<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: June 30, 2000
Check here if Amendment [ ]; Amendment Number: ________
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: World Asset Management, L.L.C.
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. Shumaker
Title: Associate General Counsel
Phone: 248-647-9200
Signature, Place, and Date of Signing:
Mary Ann C. Shumaker Birmingham, MI 8/11/00
--------------------- -------------------------------------- ---------------
[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: 4,176
-----------------------
Form 13F Information Table Value Total: $ 21,339,164
-----------------------
(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 6/30/00
<TABLE>
<CAPTION>
Item1 Item 2 Item 3 Item 4 Item 5 Item 6 Item 7 Item 8
Name of Issuer Title of CUSIP FairValue Shares of Put/ Investment Other Voting Authority
Class Number (x $1,000) Principal Call Discretion Mana- Sole Shared None
Amount gers
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AAR CORP Common Stock 000361105 526 43,860 Defined 1, 2 43,860
ABC-NACO INC Common Stock 000752105 67 8,400 Defined 1, 2 8,400
ADC TELECOMMUNICATIONS
INC Common Stock 000886101 32,092 382,617 Defined 1, 2 382,617
ACTV, INC. Common Stock 00088E104 311 20,800 Defined 1, 2 20,800
ADE CORP/MA Common Stock 00089C107 109 5,700 Defined 1, 2 5,700
A B N AMRO HOLDING ADR 000937102 21,451 873,308 Defined 1, 2 873,308
ABM INDUSTRIES INC Common Stock 000957100 840 36,500 Defined 1, 2 36,500
ACT MANUFACTURING INC Common Stock 000973107 269 5,800 Defined 1, 2 5,800
AEP INDUSTRIES INC Common Stock 001031103 83 3,282 Defined 1, 2 3,282
AFLAC INC Common Stock 001055102 13,778 299,933 Defined 1, 2 299,933
A G A ADR 001070309 1,105 69,900 Defined 1, 2 69,900
AGCO CORP Common Stock 001084102 915 74,700 Defined 1, 2 74,700
AGL RESOURCES INC Common Stock 001204106 1,104 69,300 Defined 1, 2 69,300
AHL SERVICES INC Common Stock 001296102 46 7,500 Defined 1, 2 7,500
AES CORP Common Stock 00130H105 22,114 484,688 Defined 1, 2 484,688
AK STEEL HOLDING CORP Common Stock 001547108 1,125 140,650 Defined 1, 2 140,650
AMB PROPERTY CORP REIT 00163T109 1,921 84,200 Defined 1, 2 84,200
AMC ENTERTAINMENT INC Common Stock 001669100 51 10,400 Defined 1, 2 10,400
AMFM INC Common Stock 001693100 6,623 95,992 Defined 1, 2 95,992
AMLI RESIDENTIAL PPTYS TR REIT 001735109 370 15,700 Defined 1, 2 15,700
AMR CORP/DE Common Stock 001765106 4,493 169,942 Defined 1, 2 169,942
APA OPTICS INC Common Stock 001853100 56 3,900 Defined 1, 2 3,900
APAC TELESERVICES INC Common Stock 00185E106 232 21,000 Defined 1, 2 21,000
AT&T CORP Common Stock 001957109 134,508 4,253,227 Defined 1, 2 4,253,227
A S V INC Common Stock 001963107 60 4,150 Defined 1, 2 4,150
APT SATELLITE HOLDINGS ADR 00203R105 142 29,800 Defined 1, 2 29,800
ATT CANADA INC Common Stock 00207Q202 919 27,700 Defined 1, 2 27,700
ATMI INC Common Stock 00207R101 735 15,800 Defined 1, 2 15,800
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ATS MEDICAL INC Common Stock 002083103 140 9,600 Defined 1, 2 9,600
AVT CORP Common Stock 2420107 409 55,400 Defined 1, 2 55,400
AVX CORP Common Stock 002444107 1,780 77,600 Defined 1, 2 77,600
AXA FINANCIAL INC Common Stock 002451102 6,759 198,800 Defined 1, 2 198,800
AARON RENTS INC Common Stock 002535201 404 32,160 Defined 1, 2 32,160
ABB AB -SPON ADR ADR 00256Q103 1,713 126,900 Defined 1, 2 126,900
ABB AG SPON ADR ADR 00256R101 8,569 53,400 Defined 1, 2 53,400
ABBOTT LABORATORIES Common Stock 002824100 78,361 1,758,462 Defined 1, 2 1,758,462
ABERCROMBIE & FITCH
-CL A Common Stock 002896207 1,577 129,356 Defined 1, 2 129,356
ABBEY NATIONAL PLC
SPONSORED ADR ADR 002920106 10,132 425,750 Defined 1, 2 425,750
ABGENIX INC COM Common Stock 00339B107 1,522 12,700 Defined 1, 2 12,700
ABIOMED INC Common Stock 003654100 138 4,500 Defined 1, 2 4,500
ABOUT.COM Common Stock 003736105 209 6,650 Defined 1, 2 6,650
ACACIA RESH CORP Common Stock 003881109 151 6,300 Defined 1, 2 6,300
ABITIBI CONSOLIDATED INC Common Stock 003924107 564 60,123 Defined 1, 2 60,123
ACADIA REALTY TRUST Common Stock 004239109 139 24,500 Defined 1, 2 24,500
ACCELERATED NETWORKS INC Common Stock 00429P107 105 2,500 Defined 1, 2 2,500
ACCLAIM ENMNT INC Common Stock 004325205 45 31,308 Defined 1, 2 31,308
ACCOR SA ADR 00435F101 4,362 212,000 Defined 1, 2 212,000
ACCREDO HEALTH INC Common Stock 00437V104 209 6,050 Defined 1, 2 6,050
ACCRUE SOFTWARE INC Common Stock 00437W102 419 11,800 Defined 1, 2 11,800
ACE CASH EXPRESS INC Common Stock 004403101 51 4,300 Defined 1, 2 4,300
ACKERLEY GROUP INC Common Stock 004527107 123 10,500 Defined 1, 2 10,500
ACLARA BIOSCIENCES INC Common Stock 00461P106 698 13,700 Defined 1, 2 13,700
ACME COMMUNICATIONS INC Common Stock 004631107 137 7,500 Defined 1, 2 7,500
ACNIELSEN CORP Common Stock 004833109 1,616 73,456 Defined 1, 2 73,456
ACTIVISION INC Common Stock 004930202 72 11,000 Defined 1, 2 11,000
ACTRADE INTERNATIONAL LTD Common Stock 004931101 79 3,850 Defined 1, 2 3,850
ACTION PERFORMANCE COS INC Common Stock 004933107 194 26,690 Defined 1, 2 26,690
ACTEL CORP Common Stock 004934105 1,720 37,700 Defined 1, 2 37,700
ACTIVE SOFTWARE, INC. Common Stock 00504E100 816 10,500 Defined 1, 2 10,500
ACTUATE SOFTWARE Common Stock 00508B102 651 12,200 Defined 1, 2 12,200
ACUSON CORP Common Stock 005113105 519 38,448 Defined 1, 2 38,448
ACXIOM CORP Common Stock 005125109 2,990 109,740 Defined 1, 2 109,740
ADAC LABORATORIES Common Stock 005313200 940 39,163 Defined 1, 2 39,163
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ADAPTIVE BROADBAND CORP Common Stock 00650M104 2,234 60,800 Defined 1, 2 60,800
ADAPTEC INC Common Stock 00651F108 2,708 119,050 Defined 1, 2 119,050
ADECO SA ADR 006754105 8,366 78,831 Defined 1, 2 78,831
ADELPHIA BUSINESS SOLUTIONS Common Stock 006847107 344 14,830 Defined 1, 2 14,830
