<PAGE> 1
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 30, 2000
---------------------------
Check here if Amendment [ ]; Amendment Number:
--------
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: 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
-------------
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 11/14/2000
------------------------ ----------------------------------- ---------------
[Signature] [City, State] [Date]
Report Type (Check only one.):
[ x ] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting
manager are reported in this report.)
[ ] 13F NOTICE. (Check here if no holdings reported are in this report,
and all holdings are reported by other reporting manager(s).)
[ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for
this reporting manager are reported in this report and a portion are
reported by other reporting manager(s).)
<PAGE> 2
FORM 13F
SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 2
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Form 13F Information Table Entry Total: 4,135
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Form 13F Information Table Value Total: $ 20,018,247
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(thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
[If there are no entries in this list, state "NONE" and omit the column
headings and list entries.]
No. Form 13F File Number Name
01 28-1874 Munder Capital Management
----- ------------------- --------------------------
02 28-412 Comerica Bank
[Repeat as necessary.]
<PAGE> 3
World Asset Management, L.L.C.
Form 13F Information Table 9/30/2000
<TABLE>
<CAPTION>
Title of Value Shares or Put/ Investment Other Voting Authority
Name of Issuer Class CUSIP (x1000) Prn Amt Call Discretion Mgrs Sole Shared None
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AAR CORP Common 000361105 510 44,619 Defined 1,2 14,469 30,150
ABC-NACO INC Common 000752105 41 7,769 Defined 1,2 6,369 1,400
ADC TELECOMMUNICATIONS INC Common 000886101 20,509 762,670 Defined 1,2 360,990 401,680
ACTV, INC. Common 00088E104 276 20,099 Defined 1,2 16,579 3,520
ADE CORP/MA Common 00089C107 111 5,414 Defined 1,2 4,439 975
A B N AMRO HOLDING ADR 000937102 18,889 816,801 Defined 1,2 632,793 184,008
ABM INDUSTRIES INC Common 000957100 1,023 37,615 Defined 1,2 12,215 25,400
ACT MANUFACTURING INC Common 000973107 359 6,797 Defined 1,2 5,597 1,200
AEP INDUSTRIES INC Common 001031103 104 3,066 Defined 1,2 2,509 557
AFLAC INC Common 001055102 18,639 290,956 Defined 1,2 135,823 155,133
A G A ADR 001070309 1,079 68,287 Defined 1,2 50,287 18,000
AGCO CORP Common 001084102 830 69,909 Defined 1,2 21,109 48,800
AGL RESOURCES Common 001204106 1,272 63,379 Defined 1,2 19,179 44,200
AHL SERVICES INC Common 001296102 58 6,701 Defined 1,2 5,501 1,200
AES CORP Common 00130H105 34,158 498,663 Defined 1,2 233,675 264,988
AK STEEL HOLDING CORP Common 001547108 1,207 128,773 Defined 1,2 38,823 89,950
AMB PROPERTY CORPORATION REIT 00163T109 1,154 46,982 Defined 1,2 33,582 13,400
AMC ENTERTAINMENT INC Common 001669100 17 9,517 Defined 1,2 7,817 1,700
AMLI RESIDENTIAL PPTYS TR REIT 001735109 220 9,166 Defined 1,2 6,466 2,700
AMR CORP/DE Common 001765106 5,326 162,930 Defined 1,2 76,989 85,941
ANC RENTAL CORPORATION Common 001813104 105 18,287 Defined 1,2 15,102 3,185
APA OPTICS INC Common 001853100 47 3,763 Defined 1,2 3,088 675
APAC TELESERVICES, INC Common 00185E106 106 20,002 Defined 1,2 16,502 3,500
AT&T Corp Common 001957109 119,700 4,074,882 Defined 1,2 1,920,094 2,154,788
A S V INC Common 001963107 51 3,981 Defined 1,2 3,281 700
APT SATELLITE HOLDINGS ADR 00203R105 113 27,855 Defined 1,2 21,655 6,200
ATT CANADA INC Common 00207Q202 828 27,151 Defined 1,2 20,651 6,500
ATMI INC Common 00207R101 359 15,342 Defined 1,2 9,892 5,450
ATS MEDICAL INC Common 002083103 143 9,469 Defined 1,2 6,369 3,100
ASAT HOLDINGS LTD ADR 00208B105 166 25,265 Defined 1,2 22,765 2,500
AVT CORP Common 002420107 305 54,901 Defined 1,2 16,501 38,400
AVX CORPORATION Common 002444107 1,832 70,305 Defined 1,2 57,785 12,520
AXA FINANCIAL INC Common 002451102 8,984 176,371 Defined 1,2 144,171 32,200
AXT INC Common 00246W103 1,466 35,062 Defined 1,2 11,442 23,620
AARON RENTS INC Common 002535201 422 32,812 Defined 1,2 10,712 22,100
ABBOTT LABORATORIES Common 002824100 79,220 1,665,601 Defined 1,2 792,291 873,310
ABERCROMBIE & FITCH Common 002896207 2,251 118,102 Defined 1,2 35,646 82,456
ABBEY NATIONAL PLC ADR 002920106 10,577 399,661 Defined 1,2 310,611 89,050
ABGENIX INC COM Common 00339B107 2,046 25,314 Defined 1,2 13,414 11,900
ABIOMED INC Common 003654100 141 4,128 Defined 1,2 3,378 750
ABOUT.COM Common 003736105 231 7,137 Defined 1,2 5,887 1,250
Acacia Resh Corp Common 003881109 203 5,825 Defined 1,2 4,825 1,000
ABITIBI-CONSOLIDATED INC Common 003924107 552 58,899 Defined 1,2 44,976 13,923
ACADIA REALTY TRUST Common 004239109 79 13,647 Defined 1,2 9,747 3,900
ACCELERATED NETWORKS INC Common 00429P107 341 20,198 Defined 1,2 16,598 3,600
ACCLAIM ENMNT INC Common 004325205 12 6,800 Defined 1,2 0 6,800
ACCOR SA ADR 00435F101 3,688 198,736 Defined 1,2 157,936 40,800
ACCREDO HEALTH INC Common 00437V104 320 6,556 Defined 1,2 5,381 1,175
ACCRUE SOFTWARE INC Common 00437W102 130 10,875 Defined 1,2 8,975 1,900
</TABLE>
<PAGE> 4
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ACE CASH EXPRESS INC Common 004403101 45 4,128 Defined 1,2 3,378 750
ACKERLEY COMMUNICATNS Common 004527107 97 9,710 Defined 1,2 8,010 1,700
ACLARA BIOSCIENCES INC Common 00461P106 425 13,984 Defined 1,2 11,484 2,500
ACME COMMUNICATIONS INC Common 004631107 60 6,699 Defined 1,2 5,549 1,150
ACNIELSEN CORP Common 004833109 1,619 67,990 Defined 1,2 20,434 47,556
ACTIVISION INC Common 004930202 153 10,196 Defined 1,2 8,396 1,800
ACTION PERFORMANCE COS INC Common 004933107 93 27,084 Defined 1,2 8,784 18,300
ACTEL CORP Common 004934105 1,423 39,610 Defined 1,2 12,910 26,700
ACTIVE POWER INC Common 00504W100 952 15,350 Defined 1,2 12,700 2,650
ACTRADE FINANCIAL TECH Common 00507P102 108 3,594 Defined 1,2 2,944 650
ACTUATE SOFTWARE Common 00508B102 785 22,722 Defined 1,2 18,722 4,000
ACUSON CORP Common 005113105 814 35,781 Defined 1,2 9,733 26,048
ACXIOM CORP Common 005125109 3,295 103,789 Defined 1,2 31,249 72,540
ADAC LABORATORIES Common 005313200 841 40,404 Defined 1,2 11,271 29,133
ADAPTIVE BROADBAND CORP Common 00650M104 1,211 62,128 Defined 1,2 20,228 41,900
ADAPTEC INC Common 00651F108 2,194 109,724 Defined 1,2 51,174 58,550
ADECO SA ADR 006754105 6,074 73,980 Defined 1,2 57,680 16,300
ADELPHIA BUSINESS SOLUTIONS Common 006847107 166 14,084 Defined 1,2 11,484 2,600
ADELPHIA COMMUN -CL A Common 006848105 1,266 45,932 Defined 1,2 37,732 8,200
ADEPT TECHNOLOGY INC Common 006854103 211 4,006 Defined 1,2 3,281 725
ADMINISTAFF INC. Common 007094105 1,698 22,429 Defined 1,2 7,329 15,100
PROVIDA ADR 00709P108 198 9,462 Defined 1,2 7,462 2,000
ADOBE SYSTEMS INC Common 00724F101 20,286 130,666 Defined 1,2 61,678 68,988
ADTRAN INC Common 00738A106 1,927 45,286 Defined 1,2 13,686 31,600
ADVANCE PARADIGM INC Common 007491103 1,762 41,761 Defined 1,2 13,611 28,150
ADVANCED DIGITAL INFO CORP Common 007525108 387 25,477 Defined 1,2 17,177 8,300
ADVANCED LIGHTING TECH INC Common 00753C102 103 8,352 Defined 1,2 6,852 1,500
ADVANCED INFO SERVICE ADR 00753G103 628 74,420 Defined 1,2 58,220 16,200
ADVANCED MARKETING SERVICES Common 00753T105 91 5,146 Defined 1,2 4,246 900
ADVANCED FIBRE COMMUNICATIONS Common 00754A105 1,581 41,745 Defined 1,2 26,345 15,400
ADVANCED RADIO TELECOM Common 00754U101 101 11,847 Defined 1,2 9,747 2,100
ADVANCED TISSUE SCI -CL A Common 00755F103 780 104,808 Defined 1,2 32,658 72,150
ADVANTAGE LEARNING SYS INC Common 00757K100 483 13,787 Defined 1,2 11,387 2,400
ADVO INC Common 007585102 1,116 33,805 Defined 1,2 11,005 22,800
AEROFLEX INC Common 007768104 2,410 49,564 Defined 1,2 16,214 33,350
ADVANCED MICRO DEVICES Common 007903107 8,027 339,764 Defined 1,2 159,388 180,376
AEGON NV ADR 007924103 23,645 636,901 Defined 1,2 493,101 143,800
ADVANTA CORP -CL A Common 007942105 124 11,011 Defined 1,2 9,071 1,940
ADVANCED ENERGY INDS INC Common 007973100 378 11,457 Defined 1,2 9,457 2,000
ADVENT SOFTWARE INC Common 007974108 1,121 16,040 Defined 1,2 9,940 6,100
AETHER SYSTEMS INC Common 00808V105 1,629 15,440 Defined 1,2 12,690 2,750
AETNA INC Common 008117103 8,910 153,455 Defined 1,2 72,793 80,662
AFFILIATED COMP SVCS -CL A Common 008190100 2,900 58,142 Defined 1,2 17,542 40,600
AFFILIATED MANAGERS GROUP INC Common 008252108 514 9,031 Defined 1,2 7,431 1,600
AFFYMETRIX INC Common 00826T108 1,583 31,736 Defined 1,2 18,336 13,400
AFTERMARKET TECHNOLOGY Common 008318107 50 8,352 Defined 1,2 6,852 1,500
AGENCY.COM LTD Common 008447104 213 14,273 Defined 1,2 11,773 2,500
AGILENT TECHNOLOGIES INC Common 00846U101 24,131 493,097 Defined 1,2 231,509 261,588
AGILE SOFTWARE CORP Common 00846X105 1,694 18,840 Defined 1,2 15,440 3,400
AGNICO EAGLE MINES LTD Common 008474108 153 26,328 Defined 1,2 20,128 6,200
AGRIBRANDS INTERNATIONAL Common 00849R105 716 16,404 Defined 1,2 5,304 11,100
AGRITOPE INC Common 00855D107 3 280 Defined 1,2 0 280
AIR PRODUCTS & CHEMICALS INC Common 009158106 9,001 250,040 Defined 1,2 117,564 132,476
AIRBORNE FREIGHT CORP Common 009266107 584 57,345 Defined 1,2 17,349 39,996
AIRGAS INC Common 009363102 530 77,785 Defined 1,2 23,476 54,309
</TABLE>
<PAGE> 5
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Airgate Pcs Inc Common 009367103 227 5,050 Defined 1,2 4,150 900
AIRNET COMMUNICATIONS CORP Common 00941P106 225 10,099 Defined 1,2 8,299 1,800
AIRTRAN HOLDINGS INC Common 00949P108 118 26,606 Defined 1,2 21,906 4,700
AKAMAI TECHNOLOGIES Common 00971T101 288 5,490 Defined 1,2 3,023 2,467
ELECTROLUX AB ADR 010198208 2,537 100,241 Defined 1,2 78,191 22,050
AKZO NOBEL NV ADR 010199305 6,781 160,979 Defined 1,2 125,379 35,600
ALABAMA NATL BANCORPORATION Common 010317105 97 4,467 Defined 1,2 3,667 800
ALAMOSA PCS HOLDINGS INC Common 011593100 402 24,858 Defined 1,2 20,458 4,400
ALASKA AIRGROUP INC Common 011659109 745 31,046 Defined 1,2 9,350 21,696
ALASKA COMM SYSTEMS GROUP Common 01167P101 84 13,205 Defined 1,2 10,905 2,300
ALBANY INTL CORP -CL A Common 012348108 433 36,068 Defined 1,2 10,847 25,221
ALBANY MOLECULAR RESEARCH, INC. Common 012423109 671 11,944 Defined 1,2 9,844 2,100
ALBEMARLE CORP Common 012653101 1,086 53,795 Defined 1,2 16,291 37,504
ALBERT FISHER GROUP ADR 012760203 3 4,200 Defined 1,2 2,800 1,400
ALBERTA ENERGY CO LTD Common 012873105 2,068 49,680 Defined 1,2 38,680 11,000
ALBERTO-CULVER CO -CL B Common 013068101 1,753 60,834 Defined 1,2 28,779 32,055
ALBERTSONS INC Common 013104104 9,719 462,809 Defined 1,2 216,478 246,331
ALCAN ALUMINIUM LTD Common 013716105 6,912 238,863 Defined 1,2 112,189 126,674
ALCOA INC Common 013817101 23,843 941,961 Defined 1,2 442,731 499,230
ALCATEL ALSTHOM -XXX ADR 013904305 36,300 577,329 Defined 1,2 451,976 125,353
ALEXANDER & BALDWIN INC REIT 014482103 1,423 54,721 Defined 1,2 14,347 40,374
ALEXANDER'S INC REIT 014752109 207 2,534 Defined 1,2 1,834 700
ALEXANDRIA REAL ESTATE EQUITIES REIT 015271109 264 7,704 Defined 1,2 5,604 2,100
ALEXION PHARMACEUTICALS INC Common 015351109 697 6,118 Defined 1,2 5,018 1,100
ALFA CORP Common 015385107 276 15,828 Defined 1,2 13,028 2,800
ALKERMES INC Common 01642T108 1,253 32,442 Defined 1,2 18,142 14,300
ALLAIRE CORP Common 016714107 93 10,975 Defined 1,2 8,975 2,000
ALLEGHANY CORP Common 017175100 588 3,001 Defined 1,2 2,461 540
ALLEGHENY ENERGY INC Common 017361106 4,956 129,785 Defined 1,2 39,051 90,734
ALLEGHENY TECHNOLOGIES INC Common 01741R102 1,618 89,280 Defined 1,2 41,934 47,346
ALLEGIANCE TELECOM INC Common 01747T102 2,112 56,693 Defined 1,2 36,043 20,650
ALLEN GROUP Common 018091108 785 46,360 Defined 1,2 15,060 31,300
ALLERGAN INC Common 018490102 13,408 158,792 Defined 1,2 66,848 91,944
ALLETE Common 018522102 1,926 87,049 Defined 1,2 26,317 60,732
ALLIANCE BANCORP INC Common 01852J105 70 3,898 Defined 1,2 3,185 713
ALLIANCE ATLANTIS COMM B Common 01853E204 165 9,552 Defined 1,2 7,452 2,100
ALLIANCE PHARMACEUTICAL CP Common 018773101 1,201 78,755 Defined 1,2 25,455 53,300
ALLIANCE SEMICONDUCTOR CORP Common 01877H100 1,371 68,968 Defined 1,2 22,268 46,700
ALLIANT ENERGY Common 018802108 2,714 92,402 Defined 1,2 27,931 64,471
ALLIANT TECHSYSTEMS INC Common 018804104 1,236 15,051 Defined 1,2 4,901 10,150
ALLIED CAPITAL CP Common 01903Q108 676 32,564 Defined 1,2 26,814 5,750
ALLIED DOMECQ ADR 019121102 2,949 591,808 Defined 1,2 458,458 133,350
ALLIED IRISH BANKS ADR 019228402 5,268 240,814 Defined 1,2 189,514 51,300
ALLIED RISER COMMUNICATIONS Common 019496108 152 23,013 Defined 1,2 18,963 4,050
ALLIED WASTE INDS INC Common 019589308 1,967 214,077 Defined 1,2 100,489 113,588
ALLIED ZURICH PLC ADR 01959Q101 9,873 436,146 Defined 1,2 344,422 91,724
ALLMERICA FINANCIAL CORP Common 019754100 3,989 62,386 Defined 1,2 18,786 43,600
ALLSCRIPTS, INC. Common 019886100 152 10,778 Defined 1,2 8,878 1,900
ALLSTATE CORP Common 020002101 27,793 799,812 Defined 1,2 375,478 424,334
ALLTEL CORP Common 020039103 18,072 346,291 Defined 1,2 161,687 184,604
ALLTRISTA CORP Common 020040101 53 2,573 Defined 1,2 2,123 450
ALPARGATAS ADR 020545109 1 1,300 Defined 1,2 1,100 200
ALPHA INDS Common 020753109 2,435 71,480 Defined 1,2 23,130 48,350
ALPHARMA INC Common 020813101 4,255 69,619 Defined 1,2 21,403 48,216
ALSTOM SA ADR 021244108 2,784 118,487 Defined 1,2 93,987 24,500
</TABLE>
<PAGE> 6
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ALTERA CORP Common 021441100 20,853 436,720 Defined 1,2 204,232 232,488
ALTEON WEBSYSTEMS INC Common 02145A109 1,821 16,800 Defined 1,2 13,800 3,000
ALTERRA HEALTHCARE Common 02146C104 4 1,700 Defined 1,2 0 1,700
ALZA CORP Common 022615108 11,862 137,137 Defined 1,2 59,535 77,602
AMAZON.COM INC Common 023135106 5,506 143,244 Defined 1,2 117,344 25,900
AMBAC INC Common 023139108 6,012 82,078 Defined 1,2 24,673 57,405
AMCAST INDL CORP Common 023395106 131 13,858 Defined 1,2 4,458 9,400
AMCOR LTD -XXX ADR 02341R302 1,000 90,393 Defined 1,2 70,393 20,000
AMCOL INTERNATIONAL CORP Common 02341W103 53 10,875 Defined 1,2 8,975 1,900
AMER GROUP ADR 023512205 314 27,607 Defined 1,2 21,607 6,000
AMERADA HESS CORP Common 023551104 6,577 98,262 Defined 1,2 46,249 52,013
AMERCO Common 023586100 179 9,127 Defined 1,2 7,527 1,600
AMEREN CORP Common 023608102 6,276 149,870 Defined 1,2 70,350 79,520
AMERICA ONLINE INC Common 02364J104 133,483 2,483,413 Defined 1,2 1,180,365 1,303,048
AMERICA WEST HOLDINGS Common 023657208 174 14,273 Defined 1,2 11,773 2,500
AMERICA ONLINE LATIN AMERICA INC Common 02365B100 80 10,200 Defined 1,2 8,400 1,800
AMCORE FINL INC Common 023912108 217 11,046 Defined 1,2 9,071 1,975
AMERICAN AXLE AND MANUFACTURING Common 024061103 201 18,740 Defined 1,2 15,440 3,300
AMERICAN CLASSIC VOYAGES CO Common 024928103 124 8,448 Defined 1,2 6,948 1,500
AM CAP STRATEGIES LTD Common 024937104 228 9,613 Defined 1,2 7,913 1,700
AMERICAN ELECTRIC POWER Common 025537101 13,710 350,419 Defined 1,2 164,725 185,694
AMERN EAGLE OUTFITTERS INC Common 02553E106 1,722 54,681 Defined 1,2 16,481 38,200
AMERICAN EXPRESS Common 025816109 88,057 1,449,492 Defined 1,2 680,977 768,515
AMERICAN FINL GROUP INC Common 025932104 1,590 68,584 Defined 1,2 20,623 47,961
AMERICAN FREIGHTWAYS CORP Common 02629V108 857 53,984 Defined 1,2 17,484 36,500
AMERICAN GENERAL CORP Common 026351106 21,481 275,399 Defined 1,2 129,122 146,277
AMERICAN GREETINGS -CL A Common 026375105 1,237 70,686 Defined 1,2 33,271 37,415
AMERICAN HOME PRODUCTS CORP Common 026609107 79,420 1,404,104 Defined 1,2 666,503 737,601
AMERICAN INTERNATIONAL GROUP Common 026874107 241,849 2,527,491 Defined 1,2 1,172,996 1,354,495
AMER ISRAELI PAPER MLS -ORD ADR 027069509 39 586 Defined 1,2 586 0
AMERICAN ITALIAN PASTA CO Common 027070101 583 30,369 Defined 1,2 9,869 20,500
AMERICAN MANAGEMENT SYSTEMS Common 027352103 1,199 69,765 Defined 1,2 22,765 47,000
AMERICAN MED SECURITY GROUP INC Common 02744P101 9 1,400 Defined 1,2 0 1,400
AMERICAN NATIONAL INSURANCE Common 028591105 689 10,782 Defined 1,2 8,782 2,000
AMERICAN RETIREMENT CORP Common 028913101 7 1,300 Defined 1,2 0 1,300
AMERICAN PWR CNVRSION Common 029066107 4,053 211,216 Defined 1,2 99,826 111,390
AMERICAN SOFTWARE -CL A Common 029683109 31 9,031 Defined 1,2 7,431 1,600
AMERN STANDARD CO INC Common 029712106 3,639 81,885 Defined 1,2 24,680 57,205
AMERICAN STATES WATER CO Common 029899101 446 14,758 Defined 1,2 4,758 10,000
AMERICAN TOWER CORP Common 029912201 2,271 60,255 Defined 1,2 49,215 11,040
AMERICAN SUPERCONDUCTOR CP Common 030111108 382 7,769 Defined 1,2 6,369 1,400
AMERICAN TELESOURCE INTL INC Common 03018P108 60 26,120 Defined 1,2 21,520 4,600
AMERICAN WATER WORKS INC Common 030411102 3,184 115,505 Defined 1,2 34,690 80,815
AMERICAN WOODMARK CORP Common 030506109 65 3,279 Defined 1,2 2,702 577
AMERICREDIT CORP Common 03060R101 3,658 126,945 Defined 1,2 41,345 85,600
AMERON INC/DE Common 030710107 60 1,639 Defined 1,2 1,351 288
AMERIPATH Common 03071D109 127 8,788 Defined 1,2 7,238 1,550
AMERISOURCE HEALTH CORP Common 03071P102 1,202 25,581 Defined 1,2 17,081 8,500
AMERITRADE HLDG CORP -CL A Common 03072H109 1,288 72,590 Defined 1,2 58,190 14,400
AMERUS GROUP CO Common 03072M108 259 10,056 Defined 1,2 8,299 1,757
AMES DEPT STORES INC Common 030789507 282 48,783 Defined 1,2 15,883 32,900
AMETEK INC Common 031100100 800 37,742 Defined 1,2 11,377 26,365
AMGEN INC Common 031162100 78,002 1,117,055 Defined 1,2 525,635 591,420
AMKOR TECHNOLOGY INC Common 031652100 1,608 61,566 Defined 1,2 50,566 11,000
AMOY PROPERTIES ADR 031892102 1,562 320,486 Defined 1,2 250,736 69,750
</TABLE>
<PAGE> 7
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AMPAL AMERICAN ISRAEL Common 032015109 101 7,687 Defined 1,2 6,328 1,359
AMPHENOL CORP CLASS A Common 032095101 963 16,910 Defined 1,2 13,896 3,014
AMSOUTH BANCORPORATION Common 032165102 5,159 412,756 Defined 1,2 192,702 220,054
AMSTEEL CORP BERHAD ADR 032182107 59 786,633 Defined 1,2 601,793 184,840
AMYLIN PHARMACEUTICALS INC Common 032346108 273 25,441 Defined 1,2 20,941 4,500
AMTRAN INC Common 03234G106 54 4,928 Defined 1,2 4,053 875
AMWAY JAPAN LTD ADR 03234J100 725 163,344 Defined 1,2 126,610 36,734
AMVESCAP PLC ADR 03235E100 8,305 74,907 Defined 1,2 59,007 15,900
ANADARKO PETROLEUM CORP Common 032511107 17,631 265,283 Defined 1,2 124,646 140,637
ANADIGICS INC Common 032515108 266 12,040 Defined 1,2 9,940 2,100
ANALOG DEVICES Common 032654105 31,697 383,911 Defined 1,2 181,899 202,012
ANALOGIC CORP Common 032657207 822 21,379 Defined 1,2 6,979 14,400
ANALYSTS INTERNATIONAL CORP Common 032681108 271 37,584 Defined 1,2 12,234 25,350
ANANGEL AMER SHIPHLDGS ADR 032721201 3 400 Defined 1,2 400 0
ANAREN MICROWAVE INC Common 032744104 599 4,419 Defined 1,2 3,619 800
ANCHOR BANCORP INC/WI Common 032839102 603 38,407 Defined 1,2 12,507 25,900
ANCHOR GAMING Common 033037102 1,509 18,967 Defined 1,2 6,167 12,800
ANDREW CORP Common 034425108 2,333 89,077 Defined 1,2 41,474 47,603
ANDRX GROUP Common 034553107 2,860 30,630 Defined 1,2 21,230 9,400
ANESTA CORP Common 034603100 125 5,414 Defined 1,2 4,439 975
ANGELICA CORP Common 034663104 139 14,352 Defined 1,2 4,652 9,700
ANGLO IRISH BANCORP ADR 035058106 330 14,515 Defined 1,2 11,315 3,200
ANGLOGOLD ADR 035128206 1,866 101,542 Defined 1,2 80,142 21,400
ANHEUSER-BUSCH COS INC Common 035229103 41,621 983,660 Defined 1,2 463,500 520,160
ANIXTER INTERNATIONAL CORP Common 035290105 1,806 61,992 Defined 1,2 20,092 41,900
ANNTAYLOR STORES CORP Common 036115103 1,844 47,965 Defined 1,2 15,565 32,400
ANSYS INC Common 03662Q105 77 6,408 Defined 1,2 5,308 1,100
ANTEC CORP Common 03664P105 1,319 44,700 Defined 1,2 13,400 31,300
ANTENNA TV ADR 03672N100 360 16,380 Defined 1,2 12,680 3,700
ANSWERTHINK CONSULTING GROUP Common 036916104 287 17,672 Defined 1,2 14,572 3,100
ANTIGENICS INC/DEL Common 037032109 149 10,099 Defined 1,2 8,299 1,800
MOSENERGO ADR 037376308 519 142,185 Defined 1,2 112,485 29,700
AO TORGOVY DOM GUM ADR 037379104 2 700 Defined 1,2 0 700
TATNEFT ADR 03737P306 570 57,355 Defined 1,2 44,655 12,700
AON CORP Common 037389103 10,965 279,365 Defined 1,2 131,075 148,290
APACHE CORP Common 037411105 7,881 133,293 Defined 1,2 62,505 70,788
APASCO ADR 037488103 793 29,951 Defined 1,2 23,351 6,600
APARTMENT INVT & MGMT CO REIT 03748R101 1,612 34,992 Defined 1,2 26,108 8,884
APOGEE ENTERPRISES INC Common 037598109 262 46,070 Defined 1,2 14,970 31,100
APHTON CORP Common 03759P101 230 8,004 Defined 1,2 5,404 2,600
APOLLO GROUP INC -CL A Common 037604105 3,523 88,349 Defined 1,2 26,599 61,750
APPLE COMPUTER INC Common 037833100 9,159 355,698 Defined 1,2 166,260 189,438
APPLEBEES INTL INC Common 037899101 1,022 44,414 Defined 1,2 14,414 30,000
APRIA HEALTHCARE GROUP Common 037933108 948 68,006 Defined 1,2 18,604 49,402
APPLIED ANALYTICAL INDUSTRIES Common 037939105 65 8,390 Defined 1,2 5,790 2,600
APPLICA INC Common 03815A106 236 38,210 Defined 1,2 12,410 25,800
Applied Digital Solu Common 038188108 77 20,391 Defined 1,2 16,791 3,600
APPLIED INDUSTRIAL TECH Common 03820C105 584 33,705 Defined 1,2 11,005 22,700
APPLIED MAGNETICS CORP Common 038213104 0 2,300 Defined 1,2 0 2,300
APPLIED MATERIAL Common 038222105 51,982 876,405 Defined 1,2 414,124 462,281
APPLIED MICRO CIRUCUITS CORP Common 03822W109 12,946 62,520 Defined 1,2 40,820 21,700
APPLIED SCI & TECH Common 038236105 85 5,729 Defined 1,2 4,729 1,000
APPLIED THEORY CORP Common 03828R104 58 9,517 Defined 1,2 7,817 1,700
APROPOS TECHNOLOGY INC Common 038334108 57 6,311 Defined 1,2 5,211 1,100
APTARGROUP INC Common 038336103 1,425 59,518 Defined 1,2 19,318 40,200
</TABLE>
<PAGE> 8
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ARACRUZ CELULOSE SA ADR 038496204 717 43,307 Defined 1,2 33,208 10,099
ARADIGM CORP Common 038505103 160 6,990 Defined 1,2 5,790 1,200
ARCH CAPITAL GROUP LTD Common 03937L105 80 5,050 Defined 1,2 4,150 900
ARCH CHEMICALS INC Common 03937R102 672 36,820 Defined 1,2 11,920 24,900
ARCH COAL INC Common 039380100 154 15,438 Defined 1,2 12,738 2,700
ARCHER-DANIELS-MIDLAND CO Common 039483102 5,935 688,081 Defined 1,2 323,667 364,414
ARCHSTONE COMMUNITIES TRUST REIT 039581103 1,935 78,774 Defined 1,2 55,874 22,900
ARCTIC CAT INC Common 039670104 508 40,250 Defined 1,2 13,125 27,125
ARDEN REALTY GROUP REIT 039793104 914 34,099 Defined 1,2 24,399 9,700
AREA BANCSHARES CORP NEW Common 039872106 149 6,701 Defined 1,2 5,501 1,200
Aremissoft Corp Del Common 040026106 233 6,215 Defined 1,2 5,115 1,100
ARGONAUT GROUP INC Common 040157109 158 9,031 Defined 1,2 7,431 1,600
ARGOSY GAMING CORP Common 040228108 208 11,457 Defined 1,2 9,457 2,000
ARGUSS HOLDINGS INC Common 040282105 111 5,414 Defined 1,2 4,439 975
ARIAD PHARMACEUTICALS INC Common 04033A100 133 10,585 Defined 1,2 8,685 1,900
ARIBA INC Common 04033V104 15,250 106,448 Defined 1,2 78,648 27,800
ARKANSAS BEST CORP Common 040790107 504 32,752 Defined 1,2 10,652 22,100
ARM HOLDINGS PLC ADR 042068106 5,771 175,220 Defined 1,2 139,520 35,700
ARMSTRONG HOLDINGS INC Common 042384107 530 44,376 Defined 1,2 20,782 23,594
ARNOLD INDUSTRIES INC Common 042595108 491 29,083 Defined 1,2 8,775 20,308
ARQULE INC Common 04269E107 94 5,511 Defined 1,2 4,536 975
ARROW ELECTRONICS INC Common 042735100 3,930 115,373 Defined 1,2 34,633 80,740
ARROW INTERNATIONAL Common 042764100 441 12,131 Defined 1,2 7,431 4,700
ART TECHNOLOGY GROUP INC Common 04289L107 2,567 27,095 Defined 1,2 22,195 4,900
ARTISAN COMPONENTS INC Common 042923102 75 5,825 Defined 1,2 4,825 1,000
ARTESYN TECHNOLOGIES Common 043127109 1,839 63,141 Defined 1,2 20,441 42,700
ARTHROCARE CORP Common 043136100 87 4,467 Defined 1,2 3,667 800
ARTISOFT INC Common 04314L106 47 6,215 Defined 1,2 5,115 1,100
ARTISTDIRECT INC Common 04315D103 18 14,954 Defined 1,2 12,314 2,640
ARVINMERITOR INC Common 043353101 1,222 83,209 Defined 1,2 25,122 58,087
ASHANTI GOLDFIELDS CO. LTD ADR 043743202 145 56,757 Defined 1,2 44,857 11,900
ASHFORD.COM INC Common 044093102 61 18,061 Defined 1,2 14,861 3,200
ASHLAND INC Common 044204105 2,585 76,734 Defined 1,2 35,990 40,744
ASHTON MINING ADR 045074101 17 3,000 Defined 1,2 2,100 900
ASHWORTH INC Common 04516H101 174 22,109 Defined 1,2 7,209 14,900
ASIA PULP & PAPER ADR 04516V100 232 132,519 Defined 1,2 105,419 27,100
ASIA SATELLITE TELECOMMUNICATIONS ADR 04516X106 536 21,447 Defined 1,2 17,247 4,200
ASK JEEVES, INC Common 045174109 276 14,370 Defined 1,2 11,870 2,500
ASPECT MEDICAL SYSTEMS INC Common 045235108 83 6,701 Defined 1,2 5,501 1,200
ASPECT COMMUNICATIONS Common 04523Q102 1,785 86,563 Defined 1,2 28,263 58,300
ASPEN TECHNOLOGY INC Common 045327103 1,948 43,171 Defined 1,2 14,071 29,100
ASSOCIATED BANC CORP Common 045487105 2,116 80,592 Defined 1,2 24,266 56,326
ASSOCIATED ESTATES RLTY CORP REIT 045604105 94 11,605 Defined 1,2 7,905 3,700
AT HOME NETWORK Common 045919107 2,469 174,805 Defined 1,2 121,783 53,022
ASSOCIATES FIRST CAPITAL CORP Common 046008108 30,135 793,029 Defined 1,2 373,019 420,010
ASTEC INDUSTRIES INC Common 046224101 349 31,929 Defined 1,2 10,329 21,600
ASTORIA FINL CORP Common 046265104 2,309 59,777 Defined 1,2 17,918 41,859
ASTRAZENECA PLC ADR 046353108 50,855 967,516 Defined 1,2 758,921 208,595
ASTROPOWER INC Common 04644A101 182 4,589 Defined 1,2 3,764 825
ASYST TECHNOLOGIES INC Common 04648X107 254 12,526 Defined 1,2 10,326 2,200
AT&T LATIN AMERICA CORP Common 04649A106 138 16,369 Defined 1,2 13,419 2,950
ATLANTIC COAST AIRLINES INC Common 048396105 1,126 34,976 Defined 1,2 11,376 23,600
ATLAS AIR INC Common 049164106 1,893 44,800 Defined 1,2 13,400 31,400
ATLAS COPCO ADR 049255706 1,203 70,036 Defined 1,2 53,937 16,099
ATMEL CORP Common 049513104 8,246 542,944 Defined 1,2 163,076 379,868
</TABLE>
<PAGE> 9
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ATMOS ENERGY CORP Common 049560105 1,086 52,651 Defined 1,2 17,151 35,500
ATWOOD OCEANICS Common 050095108 956 22,925 Defined 1,2 7,425 15,500
AUDIBLE INC Common 05069A104 13 11,168 Defined 1,2 9,168 2,000
AUDIOVOX CORP -CL A Common 050757103 564 37,417 Defined 1,2 12,217 25,200
AURA SYSTEMS INC Common 051526101 4 4,444 Defined 1,2 0 4,444
AURORA FOODS INC Common 05164B106 90 27,188 Defined 1,2 22,388 4,800
AURORA BIOSCIENCES CORP Common 051920106 555 8,159 Defined 1,2 6,659 1,500
AUSPEX SYSTEMS INC Common 052116100 614 49,586 Defined 1,2 16,086 33,500
AUSTRLIA & NW ZEALND BK ADR 052528304 6,270 174,168 Defined 1,2 136,568 37,600
AUTOBYTEL.COM, INC. Common 05275N106 37 8,155 Defined 1,2 6,755 1,400
AUTODESK INC Common 052769106 1,619 63,789 Defined 1,2 29,848 33,941
AUTOLIV INC ADR 052800109 1,033 52,958 Defined 1,2 40,058 12,900
AUTOMATIC DATA PROCESSING Common 053015103 45,611 682,035 Defined 1,2 321,117 360,918
AUTONATION INC Common 05329W102 878 146,312 Defined 1,2 120,432 25,880
AUTOZONE INC Common 053332102 3,174 139,902 Defined 1,2 65,599 74,303
AVALON BAY COMMUNITIES INC REIT 053484101 1,660 34,805 Defined 1,2 24,849 9,956
AVANT CORP Common 053487104 1,269 69,510 Defined 1,2 21,210 48,300
AVANEX CORP Common 05348W109 316 2,938 Defined 1,2 2,413 525
AVANT IMMUNOTHERAPEUTICS INC Common 053491106 219 20,295 Defined 1,2 16,695 3,600
AVATAR HOLDINGS INC Common 053494100 66 3,404 Defined 1,2 2,799 605
AVAYA INC Common 053499109 7 300 Defined 1,2 0 300
AVANTGO INC Common 05349M100 100 5,000 Defined 1,2 4,000 1,000
AVENTIS SA ADR 053561106 31,354 416,314 Defined 1,2 320,750 95,564
AVERY DENNISON CORP Common 053611109 5,635 121,502 Defined 1,2 57,372 64,130
AVICI SYSTEMS INC Common 05367L109 1,784 18,750 Defined 1,2 15,500 3,250
AVID TECHNOLOGY INC Common 05367P100 583 41,659 Defined 1,2 13,559 28,100
Avigen Inc Common 053690103 274 6,894 Defined 1,2 5,694 1,200
AVIRON Common 053762100 557 9,552 Defined 1,2 6,852 2,700
AVIS RENT A CAR INC Common 053790101 374 12,622 Defined 1,2 10,422 2,200
AVISTA CORP Common 05379B107 1,778 79,005 Defined 1,2 25,805 53,200
AVNET INC Common 053807103 2,978 104,966 Defined 1,2 32,432 72,534
AVOCENT CORP Common 053893103 2,783 50,490 Defined 1,2 15,191 35,299
AVON PRODUCTS Common 054303102 10,538 257,818 Defined 1,2 121,880 135,938
AXA ADR 054536107 24,619 380,590 Defined 1,2 300,340 80,250
AWARE INC MASS Common 05453N100 1,437 37,320 Defined 1,2 12,120 25,200
AXCELIS TECHNOLOGIES INC Common 054540109 459 38,645 Defined 1,2 31,845 6,800
AXENT TECHNOLOGIES INC Common 05459C108 340 15,770 Defined 1,2 9,650 6,120
ARRIS PHARMACEUTICAL CORP Common 054635107 97 14,273 Defined 1,2 11,773 2,500
AZTAR CORP Common 054802103 1,027 66,775 Defined 1,2 21,975 44,800
BB&T CORP Common 054937107 13,159 436,821 Defined 1,2 204,249 232,572
AZURIX CORP Common 05501M104 169 47,483 Defined 1,2 39,083 8,400
B A A ADR 05518L206 4,720 600,634 Defined 1,2 465,384 135,250
BAE SYSTEMS CANADA INC Common 055231104 194 12,861 Defined 1,2 10,061 2,800
BASF AG ADR 055262505 5,191 142,455 Defined 1,2 106,255 36,200
BCE INC Common 05534B109 8,128 347,702 Defined 1,2 266,402 81,300
BG PLC SPON ADR ADR 055434203 12,482 388,554 Defined 1,2 297,008 91,546
BHC COMMUNICATIONS -CL A Common 055448104 1,436 9,127 Defined 1,2 7,527 1,600
BISYS GROUP INC Common 055472104 3,807 49,240 Defined 1,2 14,940 34,300
BJ SERVICES CO Common 055482103 5,941 97,190 Defined 1,2 29,398 67,792
BJS WHOLESALE CLUB Common 05548J106 2,937 86,054 Defined 1,2 25,924 60,130
BMC INDUSTRIES INC/MN Common 055607105 313 45,554 Defined 1,2 14,854 30,700
BOC GROUP PLC ADR 055617609 3,514 134,492 Defined 1,2 107,392 27,100
BOK FINANCIAL CORP Common 05561Q201 368 19,875 Defined 1,2 16,345 3,530
BP AMOCO PLC ADR 055622104 98,696 1,862,193 Defined 1,2 1,438,671 423,522
BRE PROPERTIES -CL A REIT 05564E106 774 24,174 Defined 1,2 17,274 6,900
</TABLE>
<PAGE> 10
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BSB BANCORP Common 055652101 93 4,176 Defined 1,2 3,426 750
BT FINANCIAL CORP Common 055763106 125 6,753 Defined 1,2 5,535 1,218
BMC SOFTWARE INC Common 055921100 5,171 270,386 Defined 1,2 126,226 144,160
BACOU USA INC Common 056439102 223 8,587 Defined 1,2 5,887 2,700
BAKER-HUGHES INC Common 057224107 13,372 360,181 Defined 1,2 169,006 191,175
BAKER (J) INC Common 057232100 105 23,302 Defined 1,2 7,602 15,700
BALDOR ELECTRIC Common 057741100 1,140 56,119 Defined 1,2 18,233 37,886
BALDWIN & LYONS -CL B Common 057755209 103 5,339 Defined 1,2 4,439 900
BALL CORP Common 058498106 1,019 32,151 Defined 1,2 15,019 17,132
BALLARD POWER SYSTEMS Common 05858H104 2,522 23,081 Defined 1,2 22,581 500
BALLY TOTAL FITNESS Common 05873K108 241 9,645 Defined 1,2 7,913 1,732
BANCFIRST CORP/OK Common 05945F103 105 3,294 Defined 1,2 2,702 592
BANCO BILBAO VIZCAYA ADR 05946K101 24,984 1,665,625 Defined 1,2 1,279,392 386,233
BANCO COMERCIAL PORTGE ADR 059479303 2,048 78,778 Defined 1,2 61,338 17,440
BANCO DE A. EDWARDS ADR 059504100 252 19,400 Defined 1,2 15,500 3,900
BANCO FRANCES DEL RIO DE LA SP ADR 059591107 614 29,593 Defined 1,2 23,052 6,541
BANCO GANADERO ADR 059594408 64 17,652 Defined 1,2 14,052 3,600
BANCO RIO DE LA PLATA ADR 059644104 460 55,712 Defined 1,2 44,012 11,700
BSCH GROUP ADR 05964H105 22,412 2,049,126 Defined 1,2 1,606,310 442,816
BANCO WEISE ADR 059651109 1 1,100 Defined 1,2 0 1,100
BANCO SANTANDER CHILE ADR 05965F108 918 62,787 Defined 1,2 50,287 12,500
BANCO SANTIAGO ADR ADR 05965L105 989 50,705 Defined 1,2 40,505 10,200
BANCOLUMBIA SA ADR 05968L102 80 24,691 Defined 1,2 19,091 5,600
BANCORPSOUTH INC Common 059692103 331 22,993 Defined 1,2 18,863 4,130
BANCWEST CORP NEW Common 059790105 552 28,401 Defined 1,2 23,353 5,048
BANDAG INC Common 059815100 881 24,524 Defined 1,2 7,324 17,200
BANDAI LTD ADR 059822106 847 105,179 Defined 1,2 81,779 23,400
BANCO ESPADOL DE CREDITO ADR 059878207 4,628 679,845 Defined 1,2 536,645 143,200
BANGOR HYDRO-ELEC CO Common 060077104 299 12,349 Defined 1,2 4,049 8,300
BANKAMERICA CORP Common 060505104 93,502 1,785,237 Defined 1,2 839,796 945,441
BANK AUSTRIA ADR 060593100 2,016 185,592 Defined 1,2 150,992 34,600
BANK OF EAST ASIA ADR 061874103 1,720 766,343 Defined 1,2 592,460 173,883
BANK OF GRANITE CORPORATION Common 062401104 105 4,581 Defined 1,2 3,763 818
BANK OF MONTREAL Common 063671101 6,465 143,062 Defined 1,2 111,205 31,857
BANK OF NEW YORK CO INC Common 064057102 45,180 805,893 Defined 1,2 377,782 428,111
BANC ONE CORP Common 06423A103 48,578 1,257,689 Defined 1,2 590,707 666,982
BANK OF TOKYO-MITSUBISHI, LTD ADR ADR 065379109 30,067 2,572,537 Defined 1,2 1,977,757 594,780
BANK UNITED CORP Common 065412108 664 13,108 Defined 1,2 10,808 2,300
BANKATLANTIC BANCORP Common 065908501 54 12,857 Defined 1,2 10,572 2,285
BANKINTER SA ADR 066460205 1,571 39,298 Defined 1,2 31,998 7,300
BANKNORTH GROUP INC Common 06646R107 3,045 170,338 Defined 1,2 51,168 119,170
BANKUNITED FINANCIAL CORP Common 06652B103 53 7,187 Defined 1,2 5,887 1,300
BANTA CORP Common 066821109 716 29,364 Defined 1,2 8,862 20,502
BARD (C.R.) INC Common 067383109 2,619 61,988 Defined 1,2 26,147 35,841
BARCLAYS PLC/ENGLAND ADR 06738E204 24,144 218,372 Defined 1,2 168,772 49,600
BARNES & NOBLE INC Common 067774109 1,448 73,557 Defined 1,2 22,629 50,928
BARNES GROUP INC Common 067806109 567 30,859 Defined 1,2 10,059 20,800
BARNESANDNOBLE.COM Common 067846105 61 12,429 Defined 1,2 10,229 2,200
BARRICK GOLD CORPORATION Common 067901108 6,613 433,618 Defined 1,2 202,467 231,151
BARNETT INC Common 068062108 86 6,604 Defined 1,2 5,404 1,200
BARR LABORATORIES INC Common 068306109 4,014 60,535 Defined 1,2 18,610 41,925
BARRA INC Common 068313105 1,533 24,705 Defined 1,2 7,405 17,300
BARRETT RESOURCES CORP Common 068480201 2,081 55,047 Defined 1,2 17,797 37,250
BASS PLC ADR 069904209 4,338 433,778 Defined 1,2 342,389 91,389
BASIN EXPL INC Common 070107107 146 7,476 Defined 1,2 6,176 1,300
</TABLE>
<PAGE> 11
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BASSETT FURNITURE INDS Common 070203104 278 19,611 Defined 1,2 6,380 13,231
BATTLE MTN GOLD CO Common 071593107 93 53,211 Defined 1,2 43,811 9,400
BAUSCH & LOMB INC Common 071707103 2,548 65,438 Defined 1,2 27,614 37,824
BAXTER INTERNATIONAL INC Common 071813109 25,222 316,013 Defined 1,2 149,008 167,005
BAY VIEW CAP CORP Common 07262L101 142 13,218 Defined 1,2 10,870 2,348
BAYER A G ADR 072730302 15,196 411,003 Defined 1,2 320,203 90,800
BANCO BHIF ADR 073297103 27 1,834 Defined 1,2 1,834 0
BE AEROSPACE INC Common 073302101 672 41,679 Defined 1,2 13,579 28,100
BE FREE INC Common 073308108 104 24,565 Defined 1,2 20,265 4,300
Be Inc Common 073309106 59 14,566 Defined 1,2 11,966 2,600
BEA SYSTEMS Common 073325102 10,718 137,632 Defined 1,2 81,832 55,800
BEAR STEARNS COMPANIES INC Common 073902108 7,465 118,494 Defined 1,2 55,757 62,737
BEAZER HOMES USA INC Common 07556Q105 93 3,424 Defined 1,2 2,799 625
BEBE STORES INC Common 075571109 149 10,003 Defined 1,2 8,203 1,800
BECKMAN COULTER INC Common 075811109 2,684 34,798 Defined 1,2 10,412 24,386
BECTON DICKINSON & CO Common 075887109 8,153 308,377 Defined 1,2 129,687 178,690
BED BATH & BEYOND INC Common 075896100 7,533 308,866 Defined 1,2 144,530 164,336
BEDFORD PPTY INVS INC REIT 076446301 220 10,841 Defined 1,2 7,141 3,700
BEIJING YANHUA PETROCHEMICAL LTD ADR 07725N108 4 750 Defined 1,2 750 0
BEL FUSE INC Common 077347201 194 4,346 Defined 1,2 3,571 775
BELCO OIL & GAS Common 077410108 111 12,526 Defined 1,2 10,326 2,200
BELDEN INC Common 077459105 959 40,576 Defined 1,2 13,176 27,400
BELL & HOWELL CO Common 077852101 210 9,613 Defined 1,2 7,913 1,700
BELL CANADA INTERNATIONAL Common 077914109 298 13,796 Defined 1,2 10,796 3,000
BELLSOUTH CORP Common 079860102 82,418 2,047,661 Defined 1,2 958,041 1,089,620
BELO (AH) CORP -SER A COM Common 080555105 2,549 138,227 Defined 1,2 41,639 96,588
BEMIS CO Common 081437105 1,873 58,303 Defined 1,2 27,354 30,949
BENCHMARK ELECTRONICS INC Common 08160H101 1,643 31,604 Defined 1,2 10,254 21,350
BENETTON GROUP SPA ADR 081795403 1,868 51,363 Defined 1,2 39,867 11,496
BERGEN BRUNSWIG CORP -CL A Common 083739102 2,010 172,017 Defined 1,2 47,633 124,384
BERINGER WINE ESTATES HOLDINGS INC Common 084102102 1,814 32,652 Defined 1,2 10,652 22,000
BERKLEY (W R) CORP Common 084423102 359 10,389 Defined 1,2 8,589 1,800
BERKSHIRE HATHAWAY INC Common 084670108 40,057 622 Defined 1,2 507 115
BERRY PETROLEUM -CL A Common 085789105 154 8,545 Defined 1,2 7,045 1,500
BESPAK ADR 086342102 126 14,920 Defined 1,2 11,820 3,100
BEST BUY CO INC Common 086516101 14,252 224,001 Defined 1,2 105,754 118,247
BESTFOODS INC Common 08658U101 21,908 301,142 Defined 1,2 141,807 159,335
BETHLEHEM STEEL CORP Common 087509105 432 144,093 Defined 1,2 67,817 76,276
BEVERLY ENTERPRISES Common 087851309 317 53,375 Defined 1,2 33,775 19,600
BEYOND.COM CORP Common 08860E101 4 3,500 Defined 1,2 0 3,500
BIACORE INTERNATIONAL AB ADR 088658109 18 500 Defined 1,2 500 0
BILLING CONCEPTS CORP Common 090063108 224 70,368 Defined 1,2 22,868 47,500
BILLITON PLC ADR 090171109 695 195,946 Defined 1,2 191,746 4,200
BINDLEY WESTERN INDS Common 090324104 1,966 61,439 Defined 1,2 18,730 42,709
BINDVIEW DEVELOPMENT CORPORATION Common 090327107 158 20,877 Defined 1,2 17,177 3,700
BIO-RAD LABS -CL A Common 090572207 136 6,028 Defined 1,2 4,053 1,975
BIO TECHNOLOGY GENERAL CORP Common 090578105 1,098 96,034 Defined 1,2 29,834 66,200
BIOCHEM PHARMA INC Common 09058T108 1,305 59,467 Defined 1,2 45,467 14,000
BIOCRYST PHARMACEUTICALS Common 09058V103 147 7,040 Defined 1,2 5,790 1,250
BIOGEN INC Common 090597105 10,911 178,861 Defined 1,2 76,107 102,754
BIOMATRIX INC Common 09060P102 713 40,736 Defined 1,2 12,636 28,100
BIOMET INC Common 090613100 7,537 215,330 Defined 1,2 90,642 124,688
BIOMARIN PHARMACEUTICAL INC. Common 09061G101 262 14,273 Defined 1,2 11,773 2,500
Biopure Corp Common 09065H105 181 10,001 Defined 1,2 8,271 1,730
BIOVAIL CORP Common 09067J109 2,354 28,900 Defined 1,2 20,700 8,200
</TABLE>
<PAGE> 12
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BIOSITE DIAGNOSTICS INC Common 090945106 221 5,536 Defined 1,2 4,536 1,000
BIRMINGHAM STEEL CORP Common 091250100 139 51,748 Defined 1,2 16,998 34,750
BIOMIRA INC Common 09161R106 56 5,357 Defined 1,2 5,157 200
BLACK & DECKER CORP Common 091797100 3,138 91,774 Defined 1,2 43,205 48,569
BLACK BOX CORP Common 091826107 1,444 30,975 Defined 1,2 10,075 20,900
