 0 0
ENTREMED INC Common Stock 29382F103 132 6,100 SH Defined 01,02 6,100 0 0
ENTRUST TECHNOLOGIES INC Common Stock 293848107 79 3,500 SH Defined 01,02 3,500 0 0
ENZON INC Common Stock 293904108 85 2,800 SH Defined 01,02 2,800 0 0
ENZO BIOCHEM INC Common Stock 294100102 953 33,569 SH Defined 01,02 33,569 0 0
EOTT ENERGY PARTNERS -LP Common Stock 294103106 32 2,000 SH Defined 01,02 2,000 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
EPICOR SOFTWARE CORP Common Stock 29426l108 332 57,800 SH Defined 01,02 57,800 0 0
EQUANT N V Common Stock 294409107 7,088 87,100 SH Defined 01,02 87,100 0 0
EQUIFAX INC Common Stock 294429105 4,695 166,921 SH Defined 01,02 166,921 0 0
EQUITABLE RESOURCES INC Common Stock 294549100 861 22,775 SH Defined 01,02 22,775 0 0
EQUITY INNS INC REIT 294703103 310 36,500 SH Defined 01,02 36,500 0 0
EQUITY OFFICE PROPERTIES TR REIT 294741103 5,870 252,460 SH Defined 01,02 252,460 0 0
EQUITY ONE INC REIT 294752100 69 6,500 SH Defined 01,02 6,500 0 0
EQUITY RESIDENTIAL PPTYS TR REIT 29476L107 4,982 117,578 SH Defined 01,02 117,578 0 0
ERICSSON (L M) TEL -ADR ADR 294821400 39,200 1,254,400 SH Defined 01,02 1,254,400 0 0
ERIE INDEMNITY CO -CL A Common Stock 29530P102 596 18,100 SH Defined 01,02 18,100 0 0
ESPIRITO SNTO FNL -SPON ADR ADR 29665F200 346 21,600 SH Defined 01,02 21,600 0 0
ESSEX PROPERTY TRUST REIT 297178105 594 17,000 SH Defined 01,02 17,000 0 0
ESTERLINE TECHNOLOGIES Common Stock 297425100 335 21,300 SH Defined 01,02 21,300 0 0
THAN ALLEN INTERIORS INC Common Stock 297602104 1,583 49,750 SH Defined 01,02 49,750 0 0
ETHYL CORP Common Stock 297659104 388 100,248 SH Defined 01,02 100,248 0 0
ETOYS INC Common Stock 297862104 905 13,600 SH Defined 01,02 13,600 0 0
EVANS & SUTHERLAND CMP CORP Common Stock 299096107 108 8,700 SH Defined 01,02 8,700 0 0
EVEREN CAPITAL CORP Common Stock 299761106 322 10,900 SH Defined 01,02 10,900 0 0
EVEREST REINSURANCE HLDGS Common Stock 299808105 1,388 58,300 SH Defined 01,02 58,300 0 0
EVERGREEN RESOURCES Common Stock 299900308 26 1,100 SH Defined 01,02 1,100 0 0
EXABYTE CORP Common Stock 300615101 124 28,500 SH Defined 01,02 28,500 0 0
EXAR CORP Common Stock 300645108 225 6,000 SH Defined 01,02 6,000 0 0
EXCALIBUR TECHNOLOGIES Common Stock 300651205 45 5,400 SH Defined 01,02 5,400 0 0
EXCEL SWITCHING CORP Common Stock 30067V108 384 10,700 SH Defined 01,02 10,700 0 0
EXCHANGE APPLICATIONS Common Stock 300867108 26 900 SH Defined 01,02 900 0 0
EXIDE CORP Common Stock 302051107 125 13,100 SH Defined 01,02 13,100 0 0
EXODUS COMMUNICATIONS INC Common Stock 302088109 2,256 31,300 SH Defined 01,02 31,300 0 0
EXPEDITORS INTL WASH INC Common Stock 302130109 1,951 60,800 SH Defined 01,02 60,800 0 0
EXPRESS SCRIPTS INC -CL A Common Stock 302182100 3,944 50,398 SH Defined 01,02 50,398 0 0
EXTENDED STAY AMERICA INC Common Stock 30224P101 348 38,628 SH Defined 01,02 38,628 0 0
EXTREME NETWORKS INC Common Stock 30226D106 222 3,500 SH Defined 01,02 3,500 0 0
EXXON CORP Common Stock 302290101 211,427 2,781,935 SH Defined 01,02 2,781,935 0 0
F & M BANCORP/MD Common Stock 302367107 51 1,889 SH Defined 01,02 1,889 0 0
F & M BANCORPORATION INC Common Stock 302371109 163 4,693 SH Defined 01,02 4,693 0 0
F & M NATL CORP Common Stock 302374103 295 11,352 SH Defined 01,02 11,352 0 0
FBL FINL GROUP INC -CL A Common Stock 30239F106 462 22,400 SH Defined 01,02 22,400 0 0
FEI CO Common Stock 30241L109 35 4,600 SH Defined 01,02 4,600 0 0
FLIR SYSTEMS INC Common Stock 302445101 25 1,900 SH Defined 01,02 1,900 0 0
FMC CORP Common Stock 302491303 1,769 36,672 SH Defined 01,02 36,672 0 0
F N B CORP/PA Common Stock 302520101 138 5,690 SH Defined 01,02 5,690 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FPIC INSURANCE GROUP INC Common Stock 302563101 11 700 SH Defined 01,02 700 0 0
FPL GROUP INC Common Stock 302571104 10,334 205,141 SH Defined 01,02 205,141 0 0
FSI INTL INC Common Stock 302633102 93 11,300 SH Defined 01,02 11,300 0 0
FTD.COM INC Common Stock 30265F103 37 4,600 SH Defined 01,02 4,600 0 0
FYI INC Common Stock 302712104 37 1,100 SH Defined 01,02 1,100 0 0
FAHNESTOCK VINER HLDG -CL A Common Stock 302921101 123 8,300 SH Defined 01,02 8,300 0 0
FACTORY 2-U INC Common Stock 303072102 27 900 SH Defined 01,02 900 0 0
FACTSET RESEARCH SYSTEMS INC Common Stock 303075105 1,081 19,000 SH Defined 01,02 19,000 0 0
FAIR ISAAC & COMPANY INC Common Stock 303250104 564 20,100 SH Defined 01,02 20,100 0 0
FAIRCHILD CORP -CL A Common Stock 303698104 177 17,254 SH Defined 01,02 17,254 0 0
FAIRCHILD SEMICONDUCTOR INTL INC Common Stock 303726103 223 9,400 SH Defined 01,02 9,400 0 0
FAIRFAX FINANCIAL HLDG RTS Warrant or Right 303901110 1 13,200 SH Defined 01,02 13,200 0 0
FAIRFIELD COMMUNITIES INC Common Stock 304231301 154 14,100 SH Defined 01,02 14,100 0 0
FAMILY DOLLAR STORES Common Stock 307000109 4,364 206,577 SH Defined 01,02 206,577 0 0
FARMER BROS CO Common Stock 307675108 199 1,200 SH Defined 01,02 1,200 0 0
FARMERS CAPITAL BK CORP Common Stock 309562106 68 1,900 SH Defined 01,02 1,900 0 0
FASTENAL CO Common Stock 311900104 2,145 45,527 SH Defined 01,02 45,527 0 0
F.H. FAULDING & CO. ADR 312020209 534 20,270 SH Defined 01,02 20,270 0 0
FDX CORP Common Stock 31304N107 13,215 339,928 SH Defined 01,02 339,928 0 0
FEDDERS CORP Common Stock 313135105 264 44,060 SH Defined 01,02 44,060 0 0
FEDDERS CORP CL A Common Stock 313135303 37 7,500 SH Defined 01,02 7,500 0 0
FED HOME LOAN MTG CO Common Stock 313400301 41,253 793,334 SH Defined 01,02 793,334 0 0
FEDERAL-MOGUL CORP Common Stock 313549107 2,325 84,346 SH Defined 01,02 84,346 0 0
FANNIE MAE Common Stock 313586109 73,559 1,173,429 SH Defined 01,02 1,173,429 0 0
FEDERAL REALTY INVS TRUST REIT 313747206 838 40,000 SH Defined 01,02 40,000 0 0
FEDERAL SIGNAL CORP Common Stock 313855108 1,085 54,572 SH Defined 01,02 54,572 0 0
FEDERATED DEPT STORES Common Stock 31410H101 10,399 238,023 SH Defined 01,02 238,023 0 0
FEDERATED INVESTORS INC Common Stock 314211103 131 7,600 SH Defined 01,02 7,600 0 0
FELCOR LODGING TR INC REIT 31430F101 1,185 67,700 SH Defined 01,02 67,700 0 0
FERRELLGAS PARTNERS -LP Common Stock 315293100 52 3,200 SH Defined 01,02 3,200 0 0
FERRO CORP Common Stock 315405100 893 41,883 SH Defined 01,02 41,883 0 0
F5 NETWORKS INC Common Stock 315616102 163 2,400 SH Defined 01,02 2,400 0 0
FIAT SPA -ADR ADR 315621888 7,654 231,927 SH Defined 01,02 231,927 0 0
FIDELITY NATIONAL FINL INC Common Stock 316326107 563 37,066 SH Defined 01,02 37,066 0 0
FIFTH THIRD BANCORP Common Stock 316773100 18,802 309,018 SH Defined 01,02 309,018 0 0
FILA HLDGS S P A -SPON ADR ADR 316850106 220 17,600 SH Defined 01,02 17,600 0 0
FILENET CORP Common Stock 316869106 418 39,100 SH Defined 01,02 39,100 0 0
FINANCIAL FEDERAL CORP Common Stock 317492106 143 7,650 SH Defined 01,02 7,650 0 0
FINANCIAL SEC ASSURANCE HLDG Common Stock 31769P100 903 17,477 SH Defined 01,02 17,477 0 0
FINET.COM INC Common Stock 317922300 18 6,000 SH Defined 01,02 6,000 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FINISH LINE INC -CL A Common Stock 317923100 74 8,500 SH Defined 01,02 8,500 0 0
FINOVA GROUP INC Common Stock 317928109 2,779 76,137 SH Defined 01,02 76,137 0 0
FIRST AMER FINL CP CA Common Stock 318522307 1,054 78,796 SH Defined 01,02 78,796 0 0
FIRST BANCORP P R Common Stock 318672102 697 35,300 SH Defined 01,02 35,300 0 0
FIRST AMERICAN CORP/TN Common Stock 318900107 1,901 43,700 SH Defined 01,02 43,700 0 0
FIRST BUSEY CORP Common Stock 319383105 25 1,100 SH Defined 01,02 1,100 0 0
FIRST CHARTER CORP Common Stock 319439105 92 5,275 SH Defined 01,02 5,275 0 0
FIRST CITIZENS BANCSH -CL A Common Stock 31946M103 522 6,800 SH Defined 01,02 6,800 0 0
FIRST COMMERCE BANCSHARES IN Common Stock 319777207 73 3,500 SH Defined 01,02 3,500 0 0
FIRST COMMONWLTH FINL CP/PA Common Stock 319829107 357 14,000 SH Defined 01,02 14,000 0 0
FIRST CONSULTING GROUP INC Common Stock 31986R103 91 9,094 SH Defined 01,02 9,094 0 0
FIRST FED CAP CORP Common Stock 319960100 129 8,300 SH Defined 01,02 8,300 0 0
FIRST DATA CORP Common Stock 319963104 21,716 494,954 SH Defined 01,02 494,954 0 0
FIRST ESSEX BANCORP Common Stock 320103104 28 1,800 SH Defined 01,02 1,800 0 0
FIRST FINL BANCORP INC/OH Common Stock 320209109 526 22,378 SH Defined 01,02 22,378 0 0
FIRST FINL BANCSHARES INC Common Stock 32020R109 98 2,940 SH Defined 01,02 2,940 0 0
FST FINL CORP IND Common Stock 320218100 58 1,575 SH Defined 01,02 1,575 0 0
FIRST FINANCIAL HOLDINGS INC Common Stock 320239106 130 7,500 SH Defined 01,02 7,500 0 0
FIRST INDL REALTY TRUST INC REIT 32054K103 936 37,800 SH Defined 01,02 37,800 0 0
FIRST INDIANA CORP Common Stock 32054R108 156 7,450 SH Defined 01,02 7,450 0 0
FIRST LIBERTY FINANCIAL CORP Common Stock 320691108 105 3,700 SH Defined 01,02 3,700 0 0
FIRST LONG ISLAND CORP Common Stock 320734106 17 600 SH Defined 01,02 600 0 0
FIRST M & F CORP Common Stock 320744105 19 600 SH Defined 01,02 600 0 0
FIRST MERCHANTS CORP Common Stock 320817109 68 2,850 SH Defined 01,02 2,850 0 0
FIRST MIDWEST BANCORP INC Common Stock 320867104 1,298 34,000 SH Defined 01,02 34,000 0 0
FIRST NATL CP ORANGEBURG SC Common Stock 320942105 29 950 SH Defined 01,02 950 0 0
FIRST HEALTH GROUP CORP Common Stock 320960107 1,451 64,650 SH Defined 01,02 64,650 0 0
FIRST PACIFIC ADR 335889200 987 322,800 SH Defined 01,02 322,800 0 0
FIRST SIERRA FINANCIAL INC Common Stock 335944104 41 3,800 SH Defined 01,02 3,800 0 0
FIRST REPUBLIC BANK Common Stock 336158100 72 2,700 SH Defined 01,02 2,700 0 0
FIRST SECURITY CORP/DE Common Stock 336294103 5,524 232,297 SH Defined 01,02 232,297 0 0
FIRST SENTINEL BANCORP INC Common Stock 33640T103 23 3,000 SH Defined 01,02 3,000 0 0
1ST SOURCE CORP Common Stock 336901103 297 12,358 SH Defined 01,02 12,358 0 0
FIRST TENNESSEE NATL CORP Common Stock 337162101 4,387 155,965 SH Defined 01,02 155,965 0 0
FIRST UNION CORP (N C) Common Stock 337358105 38,968 1,093,851 SH Defined 01,02 1,093,851 0 0
FIRST UNION RE EQ & MTG INV REIT 337400105 187 37,300 SH Defined 01,02 37,300 0 0
FIRST UTD BANCSHARES INC/AK Common Stock 33741E104 73 4,100 SH Defined 01,02 4,100 0 0
FIRST VIRGINIA BANKS INC Common Stock 337477103 2,607 59,844 SH Defined 01,02 59,844 0 0
FIRST WASHINGTON RLTY TR INC REIT 337489504 185 8,800 SH Defined 01,02 8,800 0 0
FIRST WASHINGTON BANCORP Common Stock 33748T104 94 5,390 SH Defined 01,02 5,390 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FIRST YEARS INC Common Stock 337610109 21 2,000 SH Defined 01,02 2,000 0 0
FIRSTAR CORP Common Stock 33763V109 28,917 1,128,475 SH Defined 01,02 1,128,475 0 0
FISERV INC Common Stock 337738108 4,806 147,878 SH Defined 01,02 147,878 0 0
FISHER COS INC Common Stock 337756209 42 700 SH Defined 01,02 700 0 0
FIRSTFED FINANCIAL CORP/CA Common Stock 337907109 226 13,000 SH Defined 01,02 13,000 0 0
FIRSTMERIT CORP Common Stock 337915102 2,811 110,761 SH Defined 01,02 110,761 0 0
FLAGSTAR BANCORP INC Common Stock 337930101 68 4,400 SH Defined 01,02 4,400 0 0
FIRSTENERGY CORP Common Stock 337932107 6,781 267,893 SH Defined 01,02 267,893 0 0
FISHER SCIENTIFIC INTL INC Common Stock 338032204 67 3,100 SH Defined 01,02 3,100 0 0
FLEETWOOD ENTERPRISES Common Stock 339099103 775 38,411 SH Defined 01,02 38,411 0 0
FLEMING COMPANIES INC Common Stock 339130106 460 46,900 SH Defined 01,02 46,900 0 0
FLETCHER CHALLENGE BLDG ADR ADR 339317109 284 23,150 SH Defined 01,02 23,150 0 0
FLETCHER CHALLENGE ENERGY ADR ADR 339318107 570 23,150 SH Defined 01,02 23,150 0 0
FLETCHER CHALLENGE -ADR FST ADR 339324402 222 52,164 SH Defined 01,02 52,164 0 0
FLETCHER CHALLENGE PAPER ADR 339325102 305 45,200 SH Defined 01,02 45,200 0 0
FLORIDA EAST COAST INDS Common Stock 340632108 783 25,000 SH Defined 01,02 25,000 0 0
FLORIDA PROGRESS CORP Common Stock 341109106 5,198 112,384 SH Defined 01,02 112,384 0 0
FLORIDA ROCK INDS Common Stock 341140101 799 23,000 SH Defined 01,02 23,000 0 0
FLOW INTL CORP Common Stock 343468104 183 17,600 SH Defined 01,02 17,600 0 0
FLOWERS INDUSTRIES INC Common Stock 343496105 1,627 119,958 SH Defined 01,02 119,958 0 0
FLOWSERVE CORP Common Stock 34354P105 743 44,670 SH Defined 01,02 44,670 0 0
FLUOR CORP Common Stock 343861100 3,514 87,302 SH Defined 01,02 87,302 0 0
FLUSHING FINANCIAL CORP Common Stock 343873105 99 6,150 SH Defined 01,02 6,150 0 0
FLYCAST COMMUNICATIONS Common Stock 344067103 50 1,100 SH Defined 01,02 1,100 0 0
FOAMEX INTERNATIONAL INC Common Stock 344123104 120 17,200 SH Defined 01,02 17,200 0 0
FOCAL COMMUNICATIONS CORP Common Stock 344155106 115 4,500 SH Defined 01,02 4,500 0 0
FOOTSTAR INC Common Stock 344912100 934 26,500 SH Defined 01,02 26,500 0 0
FORD MOTOR CO Common Stock 345370100 69,601 1,385,101 SH Defined 01,02 1,385,101 0 0
FOREMOST CORP OF AMERICA Common Stock 345469100 461 19,200 SH Defined 01,02 19,200 0 0
FORENINGSSPARBANKEN AB ADR ADR 34551P106 5,804 357,750 SH Defined 01,02 357,750 0 0
FOREST CITY ENTRPRS -CL A Common Stock 345550107 283 12,700 SH Defined 01,02 12,700 0 0
FOREST CITY ENTERPRISES INC Common Stock 345550305 98 3,900 SH Defined 01,02 3,900 0 0
FOREST LABORATORIES -CL A Common Stock 345838106 4,606 109,334 SH Defined 01,02 109,334 0 0
FOREST OIL CORP Common Stock 346091606 435 25,500 SH Defined 01,02 25,500 0 0
FORRESTER RESEARCH INC Common Stock 346563109 211 5,400 SH Defined 01,02 5,400 0 0
FORT JAMES CORP Common Stock 347471104 6,806 255,034 SH Defined 01,02 255,034 0 0
FORTE SOFTWARE INC Common Stock 349546101 44 1,600 SH Defined 01,02 1,600 0 0
FORTIS AMEV ADR 34956J101 8,244 255,050 SH Defined 01,02 255,050 0 0
FORTUNE BRANDS INC Common Stock 349631101 6,130 190,090 SH Defined 01,02 190,090 0 0
FORWARD AIR CORP Common Stock 349853101 69 2,900 SH Defined 01,02 2,900 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FOSSIL INC Common Stock 349882100 1,042 38,500 SH Defined 01,02 38,500 0 0
FOSTER WHEELER CORP Common Stock 350244109 565 46,877 SH Defined 01,02 46,877 0 0
FOSTERS BREWING GROUP LTD SPON ADR 350258307 4,458 969,140 SH Defined 01,02 969,140 0 0
FOUNDATION HEALTH SYS -CL A Common Stock 350404109 1,433 151,820 SH Defined 01,02 151,820 0 0
FOUNDRY NETWORKS INC Common Stock 35063R100 567 4,500 SH Defined 01,02 4,500 0 0
4KIDS ENTERTAINMENT, INC. Common Stock 350865101 13 400 SH Defined 01,02 400 0 0
FOUR SEASON HOTELS -LTD VTG Common Stock 35100E104 596 16,300 SH Defined 01,02 16,300 0 0
FOX ENTERTAINMENT GROUP Common Stock 35138T107 4,461 211,800 SH Defined 01,02 211,800 0 0
FRANCE TELECOM ADR 35177Q105 57,278 657,900 SH Defined 01,02 657,900 0 0
FRANCHISE FINL CORP AMERICA REIT 351807102 1,272 54,400 SH Defined 01,02 54,400 0 0
FRANCHISE MTG ACCEPTANCE CO Common Stock 35181D108 64 9,000 SH Defined 01,02 9,000 0 0
FRANKLIN COVEY CO Common Stock 353469109 193 25,100 SH Defined 01,02 25,100 0 0
FRANKLIN ELECTRIC CO Common Stock 353514102 244 3,700 SH Defined 01,02 3,700 0 0
FRANKLIN RESOURCES INC Common Stock 354613101 8,806 288,116 SH Defined 01,02 288,116 0 0
FREEDOM SECURITIES CORP Common Stock 35644K103 74 5,500 SH Defined 01,02 5,500 0 0
FREEPRT MCMOR COP&GLD -CL A Common Stock 35671D105 770 55,501 SH Defined 01,02 55,501 0 0
FREEPRT MCMOR COP&GLD -CL B Common Stock 35671D857 2,959 190,139 SH Defined 01,02 190,139 0 0
FREMONT GENERAL CORP Common Stock 357288109 803 85,130 SH Defined 01,02 85,130 0 0
FRESENIUS MEDICAL CARE AG ADS ADR 358029106 3,233 144,885 SH Defined 01,02 144,885 0 0
FRIEDE GOLDMAN INTL INC Common Stock 358430106 78 7,700 SH Defined 01,02 7,700 0 0
FRIEDMANS INC -CL A Common Stock 358438109 19 2,100 SH Defined 01,02 2,100 0 0
FRITZ COS INC Common Stock 358846103 457 44,062 SH Defined 01,02 44,062 0 0
FRONTIER FINANCIAL CORP/WA Common Stock 35907K105 35 1,400 SH Defined 01,02 1,400 0 0
FRONTIER INS GRP INC Common Stock 359081106 371 42,365 SH Defined 01,02 42,365 0 0
FRONTIER OIL CORP Common Stock 35914P105 77 11,300 SH Defined 01,02 11,300 0 0
FRONTLINE LTD ADR 35921R102 1 400 SH Defined 01,02 400 0 0
FROZEN FOOD EXPRESS INDS Common Stock 359360104 122 19,900 SH Defined 01,02 19,900 0 0
FUJI PHOTO FILM -ADR ADR 359586302 12,122 358,500 SH Defined 01,02 358,500 0 0
FULLER (H. B.) CO Common Stock 359694106 1,020 16,749 SH Defined 01,02 16,749 0 0
FULTON FINANCIAL CORP Common Stock 360271100 602 32,103 SH Defined 01,02 32,103 0 0
FURNITURE BRANDS INTL INC Common Stock 360921100 1,215 61,700 SH Defined 01,02 61,700 0 0
FURON CO Common Stock 361106107 354 14,200 SH Defined 01,02 14,200 0 0
G&K SERVICES INC -CL A Common Stock 361268105 1,017 25,100 SH Defined 01,02 25,100 0 0
GATX CORP Common Stock 361448103 1,830 58,900 SH Defined 01,02 58,900 0 0
GBC BANCORP/CA Common Stock 361475106 130 6,700 SH Defined 01,02 6,700 0 0
GC COMPANIES INC Common Stock 36155Q109 285 9,500 SH Defined 01,02 9,500 0 0
GST TELECOMM INC Common Stock 361942105 79 11,200 SH Defined 01,02 11,200 0 0
GPU INC Common Stock 36225X100 4,690 143,743 SH Defined 01,02 143,743 0 0
GTE CORP Common Stock 362320103 87,531 1,138,620 SH Defined 01,02 1,138,620 0 0
GT INTERACTIVE SOFTWARE CORP Common Stock 36236E109 126 43,200 SH Defined 01,02 43,200 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
GABELLI ASSET MANAGEMENT Common Stock 36239Y102 12 800 SH Defined 01,02 800 0 0
GABLES RESIDENTIAL TRUST REIT 362418105 631 26,300 SH Defined 01,02 26,300 0 0
GADZOOX NETWORKS, INC. Common Stock 362555104 172 3,200 SH Defined 01,02 3,200 0 0
GALEY & LORD INC Common Stock 36352K103 38 14,600 SH Defined 01,02 14,600 0 0
GALILEO INTERNATIONAL INC Common Stock 363547100 926 23,000 SH Defined 01,02 23,000 0 0
GALLAGHER (ARTHUR J.) & CO Common Stock 363576109 1,177 22,100 SH Defined 01,02 22,100 0 0
GALLAHER GROUP PLC ADS ADR 363595109 3,088 113,570 SH Defined 01,02 113,570 0 0
GANNETT CO Common Stock 364730101 22,176 320,514 SH Defined 01,02 320,514 0 0
GAP INC Common Stock 364760108 31,854 995,451 SH Defined 01,02 995,451 0 0
GARDNER DENVER INC Common Stock 365558105 277 18,300 SH Defined 01,02 18,300 0 0
GARTNER GROUP INC -CL A Common Stock 366651107 960 60,000 SH Defined 01,02 60,000 0 0
GARTNER GROUP Common Stock 366651206 1,754 105,100 SH Defined 01,02 105,100 0 0
GATEWAY INC Common Stock 367626108 15,966 362,868 SH Defined 01,02 362,868 0 0
GAYLORD ENTERTAINMENT Common Stock 367905106 521 17,650 SH Defined 01,02 17,650 0 0
GAYLORD CONTAINER CP Common Stock 368145108 204 28,600 SH Defined 01,02 28,600 0 0
GELTEX PHARMACEUTICALS INC Common Stock 368538104 73 6,600 SH Defined 01,02 6,600 0 0
GENCORP INC Common Stock 368682100 913 49,859 SH Defined 01,02 49,859 0 0
GENENTECH INC Common Stock 368710406 1,317 9,000 SH Defined 01,02 9,000 0 0
GENER S A ADR 368731105 695 45,600 SH Defined 01,02 45,600 0 0
GENERAL BINDING CORP Common Stock 369154109 200 9,900 SH Defined 01,02 9,900 0 0
GENERAL CABLE CORP/DE Common Stock 369300108 139 11,600 SH Defined 01,02 11,600 0 0
GENERAL CIGAR HLDGS INC - CL A Common Stock 36933P100 24 3,600 SH Defined 01,02 3,600 0 0
GENERAL CIGAR HOLDINGS CL B Common Stock 36933P209 18 2,600 SH Defined 01,02 2,600 0 0
GENERAL COMMUNICATION -CL A Common Stock 369385109 318 61,000 SH Defined 01,02 61,000 0 0
GENERAL DYNAMICS CORP Common Stock 369550108 14,212 227,617 SH Defined 01,02 227,617 0 0
GENERAL ELECTRIC CO Common Stock 369604103 449,568 3,791,825 SH Defined 01,02 3,791,825 0 0
GENERAL GROWTH PPTYS INC REIT 370021107 1,468 46,600 SH Defined 01,02 46,600 0 0
GENERAL INSTRUMENT CORP Common Stock 370120107 9,482 197,546 SH Defined 01,02 197,546 0 0
GENERAL MAGIC INC Common Stock 370253106 23 12,200 SH Defined 01,02 12,200 0 0
GENERAL MILLS INC Common Stock 370334104 14,381 177,268 SH Defined 01,02 177,268 0 0
GENERAL MOTORS CORP Common Stock 370442105 46,500 738,831 SH Defined 01,02 738,831 0 0
GENERAL MOTORS CL H Common Stock 370442832 3,761 65,700 SH Defined 01,02 65,700 0 0
GENERAL SEMICONDUCTOR INC Common Stock 370787103 461 44,700 SH Defined 01,02 44,700 0 0
GENESCO INC Common Stock 371532102 98 7,800 SH Defined 01,02 7,800 0 0
GENTEX CORP Common Stock 371901109 1,838 89,000 SH Defined 01,02 89,000 0 0
GENESIS HEALTH VENTURES INC Common Stock 371912106 114 48,150 SH Defined 01,02 48,150 0 0
GENESYS TELECOMM LABS INC Common Stock 371931106 379 8,300 SH Defined 01,02 8,300 0 0
GENESIS MICROCHIP INC Common Stock 371933102 159 9,000 SH Defined 01,02 9,000 0 0
GENLYTE GROUP INC Common Stock 372302109 26 1,100 SH Defined 01,02 1,100 0 0
GENRAD INC Common Stock 372447102 226 11,800 SH Defined 01,02 11,800 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
GENSET SPONSORED ADR ADR 37244T104 168 13,300 SH Defined 01,02 13,300 0 0
GENTIA SOFTWARE PLC ADR 37245A104 1 400 SH Defined 01,02 400 0 0
GENTEK INC Common Stock 37245X104 52 4,600 SH Defined 01,02 4,600 0 0
GENUINE PARTS CO Common Stock 372460105 5,425 204,225 SH Defined 01,02 204,225 0 0
GEON COMPANY Common Stock 37246W105 744 28,900 SH Defined 01,02 28,900 0 0
GENZYME CORP Common Stock 372917104 4,913 109,021 SH Defined 01,02 109,021 0 0
GENZYME CORP COM-TISSUE REP Common Stock 372917401 111 58,200 SH Defined 01,02 58,200 0 0
GENZYME SURGICAL PRODUCTS Common Stock 372917609 17 2,955 SH Defined 01,02 2,955 0 0
GEORGIA GULF CORP Common Stock 373200203 651 36,951 SH Defined 01,02 36,951 0 0
GEORGIA-PACIFIC GROUP Common Stock 373298108 7,936 196,256 SH Defined 01,02 196,256 0 0
GEORGIA-PACIFIC TIMBER CO Common Stock 373298702 2,308 100,900 SH Defined 01,02 100,900 0 0
GERALD STEVENS, INC Common Stock 37369G101 294 21,000 SH Defined 01,02 21,000 0 0
GERBER SCIENTIFIC INC Common Stock 373730100 609 27,200 SH Defined 01,02 27,200 0 0
GERMAN AMERICAN BANCORP Common Stock 373865104 34 1,445 SH Defined 01,02 1,445 0 0
GERON CORP Common Stock 374163103 32 3,000 SH Defined 01,02 3,000 0 0
GETTY IMAGES ADR 374276103 415 17,200 SH Defined 01,02 17,200 0 0
GETTY REALTY CORP Common Stock 374297109 95 7,000 SH Defined 01,02 7,000 0 0
GIANT CEMENT HOLDING INC Common Stock 374450104 131 5,700 SH Defined 01,02 5,700 0 0
GIBRALTAR STEEL CORP Common Stock 37476F103 133 6,300 SH Defined 01,02 6,300 0 0
GIBSON GREETINGS INC Common Stock 374827103 103 19,384 SH Defined 01,02 19,384 0 0
GILEAD SCIENCES INC Common Stock 375558103 4,232 65,932 SH Defined 01,02 65,932 0 0
GILLETTE CO Common Stock 375766102 42,830 1,262,016 SH Defined 01,02 1,262,016 0 0
GLATFELTER (P H) CO Common Stock 377316104 825 50,194 SH Defined 01,02 50,194 0 0
GLEASON CORP Common Stock 377339106 105 6,200 SH Defined 01,02 6,200 0 0
GLAXO WELLCOME PLC -SP ADR ADR 37733W105 60,078 1,155,348 SH Defined 01,02 1,155,348 0 0
GLENAYRE TECHNOLOGIES INC Common Stock 377899109 117 39,037 SH Defined 01,02 39,037 0 0
GLENBOROUGH REALTY TRUST INC REIT 37803P105 526 31,900 SH Defined 01,02 31,900 0 0
GLIMCHER REALTY TRUST REIT 379302102 354 24,100 SH Defined 01,02 24,100 0 0
GLOBAL INDUSTRIAL TECH INC Common Stock 379335102 336 27,393 SH Defined 01,02 27,393 0 0
GLOBAL INDUSTRIES LTD Common Stock 379336100 423 52,100 SH Defined 01,02 52,100 0 0
GLOBAL IMAGING SYSTEMS Common Stock 37934A100 85 5,700 SH Defined 01,02 5,700 0 0
GLOBAL MARINE INC Common Stock 379352404 3,424 208,284 SH Defined 01,02 208,284 0 0
GLOBAL TELESYSTEMS GROUP INC Common Stock 37936U104 716 36,300 SH Defined 01,02 36,300 0 0
GLOBESPAN INC Common Stock 379571102 88 1,400 SH Defined 01,02 1,400 0 0
GLOBIX CORP Common Stock 37957F101 28 600 SH Defined 01,02 600 0 0
GLORIOUS SUN ENTERPRISES LTD ADR 379610108 12 3,700 SH Defined 01,02 3,700 0 0
GOLD BANC CORP INC Common Stock 379907108 28 2,800 SH Defined 01,02 2,800 0 0
GOLD FIELDS OF SOUTH AFRICA -
SPON ADR ADR 380597500 160 71,200 SH Defined 01,02 71,200 0 0
GOLD FIELDS LIMITED ADR 38059T106 751 162,354 SH Defined 01,02 162,354 0 0
GOLD PEAK INDUSTRIES ADR 380672105 3 1,700 SH Defined 01,02 1,700 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
GOLDCORP INC -CL A Common Stock 380956102 276 42,100 SH Defined 01,02 42,100 0 0
GOLDEN STATE BANCORP INC Common Stock 381197102 608 33,887 SH Defined 01,02 33,887 0 0
GOLDEN WEST FINANCIAL CORP Common Stock 381317106 6,205 63,113 SH Defined 01,02 63,113 0 0
GOLDMAN SACHS GROUP Common Stock 38141G104 12,145 199,100 SH Defined 01,02 199,100 0 0
GOLF TRUST OF AMERICA INC REIT 38168B103 148 7,500 SH Defined 01,02 7,500 0 0
GOODMAN FIELDER ADR 382382208 765 206,450 SH Defined 01,02 206,450 0 0
GOODRICH (B F) CO Common Stock 382388106 3,604 124,290 SH Defined 01,02 124,290 0 0
GOODYEAR TIRE & RUBBER CO Common Stock 382550101 8,590 178,496 SH Defined 01,02 178,496 0 0
GOODYS FAMILY CLOTHING INC Common Stock 382588101 327 40,500 SH Defined 01,02 40,500 0 0
GORMAN-RUPP CO Common Stock 383082104 88 5,700 SH Defined 01,02 5,700 0 0
GOTTSCHALKS INC Common Stock 383485109 140 15,500 SH Defined 01,02 15,500 0 0
GO2NET INC Common Stock 383486107 130 2,000 SH Defined 01,02 2,000 0 0
GOTO.COM Common Stock 38348T107 209 4,000 SH Defined 01,02 4,000 0 0
GRACE (W R) & CO Common Stock 38388F108 1,354 82,672 SH Defined 01,02 82,672 0 0
GRACO INC Common Stock 384109104 817 24,900 SH Defined 01,02 24,900 0 0
GRAINGER (W W) INC Common Stock 384802104 5,124 106,607 SH Defined 01,02 106,607 0 0
GRAND PREMIER FINL INC Common Stock 386174106 117 7,640 SH Defined 01,02 7,640 0 0
GRAND UNION COMPANY Common Stock 386532402 31 2,300 SH Defined 01,02 2,300 0 0
GRANITE CONSTRUCTION INC Common Stock 387328107 846 32,455 SH Defined 01,02 32,455 0 0
GRANITE ST BANKSHARES INC Common Stock 387472103 28 1,300 SH Defined 01,02 1,300 0 0
GREAT ATLANTIC & PAC TEA CO Common Stock 390064103 1,321 43,588 SH Defined 01,02 43,588 0 0
GREAT LAKES CHEMICAL CORP Common Stock 390568103 2,553 67,076 SH Defined 01,02 67,076 0 0
GREAT LAKES REIT INC REIT 390752103 261 17,300 SH Defined 01,02 17,300 0 0
GREAT PLAINS SOFTWARE INC Common Stock 39119E105 381 7,400 SH Defined 01,02 7,400 0 0
GREATER BAY BANCORP Common Stock 391648102 81 2,400 SH Defined 01,02 2,400 0 0
GREEN MOUNTAIN POWER CORP Common Stock 393154109 67 6,500 SH Defined 01,02 6,500 0 0
GREENBRIER COMPANIES INC Common Stock 393657101 97 8,800 SH Defined 01,02 8,800 0 0
GREENPOINT FINANCIAL CORP Common Stock 395384100 3,535 133,077 SH Defined 01,02 133,077 0 0
GREIF BROS CORP -CL A Common Stock 397624107 93 3,300 SH Defined 01,02 3,300 0 0
GREY ADVERTISING INC Common Stock 397838103 221 600 SH Defined 01,02 600 0 0
GREY WOLF INC Common Stock 397888108 39 12,900 SH Defined 01,02 12,900 0 0
GRIFFON CORP Common Stock 398433102 297 37,096 SH Defined 01,02 37,096 0 0
GROUP 1 AUTOMOTIVE Common Stock 398905109 504 27,500 SH Defined 01,02 27,500 0 0
GROUP MAINTENANCE AMER CORP Common Stock 39943E107 35 2,800 SH Defined 01,02 2,800 0 0
GROUPE DANONE ADR 399449107 11,734 242,250 SH Defined 01,02 242,250 0 0
CGI GROUP INC A Common Stock 39945C109 1,236 63,000 SH Defined 01,02 63,000 0 0
