<PAGE> 1
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: 3/31/2000
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.
Address: 255 E. Brown Street
Birmingham, MI 48009
Form 13F File Number: 28-4980
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Mary Ann C. Schumaker
Title: Associate General Counsel
Phone: 248-647-9200
Signature, Place, and Date of Signing:
/s/ Mary Ann C. Shumaker Birmingham, MI. 5/12/2000
- ------------------------ --------------- ---------
[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).)
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FORM 13F
SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 2
-----------------------
Form 13F Information Table Entry Total: 4,103
-----------------------
Form 13F Information Table Value Total: $ 21,603,515
-----------------------
(thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
[If there are no entries in this list, state "NONE" and omit the column
headings and list entries.]
No. Form 13F File Number Name
01 28-1874 Munder Capital Management
02 28-412 Comerica Bank
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World Asset Management
Form 13F 03/31/00
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<CAPTION>
OTHER VOTING AUTHORITY
VALUE PUT/ INVESTMENT MANA-
NAME OF ISSUER TITLE OF CLASS CUSIP (X $1000) SHARES CALL DISCRETION GERS SOLE SHARED NONE
- ------------------------------------------------------------------------------------------------------------------------------------
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APTARGROUP INC Common Stock 038336103 1,363 51,070 Defined 1,2 51,070 0 0
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ASPECT MEDICAL SYSTEMS INC Common Stock 045235108 251 7,000 Defined 1,2 7,000 0 0
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AVID TECHNOLOGY INC Common Stock 05367P100 591 33,070 Defined 1,2 33,070 0 0
Avigen Inc Common Stock 053690103 236 5,300 Defined 1,2 5,300 0 0
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AXA ADR 054536107 28,872 402,750 Defined 1,2 402,750 0 0
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BANCO DE A. EDWARDS ADR 059504100 375 20,500 Defined 1,2 20,500 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BEST BUY CO INC Common Stock 086516101 20,116 233,903 Defined 1,2 233,903 0 0
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BIACORE INTERNATIONAL AB ADR 088658109 13 500 Defined 1,2 500 0 0
BILLING CONCEPTS CORP Common Stock 090063108 379 53,900 Defined 1,2 53,900 0 0
BILLITON PLC ADR 090171109 935 198,700 Defined 1,2 198,700 0 0
BINDLEY WESTERN INDS Common Stock 090324104 694 51,169 Defined 1,2 51,169 0 0
BINDVIEW DEVELOPMENT CORPORATION Common Stock 090327107 612 19,700 Defined 1,2 19,700 0 0
BIO-RAD LABS -CL A Common Stock 090572207 174 6,400 Defined 1,2 6,400 0 0
BIO TECHNOLOGY GENERAL CORP Common Stock 090578105 1,239 79,920 Defined 1,2 79,920 0 0
BIOCHEM PHARMA INC Common Stock 09058T108 1,383 62,500 Defined 1,2 62,500 0 0
BIOCRYST PHARMACEUTICALS Common Stock 09058V103 178 6,500 Defined 1,2 6,500 0 0
BIOGEN INC Common Stock 090597105 12,826 183,554 Defined 1,2 183,554 0 0
BIOMATRIX INC Common Stock 09060P102 820 33,730 Defined 1,2 33,730 0 0
BIOMET INC Common Stock 090613100 5,155 141,709 Defined 1,2 141,709 0 0
BIOMARIN PHARMACEUTICAL INC. Common Stock 09061G101 522 14,700 Defined 1,2 14,700 0 0
Biopure Corp Common Stock 09065H105 340 10,200 Defined 1,2 10,200 0 0
BIOVAIL CORP Common Stock 09067J109 1,274 28,800 Defined 1,2 28,800 0 0
BIRMINGHAM STEEL CORP Common Stock 091250100 216 42,240 Defined 1,2 42,240 0 0
BIOMIRA INC Common Stock 09161R106 55 5,400 Defined 1,2 5,400 0 0
BLACK & DECKER CORP Common Stock 091797100 3,720 99,029 Defined 1,2 99,029 0 0
BLACK BOX CORP Common Stock 091826107 1,898 27,420 Defined 1,2 27,420 0 0
BLACK HILLS CORP Common Stock 092113109 582 26,394 Defined 1,2 26,394 0 0
BLACKROCK INC Common Stock 09247X101 557 27,500 Defined 1,2 27,500 0 0
BLAIR CORP Common Stock 092828102 56 3,500 Defined 1,2 3,500 0 0
BLANCH E W HLDGS INC Common Stock 093210102 365 18,250 Defined 1,2 18,250 0 0
BLAZE SOFTWARE INC Common Stock 09347T109 29 1,000 Defined 1,2 1,000 0 0
BLOCK DRUG -CL A Common Stock 093644102 272 9,854 Defined 1,2 9,854 0 0
BLOCK H & R INC Common Stock 093671105 5,036 112,544 Defined 1,2 112,544 0 0
BLOCKBUSTER INC. Common Stock 093679108 133 13,300 Defined 1,2 13,300 0 0
BLOUNT INTERNATIONAL INC - NEW Common Stock 095180105 170 13,200 Defined 1,2 13,200 0 0
BLUE CIRCLE INDUSTRIES ADR 095342408 3,145 471,600 Defined 1,2 471,600 0 0
BLUE SQUARE ADR 096055108 196 19,700 Defined 1,2 19,700 0 0
BLUESTONE SOFTWARE Common Stock 09623P102 287 8,500 Defined 1,2 8,500 0 0
BLYTH INDUSTRIES INC Common Stock 09643P108 1,628 59,600 Defined 1,2 59,600 0 0
BOB EVANS FARMS Common Stock 096761101 602 48,153 Defined 1,2 48,153 0 0
BOCA RESORTS INC Common Stock 09688T106 149 17,400 Defined 1,2 17,400 0 0
BODY SHOP INTL. ADR 096895107 200 23,500 Defined 1,2 23,500 0 0
BOEING CO Common Stock 097023105 37,220 984,322 Defined 1,2 984,322 0 0
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BOISE CASCADE CORP Common Stock 097383103 2,256 64,934 Defined 1,2 64,934 0 0
BOISE CASCADE OFFICE PRODS Common Stock 097403109 463 28,300 Defined 1,2 28,300 0 0
BOMBAY CO INC Common Stock 097924104 169 50,882 Defined 1,2 50,882 0 0
BOOKER ADR 098561202 296 35,100 Defined 1,2 35,100 0 0
BOOKS-A-MILLION INC Common Stock 098570104 150 24,930 Defined 1,2 24,930 0 0
BORDERS GROUP INC Common Stock 099709107 1,672 97,300 Defined 1,2 97,300 0 0
BORG WARNER AUTO Common Stock 099724106 1,335 33,900 Defined 1,2 33,900 0 0
BOSTON BEER COMPANY Common Stock 100557107 53 7,000 Defined 1,2 7,000 0 0
BOSTON PROPERTIES INC REIT 101121101 1,982 62,300 Defined 1,2 62,300 0 0
BOSTON SCIENTIFIC CORP Common Stock 101137107 10,028 470,533 Defined 1,2 470,533 0 0
BOTTOMLINE TECHNOLOGIES INC Common Stock 101388106 164 4,500 Defined 1,2 4,500 0 0
BOUYGUES OFFSHORE S.A. ADR 102112109 469 19,900 Defined 1,2 19,900 0 0
BOWATER INC Common Stock 102183100 3,458 64,793 Defined 1,2 64,793 0 0
BOWNE & CO INC Common Stock 103043105 667 51,790 Defined 1,2 51,790 0 0
BOWTHORPE PLC ADR 103084109 356 9,600 Defined 1,2 9,600 0 0
BOYD GAMING CORP Common Stock 103304101 132 26,700 Defined 1,2 26,700 0 0
BOYDS COLLECTION Common Stock 103354106 159 26,200 Defined 1,2 26,200 0 0
BOYKIN LODGING CO REIT 103430104 189 16,100 Defined 1,2 16,100 0 0
BRADLEY REAL ESTATE INC REIT 104580105 386 22,600 Defined 1,2 22,600 0 0
BRADY CORP Common Stock 104674106 983 31,520 Defined 1,2 31,520 0 0
BRANDYWINE REALTY TRUST REIT 105368203 605 35,300 Defined 1,2 35,300 0 0
BRAUN CONSULTING Common Stock 105651103 234 7,300 Defined 1,2 7,300 0 0
BREAKAWAY SOLUTIONS INC Common Stock 106372105 673 14,800 Defined 1,2 14,800 0 0
BRENTON BKS INC Common Stock 107211104 74 8,826 Defined 1,2 8,826 0 0
BRIDGFORD FOODS CORP Common Stock 108763103 45 4,866 Defined 1,2 4,866 0 0
BRIGGS & STRATTON Common Stock 109043109 1,097 26,682 Defined 1,2 26,682 0 0
BRIGHT HORIZONS Common Stock 109195107 112 5,200 Defined 1,2 5,200 0 0
BRIGHTPOINT INC Common Stock 109473108 914 74,650 Defined 1,2 74,650 0 0
BRINKER INTL INC Common Stock 109641100 2,429 81,806 Defined 1,2 81,806 0 0
BRIO TECHNOLOGY INC Common Stock 109704106 438 11,600 Defined 1,2 11,600 0 0
BRISTOL MYERS SQUIBB Common Stock 110122108 130,651 2,252,598 Defined 1,2 2,252,598 0 0
BRITISH AIRWAYS PLC ADR 110419306 3,440 64,000 Defined 1,2 64,000 0 0
BRITISH AMERICAN TOBACCO PLC ADR 110448107 4,989 469,566 Defined 1,2 469,566 0 0
BRIT BIO-TECH GRP PLC ADR 110515103 183 39,600 Defined 1,2 39,600 0 0
BRITISH ENERGY PLC ADR 110793304 187 14,400 Defined 1,2 14,400 0 0
BRITISH SKY BRDCSTG GP ADR 111013108 26,813 168,700 Defined 1,2 168,700 0 0
BRITISH TELECOM PLC ADR 111021408 74,272 394,800 Defined 1,2 394,800 0 0
BROADBASE SOFTWARE INC Common Stock 11130R100 678 8,500 Defined 1,2 8,500 0 0
BROADCOM Common Stock 111320107 10,322 42,500 Defined 1,2 42,500 0 0
BROADVISION INC Common Stock 111412102 5,641 125,700 Defined 1,2 125,700 0 0
BROADWING INC Common Stock 111620100 10,076 270,951 Defined 1,2 270,951 0 0
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BROCADE COMMUNICATIONS SYSTEMS INC Common Stock 111621108 7,890 44,000 Defined 1,2 44,000 0 0
BROKEN HILL PROPRIETRY ADR 112169602 13,528 621,986 Defined 1,2 621,986 0 0
BROOKDALE LIVING CMNTYS INC Common Stock 112462106 53 4,800 Defined 1,2 4,800 0 0
BROOKE GROUP LTD Common Stock 112525100 115 9,400 Defined 1,2 9,400 0 0
BROOKLINE BANCORP INC Common Stock 113739106 117 12,300 Defined 1,2 12,300 0 0
BROOKS AUTOMATION INC Common Stock 11434A100 419 6,700 Defined 1,2 6,700 0 0
BROOKTROUT TECHNOLOGY Common Stock 114580103 136 4,700 Defined 1,2 4,700 0 0
BROWN & BROWN INC Common Stock 115236101 228 5,900 Defined 1,2 5,900 0 0
BROWN-FORMAN -CL B Common Stock 115637209 4,272 78,483 Defined 1,2 78,483 0 0
BROWN (TOM) INC Common Stock 115660201 232 12,600 Defined 1,2 12,600 0 0
BROWN GROUP INC Common Stock 115736100 305 25,375 Defined 1,2 25,375 0 0
BRUNSWICK CORP Common Stock 117043109 1,990 105,066 Defined 1,2 105,066 0 0
BRUSH WELLMAN INC Common Stock 117421107 401 22,760 Defined 1,2 22,760 0 0
BSQUARE CORP Common Stock 11776U102 305 13,800 Defined 1,2 13,800 0 0
BUCKEYE TECHNOLOGIES CORP Common Stock 118255108 890 49,130 Defined 1,2 49,130 0 0
BUCKLE INC Common Stock 118440106 152 9,450 Defined 1,2 9,450 0 0
ITEC ATTRACTIONS INC Common Stock 119003101 78 15,800 Defined 1,2 15,800 0 0
BUFETE INDL ADR 11942H100 0 900 Defined 1,2 900 0 0
BUFFETS INC Common Stock 119882108 473 52,390 Defined 1,2 52,390 0 0
BUILDING MATERIALS HOLDING CO Common Stock 120113105 160 17,630 Defined 1,2 17,630 0 0
BUNZL PLC ADR 120738307 1,177 50,100 Defined 1,2 50,100 0 0
BURLINGTON COAT FACTORY WRHS Common Stock 121579106 343 19,980 Defined 1,2 19,980 0 0
BURLINGTON INDS INC Common Stock 121693105 285 65,050 Defined 1,2 65,050 0 0
BURLINGTON NORTHERN SANTA FE CORP Common Stock 12189T104 11,753 516,598 Defined 1,2 516,598 0 0
BURLINGTON RESOURCES INC Common Stock 122014103 9,103 246,023 Defined 1,2 246,023 0 0
BURMAH CASTROL PLC ADR 122169303 2,580 64,408 Defined 1,2 64,408 0 0
BURNHAM PACIFIC PPTY INC REIT 12232C108 211 29,900 Defined 1,2 29,900 0 0
BURNS INTERNATIONAL Common Stock 122374101 108 10,300 Defined 1,2 10,300 0 0
BURNS, PHILIP & CO. ADR 122393309 6 4,200 Defined 1,2 4,200 0 0
BURR-BROWN CORP Common Stock 122574106 4,231 77,810 Defined 1,2 77,810 0 0
BUSH BOAKE ALLEN INC Common Stock 123162109 231 8,300 Defined 1,2 8,300 0 0
BUSH INDUSTRIES -CL A Common Stock 123164105 62 4,500 Defined 1,2 4,500 0 0
BUSINESS OBJECTS ADR 12328X107 2,030 20,400 Defined 1,2 20,400 0 0
BUTLER MFG CO Common Stock 123655102 240 9,830 Defined 1,2 9,830 0 0
BUY.COM INC Common Stock 124269101 439 45,000 Defined 1,2 45,000 0 0
C & D TECHNOLOGIES INC Common Stock 124661109 1,064 18,040 Defined 1,2 18,040 0 0
Cais Internet Inc Common Stock 12476Q102 232 9,600 Defined 1,2 9,600 0 0
CBL & ASSOCIATES PPTYS INC REIT 124830100 468 22,900 Defined 1,2 22,900 0 0
CCB FINANCIAL CORP Common Stock 124875105 2,224 50,260 Defined 1,2 50,260 0 0
CCC INFORMATION SVCS GROUP I Common Stock 12487Q109 277 12,900 Defined 1,2 12,900 0 0
CB RICHARD ELLIS SVCS Common Stock 12489L108 94 8,600 Defined 1,2 8,600 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CBRL GROUP INC Common Stock 12489V106 731 73,089 Defined 1,2 73,089 0 0
CBS CORPORATION Common Stock 12490K107 48,717 860,343 Defined 1,2 860,343 0 0
CFW COMMUNICATIONS CO Common Stock 124923103 221 5,600 Defined 1,2 5,600 0 0
C Bridge Internet So Common Stock 12500B105 416 7,300 Defined 1,2 7,300 0 0
C-COR ELECTRONICS INC Common Stock 125010108 2,181 44,520 Defined 1,2 44,520 0 0
C-CUBE MICROSYSTEMS INC Common Stock 125015107 4,253 58,410 Defined 1,2 58,410 0 0
CDI CORP Common Stock 125071100 503 26,470 Defined 1,2 26,470 0 0
CDL HOTELS INTERNATIONAL ADR 125077107 357 119,700 Defined 1,2 119,700 0 0
CDNOW INC Common Stock 125086108 59 15,707 Defined 1,2 15,707 0 0
CDW COMPUTER CENTERS INC Common Stock 125129106 4,577 54,200 Defined 1,2 54,200 0 0
CEC ENTERTAINMENT INC Common Stock 125137109 1,020 37,602 Defined 1,2 37,602 0 0
CE ENERGY GROUP Common Stock 12541M102 713 23,480 Defined 1,2 23,480 0 0
C H ROBINSON Common Stock 12541W100 1,911 51,300 Defined 1,2 51,300 0 0
CIGNA CORP Common Stock 125509109 14,490 191,289 Defined 1,2 191,289 0 0
CIT GROUP INC Common Stock 125577106 1,409 72,270 Defined 1,2 72,270 0 0
CKE RESTAURANTS INC Common Stock 12561E105 450 70,523 Defined 1,2 70,523 0 0
CLECO CORP HOLDING CO Common Stock 12561W105 922 27,738 Defined 1,2 27,738 0 0
CMG INFORMATION SERVICES INC Common Stock 125750109 11,928 105,266 Defined 1,2 105,266 0 0
CMI CORP Common Stock 125761304 42 9,200 Defined 1,2 9,200 0 0