BLACK HILLS CORP Common 092113109 761 27,111 Defined 1,2 8,167 18,944
BLACKROCK INC Common 09247X101 117 3,642 Defined 1,2 2,992 650
BLAIR CORP Common 092828102 76 3,229 Defined 1,2 2,654 575
BLANCH E W HLDGS INC Common 093210102 444 21,382 Defined 1,2 6,982 14,400
BLAZE SOFTWARE INC Common 09347T109 109 8,641 Defined 1,2 7,141 1,500
BLOCK DRUG -CL A Common 093644102 400 9,278 Defined 1,2 7,621 1,657
BLOCK H & R INC Common 093671105 3,996 107,831 Defined 1,2 50,247 57,584
BLOCKBUSTER INC. Common 093679108 110 12,527 Defined 1,2 10,302 2,225
BLOUNT INTERNATIONAL INC - NEW Common 095180105 140 12,429 Defined 1,2 10,229 2,200
BLUE CIRCLE INDUSTRIES ADR 095342408 2,669 439,914 Defined 1,2 341,614 98,300
BLUE MARTINI SOFTWARE INC Common 095698106 936 27,622 Defined 1,2 22,822 4,800
BLUE SQUARE ADR 096055108 208 18,527 Defined 1,2 14,527 4,000
BLUESTONE SOFTWARE Common 09623P102 143 8,253 Defined 1,2 6,813 1,440
BLYTH INC Common 09643P108 1,319 56,263 Defined 1,2 16,963 39,300
BOB EVANS FARMS Common 096761101 769 41,563 Defined 1,2 12,510 29,053
BOCA RESORTS INC Common 09688t106 181 16,410 Defined 1,2 13,510 2,900
BODY SHOP INTL. ADR 096895107 166 22,047 Defined 1,2 17,247 4,800
BOEING CO Common 097023105 60,921 967,004 Defined 1,2 458,749 508,255
BOISE CASCADE CORP Common 097383103 1,664 62,626 Defined 1,2 29,462 33,164
BOMBAY CO INC Common 097924104 137 56,224 Defined 1,2 18,312 37,912
BONE CARE INTERNATIONAL INC Common 098072101 97 4,685 Defined 1,2 3,860 825
BOOKER ADR 098561202 328 34,218 Defined 1,2 25,518 8,700
BOOKHAM TECHNOLOGY PLC ADR 09856Q108 1,715 40,000 Defined 1,2 36,500 3,500
BOOKS-A-MILLION INC Common 098570104 78 29,903 Defined 1,2 9,703 20,200
BORAL LIMITED ADR 099514101 348 81,375 Defined 1,2 60,300 21,075
BORDERS GROUP INC Common 099709107 1,280 91,868 Defined 1,2 27,668 64,200
BORG WARNER INC Common 099724106 1,018 30,745 Defined 1,2 9,245 21,500
BOSTON BEER COMPANY Common 100557107 52 5,729 Defined 1,2 4,729 1,000
BOSTON PROPERTIES INC REIT 101121101 1,556 36,233 Defined 1,2 26,333 9,900
BOSTON SCIENTIFIC CORP Common 101137107 7,319 445,246 Defined 1,2 208,241 237,005
BOTTOMLINE TECHNOLOGIES INC Common 101388106 167 4,467 Defined 1,2 3,667 800
BOUYGUES OFFSHORE S.A. ADR 102112109 492 18,917 Defined 1,2 15,217 3,700
BOWATER INC Common 102183100 2,731 58,807 Defined 1,2 17,714 41,093
BOWNE & CO INC Common 103043105 548 56,225 Defined 1,2 18,325 37,900
BOYD GAMING CORP Common 103304101 125 25,248 Defined 1,2 20,748 4,500
BOYDS COLLECTION Common 103354106 176 23,886 Defined 1,2 19,686 4,200
BOYKIN LODGING CO REIT 103430104 99 9,548 Defined 1,2 6,748 2,800
BRADY CORP Common 104674106 1,141 37,732 Defined 1,2 12,232 25,500
BRANDYWINE REALTY TRUST REIT 105368203 415 20,472 Defined 1,2 14,572 5,900
BRASCAN CORP Common 10549P606 1,941 150,770 Defined 1,2 118,020 32,750
TELE CELULAR SUL PART ADR 105530109 1,413 24,262 Defined 1,2 18,662 5,600
BRAUN CONSULTING Common 105651103 160 8,059 Defined 1,2 6,659 1,400
BREAKAWAY SOLUTIONS INC Common 106372105 127 14,273 Defined 1,2 11,773 2,500
BRENTON BKS INC Common 107211104 99 8,181 Defined 1,2 6,755 1,426
BRIDGFORD FOODS CORP Common 108763103 55 4,458 Defined 1,2 3,667 791
BRIGGS & STRATTON Common 109043109 908 24,005 Defined 1,2 11,213 12,792
BRIGHT HORIZONS Common 109195107 122 4,757 Defined 1,2 3,957 800
BRIGHT STATION PLC ADR 10921M106 16 4,378 Defined 1,2 4,278 100
BRIGHTPOINT INC Common 109473108 468 92,950 Defined 1,2 30,350 62,600
BRILLIANCE CHINA AUTO -VTG ADR 10949Q105 86 2,822 Defined 1,2 2,722 100
</TABLE>
<PAGE> 13
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BRINKER INTL INC Common 109641100 2,306 76,538 Defined 1,2 23,032 53,506
BRIO TECHNOLOGY INC Common 109704106 119 11,264 Defined 1,2 9,264 2,000
BRISTOL MYERS SQUIBB Common 110122108 120,972 2,117,674 Defined 1,2 1,005,096 1,112,578
BRITISH AIRWAYS PLC ADR 110419306 2,571 60,139 Defined 1,2 47,239 12,900
BRITISH AMERICAN TOBACCO PLC ADR 110448107 5,699 436,289 Defined 1,2 344,526 91,763
BRIT BIO-TECH GRP PLC ADR 110515103 101 36,769 Defined 1,2 29,069 7,700
BRITISH ENERGY PLC ADR 110793304 148 14,192 Defined 1,2 13,892 300
BRITISH SKY BRDCSTG GP ADR 111013108 14,569 154,987 Defined 1,2 121,287 33,700
BRITISH TELECOM PLC ADR 111021408 38,553 360,100 Defined 1,2 277,600 82,500
BROADBASE SOFTWARE INC Common 11130R100 255 18,837 Defined 1,2 15,537 3,300
BROADCOM Common 111320107 59,202 242,882 Defined 1,2 113,512 129,370
BROADVISION INC Common 111412102 3,328 129,571 Defined 1,2 83,356 46,215
BROADWING INC Common 111620100 6,497 254,148 Defined 1,2 76,297 177,851
BROCADE COMMUNICATIONS SYSTEMS INC Common 111621108 11,019 46,691 Defined 1,2 36,091 10,600
BROOKDALE LIVING CMNTYS INC Common 112462106 60 4,006 Defined 1,2 3,281 725
BROOKLINE BANCORP INC Common 113739106 128 11,166 Defined 1,2 9,166 2,000
BROOKS AUTOMATION INC Common 11434A100 225 6,797 Defined 1,2 5,597 1,200
BROOKTROUT TECHNOLOGY Common 114580103 670 20,353 Defined 1,2 6,653 13,700
BROWN & BROWN INC Common 115236101 352 11,072 Defined 1,2 9,072 2,000
BROWN-FORMAN -CL B Common 115637209 4,103 74,941 Defined 1,2 35,218 39,723
BROWN (TOM) INC Common 115660201 352 14,370 Defined 1,2 11,870 2,500
BROWN GROUP INC Common 115736100 279 30,344 Defined 1,2 9,909 20,435
BRUNSWICK CORP Common 117043109 1,751 95,926 Defined 1,2 45,070 50,856
BRUSH WELLMAN INC Common 117421107 587 27,154 Defined 1,2 8,854 18,300
BSQUARE CORP Common 11776U102 205 13,205 Defined 1,2 10,905 2,300
BUCKEYE TECHNOLOGIES CORP Common 118255108 1,209 58,289 Defined 1,2 18,889 39,400
BUCKLE INC Common 118440106 97 8,302 Defined 1,2 6,852 1,450
UNKNOWN Common 119003101 58 14,952 Defined 1,2 12,352 2,600
BUFETE INDL ADR 11942H100 0 900 Defined 1,2 800 100
BUILDING MATERIALS HOLDING CO Common 120113105 187 21,069 Defined 1,2 6,869 14,200
BUNZL PLC ADR 120738307 1,305 47,023 Defined 1,2 37,123 9,900
BURLINGTON COAT FACTORY WRHS Common 121579106 1,059 74,000 Defined 1,2 24,200 49,800
BURLINGTON NORTHERN SANTA FE CORP Common 12189T104 9,495 440,349 Defined 1,2 206,662 233,687
BURLINGTON RESOURCES INC Common 122014103 8,632 234,493 Defined 1,2 110,622 123,871
BURNHAM PACIFIC PPTY INC REIT 12232C108 106 17,456 Defined 1,2 12,256 5,200
BURNS INTERNATIONAL Common 122374101 173 8,059 Defined 1,2 6,659 1,400
BURNS, PHILIP & CO. ADR 122393309 7 4,200 Defined 1,2 2,800 1,400
BUSH BOAKE ALLEN INC Common 123162109 376 7,866 Defined 1,2 6,466 1,400
BUSH INDUSTRIES -CL A Common 123164105 49 4,224 Defined 1,2 3,474 750
BUSINESS OBJECTS ADR 12328X107 2,206 19,510 Defined 1,2 15,310 4,200
BUTLER MFG CO Common 123655102 244 10,646 Defined 1,2 3,446 7,200
BUY.COM INC Common 124269101 148 53,308 Defined 1,2 43,908 9,400
C & D TECHNOLOGIES INC Common 124661109 2,472 43,555 Defined 1,2 14,055 29,500
Cais Internet Inc Common 12476Q102 45 9,224 Defined 1,2 7,624 1,600
CBL & ASSOCIATES PPTYS INC REIT 124830100 332 13,264 Defined 1,2 9,264 4,000
CCC INFORMATION SVCS GROUP I Common 12487Q109 97 12,031 Defined 1,2 7,431 4,600
CB RICHARD ELLIS SVCS Common 12489L108 102 8,352 Defined 1,2 6,852 1,500
CBRL GROUP INC Common 12489V106 959 66,716 Defined 1,2 20,127 46,589
CFW COMMUNICATIONS CO Common 124923103 142 5,243 Defined 1,2 4,343 900
C Bridge Internet So Common 12500B105 149 7,962 Defined 1,2 6,562 1,400
C-COR ELECTRONICS INC Common 125010108 859 56,093 Defined 1,2 18,293 37,800
C-CUBE MICROSYSTEMS INC Common 12501N108 1,797 87,654 Defined 1,2 26,554 61,100
CDI CORP Common 125071100 508 31,729 Defined 1,2 10,329 21,400
CDW COMPUTER CENTERS INC Common 125129106 7,099 102,885 Defined 1,2 30,945 71,940
CEC ENTERTAINMENT INC Common 125137109 1,436 44,865 Defined 1,2 14,503 30,362
</TABLE>
<PAGE> 14
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CE ENERGY GROUP Common 12541M102 1,111 27,863 Defined 1,2 9,063 18,800
C H ROBINSON Common 12541W100 2,798 49,640 Defined 1,2 14,940 34,700
CIGNA CORP Common 125509109 17,958 172,010 Defined 1,2 81,121 90,889
CIT GROUP INC Common 125577106 5,030 287,447 Defined 1,2 134,747 152,700
CKE RESTAURANTS INC Common 12561E105 259 84,486 Defined 1,2 27,563 56,923
CLECO CORP HOLDING CO Common 12561W105 1,236 26,441 Defined 1,2 7,903 18,538
CMG INFORMATION SERVICES INC Common 125750109 3,869 138,470 Defined 1,2 94,522 43,948
CMS ENERGY CORP Common 125896100 3,250 120,643 Defined 1,2 56,504 64,139
CPI CORP Common 125902106 274 12,902 Defined 1,2 4,202 8,700
CPB INC Common 125903104 98 3,642 Defined 1,2 2,992 650
CSS INDS INC Common 125906107 75 3,763 Defined 1,2 3,088 675
C.P. POKPHAND ADR 125918102 3 4,600 Defined 1,2 3,200 1,400
CMAC INDUSTRIES INC Common 125920108 575 10,000 Defined 1,2 10,000 0
CTG RESOURCES INC Common 125957100 149 3,695 Defined 1,2 2,895 800
CSK AUTO CORP Common 125965103 51 11,264 Defined 1,2 9,264 2,000
CNA FINANCIAL CORP Common 126117100 2,838 74,185 Defined 1,2 61,085 13,100
CNA SURETY CORP Common 12612L108 200 17,382 Defined 1,2 14,282 3,100
CNF TRANSPORTATION INC Common 12612W104 1,274 57,239 Defined 1,2 17,156 40,083
CNET NETWORKS INC Common 12613R104 1,122 46,061 Defined 1,2 28,661 17,400
C P & L ENERGY Common 12614C106 7,255 174,030 Defined 1,2 82,032 91,998
CRH PLC ADR 12626K203 3,430 217,809 Defined 1,2 171,209 46,600
CSG SYSTEMS INTL INC Common 126349109 2,027 69,907 Defined 1,2 18,607 51,300
CSK CORP ADR 126375302 866 36,087 Defined 1,2 28,387 7,700
C S R ADR 126396308 1,281 145,750 Defined 1,2 113,750 32,000
CSX CORP Common 126408103 5,199 238,344 Defined 1,2 112,121 126,223
Ctc Communications G Common 126419100 187 9,224 Defined 1,2 7,624 1,600
CT COMMUNICATIONS INC Common 126426402 154 7,573 Defined 1,2 6,273 1,300
CTS CORP Common 126501105 2,332 46,060 Defined 1,2 14,960 31,100
CUNO INC Common 126583103 601 26,994 Defined 1,2 8,794 18,200
CVB FINANCIAL CORP Common 126600105 171 10,155 Defined 1,2 8,324 1,831
CVS CORP Common 126650100 19,744 426,324 Defined 1,2 199,909 226,415
CV THERAPEUTICS INC Common 126667104 574 7,380 Defined 1,2 6,080 1,300
CABLE & WIRELESS PLC ADR 126830207 22,403 526,353 Defined 1,2 413,943 112,410
CABLEVISION SYSTEMS -CL A Common 12686C109 3,510 52,925 Defined 1,2 43,425 9,500
CABLETRON SYSTEMS Common 126920107 5,906 201,049 Defined 1,2 93,973 107,076
CABLE DESIGN TECH CP -CL A Common 126924109 1,753 72,109 Defined 1,2 23,559 48,550
CACHEFLOW INC Common 126946102 2,069 14,468 Defined 1,2 11,938 2,530
CABOT CORP Common 127055101 2,462 77,704 Defined 1,2 23,518 54,186
CABOT INDUSTRIAL TRUST REIT 127072106 389 19,527 Defined 1,2 15,527 4,000
CABOT OIL & GAS CORP -CL A Common 127097103 980 48,111 Defined 1,2 15,643 32,468
CABOT MICROELECTRONICS CORP Common 12709P103 461 9,613 Defined 1,2 7,913 1,700
CACI INTL INC -CL A Common 127190304 405 18,900 Defined 1,2 6,100 12,800
CADBURY SCHWEPPES PLC -ADS ADR 127209302 6,934 288,165 Defined 1,2 223,897 64,268
CADENCE DESIGN SYS INC Common 127387108 7,450 290,005 Defined 1,2 87,073 202,932
CADIZ INC Common 127537108 143 14,273 Defined 1,2 11,773 2,500
CAL DIVE INTERNATIONAL INC Common 127914109 1,499 26,204 Defined 1,2 8,504 17,700
CALDERA SYSTEMS INC Common 128780103 65 15,828 Defined 1,2 13,028 2,800
CALGON CARBON CORP Common 129603106 107 15,731 Defined 1,2 12,931 2,800
CALICO COMMERCE INC Common 129897104 83 13,594 Defined 1,2 11,194 2,400
CALIFORNIA AMPLIFIER INC Common 129900106 123 5,339 Defined 1,2 4,439 900
CALIFORNIA MICRO DEVICES CP Common 130439102 63 4,467 Defined 1,2 3,667 800
CALIFORNIA WATER SERVICE CO Common 130788102 140 5,241 Defined 1,2 4,341 900
CALIPER TECHNOLOGIES CORP Common 130876105 495 8,545 Defined 1,2 7,045 1,500
CALLAWAY GOLF CO Common 131193104 1,363 88,655 Defined 1,2 26,678 61,977
CALPINE CORP Common 131347106 16,970 162,584 Defined 1,2 48,824 113,760
</TABLE>
<PAGE> 15
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CAMBREX CORP Common 132011107 1,546 41,789 Defined 1,2 13,789 28,000
CAMBIOR Common 13201L103 4 7,800 Defined 1,2 0 7,800
CAMBRIDGE TECHNOLOGY PARTNER Common 132524109 322 73,671 Defined 1,2 22,271 51,400
CAMDEN PROPERTY TRUST REIT 133131102 668 21,544 Defined 1,2 14,583 6,961
CAMINUS CORP Common 133766105 247 6,215 Defined 1,2 5,115 1,100
CAMPBELL RESOURCES INC Common 134422609 0 510 Defined 1,2 460 50
CAMPBELL SOUP CO Common 134429109 11,847 457,873 Defined 1,2 215,779 242,094
CANADIAN PACIFIC LTD -ORD Common 135923100 4,723 181,662 Defined 1,2 139,307 42,355
CANADIAN IMPERIAL BANK OF COMMERCE Common 136069101 7,220 220,883 Defined 1,2 172,183 48,700
CANADIAN NATIONAL RAILWAY Common 136375102 806 27,481 Defined 1,2 22,781 4,700
CANADIAN NATURAL RESOURCES Common 136385101 34 1,000 Defined 1,2 1,000 0
CANADIAN OCCIDENTAL PETRO Common 136420106 1,878 74,558 Defined 1,2 57,558 17,000
CANAL PLUS ADR 137041208 6,702 223,778 Defined 1,2 175,178 48,600
CANON INC ADR 138006309 20,923 472,825 Defined 1,2 362,125 110,700
CANTAB PHARMACEUT PLC ADR 138084207 5 483 Defined 1,2 483 0
CAPITAL AUTOMOTIVE REIT Common 139733109 150 11,506 Defined 1,2 8,106 3,400
CAPITAL ONE FINL CORP Common 14040H105 15,042 214,698 Defined 1,2 100,708 113,990
CAPITOL FEDERAL FINANCIAL Common 14057C106 518 35,443 Defined 1,2 29,143 6,300
CAPITOL TRANSAMERICA CORP Common 140640103 54 4,589 Defined 1,2 3,764 825
CAPROCK COMMUNICATIONS CORP Common 140667106 78 15,342 Defined 1,2 12,642 2,700
CAPSTONE TURBINE CORPORATION Common 14067D102 2,051 29,615 Defined 1,2 24,415 5,200
CAPTEC NET LEASE REALTY INC REIT 140724105 57 4,974 Defined 1,2 3,474 1,500
CARBO CERAMICS INC Common 140781105 157 5,922 Defined 1,2 4,922 1,000
CARAUSTAR INDUSTRIES INC Common 140909102 476 42,985 Defined 1,2 13,885 29,100
CARDINAL HEALTH INC Common 14149Y108 26,733 303,133 Defined 1,2 141,816 161,317
CARDIODYNAMICS INTL CORP Common 141597104 88 16,896 Defined 1,2 13,896 3,000
CAREER EDUCATION CORP Common 141665109 355 7,986 Defined 1,2 6,562 1,424
CAREMARK RX INC Common 141705103 1,188 105,636 Defined 1,2 66,585 39,051
CAREMATRIX CORP Common 141706101 0 84 Defined 1,2 0 84
CAREY INTERNATIONAL INC Common 141750109 72 3,981 Defined 1,2 3,281 700
CARLISLE COS INC Common 142339100 1,481 35,680 Defined 1,2 10,698 24,982
CARLTON COMMUN PLC ADR 142872209 2,624 64,384 Defined 1,2 49,984 14,400
CARNIVAL CORP Common 143658102 15,796 641,456 Defined 1,2 301,307 340,149
CARPENTER TECHNOLOGY Common 144285103 754 25,890 Defined 1,2 7,710 18,180
CARRAMERICA REALTY REIT 144418100 1,130 37,352 Defined 1,2 26,152 11,200
CARRIER ACCESS CORP COM Common 144460102 250 12,606 Defined 1,2 8,106 4,500
CARRIER1 INTL ADR 144500303 29 4,067 Defined 1,2 3,767 300
CARTER-WALLACE INC Common 146285101 1,402 57,368 Defined 1,2 16,102 41,266
CASCADE CORP Common 147195101 73 4,685 Defined 1,2 3,860 825
CASCADE NATURAL GAS CORP Common 147339105 320 18,308 Defined 1,2 6,008 12,300
CASELLA WASTE SYSTEMS INC Common 147448104 92 9,127 Defined 1,2 7,527 1,600
CASEYS GENERAL STORES INC Common 147528103 1,072 82,486 Defined 1,2 26,686 55,800
CASH AMERICA INTL INC Common 14754D100 312 42,705 Defined 1,2 13,905 28,800
CASTLE (A M) & CO Common 148411101 225 23,352 Defined 1,2 7,602 15,750
CASTLE & COOKE INC Common 148433105 132 6,900 Defined 1,2 5,694 1,206
CATALINA MARKETING CORP Common 148867104 3,817 101,457 Defined 1,2 30,157 71,300
CATALYTICA INC Common 148885106 166 13,401 Defined 1,2 11,001 2,400
CATHAY PACIFIC AIRWAYS ADR 148906308 1,958 213,470 Defined 1,2 166,770 46,700
CATELLUS DEVELOPMENT CORP REIT 149111106 1,054 60,209 Defined 1,2 35,609 24,600
CATERPILLAR INC Common 149123101 12,697 376,216 Defined 1,2 176,922 199,294
CATHAY BANCORP Common 149150104 180 3,690 Defined 1,2 3,040 650
CATO CORP -CL A Common 149205106 515 41,238 Defined 1,2 13,438 27,800
CELL GENESYS INC Common 150921104 516 17,194 Defined 1,2 11,194 6,000
CELLSTAR CORP Common 150925105 77 24,372 Defined 1,2 20,072 4,300
CELERITEK INC Common 150926103 173 4,589 Defined 1,2 3,764 825
</TABLE>
<PAGE> 16
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CELL THERAPEUTICS INC Common 150934107 654 9,806 Defined 1,2 8,106 1,700
CELESTICA INC Common 15101Q108 4,307 62,190 Defined 1,2 48,190 14,000
CELGENE CORP Common 151020104 1,750 29,420 Defined 1,2 21,520 7,900
CELL PATHWAYS INC Common 15114R101 91 11,168 Defined 1,2 9,168 2,000
CELLTECH GROUP PLC ADR 151158102 1,345 34,367 Defined 1,2 25,563 8,804
CEMEX ADR 151290889 3,426 170,784 Defined 1,2 130,044 40,740
CENDANT CORP Common 151313103 8,612 791,877 Defined 1,2 371,176 420,701
CENTENNIAL BANCORP Common 15133T104 51 8,425 Defined 1,2 6,914 1,511
CENTENNIAL CELLULR CP -CL A Common 15133V208 847 38,489 Defined 1,2 31,459 7,030
CENTER TRUST INC REIT 151845104 86 14,415 Defined 1,2 10,615 3,800
CENTERPOINT PROPERTIES CORP REIT 151895109 494 10,714 Defined 1,2 7,814 2,900
CENTEX CORP Common 152312104 2,069 64,404 Defined 1,2 30,234 34,170
CENTILLIUM COMMUNICATIONS INC Common 152319109 1,244 12,962 Defined 1,2 10,712 2,250
CENTEX CONSTRN PRODS INC Common 15231R109 188 7,573 Defined 1,2 6,273 1,300
ELECTROBRAS ADR 15234Q207 5,701 584,400 Defined 1,2 472,800 111,600
CENTRA SOFTWARE INC Common 15234X103 63 9,710 Defined 1,2 8,010 1,700
GERASUL SA ADR 15235B100 390 50,449 Defined 1,2 39,929 10,520
CENTRAL GARDEN & PET CO Common 153527106 47 6,797 Defined 1,2 5,597 1,200
CENTRAL PARKING CORP Common 154785109 1,207 60,922 Defined 1,2 19,722 41,200
CENTRAL VERMONT PUB SERV Common 155771108 194 19,024 Defined 1,2 6,224 12,800
CENTURA BANKS INC Common 15640T100 2,554 66,650 Defined 1,2 21,550 45,100
CENTURA SOFTWARE CORP Common 15640W103 55 15,828 Defined 1,2 13,028 2,800
CENTURY ALUMINUM Common 156431108 103 8,255 Defined 1,2 6,755 1,500
CENTURY BUSINESS SVCS INC Common 156490104 51 38,645 Defined 1,2 31,845 6,800
CENTURY SOUTH BKS INC Common 156683104 103 5,632 Defined 1,2 4,632 1,000
CENTURYTEL Common 156700106 4,199 154,077 Defined 1,2 72,212 81,865
CEPHALON INC Common 156708109 3,182 65,613 Defined 1,2 18,813 46,800
CERIDIAN CORP Common 15677T106 4,457 158,840 Defined 1,2 74,622 84,218
CERNER CORP Common 156782104 2,815 60,623 Defined 1,2 18,223 42,400
CERUS CORP Common 157085101 286 5,146 Defined 1,2 4,246 900
CHAMPION ENTERPRISES INC Common 158496109 335 78,755 Defined 1,2 25,455 53,300
CHAMPIONSHIP AUTO RACING Common 158711101 154 6,311 Defined 1,2 5,211 1,100
CHARLES RIVER ASSOCIATES INC Common 159852102 43 3,520 Defined 1,2 2,895 625
CHARLES RIVER LABORATORIES Common 159864107 446 13,108 Defined 1,2 10,808 2,300
CHARTER ONE FINL INC Common 160903100 5,711 234,285 Defined 1,2 107,341 126,944
CHARTER MUN MTG ACCEP CO Common 160908109 116 8,347 Defined 1,2 6,847 1,500
CHARLOTTE RUSSE HOLDING INC Common 161048103 108 8,155 Defined 1,2 6,755 1,400
CHARMING SHOPPES Common 161133103 213 40,879 Defined 1,2 33,679 7,200
CHARTER COMMUNICATIONS INC Common 16117M107 1,120 68,846 Defined 1,2 56,646 12,200
CHARTERED SEMICONDUCTOR ADR 16133R106 213 3,502 Defined 1,2 2,902 600
CHASE MANHATTAN CORP Common 16161A108 65,801 1,424,649 Defined 1,2 669,020 755,629
CHATEAU PROPERTIES INC REIT 161726104 399 14,890 Defined 1,2 10,657 4,233
CHATTEM INC Common 162456107 7 700 Defined 1,2 0 700
CHEAP TICKETS INC Common 162672109 102 9,806 Defined 1,2 8,106 1,700
CHECKFREE CORP Common 162813109 3,679 87,830 Defined 1,2 26,530 61,300
CHECKPOINT SYSTEMS INC Common 162825103 380 50,239 Defined 1,2 16,539 33,700
CHEESECAKE FACTORY INC Common 163072101 2,227 51,495 Defined 1,2 16,645 34,850
CHELSEA GCA REALTY INC REIT 163262108 301 8,580 Defined 1,2 6,080 2,500
CHEMED CORP Common 163596109 522 16,404 Defined 1,2 5,304 11,100
CHEMFIRST INC Common 16361A106 527 25,321 Defined 1,2 8,231 17,090
CHEMICAL FINANCIAL CORP Common 163731102 134 5,707 Defined 1,2 4,676 1,031
CHESAPEAKE CORP Common 165159104 347 18,017 Defined 1,2 5,385 12,632
CHESAPEAKE ENERGY CORP Common 165167107 345 47,969 Defined 1,2 39,469 8,500
CHEVRON CORP Common 166751107 60,620 711,090 Defined 1,2 333,702 377,388
CHICOS FAS INC Common 168615102 983 28,900 Defined 1,2 9,400 19,500
</TABLE>
<PAGE> 17
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CHILES OFFSHORE INC Common 16888M104 158 7,300 Defined 1,2 6,000 1,300
THE CHILDRENS PLACE Common 168905107 268 10,389 Defined 1,2 8,589 1,800
CHINA MOBILE LTD ADR 16941M109 40,291 1,242,104 Defined 1,2 971,104 271,000
CHINA UNICOM LTD ADR 16945R104 3,263 149,600 Defined 1,2 83,200 66,400
CHIPPAC INC Common 169657103 472 39,750 Defined 1,2 32,750 7,000
CHOICE HOTELS Common 169905106 237 21,556 Defined 1,2 17,756 3,800
CHIQUITA BRANDS INTL Common 170032106 348 111,314 Defined 1,2 36,314 75,000
CHIREX INC Common 170038103 221 7,115 Defined 1,2 5,115 2,000
CHIRON CORP Common 170040109 10,653 236,731 Defined 1,2 64,641 172,090
CHITTENDEN CORP Common 170228100 1,135 44,173 Defined 1,2 14,373 29,800
CHOICEPOINT INC Common 170388102 3,088 67,307 Defined 1,2 21,743 45,564
CHOICE ONE COMMUNICATIONS INC Common 17038P104 153 12,527 Defined 1,2 10,307 2,220
CHORDIANT SOFTWARE INC Common 170404107 115 14,856 Defined 1,2 12,256 2,600
CHRIS-CRAFT INDS Common 170520100 3,393 41,186 Defined 1,2 12,344 28,842
CHRISTOPHER & BANKS CORP Common 171046105 160 4,128 Defined 1,2 3,378 750
CHROMAVISION MEDICAL SYSTEMS INC Common 17111P104 75 7,886 Defined 1,2 6,466 1,420
CHRONIMED Common 171164106 10 1,400 Defined 1,2 0 1,400
CHUBB CORP Common 171232101 15,122 191,114 Defined 1,2 89,783 101,331
CHURCH & DWIGHT INC Common 171340102 827 45,013 Defined 1,2 13,593 31,420
CHURCHILL DOWNS INC Common 171484108 104 4,006 Defined 1,2 3,281 725
CHYRON CORP Common 171605207 36 14,273 Defined 1,2 11,773 2,500
CIBA SPECIALTY CHEMICALS HOLDING IN ADR 17162W206 36 1,300 Defined 1,2 1,000 300
CIBER INC Common 17163B102 822 99,601 Defined 1,2 32,401 67,200
CIENA CORP Common 171779101 14,121 114,984 Defined 1,2 94,184 20,800
CINAR CORP Common 171905300 2 779 Defined 1,2 579 200
CINCINNATI FINANCIAL CORP Common 172062101 6,244 175,886 Defined 1,2 82,349 93,537
CINERGY CORP Common 172474108 5,727 173,223 Defined 1,2 81,537 91,686
CIRCLE INTERNATIONAL GROUP INC Common 172574105 889 29,380 Defined 1,2 9,580 19,800
CIRCUIT CITY STORES INC Common 172737108 5,134 223,227 Defined 1,2 104,907 118,320
CIRRUS LOGIC INC Common 172755100 3,111 77,165 Defined 1,2 23,232 53,933
CISCO SYSTEMS INC Common 17275R102 424,501 7,683,277 Defined 1,2 3,627,975 4,055,302
CITADEL COMMUNICATIONS CORP Common 172853202 254 14,956 Defined 1,2 12,256 2,700
CINTAS CORP Common 172908105 8,576 196,866 Defined 1,2 59,251 137,615
CITIGROUP INC Common 172967101 263,211 4,868,650 Defined 1,2 2,299,961 2,568,689
CITIZENS BANKING CORP Common 174420109 443 19,282 Defined 1,2 15,848 3,434
CITIZENS COMMUNICATIONS CO Common 17453B101 1,433 106,664 Defined 1,2 87,140 19,524
CITIZENS INC Common 174740100 64 9,591 Defined 1,2 7,872 1,719
CITRIX SYSTEMS INC Common 177376100 4,037 201,204 Defined 1,2 95,238 105,966
CITY NATIONAL CORP Common 178566105 2,164 56,029 Defined 1,2 16,870 39,159
CLAIRES STORES INC Common 179584107 1,079 59,927 Defined 1,2 18,121 41,806
CLARCOR INC Common 179895107 790 40,516 Defined 1,2 13,166 27,350
CLARENT CORPORATION Common 180461105 524 13,305 Defined 1,2 10,905 2,400
CLARINS ADR 180515207 806 49,659 Defined 1,2 38,915 10,744
Clarus Corp Common 182707109 131 5,729 Defined 1,2 4,729 1,000
CLAYTON HOMES INC Common 184190106 1,624 162,411 Defined 1,2 48,786 113,625
CLEAR CHANNEL COMMUNICATIONS Common 184502102 35,991 637,015 Defined 1,2 299,430 337,585
CLEARNET COMMUN INC -CL A Common 184902104 881 19,889 Defined 1,2 15,189 4,700
CLEVELAND-CLIFFS INC Common 185896107 283 12,375 Defined 1,2 3,757 8,618
CLICK COMMERCE INC Common 18681D109 643 15,050 Defined 1,2 12,410 2,640
CLICKACTION INC Common 18681E107 42 4,589 Defined 1,2 3,764 825
CLOROX CO/DE Common 189054109 10,188 257,520 Defined 1,2 120,498 137,022
CLOSURE MEDICAL CORP Common 189093107 162 6,414 Defined 1,2 4,439 1,975
CLP HOLDINGS LTD ADR 18946Q101 5,724 1,275,062 Defined 1,2 1,002,122 272,940
COACHMEN INDUSTRIES INC Common 189873102 269 25,784 Defined 1,2 8,384 17,400
COASTAL CORP Common 190441105 17,373 234,379 Defined 1,2 110,277 124,102
</TABLE>
<PAGE> 18
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
COATS VIYELLA ADR 190743203 257 132,643 Defined 1,2 103,143 29,500
COBALT NETWORKS INC Common 19074R101 663 11,457 Defined 1,2 9,457 2,000
COCA-COLA AMATIL ADR 191085208 596 146,831 Defined 1,2 115,231 31,600
COCA-COLA BTLNG CONS Common 191098102 606 14,452 Defined 1,2 4,652 9,800
COCA-COLA CO Common 191216100 147,886 2,682,746 Defined 1,2 1,266,248 1,416,498
COCA-COLA ENTERPRISES Common 191219104 7,299 457,987 Defined 1,2 214,349 243,638
COCA-COLA FEMSA DE C V ADR 191241108 322 16,115 Defined 1,2 12,015 4,100
COFLEXIP ADR 192384105 1,130 18,149 Defined 1,2 14,249 3,900
COGNEX CORP Common 192422103 2,848 72,208 Defined 1,2 23,308 48,900
COGNIZANT TECHNOLOGY SOLUTIONS CRP Common 192446102 115 2,938 Defined 1,2 2,413 525
COGNOS INC Common 19244C109 1,773 43,500 Defined 1,2 33,100 10,400
COHERENT INC Common 192479103 3,071 45,155 Defined 1,2 14,805 30,350
COHU INC Common 192576106 515 33,644 Defined 1,2 10,944 22,700
COINSTAR INC Common 19259P300 111 8,155 Defined 1,2 6,755 1,400
COLDWATER CREEK INC Common 193068103 114 4,224 Defined 1,2 3,474 750
COLE KENNETH PROD INC -CL A Common 193294105 199 5,632 Defined 1,2 4,632 1,000
COLES MYER LTD ADR 193870409 2,534 81,410 Defined 1,2 63,270 18,140
COLLATERAL THERAPEUTICS INC Common 193921103 152 5,243 Defined 1,2 4,343 900
COLGATE-PALMOLIVE CO Common 194162103 29,471 624,390 Defined 1,2 293,740 330,650
COLLINS & AIKMAN CORP Common 194830105 117 25,051 Defined 1,2 20,651 4,400
COLONIAL BANCGROUP Common 195493309 467 45,049 Defined 1,2 36,849 8,200
COLONIAL PROPERTIES TRUST REIT 195872106 321 12,497 Defined 1,2 8,197 4,300
COLT TELECOM GROUP ADR 196877104 8,691 78,826 Defined 1,2 62,426 16,400
COLUMBIA BKG SYS INC Common 197236102 66 4,765 Defined 1,2 3,918 847
COLUMBIA ENERGY GROUP Common 197648108 6,184 87,100 Defined 1,2 40,925 46,175
COLUMBIA LABORATORIES INC Common 197779101 91 15,733 Defined 1,2 10,133 5,600
COLUMBIA SPORTSWEAR CO Common 198516106 472 10,292 Defined 1,2 8,492 1,800
COLUMBUS MCKINNON CORP Common 199333105 81 5,997 Defined 1,2 4,922 1,075
COMFORT SYSTEMS USA Common 199908104 79 15,245 Defined 1,2 12,545 2,700
COMCAST CORP -CL A SPL Common 200300200 40,513 989,633 Defined 1,2 462,176 527,457
COMDISCO INC Common 200336105 3,417 179,252 Defined 1,2 53,802 125,450
COMERICA INC Common 200340107 7,182 122,901 Defined 1,2 80,155 42,746
COMINCO LTD Common 200435105 634 46,296 Defined 1,2 35,696 10,600
COMMERCE BANCORP INC Common 200519106 3,015 51,818 Defined 1,2 17,041 34,777
COMMERCE BANCSHARES INC Common 200525103 922 25,038 Defined 1,2 20,430 4,608
COMMERCE GROUP INC/MA Common 200641108 399 13,787 Defined 1,2 11,387 2,400
COMMERCE ONE INC DEL Common 200693109 5,956 75,869 Defined 1,2 60,949 14,920
COMMERCIAL FEDERAL Common 201647104 1,808 94,530 Defined 1,2 30,730 63,800
COMMERCIAL METALS Common 201723103 601 23,588 Defined 1,2 7,722 15,866
COMML NET LEASE RLTY INC REIT 202218103 167 16,091 Defined 1,2 11,291 4,800
COMMERZBANK ADR 202597308 8,103 273,305 Defined 1,2 214,405 58,900
COMMONWEALTH BANCORP INC Common 20268X102 68 4,710 Defined 1,2 3,860 850
COMMONWEALTH INDUSTRIES Common 203004106 153 27,440 Defined 1,2 8,940 18,500
COMMONWEALTH TELEPHONE ENTERPRISES Common 203349105 333 9,030 Defined 1,2 7,431 1,599
COMMSCOPE INC Common 203372107 1,471 60,021 Defined 1,2 18,121 41,900
Communication Intell Common 20338K106 77 34,178 Defined 1,2 28,178 6,000
COMMUNITY BK SYS INC Common 203607106 76 2,938 Defined 1,2 2,413 525
COMMUNITY HEALTH SYSTEMS Common 203668108 967 30,101 Defined 1,2 24,801 5,300
COMMUNITY FIRST BANKSHARES Common 203902101 1,314 74,831 Defined 1,2 24,231 50,600
COMMUNITY TRUST BANCORP Common 204149108 77 4,919 Defined 1,2 4,025 894
RICHEMONT ADR 204318109 7,882 271,040 Defined 1,2 213,940 57,100
CIE GENERALE DE GEOPHYSIQUE ADR ADR 204386106 206 14,240 Defined 1,2 11,440 2,800
CEMIG-COPMANHIA ENERGETICA DE MINAS ADR 204409601 1,243 74,940 Defined 1,2 58,783 16,157
COMPANHIA SIDERURGICA NACION ADR 20440W105 1,253 39,782 Defined 1,2 31,682 8,100
COMPANHIA DE BEBIDAS COMMON ADR 20441W104 1,085 73,242 Defined 1,2 57,942 15,300
</TABLE>
<PAGE> 19
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
COMPANHIA DE BEBIDAS PREF ADR 20441W203 1,536 69,428 Defined 1,2 54,428 15,000
CANTV ADR 204421101 692 28,297 Defined 1,2 22,297 6,000
COMPANIA CERVECERIA ADR 204429104 744 33,060 Defined 1,2 26,460 6,600
MINAS BUENAVENTURA ADR 204448104 53 3,785 Defined 1,2 3,685 100
COMP DE TELE DE CHILE -ADS ADR 204449300 2,108 121,338 Defined 1,2 93,688 27,650
COMPAQ COMPUTER CORP Common 204493100 50,796 1,841,785 Defined 1,2 869,231 972,554
COMPASS BANCSHARES INC Common 20449H109 2,780 142,565 Defined 1,2 42,715 99,850
COMPASS GROUP ADR 20449X104 4,448 374,427 Defined 1,2 278,427 96,000
COMPLETE BUSINESS SOLUTIONS, INC. Common 20452F107 200 14,785 Defined 1,2 12,159 2,626
COMPUCREDIT CORP Common 20478N100 1,057 18,838 Defined 1,2 15,518 3,320
COMPUTER ASSOCIATES INTL INC Common 204912109 16,049 637,170 Defined 1,2 302,078 335,092
COMPUTER NETWORK TECH CORP Common 204925101 334 9,710 Defined 1,2 8,010 1,700
COMPUTER SCIENCES CORP Common 205363104 13,673 184,146 Defined 1,2 86,245 97,901
COMPUTER TASK GROUP INC Common 205477102 108 34,688 Defined 1,2 11,288 23,400
COMPUWARE CORP Common 205638109 3,341 398,883 Defined 1,2 186,401 212,482
COMPX INTERNATIONAL INC Common 20563P101 52 2,477 Defined 1,2 2,027 450
COMVERSE TECHNOLOGY INC Common 205862402 18,078 167,391 Defined 1,2 79,451 87,940
CONAGRA FOODS INC Common 205887102 11,705 583,404 Defined 1,2 272,624 310,780
COMPUTER HORIZONS CORP Common 205908106 87 12,794 Defined 1,2 10,519 2,275
COM21 INC Common 205937105 121 8,934 Defined 1,2 7,334 1,600
CONCERO INC Common 206018103 18 4,006 Defined 1,2 3,281 725
CONCORD CAMERA CORP Common 206156101 246 9,613 Defined 1,2 7,913 1,700
CONCORD COMMUNICATIONS INC Common 206186108 715 26,984 Defined 1,2 8,784 18,200
CONCORD EFS INC Common 206197105 8,908 250,831 Defined 1,2 75,314 175,517
CONCUR TECHNOLOGIES INC Common 206708109 24 10,099 Defined 1,2 8,299 1,800
CONCURRENT COMPUTER CP Common 206710204 415 21,849 Defined 1,2 17,949 3,900
CONE MILLS CORP Common 206814105 190 42,208 Defined 1,2 13,708 28,500
CONECTIV Common 206829103 1,862 104,194 Defined 1,2 31,459 72,735
CONEXTANT Common 207142100 10,315 246,335 Defined 1,2 116,535 129,800
CONMED CORP Common 207410101 369 26,958 Defined 1,2 8,308 18,650
CONNECTICS CORPORATION Common 208192104 267 11,071 Defined 1,2 9,071 2,000
CONOCO INC Common 208251405 18,326 680,334 Defined 1,2 319,084 361,250
CONSECO INC Common 208464107 2,708 355,089 Defined 1,2 166,498 188,591
CONSOL ENERGY INC Common 20854P109 512 31,848 Defined 1,2 26,248 5,600
CONSOLIDATED EDISON Common 209115104 7,881 230,949 Defined 1,2 108,502 122,447
CONSOLIDATED GRAPHICS INC Common 209341106 255 21,662 Defined 1,2 7,062 14,600
CONSOLIDATED PRODUCTS INC Common 209798107 388 48,523 Defined 1,2 15,728 32,795
CONSOLIDATED STORES CORP Common 210149100 1,641 121,551 Defined 1,2 56,970 64,581
CONS G GRUPO DINA ADR 210306403 1 360 Defined 1,2 250 110
CONSTELLATION BRANDS INC Common 21036P108 1,651 30,403 Defined 1,2 9,903 20,500
CONSTELLATION ENERGY GROUP Common 210371100 8,135 163,513 Defined 1,2 76,693 86,820
CONTINENTAL ADR 210771200 620 35,306 Defined 1,2 27,706 7,600
CONTINENTAL AIRLS INC -CL B Common 210795308 1,284 28,264 Defined 1,2 23,064 5,200
CONVERGENT COMMUNICATIONS INC Common 211914403 38 11,847 Defined 1,2 9,747 2,100
CONTROLADORA COMMERCIAL MEX ADR 21238A206 207 9,069 Defined 1,2 7,169 1,900
CONVERGYS CORP Common 212485106 6,481 166,704 Defined 1,2 78,944 87,760
COOKSON GROUP PLC ADR 216379107 1,007 71,851 Defined 1,2 56,651 15,200
COOPER CAMERON CORP Common 216640102 4,591 62,300 Defined 1,2 18,800 43,500
COOPER COMPANIES INC Common 216648402 874 24,702 Defined 1,2 7,702 17,000
COOPER INDUSTRIES INC Common 216669101 3,591 101,882 Defined 1,2 48,018 53,864
COOPER TIRE & RUBBER Common 216831107 802 79,681 Defined 1,2 37,462 42,219
COORS (ADOLPH) -CL B Common 217016104 2,507 39,668 Defined 1,2 18,824 20,844
COORSTECK INC Common 217020106 112 2,938 Defined 1,2 2,413 525
COPART INC Common 217204106 1,250 90,085 Defined 1,2 29,185 60,900
COPENE ADR 217252105 8 400 Defined 1,2 0 400
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
COPPER MOUNTAIN NETWORK Common 217510106 768 20,491 Defined 1,2 16,791 3,700
COR THERAPEUTICS INC Common 217753102 6,419 103,016 Defined 1,2 28,916 74,100
CORAM HEALTHCARE CORP Common 218103109 0 79 Defined 1,2 0 79
CORDIANT COMMUNICATIONS PLC ADR 218514206 481 25,566 Defined 1,2 20,106 5,460
COREL CORP Common 21868Q109 115 31,278 Defined 1,2 24,478 6,800
CORILLIAN CORP Common 218725109 119 12,333 Defined 1,2 10,133 2,200
CORIO INC Common 218875102 152 19,907 Defined 1,2 16,357 3,550
CORIXA Common 21887F100 386 7,673 Defined 1,2 6,273 1,400
CORN PRODUCTS INTERNATIONAL Common 219023108 1,334 58,659 Defined 1,2 18,959 39,700
CORNERSTONE REALTY INCOME TRST REIT 21922V102 222 20,858 Defined 1,2 14,958 5,900
CORNING INC Common 219350105 93,984 316,444 Defined 1,2 150,425 166,019
CORPORACION MAPFRE ADR 219872207 533 170,034 Defined 1,2 133,034 37,000
CORPORATE EXECUTIVE BOARD Common 21988R102 500 12,428 Defined 1,2 10,268 2,160
CORPORATE OFFICE PROPERTIES TRST REIT 22002T108 85 8,541 Defined 1,2 7,141 1,400
CORRECTIONAL PROPERTIES TRUST Common 22025E104 34 3,606 Defined 1,2 2,606 1,000
CORSAIR COMMUNICATIONS INC Common 220406102 55 6,990 Defined 1,2 5,790 1,200
CORUS BANKSHARES INC Common 220873103 210 5,825 Defined 1,2 4,825 1,000
CORUS GROUP PLC ADR 22087M101 973 125,602 Defined 1,2 90,002 35,600
CORVAS INTERNATIONAL INC Common 221005101 199 8,545 Defined 1,2 7,045 1,500
CORVIS CORPORATION Common 221009103 8,199 134,300 Defined 1,2 110,750 23,550
COSINE COMMUNICATIONS INC Common 221222102 56 1,000 Defined 1,2 800 200
COST PLUS INC Common 221485105 1,032 34,271 Defined 1,2 11,171 23,100
COSTCO INC Common 22160K105 16,924 484,414 Defined 1,2 228,648 255,766
COSTAR GROUP Common 22160N109 230 6,215 Defined 1,2 5,115 1,100
COTT CORP QUE Common 22163N106 195 32,550 Defined 1,2 25,250 7,300
COULTER PHARMACEUTICAL INC Common 222116105 237 8,194 Defined 1,2 5,694 2,500
COUNTRYWIDE CREDIT IND INC Common 222372104 4,698 124,462 Defined 1,2 58,454 66,008
COUSINS PROPERTIES INC REIT 222795106 760 17,649 Defined 1,2 12,449 5,200
COVAD COMMUNICATIONS GROUP Common 222814204 789 58,972 Defined 1,2 48,347 10,625
COVANCE INC Common 222816100 586 71,527 Defined 1,2 20,241 51,286
COVENANT TRANSPRT INC -CL A Common 22284P105 47 5,075 Defined 1,2 4,150 925
COVENTRY HEALTH CARE INC Common 222862104 1,585 104,788 Defined 1,2 32,242 72,546
COX COMMUNICATIONS -CL A Common 224044107 8,965 234,374 Defined 1,2 192,518 41,856
COX RADIO Common 224051102 262 15,004 Defined 1,2 12,304 2,700
CRANE CO Common 224399105 1,532 66,969 Defined 1,2 31,497 35,472
CRAWFORD & CO Common 224633107 238 19,566 Defined 1,2 16,116 3,450
CREDENCE SYSTEMS CORP Common 225302108 1,848 61,602 Defined 1,2 18,550 43,052
CREDIT ACCEP CORP MICH Common 225310101 115 18,158 Defined 1,2 14,958 3,200
CREDIT SUISSE GROUP SPON ADR ADR 225401108 27,872 596,595 Defined 1,2 471,345 125,250
CREE RESEARCH INC Common 225447101 1,581 13,598 Defined 1,2 11,098 2,500
CREO PRODUCTS INC. Common 225606102 197 5,797 Defined 1,2 5,447 350
CRESCENDO PHARMACEUTICAL Common 225637107 0 10 Defined 1,2 0 10
CRESCENT R E EQUITIES INC REIT 225756105 1,418 63,559 Defined 1,2 45,259 18,300
CRISTALERIAS DE CHILE ADR 226714103 189 12,396 Defined 1,2 9,796 2,600
CRITICAL PATH INC Common 22674V100 1,546 25,444 Defined 1,2 20,844 4,600
CROMPTON CORP Common 227116100 1,053 133,683 Defined 1,2 40,288 93,395
CROSS (A.T.) & CO -CL A Common 227478104 152 28,257 Defined 1,2 9,257 19,000
CROSS TIMBERS OIL CO Common 227573102 2,229 116,147 Defined 1,2 37,768 78,379
CROSSMANN COMMUNITIES INC Common 22764E109 88 4,467 Defined 1,2 3,667 800
Crossroads Sys Inc Common 22765D100 92 10,778 Defined 1,2 8,878 1,900
CROSSWAVE COMMUNICATIONS ADR ADR 227686102 54 5,300 Defined 1,2 5,000 300
CROSSWORLDS SOFTWARE INC Common 22769P109 199 10,099 Defined 1,2 8,299 1,800
CROWN AMER REALTY TRUST REIT 228186102 88 14,526 Defined 1,2 10,326 4,200
CROWN CASTLE INTERNATIONAL Common 228227104 2,486 80,048 Defined 1,2 65,648 14,400
CROWN CORK & SEAL CO INC Common 228255105 1,485 138,904 Defined 1,2 65,069 73,835
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CROWN MEDIA HOLDINGS Common 228411104 183 12,915 Defined 1,2 10,615 2,300
CRYOLIFE INC Common 228903100 175 5,050 Defined 1,2 4,150 900
CUBIC CORP Common 229669106 87 3,642 Defined 1,2 2,992 650
Cubist Pharmaceutica Common 229678107 561 10,778 Defined 1,2 8,878 1,900
CULLEN/FROST BANKERS INC Common 229899109 2,825 86,932 Defined 1,2 28,092 58,840
CUMMINS ENGINE Common 231021106 1,354 45,240 Defined 1,2 21,365 23,875
CUMULUS MEDIA INC Common 231082108 70 11,457 Defined 1,2 9,457 2,000
CURATIVE TECHNOLOGIES INC Common 231264102 89 16,298 Defined 1,2 4,498 11,800
CURIS INC Common 231269101 212 10,621 Defined 1,2 8,721 1,900
CURAGEN CORP Common 23126R101 786 14,759 Defined 1,2 12,159 2,600
CURTISS-WRIGHT CORP Common 231561101 194 4,103 Defined 1,2 3,378 725
CUSEEME NETWORKS INC Common 231629106 20 4,928 Defined 1,2 4,053 875
CYBERIAN OUTPOST Common 231914102 54 14,057 Defined 1,2 9,457 4,600
Cyber-Care Inc Common 23243T105 153 23,983 Defined 1,2 19,783 4,200
CYBERCASH INC Common 232462101 39 12,099 Defined 1,2 8,299 3,800
CYBEROPTICS CORP Common 232517102 56 3,059 Defined 1,2 2,509 550
CYBERSOURCE CORP Common 23251J106 120 10,585 Defined 1,2 8,685 1,900
CYBERONICS INC Common 23251P102 160 7,476 Defined 1,2 6,176 1,300
CYGNUS INC Common 232560102 511 46,445 Defined 1,2 14,245 32,200
CYLINK CORP Common 232565101 129 12,333 Defined 1,2 10,133 2,200
CYMER INC Common 232572107 364 11,850 Defined 1,2 9,650 2,200
CYPRESS COMMUNICATIONS INC Common 232743104 51 19,226 Defined 1,2 15,826 3,400
CYPRESS SEMICONDUCTOR CORP Common 232806109 5,898 141,902 Defined 1,2 42,632 99,270
CYRK INC Common 232817106 92 26,641 Defined 1,2 8,641 18,000
CYSIVE INC Common 23281T108 75 11,264 Defined 1,2 9,264 2,000
CYTEC INDUSTRIES INC Common 232820100 1,596 47,717 Defined 1,2 14,351 33,366
CYTOGEN CORP Common 232824102 186 29,422 Defined 1,2 24,222 5,200
CYTRX CORP Common 232828301 0 175 Defined 1,2 0 175