GRUBB & ELLIS CO Common Stock 400095204 32 5,500 SH Defined 01,02 5,500 0 0
GRUPO CARSO ADR 400485207 2,632 316,950 SH Defined 01,02 316,950 0 0
GRUPO FINANCIERO BANCOMER
SPONSORED ADR ADR 400486304 684 152,200 SH Defined 01,02 152,200 0 0
GRUPO INDL MASECA -SPON ADR ADR 400488409 380 41,900 SH Defined 01,02 41,900 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
GRUPO INDL DURANGO SA -ADR ADR 40048E109 7 900 SH Defined 01,02 900 0 0
GRUPO CASA AUTREY -SPON ADR ADR 40048P104 73 18,200 SH Defined 01,02 18,200 0 0
GRUPO IMSA S.A. ADR 40048T106 302 19,000 SH Defined 01,02 19,000 0 0
GRUPO RADIO CENTRO -SP ADR ADR 40049C102 3 600 SH Defined 01,02 600 0 0
GRUPO TRIBASA -SPON ADR ADR 40049F105 2 3,900 SH Defined 01,02 3,900 0 0
GRUPO TELEVISA -SPON ADR ADR 40049J206 4,265 106,800 SH Defined 01,02 106,800 0 0
GRUPO ELEKTRA ADR 40050A102 144 29,900 SH Defined 01,02 29,900 0 0
GTECH HOLDINGS CORP Common Stock 400518106 961 44,812 SH Defined 01,02 44,812 0 0
GUANGSHEN RAILWAY CO. LTD. ADR 40065W107 363 58,000 SH Defined 01,02 58,000 0 0
GUARANTEE LIFE COS INC Common Stock 400740106 177 5,800 SH Defined 01,02 5,800 0 0
GUCCI GROUP N.V. ADR ADR 401566104 3,574 42,800 SH Defined 01,02 42,800 0 0
GUESS INC Common Stock 401617105 345 25,700 SH Defined 01,02 25,700 0 0
GUIDANT CORP Common Stock 401698105 18,696 348,646 SH Defined 01,02 348,646 0 0
GUILFORD MILLS INC Common Stock 401794102 234 27,150 SH Defined 01,02 27,150 0 0
GUILFORD PHARMACEUTICAL INC Common Stock 401829106 104 6,800 SH Defined 01,02 6,800 0 0
GUITAR CENTER INC Common Stock 402040109 87 9,200 SH Defined 01,02 9,200 0 0
GULF CANADA RES LTD -ORD Common Stock 40218L305 623 148,779 SH Defined 01,02 148,779 0 0
GULF INDONESIA RESOURCES LTD ADR 402284103 548 54,450 SH Defined 01,02 54,450 0 0
GULFMARK OFFSHORE INC Common Stock 402629109 40 2,200 SH Defined 01,02 2,200 0 0
GYMBOREE CORP Common Stock 403777105 203 29,500 SH Defined 01,02 29,500 0 0
HMT TECHNOLOGY CORP Common Stock 403917107 110 31,500 SH Defined 01,02 31,500 0 0
HCC INS HLDGS INC Common Stock 404132102 384 22,850 SH Defined 01,02 22,850 0 0
HNC SOFTWARE INC Common Stock 40425P107 1,393 35,100 SH Defined 01,02 35,100 0 0
HRPT PPTYS TRUST REIT 40426W101 1,482 131,700 SH Defined 01,02 131,700 0 0
H S B C HOLDINGS ADR 404280406 44,074 759,072 SH Defined 01,02 759,072 0 0
HSB GROUP INC Common Stock 40428N109 1,219 34,632 SH Defined 01,02 34,632 0 0
HS RESOURCES INC Common Stock 404297103 373 22,800 SH Defined 01,02 22,800 0 0
HA-LO INDS INC Common Stock 404429102 373 59,650 SH Defined 01,02 59,650 0 0
HADCO CORP Common Stock 404681108 718 16,600 SH Defined 01,02 16,600 0 0
HAEMONETICS CORPORATION Common Stock 405024100 467 23,700 SH Defined 01,02 23,700 0 0
HAGGAR CORP Common Stock 405173105 111 8,800 SH Defined 01,02 8,800 0 0
HAGLER BAILLY INC Common Stock 405183104 21 3,100 SH Defined 01,02 3,100 0 0
HAIN FOOD GROUP INC Common Stock 405219106 89 3,600 SH Defined 01,02 3,600 0 0
HALLIBURTON CO Common Stock 406216101 20,772 506,622 SH Defined 01,02 506,622 0 0
HALTER MARINE GROUP INC Common Stock 40642Y105 191 35,075 SH Defined 01,02 35,075 0 0
HAMBRECHT & QUIST GROUP INC Common Stock 406545103 1,458 29,900 SH Defined 01,02 29,900 0 0
HAMILTON BANCORP Common Stock 407013101 64 3,000 SH Defined 01,02 3,000 0 0
HANCOCK FABRICS INC Common Stock 409900107 102 23,544 SH Defined 01,02 23,544 0 0
HANCOCK HLDG CO Common Stock 410120109 273 6,835 SH Defined 01,02 6,835 0 0
HANDLEMAN CO Common Stock 410252100 323 24,376 SH Defined 01,02 24,376 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
HANG LUNG DEV LTD SPONSORED
ADR ADR 410430300 966 170,550 SH Defined 01,02 170,550 0 0
HANG SENG BANK SPONSORED ADR ADR 41043C304 12,029 1,136,000 SH Defined 01,02 1,136,000 0 0
HANGER ORTHOPEDIC GRP Common Stock 41043F208 354 24,400 SH Defined 01,02 24,400 0 0
HANNA (M A) CO Common Stock 410522106 669 58,852 SH Defined 01,02 58,852 0 0
HANNAFORD BROTHERS CO Common Stock 410550107 3,550 50,396 SH Defined 01,02 50,396 0 0
HANOVER COMPRESSOR CO Common Stock 410768105 280 8,800 SH Defined 01,02 8,800 0 0
HANOVER DIRECT INC Common Stock 410783104 157 61,400 SH Defined 01,02 61,400 0 0
HANSON PLC -ADR ADR 411352404 3,402 87,924 SH Defined 01,02 87,924 0 0
HARBINGER CORP Common Stock 41145C103 919 54,450 SH Defined 01,02 54,450 0 0
HARCOURT GENERAL INC Common Stock 41163G101 3,411 81,938 SH Defined 01,02 81,938 0 0
HARBOR FLORIDA BANCSHARES Common Stock 411901101 138 11,316 SH Defined 01,02 11,316 0 0
HARDINGE BROTHERS INC Common Stock 412324303 72 4,500 SH Defined 01,02 4,500 0 0
HARKEN ENERGY CORP Common Stock 412552101 53 47,100 SH Defined 01,02 47,100 0 0
HARLAND (JOHN H.) CO Common Stock 412693103 737 37,900 SH Defined 01,02 37,900 0 0
HARLEY-DAVIDSON INC Common Stock 412822108 9,182 183,418 SH Defined 01,02 183,418 0 0
HARLEYSVILLE GROUP INC Common Stock 412824104 245 17,400 SH Defined 01,02 17,400 0 0
HARLEYSVILLE NATL CORP/PA Common Stock 412850109 67 1,953 SH Defined 01,02 1,953 0 0
HARMAN INTERNATIONAL INDS Common Stock 413086109 911 21,668 SH Defined 01,02 21,668 0 0
HARMON INDUSTRIES INC Common Stock 413136102 169 13,450 SH Defined 01,02 13,450 0 0
HARMONIC LIGHTWAVES INC Common Stock 413160102 353 2,700 SH Defined 01,02 2,700 0 0
HARMONY GOLD MINING -SPON ADR ADR 413216300 191 31,900 SH Defined 01,02 31,900 0 0
HARRAHS ENTERTAINMENT INC Common Stock 413619107 4,084 147,159 SH Defined 01,02 147,159 0 0
HARRIS CORP Common Stock 413875105 2,508 90,802 SH Defined 01,02 90,802 0 0
HARRIS FINANCIAL INC Common Stock 414541102 232 21,200 SH Defined 01,02 21,200 0 0
HARSCO CORP Common Stock 415864107 1,355 49,044 SH Defined 01,02 49,044 0 0
HARTE HANKS INC Common Stock 416196103 2,123 84,300 SH Defined 01,02 84,300 0 0
HARTFORD FINL SVCS GRP INC Common Stock 416515104 10,569 258,559 SH Defined 01,02 258,559 0 0
HARTFORD LIFE INC -CL A Common Stock 416592103 369 7,500 SH Defined 01,02 7,500 0 0
HARTMARX CORP Common Stock 417119104 162 40,490 SH Defined 01,02 40,490 0 0
HASBRO INC Common Stock 418056107 4,785 222,557 SH Defined 01,02 222,557 0 0
HAVERTY FURNITURE Common Stock 419596101 154 10,600 SH Defined 01,02 10,600 0 0
HAWAIIAN ELECTRIC INDS Common Stock 419870100 1,351 38,381 SH Defined 01,02 38,381 0 0
HAYES LEMMERZ INTL INC Common Stock 420781106 360 15,500 SH Defined 01,02 15,500 0 0
HEALTH CARE PPTYS INVEST INC REIT 421915109 811 30,900 SH Defined 01,02 30,900 0 0
HEALTHSOUTH CORP Common Stock 421924101 3,214 524,752 SH Defined 01,02 524,752 0 0
HEALTH MANAGEMNT ASSC Common Stock 421933102 2,341 302,037 SH Defined 01,02 302,037 0 0
HEALTHCARE REALTY TRUST REIT 421946104 730 38,950 SH Defined 01,02 38,950 0 0
HEALTHPLAN SERVICES CORP Common Stock 421959107 13 1,700 SH Defined 01,02 1,700 0 0
HEARTPORT INC Common Stock 421969106 21 4,600 SH Defined 01,02 4,600 0 0
HEALTH CARE REIT INC REIT 42217K106 310 15,500 SH Defined 01,02 15,500 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
HEALTH MGMT SYS INC Common Stock 42219M100 14 3,000 SH Defined 01,02 3,000 0 0
HEALTHEON CORP Common Stock 422209106 204 5,500 SH Defined 01,02 5,500 0 0
HEALTHCARE RECOVERIES INC Common Stock 42220K101 7 2,500 SH Defined 01,02 2,500 0 0
HEARST-ARGYLE TELEVISION Common Stock 422317107 1,075 50,017 SH Defined 01,02 50,017 0 0
HEARTLAND EXPRESS INC Common Stock 422347104 515 36,436 SH Defined 01,02 36,436 0 0
HECLA MINING CO Common Stock 422704106 220 74,900 SH Defined 01,02 74,900 0 0
HEICO CORP Common Stock 422806109 43 2,300 SH Defined 01,02 2,300 0 0
HEICO CORP CL A Common Stock 422806208 12 600 SH Defined 01,02 600 0 0
HEILIG-MEYERS CO Common Stock 422893107 340 71,625 SH Defined 01,02 71,625 0 0
HEINZ (H J) CO Common Stock 423074103 17,880 415,806 SH Defined 01,02 415,806 0 0
HELIX TECHNOLOGY CORP Common Stock 423319102 911 27,400 SH Defined 01,02 27,400 0 0
HELLENIC TELECOMMUNICATIONS ORG ADR 423325307 6,563 586,600 SH Defined 01,02 586,600 0 0
HELLER FINANCIAL INC Common Stock 423328103 545 24,211 SH Defined 01,02 24,211 0 0
HELMERICH & PAYNE Common Stock 423452101 1,428 56,405 SH Defined 01,02 56,405 0 0
HENDERSON LAND DEVELOPMENT
SPONSORED ADR ADR 425166303 5,194 1,123,650 SH Defined 01,02 1,123,650 0 0
HENRY (JACK) & ASSOCIATES Common Stock 426281101 911 24,650 SH Defined 01,02 24,650 0 0
HERBALIFE INTL INC -CL A Common Stock 426908208 60 3,913 SH Defined 01,02 3,913 0 0
HERBALIFE INTL INC Common Stock 426908307 188 13,000 SH Defined 01,02 13,000 0 0
HERCULES INC Common Stock 427056106 3,515 122,803 SH Defined 01,02 122,803 0 0
HERSHEY FOODS CORP Common Stock 427866108 7,900 162,255 SH Defined 01,02 162,255 0 0
HERTZ CORP -CL A Common Stock 428040109 216 4,900 SH Defined 01,02 4,900 0 0
HEWLETT-PACKARD CO Common Stock 428236103 105,485 1,162,371 SH Defined 01,02 1,162,371 0 0
HEXCEL CORP Common Stock 428291108 104 17,900 SH Defined 01,02 17,900 0 0
HI/FN INC Common Stock 428358105 178 1,615 SH Defined 01,02 1,615 0 0
HIBBETT SPORTING GOODS INC Common Stock 428565105 64 3,900 SH Defined 01,02 3,900 0 0
HIBERNIA CORP -CL A Common Stock 428656102 2,227 191,534 SH Defined 01,02 191,534 0 0
HIGH SPEED ACCESS CORP Common Stock 42979U102 92 4,000 SH Defined 01,02 4,000 0 0
HIGHLANDS INSURANCE GRP INC Common Stock 431032101 65 7,012 SH Defined 01,02 7,012 0 0
HIGHWOODS PROPERTIES INC REIT 431284108 1,521 58,800 SH Defined 01,02 58,800 0 0
HILB ROGAL & HAMILTON CO Common Stock 431294107 404 16,100 SH Defined 01,02 16,100 0 0
HILLENBRAND INDUSTRIES Common Stock 431573104 2,099 79,596 SH Defined 01,02 79,596 0 0
LADBROKE GROUP ADR 43283M109 2,354 341,500 SH Defined 01,02 341,500 0 0
HILTON HOTELS CORP Common Stock 432848109 2,912 294,837 SH Defined 01,02 294,837 0 0
HITACHI LTD -ADR ADR 433578507 24,962 228,745 SH Defined 01,02 228,745 0 0
HISPANIC BROADCASTING -CL A Common Stock 43357B104 4,560 59,900 SH Defined 01,02 59,900 0 0
HOECHST AG ADR 434390308 17,196 395,300 SH Defined 01,02 395,300 0 0
HOLDERBANK FINANCIERE GLARIS ADR 434864104 3,721 145,000 SH Defined 01,02 145,000 0 0
HOLLINGER INTL INC -CL A Common Stock 435569108 685 57,650 SH Defined 01,02 57,650 0 0
HOLLINGER INC Common Stock 43556C606 227 21,200 SH Defined 01,02 21,200 0 0
HOLLY CORP Common Stock 435758305 63 4,200 SH Defined 01,02 4,200 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
HOLLIS-EDEN PHARMACEUTICALS Common Stock 435902101 25 1,900 SH Defined 01,02 1,900 0 0
HOLLYWOOD ENTMT CORP Common Stock 436141105 389 25,900 SH Defined 01,02 25,900 0 0
HOLLYWOOD PARK INC Common Stock 436255103 487 31,700 SH Defined 01,02 31,700 0 0
HOLOGIC INC Common Stock 436440101 81 20,200 SH Defined 01,02 20,200 0 0
HOME DEPOT INC Common Stock 437076102 118,284 1,723,631 SH Defined 01,02 1,723,631 0 0
HOME PROPERTIES NEW YORK INC REIT 437306103 464 17,400 SH Defined 01,02 17,400 0 0
HOMEBASE INC Common Stock 43738E108 76 19,200 SH Defined 01,02 19,200 0 0
HOMESTAKE MINING Common Stock 437614100 2,733 297,510 SH Defined 01,02 297,510 0 0
HOMESTEAD VILLAGE INC Common Stock 437851108 33 11,900 SH Defined 01,02 11,900 0 0
HOMESTORE.COM INC. Common Stock 437852106 229 5,500 SH Defined 01,02 5,500 0 0
HON INDUSTRIES Common Stock 438092108 1,414 73,446 SH Defined 01,02 73,446 0 0
HONDA MOTOR LTD -AM SHARES ADR 438128308 26,716 326,550 SH Defined 01,02 326,550 0 0
HONEYWELL INC Common Stock 438506107 16,234 145,846 SH Defined 01,02 145,846 0 0
HONG KONG & CHINA GAS
SPONSORED ADR ADR 438550303 2,164 1,769,510 SH Defined 01,02 1,769,510 0 0
HONGKONG ELECTRIC HOLDINGS
SP ADR ADR 438580300 4,272 1,376,650 SH Defined 01,02 1,376,650 0 0
HONGKONG LAND HOLDINGS ADR 438581209 1,686 257,450 SH Defined 01,02 257,450 0 0
HOOPER HOLMES INC Common Stock 439104100 956 37,300 SH Defined 01,02 37,300 0 0
HOPEWELL HOLDINGS ADR 439555301 426 606,350 SH Defined 01,02 606,350 0 0
HORACE MANN EDUCATORS CORP Common Stock 440327104 1,270 49,200 SH Defined 01,02 49,200 0 0
HORMEL FOODS CORP Common Stock 440452100 3,622 87,666 SH Defined 01,02 87,666 0 0
HOST MARRIOTT SVCS CORP Common Stock 440914109 365 23,240 SH Defined 01,02 23,240 0 0
HOSPITALITY PROPERTIES TRUST REIT 44106M102 1,207 54,400 SH Defined 01,02 54,400 0 0
HOST MARRIOTT CORP Common Stock 44107P104 2,126 223,800 SH Defined 01,02 223,800 0 0
HOTJOBS.COM, LTD. Common Stock 441474103 355 14,000 SH Defined 01,02 14,000 0 0
HOUGHTON MIFFLIN CO Common Stock 441560109 1,495 36,790 SH Defined 01,02 36,790 0 0
HOUSEHOLD INTERNATIONAL INC Common Stock 441815107 21,988 547,990 SH Defined 01,02 547,990 0 0
HOUSTON EXPLORATION CO Common Stock 442120101 139 6,400 SH Defined 01,02 6,400 0 0
HOWMET INTERNATIONAL INC Common Stock 443208103 238 17,000 SH Defined 01,02 17,000 0 0
HUANENG POWER INTL INC -ADR ADR 443304100 335 26,900 SH Defined 01,02 26,900 0 0
HUBBELL INC Common Stock 443510102 195 5,800 SH Defined 01,02 5,800 0 0
HUBBELL INC -CL B Common Stock 443510201 2,484 77,941 SH Defined 01,02 77,941 0 0
HUDSON CITY BANCORP Common Stock 443683107 59 4,300 SH Defined 01,02 4,300 0 0
HUDSON UNITED BANCORP Common Stock 444165104 1,489 48,326 SH Defined 01,02 48,326 0 0
HUFFY CORP Common Stock 444356109 124 12,600 SH Defined 01,02 12,600 0 0
HUGHES SUPPLY INC Common Stock 444482103 627 28,850 SH Defined 01,02 28,850 0 0
HUGOTON RTY TR TEX Common Stock 444717102 32 3,100 SH Defined 01,02 3,100 0 0
HUMANA INC Common Stock 444859102 1,450 210,857 SH Defined 01,02 210,857 0 0
HUMAN GENOME SCIENCES INC Common Stock 444903108 1,121 15,200 SH Defined 01,02 15,200 0 0
HUNT CORP Common Stock 445591100 40 4,900 SH Defined 01,02 4,900 0 0
HUNT (JB) TRANSPRT SVCS INC Common Stock 445658107 591 42,627 SH Defined 01,02 42,627 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
HUNTER DOUGLAS NV Common Stock 445681208 559 82,600 SH Defined 01,02 82,600 0 0
HUNTINGDON INTL-PLC -ADR ADR 445891203 0 100 SH Defined 01,02 100 0 0
HUNTINGTON BANCSHARES Common Stock 446150104 6,995 263,350 SH Defined 01,02 263,350 0 0
HUSSMAN INTERNATIONAL INC Common Stock 448110106 498 29,299 SH Defined 01,02 29,299 0 0
HUTCHINSON TECH Common Stock 448407106 815 30,200 SH Defined 01,02 30,200 0 0
ICN PHARMACEUTICALS INC Common Stock 448924100 1,767 102,821 SH Defined 01,02 102,821 0 0
IDT CORP Common Stock 448947101 281 13,400 SH Defined 01,02 13,400 0 0
HYDRON TECHNOLOGIES INC Common Stock 449020205 1 1,000 SH Defined 01,02 1,000 0 0
HYPERCOM CORP Common Stock 44913M105 133 16,600 SH Defined 01,02 16,600 0 0
HYPERION TELECOMMUNCTNS INC Common Stock 44914K306 449 18,100 SH Defined 01,02 18,100 0 0
HYPERION SOLUTIONS CORP Common Stock 44914M104 963 43,790 SH Defined 01,02 43,790 0 0
HYSAN DEVELOPMENT ADR 449162304 875 350,450 SH Defined 01,02 350,450 0 0
IBP INC Common Stock 449223106 2,727 110,478 SH Defined 01,02 110,478 0 0
ICG COMMUNICATIONS Common Stock 449246107 276 17,748 SH Defined 01,02 17,748 0 0
ICICI LTD Common Stock 44926P103 1,260 105,000 SH Defined 01,02 105,000 0 0
ICOS CORPORATION Common Stock 449295104 864 29,300 SH Defined 01,02 29,300 0 0
ICU MEDICAL INC Common Stock 44930G107 63 4,200 SH Defined 01,02 4,200 0 0
IDEC PHARMACEUTICALS CORP Common Stock 449370105 2,642 28,100 SH Defined 01,02 28,100 0 0
IDG BOOKS WORLDWIDE INC Common Stock 449384106 38 2,400 SH Defined 01,02 2,400 0 0
IDX SYSTEMS CORP Common Stock 449491109 283 15,600 SH Defined 01,02 15,600 0 0
IGEN INC Common Stock 449536101 232 9,300 SH Defined 01,02 9,300 0 0
IHOP CORP Common Stock 449623107 492 24,300 SH Defined 01,02 24,300 0 0
IMC GLOBAL INC Common Stock 449669100 1,993 136,880 SH Defined 01,02 136,880 0 0
IMCO RECYCLING INC Common Stock 449681105 303 20,200 SH Defined 01,02 20,200 0 0
IPC COMMUNICATIONS, INC. Common Stock 44980K206 37 600 SH Defined 01,02 600 0 0
IMS HEALTH INC Common Stock 449934108 8,277 362,848 SH Defined 01,02 362,848 0 0
IRSA INVERSIONERS Y REP S A
GLOBL DEP RCPT ADR 450047204 325 11,546 SH Defined 01,02 11,546 0 0
IRI INTERNATIONAL CORP Common Stock 45004F107 26 5,600 SH Defined 01,02 5,600 0 0
IRT PROPERTY CO REIT 450058102 300 33,300 SH Defined 01,02 33,300 0 0
ISB FINANCIAL CORP Common Stock 450091103 63 3,700 SH Defined 01,02 3,700 0 0
ISS GROUP Common Stock 450306105 278 10,200 SH Defined 01,02 10,200 0 0
I-STAT CORP Common Stock 450312103 95 8,800 SH Defined 01,02 8,800 0 0
ITC DELTACOM INC Common Stock 45031T104 613 22,300 SH Defined 01,02 22,300 0 0
ITI TECHNOLOGIES INC Common Stock 450564109 138 4,600 SH Defined 01,02 4,600 0 0
ITT EDUCATIONAL SVCS INC Common Stock 45068B109 220 11,300 SH Defined 01,02 11,300 0 0
IXC COMMUNICATIONS INC Common Stock 450713102 640 16,219 SH Defined 01,02 16,219 0 0
IXL ENTERPRISES Common Stock 450718101 177 5,000 SH Defined 01,02 5,000 0 0
IBIS TECHNOLOGY INC Common Stock 450909106 21 600 SH Defined 01,02 600 0 0
ITT INDUSTRIES INC Common Stock 450911102 3,222 101,266 SH Defined 01,02 101,266 0 0
ICON PLC SPONSORED ADR ADR 45103T107 106 6,700 SH Defined 01,02 6,700 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
IDACORP INC Common Stock 451107106 1,353 44,929 SH Defined 01,02 44,929 0 0
IDEX CORP Common Stock 45167R104 1,543 54,500 SH Defined 01,02 54,500 0 0
IDEXX LABS INC Common Stock 45168D104 1,043 60,600 SH Defined 01,02 60,600 0 0
IKON OFFICE SOLUTIONS Common Stock 451713101 1,835 171,687 SH Defined 01,02 171,687 0 0
IDENTIX INC Common Stock 451906101 94 11,100 SH Defined 01,02 11,100 0 0
ILEX ONCOLOGY INC Common Stock 451923106 16 1,300 SH Defined 01,02 1,300 0 0
ILLINOIS TOOL WORKS Common Stock 452308109 21,442 287,575 SH Defined 01,02 287,575 0 0
ILLINOVA CORP Common Stock 452317100 2,354 83,872 SH Defined 01,02 83,872 0 0
IMALL INC Common Stock 45244X306 26 1,400 SH Defined 01,02 1,400 0 0
IMATION CORP Common Stock 45245A107 1,385 44,684 SH Defined 01,02 44,684 0 0
IMCLONE SYSTEMS INC Common Stock 45245W109 329 9,900 SH Defined 01,02 9,900 0 0
IMMUNEX CORP Common Stock 452528102 4,537 104,600 SH Defined 01,02 104,600 0 0
IMMUNE RESPONSE CORP/DE Common Stock 45252T106 149 30,500 SH Defined 01,02 30,500 0 0
IMPAC COML HLDGS INC -COM Common Stock 45254R108 36 6,300 SH Defined 01,02 6,300 0 0
IMPERIAL BANCORP Common Stock 452556103 575 27,041 SH Defined 01,02 27,041 0 0
IMPATH INC Common Stock 45255G101 41 1,400 SH Defined 01,02 1,400 0 0
IMPERIAL CHEM INDS PLC -ADR ADR 452704505 5,249 121,550 SH Defined 01,02 121,550 0 0
IMPERIAL CREDIT INDS INC Common Stock 452729106 97 22,110 SH Defined 01,02 22,110 0 0
IMPERIAL CR COML MTG INVT CO Common Stock 45272T102 121 11,000 SH Defined 01,02 11,000 0 0
IMPERIAL HOLDINGS LTD
SPONSORED ADR ADR 452833106 1,164 131,731 SH Defined 01,02 131,731 0 0
IMMUNOMEDICS INC Common Stock 452907108 6 4,500 SH Defined 01,02 4,500 0 0
IN FOCUS SYSTEMS INC Common Stock 452919103 149 8,900 SH Defined 01,02 8,900 0 0
IMPERIAL OIL LTD Common Stock 453038408 5,325 255,866 SH Defined 01,02 255,866 0 0
IMPERIAL SUGAR CORP Common Stock 453096109 23 3,800 SH Defined 01,02 3,800 0 0
IMPERIAL TOBACCO GRP ADR 453142101 3,986 169,600 SH Defined 01,02 169,600 0 0
IMRGLOBAL CORPORATION Common Stock 45321W106 85 10,250 SH Defined 01,02 10,250 0 0
INAMED CORP Common Stock 453235103 38 1,300 SH Defined 01,02 1,300 0 0
INACOM CORP Common Stock 45323G109 508 55,264 SH Defined 01,02 55,264 0 0
INCO LTD Common Stock 453258402 4,684 219,118 SH Defined 01,02 219,118 0 0
INCYTE PHARMACEUTICALS INC Common Stock 45337C102 1,001 43,300 SH Defined 01,02 43,300 0 0
INDEPENDENCE CMNTY BK CORP Common Stock 453414104 63 5,300 SH Defined 01,02 5,300 0 0
INDIANA ENERGY INC Common Stock 454707100 714 35,613 SH Defined 01,02 35,613 0 0
INDUS INTERNATIONAL INC Common Stock 45578L100 24 4,600 SH Defined 01,02 4,600 0 0
INDUSTRIAS BACHOCO SA SPON ADR ADR 456463108 136 16,700 SH Defined 01,02 16,700 0 0
INDUSTRIE NATUZZI -SPON ADR ADR 456478106 765 39,000 SH Defined 01,02 39,000 0 0
INFINITY BROADCASTING
CORP CL A Common Stock 45662S102 4,048 138,100 SH Defined 01,02 138,100 0 0
INET TECHNOLOGIES INC Common Stock 45662V105 120 3,000 SH Defined 01,02 3,000 0 0
INFOCURE CORP Common Stock 45665A108 40 2,100 SH Defined 01,02 2,100 0 0
INFORMATICA CORP Common Stock 45666Q102 127 2,500 SH Defined 01,02 2,500 0 0
INFORMATION HLDGS INC Common Stock 456727106 25 1,300 SH Defined 01,02 1,300 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
INFORMIX CORP Common Stock 456779107 1,804 227,300 SH Defined 01,02 227,300 0 0
INFOSEEK CORP Common Stock 45678M107 741 24,000 SH Defined 01,02 24,000 0 0
INFOUSA INC CLS A Common Stock 456818202 76 11,200 SH Defined 01,02 11,200 0 0
ING GROEP NV ADR ADR 456837103 32,292 589,805 SH Defined 01,02 589,805 0 0
INGERSOLL-RAND CO Common Stock 456866102 10,359 188,564 SH Defined 01,02 188,564 0 0
INFORMATION RESOURCES INC Common Stock 456905108 325 29,400 SH Defined 01,02 29,400 0 0
INGRAM MICRO INC -CL A Common Stock 457153104 821 63,800 SH Defined 01,02 63,800 0 0
INHALE THERAPEUTIC SYSTEMS Common Stock 457191104 213 7,000 SH Defined 01,02 7,000 0 0
INKTOMI CORP Common Stock 457277101 4,234 35,275 SH Defined 01,02 35,275 0 0
INNOVEX INC Common Stock 457647105 164 18,200 SH Defined 01,02 18,200 0 0
INPUT/OUTPUT INC Common Stock 457652105 405 61,200 SH Defined 01,02 61,200 0 0
INSIGHT ENTERPRISES INC Common Stock 45765U103 1,016 31,250 SH Defined 01,02 31,250 0 0
INSILCO HOLDING CO Common Stock 457661106 3 100 SH Defined 01,02 100 0 0
INSITUFORM TECNOL INC -CL A Common Stock 457667103 775 31,000 SH Defined 01,02 31,000 0 0
INPRISE CORP Common Stock 45766C102 108 26,420 SH Defined 01,02 26,420 0 0
INSIGNIA FINL GROUP INC Common Stock 45767A105 111 12,732 SH Defined 01,02 12,732 0 0
INSIGHT COMMUNCATIONS
COMPANY INC Common Stock 45768V108 129 4,500 SH Defined 01,02 4,500 0 0
INNKEEPERS USA TRUST REIT 4576J0104 284 34,200 SH Defined 01,02 34,200 0 0
INSPIRE INS SOLUTIONS INC Common Stock 457732105 34 4,900 SH Defined 01,02 4,900 0 0
INSTEEL INDUSTRIES Common Stock 45774W108 93 10,400 SH Defined 01,02 10,400 0 0
INSTRUMENTARIUM CP -ADR ADR 457805208 487 28,550 SH Defined 01,02 28,550 0 0
INSURANCE AUTO AUCTIONS INC Common Stock 457875102 208 14,000 SH Defined 01,02 14,000 0 0
INSWEB CORPORATION Common Stock 45809K103 84 4,300 SH Defined 01,02 4,300 0 0
INTEGRATED DEVICE TECH INC Common Stock 458118106 1,956 105,736 SH Defined 01,02 105,736 0 0
INTEGRATED ELECTRICAL SVCS Common Stock 45811E103 213 13,500 SH Defined 01,02 13,500 0 0
INTEGRATED HEALTH SVCS INC Common Stock 45812C106 111 71,045 SH Defined 01,02 71,045 0 0
INTEGRATED SYSTEMS INC Common Stock 45812M104 172 16,900 SH Defined 01,02 16,900 0 0
INTEL CORP Common Stock 458140100 285,370 3,840,140 SH Defined 01,02 3,840,140 0 0
INTELLIGROUP INC Common Stock 45816A106 30 4,100 SH Defined 01,02 4,100 0 0
INTER-TEL INC -SER A Common Stock 458372109 563 31,700 SH Defined 01,02 31,700 0 0
INTERACTIVE PICTURES CORP Common Stock 45839N101 28 1,300 SH Defined 01,02 1,300 0 0
INTERFACE INC -CL A Common Stock 458665106 330 64,400 SH Defined 01,02 64,400 0 0
INTERDIGITAL COMMUN CORP Common Stock 45866A105 139 25,200 SH Defined 01,02 25,200 0 0
INTERGRAPH CORP Common Stock 458683109 165 29,300 SH Defined 01,02 29,300 0 0
INTERIM SERVICES INC Common Stock 45868P100 1,310 79,980 SH Defined 01,02 79,980 0 0
INTERLIANT INC Common Stock 458742103 38 3,200 SH Defined 01,02 3,200 0 0
INTERMAGNETICS GENERAL CORP Common Stock 458771102 90 15,056 SH Defined 01,02 15,056 0 0
INTERMEDIA COMMUNICATNS INC Common Stock 458801107 459 21,100 SH Defined 01,02 21,100 0 0
INTERMET CORP Common Stock 45881K104 261 30,800 SH Defined 01,02 30,800 0 0
INTERNAP NETWORK SERVICES Common Stock 45885A102 205 4,600 SH Defined 01,02 4,600 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
INTL ALUMINUM Common Stock 458884103 44 1,600 SH Defined 01,02 1,600 0 0
INTL BANCSHARES CORP Common Stock 459044103 63 1,400 SH Defined 01,02 1,400 0 0
INTL BUSINESS MACHINES CORP Common Stock 459200101 253,530 2,095,289 SH Defined 01,02 2,095,289 0 0
INTL FLAVORS & FRAGRANCES Common Stock 459506101 4,197 121,662 SH Defined 01,02 121,662 0 0
INTERNATIONAL HOME FOODS INC Common Stock 459655106 417 23,800 SH Defined 01,02 23,800 0 0
INTL INTEGRATION INC Common Stock 459698106 43 1,300 SH Defined 01,02 1,300 0 0
INTL GAME TECHNOLOGY Common Stock 459902102 2,058 114,345 SH Defined 01,02 114,345 0 0
INTL MULTIFOODS CORP Common Stock 460043102 517 22,471 SH Defined 01,02 22,471 0 0
INTERNATIONAL NETWORK SVCS Common Stock 460053101 2,352 43,250 SH Defined 01,02 43,250 0 0
INTL PAPER CO Common Stock 460146103 22,712 472,541 SH Defined 01,02 472,541 0 0
INTL RECTIFIER CORP Common Stock 460254105 956 62,700 SH Defined 01,02 62,700 0 0
INTL SPEEDWAY CORP -CL A Common Stock 460335201 849 16,156 SH Defined 01,02 16,156 0 0
INTL SPECIALTY PRODS INC Common Stock 460337108 635 63,900 SH Defined 01,02 63,900 0 0
INTL TELECOMM DATA SYSTM INC Common Stock 46047F104 44 5,200 SH Defined 01,02 5,200 0 0
INTERNATIONAL TOURIST ENTMT
CORP Common Stock 460507403 0 40 SH Defined 01,02 40 0 0
INTERNEURON PHARMACEUTICALS Common Stock 460573108 38 30,100 SH Defined 01,02 30,100 0 0
INTERNET CAP GROUP INC Common Stock 46059C106 703 8,000 SH Defined 01,02 8,000 0 0
INTERPOOL INC Common Stock 46062R108 125 16,400 SH Defined 01,02 16,400 0 0
INTERPUBLIC GROUP OF COS Common Stock 460690100 13,426 326,458 SH Defined 01,02 326,458 0 0
INTERSTATE BAKERIES CP Common Stock 46072H108 1,932 84,000 SH Defined 01,02 84,000 0 0
INTERSTATE HOTELS CORP Common Stock 46088R108 24 7,466 SH Defined 01,02 7,466 0 0
INTRAWEST CORP Common Stock 460915200 381 23,000 SH Defined 01,02 23,000 0 0
INTERTAPE POLYMER GROUP INC Common Stock 460919103 381 13,500 SH Defined 01,02 13,500 0 0
INTERWEST BANCORP INC Common Stock 460931108 59 2,850 SH Defined 01,02 2,850 0 0
INTERNET.COM CORP Common Stock 460967102 25 1,800 SH Defined 01,02 1,800 0 0
INTERTAN INC Common Stock 461120107 26 1,300 SH Defined 01,02 1,300 0 0
INTERVOICE INC Common Stock 461142101 445 40,265 SH Defined 01,02 40,265 0 0
INTERWORLD CORP Common Stock 46114Q108 72 2,000 SH Defined 01,02 2,000 0 0
INTERVU INC Common Stock 46114R106 93 2,500 SH Defined 01,02 2,500 0 0
INTIMATE BRANDS INC -CL A Common Stock 461156101 1,128 28,970 SH Defined 01,02 28,970 0 0
INTRAWARE Common Stock 46118M103 123 4,700 SH Defined 01,02 4,700 0 0
INTUIT INC Common Stock 461202103 3,774 129,173 SH Defined 01,02 129,173 0 0
INVACARE CORP Common Stock 461203101 769 39,300 SH Defined 01,02 39,300 0 0
INVENSYS PLC ADR 461204109 11,274 1,164,187 SH Defined 01,02 1,164,187 0 0
INVESTMENT TECHNOLOGY GROUP Common Stock 46145F105 858 37,300 SH Defined 01,02 37,300 0 0
INVITROGEN CORP Common Stock 46185R100 37 1,100 SH Defined 01,02 1,100 0 0
INVESTORS FINANCIAL SVCS CP Common Stock 461915100 229 6,668 SH Defined 01,02 6,668 0 0
IOMEGA CORP Common Stock 462030107 453 136,800 SH Defined 01,02 136,800 0 0