CMP GROUP INC HOLDING CO Common Stock 125887109 1,170 40,167 Defined 1,2 40,167 0 0
CMS ENERGY CORP Common Stock 125896100 2,393 132,029 Defined 1,2 132,029 0 0
CPI CORP Common Stock 125902106 294 12,610 Defined 1,2 12,610 0 0
CPB INC Common Stock 125903104 104 4,200 Defined 1,2 4,200 0 0
CSS INDS INC Common Stock 125906107 88 4,600 Defined 1,2 4,600 0 0
C.P. POKPHAND ADR 125918102 6 4,600 Defined 1,2 4,600 0 0
CONNECTICUT NATURAL GAS CORP Common Stock 125957100 138 3,700 Defined 1,2 3,700 0 0
CSK AUTO CORP Common Stock 125965103 167 12,000 Defined 1,2 12,000 0 0
CNA FINANCIAL CORP Common Stock 126117100 2,537 78,500 Defined 1,2 78,500 0 0
CNA SURETY CORP Common Stock 12612L108 265 19,000 Defined 1,2 19,000 0 0
CNF TRANSPORTATION INC Common Stock 12612W104 1,681 60,583 Defined 1,2 60,583 0 0
CNET NETWORKS INC Common Stock 12613R104 2,149 42,400 Defined 1,2 42,400 0 0
CRH PLC ADR 12626K203 4,303 232,600 Defined 1,2 232,600 0 0
CSG SYSTEMS INTL INC Common Stock 126349109 3,593 73,600 Defined 1,2 73,600 0 0
CSK CORP ADR 126375302 1,814 38,600 Defined 1,2 38,600 0 0
C S R ADR 126396308 1,308 155,700 Defined 1,2 155,700 0 0
CSX CORP Common Stock 126408103 5,811 247,293 Defined 1,2 247,293 0 0
Ctc Communications G Common Stock 126419100 793 18,600 Defined 1,2 18,600 0 0
CT COMMUNICATIONS INC Common Stock 126426402 234 3,900 Defined 1,2 3,900 0 0
CTS CORP Common Stock 126501105 2,184 38,310 Defined 1,2 38,310 0 0
CUNO INC Common Stock 126583103 613 22,600 Defined 1,2 22,600 0 0
CVB FINANCIAL CORP Common Stock 126600105 127 8,956 Defined 1,2 8,956 0 0
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CVS CORP Common Stock 126650100 16,648 443,197 Defined 1,2 443,197 0 0
CV THERAPEUTICS INC Common Stock 126667104 261 5,200 Defined 1,2 5,200 0 0
CABLE & WIRELESS HKT ADR 126828102 7,423 288,282 Defined 1,2 288,282 0 0
CABLE AND WIRELESS COMMS ADR 12682P104 15,398 181,148 Defined 1,2 181,148 0 0
CABLE & WIRELESS PLC ADR 126830207 26,309 469,800 Defined 1,2 469,800 0 0
CABLEVISION SYSTEMS -CL A Common Stock 12686C109 2,825 46,500 Defined 1,2 46,500 0 0
CABLETRON SYSTEMS Common Stock 126920107 6,083 207,086 Defined 1,2 207,086 0 0
CABLE DESIGN TECH CP -CL A Common Stock 126924109 1,335 39,330 Defined 1,2 39,330 0 0
CACHEFLOW INC Common Stock 126946102 1,659 14,000 Defined 1,2 14,000 0 0
CABOT CORP Common Stock 127055101 2,562 83,986 Defined 1,2 83,986 0 0
CABOT INDUSTRIAL TRUST REIT 127072106 652 35,000 Defined 1,2 35,000 0 0
CABOT OIL & GAS CORP -CL A Common Stock 127097103 628 34,768 Defined 1,2 34,768 0 0
CACI INTL INC -CL A Common Stock 127190304 141 4,700 Defined 1,2 4,700 0 0
CADBURY SCHWEPPES PLC -ADS ADR 127209302 8,793 309,868 Defined 1,2 309,868 0 0
CADENCE DESIGN SYS INC Common Stock 127387108 6,295 305,222 Defined 1,2 305,222 0 0
CADIZ INC Common Stock 127537108 128 15,000 Defined 1,2 15,000 0 0
CAL DIVE INTERNATIONAL INC Common Stock 127914109 1,086 21,400 Defined 1,2 21,400 0 0
CALGON CARBON CORP Common Stock 129603106 110 16,700 Defined 1,2 16,700 0 0
CALICO COMMERCE INC Common Stock 129897104 459 14,000 Defined 1,2 14,000 0 0
CALIFORNIA AMPLIFIER INC Common Stock 129900106 124 4,000 Defined 1,2 4,000 0 0
CALIFORNIA WATER SERVICE CO Common Stock 130788102 125 5,500 Defined 1,2 5,500 0 0
CALIPER TECHNOLOGIES CORP Common Stock 130876105 671 8,300 Defined 1,2 8,300 0 0
CALLAWAY GOLF CO Common Stock 131193104 1,474 95,077 Defined 1,2 95,077 0 0
CALPINE CORP Common Stock 131347106 7,370 78,400 Defined 1,2 78,400 0 0
CAMBREX CORP Common Stock 132011107 1,479 34,000 Defined 1,2 34,000 0 0
CAMBIOR Common Stock 13201L103 27 33,000 Defined 1,2 33,000 0 0
CAMBRIDGE TECHNOLOGY PARTNER Common Stock 132524109 1,027 75,700 Defined 1,2 75,700 0 0
CAMDEN PROPERTY TRUST REIT 133131102 1,125 41,572 Defined 1,2 41,572 0 0
CAMPBELL RESOURCES INC Common Stock 134422104 1 5,100 Defined 1,2 5,100 0 0
CAMPBELL SOUP CO Common Stock 134429109 14,972 486,894 Defined 1,2 486,894 0 0
CANADIAN PACIFIC LTD -ORD Common Stock 135923100 4,382 195,855 Defined 1,2 195,855 0 0
CANADIAN IMPERIAL BANK OF COMMERCE Common Stock 136069101 6,946 238,500 Defined 1,2 238,500 0 0
CANADIAN NATIONAL RAILWAY Common Stock 136375102 739 27,700 Defined 1,2 27,700 0 0
CANADIAN OCCIDENTAL PETRO Common Stock 136420106 1,859 80,400 Defined 1,2 80,400 0 0
CANAL PLUS ADR 137041208 10,080 229,000 Defined 1,2 229,000 0 0
CANANDAIGUA BRANDS Common Stock 137219200 1,277 25,030 Defined 1,2 25,030 0 0
CANON INC ADR 138006309 22,684 526,000 Defined 1,2 526,000 0 0
CANTAB PHARMACEUT PLC ADR 138084207 9 500 Defined 1,2 500 0 0
CAPITAL AUTOMOTIVE REIT Common Stock 139733109 256 21,300 Defined 1,2 21,300 0 0
CAPITAL ONE FINL CORP Common Stock 14040H105 10,728 223,790 Defined 1,2 223,790 0 0
CAPITOL FEDERAL FINANCIAL Common Stock 14057C106 367 38,900 Defined 1,2 38,900 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CAPITOL TRANSAMERICA CORP Common Stock 140640103 56 4,600 Defined 1,2 4,600 0 0
CAPROCK COMMUNICATIONS CORP Common Stock 140667106 691 14,100 Defined 1,2 14,100 0 0
CAPTEC NET LEASE REALTY INC REIT 140724105 74 8,900 Defined 1,2 8,900 0 0
CARBO CERAMICS INC Common Stock 140781105 169 6,000 Defined 1,2 6,000 0 0
CARAUSTAR INDUSTRIES INC Common Stock 140909102 500 35,410 Defined 1,2 35,410 0 0
CARDINAL HEALTH INC Common Stock 14149Y108 14,608 318,436 Defined 1,2 318,436 0 0
CAREER EDUCATION CORP Common Stock 141665109 112 3,200 Defined 1,2 3,200 0 0
CAREERBUILDER Common Stock 141684100 42 10,100 Defined 1,2 10,100 0 0
CAREMARK RX INC Common Stock 141705103 457 109,051 Defined 1,2 109,051 0 0
CAREMATRIX CORP Common Stock 141706101 2 1,400 Defined 1,2 1,400 0 0
CAREINSITE Common Stock 14170M106 697 29,800 Defined 1,2 29,800 0 0
CAREY DIVERSIFIED LLC Common Stock 14174P105 181 10,900 Defined 1,2 10,900 0 0
CAREY INTERNATIONAL INC Common Stock 141750109 70 4,100 Defined 1,2 4,100 0 0
CARLISLE COS INC Common Stock 142339100 1,499 37,482 Defined 1,2 37,482 0 0
CARLTON COMMUN PLC ADR 142872209 4,066 69,200 Defined 1,2 69,200 0 0
CARMIKE CINEMAS INC -CL A Common Stock 143436103 85 15,690 Defined 1,2 15,690 0 0
CARNIVAL CORP Common Stock 143658102 17,308 697,549 Defined 1,2 697,549 0 0
CAROLINA POWER & LIGHT Common Stock 144141108 5,859 180,638 Defined 1,2 180,638 0 0
CARPENTER TECHNOLOGY Common Stock 144285103 564 27,080 Defined 1,2 27,080 0 0
CARRAMERICA REALTY REIT 144418100 1,381 65,000 Defined 1,2 65,000 0 0
CARRIER ACCESS CORP COM Common Stock 144460102 596 11,200 Defined 1,2 11,200 0 0
CARRIER1 INTL ADR 144500303 79 4,100 Defined 1,2 4,100 0 0
CARTER-WALLACE INC Common Stock 146285101 1,147 61,166 Defined 1,2 61,166 0 0
CASCADE CORP Common Stock 147195101 55 5,000 Defined 1,2 5,000 0 0
CASCADE NATURAL GAS CORP Common Stock 147339105 248 15,350 Defined 1,2 15,350 0 0
CASELLA WASTE SYSTEMS INC Common Stock 147448104 49 6,500 Defined 1,2 6,500 0 0
CASEYS GENERAL STORES INC Common Stock 147528103 801 73,620 Defined 1,2 73,620 0 0
CASH AMERICA INTL INC Common Stock 14754D100 438 35,230 Defined 1,2 35,230 0 0
CASTLE (A M) & CO Common Stock 148411101 244 19,530 Defined 1,2 19,530 0 0
CASTLE & COOKE INC Common Stock 148433105 143 8,506 Defined 1,2 8,506 0 0
CATALINA MARKETING CORP Common Stock 148867104 2,891 28,550 Defined 1,2 28,550 0 0
CATALYTICA INC Common Stock 148885106 178 12,200 Defined 1,2 12,200 0 0
CATHAY PACIFIC AIRWAYS ADR 148906308 1,619 218,300 Defined 1,2 218,300 0 0
CATELLUS DEVELOPMENT CORP REIT 149111106 864 62,300 Defined 1,2 62,300 0 0
CATERPILLAR INC Common Stock 149123101 15,865 402,294 Defined 1,2 402,294 0 0
CATHAY BANCORP Common Stock 149150104 175 3,800 Defined 1,2 3,800 0 0
CATO CORP -CL A Common Stock 149205106 432 36,770 Defined 1,2 36,770 0 0
CELL GENESYS INC Common Stock 150921104 371 17,400 Defined 1,2 17,400 0 0
CELLSTAR CORP Common Stock 150925105 205 25,600 Defined 1,2 25,600 0 0
CELESTIAL SEASONINGS INC Common Stock 151016102 124 3,600 Defined 1,2 3,600 0 0
CELESTICA INC Common Stock 15101Q108 3,369 63,500 Defined 1,2 63,500 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CELGENE CORP Common Stock 151020104 836 8,400 Defined 1,2 8,400 0 0
CELL PATHWAYS INC Common Stock 15114R101 364 10,600 Defined 1,2 10,600 0 0
CELLTECH GROUP PLC ADR 151158102 1,219 35,088 Defined 1,2 35,088 0 0
CEMEX ADR 151290889 3,958 174,940 Defined 1,2 174,940 0 0
CENDANT CORP Common Stock 151313103 14,840 802,154 Defined 1,2 802,154 0 0
CENTENNIAL BANCORP Common Stock 15133T104 84 8,732 Defined 1,2 8,732 0 0
CENTENNIAL CELLULR CP -CL A Common Stock 15133V208 968 39,830 Defined 1,2 39,830 0 0
CENTER TRUST INC REIT 151845104 156 24,500 Defined 1,2 24,500 0 0
CENTERPOINT PROPERTIES CORP REIT 151895109 681 18,700 Defined 1,2 18,700 0 0
CENTEX CORP Common Stock 152312104 1,608 67,540 Defined 1,2 67,540 0 0
CENTIGRAM COMMUNICATIONS CP Common Stock 152317103 158 8,290 Defined 1,2 8,290 0 0
CENTEX CONSTRN PRODS INC Common Stock 15231R109 218 8,300 Defined 1,2 8,300 0 0
ELECTROBRAS ADR 15234Q207 5,339 601,100 Defined 1,2 601,100 0 0
CENTRAL & SOUTH WEST CORP Common Stock 152357109 4,118 240,489 Defined 1,2 240,489 0 0
GERASUL SA ADR 15235B100 285 54,130 Defined 1,2 54,130 0 0
CENTRAL GARDEN & PET CO Common Stock 153527106 119 12,000 Defined 1,2 12,000 0 0
CENTRAL NEWSPAPERS -CL A Common Stock 154647101 508 15,200 Defined 1,2 15,200 0 0
CENTRAL PARKING CORP Common Stock 154785109 1,038 51,880 Defined 1,2 51,880 0 0
CENTRAL VERMONT PUB SERV Common Stock 155771108 166 15,870 Defined 1,2 15,870 0 0
CENTURA BANKS INC Common Stock 15640T100 2,536 55,350 Defined 1,2 55,350 0 0
CENTURY ALUMINUM Common Stock 156431108 120 8,700 Defined 1,2 8,700 0 0
CENTURY BUSINESS SVCS INC Common Stock 156490104 106 36,400 Defined 1,2 36,400 0 0
CENTURY SOUTH BKS INC Common Stock 156683104 107 5,100 Defined 1,2 5,100 0 0
CENTURYTEL Common Stock 156700106 5,893 158,725 Defined 1,2 158,725 0 0
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CHECKFREE CORP Common Stock 162816102 4,843 68,700 Defined 1,2 68,700 0 0
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DEERE & CO Common Stock 244199105 10,081 265,277 Defined 1,2 265,277 0 0
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DELTIC TIMBER CORP Common Stock 247850100 405 17,100 Defined 1,2 17,100 0 0
DELTEK SYSTEMS INC Common Stock 24785A108 112 7,300 Defined 1,2 7,300 0 0
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DENDRITE INTL INC Common Stock 248239105 1,283 61,260 Defined 1,2 61,260 0 0
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DEVON ENERGY CORPORATION Common Stock 25179M103 5,235 107,800 Defined 1,2 107,800 0 0
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DIGEX, INC. Common Stock 253756100 943 8,500 Defined 1,2 8,500 0 0
DIGI INTERNATIONAL INC Common Stock 253798102 193 20,910 Defined 1,2 20,910 0 0
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DIGITAL RIVER INC Common Stock 25388B104 189 8,800 Defined 1,2 8,800 0 0
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DIONEX CORP Common Stock 254546104 1,130 34,310 Defined 1,2 34,310 0 0
DISCOUNT AUTO PARTS INC Common Stock 254642101 207 23,170 Defined 1,2 23,170 0 0
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Direct Focus Inc Common Stock 254931108 122 4,400 Defined 1,2 4,400 0 0
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DOCUMENTUM INC Common Stock 256159104 554 7,100 Defined 1,2 7,100 0 0
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DOMTAR INC Common Stock 257561100 929 87,433 Defined 1,2 87,433 0 0
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DREYER'S GRAND ICE CREAM INC Common Stock 261878102 894 34,708 Defined 1,2 34,708 0 0
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DRUGSTORE.COM, INC. Common Stock 262241102 242 18,350 Defined 1,2 18,350 0 0
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DUANE READE INC Common Stock 263578106 172 7,400 Defined 1,2 7,400 0 0
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DUKE POWER CO Common Stock 264399106 21,615 411,707 Defined 1,2 411,707 0 0
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EAST WEST BANCORP INC Common Stock 27579R104 108 9,800 Defined 1,2 9,800 0 0
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EASTMAN CHEMICAL CO Common Stock 277432100 4,055 89,130 Defined 1,2 89,130 0 0
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Ebenx Inc Common Stock 278668108 189 6,400 Defined 1,2 6,400 0 0
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EQUITY RESIDENTIAL PPTYS TR REIT 29476L107 4,769 118,668 Defined 1,2 118,668 0 0
ERICSSON (L M) TEL ADR 294821400 106,777 1,138,200 Defined 1,2 1,138,200 0 0
ERIE INDEMNITY CO -CL A Common Stock 29530P102 915 28,200 Defined 1,2 28,200 0 0
ESHARE TECHNOLOGIES INC Common Stock 296428105 82 6,600 Defined 1,2 6,600 0 0
ESPEED INC - CL A Common Stock 296643109 194 3,700 Defined 1,2 3,700 0 0