CYCLE & CARRIAGE ADR 232903302 244 60,788 Defined 1,2 47,688 13,100
CYTYC CORP Common 232946103 645 14,956 Defined 1,2 12,256 2,700
DBS LAND ADR 23304Q107 142 46,355 Defined 1,2 45,355 1,000
DEVELOPMENT BANK OF SINGAPORE ADR 23304Y100 5,596 126,794 Defined 1,2 99,372 27,422
DDI CORP Common 233162106 700 15,828 Defined 1,2 13,028 2,800
DMC STRATEX NETWORKS INC Common 23322L106 2,147 133,692 Defined 1,2 39,892 93,800
DPL INC Common 233293109 4,617 155,197 Defined 1,2 46,764 108,433
DQE INC Common 23329J104 2,809 70,001 Defined 1,2 21,001 49,000
DRS TECHNOLOGIES INC Common 23330X100 333 20,488 Defined 1,2 16,888 3,600
D R HORTON INC Common 23331A109 1,937 112,679 Defined 1,2 36,728 75,951
DST SYSTEMS Common 233326107 8,679 73,866 Defined 1,2 22,216 51,650
DSP GROUP INC Common 23332B106 1,174 31,400 Defined 1,2 9,500 21,900
D S M ADR 23332H202 1,579 218,465 Defined 1,2 169,465 49,000
DTE ENERGY COMPANY HOLDINGS Common 233331107 5,950 155,543 Defined 1,2 73,380 82,163
DVI INC Common 233343102 111 5,729 Defined 1,2 4,729 1,000
DAIEI INC ADR 233798206 1,035 202,032 Defined 1,2 156,382 45,650
DAIN RAUSCHER CORP Common 233856103 1,987 21,369 Defined 1,2 6,969 14,400
DAIRY FARM INTERNATIONAL ADR 233859305 231 107,549 Defined 1,2 84,499 23,050
DAISYTEK INTL CORP COM Common 234053106 44 6,990 Defined 1,2 5,790 1,200
DAL-TILE INTERNATIONAL Common 23426R108 277 22,139 Defined 1,2 18,239 3,900
Daleen Technologies Common 23437N104 129 8,738 Defined 1,2 7,238 1,500
DALLAS SEMICONDUCTOR CORP Common 235204104 3,326 101,164 Defined 1,2 32,964 68,200
DAMARK INTL INC -CL A Common 235691102 118 9,617 Defined 1,2 3,117 6,500
DANA CORP Common 235811106 3,508 163,173 Defined 1,2 76,513 86,660
DANAHER CORP Common 235851102 7,728 155,332 Defined 1,2 73,097 82,235
DANKA BUSINESS SYS PLC ADR 236277109 48 31,592 Defined 1,2 24,992 6,600
DARDEN RESTAURANTS INC Common 237194105 2,798 134,462 Defined 1,2 62,825 71,637
</TABLE>
<PAGE> 22
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
DASSAULT SYSTEMS S.A. ADR 237545108 5,125 62,505 Defined 1,2 49,705 12,800
DATA BROADCASTING CORP Common 237596101 118 36,898 Defined 1,2 30,398 6,500
Data Return Corp Common 23785M104 289 14,273 Defined 1,2 11,773 2,500
DATASCOPE CORP Common 238113104 886 26,435 Defined 1,2 8,035 18,400
DATASTREAM SYSTEMS INC Common 238124101 109 8,448 Defined 1,2 6,948 1,500
DATATEC SYSTEMS INC Common 238128102 58 13,108 Defined 1,2 10,808 2,300
DAVOX CORP Common 239208101 223 22,129 Defined 1,2 7,229 14,900
DEAN FOODS CO Common 242361103 1,391 41,848 Defined 1,2 12,524 29,324
DEB SHOPS INC Common 242728103 64 5,414 Defined 1,2 4,439 975
DECOMA INTERNATIONAL INC Common 24359C100 177 22,988 Defined 1,2 18,188 4,800
DEERE & CO Common 244199105 8,531 256,581 Defined 1,2 120,404 136,177
DEL MONTE COMPANY Common 24522P103 130 21,070 Defined 1,2 17,370 3,700
DE RIGO ADR 245334107 202 23,367 Defined 1,2 17,967 5,400
DELCO REMY INTL INC -CL A Common 246626105 56 7,380 Defined 1,2 6,080 1,300
DELHAIZE AMERICA INC Common 246688105 1,097 62,904 Defined 1,2 51,771 11,133
DELL COMPUTER CORP Common 247025109 86,564 2,809,389 Defined 1,2 1,322,630 1,486,759
DELPHI AUTOMOTIVE SYSTEMS CORP Common 247126105 9,235 610,609 Defined 1,2 286,310 324,299
DELPHI FINANCIAL GRP -CL A Common 247131105 1,349 33,300 Defined 1,2 10,763 22,537
DELTA & PINE LAND CO Common 247357106 1,642 63,906 Defined 1,2 20,667 43,239
DELTA AIR LINES INC Common 247361108 5,959 134,285 Defined 1,2 63,143 71,142
DELTA GALIL INDUSTRIAL LTD ADR 247637101 29 1,351 Defined 1,2 1,351 0
DELTATHREE.COM INC Common 24783N102 13 3,715 Defined 1,2 3,040 675
DELTAGEN INC Common 24783R103 364 11,750 Defined 1,2 9,700 2,050
DELTIC TIMBER CORP Common 247850100 345 20,346 Defined 1,2 6,646 13,700
DELUXE CORP Common 248019101 1,623 79,883 Defined 1,2 37,369 42,514
DENDRITE INTL INC Common 248239105 1,938 72,269 Defined 1,2 21,419 50,850
DENDREON CORP Common 24823Q107 199 8,448 Defined 1,2 6,948 1,500
DENTSPLY INTERNATL INC Common 249030107 2,352 67,325 Defined 1,2 18,211 49,114
DEPARTMENT 56 INC -SER A Common 249509100 314 23,818 Defined 1,2 7,718 16,100
DESC S A DE C V ADR 250309101 425 41,185 Defined 1,2 32,284 8,901
DETROIT DIESEL CORP Common 250837101 215 9,420 Defined 1,2 7,720 1,700
DEUTSCHE BANK A G ADR 251525309 22,776 274,587 Defined 1,2 211,587 63,000
DEUTSCHE LUFTHANSA AG ADR 251561304 1,007 49,300 Defined 1,2 38,600 10,700
DEUTSCHE TELECOM ADR 251566105 52,553 1,534,395 Defined 1,2 1,186,436 347,959
DEVELOPERS DIVERSIFIED RLTY REIT 251591103 435 33,815 Defined 1,2 24,415 9,400
DEVON ENERGY CORPORATION Common 25179M103 8,397 139,607 Defined 1,2 65,669 73,938
DEVRY INC Common 251893103 3,069 81,576 Defined 1,2 24,576 57,000
DIAGEO PLC ADR 25243Q205 16,592 469,849 Defined 1,2 366,881 102,968
DIAGNOSTIC PRODUCTS CORP Common 252450101 1,303 24,301 Defined 1,2 7,399 16,902
DIAL CORP/DE Common 25247D101 1,298 111,677 Defined 1,2 33,640 78,037
DIAMETRICS MEDICAL INC Common 252532106 87 10,778 Defined 1,2 8,878 1,900
DIAMOND OFFSHRE DRILLING INC Common 25271C102 2,249 54,857 Defined 1,2 45,157 9,700
DIAMOND TECH PRTNRS -CL A Common 252762109 627 8,450 Defined 1,2 6,910 1,540
DIEBOLD INC Common 253651103 2,225 83,767 Defined 1,2 25,155 58,612
Digene Corp Common 253752109 232 6,458 Defined 1,2 5,308 1,150
DIGEX, INC. Common 253756100 455 9,710 Defined 1,2 8,010 1,700
DIGI INTERNATIONAL INC Common 253798102 197 25,021 Defined 1,2 8,221 16,800
DIGIMARC CORP Common 253807101 98 5,243 Defined 1,2 4,343 900
DIGITAL COURIER TECH INC Common 253838106 35 19,323 Defined 1,2 15,923 3,400
DIGITAL LIGHTWAVE INC Common 253855100 853 11,750 Defined 1,2 9,650 2,100
DIGITAL IMPACT INC Common 25385G106 66 10,001 Defined 1,2 8,251 1,750
DIGITAL ISLAND Common 25385N101 521 27,792 Defined 1,2 22,292 5,500
Digital Insight Corp Common 25385P106 393 10,952 Defined 1,2 9,000 1,952
DIGITAL RIVER INC Common 25388B104 57 8,838 Defined 1,2 7,238 1,600
DIGITAS INC Common 25388K104 412 23,207 Defined 1,2 19,107 4,100
</TABLE>
<PAGE> 23
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
DIGITALTHINK INC Common 25388M100 544 12,915 Defined 1,2 10,615 2,300
DIME COMMUNITY BANCORP INC Common 253922108 120 4,830 Defined 1,2 3,955 875
DILLARDS INC Common 254067101 1,091 102,672 Defined 1,2 48,407 54,265
DIME BANCORP INC Common 25429Q102 2,780 128,921 Defined 1,2 38,734 90,187
DIMON INC Common 254394109 242 74,430 Defined 1,2 24,330 50,100
DIODES INC Common 254543101 57 3,715 Defined 1,2 3,040 675
DIONEX CORP Common 254546104 1,114 40,334 Defined 1,2 11,934 28,400
DISCOUNT AUTO PARTS INC Common 254642101 213 27,660 Defined 1,2 8,960 18,700
DISNEY (WALT) COMPANY Common 254687106 86,710 2,266,927 Defined 1,2 1,065,139 1,201,788
DISTRIBUCION Y SERVICIO ADR 254753106 761 46,624 Defined 1,2 37,024 9,600
DIRECT FOCUS INC Common 254931108 253 6,361 Defined 1,2 5,211 1,150
DITECH COMMUNICATIONS CORP Common 25500M103 470 11,461 Defined 1,2 9,361 2,100
DIVERSA CORP Common 255064107 79 2,938 Defined 1,2 2,413 525
DIVINE INTERVENTURES INC Common 255404105 197 52,436 Defined 1,2 43,136 9,300
THE DIXIE GROUP Common 255519100 74 19,223 Defined 1,2 6,223 13,000
DIXONS GROUP PLC ADR 255875205 3,018 322,803 Defined 1,2 250,068 72,735
DOBSON COMMUNICATIONS CORP Common 256069105 555 37,772 Defined 1,2 31,122 6,650
DOCENT INC Common 25608L106 92 5,000 Defined 1,2 4,100 900
DOCUMENTUM INC Common 256159104 583 7,187 Defined 1,2 5,887 1,300
DOLE FOOD CO INC Common 256605106 980 65,351 Defined 1,2 19,758 45,593
DOLLAR GENERAL Common 256669102 6,000 358,184 Defined 1,2 168,042 190,142
DOLLAR THRIFTY AUTOMOTIVE GROUP INC Common 256743105 192 9,710 Defined 1,2 8,010 1,700
DOLLAR TREE STORES INC Common 256747106 5,160 127,219 Defined 1,2 38,960 88,259
DOMINION RESOURCES INC Common 25746U109 15,103 260,108 Defined 1,2 121,966 138,142
DOMTAR INC Common 257561100 726 85,367 Defined 1,2 65,234 20,133
DONALDSON CO INC Common 257651109 1,175 53,429 Defined 1,2 16,091 37,338
DONALDSON LUFKIN JENRETTE Common 257661108 4,620 51,657 Defined 1,2 42,557 9,100
DONNA KARAN Common 257826107 55 8,934 Defined 1,2 7,334 1,600
DONNELLEY (R R) & SONS CO Common 257867101 3,290 133,956 Defined 1,2 63,046 70,910
DORAL FINANCIAL CORP Common 25811P100 266 16,410 Defined 1,2 13,510 2,900
DOREL INDUSTRIES Common 25822C205 223 11,982 Defined 1,2 9,482 2,500
DOT HILL SYSTEMS CORP Common 25848T109 64 9,806 Defined 1,2 8,106 1,700
DOUBLICCLICK Common 258609304 2,013 62,899 Defined 1,2 39,401 23,498
DOVER CORP Common 260003108 10,518 224,085 Defined 1,2 104,310 119,775
DOVER DOWNS ENTERTAINMENT Common 260086103 204 15,149 Defined 1,2 12,449 2,700
DOW CHEMICAL Common 260543103 18,390 737,448 Defined 1,2 346,697 390,751
DOW JONES & CO INC Common 260561105 5,740 94,874 Defined 1,2 45,019 49,855
DOWNEY FINANCIAL CORP Common 261018105 1,857 47,006 Defined 1,2 15,177 31,829
DRESDNER BANK AG ADR 261561302 13,332 306,140 Defined 1,2 239,790 66,350
DRESS BARN INC Common 261570105 623 29,669 Defined 1,2 9,569 20,100
DREYER'S GRAND ICE CREAM INC Common 261878102 714 33,134 Defined 1,2 9,926 23,208
DRIL-QUIP Common 262037104 1,140 28,583 Defined 1,2 9,283 19,300
DRUGSTORE.COM, INC. Common 262241102 71 21,120 Defined 1,2 17,390 3,730
Dset Corp Common 262504103 95 4,589 Defined 1,2 3,764 825
DSL.NET INC Common 262506108 81 26,413 Defined 1,2 21,713 4,700
DU PONT (E I) DE NEMOURS Common 263534109 47,143 1,137,694 Defined 1,2 533,102 604,592
DUANE READE INC Common 263578106 172 7,090 Defined 1,2 5,790 1,300
DUCATI MOTOR SPA ADR 264066101 29 1,255 Defined 1,2 1,255 0
DUKE POWER CO Common 264399106 34,317 400,201 Defined 1,2 188,122 212,079
DUKE REALTY INVESTMENTS INC REIT 264411505 1,597 66,188 Defined 1,2 48,872 17,316
DUN & BRADSTREET CORP Common 26483B106 6,084 176,667 Defined 1,2 83,244 93,423
DURA AUTOMOTIVE SYSTEMS Common 265903104 53 5,743 Defined 1,2 4,729 1,014
DUPONT PHOTOMASKS INC Common 26613X101 411 6,992 Defined 1,2 5,742 1,250
DURA PHARMACEUTICALS INC Common 26632S109 2,993 84,620 Defined 1,2 24,320 60,300
DURAMED PHARMACEUTICALS INC Common 266354109 8 1,300 Defined 1,2 0 1,300
</TABLE>
<PAGE> 24
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
DURECT CORPORATION Common 266605104 15 1,000 Defined 1,2 800 200
DYCOM INDUSTRIES INC Common 267475101 2,911 69,929 Defined 1,2 22,854 47,075
DYNEGY INC CLASS A Common 26816Q101 20,764 364,288 Defined 1,2 109,604 254,684
ECI TELECOMMUNICATIONS LTD ADR 268258100 1,363 44,505 Defined 1,2 34,884 9,621
ECHAPMAN.COM INC Common 26830Q103 42 5,825 Defined 1,2 4,825 1,000
ELECTRICIDADE DE PORTUGAL ADR 268353109 5,369 169,769 Defined 1,2 131,969 37,800
EEX CORP Common 26842V207 83 17,330 Defined 1,2 14,282 3,048
EGL INC Common 268484102 1,435 47,440 Defined 1,2 15,440 32,000
E-LOAN INC Common 26861P107 72 17,089 Defined 1,2 14,089 3,000
EMC CORP/MA Common 268648102 234,289 2,363,573 Defined 1,2 1,114,685 1,248,888
EMI GROUP ADR 268694205 3,639 227,238 Defined 1,2 176,768 50,470
ENSCO INTERNATIONAL INC Common 26874Q100 6,197 162,005 Defined 1,2 48,891 113,114
ENI S.P.A. ADR 26874R108 23,945 452,320 Defined 1,2 350,720 101,600
EOG RESOURCES INC Common 26875P101 1,861 47,878 Defined 1,2 39,178 8,700
E.ON AG ADR ADR 268780103 14,437 279,650 Defined 1,2 222,150 57,500
EPIX MEDICAL INC Common 26881Q101 67 4,757 Defined 1,2 3,957 800
E.PIPHANY INC Common 26881V100 1,033 13,408 Defined 1,2 10,808 2,600
ESS TECHNOLOGY INC Common 269151106 1,106 77,272 Defined 1,2 23,372 53,900
E SPIRE COMMUNICATIONS INC Common 269153102 62 21,070 Defined 1,2 17,370 3,700
E'TOWN CORP Common 269242103 237 3,545 Defined 1,2 2,895 650
E TRADE GROUP INC Common 269246104 5,810 353,447 Defined 1,2 106,071 247,376
E V N ADR 269265104 544 96,389 Defined 1,2 75,309 21,080
EARTHGRAINS COMPANY Common 270319106 1,303 70,657 Defined 1,2 23,085 47,572
EARTHLINK INC Common 270321102 473 51,875 Defined 1,2 42,389 9,486
EARTHSHELL CORP Common 27032B100 51 40,589 Defined 1,2 33,389 7,200
EARTHWEB INC Common 27032C108 36 4,249 Defined 1,2 3,474 775
EAST WEST BANCORP INC Common 27579R104 179 9,127 Defined 1,2 7,527 1,600
EASTERN ENTERPRISES Common 27637F100 1,895 29,695 Defined 1,2 14,047 15,648
EASTGROUP PROPERTIES REIT 277276101 193 8,683 Defined 1,2 5,983 2,700
EASTMAN CHEMICAL CO Common 277432100 3,088 83,593 Defined 1,2 39,556 44,037
EASTMAN KODAK CO Common 277461109 13,762 336,677 Defined 1,2 157,934 178,743
EATON CORP Common 278058102 4,902 79,545 Defined 1,2 37,476 42,069
EATON VANCE CORP Common 278265103 3,024 59,292 Defined 1,2 19,292 40,000
EBAY INC Common 278642103 9,391 136,726 Defined 1,2 87,526 49,200
Ebenx Inc Common 278668108 75 6,604 Defined 1,2 5,404 1,200
ECHELON CORP Common 27874N105 414 14,084 Defined 1,2 11,484 2,600
ECHO BAY MINES LTD Common 278751102 43 56,999 Defined 1,2 46,899 10,100
ECHOSTAR COMMUN CORP -CL A Common 278762109 4,953 93,904 Defined 1,2 77,104 16,800
ECLIPSE SURGICAL TECH INC Common 278849104 49 12,136 Defined 1,2 10,036 2,100
ECLIPSYS CORPORATION Common 278856109 294 18,383 Defined 1,2 12,256 6,127
ECOLAB INC Common 278865100 5,075 140,717 Defined 1,2 65,952 74,765
EDGEWATER TECH INC Common 280358102 258 49,109 Defined 1,2 15,909 33,200
EDISON INTERNATIONAL Common 281020107 6,855 354,936 Defined 1,2 166,612 188,324
EDISON SCHOOLS INC Common 281033100 541 17,024 Defined 1,2 13,924 3,100
EDUCATION MANAGEMENT CORP Common 28139T101 317 11,750 Defined 1,2 9,650 2,100
JDEDWARDS Common 281667105 1,151 44,474 Defined 1,2 36,574 7,900
EDWARDS (A G) INC Common 281760108 5,062 96,761 Defined 1,2 29,131 67,630
EDWARDS LIFESCIENCE CORP Common 28176E108 1,496 68,582 Defined 1,2 20,630 47,952
EFFICIENT NETWORKS INC Common 282056100 837 22,432 Defined 1,2 18,432 4,000
EGAIN COMMUNICATIONS CORP Common 28225C103 110 11,652 Defined 1,2 9,602 2,050
EGANA INTERNATIONAL HOLDINGS ADR 28225R209 7 778 Defined 1,2 699 79
EGGHEAD.COM INC Common 282329101 46 20,010 Defined 1,2 13,407 6,603
EGLOBE INC Common 282339100 43 35,540 Defined 1,2 29,240 6,300
EIDOS PLC ADR ADR 282485101 269 49,975 Defined 1,2 38,775 11,200
EISAI CO ADR 282579309 5,187 164,371 Defined 1,2 130,271 34,100
</TABLE>
<PAGE> 25
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
EIRCOM PLC ADR 28257P105 455 50,584 Defined 1,2 49,484 1,100
EL PASO ELECTRIC CO Common 283677854 305 22,139 Defined 1,2 18,239 3,900
EL PASO ENERGY CORP Common 283905107 15,677 254,394 Defined 1,2 118,957 135,437
ELAN CORP PLC ADR 284131208 8,263 150,930 Defined 1,2 116,080 34,850
ELANTEC SEMICONDUCTOR INC Common 284155108 788 7,912 Defined 1,2 6,562 1,350
ELCOM INTERNATIONAL INC Common 284434107 55 12,429 Defined 1,2 10,229 2,200
ELCOR CORP Common 284443108 472 32,543 Defined 1,2 10,593 21,950
ELECTRIC FUEL CORP Common 284871100 79 7,380 Defined 1,2 6,080 1,300
ELECTRO RENT CORP Common 285218103 128 10,003 Defined 1,2 8,203 1,800
ELECTRO SCIENTIFIC INDS INC Common 285229100 1,551 44,164 Defined 1,2 14,364 29,800
ELECTROGLAS INC Common 285324109 586 34,341 Defined 1,2 11,141 23,200
ELECTRONIC ARTS INC Common 285512109 7,550 152,918 Defined 1,2 45,992 106,926
ELECTRONIC DATA SYSTEMS INC Common 285661104 20,991 505,815 Defined 1,2 238,671 267,144
ELECTRONICS BOUTIQUE Common 286045109 194 9,031 Defined 1,2 7,431 1,600
ELECTRONICS FOR IMAGING INC Common 286082102 735 29,121 Defined 1,2 18,721 10,400
ELOQUENT INC Common 290140102 19 6,894 Defined 1,2 5,694 1,200
ELOT INC Common 290143106 42 25,927 Defined 1,2 21,327 4,600
ELOYALTY CORP Common 290151109 1,048 82,221 Defined 1,2 26,871 55,350
ELRON ELECTRONIC INDS -ORD Common 290160100 421 11,613 Defined 1,2 9,113 2,500
ELSEVIER N V ADR 290259100 4,301 189,596 Defined 1,2 146,696 42,900
EMAIL LIMITED ADR 290769207 275 83,121 Defined 1,2 64,821 18,300
EMAGIN CORPORATION Common 29076N107 108 10,099 Defined 1,2 8,299 1,800
EMACHINES INC Common 29076P102 60 58,650 Defined 1,2 48,270 10,380
EMBARCADERO TECHNOLOGIES INC Common 290787100 549 10,682 Defined 1,2 8,782 1,900
EMBRAER SA ADR 29081M102 31 1,000 Defined 1,2 1,000 0
EMBRATEL ADR 29081N100 2,121 114,639 Defined 1,2 87,339 27,300
EMBOTELLADORA ANDINA ADR 29081P204 473 37,259 Defined 1,2 29,459 7,800
EMBOTELLADORA ANDINA SA SER B A ADR 29081P303 317 30,964 Defined 1,2 24,164 6,800
EMCORE CORP Common 290846104 557 13,402 Defined 1,2 11,002 2,400
EMCOR GROUP INC Common 29084Q100 110 4,224 Defined 1,2 3,474 750
EMERGE INTERACTIVE INC Common 29088W103 177 11,168 Defined 1,2 9,168 2,000
EMERSON ELECTRIC CO Common 291011104 31,423 469,006 Defined 1,2 218,668 250,338
EMISPHERE TECHNOLOGIES, INC Common 291345106 209 6,990 Defined 1,2 5,790 1,200
EMMIS BROADCASTING CP -CL A Common 291525103 411 16,603 Defined 1,2 13,703 2,900
EMPIRE DISTRICT ELECTRIC CO Common 291641108 183 6,990 Defined 1,2 5,790 1,200
EMPRESAS ICA SOC CTL ADR 292448107 101 57,951 Defined 1,2 45,251 12,700
EMPRESA NACIONAL DE ELCTRCID S ADR 29244T101 1,555 141,406 Defined 1,2 109,676 31,730
EMULEX CORP Common 292475209 1,808 14,763 Defined 1,2 12,063 2,700
Emusic Com Inc Common 292476108 28 17,382 Defined 1,2 14,282 3,100
ENCAL ENERGY LTD Common 29250D107 364 57,699 Defined 1,2 44,599 13,100
ENBRIDGE INC Common 29250N105 1,657 74,979 Defined 1,2 57,579 17,400
ENCOMPASS SERVICES CORP Common 29255U104 207 25,440 Defined 1,2 20,965 4,475
ENDESA ADR 29258N107 9,966 531,536 Defined 1,2 418,736 112,800
ENDO PHARMACEUTICALS HLDGS Warrant 29264F114 3 1,300 Defined 1,2 0 1,300
ENDO PHARMACEUTICALS HLDGS Common 29264F205 368 37,490 Defined 1,2 29,690 7,800
ENDOSONICS CORP Common 29264K105 16 1,500 Defined 1,2 0 1,500
ENDOCARE INC Common 29264P104 100 5,050 Defined 1,2 4,150 900
ENERGY CONVERSION DEV Common 292659109 213 5,729 Defined 1,2 4,729 1,000
ENERGEN CORP Common 29265N108 1,485 49,922 Defined 1,2 16,222 33,700
ENEL SPA ADR 29265W108 5,075 129,456 Defined 1,2 112,756 16,700
ENERGIS PLC ADR 29266H100 948 27,038 Defined 1,2 26,538 500
ENERGY EAST CORPORATION Common 29266M109 3,468 153,278 Defined 1,2 46,254 107,024
ENERGIZER HOLDINGS INC Common 29266R108 2,746 112,085 Defined 1,2 33,781 78,304
ENERSIS ADR 29274F104 916 51,401 Defined 1,2 39,958 11,443
ENGAGE TECHNOLOGIES INC Common 292827102 579 71,204 Defined 1,2 57,804 13,400
</TABLE>
<PAGE> 26
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ENGELHARD CORP Common 292845104 2,273 139,873 Defined 1,2 65,278 74,595
ENESCO GROUP INC Common 292973104 132 22,399 Defined 1,2 7,299 15,100
ENHANCE FINANCIAL SVCS GRP Common 293310108 825 63,451 Defined 1,2 20,551 42,900
ENNIS BUSINESS FORMS Common 293389102 50 6,601 Defined 1,2 5,401 1,200
ENODIS PLC ADR 293491106 12 1,000 Defined 1,2 1,000 0
ENRON CORP Common 293561106 70,006 798,925 Defined 1,2 377,513 421,412
ENTEGRIS INC Common 29362U104 260 27,188 Defined 1,2 22,388 4,800
ENTERCOM Common 293639100 413 13,793 Defined 1,2 11,243 2,550
ENTERGY CORP Common 29364G103 9,035 242,563 Defined 1,2 113,974 128,589
ENTERPRISE OIL PLC ADR 293779302 2,202 93,195 Defined 1,2 73,059 20,136
Enterprise Prods Par Common 293792107 534 18,439 Defined 1,2 15,139 3,300
ENTERTAINMENT PROPERTIES TRUST REIT 29380T105 86 8,087 Defined 1,2 5,887 2,200
ENTREMED INC Common 29382F103 204 7,311 Defined 1,2 5,211 2,100
Entrade Inc Common 29382L100 27 7,187 Defined 1,2 5,887 1,300
ENTRAVISION COMMUNICATIONS Common 29382R107 417 24,000 Defined 1,2 19,800 4,200
ENTRUST TECHNOLOGIES INC Common 293848107 601 21,753 Defined 1,2 17,853 3,900
ENZON INC Common 293904108 1,090 16,511 Defined 1,2 13,491 3,020
ENZO BIOCHEM INC Common 294100102 2,200 45,351 Defined 1,2 13,782 31,569
ENVISION DEVELOPMENT CORP Common 29410N102 39 3,520 Defined 1,2 2,895 625
EPCOS AG ADR 29410P107 2,659 32,873 Defined 1,2 27,673 5,200
Eplus Inc Common 294268107 80 3,885 Defined 1,2 3,185 700
EPICOR SOFTWARE CORP Common 29426l108 260 74,319 Defined 1,2 22,419 51,900
EPRESENCE INC Common 294348107 265 39,206 Defined 1,2 12,706 26,500
EPRISE CORP Common 294352109 88 10,196 Defined 1,2 8,396 1,800
EQUANT N.V. Common 294409107 3,200 87,222 Defined 1,2 73,122 14,100
EQUIFAX INC Common 294429105 4,123 153,066 Defined 1,2 72,505 80,561
EQUINIX INC Common 29444U106 274 30,900 Defined 1,2 25,580 5,320
EQUITABLE RESOURCES INC Common 294549100 854 13,476 Defined 1,2 11,001 2,475
EQUITY INNS INC REIT 294703103 135 20,347 Defined 1,2 14,647 5,700
EQUITY OFFICE PROPERTIES TRUST REIT 294741103 4,830 155,481 Defined 1,2 116,106 39,375
EQUITY ONE INC REIT 294752100 56 5,464 Defined 1,2 3,764 1,700
EQUITY RESIDENTIAL PPTYS TR REIT 29476L107 3,261 67,937 Defined 1,2 48,880 19,057
ERICSSON (L M) TEL ADR 294821400 60,882 4,110,169 Defined 1,2 3,140,969 969,200
ERIE INDEMNITY CO -CL A Common 29530P102 773 26,316 Defined 1,2 21,616 4,700
ESCO TECHNOLOGIES INC Common 296315104 88 5,050 Defined 1,2 4,150 900
ESHARE TECHNOLOGIES INC Common 296428105 23 8,838 Defined 1,2 7,238 1,600
ESPEED INC - CL A Common 296643109 120 4,224 Defined 1,2 3,474 750
ESPIRITO SNTO FNL ADR 29665F200 408 21,379 Defined 1,2 16,679 4,700
Esoft Inc Common 296904105 38 6,408 Defined 1,2 5,308 1,100
ESSEX PROPERTY TRUST REIT 297178105 534 9,648 Defined 1,2 6,948 2,700
ESTERLINE TECHNOLOGIES Common 297425100 567 28,783 Defined 1,2 9,383 19,400
ETHAN ALLEN INTERIORS INC Common 297602104 1,869 66,003 Defined 1,2 21,353 44,650
ETHYL CORP Common 297659104 141 97,879 Defined 1,2 29,491 68,388
ETOYS INC Common 297862104 263 49,230 Defined 1,2 40,530 8,700
EVANS & SUTHERLAND CMP CORP Common 299096107 7 1,200 Defined 1,2 0 1,200
EVERGREEN RESOURCES INC Common 299900308 213 6,118 Defined 1,2 5,018 1,100
EVOKE COMMUNICATIONS INC Common 30048Q202 124 18,935 Defined 1,2 15,585 3,350
EVOLVE SOFTWARE INC Common 30049P104 359 14,950 Defined 1,2 12,300 2,650
EXABYTE CORP Common 300615101 460 40,923 Defined 1,2 12,423 28,500
EXAR CORP Common 300645108 911 7,526 Defined 1,2 6,176 1,350
EXCALIBUR TECHNOLOGIES Common 300651205 403 5,997 Defined 1,2 4,922 1,075
EXCEL TECHNOLOGY INC Common 30067T103 151 4,710 Defined 1,2 3,860 850
EXCELON CORPORATION Common 300691102 147 11,847 Defined 1,2 9,747 2,100
EXCHANGE APPLICATIONS Common 300867108 47 10,389 Defined 1,2 8,589 1,800
EXE TECHNOLOGIES INC Common 301504106 252 16,800 Defined 1,2 13,860 2,940
</TABLE>
<PAGE> 27
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
EXELIXIS INC Common 30161Q104 545 17,382 Defined 1,2 14,282 3,100
Extended Systems Inc Common 301973103 221 4,103 Defined 1,2 3,378 725
EXIDE CORP Common 302051107 78 8,641 Defined 1,2 7,141 1,500
EXODUS COMMUNICATIONS INC Common 302088109 10,281 208,213 Defined 1,2 137,513 70,700
EXPEDIA INC Common 302125109 234 17,965 Defined 1,2 14,765 3,200
EXPEDITORS INTL WASH INC Common 302130109 3,856 85,580 Defined 1,2 27,680 57,900
EXPRESS SCRIPTS INC -CL A Common 302182100 3,496 48,394 Defined 1,2 13,396 34,998
EXTENDED STAY AMERICA Common 30224P101 511 38,577 Defined 1,2 31,749 6,828
EXTENSITY INC Common 302255104 202 9,613 Defined 1,2 7,913 1,700
EXTREME NETWORKS INC Common 30226D106 5,052 44,120 Defined 1,2 35,320 8,800
EXULT INC Common 302284104 472 34,178 Defined 1,2 28,178 6,000
EXXON MOBIL CORP Common 30231G102 338,246 3,795,186 Defined 1,2 1,780,874 2,014,312
F & M BANCORP/MD Common 302367107 88 4,436 Defined 1,2 3,622 814
F & M NATL CORP Common 302374103 246 10,052 Defined 1,2 8,279 1,773
FBL FINANCIAL GROUP Common 30239F106 196 12,040 Defined 1,2 9,940 2,100
FEI CO Common 30241L109 246 11,361 Defined 1,2 9,361 2,000
FMC CORP Common 302491303 2,233 33,297 Defined 1,2 15,605 17,692
F N B CORP/PA Common 302520101 189 8,861 Defined 1,2 7,277 1,584
FPIC INS GROUP INC Common 302563101 54 3,885 Defined 1,2 3,185 700
FPL GROUP INC Common 302571104 12,759 194,056 Defined 1,2 91,425 102,631
FSI INTL INC Common 302633102 145 10,196 Defined 1,2 8,396 1,800
FVC.COM INC Common 30266P100 35 6,990 Defined 1,2 5,790 1,200
FYI INC Common 302712104 950 25,411 Defined 1,2 8,311 17,100
FAHNESTOCK VINER HLDG -CL A Common 302921101 158 7,022 Defined 1,2 5,322 1,700
FACTORY 2-U INC Common 303072102 630 20,600 Defined 1,2 6,700 13,900
FACTSET RESEARCH SYSTEMS Common 303075105 2,036 54,154 Defined 1,2 17,754 36,400
FAIR ISAAC & COMPANY INC Common 303250104 1,097 25,698 Defined 1,2 7,798 17,900
FAIRCHILD CORP -CL A Common 303698104 65 10,150 Defined 1,2 8,396 1,754
FAIRCHILD SEMICONDUCTOR INTL INC Common 303726103 910 32,341 Defined 1,2 26,441 5,900
FAIRFAX FINANCIAL HLDG RTS Warrant 303901110 0 3,500 Defined 1,2 400 3,100
FAIRFIELD COMMUNITIES INC Common 304231301 168 16,603 Defined 1,2 13,703 2,900
FAIRMARKET INC Common 305158107 37 11,361 Defined 1,2 9,361 2,000
FAMILY DOLLAR STORES Common 307000109 3,885 201,810 Defined 1,2 60,553 141,257
FARMER BROS CO Common 307675108 139 771 Defined 1,2 628 143
FARM FAMILY HOLDINGS INC Common 307901108 78 2,477 Defined 1,2 2,027 450
FARMERS CAPITAL BK CORP Common 309562106 106 2,941 Defined 1,2 2,413 528
FASTENAL CO Common 311900104 2,571 44,623 Defined 1,2 13,396 31,227
F.H. FAULDING & CO. ADR 312020209 410 19,777 Defined 1,2 15,507 4,270
FEDDERS CORP Common 313135105 230 59,262 Defined 1,2 19,202 40,060
FED HOME LOAN MTG CO Common 313400301 40,841 755,436 Defined 1,2 355,752 399,684
FEDERAL-MOGUL CORP Common 313549107 449 82,608 Defined 1,2 24,962 57,646
FEDERAL NATL MORTGAGE ASSN Common 313586109 78,138 1,092,836 Defined 1,2 515,209 577,627
FEDERAL REALTY INVS TRUST REIT 313747206 419 21,933 Defined 1,2 15,633 6,300
FEDERAL SIGNAL CORP Common 313855108 1,057 53,170 Defined 1,2 16,098 37,072
FEDERATED DEPT STORES Common 31410H101 5,878 225,000 Defined 1,2 106,870 118,130
FEDERATED INVESTORS Common 314211103 1,209 48,851 Defined 1,2 39,951 8,900
FEDEX CORP Common 31428X106 13,813 311,519 Defined 1,2 145,891 165,628
FELCOR LODGING TRUST INC REIT 31430F101 736 31,811 Defined 1,2 21,211 10,600
FERRO CORP Common 315405100 772 40,521 Defined 1,2 12,238 28,283
F5 NETWORKS INC Common 315616102 294 8,643 Defined 1,2 7,093 1,550
FIAT SPA ADR 315621888 4,854 206,546 Defined 1,2 161,154 45,392
FIBERNET TELECOM GROUP INC Common 315653105 191 11,264 Defined 1,2 9,264 2,000
FIDELITY NATIONAL FINL INC Common 316326107 2,793 112,853 Defined 1,2 36,787 76,066
FIFTH THIRD BANCORP Common 316773100 27,323 507,148 Defined 1,2 237,751 269,397
FILA HLDGS S P A ADR 316850106 138 15,115 Defined 1,2 11,915 3,200
</TABLE>
<PAGE> 28
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FILENET CORP Common 316869106 1,040 57,170 Defined 1,2 18,570 38,600
FINANCIAL FEDERAL CORP Common 317492106 147 6,068 Defined 1,2 5,018 1,050
FINISAR CORPORATION Common 31787A101 3,025 62,542 Defined 1,2 51,242 11,300
FINISH LINE INC -CL A Common 317923100 54 7,380 Defined 1,2 6,080 1,300
FINOVA GROUP INC Common 317928109 521 71,822 Defined 1,2 21,685 50,137
FIREPOND INC Common 318224102 208 14,370 Defined 1,2 11,870 2,500
FIRST AMER FINL CP CA Common 318522307 2,211 105,928 Defined 1,2 34,332 71,596
FIRST BANCORP HLDG CO Common 318672102 1,096 44,831 Defined 1,2 14,531 30,300
FIRST BUSEY CORP Common 319383105 102 5,511 Defined 1,2 4,536 975
FIRST CHARTER CORP Common 319439105 182 12,601 Defined 1,2 10,326 2,275
FIRST CITIZENS BANCSH -CL A Common 31946M103 328 4,589 Defined 1,2 3,764 825
FIRST COMMONWLTH FINL CP/PA Common 319829107 229 23,597 Defined 1,2 19,397 4,200
FIRST CONSULTING GROUP INC Common 31986R103 68 12,304 Defined 1,2 8,010 4,294
FIRST FED CAP CORP Common 319960100 91 7,380 Defined 1,2 6,080 1,300
FIRST DATA CORP Common 319963104 17,409 445,658 Defined 1,2 207,266 238,392
FIRST ESSEX BANCORP Common 320103104 65 3,059 Defined 1,2 2,509 550
FIRST FINL BANCORP INC/OH Common 320209109 297 18,853 Defined 1,2 15,518 3,335
FIRST FINL BANKSHARES INC Common 32020R109 128 3,996 Defined 1,2 3,281 715
FST FINL CORP IND Common 320218100 83 2,720 Defined 1,2 2,220 500
FIRST FINANCIAL HOLDINGS INC Common 320239106 83 5,414 Defined 1,2 4,439 975
FIRST INDL REALTY TRUST INC REIT 32054K103 635 20,665 Defined 1,2 14,765 5,900
FIRST INDIANA CORP Common 32054R108 135 5,171 Defined 1,2 4,246 925
FIRST MERCHANTS CORP Common 320817109 96 4,346 Defined 1,2 3,571 775
FIRST MIDWEST BANCORP INC Common 320867104 1,828 68,662 Defined 1,2 22,412 46,250
FIRST HEALTH GROUP CORP Common 320960107 1,981 61,417 Defined 1,2 17,167 44,250
FIRST NIAGARA FINANCIAL GROUP Common 33582U100 99 10,679 Defined 1,2 8,779 1,900
FIRST PACIFIC ADR 335889200 404 271,017 Defined 1,2 210,717 60,300
FIRST REPUBLIC BANK Common 336158100 113 3,763 Defined 1,2 3,088 675
FIRST SECURITY CORP/DE Common 336294103 3,790 232,308 Defined 1,2 69,721 162,587
FIRST SENTINEL BANCORP INC Common 33640T103 140 14,663 Defined 1,2 12,063 2,600
1ST SOURCE CORP Common 336901103 169 8,031 Defined 1,2 6,586 1,445
FIRST TENNESSEE NATL CORP Common 337162101 3,113 152,317 Defined 1,2 45,892 106,425
FIRST UNION CORP (N C) Common 337358105 34,419 1,069,314 Defined 1,2 502,867 566,447
FIRST UNION RE EQ & MTG INV REIT 337400105 47 17,263 Defined 1,2 12,063 5,200
FIRST VIRGINIA BANKS INC Common 337477103 2,324 54,514 Defined 1,2 16,370 38,144
FIRST WASHINGTON RLTY TR INC REIT 337489504 133 5,260 Defined 1,2 3,860 1,400
FIRSTWORLD COMMUNICATIONS Common 337625305 38 18,740 Defined 1,2 15,440 3,300
FIRSTAR CORP Common 33763V109 23,461 1,048,542 Defined 1,2 489,845 558,697
FISERV INC Common 337738108 8,683 145,025 Defined 1,2 43,512 101,513
FIRSTFED FINANCIAL CORP/CA Common 337907109 159 6,894 Defined 1,2 5,694 1,200
FIRSTMERIT CORP Common 337915102 2,384 103,925 Defined 1,2 31,324 72,601
FIRST ENERGY CORP Common 337932107 6,730 249,853 Defined 1,2 117,391 132,462
FISHER SCIENTIFIC INTL INC Common 338032204 551 16,314 Defined 1,2 13,414 2,900
FLEETBOSTON FINANCIAL CORP Common 339030108 38,391 984,378 Defined 1,2 461,469 522,909
FLEETWOOD ENTERPRISES Common 339099103 736 54,282 Defined 1,2 17,582 36,700
FLEMING COMPANIES INC Common 339130106 858 65,667 Defined 1,2 21,367 44,300
FLETCHER CHALLENGE BLDG ADR ADR 339317109 198 19,271 Defined 1,2 15,146 4,125
FLETCHER CHALLENGE ENERGY ADR ADR 339318107 695 19,367 Defined 1,2 15,242 4,125
FLETCHER CHALLENGE ADR 339324402 154 47,460 Defined 1,2 37,468 9,992
FLORIDA EAST COAST INDS Common 340632108 605 14,759 Defined 1,2 12,159 2,600
FLORIDA PROGRESS CORP Common 341109106 5,703 107,728 Defined 1,2 50,544 57,184
FLORIDA ROCK INDS Common 341140101 1,212 30,736 Defined 1,2 10,036 20,700
FLOW INTL CORP Common 343468104 265 24,405 Defined 1,2 7,905 16,500
FLOWERS INDUSTRIES INC Common 343496105 2,285 117,196 Defined 1,2 35,288 81,908
FLOWSERVE CORP Common 34354P105 723 43,973 Defined 1,2 13,203 30,770
</TABLE>
<PAGE> 29
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FLUOR CORP Common 343861100 2,483 82,769 Defined 1,2 38,896 43,873
FLUSHING FINANCIAL CORP Common 343873105 62 3,885 Defined 1,2 3,185 700
FOAMEX INTERNATIONAL INC Common 344123104 64 10,196 Defined 1,2 8,396 1,800
FOCAL COMMUNICATIONS CORP Common 344155106 385 24,962 Defined 1,2 20,362 4,600
FOOTSTAR Common 344912100 1,044 32,322 Defined 1,2 10,522 21,800
FORCENERGY INC Common 345206205 254 9,710 Defined 1,2 8,010 1,700
FORD MOTOR CO NEW Common 345370860 51,894 2,050,125 Defined 1,2 967,734 1,082,391
FORENINGSSPARBANKEN AB ADR 34551P106 4,170 293,209 Defined 1,2 231,359 61,850
FOREST CITY ENTRPRS -CL A Common 345550107 552 15,336 Defined 1,2 10,036 5,300
FOREST LABORATORIES -CL A Common 345838106 12,943 112,851 Defined 1,2 30,877 81,974
FOREST OIL CORP Common 346091606 351 21,653 Defined 1,2 17,853 3,800
FORRESTER RESEARCH Common 346563109 532 8,351 Defined 1,2 6,891 1,460
FORT JAMES CORP Common 347471104 6,850 224,119 Defined 1,2 105,192 118,927
FORTIS AMEV ADR 34956J101 6,535 213,409 Defined 1,2 164,923 48,486
FORTUNE BRANDS Common 349631101 4,540 171,331 Defined 1,2 80,681 90,650
FORWARD AIR CORP Common 349853101 1,239 35,200 Defined 1,2 11,400 23,800
FOSSIL INC Common 349882100 709 53,286 Defined 1,2 17,336 35,950
FOSTER WHEELER CORP Common 350244109 494 68,186 Defined 1,2 22,286 45,900
FOSTERS BREWING GROUP LTD SPON ADR 350258307 2,074 890,362 Defined 1,2 702,722 187,640
FOUNDRY NETWORKS INC Common 35063R100 3,280 49,004 Defined 1,2 38,504 10,500
4KIDS ENTERTAINMENT INC Common 350865101 336 19,900 Defined 1,2 6,400 13,500
FOUR SEASONS HOTELS Common 35100E104 1,170 15,984 Defined 1,2 12,384 3,600
FOX ENTERTAINMENT GROUP Common 35138T107 1,894 71,465 Defined 1,2 58,865 12,600
FRANCE TELECOM ADR 35177Q105 58,479 555,620 Defined 1,2 437,920 117,700
FRANCHISE FINL CORP AMERICA REIT 351807102 656 29,134 Defined 1,2 21,134 8,000
FRANKLIN COVEY CO Common 353469109 251 34,271 Defined 1,2 11,171 23,100
FRANKLIN ELECTRIC CO Common 353514102 154 2,234 Defined 1,2 1,834 400
FRANKLIN RESOURCES INC Common 354613101 11,823 266,115 Defined 1,2 124,999 141,116
FREEMARKETS INC Common 356602102 865 15,149 Defined 1,2 12,449 2,700
FREEPORT-MCMORAN COOPER & GOLD Common 35671D857 1,468 166,559 Defined 1,2 78,382 88,177
FREESERVE PLC ADR 356872101 870 25,820 Defined 1,2 10,420 15,400
FREMONT GENERAL CORP Common 357288109 403 117,252 Defined 1,2 38,222 79,030
FRESENIUS MEDICAL CARE AG ADR 358029106 3,921 131,239 Defined 1,2 104,353 26,886
FRIEDE GOLDMAN HALTER INC Common 358430106 573 81,092 Defined 1,2 26,320 54,772
FRITZ COS INC Common 358846103 733 61,070 Defined 1,2 19,808 41,262
FRONTIER AIRLINES INC Common 359065109 140 7,187 Defined 1,2 5,887 1,300
FRONTIER FINANCIAL CORP/WA Common 35907K105 131 6,989 Defined 1,2 5,789 1,200
FRONTIER OIL CORP Common 35914P105 82 11,168 Defined 1,2 9,168 2,000
FRONTLINE CAPITAL GROUP Common 35921N101 232 14,109 Defined 1,2 11,609 2,500
FRONTLINE LTD ADR 35921R102 113 7,159 Defined 1,2 7,059 100
FROZEN FOOD EXPRESS INDS Common 359360104 69 27,054 Defined 1,2 8,854 18,200
FUELCELL ENERGY INC Common 35952H106 599 6,224 Defined 1,2 5,116 1,108
FUJI PHOTO FILM ADR 359586302 9,085 271,201 Defined 1,2 205,401 65,800
FULLER (H. B.) CO Common 359694106 476 16,563 Defined 1,2 5,014 11,549
FULTON FINANCIAL CORP Common 360271100 541 27,288 Defined 1,2 22,475 4,813
FURNITURE BRANDS INTERNATIONAL Common 360921100 965 58,046 Defined 1,2 17,546 40,500
FUTURELINK CORPORATION Common 36114Q208 87 28,257 Defined 1,2 23,257 5,000
G&K SERVICES INC -CL A Common 361268105 956 34,071 Defined 1,2 11,071 23,000
GATX CORP Common 361448103 2,281 54,467 Defined 1,2 16,867 37,600
GBC BANCORP/CA Common 361475106 647 19,000 Defined 1,2 6,200 12,800
GPU INC Common 36225X100 4,285 132,089 Defined 1,2 62,326 69,763
GSI LUMONICS Common 36229U102 314 19,058 Defined 1,2 16,158 2,900
GT GROUP TELECOM Common 362359408 77 5,832 Defined 1,2 4,932 900
GABLES RESIDENTIAL TRUST REIT 362418105 374 13,754 Defined 1,2 9,554 4,200
GADZOOX NETWORKS, INC. Common 362555104 74 10,389 Defined 1,2 8,589 1,800
</TABLE>
<PAGE> 30
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
GALILEO INTERNATIONAL INC Common 363547100 1,629 105,126 Defined 1,2 31,686 73,440
GALLAGHER (ARTHUR J.) & CO Common 363576109 3,761 63,611 Defined 1,2 20,611 43,000
GALLAHER GROUP PLC ADR 363595109 2,156 92,718 Defined 1,2 73,348 19,370
GANNETT CO Common 364730101 15,301 288,698 Defined 1,2 135,409 153,289
GAP INC Common 364760108 18,577 923,072 Defined 1,2 434,932 488,140
GARDNER DENVER MACHINERY INC Common 365558105 410 25,218 Defined 1,2 8,218 17,000
GARTNER GROUP INC -CL A Common 366651107 2 200 Defined 1,2 0 200
GARTNER GROUP Common 366651206 1,094 100,582 Defined 1,2 30,342 70,240
GASONICS INTERNATIONAL CORP Common 367278108 82 6,701 Defined 1,2 5,501 1,200
GATEWAY INC Common 367626108 16,515 353,253 Defined 1,2 165,005 188,248
GAYLORD ENTERTAINMENT -CL A Common 367905106 321 13,448 Defined 1,2 11,098 2,350
GAYLORD CONTAINER CP Common 368145108 38 22,332 Defined 1,2 18,432 3,900
GELTEX PHARMACEUTICALS INC Common 368538104 438 9,359 Defined 1,2 6,659 2,700
GENAISSANCE PHARMACEUTICALS Common 36867W105 182 8,800 Defined 1,2 7,275 1,525
GENCORP INC Common 368682100 573 70,560 Defined 1,2 22,860 47,700
GENE LOGIC INC Common 368689105 237 10,292 Defined 1,2 8,492 1,800
GENENCOR INTERNATIONAL INC Common 368709101 711 24,000 Defined 1,2 19,825 4,175
GENENTECH INC Common 368710406 6,311 33,985 Defined 1,2 27,985 6,000
GENER S A ADR 368731105 586 44,844 Defined 1,2 35,844 9,000
GENERAL CABLE CORP Common 369300108 104 13,688 Defined 1,2 11,288 2,400
GENERAL COMMUNICATION -CL A Common 369385109 622 86,983 Defined 1,2 28,383 58,600
GENERAL DYNAMICS CORP Common 369550108 13,562 215,914 Defined 1,2 101,927 113,987
GENERAL ELECTRIC CO Common 369604103 614,099 10,645,275 Defined 1,2 5,063,739 5,581,536
GENERAL GROWTH PPTYS INC REIT 370021107 871 27,058 Defined 1,2 20,158 6,900
GENERAL MAGIC INC Common 370253106 123 20,877 Defined 1,2 17,177 3,700
GENERAL MILLS INC Common 370334104 11,016 310,307 Defined 1,2 145,861 164,446
GENERAL MOTORS CORP Common 370442105 37,856 582,396 Defined 1,2 274,693 307,703
GENERAL MOTORS CL H Common 370442832 3,459 93,021 Defined 1,2 76,621 16,400
GENERAL SEMICONDUCTOR INC Common 370787103 768 63,004 Defined 1,2 20,404 42,600
GENESCO INC Common 371532102 148 8,738 Defined 1,2 7,238 1,500
GENTEX CORP Common 371901109 3,098 123,919 Defined 1,2 40,319 83,600
GENESIS HEALTH VENTURES INC Common 371912106 1 4,550 Defined 1,2 0 4,550
GENLYTE GROUP INC Common 372302109 142 5,536 Defined 1,2 4,536 1,000
GENOME THERAPTCS Common 372430108 172 8,352 Defined 1,2 6,852 1,500
GENOMIC SOLUTIONS Common 37243R109 159 9,224 Defined 1,2 7,624 1,600
GENRAD INC Common 372447102 132 12,040 Defined 1,2 9,940 2,100
GENSET ADR 37244T104 322 11,699 Defined 1,2 9,399 2,300
GENTIA SOFTWARE PLC ADR 37245A104 1 400 Defined 1,2 400 0
GENTEK INC Common 37245X104 124 8,155 Defined 1,2 6,755 1,400
GENUINE PARTS CO Common 372460105 3,659 191,948 Defined 1,2 90,263 101,685
GENUS INC Common 372461103 29 7,573 Defined 1,2 6,273 1,300
GENZYME TRANSGENICS CORP Common 37246E105 407 11,554 Defined 1,2 9,554 2,000
GENUITY INC Common 37248E103 460 70,397 Defined 1,2 57,997 12,400
GENZYME CORP Common 372917104 7,585 111,234 Defined 1,2 30,473 80,761
GENZYME SURGICAL PRODUCTS Common 372917609 13 1,754 Defined 1,2 0 1,754
GEORGIA GULF CORP Common 373200203 424 37,035 Defined 1,2 11,184 25,851
GEORGIA-PACIFIC CORP Common 373298108 4,382 186,459 Defined 1,2 87,659 98,800
THE TIMBER COMPANY Common 373298702 2,520 93,769 Defined 1,2 28,229 65,540
GEOWORKS Common 373692102 54 7,380 Defined 1,2 6,080 1,300
GERBER SCIENTIFIC INC Common 373730100 316 36,620 Defined 1,2 11,920 24,700
GERDAU SA ADR 373737105 86 6,658 Defined 1,2 6,558 100
GERMAN AMERICAN BANCORP Common 373865104 48 3,692 Defined 1,2 3,040 652
GERON CORPORATION Common 374163103 245 8,641 Defined 1,2 7,141 1,500