IONICS INC Common Stock 462218108 638 19,700 SH Defined 01,02 19,700 0 0
IPALCO ENTERPRISES INC Common Stock 462613100 2,000 102,880 SH Defined 01,02 102,880 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
IPSCO INC Common Stock 462622101 614 26,850 SH Defined 01,02 26,850 0 0
BANK OF IRELAND ADR ADR 46267Q103 5,464 165,900 SH Defined 01,02 165,900 0 0
IRKUTSKENERGO -SPON ADR ADR 462714106 15 4,200 SH Defined 01,02 4,200 0 0
IRON MOUNTAIN INC Common Stock 46284P104 298 8,800 SH Defined 01,02 8,800 0 0
IRWIN FINL CORP Common Stock 464119106 313 15,600 SH Defined 01,02 15,600 0 0
ISCOR LTD ADR 464272202 665 172,000 SH Defined 01,02 172,000 0 0
ISIS PHARMACEUTICALS INC Common Stock 464330109 214 19,100 SH Defined 01,02 19,100 0 0
IPSAT INTERNATIONAL N.V. ADR 464899103 371 35,500 SH Defined 01,02 35,500 0 0
ISTITUTO MOBILIARE ITALIANO SP ADR 465224103 11,291 434,253 SH Defined 01,02 434,253 0 0
INA GROUP ADR 465234102 9,054 277,000 SH Defined 01,02 277,000 0 0
INTL TECHNOLOGY CORP Common Stock 465266104 33 3,475 SH Defined 01,02 3,475 0 0
ITO YOKADO CO LTD -ADR ADR 465714301 23,417 289,100 SH Defined 01,02 289,100 0 0
ITRON INC Common Stock 465741106 126 21,400 SH Defined 01,02 21,400 0 0
I2 TECHNOLOGIES INC Common Stock 465754109 1,929 49,700 SH Defined 01,02 49,700 0 0
IVAX CORP Common Stock 465823102 2,370 143,656 SH Defined 01,02 143,656 0 0
IVEX PACKAGING CORP Common Stock 465855104 125 12,500 SH Defined 01,02 12,500 0 0
IVILLAGE INC Common Stock 46588H105 67 1,900 SH Defined 01,02 1,900 0 0
JDN REALTY CORP REIT 465917102 667 32,550 SH Defined 01,02 32,550 0 0
IXOS SOFTWARE AG ADR 46600V108 333 10,400 SH Defined 01,02 10,400 0 0
IXNET, INC. Common Stock 46601C109 334 22,100 SH Defined 01,02 22,100 0 0
J & J SNACK FOODS CORP Common Stock 466032109 217 11,000 SH Defined 01,02 11,000 0 0
JDS UNIPHASE CORP Common Stock 46612J101 4,325 38,000 SH Defined 01,02 38,000 0 0
JDA SOFTWARE GROUP INC Common Stock 46612K108 102 8,700 SH Defined 01,02 8,700 0 0
J JILL GROUP INC Common Stock 466189107 6 1,300 SH Defined 01,02 1,300 0 0
JLG INDUSTRIES INC Common Stock 466210101 814 53,600 SH Defined 01,02 53,600 0 0
JLK DIRECT DISTR INC -CL A Common Stock 46621C105 15 2,000 SH Defined 01,02 2,000 0 0
JPS PACKAGING CO Common Stock 46623H102 2 450 SH Defined 01,02 450 0 0
JP REALTY INC REIT 46624A106 301 17,600 SH Defined 01,02 17,600 0 0
JSB FINL INC Common Stock 46624M100 653 11,400 SH Defined 01,02 11,400 0 0
JABIL CIRCUIT INC Common Stock 466313103 4,975 100,500 SH Defined 01,02 100,500 0 0
JACK IN THE BOX Common Stock 466367109 449 18,000 SH Defined 01,02 18,000 0 0
JACOBS ENGINEERING GROUP INC Common Stock 469814107 1,008 31,016 SH Defined 01,02 31,016 0 0
JACOR COMMUNICATIONS WTS 9/18/01 Warrant or Right1 1 469858138 132 9,400 SH Defined 01,02 9,400 0 0
JAKKS PACIFIC INC Common Stock 47012E106 30 800 SH Defined 01,02 800 0 0
JAMES HARDIE INDUSTRIES ADR 47030C306 757 134,300 SH Defined 01,02 134,300 0 0
JAMESON INNS INC REIT 470457102 53 6,100 SH Defined 01,02 6,100 0 0
JAN BELL MARKETING INC Common Stock 470760109 112 33,900 SH Defined 01,02 33,900 0 0
JAPAN AIRLINES LTD -ADR ADR 471034306 4,559 618,200 SH Defined 01,02 618,200 0 0
JARDINE MATHESON HOLDINGS ADR 471115303 1,372 334,600 SH Defined 01,02 334,600 0 0
JARDINE STRATEGIC HOLDINGS ADR 471119206 1,446 354,350 SH Defined 01,02 354,350 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
JASON INC Common Stock 471171108 80 10,100 SH Defined 01,02 10,100 0 0
JEFFBANKS INC Common Stock 472317106 23 800 SH Defined 01,02 800 0 0
JEFFERIES GROUP INC Common Stock 472319102 605 29,000 SH Defined 01,02 29,000 0 0
JEFFERSON SVGS BANCORP INC Common Stock 474900107 33 2,800 SH Defined 01,02 2,800 0 0
JEFFERSON-PILOT CORP Common Stock 475070108 7,642 120,944 SH Defined 01,02 120,944 0 0
JEFFERSON SMURFIT GROUP
SPONSORED ADR ADR 47508W107 1,129 38,500 SH Defined 01,02 38,500 0 0
JETFORM CORP Common Stock 477155105 2 400 SH Defined 01,02 400 0 0
JFAX.COM, INC. Common Stock 477366108 17 3,500 SH Defined 01,02 3,500 0 0
JO-ANN STORES INC -CL A Common Stock 47758P109 279 22,400 SH Defined 01,02 22,400 0 0
JOHN NUVEEN CO -CL A Common Stock 478035108 281 7,500 SH Defined 01,02 7,500 0 0
JOHNS MANVILLE CP Common Stock 478129109 1,131 86,200 SH Defined 01,02 86,200 0 0
JOHNSON & JOHNSON Common Stock 478160104 143,097 1,557,522 SH Defined 01,02 1,557,522 0 0
JOHNSON CONTROLS INC Common Stock 478366107 6,458 97,388 SH Defined 01,02 97,388 0 0
JOHNSON ELECTRIC HOLDINGS ADR 479087207 2,270 46,780 SH Defined 01,02 46,780 0 0
JONES APPAREL GROUP INC Common Stock 480074103 4,202 146,166 SH Defined 01,02 146,166 0 0
JONES INTERCABLE INC COM Common Stock 480206101 229 4,300 SH Defined 01,02 4,300 0 0
JONES INTERCABLE INC -CL A Common Stock 480206200 768 14,200 SH Defined 01,02 14,200 0 0
JONES LANG LASALLE INC Common Stock 48020Q107 114 7,050 SH Defined 01,02 7,050 0 0
JONES PHARMA INC Common Stock 480236108 2,206 66,900 SH Defined 01,02 66,900 0 0
JOSTENS INC Common Stock 481088102 755 39,479 SH Defined 01,02 39,479 0 0
JOURNAL REGISTER CO Common Stock 481138105 210 15,300 SH Defined 01,02 15,300 0 0
JUNIPER NETWORKS Common Stock 48203R104 4,643 25,500 SH Defined 01,02 25,500 0 0
JUNO ONLINE SERVICES INC Common Stock 482048105 275 17,000 SH Defined 01,02 17,000 0 0
JUST FOR FEET INC Common Stock 48213P106 78 38,050 SH Defined 01,02 38,050 0 0
JUSTIN INDUSTRIES Common Stock 482171105 443 31,200 SH Defined 01,02 31,200 0 0
KLA-TENCOR CORP Common Stock 482480100 6,526 100,397 SH Defined 01,02 100,397 0 0
K MART CORP Common Stock 482584109 6,589 563,763 SH Defined 01,02 563,763 0 0
K-SWISS INC -CL A Common Stock 482686102 420 13,300 SH Defined 01,02 13,300 0 0
K2 INC Common Stock 482732104 179 20,300 SH Defined 01,02 20,300 0 0
K V PHARMACEUTICAL -CL A Common Stock 482740206 26 1,400 SH Defined 01,02 1,400 0 0
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KAMAN CORP -CL A Common Stock 483548103 366 28,700 SH Defined 01,02 28,700 0 0
KANA COMMUNICATIONS INC Common Stock 483600102 214 4,300 SH Defined 01,02 4,300 0 0
KANSAS CITY LIFE INS CO Common Stock 484836101 263 7,200 SH Defined 01,02 7,200 0 0
KANSAS CITY POWER & LIGHT Common Stock 485134100 1,797 74,278 SH Defined 01,02 74,278 0 0
KANSAS CITY SOUTHERN INDS Common Stock 485170104 5,933 127,595 SH Defined 01,02 127,595 0 0
KAUFMAN & BROAD HOME Common Stock 486168107 1,118 54,208 SH Defined 01,02 54,208 0 0
KAWASAKI HEAVY INDUSTRIES ADR ADR 486359201 1,802 237,400 SH Defined 01,02 237,400 0 0
KAWASAKI STEEL ADR 486368301 5,230 225,450 SH Defined 01,02 225,450 0 0
KAYDON CORP Common Stock 486587108 949 38,164 SH Defined 01,02 38,164 0 0
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KEANE INC Common Stock 486665102 1,957 85,805 SH Defined 01,02 85,805 0 0
KEEBLER FOODS CO Common Stock 487256109 765 25,600 SH Defined 01,02 25,600 0 0
KELLOGG CO Common Stock 487836108 17,653 471,524 SH Defined 01,02 471,524 0 0
KELLSTROM INDUSTRIES INC Common Stock 488035106 43 4,400 SH Defined 01,02 4,400 0 0
KELLWOOD CO Common Stock 488044108 743 33,750 SH Defined 01,02 33,750 0 0
KELLY SERVICES INC -CL A Common Stock 488152208 1,291 42,869 SH Defined 01,02 42,869 0 0
KEMET CORP Common Stock 488360108 1,522 47,600 SH Defined 01,02 47,600 0 0
KENDLE INTERNATIONAL INC Common Stock 48880L107 17 2,200 SH Defined 01,02 2,200 0 0
KENNAMETAL INC Common Stock 489170100 927 35,807 SH Defined 01,02 35,807 0 0
KENT ELECTRONICS CORP Common Stock 490553104 633 34,200 SH Defined 01,02 34,200 0 0
KEPPEL ADR 492051305 1,291 221,325 SH Defined 01,02 221,325 0 0
KERAVISION INC Common Stock 492061106 114 8,800 SH Defined 01,02 8,800 0 0
KERR-MCGEE CORP Common Stock 492386107 5,445 98,883 SH Defined 01,02 98,883 0 0
KEY ENERGY SERVICES INC Common Stock 492914106 30 6,000 SH Defined 01,02 6,000 0 0
KEYCORP Common Stock 493267108 13,269 514,060 SH Defined 01,02 514,060 0 0
KEYNOTE SYSTEMS INC Common Stock 493308100 150 6,000 SH Defined 01,02 6,000 0 0
KEYSPAN CORPORATION Common Stock 49337W100 4,847 169,328 SH Defined 01,02 169,328 0 0
KEYSTONE AUTOMOTIVE INDS INC Common Stock 49338N109 40 3,700 SH Defined 01,02 3,700 0 0
KEYSTONE FINANCIAL INC Common Stock 493482103 1,380 58,086 SH Defined 01,02 58,086 0 0
KIDSTON GOLD MINES ADR 493921209 4 6,200 SH Defined 01,02 6,200 0 0
KIMBALL INTERNATIONAL -CL B Common Stock 494274103 356 18,500 SH Defined 01,02 18,500 0 0
KILROY REALTY CORP REIT 49427F108 587 27,800 SH Defined 01,02 27,800 0 0
KIMBERLY-CLARK CORP Common Stock 494368103 32,747 620,791 SH Defined 01,02 620,791 0 0
KIMBERLY-CLARK DE MEXICO ADR 494386204 1,744 99,400 SH Defined 01,02 99,400 0 0
KIMCO REALTY CORP REIT 49446R109 2,145 60,000 SH Defined 01,02 60,000 0 0
KINDER MORGAN ENERGY -LP Common Stock 494550106 455 10,500 SH Defined 01,02 10,500 0 0
KING PHARMACEUTICALS INC Common Stock 495582108 560 16,000 SH Defined 01,02 16,000 0 0
KING WORLD PRODUCTIONS INC Common Stock 495667107 3,054 81,432 SH Defined 01,02 81,432 0 0
KINGFISHER ADR 495724205 9,979 461,500 SH Defined 01,02 461,500 0 0
KINROSS GOLD CORP Common Stock 496902107 91 31,711 SH Defined 01,02 31,711 0 0
KIRBY CORP Common Stock 497266106 485 24,700 SH Defined 01,02 24,700 0 0
KIRIN BREWERY LTD -ADR ADR 497350207 8,067 68,800 SH Defined 01,02 68,800 0 0
KITTY HAWK INC Common Stock 498326107 72 7,100 SH Defined 01,02 7,100 0 0
KLAMATH FIRST BANCORP INC Common Stock 49842P103 44 3,500 SH Defined 01,02 3,500 0 0
KNOLL INC Common Stock 498904101 360 13,400 SH Defined 01,02 13,400 0 0
KNIGHT-RIDDER INC Common Stock 499040103 5,071 92,205 SH Defined 01,02 92,205 0 0
KNIGHT TRANSPORTATION INC Common Stock 499064103 122 8,400 SH Defined 01,02 8,400 0 0
KNIGHT TRIMARK GROUP INC Common Stock 499067106 1,490 50,300 SH Defined 01,02 50,300 0 0
KOBE STEEL ADR 499892107 1,831 393,800 SH Defined 01,02 393,800 0 0
KOGER EQUITY INC REIT 500228101 434 27,100 SH Defined 01,02 27,100 0 0
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KOHLS CORP Common Stock 500255104 12,402 187,553 SH Defined 01,02 187,553 0 0
KOMAG INC Common Stock 500453105 205 68,400 SH Defined 01,02 68,400 0 0
KOMATSU LTD ADR ADR 500458401 4,516 170,250 SH Defined 01,02 170,250 0 0
KONINKLIJKE AHOLD NV -ADR ADR 500467303 11,448 345,599 SH Defined 01,02 345,599 0 0
KONINKLIJKE PHILIPS ELECTR NV
-NY SHARE ADR 500472204 21,036 208,280 SH Defined 01,02 208,280 0 0
KONINKLIJKE WESSANEN NV ADR 50047Q102 652 56,200 SH Defined 01,02 56,200 0 0
KONOVER PPTY TR INC REIT 50047R100 198 31,600 SH Defined 01,02 31,600 0 0
KOOR INDUSTRIES LTD. ADR 500507108 745 42,700 SH Defined 01,02 42,700 0 0
KOPIN CORP Common Stock 500600101 153 5,500 SH Defined 01,02 5,500 0 0
KOREA ELEC PWR CO -SP ADR ADR 500631106 13,597 846,500 SH Defined 01,02 846,500 0 0
KOREA TELECOM CORP ADR 50063P103 4,592 124,100 SH Defined 01,02 124,100 0 0
KORN FERRY INTERNATIONAL Common Stock 500643200 113 4,900 SH Defined 01,02 4,900 0 0
KRANZCO REALTY TRUST REIT 50076E103 109 10,800 SH Defined 01,02 10,800 0 0
KROGER CO Common Stock 501044101 21,183 960,134 SH Defined 01,02 960,134 0 0
KROLL O GARA COMPANY Common Stock 501050108 437 26,200 SH Defined 01,02 26,200 0 0
KRONOS INC Common Stock 501052104 666 18,150 SH Defined 01,02 18,150 0 0
KUBOTA CORP -ADR ADR 501173207 3,360 48,350 SH Defined 01,02 48,350 0 0
KULICKE & SOFFA INDUSTRIES Common Stock 501242101 698 28,700 SH Defined 01,02 28,700 0 0
KYOCERA CORP -ADR ADR 501556203 9,620 130,434 SH Defined 01,02 130,434 0 0
LANCHILE ADR 501723100 346 43,900 SH Defined 01,02 43,900 0 0
LASMO PLC -SPON ADR ADR 501730204 1,405 204,400 SH Defined 01,02 204,400 0 0
LCA VISION INC Common Stock 501803209 21 4,000 SH Defined 01,02 4,000 0 0
LG&E ENERGY CORP Common Stock 501917108 3,293 154,986 SH Defined 01,02 154,986 0 0
LTV CORP Common Stock 501921100 375 69,000 SH Defined 01,02 69,000 0 0
LHS GROUP INC Common Stock 501938104 465 15,800 SH Defined 01,02 15,800 0 0
LNR PROPERTY CORP Common Stock 501940100 494 24,250 SH Defined 01,02 24,250 0 0
LSI LOGIC CORP Common Stock 502161102 8,693 167,166 SH Defined 01,02 167,166 0 0
LTC PROPERTIES INC REIT 502175102 180 16,900 SH Defined 01,02 16,900 0 0
LTX CORP Common Stock 502392103 38 2,800 SH Defined 01,02 2,800 0 0
L3 COMMUNICATIONS HOLDINGS Common Stock 502424104 94 2,500 SH Defined 01,02 2,500 0 0
LVMH MOET HENNESSY -ADR ADR 502441207 19,821 330,342 SH Defined 01,02 330,342 0 0
LA-Z-BOY INC Common Stock 505336107 1,212 63,600 SH Defined 01,02 63,600 0 0
LAB HOLDINGS INC Common Stock 505353102 8 900 SH Defined 01,02 900 0 0
LABOR READY INC Common Stock 505401208 524 52,050 SH Defined 01,02 52,050 0 0
LABORATORIO CHILE ADR 50540H104 175 10,200 SH Defined 01,02 10,200 0 0
LABONE INC Common Stock 50540L105 67 7,100 SH Defined 01,02 7,100 0 0
LABORATORY CP OF AMER HLDGS Common Stock 50540R102 65 23,648 SH Defined 01,02 23,648 0 0
LABRANCHE & CO INC Common Stock 505447102 49 4,400 SH Defined 01,02 4,400 0 0
LACLEDE GAS CO Common Stock 505588103 303 13,300 SH Defined 01,02 13,300 0 0
LADD FURNITURE INC Common Stock 505739201 100 4,700 SH Defined 01,02 4,700 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
LAFARGE-COPPEE SA ADR 505861203 6,387 173,501 SH Defined 01,02 173,501 0 0
LAFARGE CORP Common Stock 505862102 1,536 48,000 SH Defined 01,02 48,000 0 0
LAGARDERE GROUP SPONSORED ADR ADR 507069102 2,367 57,000 SH Defined 01,02 57,000 0 0
LAIDLAW GLOBAL CORP Common Stock 507306108 34 1,300 SH Defined 01,02 1,300 0 0
LAIDLAW INC Common Stock 50730K503 2,549 377,654 SH Defined 01,02 377,654 0 0
LAKEHEAD PIPE LINE PTNS -LP Common Stock 511557100 230 5,400 SH Defined 01,02 5,400 0 0
LAM RESEARCH CORP Common Stock 512807108 1,276 20,920 SH Defined 01,02 20,920 0 0
LAMAR ADVERTISING CO -CL A Common Stock 512815101 1,114 22,500 SH Defined 01,02 22,500 0 0
LANCASTER COLONY CORP Common Stock 513847103 1,568 48,996 SH Defined 01,02 48,996 0 0
LANCE INC Common Stock 514606102 468 35,850 SH Defined 01,02 35,850 0 0
LANDAIR CORP Common Stock 514757103 5 900 SH Defined 01,02 900 0 0
LANDAUER INC Common Stock 51476K103 178 7,100 SH Defined 01,02 7,100 0 0
LANDAMERICA FINANCIAL GP Common Stock 514936103 111 5,600 SH Defined 01,02 5,600 0 0
LANDS END INC Common Stock 515086106 2,380 36,064 SH Defined 01,02 36,064 0 0
LANDRYS SEAFOOD RESTAURANTS Common Stock 51508L103 259 32,400 SH Defined 01,02 32,400 0 0
LANDSTAR SYSTEM INC Common Stock 515098101 434 12,500 SH Defined 01,02 12,500 0 0
LASALLE HOTEL PROPERTIES Common Stock 517942108 199 15,400 SH Defined 01,02 15,400 0 0
LASER VISION CENTERS Common Stock 51807H100 428 30,500 SH Defined 01,02 30,500 0 0
LASON INC Common Stock 51808R107 1,011 22,700 SH Defined 01,02 22,700 0 0
LATTITUDE COMMUNICATIONS INC Common Stock 518292107 76 2,600 SH Defined 01,02 2,600 0 0
LATTICE SEMICONDUCTOR CORP Common Stock 518415104 1,787 60,200 SH Defined 01,02 60,200 0 0
LAUDER ESTEE COS INC -CL A Common Stock 518439104 3,074 78,700 SH Defined 01,02 78,700 0 0
LAURA ASHLEY ADR 518581202 3 2,600 SH Defined 01,02 2,600 0 0
LAWSON PRODUCTS Common Stock 520776105 275 12,700 SH Defined 01,02 12,700 0 0
LEAP WIRELESS INTL INC Common Stock 521863100 129 5,500 SH Defined 01,02 5,500 0 0
LEAR CORP Common Stock 521865105 2,815 79,996 SH Defined 01,02 79,996 0 0
LEARNING TREE INTL INC Common Stock 522015106 152 9,200 SH Defined 01,02 9,200 0 0
LEE ENTERPRISES Common Stock 523768109 1,453 53,062 SH Defined 01,02 53,062 0 0
LEGATO SYSTEMS INC Common Stock 524651106 4,390 100,700 SH Defined 01,02 100,700 0 0
LEGGETT & PLATT INC Common Stock 524660107 4,632 235,261 SH Defined 01,02 235,261 0 0
LEGG MASON INC Common Stock 524901105 2,645 69,030 SH Defined 01,02 69,030 0 0
LEHMAN BROTHERS HOLDINGS INC Common Stock 524908100 7,933 135,896 SH Defined 01,02 135,896 0 0
LENNAR CORP Common Stock 526057104 433 27,164 SH Defined 01,02 27,164 0 0
LENNOX INTERNATIONAL INC. Common Stock 526107107 54 3,500 SH Defined 01,02 3,500 0 0
LESCO INC Common Stock 526872106 40 3,000 SH Defined 01,02 3,000 0 0
LEUCADIA NATIONAL CORP Common Stock 527288104 854 40,684 SH Defined 01,02 40,684 0 0
LEUKOSITE INC Common Stock 52728R102 52 2,600 SH Defined 01,02 2,600 0 0
LEVEL 3 COMMUNICATIONS INC Common Stock 52729N100 5,102 97,700 SH Defined 01,02 97,700 0 0
LEVIATHAN GAS PIPELINE -LP Common Stock 527367205 100 4,400 SH Defined 01,02 4,400 0 0
LEXFORD RESIDENTIAL TRUST REIT 528933104 191 9,700 SH Defined 01,02 9,700 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
LEXINGTON CORP PPTYS TRUST REIT 529043101 187 16,700 SH Defined 01,02 16,700 0 0
LEXMARK INTL GRP INC -CL A Common Stock 529771107 11,937 148,284 SH Defined 01,02 148,284 0 0
LIBBEY INC Common Stock 529898108 591 20,000 SH Defined 01,02 20,000 0 0
LIBERATE TECHNOLOGIES, INC. Common Stock 530129105 169 4,000 SH Defined 01,02 4,000 0 0
LIBERTY CORP Common Stock 530370105 634 13,676 SH Defined 01,02 13,676 0 0
LIBERTY DIGITAL INC Common Stock 530436104 403 17,300 SH Defined 01,02 17,300 0 0
LIBERTY FINANCIAL COS INC Common Stock 530512102 639 29,127 SH Defined 01,02 29,127 0 0
LIBERTY LIFE ASSN AFRICA LTD ADR 530706209 1,411 180,100 SH Defined 01,02 180,100 0 0
LIBERTY PROPERTY TRUST REIT 531172104 1,470 64,800 SH Defined 01,02 64,800 0 0
LIFE USA HLDG INC Common Stock 531918209 250 12,100 SH Defined 01,02 12,100 0 0
LIFETIME HOAN CORP Common Stock 531926103 42 5,700 SH Defined 01,02 5,700 0 0
LIFE TECHNOLOGIES INC Common Stock 532177201 189 4,600 SH Defined 01,02 4,600 0 0
LIFECORE BIOMEDICAL INC Common Stock 532187101 52 3,800 SH Defined 01,02 3,800 0 0
LIFELINE SYSTEMS INC Common Stock 532192101 12 800 SH Defined 01,02 800 0 0
LIFEPOINT HOSPITALS INC Common Stock 53219L109 23 2,700 SH Defined 01,02 2,700 0 0
LIGAND PHARMACEUTICAL -CL B Common Stock 53220K207 200 26,279 SH Defined 01,02 26,279 0 0
LIHIR GOLD LTD -SPON ADR ADR 532349107 500 23,800 SH Defined 01,02 23,800 0 0
LILLIAN VERNON CORP Common Stock 532430105 140 11,200 SH Defined 01,02 11,200 0 0
LILLY (ELI) & CO Common Stock 532457108 81,591 1,271,131 SH Defined 01,02 1,271,131 0 0
LILLY INDS INC -CL A Common Stock 532491107 388 28,470 SH Defined 01,02 28,470 0 0
LIMITED INC Common Stock 532716107 9,350 244,434 SH Defined 01,02 244,434 0 0
LINCARE HOLDINGS INC Common Stock 532791100 2,057 77,170 SH Defined 01,02 77,170 0 0
LINCOLN ELECTRIC HLDGS INC Common Stock 533900106 403 19,300 SH Defined 01,02 19,300 0 0
LINCOLN NATIONAL CORP Common Stock 534187109 8,528 227,030 SH Defined 01,02 227,030 0 0
LINDSAY MANUFACTURING CO Common Stock 535555106 301 15,362 SH Defined 01,02 15,362 0 0
LINEAR TECHNOLOGY CORP Common Stock 535678106 10,785 183,472 SH Defined 01,02 183,472 0 0
LINENS N THINGS INC Common Stock 535679104 1,623 48,100 SH Defined 01,02 48,100 0 0
LIPOSOME COMPANY INC Common Stock 536310105 457 60,000 SH Defined 01,02 60,000 0 0
LIQUI-BOX CORP Common Stock 536314107 205 3,800 SH Defined 01,02 3,800 0 0
LIQUID AUDIO INC Common Stock 53631T102 52 1,400 SH Defined 01,02 1,400 0 0
LITTELFUSE INC Common Stock 537008104 280 12,600 SH Defined 01,02 12,600 0 0
LITTON INDUSTRIES INC Common Stock 538021106 2,978 54,399 SH Defined 01,02 54,399 0 0
LIZ CLAIBORNE INC Common Stock 539320101 2,184 70,450 SH Defined 01,02 70,450 0 0
LO-JACK CORPORATION Common Stock 539451104 103 12,400 SH Defined 01,02 12,400 0 0
LOCKHEED MARTIN CORP Common Stock 539830109 14,774 451,979 SH Defined 01,02 451,979 0 0
LODGIAN INC Common Stock 54021P106 11 3,000 SH Defined 01,02 3,000 0 0
LOEWS CINEPLEX ENTMT CORP Common Stock 540423100 79 10,050 SH Defined 01,02 10,050 0 0
LOEWS CORP Common Stock 540424108 8,642 123,133 SH Defined 01,02 123,133 0 0
LOEWEN GROUP INC Common Stock 54042L100 1 2,100 SH Defined 01,02 2,100 0 0
LONDON INTL GROUP -SPON ADR ADR 541833307 637 47,200 SH Defined 01,02 47,200 0 0
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LONDON PACIFIC GROUP LTD ADR ADR 542073101 252 11,500 SH Defined 01,02 11,500 0 0
LONE STAR INDUSTRIES Common Stock 542290408 1,182 23,700 SH Defined 01,02 23,700 0 0
LONE STAR STEAKHOUSE SALOON Common Stock 542307103 328 42,607 SH Defined 01,02 42,607 0 0
LONE STAR TECHNOLOGIES Common Stock 542312103 248 12,400 SH Defined 01,02 12,400 0 0
LONG BEACH FINANCIAL CORP Common Stock 542446109 29 1,800 SH Defined 01,02 1,800 0 0
LONGS DRUG STORES INC Common Stock 543162101 1,481 49,583 SH Defined 01,02 49,583 0 0
LONGVIEW FIBRE CO Common Stock 543213102 766 61,628 SH Defined 01,02 61,628 0 0
LOOKSMART LTD Common Stock 543442107 733 30,800 SH Defined 01,02 30,800 0 0
LOTUS PAC INC Common Stock 545714107 59 5,000 SH Defined 01,02 5,000 0 0
LOUIS DREYFUS NAT GAS CORP Common Stock 546011107 458 21,360 SH Defined 01,02 21,360 0 0
LOUISIANA-PACIFIC CORP Common Stock 546347105 1,926 123,270 SH Defined 01,02 123,270 0 0
LOWES COS Common Stock 548661107 21,224 435,355 SH Defined 01,02 435,355 0 0
LUBRIZOL CORP Common Stock 549271104 1,674 65,171 SH Defined 01,02 65,171 0 0
LUBYS INC Common Stock 549282101 317 27,538 SH Defined 01,02 27,538 0 0
LUCENT TECHNOLOGIES INC Common Stock 549463107 230,564 3,553,975 SH Defined 01,02 3,553,975 0 0
LUFKIN INDUSTRIES INC Common Stock 549764108 67 4,400 SH Defined 01,02 4,400 0 0
LUMINANT WORLDWIDE COPR Common Stock 550260103 55 1,800 SH Defined 01,02 1,800 0 0
LUXOTTICA GROUP SPA -ADR ADR 55068R202 2,928 153,600 SH Defined 01,02 153,600 0 0
LYCOS INC Common Stock 550818108 2,907 58,000 SH Defined 01,02 58,000 0 0
LYDALL INC Common Stock 550819106 199 19,300 SH Defined 01,02 19,300 0 0
LYNX THERAPEUTICS INC Common Stock 551812308 15 1,339 SH Defined 01,02 1,339 0 0
LYONDELL CHEMICAL CO Common Stock 552078107 1,830 136,824 SH Defined 01,02 136,824 0 0
M & F WORLDWIDE CORP Common Stock 552541104 89 11,100 SH Defined 01,02 11,100 0 0
M & T BANK CORP Common Stock 55261F104 2,570 5,600 SH Defined 01,02 5,600 0 0
MAF BANCORP INC Common Stock 55261R108 588 29,600 SH Defined 01,02 29,600 0 0
MBIA INC Common Stock 55262C100 5,332 114,355 SH Defined 01,02 114,355 0 0
MBNA CORP Common Stock 55262L100 21,094 924,660 SH Defined 01,02 924,660 0 0
MDC HOLDINGS INC Common Stock 552676108 439 27,100 SH Defined 01,02 27,100 0 0
MCN ENERGY GROUP INC Common Stock 55267J100 1,720 100,068 SH Defined 01,02 100,068 0 0
MCI WORLDCOM INC Common Stock 55268B106 154,209 2,145,520 SH Defined 01,02 2,145,520 0 0
MDU RESOURCES GROUP INC Common Stock 552690109 757 33,650 SH Defined 01,02 33,650 0 0
MEMC ELECTRONIC MATRIALS INC Common Stock 552715104 294 21,400 SH Defined 01,02 21,400 0 0
MGC COMMUNICATIONS, INC. Common Stock 552763302 48 2,300 SH Defined 01,02 2,300 0 0
MGIC INVESTMENT CORP/WI Common Stock 552848103 5,987 125,375 SH Defined 01,02 125,375 0 0
MGM GRAND INC Common Stock 552953101 1,531 29,940 SH Defined 01,02 29,940 0 0
MIM HOLDINGS LTD SPONSORED ADR ADR 553045402 1,111 591,200 SH Defined 01,02 591,200 0 0
M/I SCHOTTENSTEIN HOMES INC Common Stock 55305B101 31 1,900 SH Defined 01,02 1,900 0 0
MKS INSTRUMENTS INC Common Stock 55306N104 42 1,900 SH Defined 01,02 1,900 0 0
MMI COMPANIES INC Common Stock 553087107 61 5,600 SH Defined 01,02 5,600 0 0
MMC NETWORKS INC Common Stock 55308N102 75 2,400 SH Defined 01,02 2,400 0 0
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MPW INDL SVCS GROUP INC Common Stock 553444100 11 1,600 SH Defined 01,02 1,600 0 0
MRV COMMUNICATIONS INC Common Stock 553477100 237 10,000 SH Defined 01,02 10,000 0 0
MSC INDUSTRIAL DIRECT -CL A Common Stock 553530106 260 28,900 SH Defined 01,02 28,900 0 0
M S CARRIERS INC Common Stock 553533100 360 15,000 SH Defined 01,02 15,000 0 0
MTS SYSTEMS CORP Common Stock 553777103 140 13,500 SH Defined 01,02 13,500 0 0
MTI TECHNOLOGY CORP Common Stock 553903105 178 7,700 SH Defined 01,02 7,700 0 0
MACDERMID INC Common Stock 554273102 1,049 30,800 SH Defined 01,02 30,800 0 0
MACERICH CO REIT 554382101 793 34,300 SH Defined 01,02 34,300 0 0
MACK CALI REALTY CORP REIT 554489104 1,555 58,000 SH Defined 01,02 58,000 0 0
MACMILLAN BLOEDEL LTD Common Stock 554783209 1,161 74,003 SH Defined 01,02 74,003 0 0
MACROCHEM CORP/DE Common Stock 555903103 25 4,200 SH Defined 01,02 4,200 0 0
MACROVISION CORP Common Stock 555904101 311 7,000 SH Defined 01,02 7,000 0 0
MACROMEDIA INC Common Stock 556100105 2,428 59,400 SH Defined 01,02 59,400 0 0
MACRONIX INTERNATIONAL
CO., LTD ADR 556103109 1,086 91,413 SH Defined 01,02 91,413 0 0
MADECO S A -SPON ADR ADR 556304103 241 23,500 SH Defined 01,02 23,500 0 0
MADISON GAS & ELECTRIC CO Common Stock 557497104 201 10,100 SH Defined 01,02 10,100 0 0
MAGELLAN HEALTH SVCS Common Stock 559079108 312 42,700 SH Defined 01,02 42,700 0 0
MAGNA INTERNATIONAL -CL A Common Stock 559222401 2,052 41,300 SH Defined 01,02 41,300 0 0
MAGNETEK INC Common Stock 559424106 336 37,616 SH Defined 01,02 37,616 0 0
MATAV RT ADR 559776109 3,831 140,600 SH Defined 01,02 140,600 0 0
MAIN STREET BANCORP Common Stock 559906102 21 1,611 SH Defined 01,02 1,611 0 0
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MAIL.COM Common Stock 560311102 49 3,400 SH Defined 01,02 3,400 0 0
MAIL-WELL INC Common Stock 560321200 254 18,300 SH Defined 01,02 18,300 0 0
MAKER COMMUNICATIONS INC Common Stock 560875106 33 1,400 SH Defined 01,02 1,400 0 0
MAKITA CORP -ADR ADR 560877300 1,230 111,790 SH Defined 01,02 111,790 0 0
MALAN REALTY INVESTORS INC REIT 561063108 28 2,000 SH Defined 01,02 2,000 0 0
MALLINCKRODT INC Common Stock 561232109 2,717 90,017 SH Defined 01,02 90,017 0 0
MANDALAY RESORT GROUP Common Stock 562567107 2,151 108,917 SH Defined 01,02 108,917 0 0
MANDARIN ORIENTAL INTERNATIONA ADR 562600205 290 40,800 SH Defined 01,02 40,800 0 0
MANITOWOC CO Common Stock 563571108 1,085 31,800 SH Defined 01,02 31,800 0 0
MANNESMANN AG SPON ADR ADR 563775303 39,960 254,900 SH Defined 01,02 254,900 0 0
MANOR CARE INC Common Stock 564055101 765 44,500 SH Defined 01,02 44,500 0 0
MANPOWER INC/WI Common Stock 56418H100 2,735 93,909 SH Defined 01,02 93,909 0 0
MANUFACTURED HOME CMNTYS INC REIT 564682102 622 26,600 SH Defined 01,02 26,600 0 0
MAPICS INC Common Stock 564910107 116 13,400 SH Defined 01,02 13,400 0 0
MANUGISTICS GROUP INC Common Stock 565011103 172 16,350 SH Defined 01,02 16,350 0 0
MANULIFE FINANCIAL CORP Common Stock 56501R106 1,198 100,900 SH Defined 01,02 100,900 0 0
MAPQUEST.COM INC Common Stock 565644101 30 2,500 SH Defined 01,02 2,500 0 0
MARCUS CORP Common Stock 566330106 439 36,387 SH Defined 01,02 36,387 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MARIMBA INC Common Stock 56781Q109 54 1,800 SH Defined 01,02 1,800 0 0
MARINE DRILLING CO INC Common Stock 568240204 479 30,300 SH Defined 01,02 30,300 0 0
MARINER POST-ACUTE NTWRK INC Common Stock 568459101 3 8,939 SH Defined 01,02 8,939 0 0
MARK IV INDUSTRIES INC Common Stock 570387100 1,159 58,671 SH Defined 01,02 58,671 0 0