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Esoft Inc Common Stock 296904105 86 4,700 Defined 1,2 4,700 0 0
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ETHAN ALLEN INTERIORS INC Common Stock 297602104 1,435 57,400 Defined 1,2 57,400 0 0
ETHYL CORP Common Stock 297659104 321 104,848 Defined 1,2 104,848 0 0
ETOYS INC Common Stock 297862104 432 48,900 Defined 1,2 48,900 0 0
EVANS & SUTHERLAND CMP CORP Common Stock 299096107 60 5,300 Defined 1,2 5,300 0 0
EVERGREEN RESOURCES Common Stock 299900308 150 6,200 Defined 1,2 6,200 0 0
EXABYTE CORP Common Stock 300615101 241 32,410 Defined 1,2 32,410 0 0
EXAR CORP Common Stock 300645108 440 6,150 Defined 1,2 6,150 0 0
Exactis Com Inc Common Stock 30064G104 114 5,200 Defined 1,2 5,200 0 0
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EXCELON CORPORATION Common Stock 300691102 136 12,100 Defined 1,2 12,100 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Extended Systems Inc Common Stock 301973103 429 3,900 Defined 1,2 3,900 0 0
EXEL PLC ADR 301980108 1,683 63,800 Defined 1,2 63,800 0 0
EXIDE CORP Common Stock 302051107 109 9,200 Defined 1,2 9,200 0 0
EXODUS COMMUNICATIONS INC Common Stock 302088109 12,575 89,500 Defined 1,2 89,500 0 0
EXPEDIA INC Common Stock 302125109 349 16,400 Defined 1,2 16,400 0 0
EXPEDITORS INTL WASH INC Common Stock 302130109 2,811 70,720 Defined 1,2 70,720 0 0
EXPRESS SCRIPTS INC -CL A Common Stock 302182100 2,171 51,698 Defined 1,2 51,698 0 0
EXTENDED STAY AMERICA Common Stock 30224P101 308 41,128 Defined 1,2 41,128 0 0
EXTREME NETWORKS INC Common Stock 30226D106 1,659 21,000 Defined 1,2 21,000 0 0
EXXON MOBIL CORP Common Stock 30231G102 304,574 3,907,922 Defined 1,2 3,907,922 0 0
F & M BANCORP/MD Common Stock 302367107 72 3,989 Defined 1,2 3,989 0 0
F & M NATL CORP Common Stock 302374103 217 9,852 Defined 1,2 9,852 0 0
FBL FINANCIAL GROUP Common Stock 30239F106 201 13,400 Defined 1,2 13,400 0 0
FEI CO Common Stock 30241L109 291 9,700 Defined 1,2 9,700 0 0
FLIR SYSTEMS INC Common Stock 302445101 55 6,000 Defined 1,2 6,000 0 0
FMC CORP Common Stock 302491303 1,999 35,372 Defined 1,2 35,372 0 0
F N B CORP/PA Common Stock 302520101 160 8,690 Defined 1,2 8,690 0 0
FPIC INS GROUP INC Common Stock 302563101 74 4,200 Defined 1,2 4,200 0 0
FPL GROUP INC Common Stock 302571104 9,357 203,141 Defined 1,2 203,141 0 0
FSI INTL INC Common Stock 302633102 203 9,900 Defined 1,2 9,900 0 0
FYI INC Common Stock 302712104 548 20,200 Defined 1,2 20,200 0 0
FAHNESTOCK VINER HLDG -CL A Common Stock 302921101 121 7,200 Defined 1,2 7,200 0 0
FACTORY 2-U INC Common Stock 303072102 130 5,200 Defined 1,2 5,200 0 0
FACTSET RESEARCH SYSTEMS Common Stock 303075105 1,198 44,260 Defined 1,2 44,260 0 0
FAIR ISAAC & COMPANY INC Common Stock 303250104 827 21,280 Defined 1,2 21,280 0 0
FAIRCHILD CORP -CL A Common Stock 303698104 106 15,554 Defined 1,2 15,554 0 0
FAIRCHILD SEMICONDUCTOR INTL INC Common Stock 303726103 1,383 37,900 Defined 1,2 37,900 0 0
FAIRFAX FINANCIAL HLDG RTS Warrant or Rig 303901110 1 13,200 Defined 1,2 13,200 0 0
FAIRFIELD COMMUNITIES INC Common Stock 304231301 151 19,000 Defined 1,2 19,000 0 0
FAMILY DOLLAR STORES Common Stock 307000109 4,508 216,577 Defined 1,2 216,577 0 0
FARMER BROS CO Common Stock 307675108 143 800 Defined 1,2 800 0 0
FARM FAMILY HOLDINGS INC Common Stock 307901108 62 2,100 Defined 1,2 2,100 0 0
FARMERS CAPITAL BK CORP Common Stock 309562106 105 3,100 Defined 1,2 3,100 0 0
Fatbrain Com Inc Common Stock 311889109 52 4,800 Defined 1,2 4,800 0 0
FASTENAL CO Common Stock 311900104 2,261 47,227 Defined 1,2 47,227 0 0
F.H. FAULDING & CO. ADR 312020209 343 20,270 Defined 1,2 20,270 0 0
FEDDERS CORP Common Stock 313135105 279 50,110 Defined 1,2 50,110 0 0
FED HOME LOAN MTG CO Common Stock 313400301 34,629 783,684 Defined 1,2 783,684 0 0
FEDERAL-MOGUL CORP Common Stock 313549107 1,543 92,446 Defined 1,2 92,446 0 0
FEDERAL NATL MORTGAGE ASSN Common Stock 313586109 65,536 1,158,649 Defined 1,2 1,158,649 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FEDERAL SIGNAL CORP Common Stock 313855108 1,040 57,572 Defined 1,2 57,572 0 0
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FEDEX CORP Common Stock 31428X106 12,742 328,308 Defined 1,2 328,308 0 0
FELCOR LODGING TRUST INC REIT 31430F101 1,130 63,200 Defined 1,2 63,200 0 0
FERRO CORP Common Stock 315405100 785 44,083 Defined 1,2 44,083 0 0
F5 NETWORKS INC Common Stock 315616102 535 7,900 Defined 1,2 7,900 0 0
FIAT SPA ADR 315621888 5,899 220,027 Defined 1,2 220,027 0 0
FIDELITY NATIONAL FINL INC Common Stock 316326107 1,297 93,896 Defined 1,2 93,896 0 0
FIFTH THIRD BANCORP Common Stock 316773100 21,950 348,408 Defined 1,2 348,408 0 0
FILA HLDGS S P A ADR 316850106 120 16,100 Defined 1,2 16,100 0 0
FILENET CORP Common Stock 316869106 1,345 45,200 Defined 1,2 45,200 0 0
FINANCIAL FEDERAL CORP Common Stock 317492106 115 6,350 Defined 1,2 6,350 0 0
FINANCIAL SEC ASSURANCE HLDG Common Stock 31769P100 990 13,477 Defined 1,2 13,477 0 0
FINISAR CORPORATION Common Stock 31787A101 3,150 21,500 Defined 1,2 21,500 0 0
FINET.COM INC Common Stock 317922300 50 39,300 Defined 1,2 39,300 0 0
FINISH LINE INC -CL A Common Stock 317923100 104 10,700 Defined 1,2 10,700 0 0
FINOVA GROUP INC Common Stock 317928109 1,288 76,637 Defined 1,2 76,637 0 0
FIRST AMER FINL CP CA Common Stock 318522307 1,274 91,426 Defined 1,2 91,426 0 0
FIRST BANCORP HLDG CO Common Stock 318672102 696 39,470 Defined 1,2 39,470 0 0
FIRST BUSEY CORP Common Stock 319383105 118 5,900 Defined 1,2 5,900 0 0
FIRST CHARTER CORP Common Stock 319439105 100 7,675 Defined 1,2 7,675 0 0
FIRST CITIZENS BANCSH -CL A Common Stock 31946M103 277 4,900 Defined 1,2 4,900 0 0
FIRST COMM BANCSHARES -CL A Common Stock 319777108 194 5,500 Defined 1,2 5,500 0 0
FIRST COMMONWLTH FINL CP/PA Common Stock 319829107 229 26,600 Defined 1,2 26,600 0 0
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FIRST FED CAP CORP Common Stock 319960100 94 8,000 Defined 1,2 8,000 0 0
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FIRST ESSEX BANCORP Common Stock 320103104 51 3,300 Defined 1,2 3,300 0 0
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FIRST FINANCIAL HOLDINGS INC Common Stock 320239106 81 5,700 Defined 1,2 5,700 0 0
FIRST INDL REALTY TRUST INC REIT 32054K103 956 35,100 Defined 1,2 35,100 0 0
FIRST INDIANA CORP Common Stock 32054R108 101 5,450 Defined 1,2 5,450 0 0
FIRST MERCHANTS CORP Common Stock 320817109 102 5,050 Defined 1,2 5,050 0 0
FIRST MIDWEST BANCORP INC Common Stock 320867104 1,394 57,480 Defined 1,2 57,480 0 0
FIRST HEALTH GROUP CORP Common Stock 320960107 2,092 66,150 Defined 1,2 66,150 0 0
FIRST PACIFIC ADR 335889200 702 289,700 Defined 1,2 289,700 0 0
FIRST REPUBLIC BANK Common Stock 336158100 81 4,100 Defined 1,2 4,100 0 0
FIRST SECURITY CORP/DE Common Stock 336294103 2,944 245,297 Defined 1,2 245,297 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FIRST SENTINEL BANCORP INC Common Stock 33640T103 141 18,300 Defined 1,2 18,300 0 0
1ST SOURCE CORP Common Stock 336901103 160 8,158 Defined 1,2 8,158 0 0
FIRST TENNESSEE NATL CORP Common Stock 337162101 3,329 163,865 Defined 1,2 163,865 0 0
FIRST UNION CORP (N C) Common Stock 337358105 41,481 1,113,591 Defined 1,2 1,113,591 0 0
FIRST UNION RE EQ & MTG INV REIT 337400105 95 34,600 Defined 1,2 34,600 0 0
FIRST UTD BANCSHARES INC/AK Common Stock 33741E104 109 10,600 Defined 1,2 10,600 0 0
FIRST VIRGINIA BANKS INC Common Stock 337477103 2,338 62,244 Defined 1,2 62,244 0 0
FIRST WASHINGTON RLTY TR INC REIT 337489504 154 8,300 Defined 1,2 8,300 0 0
FIRST SVGS BK WASH BANCORP WA Common Stock 33748T104 89 4,890 Defined 1,2 4,890 0 0
Firstcom Corp Common Stock 33763T104 356 10,400 Defined 1,2 10,400 0 0
FIRSTAR CORP Common Stock 33763V109 25,478 1,110,745 Defined 1,2 1,110,745 0 0
FISERV INC Common Stock 337738108 5,715 153,678 Defined 1,2 153,678 0 0
FIRSTFED FINANCIAL CORP/CA Common Stock 337907109 110 8,300 Defined 1,2 8,300 0 0
FIRSTMERIT CORP Common Stock 337915102 2,081 112,861 Defined 1,2 112,861 0 0
FLAGSTAR BANCORP INC Common Stock 337930101 77 5,900 Defined 1,2 5,900 0 0
FIRST ENERGY CORP Common Stock 337932107 5,449 264,193 Defined 1,2 264,193 0 0
FISHER SCIENTIFIC INTL INC Common Stock 338032204 757 17,000 Defined 1,2 17,000 0 0
FLEETBOSTON FINANCIAL CORP Common Stock 339030108 37,761 1,034,546 Defined 1,2 1,034,546 0 0
FLEETWOOD ENTERPRISES Common Stock 339099103 689 46,700 Defined 1,2 46,700 0 0
FLEMING COMPANIES INC Common Stock 339130106 819 54,360 Defined 1,2 54,360 0 0
FLETCHER CHALLENGE BLDG ADR ADR 339317109 223 20,650 Defined 1,2 20,650 0 0
FLETCHER CHALLENGE ENERGY ADR ADR 339318107 472 20,750 Defined 1,2 20,750 0 0
FLETCHER CHALLENGE ADR 339324402 139 50,364 Defined 1,2 50,364 0 0
FLETCHER CHALLENGE PAPER ADR 339325102 278 39,700 Defined 1,2 39,700 0 0
Flightserv Com Common Stock 339428104 21 3,300 Defined 1,2 3,300 0 0
FLORIDA EAST COAST INDS Common Stock 340632108 757 15,600 Defined 1,2 15,600 0 0
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FLOW INTL CORP Common Stock 343468104 241 20,490 Defined 1,2 20,490 0 0
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FLOWSERVE CORP Common Stock 34354P105 596 46,270 Defined 1,2 46,270 0 0
FLUOR CORP Common Stock 343861100 2,700 87,102 Defined 1,2 87,102 0 0
FLUSHING FINANCIAL CORP Common Stock 343873105 60 4,450 Defined 1,2 4,450 0 0
FOAMEX INTERNATIONAL INC Common Stock 344123104 105 11,100 Defined 1,2 11,100 0 0
FOCAL COMMUNICATIONS CORP Common Stock 344155106 1,417 25,300 Defined 1,2 25,300 0 0
FOGDOG INC Common Stock 344167101 84 15,200 Defined 1,2 15,200 0 0
FOOTSTAR Common Stock 344912100 813 28,770 Defined 1,2 28,770 0 0
FORD MOTOR CO Common Stock 345370100 62,711 1,365,141 Defined 1,2 1,365,141 0 0
FORENINGSSPARBANKEN AB ADR 34551P106 4,279 314,650 Defined 1,2 314,650 0 0
FOREST CITY ENTRPRS -CL A Common Stock 345550107 467 15,900 Defined 1,2 15,900 0 0
FOREST LABORATORIES -CL A Common Stock 345838106 9,830 116,334 Defined 1,2 116,334 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FOREST OIL CORP Common Stock 346091606 244 23,000 Defined 1,2 23,000 0 0
FORRESTER RESEARCH Common Stock 346563109 461 8,500 Defined 1,2 8,500 0 0
FORT JAMES CORP Common Stock 347471104 5,408 245,834 Defined 1,2 245,834 0 0
FORTIS AMEV ADR 34956J101 5,789 226,182 Defined 1,2 226,182 0 0
FORTUNE BRANDS Common Stock 349631101 4,657 186,290 Defined 1,2 186,290 0 0
FORWARD AIR CORP Common Stock 349853101 210 8,850 Defined 1,2 8,850 0 0
FOSSIL INC Common Stock 349882100 1,054 44,990 Defined 1,2 44,990 0 0
FOSTER WHEELER CORP Common Stock 350244109 412 61,000 Defined 1,2 61,000 0 0
FOSTERS BREWING GROUP LTD SPON ADR 350258307 3,197 940,340 Defined 1,2 940,340 0 0
FOUNDATION HEALTH CORP Common Stock 350404109 1,270 158,720 Defined 1,2 158,720 0 0
FOUNDRY NETWORKS INC Common Stock 35063R100 6,814 47,400 Defined 1,2 47,400 0 0
4KIDS ENTERTAINMENT, INC. Common Stock 350865101 111 4,700 Defined 1,2 4,700 0 0
FOUR MEDIA COMPANY Common Stock 350872107 130 8,400 Defined 1,2 8,400 0 0
FOUR SEASONS HOTELS Common Stock 35100E104 735 16,300 Defined 1,2 16,300 0 0
FOX ENTERTAINMENT GROUP Common Stock 35138T107 1,593 53,200 Defined 1,2 53,200 0 0
FRANCE TELECOM ADR 35177Q105 104,835 592,500 Defined 1,2 592,500 0 0
FRANCHISE FINL CORP AMERICA REIT 351807102 1,181 50,800 Defined 1,2 50,800 0 0
FRANKLIN COVEY CO Common Stock 353469109 203 28,030 Defined 1,2 28,030 0 0
FRANKLIN ELECTRIC CO Common Stock 353514102 153 2,400 Defined 1,2 2,400 0 0
FRANKLIN RESOURCES INC Common Stock 354613101 9,407 281,316 Defined 1,2 281,316 0 0
FREEMARKETS INC Common Stock 356602102 1,755 14,500 Defined 1,2 14,500 0 0
FREEPORT-MCMORAN COOPER & GOLD Common Stock 35671D857 2,266 187,839 Defined 1,2 187,839 0 0
Freeshop Com Inc Common Stock 356873109 129 6,600 Defined 1,2 6,600 0 0
FREMONT GENERAL CORP Common Stock 357288109 626 98,150 Defined 1,2 98,150 0 0
FRESENIUS MEDICAL CARE AG ADR 358029106 3,375 139,185 Defined 1,2 139,185 0 0
FRIEDE GOLDMAN HALTER INC Common Stock 358430106 384 55,855 Defined 1,2 55,855 0 0
FRITZ COS INC Common Stock 358846103 520 51,332 Defined 1,2 51,332 0 0
FRONTIER FINANCIAL CORP/WA Common Stock 35907K105 139 7,500 Defined 1,2 7,500 0 0
FRONTIER INS GRP INC Common Stock 359081106 0 200 Defined 1,2 200 0 0
FRONTIER OIL CORP Common Stock 35914P105 88 11,700 Defined 1,2 11,700 0 0
FRONTLINE CAPITAL GROUP Common Stock 35921N101 475 10,800 Defined 1,2 10,800 0 0
FRONTLINE LTD ADR 35921R102 58 7,300 Defined 1,2 7,300 0 0
FROZEN FOOD EXPRESS INDS Common Stock 359360104 77 22,760 Defined 1,2 22,760 0 0
FUJI PHOTO FILM ADR 359586302 13,834 314,400 Defined 1,2 314,400 0 0
FULLER (H. B.) CO Common Stock 359694106 673 16,849 Defined 1,2 16,849 0 0
FULTON FINANCIAL CORP Common Stock 360271100 626 29,703 Defined 1,2 29,703 0 0
FURNITURE BRANDS INTERNATIONAL Common Stock 360921100 1,166 62,000 Defined 1,2 62,000 0 0