GETTHERE.COM INC Common 374266104 240 13,544 Defined 1,2 11,194 2,350
GETTY IMAGES Common 374276103 743 24,405 Defined 1,2 17,005 7,400
</TABLE>
<PAGE> 31
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
GETTY REALTY CORP Common 374297109 59 5,146 Defined 1,2 4,246 900
GIBRALTAR STEEL CORP Common 37476F103 84 5,075 Defined 1,2 4,150 925
GILEAD SCIENCES INC Common 375558103 6,581 59,996 Defined 1,2 16,509 43,487
GILLETTE CO Common 375766102 35,254 1,141,838 Defined 1,2 538,194 603,644
GLATFELTER (P H) CO Common 377316104 602 49,621 Defined 1,2 14,927 34,694
GLAXO WELLCOME PLC ADR 37733W105 61,259 1,013,598 Defined 1,2 794,650 218,948
GLENAYRE TECHNOLOGIES INC Common 377899109 283 26,060 Defined 1,2 21,423 4,637
GLENBOROUGH REALITY TRUST INC REIT 37803P105 299 16,587 Defined 1,2 11,387 5,200
GLIMCHER REALTY TRUST REIT 379302102 192 12,871 Defined 1,2 9,071 3,800
GLOBAL INDUSTRIES LTD Common 379336100 465 37,191 Defined 1,2 30,591 6,600
GLOBAL IMAGING SYSTEMS Common 37934A100 46 7,769 Defined 1,2 6,369 1,400
GLOBAL MARINE INC Common 379352404 6,356 205,865 Defined 1,2 62,001 143,864
GLOBAL TELESYSTEMS GROUP Common 37936U104 366 80,224 Defined 1,2 65,524 14,700
GLOBAL SPORTS INC Common 37937A107 70 8,838 Defined 1,2 7,238 1,600
Globalnet Financial Common 37937R209 38 5,997 Defined 1,2 4,922 1,075
GLOBECOMM SYSTEMS INC Common 37956X103 61 4,757 Defined 1,2 3,957 800
GLOBESPAN INC Common 379571102 3,295 27,006 Defined 1,2 21,906 5,100
GLOBIX CORP Common 37957F101 346 14,856 Defined 1,2 12,256 2,600
GLORIOUS SUN ENTERPRISES LTD ADR 379610108 6 3,700 Defined 1,2 3,700 0
GOLD BANC CORP INC Common 379907108 79 15,342 Defined 1,2 12,642 2,700
GOAMERICA INC Common 38020R106 169 19,130 Defined 1,2 15,730 3,400
GOLD FIELDS OF SOUTH AFRICA ADR 380597500 8 63,894 Defined 1,2 50,094 13,800
GOLD FIELDS LIMITED ADR 38059T106 455 148,679 Defined 1,2 117,492 31,187
GOLD PEAK INDUSTRIES ADR 380672105 5 1,700 Defined 1,2 1,300 400
GOLDEN STATE BANCORP INC Common 381197102 1,177 49,799 Defined 1,2 40,812 8,987
GOLDEN WEST FINANCIAL CORP Common 381317106 9,255 172,583 Defined 1,2 80,984 91,599
GOLDMAN SACHS GROUP Common 38141G104 3,363 29,517 Defined 1,2 24,317 5,200
GOLF TRUST OF AMERICA INC REIT 38168B103 53 3,899 Defined 1,2 2,799 1,100
GOODMAN FIELDER ADR 382382208 463 178,877 Defined 1,2 139,527 39,350
GOODRICH (B F) CO Common 382388106 4,336 110,635 Defined 1,2 52,035 58,600
GOODYEAR TIRE & RUBBER CO Common 382550101 3,068 170,461 Defined 1,2 80,333 90,128
GOODYS FAMILY CLOTHING INC Common 382588101 213 54,124 Defined 1,2 17,624 36,500
GORMAN-RUPP CO Common 383082104 58 3,520 Defined 1,2 2,895 625
GOTTSCHALKS INC Common 383485109 128 20,873 Defined 1,2 6,773 14,100
GO2NET INC Common 383486107 685 12,622 Defined 1,2 10,422 2,200
GOTO.COM Common 38348T107 328 19,905 Defined 1,2 16,405 3,500
GRACE (W R) & CO Common 38388F108 508 73,944 Defined 1,2 34,832 39,112
GRACO INC Common 384109104 1,086 33,664 Defined 1,2 10,964 22,700
GRAINGER (W W) INC Common 384802104 2,705 102,810 Defined 1,2 48,403 54,407
GRANDETEL TECHNOLOGIES INC Common 386560205 2 5,707 Defined 1,2 0 5,707
GRANITE CONSTRUCTION INC Common 387328107 778 32,091 Defined 1,2 9,636 22,455
GRANT PRIDECO Common 38821G101 2,801 127,670 Defined 1,2 38,351 89,319
GREAT AMERN FINL RES INC Common 389915109 313 17,089 Defined 1,2 14,089 3,000
GREAT ATLANTIC & PAC TEA CO Common 390064103 706 63,800 Defined 1,2 20,700 43,100
GREAT LAKES CHEMICAL CORP Common 390568103 1,683 57,401 Defined 1,2 26,895 30,506
GREAT LAKES REIT REIT 390752103 164 9,462 Defined 1,2 6,562 2,900
GREAT PLAINS SOFTWARE Common 39119E105 977 34,752 Defined 1,2 10,652 24,100
GREATER BAY BANCORP Common 391648102 1,632 23,500 Defined 1,2 7,100 16,400
GREEN MOUNTAIN POWER CORP Common 393154109 69 9,100 Defined 1,2 3,000 6,100
GREENBRIER COMPANIES INC Common 393657101 49 5,727 Defined 1,2 4,727 1,000
GREENPOINT FINANCIAL CORP Common 395384100 3,557 120,058 Defined 1,2 36,131 83,927
GREIF BROS CORP -CL A Common 397624107 303 9,127 Defined 1,2 7,527 1,600
GREY GLOBAL GROUP INC Common 39787M108 324 523 Defined 1,2 435 88
GREY WOLD INC Common 397888108 416 72,341 Defined 1,2 59,541 12,800
Gric Communications Common 398081109 57 7,866 Defined 1,2 6,466 1,400
</TABLE>
<PAGE> 32
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
GRIFFON CORP Common 398433102 374 49,442 Defined 1,2 16,046 33,396
GROUP 1 AUTOMOTIVE Common 398905109 387 35,577 Defined 1,2 11,577 24,000
GROUPE DANONE ADR 399449107 11,539 413,589 Defined 1,2 320,589 93,000
GROUPE AB ADR 39944Q109 76 4,636 Defined 1,2 4,536 100
CGI GROUP INC A Common 39945C109 893 116,210 Defined 1,2 90,710 25,500
GRUPO FINANCIERO GALICIA ADR 399909100 839 55,957 Defined 1,2 43,373 12,584
GRUMA SA ADR 400131306 34 9,947 Defined 1,2 9,747 200
GRUPO CARSO ADR 400485207 1,517 253,573 Defined 1,2 198,323 55,250
GRUPO INDL MASECA ADR 400488409 163 34,239 Defined 1,2 26,839 7,400
GRUPO INDL DURANGO SA ADR 40048E109 7 900 Defined 1,2 800 100
GRUPO CASA AUTREY ADR 40048P104 154 15,419 Defined 1,2 12,219 3,200
GRUPO IMSA S.A. ADR 40048T106 180 19,759 Defined 1,2 15,559 4,200
GRUPO RADIO CENTRO ADR 40049C102 6 600 Defined 1,2 500 100
GRUPO TRIBASA ADR 40049F204 1 390 Defined 1,2 280 110
GRUPO TELEVISA ADR 40049J206 5,078 88,023 Defined 1,2 67,923 20,100
GRUPO ELEKTRA ADR 40050A102 223 23,454 Defined 1,2 16,954 6,500
NUEVO GRUPO IUSACELL ADR 40050B100 131 11,062 Defined 1,2 9,962 1,100
GTECH HOLDINGS CORP Common 400518106 680 41,050 Defined 1,2 12,338 28,712
GRUPO FINANCIERO BBVA ADR 40051M204 1,739 148,243 Defined 1,2 115,443 32,800
GUANGSHEN RAILWAY CO. LTD. ADR 40065W107 315 48,879 Defined 1,2 38,079 10,800
GUCCI GROUP N.V. ADR ADR 401566104 3,505 34,743 Defined 1,2 26,743 8,000
GUESS INC Common 401617105 198 17,575 Defined 1,2 14,475 3,100
GUIDANT CORP Common 401698105 23,464 331,937 Defined 1,2 156,901 175,036
GUILFORD MILLS INC Common 401794102 60 31,909 Defined 1,2 10,359 21,550
GUILFORD PHARMACEUTICAL INC Common 401829106 254 11,017 Defined 1,2 7,817 3,200
GUITAR CENTER, INC. Common 402040109 110 8,934 Defined 1,2 7,334 1,600
GULF CANADA RES LTD -ORD Common 40218L305 787 146,369 Defined 1,2 112,696 33,673
GULF INDONESIA RESOURCES LTD ADR 402284103 523 48,136 Defined 1,2 37,886 10,250
GYMBOREE CORP Common 403777105 221 40,582 Defined 1,2 13,182 27,400
HMT TECHNOLOGY CORP Common 403917107 19 5,600 Defined 1,2 0 5,600
HCA THE HEALTHCARE CO Common 404119109 22,420 603,918 Defined 1,2 285,705 318,213
HCC INS HLDGS INC Common 404132102 405 19,955 Defined 1,2 16,405 3,550
HNC SOFTWARE INC Common 40425P107 4,642 56,741 Defined 1,2 17,391 39,350
HRPT PROPERTIES TRUST REIT 40426W101 504 71,977 Defined 1,2 51,377 20,600
H POWER CORP Common 40427A108 719 21,500 Defined 1,2 17,750 3,750
H S B C HOLDINGS ADR 404280406 52,435 734,384 Defined 1,2 563,012 171,372
HSB GROUP INC Common 40428N109 1,366 34,047 Defined 1,2 10,215 23,832
HS RESOURCES INC Common 404297103 1,023 30,422 Defined 1,2 9,922 20,500
HA-LO INDS INC Common 404429102 427 106,849 Defined 1,2 34,599 72,250
HAEMONETICS CORPORATION Common 405024100 352 13,792 Defined 1,2 8,492 5,300
HAGGAR CORP Common 405173105 136 10,846 Defined 1,2 3,546 7,300
HAIN CELESTIAL GROUP Common 405217100 1,701 48,436 Defined 1,2 15,636 32,800
HALL KINION & ASSOCIATES INC Common 406069104 149 5,243 Defined 1,2 4,343 900
HALLIBURTON CO Common 406216101 23,817 486,673 Defined 1,2 227,651 259,022
HAMILTON BANCORP INC. Common 407013101 70 4,103 Defined 1,2 3,378 725
HANARO TELECOM INC ADR 409649209 198 45,325 Defined 1,2 41,325 4,000
HANCOCK FABRICS INC Common 409900107 150 29,990 Defined 1,2 9,746 20,244
HANCOCK HLDG CO Common 410120109 138 4,452 Defined 1,2 3,667 785
JOHN HANCOCK FINANCIAL SRVCS Common 41014S106 3,429 127,589 Defined 1,2 105,089 22,500
HANDLEMAN CO Common 410252100 143 11,533 Defined 1,2 9,457 2,076
HANDSPRING INC Common 410293104 3,507 50,785 Defined 1,2 41,785 9,000
HANG LUNG DEV LTD ADR 410430300 753 149,602 Defined 1,2 116,902 32,700
HANG SENG BANK ADR 41043C304 11,506 1,067,902 Defined 1,2 845,902 222,000
HANGER ORTHOPEDIC GRP Common 41043F208 123 32,819 Defined 1,2 10,219 22,600
HANOVER COMPRESSOR CO Common 410768105 2,257 68,534 Defined 1,2 20,634 47,900
</TABLE>
<PAGE> 33
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
HANOVER DIRECT INC Common 410783104 48 85,545 Defined 1,2 70,445 15,100
HANSON PLC ADR 411352404 2,047 73,587 Defined 1,2 57,313 16,274
HARCOURT GENERAL INC Common 41163G101 4,658 78,951 Defined 1,2 37,011 41,940
HARBOR FLORIDA BANCSHARES Common 411901101 127 10,499 Defined 1,2 8,683 1,816
HARKEN ENERGY CORP Common 412552101 41 66,126 Defined 1,2 54,426 11,700
HARLAND (JOHN H.) CO Common 412693103 726 47,393 Defined 1,2 15,293 32,100
HARLEY-DAVIDSON INC Common 412822108 15,719 328,336 Defined 1,2 155,136 173,200
HARLEYSVILLE GROUP INC Common 412824104 222 11,654 Defined 1,2 9,554 2,100
HARLEYSVILLE NATL CORP/PA Common 412850109 109 3,596 Defined 1,2 2,958 638
HARMAN INTERNATIONAL INDS Common 413086109 2,223 56,850 Defined 1,2 18,414 38,436
HARMONIC LIGHTWAVES INC Common 413160102 620 25,815 Defined 1,2 19,011 6,804
HARMONY GOLD MINING ADR 413216300 163 31,730 Defined 1,2 24,830 6,900
HARRAHS ENTERTAINMENT INC Common 413619107 3,526 128,235 Defined 1,2 60,096 68,139
HARRIS CORP Common 413875105 2,307 81,129 Defined 1,2 24,494 56,635
HARRIS FINANCIAL INC Common 414541102 107 13,787 Defined 1,2 11,387 2,400
Harris Interactive I Common 414549105 59 13,108 Defined 1,2 10,808 2,300
HARSCO CORP Common 415864107 1,042 47,208 Defined 1,2 14,164 33,044
HARTE HANKS COMMUN INC Common 416196103 2,161 79,304 Defined 1,2 24,004 55,300
HARTFORD FINANCIAL SERVICES GROUP Common 416515104 17,841 244,606 Defined 1,2 114,567 130,039
HARTMARX CORP Common 417119104 147 48,953 Defined 1,2 15,963 32,990
HASBRO INC Common 418056107 2,153 188,228 Defined 1,2 88,113 100,115
HAVERTY FURNITURE Common 419596101 91 8,352 Defined 1,2 6,852 1,500
HAWAIIAN ELECTRIC INDS Common 419870100 1,341 38,451 Defined 1,2 11,570 26,881
HAYES LEMMERZ INTL INC COM Common 420781106 133 12,333 Defined 1,2 10,133 2,200
HEARME INC Common 421903105 44 10,875 Defined 1,2 8,975 1,900
HEALTH CARE PPTYS INVEST INC REIT 421915109 825 27,860 Defined 1,2 20,096 7,764
HEALTHSOUTH CORP Common 421924101 3,833 471,738 Defined 1,2 197,086 274,652
HEALTH MANAGEMNT ASSC Common 421933102 5,954 286,075 Defined 1,2 85,877 200,198
HEALTHCARE REALTY TRUST REIT 421946104 435 20,598 Defined 1,2 15,247 5,351
HEALTHPLAN SVCS CORP Common 421959107 9 1,700 Defined 1,2 0 1,700
HEARTPORT INC Common 421969106 13 4,100 Defined 1,2 0 4,100
Healthextras Inc Common 422211102 52 11,168 Defined 1,2 9,168 2,000
HEARST-ARGYLE TELVSN INC Common 422317107 418 20,894 Defined 1,2 17,177 3,717
HEARTLAND EXPRESS INC Common 422347104 735 42,328 Defined 1,2 13,892 28,436
HEICO CORP Common 422806109 45 3,424 Defined 1,2 2,799 625
HEICO CORP Common 422806208 41 3,270 Defined 1,2 2,690 580
HEIDRICK & STRUGGLES INTL Common 422819102 1,642 31,959 Defined 1,2 10,359 21,600
HEINZ (H J) CO Common 423074103 13,999 377,713 Defined 1,2 177,517 200,196
HELIX TECHNOLOGY CORP Common 423319102 1,118 37,426 Defined 1,2 12,226 25,200
HELLENIC TELECOMMUNICATIONS ORG. ADR 423325307 5,105 551,944 Defined 1,2 441,144 110,800
HELLER FINANCIAL Common 423328103 524 18,362 Defined 1,2 15,089 3,273
HELMERICH & PAYNE Common 423452101 2,107 58,339 Defined 1,2 17,639 40,700
HEMISPHERX BIOPHARMA INC Common 42366C103 84 11,847 Defined 1,2 9,747 2,100
HENDERSON LAND DEVELOPMENT ADR 425166303 5,004 970,399 Defined 1,2 754,249 216,150
HENRY (JACK) & ASSOCIATES Common 426281101 2,946 67,909 Defined 1,2 22,009 45,900
HERBALIFE INTL INC CL A Common 426908208 12 1,266 Defined 1,2 0 1,266
HERCULES INC Common 427056106 1,662 117,648 Defined 1,2 55,235 62,413
HERSHEY FOODS CORP Common 427866108 8,142 150,435 Defined 1,2 70,350 80,085
HERTZ CORP Common 428040109 521 16,410 Defined 1,2 13,510 2,900
HEWLETT-PACKARD CO Common 428236103 105,516 1,087,795 Defined 1,2 509,974 577,821
HEXCEL CORP Common 428291108 199 14,856 Defined 1,2 12,256 2,600
HI/FN INC Common 428358105 247 3,632 Defined 1,2 2,992 640
HIBERNIA CORP -CL A Common 428656102 2,297 187,508 Defined 1,2 56,304 131,204
HIGH SPEED ACCESS CORP Common 42979U102 82 22,528 Defined 1,2 18,528 4,000
HIGHWOODS PROPERTIES INC REIT 431284108 742 31,395 Defined 1,2 22,195 9,200
</TABLE>
<PAGE> 34
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
HILB ROGAL & HAMILTON CO Common 431294107 904 21,686 Defined 1,2 7,086 14,600
HILLENBRAND INDUSTRIES Common 431573104 3,283 73,358 Defined 1,2 22,162 51,196
LADBROKE GROUP INC ADR 43283M109 1,927 336,831 Defined 1,2 260,231 76,600
HILTON HOTELS CORP Common 432848109 4,629 400,351 Defined 1,2 188,514 211,837
HITACHI LTD ADR 433578507 21,586 188,938 Defined 1,2 146,793 42,145
HISPANIC BROADCASTING -CL A Common 43357B104 3,560 127,726 Defined 1,2 38,576 89,150
HOLDERBANK FINANCIERE GLARIS ADR 434864104 2,780 133,378 Defined 1,2 105,278 28,100
HOLLINGER INTERNATIONAL INC Common 435569108 704 42,001 Defined 1,2 34,451 7,550
HOLLINGER INC Common 43556C606 120 13,332 Defined 1,2 12,932 400
HOLLIS-EDEN PHARMACEUTICALS Common 435902101 41 4,589 Defined 1,2 3,764 825
Hollywood Com Inc Common 436137103 57 9,420 Defined 1,2 7,720 1,700
HOLLYWOOD ENTMT CORP Common 436141105 139 18,644 Defined 1,2 15,344 3,300
HOLOGIC INC Common 436440101 200 26,928 Defined 1,2 8,328 18,600
HOME DEPOT INC Common 437076102 133,454 2,515,028 Defined 1,2 1,183,923 1,331,105
HOME PROPERTIES NEW YORK INC REIT 437306103 340 11,382 Defined 1,2 8,782 2,600
HOMESTAKE MINING Common 437614100 1,489 287,016 Defined 1,2 134,486 152,530
HOMESTORE.COM INC. Common 437852106 1,581 33,817 Defined 1,2 27,117 6,700
HON INDUSTRIES Common 438092108 1,737 70,548 Defined 1,2 21,302 49,246
HONDA MOTOR LTD -AM SHARES ADR 438128308 20,175 275,666 Defined 1,2 214,316 61,350
HONEYWELL INT INC Common 438516106 31,070 872,145 Defined 1,2 409,320 462,825
HONG KONG & CHINA GAS ADR 438550303 2,442 1,953,779 Defined 1,2 1,513,447 440,332
HONGKONG ELECTRIC HOLDINGS ADR 438580300 3,470 1,122,602 Defined 1,2 884,752 237,850
HONGKONG LAND HOLDINGS ADR 438581209 2,325 252,718 Defined 1,2 194,868 57,850
HOOPER HOLMES INC Common 439104100 1,098 115,487 Defined 1,2 36,187 79,300
HOPEWELL HOLDINGS ADR 439555301 185 496,599 Defined 1,2 384,049 112,550
HORACE MANN EDUCATORS CORP Common 440327104 782 47,758 Defined 1,2 14,358 33,400
HORIZON OFFSHORE INC Common 44043J105 133 7,573 Defined 1,2 6,273 1,300
HORMEL FOODS CORP Common 440452100 2,751 164,824 Defined 1,2 49,632 115,192
HOSPITALITY PPTYS TR REIT 44106M102 685 29,291 Defined 1,2 21,691 7,600
HOST MARRIOTT CORP REIT 44107P104 1,385 123,108 Defined 1,2 89,108 34,000
HOT TOPIC INC Common 441339108 120 4,006 Defined 1,2 3,281 725
HOTEL RESERVATIONS INC Common 441451101 242 6,604 Defined 1,2 5,404 1,200
HOTJOBS.COM, LTD. Common 441474103 220 12,915 Defined 1,2 10,615 2,300
HOUGHTON MIFFLIN CO Common 441560109 1,408 35,870 Defined 1,2 10,780 25,090
HOUSEHOLD INTERNATIONAL INC Common 441815107 29,107 514,030 Defined 1,2 241,785 272,245
HOUSTON EXPLORATION COMPANY Common 442120101 245 9,710 Defined 1,2 8,010 1,700
HUANENG POWER INTL INC ADR 443304100 336 21,003 Defined 1,2 15,603 5,400
HUBBELL INC -CL B Common 443510201 1,790 71,419 Defined 1,2 21,478 49,941
HUDSON CITY BANCORP Common 443683107 796 46,804 Defined 1,2 38,504 8,300
HUDSON UNITED BANCORP Common 444165104 2,238 81,023 Defined 1,2 26,408 54,615
HUFFY CORP Common 444356109 179 17,091 Defined 1,2 5,591 11,500
HUGHES SUPPLY INC Common 444482103 767 39,103 Defined 1,2 12,653 26,450
HUGOTON RTY TR TEX Common 444717102 254 16,213 Defined 1,2 13,313 2,900
HUMANA INC Common 444859102 2,156 200,515 Defined 1,2 85,458 115,057
HUMAN GENOME SCIENCES INC Common 444903108 4,682 27,042 Defined 1,2 18,142 8,900
HUNT (JB) TRANSPRT SVCS INC Common 445658107 529 41,458 Defined 1,2 12,431 29,027
HUNTER DOUGLAS NV ADR 445681208 514 75,928 Defined 1,2 60,228 15,700
HUNTINGDON INTL-PLC ADR 445891203 0 19 Defined 1,2 0 19
HUNTINGTON BANCSHARES Common 446150104 4,007 272,804 Defined 1,2 128,442 144,362
HUTCHINSON TECH Common 448407106 868 41,189 Defined 1,2 13,389 27,800
HYDRIL COMPANY Common 448774109 11 500 Defined 1,2 400 100
ICN PHARMACEUTICALS INC Common 448924100 3,404 102,361 Defined 1,2 28,040 74,321
IDT CORP Common 448947101 381 9,806 Defined 1,2 8,106 1,700
HYPERCOM CORP Common 44913M105 145 13,984 Defined 1,2 11,484 2,500
HYPERION SOLUTIONS CORP Common 44914M104 1,504 58,121 Defined 1,2 17,531 40,590
</TABLE>
<PAGE> 35
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
HYSAN DEVELOPMENT ADR 449162304 760 291,877 Defined 1,2 226,227 65,650
HYSEQ INC Common 449163302 195 5,339 Defined 1,2 4,439 900
IBP INC Common 449223106 2,266 123,739 Defined 1,2 37,311 86,428
ICG COMMUNICATIONS Common 449246107 9 19,660 Defined 1,2 16,212 3,448
ICICI LTD ADR 44926P202 1,260 114,555 Defined 1,2 83,955 30,600
ICOS CORPORATION Common 449295104 1,301 24,040 Defined 1,2 15,440 8,600
IDEC PHARMACEUTICALS CORP Common 449370105 10,751 61,309 Defined 1,2 15,809 45,500
IDG BOOKS Common 449384106 55 5,997 Defined 1,2 4,922 1,075
IDX SYSTEMS CORP Common 449491109 236 14,661 Defined 1,2 9,361 5,300
IGEN INC Common 449536101 200 9,915 Defined 1,2 5,115 4,800
IHOP CORP Common 449623107 638 33,358 Defined 1,2 10,858 22,500
IMC GLOBAL INC Common 449669100 1,955 134,825 Defined 1,2 40,595 94,230
IMCO RECYCLING INC Common 449681105 152 25,274 Defined 1,2 8,174 17,100
I-LINK INC Common 449927102 36 10,778 Defined 1,2 8,878 1,900
IMS HEALTH Common 449934108 6,718 323,751 Defined 1,2 152,217 171,534
IRSA INVERSIONERS Y REP S A ADR 450047204 264 11,400 Defined 1,2 8,837 2,563
IRT PROPERTY CO REIT 450058102 158 18,038 Defined 1,2 12,738 5,300
I-STAT CORP Common 450312103 196 8,680 Defined 1,2 6,080 2,600
ITC DELTACOM INC Common 45031T104 285 24,762 Defined 1,2 20,362 4,400
UNKNOWN Common 450328109 0 40 Defined 1,2 0 40
ITT EDUCATIONAL SVCS INC Common 45068B109 263 9,710 Defined 1,2 8,010 1,700
Itxc Corp Common 45069F109 229 15,635 Defined 1,2 12,835 2,800
IXL ENTERPRISES Common 450718101 133 30,497 Defined 1,2 24,897 5,600
IASIAWORKS INC Common 45072L101 165 16,500 Defined 1,2 13,740 2,760
Ibasis Inc Common 450732102 217 13,691 Defined 1,2 11,291 2,400
IBEAM BROADCASTING CORP Common 45073P101 293 42,966 Defined 1,2 35,416 7,550
IBIS TECHNOLOGY INC Common 450909106 122 3,351 Defined 1,2 2,751 600
ITT INDUSTRIES INC Common 450911102 3,128 96,436 Defined 1,2 45,280 51,156
ICON PLC ADR 45103T107 102 5,664 Defined 1,2 4,364 1,300
IDACORP INC HLDG CO Common 451107106 2,050 44,329 Defined 1,2 13,300 31,029
IDEX CORP Common 45167R104 1,392 49,814 Defined 1,2 16,214 33,600
IDEXX LABS INC Common 45168D104 1,796 67,142 Defined 1,2 18,642 48,500
IGATE CAPITAL CORPORATION Common 45169U105 108 20,002 Defined 1,2 16,502 3,500
IKON OFFICE SOLUTIONS Common 451713101 239 60,687 Defined 1,2 49,987 10,700
IDENTIX INC Common 451906101 163 13,401 Defined 1,2 11,001 2,400
ILEX ONCOLOGY, INC. Common 451923106 304 10,099 Defined 1,2 8,299 1,800
ILLINOIS TOOL WORKS Common 452308109 18,506 331,207 Defined 1,2 154,408 176,799
ILUMINA INC Common 452327109 585 12,900 Defined 1,2 10,600 2,300
ILLUMINET HOLDINGS INC Common 452334105 336 12,095 Defined 1,2 9,988 2,107
Imagex Com Inc Common 45244D102 37 9,127 Defined 1,2 7,527 1,600
IMATION CORP Common 45245A107 781 41,908 Defined 1,2 12,524 29,384
IMCLONE SYSTEMS INC Common 45245W109 1,677 14,323 Defined 1,2 10,398 3,925
Imanage Inc Common 45245Y105 71 8,934 Defined 1,2 7,334 1,600
Immersion Corp Common 452521107 101 6,504 Defined 1,2 5,404 1,100
IMMUNEX CORP Common 452528102 14,039 322,745 Defined 1,2 166,945 155,800
IMMUNE RESPONSE CORP/DEL Common 45252T106 316 45,957 Defined 1,2 14,857 31,100
IMMUNOGEN INC Common 45253H101 458 13,401 Defined 1,2 11,001 2,400
IMPERIAL BANCORP Common 452556103 1,416 74,033 Defined 1,2 24,133 49,900
IMPATH INC Common 45255G101 398 6,312 Defined 1,2 5,212 1,100
IMPCO TECHNOLOGIES INC Common 45255W106 101 3,520 Defined 1,2 2,895 625
IMPERIAL CHEM INDS PLC ADR 452704505 2,219 95,709 Defined 1,2 73,759 21,950
IMPERIAL CREDIT INDS INC Common 452729106 21 13,411 Defined 1,2 11,001 2,410
IMPERIAL HOLDINGS LTD ADR 452833106 881 111,978 Defined 1,2 87,183 24,795
IMATRON INC Common 452906100 95 40,975 Defined 1,2 33,775 7,200
IMMUNOMEDICS INC Common 452907108 511 24,405 Defined 1,2 16,405 8,000
</TABLE>
<PAGE> 36
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
IMPERIAL OIL LTD Common 453038408 6,061 232,496 Defined 1,2 182,730 49,766
IMPERIAL TOBACCO GRP ADR 453142101 2,696 144,763 Defined 1,2 114,538 30,225
IMPSAT FIBER NETWORKS ADR 45321T103 98 8,903 Defined 1,2 8,203 700
IMRGLOBAL CORPORATION Common 45321W106 182 15,681 Defined 1,2 12,931 2,750
INAMED CORP Common 453235103 235 8,352 Defined 1,2 6,852 1,500
INCO LTD Common 453258402 3,206 198,791 Defined 1,2 93,283 105,508
INCYTE GENOMICS INC Common 45337C102 3,740 90,954 Defined 1,2 22,654 68,300
INDEPENDENCE CMNTY BK CORP Common 453414104 386 27,578 Defined 1,2 22,678 4,900
INDEPENDENT ENERGY HOLDING ADR 45384X108 38 4,960 Defined 1,2 4,060 900
INDUS INTL INC Common 45578L100 67 13,787 Defined 1,2 11,387 2,400
INDUS-MATEMATIK INTL Common 455792101 52 12,915 Defined 1,2 10,615 2,300
INDUSTRIAS BACHOCO SA ADR 456463108 112 13,843 Defined 1,2 11,043 2,800
INDUSTRIE NATUZZI ADR 456478106 386 32,192 Defined 1,2 25,192 7,000
INFINEON TECHNOLOGIES AG ADR 45662N103 5,844 123,042 Defined 1,2 100,442 22,600
INFINITY BROADCASTING CORP CL A Common 45662S102 5,182 157,041 Defined 1,2 129,335 27,706
INET TECHNOLOGIES INC Common 45662V105 560 19,144 Defined 1,2 15,344 3,800
INFOCURE CORP Common 45665A108 54 13,594 Defined 1,2 11,194 2,400
INFOCUS CORPORATION Common 45665B106 2,539 47,900 Defined 1,2 13,300 34,600
INFOGRAMES INC Common 45665T107 61 8,409 Defined 1,2 6,929 1,480
INFORMATICA CORP Common 45666Q102 1,286 13,787 Defined 1,2 11,387 2,400
INFONET SERVICES CORPORATION Common 45666T106 1,300 123,041 Defined 1,2 100,891 22,150
INFORMATION ARCHITECTS CORP Common 45669R107 39 11,847 Defined 1,2 9,747 2,100
INFORMATION HLDGS INC Common 456727106 310 8,740 Defined 1,2 7,180 1,560
INFORMIX CORP Common 456779107 1,380 334,548 Defined 1,2 100,518 234,030
INFORTE CORP Common 45677R107 177 5,026 Defined 1,2 4,126 900
INFOSPACE COM INC COM Common 45678T102 3,395 112,225 Defined 1,2 76,525 35,700
INFOUSA INC Common 456818301 102 20,391 Defined 1,2 16,791 3,600
ING GROEP NV ADR ADR 456837103 35,144 533,497 Defined 1,2 416,997 116,500
INGERSOLL-RAND CO Common 456866102 5,958 175,879 Defined 1,2 82,885 92,994
INFORMATION RESOURCES INC Common 456905108 332 48,763 Defined 1,2 15,963 32,800
INGRAM MICRO INC Common 457153104 403 29,332 Defined 1,2 23,932 5,400
INHALE THERAPEUTIC SYSTEMS Common 457191104 1,093 19,396 Defined 1,2 13,896 5,500
INKTOMI CORP Common 457277101 6,534 57,313 Defined 1,2 36,863 20,450
INNOVEX INC Common 457647105 335 24,615 Defined 1,2 8,015 16,600
INPUT/OUTPUT INC Common 457652105 811 84,290 Defined 1,2 27,490 56,800
INSIGHT ENTERPRISES INC Common 45765U103 1,868 68,566 Defined 1,2 22,341 46,225
INSITUFORM TECNOL INC -CL A Common 457667103 1,386 41,209 Defined 1,2 13,409 27,800
INPRISE CORPORATION Common 45766C102 162 30,382 Defined 1,2 20,362 10,020
INSIGNIA FINL GROUP INC Common 45767A105 88 8,577 Defined 1,2 7,045 1,532
INSIGHT COMMUNCATIONS COMPANY INC Common 45768V108 316 19,905 Defined 1,2 16,405 3,500
INRANGE TECHNOLOGIES Common 45769V206 106 2,000 Defined 1,2 1,600 400
INNKEEPERS USA TRUST REIT 4576J0104 189 18,424 Defined 1,2 13,124 5,300
INSPIRE PHARMACEUTICALS INC Common 457733103 300 10,000 Defined 1,2 8,250 1,750
INSTEEL INDUSTRIES Common 45774W108 57 14,045 Defined 1,2 4,545 9,500
INSTRUMENTARIUM CP ADR 457805208 307 27,064 Defined 1,2 21,414 5,650
INSURANCE AUTO AUCTIONS INC Common 457875102 314 19,423 Defined 1,2 6,323 13,100
INTERACTIVE INVESTOR INTL INC ADR 457955102 106 15,167 Defined 1,2 14,767 400
Integral Sys Inc Md Common 45810H107 59 3,520 Defined 1,2 2,895 625
INTEGRATED DEVICE TECH INC Common 458118106 11,107 122,734 Defined 1,2 36,858 85,876
INTEGRATED ELECTRICAL SERVICES Common 45811E103 105 15,245 Defined 1,2 12,545 2,700
INTEGRATED CIRCUIT SYSTEMS - OLD Common 45811K208 474 25,634 Defined 1,2 21,134 4,500
INTEGRATED HEALTH SVCS INC Common 45812C106 1 6,699 Defined 1,2 0 6,699
INTEGRATED SILICON SOLUTION Common 45812P107 145 10,196 Defined 1,2 8,396 1,800
INTEL CORP Common 458140100 302,405 7,275,906 Defined 1,2 3,432,562 3,843,344
INTELECT COMMUNICATIONS INC Common 458144102 50 34,664 Defined 1,2 28,564 6,100
</TABLE>
<PAGE> 37
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
INTEGRA BANK CORPORATION Common 45814P105 156 7,046 Defined 1,2 5,795 1,251
INTELIDATA TECHNOLOGIES Common 45814T107 81 15,438 Defined 1,2 12,738 2,700
INTELLIGROUP INC Common 45816A106 10 6,701 Defined 1,2 5,501 1,200
INTEGRATED INFORMATION SYS Common 45817B103 40 8,352 Defined 1,2 6,852 1,500
INTEGRATED TELECOM EXPRESS Common 45817U101 349 16,800 Defined 1,2 13,800 3,000
INTER-TEL INC -SER A Common 458372109 498 43,808 Defined 1,2 14,208 29,600
INTERACTIVE INTELLIGENCE INC Common 45839M103 225 5,729 Defined 1,2 4,729 1,000
INTERACT COMMERCE CORP Common 45839Y107 87 7,962 Defined 1,2 6,562 1,400
Intercept Group Inc Common 45845L107 120 5,146 Defined 1,2 4,246 900
INTERFACE INC -CL A Common 458665106 682 85,589 Defined 1,2 27,889 57,700
INTERDIGITAL COMMUN CORP Common 45866A105 302 21,556 Defined 1,2 17,756 3,800
INTERGRAPH CORP Common 458683109 143 19,905 Defined 1,2 16,405 3,500
INTERLAND INC Common 458726106 159 18,789 Defined 1,2 15,489 3,300
INTERLIANT INC Common 458742103 154 19,226 Defined 1,2 15,826 3,400
INTERLINK ELECTRONICS INC Common 458751104 69 3,545 Defined 1,2 2,895 650
INTERLOGIX INC Common 458763109 45 3,424 Defined 1,2 2,799 625
INTERMAGNETICS GENERAL CORP Common 458771102 603 22,648 Defined 1,2 7,362 15,286
INTERMEDIA COMM FLA INC Common 458801107 642 21,756 Defined 1,2 17,756 4,000
INTERMET CORP Common 45881K104 305 42,102 Defined 1,2 13,702 28,400
INTERNAP NETWORK SERVICES Common 45885A102 1,802 55,779 Defined 1,2 44,709 11,070
INTERMUNE PHARMACEUTICALS Common 45885B100 485 8,934 Defined 1,2 7,334 1,600
INTL BANCSHARES CORP Common 459044103 266 8,692 Defined 1,2 7,117 1,575
INTL BUSINESS MACHINES CORP Common 459200101 212,905 1,892,488 Defined 1,2 900,039 992,449
INTL FLAVORS & FRAGRANCES Common 459506101 2,012 110,263 Defined 1,2 51,491 58,772
INTL GAME TECHNOLOGY Common 459902102 2,856 84,925 Defined 1,2 25,629 59,296
INTL MULTIFOODS CORP Common 460043102 381 21,923 Defined 1,2 6,652 15,271
INTL PAPER CO Common 460146103 15,106 526,575 Defined 1,2 247,462 279,113
INTL RECTIFIER CORP Common 460254105 3,636 72,000 Defined 1,2 21,800 50,200
INTERNATIONAL SPEEDWAY CORP Common 460335201 2,426 62,197 Defined 1,2 18,797 43,400
INTL SPECIALTY PRODS INC Common 460337108 150 27,867 Defined 1,2 22,967 4,900
INTERNEURON PHARMACEUTICALS Common 460573108 12 5,400 Defined 1,2 0 5,400
INTERNET CAP GROUP INC Common 46059C106 302 17,340 Defined 1,2 9,940 7,400
INTERNET PICTURES CORP Common 46059S101 129 23,703 Defined 1,2 19,524 4,179
INTERNET INITIATIVE JAPAN ADR 46059T109 404 9,820 Defined 1,2 8,320 1,500
INTERNET SECURITY SYSTEMS Common 46060X107 1,735 23,093 Defined 1,2 13,993 9,100
INTERPOOL INC Common 46062R108 128 11,168 Defined 1,2 9,168 2,000
INTERPUBLIC GROUP OF COS Common 460690100 11,336 332,809 Defined 1,2 157,461 175,348
INTERSIL HOLDING CORP Common 46069S109 1,092 21,896 Defined 1,2 18,026 3,870
INTERSTATE BAKERIES CP Common 46072H108 1,128 77,129 Defined 1,2 23,229 53,900
INTRAWEST CORP Common 460915200 355 21,337 Defined 1,2 16,737 4,600
INTERTAPE POLYMER GROUP INC Common 460919103 178 13,157 Defined 1,2 10,157 3,000
Intranet Solutions I Common 460939309 403 8,059 Defined 1,2 6,659 1,400
INTERNET.COM CORP Common 460967102 315 10,196 Defined 1,2 8,396 1,800
INTERTAN INC Common 461120107 168 11,652 Defined 1,2 9,602 2,050
INTERTRUST TECHNOLOGIES CORP Common 46113Q109 399 33,112 Defined 1,2 27,262 5,850
INTERVOICE INC Common 461142101 574 54,688 Defined 1,2 17,688 37,000
INTERWORLD CORP Common 46114Q108 44 11,457 Defined 1,2 9,457 2,000
INTERWOVEN INC Common 46114T102 2,218 19,616 Defined 1,2 16,116 3,500
INTIMATE BRANDS Common 461156101 3,771 201,813 Defined 1,2 166,173 35,640
INTRABIOTICS PHARMACEUTICALS Common 46116T100 191 11,750 Defined 1,2 9,650 2,100
INTRAWARE Common 46118M103 79 10,585 Defined 1,2 8,685 1,900
INTUIT INC Common 461202103 13,661 239,660 Defined 1,2 71,951 167,709
INVACARE CORP Common 461203101 1,734 53,972 Defined 1,2 16,272 37,700
INVENSYS PLC ADR 461204109 4,688 1,065,641 Defined 1,2 838,059 227,582
INTRUSION.COM INC Common 46121E106 93 7,866 Defined 1,2 6,466 1,400
</TABLE>
<PAGE> 38
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
INVESTMENT TECHNOLOGY GROUP Common 46145F105 1,453 36,391 Defined 1,2 10,891 25,500
INVITROGEN CORP Common 46185R100 677 9,517 Defined 1,2 7,817 1,700
INVESTORS FINANCIAL SERVICES Common 461915100 3,133 49,626 Defined 1,2 16,126 33,500
IOMEGA CORP Common 462030107 548 109,628 Defined 1,2 90,228 19,400
IONA TECHNOLOGIES PLC SPONSORED ADR ADR 46206P109 676 9,720 Defined 1,2 8,320 1,400
IONICS INC Common 462218108 572 26,847 Defined 1,2 8,747 18,100
IPALCO ENTERPRISES INC Common 462613100 2,296 100,383 Defined 1,2 30,263 70,120
IPSCO INC Common 462622101 228 21,973 Defined 1,2 17,173 4,800
IPRINT.COM INC Common 462628108 42 12,040 Defined 1,2 9,940 2,100
BANK OF IRELAND ADR ADR 46267Q103 4,534 143,643 Defined 1,2 114,043 29,600
IRKUTSKENERGO ADR 462714106 62 11,788 Defined 1,2 10,688 1,100
IRON MOUNTAIN INC Common 462846106 820 22,150 Defined 1,2 18,220 3,930
IRVINE SENSORS CORP Common 463664102 51 17,089 Defined 1,2 14,089 3,000
IRWIN FINL CORP Common 464119106 138 8,448 Defined 1,2 6,948 1,500
ISCOR LTD ADR 464272202 298 142,971 Defined 1,2 113,171 29,800
ISIS PHARMACEUTICALS INC Common 464330109 210 18,249 Defined 1,2 12,449 5,800
ISLE OF CAPRIS CASINOS INC Common 464592104 191 12,333 Defined 1,2 10,133 2,200
IPSAT INTERNATIONAL N.V. ADR 464899103 183 36,567 Defined 1,2 29,067 7,500
INTL TECHNOLOGY CORP Common 465266104 44 9,299 Defined 1,2 7,624 1,675
I3 MOBILE INC Common 465713105 61 9,031 Defined 1,2 7,431 1,600
ITO YOKADO CO LTD ADR 465714301 12,332 236,020 Defined 1,2 183,620 52,400
ITRON INC Common 465741106 166 27,021 Defined 1,2 8,221 18,800
I2 TECHNOLOGIES, INC Common 465754109 18,113 96,829 Defined 1,2 64,569 32,260
IVAX CORP Common 465823102 9,578 208,207 Defined 1,2 56,153 152,054
IVEX PACKAGING CORP Common 465855104 81 8,255 Defined 1,2 6,755 1,500
IVILLAGE INC Common 46588H105 47 12,040 Defined 1,2 9,940 2,100
JDN REALTY CORP REIT 465917102 199 17,595 Defined 1,2 12,545 5,050
IXOS SOFTWARE AG ADR 46600V108 136 10,038 Defined 1,2 7,738 2,300
IXYS CORPORATION Common 46600W106 251 9,614 Defined 1,2 7,914 1,700
J & J SNACK FOODS CORP Common 466032109 184 14,258 Defined 1,2 4,658 9,600
JDS UNIPHASE CORP Common 46612J101 96,762 1,021,913 Defined 1,2 478,413 543,500
JDA SOFTWARE GROUP INC Common 46612K108 125 9,806 Defined 1,2 8,106 1,700
JLG INDUSTRIES INC Common 466210101 889 72,920 Defined 1,2 23,820 49,100
JNI CORP Common 46622G105 821 9,224 Defined 1,2 7,624 1,600
JP REALTY INC REIT 46624A106 164 9,076 Defined 1,2 6,176 2,900
JABIL CIRCUIT INC Common 466313103 12,678 223,398 Defined 1,2 67,208 156,190
JACK IN THE BOX Common 466367109 1,367 63,757 Defined 1,2 20,657 43,100
JACOBS ENGINEERING GROUP INC Common 469814107 1,248 30,966 Defined 1,2 9,350 21,616
JAKKS PACIFIC INC Common 47012E106 302 32,066 Defined 1,2 10,466 21,600
JAMES HARDIE INDUSTRIES ADR 47030C306 446 114,730 Defined 1,2 89,530 25,200
JAMESON INNS INC REIT 470457102 39 5,067 Defined 1,2 3,567 1,500
JAPAN AIRLINES LTD ADR 471034306 3,840 480,007 Defined 1,2 365,907 114,100
JAPAN TELECOM CO ADR 471104109 3,405 117,935 Defined 1,2 56,935 61,000
JARDINE MATHESON HOLDINGS ADR 471115303 1,945 332,401 Defined 1,2 256,801 75,600
JARDINE STRATEGIC HOLDINGS ADR 471119206 1,953 334,493 Defined 1,2 266,143 68,350
JAZZTEL PLC - ADR ADR 47214R152 133 5,932 Defined 1,2 4,932 1,000
JEFFERIES GROUP INC Common 472319102 1,085 40,362 Defined 1,2 13,162 27,200
JEFFERSON-PILOT CORP Common 475070108 7,665 112,933 Defined 1,2 52,926 60,007
JEFFERSON SMURFIT GROUP ADR 47508W107 872 48,637 Defined 1,2 40,337 8,300
JETFORM Common 477155105 2 400 Defined 1,2 300 100
JO-ANN STORES Common 47758P109 216 29,813 Defined 1,2 9,713 20,100
JOHN NUVEEN CO -CL A Common 478035108 611 12,622 Defined 1,2 10,422 2,200
JOHNS MANVILLE CORP Common 478129109 677 59,815 Defined 1,2 49,215 10,600
JOHNSON & JOHNSON Common 478160104 140,968 1,500,653 Defined 1,2 710,801 789,852
JOHNSON CONTROLS INC Common 478366107 4,982 93,676 Defined 1,2 44,098 49,578
</TABLE>
<PAGE> 39
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
JOHNSON ELECTRIC HOLDINGS ADR 479087207 3,973 184,944 Defined 1,2 144,384 40,560
JONES APPAREL GROUP INC Common 480074103 3,698 139,562 Defined 1,2 41,946 97,616
JOURNAL REGISTER COMPANY Common 481138105 305 18,351 Defined 1,2 15,151 3,200
JUNIPER NETWORKS Common 48203R104 30,280 138,303 Defined 1,2 104,703 33,600
JUNO ONLINE SERVICES INC Common 482048105 63 15,731 Defined 1,2 12,931 2,800
JUPITER MEDIA METRIX INC Common 48206U104 221 13,840 Defined 1,2 11,400 2,440
KLA INSTRUMENTS CORP Common 482480100 8,361 202,991 Defined 1,2 95,327 107,664
KLM ROYAL DUTCH AIR -NY REG ADR 482516309 509 27,236 Defined 1,2 21,011 6,225
K MART CORP Common 482584109 3,134 522,352 Defined 1,2 245,979 276,373
K-SWISS INC -CL A Common 482686102 384 17,061 Defined 1,2 5,561 11,500
K2 INC Common 482732104 267 29,843 Defined 1,2 9,743 20,100
K V PHARMACEUTICAL Common 482740206 473 13,459 Defined 1,2 9,409 4,050
KAISER ALUMINUM CORP Common 483007100 195 32,141 Defined 1,2 26,441 5,700
KAMAN CORP -CL A Common 483548103 487 38,570 Defined 1,2 12,570 26,000
KANA COMMUNICATIONS INC Common 483600102 828 37,200 Defined 1,2 30,076 7,124
KANSAS CITY LIFE INS CO Common 484836101 163 4,928 Defined 1,2 4,053 875
KANSAS CITY POWER & LIGHT Common 485134100 1,934 72,456 Defined 1,2 21,878 50,578
KAUFMAN & BROAD HOME Common 486168107 1,412 52,419 Defined 1,2 24,782 27,637
KAWASAKI HEAVY INDUSTRIES ADR 486359201 932 193,597 Defined 1,2 152,847 40,750
KAWASAKI STEEL ADR 486368301 2,162 183,965 Defined 1,2 142,915 41,050
KAYDON CORP Common 486587108 809 35,165 Defined 1,2 10,601 24,564
KEANE INC Common 486665102 1,420 81,585 Defined 1,2 24,580 57,005
KEEBLER FOODS COMPANY Common 487256109 1,427 33,985 Defined 1,2 27,985 6,000
KEITHLEY INSTR INC Common 487584104 321 4,589 Defined 1,2 3,764 825
KELLOGG CO Common 487836108 10,662 440,802 Defined 1,2 207,438 233,364
KELLWOOD CO Common 488044108 724 39,669 Defined 1,2 12,819 26,850
KELLY SERVICES INC -CL A Common 488152208 995 42,097 Defined 1,2 12,628 29,469
KEMET CORP Common 488360108 4,042 146,305 Defined 1,2 47,565 98,740
KENDLE INTERNATIONAL INC Common 48880L107 8 900 Defined 1,2 0 900
KENNAMETAL INC Common 489170100 917 35,605 Defined 1,2 10,698 24,907
KENT ELECTRONICS CORP Common 490553104 1,129 47,277 Defined 1,2 15,377 31,900
KEPPEL ADR 492051305 852 209,444 Defined 1,2 164,519 44,925
KERAVISION INC. Common 492061106 4 1,400 Defined 1,2 0 1,400
KERR-MCGEE CORP Common 492386107 6,849 103,386 Defined 1,2 48,590 54,796
KEY ENERGY SERVICES INC Common 492914106 340 34,664 Defined 1,2 28,564 6,100
KEYCORP Common 493267108 11,886 469,577 Defined 1,2 220,003 249,574
KEY3MEDIA GROUP INC Common 49326R104 288 26,318 Defined 1,2 21,618 4,700
KEYNOTE SYSTEMS INC Common 493308100 291 10,877 Defined 1,2 8,927 1,950
KEYSPAN CORPORATION Common 49337W100 5,885 146,660 Defined 1,2 68,900 77,760
KEYSTONE FINANCIAL INC Common 493482103 1,254 57,635 Defined 1,2 17,349 40,286
KFORCE.COM INC Common 493732101 63 17,902 Defined 1,2 14,765 3,137
KIDSTON GOLD MINES ADR 493921209 1 6,200 Defined 1,2 4,700 1,500
KIMBALL INTERNATIONAL -CL B Common 494274103 292 16,314 Defined 1,2 13,414 2,900
KILROY REALTY CORP REIT 49427F108 388 14,536 Defined 1,2 10,036 4,500
KIMBERLY-CLARK CORP Common 494368103 32,924 589,903 Defined 1,2 275,118 314,785
KIMBERLY-CLARK DE MEXICO ADR 494386204 1,045 81,598 Defined 1,2 62,398 19,200
KIMCO REALTY CORP REIT 49446R109 1,388 32,846 Defined 1,2 23,546 9,300
KINDER MORGAN INC Common 49455P101 5,506 134,500 Defined 1,2 40,450 94,050
KING PHARMACEUTICALS INC Common 495582108 1,855 55,484 Defined 1,2 29,812 25,672
KINGFISHER ADR 495724205 4,927 376,789 Defined 1,2 292,589 84,200
KIRBY CORP Common 497266106 804 40,982 Defined 1,2 13,482 27,500
KIRIN BREWERY LTD ADR 497350207 5,933 57,045 Defined 1,2 45,245 11,800
KNIGHT-RIDDER INC Common 499040103 4,231 83,268 Defined 1,2 39,113 44,155
KNIGHT TRADING GROUP INC Common 499063105 1,794 49,823 Defined 1,2 40,723 9,100
KNIGHT TRANSPORTATION INC Common 499064103 95 6,118 Defined 1,2 5,018 1,100
</TABLE>
<PAGE> 40
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
KOBE STEEL ADR 499892107 1,010 321,003 Defined 1,2 248,703 72,300
KOGER EQUITY INC REIT 500228101 249 14,622 Defined 1,2 10,222 4,400
KOHLS CORP Common 500255104 20,587 356,865 Defined 1,2 168,449 188,416
KOMAG INC Common 500453105 26 6,400 Defined 1,2 0 6,400
KOMATSU LTD ADR ADR 500458401 3,345 137,521 Defined 1,2 106,521 31,000
KONINKLIJKE AHOLD NV ADR 500467303 9,349 331,671 Defined 1,2 258,632 73,039
PHILIPS ELECTR NV -NY SHARE ADR 500472303 30,073 707,594 Defined 1,2 548,130 159,464
KONINKLIJKE WESSANEN NV ADR 50047Q102 531 46,128 Defined 1,2 36,528 9,600
KONOVER PROPERTY TRUST REIT 50047R100 75 17,163 Defined 1,2 12,063 5,100
KOOR INDUSTRIES LTD. ADR 500507108 812 41,371 Defined 1,2 32,471 8,900
KOPIN CORP Common 500600101 455 25,251 Defined 1,2 20,651 4,600
KOREA ELEC PWR CO ADR 500631106 9,118 698,008 Defined 1,2 550,208 147,800
KOREA TELECOM CORP ADR 50063P103 4,831 143,679 Defined 1,2 120,179 23,500
KORN FERRY INTERNATIONAL Common 500643200 562 14,856 Defined 1,2 12,256 2,600
KOS PHARMACEUTICALS Common 500648100 148 7,476 Defined 1,2 6,176 1,300
KRAMONT REALTY TRUST REIT 50075Q107 62 6,560 Defined 1,2 4,860 1,700
KRISPY KREME DOUGHNUTS INC Common 501014104 423 5,050 Defined 1,2 4,150 900
KROGER CO Common 501044101 20,363 902,508 Defined 1,2 422,174 480,334