ADELPHIA COMMUN -CL A Common Stock 006848105 2,363 50,400 Defined 1, 2 50,400
ADMINISTAFF INC Common Stock 007094105 1,397 22,000 Defined 1, 2 22,000
ADMINISTRADORA FONDOS
PENSIO PROVIDA ADR 00709P108 217 10,200 Defined 1, 2 10,200
ADOBE SYSTEMS INC Common Stock 00724F101 17,873 137,488 Defined 1, 2 137,488
ADTRAN INC Common Stock 00738A106 2,946 49,200 Defined 1, 2 49,200
ADVANCE PARADIGM INC Common Stock 007491103 717 34,980 Defined 1, 2 34,980
ADVANCED DIGITAL INFO CORP Common Stock 007525108 435 27,300 Defined 1, 2 27,300
ADVANCED LIGHTING TECH INC Common Stock 00753C102 167 9,000 Defined 1, 2 9,000
ADVANCED INFO SERVICE ADR 00753G103 944 75,900 Defined 1, 2 75,900
ADVANCED MARKETING SERVICES Common Stock 00753T105 105 5,700 Defined 1, 2 5,700
ADVANCED FIBRE COMM INC Common Stock 00754A105 2,003 44,200 Defined 1, 2 44,200
ADVANCED RADIO TELECOM CORP Common Stock 00754U101 177 12,100 Defined 1, 2 12,100
ADVANCED TISSUE SCI -CL A Common Stock 00755F103 816 101,660 Defined 1, 2 101,660
ADVANTAGE LEARNING SYS INC Common Stock 00757K100 232 15,100 Defined 1, 2 15,100
ADVO INC Common Stock 007585102 1,376 32,760 Defined 1, 2 32,760
AEROFLEX INC Common Stock 007768104 1,729 34,800 Defined 1, 2 34,800
ADVANCED MICRO DEVICES Common Stock 007903107 13,414 173,638 Defined 1, 2 173,638
AEGON NV -ADR ADR 007924103 24,742 694,500 Defined 1, 2 694,500
ADVANTA CORP -CL A Common Stock 007942105 154 12,640 Defined 1, 2 12,640
ADVANCED ENERGY INDS INC Common Stock 007973100 731 12,400 Defined 1, 2 12,400
ADVENT SOFTWARE INC Common Stock 007974108 1,097 17,000 Defined 1, 2 17,000
AETHER SYSTEMS INC Common Stock 00808V105 3,342 16,300 Defined 1, 2 16,300
AETNA INC Common Stock 008117103 10,261 159,860 Defined 1, 2 159,860
AFFILIATED COMP SVCS -CL A Common Stock 008190100 2,109 63,800 Defined 1, 2 63,800
AFFILIATED MANAGERS GRP INC Common Stock 008252108 464 10,200 Defined 1, 2 10,200
AFFYMETRIX INC Common Stock 00826T108 2,675 16,200 Defined 1, 2 16,200
AFTERMARKET TECHNOLOGY CORP Common Stock 008318107 77 9,100 Defined 1, 2 9,100
AGENCY.COM LTD Common Stock 008447104 264 14,800 Defined 1, 2 14,800
AGILENT TECHNOLOGIES INC Common Stock 00846U101 37,728 511,567 Defined 1, 2 511,567
AGILE SOFTWARE CORP Common Stock 00846X105 1,435 20,300 Defined 1, 2 20,300
AGNICO EAGLE MINES LTD Common Stock 008474108 174 27,000 Defined 1, 2 27,000
</TABLE>
<PAGE> 6
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AGRIBRANDS INTERNATIONAL INC Common Stock 00849R105 689 16,430 Defined 1, 2 16,430
AGRITOPE INC Common Stock 00855D107 2 280 Defined 1, 2 280
AIR PRODUCTS & CHEMICALS INC Common Stock 009158106 8,038 260,876 Defined 1, 2 260,876
AIRBORNE FREIGHT CORP Common Stock 009266107 1,184 62,496 Defined 1, 2 62,496
AIRGAS INC Common Stock 009363102 503 88,509 Defined 1, 2 88,509
AIRGATE PCS INC Common Stock 009367103 268 5,100 Defined 1, 2 5,100
AIRNET COMMUNICATIONS CORP Common Stock 00941P106 256 9,800 Defined 1, 2 9,800
AIRTRAN HOLDINGS INC Common Stock 00949P108 120 28,800 Defined 1, 2 28,800
AKAMAI TECHNOLOGIES Common Stock 00971T101 671 5,649 Defined 1, 2 5,649
ELECTROLUX -ADR ADR 010198208 3,375 107,150 Defined 1, 2 107,150
AKZO NOBEL NV -ADR ADR 010199305 7,218 171,600 Defined 1, 2 171,600
ALABAMA NATL BANCORPORATION Common Stock 010317105 95 4,800 Defined 1, 2 4,800
ALAMOSA PCS HOLDINGS INC Common Stock 011593100 545 26,100 Defined 1, 2 26,100
ALASKA AIRGROUP INC Common Stock 011659109 909 33,496 Defined 1, 2 33,496
ALASKA COMM SYSTEMS GROUP Common Stock 01167P101 145 14,000 Defined 1, 2 14,000
ALBANY INTL CORP -CL A Common Stock 012348108 564 38,875 Defined 1, 2 38,875
ALBANY MOLECULAR RESEARCH,
INC. Common Stock 012423109 348 6,400 Defined 1, 2 6,400
ALBEMARLE CORP Common Stock 012653101 1,155 58,504 Defined 1, 2 58,504
ALBERT FISHER GROUP ADR 012760203 6 4,200 Defined 1, 2 4,200
ALBERTA ENERGY CO LTD Common Stock 012873105 2,055 50,750 Defined 1, 2 50,750
ALBERTO-CULVER CO -CL B Common Stock 013068101 1,942 63,555 Defined 1, 2 63,555
ALBERTSONS INC Common Stock 013104104 16,067 483,231 Defined 1, 2 483,231
ALCAN ALUMINIUM LTD Common Stock 013716105 7,730 249,349 Defined 1, 2 249,349
ALCOA INC Common Stock 013817101 28,483 982,158 Defined 1, 2 982,158
ALCATEL ALSTHOM -ADR ADR 013904305 42,364 637,047 Defined 1, 2 637,047
ALEXANDER & BALDWIN INC REIT 014482103 1,332 60,374 Defined 1, 2 60,374
ALEXANDER'S INC REIT 014752109 337 4,600 Defined 1, 2 4,600
ALEXANDRIA R E EQUITIES INC REIT 015271109 443 12,900 Defined 1, 2 12,900
ALEXION PHARMACEUTICALS INC Common Stock 015351109 479 6,700 Defined 1, 2 6,700
ALFA CORP Common Stock 015385107 308 17,600 Defined 1, 2 17,600
ALGOS PHARMACEUTICAL CORP Common Stock 015869100 134 8,800 Defined 1, 2 8,800
ALKERMES INC Common Stock 01642T108 1,588 33,700 Defined 1, 2 33,700
ALLAIRE CORP Common Stock 016714107 434 11,800 Defined 1, 2 11,800
ALLEGHANY CORP Common Stock 017175100 544 3,240 Defined 1, 2 3,240
ALLEGHENY ENERGY INC Common Stock 017361106 3,809 139,134 Defined 1, 2 139,134
</TABLE>
<PAGE> 7
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ALLEGHENY TECHNOLOGIES INC Common Stock 01741R102 1,738 96,538 Defined 1, 2 96,538
ALLEGIANCE TELECOM INC Common Stock 01747T102 3,872 60,500 Defined 1, 2 60,500
ALLEN TELECOM INC Common Stock 018091108 801 45,310 Defined 1, 2 45,310
ALLERGAN INC Common Stock 018490102 12,251 164,444 Defined 1, 2 164,444
ALLIANCE BANCORP INC Common Stock 01852J105 70 4,288 Defined 1, 2 4,288
ALLIANCE COMMUNICATIONS Common Stock 01853E204 123 9,800 Defined 1, 2 9,800
ALLIANCE PHARMACEUTICAL CP Common Stock 018773101 862 76,650 Defined 1, 2 76,650
ALLIANCE SEMICONDUCTOR CORP Common Stock 01877H100 1,663 67,700 Defined 1, 2 67,700
ALLIANT ENERGY Common Stock 018802108 2,604 100,171 Defined 1, 2 100,171