G&K SERVICES INC -CL A Common Stock 361268105 558 28,530 Defined 1,2 28,530 0 0
GATX CORP Common Stock 361448103 2,333 61,400 Defined 1,2 61,400 0 0
GBC BANCORP/CA Common Stock 361475106 128 5,500 Defined 1,2 5,500 0 0
GC COMPANIES INC Common Stock 36155Q109 381 10,950 Defined 1,2 10,950 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
GST TELECOMMUNICATIONS INC Common Stock 361942105 99 16,200 Defined 1,2 16,200 0 0
GPU INC Common Stock 36225X100 3,845 140,443 Defined 1,2 140,443 0 0
GTE CORP Common Stock 362320103 78,436 1,104,730 Defined 1,2 1,104,730 0 0
GT GROUP TELECOM Common Stock 362359408 125 6,000 Defined 1,2 6,000 0 0
GT INTERACTIVE SOFTWARE CORP Common Stock 36236E109 98 31,300 Defined 1,2 31,300 0 0
GABLES RESIDENTIAL TRUST REIT 362418105 536 23,800 Defined 1,2 23,800 0 0
GADZOOX NETWORKS, INC. Common Stock 362555104 508 10,600 Defined 1,2 10,600 0 0
GALILEO INTERNATIONAL INC Common Stock 363547100 970 40,300 Defined 1,2 40,300 0 0
GALLAGHER (ARTHUR J.) & CO Common Stock 363576109 1,670 51,380 Defined 1,2 51,380 0 0
GALLAHER GROUP PLC ADR 363595109 1,966 99,870 Defined 1,2 99,870 0 0
GANNETT CO Common Stock 364730101 22,225 315,814 Defined 1,2 315,814 0 0
GAP INC Common Stock 364760108 48,323 970,101 Defined 1,2 970,101 0 0
GARDNER DENVER MACHINERY INC Common Stock 365558105 395 21,010 Defined 1,2 21,010 0 0
GARTNER GROUP Common Stock 366651206 1,472 110,600 Defined 1,2 110,600 0 0
GASONICS INTERNATIONAL CORP Common Stock 367278108 194 4,900 Defined 1,2 4,900 0 0
GATEWAY INC Common Stock 367626108 19,105 360,148 Defined 1,2 360,148 0 0
GAYLORD ENTERTAINMENT -CL A Common Stock 367905106 384 14,150 Defined 1,2 14,150 0 0
GAYLORD CONTAINER CP Common Stock 368145108 146 22,900 Defined 1,2 22,900 0 0
GELTEX PHARMACEUTICALS INC Common Stock 368538104 144 8,600 Defined 1,2 8,600 0 0
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GENENTECH INC Common Stock 368710406 16,553 108,900 Defined 1,2 108,900 0 0
GENER S A ADR 368731105 621 46,000 Defined 1,2 46,000 0 0
GENERAL BINDING CORP Common Stock 369154109 65 6,800 Defined 1,2 6,800 0 0
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GENERAL ELECTRIC CO Common Stock 369604103 578,520 3,717,395 Defined 1,2 3,717,395 0 0
GENERAL GROWTH PPTYS INC REIT 370021107 1,564 51,400 Defined 1,2 51,400 0 0
GENERAL MILLS INC Common Stock 370334104 12,445 343,916 Defined 1,2 343,916 0 0
GENERAL MOTORS CORP Common Stock 370442105 60,036 724,961 Defined 1,2 724,961 0 0
GENERAL MOTORS CL H Common Stock 370442832 5,964 47,900 Defined 1,2 47,900 0 0
GENERAL SEMICONDUCTOR INC Common Stock 370787103 891 51,680 Defined 1,2 51,680 0 0
GENESCO INC Common Stock 371532102 127 9,700 Defined 1,2 9,700 0 0
GENTEX CORP Common Stock 371901109 3,816 102,950 Defined 1,2 102,950 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
GENTIA SOFTWARE PLC ADR 37245A104 4 400 Defined 1,2 400 0 0
GENTEK INC Common Stock 37245X104 98 7,000 Defined 1,2 7,000 0 0
GENUINE PARTS CO Common Stock 372460105 4,811 201,525 Defined 1,2 201,525 0 0
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GENZYME CORP Common Stock 372917104 5,780 115,321 Defined 1,2 115,321 0 0
GENZYME SURGICAL PRODUCTS Common Stock 372917609 21 1,754 Defined 1,2 1,754 0 0
GEORGIA GULF CORP Common Stock 373200203 1,000 38,451 Defined 1,2 38,451 0 0
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THE TIMBER COMPANY Common Stock 373298702 2,662 103,900 Defined 1,2 103,900 0 0
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GERON CORPORATION Common Stock 374163103 197 7,100 Defined 1,2 7,100 0 0
GETTHERE.COM INC Common Stock 374266104 211 13,750 Defined 1,2 13,750 0 0
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GILLETTE CO Common Stock 375766102 46,054 1,221,996 Defined 1,2 1,221,996 0 0
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GLAXO WELLCOME PLC ADR 37733W105 60,914 1,062,848 Defined 1,2 1,062,848 0 0
GLENAYRE TECHNOLOGIES INC Common Stock 377899109 470 26,737 Defined 1,2 26,737 0 0
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GLOBAL INDUSTRIES LTD Common Stock 379336100 567 38,800 Defined 1,2 38,800 0 0
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GLOBAL TELESYSTEMS GROUP Common Stock 37936U104 1,572 76,700 Defined 1,2 76,700 0 0
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Globalnet Financial Common Stock 37937R209 25 700 Defined 1,2 700 0 0
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GRAND PREMIER FINL INC Common Stock 386174106 127 9,240 Defined 1,2 9,240 0 0
GRAND UNION COMPANY Common Stock 386532402 38 12,900 Defined 1,2 12,900 0 0
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GREY WOLD INC Common Stock 397888108 277 70,300 Defined 1,2 70,300 0 0
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GRIFFON CORP Common Stock 398433102 325 41,616 Defined 1,2 41,616 0 0
GROUP 1 AUTOMOTIVE Common Stock 398905109 341 29,360 Defined 1,2 29,360 0 0
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GRUPO INDL DURANGO SA ADR 40048E109 12 900 Defined 1,2 900 0 0
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GTECH HOLDINGS CORP Common Stock 400518106 815 43,912 Defined 1,2 43,912 0 0
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GUESS INC Common Stock 401617105 592 18,500 Defined 1,2 18,500 0 0
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GUITAR CENTER, INC. Common Stock 402040109 100 8,700 Defined 1,2 8,700 0 0
GULF CANADA RES LTD -ORD Common Stock 40218L305 553 150,079 Defined 1,2 150,079 0 0
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GYMBOREE CORP Common Stock 403777105 139 33,790 Defined 1,2 33,790 0 0
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HANCOCK HLDG CO Common Stock 410120109 146 4,735 Defined 1,2 4,735 0 0
JOHN HANCOCK FINANCIAL SRVCS Common Stock 41014S106 2,552 141,300 Defined 1,2 141,300 0 0
HANDLEMAN CO Common Stock 410252100 115 12,976 Defined 1,2 12,976 0 0
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HANGER ORTHOPEDIC GRP Common Stock 41043F208 146 27,760 Defined 1,2 27,760 0 0
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HANNAFORD BROTHERS CO Common Stock 410550107 3,908 52,996 Defined 1,2 52,996 0 0
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HANOVER COMPRESSOR CO Common Stock 410768105 2,013 35,400 Defined 1,2 35,400 0 0
HANOVER DIRECT INC Common Stock 410783104 214 90,000 Defined 1,2 90,000 0 0
HANSON PLC ADR 411352404 2,803 79,224 Defined 1,2 79,224 0 0
HARBINGER CORP Common Stock 41145C103 1,587 54,500 Defined 1,2 54,500 0 0
HARCOURT GENERAL INC Common Stock 41163G101 3,026 81,238 Defined 1,2 81,238 0 0
HARBOR FLORIDA BANCSHARES Common Stock 411901101 140 12,316 Defined 1,2 12,316 0 0
HARDINGE BROTHERS INC Common Stock 412324303 42 4,100 Defined 1,2 4,100 0 0
HARKEN ENERGY CORP Common Stock 412552101 63 62,600 Defined 1,2 62,600 0 0
HARLAND (JOHN H.) CO Common Stock 412693103 566 41,950 Defined 1,2 41,950 0 0
HARLEY-DAVIDSON INC Common Stock 412822108 13,240 166,806 Defined 1,2 166,806 0 0
HARLEYSVILLE GROUP INC Common Stock 412824104 183 12,600 Defined 1,2 12,600 0 0
HARLEYSVILLE NATL CORP/PA Common Stock 412850109 91 3,353 Defined 1,2 3,353 0 0
HARMAN INTERNATIONAL INDS Common Stock 413086109 1,439 23,988 Defined 1,2 23,988 0 0
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HARMONIC LIGHTWAVES INC Common Stock 413160102 1,082 13,000 Defined 1,2 13,000 0 0
HARMONY GOLD MINING ADR 413216300 198 32,400 Defined 1,2 32,400 0 0
HARRAHS ENTERTAINMENT INC Common Stock 413619107 2,732 147,159 Defined 1,2 147,159 0 0
HARRIS CORP Common Stock 413875105 2,991 86,535 Defined 1,2 86,535 0 0
HARRIS FINANCIAL INC Common Stock 414541102 103 14,300 Defined 1,2 14,300 0 0
Harris Interactive I Common Stock 414549105 86 13,300 Defined 1,2 13,300 0 0
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HEARTLAND EXPRESS INC Common Stock 422347104 591 42,046 Defined 1,2 42,046 0 0
HEICO CORP Common Stock 422806109 54 3,700 Defined 1,2 3,700 0 0
HEIDRICK & STRUGGLES INTL Common Stock 422819102 285 7,100 Defined 1,2 7,100 0 0
HEILIG-MEYERS CO Common Stock 422893107 299 75,825 Defined 1,2 75,825 0 0
HEINZ (H J) CO Common Stock 423074103 14,135 405,296 Defined 1,2 405,296 0 0
HELIX TECHNOLOGY CORP Common Stock 423319102 1,863 31,010 Defined 1,2 31,010 0 0
HELLENIC TELECOMMUNICATIONS ORG. ADR 423325307 8,454 583,000 Defined 1,2 583,000 0 0
HELLER FINANCIAL Common Stock 423328103 437 19,011 Defined 1,2 19,011 0 0
HELMERICH & PAYNE Common Stock 423452101 2,018 65,100 Defined 1,2 65,100 0 0
HEMISPHERX BIOPHARMA INC Common Stock 42366C103 123 11,200 Defined 1,2 11,200 0 0
HENDERSON LAND DEVELOPMENT ADR 425166303 4,866 1,032,450 Defined 1,2 1,032,450 0 0
HENRY (JACK) & ASSOCIATES Common Stock 426281101 2,088 56,620 Defined 1,2 56,620 0 0
HERBALIFE INTL INC CL A Common Stock 426908208 190 13,466 Defined 1,2 13,466 0 0
HERCULES INC Common Stock 427056106 1,958 121,403 Defined 1,2 121,403 0 0
HERSHEY FOODS CORP Common Stock 427866108 7,730 158,555 Defined 1,2 158,555 0 0
HERTZ CORP Common Stock 428040109 596 17,500 Defined 1,2 17,500 0 0
HEWLETT-PACKARD CO Common Stock 428236103 151,175 1,137,721 Defined 1,2 1,137,721 0 0
HEXCEL CORP Common Stock 428291108 79 15,700 Defined 1,2 15,700 0 0
HI/FN INC Common Stock 428358105 242 3,715 Defined 1,2 3,715 0 0
HIBERNIA CORP -CL A Common Stock 428656102 2,109 200,834 Defined 1,2 200,834 0 0
HIGH SPEED ACCESS CORP Common Stock 42979U102 303 23,200 Defined 1,2 23,200 0 0
HIGHWOODS PROPERTIES INC REIT 431284108 1,218 57,000 Defined 1,2 57,000 0 0
HILB ROGAL & HAMILTON CO Common Stock 431294107 496 18,150 Defined 1,2 18,150 0 0
HILLENBRAND INDUSTRIES Common Stock 431573104 2,669 78,496 Defined 1,2 78,496 0 0
LADBROKE GROUP INC ADR 43283M109 3,204 344,200 Defined 1,2 344,200 0 0
HILTON HOTELS CORP Common Stock 432848109 3,244 418,619 Defined 1,2 418,619 0 0
HITACHI LTD ADR 433578507 24,734 202,945 Defined 1,2 202,945 0 0
HISPANIC BROADCASTING -CL A Common Stock 43357B104 7,724 68,200 Defined 1,2 68,200 0 0
HOLDERBANK FINANCIERE GLARIS ADR 434864104 3,375 141,700 Defined 1,2 141,700 0 0
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HOLLINGER INC Common Stock 43556C606 163 18,100 Defined 1,2 18,100 0 0
HOLLY CORP Common Stock 435758305 41 3,600 Defined 1,2 3,600 0 0
HOLLIS-EDEN PHARMACEUTICALS Common Stock 435902101 69 4,700 Defined 1,2 4,700 0 0
Hollywood Com Inc Common Stock 436137103 100 6,400 Defined 1,2 6,400 0 0
HOLLYWOOD ENTMT CORP Common Stock 436141105 158 19,600 Defined 1,2 19,600 0 0
HOLOGIC INC Common Stock 436440101 180 22,620 Defined 1,2 22,620 0 0
HOME DEPOT INC Common Stock 437076102 169,260 2,624,191 Defined 1,2 2,624,191 0 0
HOME PROPERTIES NEW YORK INC REIT 437306103 476 17,800 Defined 1,2 17,800 0 0
HOMEBASE INC Common Stock 43738E108 33 16,300 Defined 1,2 16,300 0 0
HOMEGROCER.COM INC Common Stock 43740K100 5 500 Defined 1,2 500 0 0
HOMESTAKE MINING Common Stock 437614100 1,768 294,610 Defined 1,2 294,610 0 0
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HOMESTORE.COM INC. Common Stock 437852106 1,541 31,600 Defined 1,2 31,600 0 0
HON INDUSTRIES Common Stock 438092108 1,948 75,646 Defined 1,2 75,646 0 0
HONDA MOTOR LTD -AM SHARES ADR 438128308 24,054 296,050 Defined 1,2 296,050 0 0
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HONG KONG & CHINA GAS ADR 438550303 2,275 1,817,210 Defined 1,2 1,817,210 0 0
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HONGKONG LAND HOLDINGS ADR 438581209 1,799 258,850 Defined 1,2 258,850 0 0
HOOPER HOLMES INC Common Stock 439104100 1,628 47,460 Defined 1,2 47,460 0 0
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HOST MARRIOTT CORP Common Stock 44107P104 1,888 212,700 Defined 1,2 212,700 0 0
HOTEL RESERVATIONS INC Common Stock 441451101 18 1,000 Defined 1,2 1,000 0 0
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HUBBELL INC -CL B Common Stock 443510201 2,218 81,041 Defined 1,2 81,041 0 0
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HUFFY CORP Common Stock 444356109 62 14,120 Defined 1,2 14,120 0 0
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HUMANA INC Common Stock 444859102 1,532 209,557 Defined 1,2 209,557 0 0
HUMAN GENOME SCIENCES INC Common Stock 444903108 2,052 24,700 Defined 1,2 24,700 0 0
HUNT (JB) TRANSPRT SVCS INC Common Stock 445658107 605 44,227 Defined 1,2 44,227 0 0
HUNTER DOUGLAS NV Common Stock 445681208 517 81,000 Defined 1,2 81,000 0 0
HUNTINGDON INTL-PLC ADR 445891203 0 100 Defined 1,2 100 0 0
HUNTINGTON BANCSHARES Common Stock 446150104 5,778 258,250 Defined 1,2 258,250 0 0
HUSSMAN INTERNATIONAL INC Common Stock 448110106 277 21,799 Defined 1,2 21,799 0 0
HUTCHINSON TECH Common Stock 448407106 606 34,400 Defined 1,2 34,400 0 0
ICN PHARMACEUTICALS INC Common Stock 448924100 2,944 108,021 Defined 1,2 108,021 0 0