KROLL O GARA COMPANY Common 501050108 222 37,020 Defined 1,2 12,020 25,000
KRONOS INC Common 501052104 664 22,123 Defined 1,2 6,673 15,450
KUBOTA CORP ADR 501173207 2,770 39,849 Defined 1,2 31,199 8,650
KULICKE & SOFFA INDUSTRIES Common 501242101 1,081 81,192 Defined 1,2 26,292 54,900
KYOCERA CORP ADR 501556203 15,916 105,799 Defined 1,2 82,165 23,634
LANCHILE ADR 501723100 232 35,294 Defined 1,2 28,194 7,100
LASMO PLC ADR 501730204 1,086 181,061 Defined 1,2 141,561 39,500
LCA-VISION INC Common 501803209 61 21,070 Defined 1,2 17,370 3,700
LCC INTERNATIONAL Common 501810105 70 4,832 Defined 1,2 3,957 875
LG&E ENERGY CORP Common 501917108 3,733 152,745 Defined 1,2 45,899 106,846
LTV CORP Common 501921100 53 40,493 Defined 1,2 33,293 7,200
LHS GROUP INC Common 501938104 799 19,783 Defined 1,2 19,783 0
LNR PROPERTY CORP Common 501940100 207 9,370 Defined 1,2 7,720 1,650
LSI LOGIC CORP Common 502161102 9,774 334,166 Defined 1,2 157,994 176,172
LTX CORP Common 502392103 359 18,937 Defined 1,2 15,537 3,400
L3 COMMUNICATIONS HOLDINGS Common 502424104 2,213 39,163 Defined 1,2 11,763 27,400
LVMH MOET HENNESSY ADR 502441207 20,731 1,393,700 Defined 1,2 1,073,040 320,660
LA-Z-BOY CHAIR CO Common 505336107 1,473 101,127 Defined 1,2 32,727 68,400
LAB HOLDINGS INC Common 505353102 8 900 Defined 1,2 0 900
LABOR READY INC Common 505401208 292 69,733 Defined 1,2 22,633 47,100
LABORATORIO CHILE ADR 50540H104 153 9,176 Defined 1,2 6,976 2,200
LABONE INC Common 50540L105 22 2,300 Defined 1,2 0 2,300
LABORATORY CRP OF AMER HLDGS Common 50540R409 841 7,022 Defined 1,2 4,478 2,544
LABRANCHE & CO INC Common 505447102 658 19,711 Defined 1,2 16,261 3,450
LACLEDE GAS CO Common 505588103 674 31,162 Defined 1,2 10,162 21,000
LAFARGE-COPPEE SA ADR 505861203 3,811 166,285 Defined 1,2 130,284 36,001
LAFARGE CORP Common 505862102 606 27,867 Defined 1,2 22,967 4,900
LAGARDERE GROUP ADR 507069102 3,419 56,435 Defined 1,2 43,735 12,700
LAIDLAW INC Common 50730K503 7 29,840 Defined 1,2 29,240 600
LAM RESEARCH CORP Common 512807108 1,063 50,755 Defined 1,2 41,495 9,260
LAMAR Common 512815101 1,100 29,036 Defined 1,2 23,836 5,200
LANCASTER COLONY CORP Common 513847103 1,134 46,175 Defined 1,2 13,879 32,296
LANCE INC Common 514606102 331 34,065 Defined 1,2 10,215 23,850
LANDAUER INC Common 51476K103 66 3,520 Defined 1,2 2,895 625
LAWYERS TITLE CORP Common 514936103 155 5,414 Defined 1,2 4,439 975
LANDS END INC Common 515086106 747 35,565 Defined 1,2 10,701 24,864
LANDRYS SEAFOOD RESTAURANTS Common 51508L103 252 37,019 Defined 1,2 12,019 25,000
</TABLE>
<PAGE> 41
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
LANDSTAR SYSTEM INC Common 515098101 656 14,698 Defined 1,2 4,798 9,900
LANTE CORP Common 516540101 80 15,924 Defined 1,2 13,124 2,800
LASALLE HOTEL PROPERTIES Common 517942108 136 8,960 Defined 1,2 6,460 2,500
LASER VISION CENTERS Common 51807H100 184 42,292 Defined 1,2 13,892 28,400
LATTITUDE COMMUNICATIONS INC Common 518292107 60 7,769 Defined 1,2 6,369 1,400
LATTICE SEMICONDUCTOR CORP Common 518415104 3,424 63,700 Defined 1,2 17,500 46,200
ESTEE LAUDER COMPANIES Common 518439104 1,850 50,499 Defined 1,2 41,399 9,100
LAURA ASHLEY ADR 518581202 4 2,600 Defined 1,2 1,800 800
LAWSON PRODUCTS Common 520776105 392 16,204 Defined 1,2 5,204 11,000
LEAP WIRELESS INTL INC Common 521863100 644 10,292 Defined 1,2 8,492 1,800
LEAR CORP Common 521865105 1,594 77,518 Defined 1,2 23,322 54,196
LEARNING TREE INTL INC Common 522015106 421 8,838 Defined 1,2 7,238 1,600
LEE ENTERPRISES Common 523768109 1,486 51,478 Defined 1,2 15,516 35,962
LEGATO SYSTEMS INC Common 524651106 1,378 102,585 Defined 1,2 30,845 71,740
LEGGETT & PLATT INC Common 524660107 3,399 214,981 Defined 1,2 100,894 114,087
LEGG MASON INC Common 524901105 4,172 71,774 Defined 1,2 21,574 50,200
LEHMAN BROTHERS HOLDINGS INC Common 524908100 19,513 132,070 Defined 1,2 62,164 69,906
LENNAR CORP Common 526057104 2,143 72,188 Defined 1,2 21,788 50,400
LENNOX INTERNATIONAL INC. Common 526107107 883 94,174 Defined 1,2 30,690 63,484
LESCO INC Common 526872106 53 3,472 Defined 1,2 2,847 625
LEUCADIA NATIONAL CORP Common 527288104 600 22,416 Defined 1,2 18,432 3,984
Level 8 Sys Inc Common 52729M102 102 5,536 Defined 1,2 4,536 1,000
LEVEL 3 COMMUNICATIONS INC Common 52729N100 11,428 148,176 Defined 1,2 121,976 26,200
LEXICON GENETICS INC Common 528872104 608 19,226 Defined 1,2 15,826 3,400
LEXINGTON CORP PPTYS INC REIT 529043101 111 9,845 Defined 1,2 7,045 2,800
LEXMARK INTL INC Common 529771107 5,203 138,736 Defined 1,2 65,652 73,084
LIBBEY INC Common 529898108 783 25,168 Defined 1,2 8,168 17,000
LIBERATE TECHNOLOGIES, INC. Common 530129105 1,057 36,512 Defined 1,2 30,012 6,500
LIBERTY CORP Common 530370105 272 7,842 Defined 1,2 6,466 1,376
LIBERTY DIGITAL INC Common 530436104 244 12,040 Defined 1,2 9,940 2,100
LIBERTY FINANCIAL COS INC Common 530512102 455 19,350 Defined 1,2 15,923 3,427
LIBERTY GROUP LTD ADR 53055R103 1,609 183,593 Defined 1,2 142,693 40,900
LIBERTY LIVEWIRE CORP Common 530709104 114 3,701 Defined 1,2 3,031 670
LIBERTY PROPERTY TRUST REIT 531172104 994 36,162 Defined 1,2 25,862 10,300
LIBERTY SATELLITE & TECH Common 531182103 274 25,830 Defined 1,2 21,230 4,600
LIFE TECHNOLOGIES INC Common 532177201 151 2,600 Defined 1,2 0 2,600
LIFECORE BIOMEDICAL INC Common 532187101 11 1,400 Defined 1,2 0 1,400
LIFEPOINT HOSPITALS INC Common 53219L109 448 12,622 Defined 1,2 10,422 2,200
LIGAND PHARMACEUTICAL -CL B Common 53220K207 256 19,957 Defined 1,2 8,878 11,079
LIFEMINDERS INC Common 53220Q105 218 9,517 Defined 1,2 7,817 1,700
LIGHTBRIDGE INC Common 532226107 80 6,894 Defined 1,2 5,694 1,200
LIGHTPATH TECHNOLOGIES INC Common 532257102 291 6,118 Defined 1,2 5,018 1,100
LIGHTSPAN INC Common 53226T103 44 17,965 Defined 1,2 14,765 3,200
LIHIR GOLD LTD ADR 532349107 158 23,832 Defined 1,2 20,832 3,000
LILLIAN VERNON CORP Common 532430105 140 14,368 Defined 1,2 4,668 9,700
LILLY (ELI) & CO Common 532457108 98,690 1,216,512 Defined 1,2 577,729 638,783
LILLY INDS INC -CL A Common 532491107 1,136 38,520 Defined 1,2 12,550 25,970
LIMITED INC Common 532716107 10,314 467,477 Defined 1,2 220,433 247,044
LINCARE HOLDINGS INC Common 532791100 2,007 69,963 Defined 1,2 18,893 51,070
LINCOLN ELECTRIC HLDGS Common 533900106 229 17,186 Defined 1,2 14,186 3,000
LINCOLN NATIONAL CORP Common 534187109 9,990 207,575 Defined 1,2 97,845 109,730
LINDSAY MANUFACTURING CO Common 535555106 364 19,538 Defined 1,2 6,376 13,162
LINEAR TECHNOLOGY CORP Common 535678106 21,864 337,670 Defined 1,2 159,442 178,228
LINENS N THINGS INC Common 535679104 1,693 66,390 Defined 1,2 21,490 44,900
Lionbridge Technolog Common 536252109 58 6,797 Defined 1,2 5,597 1,200
</TABLE>
<PAGE> 42
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
LIQUI-BOX CORP Common 536314107 57 1,773 Defined 1,2 1,448 325
LIQUID AUDIO INC Common 53631T102 40 8,934 Defined 1,2 7,334 1,600
LITTELFUSE INC Common 537008104 236 7,962 Defined 1,2 6,562 1,400
LITTON INDUSTRIES INC Common 538021106 2,359 52,794 Defined 1,2 15,895 36,899
LIVEPERSON INC Common 538146101 52 11,847 Defined 1,2 9,747 2,100
LIZ CLAIBORNE INC Common 539320101 2,267 58,877 Defined 1,2 27,797 31,080
L90 INC Common 539441105 69 8,934 Defined 1,2 7,334 1,600
LO-JACK CORPORATION Common 539451104 53 7,187 Defined 1,2 5,887 1,300
LOCKHEED MARTIN CORP Common 539830109 15,250 462,687 Defined 1,2 218,430 244,257
LODGENET ENTERTAINMENT CORP Common 540211109 142 4,928 Defined 1,2 4,053 875
LOEWS CINEPLEX ENTERTAINMENT Common 540423100 41 23,643 Defined 1,2 19,493 4,150
LOEWS CORP Common 540424108 8,982 107,732 Defined 1,2 50,939 56,793
LOEWEN GROUP INC Common 54042L100 1 2,100 Defined 1,2 1,600 500
Loislaw Com Inc Common 541431102 41 8,448 Defined 1,2 6,948 1,500
LONDON PACIFIC GROUP LTD ADR ADR 542073101 758 38,134 Defined 1,2 30,234 7,900
LONE STAR STEAKHOUSE SALOON Common 542307103 225 30,466 Defined 1,2 9,159 21,307
LONE STAR TECHNOLOGIES Common 542312103 444 9,613 Defined 1,2 7,913 1,700
LONGS DRUG STORES INC Common 543162101 887 46,396 Defined 1,2 19,693 26,703
LONGVIEW FIBRE CO Common 543213102 725 60,442 Defined 1,2 18,214 42,228
LOOKSMART LTD Common 543442107 404 36,122 Defined 1,2 29,722 6,400
LOUDEYE TECHNOLOGIES INC Common 545754103 101 14,856 Defined 1,2 12,256 2,600
LOUIS DREYFUS NAT GAS CORP Common 546011107 2,867 72,365 Defined 1,2 23,665 48,700
LOUISIANA-PACIFIC CORP Common 546347105 1,048 114,054 Defined 1,2 53,550 60,504
LOWES COS Common 548661107 18,737 417,540 Defined 1,2 195,655 221,885
LUBRIZOL CORP Common 549271104 1,224 62,157 Defined 1,2 18,786 43,371
LUBYS INC Common 549282101 197 37,165 Defined 1,2 12,027 25,138
LUCENT TECHNOLOGIES Common 549463107 110,592 3,618,542 Defined 1,2 1,707,248 1,911,294
LUMINANT WORLDWIDE COPR Common 550260103 32 10,682 Defined 1,2 8,782 1,900
LUMINEX CORP Common 55027E102 417 10,971 Defined 1,2 9,071 1,900
LUXOTTICA GROUP SPA ADR 55068R202 3,919 243,065 Defined 1,2 187,465 55,600
LYCOS INC Common 550818108 3,951 57,463 Defined 1,2 36,863 20,600
LYDALL INC Common 550819106 301 26,341 Defined 1,2 8,541 17,800
LYNX THERAPEUTICS INC Common 551812308 144 4,603 Defined 1,2 3,764 839
LYONDELL CHEMICAL CO Common 552078107 1,629 137,931 Defined 1,2 41,557 96,374
M & T BANK CORP Common 55261F104 1,620 3,176 Defined 1,2 2,606 570
MAF BANCORP INC Common 55261R108 955 38,380 Defined 1,2 12,480 25,900
MBIA INC Common 55262C100 7,675 107,902 Defined 1,2 50,447 57,455
MBNA CORP Common 55262L100 35,967 934,208 Defined 1,2 435,775 498,433
MDC HOLDINGS INC Common 552676108 916 35,241 Defined 1,2 11,441 23,800
MCN CORP Common 55267J100 2,723 106,271 Defined 1,2 31,963 74,308
MDU RESOURCES GROUP INC Common 552690109 735 24,712 Defined 1,2 20,362 4,350
MCSI INC Common 55270M108 165 4,916 Defined 1,2 4,028 888
MEMC ELECTRONIC MATRIALS INC Common 552715104 364 28,257 Defined 1,2 23,257 5,000
MGIC INVESTMENT CORP/WI Common 552848103 7,148 116,938 Defined 1,2 54,653 62,285
MGI PHARMA INC Common 552880106 201 6,701 Defined 1,2 5,501 1,200
MGM GRAND INC Common 552953101 2,450 64,166 Defined 1,2 52,786 11,380
MIM HOLDINGS LTD ADR 553045402 559 473,255 Defined 1,2 371,455 101,800
M/I SCHOTTENSTEIN HOMES INC Common 55305B101 67 3,277 Defined 1,2 2,702 575
MKS INSTRUMENTS INC Common 55306N104 276 10,099 Defined 1,2 8,299 1,800
MMC NETWORKS INC Common 55308N102 1,683 13,305 Defined 1,2 10,905 2,400
MRV COMMUNICATIONS INC Common 553477100 1,056 23,307 Defined 1,2 19,107 4,200
MSC INDUSTRIAL DIRECT Common 553530106 209 13,691 Defined 1,2 11,291 2,400
M S CARRIERS INC Common 553533100 289 18,473 Defined 1,2 5,973 12,500
MTS SYSTEMS CORP Common 553777103 59 8,448 Defined 1,2 6,948 1,500
MTI TECHNOLOGY CORP Common 553903105 49 12,915 Defined 1,2 10,615 2,300
</TABLE>
<PAGE> 43
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MACDERMID INC Common 554273102 1,084 51,618 Defined 1,2 16,818 34,800
MACERICH CO REIT 554382101 400 18,810 Defined 1,2 13,510 5,300
CALI REALTY CORP REIT 554489104 885 31,392 Defined 1,2 22,292 9,100
MACKENZIE FINANCIAL CORP Common 554531103 326 23,371 Defined 1,2 22,871 500
MACROVISION CORP Common 555904101 1,783 22,014 Defined 1,2 13,414 8,600
MACROMEDIA INC Common 556100105 5,442 67,346 Defined 1,2 18,546 48,800
MACRONIX INTERNATIONAL CO.,LTD ADR 556103109 1,749 113,782 Defined 1,2 90,767 23,015
MADECO S A ADR 556304103 119 20,872 Defined 1,2 16,572 4,300
MADISON GAS & ELECTRIC CO Common 557497104 150 6,604 Defined 1,2 5,404 1,200
MAGELLAN HEALTH SERVICES Common 559079108 16 4,000 Defined 1,2 0 4,000
MAGIC SOFTWARE ENTERPRISES Common 559166103 82 10,792 Defined 1,2 9,192 1,600
MAGNA ENTERTAINMENT CL A Common 559211107 55 8,174 Defined 1,2 6,174 2,000
MAGNA INTERNATIONAL -CL A Common 559222401 1,724 39,868 Defined 1,2 30,868 9,000
MAGNETEK INC Common 559424106 291 27,408 Defined 1,2 8,192 19,216
MATAV RT ADR 559776109 2,718 115,374 Defined 1,2 91,274 24,100
MAIL.COM Common 560311102 99 18,933 Defined 1,2 15,633 3,300
MAIL-WELL INC Common 560321200 88 19,905 Defined 1,2 16,405 3,500
MAINSPRING INC Common 56062U100 54 7,300 Defined 1,2 6,000 1,300
MAKITA CORP ADR 560877300 680 90,726 Defined 1,2 70,636 20,090
MALLINCKRODT GROUP INC Common 561232109 3,755 82,293 Defined 1,2 34,686 47,607
MANAGEMENT NETWORK GROUP INC Common 561693102 243 11,618 Defined 1,2 9,618 2,000
MANDALAY RESORT GROUP Common 562567107 2,351 91,753 Defined 1,2 27,596 64,157
MANDARIN ORIENTAL INTERNATIONA ADR 562600205 244 37,482 Defined 1,2 29,582 7,900
MANHATTAN ASSOCS INC COM Common 562750109 784 12,803 Defined 1,2 8,203 4,600
MANILA ELEC CO ADR 563245208 0 100 Defined 1,2 0 100
MANITOWOC CO Common 563571108 794 41,239 Defined 1,2 13,339 27,900
HCR MANOR CARE INC Common 564055101 1,975 125,890 Defined 1,2 52,586 73,304
MANPOWER INC/WI Common 56418H100 2,846 89,101 Defined 1,2 26,792 62,309
MANUFACTURED HOME CMNTYS INC REIT 564682102 320 12,792 Defined 1,2 8,492 4,300
MAPICS INC Common 564910107 71 10,583 Defined 1,2 5,983 4,600
MANUFACTURERS SERVICES LTD Common 565005105 149 12,526 Defined 1,2 10,326 2,200
MANUGISTICS GROUP INC Common 565011103 1,129 11,507 Defined 1,2 9,457 2,050
MANULIFE FINANCIAL CORP Common 56501R106 5,363 258,437 Defined 1,2 212,737 45,700
MAPINFO CORP Common 565105103 118 3,763 Defined 1,2 3,088 675
MARCHFIRST INC Common 566244109 3,048 194,283 Defined 1,2 53,172 141,111
MARCONI PLC ADR 566306205 5,476 200,000 Defined 1,2 155,000 45,000
MARCUS CORP Common 566330106 517 49,215 Defined 1,2 15,928 33,287
MARIMBA INC Common 56781Q109 116 9,517 Defined 1,2 7,817 1,700
MARINE DRILLING CO INC Common 568240204 677 23,693 Defined 1,2 19,493 4,200
MARINER POST ACUTE NETWORK Common 568459101 1 8,939 Defined 1,2 0 8,939
MARK IV INDUSTRIES INC Common 570387100 0 10 Defined 1,2 10 0
MARKEL CORP Common 570535104 446 2,938 Defined 1,2 2,413 525
MARKETWATCH.COM INC Common 570619106 46 5,729 Defined 1,2 4,729 1,000
MARKS & SPENCER ADR 570697607 4,870 270,414 Defined 1,2 209,614 60,800
MARKETING SERVICES GROUP Common 570907105 36 12,136 Defined 1,2 10,036 2,100
MARSH & MCLENNAN COS Common 571748102 39,276 295,862 Defined 1,2 138,556 157,306
MARSHALL & ILSLEY CORP Common 571834100 6,137 122,443 Defined 1,2 36,835 85,608
MARRIOTT INTL INC Common 571903202 9,558 262,322 Defined 1,2 123,052 139,270
MARTEK BIOSCIENCES CORP Common 572901106 140 7,187 Defined 1,2 5,887 1,300
MARTHA STEWART LIVING Common 573083102 150 5,730 Defined 1,2 4,715 1,015
MARTIN MARIETTA MATERIALS Common 573284106 2,098 54,818 Defined 1,2 16,581 38,237
MARVEL ENTERPRISES INC Common 57383M108 44 13,594 Defined 1,2 11,194 2,400
MASCO CORP Common 574599106 9,289 498,742 Defined 1,2 233,758 264,984
MASCOTECH INC Common 574670105 1,239 74,837 Defined 1,2 24,437 50,400
MASISA SA ADR 574799102 210 16,001 Defined 1,2 12,301 3,700
</TABLE>
<PAGE> 44
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MASSIMO DA MILANO INC Common 576286108 0 4,331 Defined 1,2 0 4,331
MASTEC INC Common 576323109 593 18,964 Defined 1,2 15,489 3,475
MATAV-CABLE SYSTEMS MEDIA LTD. ADR 576561104 323 8,008 Defined 1,2 6,108 1,900
MATERIAL SCIENCES CORP Common 576674105 281 24,728 Defined 1,2 8,028 16,700
MATRIX PHARMACEUTICAL INC Common 576844104 145 9,320 Defined 1,2 7,720 1,600
MATRIXONE INC Common 57685P304 680 16,993 Defined 1,2 13,993 3,000
MATSUSHITA ELECTRIC ADR 576879209 29,825 113,564 Defined 1,2 88,086 25,478
MATTEL INC Common 577081102 5,214 466,092 Defined 1,2 218,242 247,850
MATTHEWS INTL CORP -CL A Common 577128101 157 5,339 Defined 1,2 4,439 900
MATTSON TECHNOLOGY INC Common 577223100 118 7,962 Defined 1,2 6,562 1,400
MAVESA ADR 577717101 150 34,825 Defined 1,2 27,225 7,600
MAXTOR CORP Common 577729205 482 45,928 Defined 1,2 37,828 8,100
MAXIM INTEGRATED PRODUCTS Common 57772K101 24,649 306,442 Defined 1,2 144,602 161,840
MAXIM PHARMACEUTICALS INC Common 57772M107 517 8,507 Defined 1,2 7,004 1,503
MAXWELL TECHNOLOGIES INC Common 577767106 13 700 Defined 1,2 0 700
MAXYGEN INC Common 577776107 675 13,011 Defined 1,2 10,751 2,260
MAY DEPARTMENT STORES CO Common 577778103 7,097 346,182 Defined 1,2 162,496 183,686
MAXXAM INC Common 577913106 160 8,046 Defined 1,2 2,409 5,637
MAVERICK TUBE CORP Common 577914104 196 7,283 Defined 1,2 5,983 1,300
MAXIMUS INC Common 577933104 774 34,984 Defined 1,2 11,384 23,600
MAYNE NICKLESS LTD ADR 578450207 442 39,406 Defined 1,2 31,206 8,200
MAYORS JEWELERS INC Common 578462103 122 32,657 Defined 1,2 10,607 22,050
MAYR-MELNHOF-KARTON AG ADR 578471203 267 25,218 Defined 1,2 19,818 5,400
MAYTAG CORP Common 578592107 2,649 85,284 Defined 1,2 39,892 45,392
MCAFEE.COM CORPORATION Common 579062100 47 3,132 Defined 1,2 2,577 555
MCCLATCHY NEWSPAPERS -CL A Common 579489105 638 18,133 Defined 1,2 14,958 3,175
MCCORMICK & CO Common 579780206 2,395 80,515 Defined 1,2 24,187 56,328
MCDATA CORPORATION Common 580031102 4,062 33,050 Defined 1,2 27,300 5,750
MCDERMOTT INTL INC Common 580037109 721 65,547 Defined 1,2 30,930 34,617
MCDONALDS CORP Common 580135101 43,682 1,447,022 Defined 1,2 675,190 771,832
MCGRATH RENTCORP Common 580589109 96 5,049 Defined 1,2 4,149 900
MCGRAW-HILL COMPANIES Common 580645109 13,589 213,782 Defined 1,2 99,926 113,856
MCK COMMUNICATIONS Common 581243102 178 7,866 Defined 1,2 6,466 1,400
MCKESSON HBOC CORP Common 58155Q103 9,873 323,039 Defined 1,2 145,098 177,941
MCLEODUSA INCORPORATED Common 582266102 3,365 235,142 Defined 1,2 192,783 42,359
MCMORAN EXPLORATION CO Common 582411104 74 6,399 Defined 1,2 5,308 1,091
MEAD CORP Common 582834107 2,621 112,108 Defined 1,2 52,791 59,317
MEADE INSTRUMENTS CORP Common 583062104 549 27,200 Defined 1,2 8,800 18,400
MECHANICAL TECHNOLOGY INC Common 583538103 154 14,273 Defined 1,2 11,773 2,500
MEDAREX INC Common 583916101 1,686 14,374 Defined 1,2 11,754 2,620
MEDALLION FINANCIAL CORP Common 583928106 95 5,632 Defined 1,2 4,632 1,000
MEDFORD BANCORP INC Common 584131106 53 3,302 Defined 1,2 2,702 600
MEDIA GENERAL -CL A Common 584404107 1,173 27,284 Defined 1,2 8,175 19,109
MEDIA 100 INC Common 58440W105 52 4,757 Defined 1,2 3,957 800
Mediaplex Inc Common 58446B105 55 13,401 Defined 1,2 11,001 2,400
MEDIACOM COMMUNICATIONS CORP Common 58446K105 396 24,565 Defined 1,2 20,265 4,300
MEDICAL ASSURANCE INC Common 58449U100 115 9,414 Defined 1,2 7,778 1,636
MEDICAL MANAGER CORPORATION Common 58461U103 -653 -16,494 Defined 1,2 -13,619 -2,875
MEDICALOGIC Common 584642102 79 22,168 Defined 1,2 18,276 3,892
MEDICIS PHARMACEUT CP -CL A Common 584690309 3,350 54,473 Defined 1,2 15,773 38,700
MEDIMMUNE INC Common 584699102 19,029 246,329 Defined 1,2 107,044 139,285
MEDQUIST INC Common 584949101 93 4,600 Defined 1,2 0 4,600
MEDITRUST CORP REIT 58501T306 217 73,734 Defined 1,2 55,160 18,574
MEDTRONIC INC Common 585055106 66,965 1,292,450 Defined 1,2 612,768 679,682
MELLON FINANCIAL CORP Common 58551A108 24,682 532,223 Defined 1,2 249,613 282,610
</TABLE>
<PAGE> 45
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MEMBERWORKS INC Common 586002107 948 28,850 Defined 1,2 8,797 20,053
MENS WEARHOUSE INC Common 587118100 1,958 69,165 Defined 1,2 22,565 46,600
MENTOR CORP Common 587188103 712 45,176 Defined 1,2 12,676 32,500
MENTOR GRAPHICS CORP Common 587200106 1,770 75,121 Defined 1,2 22,660 52,461
MIRANT PLC -SP ADR ADR 587336108 4 600 Defined 1,2 500 100
MERCANTILE BANKSHARES CORP Common 587405101 2,997 82,569 Defined 1,2 24,897 57,672
MERCATOR SOFTWARE INC Common 587587106 196 11,850 Defined 1,2 9,650 2,200
MERCHANTS N Y BANCORP INC Common 589167105 160 7,769 Defined 1,2 6,369 1,400
MERCK & CO Common 589331107 184,875 2,483,626 Defined 1,2 1,176,137 1,307,489
MERCURY COMPUTER SYS Common 589378108 980 35,231 Defined 1,2 11,431 23,800
MERCURY GENERAL CORP Common 589400100 624 22,046 Defined 1,2 18,046 4,000
MERCURY INTERACTIVE CORP Common 589405109 13,548 86,428 Defined 1,2 41,078 45,350
MEREDITH CORP Common 589433101 1,658 56,215 Defined 1,2 26,149 30,066
MERIDIAN RESOURCE CORP Common 58977Q109 130 18,837 Defined 1,2 15,537 3,300
MERISTAR HOSPITALITY CORP REIT 58984Y103 508 25,100 Defined 1,2 17,736 7,364
MERIDIAN GOLD Common 589975101 204 30,004 Defined 1,2 24,704 5,300
MERIX CORP Common 590049102 263 4,055 Defined 1,2 3,330 725
MERRILL LYNCH & CO Common 590188108 57,302 868,214 Defined 1,2 410,830 457,384
MESA AIR GROUP Common 590479101 297 54,251 Defined 1,2 17,451 36,800
MESABA HOLDINGS INC Common 59066B102 88 8,205 Defined 1,2 6,755 1,450
MESSAGEMEDIA INC Common 590787107 57 22,625 Defined 1,2 18,625 4,000
MESTEK INC Common 590829107 58 3,520 Defined 1,2 2,895 625
META GROUP INC Common 591002100 53 4,249 Defined 1,2 3,474 775
METACREATIONS CORP Common 591016100 126 11,163 Defined 1,2 9,168 1,995
METALS USA INC Common 591324108 43 14,759 Defined 1,2 12,159 2,600
METASOLV SOFTWARE INC Common 591393103 583 14,275 Defined 1,2 11,745 2,530
METAWAVE COMMUNICATIONS CORP Common 591409107 274 14,955 Defined 1,2 12,295 2,660
METHANEX CORP Common 59151K108 472 93,254 Defined 1,2 72,654 20,600
METHODE ELECTRONICS -CL A Common 591520200 2,627 59,282 Defined 1,2 19,182 40,100
METLIFE INC Common 59156R108 2,144 81,857 Defined 1,2 67,357 14,500
METRICOM INC Common 591596101 320 12,429 Defined 1,2 10,229 2,200
METRIS COMPANIES INC Common 591598107 938 23,750 Defined 1,2 19,349 4,401
METRO-GOLDWYN-MAYER INC Common 591610100 2,007 83,612 Defined 1,2 68,805 14,807
METRO INFORMATION SVCS INC Common 59162P104 42 6,118 Defined 1,2 5,018 1,100
METROCALL INC Common 591647102 103 34,209 Defined 1,2 28,209 6,000
METROGAS ADR 591673207 296 32,280 Defined 1,2 25,233 7,047
METROMEDIA FIBER NTWK -CL A Common 591689104 4,722 194,222 Defined 1,2 159,322 34,900
METROMEDIA INTL GROUP INC Common 591695101 143 38,231 Defined 1,2 31,363 6,868
METSO CORP ADR 592671101 764 75,473 Defined 1,2 59,678 15,795
METTLER-TOLEDO INTL ADR 592688105 948 21,554 Defined 1,2 17,154 4,400
MICHAEL FOODS INC Common 594079105 712 30,471 Defined 1,2 9,871 20,600
MICHAELS STORES INC Common 594087108 2,213 55,322 Defined 1,2 17,922 37,400
MICREL INC Common 594793101 6,675 99,627 Defined 1,2 29,787 69,840
MICROS SYSTEMS INC Common 594901100 430 28,533 Defined 1,2 9,333 19,200
MICROSOFT CORP Common 594918104 341,473 5,661,722 Defined 1,2 2,690,431 2,971,291
Microvision Inc Wash Common 594960106 180 4,710 Defined 1,2 3,860 850
MICROSTRATEGY Common 594972101 317 11,606 Defined 1,2 8,106 3,500
MICROCHIP TECHNOLOGY INC Common 595017104 4,602 139,194 Defined 1,2 42,094 97,100
MICROCELL TELECOMMUNICATIONS INC. Common 59501T304 609 20,968 Defined 1,2 16,268 4,700
MICROMUSE INC Common 595094103 2,890 14,384 Defined 1,2 11,484 2,900
MICRON ELECTRONICS INC Common 595100108 352 39,131 Defined 1,2 32,231 6,900
MICRON TECHNOLOGY INC Common 595112103 27,960 607,817 Defined 1,2 288,641 319,176
MICROSEMI CORP Common 595137100 210 5,511 Defined 1,2 4,536 975
MICROTUNE INE Common 59514P109 822 15,350 Defined 1,2 12,650 2,700
MID-AMERICA APT CMNTYS INC REIT 59522J103 236 9,849 Defined 1,2 6,749 3,100
</TABLE>
<PAGE> 46
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MID-ATLANTIC REALTY TRUST REIT 595232109 89 7,508 Defined 1,2 5,308 2,200
MID ATLANTIC MEDICAL SVCS Common 59523C107 1,289 85,200 Defined 1,2 25,800 59,400
MID-STATE BANCSHARES Common 595440108 143 4,589 Defined 1,2 3,764 825
MIDAS INC Common 595626102 357 25,504 Defined 1,2 8,304 17,200
MID AMERICA BANCORP/KY Common 595915109 113 4,315 Defined 1,2 3,543 772
MIDLAND CO Common 597486109 103 3,885 Defined 1,2 3,185 700
MIDWEST EXPRESS HOLDINGS INC Common 597911106 469 23,315 Defined 1,2 7,615 15,700
MIDWAY GAMES INC Common 598148104 438 62,563 Defined 1,2 20,354 42,209
MIDWEST BANC HOLDINGS INC Common 598251106 61 4,346 Defined 1,2 3,571 775
MIKASA INC Common 59862T109 113 6,894 Defined 1,2 5,694 1,200
MIIX GROUP INC Common 59862V104 48 5,825 Defined 1,2 4,825 1,000
MILACRON INC Common 598709103 774 58,152 Defined 1,2 18,852 39,300
MILLENNIUM PHARMACEUTICALS Common 599902103 17,362 118,866 Defined 1,2 33,226 85,640
MILLENNIUM CHEMICALS INC Common 599903101 397 26,799 Defined 1,2 22,099 4,700
MILLER (HERMAN) INC Common 600544100 2,962 92,370 Defined 1,2 27,854 64,516
MILLIPORE CORP Common 601073109 2,437 50,312 Defined 1,2 23,705 26,607
MILLS CORP REIT 601148109 240 12,678 Defined 1,2 8,878 3,800
MINE SAFETY APPLIANCES CO Common 602720104 162 7,348 Defined 1,2 4,825 2,523
MINERALS TECHNOLOGIES INC Common 603158106 1,112 24,164 Defined 1,2 7,227 16,937
MINIMED INC Common 60365K108 7,218 80,760 Defined 1,2 22,660 58,100
MINNESOTA MINING & MFG CO Common 604059105 39,502 433,488 Defined 1,2 202,464 231,024
MIPS TECHNOLOGIES INC COM Common 604567107 452 9,829 Defined 1,2 4,439 5,390
MIRAVANT MEDICAL TECH Common 604690107 191 8,780 Defined 1,2 6,080 2,700
MISSISSIPPI CHEMICAL CORP Common 605288208 173 43,364 Defined 1,2 14,121 29,243
MISSISSIPPI VY BANCSHARES Common 605720101 98 3,812 Defined 1,2 3,137 675
MITCHELL ENERGY & DEVL Common 606592202 928 19,905 Defined 1,2 16,405 3,500
MITEL CORP Common 606711109 1,295 63,155 Defined 1,2 48,855 14,300
MITSUBISHI CORP ADR 606769305 7,153 444,201 Defined 1,2 344,051 100,150
MITSUI & CO LTD ADR 606827202 5,706 44,755 Defined 1,2 34,884 9,871
MOBILE TELESYSTEMS ADR 607409109 205 8,097 Defined 1,2 6,997 1,100
MOBILE MINI INC Common 60740F105 91 4,710 Defined 1,2 3,860 850
Modem Media Poppe Ty Common 607533106 42 9,806 Defined 1,2 8,106 1,700
MODERN TIMES GRP ADR 607698107 279 2,144 Defined 1,2 1,644 500
MODINE MFG CO Common 607828100 972 34,497 Defined 1,2 10,312 24,185
MODIS PROFESSIONAL SVC Common 607830106 586 113,026 Defined 1,2 34,119 78,907
MOHAWK INDUSTRIES INC Common 608190104 1,359 62,283 Defined 1,2 18,883 43,400
MOLECULAR DEVICES CORP Common 60851C107 600 6,107 Defined 1,2 3,792 2,315
MOLEX INC Common 608554101 11,703 214,981 Defined 1,2 100,671 114,310
MOLEX INC Common 608554200 12 300 Defined 1,2 0 300
MONACO COACH CORP Common 60886R103 517 31,322 Defined 1,2 10,222 21,100
ROBERT MONDAVI CORP Common 609200100 139 3,399 Defined 1,2 2,799 600
MONTANA POWER CO Common 612085100 4,144 124,167 Defined 1,2 37,305 86,862
MONTEDISON SPA ADR 612376707 3,910 199,234 Defined 1,2 154,164 45,070
MONY GROUP Common 615337102 2,566 64,340 Defined 1,2 26,340 38,000
MOOG INC -CL A Common 615394202 110 3,642 Defined 1,2 2,992 650
MOORE CORP LTD Common 615785102 0 100 Defined 1,2 0 100
MORGAN (J P) & CO Common 616880100 28,268 173,025 Defined 1,2 81,728 91,297
MORGAN KEEGAN INC Common 617410105 830 47,436 Defined 1,2 15,436 32,000
MORGAN STANLEY DEAN WITTER Common 617446448 112,377 1,228,998 Defined 1,2 575,410 653,588
MORRISON MANAGEMENT SPECIAL Common 618459101 619 20,957 Defined 1,2 6,857 14,100
MOTIENT CORPORATION Common 619908106 283 20,002 Defined 1,2 16,502 3,500
MOTOROLA INC Common 620076109 66,631 2,358,630 Defined 1,2 1,114,829 1,243,801
MOVADO GROUP INC Common 624580106 86 4,940 Defined 1,2 4,053 887
MPOWER COMMUNICATIONS CORP Common 62473J106 189 21,705 Defined 1,2 17,805 3,900
MP3.COM, INC. Common 62473M109 109 27,578 Defined 1,2 22,678 4,900
</TABLE>
<PAGE> 47
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MUELLER INDUSTRIES Common 624756102 1,284 57,206 Defined 1,2 18,606 38,600
MULTEX.COM INC Common 625367107 203 11,847 Defined 1,2 9,747 2,100
MURPHY OIL CORP Common 626717102 3,416 52,699 Defined 1,2 15,902 36,797
MUSICLAND STORES CORP Common 62758B109 93 13,205 Defined 1,2 10,905 2,300
MUTUAL RISK MANAGEMENT LTD Common 628351108 1,509 68,764 Defined 1,2 22,232 46,532
MYERS INDUSTRIES INC Common 628464109 455 35,851 Defined 1,2 11,662 24,189
MYLAN LABORATORIES Common 628530107 4,367 162,114 Defined 1,2 44,103 118,011
MYRIAD GENETICS INC Common 62855J104 743 8,598 Defined 1,2 6,948 1,650
MYPOINTS COM INC Common 62855T102 64 11,684 Defined 1,2 9,644 2,040
NABI Common 628716102 101 14,470 Defined 1,2 11,870 2,600
NAHC INC Common 62874P107 0 7,600 Defined 1,2 0 7,600
N B T BANCORP INC Common 628778102 88 7,326 Defined 1,2 6,003 1,323
NBTY INC Common 628782104 757 115,853 Defined 1,2 37,253 78,600
NCH CORP Common 628850109 222 6,274 Defined 1,2 1,927 4,347
NCI BUILDING SYSTEMS INC Common 628852105 108 7,380 Defined 1,2 6,080 1,300
NCL HOLDING ASA ADR 628853103 62 5,987 Defined 1,2 5,887 100
NCO GROUP INC Common 628858102 358 30,161 Defined 1,2 9,061 21,100
NCR CORP Common 62886E108 3,942 104,249 Defined 1,2 49,089 55,160
NCT GROUP INC Common 62888Q109 35 111,472 Defined 1,2 91,772 19,700
NS GROUP INC Common 628916108 172 8,641 Defined 1,2 7,141 1,500
NEC CORP ADR 629050204 20,168 181,085 Defined 1,2 140,785 40,300
NL INDUSTRIES Common 629156407 434 20,493 Defined 1,2 16,888 3,605
NPC INTERNATIONAL INC Common 629360306 89 9,127 Defined 1,2 7,527 1,600
NPS PHARMACEUTICALS INC Common 62936P103 544 9,613 Defined 1,2 7,913 1,700
NTL INC Common 629407107 2,875 62,068 Defined 1,2 51,340 10,728
NTT DOCOMO ticker NTDMY xhld 70%off ADR 62942M201 82,530 575,365 Defined 1,2 445,565 129,800
NUI CORP Common 629430109 649 21,500 Defined 1,2 7,000 14,500
NVR INC Common 62944T105 1,198 14,785 Defined 1,2 4,785 10,000
NX NETWORKS Common 629478108 91 13,787 Defined 1,2 11,387 2,400
NYMAGIC INC Common 629484106 56 3,763 Defined 1,2 3,088 675
NABISCO HLDGS CORP -CL A Common 629526104 1,122 20,877 Defined 1,2 17,177 3,700
NABISCO GROUP HOLDINGS Common 62952P102 10,170 356,849 Defined 1,2 167,246 189,603
NABORS INDUSTRIES Common 629568106 8,999 171,746 Defined 1,2 51,689 120,057
NACCO INDUSTRIES -CL A Common 629579103 139 3,302 Defined 1,2 2,702 600
NANOGEN INC Common 630075109 162 8,352 Defined 1,2 6,852 1,500
NANOMETRICS INC Common 630077105 243 4,540 Defined 1,2 3,725 815
NASH FINCH CO Common 631158102 198 18,947 Defined 1,2 6,147 12,800
NASHUA CORP Common 631226107 84 9,917 Defined 1,2 3,217 6,700
NATIONAL AUSTRALIA BK -ADS ADR 632525408 11,499 165,753 Defined 1,2 129,353 36,400
NATIONAL BANK OF GREECE ADR 633643408 609 72,183 Defined 1,2 70,083 2,100
NATIONAL BEVERAGE CORP Common 635017106 54 7,380 Defined 1,2 6,080 1,300
NATIONAL CITY BANCORP/MN Common 635312101 64 3,424 Defined 1,2 2,799 625
NATIONAL CITY CORP Common 635405103 14,653 662,293 Defined 1,2 310,861 351,432
NATIONAL COMM BANCORP/TN Common 635449101 4,772 239,369 Defined 1,2 71,837 167,532
NATIONAL DATA CORP Common 635621105 1,806 55,047 Defined 1,2 17,947 37,100
SHERWOOD GROUP INC Common 635646102 1,081 34,930 Defined 1,2 11,330 23,600
NATIONAL EQUIPMENT SERVICES Common 635847106 44 8,934 Defined 1,2 7,334 1,600
NATIONAL FUEL GAS CO Common 636180101 2,590 46,207 Defined 1,2 13,979 32,228
NATIONAL GOLF PPTYS INC REIT 63623G109 143 6,918 Defined 1,2 5,018 1,900
NATIONAL GRID ADR 636274102 6,886 159,667 Defined 1,2 126,337 33,330
NATIONAL HEALTH INVS INC REIT 63633D104 0 -2 Defined 1,2 -2 0
NATIONAL INFORMATION CONSORTIUM INC Common 636491102 86 21,556 Defined 1,2 17,756 3,800
NATIONAL INSTRUMENTS CORP Common 636518102 3,703 83,927 Defined 1,2 27,177 56,750
NATIONAL-OILWELL Common 637071101 839 26,856 Defined 1,2 22,104 4,752
NATIONAL PENN BANCSHARES INC Common 637138108 138 7,179 Defined 1,2 5,904 1,275
</TABLE>
<PAGE> 48
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
NATIONAL PRESTO INDS INC Common 637215104 346 11,553 Defined 1,2 3,753 7,800
NATIONAL PROCESSING INC Common 637229105 286 20,488 Defined 1,2 16,888 3,600
NATIONAL R V HOLDINGS INC Common 637277104 39 3,885 Defined 1,2 3,185 700
NATIONAL SEMICONDUCTOR CORP Common 637640103 7,764 192,905 Defined 1,2 90,746 102,159
NATIONAL SERVICE INDS INC Common 637657107 876 44,794 Defined 1,2 21,063 23,731
NATIONAL STEEL CORP -CL B Common 637844309 50 16,800 Defined 1,2 13,800 3,000
NATL WSTN LIFE INS CO -CL A Common 638522102 96 1,312 Defined 1,2 1,062 250
NATL WESTMINSTER BANK ADR 638539403 4,975 42,700 Defined 1,2 0 42,700
NATIONSRENT INC Common 638588103 93 23,693 Defined 1,2 19,493 4,200
NATIONWIDE FINANCIAL SERVICES INC Common 638612101 367 9,810 Defined 1,2 8,010 1,800
NATIONWIDE HEALTH PPTYS INC REIT 638620104 399 25,056 Defined 1,2 17,756 7,300
NATURAL MICROSYSTEMS CORP Common 638882100 721 13,402 Defined 1,2 11,002 2,400
NATURES SUNSHINE PRODS INC Common 639027101 224 30,142 Defined 1,2 8,997 21,145
NAUTICA ENTERPRISES INC Common 639089101 672 51,953 Defined 1,2 16,853 35,100
NAVISTAR INTERNATIONL Common 63934E108 1,966 65,658 Defined 1,2 30,912 34,746
NAVISITE INC Common 63935M109 612 22,721 Defined 1,2 18,721 4,000
NAVIGANT CONSULTING Common 63935N107 167 48,651 Defined 1,2 14,651 34,000
NEIMAN-MARCUS GROUP INC Common 640204202 1,802 55,553 Defined 1,2 16,753 38,800
NELSON (THOMAS) INC Common 640376109 193 23,524 Defined 1,2 7,712 15,812
NEOFORMA.COM INC Common 640475109 104 27,964 Defined 1,2 23,064 4,900
NEON COMMUNICATIONS INC Common 640506101 237 6,797 Defined 1,2 5,597 1,200
NEON SYSTEMS INC Common 640509105 40 3,642 Defined 1,2 2,992 650
NEORX CORPORATION Common 640520300 233 9,517 Defined 1,2 7,817 1,700
NEOSE Common 640522108 272 5,632 Defined 1,2 4,632 1,000
NEPTUNE ORIENT LINES ADR 640773206 362 101,056 Defined 1,2 79,356 21,700
NERA AS ADR 640806105 65 10,789 Defined 1,2 10,389 400
NEOPHARM INC Common 640919106 79 2,000 Defined 1,2 1,600 400
NETBANK INC Common 640933107 143 12,136 Defined 1,2 10,036 2,100
NETWORK ASSOCIATES INC Common 640938106 3,669 162,164 Defined 1,2 48,730 113,434
NESTLE S A ADR 641069406 44,950 431,629 Defined 1,2 330,781 100,848
NET.GENESIS CORP Common 64107E107 74 8,546 Defined 1,2 7,006 1,540
NET PERCEPTIONS INC Common 64107U101 51 10,778 Defined 1,2 8,878 1,900
NET2PHONE, INC. Common 64108N106 164 7,283 Defined 1,2 5,983 1,300
NETCENTIVES INC Common 64108P101 129 16,798 Defined 1,2 13,848 2,950
NETCOM AB ADR 64108R107 2,754 53,937 Defined 1,2 42,537 11,400
Netcreations Inc Common 64110N102 67 6,311 Defined 1,2 5,211 1,100
NETEGRITY INC Common 64110P107 826 11,799 Defined 1,2 9,699 2,100
NETERGY NETWORKS INC Common 64111F108 69 7,673 Defined 1,2 6,273 1,400
NETGURU INC Common 64111K107 91 5,339 Defined 1,2 4,439 900
NETMANAGE INC Common 641144100 55 26,063 Defined 1,2 21,423 4,640
NETOPIA INC Common 64114K104 77 6,990 Defined 1,2 5,790 1,200
Netobjects Inc Common 64114L102 39 12,429 Defined 1,2 10,229 2,200
NETRO CORP Common 64114R109 1,208 20,395 Defined 1,2 16,695 3,700
NETSOL INTERNATIONAL INC Common 64115A105 64 4,249 Defined 1,2 3,474 775
NETSPEAK CORP Common 64115D109 64 5,632 Defined 1,2 4,632 1,000
Netsolve Inc Common 64115J106 42 5,825 Defined 1,2 4,825 1,000
NETPLIANCE INC Common 64115K103 37 24,469 Defined 1,2 20,169 4,300
NETIQ CORP Common 64115P102 470 7,158 Defined 1,2 5,847 1,311
NETSCOUT SYSTEMS INC Common 64115T104 251 10,585 Defined 1,2 8,685 1,900
Netsilicon Inc Common 64115X105 52 2,477 Defined 1,2 2,027 450
Netratings Inc Common 64116M108 244 13,012 Defined 1,2 10,712 2,300
NETWORK EQUIPMENT TECH INC Common 641208103 381 35,691 Defined 1,2 11,591 24,100
NETWORK APPLIANCE INC Common 64120L104 42,985 337,466 Defined 1,2 159,726 177,740
NETWORK ACCESS SOLUTIONS Common 64120S109 79 19,033 Defined 1,2 15,633 3,400
NETWORK ENGINES INC Common 64121A107 531 12,964 Defined 1,2 10,664 2,300
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
NETWORK PERIPHERALS INC Common 64121R100 106 6,215 Defined 1,2 5,115 1,100
NETWORK PLUS CORP Common 64122D506 209 24,274 Defined 1,2 20,024 4,250
NET2000 COMMUNICATIONS INC Common 64122G103 97 15,245 Defined 1,2 12,545 2,700
NETZERO INC Common 64122R109 90 42,433 Defined 1,2 34,933 7,500
NETWORK COMMERCE INC Common 64122T105 126 22,528 Defined 1,2 18,528 4,000
Netzee Inc Common 64122W108 33 8,545 Defined 1,2 7,045 1,500
NEUBERGER BERMAN INC Common 641234109 1,224 19,904 Defined 1,2 16,404 3,500
NEUROGEN CORP Common 64124E106 246 7,911 Defined 1,2 5,211 2,700
NEUROCRINE BIOSCIENCES INC Common 64125C109 402 8,934 Defined 1,2 7,334 1,600
NEW CENTURY FINANCIAL CORP Common 64352D101 70 5,997 Defined 1,2 4,922 1,075
NEW ENGLAND BUSINESS SVC INC Common 643872104 405 22,319 Defined 1,2 7,319 15,000
NEW ERA OF NETWORKS INC Common 644312100 432 17,773 Defined 1,2 11,773 6,000
NEWFOCUS INC Common 644383101 159 2,016 Defined 1,2 1,641 375
NEW HORIZONS WORLDWIDE INC Common 645526104 47 3,885 Defined 1,2 3,185 700
NEW JERSEY RESOURCES Common 646025106 1,190 29,300 Defined 1,2 9,600 19,700
NEW PLAN EXCEL REALTY TRUST REIT 648053106 655 47,830 Defined 1,2 34,470 13,360
NEW WORLD DEV LTD ADR 649274305 1,694 594,880 Defined 1,2 464,080 130,800
NEW YORK TIMES CO -CL A Common 650111107 7,132 181,421 Defined 1,2 85,430 95,991
NEWELL RUBBERMAID INC Common 651229106 6,692 293,337 Defined 1,2 136,427 156,910
NEWFIELD EXPLORATION CO Common 651290108 3,317 71,038 Defined 1,2 23,238 47,800
NEWMONT MINING CORP Common 651639106 3,122 183,627 Defined 1,2 86,190 97,437
NEWPARK RESOURCES Common 651718504 259 28,044 Defined 1,2 23,064 4,980
NEWPORT CORP Common 651824104 1,809 11,361 Defined 1,2 9,361 2,000
NEWPORT NEWS SHIPBUILDING Common 652228107 1,550 35,741 Defined 1,2 10,687 25,054
NEWS CORP LTD ADR 652487703 24,393 435,102 Defined 1,2 336,002 99,100
NEWSEDGE CORP Common 65249Q106 5 2,800 Defined 1,2 0 2,800
NEXTERA Common 65332E101 46 12,526 Defined 1,2 10,326 2,200
NEXELL THERAPEUTICS INC Common 65332H203 70 7,574 Defined 1,2 6,225 1,349
NEXTCARD INC Common 65332K107 194 21,363 Defined 1,2 17,563 3,800
NEXTEL COMMUNICATIONS Common 65332V103 38,365 820,639 Defined 1,2 388,851 431,788
NEXT LEVEL COMMUNICATION INC Common 65333U104 2,196 33,208 Defined 1,2 27,358 5,850
NIAGARA MOHAWK POWER Common 653520106 2,751 174,685 Defined 1,2 82,002 92,683
NICE SYSTEMS LTD ADR 653656108 351 4,871 Defined 1,2 3,871 1,000
NICOR INC Common 654086107 1,826 50,449 Defined 1,2 23,695 26,754
NIKE INC -CL B Common 654106103 11,798 294,486 Defined 1,2 138,021 156,465
NIKU CORP Common 654113109 80 3,277 Defined 1,2 2,702 575
99 CENTS ONLY STORES Common 65440K106 2,838 56,543 Defined 1,2 18,278 38,265
NIPPON TELEGRPH & TELE ADR 654624105 87,299 1,781,608 Defined 1,2 1,384,930 396,678
NISOURCE INC Common 65473P105 3,471 142,398 Defined 1,2 42,790 99,608
NISSAN MOTOR CO LTD ADR 654744408 7,723 690,311 Defined 1,2 529,711 160,600
NOBLE AFFILIATES INC Common 654894104 2,426 65,354 Defined 1,2 19,762 45,592
NOKIA CORP ADR 654902204 97,235 2,442,329 Defined 1,2 1,887,529 554,800
NOBLE DRILLING CORP Common 655042109 7,880 156,807 Defined 1,2 47,147 109,660
NORDSON CORP Common 655663102 1,081 38,010 Defined 1,2 11,466 26,544
NORDSTROM INC Common 655664100 2,215 142,339 Defined 1,2 67,089 75,250
NORFOLK SOUTHERN CORP Common 655844108 6,097 416,923 Defined 1,2 195,925 220,998