ALLIANT TECHSYSTEMS INC Common Stock 018804104 1,030 15,270 Defined 1, 2 15,270
ALLIED CAPITAL CP Common Stock 01903Q108 473 27,800 Defined 1, 2 27,800
ALLIED DOMECQ ADR 019121102 3,361 632,550 Defined 1, 2 632,550
ALLIED IRISH BANKS -SP ADR ADR 019228402 4,510 254,100 Defined 1, 2 254,100
ALLIED RISER COMMUNICATIONS Common Stock 019496108 353 25,000 Defined 1, 2 25,000
ALLIED WASTE INDS INC Common Stock 019589308 2,157 215,688 Defined 1, 2 215,688
ALLIED ZURICH PLC ADR 01959Q101 11,018 466,823 Defined 1, 2 466,823
ALLMERICA FINANCIAL CORP Common Stock 019754100 3,582 68,400 Defined 1, 2 68,400
ALLSCRIPTS, INC. Common Stock 019886100 258 11,200 Defined 1, 2 11,200
ALLSTATE CORP Common Stock 020002101 18,917 850,186 Defined 1, 2 850,186
ALLTEL CORP Common Stock 020039103 22,180 358,102 Defined 1, 2 358,102
ALLTRISTA CORP Common Stock 020040101 62 2,900 Defined 1, 2 2,900
ALPARGATAS ADR 020545109 1 1,300 Defined 1, 2 1,300
ALPHA INDUSTRIES INC Common Stock 020753109 2,850 64,680 Defined 1, 2 64,680
ALPHARMA INC -CL A Common Stock 020813101 3,720 59,756 Defined 1, 2 59,756
ALPINE GROUP INC Common Stock 020825105 44 6,550 Defined 1, 2 6,550
ALSTOM SA ADR 021244108 3,460 126,400 Defined 1, 2 126,400
ALTERA CORP Common Stock 021441100 22,900 224,644 Defined 1, 2 224,644
ALTEON WEBSYSTEMS INC Common Stock 02145A109 1,771 17,700 Defined 1, 2 17,700
ALTERRA HEALTHCARE Common Stock 02146C104 3 1,700 Defined 1, 2 1,700
ALZA CORP Common Stock 022615108 7,609 128,692 Defined 1, 2 128,692
AMAZON.COM INC Common Stock 023135106 5,538 152,500 Defined 1, 2 152,500
AMBAC FINANCIAL GP Common Stock 023139108 4,868 88,805 Defined 1, 2 88,805
AMCAST INDL CORP Common Stock 023395106 127 14,470 Defined 1, 2 14,470
AMCOR LTD -ADR ADR 02341R302 1,329 96,650 Defined 1, 2 96,650
AMER GROUP ADR 023512205 407 29,500 Defined 1, 2 29,500
</TABLE>
<PAGE> 8
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AMERADA HESS CORP Common Stock 023551104 6,392 103,513 Defined 1, 2 103,513
AMERCO Common Stock 023586100 200 10,000 Defined 1, 2 10,000
AMEREN CORP Common Stock 023608102 5,266 156,020 Defined 1, 2 156,020
AMERICA ONLINE INC Common Stock 02364J104 137,219 2,604,396 Defined 1, 2 2,604,396
AMERICA WEST HLDG CP -CL B Common Stock 023657208 267 15,600 Defined 1, 2 15,600
AMCORE FINL INC Common Stock 023912108 228 12,475 Defined 1, 2 12,475
AMERICAN AXLE AND
MANUFACTURING Common Stock 024061103 289 20,400 Defined 1, 2 20,400
AMERICAN BANKERS INS GROUP Common Stock 024456105 11 200 Defined 1, 2 200
AMERICAN CLASSIC VOYAGES CO Common Stock 024928103 169 8,200 Defined 1, 2 8,200
AM CAP STRATEGIES LTD Common Stock 024937104 191 8,000 Defined 1, 2 8,000
AMERICAN ELECTRIC POWER Common Stock 025537101 10,834 365,714 Defined 1, 2 365,714
AMERN EAGLE OUTFITTERS INC Common Stock 02553E106 832 59,400 Defined 1, 2 59,400
AMERICAN EXPRESS Common Stock 025816109 79,272 1,520,815 Defined 1, 2 1,520,815
AMERICAN FINL GROUP INC Common Stock 025932104 1,850 74,561 Defined 1, 2 74,561
AMERICAN FREIGHTWAYS CORP Common Stock 02629V108 760 52,390 Defined 1, 2 52,390
AMERICAN GENERAL CORP Common Stock 026351106 17,163 281,359 Defined 1, 2 281,359
AMERICAN GREETINGS -CL A Common Stock 026375105 1,399 73,615 Defined 1, 2 73,615
AMERICAN HOME PRODUCTS CORP Common Stock 026609107 86,733 1,476,301 Defined 1, 2 1,476,301
AMERICAN INDL PPTYS REIT SH
BEN INT REIT 026791202 110 8,100 Defined 1, 2 8,100
AMERICAN INTERNATIONAL GROUP Common Stock 026874107 207,255 1,763,873 Defined 1, 2 1,763,873
AMER ISRAELI PAPER MLS -ORD ADR 027069509 40 600 Defined 1, 2 600
AMER ITALIAN PASTA CO -CL A Common Stock 027070101 614 29,700 Defined 1, 2 29,700
AMERICAN MANAGEMENT SYSTEMS Common Stock 027352103 2,225 67,790 Defined 1, 2 67,790
AMERICAN MED SEC GRP Common Stock 02744P101 10 1,400 Defined 1, 2 1,400
AMERICAN NATIONAL CAN GROUP Common Stock 027714104 410 24,300 Defined 1, 2 24,300
AMERICAN NATIONAL INSURANCE Common Stock 028591105 602 11,800 Defined 1, 2 11,800
AMERICAN RETIREMENT CORP Common Stock 028913101 7 1,300 Defined 1, 2 1,300
AMERICAN PWR CNVRSION Common Stock 029066107 9,209 225,650 Defined 1, 2 225,650
AMERICAN SOFTWARE -CL A Common Stock 029683109 50 9,800 Defined 1, 2 9,800
AMERN STANDARD CO INC Common Stock 029712106 3,645 88,905 Defined 1, 2 88,905
AMERICAN STATES WATER CO Common Stock 029899101 430 14,470 Defined 1, 2 14,470
AMERICAN TOWER CORP Common Stock 029912201 2,686 64,440 Defined 1, 2 64,440
AMERICAN SUPERCONDUCTOR CP Common Stock 030111108 405 8,400 Defined 1, 2 8,400
AMERICAN WATER WORKS INC Common Stock 030411102 3,095 123,815 Defined 1, 2 123,815
AMERICAN WOODMARK CORP Common Stock 030506109 70 3,427 Defined 1, 2 3,427
</TABLE>
<PAGE> 9
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AMERICAN XTAL TECHNOLOGY,
INC. Common Stock 030514103 1,328 30,700 Defined 1, 2 30,700
AMERICREDIT CORP Common Stock 03060R101 2,093 123,100 Defined 1, 2 123,100
AMERON INTERNATIONAL INC Common Stock 030710107 63 1,763 Defined 1, 2 1,763
AMERIPATH INC Common Stock 03071D109 84 9,450 Defined 1, 2 9,450
AMERISOURCE HEALTH CP -CL A Common Stock 03071P102 843 27,200 Defined 1, 2 27,200
AMERITRADE HLDG CORP -CL A Common Stock 03072H109 924 79,500 Defined 1, 2 79,500
AMERUS LIFE HLDGS INC -CL A Common Stock 030732101 226 10,957 Defined 1, 2 10,957
AMES DEPT STORES INC Common Stock 030789507 367 47,350 Defined 1, 2 47,350
AMETEK INC Common Stock 031100100 708 40,465 Defined 1, 2 40,465
AMF BOWLING INC Common Stock 03113V109 7 37,100 Defined 1, 2 37,100
AMGEN INC Common Stock 031162100 82,264 1,171,020 Defined 1, 2 1,171,020
AMKOR TECHNOLOGY INC Common Stock 031652100 1,854 52,500 Defined 1, 2 52,500
AMOY PROPERTIES ADR 031892102 1,139 338,250 Defined 1, 2 338,250
AMPAL AMERICAN ISRAEL -CL A Common Stock 032015109 120 8,016 Defined 1, 2 8,016