MARK VII INC Common Stock 570414102 39 1,700 SH Defined 01,02 1,700 0 0
MARKEL CORP Common Stock 570535104 674 3,700 SH Defined 01,02 3,700 0 0
MARKETWATCH.COM INC Common Stock 570619106 284 6,000 SH Defined 01,02 6,000 0 0
MARKS & SPENCER ADR 570697607 10,161 325,400 SH Defined 01,02 325,400 0 0
MARKETING SERVICES GROUP Common Stock 570907105 20 1,700 SH Defined 01,02 1,700 0 0
MARSH & MCLENNAN COS Common Stock 571748102 20,727 302,581 SH Defined 01,02 302,581 0 0
MARSHALL & ILSLEY CORP Common Stock 571834100 7,102 124,458 SH Defined 01,02 124,458 0 0
MARRIOTT INTL INC Common Stock 571903202 9,318 285,070 SH Defined 01,02 285,070 0 0
MARSHALL INDUSTRIES Common Stock 572393106 741 20,300 SH Defined 01,02 20,300 0 0
MARTEK BIOSCIENCES CORP Common Stock 572901106 56 9,800 SH Defined 01,02 9,800 0 0
MARTIN MARIETTA MATERIALS Common Stock 573284106 2,234 55,937 SH Defined 01,02 55,937 0 0
MARVEL ENTERPRISES -CL A Common Stock 57383M108 72 13,300 SH Defined 01,02 13,300 0 0
MARVEL ENTERPRISES CL C WT Warrant or Right 57383M140 0 1,500 SH Defined 01,02 1,500 0 0
MASCO CORP Common Stock 574599106 15,640 504,524 SH Defined 01,02 504,524 0 0
MASCOTECH INC Common Stock 574670105 903 54,300 SH Defined 01,02 54,300 0 0
MASISA SA ADR 574799102 173 16,700 SH Defined 01,02 16,700 0 0
MASTEC INC Common Stock 576323109 452 15,350 SH Defined 01,02 15,350 0 0
MASTECH CORP Common Stock 57632N105 382 28,300 SH Defined 01,02 28,300 0 0
MATAV-CABLE SYSTEMS MEDIA LTD. ADR 576561104 384 9,300 SH Defined 01,02 9,300 0 0
MATERIAL SCIENCES CORP Common Stock 576674105 250 18,800 SH Defined 01,02 18,800 0 0
MATSUSHITA ELECTRIC -ADR ADR 576879209 30,196 144,478 SH Defined 01,02 144,478 0 0
MATTEL INC Common Stock 577081102 9,629 506,810 SH Defined 01,02 506,810 0 0
MATTHEWS INTL CORP -CL A Common Stock 577128101 325 10,800 SH Defined 01,02 10,800 0 0
MAVESA ADR 577717101 127 42,300 SH Defined 01,02 42,300 0 0
MAXTOR CORP Common Stock 577729205 179 27,100 SH Defined 01,02 27,100 0 0
MAXIM GROUP INC Common Stock 57772J104 31 5,900 SH Defined 01,02 5,900 0 0
MAXIM INTEGRATED PRODUCTS Common Stock 57772K101 10,209 161,799 SH Defined 01,02 161,799 0 0
MAXIM PHARMACEUTICALS INC Common Stock 57772M107 12 1,400 SH Defined 01,02 1,400 0 0
MAXWELL TECHNOLOGIES INC Common Stock 577767106 34 2,600 SH Defined 01,02 2,600 0 0
MAY DEPARTMENT STORES CO Common Stock 577778103 13,948 382,783 SH Defined 01,02 382,783 0 0
MAXXIM MEDICAL INC Common Stock 57777G105 517 21,600 SH Defined 01,02 21,600 0 0
MAXXAM INC Common Stock 577913106 433 8,437 SH Defined 01,02 8,437 0 0
MAVERICK TUBE CORP Common Stock 577914104 20 1,200 SH Defined 01,02 1,200 0 0
MAXIMUS INC Common Stock 577933104 299 10,000 SH Defined 01,02 10,000 0 0
MAYNE NICKLESS LTD -ADR ADR 578450207 579 43,300 SH Defined 01,02 43,300 0 0
MAYR-MELNHOF-KARTON AG ADR 578471203 339 30,600 SH Defined 01,02 30,600 0 0
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MAYTAG CORP Common Stock 578592107 3,356 100,742 SH Defined 01,02 100,742 0 0
MCCLATCHY CO -CL A Common Stock 579489105 410 11,475 SH Defined 01,02 11,475 0 0
MCCORMICK & CO Common Stock 579780206 2,828 85,528 SH Defined 01,02 85,528 0 0
MCDERMOTT INTL INC Common Stock 580037109 1,364 67,377 SH Defined 01,02 67,377 0 0
MCDONALDS CORP Common Stock 580135101 67,469 1,559,978 SH Defined 01,02 1,559,978 0 0
MCGRATH RENTCORP Common Stock 580589109 216 12,000 SH Defined 01,02 12,000 0 0
MCGRAW-HILL COMPANIES Common Stock 580645109 11,074 228,928 SH Defined 01,02 228,928 0 0
MCKESSON HBOC CORP Common Stock 58155Q103 9,802 337,990 SH Defined 01,02 337,990 0 0
MCLEODUSA INC -CL A Common Stock 582266102 3,013 70,800 SH Defined 01,02 70,800 0 0
MCMORAN EXPLORATION CO Common Stock 582411104 49 2,291 SH Defined 01,02 2,291 0 0
MCWHORTER TECHNOLOGIES INC Common Stock 582803102 182 12,350 SH Defined 01,02 12,350 0 0
MEAD CORP Common Stock 582834107 3,998 116,307 SH Defined 01,02 116,307 0 0
MEADOWBROOK INS GROUP INC Common Stock 58319P108 41 3,500 SH Defined 01,02 3,500 0 0
MECH FINL INC Common Stock 583492103 33 1,000 SH Defined 01,02 1,000 0 0
MECHANICAL TECHNOLOGY INC Common Stock 583538103 28 800 SH Defined 01,02 800 0 0
MEDALLION FINANCIAL CORP Common Stock 583928106 22 1,100 SH Defined 01,02 1,100 0 0
MEDCO RESEARCH INC Common Stock 584059109 237 9,500 SH Defined 01,02 9,500 0 0
MEDE AMERICA CORP Common Stock 584067102 53 2,300 SH Defined 01,02 2,300 0 0
MEDEVA PLC -SPON ADR ADR 58410H203 515 59,300 SH Defined 01,02 59,300 0 0
MEDFORD BANCORP INC Common Stock 584131106 31 2,000 SH Defined 01,02 2,000 0 0
MEDIA GENERAL -CL A Common Stock 584404107 1,646 32,109 SH Defined 01,02 32,109 0 0
MEDIAONE GROUP INC Common Stock 58440J104 47,322 692,721 SH Defined 01,02 692,721 0 0
MEDIA METRIX Common Stock 58440X103 140 2,000 SH Defined 01,02 2,000 0 0
MEDICAL ASSURANCE INC Common Stock 58449U100 477 19,044 SH Defined 01,02 19,044 0 0
MEDICAL MANAGER CORPORATION Common Stock 58461U103 1,079 21,687 SH Defined 01,02 21,687 0 0
MEDIMMUNE INC Common Stock 584699102 7,310 73,356 SH Defined 01,02 73,356 0 0
MEDQUIST INC Common Stock 584949101 1,669 49,900 SH Defined 01,02 49,900 0 0
MEDITRUST COMPANIES REIT 58501T306 1,073 126,234 SH Defined 01,02 126,234 0 0
MEDSCAPE INC Common Stock 585046105 34 3,400 SH Defined 01,02 3,400 0 0
MEDTRONIC INC Common Stock 585055106 48,279 1,357,572 SH Defined 01,02 1,357,572 0 0
MEMBERWORKS INC Common Stock 586002107 230 6,900 SH Defined 01,02 6,900 0 0
MENS WEARHOUSE INC Common Stock 587118100 1,064 49,500 SH Defined 01,02 49,500 0 0
MENTOR CORP Common Stock 587188103 1,083 38,000 SH Defined 01,02 38,000 0 0
MENTOR GRAPHICS CORP Common Stock 587200106 680 79,461 SH Defined 01,02 79,461 0 0
MIRANT PLC -SP ADR ADR 587336108 14 600 SH Defined 01,02 600 0 0
MERCANTILE BANKSHARES CORP Common Stock 587405101 2,576 83,272 SH Defined 01,02 83,272 0 0
MERCHANTS N Y BANCORP INC Common Stock 589167105 112 5,900 SH Defined 01,02 5,900 0 0
MERCK & CO Common Stock 589331107 176,101 2,717,079 SH Defined 01,02 2,717,079 0 0
MERCURY COMPUTER SYS Common Stock 589378108 177 5,200 SH Defined 01,02 5,200 0 0
MERCURY GENERAL CORP Common Stock 589400100 868 31,500 SH Defined 01,02 31,500 0 0
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MERCURY INTERACTIVE CORP Common Stock 589405109 3,441 53,300 SH Defined 01,02 53,300 0 0
MEREDITH CORP Common Stock 589433101 2,184 60,136 SH Defined 01,02 60,136 0 0
MERISTAR HOSPITALITY CORP Common Stock 58984Y103 714 46,459 SH Defined 01,02 46,459 0 0
MERIDIAN GOLD INC Common Stock 589975101 314 46,100 SH Defined 01,02 46,100 0 0
MERITOR AUTOMOTIVE INC Common Stock 59000G100 1,732 82,966 SH Defined 01,02 82,966 0 0
MERRILL CORPORATION Common Stock 590175105 389 19,500 SH Defined 01,02 19,500 0 0
MERRILL LYNCH & CO Common Stock 590188108 28,327 420,442 SH Defined 01,02 420,442 0 0
MESA AIR GROUP INC Common Stock 590479101 252 41,200 SH Defined 01,02 41,200 0 0
MESABA HOLDINGS INC Common Stock 59066B102 132 11,250 SH Defined 01,02 11,250 0 0
MESSAGEMEDIA INC Common Stock 590787107 38 3,500 SH Defined 01,02 3,500 0 0
MESTEK INC Common Stock 590829107 86 4,300 SH Defined 01,02 4,300 0 0
META GROUP INC Common Stock 591002100 64 3,600 SH Defined 01,02 3,600 0 0
METACREATIONS CORP Common Stock 591016100 50 8,995 SH Defined 01,02 8,995 0 0
METALS USA INC Common Stock 591324108 98 9,600 SH Defined 01,02 9,600 0 0
METAMOR WORLDWIDE INC Common Stock 59133P100 303 17,050 SH Defined 01,02 17,050 0 0
METHANEX CORP Common Stock 59151K108 296 100,600 SH Defined 01,02 100,600 0 0
METHODE ELECTRONICS -CL A Common Stock 591520200 815 43,200 SH Defined 01,02 43,200 0 0
METRICOM INC Common Stock 591596101 36 1,600 SH Defined 01,02 1,600 0 0
METRIS COMPANIES INC Common Stock 591598107 795 26,934 SH Defined 01,02 26,934 0 0
METRO GOLDWYN MAYER INC Common Stock 591610100 1,442 82,407 SH Defined 01,02 82,407 0 0
METRO INFORMATION SVCS INC Common Stock 59162P104 51 4,000 SH Defined 01,02 4,000 0 0
METROGAS ADR 591673207 362 39,188 SH Defined 01,02 39,188 0 0
METROMEDIA FIBER NTWK -CL A Common Stock 591689104 1,181 48,200 SH Defined 01,02 48,200 0 0
METROMEDIA INTERNATIONAL GRP Common Stock 591695101 111 26,942 SH Defined 01,02 26,942 0 0
METSO CORP ADR 592671101 1,059 92,087 SH Defined 01,02 92,087 0 0
METTLER-TOLEDO INTL ADR 592688105 758 25,600 SH Defined 01,02 25,600 0 0
MICHAEL FOODS INC Common Stock 594079105 654 24,900 SH Defined 01,02 24,900 0 0
MICHAELS STORES INC Common Stock 594087108 1,030 34,900 SH Defined 01,02 34,900 0 0
MICHIGAN FINL CORP Common Stock 594480105 107 3,472 SH Defined 01,02 3,472 0 0
MICREL INC Common Stock 594793101 2,472 57,000 SH Defined 01,02 57,000 0 0
MICROS SYSTEMS INC Common Stock 594901100 798 19,700 SH Defined 01,02 19,700 0 0
MICROSOFT CORP Common Stock 594918104 533,684 5,892,991 SH Defined 01,02 5,892,991 0 0
MICROAGE INC Common Stock 594928103 54 25,100 SH Defined 01,02 25,100 0 0
MICROSTRATEGY INC Common Stock 594972101 1,054 18,800 SH Defined 01,02 18,800 0 0
MICROCHIP TECHNOLOGY INC Common Stock 595017104 3,134 61,000 SH Defined 01,02 61,000 0 0
MICRO WAREHOUSE INC Common Stock 59501B105 515 42,653 SH Defined 01,02 42,653 0 0
MICROCELL TELECOMMUN -CL B Common Stock 59501T304 272 20,900 SH Defined 01,02 20,900 0 0
MICROMUSE INC Common Stock 595094103 347 5,400 SH Defined 01,02 5,400 0 0
MICRON ELECTRONICS INC Common Stock 595100108 654 62,300 SH Defined 01,02 62,300 0 0
MICRON TECHNOLOGY INC Common Stock 595112103 19,000 285,708 SH Defined 01,02 285,708 0 0
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MICROSEMI CORP Common Stock 595137100 10 1,300 SH Defined 01,02 1,300 0 0
MICROTOUCH SYSTEMS INC Common Stock 595145103 49 2,900 SH Defined 01,02 2,900 0 0
MID-AMERICA APT CMNTYS INC REIT 59522J103 413 19,200 SH Defined 01,02 19,200 0 0
MID-ATLANTIC REALTY TRUST REIT 595232109 153 14,700 SH Defined 01,02 14,700 0 0
MID ATLANTIC MEDICAL SVCS Common Stock 59523C107 299 33,400 SH Defined 01,02 33,400 0 0
MID-STATE BANCSHARES Common Stock 595440108 25 800 SH Defined 01,02 800 0 0
MIDAS INC Common Stock 595626102 230 11,152 SH Defined 01,02 11,152 0 0
MIDAMERICAN ENERGY HLDG CO NEW Common Stock 59562V107 2,110 71,542 SH Defined 01,02 71,542 0 0
MID AMERICA BANCORP/KY Common Stock 595915109 157 6,499 SH Defined 01,02 6,499 0 0
MIDLAND CO Common Stock 597486109 107 5,100 SH Defined 01,02 5,100 0 0
MIDWEST EXPRESS HOLDINGS INC Common Stock 597911106 479 18,300 SH Defined 01,02 18,300 0 0
MIDWAY GAMES INC Common Stock 598148104 728 46,209 SH Defined 01,02 46,209 0 0
MIDWEST BANC HOLDINGS INC Common Stock 598251106 23 1,400 SH Defined 01,02 1,400 0 0
MIDWEST GRAIN PRODUCTS INC Common Stock 59832G104 42 4,400 SH Defined 01,02 4,400 0 0
MIKASA INC Common Stock 59862T109 149 12,700 SH Defined 01,02 12,700 0 0
MIIX GROUP INC Common Stock 59862V104 22 1,300 SH Defined 01,02 1,300 0 0
MILACRON INC Common Stock 598709103 755 42,540 SH Defined 01,02 42,540 0 0
MILLENNIUM PHARMACTCLS INC Common Stock 599902103 3,348 51,500 SH Defined 01,02 51,500 0 0
MILLENNIUM CHEMICALS INC Common Stock 599903101 1,003 49,100 SH Defined 01,02 49,100 0 0
MILLER (HERMAN) INC Common Stock 600544100 2,286 95,616 SH Defined 01,02 95,616 0 0
MILLER INDUSTRIES INC/TN Common Stock 600551105 43 15,350 SH Defined 01,02 15,350 0 0
MILLIPORE CORP Common Stock 601073109 1,949 51,877 SH Defined 01,02 51,877 0 0
MILLS CORP REIT 601148109 420 23,600 SH Defined 01,02 23,600 0 0
MINDSPRING ENTERPRISES INC Common Stock 602683104 803 29,000 SH Defined 01,02 29,000 0 0
MINE SAFETY APPLIANCES CO Common Stock 602720104 240 4,000 SH Defined 01,02 4,000 0 0
MINERALS TECHNOLOGIES INC Common Stock 603158106 1,255 25,837 SH Defined 01,02 25,837 0 0
MINIMED INC Common Stock 60365K108 5,718 58,200 SH Defined 01,02 58,200 0 0
MINNESOTA MINING & MFG CO Common Stock 604059105 44,552 463,784 SH Defined 01,02 463,784 0 0
MINNESOTA POWER & LIGHT Common Stock 604110106 1,534 87,332 SH Defined 01,02 87,332 0 0
MIRAGE RESORTS INC Common Stock 60462E104 3,192 227,976 SH Defined 01,02 227,976 0 0
MIRAVANT MEDICAL TECHNOLGIES Common Stock 604690107 48 4,700 SH Defined 01,02 4,700 0 0
MISSION CRITICAL SOFTWARE IN Common Stock 605047109 45 1,000 SH Defined 01,02 1,000 0 0
MISSISSIPPI CHEMICAL CORP Common Stock 605288208 223 31,843 SH Defined 01,02 31,843 0 0
MISSISSIPPI VY BANCSHARES Common Stock 605720101 142 4,500 SH Defined 01,02 4,500 0 0
MITCHELL ENERGY & DEVL A Common Stock 606592202 286 11,700 SH Defined 01,02 11,700 0 0
MITCHELL ENERGY & DEV -CL B Common Stock 606592301 724 30,800 SH Defined 01,02 30,800 0 0
MITEL CORP Common Stock 606711109 570 71,800 SH Defined 01,02 71,800 0 0
MITSUBISHI CORP SPONSORED ADR ADR 606769305 9,014 545,250 SH Defined 01,02 545,250 0 0
MITSUI & CO LTD -ADR ADR 606827202 7,904 53,771 SH Defined 01,02 53,771 0 0
MOBIUS MGMT SYSTEMS INC Common Stock 606925105 16 3,700 SH Defined 01,02 3,700 0 0
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MOBIL CORP Common Stock 607059102 90,458 897,843 SH Defined 01,02 897,843 0 0
MODERN TIMES GRP ADR 607698107 343 2,200 SH Defined 01,02 2,200 0 0
MODINE MFG CO Common Stock 607828100 820 35,185 SH Defined 01,02 35,185 0 0
MODIS PROFESSIONAL SVCS INC Common Stock 607830106 1,529 115,367 SH Defined 01,02 115,367 0 0
MODTECH INC Common Stock 60783c100 9 1,200 SH Defined 01,02 1,200 0 0
MOHAWK INDUSTRIES INC Common Stock 608190104 1,449 72,700 SH Defined 01,02 72,700 0 0
MOLECULAR BIOSYSTEMS INC Common Stock 608513107 40 22,800 SH Defined 01,02 22,800 0 0
MOLECULAR DEVICES CORP Common Stock 60851C107 124 4,500 SH Defined 01,02 4,500 0 0
MOLEX INC Common Stock 608554101 6,743 185,385 SH Defined 01,02 185,385 0 0
MOLEX INC Common Stock 608554200 2,163 66,818 SH Defined 01,02 66,818 0 0
MOMENTUM BUSINESS Common Stock 60877P108 -4 (486) SH Defined 01,02 (486) 0 0
MONACO COACH CORP Common Stock 60886R103 592 24,300 SH Defined 01,02 24,300 0 0
MONARCH DENTAL CORP Common Stock 609044102 5 2,200 SH Defined 01,02 2,200 0 0
MONDAVI ROBERT CORP -CL A Common Stock 609200100 376 10,000 SH Defined 01,02 10,000 0 0
MONSANTO CO Common Stock 611662107 25,913 726,095 SH Defined 01,02 726,095 0 0
MONTANA POWER CO Common Stock 612085100 4,018 132,012 SH Defined 01,02 132,012 0 0
MONTEDISON SPA -ADR ADR 612376707 3,914 199,427 SH Defined 01,02 199,427 0 0
MONY GROUP Common Stock 615337102 269 9,300 SH Defined 01,02 9,300 0 0
MOOG INC -CL A Common Stock 615394202 101 3,500 SH Defined 01,02 3,500 0 0
MOORE (BENJAMIN) & CO Common Stock 615649100 73 2,100 SH Defined 01,02 2,100 0 0
MOORE CORP LTD Common Stock 615785102 67 6,700 SH Defined 01,02 6,700 0 0
MORGAN (J P) & CO Common Stock 616880100 22,895 200,397 SH Defined 01,02 200,397 0 0
MORGAN KEEGAN INC Common Stock 617410105 354 20,775 SH Defined 01,02 20,775 0 0
MORGAN STANLY DEAN WITTER&CO Common Stock 617446448 58,436 655,200 SH Defined 01,02 655,200 0 0
MORRISON KNUDSEN Common Stock 61844A109 665 64,500 SH Defined 01,02 64,500 0 0
MORRISON MANAGEMENT SPECIAL Common Stock 618459101 227 10,083 SH Defined 01,02 10,083 0 0
MORTGAGE.COM Common Stock 61910V102 39 4,000 SH Defined 01,02 4,000 0 0
MORTONS RESTAURANT GROUP INC Common Stock 619429103 44 2,500 SH Defined 01,02 2,500 0 0
MOSSIMO INC Common Stock 619696107 14 2,000 SH Defined 01,02 2,000 0 0
MOTIVEPOWER INDUSTRIES INC Common Stock 61980K101 92 8,400 SH Defined 01,02 8,400 0 0
MOTOROLA INC Common Stock 620076109 61,107 694,397 SH Defined 01,02 694,397 0 0
MOVADO GROUP INC Common Stock 624580106 116 5,062 SH Defined 01,02 5,062 0 0
MPATH INTERACTIVE INC Common Stock 62473C101 17 1,500 SH Defined 01,02 1,500 0 0
MP3.COM, INC Common Stock 62473M109 225 6,000 SH Defined 01,02 6,000 0 0
MUELLER INDUSTRIES Common Stock 624756102 1,294 43,600 SH Defined 01,02 43,600 0 0
MULTEX.COM INC Common Stock 625367107 22 1,700 SH Defined 01,02 1,700 0 0
MUNIHOLDINGS FLA INSD FUND Common Stock 62624W105 20 1,600 SH Defined 01,02 1,600 0 0
MURPHY OIL CORP Common Stock 626717102 2,919 53,997 SH Defined 01,02 53,997 0 0
MUSICMAKER.COM INC Common Stock 62757C108 25 2,400 SH Defined 01,02 2,400 0 0
MUSICLAND STORES CORP Common Stock 62758B109 25 2,800 SH Defined 01,02 2,800 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MUTUAL RISK MANAGEMENT LTD Common Stock 628351108 647 52,832 SH Defined 01,02 52,832 0 0
MYERS INDUSTRIES INC Common Stock 628464109 415 23,364 SH Defined 01,02 23,364 0 0
MYLAN LABORATORIES Common Stock 628530107 3,127 170,151 SH Defined 01,02 170,151 0 0
MYLEX CORP Common Stock 628546103 36 3,000 SH Defined 01,02 3,000 0 0
MYPOINTS COM INC Common Stock 62855T102 27 1,900 SH Defined 01,02 1,900 0 0
N B T BANCORP INC Common Stock 628778102 131 7,565 SH Defined 01,02 7,565 0 0
NBTY INC Common Stock 628782104 653 85,600 SH Defined 01,02 85,600 0 0
NCH CORP Common Stock 628850109 296 6,547 SH Defined 01,02 6,547 0 0
NCI BUILDING SYSTEMS INC Common Stock 628852105 123 7,400 SH Defined 01,02 7,400 0 0
NCO GROUP INC Common Stock 628858102 216 4,600 SH Defined 01,02 4,600 0 0
NCR CORP Common Stock 62886E108 3,935 119,032 SH Defined 01,02 119,032 0 0
NCS HEALTHCARE INC -CL A Common Stock 628874109 65 24,800 SH Defined 01,02 24,800 0 0
NFC PLC -ADR ADR 628923500 1,244 73,200 SH Defined 01,02 73,200 0 0
NEC CORP -ADR ADR 629050204 21,728 216,200 SH Defined 01,02 216,200 0 0
NFO WORLDWIDE INC Common Stock 62910N108 343 26,900 SH Defined 01,02 26,900 0 0
NL INDUSTRIES Common Stock 629156407 336 26,605 SH Defined 01,02 26,605 0 0
NPC INTERNATIONAL INC Common Stock 629360306 237 21,100 SH Defined 01,02 21,100 0 0
NTL INC Common Stock 629407107 2,537 26,400 SH Defined 01,02 26,400 0 0
NTT MOBILE COMM NTWK ticker mbnxy ADR 629424508 13,156 133,400 SH Defined 01,02 133,400 0 0
NUI CORP Common Stock 629430109 166 6,700 SH Defined 01,02 6,700 0 0
NVR INC Common Stock 62944T105 404 8,000 SH Defined 01,02 8,000 0 0
NYMAGIC INC Common Stock 629484106 85 6,500 SH Defined 01,02 6,500 0 0
NABISCO HLDGS CORP -CL A Common Stock 629526104 1,206 34,900 SH Defined 01,02 34,900 0 0
NABISCO GROUP HOLDINGS Common Stock 62952P102 5,591 372,723 SH Defined 01,02 372,723 0 0
NABORS INDUSTRIES Common Stock 629568106 3,469 138,775 SH Defined 01,02 138,775 0 0
NACCO INDUSTRIES -CL A Common Stock 629579103 685 9,803 SH Defined 01,02 9,803 0 0
NALCO CHEMICAL CO Common Stock 629853102 253 5,000 SH Defined 01,02 5,000 0 0
NASH FINCH CO Common Stock 631158102 97 13,900 SH Defined 01,02 13,900 0 0
NASHUA CORP Common Stock 631226107 66 7,400 SH Defined 01,02 7,400 0 0
NATIONAL AUSTRALIA BK -ADS ADR 632525408 14,194 192,300 SH Defined 01,02 192,300 0 0
NATIONAL BANCORP ALASKA INC Common Stock 632587101 566 22,100 SH Defined 01,02 22,100 0 0
NATIONAL BEVERAGE CORP Common Stock 635017106 78 9,700 SH Defined 01,02 9,700 0 0
NATIONAL CITY BANCORP/MN Common Stock 635312101 79 4,525 SH Defined 01,02 4,525 0 0
NATIONAL CITY BANCSHR/IN Common Stock 635313109 166 5,435 SH Defined 01,02 5,435 0 0
NATIONAL CITY CORP Common Stock 635405103 18,892 707,902 SH Defined 01,02 707,902 0 0
NATIONAL COMM BANCORP/TN Common Stock 635449101 1,580 71,900 SH Defined 01,02 71,900 0 0
NATIONAL COMPUTER SYS INC Common Stock 635519101 1,480 38,600 SH Defined 01,02 38,600 0 0
NATIONAL DATA CORP Common Stock 635621105 1,071 41,200 SH Defined 01,02 41,200 0 0
NATIONAL DISC BROKERS INC Common Stock 635646102 111 4,200 SH Defined 01,02 4,200 0 0
NATIONAL EQUIPMENT SVCS INC Common Stock 635847106 69 6,800 SH Defined 01,02 6,800 0 0
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NATIONAL HEALTH REALTY INC Common Stock 635905102 39 3,700 SH Defined 01,02 3,700 0 0
NATIONAL FUEL GAS CO Common Stock 636180101 2,200 46,628 SH Defined 01,02 46,628 0 0
NATIONAL GOLF PPTYS INC REIT 63623G109 281 12,500 SH Defined 01,02 12,500 0 0
NATIONAL GRID ADR 636274102 6,778 196,220 SH Defined 01,02 196,220 0 0
NATIONAL HEALTH INVS INC REIT 63633D104 256 15,600 SH Defined 01,02 15,600 0 0
NATIONAL INFORMATION
CONSORTIUM INC Common Stock 636491102 205 8,300 SH Defined 01,02 8,300 0 0
NATIONAL INSTRUMENTS CORP Common Stock 636518102 2,144 60,650 SH Defined 01,02 60,650 0 0
NATIONAL-OILWELL INC Common Stock 637071101 235 14,300 SH Defined 01,02 14,300 0 0
NATIONAL PENN BANCSHARES INC Common Stock 637138108 322 11,710 SH Defined 01,02 11,710 0 0
NATIONAL PWR PLC SPON ADR FINAL ADR 637194408 6,716 210,700 SH Defined 01,02 210,700 0 0
NATIONAL PRESTO INDS INC Common Stock 637215104 348 9,000 SH Defined 01,02 9,000 0 0
NATIONAL PROCESSING INC Common Stock 637229105 290 32,200 SH Defined 01,02 32,200 0 0
NATIONAL R V HOLDINGS INC Common Stock 637277104 51 2,600 SH Defined 01,02 2,600 0 0
NATIONAL SEMICONDUCTOR CORP Common Stock 637640103 5,865 191,889 SH Defined 01,02 191,889 0 0
NATIONAL SERVICE INDS INC Common Stock 637657107 1,468 46,611 SH Defined 01,02 46,611 0 0
NATIONAL STEEL CORP -CL B Common Stock 637844309 94 13,600 SH Defined 01,02 13,600 0 0
NATL WSTN LIFE INS CO -CL A Common Stock 638522102 161 1,900 SH Defined 01,02 1,900 0 0
NATL WESTMINSTER BANK -ADR ADR 638539403 27,425 197,300 SH Defined 01,02 197,300 0 0
NATIONSRENT INC Common Stock 638588103 34 4,400 SH Defined 01,02 4,400 0 0
NATIONWIDE FINL SVCS -CL A Common Stock 638612101 386 10,900 SH Defined 01,02 10,900 0 0
NATIONWIDE HEALTH PPTYS INC REIT 638620104 780 46,900 SH Defined 01,02 46,900 0 0
NAVIGATORS GROUP INC Common Stock 638904102 48 3,600 SH Defined 01,02 3,600 0 0
NATURES SUNSHINE PRODS INC Common Stock 639027101 227 23,945 SH Defined 01,02 23,945 0 0
NAUTICA ENTERPRISES INC Common Stock 639089101 681 42,250 SH Defined 01,02 42,250 0 0
NAVISTAR INTERNATIONL Common Stock 63934E108 3,521 75,716 SH Defined 01,02 75,716 0 0
NAVIGANT CONSULTING Common Stock 63935N107 2,309 49,800 SH Defined 01,02 49,800 0 0
NELSON (THOMAS) INC Common Stock 640376109 172 17,612 SH Defined 01,02 17,612 0 0
NEOMAGIC CORP Common Stock 640497103 60 7,700 SH Defined 01,02 7,700 0 0
NEON SYSTEMS INC Common Stock 640509105 19 700 SH Defined 01,02 700 0 0
NEPTUNE ORIENT LINES ADR 640773206 546 113,700 SH Defined 01,02 113,700 0 0
NERA AS ADR 640806105 5 2,000 SH Defined 01,02 2,000 0 0
NETWORK EVENT THEATER INC Common Stock 640924106 25 1,100 SH Defined 01,02 1,100 0 0
NETBANK INC Common Stock 640933107 126 5,700 SH Defined 01,02 5,700 0 0
NETWORKS ASSOCIATES INC Common Stock 640938106 3,164 165,424 SH Defined 01,02 165,424 0 0
NESTLE S A -SPON ADR ADR 641069406 50,416 536,548 SH Defined 01,02 536,548 0 0
NET PERCEPTIONS INC Common Stock 64107U101 29 1,700 SH Defined 01,02 1,700 0 0
NET2PHONE, INC Common Stock 64108N106 52 1,000 SH Defined 01,02 1,000 0 0
NETCOM AB ADR 64108R107 2,170 59,000 SH Defined 01,02 59,000 0 0
NETGRAVITY INC Common Stock 641114103 142 4,300 SH Defined 01,02 4,300 0 0
NETMANAGE INC Common Stock 641144100 25 12,140 SH Defined 01,02 12,140 0 0
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NETOPIA INC Common Stock 64114K104 44 1,100 SH Defined 01,02 1,100 0 0
NETRO CORP Common Stock 64114R109 93 3,400 SH Defined 01,02 3,400 0 0
NETIQ CORP Common Stock 64115P102 33 1,100 SH Defined 01,02 1,100 0 0
NETSCOUT SYSTEMS INC Common Stock 64115T104 43 2,000 SH Defined 01,02 2,000 0 0
NETWORK EQUIPMENT TECH INC Common Stock 641208103 240 26,100 SH Defined 01,02 26,100 0 0
NETWORK APPLIANCE INC Common Stock 64120L104 7,055 98,500 SH Defined 01,02 98,500 0 0
NETWORK ACCESS SOLUTIONS Common Stock 64120S109 436 32,900 SH Defined 01,02 32,900 0 0
NETWORK SOLUTIONS INC -CL A Common Stock 64121Q102 1,378 15,000 SH Defined 01,02 15,000 0 0
NETWORK PLUS CORP Common Stock 64122D506 81 5,900 SH Defined 01,02 5,900 0 0
NETZERO INC Common Stock 64122R109 325 12,500 SH Defined 01,02 12,500 0 0
NEUROGEN CORP Common Stock 64124E106 118 7,100 SH Defined 01,02 7,100 0 0
NEW CENTURY ENERGIES INC Common Stock 64352U103 4,420 132,172 SH Defined 01,02 132,172 0 0
NEW ENGLAND BUSINESS SVC INC Common Stock 643872104 503 17,600 SH Defined 01,02 17,600 0 0
NEW ENG CMNTY BANCORP -CL A Common Stock 643890106 36 1,400 SH Defined 01,02 1,400 0 0
NEW ENGLAND ELECTRIC SYSTEM Common Stock 644001109 3,672 70,780 SH Defined 01,02 70,780 0 0
NEW ERA OF NETWORKS INC Common Stock 644312100 197 9,100 SH Defined 01,02 9,100 0 0
NEW HORIZONS WORLDWIDE INC Common Stock 645526104 34 2,125 SH Defined 01,02 2,125 0 0
NEW JERSEY RESOURCES Common Stock 646025106 880 22,000 SH Defined 01,02 22,000 0 0
NEW PLAN EXCEL REALTY TRUST REIT 648053106 1,564 87,780 SH Defined 01,02 87,780 0 0
NEW WORLD DEV LTD SPONSORED
ADR ADR 649274305 2,860 651,400 SH Defined 01,02 651,400 0 0
NEW YORK TIMES CO -CL A Common Stock 650111107 7,455 198,791 SH Defined 01,02 198,791 0 0
NEWBRIDGE NETWORKS CORP Common Stock 650901101 2,906 111,500 SH Defined 01,02 111,500 0 0
NEWCOURT CREDIT GROUP INC Common Stock 650905102 576 44,100 SH Defined 01,02 44,100 0 0
NEWELL RUBBERMAID INC Common Stock 651229106 9,341 327,038 SH Defined 01,02 327,038 0 0
NEWFIELD EXPLORATION CO Common Stock 651290108 1,657 50,300 SH Defined 01,02 50,300 0 0
NEWHALL LAND &FARM -LP Common Stock 651426108 204 8,300 SH Defined 01,02 8,300 0 0
NEWMONT MINING CORP Common Stock 651639106 4,970 192,089 SH Defined 01,02 192,089 0 0
NEWPARK RESOURCES Common Stock 651718504 304 39,180 SH Defined 01,02 39,180 0 0
NEWPORT NEWS SHIPBUILDING Common Stock 652228107 1,346 41,654 SH Defined 01,02 41,654 0 0
NEWS CORP LTD -ADR ADR 652487703 14,350 504,600 SH Defined 01,02 504,600 0 0
NEWS CORP LTD SPONSORED ADR
PFD Preferred Stock 652487802 275 10,300 SH Defined 01,02 10,300 0 0
NEWSEDGE CORP Common Stock 65249Q106 56 6,100 SH Defined 01,02 6,100 0 0
NIAGARA BANCORP INC Common Stock 652914102 22 2,100 SH Defined 01,02 2,100 0 0
NEXTERA Common Stock 65332E101 55 15,300 SH Defined 01,02 15,300 0 0
NEXTCARD INC Common Stock 65332K107 127 5,200 SH Defined 01,02 5,200 0 0
NEXTEL COMMUNICATIONS Common Stock 65332V103 25,711 379,144 SH Defined 01,02 379,144 0 0
NEXTLINK COMM INC -CL A Common Stock 65333H707 2,291 44,200 SH Defined 01,02 44,200 0 0
NIAGARA MOHAWK POWER Common Stock 653520106 3,334 214,203 SH Defined 01,02 214,203 0 0
NICE SYSTEMS LTD -SPON ADR ADR 653656108 129 5,000 SH Defined 01,02 5,000 0 0
NICHOLS RESEARCH CORPORATION Common Stock 653818104 149 5,600 SH Defined 01,02 5,600 0 0
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NIELSEN MEDIA RESEARCH INC Common Stock 653929307 833 22,400 SH Defined 01,02 22,400 0 0
NICOR INC Common Stock 654086107 2,024 54,424 SH Defined 01,02 54,424 0 0
NIKE INC -CL B Common Stock 654106103 18,407 323,634 SH Defined 01,02 323,634 0 0
99 CENTS ONLY STORES Common Stock 65440K106 407 11,280 SH Defined 01,02 11,280 0 0
NIPPON TELEGRPH & TELE -ADR ADR 654624105 132,269 2,144,178 SH Defined 01,02 2,144,178 0 0
NISOURCE INC Common Stock 65473P105 3,309 149,558 SH Defined 01,02 149,558 0 0