NORMANDY MINING LTD ADR 656190204 790 95,713 Defined 1,2 75,425 20,288
NORSK HYDRO AS ADR 656531605 5,484 129,600 Defined 1,2 100,720 28,880
NORTEK INC Common 656559101 76 4,371 Defined 1,2 3,571 800
NORTEL NETWORKS CORP Common 656568102 198,542 3,333,344 Defined 1,2 1,527,221 1,806,123
NORTH FORK BANCORPORATION Common 659424105 4,433 204,986 Defined 1,2 61,642 143,344
NORTH PITTSBURGH SYSTEMS Common 661562108 83 6,118 Defined 1,2 5,018 1,100
NORTHEAST UTILITIES Common 664397106 3,789 174,698 Defined 1,2 52,551 122,147
NORTHERN TRUST CORP Common 665859104 21,532 242,276 Defined 1,2 114,072 128,204
NORTHFIELD LABORATORIES INC Common 666135108 90 7,129 Defined 1,2 4,729 2,400
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
NORTHPOINT COMMUNICATIONS GROUP INC Common 666610100 464 52,246 Defined 1,2 42,846 9,400
NORTHROP GRUMMAN CORP Common 666807102 7,020 77,254 Defined 1,2 36,401 40,853
NORTHWEST AIRLINES CORP Common 667280101 842 34,278 Defined 1,2 28,178 6,100
NORTHWEST BANCORP INC PA Common 667328108 161 19,223 Defined 1,2 15,823 3,400
NORTHWEST NATURAL GAS CO Common 667655104 951 41,791 Defined 1,2 13,591 28,200
NORTHWESTERN CORP Common 668074107 750 38,450 Defined 1,2 12,550 25,900
NOVA CHEMICALS CORP Common 66977W109 962 50,476 Defined 1,2 38,547 11,929
NOVA CHEMICALS CORP Common 669784100 1,411 82,376 Defined 1,2 24,776 57,600
NOVAMED EYECARE INC Common 66986W108 26 9,806 Defined 1,2 8,106 1,700
NOVARTIS AG ADR 66987V109 55,682 1,439,279 Defined 1,2 1,122,353 316,926
NU HORIZONS ELEC CORP Common 669908105 114 4,103 Defined 1,2 3,378 725
NOVACARE INC Common 669930109 0 7,600 Defined 1,2 0 7,600
NOVADIGM INC Common 669937104 116 7,476 Defined 1,2 6,176 1,300
NUANCE COMMUNICATIONS INC Common 669967101 1,501 12,333 Defined 1,2 10,133 2,200
NOVELL INC Common 670006105 3,520 354,246 Defined 1,2 166,007 188,239
NOVELLUS SYSTEMS INC Common 670008101 6,677 143,394 Defined 1,2 67,234 76,160
NOVEN PHARMACEUTICALS INC Common 670009109 1,676 39,197 Defined 1,2 11,897 27,300
NOVO-NORDISK A/S -ADR ADR 670100205 7,755 69,868 Defined 1,2 54,068 15,800
NOVOSTE CORP Common 67010C100 345 8,108 Defined 1,2 5,308 2,800
NU SKIN ASIA PACIFIC Common 67018T105 94 14,219 Defined 1,2 10,519 3,700
NUCENTRIX BROADBAND NETWORKS Common 670198100 106 4,128 Defined 1,2 3,378 750
NSTAR BEN INT Common 67019E107 2,550 63,349 Defined 1,2 19,049 44,300
N2h2 Inc Common 67019F104 23 9,127 Defined 1,2 7,527 1,600
NUCOR CORP Common 670346105 2,691 89,318 Defined 1,2 42,014 47,304
NUEVO ENERGY CO Common 670509108 534 29,080 Defined 1,2 9,480 19,600
NUMAC ENERGY INC Common 67052A103 207 52,539 Defined 1,2 40,439 12,100
NUMERICAL TECHNOLOGIES INC Common 67053T101 347 12,040 Defined 1,2 9,940 2,100
NVIDIA Common 67066G104 6,212 75,874 Defined 1,2 22,774 53,100
NYCOMED AMERSHAM PLC ADR ADR 67066H102 562 11,587 Defined 1,2 11,387 200
NYFIX INC Common 670712108 1,855 41,453 Defined 1,2 13,753 27,700
O CHARLEYS INC Common 670823103 78 6,311 Defined 1,2 5,211 1,100
OGE ENERGY CORP Common 670837103 1,945 91,284 Defined 1,2 27,564 63,720
OM GROUP INC Common 670872100 1,724 39,519 Defined 1,2 12,869 26,650
OMV AG ADR 670875509 1,125 77,846 Defined 1,2 59,296 18,550
OSI PHARMACEUTICAL INC Common 671040103 748 10,682 Defined 1,2 8,782 1,900
OTG SOFTWARE INC Common 671059103 421 10,292 Defined 1,2 8,492 1,800
OAK TECHNOLOGY INC Common 671802106 577 21,070 Defined 1,2 17,370 3,700
OAKLEY INC Common 673662102 645 36,751 Defined 1,2 22,871 13,880
OBJECTIVE SYSTEM INTEGRATORS Common 674424106 129 14,856 Defined 1,2 12,256 2,600
OCCIDENTAL PETROLEUM CORP Common 674599105 8,752 401,251 Defined 1,2 188,610 212,641
OCE NV ADR 674627203 669 42,164 Defined 1,2 32,764 9,400
SEAGULL ENERGY CORP Common 67481E106 3,029 196,192 Defined 1,2 58,990 137,202
OCEANEERING INTERNATIONAL Common 675232102 632 38,023 Defined 1,2 12,323 25,700
OCEANFIRST FINANCIAL CORP Common 675234108 100 4,832 Defined 1,2 3,957 875
OCULAR SCIENCES CORP Common 675744106 163 13,620 Defined 1,2 7,720 5,900
OCWEN FINANCIAL CORP Common 675746101 145 24,762 Defined 1,2 20,362 4,400
OFFICE DEPOT INC Common 676220106 2,612 334,389 Defined 1,2 156,275 178,114
OFFICEMAX INC Common 67622M108 473 132,680 Defined 1,2 39,920 92,760
OFFSHORE LOGISTICS Common 676255102 626 34,994 Defined 1,2 11,394 23,600
OGDEN CORP Common 676346109 787 58,038 Defined 1,2 17,542 40,496
OHIO CASUALTY CORP Common 677240103 447 70,402 Defined 1,2 21,302 49,100
LUKOIL ADR 677862104 5,013 87,027 Defined 1,2 68,127 18,900
OLD KENT FINANCIAL CORP Common 679833103 4,336 149,846 Defined 1,2 70,319 79,527
OLD NATIONAL BANCORP Common 680033107 692 22,863 Defined 1,2 18,668 4,195
OLD REPUBLIC INTL CORP Common 680223104 3,312 137,637 Defined 1,2 41,493 96,144
</TABLE>
<PAGE> 51
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
OLIN CORP Common 680665205 854 52,742 Defined 1,2 15,902 36,840
OLYMPUS OPTICAL ADR 681627204 2,297 149,873 Defined 1,2 116,273 33,600
OMNICARE INC Common 681904108 1,923 119,279 Defined 1,2 32,575 86,704
OMNICOM GROUP Common 681919106 13,966 191,478 Defined 1,2 91,139 100,339
OMEGA HEALTHCARE INVS INC REIT 681936100 20 3,300 Defined 1,2 0 3,300
1-800 CONTACTS INC Common 681977104 241 5,027 Defined 1,2 4,127 900
OMEGA FINL CORP Common 682092101 107 3,545 Defined 1,2 2,895 650
OMNOVA SOLUTIONS Common 682129101 367 65,986 Defined 1,2 21,286 44,700
OMNISKY CORPORATION Common 68213L103 108 5,300 Defined 1,2 4,300 1,000
ON ASSIGNMENT INC Common 682159108 1,196 38,124 Defined 1,2 12,424 25,700
ON COMMAND CORP Common 682160106 150 12,236 Defined 1,2 10,036 2,200
ON SEMICONDUCTOR CORPORATION Common 682189105 132 12,138 Defined 1,2 9,998 2,140
ONCOR INC Common 682311105 0 600 Defined 1,2 0 600
1-800-FLOWERS.COM. INC. Common 68243Q106 53 10,584 Defined 1,2 8,734 1,850
ONEIDA LTD Common 682505102 91 6,554 Defined 1,2 5,404 1,150
ONEOK INC Common 682680103 1,273 32,020 Defined 1,2 15,222 16,798
ONI SYSTEMS CORP Common 68273F103 4,316 50,006 Defined 1,2 41,206 8,800
ON2 COM INC Common 68338A107 25 10,003 Defined 1,2 8,203 1,800
ONYX SOFTWARE CORP Common 683402101 304 14,759 Defined 1,2 12,159 2,600
OPEN MARKET Common 68370M100 154 24,440 Defined 1,2 15,440 9,000
VIMPEL-COMMUNICATIONS ADR 68370R109 287 14,836 Defined 1,2 11,536 3,300
OPTICAL CABLE CORP Common 683827109 372 15,245 Defined 1,2 12,545 2,700
Optio Software Inc Common 68389J106 14 6,990 Defined 1,2 5,790 1,200
ORACLE CORP Common 68389X105 240,484 3,053,767 Defined 1,2 1,439,101 1,614,666
ORATEC INTERVENTIONS INC Common 68554M108 109 8,934 Defined 1,2 7,334 1,600
ORBITAL ENGN ADR 685563306 14 1,600 Defined 1,2 1,300 300
ORBITAL SCIENCES CORP Common 685564106 524 62,538 Defined 1,2 20,238 42,300
ORCHID BIOSCIENCES INC Common 68571P100 452 13,303 Defined 1,2 10,963 2,340
ORGANOGENESIS INC Common 685906109 886 60,288 Defined 1,2 18,403 41,885
OREILY AUTOMOTIVE INC Common 686091109 1,249 85,400 Defined 1,2 27,700 57,700
ORGANIC INC Common 68617E101 160 35,540 Defined 1,2 29,240 6,300
ORIGIN ENERGY LTD ADR 68618R101 328 79,587 Defined 1,2 62,012 17,575
ORIENTAL FINANCIAL GROUP Common 68618W100 87 5,632 Defined 1,2 4,632 1,000
ORIX CORP ADR 686330101 4,989 85,645 Defined 1,2 68,345 17,300
ORTHODONTIC CENTERS OF AMER Common 68750P103 3,112 93,431 Defined 1,2 26,431 67,000
OSCA INC Common 687836106 37 2,234 Defined 1,2 1,834 400
OSHKOSH B'GOSH INC Common 688222207 306 20,113 Defined 1,2 6,483 13,630
OSHKOSH TRUCK Common 688239201 1,069 27,590 Defined 1,2 8,990 18,600
Osicom Technologies Common 688271501 117 4,710 Defined 1,2 3,860 850
OSMONICS INC Common 688350107 46 5,729 Defined 1,2 4,729 1,000
OSTEOTECH INC Common 688582105 231 24,162 Defined 1,2 7,512 16,650
OTTAWA SAVINGS Common 689389104 78 2,714 Defined 1,2 2,230 484
OTTER TAIL POWER CO Common 689648103 222 9,613 Defined 1,2 7,913 1,700
O2WIRELESS SOLUTIONS INC Common 689803104 174 9,025 Defined 1,2 7,400 1,625
OUTBACK STEAKHOUSE INC Common 689899102 2,486 91,646 Defined 1,2 27,614 64,032
OVERSEAS SHIPHOLDING GROUP Common 690368105 1,096 40,028 Defined 1,2 12,049 27,979
OWENS & MINOR INC Common 690732102 930 59,057 Defined 1,2 17,807 41,250
OWENS-ILLINOIS INC Common 690768403 1,475 159,422 Defined 1,2 75,131 84,291
OXFORD HEALTH PLANS INC Common 691471106 3,278 106,660 Defined 1,2 29,708 76,952
OXFORD INDUSTRIES INC Common 691497309 228 12,736 Defined 1,2 4,136 8,600
PC CONNECTION INC Common 69318J100 551 9,662 Defined 1,2 7,962 1,700
Pc-Tel Inc Common 69325Q105 169 7,283 Defined 1,2 5,983 1,300
P-COM INC Common 693262107 857 129,321 Defined 1,2 42,121 87,200
PACIFIC GAS & ELECTRIC Common 69331C108 10,142 419,316 Defined 1,2 197,197 222,119
PFF BANCORP INC Common 69331W104 118 5,414 Defined 1,2 4,439 975
</TABLE>
<PAGE> 52
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PE CORP Common 69332S102 26,352 226,199 Defined 1,2 106,651 119,548
CELERA GENOMICS Common 69332S201 2,284 22,922 Defined 1,2 18,702 4,220
P F Changs China Bis Common 69333Y108 146 4,224 Defined 1,2 3,474 750
PICO HOLDINGS INC Common 693366205 89 6,797 Defined 1,2 5,597 1,200
PLX TECHNOLOGY INC Common 693417107 240 8,934 Defined 1,2 7,334 1,600
PMA CAP CORP CL A Common 693419202 161 8,934 Defined 1,2 7,334 1,600
PMC-SIERRA INC Common 69344F106 65 300 Defined 1,2 0 300
PMI GROUP INC Common 69344M101 3,525 52,036 Defined 1,2 15,614 36,422
PNC FINANCIAL SERVICES Common 693475105 20,582 316,646 Defined 1,2 148,114 168,532
PPG INDUSTRIES INC Common 693506107 7,579 190,977 Defined 1,2 89,278 101,699
PPL CORPORATION Common 69351T106 6,594 157,931 Defined 1,2 74,359 83,572
PRI AUTOMATION INC Common 69357H106 234 12,820 Defined 1,2 7,720 5,100
PS BUSINESS PARK INC REIT 69360J107 27 1,000 Defined 1,2 0 1,000
INTI INDORAYON UTAMA ADR 69364L207 2 11,073 Defined 1,2 7,150 3,923
PT TRI POLYTA INDONSIA ADR 69365B109 1 1,200 Defined 1,2 1,100 100
PT PASIFIK SATELIT NUSANTARA ADR 69365Q106 175 15,026 Defined 1,2 11,726 3,300
PSS WORLD MEDICAL INC. Common 69366A100 334 92,044 Defined 1,2 25,169 66,875
PTEK TECHNOLOGIES INC Common 69366M104 60 19,447 Defined 1,2 16,019 3,428
PACCAR INC Common 693718108 3,092 83,429 Defined 1,2 39,457 43,972
PAC-WEST TELECOM INC Common 69371Y101 133 14,566 Defined 1,2 11,966 2,600
PACIFIC CAPITAL BANCORP Common 69404P101 268 10,001 Defined 1,2 8,201 1,800
PACIFIC CENTURY FINANCIAL Common 694058108 1,596 93,207 Defined 1,2 28,047 65,160
PACIFIC CENTURY CYBERWORKS ADR 694059106 3,388 307,996 Defined 1,2 228,741 79,255
PACIFIC DUNLOP LTD ADR 694185208 445 145,175 Defined 1,2 112,785 32,390
PACIFIC GULF PROPERTIES INC REIT 694396102 297 11,117 Defined 1,2 7,817 3,300
PACIFIC NORTHWEST BANCORP Common 69466M103 82 6,361 Defined 1,2 5,211 1,150
PACIFIC SUNWEAR CALIF INC Common 694873100 988 52,716 Defined 1,2 17,141 35,575
PACIFICARE HEALTH SYSTEMS Common 695112102 1,595 45,814 Defined 1,2 12,335 33,479
PACKAGING CORP OF AMERICA Common 695156109 475 42,919 Defined 1,2 35,319 7,600
PACKARD BIOSCIENCE COMPANY Common 695172205 488 25,051 Defined 1,2 20,651 4,400
PACKETEER INC Common 695210104 416 10,971 Defined 1,2 9,071 1,900
PACTIV CORPORATION Common 695257105 2,068 184,823 Defined 1,2 86,923 97,900
PAINE WEBBER GROUP Common 695629105 10,978 161,138 Defined 1,2 75,342 85,796
PALL CORP Common 696429307 2,700 135,441 Defined 1,2 63,446 71,995
PALM HARBOR HOMES INC Common 696639103 128 9,281 Defined 1,2 7,624 1,657
PALM INC Common 696642107 32,369 611,450 Defined 1,2 289,044 322,406
PANAMSAT CORP Common 697933109 246 7,693 Defined 1,2 6,369 1,324
PAN PACIFIC RETAIL PROPERTIES INC REIT 69806L104 232 11,606 Defined 1,2 8,106 3,500
PANERA BREAD COMPANY Common 69840W108 433 20,766 Defined 1,2 6,766 14,000
THE PANTRY INC Common 698657103 97 7,380 Defined 1,2 6,080 1,300
PAPA JOHNS INTERNATIONAL INC Common 698813102 716 28,564 Defined 1,2 8,464 20,100
PARADIGM GENETICS INC Common 69900R106 248 10,389 Defined 1,2 8,589 1,800
PARADYNE NETWORK, INC. Common 69911G107 68 12,622 Defined 1,2 10,422 2,200
PARAMETRIC TECHNOLOGY CORP Common 699173100 3,264 298,385 Defined 1,2 139,286 159,099
PAREXEL INTERNATIONAL Common 699462107 408 47,992 Defined 1,2 13,592 34,400
PARK ELECTROCHEMICAL CORP Common 700416209 973 17,497 Defined 1,2 5,697 11,800
PARK NATIONAL CORP Common 700658107 376 3,919 Defined 1,2 3,204 715
PARK PLACE ENTERTAINMENT Common 700690100 5,337 352,840 Defined 1,2 106,210 246,630
PARKER DRILLING CO Common 701081101 220 31,362 Defined 1,2 25,862 5,500
PARKER-HANNIFIN CORP Common 701094104 4,130 122,369 Defined 1,2 57,476 64,893
PARKERVISION INC Common 701354102 233 4,832 Defined 1,2 3,957 875
PARKWAY PROPERTIES INC REIT 70159Q104 169 5,557 Defined 1,2 3,957 1,600
PARTNER COMMUNICATIONS Common 70211M109 31 4,074 Defined 1,2 3,974 100
PATINA OIL & GAS CORP Common 703224105 560 28,000 Defined 1,2 9,100 18,900
PATTERSON DENTAL CO Common 703412106 2,711 120,473 Defined 1,2 36,773 83,700
</TABLE>
<PAGE> 53
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PATTERSON ENERGY INC Common 703414102 454 13,205 Defined 1,2 10,905 2,300
PAXAR CORP Common 704227107 658 73,571 Defined 1,2 23,906 49,665
PAXSON COMMUNICATIONS CORP Common 704231109 255 22,139 Defined 1,2 18,239 3,900
PAYCHEX INC Common 704326107 21,168 403,208 Defined 1,2 190,244 212,964
PAYLESS SHOE SOURCE HLDG. CO. Common 704379106 1,477 26,373 Defined 1,2 7,899 18,474
PEARL ORIENTAL HOLDINGS ADR 70477P101 74 108,716 Defined 1,2 83,816 24,900
PEARSON ADR 705015105 9,379 332,734 Defined 1,2 258,584 74,150
PEC SOLUTIONS INC Common 705107100 58 9,031 Defined 1,2 7,431 1,600
PECHINEY ADR 705151207 1,441 71,585 Defined 1,2 55,485 16,100
PECOM ENERGIA SA ADR 70522M103 1,819 237,984 Defined 1,2 185,898 52,086
PEDIATRIX MEDICAL GROUP INC Common 705324101 392 30,331 Defined 1,2 8,531 21,800
PEGASYSTEMS INC Common 705573103 77 11,847 Defined 1,2 9,747 2,100
PEGASUS COMMUNICATIONS CP Common 705904100 873 18,065 Defined 1,2 14,765 3,300
PEGASUS SYSTEMS INC Common 705906105 792 40,496 Defined 1,2 13,196 27,300
PEMSTAR INC Common 706552106 224 11,400 Defined 1,2 9,500 1,900
PENFORD CORP Common 707051108 191 12,346 Defined 1,2 4,046 8,300
PENINSULAR & ORIENTAL STEAM NA ADR 707190401 2,986 170,451 Defined 1,2 132,451 38,000
PENN ENGINEERING & MFG CORP Common 707389300 111 3,520 Defined 1,2 2,895 625
PENN TREATY AMERN CORP Common 707874103 58 3,181 Defined 1,2 2,606 575
PENN VIRGINIA CORP Common 707882106 86 3,302 Defined 1,2 2,702 600
PENNACO ENERGY INC Common 708046107 137 7,866 Defined 1,2 6,466 1,400
PENNEY (J C) CO Common 708160106 3,380 286,117 Defined 1,2 134,021 152,096
PENNSYLVANIA RE INVS TRUST REIT 709102107 119 6,825 Defined 1,2 4,825 2,000
PENNZOIL-QUAKER Common 709323109 966 92,023 Defined 1,2 27,785 64,238
PENTAIR INC Common 709631105 1,532 57,254 Defined 1,2 17,153 40,101
PENTON MEDIA INC Common 709668107 1,460 53,101 Defined 1,2 17,201 35,900
PEOPLEPC INC Common 709776108 272 46,300 Defined 1,2 38,000 8,300
PEOPLES BANK BRIDGEPORT CT Common 710198102 545 25,869 Defined 1,2 21,219 4,650
PEOPLES ENERGY CORP Common 711030106 1,286 38,544 Defined 1,2 18,142 20,402
PEOPLES HLDG CO Common 711148106 50 2,477 Defined 1,2 2,027 450
PEOPLESOFT INC Common 712713106 8,527 305,221 Defined 1,2 142,479 162,742
PEP BOYS-MANNY MOE & JACK Common 713278109 443 88,632 Defined 1,2 28,732 59,900
PEPKOR ADR 713350304 468 60,967 Defined 1,2 48,067 12,900
PEPSI BOTTLING GROUP Common 713409100 1,801 59,912 Defined 1,2 49,312 10,600
PEPSIAMERICAS INC Common 71343P101 124 35,343 Defined 1,2 29,143 6,200
PEPSICO INC Common 713448108 71,967 1,564,500 Defined 1,2 737,750 826,750
PER-SE TECHNOLOGIES INC Common 713569309 172 13,589 Defined 1,2 9,939 3,650
PEREGRINE SYSTEMS INC Common 71366Q101 1,284 67,813 Defined 1,2 46,513 21,300
PEREZ COMPANC SA ADR 71367B103 164 10,000 Defined 1,2 0 10,000
PERFORMANCE FOOD GROUP CO Common 713755106 877 23,299 Defined 1,2 7,599 15,700
PERFORMANCE TECHNOLOGIES INC Common 71376K102 75 5,339 Defined 1,2 4,439 900
PERICOM SEMICONDUCTOR CORP Common 713831105 371 9,881 Defined 1,2 8,106 1,775
PERKINELMER INC Common 714046109 5,578 53,446 Defined 1,2 25,166 28,280
PERNOD RICARD ADR 714264108 1,578 125,469 Defined 1,2 99,169 26,300
Perot Systems Common 714265105 419 38,938 Defined 1,2 32,038 6,900
PERRIGO COMPANY Common 714290103 649 94,887 Defined 1,2 26,038 68,849
PERSISTENCE SOFTWARE INC Common 715329108 86 7,866 Defined 1,2 6,466 1,400
PERUSAHAAN INDO SAT ADR 715680104 468 58,441 Defined 1,2 45,524 12,917
P.T. TELEKOMUNIKASI INDONESIA ADR 715684106 1,721 275,402 Defined 1,2 213,058 62,344
PETSEC ENERGY LTD ADR ADR 715796108 1 2,200 Defined 1,2 1,700 500
PETCO ANIMAL SUPPLIES INC Common 716016100 187 8,595 Defined 1,2 7,045 1,550
PETROCANADA Common 71644E102 554 24,818 Defined 1,2 24,318 500
PETROCHINA CO LTD ADR 71646E100 19,432 983,920 Defined 1,2 770,920 213,000
PETROLEO BRASILEIRO SA ADR 71654V408 6,614 220,000 Defined 1,2 193,000 27,000
PETROLEUM GEO-SVC ADR 716597109 762 44,179 Defined 1,2 34,029 10,150
</TABLE>
<PAGE> 54
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PETSMART INC Common 716768106 213 45,346 Defined 1,2 37,346 8,000
PEUGEOT-CITROEN S A ADR ADR 716825500 5,055 113,822 Defined 1,2 88,122 25,700
PHARMACYCLICS INC Common 716933106 323 6,506 Defined 1,2 5,356 1,150
PFEIFFER VACUUM TECHNOLOGY ADR 717067102 199 5,073 Defined 1,2 3,902 1,171
PFIZER INC Common 717081103 306,204 6,813,990 Defined 1,2 3,227,369 3,586,621
PHARMACEUTICAL PROD DEV Common 717124101 1,150 43,289 Defined 1,2 13,489 29,800
PHARMACEUTICAL RES INC Common 717125108 18 2,500 Defined 1,2 0 2,500
PHARMACOPEIA INC Common 71713B104 235 9,224 Defined 1,2 7,624 1,600
PHARMACIA CORP Common 71713U102 84,619 1,405,928 Defined 1,2 663,485 742,443
PHARSIGHT CORP Common 71721Q101 71 7,700 Defined 1,2 6,350 1,350
PHELPS DODGE CORP Common 717265102 3,593 86,051 Defined 1,2 40,691 45,360
PHILADELPHIA CONS HLDG CORP Common 717528103 103 4,928 Defined 1,2 4,053 875
PHILADELPHIA SUBURBAN CORP Common 718009608 1,593 68,714 Defined 1,2 22,436 46,278
PHILIP MORRIS COS INC Common 718154107 72,343 2,457,512 Defined 1,2 1,151,301 1,306,211
PHILIP SERVICES CORP Common 71819M103 0 2,100 Defined 1,2 1,400 700
PHILIPPINE LG DIST ADR 718252604 1,161 67,812 Defined 1,2 53,192 14,620
PHILIPS INTERNATIONAL REALTY CORP REIT 718333107 64 3,706 Defined 1,2 2,606 1,100
PHILLIPS PETROLEUM CO Common 718507106 17,460 278,253 Defined 1,2 130,848 147,405
PHILLIPS-VAN HEUSEN Common 718592108 467 45,257 Defined 1,2 14,657 30,600
PHOENIX INVESTMENT PARTNERS Common 719085102 278 17,915 Defined 1,2 14,765 3,150
PHOENIX TECHNOLOGIES LTD Common 719153108 694 43,575 Defined 1,2 14,175 29,400
PHONE.COM INC Common 71920Q100 3,710 32,650 Defined 1,2 26,200 6,450
Photon Dynamics Inc Common 719364101 178 4,710 Defined 1,2 3,860 850
PHOTRONICS INC Common 719405102 1,086 49,803 Defined 1,2 15,103 34,700
PHYCOR INC Common 71940F100 1 9,275 Defined 1,2 0 9,275
PHYSICIANS RESOURCE GROUP IN Common 71941S101 0 3,100 Defined 1,2 0 3,100
PIEDMONT NATURAL GAS CO Common 720186105 1,622 52,955 Defined 1,2 17,355 35,600
PIER 1 IMPORTS INC/DE Common 720279108 2,189 161,401 Defined 1,2 52,593 108,808
PILGRIMS PRIDE CORP Common 721467108 77 11,168 Defined 1,2 9,168 2,000
Pilot Network Svcs I Common 721596104 62 5,997 Defined 1,2 4,922 1,075
PINNACLE ENTERTAINMENT INC Common 723456109 951 43,718 Defined 1,2 14,218 29,500
PINNACLE HOLDINGS REIT 72346N101 577 21,686 Defined 1,2 19,686 2,000
PINNACLE SYSTEMS INC Common 723481107 1,007 89,470 Defined 1,2 27,070 62,400
PINNACLE WEST CAPITAL Common 723484101 4,719 92,751 Defined 1,2 43,713 49,038
PIONEER CORP ADR 723646105 4,208 102,020 Defined 1,2 78,970 23,050
PIONEER GROUP INC Common 723684106 1,958 44,524 Defined 1,2 14,524 30,000
PIONEER NATURAL RESOURCES Common 723787107 1,649 116,254 Defined 1,2 35,077 81,177
PIONEER STANDARD ELECTRONICS Common 723877106 616 45,384 Defined 1,2 14,647 30,737
PITNEY BOWES INC Common 724479100 11,021 279,462 Defined 1,2 130,721 148,741
PITTSTON BRINKS SERVICES Common 725701106 940 60,670 Defined 1,2 18,310 42,360
PIXAR Common 725811103 618 19,230 Defined 1,2 15,730 3,500
PIXELWORKS INC Common 72581M107 688 14,420 Defined 1,2 11,870 2,550
PLACER DOME INC Common 725906101 3,386 358,754 Defined 1,2 167,726 191,028
Plains All Amern Pip Common 726503105 181 9,320 Defined 1,2 7,720 1,600
PLAINS RESOURCES INC Common 726540503 562 29,763 Defined 1,2 9,763 20,000
PLANTRONICS INC Common 727493108 3,094 81,431 Defined 1,2 26,431 55,000
PLAYBOY ENTERPRISES -CL B Common 728117300 146 9,807 Defined 1,2 8,107 1,700
PLAYTEX PRODUCTS INC Common 72813P100 290 24,565 Defined 1,2 20,265 4,300
PLEXUS CORP Common 729132100 4,326 61,358 Defined 1,2 20,158 41,200
PLUG POWER INC Common 72919P103 651 17,477 Defined 1,2 14,427 3,050
PLUM CREEK TIMBER CO -LP Common 729251108 599 26,862 Defined 1,2 25,862 1,000
POGO PRODUCING CO Common 730448107 1,708 67,313 Defined 1,2 21,813 45,500
POHANG IRON & STEEL CO ADR 730450103 3,806 204,356 Defined 1,2 157,356 47,000
POLARIS INDS INC Common 731068102 1,393 39,507 Defined 1,2 12,807 26,700
POLAROID CORP Common 731095105 662 49,243 Defined 1,2 23,162 26,081
</TABLE>
<PAGE> 55
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
POLO RALPH LAUREN CORP Common 731572103 213 13,205 Defined 1,2 10,905 2,300
POLYCOM INC Common 73172K104 5,589 83,462 Defined 1,2 25,062 58,400
POLYMEDICA CORP Common 731738100 936 21,836 Defined 1,2 7,136 14,700
POLYMER GROUP INC Common 731745105 96 13,012 Defined 1,2 10,712 2,300
POLYONE CORPORATION Common 73179P106 1,181 161,556 Defined 1,2 52,656 108,900
POMEROY COMPUTER RESOURCES Common 731822102 93 4,928 Defined 1,2 4,053 875
POPE & TALBOT INC Common 732827100 334 23,328 Defined 1,2 7,628 15,700
POPULAR INC Common 733174106 1,490 55,055 Defined 1,2 45,355 9,700
PORTAL SOFTWARE INC Common 736126103 2,686 67,147 Defined 1,2 53,847 13,300
PORTUGAL TELECOM S.A. ADR 737273102 5,524 545,540 Defined 1,2 420,990 124,550
POSSIS MEDICAL INC Common 737407106 9 1,400 Defined 1,2 0 1,400
POST PROPERTIES INC REIT 737464107 897 20,601 Defined 1,2 14,971 5,630
POTASH CORP SASK INC Common 73755L107 1,447 27,667 Defined 1,2 21,669 5,998
POTLATCH CORP Common 737628107 986 31,191 Defined 1,2 14,833 16,358
POTOMAC ELECTRIC POWER Common 737679100 3,352 133,089 Defined 1,2 40,143 92,946
POWERGEN PLC ADR 738905405 2,878 91,361 Defined 1,2 71,311 20,050
POWER INTEGRATIONS INC Common 739276103 153 10,971 Defined 1,2 9,071 1,900
POWER-ONE INC Common 739308104 1,798 29,716 Defined 1,2 24,416 5,300
POWERWAVE TECHNOLOGIES INC Common 739363109 2,767 72,885 Defined 1,2 21,785 51,100
POWERTEL COMMUNICATIONS INC Common 73936C109 968 12,722 Defined 1,2 10,422 2,300
PRAECIS PHARMACEUTICALS INC Common 739421105 689 16,217 Defined 1,2 13,317 2,900
PRAXAIR INC Common 74005P104 6,502 173,965 Defined 1,2 81,288 92,677
PREPAID LEGAL SERVICES INC Common 740065107 1,207 37,347 Defined 1,2 12,147 25,200
PRECISION CASTPARTS CORP Common 740189105 2,214 57,706 Defined 1,2 17,550 40,156
PRECISION DRILLING CORP Common 74022D100 748 21,009 Defined 1,2 16,309 4,700
PREDICTIVE SYSTEMS INC Common 74036W102 197 10,196 Defined 1,2 8,396 1,800
PREMIER FARNELL PLC ADR 74050U107 997 76,730 Defined 1,2 59,786 16,944
PREMIER OIL PLC ADR 740536107 117 57,558 Defined 1,2 45,734 11,824
PREMIER NATIONAL BANCORP Common 74053F107 130 6,405 Defined 1,2 5,306 1,099
PRENTISS PROPERTIES REIT 740706106 568 21,744 Defined 1,2 15,344 6,400
PRESIDENTIAL LIFE CORP Common 740884101 184 12,333 Defined 1,2 10,133 2,200
PRESSTEK INC Common 741113104 253 13,205 Defined 1,2 10,905 2,300
Preview Sys Inc Common 741379101 64 6,797 Defined 1,2 5,597 1,200
PRICE COMMUNICATIONS CORP Common 741437305 446 22,818 Defined 1,2 18,818 4,000
PRICE ENTERPRISES INC REIT 741444202 37 8,141 Defined 1,2 5,235 2,906
PRICE (T. ROWE) ASSOCIATES Common 741477103 6,246 133,063 Defined 1,2 62,164 70,899
PRICELINE.COM INC Common 741503106 825 69,432 Defined 1,2 57,032 12,400
PRICER AB ADR 741509103 0 700 Defined 1,2 700 0
PRIME MEDICAL SVCS INC Common 74156D108 67 8,704 Defined 1,2 5,404 3,300
PRIME RETAIL INC REIT 741570105 8 22,627 Defined 1,2 16,098 6,529
PRIMEDIA INC Common 74157K101 1,058 64,586 Defined 1,2 52,786 11,800
PRIME RESPONSE INC Common 74158B100 33 8,352 Defined 1,2 6,852 1,500
PRIME GROUP REALTY TRUST REIT 74158J103 135 8,580 Defined 1,2 6,080 2,500
PRIMEX TECHNOLOGIES Common 741597108 123 4,224 Defined 1,2 3,474 750
PRIMUS KNOWLEDGE SOLUTIONS I Common 74163Q100 106 7,187 Defined 1,2 5,887 1,300
PRIMA ENERGY CORP Common 741901201 182 3,424 Defined 1,2 2,799 625
PRIME HOSPITALITY CORP Common 741917108 766 75,617 Defined 1,2 24,617 51,000
PRIMUS TELECOMMUNICATIONS Common 741929103 154 16,189 Defined 1,2 13,317 2,872
PRIDE INTERNATIONAL INC Common 741932107 2,911 109,841 Defined 1,2 35,741 74,100
PRIORITY HEALTHCARE CORP CL B Common 74264T102 2,871 37,646 Defined 1,2 12,210 25,436
PRIORITY HEALTHCARE CORP CL A Common 74264T201 112 1,903 Defined 1,2 0 1,903
PROBUSINESS SERVICES INC Common 742674104 286 9,467 Defined 1,2 7,817 1,650
PRIZE ENERGY CORP Common 74267L106 102 5,414 Defined 1,2 4,439 975
Procom Technology In Common 74270W107 136 4,589 Defined 1,2 3,764 825
PROCTER & GAMBLE CO Common 742718109 95,994 1,432,741 Defined 1,2 668,572 764,169
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PRODIGY COMMUNICATIONS Common 74283P206 145 28,257 Defined 1,2 23,257 5,000
PROFESSIONAL DETAILING Common 74312N107 316 5,536 Defined 1,2 4,536 1,000
PROFIT RECOVERY GRP INTL INC Common 743168106 822 83,237 Defined 1,2 27,187 56,050
PROGENICS PHARMACEUTICAL INC Common 743187106 135 4,928 Defined 1,2 4,053 875
PROGRESS SOFTWARE CORP Common 743312100 857 62,932 Defined 1,2 19,532 43,400
PROGRESSIVE CORP-OHIO Common 743315103 6,565 80,186 Defined 1,2 37,659 42,527
PROJECT SOFTWARE & DEV INC Common 74339P101 563 36,227 Defined 1,2 11,727 24,500
PROLOGIS TRUST REIT 743410102 2,104 88,598 Defined 1,2 63,478 25,120
PROSOFTTRAINING.COM Common 743477101 111 7,769 Defined 1,2 6,369 1,400
PROTECTION ONE INC Common 743663304 71 51,464 Defined 1,2 42,364 9,100
PROTECTIVE LIFE CORP Common 743674103 2,257 75,543 Defined 1,2 22,843 52,700
PROTEIN DESIGN LABS INC Common 74369L103 9,800 81,330 Defined 1,2 23,230 58,100
PROTON ENERGY SYSTEMS Common 74371K101 11 400 Defined 1,2 320 80
PROVANT INC Common 743724106 59 8,448 Defined 1,2 6,948 1,500
PROVALIS PLC ADR 74372Q107 2 1,100 Defined 1,2 900 200
PROVIDENCE ENERGY CORP Common 743743106 105 2,477 Defined 1,2 2,027 450
PROVIDENT BANKSHARES CORP Common 743859100 765 45,680 Defined 1,2 14,891 30,789
PROVIDENT FINANCIAL GROUP Common 743866105 1,679 57,153 Defined 1,2 17,253 39,900
PROVINCE HEALTHCARE Common 743977100 560 14,032 Defined 1,2 10,132 3,900
PROVIDIAN FINANCIAL CORP Common 74406A102 19,648 154,707 Defined 1,2 73,437 81,270
PROXICOM INC Common 744282104 441 22,628 Defined 1,2 18,528 4,100
PROXIM INC Common 744284100 1,892 42,526 Defined 1,2 13,726 28,800
PRUDENTIAL ADR 74435K204 14,217 526,538 Defined 1,2 403,263 123,275
PSINET INC Common 74437C101 919 95,515 Defined 1,2 62,918 32,597
PUBLIC SERVICE CO OF N MEX Common 744499104 1,200 46,374 Defined 1,2 13,975 32,399
PUBLIC SERVICE ENTRP Common 744573106 10,454 233,942 Defined 1,2 110,146 123,796
PUBLIC STORAGE INC REIT 74460D109 1,693 70,732 Defined 1,2 50,796 19,936
PUBLICIS GROUPE ADR 74463M106 686 22,879 Defined 1,2 18,172 4,707
PUGET SOUND POWER & LIGHT Common 745332106 2,547 100,357 Defined 1,2 30,144 70,213
PULITZER INC Common 745769109 141 3,277 Defined 1,2 2,702 575
PULTE CORP Common 745867101 1,474 44,668 Defined 1,2 20,968 23,700
PUMA TECHNOLOGY INC Common 745887109 347 17,093 Defined 1,2 13,993 3,100
PURCHASEPRO.COM INC Common 746144104 1,126 12,818 Defined 1,2 10,558 2,260
PURE RESOURCES INC Common 74622E102 280 13,218 Defined 1,2 10,927 2,291
QLT PHOTOTHERAPUTICS Common 746927102 864 12,187 Defined 1,2 11,387 800
Q.P. CORP. ADR 746941103 733 43,787 Defined 1,2 34,787 9,000
QRS CORP Common 74726X105 411 27,268 Defined 1,2 8,168 19,100
QLOGIC CORP Common 747277101 9,365 106,424 Defined 1,2 31,724 74,700
QAD INC Common 74727D108 35 13,498 Defined 1,2 11,098 2,400
QS COMMUNICATIONS ADR 74727G101 5 293 Defined 1,2 193 100
QUAKER CHEMICAL CORP Common 747316107 247 14,557 Defined 1,2 4,757 9,800
QUAKER OATS CO Common 747402105 11,382 143,843 Defined 1,2 67,631 76,212
QUALCOMM INC Common 747525103 57,405 805,691 Defined 1,2 380,371 425,320
QUANEX CORP Common 747620102 433 22,712 Defined 1,2 7,412 15,300
QUANTA SVCS INC Common 74762E102 2,066 75,134 Defined 1,2 22,734 52,400
QUANTUM CORP Common 747906204 2,638 175,125 Defined 1,2 52,693 122,432
QUANTUM CORP Common 747906303 340 34,178 Defined 1,2 28,178 6,000
QUEBECOR WORLD INC Common 748203106 630 27,758 Defined 1,2 20,458 7,300
QUEENS COUNTY BANCORP INC Common 748242104 992 34,355 Defined 1,2 11,105 23,250
QUEST DIAGNOSTICS Common 74834L100 6,393 55,709 Defined 1,2 16,209 39,500
QUEST SOFTWARE INC Common 74834T103 2,159 34,764 Defined 1,2 28,564 6,200
QUESTAR CORP Common 748356102 2,620 94,188 Defined 1,2 28,436 65,752
Quicklogic Corp Common 74837P108 149 9,031 Defined 1,2 7,431 1,600
QUIKSILVER INC Common 74838C106 720 37,417 Defined 1,2 12,217 25,200
QUILMES INDL QUINSA SOCIETE ADR 74838Y108 225 21,458 Defined 1,2 16,858 4,600
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QUINENCO SA ADR 748718103 513 59,478 Defined 1,2 47,478 12,000
QUINTILES TRANSNATIONAL CORP Common 748767100 2,162 135,682 Defined 1,2 59,334 76,348
QUINTUS CORPORATION Common 748798105 137 16,021 Defined 1,2 13,221 2,800
QUOKKA SPORTS, INC. Common 749077103 72 18,061 Defined 1,2 14,861 3,200
QUORUM HEALTH GROUP INC Common 749084109 1,174 90,328 Defined 1,2 25,155 65,173
QWEST COMMUNICATION INTL Common 749121109 86,249 1,794,527 Defined 1,2 848,697 945,830
R&B FALCON CORP Common 74912E101 2,191 78,588 Defined 1,2 64,752 13,836
RCN CORP Common 749361101 685 33,020 Defined 1,2 27,020 6,000
RFS HOTEL INVESTORS INC REIT 74955J108 172 13,654 Defined 1,2 9,554 4,100
R H DONNELLEY Common 74955w307 275 13,012 Defined 1,2 10,712 2,300
RGS ENERGY GROUP INC. Common 74956K104 405 14,370 Defined 1,2 11,870 2,500
RLI CORP Common 749607107 632 16,378 Defined 1,2 5,278 11,100
RPC INC Common 749660106 135 11,457 Defined 1,2 9,457 2,000
RPM INC-OHIO Common 749685103 1,118 123,326 Defined 1,2 37,218 86,108
RSA SECURITY INC Common 749719100 3,091 71,673 Defined 1,2 21,773 49,900
RMI TITANIUM CO Common 74973W107 501 34,678 Defined 1,2 11,278 23,400
RWE AG ADR 74975E303 6,590 187,640 Defined 1,2 148,440 39,200
RACAL ELECTRS PLC ADR 749815403 1,156 85,553 Defined 1,2 63,853 21,700
RF MICRO DEVICES INC Common 749941100 2,719 84,968 Defined 1,2 53,268 31,700
RADIAN GROUP Common 750236101 4,254 63,018 Defined 1,2 20,418 42,600
RADIANT SYSTEMS INC Common 75025N102 238 11,118 Defined 1,2 9,168 1,950
RADIO ONE INC Common 75040P108 75 9,031 Defined 1,2 7,431 1,600
RADIO UNICA COMMUNICATIONS Common 75040Q106 33 8,643 Defined 1,2 7,093 1,550
RADIOSHACK CORP Common 750438103 12,969 200,683 Defined 1,2 95,413 105,270
RADISYS CORP Common 750459109 1,430 28,287 Defined 1,2 9,287 19,000
RAINBOW TECHNOLOGIES INC Common 750862104 177 5,000 Defined 1,2 4,150 850
RAINMAKER SYSTEMS INC Common 750875106 29 15,731 Defined 1,2 12,931 2,800
RAMBUS INC Common 750917106 3,927 49,742 Defined 1,2 31,942 17,800
RALCORP HOLDINGS INC Common 751028101 699 49,456 Defined 1,2 16,056 33,400
RALSTON PURINA GROUP Common 751277302 7,995 337,538 Defined 1,2 157,098 180,440
RAMCO ENERGY PLC ADR 75144Q101 98 14,236 Defined 1,2 11,236 3,000
RAMCO-GERSHENSON PROPERTIES REIT 751452202 53 3,606 Defined 1,2 2,606 1,000
RAMP NETWORKS INC Common 751567108 30 8,545 Defined 1,2 7,045 1,500
RAMTRON INTERNATIONAL CORP Common 751907304 78 6,604 Defined 1,2 5,404 1,200
RANK GROUP PLC ADR 753037100 925 216,108 Defined 1,2 169,947 46,161
RARE HOSPITALITY INTL INC Common 753820109 147 7,235 Defined 1,2 5,935 1,300
RARE MEDIUM GROUP INC Common 75382N109 150 20,198 Defined 1,2 16,598 3,600
RATIONAL SOFTWARE CORP Common 75409P202 15,236 219,618 Defined 1,2 66,042 153,576
Ravisent Technologie Common 754440105 19 6,604 Defined 1,2 5,404 1,200
RAYMOND JAMES FINANCIAL CORP Common 754730109 2,546 77,304 Defined 1,2 25,229 52,075
RAYONIER INC Common 754907103 1,152 32,043 Defined 1,2 9,636 22,407
RAYOVAC Common 755081106 191 11,168 Defined 1,2 9,168 2,000
RAYTHEON CO Common 755111408 10,494 369,012 Defined 1,2 174,237 194,775
RAZORFISH INC Common 755236106 392 37,940 Defined 1,2 31,266 6,674
READ-RITE CORP Common 755246105 1,164 103,470 Defined 1,2 33,470 70,000
READERS DIGEST ASSN -CL A Common 755267101 4,346 123,066 Defined 1,2 37,216 85,850
REALNETWORKS INC Common 75605L104 3,097 77,924 Defined 1,2 51,724 26,200
REALTY INCOME CORP REIT 756109104 343 14,726 Defined 1,2 10,326 4,400
RECKSON ASSOCS RLTY CORP REIT 75621K106 552 21,644 Defined 1,2 15,344 6,300
RED HAT, INC. Common 756577102 1,101 64,524 Defined 1,2 51,724 12,800
REDBACK NETWORKS Common 757209101 9,779 59,629 Defined 1,2 48,829 10,800
REDIFF.COM ADR 757479100 36 4,860 Defined 1,2 4,160 700
REEBOK INTERNATIONAL LTD Common 758110100 1,169 62,157 Defined 1,2 29,172 32,985
REED INTL PLC ADR 758212872 5,247 161,765 Defined 1,2 125,765 36,000
REGAL BELOIT Common 758750103 590 34,788 Defined 1,2 11,288 23,500
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REGENT COMMUNICATIONS INC Common 758865109 78 14,080 Defined 1,2 11,580 2,500
REGENERON PHARMACEUT Common 75886F107 2,108 64,619 Defined 1,2 19,819 44,800
REGIS CORP/MN Common 758932107 1,024 68,246 Defined 1,2 22,246 46,000
REGENCY REALTY CORP REIT 758939102 651 28,395 Defined 1,2 22,195 6,200
REGIONS FINL CORP Common 758940100 5,437 239,664 Defined 1,2 112,393 127,271
REHABCARE GROUP INC Common 759148109 248 5,825 Defined 1,2 4,825 1,000
REGISTER.COM Common 75914G101 19 1,995 Defined 1,2 1,641 354
REINSURANCE GROUP AMER INC Common 759351109 691 20,173 Defined 1,2 16,598 3,575
RELIANCE STEEL & ALUMINUM CO Common 759509102 976 46,322 Defined 1,2 15,222 31,100
RELIANT ENERGY Common 75952J108 14,904 320,506 Defined 1,2 150,551 169,955
REMEC INC Common 759543101 353 11,995 Defined 1,2 9,795 2,200
REMEDY CORP Common 759548100 1,085 57,478 Defined 1,2 17,078 40,400
REMINGTON OIL & GAS CORP Common 759594302 375 35,891 Defined 1,2 11,591 24,300
REPUBLIC BANCSHARES INC Common 759929102 41 4,249 Defined 1,2 3,474 775
RENAL CARE GROUP INC Common 759930100 1,627 87,348 Defined 1,2 25,123 62,225
RENTERS CHOICE INC Common 76009N100 340 9,806 Defined 1,2 8,106 1,700
RENT-WAY INC Common 76009U104 292 9,613 Defined 1,2 7,913 1,700
RENTOKIL INITIAL PLC ADR 760125104 3,624 162,061 Defined 1,2 125,961 36,100
REPSOL SA ADR 76026T205 8,506 464,501 Defined 1,2 353,001 111,500
REPUBLIC BANCORP INC Common 760282103 173 18,228 Defined 1,2 15,035 3,193
REPUBLIC GYPSUM CO Common 760473108 360 19,600 Defined 1,2 6,350 13,250
REPUBLIC SEC FINL CORP Common 760758102 97 19,696 Defined 1,2 16,212 3,484
REPUBLIC SERVICES INC Common 760759100 934 71,176 Defined 1,2 58,576 12,600
RESEARCH FRONTIERS INC Common 760911107 95 4,928 Defined 1,2 4,053 875
RES-CARE INC Common 760943100 46 10,081 Defined 1,2 8,106 1,975
RESMED INC Common 761152107 1,663 53,215 Defined 1,2 16,515 36,700
RESONATE INC Common 76115Q104 427 10,800 Defined 1,2 8,950 1,850
RESORTS WORLD ADR 761191105 1,211 149,631 Defined 1,2 116,531 33,100
RESOURCE AMERICA INC Common 761195205 81 9,517 Defined 1,2 7,817 1,700
RESPIRONICS INC Common 761230101 884 52,977 Defined 1,2 16,059 36,918
RETEK INC Common 76128Q109 1,009 19,032 Defined 1,2 15,682 3,350
REUTERS GROUP PLC ADR 76132M102 13,822 122,998 Defined 1,2 94,302 28,696
REVLON Common 761525500 54 8,059 Defined 1,2 6,659 1,400
REX STORES CORP Common 761624105 54 2,752 Defined 1,2 2,268 484
REXAM PLC ADR 761655307 793 253,801 Defined 1,2 197,288 56,513
REYNOLDS & REYNOLDS -CL A Common 761695105 1,789 89,999 Defined 1,2 27,082 62,917
RJ REYNOLDS TOBACCO HOLDNGS Common 76182K105 3,863 119,795 Defined 1,2 36,142 83,653
RHODIA ADR 762397107 330 29,651 Defined 1,2 23,351 6,300
RHYTHMS NETCONNECTIONS INC Common 762430205 235 31,848 Defined 1,2 26,248 5,600
RIBOZYME PHARMACEUTICALS INC Common 762567105 177 6,118 Defined 1,2 5,018 1,100
RICA FOODS INC Common 762582203 85 5,146 Defined 1,2 4,246 900
RICHMOND COUNTY FINL CORP Common 764556106 277 11,437 Defined 1,2 9,457 1,980
RICOH CO LTD ADR 765658307 7,105 78,147 Defined 1,2 60,947 17,200
RIGGS NATL CORP WASH D C Common 766570105 577 47,082 Defined 1,2 15,282 31,800
RIO ALGOM LTD Common 766889109 616 32,439 Defined 1,2 25,539 6,900
RIO TINTO LTD ADR 767202104 4,568 85,206 Defined 1,2 66,246 18,960
RIO TINTO PLC ADR 767204100 8,914 149,808 Defined 1,2 116,273 33,535
RITE AID CORP Common 767754104 363 90,807 Defined 1,2 90,807 0
RIVERDEEP GROUP PLC ADR 76870Q109 110 4,960 Defined 1,2 4,260 700
RIVIANA FOODS INC Common 769536103 96 5,729 Defined 1,2 4,729 1,000
ROADWAY EXPRESS Common 769742107 577 32,155 Defined 1,2 10,455 21,700
ROBBINS & MYERS INC Common 770196103 426 18,044 Defined 1,2 5,844 12,200
ROBERT HALF INTL INC Common 770323103 7,308 210,683 Defined 1,2 63,269 147,414
ROBERTS PHARMACEUTICAL CORP Common 770491108 107 3,600 Defined 1,2 0 3,600
ROBOTIC VISION SYSTEMS INC Common 771074101 352 59,000 Defined 1,2 19,200 39,800
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ROCHE HOLDINGS LTD ADR 771195104 35,064 398,722 Defined 1,2 307,995 90,727
ROCK-TENN COMPANY Common 772739207 94 9,420 Defined 1,2 7,720 1,700
ROCKWELL INTL CORP Common 773903109 6,095 201,482 Defined 1,2 95,199 106,283
ROGERS CORP Common 775133101 190 5,997 Defined 1,2 4,922 1,075
ROGERS WIRELESS COMMUNICATIONS CL B Common 775315104 311 10,248 Defined 1,2 7,448 2,800
ROHM & HAAS CO Common 775371107 6,860 236,042 Defined 1,2 110,910 125,132
ROLLINS INC Common 775711104 524 35,346 Defined 1,2 10,601 24,745
ROLLINS TRUCK LEASING Common 775741101 612 96,887 Defined 1,2 31,675 65,212
ROLLS-ROYCE ADR 775781206 1,980 156,858 Defined 1,2 123,258 33,600
ROPER INDUSTRIES INC/DE Common 776696106 1,687 50,838 Defined 1,2 16,738 34,100
ROSETTA INPHARMATICS Common 777777103 342 12,250 Defined 1,2 10,100 2,150
ROSLYN BANCORP INC Common 778162107 1,701 76,018 Defined 1,2 22,918 53,100
ROSS STORES INC Common 778296103 1,401 97,461 Defined 1,2 29,321 68,140
ROSTELECOM ADR 778529107 572 64,852 Defined 1,2 51,352 13,500
ROUSE CO REIT 779273101 977 39,175 Defined 1,2 28,275 10,900