IDT CORP Common Stock 448947101 423 10,200 Defined 1,2 10,200 0 0
HYPERCOM CORP Common Stock 44913M105 245 14,300 Defined 1,2 14,300 0 0
HYPERION SOLUTIONS CORP Common Stock 44914M104 1,577 48,530 Defined 1,2 48,530 0 0
HYSAN DEVELOPMENT ADR 449162304 681 313,750 Defined 1,2 313,750 0 0
IBP INC Common Stock 449223106 2,101 133,378 Defined 1,2 133,378 0 0
ICG COMMUNICATIONS Common Stock 449246107 735 20,348 Defined 1,2 20,348 0 0
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ICICI LTD Common Stock 44926P103 2,626 116,700 Defined 1,2 116,700 0 0
ICOS CORPORATION Common Stock 449295104 867 24,000 Defined 1,2 24,000 0 0
IDEC PHARMACEUTICALS CORP Common Stock 449370105 6,365 64,780 Defined 1,2 64,780 0 0
IDG BOOKS Common Stock 449384106 71 6,200 Defined 1,2 6,200 0 0
IDX SYSTEMS CORP Common Stock 449491109 419 15,300 Defined 1,2 15,300 0 0
IGEN INC Common Stock 449536101 258 10,300 Defined 1,2 10,300 0 0
IHOP CORP Common Stock 449623107 391 27,910 Defined 1,2 27,910 0 0
IMC GLOBAL INC Common Stock 449669100 2,100 142,980 Defined 1,2 142,980 0 0
IMCO RECYCLING INC Common Stock 449681105 254 22,970 Defined 1,2 22,970 0 0
IPC COMMUNICATIONS, INC. Common Stock 44980K206 742 3,600 Defined 1,2 3,600 0 0
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IRSA INVERSIONERS Y REP S A ADR 450047204 365 11,679 Defined 1,2 11,679 0 0
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ISS GROUP Common Stock 450306105 2,598 22,300 Defined 1,2 22,300 0 0
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ITC DELTACOM INC Common Stock 45031T104 901 25,300 Defined 1,2 25,300 0 0
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ITI TECHNOLOGIES INC Common Stock 450564109 110 3,700 Defined 1,2 3,700 0 0
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Itxc Corp Common Stock 45069F109 720 15,300 Defined 1,2 15,300 0 0
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Ibasis Inc Common Stock 450732102 534 13,000 Defined 1,2 13,000 0 0
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IDACORP INC HLDG CO Common Stock 451107106 1,617 46,529 Defined 1,2 46,529 0 0
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IGATE CAPITAL CORPORATION Common Stock 45169U105 979 21,700 Defined 1,2 21,700 0 0
IKON OFFICE SOLUTIONS Common Stock 451713101 1,058 170,987 Defined 1,2 170,987 0 0
IDENTIX INC Common Stock 451906101 340 12,200 Defined 1,2 12,200 0 0
ILEX ONCOLOGY, INC. Common Stock 451923106 294 7,000 Defined 1,2 7,000 0 0
ILLINOIS TOOL WORKS Common Stock 452308109 18,848 341,142 Defined 1,2 341,142 0 0
ILLUMINET HOLDINGS INC Common Stock 452334105 522 10,600 Defined 1,2 10,600 0 0
Imagex Com Inc Common Stock 45244D102 175 8,700 Defined 1,2 8,700 0 0
IMATION CORP Common Stock 45245A107 1,222 45,784 Defined 1,2 45,784 0 0
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Immersion Corp Common Stock 452521107 396 6,600 Defined 1,2 6,600 0 0
IMMUNEX CORP Common Stock 452528102 20,649 325,500 Defined 1,2 325,500 0 0
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IMMUNE RESPONSE CORP/DEL Common Stock 45252T106 419 36,400 Defined 1,2 36,400 0 0
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IMPATH INC Common Stock 45255G101 125 3,400 Defined 1,2 3,400 0 0
IMPERIAL CHEM INDS PLC ADR 452704505 3,562 110,450 Defined 1,2 110,450 0 0
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IMRGLOBAL CORPORATION Common Stock 45321W106 236 16,450 Defined 1,2 16,450 0 0
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INCO LTD Common Stock 453258402 4,004 217,918 Defined 1,2 217,918 0 0
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INDUS INTL INC Common Stock 45578L100 116 13,900 Defined 1,2 13,900 0 0
INDUSTRIAS BACHOCO SA ADR 456463108 106 14,900 Defined 1,2 14,900 0 0
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INFINEON TECHNOLOGIES AG ADR 45662N103 6,618 115,100 Defined 1,2 115,100 0 0
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ING GROEP NV ADR ADR 456837103 31,136 566,105 Defined 1,2 566,105 0 0
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INGRAM MICRO INC Common Stock 457153104 460 29,900 Defined 1,2 29,900 0 0
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INKTOMI CORP Common Stock 457277101 10,969 56,250 Defined 1,2 56,250 0 0
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INNOVEX INC Common Stock 457647105 202 20,700 Defined 1,2 20,700 0 0
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INTERACTIVE INVESTOR INTL INC ADR 457955102 562 15,400 Defined 1,2 15,400 0 0
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Integral Sys Inc Md Common Stock 45810H107 279 6,200 Defined 1,2 6,200 0 0
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INTERACTIVE INTELLIGENCE INC Common Stock 45839M103 258 6,000 Defined 1,2 6,000 0 0
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INTL MULTIFOODS CORP Common Stock 460043102 311 23,271 Defined 1,2 23,271 0 0
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IOMEGA CORP Common Stock 462030107 437 114,500 Defined 1,2 114,500 0 0
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IONA TECHNOLOGIES PLC SPONSORED ADR ADR 46206P109 740 10,000 Defined 1,2 10,000 0 0
IONICS INC Common Stock 462218108 574 22,450 Defined 1,2 22,450 0 0
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ISIS PHARMACEUTICALS INC Common Stock 464330109 217 15,400 Defined 1,2 15,400 0 0
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IPSAT INTERNATIONAL N.V. ADR 464899103 556 37,400 Defined 1,2 37,400 0 0
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I2 TECHNOLOGIES, INC Common Stock 465754109 10,185 83,400 Defined 1,2 83,400 0 0
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JDN REALTY CORP REIT 465917102 314 30,250 Defined 1,2 30,250 0 0
IXOS SOFTWARE AG ADR 46600V108 453 10,300 Defined 1,2 10,300 0 0
IXNET INC Common Stock 46601C109 963 21,000 Defined 1,2 21,000 0 0
J & J SNACK FOODS CORP Common Stock 466032109 248 12,470 Defined 1,2 12,470 0 0
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JO-ANN STORES Common Stock 47758P109 207 24,740 Defined 1,2 24,740 0 0
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KLA INSTRUMENTS CORP Common Stock 482480100 17,515 207,894 Defined 1,2 207,894 0 0
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K MART CORP Common Stock 482584109 5,326 549,773 Defined 1,2 549,773 0 0
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LAM RESEARCH CORP Common Stock 512807108 2,260 50,160 Defined 1,2 50,160 0 0
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LANDS END INC Common Stock 515086106 2,303 37,564 Defined 1,2 37,564 0 0
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LANDSTAR SYSTEM INC Common Stock 515098101 723 13,210 Defined 1,2 13,210 0 0
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LASON INC Common Stock 51808R107 173 26,260 Defined 1,2 26,260 0 0
LATTITUDE COMMUNICATIONS INC Common Stock 518292107 205 7,800 Defined 1,2 7,800 0 0
LATTICE SEMICONDUCTOR CORP Common Stock 518415104 4,671 69,010 Defined 1,2 69,010 0 0
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ESTEE LAUDER COMPANIES Common Stock 518439104 2,633 52,600 Defined 1,2 52,600 0 0
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LAWSON PRODUCTS Common Stock 520776105 339 14,230 Defined 1,2 14,230 0 0
LEAP WIRELESS INTL INC Common Stock 521863100 967 9,800 Defined 1,2 9,800 0 0
LEAR CORP Common Stock 521865105 2,368 84,196 Defined 1,2 84,196 0 0
LEARNING TREE INTL INC Common Stock 522015106 330 9,300 Defined 1,2 9,300 0 0
LEE ENTERPRISES Common Stock 523768109 1,436 54,962 Defined 1,2 54,962 0 0
LEGATO SYSTEMS INC Common Stock 524651106 4,761 106,700 Defined 1,2 106,700 0 0
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LEGG MASON INC Common Stock 524901105 3,118 72,100 Defined 1,2 72,100 0 0
LEHMAN BROTHERS HOLDINGS INC Common Stock 524908100 13,250 136,596 Defined 1,2 136,596 0 0
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LENNAR CORP Common Stock 526057104 541 24,964 Defined 1,2 24,964 0 0
LENNOX INTERNATIONAL INC. Common Stock 526107107 549 62,798 Defined 1,2 62,798 0 0
LESCO INC Common Stock 526872106 61 3,600 Defined 1,2 3,600 0 0
LEUCADIA NATIONAL CORP Common Stock 527288104 615 25,884 Defined 1,2 25,884 0 0
Level 8 Sys Inc Common Stock 52729M102 178 3,800 Defined 1,2 3,800 0 0
LEVEL 3 COMMUNICATIONS INC Common Stock 52729N100 15,302 144,700 Defined 1,2 144,700 0 0
LEXINGTON CORP PPTYS INC REIT 529043101 169 16,500 Defined 1,2 16,500 0 0
LEXMARK INTERNATIONAL GROUP Common Stock 529771107 15,466 146,254 Defined 1,2 146,254 0 0
LIBBEY INC Common Stock 529898108 607 22,160 Defined 1,2 22,160 0 0
LIBERATE TECHNOLOGIES, INC. Common Stock 530129105 2,297 36,600 Defined 1,2 36,600 0 0
LIBERTY CORP Common Stock 530370105 310 8,276 Defined 1,2 8,276 0 0
LIBERTY DIGITAL INC Common Stock 530436104 1,436 37,300 Defined 1,2 37,300 0 0
LIBERTY FINANCIAL COS INC Common Stock 530512102 401 20,227 Defined 1,2 20,227 0 0
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LIFE TECHNOLOGIES INC Common Stock 532177201 130 2,600 Defined 1,2 2,600 0 0
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LIGHTBRIDGE INC Common Stock 532226107 161 6,900 Defined 1,2 6,900 0 0
LIHIR GOLD LTD ADR 532349107 194 24,400 Defined 1,2 24,400 0 0
LILLIAN VERNON CORP Common Stock 532430105 120 12,580 Defined 1,2 12,580 0 0
LILLY (ELI) & CO Common Stock 532457108 77,862 1,243,311 Defined 1,2 1,243,311 0 0
LILLY INDS INC -CL A Common Stock 532491107 399 32,210 Defined 1,2 32,210 0 0
LIMITED INC Common Stock 532716107 10,258 243,502 Defined 1,2 243,502 0 0
LINCARE HOLDINGS INC Common Stock 532791100 2,124 74,870 Defined 1,2 74,870 0 0
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LINDSAY MANUFACTURING CO Common Stock 535555106 296 17,292 Defined 1,2 17,292 0 0
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LINENS N THINGS INC Common Stock 535679104 1,890 55,190 Defined 1,2 55,190 0 0
Lionbridge Technolog Common Stock 536252109 105 6,900 Defined 1,2 6,900 0 0
LIPOSOME COMPANY INC Common Stock 536310105 1,135 64,970 Defined 1,2 64,970 0 0
LIQUI-BOX CORP Common Stock 536314107 129 2,700 Defined 1,2 2,700 0 0
LIQUID AUDIO INC Common Stock 53631T102 107 8,100 Defined 1,2 8,100 0 0
LITTELFUSE INC Common Stock 537008104 305 8,300 Defined 1,2 8,300 0 0
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LIZ CLAIBORNE INC Common Stock 539320101 3,090 67,450 Defined 1,2 67,450 0 0
LO-JACK CORPORATION Common Stock 539451104 59 7,600 Defined 1,2 7,600 0 0
LOCKHEED MARTIN CORP Common Stock 539830109 9,154 447,879 Defined 1,2 447,879 0 0
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LOEWS CORP Common Stock 540424108 6,037 120,733 Defined 1,2 120,733 0 0
LOEWEN GROUP INC Common Stock 54042L100 1 2,100 Defined 1,2 2,100 0 0
LOGILITY INC Common Stock 54140Y103 62 4,500 Defined 1,2 4,500 0 0
Loislaw Com Inc Common Stock 541431102 173 9,000 Defined 1,2 9,000 0 0
LONDON PACIFIC GROUP LTD ADR ADR 542073101 949 40,800 Defined 1,2 40,800 0 0
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LONE STAR TECHNOLOGIES Common Stock 542312103 452 9,700 Defined 1,2 9,700 0 0
LONGS DRUG STORES INC Common Stock 543162101 1,137 49,983 Defined 1,2 49,983 0 0
LONGVIEW FIBRE CO Common Stock 543213102 950 64,428 Defined 1,2 64,428 0 0
LOOKSMART LTD Common Stock 543442107 1,575 35,800 Defined 1,2 35,800 0 0
LOUIS DREYFUS NAT GAS CORP Common Stock 546011107 1,911 56,200 Defined 1,2 56,200 0 0
LOUISIANA-PACIFIC CORP Common Stock 546347105 1,685 121,470 Defined 1,2 121,470 0 0
LOWES COS Common Stock 548661107 25,212 431,905 Defined 1,2 431,905 0 0
LUBRIZOL CORP Common Stock 549271104 1,967 68,271 Defined 1,2 68,271 0 0
LUBYS INC Common Stock 549282101 293 31,048 Defined 1,2 31,048 0 0
LUCENT TECHNOLOGIES Common Stock 549463107 222,249 3,628,560 Defined 1,2 3,628,560 0 0
LUMINANT WORLDWIDE COPR Common Stock 550260103 171 10,300 Defined 1,2 10,300 0 0
LUXOTTICA GROUP SPA ADR 55068R202 3,334 136,100 Defined 1,2 136,100 0 0
LYCOS INC Common Stock 550818108 3,723 53,000 Defined 1,2 53,000 0 0
LYDALL INC Common Stock 550819106 190 21,740 Defined 1,2 21,740 0 0
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LYONDELL CHEMICAL CO Common Stock 552078107 2,169 147,024 Defined 1,2 147,024 0 0
M&F WORLDWIDE CORP Common Stock 552541104 39 8,900 Defined 1,2 8,900 0 0
M & T BANK CORP Common Stock 55261F104 1,518 3,400 Defined 1,2 3,400 0 0
MAF BANCORP INC Common Stock 55261R108 542 33,470 Defined 1,2 33,470 0 0
MBIA INC Common Stock 55262C100 5,922 113,755 Defined 1,2 113,755 0 0
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MBNA CORP Common Stock 55262L100 23,363 916,210 Defined 1,2 916,210 0 0
MDC HOLDINGS INC Common Stock 552676108 554 30,910 Defined 1,2 30,910 0 0
MCN CORP Common Stock 55267J100 2,699 107,968 Defined 1,2 107,968 0 0