NISSAN MOTOR CO LTD -SP ADR ADR 654744408 10,316 873,300 SH Defined 01,02 873,300 0 0
NOBLE AFFILIATES INC Common Stock 654894104 1,972 67,992 SH Defined 01,02 67,992 0 0
NOKIA CORP -ADR ADR 654902204 55,624 618,900 SH Defined 01,02 618,900 0 0
NOBLE DRILLING CORP Common Stock 655042109 3,445 157,500 SH Defined 01,02 157,500 0 0
NORDSON CORP Common Stock 655663102 979 19,972 SH Defined 01,02 19,972 0 0
NORDSTROM INC Common Stock 655664100 4,342 160,807 SH Defined 01,02 160,807 0 0
NORFOLK SOUTHERN CORP Common Stock 655844108 10,671 435,558 SH Defined 01,02 435,558 0 0
NORMANDY MNG LTD SPON ADR NEW ADR 656190204 1,342 103,231 SH Defined 01,02 103,231 0 0
NORSK HYDRO AS -ADR ADR 656531605 6,812 158,430 SH Defined 01,02 158,430 0 0
NORSTAN INC Common Stock 656535101 26 3,300 SH Defined 01,02 3,300 0 0
NORTEK INC Common Stock 656559101 242 7,100 SH Defined 01,02 7,100 0 0
NORTHERN TELECOM LTD Common Stock 656569100 77,845 1,526,382 SH Defined 01,02 1,526,382 0 0
NORTH AMERICAN VACCINE INC Common Stock 657201109 297 39,600 SH Defined 01,02 39,600 0 0
NORTH FACE INC Common Stock 659317101 20 3,400 SH Defined 01,02 3,400 0 0
NORTH FORK BANCORPORATION Common Stock 659424105 3,237 166,014 SH Defined 01,02 166,014 0 0
NORTH LTD SPONSORED ADR ADR 660491101 1,015 95,700 SH Defined 01,02 95,700 0 0
NORTH PITTSBURGH SYSTEMS Common Stock 661562108 64 3,500 SH Defined 01,02 3,500 0 0
NORTHEAST OPTIC NETWORK INC Common Stock 664334109 49 1,300 SH Defined 01,02 1,300 0 0
NORTHEAST UTILITIES Common Stock 664397106 2,888 157,177 SH Defined 01,02 157,177 0 0
NORTHERN BORDER PARTNRS -LP Common Stock 664785102 183 6,300 SH Defined 01,02 6,300 0 0
NORTHERN STATES POWER/MN Common Stock 665772109 3,794 175,950 SH Defined 01,02 175,950 0 0
NORTHERN TRUST CORP Common Stock 665859104 10,625 127,247 SH Defined 01,02 127,247 0 0
NORTHFIELD LABORATORIES INC Common Stock 666135108 133 9,400 SH Defined 01,02 9,400 0 0
NORTHLAND CRANBERRIES -CL A Common Stock 666499108 56 8,500 SH Defined 01,02 8,500 0 0
NORTHPOINT COMMUNICATIONS GROUP INC Common Stock 666610100 709 38,300 SH Defined 01,02 38,300 0 0
NORTHROP GRUMMAN CORP Common Stock 666807102 5,016 78,913 SH Defined 01,02 78,913 0 0
NORTHWEST AIRLINES CORP Common Stock 667280101 1,446 56,700 SH Defined 01,02 56,700 0 0
NORTHWEST BANCORP INC Common Stock 667328108 141 16,300 SH Defined 01,02 16,300 0 0
NORTHWEST NATURAL GAS CO Common Stock 667655104 782 30,300 SH Defined 01,02 30,300 0 0
NORTHWESTERN CORP Common Stock 668074107 646 28,400 SH Defined 01,02 28,400 0 0
NOVA CHEMICALS CORP Common Stock 66977W109 1,294 60,379 SH Defined 01,02 60,379 0 0
NOVA CORP/GA Common Stock 669784100 2,195 87,800 SH Defined 01,02 87,800 0 0
NOVARTIS AG ADR ADR 66987V109 64,558 870,392 SH Defined 01,02 870,392 0 0
NOVACARE INC Common Stock 669930109 28 23,500 SH Defined 01,02 23,500 0 0
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NOVADIGM INC Common Stock 669937104 31 2,100 SH Defined 01,02 2,100 0 0
NOVELL INC Common Stock 670006105 7,924 383,049 SH Defined 01,02 383,049 0 0
NOVELLUS SYSTEMS INC Common Stock 670008101 3,183 47,201 SH Defined 01,02 47,201 0 0
NOVEN PHARMACEUTICALS INC Common Stock 670009109 246 28,900 SH Defined 01,02 28,900 0 0
NOVO-NORDISK A/S -ADR ADR 670100205 5,162 86,400 SH Defined 01,02 86,400 0 0
NOVOSTE CORP Common Stock 67010C100 61 3,400 SH Defined 01,02 3,400 0 0
NU SKIN ENTERPRISES -CL A Common Stock 67018T105 62 4,600 SH Defined 01,02 4,600 0 0
NUCENTRIX BROADBAND NETWORKS Common Stock 670198100 19 800 SH Defined 01,02 800 0 0
NSTAR BEN INT Common Stock 67019E107 1,320 34,056 SH Defined 01,02 34,056 0 0
NUCOR CORP Common Stock 670346105 4,768 100,114 SH Defined 01,02 100,114 0 0
NUEVO ENERGY CO Common Stock 670509108 109 6,300 SH Defined 01,02 6,300 0 0
NUEVO GRUPO IUSACELL ADR 670512102 42 4,400 SH Defined 01,02 4,400 0 0
NUMAC ENERGY INC Common Stock 67052A103 237 63,300 SH Defined 01,02 63,300 0 0
NVIDIA Common Stock 67066G104 87 4,500 SH Defined 01,02 4,500 0 0
O CHARLEYS INC Common Stock 670823103 56 3,800 SH Defined 01,02 3,800 0 0
OEC MED SYS INC Common Stock 670828102 422 12,000 SH Defined 01,02 12,000 0 0
OGE ENERGY CORP Common Stock 670837103 2,079 93,420 SH Defined 01,02 93,420 0 0
OM GROUP INC Common Stock 670872100 1,115 29,050 SH Defined 01,02 29,050 0 0
OMV AG ADR 670875509 1,798 96,950 SH Defined 01,02 96,950 0 0
OAK INDUSTRIES INC Common Stock 671400505 757 22,260 SH Defined 01,02 22,260 0 0
OAK TECHNOLOGY INC Common Stock 671802106 131 29,400 SH Defined 01,02 29,400 0 0
OAKLEY INC Common Stock 673662102 343 55,480 SH Defined 01,02 55,480 0 0
OAKWOOD HOMES Common Stock 674098108 257 57,100 SH Defined 01,02 57,100 0 0
OBJECT DESIGN INC Common Stock 674416102 70 15,400 SH Defined 01,02 15,400 0 0
OCCIDENTAL PETROLEUM CORP Common Stock 674599105 9,199 397,781 SH Defined 01,02 397,781 0 0
OCE NV ADR 674627203 804 42,900 SH Defined 01,02 42,900 0 0
OCEAN ENERGY INC Common Stock 67481E106 2,024 198,710 SH Defined 01,02 198,710 0 0
OCEANEERING INTERNATIONAL Common Stock 675232102 461 27,400 SH Defined 01,02 27,400 0 0
OCEANFIRST FINANCIAL CORP Common Stock 675234108 118 7,200 SH Defined 01,02 7,200 0 0
OCTEL CORP Common Stock 675727101 13 1,125 SH Defined 01,02 1,125 0 0
OCULAR SCIENCES INC Common Stock 675744106 194 10,000 SH Defined 01,02 10,000 0 0
OCWEN FINANCIAL CORP Common Stock 675746101 118 17,600 SH Defined 01,02 17,600 0 0
OFFICE DEPOT INC Common Stock 676220106 4,499 428,514 SH Defined 01,02 428,514 0 0
OFFICEMAX INC Common Stock 67622M108 789 135,710 SH Defined 01,02 135,710 0 0
OFFSHORE LOGISTICS Common Stock 676255102 267 25,900 SH Defined 01,02 25,900 0 0
OGDEN CORP Common Stock 676346109 610 58,796 SH Defined 01,02 58,796 0 0
OHIO CASUALTY CORP Common Stock 677240103 1,159 68,700 SH Defined 01,02 68,700 0 0
LUKOIL ADR 677862104 2,445 89,900 SH Defined 01,02 89,900 0 0
OLD KENT FINANCIAL CORP Common Stock 679833103 5,366 144,537 SH Defined 01,02 144,537 0 0
OLD NATIONAL BANCORP Common Stock 680033107 881 30,496 SH Defined 01,02 30,496 0 0
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OLD REPUBLIC INTL CORP Common Stock 680223104 2,262 156,644 SH Defined 01,02 156,644 0 0
OLIN CORP Common Stock 680665205 738 54,140 SH Defined 01,02 54,140 0 0
OLSTEN CORP Common Stock 681385100 1,013 97,095 SH Defined 01,02 97,095 0 0
OLYMPUS OPTICAL ADR 681627204 2,494 184,400 SH Defined 01,02 184,400 0 0
OMNICARE INC Common Stock 681904108 1,150 119,464 SH Defined 01,02 119,464 0 0
OMNICOM GROUP Common Stock 681919106 16,196 204,526 SH Defined 01,02 204,526 0 0
OMEGA HEALTHCARE INVS INC REIT 681936100 260 12,400 SH Defined 01,02 12,400 0 0
OMEGA FINL CORP Common Stock 682092101 70 2,200 SH Defined 01,02 2,200 0 0
OMNIPOINT CORP Common Stock 68212D102 1,894 33,900 SH Defined 01,02 33,900 0 0
ON ASSIGNMENT INC Common Stock 682159108 113 4,700 SH Defined 01,02 4,700 0 0
ON COMMAND CORP Common Stock 682160106 167 8,800 SH Defined 01,02 8,800 0 0
ONCOR INC Common Stock 682311105 0 600 SH Defined 01,02 600 0 0
ONE VALLEY BANCORP/WV Common Stock 682419106 625 18,112 SH Defined 01,02 18,112 0 0
1-800-FLOWERS.COM. INC Common Stock 68243Q106 85 5,900 SH Defined 01,02 5,900 0 0
ONEIDA LTD Common Stock 682505102 244 10,250 SH Defined 01,02 10,250 0 0
ONEMAIN.COM INC Common Stock 68267P109 30 1,800 SH Defined 01,02 1,800 0 0
ONEOK INC Common Stock 682680103 1,088 35,878 SH Defined 01,02 35,878 0 0
ONSALE INC Common Stock 682838107 138 10,100 SH Defined 01,02 10,100 0 0
ON2 COM INC Common Stock 68338A107 89 5,900 SH Defined 01,02 5,900 0 0
ONYX SOFTWARE CORP Common Stock 683402101 20 1,300 SH Defined 01,02 1,300 0 0
OPEN MARKET INC Common Stock 68370M100 310 23,600 SH Defined 01,02 23,600 0 0
VIMPEL-COMMUNICATIONS ADR 68370R109 227 17,800 SH Defined 01,02 17,800 0 0
OPTICAL CABLE CORP Common Stock 683827109 277 25,200 SH Defined 01,02 25,200 0 0
OPTICAL COATING LAB INC Common Stock 683829105 101 1,100 SH Defined 01,02 1,100 0 0
ORACLE CORP Common Stock 68389X105 76,078 1,672,040 SH Defined 01,02 1,672,040 0 0
ORANGE PLC ADR ADR 685211104 17,164 172,500 SH Defined 01,02 172,500 0 0
ORBITAL ENGN -SPON ADR ADR 685563306 5 1,600 SH Defined 01,02 1,600 0 0
ORBITAL SCIENCES CORP Common Stock 685564106 796 45,500 SH Defined 01,02 45,500 0 0
ORGANOGENESIS INC Common Stock 685906109 304 40,485 SH Defined 01,02 40,485 0 0
OREGON STEEL MILLS INC Common Stock 686079104 344 30,715 SH Defined 01,02 30,715 0 0
O REILLY AUTOMOTIVE INC Common Stock 686091109 1,439 30,200 SH Defined 01,02 30,200 0 0
ORIENTAL FINANCIAL GROUP Common Stock 68618W100 23 1,000 SH Defined 01,02 1,000 0 0
ORION CAPITAL CORP Common Stock 686268103 1,590 33,562 SH Defined 01,02 33,562 0 0
ORIX CORP ADR 686330101 4,811 79,200 SH Defined 01,02 79,200 0 0
ORTHODONTIC CENTERS OF AMER Common Stock 68750P103 1,297 74,400 SH Defined 01,02 74,400 0 0
OSHKOSH B'GOSH INC -CL A Common Stock 688222207 320 20,030 SH Defined 01,02 20,030 0 0
OSHKOSH TRUCK CORP Common Stock 688239201 148 5,550 SH Defined 01,02 5,550 0 0
OSMONICS INC Common Stock 688350107 53 5,000 SH Defined 01,02 5,000 0 0
OSTEOTECH INC Common Stock 688582105 251 18,450 SH Defined 01,02 18,450 0 0
O'SULLIVAN INDS HLDGS INC Common Stock 688609106 147 9,800 SH Defined 01,02 9,800 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
OTTAWA FINANCIAL CORP Common Stock 689389104 34 1,631 SH Defined 01,02 1,631 0 0
OTTER TAIL POWER CO Common Stock 689648103 298 7,000 SH Defined 01,02 7,000 0 0
OUTBACK STEAKHOUSE INC Common Stock 689899102 2,292 89,982 SH Defined 01,02 89,982 0 0
OUTDOOR SYSTEMS INC Common Stock 690057104 3,293 92,105 SH Defined 01,02 92,105 0 0
OVERSEAS SHIPHOLDING GROUP Common Stock 690368105 668 43,279 SH Defined 01,02 43,279 0 0
OWENS & MINOR INC Common Stock 690732102 423 43,950 SH Defined 01,02 43,950 0 0
OWENS CORNING Common Stock 69073F103 1,372 63,246 SH Defined 01,02 63,246 0 0
OWENS-ILLINOIS INC Common Stock 690768403 3,529 178,131 SH Defined 01,02 178,131 0 0
OXFORD HEALTH PLANS INC Common Stock 691471106 1,338 107,052 SH Defined 01,02 107,052 0 0
OXFORD INDUSTRIES INC Common Stock 691497309 213 9,900 SH Defined 01,02 9,900 0 0
PC CONNECTION INC Common Stock 69318J100 72 4,800 SH Defined 01,02 4,800 0 0
P-COM INC Common Stock 693262107 486 69,400 SH Defined 01,02 69,400 0 0
PECO ENERGY CO Common Stock 693304107 8,027 214,041 SH Defined 01,02 214,041 0 0
PG&E CORP Common Stock 69331C108 11,353 438,779 SH Defined 01,02 438,779 0 0
PFF BANCORP INC Common Stock 69331W104 97 4,700 SH Defined 01,02 4,700 0 0
PE CORP Common Stock 69332S102 8,534 118,124 SH Defined 01,02 118,124 0 0
CELERA GENOMICS Common Stock 69332S201 81 2,000 SH Defined 01,02 2,000 0 0
PIMCO ADVISORS HLDG -LP Common Stock 69338P102 195 6,200 SH Defined 01,02 6,200 0 0
PLD TELEKOM INC Common Stock 69340T100 1 200 SH Defined 01,02 200 0 0
PLX TECHNOLOGY INC Common Stock 693417107 41 1,700 SH Defined 01,02 1,700 0 0
PMA CAP CORP CL A Common Stock 693419202 42 2,100 SH Defined 01,02 2,100 0 0
PMC COMMERCIAL TRUST Common Stock 693434102 53 4,000 SH Defined 01,02 4,000 0 0
PMC-SIERRA INC Common Stock 69344F106 3,182 34,400 SH Defined 01,02 34,400 0 0
PMI GROUP INC Common Stock 69344M101 2,208 54,022 SH Defined 01,02 54,022 0 0
PNC BANK CORP Common Stock 693475105 18,274 346,837 SH Defined 01,02 346,837 0 0
PP&L RESOURCES INC Common Stock 693499105 4,872 180,022 SH Defined 01,02 180,022 0 0
PPG INDUSTRIES INC Common Stock 693506107 11,984 199,729 SH Defined 01,02 199,729 0 0
PRI AUTOMATION INC Common Stock 69357H106 477 13,200 SH Defined 01,02 13,200 0 0
PS BUSINESS PARKS REIT 69360J107 250 9,600 SH Defined 01,02 9,600 0 0
PSC INC Common Stock 69361E107 28 3,500 SH Defined 01,02 3,500 0 0
INTI INDORAYON UTAMA ADR 69364L207 2 10,731 SH Defined 01,02 10,731 0 0
PT TRI POLYTA INDONSIA -ADR ADR 69365B109 1 1,200 SH Defined 01,02 1,200 0 0
PT PASIFIK SATELIT NUSANTARA -SPON ADR ADR 69365Q106 220 28,800 SH Defined 01,02 28,800 0 0
PSS WORLD MEDICAL INC Common Stock 69366A100 834 93,275 SH Defined 01,02 93,275 0 0
PACCAR INC Common Stock 693718108 4,556 89,552 SH Defined 01,02 89,552 0 0
SANTA BARBARA BANCORP Common Stock 69404P101 306 8,900 SH Defined 01,02 8,900 0 0
PACIFIC CENTURY FINANCIAL CP Common Stock 694058108 1,967 96,260 SH Defined 01,02 96,260 0 0
PACIFIC DUNLOP LTD -ADR ADR 694185208 1,136 179,890 SH Defined 01,02 179,890 0 0
PACIFIC GATEWAY EXCHANGE INC Common Stock 694327107 157 9,600 SH Defined 01,02 9,600 0 0
PACIFIC GULF PROPERTIES INC REIT 694396102 409 20,500 SH Defined 01,02 20,500 0 0
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PACIFIC SUNWEAR CALIF INC Common Stock 694873100 1,056 37,675 SH Defined 01,02 37,675 0 0
PACIFICARE HEALTH SYSTEMS Common Stock 695112102 2,605 60,220 SH Defined 01,02 60,220 0 0
PACIFICORP Common Stock 695114108 6,839 339,815 SH Defined 01,02 339,815 0 0
PACKETEER INC Common Stock 695210104 68 2,000 SH Defined 01,02 2,000 0 0
PAGEMART WIRELESS INC -CL A Common Stock 69553J104 110 18,300 SH Defined 01,02 18,300 0 0
PAGING NETWORK INC Common Stock 695542100 71 69,200 SH Defined 01,02 69,200 0 0
PAINE WEBBER GROUP Common Stock 695629105 6,055 167,036 SH Defined 01,02 167,036 0 0
PAIRGAIN TECHNOLOGIES INC Common Stock 695934109 751 58,900 SH Defined 01,02 58,900 0 0
PALEX INC Common Stock 696368109 24 3,500 SH Defined 01,02 3,500 0 0
PALL CORP Common Stock 696429307 3,313 142,898 SH Defined 01,02 142,898 0 0
PALM HARBOR HOMES INC Common Stock 696639103 167 12,157 SH Defined 01,02 12,157 0 0
PANAMSAT CORP Common Stock 697933109 1,005 27,824 SH Defined 01,02 27,824 0 0
PAN PAC RETAIL PPTYS INC REIT 69806L104 369 21,600 SH Defined 01,02 21,600 0 0
PANERA BREAD COMPANY Common Stock 69840W108 98 14,800 SH Defined 01,02 14,800 0 0
THE PANTRY INC Common Stock 698657103 16 1,400 SH Defined 01,02 1,400 0 0
PAPA JOHNS INTERNATIONAL INC Common Stock 698813102 1,489 36,100 SH Defined 01,02 36,100 0 0
PARADYNE NETWORK, INC. Common Stock 69911G107 434 15,500 SH Defined 01,02 15,500 0 0
PARAMETRIC TECHNOLOGY CORP Common Stock 699173100 4,197 310,879 SH Defined 01,02 310,879 0 0
PAREXEL INTERNATIONAL CORP Common Stock 699462107 339 37,200 SH Defined 01,02 37,200 0 0
PARK ELECTROCHEMICAL CORP Common Stock 700416209 418 12,700 SH Defined 01,02 12,700 0 0
PARK NATIONAL CORP Common Stock 700658107 525 5,200 SH Defined 01,02 5,200 0 0
PARK OHIO HOLDINGS CORP Common Stock 700666100 75 6,000 SH Defined 01,02 6,000 0 0
PARK PLACE ENTERTAINMENT Common Stock 700690100 1,291 103,300 SH Defined 01,02 103,300 0 0
PARKER DRILLING CO Common Stock 701081101 182 41,100 SH Defined 01,02 41,100 0 0
PARKER-HANNIFIN CORP Common Stock 701094104 5,560 124,073 SH Defined 01,02 124,073 0 0
PARKERVISION INC Common Stock 701354102 113 4,700 SH Defined 01,02 4,700 0 0
PARKVALE FINL CORP Common Stock 701492100 27 1,425 SH Defined 01,02 1,425 0 0
PARKWAY PROPERTIES INC REIT 70159Q104 348 10,800 SH Defined 01,02 10,800 0 0
PATHOGENESIS CORP Common Stock 70321E104 175 11,400 SH Defined 01,02 11,400 0 0
PATTERSON DENTAL CO Common Stock 703412106 2,220 44,800 SH Defined 01,02 44,800 0 0
PATTERSON ENERGY INC Common Stock 703414102 39 2,600 SH Defined 01,02 2,600 0 0
PAXAR CORP Common Stock 704227107 545 57,365 SH Defined 01,02 57,365 0 0
PAXSON COMM CORP -CL A Common Stock 704231109 203 16,600 SH Defined 01,02 16,600 0 0
PAYCHEX INC Common Stock 704326107 9,696 284,133 SH Defined 01,02 284,133 0 0
PAYLESS SHOESOURCE INC Common Stock 704379106 1,938 38,374 SH Defined 01,02 38,374 0 0
PEARL ORIENTAL HOLDINGS -SP ADR ADR 70477P101 200 124,300 SH Defined 01,02 124,300 0 0
PEARSON SP. ADR ADR 705015105 8,349 388,750 SH Defined 01,02 388,750 0 0
PEC ISRAEL ECONOMIC CORP Common Stock 705098101 397 11,400 SH Defined 01,02 11,400 0 0
PECHINEY ADR 705151207 1,981 72,200 SH Defined 01,02 72,200 0 0
PEDIATRIX MEDICAL GROUP INC Common Stock 705324101 332 23,900 SH Defined 01,02 23,900 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PEGASYSTEMS INC Common Stock 705573103 142 18,300 SH Defined 01,02 18,300 0 0
PEGASUS COMMUNICATIONS CP Common Stock 705904100 54 1,200 SH Defined 01,02 1,200 0 0
PEGASUS SYSTEMS INC Common Stock 705906105 210 5,600 SH Defined 01,02 5,600 0 0
PENFORD CORP Common Stock 707051108 124 9,100 SH Defined 01,02 9,100 0 0
PENINSULAR & ORIENTAL STEAM NA ADR 707190401 6,343 208,400 SH Defined 01,02 208,400 0 0
PENN ENGINEERING & MFG CORP COMMON Common Stock 707389300 113 4,600 SH Defined 01,02 4,600 0 0
PENN TREATY AMERN CORP Common Stock 707874103 69 3,300 SH Defined 01,02 3,300 0 0
PENN VIRGINIA CORP Common Stock 707882106 116 5,600 SH Defined 01,02 5,600 0 0
PENNEY (J C) CO Common Stock 708160106 10,398 301,396 SH Defined 01,02 301,396 0 0
PENNSYLVANIA ENTERPRISES INC Common Stock 708720107 431 13,300 SH Defined 01,02 13,300 0 0
PENNSYLVANIA RE INVS TRUST REIT 709102107 255 13,500 SH Defined 01,02 13,500 0 0
PENNZOIL-QUAKER Common Stock 709323109 1,174 92,966 SH Defined 01,02 92,966 0 0
PENTAIR INC Common Stock 709631105 2,046 51,001 SH Defined 01,02 51,001 0 0
PENTON MEDIA INC Common Stock 709668107 137 8,400 SH Defined 01,02 8,400 0 0
PEOPLES BANCORP INC/OH Common Stock 709789101 36 1,290 SH Defined 01,02 1,290 0 0
PEOPLES BANK BRIDGEPORT CT Common Stock 710198102 951 40,250 SH Defined 01,02 40,250 0 0
PEOPLES ENERGY CORP Common Stock 711030106 1,421 40,382 SH Defined 01,02 40,382 0 0
PEOPLES HERITAGE FINL GP INC Common Stock 711147108 565 33,968 SH Defined 01,02 33,968 0 0
PEOPLES HLDG CO Common Stock 711148106 77 2,250 SH Defined 01,02 2,250 0 0
PEOPLESOFT INC Common Stock 712713106 4,757 280,872 SH Defined 01,02 280,872 0 0
PEP BOYS-MANNY MOE & JACK Common Stock 713278109 901 60,604 SH Defined 01,02 60,604 0 0
PEPKOR SP. ADR ADR 713350304 427 63,800 SH Defined 01,02 63,800 0 0
PEPSI BOTTLING GROUP Common Stock 713409100 1,653 96,900 SH Defined 01,02 96,900 0 0
PEPSICO INC Common Stock 713448108 51,901 1,701,670 SH Defined 01,02 1,701,670 0 0
PER-SE TECHNOLOGIES INC Common Stock 713569200 88 25,600 SH Defined 01,02 25,600 0 0
PERCLOSE INC Common Stock 71361C107 196 4,200 SH Defined 01,02 4,200 0 0
PEREZ COMPANC S.A. ADR 713665107 3,216 264,469 SH Defined 01,02 264,469 0 0
PEREGRINE SYSTEMS INC Common Stock 71366Q101 656 16,100 SH Defined 01,02 16,100 0 0
PERFORMANCE FOOD GROUP CO Common Stock 713755106 425 16,600 SH Defined 01,02 16,600 0 0
PERFORMANCE TECHNOLOGIES INC Common Stock 71376K102 20 900 SH Defined 01,02 900 0 0
PERIPHONICS CORP Common Stock 714005105 82 2,600 SH Defined 01,02 2,600 0 0
PERNOD RICARD ADR 714264108 2,583 153,750 SH Defined 01,02 153,750 0 0
PEROT SYSTEMS Common Stock 714265105 615 32,900 SH Defined 01,02 32,900 0 0
PERRIGO COMPANY Common Stock 714290103 760 96,449 SH Defined 01,02 96,449 0 0
PERSISTENCE SOFTWARE INC Common Stock 715329108 40 1,400 SH Defined 01,02 1,400 0 0
PERSONNEL GROUP AMERICA INC Common Stock 715338109 59 9,400 SH Defined 01,02 9,400 0 0
PERUSAHAAN INDO SAT -ADR ADR 715680104 968 71,700 SH Defined 01,02 71,700 0 0
PT TELEKOMUNIKASI INDONESIA -ADS ADR 715684106 2,208 318,220 SH Defined 01,02 318,220 0 0
PERVASIVE SOFTWARE INC Common Stock 715710109 124 3,600 SH Defined 01,02 3,600 0 0
PETSEC ENERGY LTD ADR ADR 715796108 2 2,200 SH Defined 01,02 2,200 0 0
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PETCO ANIMAL SUPPLIES INC Common Stock 716016100 97 8,150 SH Defined 01,02 8,150 0 0
PETRIE STORES LIQUIDATION TR Common Stock 716437108 59 25,500 SH Defined 01,02 25,500 0 0
PETROLEUM GEO-SVC -SPON ADR ADR 716597109 870 45,650 SH Defined 01,02 45,650 0 0
PETSMART INC Common Stock 716768106 260 70,000 SH Defined 01,02 70,000 0 0
PEUGEOT-CITROEN S A ADR ADR 716825500 7,058 140,850 SH Defined 01,02 140,850 0 0
PHARMACYCLICS INC Common Stock 716933106 82 2,000 SH Defined 01,02 2,000 0 0
PHARMACIA & UPJOHN INC Common Stock 716941109 28,714 578,616 SH Defined 01,02 578,616 0 0
PFEIFFER VACUUM TECHNOLOGY ADR 717067102 226 6,099 SH Defined 01,02 6,099 0 0
PFIZER INC Common Stock 717081103 161,532 4,502,646 SH Defined 01,02 4,502,646 0 0
PHARMACEUTICAL PROD DEV INC Common Stock 717124101 431 31,800 SH Defined 01,02 31,800 0 0
PHARMACEUTICAL RES INC Common Stock 717125108 13 2,500 SH Defined 01,02 2,500 0 0
PHARMACOPEIA INC Common Stock 71713B104 25 2,300 SH Defined 01,02 2,300 0 0
PHELPS DODGE CORP Common Stock 717265102 3,634 65,995 SH Defined 01,02 65,995 0 0
PHILADELPHIA CONS HLDG CORP Common Stock 717528103 78 5,800 SH Defined 01,02 5,800 0 0
PHILADELPHIA SUBURBAN CORP Common Stock 718009608 1,166 49,478 SH Defined 01,02 49,478 0 0
PHILIP MORRIS COS INC Common Stock 718154107 94,130 2,753,351 SH Defined 01,02 2,753,351 0 0
PHILIP SERVICES CORP Common Stock 71819M103 0 2,100 SH Defined 01,02 2,100 0 0
PHILIPPINE LG DIST -SP ADR ADR 718252604 1,645 75,620 SH Defined 01,02 75,620 0 0
PHILIPS INTL REALTY CORP REIT 718333107 117 7,400 SH Defined 01,02 7,400 0 0
PHILLIPS PETROLEUM CO Common Stock 718507106 14,085 288,925 SH Defined 01,02 288,925 0 0
PHILLIPS-VAN HEUSEN Common Stock 718592108 295 33,200 SH Defined 01,02 33,200 0 0
PHOENIX INVESTMENT PARTNERS Common Stock 719085102 229 27,350 SH Defined 01,02 27,350 0 0
PHOENIX TECHNOLOGIES LTD Common Stock 719153108 69 6,200 SH Defined 01,02 6,200 0 0
PHONE Common Stock 71920Q100 3,030 20,000 SH Defined 01,02 20,000 0 0
PHOTOGEN TECHNOLOGIES INC Common Stock 71932A101 38 2,900 SH Defined 01,02 2,900 0 0
PHOTRONICS INC Common Stock 719405102 756 33,700 SH Defined 01,02 33,700 0 0
PHYCOR INC Common Stock 71940F100 446 101,912 SH Defined 01,02 101,912 0 0
PICTURETEL CORP Common Stock 720035302 208 48,900 SH Defined 01,02 48,900 0 0
PIEDMONT NATURAL GAS CO Common Stock 720186105 1,152 38,000 SH Defined 01,02 38,000 0 0
PIER 1 IMPORTS INC/DE Common Stock 720279108 771 117,468 SH Defined 01,02 117,468 0 0
PIERCE LEAHY CORP Common Stock 720722107 121 5,100 SH Defined 01,02 5,100 0 0
PILGRIM CAPITAL CORP Common Stock 72142Y103 30 1,050 SH Defined 01,02 1,050 0 0
PILGRIMS PRIDE CORP Common Stock 721467108 120 13,800 SH Defined 01,02 13,800 0 0
PILGRIMS PRIDE CORP - CL A Common Stock 721467207 30 5,800 SH Defined 01,02 5,800 0 0
PILLOWTEX CORP Common Stock 721501104 130 17,369 SH Defined 01,02 17,369 0 0
PINNACLE HOLDINGS Common Stock 72346N101 914 35,000 SH Defined 01,02 35,000 0 0
PINNACLE SYSTEMS INC Common Stock 723481107 470 11,100 SH Defined 01,02 11,100 0 0
PINNACLE WEST CAPITAL Common Stock 723484101 3,696 101,619 SH Defined 01,02 101,619 0 0
PIONEER CORP ADR 723646105 2,048 120,450 SH Defined 01,02 120,450 0 0
PIONEER GROUP INC Common Stock 723684106 483 32,200 SH Defined 01,02 32,200 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PIONEER HI-BRED INTERNATIONL Common Stock 723686101 11,043 278,244 SH Defined 01,02 278,244 0 0
PIONEER INTERNATIONAL ADR 723711305 1,438 581,750 SH Defined 01,02 581,750 0 0
PIONEER NATURAL RESOURCES CO Common Stock 723787107 1,273 119,827 SH Defined 01,02 119,827 0 0
PIONEER STANDARD ELECTRONICS Common Stock 723877106 468 32,437 SH Defined 01,02 32,437 0 0
PITNEY BOWES INC Common Stock 724479100 18,852 309,366 SH Defined 01,02 309,366 0 0
PITTSTON CO-BRINKS GROUP Common Stock 725701106 1,129 48,701 SH Defined 01,02 48,701 0 0
PITTSTON CO-BAX GROUP Common Stock 725701882 206 25,515 SH Defined 01,02 25,515 0 0
PITTWAY CORP DEL COM Common Stock 725790109 260 9,200 SH Defined 01,02 9,200 0 0
PIXAR Common Stock 725811103 993 26,400 SH Defined 01,02 26,400 0 0
PIVITAL CORPORATION Common Stock 72581R106 179 10,000 SH Defined 01,02 10,000 0 0
PLACER DOME INC Common Stock 725906101 5,550 373,082 SH Defined 01,02 373,082 0 0
PLAINS RESOURCES INC Common Stock 726540503 372 20,800 SH Defined 01,02 20,800 0 0
PLANTRONICS INC Common Stock 727493108 1,030 20,700 SH Defined 01,02 20,700 0 0
PLAYERS INTERNATIONAL INC Common Stock 727903106 289 39,000 SH Defined 01,02 39,000 0 0
PLAYBOY ENTERPRISES -CL B Common Stock 728117300 304 11,400 SH Defined 01,02 11,400 0 0
PLAYTEX PRODUCTS INC Common Stock 72813P100 422 28,600 SH Defined 01,02 28,600 0 0
PLEXUS CORP Common Stock 729132100 655 21,400 SH Defined 01,02 21,400 0 0
PLUM CREEK TIMBER CO -LP Common Stock 729251108 769 24,500 SH Defined 01,02 24,500 0 0
POGO PRODUCING CO Common Stock 730448107 1,013 48,800 SH Defined 01,02 48,800 0 0
POHANG IRON & STEEL CO -ADR ADR 730450103 7,578 242,000 SH Defined 01,02 242,000 0 0
POLARIS INDS INC Common Stock 731068102 1,056 30,500 SH Defined 01,02 30,500 0 0
POLAROID CORP Common Stock 731095105 1,321 50,790 SH Defined 01,02 50,790 0 0
POLICY MANAGEMENT SYSTEMS CP Common Stock 731108106 1,336 42,240 SH Defined 01,02 42,240 0 0
POLO RALPH LAUREN CP -CL A Common Stock 731572103 472 26,300 SH Defined 01,02 26,300 0 0
POLYCOM INC Common Stock 73172K104 95 2,000 SH Defined 01,02 2,000 0 0
POLYMEDICA CORP Common Stock 731738100 16 700 SH Defined 01,02 700 0 0
POLYMER GROUP INC Common Stock 731745105 302 20,500 SH Defined 01,02 20,500 0 0
POMEROY COMPUTER RES INC Common Stock 731822102 128 11,600 SH Defined 01,02 11,600 0 0
POOL ENERGY SERVICES CO Common Stock 732788104 638 25,900 SH Defined 01,02 25,900 0 0
POPE & TALBOT INC Common Stock 732827100 204 16,500 SH Defined 01,02 16,500 0 0
POPE RESOURCES/DE -LP Common Stock 732857107 22 700 SH Defined 01,02 700 0 0
POPULAR INC Common Stock 733174106 3,183 114,700 SH Defined 01,02 114,700 0 0
PORTAL SOFTWARE INC Common Stock 736126103 407 10,500 SH Defined 01,02 10,500 0 0
PORTUGAL TELECOM S.A. ADR 737273102 5,435 131,550 SH Defined 01,02 131,550 0 0
POSSIS MEDICAL INC Common Stock 737407106 16 1,400 SH Defined 01,02 1,400 0 0
POST PROPERTIES INC REIT 737464107 1,441 36,643 SH Defined 01,02 36,643 0 0
POTASH CORP SASK INC Common Stock 73755L107 1,492 28,898 SH Defined 01,02 28,898 0 0
POTLATCH CORP Common Stock 737628107 1,365 33,138 SH Defined 01,02 33,138 0 0
POTOMAC ELECTRIC POWER Common Stock 737679100 3,609 141,896 SH Defined 01,02 141,896 0 0
POWERGEN PLC ADR 738905405 4,747 114,050 SH Defined 01,02 114,050 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
POWER INTEGRATIONS INC Common Stock 739276103 69 1,000 SH Defined 01,02 1,000 0 0
POWER-ONE INC Common Stock 739308104 33 1,300 SH Defined 01,02 1,300 0 0
POWERWAVE TECHNOLOGIES INC Common Stock 739363109 1,172 24,300 SH Defined 01,02 24,300 0 0
POWERTEL INC Common Stock 73936C109 424 7,700 SH Defined 01,02 7,700 0 0
PREMIER BANCSHARES INC Common Stock 739909109 560 32,000 SH Defined 01,02 32,000 0 0
PRAXAIR INC Common Stock 74005P104 8,423 183,117 SH Defined 01,02 183,117 0 0
PREPAID LEGAL SERVICES INC Common Stock 740065107 1,106 28,100 SH Defined 01,02 28,100 0 0
PRECISION CASTPARTS CORP Common Stock 740189105 893 29,278 SH Defined 01,02 29,278 0 0
PRECISION DRILLING CORP Common Stock 74022D100 594 25,600 SH Defined 01,02 25,600 0 0