AMPEX CORP/DE -CL A Common Stock 032092108 41 24,100 Defined 1, 2 24,100
AMPHENOL CORP Common Stock 032095101 1,206 18,214 Defined 1, 2 18,214
AMSOUTH BANCORPORATION Common Stock 032165102 7,065 448,554 Defined 1, 2 448,554
AMSTEEL CORP BERHAD ADR 032182107 108 806,040 Defined 1, 2 806,040
AMYLIN PHARMACEUTICALS INC Common Stock 032346108 360 23,700 Defined 1, 2 23,700
AMTRAN INC Common Stock 03234G106 66 5,300 Defined 1, 2 5,300
AMWAY JAPAN LTD SPONSORED
ADR ADR 03234J100 801 175,504 Defined 1, 2 175,504
AMVESCAP PLC -SPON ADR ADR 03235E100 6,160 78,600 Defined 1, 2 78,600
ANACOMP, INC. Common Stock 032371106 18 6,000 Defined 1, 2 6,000
ANADARKO PETROLEUM CORP Common Stock 032511107 7,209 146,189 Defined 1, 2 146,189
ANADIGICS INC Common Stock 032515108 409 12,000 Defined 1, 2 12,000
ANALOG DEVICES Common Stock 032654105 30,538 401,812 Defined 1, 2 401,812
ANALOGIC CORP Common Stock 032657207 834 20,840 Defined 1, 2 20,840
ANALYSTS INTERNATIONAL CORP Common Stock 032681108 341 36,670 Defined 1, 2 36,670
ANANGEL AMER SHIPHLDGS -ADR ADR 032721201 2 400 Defined 1, 2 400
ANAREN MICROWAVE INC Common Stock 032744104 472 3,600 Defined 1, 2 3,600
ANCHOR BANCORP INC/WI Common Stock 032839102 616 40,220 Defined 1, 2 40,220
ANCHOR GAMING Common Stock 033037102 892 18,610 Defined 1, 2 18,610
ANCOR COMMUNICATIONS INC Common Stock 03332K108 436 12,200 Defined 1, 2 12,200
ANDREW CORP Common Stock 034425108 3,125 93,102 Defined 1, 2 93,102
ANDRX CORP Common Stock 034551101 1,195 18,700 Defined 1, 2 18,700
</TABLE>
<PAGE> 10
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ANESTA CORP Common Stock 034603100 142 5,700 Defined 1, 2 5,700
ANGELICA CORP Common Stock 034663104 113 14,160 Defined 1, 2 14,160
ANGLO IRISH BANCORP ADR 035058106 324 14,800 Defined 1, 2 14,800
ANGLOGOLD ADR 035128206 2,204 107,200 Defined 1, 2 107,200
ANHEUSER-BUSCH COS INC Common Stock 035229103 38,313 512,980 Defined 1, 2 512,980
ANIXTER INTL INC Common Stock 035290105 1,565 59,050 Defined 1, 2 59,050
ANNTAYLOR STORES CORP Common Stock 036115103 1,691 51,060 Defined 1, 2 51,060
ANSYS INC Common Stock 03662Q105 81 7,100 Defined 1, 2 7,100
ANTEC CORP Common Stock 03664P105 1,983 47,700 Defined 1, 2 47,700
ANTENNA TV ADR 03672N100 259 16,700 Defined 1, 2 16,700
ANSWERTHINK CONSLTNG GRP INC Common Stock 036916104 314 18,900 Defined 1, 2 18,900
ANTIGENICS INC/DEL Common Stock 037032109 178 10,700 Defined 1, 2 10,700
MOSENERGO -SPON ADR ADR 037376308 592 151,700 Defined 1, 2 151,700
AO TORGOVY DOM GUM SPONSORED
ADR ADR 037379104 2 700 Defined 1, 2 700
TATNEFT -SPON ADR ADR 03737P306 606 61,400 Defined 1, 2 61,400
AON CORP Common Stock 037389103 9,075 292,140 Defined 1, 2 292,140
APACHE CORP Common Stock 037411105 7,654 130,138 Defined 1, 2 130,138
APASCO ADR 037488103 918 32,000 Defined 1, 2 32,000
APARTMENT INVT & MGMT CO REIT 03748R101 2,765 63,938 Defined 1, 2 63,938
APOGEE ENTERPRISES INC Common Stock 037598109 159 45,120 Defined 1, 2 45,120
APHTON CORP Common Stock 03759P101 206 8,000 Defined 1, 2 8,000
APOLLO GROUP INC -CL A Common Stock 037604105 2,689 96,050 Defined 1, 2 96,050
APPLE COMPUTER INC Common Stock 037833100 19,475 371,838 Defined 1, 2 371,838
APPLEBEES INTL INC Common Stock 037899101 1,311 43,250 Defined 1, 2 43,250
APRIA HEALTHCARE GROUP Common Stock 037933108 898 73,302 Defined 1, 2 73,302
APPLIED GRAPHICS TECHNGS INC Common Stock 037937109 43 10,000 Defined 1, 2 10,000
APPLD ANALYTICAL INDS Common Stock 037939105 86 9,000 Defined 1, 2 9,000
APPLICA INC Common Stock 03815A106 422 37,300 Defined 1, 2 37,300
APPLIED DIGITAL SOLU Common Stock 038188108 66 19,600 Defined 1, 2 19,600
APPLIED INDUSTRIAL TECH Common Stock 03820C105 538 32,860 Defined 1, 2 32,860
APPLIED MAGNETICS CORP Common Stock 038213104 0 2,300 Defined 1, 2 2,300
APPLIED MATERIALS INC Common Stock 038222105 83,167 917,710 Defined 1, 2 917,710
APPLIED POWER INC - CL A Common Stock 038225108 2,097 62,595 Defined 1, 2 62,595
APPLIED MICRO CIRUCUITS CORP Common Stock 03822W109 6,448 65,300 Defined 1, 2 65,300
APPLIED SCI & TECH Common Stock 038236105 129 5,000 Defined 1, 2 5,000
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
APPLIED THEORY CORP Common Stock 03828R104 141 9,400 Defined 1, 2 9,400
APPNET SYS INC Common Stock 03831Q101 515 14,300 Defined 1, 2 14,300
APROPOS TECHNOLOGY INC Common Stock 038334108 117 5,900 Defined 1, 2 5,900
APTARGROUP INC Common Stock 038336103 1,576 58,370 Defined 1, 2 58,370
ARACRUZ CELULOSE SA ADR 038496204 894 46,274 Defined 1, 2 46,274
ARADIGM CORP Common Stock 038505103 135 7,700 Defined 1, 2 7,700
ARCH CAPITAL GROUP LTD Common Stock 03937L105 111 7,400 Defined 1, 2 7,400
ARCH CHEMICALS INC Common Stock 03937R102 790 36,100 Defined 1, 2 36,100
ARCH COAL INC Common Stock 039380100 129 16,800 Defined 1, 2 16,800
ARCH COMMUNICATIONS GROUP Common Stock 039381504 147 22,600 Defined 1, 2 22,600
ARCHER-DANIELS-MIDLAND CO Common Stock 039483102 6,726 685,467 Defined 1, 2 685,467
ARCHSTONE COMMUNITYS TR REIT 039581103 2,966 140,800 Defined 1, 2 140,800
ARCTIC CAT INC Common Stock 039670104 483 40,665 Defined 1, 2 40,665
ARDEN REALTY INC REIT 039793104 1,438 61,200 Defined 1, 2 61,200
AREA BANCSHARES CORP Common Stock 039872106 163 7,300 Defined 1, 2 7,300
AREMISSOFT CORP DEL Common Stock 040026106 199 6,400 Defined 1, 2 6,400
ARGONAUT GROUP INC Common Stock 040157109 166 9,700 Defined 1, 2 9,700
ARGOSY GAMING CORP Common Stock 040228108 180 12,500 Defined 1, 2 12,500
ARGUSS HOLDINGS INC Common Stock 040282105 109 5,800 Defined 1, 2 5,800
ARIAD PHARMACEUTICALS INC Common Stock 04033A100 129 9,700 Defined 1, 2 9,700
ARIBA INC Common Stock 04033V104 4,530 46,200 Defined 1, 2 46,200
ARKANSAS BEST CORP Common Stock 040790107 319 32,100 Defined 1, 2 32,100
ARM HOLDINGS PLC ADR 042068106 6,131 186,500 Defined 1, 2 186,500
ARMSTRONG HOLDINGS INC Common Stock 042384107 706 46,094 Defined 1, 2 46,094