MDU RESOURCES GROUP INC Common Stock 552690109 480 23,150 Defined 1,2 23,150 0 0
MEMC ELECTRONIC MATRIALS INC Common Stock 552715104 600 29,800 Defined 1,2 29,800 0 0
MGC COMMUNICATIONS, INC. Common Stock 552763302 794 11,100 Defined 1,2 11,100 0 0
MGIC INVESTMENT CORP/WI Common Stock 552848103 5,278 120,975 Defined 1,2 120,975 0 0
MGM GRAND INC Common Stock 552953101 1,279 53,280 Defined 1,2 53,280 0 0
MIM HOLDINGS LTD ADR 553045402 649 509,300 Defined 1,2 509,300 0 0
M/I SCHOTTENSTEIN HOMES INC Common Stock 55305B101 59 3,700 Defined 1,2 3,700 0 0
MKS INSTRUMENTS INC Common Stock 55306N104 525 10,400 Defined 1,2 10,400 0 0
MMC NETWORKS INC Common Stock 55308N102 442 13,400 Defined 1,2 13,400 0 0
MRV COMMUNICATIONS INC Common Stock 553477100 1,054 11,500 Defined 1,2 11,500 0 0
MSC INDUSTRIAL DIRECT Common Stock 553530106 261 14,500 Defined 1,2 14,500 0 0
M S CARRIERS INC Common Stock 553533100 402 17,120 Defined 1,2 17,120 0 0
MTS SYSTEMS CORP Common Stock 553777103 68 8,900 Defined 1,2 8,900 0 0
MTI TECHNOLOGY CORP Common Stock 553903105 340 12,900 Defined 1,2 12,900 0 0
MACDERMID INC Common Stock 554273102 1,156 43,610 Defined 1,2 43,610 0 0
MACERICH CO REIT 554382101 668 32,400 Defined 1,2 32,400 0 0
CALI REALTY CORP REIT 554489104 1,382 54,200 Defined 1,2 54,200 0 0
MACKENZIE FINANCIAL CORP Common Stock 554531103 298 23,700 Defined 1,2 23,700 0 0
MACROVISION CORP Common Stock 555904101 1,946 22,600 Defined 1,2 22,600 0 0
MACROMEDIA INC Common Stock 556100105 6,186 68,500 Defined 1,2 68,500 0 0
MACRONIX INTERNATIONAL CO.,LTD ADR 556103109 2,695 92,943 Defined 1,2 92,943 0 0
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MADISON GAS & ELECTRIC CO Common Stock 557497104 123 6,900 Defined 1,2 6,900 0 0
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MAIN STREET BANCORP Common Stock 559906102 48 4,411 Defined 1,2 4,411 0 0
MAIL.COM Common Stock 560311102 247 14,300 Defined 1,2 14,300 0 0
MAIL-WELL INC Common Stock 560321200 182 21,000 Defined 1,2 21,000 0 0
MAKITA CORP ADR 560877300 886 98,390 Defined 1,2 98,390 0 0
MALAN REALTY INVESTORS INC REIT 561063108 23 1,900 Defined 1,2 1,900 0 0
MALLINCKRODT GROUP INC Common Stock 561232109 2,516 87,517 Defined 1,2 87,517 0 0
MANAGEMENT NETWORK GROUP INC Common Stock 561693102 260 9,650 Defined 1,2 9,650 0 0
MANDALAY RESORT GROUP Common Stock 562567107 1,924 114,017 Defined 1,2 114,017 0 0
MANDARIN ORIENTAL INTERNATIONA ADR 562600205 211 39,900 Defined 1,2 39,900 0 0
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MANHATTAN ASSOCS INC COM Common Stock 562750109 31 900 Defined 1,2 900 0 0
MANITOWOC CO Common Stock 563571108 986 35,850 Defined 1,2 35,850 0 0
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HCR MANOR CARE INC Common Stock 564055101 1,782 131,982 Defined 1,2 131,982 0 0
MANPOWER INC/WI Common Stock 56418H100 3,383 95,309 Defined 1,2 95,309 0 0
MANUFACTURED HOME CMNTYS INC REIT 564682102 574 24,800 Defined 1,2 24,800 0 0
MAPICS INC Common Stock 564910107 193 12,100 Defined 1,2 12,100 0 0
MANUGISTICS GROUP INC Common Stock 565011103 599 11,750 Defined 1,2 11,750 0 0
MANULIFE FINANCIAL CORP Common Stock 56501R106 3,911 266,300 Defined 1,2 266,300 0 0
MAPQUEST.COM INC Common Stock 565644101 291 14,000 Defined 1,2 14,000 0 0
MARCHFIRST INC Common Stock 566244109 7,752 217,221 Defined 1,2 217,221 0 0
MARCUS CORP Common Stock 566330106 535 41,387 Defined 1,2 41,387 0 0
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MARINE DRILLING CO INC Common Stock 568240204 675 24,600 Defined 1,2 24,600 0 0
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MARK IV INDUSTRIES INC Common Stock 570387100 1,217 55,171 Defined 1,2 55,171 0 0
MARKEL CORP Common Stock 570535104 349 2,400 Defined 1,2 2,400 0 0
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MATAV-CABLE SYSTEMS MEDIA LTD. ADR 576561104 402 8,200 Defined 1,2 8,200 0 0
MATERIAL SCIENCES CORP Common Stock 576674105 289 21,420 Defined 1,2 21,420 0 0
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MATSUSHITA ELECTRIC ADR 576879209 36,505 120,478 Defined 1,2 120,478 0 0
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MATTHEWS INTL CORP -CL A Common Stock 577128101 129 5,700 Defined 1,2 5,700 0 0
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MAVESA ADR 577717101 98 37,200 Defined 1,2 37,200 0 0
MAXTOR CORP Common Stock 577729205 576 44,500 Defined 1,2 44,500 0 0
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MAXIM INTEGRATED PRODUCTS Common Stock 57772K101 24,740 348,138 Defined 1,2 348,138 0 0
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MAY DEPARTMENT STORES CO Common Stock 577778103 10,712 375,863 Defined 1,2 375,863 0 0
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MAVERICK TUBE CORP Common Stock 577914104 214 6,600 Defined 1,2 6,600 0 0
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MEAD CORP Common Stock 582834107 4,070 116,507 Defined 1,2 116,507 0 0
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MEDICIS PHARMACEUT CP -CL A Common Stock 584690309 1,862 46,540 Defined 1,2 46,540 0 0
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MEDTRONIC INC Common Stock 585055106 69,656 1,354,182 Defined 1,2 1,354,182 0 0
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MEMBERWORKS INC Common Stock 586002107 353 8,800 Defined 1,2 8,800 0 0
MENS WEARHOUSE INC Common Stock 587118100 1,653 55,790 Defined 1,2 55,790 0 0
MENTOR CORP Common Stock 587188103 1,077 39,880 Defined 1,2 39,880 0 0
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MERCANTILE BANKSHARES CORP Common Stock 587405101 2,640 86,372 Defined 1,2 86,372 0 0
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METRO-GOLDWYN-MAYER INC Common Stock 591610100 1,641 64,507 Defined 1,2 64,507 0 0
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MICHIGAN FINL CORP Common Stock 594480105 75 2,772 Defined 1,2 2,772 0 0
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NCI BUILDING SYSTEMS INC Common Stock 628852105 149 7,900 Defined 1,2 7,900 0 0
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NATIONAL PWR PLC ADR 637194408 3,917 188,200 Defined 1,2 188,200 0 0
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NVIDIA Common Stock 67066G104 3,227 38,200 Defined 1,2 38,200 0 0
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NYFIX INC Common Stock 670712108 310 6,150 Defined 1,2 6,150 0 0
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OFFICE DEPOT INC Common Stock 676220106 4,314 373,114 Defined 1,2 373,114 0 0
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OHIO CASUALTY CORP Common Stock 677240103 1,339 74,900 Defined 1,2 74,900 0 0
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OLIN CORP Common Stock 680665205 991 55,840 Defined 1,2 55,840 0 0
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ONEIDA LTD Common Stock 682505102 139 7,150 Defined 1,2 7,150 0 0
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ONEOK INC Common Stock 682680103 887 35,478 Defined 1,2 35,478 0 0
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OPEN MARKET Common Stock 68370M100 546 21,200 Defined 1,2 21,200 0 0
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Optio Software Inc Common Stock 68389J106 91 7,200 Defined 1,2 7,200 0 0
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Osicom Technologies Common Stock 688271501 157 1,400 Defined 1,2 1,400 0 0
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OUTBACK STEAKHOUSE INC Common Stock 689899102 3,020 94,182 Defined 1,2 94,182 0 0
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OWENS & MINOR INC Common Stock 690732102 532 50,070 Defined 1,2 50,070 0 0
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OWENS-ILLINOIS INC Common Stock 690768403 2,879 170,631 Defined 1,2 170,631 0 0
OXFORD HEALTH PLANS INC Common Stock 691471106 1,712 112,252 Defined 1,2 112,252 0 0
OXFORD INDUSTRIES INC Common Stock 691497309 194 10,730 Defined 1,2 10,730 0 0
PC CONNECTION INC Common Stock 69318J100 184 6,500 Defined 1,2 6,500 0 0
Pc-Tel Inc Common Stock 69325Q105 527 7,000 Defined 1,2 7,000 0 0
P-COM INC Common Stock 693262107 1,870 101,090 Defined 1,2 101,090 0 0
PECO ENERGY CO Common Stock 693304107 7,760 210,441 Defined 1,2 210,441 0 0
PACIFIC GAS & ELECTRIC Common Stock 69331C108 9,119 434,219 Defined 1,2 434,219 0 0
PFF BANCORP INC Common Stock 69331W104 93 6,000 Defined 1,2 6,000 0 0
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CELERA GENOMICS Common Stock 69332S201 2,036 22,100 Defined 1,2 22,100 0 0
P F Changs China Bis Common Stock 69333Y108 146 4,400 Defined 1,2 4,400 0 0
PICO HOLDINGS INC Common Stock 693366205 63 5,700 Defined 1,2 5,700 0 0
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PACKAGING CORP OF AMERICA Common Stock 695156109 423 40,300 Defined 1,2 40,300 0 0
PACKETEER INC Common Stock 695210104 392 11,200 Defined 1,2 11,200 0 0
PACTIV CORPORATION Common Stock 695257105 1,684 193,899 Defined 1,2 193,899 0 0
PAINE WEBBER GROUP Common Stock 695629105 7,169 162,936 Defined 1,2 162,936 0 0
PAIRGAIN TECHNOLOGIES INC Common Stock 695934109 733 39,200 Defined 1,2 39,200 0 0
PALL CORP Common Stock 696429307 3,197 142,498 Defined 1,2 142,498 0 0
PALM HARBOR HOMES INC Common Stock 696639103 156 10,157 Defined 1,2 10,157 0 0
PANAMSAT CORP Common Stock 697933109 3,117 63,524 Defined 1,2 63,524 0 0
PAN PACIFIC RETAIL PROPERTIES INC REIT 69806L104 369 20,000 Defined 1,2 20,000 0 0
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THE PANTRY INC Common Stock 698657103 65 7,500 Defined 1,2 7,500 0 0
PAPA JOHNS INTERNATIONAL INC Common Stock 698813102 1,238 37,500 Defined 1,2 37,500 0 0
PARADYNE NETWORK, INC. Common Stock 69911G107 406 13,100 Defined 1,2 13,100 0 0
PARAMETRIC TECHNOLOGY CORP Common Stock 699173100 6,569 311,879 Defined 1,2 311,879 0 0
PAREXEL INTERNATIONAL Common Stock 699462107 384 40,710 Defined 1,2 40,710 0 0
PARK ELECTROCHEMICAL CORP Common Stock 700416209 358 14,630 Defined 1,2 14,630 0 0
PARK NATIONAL CORP Common Stock 700658107 375 4,260 Defined 1,2 4,260 0 0
PARK-OHIO HOLDINGS Common Stock 700666100 51 4,800 Defined 1,2 4,800 0 0
PARK PLACE ENTERTAINMENT Common Stock 700690100 4,402 380,690 Defined 1,2 380,690 0 0
PARKER DRILLING CO Common Stock 701081101 166 33,100 Defined 1,2 33,100 0 0
PARKER-HANNIFIN CORP Common Stock 701094104 5,262 127,373 Defined 1,2 127,373 0 0
PARKERVISION INC Common Stock 701354102 150 5,100 Defined 1,2 5,100 0 0
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PATHOGENESIS CORP Common Stock 70321E104 250 11,000 Defined 1,2 11,000 0 0
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PEDIATRIX MEDICAL GROUP INC Common Stock 705324101 187 25,730 Defined 1,2 25,730 0 0
PEGASYSTEMS INC Common Stock 705573103 149 12,400 Defined 1,2 12,400 0 0
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PENN ENGINEERING & MFG CORP Common Stock 707389300 71 2,900 Defined 1,2 2,900 0 0
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PFIZER INC Common Stock 717081103 161,281 4,411,096 Defined 1,2 4,411,096 0 0
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POWER INTEGRATIONS INC Common Stock 739276103 283 11,300 Defined 1,2 11,300 0 0
POWER-ONE INC Common Stock 739308104 543 9,000 Defined 1,2 9,000 0 0
POWERWAVE TECHNOLOGIES INC Common Stock 739363109 3,038 24,300 Defined 1,2 24,300 0 0
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PRAXAIR INC Common Stock 74005P104 7,547 181,317 Defined 1,2 181,317 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PREMIER FARNELL PLC ADR 74050U107 1,058 82,544 Defined 1,2 82,544 0 0
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Preview Sys Inc Common Stock 741379101 317 6,700 Defined 1,2 6,700 0 0
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PROVANT INC Common Stock 743724106 59 7,400 Defined 1,2 7,400 0 0
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QUANTUM CORP Common Stock 747906303 405 36,000 Defined 1,2 36,000 0 0
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QUEENS COUNTY BANCORP INC Common Stock 748242104 533 29,520 Defined 1,2 29,520 0 0
QUEST DIAGNOSTICS Common Stock 74834L100 611 15,383 Defined 1,2 15,383 0 0
QUEST SOFTWARE INC Common Stock 74834T103 919 16,300 Defined 1,2 16,300 0 0
QUESTAR CORP Common Stock 748356102 1,923 103,612 Defined 1,2 103,612 0 0
Quicklogic Corp Common Stock 74837P108 254 7,500 Defined 1,2 7,500 0 0
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QUILMES INDL QUINSA SOCIETE ADR 74838Y108 239 22,800 Defined 1,2 22,800 0 0
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QUINTUS CORPORATION Common Stock 748798105 398 13,400 Defined 1,2 13,400 0 0
QUOKKA SPORTS, INC. Common Stock 749077103 197 18,500 Defined 1,2 18,500 0 0
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R&B FALCON CORP Common Stock 74912E101 1,623 82,436 Defined 1,2 82,436 0 0