PRECISION RESPONSE CORP Common Stock 740314109 47 3,800 SH Defined 01,02 3,800 0 0
PREMARK INTERNATIONAL INC Common Stock 740459102 3,712 73,500 SH Defined 01,02 73,500 0 0
PREMIER FARNELL PLC ADS ADR 74050U107 761 83,444 SH Defined 01,02 83,444 0 0
PREMIER OIL PLC SPONSORED ADR ADR 740536107 194 61,124 SH Defined 01,02 61,124 0 0
PREMIER NATL BANCORP Common Stock 74053F107 60 3,481 SH Defined 01,02 3,481 0 0
PREMIER PARKS INC Common Stock 740540208 2,683 92,500 SH Defined 01,02 92,500 0 0
PREMISYS COMMUNICATIONS INC Common Stock 740584107 118 14,200 SH Defined 01,02 14,200 0 0
PREMIERE TECHNOLOGIES INC Common Stock 74058F102 84 14,228 SH Defined 01,02 14,228 0 0
PRENTISS PROPERTIES TRUST REIT 740706106 890 40,100 SH Defined 01,02 40,100 0 0
PRESIDENTIAL LIFE CORP Common Stock 740884101 380 22,200 SH Defined 01,02 22,200 0 0
PRESSTEK INC Common Stock 741113104 137 18,900 SH Defined 01,02 18,900 0 0
PREVIEW TRAVEL INC Common Stock 74137R101 107 6,600 SH Defined 01,02 6,600 0 0
PRICE COMMUNICATIONS CORP Common Stock 741437305 105 4,200 SH Defined 01,02 4,200 0 0
PRICE ENTERPRISES INC Common Stock 741444202 168 21,430 SH Defined 01,02 21,430 0 0
PRICE (T. ROWE) ASSOCIATES Common Stock 741477103 3,979 145,025 SH Defined 01,02 145,025 0 0
PRICELINE.COM INC Common Stock 741503106 729 11,300 SH Defined 01,02 11,300 0 0
PRICER AB ADR 741509103 0 700 SH Defined 01,02 700 0 0
PRIME MEDICAL SVCS INC Common Stock 74156D108 105 11,100 SH Defined 01,02 11,100 0 0
PRIME RETAIL INC REIT 741570105 310 42,010 SH Defined 01,02 42,010 0 0
PRIMEDIA INC Common Stock 74157K101 1,229 87,800 SH Defined 01,02 87,800 0 0
PRIME GROUP REALTY TRUST REIT 74158J103 239 15,900 SH Defined 01,02 15,900 0 0
PRIMEX TECHNOLOGIES INC Common Stock 741597108 101 5,100 SH Defined 01,02 5,100 0 0
PRIMUS KNOWLEDGE SOLUTIONS I Common Stock 74163Q100 30 1,100 SH Defined 01,02 1,100 0 0
PRIMARK CORP Common Stock 741903108 711 25,000 SH Defined 01,02 25,000 0 0
PRIME HOSPITALITY CORP Common Stock 741917108 502 62,700 SH Defined 01,02 62,700 0 0
PRIMUS TELECOMM GROUP INC Common Stock 741929103 300 14,272 SH Defined 01,02 14,272 0 0
PRIDE INTERNATIONAL INC Common Stock 741932107 924 65,100 SH Defined 01,02 65,100 0 0
PRISON REALTY CORP REIT 74264N105 1,188 110,500 SH Defined 01,02 110,500 0 0
PRISM FINANCIAL CORP Common Stock 74264Q108 11 1,100 SH Defined 01,02 1,100 0 0
PRIORITY HEALTHCARE CORP CL B Common Stock 74264T102 878 28,439 SH Defined 01,02 28,439 0 0
PROBUSINESS SERVICES INC Common Stock 742674104 146 5,450 SH Defined 01,02 5,450 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PRIVATE BUSINESS INC Common Stock 74267D104 9 1,800 SH Defined 01,02 1,800 0 0
PROCTER & GAMBLE CO Common Stock 742718109 144,902 1,545,625 SH Defined 01,02 1,545,625 0 0
PRODIGY Common Stock 74283P107 137 7,700 SH Defined 01,02 7,700 0 0
PROFESSIONAL DETAILING INC Common Stock 74312N107 42 1,600 SH Defined 01,02 1,600 0 0
PROFIT RECOVERY GRP INTL INC Common Stock 743168106 2,390 53,550 SH Defined 01,02 53,550 0 0
PROGRESS SOFTWARE CORP Common Stock 743312100 766 24,400 SH Defined 01,02 24,400 0 0
PROGRESSIVE CORP-OHIO Common Stock 743315103 6,787 83,087 SH Defined 01,02 83,087 0 0
PROJECT SOFTWARE & DEV INC Common Stock 74339P101 326 6,100 SH Defined 01,02 6,100 0 0
PROLOGIS TRUST REIT 743410102 3,029 160,460 SH Defined 01,02 160,460 0 0
PROMEDCO MANAGEMENT CO Common Stock 74342L105 15 4,500 SH Defined 01,02 4,500 0 0
PROMUS HOTEL CORP Common Stock 74342P106 3,166 97,230 SH Defined 01,02 97,230 0 0
PROTECTION ONE INC Common Stock 743663304 74 18,500 SH Defined 01,02 18,500 0 0
PROTECTIVE LIFE CORP Common Stock 743674103 2,245 77,400 SH Defined 01,02 77,400 0 0
PROTEIN DESIGN LABS INC Common Stock 74369L103 1,055 29,200 SH Defined 01,02 29,200 0 0
PROVANT INC Common Stock 743724106 132 8,200 SH Defined 01,02 8,200 0 0
PROVANTAGE HEALTH SERVICES, INC Common Stock 743725103 26 2,500 SH Defined 01,02 2,500 0 0
PROVIDENCE ENERGY CORP Common Stock 743743106 78 2,800 SH Defined 01,02 2,800 0 0
PROVIDENT BANKSHARES CORP Common Stock 743859100 650 30,553 SH Defined 01,02 30,553 0 0
PROVIDENT FINANCIAL GRP INC Common Stock 743866105 1,883 51,500 SH Defined 01,02 51,500 0 0
PROVINCE HEALTHCARE CO Common Stock 743977100 93 8,100 SH Defined 01,02 8,100 0 0
PROVIDIAN FINANCIAL CORP Common Stock 74406A102 12,983 163,950 SH Defined 01,02 163,950 0 0
PROXICOM INC Common Stock 744282104 88 1,500 SH Defined 01,02 1,500 0 0
PROXIM INC Common Stock 744284100 198 4,300 SH Defined 01,02 4,300 0 0
PROXYMED INC Common Stock 744290107 39 3,100 SH Defined 01,02 3,100 0 0
PRUDENTIAL ADR 74435K204 20,379 265,250 SH Defined 01,02 265,250 0 0
PSINET INC Common Stock 74437C101 1,399 38,900 SH Defined 01,02 38,900 0 0
PUBLIC SERVICE CO OF N MEX Common Stock 744499104 887 48,599 SH Defined 01,02 48,599 0 0
PUBLIC SERVICE CO OF N C Common Stock 744516105 778 25,300 SH Defined 01,02 25,300 0 0
PUBLIC SERVICE ENTRP Common Stock 744573106 9,698 251,086 SH Defined 01,02 251,086 0 0
PUBLIC STORAGE INC REIT 74460D109 3,223 127,950 SH Defined 01,02 127,950 0 0
PUERTO RICAN CEMENT CO INC Common Stock 745075101 97 2,700 SH Defined 01,02 2,700 0 0
PUGET SOUND ENERGY INC Common Stock 745332106 2,277 101,473 SH Defined 01,02 101,473 0 0
PULITZER INC Common Stock 745769109 450 9,900 SH Defined 01,02 9,900 0 0
PULTE CORP Common Stock 745867101 1,072 49,280 SH Defined 01,02 49,280 0 0
Q.P. CORP. ADR 746941103 827 53,300 SH Defined 01,02 53,300 0 0
QRS CORP Common Stock 74726X105 1,064 16,600 SH Defined 01,02 16,600 0 0
QLOGIC CORP Common Stock 747277101 3,023 43,300 SH Defined 01,02 43,300 0 0
QUADRAMED CORP Common Stock 74730W101 26 3,500 SH Defined 01,02 3,500 0 0
QUAKER CHEMICAL CORP Common Stock 747316107 183 11,000 SH Defined 01,02 11,000 0 0
QUAKER OATS CO Common Stock 747402105 9,596 155,082 SH Defined 01,02 155,082 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
QUALCOMM INC Common Stock 747525103 34,396 181,810 SH Defined 01,02 181,810 0 0
QUANEX CORP Common Stock 747620102 446 17,400 SH Defined 01,02 17,400 0 0
QUANTA SERVICES INC Common Stock 74762E102 100 3,400 SH Defined 01,02 3,400 0 0
QUANTUM CORP -DTL & STORAGE Common Stock 747906204 2,815 200,162 SH Defined 01,02 200,162 0 0
QUANTUM CORP - HARD DISK DRIVE Common Stock 747906303 20 2,650 SH Defined 01,02 2,650 0 0
QUEBECOR PRINTING -SUB VTG Common Stock 747922102 750 32,700 SH Defined 01,02 32,700 0 0
QUEENS COUNTY BANCORP INC Common Stock 748242104 722 26,150 SH Defined 01,02 26,150 0 0
QUEST DIAGNOSTICS INC Common Stock 74834L100 590 22,683 SH Defined 01,02 22,683 0 0
QUEST SOFTWARE INC Common Stock 74834T103 930 20,000 SH Defined 01,02 20,000 0 0
QUESTAR CORP Common Stock 748356102 1,793 98,912 SH Defined 01,02 98,912 0 0
QUIKSILVER INC Common Stock 74838C106 495 27,100 SH Defined 01,02 27,100 0 0
QUILMES INDL QUINSA SOCIETE ADR 74838Y108 254 26,600 SH Defined 01,02 26,600 0 0
QUINENCO SA ADR 748718103 648 64,000 SH Defined 01,02 64,000 0 0
QUINTILES TRANSNATIONAL CORP Common Stock 748767100 2,757 144,892 SH Defined 01,02 144,892 0 0
QUOKKA SPORTS, INC. Common Stock 749077103 24 3,400 SH Defined 01,02 3,400 0 0
QUORUM HEALTH GROUP INC Common Stock 749084109 675 95,973 SH Defined 01,02 95,973 0 0
QWEST COMMUNICATION INTL INC Common Stock 749121109 3,063 103,626 SH Defined 01,02 103,626 0 0
R & B FALCON CORP Common Stock 74912E101 1,481 112,836 SH Defined 01,02 112,836 0 0
R&G FINANCIAL CORP -CL B Common Stock 749136107 32 2,300 SH Defined 01,02 2,300 0 0
RCM TECHNOLOGIES INC Common Stock 749360400 22 2,000 SH Defined 01,02 2,000 0 0
RCN CORP Common Stock 749361101 1,636 39,900 SH Defined 01,02 39,900 0 0
RFS HOTEL INVESTORS INC REIT 74955J108 293 25,500 SH Defined 01,02 25,500 0 0
R H DONNELLEY CORP Common Stock 74955w307 255 13,700 SH Defined 01,02 13,700 0 0
RGS ENERGY GROUP INC. Common Stock 74956K104 595 24,300 SH Defined 01,02 24,300 0 0
RLI CORP Common Stock 749607107 208 6,318 SH Defined 01,02 6,318 0 0
RPC INC Common Stock 749660106 127 18,300 SH Defined 01,02 18,300 0 0
RPM INC-OHIO Common Stock 749685103 1,600 131,258 SH Defined 01,02 131,258 0 0
RSA SECURITY INC Common Stock 749719100 1,480 55,700 SH Defined 01,02 55,700 0 0
RTI INTL METALS INC Common Stock 74973W107 255 25,500 SH Defined 01,02 25,500 0 0
RWD TECHNOLOGIES INC Common Stock 74975B101 32 4,100 SH Defined 01,02 4,100 0 0
RWE AG SPONSORED ADR ADR 74975E303 9,189 217,900 SH Defined 01,02 217,900 0 0
RACAL ELECTRS PLC -SPON ADR ADR 749815403 1,350 98,200 SH Defined 01,02 98,200 0 0
RF MICRO DEVICES INC Common Stock 749941100 1,716 37,500 SH Defined 01,02 37,500 0 0
RACING CHAMPIONS CORP Common Stock 750069106 19 3,300 SH Defined 01,02 3,300 0 0
RADIAN GROUP Common Stock 750236101 1,941 45,200 SH Defined 01,02 45,200 0 0
RADIANT SYSTEMS INC Common Stock 75025N102 21 1,300 SH Defined 01,02 1,300 0 0
RADIO ONE Common Stock 75040P108 91 2,200 SH Defined 01,02 2,200 0 0
RADISYS CORP Common Stock 750459109 67 1,700 SH Defined 01,02 1,700 0 0
RAILTEX INC Common Stock 750766107 186 11,300 SH Defined 01,02 11,300 0 0
RAINBOW TECHNOLOGIES INC Common Stock 750862104 69 5,250 SH Defined 01,02 5,250 0 0
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RAINFOREST CAFE INC Common Stock 75086K104 56 10,500 SH Defined 01,02 10,500 0 0
RAMBUS INC Common Stock 750917106 563 8,500 SH Defined 01,02 8,500 0 0
RALCORP HOLDINGS INC Common Stock 751028101 665 37,600 SH Defined 01,02 37,600 0 0
RALSTON PURINA CO Common Stock 751277302 10,455 375,060 SH Defined 01,02 375,060 0 0
RAMCO ENERGY PLC ADR 75144Q101 99 17,600 SH Defined 01,02 17,600 0 0
RAMCO-GERSHENSON PROPERTIES REIT 751452202 106 7,100 SH Defined 01,02 7,100 0 0
RAMP NETWORKS INC Common Stock 751567108 35 1,600 SH Defined 01,02 1,600 0 0
RANGER OIL LTD Common Stock 752805101 270 63,500 SH Defined 01,02 63,500 0 0
RANK GROUP PLC -ADR ADR 753037100 1,877 268,161 SH Defined 01,02 268,161 0 0
RARE HOSPITALITY INTL INC Common Stock 753820109 48 2,200 SH Defined 01,02 2,200 0 0
RARE MEDIUM GROUP INC Common Stock 75382N109 33 3,100 SH Defined 01,02 3,100 0 0
RATIONAL SOFTWARE CORP Common Stock 75409P202 3,023 103,248 SH Defined 01,02 103,248 0 0
RAYMOND JAMES FINANCIAL CORP Common Stock 754730109 1,152 57,775 SH Defined 01,02 57,775 0 0
RAYONIER INC Common Stock 754907103 1,390 33,107 SH Defined 01,02 33,107 0 0
RAYOVAC CORP Common Stock 755081106 324 15,000 SH Defined 01,02 15,000 0 0
RAYTHEON CO CLS A Common Stock 755111309 924 19,054 SH Defined 01,02 19,054 0 0
RAYTHEON CO -CL B Common Stock 755111408 19,110 385,085 SH Defined 01,02 385,085 0 0
RAZORFISH INC Common Stock 755236106 152 3,500 SH Defined 01,02 3,500 0 0
READ-RITE CORP Common Stock 755246105 266 60,400 SH Defined 01,02 60,400 0 0
READERS DIGEST ASSN -CL A Common Stock 755267101 3,756 128,400 SH Defined 01,02 128,400 0 0
READER'S DIGEST ASSN B Common Stock 755267200 1,965 74,500 SH Defined 01,02 74,500 0 0
REALNETWORKS INC Common Stock 75605L104 3,471 33,200 SH Defined 01,02 33,200 0 0
REALTY INCOME CORP REIT 756109104 631 27,300 SH Defined 01,02 27,300 0 0
RECKSON SERVICES INDS INC Common Stock 75621J109 32 2,000 SH Defined 01,02 2,000 0 0
RECKSON ASSOCS RLTY CORP REIT 75621K106 835 40,100 SH Defined 01,02 40,100 0 0
RECKSON ASSOC REALTY CORP CL B REIT 75621K304 216 9,856 SH Defined 01,02 9,856 0 0
RECOTON CORP Common Stock 756268108 42 6,200 SH Defined 01,02 6,200 0 0
RED HAT, INC. Common Stock 756577102 576 6,000 SH Defined 01,02 6,000 0 0
REDBACK NETWORKS Common Stock 757209101 346 3,200 SH Defined 01,02 3,200 0 0
REEBOK INTERNATIONAL LTD Common Stock 758110100 682 63,855 SH Defined 01,02 63,855 0 0
REED INTL PLC -SP ADR ADR 758212872 4,819 194,700 SH Defined 01,02 194,700 0 0
REGAL BELOIT Common Stock 758750103 531 25,600 SH Defined 01,02 25,600 0 0
REGENERON PHARMACEUT Common Stock 75886F107 340 41,800 SH Defined 01,02 41,800 0 0
REGIS CORP/MN Common Stock 758932107 901 46,800 SH Defined 01,02 46,800 0 0
REGENCY REALTY CORP REIT 758939102 1,098 52,300 SH Defined 01,02 52,300 0 0
REGIONS FINL CORP Common Stock 758940100 7,672 255,741 SH Defined 01,02 255,741 0 0
REINSURANCE GROUP AMER INC Common Stock 759351109 672 26,175 SH Defined 01,02 26,175 0 0
RELIANCE BANCORP INC Common Stock 759451107 214 5,700 SH Defined 01,02 5,700 0 0
RELIANCE GROUP HOLDINGS Common Stock 759464100 340 76,618 SH Defined 01,02 76,618 0 0
RELIANCE STEEL & ALUMINUM CO Common Stock 759509102 709 33,750 SH Defined 01,02 33,750 0 0
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RELIANT ENERGY Common Stock 75952J108 9,155 338,273 SH Defined 01,02 338,273 0 0
RELIASTAR FINANCIAL CORP Common Stock 75952U103 3,480 104,667 SH Defined 01,02 104,667 0 0
REMEC INC Common Stock 759543101 67 4,900 SH Defined 01,02 4,900 0 0
REMEDY CORP Common Stock 759548100 1,175 41,400 SH Defined 01,02 41,400 0 0
REMINGTON OIL&GAS CP -CL B Common Stock 759594302 148 26,000 SH Defined 01,02 26,000 0 0
RENAISSANCE WORLDWIDE INC Common Stock 75968A109 65 16,700 SH Defined 01,02 16,700 0 0
REPUBLIC BANCSHARES INC Common Stock 759929102 20 1,400 SH Defined 01,02 1,400 0 0
RENAL CARE GROUP INC Common Stock 759930100 1,427 65,125 SH Defined 01,02 65,125 0 0
RENTERS CHOICE INC Common Stock 76009N100 294 15,800 SH Defined 01,02 15,800 0 0
RENT WAY INC Common Stock 76009U104 82 4,300 SH Defined 01,02 4,300 0 0
RENTOKIL INITIAL PLC ADR 760125104 6,970 197,300 SH Defined 01,02 197,300 0 0
REPSOL SA -ADR ADR 76026T205 11,908 597,250 SH Defined 01,02 597,250 0 0
REPUBLIC BANCORP INC Common Stock 760282103 196 16,976 SH Defined 01,02 16,976 0 0
REPUBLIC GROUP INC Common Stock 760473108 201 14,450 SH Defined 01,02 14,450 0 0
REPUBLIC NEW YORK CORP Common Stock 760719104 7,378 120,088 SH Defined 01,02 120,088 0 0
REPUBLIC SEC FINL CORP Common Stock 760758102 241 27,784 SH Defined 01,02 27,784 0 0
REPUBLIC SERVICES INC Common Stock 760759100 931 85,600 SH Defined 01,02 85,600 0 0
RES-CARE INC Common Stock 760943100 129 7,575 SH Defined 01,02 7,575 0 0
RESMED INC Common Stock 761152107 76 2,300 SH Defined 01,02 2,300 0 0
RESORTQUEST INTL INC Common Stock 761183102 38 4,100 SH Defined 01,02 4,100 0 0
RESORTS WORLD ADR 761191105 1,756 153,400 SH Defined 01,02 153,400 0 0
RESOURCE AMERICA INC Common Stock 761195205 38 5,100 SH Defined 01,02 5,100 0 0
RESOURCE BANCSHARES MTG GRP Common Stock 761197102 53 10,566 SH Defined 01,02 10,566 0 0
RESPIRONICS INC Common Stock 761230101 338 41,018 SH Defined 01,02 41,018 0 0
REUTERS GROUP PLC ADR 76132M102 11,196 162,562 SH Defined 01,02 162,562 0 0
REVLON INC -CL A Common Stock 761525500 241 13,200 SH Defined 01,02 13,200 0 0
REX STORES CORP Common Stock 761624105 50 1,600 SH Defined 01,02 1,600 0 0
REXALL SUNDOWN INC Common Stock 761648104 585 47,500 SH Defined 01,02 47,500 0 0
REXAM PLC ADR 761655307 1,302 306,346 SH Defined 01,02 306,346 0 0
REYNOLDS & REYNOLDS -CL A Common Stock 761695105 1,887 92,617 SH Defined 01,02 92,617 0 0
REYNOLDS METALS CO Common Stock 761763101 4,353 72,107 SH Defined 01,02 72,107 0 0
RJ REYNOLDS TOBACCO HOLDNGS Common Stock 76182K105 3,497 129,503 SH Defined 01,02 129,503 0 0
RHODIA ADR 762397107 782 36,500 SH Defined 01,02 36,500 0 0
RHONE-POULENC SA -ADR 1/4 ADR 762426609 10,634 207,500 SH Defined 01,02 207,500 0 0
RHYTHMS NETCONNECTIONS INC Common Stock 762430205 718 20,800 SH Defined 01,02 20,800 0 0
RICHMOND COUNTY FINL CORP Common Stock 764556106 88 4,680 SH Defined 01,02 4,680 0 0
RICOH CO LTD -ADR ADR 765658307 7,950 91,500 SH Defined 01,02 91,500 0 0
RIGGS NATL CORP WASH D C Common Stock 766570105 587 34,800 SH Defined 01,02 34,800 0 0
RIO ALGOM LTD Common Stock 766889109 485 34,800 SH Defined 01,02 34,800 0 0
RIO TINTO LTD ADR 767202104 7,003 103,230 SH Defined 01,02 103,230 0 0
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RIO TINTO PLC ADR 767204100 13,095 184,435 SH Defined 01,02 184,435 0 0
RISK CAPITAL HOLDINGS INC Common Stock 767711104 203 13,000 SH Defined 01,02 13,000 0 0
RITCHIE BROS AUCTIONEERS INC Common Stock 767744105 365 9,600 SH Defined 01,02 9,600 0 0
RITE AID CORP Common Stock 767754104 4,088 295,951 SH Defined 01,02 295,951 0 0
RIVIANA FOODS INC Common Stock 769536103 198 10,300 SH Defined 01,02 10,300 0 0
ROADWAY EXPRESS INC/DE Common Stock 769742107 270 13,372 SH Defined 01,02 13,372 0 0
ROBBINS & MYERS INC Common Stock 770196103 208 13,400 SH Defined 01,02 13,400 0 0
ROBERT HALF INTL INC Common Stock 770323103 2,602 109,567 SH Defined 01,02 109,567 0 0
ROBERTS PHARMACEUTICAL CORP Common Stock 770491108 1,479 48,900 SH Defined 01,02 48,900 0 0
ROCHE HOLDINGS LTD -SP ADR ADR 771195104 54,485 470,827 SH Defined 01,02 470,827 0 0
ROCK FINANCIAL CORP/MI Common Stock 772150108 22 1,200 SH Defined 01,02 1,200 0 0
ROCK-TENN COMPANY Common Stock 772739207 286 19,800 SH Defined 01,02 19,800 0 0
ROCKWELL INTL CORP Common Stock 773903109 11,466 218,403 SH Defined 01,02 218,403 0 0
ROGERS CANTEL MOB COM -CL B Common Stock 775102205 291 12,300 SH Defined 01,02 12,300 0 0
ROGERS CORP Common Stock 775133101 140 3,800 SH Defined 01,02 3,800 0 0
ROHM & HAAS CO Common Stock 775371107 8,961 248,055 SH Defined 01,02 248,055 0 0
ROLLINS INC Common Stock 775711104 563 36,445 SH Defined 01,02 36,445 0 0
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ROLLS-ROYCE ADR 775781206 3,117 179,800 SH Defined 01,02 179,800 0 0
ROMAC INTERNATIONAL Common Stock 775835101 239 28,837 SH Defined 01,02 28,837 0 0
ROPER INDUSTRIES INC/DE Common Stock 776696106 1,411 36,900 SH Defined 01,02 36,900 0 0
ROSLYN BANCORP INC Common Stock 778162107 728 40,755 SH Defined 01,02 40,755 0 0
ROSS STORES INC Common Stock 778296103 2,226 110,600 SH Defined 01,02 110,600 0 0
ROSTELECOM ADR 778529107 367 79,300 SH Defined 01,02 79,300 0 0
ROUGE INDUSTRIES INC Common Stock 779088103 41 5,500 SH Defined 01,02 5,500 0 0
ROUSE CO REIT 779273101 1,896 82,450 SH Defined 01,02 82,450 0 0
ROWAN COS INC Common Stock 779382100 1,547 95,209 SH Defined 01,02 95,209 0 0
ROYAL GROUP TECH LTD Common Stock 779915107 896 41,800 SH Defined 01,02 41,800 0 0
ROYAL & SUN ALLIANCE INSURANCE GRP ADR 78004V202 6,273 160,545 SH Defined 01,02 160,545 0 0
ROYAL APPLIANCE MFG CO Common Stock 780076105 114 22,700 SH Defined 01,02 22,700 0 0
ROYAL BANK OF CANADA Common Stock 780087102 8,446 202,900 SH Defined 01,02 202,900 0 0
ROYAL DUTCH PET -NY REG Common Stock 780257804 145,194 2,458,313 SH Defined 01,02 2,458,313 0 0
ROYAL NEDLLOYD GROUP ADR 780349304 413 29,800 SH Defined 01,02 29,800 0 0
ROYAL KPN NV ADR 780641205 14,338 322,202 SH Defined 01,02 322,202 0 0
RUBY TUESDAY INC Common Stock 781182100 760 38,950 SH Defined 01,02 38,950 0 0
RUDDICK CORP Common Stock 781258108 881 55,466 SH Defined 01,02 55,466 0 0
RURAL/METRO CORP Common Stock 781748108 117 17,700 SH Defined 01,02 17,700 0 0
RURAL CELLULAR CORP -CL A Common Stock 781904107 28 600 SH Defined 01,02 600 0 0
RUSS BERRIE & CO INC Common Stock 782233100 536 25,600 SH Defined 01,02 25,600 0 0
RUSSELL CORP Common Stock 782352108 549 38,663 SH Defined 01,02 38,663 0 0
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RYANAIR HOLDINGS PLC -SPON ADR ADR 783513104 1,041 22,700 SH Defined 01,02 22,700 0 0
RYAN'S FAMILY STK HOUSES INC Common Stock 783519101 414 45,960 SH Defined 01,02 45,960 0 0
RYDER SYSTEM INC Common Stock 783549108 1,634 80,203 SH Defined 01,02 80,203 0 0
RYERSON TULL INC Common Stock 78375P107 690 29,843 SH Defined 01,02 29,843 0 0
RYLAND GROUP INC Common Stock 783764103 414 18,200 SH Defined 01,02 18,200 0 0
S & T BANCORP INC Common Stock 783859101 362 15,900 SH Defined 01,02 15,900 0 0
SBC COMMUNICATIONS INC Common Stock 78387G103 116,829 2,287,966 SH Defined 01,02 2,287,966 0 0
SBA COMMUNICATIONS CORP Common Stock 78388J106 22 2,000 SH Defined 01,02 2,000 0 0
SCB COMPUTER TECHNOLOGY INC Common Stock 78388N107 42 8,200 SH Defined 01,02 8,200 0 0
SCI SYSTEMS INC Common Stock 783890106 3,853 86,700 SH Defined 01,02 86,700 0 0
SCM MICROSYSTEMS INC Common Stock 784018103 168 3,700 SH Defined 01,02 3,700 0 0
SCP POOL CORP Common Stock 784028102 21 900 SH Defined 01,02 900 0 0
SCPIE HOLDINGS INC Common Stock 78402P104 123 3,900 SH Defined 01,02 3,900 0 0
SDL INC Common Stock 784076101 786 10,300 SH Defined 01,02 10,300 0 0
SEI INVESTMENTS CO Common Stock 784117103 1,946 21,800 SH Defined 01,02 21,800 0 0
SEMCO ENERGY INC Common Stock 78412D109 113 8,143 SH Defined 01,02 8,143 0 0
SFX ENTERTAINMENT INC Common Stock 784178105 793 25,900 SH Defined 01,02 25,900 0 0
SGL CARBON AG SPONSORED ADR ADR 784188203 1,009 43,400 SH Defined 01,02 43,400 0 0
SJW CORP Common Stock 784305104 145 1,600 SH Defined 01,02 1,600 0 0
SKF AB -ADR ADR 784375404 1,758 77,700 SH Defined 01,02 77,700 0 0
SK TELECOM CO ADR 78440P108 4,089 396,471 SH Defined 01,02 396,471 0 0
SL GREEN REALTY CORP REIT 78440X101 502 24,500 SH Defined 01,02 24,500 0 0
SLM HLDG CORP Common Stock 78442A109 8,007 186,200 SH Defined 01,02 186,200 0 0
SLI INC Common Stock 78442T108 908 42,600 SH Defined 01,02 42,600 0 0
SM&A CORP Common Stock 784432106 26 3,300 SH Defined 01,02 3,300 0 0
SPS TECHNOLOGIES INC Common Stock 784626103 592 15,600 SH Defined 01,02 15,600 0 0
SPSS INC Common Stock 78462K102 60 3,100 SH Defined 01,02 3,100 0 0
SPX CORP Common Stock 784635104 3,382 37,270 SH Defined 01,02 37,270 0 0
S3 INCORPORATED Common Stock 784849101 1,053 100,932 SH Defined 01,02 100,932 0 0
SVI HOLDINGS INC Common Stock 784872103 22 2,500 SH Defined 01,02 2,500 0 0
SAATCHI & SAATCHI PLC SPON ADR ADR 785144205 451 26,310 SH Defined 01,02 26,310 0 0
SABINE ROYALTY TRUST Common Stock 785688102 100 6,900 SH Defined 01,02 6,900 0 0
SABRATEK CORP Common Stock 78571U108 6 2,100 SH Defined 01,02 2,100 0 0
SABRE GROUP HLDGS INC -CL A Common Stock 785905100 568 13,200 SH Defined 01,02 13,200 0 0
SAES GETTERS SPA ADR 786362103 2 500 SH Defined 01,02 500 0 0
SAFECO CORP Common Stock 786429100 4,206 150,216 SH Defined 01,02 150,216 0 0
SAFEGUARD SCIENTIFICS INC Common Stock 786449108 1,326 19,500 SH Defined 01,02 19,500 0 0
SAFESCIENCE INC Common Stock 786452102 19 1,200 SH Defined 01,02 1,200 0 0
SAFESKIN CORP Common Stock 786454108 553 67,300 SH Defined 01,02 67,300 0 0
SAFETY-KLEEN CORP Common Stock 78648R203 383 31,723 SH Defined 01,02 31,723 0 0
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SAFEWAY INC Common Stock 786514208 22,389 588,212 SH Defined 01,02 588,212 0 0
SAGA COMMUNICATIONS -CL A Common Stock 786598102 120 5,218 SH Defined 01,02 5,218 0 0
SAGA SYSTEMS INC Common Stock 786610105 134 9,300 SH Defined 01,02 9,300 0 0
SAGENT TECHNOLOGY INC Common Stock 786693101 19 2,000 SH Defined 01,02 2,000 0 0
ST FRANCIS CAP CORP Common Stock 789374105 127 6,200 SH Defined 01,02 6,200 0 0
ST GEORGE BANK LTD ADR 789547106 2,085 151,600 SH Defined 01,02 151,600 0 0
ST JOE CO Common Stock 790148100 1,729 80,200 SH Defined 01,02 80,200 0 0
ST JOSEPH LIGHT & POWER Common Stock 790654107 105 5,100 SH Defined 01,02 5,100 0 0
ST JUDE MEDICAL INC Common Stock 790849103 3,379 107,284 SH Defined 01,02 107,284 0 0
ST LAURENT PAPERBOARD Common Stock 790907109 250 20,000 SH Defined 01,02 20,000 0 0
ST MARY LAND & EXPLOR CO Common Stock 792228108 347 13,300 SH Defined 01,02 13,300 0 0
ST PAUL BANCORP INC Common Stock 792848103 1,116 48,768 SH Defined 01,02 48,768 0 0
ST PAUL COS Common Stock 792860108 7,119 258,874 SH Defined 01,02 258,874 0 0
SAKS INC Common Stock 79377W108 2,627 172,949 SH Defined 01,02 172,949 0 0
SALEM COMMUNICATIONS CORP Common Stock 794093104 48 1,900 SH Defined 01,02 1,900 0 0
SALESLOGIX CORP Common Stock 79466P105 28 1,400 SH Defined 01,02 1,400 0 0
SALTON, INC. Common Stock 795757103 112 3,600 SH Defined 01,02 3,600 0 0
SAN JUAN BASIN ROYALTY TR Common Stock 798241105 32 3,600 SH Defined 01,02 3,600 0 0
SAN MIGUEL ADR 799085501 2,208 145,668 SH Defined 01,02 145,668 0 0
SANCHEZ COMPUTER ASSOCS INC Common Stock 799702105 239 6,800 SH Defined 01,02 6,800 0 0
SANDERSON FARMS INC Common Stock 800013104 84 8,400 SH Defined 01,02 8,400 0 0
SANDISK CORP Common Stock 80004C101 678 10,400 SH Defined 01,02 10,400 0 0
SANDVIK ADR 800212201 4,925 181,450 SH Defined 01,02 181,450 0 0
SANDY SPRING BANCORP INC Common Stock 800363103 124 4,000 SH Defined 01,02 4,000 0 0
SANMINA CORP Common Stock 800907107 5,450 70,442 SH Defined 01,02 70,442 0 0
SANGSTAT MEDICAL CORP Common Stock 801003104 239 11,200 SH Defined 01,02 11,200 0 0
SANTA CRUZ OPERATION INC Common Stock 801833104 143 12,000 SH Defined 01,02 12,000 0 0
SANTA FE SNYDER CORP Common Stock 80218K105 1,948 216,418 SH Defined 01,02 216,418 0 0
SANTA ISABLE S.A. ADR 802233106 96 12,600 SH Defined 01,02 12,600 0 0
SANTOS LTD -SPON ADR ADR 803021609 1,075 95,000 SH Defined 01,02 95,000 0 0
SANYO ELECTRIC CO LTD -ADR ADR 803038306 6,346 268,600 SH Defined 01,02 268,600 0 0
SAP AG SPONSORED ADR ADR 803054204 11,401 302,008 SH Defined 01,02 302,008 0 0
SAPIENT CORP Common Stock 803062108 1,894 20,100 SH Defined 01,02 20,100 0 0
SAPPI LIMITED ADR 803069202 1,235 12,800 SH Defined 01,02 12,800 0 0
SARA LEE CORP Common Stock 803111103 24,570 1,051,141 SH Defined 01,02 1,051,141 0 0
SASOL LTD -SPON ADR ADR 803866300 3,134 404,450 SH Defined 01,02 404,450 0 0
SAUER INC Common Stock 804137107 230 18,900 SH Defined 01,02 18,900 0 0
SAUL CENTERS INC REIT 804395101 206 13,100 SH Defined 01,02 13,100 0 0
SAVILLE SYSTEMS IRELAND PLC -SPON ADR ADR 805174109 372 25,300 SH Defined 01,02 25,300 0 0
SAVIA SA ADR 805175106 1,729 78,600 SH Defined 01,02 78,600 0 0
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SAWAKO CORP SPONSORED ADR ADR 805444205 3 574 SH Defined 01,02 574 0 0
SAWTEK INC Common Stock 805468105 928 26,500 SH Defined 01,02 26,500 0 0
SBARRO INC Common Stock 805844107 288 10,000 SH Defined 01,02 10,000 0 0
SCANA CORP Common Stock 805898103 3,000 124,031 SH Defined 01,02 124,031 0 0
SCANIA AB CL B ADR ADR 806018206 1,900 50,000 SH Defined 01,02 50,000 0 0
SCHAWK INC -CL A Common Stock 806373106 95 9,700 SH Defined 01,02 9,700 0 0
SCHEIN HENRY INC Common Stock 806407102 273 19,125 SH Defined 01,02 19,125 0 0
SCHEIN PHARMACEUTICAL INC Common Stock 806416103 24 2,600 SH Defined 01,02 2,600 0 0
SCHERING-PLOUGH Common Stock 806605101 74,494 1,707,607 SH Defined 01,02 1,707,607 0 0
SCHLUMBERGER LTD Common Stock 806857108 39,274 630,268 SH Defined 01,02 630,268 0 0
SCHOLASTIC CORP Common Stock 807066105 979 19,585 SH Defined 01,02 19,585 0 0
SCHOOL SPECIALTY INC Common Stock 807863105 127 7,518 SH Defined 01,02 7,518 0 0
SCHULER HOMES INC Common Stock 808188106 79 11,700 SH Defined 01,02 11,700 0 0
SCHULMAN (A.) INC Common Stock 808194104 645 37,254 SH Defined 01,02 37,254 0 0
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SCHWARZ PHARMA ADR 808533103 227 12,600 SH Defined 01,02 12,600 0 0