ARNOLD INDUSTRIES INC Common Stock 042595108 373 30,908 Defined 1, 2 30,908
ARROW ELECTRONICS INC Common Stock 042735100 3,777 121,840 Defined 1, 2 121,840
ARROW INTERNATIONAL Common Stock 042764100 436 13,000 Defined 1, 2 13,000
ARROWPOINT COMMUNICATIONS Common Stock 042810101 2,008 15,100 Defined 1, 2 15,100
ART TECHNOLOGY GROUP INC Common Stock 04289L107 2,786 27,600 Defined 1, 2 27,600
ARTISAN COMPONENTS INC Common Stock 042923102 69 6,300 Defined 1, 2 6,300
ARTESYN TECHNOLOGIES INC Common Stock 043127109 1,683 60,510 Defined 1, 2 60,510
ARTHROCARE CORP Common Stock 043136100 245 4,600 Defined 1, 2 4,600
ARTISOFT INC Common Stock 04314L106 81 6,700 Defined 1, 2 6,700
ARTISTDIRECT INC Common Stock 04315D103 52 16,500 Defined 1, 2 16,500
ARVIN INDUSTRIES INC Common Stock 043339100 562 32,338 Defined 1, 2 32,338
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ASHANTI GOLDFIELDS CO. LTD ADR 043743202 105 60,000 Defined 1, 2 60,000
ASHFORD.COM INC Common Stock 044093102 57 19,700 Defined 1, 2 19,700
ASHLAND INC Common Stock 044204105 2,828 80,644 Defined 1, 2 80,644
ASHTON MINING ADR 045074101 9 3,000 Defined 1, 2 3,000
ASHWORTH INC Common Stock 04516H101 98 21,980 Defined 1, 2 21,980
ASIA PULP & PAPER ADR 04516V100 704 139,000 Defined 1, 2 139,000
ASIA SATELLITE
TELECOMMUNICATIONS
HOLDINGS LTD ADR 04516X106 777 22,700 Defined 1, 2 22,700
ASK JEEVES, INC Common Stock 045174109 276 15,300 Defined 1, 2 15,300
ASPECT MEDICAL SYSTEMS INC Common Stock 045235108 197 7,300 Defined 1, 2 7,300
ASPECT COMMUNICATIONS Common Stock 04523Q102 3,275 83,310 Defined 1, 2 83,310
ASPEN TECHNOLOGY INC Common Stock 045327103 1,632 42,400 Defined 1, 2 42,400
ASSOCIATED BANC CORP Common Stock 045487105 1,918 87,923 Defined 1, 2 87,923
ASSOCIATED ESTATES RLTY CORP REIT 045604105 141 20,100 Defined 1, 2 20,100
AT HOME CORP Common Stock 045919107 3,765 181,422 Defined 1, 2 181,422
ASSOC FST CAPITAL CP -CL A Common Stock 046008108 18,502 829,220 Defined 1, 2 829,220
ASTEC INDUSTRIES INC Common Stock 046224101 791 31,170 Defined 1, 2 31,170
ASTORIA FINL CORP Common Stock 046265104 1,696 65,859 Defined 1, 2 65,859
ASTRAZENECA PLC ADR 046353108 47,195 1,014,937 Defined 1, 2 1,014,937
ASTROPOWER INC Common Stock 04644A101 133 4,900 Defined 1, 2 4,900
ASYST TECHNOLOGIES INC Common Stock 04648X107 466 13,600 Defined 1, 2 13,600
ATLANTIC COAST AIRLINES HLDG Common Stock 048396105 964 30,360 Defined 1, 2 30,360
ATLAS AIR INC Common Stock 049164106 545 15,200 Defined 1, 2 15,200
ATLAS COPCO ADR 049255706 1,451 74,865 Defined 1, 2 74,865
ATMEL CORP Common Stock 049513104 10,417 282,484 Defined 1, 2 282,484
ATMOS ENERGY CORP Common Stock 049560105 899 51,350 Defined 1, 2 51,350
ATWOOD OCEANICS Common Stock 050095108 990 22,300 Defined 1, 2 22,300
AUDIBLE INC Common Stock 05069A104 47 11,400 Defined 1, 2 11,400
AUDIOVOX CORP Common Stock 050757103 807 36,600 Defined 1, 2 36,600
AURORA FOODS INC Common Stock 05164B106 118 29,600 Defined 1, 2 29,600
AURORA BIOSCIENCES CORP Common Stock 051920106 593 8,700 Defined 1, 2 8,700
AUSPEX SYSTEMS INC Common Stock 052116100 238 48,260 Defined 1, 2 48,260
AUSTRLIA &NW ZEALND BK
-ADR ADR 052528304 7,002 183,950 Defined 1, 2 183,950
AUTOBYTEL.COM, INC. Common Stock 05275N106 55 8,900 Defined 1, 2 8,900
AUTODESK INC Common Stock 052769106 2,332 67,241 Defined 1, 2 67,241
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AUTOLIV INC ADR 052800109 1,485 61,700 Defined 1, 2 61,700
AUTOMATIC DATA PROCESSING Common Stock 053015103 38,127 711,818 Defined 1, 2 711,818
AUTONATION INC Common Stock 05329W102 1,265 179,080 Defined 1, 2 179,080
AUTOWEB.COM Common Stock 053331104 24 11,100 Defined 1, 2 11,100
AUTOZONE INC Common Stock 053332102 3,373 153,303 Defined 1, 2 153,303
AVALON BAY COMMUNITIES INC REIT 053484101 2,605 62,406 Defined 1, 2 62,406
AVANT CORP Common Stock 053487104 1,242 66,300 Defined 1, 2 66,300
AVANEX CORP Common Stock 05348W109 306 3,200 Defined 1, 2 3,200
AVANT IMMUNOTHERAPEUTICS INC Common Stock 053491106 224 21,200 Defined 1, 2 21,200
AVATAR HOLDINGS INC Common Stock 053494100 90 3,930 Defined 1, 2 3,930
AVENTIS SA ADR 053561106 31,685 436,664 Defined 1, 2 436,664
AVENUE A INC Common Stock 053566105 20 2,300 Defined 1, 2 2,300
AVERY DENNISON CORP Common Stock 053611109 8,487 126,430 Defined 1, 2 126,430
AVIALL INC Common Stock 05366B102 41 8,400 Defined 1, 2 8,400
AVID TECHNOLOGY INC Common Stock 05367P100 481 40,070 Defined 1, 2 40,070
AVIGEN INC Common Stock 053690103 364 8,300 Defined 1, 2 8,300
AVIRON Common Stock 053762100 309 10,000 Defined 1, 2 10,000
AVIS RENT A CAR INC Common Stock 053790101 259 13,800 Defined 1, 2 13,800
AVISTA CORP Common Stock 05379B107 361 20,700 Defined 1, 2 20,700
AVNET INC Common Stock 053807103 3,310 55,867 Defined 1, 2 55,867
AVOCENT CORP Common Stock 053893103 2,390 54,250 Defined 1, 2 54,250
AVON PRODUCTS Common Stock 054303102 12,149 273,007 Defined 1, 2 273,007
AXA ADR 054536107 31,853 400,350 Defined 1, 2 400,350
AWARE INC Common Stock 05453N100 1,861 36,400 Defined 1, 2 36,400
AXENT TECHNOLOGIES INC Common Stock 05459C108 410 16,520 Defined 1, 2 16,520
AXYS PHARMACEUTICALS INC Common Stock 054635107 91 15,400 Defined 1, 2 15,400
AZTAR CORP Common Stock 054802103 1,034 66,700 Defined 1, 2 66,700
BB&T CORP Common Stock 054937107 9,518 398,672 Defined 1, 2 398,672
AZURIX CORP Common Stock 05501M104 364 52,000 Defined 1, 2 52,000
B A A ADR 05518L206 5,108 642,150 Defined 1, 2 642,150
BAE SYSTEMS CANADA INC Common Stock 055231104 198 13,800 Defined 1, 2 13,800
BASF AG Common Stock 055262505 5,854 145,000 Defined 1, 2 145,000
BCE INC Common Stock 05534B109 8,873 372,600 Defined 1, 2 372,600
BG PLC SPON ADR ADR 055434203 13,531 414,758 Defined 1, 2 414,758
BHC COMMUNICATIONS -CL A Common Stock 055448104 1,520 10,000 Defined 1, 2 10,000