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RCM TECHNOLOGIES INC Common Stock 749360400 55 4,400 Defined 1,2 4,400 0 0
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R H DONNELLEY Common Stock 74955w307 245 14,400 Defined 1,2 14,400 0 0
RGS ENERGY GROUP INC. Common Stock 74956K104 336 15,800 Defined 1,2 15,800 0 0
RLI CORP Common Stock 749607107 459 13,700 Defined 1,2 13,700 0 0
RPC INC Common Stock 749660106 115 12,200 Defined 1,2 12,200 0 0
RPM INC-OHIO Common Stock 749685103 1,464 133,058 Defined 1,2 133,058 0 0
RSA SECURITY INC Common Stock 749719100 3,040 58,670 Defined 1,2 58,670 0 0
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RF MICRO DEVICES INC Common Stock 749941100 5,845 43,500 Defined 1,2 43,500 0 0
RADIAN GROUP Common Stock 750236101 2,490 52,290 Defined 1,2 52,290 0 0
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RAMCO ENERGY PLC ADR 75144Q101 144 15,100 Defined 1,2 15,100 0 0
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RANK GROUP PLC ADR 753037100 1,163 232,561 Defined 1,2 232,561 0 0
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RAYMOND JAMES FINANCIAL CORP Common Stock 754730109 1,332 64,185 Defined 1,2 64,185 0 0
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RAYOVAC Common Stock 755081106 274 11,800 Defined 1,2 11,800 0 0
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READ-RITE CORP Common Stock 755246105 327 69,700 Defined 1,2 69,700 0 0
READERS DIGEST ASSN -CL A Common Stock 755267101 4,723 133,500 Defined 1,2 133,500 0 0
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RED HAT, INC. Common Stock 756577102 2,665 62,900 Defined 1,2 62,900 0 0
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RESTORATION HARDWARE Common Stock 760981100 38 7,200 Defined 1,2 7,200 0 0
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SHILOH INDUSTRIES INC Common Stock 824543102 56 5,400 Defined 1,2 5,400 0 0
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SKY FINANCIAL Common Stock 83080P103 466 28,682 Defined 1,2 28,682 0 0
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SOURCE MEDIA INC Common Stock 836153304 63 4,600 Defined 1,2 4,600 0 0
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STAMPS COM INC Common Stock 852857101 332 17,200 Defined 1,2 17,200 0 0
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STAR TELECOMMUNICATIONS INC Common Stock 854923109 150 25,050 Defined 1,2 25,050 0 0
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STARBUCKS CORP Common Stock 855244109 10,303 229,922 Defined 1,2 229,922 0 0
STARMEDIA NETWORK INC Common Stock 855546107 977 32,500 Defined 1,2 32,500 0 0
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STARTECH Common Stock 85569C107 1,438 19,500 Defined 1,2 19,500 0 0
STARWOOD FINANCIAL INC REIT 85569R104 312 17,730 Defined 1,2 17,730 0 0
STATE AUTO FINL CORP Common Stock 855707105 139 17,400 Defined 1,2 17,400 0 0
STATE FINL SVCS CORP -CL A Common Stock 856855101 42 4,196 Defined 1,2 4,196 0 0
STATE STREET CORP Common Stock 857477103 17,676 182,464 Defined 1,2 182,464 0 0
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STEIN MART INC Common Stock 858375108 512 62,000 Defined 1,2 62,000 0 0
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STEPAN CO Common Stock 858586100 93 4,300 Defined 1,2 4,300 0 0
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STERICYCLE INC Common Stock 858912108 155 6,200 Defined 1,2 6,200 0 0
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STEWART INFO SVCS Common Stock 860372101 92 5,800 Defined 1,2 5,800 0 0
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STMICROELECTRONICS NV ADR 861012102 32,365 172,900 Defined 1,2 172,900 0 0
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STONERIDGE INC Common Stock 86183P102 112 9,300 Defined 1,2 9,300 0 0
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STRYKER CORP Common Stock 863667101 9,304 133,388 Defined 1,2 133,388 0 0
STUDENT ADVANTAGE INC Common Stock 86386Q105 149 14,900 Defined 1,2 14,900 0 0
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SUPERIOR INDUSTRIES INTL Common Stock 868168105 1,049 33,096 Defined 1,2 33,096 0 0
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SVENSKA CELLULOSA ADR 869587402 2,890 122,400 Defined 1,2 122,400 0 0
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SYBASE INC Common Stock 871130100 2,066 101,700 Defined 1,2 101,700 0 0
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SYSTEMAX INC Common Stock 871851101 141 15,500 Defined 1,2 15,500 0 0
SYSTEMS & COMPUTER TECH CORP Common Stock 871873105 320 13,700 Defined 1,2 13,700 0 0
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TCBY ENTERPRISES INC Common Stock 872245105 183 31,830 Defined 1,2 31,830 0 0
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TD WATERHOUSE SECURITIES Common Stock 872362108 3,938 157,500 Defined 1,2 157,500 0 0
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THQ INC Common Stock 872443403 509 28,450 Defined 1,2 28,450 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
T I GROUP ADR 872472709 1,509 152,300 Defined 1,2 152,300 0 0
TJX COMPANIES INC Common Stock 872540109 7,823 352,581 Defined 1,2 352,581 0 0
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TV GUIDE INC - CL A Common Stock 87307Q109 3,158 65,700 Defined 1,2 65,700 0 0
TVX GOLD INC Common Stock 87308K101 67 89,300 Defined 1,2 89,300 0 0
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TALK.COM INC Common Stock 874264104 1,451 90,670 Defined 1,2 90,670 0 0
TANDY CORP Common Stock 875382103 11,102 218,766 Defined 1,2 218,766 0 0
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TANNING TECHNOLOGY CORP Common Stock 87588P101 375 8,700 Defined 1,2 8,700 0 0
TARGET CORP Common Stock 87612E106 37,113 496,495 Defined 1,2 496,495 0 0
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TECH DATA CORP Common Stock 878237106 2,147 65,300 Defined 1,2 65,300 0 0
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TECHNE CORP Common Stock 878377100 2,077 30,100 Defined 1,2 30,100 0 0
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TELCOM SEMICONDUCTOR INC Common Stock 87921P107 145 4,800 Defined 1,2 4,800 0 0
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TELE CELULAR SUL ADR 879239101 2,095 25,860 Defined 1,2 25,860 0 0
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TELE NORTE CELULAR ADR 87924Y105 158 2,552 Defined 1,2 2,552 0 0
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TELECOM CP NEW ZEALAND ADR 879278208 4,975 135,600 Defined 1,2 135,600 0 0
TELECOM ITALIA SPA ADR 87927W106 47,371 311,650 Defined 1,2 311,650 0 0
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TELECORP PCS INC Common Stock 879299105 2,194 42,400 Defined 1,2 42,400 0 0
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TEREX CORP Common Stock 880779103 170 11,800 Defined 1,2 11,800 0 0
TESCO ADR 881575302 13,355 1,328,850 Defined 1,2 1,328,850 0 0
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TEVA PHARM INDS ADR 881624209 2,775 74,380 Defined 1,2 74,380 0 0
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THEGLOBE.COM INC Common Stock 88335R101 72 11,300 Defined 1,2 11,300 0 0
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THERMO ELECTRON CORP Common Stock 883556102 3,659 179,602 Defined 1,2 179,602 0 0
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3COM CORP Common Stock 885535104 21,598 388,270 Defined 1,2 388,270 0 0
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TIBCO SOFTWARE, INC Common Stock 88632Q103 6,292 77,200 Defined 1,2 77,200 0 0
TICKETS.COM INC Common Stock 88633M101 245 25,800 Defined 1,2 25,800 0 0
TICKETMASTER ONLINE CITY SRCH Common Stock 88633P203 150 6,000 Defined 1,2 6,000 0 0
TIDEWATER INC Common Stock 886423102 2,211 69,502 Defined 1,2 69,502 0 0
TIFFANY & CO Common Stock 886547108 7,577 90,604 Defined 1,2 90,604 0 0
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TIME WARNER INC Common Stock 887315109 145,821 1,458,206 Defined 1,2 1,458,206 0 0
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TIMES MIRROR COMPANY -SER A Common Stock 887364107 6,404 68,908 Defined 1,2 68,908 0 0
TIMKEN CO Common Stock 887389104 1,144 70,411 Defined 1,2 70,411 0 0
TITAN CORP Common Stock 888266103 898 17,600 Defined 1,2 17,600 0 0
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TOKIO MARINE &FIRE INS ADR 889090403 9,809 187,070 Defined 1,2 187,070 0 0
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WACKENHUT CORRECTIONS CORP Common Stock 929798106 92 9,600 Defined 1,2 9,600 0 0
WACOAL CORP ADR 930004205 789 18,600 Defined 1,2 18,600 0 0
WADDELL AND REED FINANCIAL Common Stock 930059100 1,205 28,485 Defined 1,2 28,485 0 0
WAL-MART STORES Common Stock 931142103 286,561 5,071,876 Defined 1,2 5,071,876 0 0
WALGREEN CO Common Stock 931422109 29,561 1,147,995 Defined 1,2 1,147,995 0 0
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
WALLACE COMPUTER SVCS INC Common Stock 932270101 613 51,921 Defined 1,2 51,921 0 0
WALTER INDUSTRIES INC Common Stock 93317Q105 169 21,800 Defined 1,2 21,800 0 0
WARNACO GROUP INC -CL A Common Stock 934390105 821 69,539 Defined 1,2 69,539 0 0
WARNER CHILCOTT LABS ADR 934435207 8 500 Defined 1,2 500 0 0
WARNER-LAMBERT CO Common Stock 934488107 95,237 974,920 Defined 1,2 974,920 0 0
WASHINGTON FED INC Common Stock 938824109 447 23,465 Defined 1,2 23,465 0 0
WASHINGTON GAS LIGHT CO Common Stock 938837101 1,568 57,686 Defined 1,2 57,686 0 0
WASHINGTON MUTUAL INC Common Stock 939322103 17,318 653,495 Defined 1,2 653,495 0 0
WASHINGTON POST -CL B Common Stock 939640108 6,194 11,450 Defined 1,2 11,450 0 0
WASHINGTON REIT REIT 939653101 498 33,200 Defined 1,2 33,200 0 0
WASTE CONNECTIONS INC Common Stock 941053100 95 7,800 Defined 1,2 7,800 0 0
WASTE INDUSTRIES INC Common Stock 941058109 64 5,800 Defined 1,2 5,800 0 0
WASTE MANAGEMENT Common Stock 94106L109 9,582 700,057 Defined 1,2 700,057 0 0
WATCHGUARD TECHNOLOGIES INC Common Stock 941105108 810 9,000 Defined 1,2 9,000 0 0
WATER PIK TECHNOLOGIES Common Stock 94113U100 78 10,760 Defined 1,2 10,760 0 0
WATERFORD WEDGWOOD PLC ADR 941513301 440 44,600 Defined 1,2 44,600 0 0
WATERS CORPORATION Common Stock 941848103 7,430 78,000 Defined 1,2 78,000 0 0
WATSCO INC Common Stock 942622200 422 40,410 Defined 1,2 40,410 0 0
WATSON PHARMACEUTICALS INC Common Stock 942683103 4,790 120,697 Defined 1,2 120,697 0 0
WATTS INDUSTRIES INC Common Stock 942749102 455 36,770 Defined 1,2 36,770 0 0
WAUSAU-MOSINEE PAPER CORP. Common Stock 943315101 833 64,368 Defined 1,2 64,368 0 0
WAVE SYSTEMS CORP Common Stock 943526103 579 14,500 Defined 1,2 14,500 0 0
WAVO CORPORATIONS Common Stock 944027101 55 12,400 Defined 1,2 12,400 0 0
EVI WEATHERFORD INTL, INC. Common Stock 947074100 7,906 135,144 Defined 1,2 135,144 0 0
WEB STREET INC Common Stock 947336103 89 10,700 Defined 1,2 10,700 0 0
WEBB (DEL E) CORP Common Stock 947423109 116 7,800 Defined 1,2 7,800 0 0
WEBMETHODS INC Common Stock 94768C108 2,438 10,100 Defined 1,2 10,100 0 0
WEBLINK WIRELESS INC Common Stock 94769A101 199 14,900 Defined 1,2 14,900 0 0
WEBSTER FINL CORP WATERBURY Common Stock 947890109 1,304 56,700 Defined 1,2 56,700 0 0
WEBTRENDS CORP Common Stock 94844D104 749 10,400 Defined 1,2 10,400 0 0
WEBVAN GROUP INC Common Stock 94845V103 1,039 135,200 Defined 1,2 135,200 0 0
WEINGARTEN REALTY INVST REIT 948741103 922 25,100 Defined 1,2 25,100 0 0
WEIRTON STEEL CORP Common Stock 948774104 114 14,000 Defined 1,2 14,000 0 0
WEIS MARKETS INC Common Stock 948849104 609 17,925 Defined 1,2 17,925 0 0
WELLMAN INC Common Stock 949702104 840 42,376 Defined 1,2 42,376 0 0
WELLPOINT HLTH NETWRK -CL A Common Stock 94973H108 5,103 73,035 Defined 1,2 73,035 0 0
WELLS FARGO & CO Common Stock 949746101 76,280 1,871,906 Defined 1,2 1,871,906 0 0
WELLSFORD REAL PROPERTIES IN REIT 950240101 8 900 Defined 1,2 900 0 0
WEMBLEY PLC ADR 950468207 284 8,500 Defined 1,2 8,500 0 0
WENDY'S INTERNATIONAL INC Common Stock 950590109 2,743 135,888 Defined 1,2 135,888 0 0
WERNER ENTERPRISES INC Common Stock 950755108 1,125 66,159 Defined 1,2 66,159 0 0
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<PAGE> 99
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
WESBANCO INC Common Stock 950810101 168 8,700 Defined 1,2 8,700 0 0
WESCAST INDUSTRIES -CL A Common Stock 950813105 154 6,900 Defined 1,2 6,900 0 0
WESCO FINANCIAL CORP Common Stock 950817106 791 3,100 Defined 1,2 3,100 0 0
WESCO INTL INC Common Stock 95082P105 143 18,500 Defined 1,2 18,500 0 0
WESLEY JESSEN VISIONCARE, INC. Common Stock 951018100 873 24,300 Defined 1,2 24,300 0 0
WEST COAST BANCORP/OR Common Stock 952145100 60 6,074 Defined 1,2 6,074 0 0
WEST MARINE INC Common Stock 954235107 74 7,400 Defined 1,2 7,400 0 0
WEST PHARMACEUTICAL SERVICES Common Stock 955306105 165 6,500 Defined 1,2 6,500 0 0
WEST TELESERVICES CORP Common Stock 956188106 698 27,100 Defined 1,2 27,100 0 0