ROWAN COS INC Common 779382100 2,967 102,316 Defined 1,2 48,307 54,009
ROYAL GROUP TECHNOLOGIES LTD Common 779915107 723 36,134 Defined 1,2 28,634 7,500
ROYAL & SUN ALLIANCE INSURANCE GRP ADR 78004V202 4,959 147,831 Defined 1,2 116,686 31,145
ROYAL APPLIANCE MFG CO Common 780076105 149 25,044 Defined 1,2 8,144 16,900
ROYAL BANK OF CANADA Common 780087102 9,984 167,797 Defined 1,2 131,297 36,500
ROYAL DUTCH PET -NY REG Common 780257804 139,982 2,335,474 Defined 1,2 1,096,211 1,239,263
ROYAL NEDLLOYD GROUP ADR 780349304 254 25,949 Defined 1,2 20,549 5,400
ROYAL OAK MINES INC Common 78051D105 0 6,600 Defined 1,2 4,300 2,300
ROYAL KPN NV ADR 780641205 11,653 538,864 Defined 1,2 417,926 120,938
ROYAL VOPAK ADR 780743100 331 9,280 Defined 1,2 6,880 2,400
RUBY TUESDAYS Common 781182100 1,149 102,105 Defined 1,2 33,105 69,000
RUDDICK CORP Common 781258108 757 54,554 Defined 1,2 16,388 38,166
RUDOLPH TECHNOLOGIES Common 781270103 201 5,997 Defined 1,2 4,922 1,075
RURAL CELLULAR CORP -CL A Common 781904107 301 4,416 Defined 1,2 3,610 806
RUSS BERRIE & CO INC Common 782233100 657 33,285 Defined 1,2 10,785 22,500
RUSSELL CORP Common 782352108 560 35,263 Defined 1,2 16,680 18,583
RYANAIR HOLDINGS PLC ADR 783513104 1,476 38,348 Defined 1,2 30,048 8,300
RYAN'S FAMILY STK HOUSES INC Common 783519101 418 54,341 Defined 1,2 17,781 36,560
RYDER SYSTEM INC Common 783549108 1,211 65,677 Defined 1,2 30,634 35,043
RYERSON TULL INC Common 78375P107 275 29,113 Defined 1,2 8,712 20,401
RYLAND GROUP INC Common 783764103 665 21,446 Defined 1,2 6,946 14,500
S & T BANCORP INC Common 783859101 207 10,875 Defined 1,2 8,975 1,900
SBC COMMUNICATIONS INC Common 78387G103 186,006 3,720,122 Defined 1,2 1,732,746 1,987,376
SBA COMMUNICATIONS CORP Common 78388J106 655 15,607 Defined 1,2 12,857 2,750
SCI SYSTEMS INC Common 783890106 6,981 170,270 Defined 1,2 51,300 118,970
SCM MICROSYSTEMS INC Common 784018103 221 5,825 Defined 1,2 4,825 1,000
SCP POOL CORP Common 784028102 834 28,137 Defined 1,2 9,137 19,000
SCPIE HOLDINGS INC Common 78402P104 314 15,581 Defined 1,2 5,081 10,500
SDL INC Common 784076101 11,746 37,973 Defined 1,2 25,573 12,400
SEI CORP Common 784117103 4,408 62,300 Defined 1,2 18,900 43,400
SEMCO EMERGY INC Common 78412D109 111 7,226 Defined 1,2 5,983 1,243
SGL CARBON AG ADR 784188203 774 35,994 Defined 1,2 28,194 7,800
SJW CORP Common 784305104 147 1,239 Defined 1,2 1,014 225
SKF AB ADR 784375404 835 63,029 Defined 1,2 48,929 14,100
SK TELECOM CO ADR 78440P108 7,745 302,253 Defined 1,2 230,585 71,668
SL GREEN REALTY CORP REIT 78440X101 367 13,068 Defined 1,2 9,168 3,900
SLI INC Common 78442T108 423 57,813 Defined 1,2 18,713 39,100
SPS TECHNOLOGIES INC Common 784626103 1,012 20,869 Defined 1,2 6,769 14,100
SPSS INC Common 78462K102 439 16,381 Defined 1,2 5,281 11,100
SPX CORP Common 784635104 5,302 37,354 Defined 1,2 11,284 26,070
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
S1 CORPORATION Common 78463B101 261 21,891 Defined 1,2 18,061 3,830
SRS LABS INC Common 78464M106 42 5,075 Defined 1,2 4,150 925
SVI HOLDINGS INC Common 784872103 65 13,108 Defined 1,2 10,808 2,300
SABA SOFTWARE INC Common 784932105 495 17,672 Defined 1,2 14,572 3,100
SABRE GROUP HOLDINGS Common 785905100 4,077 140,890 Defined 1,2 66,215 74,675
SAES GETTERS SPA ADR 786362103 4 500 Defined 1,2 500 0
SAFECO CORP Common 786429100 3,790 139,068 Defined 1,2 65,573 73,495
SAFEGUARD SCIENTIFICS INC Common 786449108 960 48,172 Defined 1,2 39,372 8,800
SAFEWAY INC Common 786514208 25,338 542,705 Defined 1,2 254,483 288,222
SAGA COMMUNICATIONS -CL A Common 786598102 96 5,847 Defined 1,2 4,825 1,022
SAGA PETROLEUM ADR 786609206 268 15,700 Defined 1,2 0 15,700
SAGA SYSTEMS INC Common 786610105 517 49,233 Defined 1,2 16,133 33,100
SAGENT TECHNOLOGY INC Common 786693101 92 12,136 Defined 1,2 10,036 2,100
ST FRANCIS CAP CORP Common 789374105 62 4,006 Defined 1,2 3,281 725
ST GEORGE BANK LTD ADR 789547106 1,555 128,245 Defined 1,2 101,545 26,700
ST JOE CORP Common 790148100 957 34,471 Defined 1,2 28,371 6,100
ST JOSEPH LIGHT & POWER Common 790654107 66 3,399 Defined 1,2 2,799 600
ST JUDE MEDICAL INC Common 790849103 5,248 102,896 Defined 1,2 43,322 59,574
ST MARY LAND & EXPLOR CO Common 792228108 868 37,634 Defined 1,2 12,234 25,400
ST PAUL COS Common 792860108 12,001 243,369 Defined 1,2 114,073 129,296
SAKS INC Common 79377W108 1,639 165,930 Defined 1,2 49,913 116,017
SALEM COMMUNICATIONS CORP Common 794093104 92 7,283 Defined 1,2 5,983 1,300
SALTON, INC. Common 795757103 609 18,857 Defined 1,2 6,157 12,700
SAN MIGUEL ADR 799085501 1,164 108,623 Defined 1,2 82,109 26,514
SAN PAOLO-IMI SPA ADR 799175104 12,679 389,366 Defined 1,2 307,439 81,927
SANCHEZ COMPUTER ASSOCS INC Common 799702105 157 10,099 Defined 1,2 8,299 1,800
SANDERSON FARMS INC Common 800013104 38 5,632 Defined 1,2 4,632 1,000
SANDISK CORP Common 80004C101 1,809 27,095 Defined 1,2 22,195 4,900
SANDVIK ADR 800212201 2,943 146,503 Defined 1,2 113,703 32,800
SANDY SPRING BANCORP INC Common 800363103 98 3,933 Defined 1,2 3,233 700
SANGAMO BIOSCIENCES INC Common 800677106 346 8,934 Defined 1,2 7,334 1,600
SANMINA CORP Common 800907107 15,440 164,914 Defined 1,2 77,614 87,300
SANGSTAT MEDICAL CORP Common 801003104 137 10,683 Defined 1,2 5,983 4,700
SANTA CRUZ OPERATION INC Common 801833104 43 14,566 Defined 1,2 11,966 2,600
SANTA ISABLE S.A. ADR 802233106 69 11,989 Defined 1,2 8,989 3,000
SANTANDER BANCORP Common 802809103 285 17,245 Defined 1,2 14,205 3,040
SANTOS LTD ADR 803021609 1,160 84,765 Defined 1,2 66,565 18,200
SANYO ELECTRIC CO LTD ADR 803038306 9,378 216,217 Defined 1,2 167,417 48,800
SAP AG ADR 803054204 17,867 290,517 Defined 1,2 221,313 69,204
SAPIENT Common 803062108 5,165 126,948 Defined 1,2 60,688 66,260
SAPPI LIMITED ADR 803069202 902 123,375 Defined 1,2 97,675 25,700
SARA LEE CORP Common 803111103 19,155 943,034 Defined 1,2 444,633 498,401
SASOL LTD ADR 803866300 2,659 332,407 Defined 1,2 255,657 76,750
SATCON TECHNOLOGY CORP Common 803893106 198 5,536 Defined 1,2 4,536 1,000
SATYAM INFOWAY ADR 804099109 65 4,767 Defined 1,2 3,667 1,100
SAUER INC Common 804137107 202 18,351 Defined 1,2 15,151 3,200
SAUL CENTERS INC REIT 804395101 116 7,307 Defined 1,2 5,207 2,100
SAVIA SA ADR 805175106 1,180 63,776 Defined 1,2 50,576 13,200
SAVVIS COMMUNICATIONS CORP Common 805423100 338 37,578 Defined 1,2 30,958 6,620
SAWAKO CORP ADR 805444205 1 574 Defined 1,2 512 62
SAWTEK INC Common 805468105 2,185 56,737 Defined 1,2 15,037 41,700
SCANA CORP Common 80589M102 3,795 122,906 Defined 1,2 37,025 85,881
SCANIA AB SPON ADR B ADR 806018206 1,202 50,339 Defined 1,2 39,639 10,700
HENRY SCHEIN Common 806407102 330 16,532 Defined 1,2 13,607 2,925
SCHERING-PLOUGH Common 806605101 73,564 1,582,021 Defined 1,2 748,866 833,155
</TABLE>
<PAGE> 61
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SCHLUMBERGER LTD Common 806857108 51,345 623,777 Defined 1,2 291,785 331,992
SCHOLASTIC CORP Common 807066105 1,588 19,961 Defined 1,2 5,976 13,985
SCHOOL SPECIALITY INC Common 807863105 616 28,900 Defined 1,2 9,400 19,500
SCHULER HOMES INC Common 808188106 78 8,059 Defined 1,2 6,659 1,400
SCHULMAN (A.) INC Common 808194104 381 34,651 Defined 1,2 10,397 24,254
SCHWAB (CHARLES) CORP Common 808513105 52,706 1,484,684 Defined 1,2 705,795 778,889
SCHWARZ PHARMA ADR 808533103 168 12,178 Defined 1,2 9,478 2,700
SCHWEITZER MAUDUIT INTL INC Common 808541106 339 25,344 Defined 1,2 8,244 17,100
SCICLONE PHARMACEUTICALS INC Common 80862K104 135 12,429 Defined 1,2 10,229 2,200
SCIENCE DYNAMICS CORP Common 808631105 80 7,187 Defined 1,2 5,887 1,300
SCIENT CORP Common 80864H109 614 29,346 Defined 1,2 23,546 5,800
SCIENTIFIC-ATLANTA INC Common 808655104 10,933 171,831 Defined 1,2 81,667 90,164
Scientific Learning Common 808760102 25 4,589 Defined 1,2 3,764 825
SCIOS NOVA INC Common 808905103 209 20,184 Defined 1,2 12,835 7,349
SCIQUEST.COM INC Common 80908Q107 79 11,457 Defined 1,2 9,457 2,000
SCITEX CORP LTD -ORD Common 809090103 298 24,091 Defined 1,2 18,991 5,100
SCOR GROUP ADR 80917Q106 820 19,010 Defined 1,2 15,210 3,800
SCOTT TECHNOLOGIES Common 810022301 497 28,027 Defined 1,2 9,127 18,900
SCOTTISH & SOUTHERN ENERGY PLC ADR 81012K309 1,831 22,440 Defined 1,2 17,440 5,000
SCOTTISH POWER ADR 81013T705 5,023 167,076 Defined 1,2 131,726 35,350
SCOTTS COMPANY Common 810186106 1,561 46,587 Defined 1,2 15,187 31,400
SCREAMINGMEDIA INC Common 810883108 143 15,300 Defined 1,2 12,600 2,700
SCRIPPS (E W) CO -CL A Common 811054204 1,720 31,855 Defined 1,2 26,055 5,800
SEABOARD CORP Common 811543107 99 610 Defined 1,2 500 110
SEACHANGE INTERNATIONAL INC Common 811699107 288 8,641 Defined 1,2 7,141 1,500
SEACOAST FINL SVCS CORP Common 81170Q106 113 10,307 Defined 1,2 8,492 1,815
SEAGATE TECHNOLOGY Common 811804103 17,259 250,136 Defined 1,2 116,609 133,527
SEAGRAM CO LTD Common 811850106 27,045 470,868 Defined 1,2 223,246 247,622
SEACOR HLDGS INC Common 811904101 1,313 28,152 Defined 1,2 9,102 19,050
SEALED AIR CORP Common 81211K100 4,128 91,225 Defined 1,2 43,250 47,975
SEARS ROEBUCK & CO Common 812387108 12,190 376,009 Defined 1,2 175,303 200,706
SECOND BANCORP INC Common 813114105 60 4,223 Defined 1,2 3,473 750
SECURE COMPUTING CORP Common 813705100 261 10,003 Defined 1,2 8,203 1,800
SEGA CORPORATION ADR 815793104 504 212,402 Defined 1,2 165,352 47,050
SEITEL INC Common 816074306 576 40,093 Defined 1,2 12,993 27,100
SELECTICA INC Common 816288104 65 1,639 Defined 1,2 1,351 288
SELECTIVE INS GROUP INC Common 816300107 770 43,091 Defined 1,2 14,091 29,000
SEMTECH CORP Common 816850101 3,109 75,140 Defined 1,2 23,140 52,000
SEMPRA ENERGY Common 816851109 4,632 222,537 Defined 1,2 104,745 117,792
SEMITOOL INC Common 816909105 147 11,457 Defined 1,2 9,457 2,000
SENETEK PLC ADR 817209307 3 2,200 Defined 1,2 1,700 500
SENIOR HOUSING PROP TRUST REIT 81721M109 118 12,707 Defined 1,2 9,647 3,060
SENSAR CORPORATION Common 817253107 52 2,695 Defined 1,2 2,220 475
SENSORMATIC ELECTRONICS Common 817265101 1,357 90,446 Defined 1,2 27,278 63,168
SEPRACOR INC Common 817315104 11,214 91,401 Defined 1,2 25,931 65,470
SEQUA CORP -CL A Common 817320104 518 12,193 Defined 1,2 3,664 8,529
SEQUENOM INC Common 817337108 413 9,806 Defined 1,2 8,106 1,700
SEQUOIA SOFTWARE CORP Common 817439102 78 12,040 Defined 1,2 9,940 2,100
SERENA SOFTWARE Common 817492101 734 15,926 Defined 1,2 13,076 2,850
SEROLOGICALS CORP Common 817523103 16 2,250 Defined 1,2 0 2,250
SERONO SA ADR 81752M101 938 31,000 Defined 1,2 24,000 7,000
SERVICE CORP INTERNATIONAL Common 817565104 269 110,410 Defined 1,2 90,710 19,700
SERVICEMASTER CO Common 81760N109 1,222 123,712 Defined 1,2 101,862 21,850
7-ELEVEN INC Common 817826209 423 33,209 Defined 1,2 27,329 5,880
SHANDONG HUANENG PWR DEV LTD S ADR 819419102 307 40,324 Defined 1,2 31,324 9,000
</TABLE>
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SHANGHAI CHLOR-ALKALI CHEMICAL ADR 819422106 16 6,369 Defined 1,2 4,367 2,002
SHANGHAI ERFANGJI ADR 819423104 5 1,950 Defined 1,2 1,600 350
SHANGHAI PETROCHEM LTD ADR 819424102 645 47,791 Defined 1,2 37,391 10,400
SHANGHAI TYRE & RUBR LTD ADR 819425109 16 4,870 Defined 1,2 3,190 1,680
SHAW GROUP INC Common 820280105 2,078 29,476 Defined 1,2 9,576 19,900
SHAW INDUSTRIES INC Common 820286102 2,746 148,417 Defined 1,2 44,810 103,607
SHAW COMMUNICATIONS B Common 82028K200 1,784 78,637 Defined 1,2 59,637 19,000
SHELL TRAN&TRADE -NY SH ADR 822703609 45,722 934,298 Defined 1,2 725,766 208,532
SHERWIN-WILLIAMS CO Common 824348106 3,800 177,781 Defined 1,2 83,811 93,970
SHILOH INDUSTRIES INC Common 824543102 44 5,825 Defined 1,2 4,825 1,000
SHIN CORPORATION ADR 824550206 518 37,672 Defined 1,2 30,011 7,661
SHIRE PHARMACUTICALS GROUP ADR 82481R106 1,558 30,178 Defined 1,2 21,025 9,153
SHISEIDO CO LTD ADR 824841407 2,957 238,114 Defined 1,2 184,664 53,450
SHOPKO STORES INC Common 824911101 511 49,229 Defined 1,2 15,929 33,300
SHOP AT HOME INC Common 825066301 30 12,333 Defined 1,2 10,133 2,200
SHORELINE FINL CORP Common 825190101 66 4,672 Defined 1,2 3,846 826
SHUN TAK HOLDINGS ADR 825646102 131 86,337 Defined 1,2 67,437 18,900
SHURGARD STORAGE CTRS -CL A REIT 82567D104 354 15,701 Defined 1,2 11,001 4,700
SICOR INC Common 825846108 576 56,176 Defined 1,2 30,205 25,971
SIDERURGICA VENEZOLANA SIVENSA ADR 825865405 3 1,449 Defined 1,2 1,000 449
SIEBEL SYS INC Common 826170102 49,902 448,302 Defined 1,2 212,918 235,384
SIEBERT FINANCIAL CORP Common 826176109 70 9,224 Defined 1,2 7,624 1,600
SIEMENS AG ADR 826197402 39,705 308,714 Defined 1,2 243,714 65,000
SIERRA HEALTH SERVICES Common 826322109 226 48,191 Defined 1,2 14,741 33,450
SIERRA PACIFIC RESOURCES Common 826428104 1,653 91,847 Defined 1,2 27,736 64,111
SIGMA-ALDRICH Common 826552101 2,946 89,284 Defined 1,2 41,727 47,557
SIGNET GROUP PLC ADR 82668L872 729 31,006 Defined 1,2 24,806 6,200
SIGNALSOFT CORP Common 82668M102 378 9,300 Defined 1,2 7,700 1,600
SILICON LABORATORIES INC Common 826919102 55 1,336 Defined 1,2 1,091 245
SILGAN HOLDINGS INC Common 827048109 67 7,187 Defined 1,2 5,887 1,300
SILICON GRAPHICS INC Common 827056102 309 74,974 Defined 1,2 61,374 13,600
SILICON STORAGE TECH Common 827057100 980 36,029 Defined 1,2 29,529 6,500
SILICON IMAGE INC Common 82705T102 520 20,974 Defined 1,2 17,274 3,700
SILICON VY BANCSHARES Common 827064106 4,683 80,419 Defined 1,2 26,019 54,400
SILICON VALLEY GROUP INC Common 827066101 1,497 56,907 Defined 1,2 18,607 38,300
SILICONIX INC Common 827079203 568 12,040 Defined 1,2 9,940 2,100
SILVERSTREAM SOFTWARE, INC. Common 827907106 246 8,155 Defined 1,2 6,755 1,400
SIMIONE CENTRAL HLDGS INC Common 828654301 2 630 Defined 1,2 494 136
SIMON DEBARTOLO GROUP REIT 828806109 2,181 93,040 Defined 1,2 67,840 25,200
SIMPLE TECHNOLOGY INC Common 828820100 97 10,000 Defined 1,2 8,200 1,800
SIMPSON INDUSTRIES Common 829060102 362 29,556 Defined 1,2 9,606 19,950
SIMPSON MANUFACTURING INC Common 829073105 896 20,060 Defined 1,2 6,460 13,600
SIMSMETAL ADR 829202100 155 11,796 Defined 1,2 9,396 2,400
SINCLAIR BROADCAST GP -CL A Common 829226109 200 18,254 Defined 1,2 15,054 3,200
SINGER CO N V Common 82930F109 0 2,900 Defined 1,2 2,900 0
SIRIUS SATTELITE RADIO INC Common 82966U103 904 17,093 Defined 1,2 13,993 3,100
SITEL CORP Common 82980K107 84 28,743 Defined 1,2 23,643 5,100
SIPEX CORP Common 829909100 376 8,934 Defined 1,2 7,334 1,600
SIX FLAGS Common 83001P109 1,430 92,254 Defined 1,2 27,854 64,400
SKILLSOFT CORPORATION Common 83066P101 96 5,243 Defined 1,2 4,343 900
SKYPHARMA PLC ADR 830808101 279 22,509 Defined 1,2 17,409 5,100
SKY FINANCIAL Common 83080P103 556 31,347 Defined 1,2 25,785 5,562
SKY NETWORK TELEVISION LTD ADR 83080U102 39 2,802 Defined 1,2 2,702 100
SKYLINE CORP Common 830830105 306 14,377 Defined 1,2 4,662 9,715
SKYWEST INC Common 830879102 2,334 45,539 Defined 1,2 14,789 30,750
</TABLE>
<PAGE> 63
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SMART & FINAL INC Common 831683107 83 11,797 Defined 1,2 9,747 2,050
SMALLWORLDWIDE PLC ADR 83168P108 6 300 Defined 1,2 300 0
SMEDVIG ADR 83169H105 327 16,912 Defined 1,2 12,112 4,800
SMARTSERV ONLINE INC Common 83169M203 76 2,112 Defined 1,2 1,737 375
Smartdisk Corp Common 83169Q105 116 8,059 Defined 1,2 6,659 1,400
SMARTFORCE PLC ADR 83170A206 1,360 28,716 Defined 1,2 18,416 10,300
SMITH AND NEPHEW PLC ADR 83175M205 365 8,373 Defined 1,2 8,210 163
SMITH (A O) CORP Common 831865209 489 38,894 Defined 1,2 12,644 26,250
SMITH INTERNATIONAL INC Common 832110100 4,832 59,244 Defined 1,2 17,832 41,412
SMITH CHARLES E RES RLTY INC REIT 832197107 482 10,617 Defined 1,2 7,817 2,800
SMITHFIELD FOODS INC Common 832248108 2,475 94,280 Defined 1,2 30,780 63,500
SMITHKLINE BEECHAM PLC ADR 832378301 43,246 630,173 Defined 1,2 490,433 139,740
SMUCKER (JM) CO Common 832696306 691 28,412 Defined 1,2 8,422 19,990
SMURFIT-STONE CONTAINER CORP Common 832727101 1,182 98,503 Defined 1,2 72,761 25,742
SNAP-ON INC Common 833034101 1,514 64,267 Defined 1,2 30,144 34,123
SNOWBALL.COM INC Common 83335R102 22 15,245 Defined 1,2 12,545 2,700
SOC QUIMICA MINERA ADR 833635105 278 13,371 Defined 1,2 10,371 3,000
SOC GENERALE ADR 83364L109 12,349 1,104,568 Defined 1,2 865,768 238,800
SOCKET COMMUNICATIONS INC Common 833672108 125 8,059 Defined 1,2 6,659 1,400
SODEXHO MARRIOT SERVICES Common 833793102 420 25,564 Defined 1,2 21,037 4,527
SOFTNET SYSTEMS INC Common 833964109 68 11,361 Defined 1,2 9,361 2,000
SOFTWARE.COM Common 83402P104 3,506 19,326 Defined 1,2 15,826 3,500
SOFTWARE TECHNOLOGIES INC Common 834040107 637 27,834 Defined 1,2 22,952 4,882
SOHU.COM INC Common 83408W103 25 4,230 Defined 1,2 3,730 500
SOLA INTL INC Common 834092108 278 43,185 Defined 1,2 12,985 30,200
SOLECTRON CORP Common 834182107 30,201 654,760 Defined 1,2 307,212 347,548
SOLUTIA INC Common 834376105 1,421 124,934 Defined 1,2 37,669 87,265
Somera Communication Common 834458101 184 19,323 Defined 1,2 15,923 3,400
SONERA OYJ ADR 835433202 3,640 144,152 Defined 1,2 112,972 31,180
SONIC CORP Common 835451105 916 29,086 Defined 1,2 9,436 19,650
SONIC AUTOMOTIVE INC Common 83545G102 104 12,526 Defined 1,2 10,326 2,200
SONIC INNOVATIONS INC Common 83545M109 84 7,962 Defined 1,2 6,562 1,400
SONIC FOUNDRY INC Common 83545R108 78 8,738 Defined 1,2 7,238 1,500
SONICWALL INC Common 835470105 592 20,778 Defined 1,2 17,178 3,600
SONOCO PRODUCTS CO Common 835495102 2,108 116,691 Defined 1,2 35,195 81,496
SONS OF GWALIA ADR 835688201 189 13,078 Defined 1,2 10,178 2,900
SONOSIGHT INC Common 83568G104 70 3,763 Defined 1,2 3,088 675
SONY CORP -AMER SHARES ADR 835699307 43,422 430,184 Defined 1,2 328,424 101,760
SOTHEBY'S HOLDINGS -CL A Common 835898107 1,717 69,020 Defined 1,2 20,820 48,200
SONUS NETWORKS INC Common 835916107 255 2,016 Defined 1,2 1,641 375
Source Information M Common 836151209 49 7,187 Defined 1,2 5,887 1,300
SOUTH AFRICAN BREWERIES PLC ADR 836220103 1,488 219,690 Defined 1,2 176,536 43,154
SOUTH CHINA MORNING POST ADR 837399104 741 194,068 Defined 1,2 152,268 41,800
SOUTH FINANCIAL GROUP Common 837841105 910 72,084 Defined 1,2 23,484 48,600
SOUTH JERSEY INDUSTRIES Common 838518108 134 4,597 Defined 1,2 3,764 833
SOUTHCORP HOLDINGS ADR 841295108 406 29,274 Defined 1,2 23,574 5,700
SOUTHDOWN INC Common 841297104 3,019 42,367 Defined 1,2 12,724 29,643
SOUTHERN CO Common 842587107 22,893 705,770 Defined 1,2 331,747 374,023
SOUTHERN ENERGY INC Common 842816100 60 1,900 Defined 1,2 1,520 380
SOUTHERN PERU COPPER Common 843611104 577 37,250 Defined 1,2 28,950 8,300
SOUTHERN UNION CO Common 844030106 1,667 84,164 Defined 1,2 28,264 55,900
SOUTHTRUST CORP Common 844730101 5,799 184,469 Defined 1,2 86,255 98,214
SOUTHWEST AIRLINES Common 844741108 13,253 546,517 Defined 1,2 254,796 291,721
SOUTHWEST BANCORPORATION/TX Common 84476R109 1,544 47,243 Defined 1,2 15,343 31,900
SOUTHWEST GAS CORP Common 844895102 1,098 52,448 Defined 1,2 17,148 35,300
</TABLE>
<PAGE> 64
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SOUTHWEST SECURITIES GROUP Common 845224104 770 26,310 Defined 1,2 8,570 17,740
SOUTHWESTERN ENERGY CO Common 845467109 363 41,485 Defined 1,2 13,485 28,000
SOVEREIGN BANCORP INC Common 845905108 2,464 266,374 Defined 1,2 79,874 186,500
SOVRAN SELF STORAGE INC REIT 84610H108 132 6,439 Defined 1,2 4,439 2,000
SPACELABS MED INC Common 846247104 166 16,771 Defined 1,2 5,071 11,700
SPANISH BROADCASTING SYS Common 846425882 154 13,108 Defined 1,2 10,808 2,300
SPARTAN MOTORS INC Common 846819100 58 18,683 Defined 1,2 6,083 12,600
SPARTECH CORP Common 847220209 174 11,168 Defined 1,2 9,168 2,000
SPECIALTY EQUIPMENT COS INC Common 847497203 798 32,309 Defined 1,2 10,509 21,800
SPECTRA-PHYSICS LASERS INC Common 847568102 359 6,701 Defined 1,2 5,501 1,200
SPECTRALINK CORP Common 847580107 74 7,866 Defined 1,2 6,466 1,400
SPECTRIAN CORP Common 847608106 67 4,346 Defined 1,2 3,571 775
SPECTRASITE HOLDINGS INC Common 84760T100 941 50,681 Defined 1,2 41,881 8,800
SPEEDFAM IPEC INC Common 847705100 604 52,804 Defined 1,2 16,006 36,798
SPEEDWAY MOTORSPORTS INC COM Common 847788106 352 16,896 Defined 1,2 13,896 3,000
SPHERION CORPORATION Common 848420105 1,274 106,715 Defined 1,2 34,735 71,980
SPIEGEL INC -CL A Common 848457107 374 53,404 Defined 1,2 44,004 9,400
SPIEKER PROPERTIES INC REIT 848497103 1,963 34,097 Defined 1,2 24,897 9,200
SPINNAKER EXPLORATION CO Common 84855W109 358 10,252 Defined 1,2 8,522 1,730
SPIRENT PLC ADR 84856M100 560 28,392 Defined 1,2 27,792 600
SPORTSLINE USA INC Common 848934105 197 14,282 Defined 1,2 8,782 5,500
SPRINGS INDUSTRIES -CL A Common 851783100 554 19,659 Defined 1,2 9,166 10,493
SPRINT CORP Common 852061100 28,209 962,344 Defined 1,2 452,346 509,998
SPRINT PCS GROUP Common 852061506 35,132 1,001,996 Defined 1,2 474,552 527,444
ST ASSEMBLY TEST SERVICES LTD ADR 85227G102 640 33,471 Defined 1,2 27,971 5,500
STAAR SURGICAL CO Common 852312305 128 7,397 Defined 1,2 4,922 2,475
STAMPS COM INC Common 852857101 76 19,809 Defined 1,2 16,309 3,500
STANCORP FINL CORP Common 852891100 552 12,915 Defined 1,2 10,615 2,300
STANDARD MICROSYSTEMS CORP Common 853626109 574 26,334 Defined 1,2 8,534 17,800
STANDARD MOTOR PRODS Common 853666105 165 20,596 Defined 1,2 6,696 13,900
STANDARD PACIFIC CP Common 85375C101 895 49,730 Defined 1,2 16,230 33,500
STANDARD REGISTER CO Common 853887107 516 32,229 Defined 1,2 9,736 22,493
STANDEX INTERNATIONAL CORP Common 854231107 401 20,783 Defined 1,2 6,783 14,000
STANLEY WORKS Common 854616109 2,205 95,616 Defined 1,2 44,673 50,943
Starbase Corp Common 854910205 100 17,575 Defined 1,2 14,475 3,100
STAR TELECOMMUNICATIONS INC Common 854923109 47 23,740 Defined 1,2 19,590 4,150
STAPLES INC Common 855030102 7,054 497,218 Defined 1,2 232,087 265,131
STARBUCKS CORP Common 855244109 8,174 204,039 Defined 1,2 95,459 108,580
STARMEDIA NETWORK INC Common 855546107 197 26,315 Defined 1,2 21,665 4,650
STARTECH Common 85569C107 676 23,325 Defined 1,2 7,625 15,700
STATE AUTO FINL CORP Common 855707105 204 15,535 Defined 1,2 12,835 2,700
STATE STREET CORP Common 857477103 23,034 177,186 Defined 1,2 82,642 94,544
STATEN IS BANCORP INC Common 857550107 1,215 60,735 Defined 1,2 19,835 40,900
STATION CASINOS INC Common 857689103 351 24,615 Defined 1,2 20,265 4,350
STEEL DYNAMICS Common 858119100 714 77,695 Defined 1,2 25,195 52,500
STEEL TECHNOLOGIES Common 858147101 111 17,624 Defined 1,2 5,724 11,900
STEELCASE Common 858155203 207 12,333 Defined 1,2 10,133 2,200
STEIN MART INC Common 858375108 776 71,758 Defined 1,2 23,158 48,600
STEINWAY MUSICAL INSTRUMENTS Common 858495104 60 3,424 Defined 1,2 2,799 625
STEPAN CO Common 858586100 78 3,885 Defined 1,2 3,185 700
STERLING BANCSHRS/TX Common 858907108 161 10,585 Defined 1,2 8,685 1,900
STERICYCLE INC Common 858912108 147 5,997 Defined 1,2 4,922 1,075
STERIS CORP Common 859152100 1,053 87,724 Defined 1,2 23,904 63,820
STERLING FINL CORP Common 859317109 69 3,642 Defined 1,2 2,992 650
STEWART & STEVENSON SERVICES Common 860342104 577 33,089 Defined 1,2 9,927 23,162
</TABLE>
<PAGE> 65
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
STEWART ENTERPRISES -CL A Common 860370105 242 124,900 Defined 1,2 37,700 87,200
STEWART INFO SVCS Common 860372101 87 5,632 Defined 1,2 4,632 1,000
STILLWATER MINING CO Common 86074Q102 1,742 64,337 Defined 1,2 21,037 43,300
STILWELL FINANCIAL Common 860831106 10,591 243,475 Defined 1,2 114,665 128,810
STMICROELECTRONICS NV ADR 861012102 22,944 481,774 Defined 1,2 375,074 106,700
STOCKWALK.COM GROUP INC Common 86149C104 34 7,962 Defined 1,2 6,562 1,400
STOLT-NIELSEN SA ADR 861565109 353 18,363 Defined 1,2 13,613 4,750
STOLT OFFSHORE ADR ADR 861567105 139 10,924 Defined 1,2 8,424 2,500
STONE ENERGY CORP Common 861642106 1,678 30,509 Defined 1,2 9,909 20,600
STONERIDGE INC Common 86183P102 87 9,031 Defined 1,2 7,431 1,600
STORAGE USA INC REIT 861907103 458 15,015 Defined 1,2 10,615 4,400
STORA ENSO OYJ ADR 86210M106 1,697 205,723 Defined 1,2 190,723 15,000
STORAGE TECHNOLOGY CP -CL A Common 862111200 1,618 119,326 Defined 1,2 35,963 83,363
STORAGENETWORKS INC Common 86211E103 3,661 35,829 Defined 1,2 29,529 6,300
STRATOS LIGHTWAVE INC Common 863100103 820 25,441 Defined 1,2 20,941 4,500
STRATTEC SEC CORP Common 863111100 60 1,812 Defined 1,2 1,483 329
STRAYER ED INC Common 863236105 135 6,165 Defined 1,2 5,115 1,050
STRIDE RITE CORP Common 863314100 366 72,224 Defined 1,2 23,524 48,700
STRUCTURAL DYNAMICS RESEARCH Common 863555108 695 42,418 Defined 1,2 12,821 29,597
STRYKER CORP Common 863667101 10,881 253,408 Defined 1,2 69,142 184,266
STUDENT ADVANTAGE INC Common 86386Q105 107 14,566 Defined 1,2 11,966 2,600
STUDENT LOAN CORP Common 863902102 393 8,059 Defined 1,2 6,659 1,400
STURM RUGER & CO INC Common 864159108 367 44,841 Defined 1,2 14,541 30,300
SUFFOLK BANCORP Common 864739107 68 2,477 Defined 1,2 2,027 450
SUIZA FOODS Common 865077101 1,663 32,815 Defined 1,2 9,815 23,000
SULZER MEDICA LTD ADR 865580104 1,464 56,290 Defined 1,2 44,690 11,600
SUMITOMO METAL IND ADR 865621304 1,233 211,534 Defined 1,2 160,834 50,700
SUMITOMO TRUST&BANKING ADR 865625206 5,257 775,987 Defined 1,2 615,887 160,100
SUMMIT BANCORP Common 866005101 6,599 191,278 Defined 1,2 89,525 101,753
SUMMIT BANCSHARES INC/TX Common 866011109 46 2,598 Defined 1,2 2,123 475
SUMMIT PROPERTIES INC REIT 866239106 333 13,840 Defined 1,2 9,740 4,100
SUN COMMUNITIES INC REIT 866674104 299 9,459 Defined 1,2 6,659 2,800
SUN HUNG KAI PROPERTIES ADR 86676H302 12,757 1,353,220 Defined 1,2 1,047,520 305,700
SUN LIFE FINANCIAL SERVICES ADR 866796105 56 2,730 Defined 1,2 2,130 600
SUN MICROSYSTEMS INC Common 866810104 200,875 1,720,560 Defined 1,2 811,012 909,548
SUN HEALTHCARE GROUP INC Common 866933104 0 212 Defined 1,2 0 212
SUNBEAM CORPORATION Common 867071102 57 43,533 Defined 1,2 35,852 7,681
SUNCOR ENERGY INC Common 867229106 1,658 74,945 Defined 1,2 57,745 17,200
SUNGARD DATA SYSTEMS INC Common 867363103 6,664 155,645 Defined 1,2 46,675 108,970
SUNGLASS HUT INTL INC Common 86736F106 114 17,382 Defined 1,2 14,282 3,100
SUNOCO INC Common 86764P109 2,580 95,788 Defined 1,2 45,073 50,715
SUNQUEST INFORMATION SYS INC Common 867654105 120 8,811 Defined 1,2 5,211 3,600
SUNRISE ASSISTED LIVING Common 86768K106 224 10,338 Defined 1,2 7,238 3,100
SUNRISE TECHNOLOGY INTL INC Common 86769L103 135 18,837 Defined 1,2 15,537 3,300
SUNRISE TELECOM INC Common 86769Y105 578 20,050 Defined 1,2 16,550 3,500
SUNRISE MEDICAL INC Common 867910101 238 39,620 Defined 1,2 12,020 27,600
SUNTRUST BANKS INC Common 867914103 16,209 325,402 Defined 1,2 152,350 173,052
SUPERCONDUCTOR TECHNOLOGIES Common 867931107 126 6,990 Defined 1,2 5,790 1,200
SUPERGEN INC Common 868059106 253 13,205 Defined 1,2 10,905 2,300
SUPERIOR CONSULTANT HOLDINGS Common 868146101 3 1,700 Defined 1,2 0 1,700
SUPERIOR ENERGY SERVICES INC Common 868157108 286 27,285 Defined 1,2 22,485 4,800
SUPERIOR INDUSTRIES INTL Common 868168105 914 30,450 Defined 1,2 9,154 21,296
SUPERIOR TELECOM INC Common 868365107 49 8,190 Defined 1,2 6,730 1,460
SUPER-SOL LTD ADR 868511205 435 23,505 Defined 1,2 18,505 5,000
SUPERTEX INC Common 868532102 250 4,953 Defined 1,2 4,053 900
</TABLE>
<PAGE> 66
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SUPERVALU INC Common 868536103 2,175 144,378 Defined 1,2 67,724 76,654
SUPPORT.COM Common 868587106 413 13,496 Defined 1,2 11,146 2,350
SURGUTNEFTEGAZ ADR 868861204 3,709 253,608 Defined 1,2 193,108 60,500
SUSQUEHANNA BANCSHARES INC Common 869099101 996 65,284 Defined 1,2 21,191 44,093
SVENSKA CELLULOSA ADR 869587402 2,013 114,044 Defined 1,2 89,044 25,000
SWEDISH MATCH CO SPON ADR ADR 870309507 795 25,243 Defined 1,2 19,763 5,480
SWIFT ENERGY CO Common 870738101 1,534 36,900 Defined 1,2 12,000 24,900
SWIFT TRANSPORTATION CO INC Common 870756103 969 74,164 Defined 1,2 22,364 51,800
SWIRE PACIFIC ADR 870794302 3,390 543,842 Defined 1,2 412,342 131,500
SWISS RE ADR 870887205 14,389 150,729 Defined 1,2 119,829 30,900
SWISSCOM AG ADR 871013108 9,417 382,430 Defined 1,2 301,430 81,000
SWITCHBOARD INC Common 871045100 65 10,003 Defined 1,2 8,203 1,800
SYBASE INC Common 871130100 2,414 104,964 Defined 1,2 31,524 73,440
SYBRON INTL CORP Common 87114F106 3,259 135,775 Defined 1,2 37,228 98,547
SYCAMORE NETWORKS INC Common 871206108 10,739 99,439 Defined 1,2 81,639 17,800
SYKES ENTERPRISES INC Common 871237103 261 48,633 Defined 1,2 14,633 34,000
SYLVAN LEARNING SYSTEMS INC Common 871399101 652 44,044 Defined 1,2 13,144 30,900
SYMANTEC CORP Common 871503108 3,154 71,684 Defined 1,2 21,613 50,071
SYMBOL TECHNOLOGIES Common 871508107 5,807 161,583 Defined 1,2 48,605 112,978
SYMMETRICOM INC Common 871543104 585 37,431 Defined 1,2 12,181 25,250
SYMYX TECHNOLOGIES INC Common 87155S108 522 12,042 Defined 1,2 9,892 2,150
SYNCOR INTL CORP/DE Common 87157J106 1,465 39,800 Defined 1,2 13,000 26,800
SYNOPSYS INC Common 871607107 3,178 83,916 Defined 1,2 25,269 58,647
SYNOVUS FINANCIAL CP Common 87161C105 6,593 311,172 Defined 1,2 145,306 165,866
SYNTEL INC Common 87162H103 157 20,035 Defined 1,2 12,835 7,200
SYNTROLEUM CORPORATION Common 871630109 270 13,255 Defined 1,2 10,905 2,350
SYSCO CORP Common 871829107 16,796 362,656 Defined 1,2 170,658 191,998
SYSTEMAX INC Common 871851101 38 13,787 Defined 1,2 11,387 2,400
SYSTEMS & COMPUTER TECH CORP Common 871873105 955 54,391 Defined 1,2 17,591 36,800
TBC CORP Common 872180104 172 35,344 Defined 1,2 11,494 23,850
TCF FINANCIAL CORP Common 872275102 3,554 94,452 Defined 1,2 28,426 66,026
TDK CORP -ADS ADR 872351408 9,672 75,121 Defined 1,2 58,621 16,500
TD WATERHOUSE SECURITIES Common 872362108 316 16,993 Defined 1,2 13,993 3,000
TECO ENERGY INC Common 872375100 4,233 147,226 Defined 1,2 44,431 102,795
THQ INC Common 872443403 809 34,809 Defined 1,2 10,409 24,400
T I GROUP ADR 872472709 1,515 142,341 Defined 1,2 110,941 31,400
TJX COMPANIES INC Common 872540109 7,213 320,563 Defined 1,2 149,482 171,081
TLC THE LASER CENTER Common 87255E108 13 3,478 Defined 1,2 3,378 100
TPI ENTERPRISES INC Common 872623103 0 600 Defined 1,2 0 600
TRW INC Common 872649108 5,454 134,251 Defined 1,2 63,432 70,819
TMP WORLDWIDE Common 872941109 2,939 36,515 Defined 1,2 29,915 6,600
TTM TECHNOLOGIES Common 87305R109 24 1,000 Defined 1,2 800 200
TVX GOLD INC Common 87308K200 27 16,563 Defined 1,2 12,583 3,980
TXU CORP Common 873168108 11,423 288,282 Defined 1,2 135,224 153,058
TACO CABANA -CL A Common 873425102 83 19,213 Defined 1,2 6,213 13,000
TAG HEUER INTERNATIONAL SA ADR 873773105 356 28,648 Defined 1,2 23,448 5,200
TAIWAN SEMICONDUCTOR MFG LTD ADR 874039100 21,353 1,047,996 Defined 1,2 791,618 256,378
TAKE-TWO INTERACTIVE SOFTWARE Common 874054109 120 9,517 Defined 1,2 7,817 1,700
TALARIAN INC Common 874090103 148 7,719 Defined 1,2 6,369 1,350
TALBOTS INC Common 874161102 830 12,526 Defined 1,2 10,326 2,200
TALISMAN ENERGY INC Common 87425E103 2,037 58,110 Defined 1,2 46,020 12,090
TALK.COM INC Common 874264104 578 131,241 Defined 1,2 42,691 88,550
TANGER FACTORY OUTLET CTRS REIT 875465106 92 4,195 Defined 1,2 2,895 1,300
TANNING TECHNOLOGY CORP Common 87588P101 115 8,352 Defined 1,2 6,852 1,500
TANOX INC Common 87588Q109 582 17,186 Defined 1,2 14,186 3,000
</TABLE>
<PAGE> 67
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TARGET CORP Common 87612E106 25,425 992,184 Defined 1,2 465,294 526,890
TARGETED GENETICS CORP Common 87612M108 175 14,759 Defined 1,2 12,159 2,600
TARRANT APPAREL GROUP Common 876289109 48 6,408 Defined 1,2 5,308 1,100
TATE & LYLE ADR 876570607 801 57,541 Defined 1,2 44,641 12,900
TAUBMAN CTRS INC REIT 876664103 336 29,048 Defined 1,2 20,748 8,300
TAYLOR NELSON AGB ADR 877255109 930 14,436 Defined 1,2 11,536 2,900
TECH DATA CORP Common 878237106 2,612 61,107 Defined 1,2 18,807 42,300
TECH-SYM CORP Common 878308105 71 2,355 Defined 1,2 1,930 425
TECHNE CORP Common 878377100 4,081 36,441 Defined 1,2 11,141 25,300
TECHNITROL INC Common 878555101 2,753 27,254 Defined 1,2 8,854 18,400
TECHNOLOGY SOLUTIONS CO Common 87872T108 45 17,965 Defined 1,2 14,765 3,200
TECUMSEH PRODUCTS CO -CL A Common 878895200 948 22,634 Defined 1,2 6,741 15,893
TEJON RANCH CO Common 879080109 131 5,171 Defined 1,2 4,246 925
TEKELEC Common 879101103 993 30,204 Defined 1,2 19,204 11,000
TEKTRONIX INC Common 879131100 4,021 52,354 Defined 1,2 24,831 27,523
TELAXIS COMMUNICATIONS CORP Common 879202109 40 6,604 Defined 1,2 5,404 1,200
TELCOM SEMICONDUCTOR INC Common 87921P107 449 30,200 Defined 1,2 9,800 20,400
TELE CELULAR SUL PART ADR 879238103 368 12,283 Defined 1,2 9,483 2,800
TELE CENTRO OESTE CELULAR ADR 87923P105 484 45,506 Defined 1,2 35,206 10,300
TELE DANMARK ADR 879242105 6,894 245,103 Defined 1,2 189,603 55,500
TELE NORTE LESTE ADR 879246106 3,008 131,477 Defined 1,2 102,871 28,606
TELE NORDESTE CELULAR ADR 87924W109 307 6,530 Defined 1,2 4,780 1,750
TELE NORTE CELULAR ADR 87924Y105 100 2,493 Defined 1,2 1,773 720
TELE SUDESTE CELULAR ADR 879252104 611 29,081 Defined 1,2 23,301 5,780
TELECOM ARGENTINA ADR 879273209 2,410 111,425 Defined 1,2 86,525 24,900
TELECOM CP NEW ZEALAND ADR 879278208 2,635 131,745 Defined 1,2 103,245 28,500
TELECOM ITALIA SPA ADR 87927W106 30,799 293,322 Defined 1,2 230,372 62,950
TELECOMUNICACOES BRASILEIRAS ADR 879287100 8 199,898 Defined 1,2 152,798 47,100
TELEBRAS UNIT ADR 879287308 1,908 24,118 Defined 1,2 23,218 900
TELECORP PCS INC Common 879299105 681 35,836 Defined 1,2 29,336 6,500
TELECOM DE SAO PAULO ADR 87929A102 1,391 88,994 Defined 1,2 72,994 16,000
TELECOMMUNICATION SYSTEMS Common 87929J103 97 5,075 Defined 1,2 4,175 900
TELEDYNE TECHNOLOGIES Common 879360105 1,492 51,214 Defined 1,2 16,664 34,550
TELEFLEX INC Common 879369106 1,545 44,933 Defined 1,2 13,493 31,440
TELEFONICA DE ARGENT ADR 879378206 4,845 132,975 Defined 1,2 103,675 29,300
TELEFONICA S.A. ADR 879382208 34,195 575,302 Defined 1,2 441,253 134,049
TELEFONICA del PERU ADR 879384105 1,016 132,200 Defined 1,2 102,900 29,300
TELEFONOS DE MEX ADR 879403780 16,931 318,324 Defined 1,2 242,324 76,000
TELEGLOBE INC Common 87941V100 1,535 73,086 Defined 1,2 56,886 16,200
TELEPHONE & DATA Common 879433100 7,808 70,534 Defined 1,2 21,295 49,239
TELE LESTE CELULAR ADR 87943B102 100 2,493 Defined 1,2 1,773 720
TELEMIG CELULAR ADR 87944E105 346 6,530 Defined 1,2 4,780 1,750
TELE1 EUROPE HOLDING ADR 87944T201 126 14,003 Defined 1,2 13,703 300
TELESCAN INC Common 879516102 17 6,797 Defined 1,2 5,597 1,200
TELESPECTRUM Common 87951U109 8 13,401 Defined 1,2 11,001 2,400
TELESP CELULAR ADR 87952L108 1,572 47,737 Defined 1,2 36,837 10,900
TELEVISION BROADCASTS LTD ADR 879531309 1,394 116,157 Defined 1,2 91,757 24,400
TELEWEST COMMUN PLC ADR 87956P105 2,319 118,925 Defined 1,2 94,158 24,767
TELEX-CHILE ADR 87957Q102 1 559 Defined 1,2 420 139
TELIGENT, INC Common 87959Y103 202 15,540 Defined 1,2 12,690 2,850
TELLABS INC Common 879664100 21,240 444,815 Defined 1,2 209,789 235,026
TELSTRA CORP LTD ADR 87969N204 7,730 475,704 Defined 1,2 376,104 99,600
TELXON CORP Common 879700102 508 29,047 Defined 1,2 9,447 19,600
TELOCITY INC Common 87971D103 113 34,568 Defined 1,2 28,468 6,100
TEMPLE-INLAND INC Common 879868107 2,119 55,951 Defined 1,2 26,525 29,426
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TELETECH HOLDINGS Common 879939106 630 25,444 Defined 1,2 20,844 4,600
TELESYSTEM INTERNATIONAL WIRELESS Common 879946101 520 37,010 Defined 1,2 29,410 7,600
TENFOLD CORP Common 88033A103 63 14,273 Defined 1,2 11,773 2,500
TENET HEALTHCARE CORP Common 88033G100 13,819 379,916 Defined 1,2 160,634 219,282
TENNANT CO Common 880345103 163 3,690 Defined 1,2 3,040 650
TENNECO AUTOMOTIVE Common 880349105 305 58,700 Defined 1,2 19,164 39,536
TERADYNE INC Common 880770102 6,600 188,558 Defined 1,2 88,892 99,666
TERAYON COMMUNICATION SYSTEMS Common 880775101 854 25,155 Defined 1,2 20,555 4,600
TEREX CORP Common 880779103 146 11,168 Defined 1,2 9,168 2,000
TERREMARK WORLDWIDE INC Common 881448104 202 79,234 Defined 1,2 65,234 14,000
TESCO ADR 881575302 13,710 1,252,639 Defined 1,2 973,889 278,750
TESORO PETROLEUM CORP Common 881609101 128 12,915 Defined 1,2 10,615 2,300
TEVA PHARM INDS ADR 881624209 5,125 70,020 Defined 1,2 55,340 14,680
TETRA TECHNOLOGIES INC/DE Common 88162F105 340 22,389 Defined 1,2 7,289 15,100
TETRA TECH INC Common 88162G103 1,896 66,372 Defined 1,2 21,647 44,725
TEXACO INC Common 881694103 31,505 600,086 Defined 1,2 282,376 317,710
TEXAS BIOTECH CORP Common 88221T104 264 16,507 Defined 1,2 13,607 2,900
TEXAS INDUSTRIES INC Common 882491103 1,115 34,984 Defined 1,2 11,384 23,600
TEXAS INSTRUMENTS INC Common 882508104 87,457 1,853,392 Defined 1,2 883,768 969,624
TEXAS REGL BCSHS INC -CL A Common 882673106 167 5,875 Defined 1,2 4,825 1,050
TEXTRON INC Common 883203101 7,152 155,062 Defined 1,2 73,759 81,303
THERAGENICS CORP Common 883375107 333 51,219 Defined 1,2 15,919 35,300
THERMA-WAVE INC Common 88343A108 248 8,641 Defined 1,2 7,141 1,500
THERMO ELECTRON CORP Common 883556102 4,927 189,514 Defined 1,2 89,002 100,512
THERMO CARDIOSYSTEMS Common 88355K200 178 20,235 Defined 1,2 12,835 7,400
THERMO FIBERTEK INC Common 88355W105 104 24,808 Defined 1,2 20,458 4,350
THESTREET DOT COM Common 88368Q103 46 10,292 Defined 1,2 8,492 1,800
THOMAS & BETTS CORP Common 884315102 1,107 63,457 Defined 1,2 29,951 33,506
THOMAS INDUSTRIES INC Common 884425109 518 25,594 Defined 1,2 8,344 17,250
THOMSON CSF ADR 885094409 1,028 24,400 Defined 1,2 4,200 20,200
THOMSON MULTIMEDIA ADR 885118109 1,179 22,888 Defined 1,2 22,388 500
THOR INDUSTRIES INC Common 885160101 462 19,966 Defined 1,2 6,466 13,500
THORATEC LABORATORIES CORP Common 885175307 197 8,934 Defined 1,2 7,334 1,600
3COM CORP Common 885535104 7,992 416,545 Defined 1,2 125,034 291,511
3DO COMPANY Common 88553W105 97 14,566 Defined 1,2 11,966 2,600
3DFX INTERACTIVE INC Common 88553X103 49 10,003 Defined 1,2 8,203 1,800
THREE-FIVE SYSTEMS INC Common 88554L108 1,038 35,494 Defined 1,2 11,595 23,899
3 DIMENSIONAL PHARMACEUTICAL Common 88554W104 268 7,450 Defined 1,2 6,150 1,300
TIBCO SOFTWARE, INC Common 88632Q103 6,740 79,819 Defined 1,2 62,899 16,920
TICKETS.COM INC Common 88633M101 24 23,597 Defined 1,2 19,397 4,200
TICKETMASTER ONLINE CITY SRCH Common 88633P203 250 14,763 Defined 1,2 12,063 2,700
TIDEWATER INC Common 886423102 2,966 65,197 Defined 1,2 19,695 45,502
TIFFANY & CO Common 886547108 6,075 157,531 Defined 1,2 74,631 82,900
TIMBERLAND CO -CL A Common 887100105 2,751 67,109 Defined 1,2 21,909 45,200