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<PAGE> 14
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BISYS GROUP INC Common Stock 055472104 2,982 48,490 Defined 1, 2 48,490
BJ SERVICES CO Common Stock 055482103 6,450 103,192 Defined 1, 2 103,192
BJS WHOLESALE CLUB INC Common Stock 05548J106 3,083 93,430 Defined 1, 2 93,430
BMC INDUSTRIES INC/MN Common Stock 055607105 181 44,600 Defined 1, 2 44,600
BOC GROUP PLC ADR 055617609 4,106 141,900 Defined 1, 2 141,900
BOK FINANCIAL CORP Common Stock 05561Q201 379 21,567 Defined 1, 2 21,567
BP AMOCO PLC ADR 055622104 110,479 1,953,217 Defined 1, 2 1,953,217
BRE PROPERTIES -CL A REIT 05564E106 1,224 42,400 Defined 1, 2 42,400
BSB BANCORP Common Stock 055652101 90 4,475 Defined 1, 2 4,475
BT FINANCIAL CORP Common Stock 055763106 123 7,153 Defined 1, 2 7,153
BMC SOFTWARE INC Common Stock 055921100 10,208 279,794 Defined 1, 2 279,794
BACOU USA INC Common Stock 056439102 184 9,200 Defined 1, 2 9,200
BAKER-HUGHES INC Common Stock 057224107 11,904 371,995 Defined 1, 2 371,995
BAKER (J) INC Common Stock 057232100 134 22,980 Defined 1, 2 22,980
BALDOR ELECTRIC Common Stock 057741100 1,031 55,346 Defined 1, 2 55,346
BALDWIN & LYONS -CL B Common Stock 057755209 97 5,700 Defined 1, 2 5,700
BALL CORP Common Stock 058498106 1,095 34,032 Defined 1, 2 34,032
BALLARD MEDICAL PRODUCTS Common Stock 058566100 81 3,400 Defined 1, 2 3,400
BALLARD POWER SYSTEMS Common Stock 05858H104 2,102 23,400 Defined 1, 2 23,400
BALLY TOTAL FITNESS HLDG CP Common Stock 05873K108 265 10,432 Defined 1, 2 10,432
BANCFIRST CORP/OK Common Stock 05945F103 112 3,542 Defined 1, 2 3,542
BANCO BILBAO VIZCAYA -ADR ADR 05946K101 25,954 1,759,574 Defined 1, 2 1,759,574
BANCO COMERCIAL PORTGE -ADR ADR 059479303 2,084 80,540 Defined 1, 2 80,540
BANCO DE A. EDWARDS ADR'S ADR 059504100 277 20,500 Defined 1, 2 20,500
BANCO DE GALICIA BUENO -ADR ADR 059538207 849 57,324 Defined 1, 2 57,324
BANCO FRANCES DEL RIO DE
LA SP ADR 059591107 656 30,317 Defined 1, 2 30,317
BANCO GANADERO ADR 059594408 109 18,600 Defined 1, 2 18,600
BANCO RIO DE LA PLATA ADR 059644104 829 56,700 Defined 1, 2 56,700
BSCH GROUP ADR 05964H105 22,371 2,156,272 Defined 1, 2 2,156,272
BANCO WEISE ADR 059651109 1 1,100 Defined 1, 2 1,100
BANCO SANTANDER CHILE
SPONSORED ADR ADR 05965F108 1,058 66,100 Defined 1, 2 66,100
BANCO DE SANTIAGO ADR 05965L105 946 52,900 Defined 1, 2 52,900
BANCOLUMBIA SA ADR 05968L102 54 25,300 Defined 1, 2 25,300
BANCORPSOUTH INC Common Stock 059692103 356 25,280 Defined 1, 2 25,280
BANCWEST CORP NEW Common Stock 059790105 509 30,948 Defined 1, 2 30,948
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<PAGE> 15
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BANDAG INC Common Stock 059815100 647 26,700 Defined 1, 2 26,700
BANDAI LTD SPONSORED ADR ADR 059822106 1,048 113,100 Defined 1, 2 113,100
BANCO ESPADOL DE CREDITO ADR 059878207 5,367 717,800 Defined 1, 2 717,800
BANGOR HYDRO-ELEC CO Common Stock 060077104 278 11,840 Defined 1, 2 11,840
BANKAMERICA CORP Common Stock 060505104 81,280 1,890,241 Defined 1, 2 1,890,241
BANK AUSTRIA SPONSORED ADR ADR 060593100 1,549 158,400 Defined 1, 2 158,400
BANK OF EAST ASIA ADR 061874103 1,932 827,251 Defined 1, 2 827,251
BANK OF GRANITE CORPORATION Common Stock 062401104 113 4,943 Defined 1, 2 4,943
BANK OF MONTREAL Common Stock 063671101 6,549 153,407 Defined 1, 2 153,407
BANK OF NEW YORK CO INC Common Stock 064057102 39,070 840,211 Defined 1, 2 840,211
BANK ONE CORP Common Stock 06423A103 34,642 1,304,184 Defined 1, 2 1,304,184
BANK OF TOKYO-MITSUBISHI,
LTD ADR ADR 065379109 34,156 2,816,975 Defined 1, 2 2,816,975
BANK UNITED CORP -CL A Common Stock 065412108 500 14,200 Defined 1, 2 14,200
BANKATLANTIC BANCORP -CL A Common Stock 065908501 54 14,340 Defined 1, 2 14,340
BANKINTER SA ADR 066460205 2,113 42,800 Defined 1, 2 42,800
BANKNORTH GROUP INC Common Stock 06646R107 2,865 187,070 Defined 1, 2 187,070
BANKUNITED FINANCIAL CORP Common Stock 06652B103 54 7,500 Defined 1, 2 7,500
BANTA CORP Common Stock 066821109 608 32,102 Defined 1, 2 32,102
BARD (C.R.) INC Common Stock 067383109 3,087 64,141 Defined 1, 2 64,141
BARCLAYS PLC/ENGLAND -ADR ADR 06738E204 23,320 233,200 Defined 1, 2 233,200
BARNES & NOBLE INC Common Stock 067774109 1,825 82,028 Defined 1, 2 82,028
BARNES GROUP INC Common Stock 067806109 486 29,790 Defined 1, 2 29,790
BARNESANDNOBLE.COM Common Stock 067846105 84 12,900 Defined 1, 2 12,900
BARRICK GOLD CORPORATION Common Stock 067901108 8,214 451,651 Defined 1, 2 451,651
BARNETT INC Common Stock 068062108 72 7,000 Defined 1, 2 7,000
BARR LABORATORIES INC Common Stock 068306109 2,647 59,070 Defined 1, 2 59,070
BARRA INC Common Stock 068313105 1,218 24,580 Defined 1, 2 24,580
BARRETT RESOURCES CORP Common Stock 068480201 1,618 53,160 Defined 1, 2 53,160
BASS PLC -ADR ADR 069904209 5,368 464,245 Defined 1, 2 464,245
BASIN EXPL INC Common Stock 070107107 145 8,100 Defined 1, 2 8,100
BASSETT FURNITURE INDS Common Stock 070203104 243 19,261 Defined 1, 2 19,261
BATTLE MTN GOLD CO Common Stock 071593107 128 58,300 Defined 1, 2 58,300
BAUSCH & LOMB INC Common Stock 071707103 5,248 67,824 Defined 1, 2 67,824
BAXTER INTERNATIONAL INC Common Stock 071813109 22,907 325,790 Defined 1, 2 325,790
BAY VIEW CAP CORP Common Stock 07262L101 82 8,312 Defined 1, 2 8,312
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<PAGE> 16
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BAYER A G -SPON ADR ADR 072730302 17,021 435,200 Defined 1, 2 435,200
BANCO BHIF ADR 073297103 28 1,900 Defined 1, 2 1,900
BE AEROSPACE INC Common Stock 073302101 278 40,390 Defined 1, 2 40,390
BE FREE INC Common Stock 073308108 256 28,400 Defined 1, 2 28,400
BE INC Common Stock 073309106 76 15,100 Defined 1, 2 15,100
BEA SYSTEMS INC Common Stock 073325102 7,233 146,300 Defined 1, 2 146,300