SCHWEITZER-MAUDUIT INTL INC Common Stock 808541106 248 19,200 SH Defined 01,02 19,200 0 0
SCIENT CORP Common Stock 80864H109 160 2,500 SH Defined 01,02 2,500 0 0
SCIENTIFIC-ATLANTA INC Common Stock 808655104 4,327 87,307 SH Defined 01,02 87,307 0 0
SCIENTIFIC GAMES HLDGS CORP Common Stock 808747109 146 7,400 SH Defined 01,02 7,400 0 0
SCIOS INC Common Stock 808905103 117 31,749 SH Defined 01,02 31,749 0 0
SCITEX CORP LTD -ORD Common Stock 809090103 322 29,400 SH Defined 01,02 29,400 0 0
SCOR GROUP ADR 80917Q106 991 20,600 SH Defined 01,02 20,600 0 0
SCOTT TECHNOLOGIES INC Common Stock 810022301 442 22,400 SH Defined 01,02 22,400 0 0
SCOTTISH & SOUTHERN ENERGY PLC ADR 81012K309 2,513 27,100 SH Defined 01,02 27,100 0 0
SCOTTISH POWER ADR 81013T705 6,562 180,700 SH Defined 01,02 180,700 0 0
SCOTTS COMPANY Common Stock 810186106 779 22,500 SH Defined 01,02 22,500 0 0
EW SCRIPPS -CL A Common Stock 811054204 1,994 40,600 SH Defined 01,02 40,600 0 0
SEA CONTAINERS LTD -CL A Common Stock 811371707 123 4,400 SH Defined 01,02 4,400 0 0
SEABOARD CORP Common Stock 811543107 238 1,100 SH Defined 01,02 1,100 0 0
SEACOAST FINL SVCS CORP Common Stock 81170Q106 37 3,715 SH Defined 01,02 3,715 0 0
SEAGATE TECHNOLOGY Common Stock 811804103 7,856 256,507 SH Defined 01,02 256,507 0 0
SEAGRAM CO LTD Common Stock 811850106 22,380 491,872 SH Defined 01,02 491,872 0 0
SEACOR SMIT INC Common Stock 811904101 764 14,900 SH Defined 01,02 14,900 0 0
SEALED AIR CORP Common Stock 81211K100 4,967 96,799 SH Defined 01,02 96,799 0 0
SEARS ROEBUCK & CO Common Stock 812387108 13,729 437,566 SH Defined 01,02 437,566 0 0
SECOND BANCORP INC Common Stock 813114105 22 800 SH Defined 01,02 800 0 0
SECURE COMPUTING CORP Common Stock 813705100 11 3,500 SH Defined 01,02 3,500 0 0
SECURITY CAP GROUP INC Common Stock 81413P105 290 400 SH Defined 01,02 400 0 0
SECURITY CAP GRP INC -CL B Common Stock 81413P204 26 1,800 SH Defined 01,02 1,800 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SECURITY FIRST TECHNOLOGIES Common Stock 814279105 78 2,000 SH Defined 01,02 2,000 0 0
SEGA ENTERPRISES ADR 815793104 1,199 229,450 SH Defined 01,02 229,450 0 0
SEITEL INC Common Stock 816074306 285 29,200 SH Defined 01,02 29,200 0 0
SELECT APPOINTMENTS SPONSORED ADR ADR 81617E203 1,046 31,000 SH Defined 01,02 31,000 0 0
SELECTIVE INS GROUP INC Common Stock 816300107 640 33,900 SH Defined 01,02 33,900 0 0
SEMINIS, INC Common Stock 816658108 86 10,000 SH Defined 01,02 10,000 0 0
SEMTECH CORP Common Stock 816850101 256 7,000 SH Defined 01,02 7,000 0 0
SEMPRA ENERGY Common Stock 816851109 5,716 274,627 SH Defined 01,02 274,627 0 0
SENETEK PLC -ADR ADR 817209307 2 2,200 SH Defined 01,02 2,200 0 0
SENSORMATIC ELECTRONICS Common Stock 817265101 1,147 90,368 SH Defined 01,02 90,368 0 0
SEPRACOR INC Common Stock 817315104 3,170 41,985 SH Defined 01,02 41,985 0 0
SEQUA CORP -CL A Common Stock 817320104 783 12,429 SH Defined 01,02 12,429 0 0
SEQUA CORPORATION Common Stock 817320203 99 1,500 SH Defined 01,02 1,500 0 0
SERENA SOFTWARE Common Stock 817492101 34 2,000 SH Defined 01,02 2,000 0 0
SEROLOGICALS CORP Common Stock 817523103 62 14,600 SH Defined 01,02 14,600 0 0
SERVICE CORP INTERNATIONAL Common Stock 817565104 3,281 310,653 SH Defined 01,02 310,653 0 0
SERVICE EXPERTS INC Common Stock 817567100 222 21,400 SH Defined 01,02 21,400 0 0
SERVICEMASTER CO Common Stock 81760N109 1,858 115,650 SH Defined 01,02 115,650 0 0
7-ELEVEN INC Common Stock 817826100 528 268,000 SH Defined 01,02 268,000 0 0
SHANDONG HUANENG PWR DEV LTD S ADR 819419102 179 40,800 SH Defined 01,02 40,800 0 0
SHANGHAI CHLOR-ALKALI CHEMICAL SPONSORED ADR ADR 819422106 8 5,790 SH Defined 01,02 5,790 0 0
SHANGHAI ERFANGJI ADR 819423104 2 1,950 SH Defined 01,02 1,950 0 0
SHANGHAI PETROCHEM LTD -ADR ADR 819424102 1,058 47,400 SH Defined 01,02 47,400 0 0
SHANGHAI TYRE & RUBR LTD SPONSORED ADR ADR 819425109 6 4,870 SH Defined 01,02 4,870 0 0
SHARED MEDICAL SYSTEMS CORP Common Stock 819486101 1,428 30,552 SH Defined 01,02 30,552 0 0
SHAW GROUP INC Common Stock 820280105 20 900 SH Defined 01,02 900 0 0
SHAW INDUSTRIES INC Common Stock 820286102 2,652 167,047 SH Defined 01,02 167,047 0 0
SHAW COMMUNICATIONS B Common Stock 82028K200 1,094 39,700 SH Defined 01,02 39,700 0 0
SHELL TRAN&TRADE -NY SH ADR 822703609 49,319 1,083,932 SH Defined 01,02 1,083,932 0 0
SHERWIN-WILLIAMS CO Common Stock 824348106 4,049 193,400 SH Defined 01,02 193,400 0 0
SHILOH INDUSTRIES INC Common Stock 824543102 84 7,600 SH Defined 01,02 7,600 0 0
SHIRE PHARMACUTICALS GROUP ADR 82481R106 910 31,600 SH Defined 01,02 31,600 0 0
SHISEIDO CO LTD -SPON ADR ADR 824841407 4,212 282,050 SH Defined 01,02 282,050 0 0
SHOPKO STORES INC Common Stock 824911101 1,038 35,800 SH Defined 01,02 35,800 0 0
SHORELINE FINL CORP Common Stock 825190101 111 5,373 SH Defined 01,02 5,373 0 0
SHOREWOOD PACKAGING CORP Common Stock 825229107 456 33,600 SH Defined 01,02 33,600 0 0
SHUN TAK HOLDINGS ADR 825646102 201 102,000 SH Defined 01,02 102,000 0 0
SHURGARD STORAGE CTRS -CL A REIT 82567D104 725 29,300 SH Defined 01,02 29,300 0 0
SICOR INC Common Stock 825846108 191 48,071 SH Defined 01,02 48,071 0 0
SIDERURGICA VENEZOLANA SIVENSA ADR 825865405 4 1,449 SH Defined 01,02 1,449 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SIEBEL SYSTEMS INC Common Stock 826170102 7,314 109,786 SH Defined 01,02 109,786 0 0
SIEBERT FINANCIAL CORP Common Stock 826176109 102 5,800 SH Defined 01,02 5,800 0 0
SIEMENS A G -ADR ADR 826197402 27,350 335,700 SH Defined 01,02 335,700 0 0
SIERRA HEALTH SERVICES Common Stock 826322109 369 36,450 SH Defined 01,02 36,450 0 0
SIERRA PACIFIC RESOURCES Common Stock 826428104 2,000 89,907 SH Defined 01,02 89,907 0 0
SIGMA-ALDRICH Common Stock 826552101 3,666 115,479 SH Defined 01,02 115,479 0 0
SIGNET GROUP PLC ADR 82668L872 788 32,000 SH Defined 01,02 32,000 0 0
SIGCORP INC Common Stock 826912107 492 19,299 SH Defined 01,02 19,299 0 0
SILGAN HOLDINGS INC Common Stock 827048109 232 11,600 SH Defined 01,02 11,600 0 0
SILICON GRAPHICS INC Common Stock 827056102 2,357 215,507 SH Defined 01,02 215,507 0 0
SILICON STORAGE TECHNOLOGY Common Stock 827057100 25 1,800 SH Defined 01,02 1,800 0 0
SILICON VY BANCSHARES Common Stock 827064106 615 25,500 SH Defined 01,02 25,500 0 0
SILICON VALLEY GROUP INC Common Stock 827066101 474 40,100 SH Defined 01,02 40,100 0 0
SILICONIX INC Common Stock 827079203 52 1,100 SH Defined 01,02 1,100 0 0
SILKNET Common Stock 827094103 115 2,500 SH Defined 01,02 2,500 0 0
SILVERSTREAM SOFTWARE, INC. Common Stock 827907106 53 1,700 SH Defined 01,02 1,700 0 0
SIMON PROPERTY GROUP INC REIT 828806109 3,664 163,300 SH Defined 01,02 163,300 0 0
SIMPSON INDUSTRIES Common Stock 829060102 243 21,950 SH Defined 01,02 21,950 0 0
SIMPSON MANUFACTURING INC Common Stock 829073105 670 14,300 SH Defined 01,02 14,300 0 0
SIMSMETAL SPONSORED ADR ADR 829202100 189 13,300 SH Defined 01,02 13,300 0 0
SINCLAIR BROADCAST GP -CL A Common Stock 829226109 131 14,400 SH Defined 01,02 14,400 0 0
SINGER CO N V Common Stock 82930F109 37 34,400 SH Defined 01,02 34,400 0 0
SITEL CORP Common Stock 82980K107 22 5,100 SH Defined 01,02 5,100 0 0
SIPEX CORP Common Stock 829909100 84 5,900 SH Defined 01,02 5,900 0 0
SKYPHARMA PLC ADR 830808101 194 22,800 SH Defined 01,02 22,800 0 0
SKY FINANCIAL Common Stock 83080P103 626 26,633 SH Defined 01,02 26,633 0 0
SKYLINE CORP Common Stock 830830105 283 11,015 SH Defined 01,02 11,015 0 0
SKYWEST INC Common Stock 830879102 656 29,900 SH Defined 01,02 29,900 0 0
SKYTEL COMMUNICATIONS INC Common Stock 83087Q104 630 34,400 SH Defined 01,02 34,400 0 0
SMART & FINAL INC Common Stock 831683107 124 12,350 SH Defined 01,02 12,350 0 0
SMALLWORLDWIDE PLC ADR 83168P108 2 300 SH Defined 01,02 300 0 0
SMART MODULAR TECHNOLGS INC Common Stock 831690102 760 22,300 SH Defined 01,02 22,300 0 0
SMEDVIG ADR 83169H105 212 18,800 SH Defined 01,02 18,800 0 0
SMITH, AO CORP A Common Stock 831865100 92 3,000 SH Defined 01,02 3,000 0 0
SMITH (A O) CORP Common Stock 831865209 861 28,450 SH Defined 01,02 28,450 0 0
SMITH INTERNATIONAL INC Common Stock 832110100 2,386 58,912 SH Defined 01,02 58,912 0 0
SMITH CHARLES E RES RLTY INC REIT 832197107 605 17,700 SH Defined 01,02 17,700 0 0
SMITHFIELD FOODS INC Common Stock 832248108 1,356 50,700 SH Defined 01,02 50,700 0 0
SMITHKLINE BEECHAM ADR ADR 832378301 42,553 738,440 SH Defined 01,02 738,440 0 0
SMUCKER (JM) CO -CL A Common Stock 832696108 735 34,790 SH Defined 01,02 34,790 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SMURFIT-STONE CONTAINER CORP Common Stock 832727101 2,989 138,242 SH Defined 01,02 138,242 0 0
SNYDER COMMUNICATIONS INC Common Stock 832914105 1,352 88,998 SH Defined 01,02 88,998 0 0
SNAP-ON INC Common Stock 833034101 2,415 74,293 SH Defined 01,02 74,293 0 0
SOC QUIMICA MINERA -SPN ADR ADR 833635105 406 13,700 SH Defined 01,02 13,700 0 0
SOC GENERALE ADR 83364L109 12,511 303,550 SH Defined 01,02 303,550 0 0
SODEXHO MARRIOTT SVCS INC Common Stock 833793102 240 14,127 SH Defined 01,02 14,127 0 0
SOFTNET SYSTEMS INC Common Stock 833964109 29 1,200 SH Defined 01,02 1,200 0 0
SOFTWARE.COM Common Stock 83402P104 236 5,500 SH Defined 01,02 5,500 0 0
SOLA INTL INC Common Stock 834092108 516 33,300 SH Defined 01,02 33,300 0 0
SOLECTRON CORP Common Stock 834182107 22,250 309,829 SH Defined 01,02 309,829 0 0
SOLUTIA INC Common Stock 834376105 2,387 133,515 SH Defined 01,02 133,515 0 0
SONAT INC Common Stock 835415100 4,988 125,685 SH Defined 01,02 125,685 0 0
SONIC CORP Common Stock 835451105 695 22,850 SH Defined 01,02 22,850 0 0
SONIC AUTOMOTIVE INC -CL A Common Stock 83545G102 187 14,400 SH Defined 01,02 14,400 0 0
SONOCO PRODUCTS CO Common Stock 835495102 2,782 121,956 SH Defined 01,02 121,956 0 0
SONS OF GWALIA ADR 835688201 213 13,600 SH Defined 01,02 13,600 0 0
SONY CORP -AMER SHARES ADR 835699307 39,674 264,380 SH Defined 01,02 264,380 0 0
SOTHEBY'S HOLDINGS -CL A Common Stock 835898107 1,804 69,900 SH Defined 01,02 69,900 0 0
SOURCE MEDIA INC Common Stock 836153304 31 3,400 SH Defined 01,02 3,400 0 0
SOUTH AFRICAN BREWERIES PLC ADR 836220103 1,919 225,714 SH Defined 01,02 225,714 0 0
SOUTH CHINA MORNING POST ADR 837399104 709 211,850 SH Defined 01,02 211,850 0 0
SOUTH JERSEY INDUSTRIES Common Stock 838518108 220 8,358 SH Defined 01,02 8,358 0 0
SOUTHCORP HOLDINGS ADR 841295108 502 27,500 SH Defined 01,02 27,500 0 0
SOUTHDOWN INC Common Stock 841297104 2,431 45,443 SH Defined 01,02 45,443 0 0
SOUTHERN CO Common Stock 842587107 20,149 782,493 SH Defined 01,02 782,493 0 0
SOUTHERN ENERGY HOMES INC Common Stock 842814105 39 14,887 SH Defined 01,02 14,887 0 0
SOUTHERN PERU COPPER Common Stock 843611104 64 3,800 SH Defined 01,02 3,800 0 0
SOUTHERN UNION CO Common Stock 844030106 298 15,691 SH Defined 01,02 15,691 0 0
SOUTHTRUST CORP Common Stock 844730101 6,882 191,834 SH Defined 01,02 191,834 0 0
SOUTHWEST AIRLINES Common Stock 844741108 8,803 579,622 SH Defined 01,02 579,622 0 0
SOUTHWEST BANCORPORATION/TX Common Stock 84476R109 133 7,600 SH Defined 01,02 7,600 0 0
SOUTHWEST GAS CORP Common Stock 844895102 1,007 37,400 SH Defined 01,02 37,400 0 0
SOUTHWEST SECURITIES GROUP Common Stock 845224104 24 900 SH Defined 01,02 900 0 0
SOUTHWESTERN ENERGY CO Common Stock 845467109 277 30,600 SH Defined 01,02 30,600 0 0
SOVEREIGN BANCORP INC Common Stock 845905108 1,970 216,650 SH Defined 01,02 216,650 0 0
SOVRAN SELF STORAGE INC REIT 84610H108 287 12,600 SH Defined 01,02 12,600 0 0
SPACELABS MED INC Common Stock 846247104 188 12,400 SH Defined 01,02 12,400 0 0
SPARTAN MOTORS INC Common Stock 846819100 78 15,500 SH Defined 01,02 15,500 0 0
SPARTECH CORP Common Stock 847220209 331 11,300 SH Defined 01,02 11,300 0 0
SPECIALTY EQUIPMENT COS INC Common Stock 847497203 563 22,300 SH Defined 01,02 22,300 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SPECTRA-PHYSICS LASERS INC Common Stock 847568102 45 4,300 SH Defined 01,02 4,300 0 0
SPECTRIAN CORP Common Stock 847608106 117 5,400 SH Defined 01,02 5,400 0 0
SPEEDFAM IPEC INC Common Stock 847705100 564 46,998 SH Defined 01,02 46,998 0 0
SPEEDWAY MOTORSPORTS INC Common Stock 847788106 1,156 26,700 SH Defined 01,02 26,700 0 0
SPIEKER PROPERTIES INC REIT 848497103 2,047 59,000 SH Defined 01,02 59,000 0 0
SPINNAKER EXPLORATION CO Common Stock 84855W109 48 3,700 SH Defined 01,02 3,700 0 0
SPLITROCK SERVICES, INC. Common Stock 848636304 78 5,200 SH Defined 01,02 5,200 0 0
SPORTSLINE USA INC Common Stock 848934105 476 16,100 SH Defined 01,02 16,100 0 0
SPORTS AUTHORITY INC Common Stock 849176102 124 38,825 SH Defined 01,02 38,825 0 0
SPRINGS INDUSTRIES -CL A Common Stock 851783100 722 21,283 SH Defined 01,02 21,283 0 0
SPRINT CORP Common Stock 852061100 53,935 994,198 SH Defined 01,02 994,198 0 0
SPRINT PCS GROUP Common Stock 852061506 37,671 505,222 SH Defined 01,02 505,222 0 0
SPYGLASS INC Common Stock 852192103 94 7,500 SH Defined 01,02 7,500 0 0
STAAR SURGICAL CO Common Stock 852312305 69 5,800 SH Defined 01,02 5,800 0 0
STAFF LEASING INC Common Stock 852381102 73 7,300 SH Defined 01,02 7,300 0 0
STAFFMARK INC Common Stock 852389105 283 35,600 SH Defined 01,02 35,600 0 0
STAGE STORES INC Common Stock 85254C107 81 13,100 SH Defined 01,02 13,100 0 0
STAMPS COM INC Common Stock 852857101 94 2,700 SH Defined 01,02 2,700 0 0
STANCORP FINL CORP Common Stock 852891100 248 11,100 SH Defined 01,02 11,100 0 0
STANDARD MICROSYSTEMS CORP Common Stock 853626109 178 19,200 SH Defined 01,02 19,200 0 0
STANDARD MOTOR PRODS Common Stock 853666105 313 16,100 SH Defined 01,02 16,100 0 0
STANDARD PACIFIC CP Common Stock 85375C101 370 36,100 SH Defined 01,02 36,100 0 0
STANDARD PRODUCTS CO Common Stock 853836104 697 19,675 SH Defined 01,02 19,675 0 0
STANDARD REGISTER CO Common Stock 853887107 794 33,793 SH Defined 01,02 33,793 0 0
STANDEX INTERNATIONAL CORP Common Stock 854231107 427 15,800 SH Defined 01,02 15,800 0 0
STANFORD TELECOMMUNICATIONS Common Stock 854402104 153 4,800 SH Defined 01,02 4,800 0 0
STANLEY WORKS Common Stock 854616109 2,570 102,053 SH Defined 01,02 102,053 0 0
STAR TELECOMMUNICATIONS INC Common Stock 854923109 67 12,450 SH Defined 01,02 12,450 0 0
STAPLES INC Common Stock 855030102 11,740 538,221 SH Defined 01,02 538,221 0 0
STARBUCKS CORP Common Stock 855244109 5,395 217,722 SH Defined 01,02 217,722 0 0
STARRETT (L.S.) CO -CL A Common Stock 855668109 97 3,900 SH Defined 01,02 3,900 0 0
STARTEK INC Common Stock 85569C107 483 8,800 SH Defined 01,02 8,800 0 0
STATE AUTO FINL CORP Common Stock 855707105 255 24,900 SH Defined 01,02 24,900 0 0
STARWOOD HOTEL & RESORTS WORLD REIT 85590A203 1,805 80,900 SH Defined 01,02 80,900 0 0
STATE FINL SVCS CORP -CL A Common Stock 856855101 25 1,696 SH Defined 01,02 1,696 0 0
STATE STREET CORP Common Stock 857477103 11,955 184,994 SH Defined 01,02 184,994 0 0
STATEN ISLAND BANCORP INC Common Stock 857550107 60 3,200 SH Defined 01,02 3,200 0 0
STATION CASINOS INC Common Stock 857689103 479 20,600 SH Defined 01,02 20,600 0 0
STEEL DYNAMICS INC Common Stock 858119100 458 29,200 SH Defined 01,02 29,200 0 0
STEEL TECHNOLOGIES Common Stock 858147101 159 13,700 SH Defined 01,02 13,700 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
STEELCASE INC Common Stock 858155203 1,090 78,200 SH Defined 01,02 78,200 0 0
STEIN MART INC Common Stock 858375108 393 55,100 SH Defined 01,02 55,100 0 0
STEINWAY MUSICAL INSTRS INC Common Stock 858495104 124 5,900 SH Defined 01,02 5,900 0 0
STEPAN CO Common Stock 858586100 135 5,900 SH Defined 01,02 5,900 0 0
STERLING BANCSHRS/TX Common Stock 858907108 22 1,900 SH Defined 01,02 1,900 0 0
STERICYCLE INC Common Stock 858912108 40 2,700 SH Defined 01,02 2,700 0 0
STERIS CORP Common Stock 859152100 1,241 90,220 SH Defined 01,02 90,220 0 0
STERLING COMMERCE INC Common Stock 859205106 1,965 105,842 SH Defined 01,02 105,842 0 0
STERLING FINL CORP/WA Common Stock 859319105 16 1,200 SH Defined 01,02 1,200 0 0
STERLING SOFTWARE INC Common Stock 859547101 2,008 100,400 SH Defined 01,02 100,400 0 0
STEWART & STEVENSON SERVICES Common Stock 860342104 438 33,362 SH Defined 01,02 33,362 0 0
STEWART ENTERPRISES -CL A Common Stock 860370105 813 134,150 SH Defined 01,02 134,150 0 0
STEWART INFO SVCS Common Stock 860372101 154 8,400 SH Defined 01,02 8,400 0 0
STILLWATER MINING CO Common Stock 86074Q102 1,188 44,200 SH Defined 01,02 44,200 0 0
STMICROELECTRONICS NV ADR 861012102 14,235 192,200 SH Defined 01,02 192,200 0 0
STOLT-NIELSEN SA ADR 861565109 251 14,900 SH Defined 01,02 14,900 0 0
STOLT-COMEX SEAWAY ADR ADR 861567105 122 11,200 SH Defined 01,02 11,200 0 0
STONE & WEBSTER INC Common Stock 861572105 451 16,100 SH Defined 01,02 16,100 0 0
STONE ENERGY CORP Common Stock 861642106 1,046 20,500 SH Defined 01,02 20,500 0 0
STONERIDGE INC Common Stock 86183P102 120 6,900 SH Defined 01,02 6,900 0 0
STORAGE USA INC REIT 861907103 762 27,700 SH Defined 01,02 27,700 0 0
STORAGE TECHNOLOGY CP Common Stock 862111200 2,316 119,913 SH Defined 01,02 119,913 0 0
STRATTEC SECURITY CORP Common Stock 863111100 198 5,654 SH Defined 01,02 5,654 0 0
STRAYER EDUCATION INC Common Stock 863236105 176 8,850 SH Defined 01,02 8,850 0 0
STRIDE RITE CORP Common Stock 863314100 394 56,300 SH Defined 01,02 56,300 0 0
STRUCTURAL DYNAMICS RESEARCH Common Stock 863555108 642 42,697 SH Defined 01,02 42,697 0 0
STRYKER CORP Common Stock 863667101 6,533 127,788 SH Defined 01,02 127,788 0 0
STUDENT ADVANTAGE INC Common Stock 86386Q105 31 2,700 SH Defined 01,02 2,700 0 0
STUDENT LOAN CORP Common Stock 863902102 156 3,800 SH Defined 01,02 3,800 0 0
STURM RUGER & CO INC Common Stock 864159108 297 33,000 SH Defined 01,02 33,000 0 0
SUFFOLK BANCORP Common Stock 864739107 114 4,200 SH Defined 01,02 4,200 0 0
SUGEN INC Common Stock 865041107 144 4,600 SH Defined 01,02 4,600 0 0
SUIZA FOODS CORP Common Stock 865077101 1,508 40,200 SH Defined 01,02 40,200 0 0
SULZER MEDICA LTD ADR 865580104 1,302 68,500 SH Defined 01,02 68,500 0 0
SUMITOMO METAL IND ADR 865621304 2,527 224,200 SH Defined 01,02 224,200 0 0
SUMITOMO TRUST&BANKING ADR 865625206 6,859 866,200 SH Defined 01,02 866,200 0 0
SUMMIT BANCORP Common Stock 866005101 6,628 204,328 SH Defined 01,02 204,328 0 0
SUMMIT BANCSHARES INC/TX Common Stock 866011109 27 1,500 SH Defined 01,02 1,500 0 0
SUMMIT PROPERTIES INC REIT 866239106 502 25,200 SH Defined 01,02 25,200 0 0
SUMMIT TECHNOLOGY INC Common Stock 86627E101 1,230 67,150 SH Defined 01,02 67,150 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SUN BANCORP INC Common Stock 86663B102 27 1,702 SH Defined 01,02 1,702 0 0
SUN COMMUNITIES INC REIT 866674104 579 17,500 SH Defined 01,02 17,500 0 0
SUN HUNG KAI PROPERTIES SPONSORED ADR ADR 86676H302 12,607 1,652,700 SH Defined 01,02 1,652,700 0 0
SUN MICROSYSTEMS INC Common Stock 866810104 83,466 897,479 SH Defined 01,02 897,479 0 0
SUNBURST HOSPITALITY CORP Common Stock 866948102 9 1,501 SH Defined 01,02 1,501 0 0
SUNBEAM CORPORATION Common Stock 867071102 324 57,000 SH Defined 01,02 57,000 0 0
SUNCOR ENERGY INC Common Stock 867229106 1,435 36,700 SH Defined 01,02 36,700 0 0
SUNGARD DATA SYSTEMS INC Common Stock 867363103 3,687 140,110 SH Defined 01,02 140,110 0 0
SUNGLASS HUT INTL INC Common Stock 86736F106 389 36,800 SH Defined 01,02 36,800 0 0
SUNOCO INC Common Stock 86764P109 2,839 103,725 SH Defined 01,02 103,725 0 0
SUNQUEST INFORMATION SYS INC Common Stock 867654105 137 8,500 SH Defined 01,02 8,500 0 0
SUNRISE ASSISTED LIVING INC Common Stock 86768K106 287 10,800 SH Defined 01,02 10,800 0 0
SUNRISE TECHNOLOGY INTL INC Common Stock 86769L103 13 2,700 SH Defined 01,02 2,700 0 0
SUNTERRA CORP Common Stock 86787D109 216 18,150 SH Defined 01,02 18,150 0 0
SUNRISE MEDICAL INC Common Stock 867910101 179 29,900 SH Defined 01,02 29,900 0 0
SUNTRUST BANKS INC Common Stock 867914103 24,147 367,262 SH Defined 01,02 367,262 0 0
SUNSTONE HOTEL INVESTORS INC REIT 867933103 329 37,600 SH Defined 01,02 37,600 0 0
SUPERGEN INC Common Stock 868059106 69 3,000 SH Defined 01,02 3,000 0 0
SUPERIOR CONSULTANT HLDGS CP Common Stock 868146101 81 6,900 SH Defined 01,02 6,900 0 0
SUPERIOR ENERGY SERVICES INC Common Stock 868157108 29 4,600 SH Defined 01,02 4,600 0 0
SUPERIOR INDUSTRIES INTL Common Stock 868168105 901 32,196 SH Defined 01,02 32,196 0 0
SUPERIOR NATL INS GROUP INC Common Stock 868224106 34 2,400 SH Defined 01,02 2,400 0 0
SUPERIOR SERVICES INC Common Stock 868316100 67 2,500 SH Defined 01,02 2,500 0 0
SUPERIOR TELECOM INC Common Stock 868365107 89 6,350 SH Defined 01,02 6,350 0 0
SUPERIOR TRUST I Common Stock 86836P202 53 1,544 SH Defined 01,02 1,544 0 0
SUPER-SOL LTD ADR 868511205 402 29,100 SH Defined 01,02 29,100 0 0
SUPERTEX INC Common Stock 868532102 73 4,500 SH Defined 01,02 4,500 0 0
SUPERVALU INC Common Stock 868536103 3,486 158,014 SH Defined 01,02 158,014 0 0
SURGUTNEFTEGAZ -SPON ADR ADR 868861204 2,113 321,300 SH Defined 01,02 321,300 0 0
SUSQUEHANNA BANCSHARES INC Common Stock 869099101 771 44,693 SH Defined 01,02 44,693 0 0
SVENSKA CELLULOSA SPONSORED ADR ADR 869587402 3,449 137,100 SH Defined 01,02 137,100 0 0
SWEDISH MATCH CO SPON ADR ADR 870309507 1,132 31,280 SH Defined 01,02 31,280 0 0
SWIFT TRANSPORTATION CO INC Common Stock 870756103 1,506 76,500 SH Defined 01,02 76,500 0 0
SWIRE PACIFIC ADR 870794302 3,173 669,700 SH Defined 01,02 669,700 0 0
SWISS ARMY BRANDS INC Common Stock 870827102 90 9,700 SH Defined 01,02 9,700 0 0
SWISS RE ADR 870887205 16,476 165,100 SH Defined 01,02 165,100 0 0
SWISSCOM AG ADR 871013108 13,374 425,400 SH Defined 01,02 425,400 0 0
SYBASE INC Common Stock 871130100 586 49,620 SH Defined 01,02 49,620 0 0
SYBRON INTL CORP Common Stock 87114F106 3,668 136,497 SH Defined 01,02 136,497 0 0
SYKES ENTERPRISES INC Common Stock 871237103 485 19,650 SH Defined 01,02 19,650 0 0
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SYLVAN LEARNING SYSTEMS INC Common Stock 871399101 1,201 62,000 SH Defined 01,02 62,000 0 0
SYMANTEC CORP Common Stock 871503108 2,412 67,071 SH Defined 01,02 67,071 0 0
SYMBOL TECHNOLOGIES Common Stock 871508107 3,551 105,613 SH Defined 01,02 105,613 0 0
SYMMETRICOM INC Common Stock 871543104 137 18,300 SH Defined 01,02 18,300 0 0
SYMS CORP Common Stock 871551107 76 10,200 SH Defined 01,02 10,200 0 0
SYNAPTIC PHARMACEUTICAL CORP Common Stock 87156R109 9 1,700 SH Defined 01,02 1,700 0 0
SYNCOR INTL CORP/DE Common Stock 87157J106 536 14,300 SH Defined 01,02 14,300 0 0
SYNOPSYS INC Common Stock 871607107 4,770 84,947 SH Defined 01,02 84,947 0 0
SYNOVUS FINANCIAL CP Common Stock 87161C105 5,796 310,136 SH Defined 01,02 310,136 0 0
SYNTEL INC Common Stock 87162H103 127 14,300 SH Defined 01,02 14,300 0 0
SYNTROLEUM CORP Common Stock 871630109 46 6,550 SH Defined 01,02 6,550 0 0
SYSCO CORP Common Stock 871829107 13,479 384,418 SH Defined 01,02 384,418 0 0
SYSTEMAX INC Common Stock 871851101 210 25,100 SH Defined 01,02 25,100 0 0
SYSTEMS & COMPUTER TECH CORP Common Stock 871873105 224 17,800 SH Defined 01,02 17,800 0 0
TBC CORP Common Stock 872180104 179 25,850 SH Defined 01,02 25,850 0 0
TCBY ENTERPRISES INC Common Stock 872245105 128 28,000 SH Defined 01,02 28,000 0 0
TCF FINANCIAL CORP Common Stock 872275102 2,873 100,586 SH Defined 01,02 100,586 0 0
TDK CORP -ADS ADR 872351408 10,212 87,800 SH Defined 01,02 87,800 0 0
TD WATERHOUSE SECURITIES Common Stock 872362108 1,802 139,300 SH Defined 01,02 139,300 0 0
TECO ENERGY INC Common Stock 872375100 3,341 158,135 SH Defined 01,02 158,135 0 0
TEPPCO PARTNERS -LP Common Stock 872384102 140 7,000 SH Defined 01,02 7,000 0 0
THQ INC Common Stock 872443403 216 5,000 SH Defined 01,02 5,000 0 0
T I GROUP ADR 872472709 2,372 164,600 SH Defined 01,02 164,600 0 0
TJ INTERNATIONAL INC Common Stock 872534102 477 19,000 SH Defined 01,02 19,000 0 0
TJX COMPANIES INC Common Stock 872540109 10,349 368,791 SH Defined 01,02 368,791 0 0
TNP ENTERPRISES INC Common Stock 872594106 639 16,400 SH Defined 01,02 16,400 0 0
TPI ENTERPRISES INC Common Stock 872623103 0 600 SH Defined 01,02 600 0 0
TRW INC Common Stock 872649108 6,875 138,189 SH Defined 01,02 138,189 0 0
TSI INTL SOFTWARE LTD Common Stock 872879101 174 6,400 SH Defined 01,02 6,400 0 0
TMP WORLDWIDE INC Common Stock 872941109 621 10,200 SH Defined 01,02 10,200 0 0
UNITED VIDEO SATEL -CL A Common Stock 87307Q109 685 17,500 SH Defined 01,02 17,500 0 0
TVX GOLD INC Common Stock 87308K101 135 98,400 SH Defined 01,02 98,400 0 0
TACO CABANA -CL A Common Stock 873425102 159 16,400 SH Defined 01,02 16,400 0 0
TAG HEUER INTERNATIONAL SA ADR 873773105 407 28,800 SH Defined 01,02 28,800 0 0
TAIWAN SEMICONDUCTOR MFG LTD ADR 874039100 28,349 960,981 SH Defined 01,02 960,981 0 0
TALBOTS INC Common Stock 874161102 988 22,100 SH Defined 01,02 22,100 0 0
TALISMAN ENERGY INC Common Stock 87425E103 1,801 60,160 SH Defined 01,02 60,160 0 0
TALK CITY INC Common Stock 874263106 16 1,900 SH Defined 01,02 1,900 0 0
TALK.COM INC Common Stock 874264104 949 73,500 SH Defined 01,02 73,500 0 0
TANDY CORP Common Stock 875382103 11,514 222,766 SH Defined 01,02 222,766 0 0
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TANGER FACTORY OUTLET CTRS REIT 875465106 187 8,200 SH Defined 01,02 8,200 0 0
TANNING TECHNOLOGY CORP Common Stock 87588P101 39 1,500 SH Defined 01,02 1,500 0 0
TARRANT APPAREL GROUP Common Stock 876289109 44 3,900 SH Defined 01,02 3,900 0 0
TATE & LYLE ADR 876570607 1,441 58,500 SH Defined 01,02 58,500 0 0
TAUBMAN CTRS INC REIT 876664103 610 53,000 SH Defined 01,02 53,000 0 0
TAYLOR NELSON AGB ADR 877255109 783 17,600 SH Defined 01,02 17,600 0 0
TECH DATA CORP Common Stock 878237106 1,432 61,500 SH Defined 01,02 61,500 0 0
TECH-SYM CORP Common Stock 878308105 41 2,100 SH Defined 01,02 2,100 0 0
TECHNE CORP Common Stock 878377100 439 14,000 SH Defined 01,02 14,000 0 0
TECHNITROL INC Common Stock 878555101 701 19,900 SH Defined 01,02 19,900 0 0
TECHNOLOGY SOLUTIONS CO Common Stock 87872T108 715 50,650 SH Defined 01,02 50,650 0 0
TECUMSEH PRODUCTS CO -CL A Common Stock 878895200 1,218 24,293 SH Defined 01,02 24,293 0 0
TEJON RANCH CO Common Stock 879080109 222 7,600 SH Defined 01,02 7,600 0 0
TEKELEC Common Stock 879101103 569 41,200 SH Defined 01,02 41,200 0 0
TEKTRONIX INC Common Stock 879131100 1,807 53,943 SH Defined 01,02 53,943 0 0
TELE CELULAR SUL ADR 879238103 287 15,180 SH Defined 01,02 15,180 0 0
TELE CELULAR SUL ADR 879239101 1,657 29,860 SH Defined 01,02 29,860 0 0
TELE CENTRO OESTE CELULAR ADR 87923P105 184 55,533 SH Defined 01,02 55,533 0 0
TELE DANMARK -SPON ADR ADR 879242105 9,036 305,000 SH Defined 01,02 305,000 0 0
TELE NORTE LESTE ADR 879246106 2,303 148,600 SH Defined 01,02 148,600 0 0
TELE NORDESTE CELULAR ADR 87924W109 175 7,680 SH Defined 01,02 7,680 0 0