TIME WARNER INC Common 887315109 111,621 1,426,462 Defined 1,2 676,296 750,166
TIME WARNER TELECOM Common 887319101 647 13,401 Defined 1,2 11,001 2,400
TIMKEN CO Common 887389104 915 66,867 Defined 1,2 31,516 35,351
TITAN CORP Common 888266103 1,037 62,861 Defined 1,2 19,057 43,804
TITAN INTERNATIONAL Common 88830M102 197 34,281 Defined 1,2 11,181 23,100
TITAN PHARMACEUTICALS INC Common 888314101 675 10,389 Defined 1,2 8,589 1,800
TITANIUM METALS CORP Common 888339108 103 12,622 Defined 1,2 10,422 2,200
TIVO INC Common 888706108 297 15,344 Defined 1,2 12,594 2,750
TNT POST GROEP NV ADR 888742103 6,270 269,658 Defined 1,2 209,739 59,919
TOKIO MARINE &FIRE INS ADR 889090403 8,718 173,699 Defined 1,2 136,429 37,270
TOLL BROTHERS INC Common 889478103 2,070 60,222 Defined 1,2 19,622 40,600
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TOLLGRADE COMMUNICATIONS INC Common 889542106 714 5,146 Defined 1,2 4,246 900
TOMKINS PLC ADR 890030208 1,454 149,157 Defined 1,2 114,657 34,500
TOO INC Common 890333107 295 12,429 Defined 1,2 10,229 2,200
TOOTSIE ROLL INDS Common 890516107 535 13,629 Defined 1,2 11,136 2,493
TOPPS CO INC Common 890786106 169 18,351 Defined 1,2 15,151 3,200
TORCHMARK CORP Common 891027104 3,878 139,451 Defined 1,2 65,360 74,091
TORO CO Common 891092108 658 20,879 Defined 1,2 6,779 14,100
TORONTO DOMINION BANK Common 891160509 1,680 56,963 Defined 1,2 55,763 1,200
TOSCO CORP Common 891490302 4,904 157,256 Defined 1,2 74,156 83,100
TOTAL FINA ELF ADR ADR 89151E109 52,664 717,124 Defined 1,2 551,437 165,687
TOWER AUTOMOTIVE INC Common 891707101 744 79,389 Defined 1,2 25,889 53,500
TOTAL SYSTEM SERVICES INC Common 891906109 1,326 78,895 Defined 1,2 64,945 13,950
TOWN & COUNTRY TRUST REIT 892081100 154 8,576 Defined 1,2 6,176 2,400
TOYOTA MOTOR CORP ADR 892331307 83,479 1,063,426 Defined 1,2 822,726 240,700
TOYS R US INC Common 892335100 3,835 235,984 Defined 1,2 110,729 125,255
TRACTOR SUPPLY CO Common 892356106 39 3,545 Defined 1,2 2,895 650
TRAMMELL CROW COMPANY Common 89288R106 213 14,177 Defined 1,2 11,677 2,500
TRANS WORLD AIRLINES Common 893349837 51 26,995 Defined 1,2 22,195 4,800
TRANS WORLD ENTMT CORP Common 89336Q100 196 19,566 Defined 1,2 16,116 3,450
TRNSACTN SYS ARCHTCTS -CL A Common 893416107 635 39,063 Defined 1,2 11,763 27,300
TRANSATLANTIC HOLDINGS INC Common 893521104 1,298 14,030 Defined 1,2 11,580 2,450
TRANSCANADA PIPELINES LTD Common 893526103 2,699 289,852 Defined 1,2 231,794 58,058
TRANSKARYOTIC THERAPIES INC Common 893735100 552 12,827 Defined 1,2 7,527 5,300
TRANS MARITIMA MEX ADR 893868208 1 100 Defined 1,2 0 100
TRANSPORTADOR DE GAS DEL SUR S ADR 893870204 308 40,771 Defined 1,2 32,071 8,700
TRANSMONTAIGNE OIL CO Common 893934109 61 12,429 Defined 1,2 10,229 2,200
TRAVELOCITY.COM INC Common 893953109 123 8,704 Defined 1,2 5,404 3,300
TRANSWITCH CORP Common 894065101 6,129 96,134 Defined 1,2 28,934 67,200
TRANZ RAIL HOLDING LTD. ADR 894116102 97 22,226 Defined 1,2 17,826 4,400
TREDEGAR INDUSTRIES INC Common 894650100 1,095 63,224 Defined 1,2 20,724 42,500
TRENDWEST RESORTS INC Common 894917103 115 6,894 Defined 1,2 5,694 1,200
TREX COMPANY INC Common 89531P105 174 5,729 Defined 1,2 4,729 1,000
TREX MED CORP Common 89531R101 3 2,500 Defined 1,2 0 2,500
TRIAD HOSPITALS INC Common 89579K109 405 13,787 Defined 1,2 11,387 2,400
TRIANGLE PHARMACEUTICALS INC Common 89589H104 146 17,338 Defined 1,2 12,738 4,600
TRIAD GUARANTY INC Common 895925105 161 5,414 Defined 1,2 4,439 975
TRIARC COS INC -CL A Common 895927101 907 36,829 Defined 1,2 11,829 25,000
TRICON GLOBAL RESTAURANTS Common 895953107 4,866 158,889 Defined 1,2 74,996 83,893
TRIBUNE CO Common 896047107 14,755 338,231 Defined 1,2 157,977 180,254
TRICO MARINE SERVICES INC Common 896106101 213 13,401 Defined 1,2 11,001 2,400
TRICORD SYSTEMS INC Common 896121100 146 9,806 Defined 1,2 8,106 1,700
TRICOM S.A. ADR 89612A100 34 2,220 Defined 1,2 2,220 0
TRIGON HEALTHCARE Common 89618L100 2,455 46,700 Defined 1,2 13,300 33,400
TRIMBLE NAVIGATION LTD Common 896239100 864 38,630 Defined 1,2 12,530 26,100
TRIMERIS INC Common 896263100 441 6,311 Defined 1,2 5,211 1,100
TRINITY INDUSTRIES Common 896522109 1,039 44,465 Defined 1,2 13,374 31,091
TRINITY MIRROR PLC ADR 89653Q105 364 25,019 Defined 1,2 19,619 5,400
TRIPATH TECHNOLOGY Common 89672P104 267 10,500 Defined 1,2 8,600 1,900
TRIQUINT SEMICONDUCTOR INC Common 89674K103 3,348 91,878 Defined 1,2 27,578 64,300
TRITEL INC Common 89675X104 566 39,519 Defined 1,2 32,569 6,950
TRITON PCS HOLDINGS INC Common 89677M106 598 21,751 Defined 1,2 17,901 3,850
TRIUMPH GROUP INC Common 896818101 122 3,404 Defined 1,2 2,799 605
TRIZETTO GROUP INC Common 896882107 134 8,643 Defined 1,2 7,093 1,550
TRIZEC HAHN CORP Common 896938107 1,148 68,268 Defined 1,2 52,068 16,200
TRIPATH IMAGING INC Common 896942109 80 11,457 Defined 1,2 9,457 2,000
</TABLE>
<PAGE> 70
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TROY GROUP INC Common 89733N106 30 4,346 Defined 1,2 3,571 775
TRUE NORTH COMMUNICATIONS Common 897844106 2,971 83,097 Defined 1,2 26,897 56,200
TRUST CO NJ JERSEY CITY Common 898304100 133 7,962 Defined 1,2 6,562 1,400
TRUSTCO BANK CORP/NY Common 898349105 1,099 89,278 Defined 1,2 28,898 60,380
TRUSTMARK CORP Common 898402102 547 28,067 Defined 1,2 22,967 5,100
TUBOS DE ACERO DE MEX ADR 898592506 649 38,727 Defined 1,2 30,427 8,300
TUCKER ANTHONY SUTRO Common 898647102 962 37,900 Defined 1,2 12,300 25,600
TUESDAY MORNING CORP Common 899035505 124 15,828 Defined 1,2 13,028 2,800
Tularik Inc Common 899165104 638 19,323 Defined 1,2 15,923 3,400
TUMBLEWEED SOFTWARE CORPORATION Common 899690101 576 11,287 Defined 1,2 9,337 1,950
TUPPERWARE CORP Common 899896104 1,127 62,621 Defined 1,2 29,758 32,863
TURKCELL ILETISIM HIZMET ADR 900111105 1,179 107,165 Defined 1,2 88,765 18,400
TURNSTONE SYSTEMS INC Common 900423104 251 5,415 Defined 1,2 4,440 975
TUSCARORA INC Common 900902107 52 3,763 Defined 1,2 3,088 675
TUT SYSTEMS INC Common 901103101 528 6,118 Defined 1,2 5,018 1,100
TV AZTECA ADR 901145102 633 49,200 Defined 1,2 41,600 7,600
TWEETER HOME ENTMT GROUP INC Common 901167106 261 7,187 Defined 1,2 5,887 1,300
21TH CENTURY INSURANCE GROUP Common 90130N103 587 34,671 Defined 1,2 28,371 6,300
24 / 7 MEDIA INC COM Common 901314104 130 12,900 Defined 1,2 8,840 4,060
TWINLAB CORP Common 901774109 61 14,054 Defined 1,2 9,554 4,500
II-VI INC Common 902104108 97 5,196 Defined 1,2 4,246 950
TYCO INTL LTD Common 902124106 95,291 1,836,940 Defined 1,2 861,594 975,346
TYLER TECHNOLOGIES INC Common 902252105 35 17,575 Defined 1,2 14,475 3,100
TYSON FOODS INC -CL A Common 902494103 2,647 264,692 Defined 1,2 79,639 185,053
UAL CORP Common 902549500 859 20,443 Defined 1,2 16,691 3,752
UCAR INTERNATIONAL Common 90262K109 669 52,702 Defined 1,2 15,902 36,800
UGI CORP Common 902681105 1,093 45,057 Defined 1,2 14,657 30,400
UICI Common 902737105 131 18,740 Defined 1,2 15,440 3,300
UIL HOLDING CORP Common 902748102 1,219 23,708 Defined 1,2 7,708 16,000
UMB FINANCIAL CORP Common 902788108 323 8,667 Defined 1,2 7,132 1,535
USX-MARATHON GROUP Common 902905827 9,664 340,570 Defined 1,2 159,854 180,716
U S B HOLDING INC Common 902910108 86 6,443 Defined 1,2 5,279 1,164
UST INC Common 902911106 4,040 176,632 Defined 1,2 83,332 93,300
US PLASTIC LUMBER CO Common 902948108 53 13,691 Defined 1,2 11,291 2,400
U S RESTAURANT PPTYS Common 902971100 75 7,883 Defined 1,2 5,983 1,900
US BANCORP INC Common 902973106 18,587 817,003 Defined 1,2 381,382 435,621
USA NETWORKS INC Common 902984103 2,663 121,393 Defined 1,2 99,573 21,820
URS CORP Common 903236107 358 27,031 Defined 1,2 8,831 18,200
U S CAN CORP Common 90328W105 107 5,414 Defined 1,2 4,439 975
USG CORP Common 903293405 1,305 52,077 Defined 1,2 15,677 36,400
US LEC Common 90331S109 37 4,371 Defined 1,2 3,571 800
USEC INC Common 90333E108 148 34,761 Defined 1,2 28,661 6,100
US AGGREGATES, INC. Common 90334D109 99 5,997 Defined 1,2 4,922 1,075
U S INTERACTIVE INC Common 90334M109 27 10,778 Defined 1,2 8,878 1,900
USX-U S STEEL GROUP Common 90337T101 1,472 96,930 Defined 1,2 45,562 51,368
UTI ENERGY CORP Common 903387108 334 7,476 Defined 1,2 6,176 1,300
US ONCOLOGY INC Common 90338W103 747 164,758 Defined 1,2 50,396 114,362
US WIRELESS CORPORATION Common 90339C106 92 5,825 Defined 1,2 4,825 1,000
UBIQUITEL INC Common 903474302 236 26,216 Defined 1,2 21,616 4,600
ULTICOM INC Common 903844108 705 14,952 Defined 1,2 12,352 2,600
Ultimate Electrs Inc Common 903849107 181 4,394 Defined 1,2 3,619 775
USA EDUCATION INC Common 90390U102 8,132 168,762 Defined 1,2 80,002 88,760
ULTRAMAR DIAMOND SHAMROCK CORP Common 904000106 2,593 102,171 Defined 1,2 30,849 71,322
ULTRATECH STEPPER INC Common 904034105 564 35,104 Defined 1,2 11,404 23,700
UNIFI INC Common 904677101 680 66,705 Defined 1,2 20,144 46,561
</TABLE>
<PAGE> 71
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
UNIFIED ENERGY SYSTEMS ADR 904688108 3,069 229,015 Defined 1,2 179,915 49,100
UNIFY CORP Common 904743101 31 7,876 Defined 1,2 6,176 1,700
UNILEVER PLC -AMER SHRS ADR 904767704 11,074 421,859 Defined 1,2 319,140 102,719
UNILEVER N V -NY SHARES Common 904784709 30,194 625,780 Defined 1,2 292,629 333,151
UNICOM CORP Common 904911104 10,824 192,632 Defined 1,2 90,311 102,321
UNION CARBIDE CORP Common 905581104 5,555 147,163 Defined 1,2 69,282 77,881
UNION PACIFIC CORP Common 907818108 10,489 269,820 Defined 1,2 126,647 143,173
UNION PLANTERS CORP Common 908068109 4,889 147,859 Defined 1,2 69,145 78,714
UNIONBANCAL CORP Common 908906100 1,532 65,737 Defined 1,2 54,137 11,600
UNIROYAL TECHNOLOGY CORP Common 909163107 151 10,099 Defined 1,2 8,299 1,800
TUCSON ELECTRIC POWER CO Common 909205106 884 53,994 Defined 1,2 17,494 36,500
UNISYS CORP Common 909214108 3,813 338,920 Defined 1,2 160,431 178,489
UNIT CORP Common 909218109 213 14,470 Defined 1,2 11,870 2,600
UNITED ASSET MGMT CORP Common 909420101 575 23,018 Defined 1,2 18,818 4,200
UNITED AUTO GROUP Common 909440109 69 8,352 Defined 1,2 6,852 1,500
UNITED COMMUNITY FINL CORP Common 909839102 90 13,787 Defined 1,2 11,387 2,400
UNITED BANKSHARES INC/WV Common 909907107 1,368 69,712 Defined 1,2 22,612 47,100
UNITED DOMINION INDUSTRIES Common 909914103 375 15,828 Defined 1,2 13,028 2,800
UNITED DOMINION REALTY TRUST REIT 910197102 615 56,585 Defined 1,2 40,444 16,141
UNITED FIRE & CAS CO Common 910331107 71 4,128 Defined 1,2 3,387 741
UNITED NATIONAL BANCORP/NJ Common 910909100 110 6,185 Defined 1,2 5,113 1,072
UNITED NATURAL FOODS Common 911163103 376 30,409 Defined 1,2 9,909 20,500
UTD NEWS & MEDIA PLC ADR 911202208 1,792 89,578 Defined 1,2 69,928 19,650
UNITED OVERSEAS BANK ADR 911271302 4,243 295,330 Defined 1,2 230,335 64,995
UNITED PARCEL SERVICE Common 911312106 2,496 44,277 Defined 1,2 36,477 7,800
UNITED RENTALS Common 911363109 1,990 82,500 Defined 1,2 24,900 57,600
UNITED RETAIL GROUP INC Common 911380103 30 5,414 Defined 1,2 4,439 975
U S BIOSCIENCE INC Common 911646206 56 3,100 Defined 1,2 0 3,100
US CELLULAR CORP Common 911684108 2,488 35,543 Defined 1,2 29,143 6,400
USAIR GROUP Common 911905107 2,218 72,877 Defined 1,2 34,743 38,134
U S INDUSTRIES Common 912080108 329 33,077 Defined 1,2 27,213 5,864
UNITED STATIONERS INC Common 913004107 1,542 57,373 Defined 1,2 18,773 38,600
UNITED TECHNOLOGIES CORP Common 913017109 35,181 508,030 Defined 1,2 239,645 268,385
UNITED TELEVISION INC Common 913066106 571 3,885 Defined 1,2 3,185 700
UNITED THERAPEUTICS CORP DEL Common 91307C102 653 7,476 Defined 1,2 6,176 1,300
UNITED UTILITIES LTD ADR 91311Q105 3,093 152,764 Defined 1,2 120,764 32,000
UNKNOWN Common 913238101 7 1,400 Defined 1,2 0 1,400
UNITEDGLOBALCOM INC Common 913247508 938 31,273 Defined 1,2 25,573 5,700
UNITEDHEALTH GROUP INC Common 91324P102 19,634 198,822 Defined 1,2 82,828 115,994
UNITOR ADR 913271201 82 10,424 Defined 1,2 8,024 2,400
UNITRIN INC Common 913275103 2,484 78,383 Defined 1,2 24,183 54,200
UNIVERSAL ACCESS INC Common 913363107 52 4,467 Defined 1,2 3,667 800
UNIVERSAL COMPRESSION HOLDINGS Common 913431102 161 5,195 Defined 1,2 4,295 900
UNIVERSAL CORP/VA Common 913456109 977 33,244 Defined 1,2 9,996 23,248
UNIVERSAL DISPLAY CORP Common 91347P105 135 6,118 Defined 1,2 5,018 1,100
Universal Electrs In Common 913483103 134 5,536 Defined 1,2 4,536 1,000
UNIVERSAL FOREST PRODS INC Common 913543104 381 33,388 Defined 1,2 10,788 22,600
UNIVERSAL HEALTH RLTY INCOME REIT 91359E105 83 4,685 Defined 1,2 3,185 1,500
UNIVERSAL HEALTH SVCS -CL B Common 913903100 4,246 49,592 Defined 1,2 16,092 33,500
UNIVISION COMMUNICATIONS IN Common 914906102 9,071 242,706 Defined 1,2 72,906 169,800
UNOCAL CORP Common 915289102 9,385 264,828 Defined 1,2 124,734 140,094
UNOVA INC Common 91529B106 89 22,528 Defined 1,2 18,528 4,000
UNUM CORP Common 91529Y106 7,165 262,954 Defined 1,2 123,597 139,357
UPM-KYMMENE CORP ADR 915436109 2,876 113,904 Defined 1,2 88,104 25,800
UPROAR INC Common 916706104 42 11,264 Defined 1,2 9,264 2,000
</TABLE>
<PAGE> 72
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
URALSVYAZINFORM ADR 916887102 1 200 Defined 1,2 0 200
US FREIGHTWAYS CORP Common 916906100 997 43,934 Defined 1,2 14,234 29,700
URBAN OUTFITTERS INC Common 917047102 73 6,990 Defined 1,2 5,790 1,200
URBAN SHOPPING CENTERS INC REIT 917060105 449 9,452 Defined 1,2 6,852 2,600
USINTERNETWORKING, INC Common 917311805 269 40,255 Defined 1,2 32,280 7,975
UTILICORP UNITED INC Common 918005109 2,817 108,884 Defined 1,2 32,808 76,076
UTSTARCOM INC Common 918076100 86 4,103 Defined 1,2 3,378 725
VA LINUX SYSTEMS INC Common 91819B105 904 19,536 Defined 1,2 16,084 3,452
VA TECHNOLOGIE AG ADR 91819P104 392 77,886 Defined 1,2 61,486 16,400
VF CORP Common 918204108 3,089 125,123 Defined 1,2 59,048 66,075
VYYO INC Common 918458100 431 14,370 Defined 1,2 11,870 2,500
VAIL RESORTS Common 91879Q109 222 10,971 Defined 1,2 9,071 1,900
VALASSIS COMMUNICATIONS INC Common 918866104 1,419 63,772 Defined 1,2 19,172 44,600
VALHI INC Common 918905100 583 46,414 Defined 1,2 38,214 8,200
VALENCE TECHNOLOGY INC Common 918914102 1,088 63,086 Defined 1,2 20,486 42,600
VALEO ADR 919134304 1,995 46,035 Defined 1,2 36,535 9,500
VALENTIS INC Common 91913E104 97 11,750 Defined 1,2 9,650 2,100
VALERO ENERGY CORP Common 91913Y100 2,538 72,134 Defined 1,2 21,751 50,383
VALICERT INC Common 91915Q105 156 8,900 Defined 1,2 7,350 1,550
VALLEY NATIONAL BANCORP Common 919794107 643 23,541 Defined 1,2 19,223 4,318
VALMONT INDUSTRIES Common 920253101 765 38,490 Defined 1,2 12,490 26,000
VALSPAR CORP Common 920355104 1,148 49,937 Defined 1,2 15,037 34,900
VALUE CITY DEPT STORES INC Common 920387107 112 13,594 Defined 1,2 11,194 2,400
VALUE LINE INC Common 920437100 141 4,012 Defined 1,2 3,281 731
VALUECLICK INC Common 92046N102 73 11,361 Defined 1,2 9,361 2,000
VALUEVISION INTL INC Common 92047K107 393 15,635 Defined 1,2 12,835 2,800
VARCO INTL INC NEW Common 922122106 2,276 109,353 Defined 1,2 32,896 76,457
VARIAGENIX INC Common 922196100 202 9,031 Defined 1,2 7,431 1,600
VARIAN INC Common 922206107 560 13,012 Defined 1,2 10,712 2,300
VARIAN SEMICONDUCTOR EQUIPMT Common 922207105 484 12,915 Defined 1,2 10,615 2,300
VARIAN MEDICAL SYSTEMS INC Common 92220P105 2,365 52,338 Defined 1,2 17,038 35,300
VARITRONIX INTL ADR ADR 92224Q109 36 5,118 Defined 1,2 5,018 100
VASCO DATA SECURITY INTL Common 92230Y104 176 11,071 Defined 1,2 9,071 2,000
VASOMEDICAL INC Common 922321104 110 22,625 Defined 1,2 18,625 4,000
VAXGEN INC Common 922390208 129 5,536 Defined 1,2 4,536 1,000
VASTERA INC Common 92239N109 22 1,000 Defined 1,2 800 200
VECTREN CORPORATION Common 92240G101 1,464 72,063 Defined 1,2 21,616 50,447
VECTOR GROUP LTD Common 92240M108 163 9,380 Defined 1,2 7,700 1,680
VECO INSTRUMENTS INC Common 922417100 1,020 9,601 Defined 1,2 7,878 1,723
VELOCITY HSI INC REIT 92257K102 12 4,834 Defined 1,2 3,454 1,380
VENTAS INC REIT 92276F100 189 37,838 Defined 1,2 26,538 11,300
VENTANA MED SYS INC Common 92276H106 181 7,118 Defined 1,2 5,018 2,100
VENTIV HEALTH INC Common 922793104 120 9,517 Defined 1,2 7,817 1,700
VENTRO CORPORATION Common 922815105 204 18,547 Defined 1,2 15,247 3,300
VENATOR GROUP Common 922944103 690 55,734 Defined 1,2 45,934 9,800
VERITAS SOFTWARE CO Common 923436109 61,657 434,207 Defined 1,2 205,327 228,880
VERITY INC Common 92343C106 1,846 51,728 Defined 1,2 16,828 34,900
VERISIGN INC Common 92343E102 19,111 94,344 Defined 1,2 64,469 29,875
VERITAS DGC INC Common 92343P107 1,168 40,375 Defined 1,2 13,275 27,100
VERIZON COMMUNICATIONS Common 92343V104 143,630 2,965,273 Defined 1,2 1,389,585 1,575,688
VERTEL CORP Common 924907108 103 11,168 Defined 1,2 9,168 2,000
VERSICOR INC Common 925314106 134 8,950 Defined 1,2 7,400 1,550
VERTEX PHARMACEUTICALS INC Common 92532F100 8,154 96,502 Defined 1,2 29,202 67,300
VERTICALNET Common 92532L107 1,181 33,620 Defined 1,2 27,020 6,600
VETERINARY CENTERS OF AMERICA Common 925514101 157 10,552 Defined 1,2 7,334 3,218
</TABLE>
<PAGE> 73
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
VIACOM INC -CL B Common 925524308 95,690 1,635,719 Defined 1,2 775,273 860,446
Viatel, Inc Common 925529208 208 20,339 Defined 1,2 16,771 3,568
THE VIALINK CO Common 92552Q101 72 8,059 Defined 1,2 6,659 1,400
VIAD CORP Common 92552R109 2,924 110,081 Defined 1,2 33,054 77,027
VIASAT INC Common 92552V100 811 36,234 Defined 1,2 11,734 24,500
VIASYSTEMS GROUP INC Common 92553H100 302 17,768 Defined 1,2 14,668 3,100
VIANT CORP Common 92553N107 113 19,230 Defined 1,2 15,730 3,500
Viador Inc Common 92553R108 61 6,990 Defined 1,2 5,790 1,200
VIASOURCE COMMUNICATIONS Common 92553W107 80 13,400 Defined 1,2 11,000 2,400
VICAL INC Common 925602104 250 9,662 Defined 1,2 6,562 3,100
VICINITY CORP Common 925653107 125 11,361 Defined 1,2 9,361 2,000
VICOR CORP Common 925815102 3,827 70,535 Defined 1,2 23,035 47,500
VICORP RESTAURANTS INC Common 925817108 53 2,720 Defined 1,2 2,220 500
VIA NET.WORKS INC Common 925912107 206 21,412 Defined 1,2 17,602 3,810
VIDESH SANCHAR NIGAM ADR 92659G402 280 35,000 Defined 1,2 31,000 4,000
VIENNA INTERNATIONAL AIRPORT ADR 926628108 293 32,418 Defined 1,2 25,618 6,800
VIGNETTE Common 926734104 2,446 81,871 Defined 1,2 64,185 17,686
VIA CONCHA Y TORO ADR 927191106 314 8,497 Defined 1,2 6,397 2,100
VINA TECHNOLOGIES INC Common 92719D100 188 13,500 Defined 1,2 11,100 2,400
VINTAGE PETROLEUM INC Common 927460105 2,385 104,823 Defined 1,2 34,123 70,700
VION PHARMACEUTICALS INC Common 927624106 184 10,292 Defined 1,2 8,492 1,800
VIRAGE INC Common 92763Q106 133 7,866 Defined 1,2 6,466 1,400
VIRATA CORP Common 927646109 1,262 19,080 Defined 1,2 15,730 3,350
VIRCO MANUFACTURING Common 927651109 56 4,598 Defined 1,2 3,769 829
VIROLOGIC INC Common 92823R201 134 7,962 Defined 1,2 6,562 1,400
VIROPHARMA INC Common 928241108 160 6,191 Defined 1,2 5,091 1,100
VISHAY INTRTECHNOLOGY Common 928298108 4,995 162,438 Defined 1,2 48,830 113,608
VISTEON Common 92839U107 2,169 143,417 Defined 1,2 66,704 76,713
VISUAL NETWORKS Common 928444108 339 51,635 Defined 1,2 16,735 34,900
VISX INC/DE Common 92844S105 2,098 77,902 Defined 1,2 21,402 56,500
VITAL SIGNS INC Common 928469105 630 23,766 Defined 1,2 6,666 17,100
VITESSE SEMICONDUCTOR CORP Common 928497106 19,065 214,360 Defined 1,2 63,550 150,810
VITRIA TECHNOLOGY INC Common 92849Q104 2,409 51,664 Defined 1,2 42,364 9,300
VITRO SOCIEDAD ANONIMA ADR 928502301 178 67,650 Defined 1,2 52,710 14,940
VIVENDI ADR 92851S105 20,068 1,354,772 Defined 1,2 1,083,172 271,600
VIVUS INC Common 928551100 55 13,012 Defined 1,2 10,712 2,300
VIXEL CORP Common 928552108 61 9,515 Defined 1,2 7,865 1,650
VNU ADR 92856P106 5,393 107,223 Defined 1,2 83,523 23,700
VODAFONE GROUP PLC ADR 92857W100 100,337 2,711,806 Defined 1,2 2,285,256 426,550
VOICESTREAM WIRELESS CORP Common 928615103 7,630 65,744 Defined 1,2 53,828 11,916
VOLKSWAGEN AG ADR 928662303 7,983 869,938 Defined 1,2 683,038 186,900
VOLT INFO SCIENCES INC Common 928703107 540 25,131 Defined 1,2 8,231 16,900
VOLVO AB ADR 928856400 4,045 250,839 Defined 1,2 194,639 56,200
VTECH HOLDINGS LIMITED ADR 928929108 298 11,899 Defined 1,2 9,499 2,400
WMC LIMITED ADR 928947100 2,654 161,459 Defined 1,2 125,572 35,887
VORNADO REALTY TRUST REIT 929042109 1,694 45,617 Defined 1,2 32,617 13,000
VOYAGER.NET, INC. Common 92906W101 77 12,819 Defined 1,2 10,519 2,300
VULCAN MATERIALS CO Common 929160109 4,433 110,315 Defined 1,2 51,871 58,444
WD-40 CO Common 929236107 543 25,535 Defined 1,2 8,335 17,200
WFS FINANCIAL INC Common 92923B106 194 11,457 Defined 1,2 9,457 2,000
W HOLDING COMPANY INC Common 929251106 172 16,836 Defined 1,2 13,896 2,940
WJ COMMUNICATIONS INC Common 929284107 817 22,075 Defined 1,2 18,100 3,975
WMS INDUSTRIES INC Common 929297109 280 12,429 Defined 1,2 10,229 2,200
WPP GROUP PLC ADR 929309300 5,118 86,287 Defined 1,2 67,727 18,560
CAREY DIVERSIFIED LLC Common 92930Y107 179 10,196 Defined 1,2 8,396 1,800
</TABLE>
<PAGE> 74
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
WPS RESOURCES CORP Common 92931B106 353 10,778 Defined 1,2 8,878 1,900
WABASH NATIONAL CORP Common 929566107 348 38,140 Defined 1,2 12,340 25,800
WABTEC Common 929740108 212 20,981 Defined 1,2 17,295 3,686
WACHOVIA CORP Common 929771103 12,540 221,209 Defined 1,2 104,352 116,857
WACKENHUT CORP - CL A Common 929794105 91 6,118 Defined 1,2 5,018 1,100
WACKENHUT CORRECTIONS CORP Common 929798106 71 9,031 Defined 1,2 7,431 1,600
WACOAL CORP ADR 930004205 720 17,463 Defined 1,2 13,763 3,700
WADDELL AND REED FINANCIAL Common 930059100 2,999 96,745 Defined 1,2 29,105 67,640
WAL-MART STORES Common 931142103 232,674 4,834,785 Defined 1,2 2,283,679 2,551,106
WALGREEN CO Common 931422109 41,601 1,096,568 Defined 1,2 516,193 580,375
WALLACE COMPUTER SVCS INC Common 932270101 721 47,286 Defined 1,2 14,265 33,021
WALTER INDUSTRIES INC Common 93317Q105 170 19,128 Defined 1,2 15,728 3,400
WARNACO GROUP INC -CL A Common 934390105 247 61,732 Defined 1,2 18,693 43,039
WARNER CHILCOTT LABS ADR 934435207 15 500 Defined 1,2 500 0
WASHINGTON FED INC Common 938824109 1,980 87,042 Defined 1,2 28,142 58,900
WASHINGTON GAS LIGHT CO Common 938837101 1,466 54,563 Defined 1,2 16,477 38,086
WASHINGTON GROUP INTL Common 938862109 998 87,262 Defined 1,2 28,262 59,000
WASHINGTON MUTUAL INC Common 939322103 23,468 589,461 Defined 1,2 275,526 313,935
WASHINGTON POST -CL B Common 939640108 5,888 11,154 Defined 1,2 3,274 7,880
WASHINGTON REIT REIT 939653101 387 19,303 Defined 1,2 13,703 5,600
WASTE CONNECTIONS INC Common 941053100 268 10,441 Defined 1,2 8,501 1,940
WASTE INDUSTRIES INC Common 941058109 44 5,632 Defined 1,2 4,632 1,000
WASTE MANAGEMENT Common 94106L109 11,796 676,454 Defined 1,2 318,135 358,319
WATCHGUARD TECHNOLOGIES INC Common 941105108 559 9,323 Defined 1,2 7,663 1,660
WATER PIK TECHNOLOGIES Common 94113U100 0 5 Defined 1,2 0 5
WATERFORD WEDGWOOD PLC ADR 941513301 445 41,364 Defined 1,2 32,264 9,100
WATERS CORPORATION Common 941848103 13,396 150,520 Defined 1,2 45,220 105,300
WATSCO INC Common 942622200 460 44,671 Defined 1,2 14,521 30,150
WATSON PHARMACEUTICALS INC Common 942683103 7,891 121,629 Defined 1,2 52,072 69,557
WATTS INDUSTRIES INC Common 942749102 440 44,038 Defined 1,2 14,238 29,800
WAUSAU-MOSINEE PAPER CORP. Common 943315101 466 60,186 Defined 1,2 18,118 42,068
WAVE SYSTEMS CORP Common 943526103 301 17,965 Defined 1,2 14,765 3,200
EVI WEATHERFORD INTL, INC. Common 947074100 5,481 127,470 Defined 1,2 38,451 89,019
WEBB (DEL E) CORP Common 947423109 205 7,380 Defined 1,2 6,080 1,300
WEBEX COMMUNICATIONS INC Common 94767L109 564 15,300 Defined 1,2 12,700 2,600
WEBSENSE INC Common 947684106 187 7,866 Defined 1,2 6,466 1,400
WEBMETHODS INC Common 94768C108 1,401 12,173 Defined 1,2 10,061 2,112
WEBLINK WIRELESS INC Common 94769A101 131 17,089 Defined 1,2 14,089 3,000
WEBMD CORPORATION Common 94769M105 3,024 198,298 Defined 1,2 161,355 36,943
WEBSTER FINL CORP WATERBURY Common 947890109 1,678 62,298 Defined 1,2 18,798 43,500
WEBTRENDS CORP Common 94844D104 396 10,585 Defined 1,2 8,685 1,900
WEBVAN GROUP INC Common 94845V103 153 65,999 Defined 1,2 54,300 11,699
WEINGARTEN REALTY INVST REIT 948741103 604 14,822 Defined 1,2 10,422 4,400
WEIRTON STEEL CORP Common 948774104 42 16,896 Defined 1,2 13,896 3,000
WEIS MARKETS INC Common 948849104 672 16,921 Defined 1,2 13,896 3,025
WELLMAN INC Common 949702104 544 37,656 Defined 1,2 11,280 26,376
WELLPOINT HLTH NETWRK -CL A Common 94973H108 6,526 67,977 Defined 1,2 32,002 35,975
WELLS FARGO & CO Common 949746101 82,531 1,796,603 Defined 1,2 841,617 954,986
WEMBLEY PLC ADR 950468207 293 8,308 Defined 1,2 6,008 2,300
WENDY'S INTERNATIONAL INC Common 950590109 2,487 123,959 Defined 1,2 58,218 65,741
WERNER ENTERPRISES INC Common 950755108 926 78,768 Defined 1,2 25,719 53,049
WESBANCO INC Common 950810101 169 7,866 Defined 1,2 6,466 1,400
WESCAST INDUSTRIES -CL A Common 950813105 208 6,714 Defined 1,2 5,114 1,600
WESCO FINANCIAL CORP Common 950817106 737 2,938 Defined 1,2 2,413 525
WESCO INTL INC Common 95082P105 132 16,507 Defined 1,2 13,607 2,900
</TABLE>
<PAGE> 75
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
WESLEY JESSEN VISIONCARE, INC. Common 951018100 1,125 29,280 Defined 1,2 9,580 19,700
WEST COAST BANCORP/OR Common 952145100 75 6,286 Defined 1,2 5,162 1,124
WEST MARINE INC Common 954235107 57 6,894 Defined 1,2 5,694 1,200
WEST PHARMACEUTICAL SERVICES Common 955306105 135 5,824 Defined 1,2 4,824 1,000
WEST TELESERVICES CORP Common 956188106 570 25,927 Defined 1,2 21,327 4,600
WESTAMERICA BANCORPORATION Common 957090103 1,418 42,417 Defined 1,2 12,717 29,700
WESTCOAST ENERGY INC Common 95751D102 1,096 57,123 Defined 1,2 44,123 13,000
WESTELL TECH INC -CL A Common 957541105 198 15,342 Defined 1,2 12,642 2,700
WESTCORP Common 957907108 162 10,768 Defined 1,2 8,878 1,890
WESTERN DIGITAL CORP Common 958102105 331 56,417 Defined 1,2 46,417 10,000
WESTERN GAS RESOURCES INC Common 958259103 326 13,011 Defined 1,2 10,711 2,300
WESTERN MULTIPLEX CORP Common 95874P107 336 20,900 Defined 1,2 17,200 3,700
WESTERN INVT REAL ESTATE TR REIT 959261108 115 9,355 Defined 1,2 6,755 2,600
WESTERN RESOURCES INC Common 959425109 1,756 81,200 Defined 1,2 24,500 56,700
WESTERN WIRELESS CORP Common 95988E204 1,028 28,846 Defined 1,2 23,546 5,300
WESTFIELD AMERICA REIT REIT 959910100 549 39,938 Defined 1,2 28,538 11,400
WESTPAC BANKING ADR 961214301 7,472 214,263 Defined 1,2 166,463 47,800
WESTPOINT STEVENS INC Common 961238102 712 58,142 Defined 1,2 17,542 40,600
WESTVACO CORP Common 961548104 2,933 109,898 Defined 1,2 51,724 58,174
WESTWOOD ONE INC Common 961815107 2,816 131,377 Defined 1,2 39,627 91,750
WET SEAL INC -CL A Common 961840105 359 22,895 Defined 1,2 7,395 15,500
WEYERHAEUSER CO Common 962166104 9,694 240,099 Defined 1,2 112,560 127,539
WHIRLPOOL CORP Common 963320106 3,051 78,488 Defined 1,2 36,859 41,629
WHITE ELECTRONIC DESIGNS Common 963801105 89 7,380 Defined 1,2 6,080 1,300
WHITEHALL JEWELLERS INC Common 965063100 54 6,846 Defined 1,2 5,646 1,200
WHITMAN CORP Common 96647R107 1,853 160,270 Defined 1,2 48,312 111,958
WHITNEY HOLDING CORP Common 966612103 1,372 37,772 Defined 1,2 12,247 25,525
WHOLE FOODS MARKET INC Common 966837106 2,321 43,231 Defined 1,2 14,431 28,800
WIENERBERGER BAUSTOFFINDUSTRIE AG ADR 967662107 487 113,731 Defined 1,2 74,531 39,200
WILD OATS MARKETS INC Common 96808B107 111 9,420 Defined 1,2 7,720 1,700
WILEY (JOHN) & SONS -CL A Common 968223206 570 24,862 Defined 1,2 20,362 4,500
WILLAMETTE INDUSTRIES Common 969133107 3,349 119,613 Defined 1,2 56,290 63,323
WILLIAMS COMMUNICATIONS GRP Common 969455104 553 27,674 Defined 1,2 22,774 4,900
WILLIAMS COS INC Common 969457100 20,355 481,785 Defined 1,2 226,479 255,306
CLAYTON WILLIAMS ENERGY INC Common 969490101 152 3,763 Defined 1,2 3,088 675
WILLIAMS HOLDINGS ADR 96949E309 1,950 135,270 Defined 1,2 106,719 28,551
WILLIAMS-SONOMA INC Common 969904101 2,261 65,051 Defined 1,2 19,651 45,400
WILMINGTON TRUST CORP Common 971807102 2,055 38,324 Defined 1,2 11,469 26,855
WIND RIVER SYSTEMS INC Common 973149107 4,381 91,397 Defined 1,2 25,593 65,804
WINK COMMUNICATIONS Common 974168106 150 12,526 Defined 1,2 10,326 2,200
WINN-DIXIE STORES INC Common 974280109 2,221 154,521 Defined 1,2 72,137 82,384
WINNEBAGO INDUSTRIES Common 974637100 442 35,327 Defined 1,2 11,427 23,900
WINSTAR COMMUNICATIONS Common 975515107 688 44,369 Defined 1,2 29,819 14,550
WINSTON HOTELS INC REIT 97563A102 77 8,966 Defined 1,2 6,466 2,500
WINTRUST FINANCIAL CORP Common 97650W108 60 3,545 Defined 1,2 2,895 650
WIRELESS FACILITIES INC Common 97653A103 981 17,005 Defined 1,2 13,655 3,350
WISCONSIN CENTRAL TRANSPORTN Common 976592105 608 57,542 Defined 1,2 17,342 40,200
WISCONSIN ENERGY CORP Common 976657106 2,858 143,356 Defined 1,2 43,118 100,238
WIT SOUNDVIEW GROUP INC Common 977383108 286 31,752 Defined 1,2 26,152 5,600
WITNESS SYSTEMS INC Common 977424100 158 8,739 Defined 1,2 7,199 1,540
WOLFORD AG ADR 977819101 65 14,043 Defined 1,2 11,243 2,800
WOLTERS KLUWER ADR 977874205 3,196 157,491 Defined 1,2 123,635 33,856
WOLVERINE TUBE INC Common 978093102 298 20,006 Defined 1,2 6,506 13,500
WOLVERINE WORLD WIDE Common 978097103 644 69,202 Defined 1,2 22,434 46,768
WOODSIDE PETROLEUM ADR 980228308 2,798 377,299 Defined 1,2 292,299 85,000
</TABLE>
<PAGE> 76
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
WOODWARD GOVERNOR Common 980745103 204 4,589 Defined 1,2 3,764 825
WOOLTRU ADR 980860100 276 237,555 Defined 1,2 186,405 51,150
WORKFLOW MANAGEMENT INC. Common 98137N109 32 5,146 Defined 1,2 4,246 900
WORLD ACCESS INC Common 98141A101 133 24,648 Defined 1,2 20,265 4,383
WORLDGATE COMMUNICATIONS INC Common 98156L307 181 8,641 Defined 1,2 7,141 1,500
WORLD WRESTLING FED ENTMT Common 98156Q108 71 4,662 Defined 1,2 3,812 850
WORLDCOM INC Common 98157D106 95,125 3,131,700 Defined 1,2 1,468,984 1,662,716
WORTHINGTON INDUSTRIES Common 981811102 881 94,011 Defined 1,2 44,355 49,656
WORLDPAGES.COM INC Common 981922107 83 19,616 Defined 1,2 16,116 3,500
WRIGLEY (WM) JR CO Common 982526105 9,239 123,388 Defined 1,2 58,441 64,947
XM SATELLITE RADIO HOLD - CL A Common 983759101 560 13,012 Defined 1,2 10,712 2,300
X-RITE INC Common 983857103 310 35,394 Defined 1,2 11,494 23,900
XCEED INC Common 98388N105 22 8,738 Defined 1,2 7,238 1,500
XCEL ENERGY INC Common 98389B100 10,290 374,189 Defined 1,2 173,594 200,595
XILINX INC Common 983919101 30,443 355,538 Defined 1,2 168,012 187,526
XIRCOM INC Common 983922105 1,268 50,206 Defined 1,2 16,406 33,800
XEIKON NV ADR 984003103 229 16,494 Defined 1,2 12,894 3,600
XENOVA GROUP PLC ADR 984111104 10 6,022 Defined 1,2 5,922 100
XEROX CORP Common 984121103 11,021 731,696 Defined 1,2 341,020 390,676
XOMED SURGICAL PRODS Common 98412V107 60 900 Defined 1,2 0 900
XTRA CORP Common 984138107 219 4,928 Defined 1,2 4,053 875
XPEDIOR INC Common 98413B100 66 20,197 Defined 1,2 16,647 3,550
XYBERNAUT CORP Common 984149104 90 15,149 Defined 1,2 12,449 2,700
YPF SOCIEDAD ANONIMA ADR 984245100 25 776 Defined 1,2 676 100
YAHOO! Common 984332106 53,848 591,738 Defined 1,2 280,588 311,150
THE YANKEE CANDLE COMPANY Common 984757104 444 22,042 Defined 1,2 18,142 3,900
YANZHOU COAL MINING ADR 984846105 133 9,859 Defined 1,2 7,559 2,300
XICOR INC Common 984903104 70 8,545 Defined 1,2 7,045 1,500
YELLOW CORP Common 985509108 618 40,882 Defined 1,2 13,282 27,600
YORK INTL Common 986670107 1,110 44,614 Defined 1,2 13,396 31,218
YOUNG AND RUBICAM INC Common 987425105 3,876 78,313 Defined 1,2 36,973 41,340
YOUNG BROADCASTING -CL A Common 987434107 144 4,589 Defined 1,2 3,764 825
YOUTHSTREAM MEDIA NETWORKS Common 987819109 43 11,361 Defined 1,2 9,361 2,000
Z-TEL TECHNOLOGIES INC Common 988792107 98 13,498 Defined 1,2 11,098 2,400
ZALE CORP Common 988858106 1,908 58,829 Defined 1,2 19,029 39,800
ZAMBA CORP Common 988881108 54 12,819 Defined 1,2 10,519 2,300
ZAPME! CORPORATION Common 98912E100 31 17,768 Defined 1,2 14,668 3,100
ZEBRA TECHNOLOGIES CP -CL A Common 989207105 2,426 50,475 Defined 1,2 16,365 34,110
ZENITH NATIONAL INSURANCE CP Common 989390109 623 28,481 Defined 1,2 9,281 19,200
ZIFF DAVIS INC Common 989511100 345 42,437 Defined 1,2 34,837 7,600
ZILA INCORPORATED Common 989513205 75 20,679 Defined 1,2 14,379 6,300
ZIONS BANCORPORATION Common 989701107 5,219 102,047 Defined 1,2 30,663 71,384
ZIXIT CORP Common 98974P100 839 27,514 Defined 1,2 8,914 18,600
ZORAN CORP Common 98975F101 279 5,729 Defined 1,2 4,729 1,000
ZONAGEN INC Common 98975L108 3 900 Defined 1,2 0 900
ZOLTEK COMPANIES Common 98975W104 60 7,573 Defined 1,2 6,273 1,300
ZYGO CORP Common 989855101 507 5,825 Defined 1,2 4,825 1,000
ZOLL MEDICAL CORP Common 989922109 170 3,497 Defined 1,2 2,857 640
ZOMAX INC Common 989929104 45 6,408 Defined 1,2 5,308 1,100
BENCKISER NV Common D0882P103 898 23,030 Defined 1,2 18,230 4,800
CELANESE AG Common D1497A101 533 31,119 Defined 1,2 23,899 7,220
DAIMLER CHRYSLER AG Common D1668R123 23,277 524,385 Defined 1,2 409,368 115,017
AMDOCS LTD Common G02602103 5,232 83,878 Defined 1,2 62,278 21,600
APW LIMITED Common G04397108 3,188 65,402 Defined 1,2 21,177 44,225
ASIA PACIFIC RESOURCES INTL HLDG Common G05345106 12 9,600 Defined 1,2 6,500 3,100
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CHINA YUCHAI INTERNATIONAL Common G21082105 2 1,700 Defined 1,2 1,300 400
CHINADOT COM CORP Common G2108N109 134 10,055 Defined 1,2 6,755 3,300
DSG INTERNATIONAL LTD Common G28471103 2 500 Defined 1,2 500 0
ELAN PLC Warrantr G29539148 10 10,000 Defined 1,2 0 10,000
EL SITIO Common G30177102 37 9,820 Defined 1,2 8,320 1,500
ESG Re LTD Common G31215109 23 7,897 Defined 1,2 6,297 1,600
XCELERA.COM INC Common G31611109 2 100 Defined 1,2 0 100
EVEREST RE GROUP LTD Common G3223R108 2,668 53,891 Defined 1,2 16,291 37,600
FLAG TELECOM HOLDINGS LTD Common G3529L102 351 31,880 Defined 1,2 25,430 6,450
FRESH DELMONTE PRODUCE INC Common G36738105 143 21,749 Defined 1,2 17,949 3,800
GLOBAL CROSSING LTD Common G3921A100 29,780 960,660 Defined 1,2 450,261 510,399
HELEN OF TROY CORP LTD Common G4388N106 84 11,750 Defined 1,2 9,650 2,100
ICO GLOBAL COMMUNICATIONS Common G4705T109 22 6,100 Defined 1,2 6,100 0
LASALLE RE HOLDINGS LTD Common G5383Q101 168 8,880 Defined 1,2 6,980 1,900
LORAL SPACE & COMMUNICATIONS Common G56462107 735 119,932 Defined 1,2 98,720 21,212
MARVELL TECHNOLOGY GROUP INC Common G5876H105 2,576 33,403 Defined 1,2 27,503 5,900
OPENTV CORPORATION Common G67543101 46 1,374 Defined 1,2 0 1,374
ORIENT EXPRESS HOTELS LTD ADR G67743107 29 1,500 Defined 1,2 1,500 0
PARTNERRE LTD Common G6852T105 1,476 31,113 Defined 1,2 24,813 6,300
PEAK INTERNATIONAL LTD Common G69586108 4 500 Defined 1,2 500 0
SANTA FE INTERNATIONAL CORP Common G7805C108 2,100 46,607 Defined 1,2 38,407 8,200
SINA.COM ADR G81477104 8 600 Defined 1,2 0 600
TRANSOCEAN SEDCO FOREX INC Common G90078109 13,525 230,696 Defined 1,2 107,976 122,720
TRENWICK GROUP INC Common G9032C109 1,010 53,166 Defined 1,2 17,216 35,950
TYCOM LTD ADR G9144B106 58 1,500 Defined 1,2 0 1,500
WHITE MOUNTAINS INSURANCE GP Common G9618E107 647 2,370 Defined 1,2 1,930 440
XL CAPITAL LTD Common G98255105 4,273 58,134 Defined 1,2 45,734 12,400
XOMA CORP Common G9825R107 381 26,413 Defined 1,2 21,713 4,700
UBS AG Common H8920G155 33,498 247,326 Defined 1,2 188,286 59,040
METRO INTERNATIONA SA CL A Common L63631102 35 3,216 Defined 1,2 2,466 750
METRO INTERNATIONA SA CLB Common L63631110 93 7,504 Defined 1,2 5,754 1,750
MILLICOM INTL CELLULAR SA Common L6388F102 963 27,083 Defined 1,2 21,411 5,672
STOLT OFFSHORE SA Common L8873E103 174 11,682 Defined 1,2 9,182 2,500
AUDIOCODES LTD Common M15342104 148 1,737 Defined 1,2 1,737 0
BACKWEB TECHNOLOGIES LTD Common M15633106 33 3,285 Defined 1,2 3,185 100
CHECKPOINT SYSTEMS INC Common M22465104 14,092 89,474 Defined 1,2 69,774 19,700
COMMTOUCH SOFTWARE LTD Common M25596103 24 1,255 Defined 1,2 1,255 0
ECTEL LTD Common M29925100 27 1,351 Defined 1,2 1,351 0
ELBIT MEDICAL IMAGING LTD ORD Common M37605108 116 11,992 Defined 1,2 9,392 2,600
ELBIT SYSTEMS LTD Common M3760D101 203 14,150 Defined 1,2 10,950 3,200
ELSCINT LTD -ORD Common M40168102 8 1,360 Defined 1,2 300 1,060
FLOWARE WIRELESS SYSTEMS LTD Common M45919103 197 7,900 Defined 1,2 7,000 900
FUNDTECH CORPORATION Common M47095100 132 5,553 Defined 1,2 4,353 1,200
GALILEO TECHNOLOGY LTD Common M47298100 242 7,631 Defined 1,2 7,431 200
GILAT SATELLITE NETWORKS LTD Common M51474100 548 7,129 Defined 1,2 5,629 1,500
INTERNET GOLD-GOLDEN LINES Common M56595107 9 1,641 Defined 1,2 1,641 0
JACADA LTD Common M6184R101 13 1,544 Defined 1,2 1,544 0
METALINK LTD Common M69897102 20 1,062 Defined 1,2 1,062 0
M-SYSTEMS FLASH DISK PIONEER Common M7061C100 74 1,944 Defined 1,2 1,744 200
ORBOTECH LTD Common M75253100 879 16,076 Defined 1,2 12,626 3,450
ORCKIT COMMUNICATIONS LTD Common M7531S107 66 8,490 Defined 1,2 6,490 2,000
RADWARE LTD Common M81873107 252 8,394 Defined 1,2 6,094 2,300
TIOGA TECHNOLOGIES LTD Common M8789G100 71 8,490 Defined 1,2 6,490 2,000
ASM LITHOGRAPHY HOLDING NV Common N07059111 6,973 215,799 Defined 1,2 168,699 47,100
BAAN COMPANY NV Common N08044104 241 111,725 Defined 1,2 86,925 24,800
</TABLE>
<PAGE> 78
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CNH GLOBAL N.V. Common N20935107 839 83,904 Defined 1,2 65,304 18,600
COMPLETETEL EUROPE NV Common N21590109 1 97 Defined 1,2 97 0
CORE LABORATORIES Common N22717107 385 15,684 Defined 1,2 12,084 3,600
KPNQWEST NV ADR N50919104 1,234 42,555 Defined 1,2 39,955 2,600
MADGE NETWORKS N.V. Common N5424G106 97 24,132 Defined 1,2 18,949 5,183
QIAGEN N.V. Common N72482107 3,424 72,652 Defined 1,2 57,752 14,900
SAPIENS INTERNATIONAL CORP Common N7716A102 7 1,834 Defined 1,2 1,834 0
TOOLEX INTERNATIONAL N. V. Common N8715N103 162 15,412 Defined 1,2 11,912 3,500
BANCO LATINAMERICANO Common P16994132 317 11,413 Defined 1,2 9,113 2,300
PANAMERICAN BEVERAGES Common P74823108 1,164 68,477 Defined 1,2 56,877 11,600
ROYAL CARIBBEAN CRUISES LTD Common V7780T103 1,873 72,769 Defined 1,2 59,969 12,800
ASE TEST LTD Common Y02516105 859 40,894 Defined 1,2 32,194 8,700
CREATIVE TECHNOLOGY Common Y1775U107 956 46,058 Defined 1,2 36,158 9,900
FLEXTRONICS INTL LTD Common Y2573F102 121 1,472 Defined 1,2 772 700
GIGAMEDIA LTD Common Y2711Y104 40 4,943 Defined 1,2 4,493 450
OMI CORP Common Y6476W104 195 23,304 Defined 1,2 19,204 4,100
TOTAL 20,018,247
</TABLE>