BEAR STEARNS COMPANIES INC Common Stock 073902108 5,270 126,604 Defined 1, 2 126,604
BEAZER HOMES USA INC Common Stock 07556Q105 69 3,800 Defined 1, 2 3,800
BEBE STORES INC Common Stock 075571109 90 10,700 Defined 1, 2 10,700
BECKMAN COULTER INC Common Stock 075811109 2,165 37,086 Defined 1, 2 37,086
BECTON DICKINSON & CO Common Stock 075887109 9,053 315,590 Defined 1, 2 315,590
BED BATH & BEYOND INC Common Stock 075896100 5,828 160,768 Defined 1, 2 160,768
BEDFORD PPTY INVS INC REIT 076446301 355 19,100 Defined 1, 2 19,100
BEIJING YANHUA
PETROCHEMICAL LTD ADR 07725N108 4 750 Defined 1, 2 750
BELCO OIL & GAS CORP Common Stock 077410108 119 14,000 Defined 1, 2 14,000
BELDEN INC Common Stock 077459105 1,012 39,480 Defined 1, 2 39,480
BELL & HOWELL COMPANY Common Stock 077852101 255 10,500 Defined 1, 2 10,500
BELL CANADA INTL INC Common Stock 077914109 402 13,900 Defined 1, 2 13,900
BELLSOUTH CORP Common Stock 079860102 91,201 2,139,620 Defined 1, 2 2,139,620
BELO (AH) CORP -SER A COM Common Stock 080555105 2,612 150,888 Defined 1, 2 150,888
BEMIS CO Common Stock 081437105 2,031 60,389 Defined 1, 2 60,389
BEN & JERRY'S HOMEMDE -CL A Common Stock 081465106 141 3,250 Defined 1, 2 3,250
BENCHMARK ELECTRONICS INC Common Stock 08160H101 971 26,560 Defined 1, 2 26,560
BENETTON GROUP SPA -ADR ADR 081795403 2,273 54,944 Defined 1, 2 54,944
BERGEN BRUNSWIG CORP -CL A Common Stock 083739102 1,019 185,284 Defined 1, 2 185,284
BERINGER WINE EST HLD -CL B Common Stock 084102102 1,130 32,000 Defined 1, 2 32,000
BERKLEY (W R) CORP Common Stock 084423102 214 11,400 Defined 1, 2 11,400
BERKSHIRE HATHAWAY -CL A Common Stock 084670108 35,777 665 Defined 1, 2 665
BERLITZ INTERNATIONAL INC Common Stock 08520F100 39 4,300 Defined 1, 2 4,300
BERRY PETROLEUM -CL A Common Stock 085789105 158 9,300 Defined 1, 2 9,300
BESPAK ADR 086342102 117 16,000 Defined 1, 2 16,000
BEST BUY CO INC Common Stock 086516101 14,775 233,603 Defined 1, 2 233,603
BESTFOODS Common Stock 08658U101 21,685 313,135 Defined 1, 2 313,135
BETHLEHEM STEEL CORP Common Stock 087509105 533 149,676 Defined 1, 2 149,676
BEVERLY ENTERPRISES Common Stock 087851309 32 11,250 Defined 1, 2 11,250
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<PAGE> 17
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BEYOND.COM CORP Common Stock 08860E101 26 19,500 Defined 1, 2 19,500
BIACORE INTERNATIONAL AB ADR 088658109 22 500 Defined 1, 2 500
BILLING CONCEPTS CORP Common Stock 090063108 304 68,600 Defined 1, 2 68,600
BILLITON PLC ADR 090171109 803 198,700 Defined 1, 2 198,700
BINDLEY WESTERN INDS Common Stock 090324104 1,572 59,469 Defined 1, 2 59,469
BINDVIEW DEVELOPMENT
CORPORATION Common Stock 090327107 245 20,400 Defined 1, 2 20,400
BIO-RAD LABS -CL A Common Stock 090572207 160 6,400 Defined 1, 2 6,400
BIO TECHNOLOGY GENERAL CORP Common Stock 090578105 1,228 93,120 Defined 1, 2 93,120
BIOCONTROL TECHNOLOGY INC Common Stock 090586108 72 393,373 Defined 1, 2 393,373
BIOCHEM PHARMA INC Common Stock 09058T108 1,551 63,000 Defined 1, 2 63,000
BIOCRYST PHARMACEUTICALS
INC Common Stock 09058V103 214 7,450 Defined 1, 2 7,450
BIOGEN INC Common Stock 090597105 12,084 187,354 Defined 1, 2 187,354
BIOMATRIX INC Common Stock 09060P102 899 39,730 Defined 1, 2 39,730
BIOMET INC Common Stock 090613100 5,553 144,459 Defined 1, 2 144,459
BIOMARIN PHARMACEUTICAL INC. Common Stock 09061G101 262 15,400 Defined 1, 2 15,400
BIOPURE CORP Common Stock 09065H105 203 10,800 Defined 1, 2 10,800
BIOVAIL CORP Common Stock 09067J109 1,630 29,400 Defined 1, 2 29,400
BIOSITE DIAGNOSTICS INC Common Stock 090945106 279 5,800 Defined 1, 2 5,800
BIRMINGHAM STEEL CORP Common Stock 091250100 195 50,440 Defined 1, 2 50,440
BIOMIRA INC Common Stock 09161R106 50 5,400 Defined 1, 2 5,400
BLACK & DECKER CORP Common Stock 091797100 3,832 97,469 Defined 1, 2 97,469
BLACK BOX CORP Common Stock 091826107 2,519 31,820 Defined 1, 2 31,820
BLACK HILLS CORP Common Stock 092113109 609 26,994 Defined 1, 2 26,994
BLACKROCK INC Common Stock 09247X101 113 3,900 Defined 1, 2 3,900
BLAIR CORP Common Stock 092828102 68 3,650 Defined 1, 2 3,650
BLANCH E W HLDGS INC Common Stock 093210102 440 21,650 Defined 1, 2 21,650
BLAZE SOFTWARE INC Common Stock 09347T109 128 9,400 Defined 1, 2 9,400
BLOCK DRUG -CL A Common Stock 093644102 438 10,354 Defined 1, 2 10,354
BLOCK H & R INC Common Stock 093671105 3,668 113,284 Defined 1, 2 113,284
BLOCKBUSTER INC. Common Stock 093679108 133 13,700 Defined 1, 2 13,700
BLOUNT INTERNATIONAL
INC - NEW Common Stock 095180105 105 13,600 Defined 1, 2 13,600
BLUE CIRCLE INDUSTRIES ADR 095342408 3,038 468,900 Defined 1, 2 468,900
BLUE SQUARE SPONSORED ADR ADR 096055108 197 19,700 Defined 1, 2 19,700
BLUESTONE SOFTWARE Common Stock 09623P102 229 8,900 Defined 1, 2 8,900
BLYTH INC Common Stock 09643P108 1,805 61,200 Defined 1, 2 61,200
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BOB EVANS FARMS Common Stock 096761101 703 47,053 Defined 1, 2 47,053
BOCA RESORTS INC -CL A Common Stock 09688t106 177 17,900 Defined 1, 2 17,900
BODY SHOP INTL. ADR 096895107 217 23,500 Defined 1, 2 23,500
BOEING CO Common Stock 097023105 42,888 1,025,722 Defined 1, 2 1,025,722
BOISE CASCADE CORP Common Stock 097383103 1,686 65,164 Defined 1, 2 65,164
BOMBAY CO INC Common Stock 097924104 174 59,082 Defined 1, 2 59,082
BOOKER ADR 098561202 309 35,100 Defined 1, 2 35,100
BOOKS-A-MILLION INC Common Stock 098570104 135 29,230 Defined 1, 2 29,230
BORDERS GROUP INC Common Stock 099709107 1,539 98,900 Defined 1, 2 98,900
BORG WARNER INC Common Stock 099724106 1,184 33,700 Defined 1, 2 33,700
BOSTON BEER INC -CL A Common Stock 100557107 63 7,300 Defined 1, 2 7,300
BOSTON PROPERTIES INC REIT 101121101 2,530 65,500 Defined 1, 2 65,500
BOSTON SCIENTIFIC CORP Common Stock 101137107 10,254 467,433 Defined 1, 2 467,433