WESTAMERICA BANCORPORATION Common Stock 957090103 1,296 46,700 Defined 1,2 46,700 0 0
WESTCOAST ENERGY INC Common Stock 95751D102 1,010 59,400 Defined 1,2 59,400 0 0
WESTCORP Common Stock 957907108 159 11,390 Defined 1,2 11,390 0 0
WESTERN DIGITAL CORP Common Stock 958102105 287 38,600 Defined 1,2 38,600 0 0
WESTERN GAS RESOURCES INC Common Stock 958259103 219 13,800 Defined 1,2 13,800 0 0
WESTERN INVT REAL ESTATE TR REIT 959261108 163 15,900 Defined 1,2 15,900 0 0
WESTERN RESOURCES INC Common Stock 959425109 458 28,994 Defined 1,2 28,994 0 0
WESTERN WIRELESS CORP Common Stock 95988E204 967 21,100 Defined 1,2 21,100 0 0
WESTFIELD AMERICA REIT REIT 959910100 925 68,200 Defined 1,2 68,200 0 0
WESTPAC BANKING ADR 961214301 7,413 230,300 Defined 1,2 230,300 0 0
WESTPOINT STEVENS INC Common Stock 961238102 1,267 66,700 Defined 1,2 66,700 0 0
WESTVACO CORP Common Stock 961548104 3,820 114,469 Defined 1,2 114,469 0 0
WESTWOOD ONE INC Common Stock 961815107 5,071 139,900 Defined 1,2 139,900 0 0
WET SEAL INC -CL A Common Stock 961840105 302 19,170 Defined 1,2 19,170 0 0
WEYERHAEUSER CO Common Stock 962166104 15,174 266,205 Defined 1,2 266,205 0 0
WHIRLPOOL CORP Common Stock 963320106 4,988 85,089 Defined 1,2 85,089 0 0
WHITE PINE SOFTWARE INC Common Stock 964347108 162 4,500 Defined 1,2 4,500 0 0
WHITEHALL JEWELLERS INC Common Stock 965063100 145 6,150 Defined 1,2 6,150 0 0
WHITMAN CORP Common Stock 96647R107 2,471 177,298 Defined 1,2 177,298 0 0
WHITNEY HOLDING CORP Common Stock 966612103 1,029 31,555 Defined 1,2 31,555 0 0
WHOLE FOODS MARKET INC Common Stock 966837106 1,503 36,260 Defined 1,2 36,260 0 0
WIENERBERGER BAUSTOFFINDUSTRIE AG ADR 967662107 792 192,500 Defined 1,2 192,500 0 0
WILD OATS MARKETS INC Common Stock 96808B107 174 8,500 Defined 1,2 8,500 0 0
WILEY (JOHN) & SONS -CL A Common Stock 968223206 477 26,500 Defined 1,2 26,500 0 0
WILLAMETTE INDUSTRIES Common Stock 969133107 5,104 127,203 Defined 1,2 127,203 0 0
WILLIAMS COMMUNICATIONS GRP Common Stock 969455104 10,162 195,900 Defined 1,2 195,900 0 0
WILLIAMS COS INC Common Stock 969457100 21,587 491,306 Defined 1,2 491,306 0 0
WILLIAMS HOLDINGS ADR 96949E309 2,187 143,696 Defined 1,2 143,696 0 0
WILLIAMS-SONOMA INC Common Stock 969904101 2,189 70,600 Defined 1,2 70,600 0 0
WILMAR INDUSTRIES INC Common Stock 971426101 90 5,300 Defined 1,2 5,300 0 0
WILMINGTON TRUST CORP Common Stock 971807102 1,977 40,655 Defined 1,2 40,655 0 0
WIND RIVER SYSTEMS INC Common Stock 973149107 1,134 31,284 Defined 1,2 31,284 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
WINDMERE CORP Common Stock 973411101 462 31,300 Defined 1,2 31,300 0 0
WINK COMMUNICATIONS Common Stock 974168106 417 12,500 Defined 1,2 12,500 0 0
WINN-DIXIE STORES INC Common Stock 974280109 3,248 167,116 Defined 1,2 167,116 0 0
WINNEBAGO INDUSTRIES Common Stock 974637100 551 30,500 Defined 1,2 30,500 0 0
WINSTAR COMMUNICATIONS Common Stock 975515107 2,259 37,650 Defined 1,2 37,650 0 0
WINSTON HOTELS INC REIT 97563A102 123 15,900 Defined 1,2 15,900 0 0
WINTRUST FINANCIAL CORP Common Stock 97650W108 48 3,400 Defined 1,2 3,400 0 0
WIRELESS FACILITIES INC Common Stock 97653A103 1,758 16,700 Defined 1,2 16,700 0 0
WISCONSIN CENTRAL TRANSPORTN Common Stock 976592105 783 63,900 Defined 1,2 63,900 0 0
WISCONSIN ENERGY CORP Common Stock 976657106 2,937 147,288 Defined 1,2 147,288 0 0
WITNESS SYSTEMS INC Common Stock 977424100 240 7,900 Defined 1,2 7,900 0 0
WOLFORD AG ADR 977819101 95 15,000 Defined 1,2 15,000 0 0
WOLTERS KLUWER ADR 977874205 3,878 168,856 Defined 1,2 168,856 0 0
WOLVERINE TUBE INC Common Stock 978093102 228 17,760 Defined 1,2 17,760 0 0
WOLVERINE WORLD WIDE Common Stock 978097103 635 57,728 Defined 1,2 57,728 0 0
WOMEN.COM NETWORKS INC Common Stock 978149102 160 19,350 Defined 1,2 19,350 0 0
WOODSIDE PETROLEUM ADR 980228308 2,437 405,500 Defined 1,2 405,500 0 0
WOODWARD GOVERNOR Common Stock 980745103 110 4,800 Defined 1,2 4,800 0 0
WOOLTRU ADR 980860100 346 251,350 Defined 1,2 251,350 0 0
WORKFLOW MANAGEMENT INC. Common Stock 98137N109 116 4,300 Defined 1,2 4,300 0 0
WORLD ACCESS INC Common Stock 98141A101 369 19,283 Defined 1,2 19,283 0 0
WORLD COLOR Common Stock 981443104 4 100 Defined 1,2 100 0 0
WORLDGATE COMMUNICATIONS INC Common Stock 98156L307 277 9,200 Defined 1,2 9,200 0 0
WORLD WRESTLING FED ENTMT Common Stock 98156Q108 76 4,300 Defined 1,2 4,300 0 0
WORTHINGTON INDUSTRIES Common Stock 981811102 1,254 101,316 Defined 1,2 101,316 0 0
WORLDPAGES.COM INC Common Stock 981922107 65 6,800 Defined 1,2 6,800 0 0
WRIGLEY (WM) JR CO Common Stock 982526105 10,192 132,687 Defined 1,2 132,687 0 0
WYNDHAM INTERNATIONAL CL A Common Stock 983101106 90 48,150 Defined 1,2 48,150 0 0
WYNN'S INTERNATIONAL INC Common Stock 983195108 357 25,827 Defined 1,2 25,827 0 0
XM SATELLITE RADIO HOLD - CL A Common Stock 983759101 453 13,000 Defined 1,2 13,000 0 0
X-RITE INC Common Stock 983857103 298 29,460 Defined 1,2 29,460 0 0
XCEED INC Common Stock 98388N105 168 7,000 Defined 1,2 7,000 0 0
XILINX INC Common Stock 983919101 30,233 365,076 Defined 1,2 365,076 0 0
XIRCOM INC Common Stock 983922105 1,535 41,480 Defined 1,2 41,480 0 0
XEIKON NV ADR 984003103 318 17,600 Defined 1,2 17,600 0 0
XENOVA GROUP PLC ADR 984111104 19 6,100 Defined 1,2 6,100 0 0
XEROX CORP Common Stock 984121103 19,637 755,276 Defined 1,2 755,276 0 0
XOMED SURGICAL PRODS Common Stock 98412V107 60 900 Defined 1,2 900 0 0
XTRA CORP Common Stock 984138107 217 5,700 Defined 1,2 5,700 0 0
XPEDIOR INC Common Stock 98413B100 479 21,300 Defined 1,2 21,300 0 0
YPF SOCIEDAD ANONIMA ADR 984245100 25 700 Defined 1,2 700 0 0
</TABLE>
<PAGE> 101
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
YAHOO! Common Stock 984332106 102,174 596,200 Defined 1,2 596,200 0 0
THE YANKEE CANDLE COMPANY Common Stock 984757104 370 23,400 Defined 1,2 23,400 0 0
YANKEE ENERGY SYS INC Common Stock 984779108 202 4,550 Defined 1,2 4,550 0 0
YANZHOU COAL MINING ADR 984846105 85 10,100 Defined 1,2 10,100 0 0
XICOR INC Common Stock 984903104 97 6,900 Defined 1,2 6,900 0 0
YELLOW CORP Common Stock 985509108 636 34,500 Defined 1,2 34,500 0 0
YORK INTL Common Stock 986670107 1,141 48,818 Defined 1,2 48,818 0 0
YOUNG AND RUBICAM INC Common Stock 987425105 2,359 50,200 Defined 1,2 50,200 0 0
YOUNG BROADCASTING -CL A Common Stock 987434107 89 4,700 Defined 1,2 4,700 0 0
YOUTHSTREAM MEDIA NETWORKS Common Stock 987819109 81 6,200 Defined 1,2 6,200 0 0
Z-TEL TECHNOLOGIES INC Common Stock 988792107 550 13,100 Defined 1,2 13,100 0 0
ZALE CORP Common Stock 988858106 2,311 48,970 Defined 1,2 48,970 0 0
ZAMBA CORP Common Stock 988881108 105 10,000 Defined 1,2 10,000 0 0
ZAPATA CORP Common Stock 989070503 60 12,700 Defined 1,2 12,700 0 0
ZAPME! CORPORATION Common Stock 98912E100 138 18,100 Defined 1,2 18,100 0 0
ZEBRA TECHNOLOGIES CP -CL A Common Stock 989207105 2,194 43,870 Defined 1,2 43,870 0 0
ZENITH NATIONAL INSURANCE CP Common Stock 989390109 533 24,000 Defined 1,2 24,000 0 0
ZIFF DAVIS INC Common Stock 989511100 688 44,000 Defined 1,2 44,000 0 0
ZIFF-DAVIS INC - ZDNET Common Stock 989511209 652 30,700 Defined 1,2 30,700 0 0
ZILA INCORPORATED Common Stock 989513205 94 20,100 Defined 1,2 20,100 0 0
ZIONS BANCORPORATION Common Stock 989701107 4,468 107,344 Defined 1,2 107,344 0 0
ZIXIT CORP Common Stock 98974P100 1,552 21,320 Defined 1,2 21,320 0 0
ZORAN CORP Common Stock 98975F101 259 4,600 Defined 1,2 4,600 0 0
ZONAGEN INC Common Stock 98975L108 8 900 Defined 1,2 900 0 0
ZOLTEK COMPANIES Common Stock 98975W104 65 7,000 Defined 1,2 7,000 0 0
ZOLL MEDICAL CORP Common Stock 989922109 144 2,800 Defined 1,2 2,800 0 0
ZOMAX INC Common Stock 989929104 386 6,400 Defined 1,2 6,400 0 0
BENCKISER NV Common Stock D0882P103 920 23,600 Defined 1,2 23,600 0 0
CELANESE AG Common Stock D1497A101 691 33,607 Defined 1,2 33,607 0 0
DAIMLER CHRYSLER AG Common Stock D1668R123 38,046 581,411 Defined 1,2 581,411 0 0
AMDOCS LTD Common Stock G02602103 3,197 43,200 Defined 1,2 43,200 0 0
AMWAY ASIA PACIFIC LTD Common Stock G0352M108 294 16,600 Defined 1,2 16,600 0 0
ASIA PACIFIC RESOURCES INTL HLDG Common Stock G05345106 12 9,600 Defined 1,2 9,600 0 0
CHINA YUCHAI INTERNATIONAL Common Stock G21082105 2 1,700 Defined 1,2 1,700 0 0
DSG INTERNATIONAL LTD Common Stock G28471103 3 500 Defined 1,2 500 0 0
EL SITIO Common Stock G30177102 214 10,000 Defined 1,2 10,000 0 0
ESG Re LTD Common Stock G31215109 32 8,100 Defined 1,2 8,100 0 0
EVEREST RE GROUP LTD Common Stock G3223R108 1,922 58,900 Defined 1,2 58,900 0 0
FLAG TELECOM HOLDINGS LTD Common Stock G3529L102 1,292 57,100 Defined 1,2 57,100 0 0
FRESH DELMONTE PRODUCE INC Common Stock G36738105 196 23,100 Defined 1,2 23,100 0 0
GEMSTAR INTERNATIONAL GROUP Common Stock G3788V106 7,325 85,172 Defined 1,2 85,172 0 0
</TABLE>
<PAGE> 102
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
GLOBAL CROSSING LTD Common Stock G3921A100 35,683 871,634 Defined 1,2 871,634 0 0
HELEN OF TROY CORP LTD Common Stock G4388N106 86 12,500 Defined 1,2 12,500 0 0
ICO GLOBAL COMMUNICATIONS Common Stock G4705T109 22 6,100 Defined 1,2 6,100 0 0
LASALLE RE HOLDINGS LTD Common Stock G5383Q101 126 9,100 Defined 1,2 9,100 0 0
LORAL SPACE & COMMUNICATIONS Common Stock G56462107 1,054 104,112 Defined 1,2 104,112 0 0
OPENTV CORPORATION Common Stock G67543101 2,202 18,600 Defined 1,2 18,600 0 0
PARTNERRE LTD Common Stock G6852T105 1,218 33,100 Defined 1,2 33,100 0 0
PEAK INTERNATIONAL LTD Common Stock G69586108 5 500 Defined 1,2 500 0 0
PXRE GROUP LTD Common Stock G73018106 86 5,077 Defined 1,2 5,077 0 0
SANTA FE INTERNATIONAL CORP Common Stock G7805C108 1,809 48,900 Defined 1,2 48,900 0 0
TRANSOCEAN SEDCO FOREX INC Common Stock G90078109 12,194 237,649 Defined 1,2 237,649 0 0
WHITE MOUNTAINS INSURANCE GP Common Stock G9618E107 327 2,440 Defined 1,2 2,440 0 0
XL CAPITAL LTD Common Stock G98255105 3,461 62,500 Defined 1,2 62,500 0 0
XOMA CORP Common Stock G9825R107 172 22,200 Defined 1,2 22,200 0 0
MILLICOM INTL CELLULAR SA Common Stock L6388F102 1,653 28,972 Defined 1,2 28,972 0 0
STOLT OFFSHORE SA Common Stock L8873E103 175 12,500 Defined 1,2 12,500 0 0
AUDIOCODES LTD Common Stock M15342104 181 1,800 Defined 1,2 1,800 0 0
BACKWEB TECHNOLOGIES LTD Common Stock M15633106 113 3,300 Defined 1,2 3,300 0 0
CHECKPOINT SYSTEMS INC Common Stock M22465104 7,732 45,200 Defined 1,2 45,200 0 0
COMMTOUCH SOFTWARE LTD Common Stock M25596103 61 1,300 Defined 1,2 1,300 0 0
ECTEL LTD Common Stock M29925100 28 1,400 Defined 1,2 1,400 0 0
ELBIT MEDICAL IMAGING LTD ORD Common Stock M37605108 160 12,900 Defined 1,2 12,900 0 0
ELBIT SYSTEMS LTD Common Stock M3760D101 212 14,500 Defined 1,2 14,500 0 0
ELSCINT LTD -ORD Common Stock M40168102 57 8,260 Defined 1,2 8,260 0 0
FUNDTECH CORPORATION Common Stock M47095100 148 5,700 Defined 1,2 5,700 0 0
GALILEO TECHNOLOGY LTD Common Stock M47298100 141 7,700 Defined 1,2 7,700 0 0
GILAT SATELLITE NETWORKS LTD Common Stock M51474100 856 7,300 Defined 1,2 7,300 0 0
INTERNET GOLD-GOLDEN LINES Common Stock M56595107 42 1,700 Defined 1,2 1,700 0 0
JACADA LTD Common Stock M6184R101 23 1,600 Defined 1,2 1,600 0 0
METALINK LTD Common Stock M69897102 42 1,100 Defined 1,2 1,100 0 0
M-SYSTEMS FLASH DISK PIONEER Common Stock M7061C100 53 1,000 Defined 1,2 1,000 0 0
ORBOTECH LTD Common Stock M75253100 978 11,500 Defined 1,2 11,500 0 0
ORCKIT COMMUNICATIONS LTD Common Stock M7531S107 583 8,700 Defined 1,2 8,700 0 0
RADWARE LTD Common Stock M81873107 333 8,600 Defined 1,2 8,600 0 0
ASM LITHOGRAPHY HOLDING NV Common Stock N07059111 9,164 82,000 Defined 1,2 82,000 0 0
BAAN COMPANY NV Common Stock N08044104 686 118,700 Defined 1,2 118,700 0 0
CNH GLOBAL N.V. Common Stock N20935107 886 89,700 Defined 1,2 89,700 0 0
COMPLETETEL EUROPE NV Common Stock N21590109 2 100 Defined 1,2 100 0 0
CORE LABORATORIES Common Stock N22717107 465 16,000 Defined 1,2 16,000 0 0
KPNQWEST NV ADR N50919104 2,338 43,100 Defined 1,2 43,100 0 0
MADGE NETWORKS N.V. Common Stock N5424G106 217 25,483 Defined 1,2 25,483 0 0
</TABLE>
<PAGE> 103
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
QIAGEN N.V. Common Stock N72482107 2,638 19,400 Defined 1,2 19,400 0 0
SAPIENS INTERNATIONAL CORP Common Stock N7716A102 23 1,900 Defined 1,2 1,900 0 0
TOOLEX INTERNATIONAL N. V. Common Stock N8715N103 304 16,500 Defined 1,2 16,500 0 0
BANCO LATINAMERICANO Common Stock P16994132 326 12,300 Defined 1,2 12,300 0 0
PANAMERICAN BEVERAGES Common Stock P74823108 1,246 70,700 Defined 1,2 70,700 0 0
ROYAL CARIBBEAN CRUISES LTD Common Stock V7780T103 2,013 71,900 Defined 1,2 71,900 0 0
ASE TEST LTD Common Stock Y02516105 1,259 43,400 Defined 1,2 43,400 0 0
CREATIVE TECHNOLOGY Common Stock Y1775U107 1,575 49,600 Defined 1,2 49,600 0 0
GIGAMEDIA LTD Common Stock Y2711Y104 271 5,000 Defined 1,2 5,000 0 0
AGGREGATE TOTAL 21,603,515
</TABLE>