TELE NORTE CELULAR ADR 87924Y105 84 2,952 SH Defined 01,02 2,952 0 0
TELE SUDESTE CELULAR ADR 879252104 642 29,860 SH Defined 01,02 29,860 0 0
TELEBANC FINANCIAL CORP Common Stock 87925R109 60 2,600 SH Defined 01,02 2,600 0 0
TELECOM ARGENTINA -ADR B ADR 879273209 3,635 136,200 SH Defined 01,02 136,200 0 0
TELECOM CP NEW ZEALAND -ADR ADR 879278208 4,224 132,000 SH Defined 01,02 132,000 0 0
TELECOM ITALIA SPA ADR 87927W106 27,541 319,550 SH Defined 01,02 319,550 0 0
TELECOMUNICACOES BRASILEIRAS ADR 879287100 6 205,200 SH Defined 01,02 205,200 0 0
TELEBRAS UNIT ADR 879287308 74 1,000 SH Defined 01,02 1,000 0 0
TELEFLEX INC Common Stock 879369106 1,784 45,240 SH Defined 01,02 45,240 0 0
TELEFONICA DE ARGENT -S ADR ADR 879378206 4,307 163,300 SH Defined 01,02 163,300 0 0
TELEFONICA S.A. ADR 879382208 32,999 687,483 SH Defined 01,02 687,483 0 0
TELEFONICA del PERU ADR 879384105 2,178 162,100 SH Defined 01,02 162,100 0 0
TELEFONOS DE MEX -SPON ADR ADR 879403780 14,175 198,950 SH Defined 01,02 198,950 0 0
TELEGLOBE INC Common Stock 87941V100 1,227 79,500 SH Defined 01,02 79,500 0 0
TELEPHONE & DATA Common Stock 879433100 6,496 73,139 SH Defined 01,02 73,139 0 0
TELE LESTE CELULAR ADR 87943B102 93 2,952 SH Defined 01,02 2,952 0 0
TELEMIG CELULAR ADR 87944E105 221 7,480 SH Defined 01,02 7,480 0 0
TELESCAN INC Common Stock 879516102 20 1,200 SH Defined 01,02 1,200 0 0
TELESPECTRUM WORLDWIDE INC Common Stock 87951U109 79 13,300 SH Defined 01,02 13,300 0 0
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TELESP ADR 87952K100 2,183 138,600 SH Defined 01,02 138,600 0 0
TELESP CELULAR ADR 87952L108 1,552 59,420 SH Defined 01,02 59,420 0 0
TELEVISION BROADCASTS LTD ADR 879531309 1,216 142,200 SH Defined 01,02 142,200 0 0
TELEWEST COMMUN PLC -ADR ADR 87956P105 4,747 130,045 SH Defined 01,02 130,045 0 0
TELIGENT INC Common Stock 87959Y103 696 14,000 SH Defined 01,02 14,000 0 0
TELLABS INC Common Stock 879664100 25,919 455,226 SH Defined 01,02 455,226 0 0
TELSTRA CORP LTD ADR 87969N204 15,450 585,800 SH Defined 01,02 585,800 0 0
TELXON CORP Common Stock 879700102 165 19,700 SH Defined 01,02 19,700 0 0
TEMPLE-INLAND INC Common Stock 879868107 3,898 63,896 SH Defined 01,02 63,896 0 0
TELETECH HOLDINGS INC Common Stock 879939106 537 37,700 SH Defined 01,02 37,700 0 0
TELESYSTEM INTERNATIONAL WIRELESS Common Stock 879946101 695 40,900 SH Defined 01,02 40,900 0 0
TENFOLD CORP Common Stock 88033A103 72 2,700 SH Defined 01,02 2,700 0 0
TENET HEALTHCARE CORP Common Stock 88033G100 6,872 391,266 SH Defined 01,02 391,266 0 0
TENNANT CO Common Stock 880345103 288 8,500 SH Defined 01,02 8,500 0 0
TENNECO INC Common Stock 88037E101 3,305 194,399 SH Defined 01,02 194,399 0 0
TERADYNE INC Common Stock 880770102 7,205 204,402 SH Defined 01,02 204,402 0 0
TERAYON COMMUN SYSTEMS INC Common Stock 880775101 494 10,100 SH Defined 01,02 10,100 0 0
TEREX CORP Common Stock 880779103 69 2,200 SH Defined 01,02 2,200 0 0
TERRA INDUSTRIES INC Common Stock 880915103 40 23,600 SH Defined 01,02 23,600 0 0
TERRA NITROGEN CO -LP Common Stock 881005201 27 4,500 SH Defined 01,02 4,500 0 0
TESCO ADR 881575302 13,551 1,445,450 SH Defined 01,02 1,445,450 0 0
TESORO PETROLEUM CORP Common Stock 881609101 342 20,700 SH Defined 01,02 20,700 0 0
TEVA PHARM INDS -ADR ADR 881624209 1,952 38,790 SH Defined 01,02 38,790 0 0
TETRA TECHNOLOGIES INC/DE Common Stock 88162F105 169 16,600 SH Defined 01,02 16,600 0 0
TETRA TECH INC Common Stock 88162G103 770 46,125 SH Defined 01,02 46,125 0 0
TEXACO INC Common Stock 881694103 39,880 631,760 SH Defined 01,02 631,760 0 0
TEXAS INDUSTRIES INC Common Stock 882491103 955 25,800 SH Defined 01,02 25,800 0 0
TEXAS INSTRUMENTS INC Common Stock 882508104 74,571 906,634 SH Defined 01,02 906,634 0 0
TEXAS REGL BCSHS INC -CL A Common Stock 882673106 120 4,850 SH Defined 01,02 4,850 0 0
TEXAS UTILITIES CO Common Stock 882848104 11,800 316,258 SH Defined 01,02 316,258 0 0
TEXTRON INC Common Stock 883203101 13,332 172,303 SH Defined 01,02 172,303 0 0
THEGLOBE.COM INC Common Stock 88335R101 25 1,800 SH Defined 01,02 1,800 0 0
THERAGENICS CORP Common Stock 883375107 214 16,800 SH Defined 01,02 16,800 0 0
THERMO ELECTRON CORP Common Stock 883556102 2,419 180,002 SH Defined 01,02 180,002 0 0
THERMO INSTRUMENT SYSTEMS Common Stock 883559106 212 19,821 SH Defined 01,02 19,821 0 0
THERMEDICS DETECTION INC Common Stock 88355E105 14 1,540 SH Defined 01,02 1,540 0 0
THERMO BIOANALYSIS CORP Common Stock 88355H108 176 9,600 SH Defined 01,02 9,600 0 0
THERMO CARDIOSYSTEMS Common Stock 88355K200 106 14,900 SH Defined 01,02 14,900 0 0
THERMO ECOTEK CORP Common Stock 88355R106 44 4,800 SH Defined 01,02 4,800 0 0
THERMO FIBERTEK INC Common Stock 88355W105 77 12,650 SH Defined 01,02 12,650 0 0
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THERMO OPTEK CORP Common Stock 883582108 175 20,900 SH Defined 01,02 20,900 0 0
THERMO POWER CORP Common Stock 883589103 26 2,200 SH Defined 01,02 2,200 0 0
THERMOLASE CORP Common Stock 883624108 36 19,000 SH Defined 01,02 19,000 0 0
THERMOQUEST CORP Common Stock 883655102 134 13,200 SH Defined 01,02 13,200 0 0
THERMOSPECTRA CORP Common Stock 883660102 42 2,700 SH Defined 01,02 2,700 0 0
THERMOTREX CORP Common Stock 883666109 39 6,200 SH Defined 01,02 6,200 0 0
THESTREET DOT COM Common Stock 88368Q103 234 12,900 SH Defined 01,02 12,900 0 0
THERMEDICS INC Common Stock 883901100 85 11,500 SH Defined 01,02 11,500 0 0
THOMAS & BETTS CORP Common Stock 884315102 3,304 64,776 SH Defined 01,02 64,776 0 0
THOMAS INDUSTRIES INC Common Stock 884425109 363 19,450 SH Defined 01,02 19,450 0 0
THOMSON CSF -ADR ADR 885094409 3,017 88,800 SH Defined 01,02 88,800 0 0
THOR INDUSTRIES INC Common Stock 885160101 380 14,900 SH Defined 01,02 14,900 0 0
THORATEC LABORATORIES CORP Common Stock 885175307 38 5,000 SH Defined 01,02 5,000 0 0
3COM CORP Common Stock 885535104 11,784 409,890 SH Defined 01,02 409,890 0 0
3DO COMPANY Common Stock 88553W105 26 2,600 SH Defined 01,02 2,600 0 0
3DFX INTERACTIVE INC Common Stock 88553X103 40 4,800 SH Defined 01,02 4,800 0 0
THREE-FIVE SYSTEMS INC Common Stock 88554L108 190 8,600 SH Defined 01,02 8,600 0 0
TIBCO SOFTWARE, INC Common Stock 88632Q103 138 4,600 SH Defined 01,02 4,600 0 0
TICKETMASTER ONLINE CITY SRCH Common Stock 88633P203 114 4,700 SH Defined 01,02 4,700 0 0
TIDEWATER INC Common Stock 886423102 1,696 66,502 SH Defined 01,02 66,502 0 0
TIFFANY & CO Common Stock 886547108 5,065 84,504 SH Defined 01,02 84,504 0 0
TIMBERLAND CO-CL A Common Stock 887100105 1,023 26,200 SH Defined 01,02 26,200 0 0
TIMBERLINE SOFTWARE CORP Common Stock 887134104 42 2,233 SH Defined 01,02 2,233 0 0
TIME WARNER INC Common Stock 887315109 90,481 1,489,406 SH Defined 01,02 1,489,406 0 0
TIME WARNER TELECOM Common Stock 887319101 129 6,200 SH Defined 01,02 6,200 0 0
TIMES MIRROR COMPANY -SER A Common Stock 887364107 5,483 83,308 SH Defined 01,02 83,308 0 0
TIMKEN CO Common Stock 887389104 1,137 70,511 SH Defined 01,02 70,511 0 0
TITAN CORP Common Stock 888266103 42 2,900 SH Defined 01,02 2,900 0 0
TITAN EXPLORATION INC Common Stock 888289105 23 4,600 SH Defined 01,02 4,600 0 0
TITAN INTERNATIONAL INC Common Stock 88830M102 258 25,200 SH Defined 01,02 25,200 0 0
TITANIUM METALS CORP Common Stock 888339108 195 21,800 SH Defined 01,02 21,800 0 0
TIVO INC Common Stock 888706108 30 1,000 SH Defined 01,02 1,000 0 0
TNT POST GROEP NV ADR 888742103 8,262 325,602 SH Defined 01,02 325,602 0 0
TODAYS MAN INC WTS Warrant or Right 888910114 0 500 SH Defined 01,02 500 0 0
TOKIO MARINE &FIRE INS-ADR ADR 889090403 12,217 212,470 SH Defined 01,02 212,470 0 0
TOLL BROTHERS INC Common Stock 889478103 852 44,700 SH Defined 01,02 44,700 0 0
TOMKINS PLC -ADR ADR 890030208 3,322 195,400 SH Defined 01,02 195,400 0 0
TOO INC Common Stock 890333107 285 15,869 SH Defined 01,02 15,869 0 0
TOOTSIE ROLL INDS Common Stock 890516107 85 2,600 SH Defined 01,02 2,600 0 0
TOPPS CO INC Common Stock 890786106 27 3,600 SH Defined 01,02 3,600 0 0
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TORCHMARK CORP Common Stock 891027104 3,942 152,351 SH Defined 01,02 152,351 0 0
TORO CO Common Stock 891092108 594 15,900 SH Defined 01,02 15,900 0 0
TOSCO CORP Common Stock 891490302 4,404 174,400 SH Defined 01,02 174,400 0 0
TOTAL RENAL CARE HLDG -CL A Common Stock 89151A107 750 100,841 SH Defined 01,02 100,841 0 0
TOTAL S A -SPON ADR ADR 89151E109 23,849 375,952 SH Defined 01,02 375,952 0 0
TOWER AUTOMOTIVE INC Common Stock 891707101 1,127 56,900 SH Defined 01,02 56,900 0 0
TOTAL SYSTEM SERVICES INC Common Stock 891906109 683 42,050 SH Defined 01,02 42,050 0 0
TOWN & COUNTRY TRUST REIT 892081100 279 15,800 SH Defined 01,02 15,800 0 0
TOYOTA MOTOR CORP -ADR ADR 892331307 79,582 1,275,870 SH Defined 01,02 1,275,870 0 0
TOYS R US INC Common Stock 892335100 4,244 282,935 SH Defined 01,02 282,935 0 0
TRACTOR SUPPLY CO Common Stock 892356106 89 4,700 SH Defined 01,02 4,700 0 0
TRAMMELL CROW COMPANY Common Stock 89288R106 142 10,700 SH Defined 01,02 10,700 0 0
TRANS WORLD AIRLINES Common Stock 893349837 67 18,800 SH Defined 01,02 18,800 0 0
TRANS WORLD ENTMT CORP Common Stock 89336Q100 254 20,050 SH Defined 01,02 20,050 0 0
TRANSACTION NETWORK SVCS INC Common Stock 893414102 408 10,400 SH Defined 01,02 10,400 0 0
TRNSACTN SYS ARCHTCTS -CL A Common Stock 893416107 1,040 38,600 SH Defined 01,02 38,600 0 0
TRANSATLANTIC HOLDINGS INC Common Stock 893521104 861 12,250 SH Defined 01,02 12,250 0 0
TRANSCANADA PIPELINES LTD Common Stock 893526103 3,891 297,910 SH Defined 01,02 297,910 0 0
TRANSKARYOTIC THERAPIES INC Common Stock 893735100 622 12,100 SH Defined 01,02 12,100 0 0
TRANS MARITIMA MEX -ADR ADR 893868208 8 2,100 SH Defined 01,02 2,100 0 0
TRANSPORTADOR DE GAS DEL SUR S ADR 893870204 411 50,200 SH Defined 01,02 50,200 0 0
TRANSPORTATION TECHNOLOGIES IND Common Stock 89388T101 43 2,500 SH Defined 01,02 2,500 0 0
TRANSMONTAIGNE INC Common Stock 893934109 159 10,600 SH Defined 01,02 10,600 0 0
TRAVELERS PPTY CAS CP -CL A Common Stock 893939108 1,354 45,900 SH Defined 01,02 45,900 0 0
TRANSWITCH CORP Common Stock 894065101 299 5,250 SH Defined 01,02 5,250 0 0
TRANZ RAIL HOLDING LTD. ADR 894116102 119 23,300 SH Defined 01,02 23,300 0 0
TRAVEL SERVICES INTL INC Common Stock 894169101 81 7,000 SH Defined 01,02 7,000 0 0
TREDEGAR INDUSTRIES INC Common Stock 894650100 964 45,100 SH Defined 01,02 45,100 0 0
TREMONT CORP Common Stock 894745207 105 4,400 SH Defined 01,02 4,400 0 0
TRENDWEST RESORTS INC Common Stock 894917103 133 5,100 SH Defined 01,02 5,100 0 0
TRENWICK GROUP INC Common Stock 895290104 216 13,050 SH Defined 01,02 13,050 0 0
TREX COMPANY INC Common Stock 89531P105 29 1,100 SH Defined 01,02 1,100 0 0
TREX MEDICAL CORP Common Stock 89531R101 88 21,360 SH Defined 01,02 21,360 0 0
TRIAD HOSPITALS INC Common Stock 89579K109 179 17,700 SH Defined 01,02 17,700 0 0
TRIANGLE BANCORP INC Common Stock 895835106 123 6,661 SH Defined 01,02 6,661 0 0
TRIANGLE PHARMACEUTICALS INC Common Stock 89589H104 146 7,600 SH Defined 01,02 7,600 0 0
TRIAD GUARANTY INC Common Stock 895925105 57 3,400 SH Defined 01,02 3,400 0 0
TRIARC COS INC -CL A Common Stock 895927101 669 31,200 SH Defined 01,02 31,200 0 0
TRIGEN ENERGY CORP Common Stock 895930105 94 4,100 SH Defined 01,02 4,100 0 0
TRICON GLOBAL RESTAURANTS Common Stock 895953107 7,298 178,282 SH Defined 01,02 178,282 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C><C>
TRIBUNE CO Common Stock 896047107 13,569 272,734 SH Defined 01,02 272,734 0 0
TRIGON HEALTHCARE INC Common Stock 89618L100 1,565 53,500 SH Defined 01,02 53,500 0 0
TRIMBLE NAVIGATION LTD Common Stock 896239100 292 27,300 SH Defined 01,02 27,300 0 0
TRIMERIS INC Common Stock 896263100 18 1,100 SH Defined 01,02 1,100 0 0
TRINET CORP REALTY TRUST INC REIT 896287109 605 25,400 SH Defined 01,02 25,400 0 0
TRINITY INDUSTRIES Common Stock 896522109 1,550 50,191 SH Defined 01,02 50,191 0 0
TRIQUINT SEMICONDUCTOR INC Common Stock 89674K103 326 5,700 SH Defined 01,02 5,700 0 0
TRIUMPH GROUP INC Common Stock 896818101 85 3,200 SH Defined 01,02 3,200 0 0
TRIZEC HAHN CORP Common Stock 896938107 1,314 69,400 SH Defined 01,02 69,400 0 0
TROPICAL SPORTSWEAR INTL CP Common Stock 89708P102 35 1,900 SH Defined 01,02 1,900 0 0
TRUE NORTH COMMUNICATIONS Common Stock 897844106 2,106 57,900 SH Defined 01,02 57,900 0 0
TRUST CO NJ JERSEY CITY Common Stock 898304100 308 13,400 SH Defined 01,02 13,400 0 0
TRUSTCO BANK CORP/NY Common Stock 898349105 965 32,690 SH Defined 01,02 32,690 0 0
TRUSTMARK CORP Common Stock 898402102 1,123 49,900 SH Defined 01,02 49,900 0 0
TUBOS DE ACERO DE MEX -ADR ADR 898592506 524 42,800 SH Defined 01,02 42,800 0 0
TUBOSCOPE INC Common Stock 898600101 669 53,800 SH Defined 01,02 53,800 0 0
TUESDAY MORNING CORP Common Stock 899035505 76 3,000 SH Defined 01,02 3,000 0 0
TUMBLEWEED SOFTWARE CORPORATION Common Stock 899690101 67 2,500 SH Defined 01,02 2,500 0 0
TUPPERWARE CORP Common Stock 899896104 1,345 66,433 SH Defined 01,02 66,433 0 0
TURBOCHEF TECHNOLOGIES INC Common Stock 900006107 9 1,600 SH Defined 01,02 1,600 0 0
TUSCARORA INC Common Stock 900902107 20 1,600 SH Defined 01,02 1,600 0 0
TUT SYSTEMS INC Common Stock 901103101 132 5,100 SH Defined 01,02 5,100 0 0
TWEETER HOME ENTMT GROUP INC Common Stock 901167106 22 600 SH Defined 01,02 600 0 0
20TH CENTURY INDUSTRIES Common Stock 901272203 705 36,400 SH Defined 01,02 36,400 0 0
24 / 7 MEDIA INC COM Common Stock 901314104 61 1,600 SH Defined 01,02 1,600 0 0
TWINLAB CORP Common Stock 901774109 188 21,200 SH Defined 01,02 21,200 0 0
TYCO INTERNATIONAL LTD Common Stock 902124106 99,748 966,085 SH Defined 01,02 966,085 0 0
TYSON FOODS INC-CL A Common Stock 902494103 4,523 275,153 SH Defined 01,02 275,153 0 0
UAL CORP Common Stock 902549500 2,250 34,452 SH Defined 01,02 34,452 0 0
UBS AG ADR 90261R105 38,034 2,698,400 SH Defined 01,02 2,698,400 0 0
UCAR INTERNATIONAL INC Common Stock 90262K109 1,230 53,900 SH Defined 01,02 53,900 0 0
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UBID INC Common Stock 903469104 146 5,530 SH Defined 01,02 5,530 0 0
ULTRAMAR DIAMOND SHAMROCK Common Stock 904000106 2,646 103,782 SH Defined 01,02 103,782 0 0
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UNIFIED ENERGY SYSTEMS ADR 904688108 1,456 278,300 SH Defined 01,02 278,300 0 0
UNIFIRST CORP Common Stock 904708104 179 13,000 SH Defined 01,02 13,000 0 0
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UNOVA INC Common Stock 91529B106 482 36,000 SH Defined 01,02 36,000 0 0
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UTILICORP UNITED INC Common Stock 918005109 2,342 111,186 SH Defined 01,02 111,186 0 0
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VERITAS SOFTWARE CO Common Stock 923436109 15,727 207,100 SH Defined 01,02 207,100 0 0
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WMC LIMITED -ADR ADR 928947100 3,957 194,187 SH Defined 01,02 194,187 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
WESTPAC BANKING -SPON ADR ADR 961214301 7,854 255,400 SH Defined 01,02 255,400 0 0
WESTPOINT STEVENS INC Common Stock 961238102 1,576 66,700 SH Defined 01,02 66,700 0 0
WESTVACO CORP Common Stock 961548104 2,931 114,369 SH Defined 01,02 114,369 0 0
WESTWOOD ONE INC Common Stock 961815107 2,915 64,600 SH Defined 01,02 64,600 0 0
WET SEAL INC-CL A Common Stock 961840105 63 3,800 SH Defined 01,02 3,800 0 0
WEYERHAEUSER CO Common Stock 962166104 13,225 229,509 SH Defined 01,02 229,509 0 0
WHIRLPOOL CORP Common Stock 963320106 5,636 86,289 SH Defined 01,02 86,289 0 0
WHITE CAP INDUSTRIES INC Common Stock 963505102 24 1,600 SH Defined 01,02 1,600 0 0
MARKS BROS JEWELERS Common Stock 965063100 101 3,500 SH Defined 01,02 3,500 0 0
WHITMAN CORP Common Stock 96647R107 1,865 130,898 SH Defined 01,02 130,898 0 0
WHITNEY HOLDING CORP Common Stock 966612103 963 28,025 SH Defined 01,02 28,025 0 0
WHITTMAN HART INC Common Stock 966834103 2,947 76,000 SH Defined 01,02 76,000 0 0
WHOLE FOODS MARKET INC Common Stock 966837106 1,050 32,100 SH Defined 01,02 32,100 0 0
WIENERBERGER BAUSTOFFINDUSTRIE AG ADR 967662107 841 188,800 SH Defined 01,02 188,800 0 0
WILD OATS MARKETS INC Common Stock 96808B107 158 4,000 SH Defined 01,02 4,000 0 0
WILEY (JOHN) & SONS-CL A Common Stock 968223206 515 32,800 SH Defined 01,02 32,800 0 0
WILEY JOHN & SONS INC Common Stock 968223305 37 2,400 SH Defined 01,02 2,400 0 0
WILLAMETTE INDUSTRIES Common Stock 969133107 5,490 127,303 SH Defined 01,02 127,303 0 0
WILLIAMS COS INC Common Stock 969457100 18,634 495,256 SH Defined 01,02 495,256 0 0
WILLIAMS HOLDINGS ADR 96949E309 2,340 147,296 SH Defined 01,02 147,296 0 0
WILLIAMS-SONOMA INC Common Stock 969904101 3,259 67,100 SH Defined 01,02 67,100 0 0
WILLIS LEASE FINANCE CORP Common Stock 970646105 53 4,000 SH Defined 01,02 4,000 0 0
WILMAR INDUSTRIES INC Common Stock 971426101 63 4,900 SH Defined 01,02 4,900 0 0
WILMINGTON TRUST CORP Common Stock 971807102 1,926 39,655 SH Defined 01,02 39,655 0 0
WIND RIVER SYSTEMS INC Common Stock 973149107 580 30,500 SH Defined 01,02 30,500 0 0
WINDMERE-DURABLE HOLDINGS Common Stock 973411101 93 7,700 SH Defined 01,02 7,700 0 0
WINK COMMUNICATIONS Common Stock 974168106 100 2,300 SH Defined 01,02 2,300 0 0
WINN-DIXIE STORES INC Common Stock 974280109 5,065 170,616 SH Defined 01,02 170,616 0 0
WINNEBAGO INDUSTRIES Common Stock 974637100 653 27,300 SH Defined 01,02 27,300 0 0
WINSTAR COMMUNICATIONS Common Stock 975515107 813 20,800 SH Defined 01,02 20,800 0 0
WINSTON HOTELS INC REIT 97563A102 146 16,500 SH Defined 01,02 16,500 0 0
WINTRUST FINANCIAL CORP Common Stock 97650W108 24 1,400 SH Defined 01,02 1,400 0 0
WISCONSIN CENTRAL TRANSPORTN Common Stock 976592105 838 61,200 SH Defined 01,02 61,200 0 0
WISCONSIN ENERGY CORP Common Stock 976657106 3,274 139,688 SH Defined 01,02 139,688 0 0
WOLFORD AG SPONSORED ADR ADR 977819101 173 17,100 SH Defined 01,02 17,100 0 0
WOLTERS KLUWER ADR 977874205 6,295 183,556 SH Defined 01,02 183,556 0 0
WOLVERINE TUBE INC Common Stock 978093102 254 16,400 SH Defined 01,02 16,400 0 0
WOLVERINE WORLD WIDE Common Stock 978097103 570 50,068 SH Defined 01,02 50,068 0 0
WOODHEAD INDUSTRIES INC Common Stock 979438108 57 5,650 SH Defined 01,02 5,650 0 0
WOODSIDE PETROLEUM ADR 980228308 3,208 462,100 SH Defined 01,02 462,100 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
WOODWARD GOVERNOR CO Common Stock 980745103 92 3,700 SH Defined 01,02 3,700 0 0
WOOLTRU SP. ADR ADR 980860100 442 255,250 SH Defined 01,02 255,250 0 0
WORLD ACCESS INC Common Stock 98141A101 80 7,183 SH Defined 01,02 7,183 0 0
WORLD COLOR PRESS INC Common Stock 981443104 4 100 SH Defined 01,02 100 0 0
WORLDGATE COMMUNICATIONS INC Common Stock 98156L307 37 1,600 SH Defined 01,02 1,600 0 0
WORTHINGTON FOODS INC Common Stock 981809106 69 4,800 SH Defined 01,02 4,800 0 0
WORTHINGTON INDUSTRIES Common Stock 981811102 1,782 104,816 SH Defined 01,02 104,816 0 0
WORLDCORP INC Common Stock 981904105 0 (4,800)SH Defined 01,02 (4,800 0 0
WRIGLEY (WM) JR CO Common Stock 982526105 9,296 135,087 SH Defined 01,02 135,087 0 0
WYMAN-GORDON CO Common Stock 983085101 480 25,700 SH Defined 01,02 25,700 0 0
WYNDHAM INTERNATIONAL CL A Common Stock 983101106 488 186,014 SH Defined 01,02 186,014 0 0
WYNN'S INTERNATIONAL INC Common Stock 983195108 366 22,967 SH Defined 01,02 22,967 0 0
X-RITE INC Common Stock 983857103 168 25,900 SH Defined 01,02 25,900 0 0
XCEED INC Common Stock 98388N105 28 1,300 SH Defined 01,02 1,300 0 0
XILINX INC Common Stock 983919101 12,359 188,596 SH Defined 01,02 188,596 0 0
XIRCOM INC Common Stock 983922105 1,259 29,500 SH Defined 01,02 29,500 0 0
XEIKON NV -SPON ADR ADR 984003103 411 19,700 SH Defined 01,02 19,700 0 0
XENOVA GROUP PLC -SPON ADR ADR 984111104 1 1,000 SH Defined 01,02 1,000 0 0
XEROX CORP Common Stock 984121103 32,277 769,646 SH Defined 01,02 769,646 0 0
XOMED SURGICAL PRODS Common Stock 98412V107 906 15,900 SH Defined 01,02 15,900 0 0
XTRA CORP Common Stock 984138107 405 10,200 SH Defined 01,02 10,200 0 0
XOOM.COM INC Common Stock 98413F101 89 1,800 SH Defined 01,02 1,800 0 0
YAHOO INC Common Stock 984332106 28,390 158,163 SH Defined 01,02 158,163 0 0
THE YANKEE CANDLE COMPANY Common Stock 984757104 85 4,400 SH Defined 01,02 4,400 0 0
YANKEE ENERGY SYS INC Common Stock 984779108 378 8,850 SH Defined 01,02 8,850 0 0
YANZHOU COAL MINING ADR 984846105 223 11,800 SH Defined 01,02 11,800 0 0
YELLOW CORP Common Stock 985509108 504 30,400 SH Defined 01,02 30,400 0 0
YORK INTL Common Stock 986670107 1,722 47,918 SH Defined 01,02 47,918 0 0
YOUNG & RUBICAM INC Common Stock 987425105 1,474 33,500 SH Defined 01,02 33,500 0 0
YOUNG BROADCASTING-CL A Common Stock 987434107 168 3,200 SH Defined 01,02 3,200 0 0
ZALE CORP Common Stock 988858106 1,697 44,300 SH Defined 01,02 44,300 0 0
ZAPATA CORP Common Stock 989070503 96 19,200 SH Defined 01,02 19,200 0 0
ZEBRA TECHNOLOGIES CP-CL A Common Stock 989207105 1,737 38,210 SH Defined 01,02 38,210 0 0
ZENITH NATIONAL INSURANCE CP Common Stock 989390109 451 21,100 SH Defined 01,02 21,100 0 0
ZIFF-DAVIS INC Common Stock 989511100 518 32,100 SH Defined 01,02 32,100 0 0
ZDNET Common Stock 989511209 117 5,500 SH Defined 01,02 5,500 0 0
ZILA INCORPORATED Common Stock 989513205 51 15,500 SH Defined 01,02 15,500 0 0
ZIONS BANCORPORATION Common Stock 989701107 5,206 94,444 SH Defined 01,02 94,444 0 0
ZIXIT CORP Common Stock 98974P100 196 6,600 SH Defined 01,02 6,600 0 0
ZORAN CORP Common Stock 98975F101 22 800 SH Defined 01,02 800 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ZONAGEN INC Common Stock 98975L108 3 900 SH Defined 01,02 900 0 0
ZOLTEK COS INC Common Stock 98975W104 76 9,500 SH Defined 01,02 9,500 0 0
ZOMAX INC Common Stock 989929104 28 1,100 SH Defined 01,02 1,100 0 0
BENCKISER N V Common Stock D0882P103 1,426 23,000 SH Defined 01,02 23,000 0 0
DAIMLER CHRYSLER AG Common Stock D1668R123 42,094 606,211 SH Defined 01,02 606,211 0 0
ACE LIMITED Common Stock G0070K103 1,514 89,400 SH Defined 01,02 89,400 0 0
AMWAY ASIA PACIFIC LTD Common Stock G0352M108 435 39,500 SH Defined 01,02 39,500 0 0
ASIA PAC RES INTL HLD-CL A Common Stock G05345106 7 9,600 SH Defined 01,02 9,600 0 0
CENTRL EUROPEAN MEDIA-CL A Common Stock G20045103 7 4,400 SH Defined 01,02 4,400 0 0
CHINA YUCHAI INTERNATIONAL Common Stock G21082105 3 1,700 SH Defined 01,02 1,700 0 0
CORECOMM LTD Common Stock G2422R109 371 11,250 SH Defined 01,02 11,250 0 0
CREDICORP LTD Common Stock G2519Y108 357 34,210 SH Defined 01,02 34,210 0 0
DSG INTERNATIONAL LTD Common Stock G28471103 5 500 SH Defined 01,02 500 0 0
ESG Re LTD Common Stock G31215109 71 8,000 SH Defined 01,02 8,000 0 0
FRESH DEL MONTE PRODUCE INC Common Stock G36738105 138 12,300 SH Defined 01,02 12,300 0 0
FRUIT OF THE LOOM LTD-CL A Common Stock G3682L105 0 - SH Defined 01,02 - 0 0
GEMSTAR INTERNATIONAL GROUP Common Stock G3788V106 3,058 39,136 SH Defined 01,02 39,136 0 0
GLOBAL CROSSING LTD Common Stock G3921A100 19,592 739,314 SH Defined 01,02 739,314 0 0
GLOBALSTAR TELECOMM LTD Common Stock G3930H104 504 21,924 SH Defined 01,02 21,924 0 0
HELEN OF TROY CORP LTD Common Stock G4388N106 281 29,200 SH Defined 01,02 29,200 0 0
ICO GLOBAL COMM HOLDINGS Common Stock G4705T109 512 141,200 SH Defined 01,02 141,200 0 0
IPC HOLDINGS LTD Common Stock G4933P101 223 11,900 SH Defined 01,02 11,900 0 0
LASALLE RE HOLDINGS LTD Common Stock G5383Q101 126 9,100 SH Defined 01,02 9,100 0 0
LORAL SPACE & COMMUNICATIONS Common Stock G56462107 2,491 144,912 SH Defined 01,02 144,912 0 0
PARTNERRE LTD Common Stock G6852T105 1,234 35,500 SH Defined 01,02 35,500 0 0
PEAK INTERNATIONAL LTD Common Stock G69586108 4 500 SH Defined 01,02 500 0 0
RENAISSANCERE HOLDINGS LTD Common Stock G7496G103 399 11,500 SH Defined 01,02 11,500 0 0
RSL COMMUNICATIONS-CL A Common Stock G7702U102 141 7,700 SH Defined 01,02 7,700 0 0
SIEM INDUSTRIES INC Common Stock G81226105 72 8,400 SH Defined 01,02 8,400 0 0
TERRA NOVA BERMUDA-CL A Common Stock G87615103 291 9,100 SH Defined 01,02 9,100 0 0
TOMMY HILFIGER CORP Common Stock G8915Z102 1,398 49,600 SH Defined 01,02 49,600 0 0
TRANSOCEAN OFFSHORE INC Common Stock G90076103 3,689 120,457 SH Defined 01,02 120,457 0 0
TRITON ENERGY LTD Common Stock G90751101 339 24,100 SH Defined 01,02 24,100 0 0
XL CAPITAL LTD Common Stock G98255105 3,200 71,100 SH Defined 01,02 71,100 0 0
XOMA CORP Common Stock G9825R107 26 9,000 SH Defined 01,02 9,000 0 0
OLICOM A/S WTS Warrant or Right K7514Y123 0 400 SH Defined 01,02 400 0 0
MILLICOM INTL CELLULAR SA Common Stock L6388F102 932 32,772 SH Defined 01,02 32,772 0 0
STOLT COMEX SEAWAY SA Common Stock L8873E103 147 13,000 SH Defined 01,02 13,000 0 0
STOLT-NIELSEN SA Common Stock L88742108 306 20,500 SH Defined 01,02 20,500 0 0
CHECK POINT SOFTWARE TECHN Common Stock M22465104 1,908 22,600 SH Defined 01,02 22,600 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ELBIT MEDICAL IMAGING LTD Common Stock M37605108 113 14,500 SH Defined 01,02 14,500 0 0
ELBIT SYSTEMS LTD Common Stock M3760D101 201 14,900 SH Defined 01,02 14,900 0 0
ELSCINT LTD-ORD Common Stock M40168102 80 10,160 SH Defined 01,02 10,160 0 0
FUNDTECH LTD Common Stock M47095100 120 5,400 SH Defined 01,02 5,400 0 0
GILAT SATELLITE NETWORKS LTD Common Stock M51474100 375 7,000 SH Defined 01,02 7,000 0 0
ORBOTECH LTD Common Stock M75253100 538 8,700 SH Defined 01,02 8,700 0 0
ORCKIT COMMUNICATIONS LTD Common Stock M7531S107 350 9,900 SH Defined 01,02 9,900 0 0
ASM LITHOGRAPHY HOLDING NV Common Stock N07059111 6,304 94,000 SH Defined 01,02 94,000 0 0
BAAN COMPANY NV Common Stock N08044104 1,897 130,800 SH Defined 01,02 130,800 0 0
CORE LABORATORIES NV Common Stock N22717107 289 15,400 SH Defined 01,02 15,400 0 0
MADGE NETWORKS NV Common Stock N5424G106 62 26,083 SH Defined 01,02 26,083 0 0
NEW HOLLAND NV Common Stock N62648105 1,645 102,800 SH Defined 01,02 102,800 0 0
QIAGEN NV Common Stock N72482107 942 22,100 SH Defined 01,02 22,100 0 0
TOOLEX INTERNATIONAL NV Common Stock N8715N103 206 19,200 SH Defined 01,02 19,200 0 0
BANCO LATINOAMERICANO DE EXP Common Stock P16994132 320 14,000 SH Defined 01,02 14,000 0 0
PANAMERICAN BEVERAGES -CL A Common Stock P74823108 1,166 70,400 SH Defined 01,02 70,400 0 0
SUN INTERNATIONAL HOTELS LTD Common Stock P8797T133 332 13,887 SH Defined 01,02 13,887 0 0
ROYAL CARIBBEAN CRUISES LTD Common Stock V7780T103 4,392 97,600 SH Defined 01,02 97,600 0 0
TEEKAY SHIPPING CORP Common Stock V89564104 302 19,300 SH Defined 01,02 19,300 0 0
ASE TEST LTD Common Stock Y02516105 1,074 44,300 SH Defined 01,02 44,300 0 0
CREATIVE TECHNOLOGY Common Stock Y1775U107 588 55,300 SH Defined 01,02 55,300 0 0
OMI CORP Common Stock Y6476W104 56 21,900 SH Defined 01,02 21,900 0 0
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