BOTTOMLINE TECHNOLOGIES INC Common Stock 101388106 164 4,800 Defined 1, 2 4,800
BOUYGUES OFFSHORE S.A. ADR 102112109 495 19,900 Defined 1, 2 19,900
BOWATER INC Common Stock 102183100 2,899 65,693 Defined 1, 2 65,693
BOWNE & CO INC Common Stock 103043105 604 59,990 Defined 1, 2 59,990
BOYD GAMING CORP Common Stock 103304101 152 27,400 Defined 1, 2 27,400
BOYDS COLLECTION Common Stock 103354106 225 26,500 Defined 1, 2 26,500
BOYKIN LODGING CO REIT 103430104 217 16,100 Defined 1, 2 16,100
BRADLEY REAL ESTATE INC REIT 104580105 482 22,600 Defined 1, 2 22,600
BRADY CORP Common Stock 104674106 1,200 36,920 Defined 1, 2 36,920
BRANDYWINE REALTY TRUST REIT 105368203 702 36,700 Defined 1, 2 36,700
BRASCAN CORP Common Stock 10549P606 1,896 159,700 Defined 1, 2 159,700
BRAZIL TELECOM ADR 105530109 1,836 25,860 Defined 1, 2 25,860
BRAUN CONSULTING Common Stock 105651103 194 9,200 Defined 1, 2 9,200
BREAKAWAY SOLUTIONS INC Common Stock 106372105 416 15,400 Defined 1, 2 15,400
BRENTON BKS INC Common Stock 107211104 127 9,126 Defined 1, 2 9,126
BRIDGFORD FOODS CORP Common Stock 108763103 58 4,866 Defined 1, 2 4,866
BRIGGS & STRATTON Common Stock 109043109 883 25,792 Defined 1, 2 25,792
BRIGHT HORIZONS FAMILY SOLUT Common Stock 109195107 111 5,200 Defined 1, 2 5,200
BRIGHT STATION PLC ADR 10921M106 23 4,400 Defined 1, 2 4,400
BRIGHTPOINT INC Common Stock 109473108 780 90,150 Defined 1, 2 90,150
BRILLIANCE CHINA AUTO -VTG Common Stock 10949Q105 49 2,820 Defined 1, 2 2,820
BRINKER INTL INC Common Stock 109641100 2,369 81,006 Defined 1, 2 81,006
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<PAGE> 19
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BRIO TECHNOLOGY INC Common Stock 109704106 256 12,100 Defined 1, 2 12,100
BRISTOL MYERS SQUIBB Common Stock 110122108 130,317 2,237,198 Defined 1, 2 2,237,198
BRITISH AIRWAYS PLC -ADR ADR 110419306 3,663 63,700 Defined 1, 2 63,700
BRITISH AMERICAN TOBACCO PLC ADR 110448107 6,274 466,866 Defined 1, 2 466,866
BRIT BIO-TECH GRP PLC -ADR ADR 110515103 138 39,300 Defined 1, 2 39,300
BRITISH ENERGY PLC ADR 110793304 160 14,400 Defined 1, 2 14,400
BRITISH SKY BRDCSTG GP -ADR ADR 111013108 19,010 163,700 Defined 1, 2 163,700
BRITISH TELECOM PLC -ADR ADR 111021408 50,890 384,800 Defined 1, 2 384,800
BROADBASE SOFTWARE INC Common Stock 11130R100 306 10,000 Defined 1, 2 10,000
BROADCOM CORP -CL A Common Stock 111320107 63,069 288,070 Defined 1, 2 288,070
BROADVISION INC Common Stock 111412102 6,814 134,094 Defined 1, 2 134,094
BROADWING INC Common Stock 111620100 7,067 272,451 Defined 1, 2 272,451
BROCADE COMMUNICATIONS
SYSTEMS INC Common Stock 111621108 9,303 50,700 Defined 1, 2 50,700
BROKEN HILL PROPRIETRY -ADR ADR 112169602 14,772 621,986 Defined 1, 2 621,986
BROOKDALE LIVING CMNTYS INC Common Stock 112462106 73 5,000 Defined 1, 2 5,000
BROOKLINE BANCORP INC Common Stock 113739106 141 12,300 Defined 1, 2 12,300
BROOKS AUTOMATION INC Common Stock 11434A100 448 7,000 Defined 1, 2 7,000
BROOKTROUT TECHNOLOGY INC Common Stock 114580103 116 5,300 Defined 1, 2 5,300
BROWN & BROWN INC Common Stock 115236101 307 5,900 Defined 1, 2 5,900
BROWN-FORMAN -CL B Common Stock 115637209 4,210 78,323 Defined 1, 2 78,323
BROWN (TOM) INC Common Stock 115660201 357 15,500 Defined 1, 2 15,500
BROWN GROUP INC Common Stock 115736100 386 29,675 Defined 1, 2 29,675
BRUNSWICK CORP Common Stock 117043109 1,677 101,256 Defined 1, 2 101,256
BRUSH WELLMAN INC Common Stock 117421107 415 26,560 Defined 1, 2 26,560
BSQUARE CORP Common Stock 11776U102 323 14,400 Defined 1, 2 14,400
BUCKEYE TECHNOLOGIES INC Common Stock 118255108 1,247 56,830 Defined 1, 2 56,830
BUCKLE INC Common Stock 118440106 111 9,450 Defined 1, 2 9,450
BUDGET GROUP INC -CL A Common Stock 119003101 67 16,300 Defined 1, 2 16,300
BUFETE INDL -SPON ADR ADR 11942H100 0 900 Defined 1, 2 900
BUFFETS INC Common Stock 119882108 671 52,890 Defined 1, 2 52,890
BUILDING MATERIALS HLDG CP Common Stock 120113105 183 20,730 Defined 1, 2 20,730
BUNZL PLC ADR 120738307 1,329 49,700 Defined 1, 2 49,700
BURLINGTON COAT FACTORY WRHS Common Stock 121579106 221 20,480 Defined 1, 2 20,480
BURLINGTON INDS INC Common Stock 121693105 111 66,050 Defined 1, 2 66,050
BRLNGTN NTHRN SANTA FE Common Stock 12189T104 11,196 488,098 Defined 1, 2 488,098
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BURLINGTON RESOURCES INC Common Stock 122014103 9,376 245,133 Defined 1, 2 245,133
BURMAH CASTROL PLC -SP ADR ADR 122169303 2,641 64,408 Defined 1, 2 64,408
BURNHAM PACIFIC PPTY INC REIT 12232C108 214 31,100 Defined 1, 2 31,100
BURNS INTERNATIONAL Common Stock 122374101 109 8,700 Defined 1, 2 8,700
BURNS, PHILIP & CO. ADR 122393309 6 4,200 Defined 1, 2 4,200
BURR-BROWN CORP Common Stock 122574106 6,142 70,850 Defined 1, 2 70,850
BUSH BOAKE ALLEN INC Common Stock 123162109 376 8,600 Defined 1, 2 8,600
BUSH INDUSTRIES -CL A Common Stock 123164105 72 4,500 Defined 1, 2 4,500
BUSINESS OBJECTS ADR 12328X107 1,824 20,700 Defined 1, 2 20,700
BUTLER MFG CO Common Stock 123655102 182 10,730 Defined 1, 2 10,730
BUY.COM INC Common Stock 124269101 289 57,400 Defined 1, 2 57,400
C&D TECHNOLOGIES INC Common Stock 124661109 2,378 42,080 Defined 1, 2 42,080
CAIS INTERNET INC Common Stock 12476Q102 142 10,100 Defined 1, 2 10,100
CBL & ASSOCIATES PPTYS INC REIT 124830100 584 23,400 Defined 1, 2 23,400
CCB FINANCIAL CORP Common Stock 124875105 1,834 49,560 Defined 1, 2 49,560
CCC INFORMATION SVCS GRP INC Common Stock 12487Q109 134 12,600 Defined 1, 2 12,600
CB RICHARD ELLIS SVCS Common Stock 12489L108 84 9,200 Defined 1, 2 9,200
CBRL GROUP INC Common Stock 12489V106 1,088 74,089 Defined 1, 2 74,089
CFW COMMUNICATIONS CO Common Stock 124923103 210 5,600 Defined 1, 2 5,600
C BRIDGE INTERNET SO Common Stock 12500B105 132 7,600 Defined 1, 2 7,600
C-COR ELECTRONICS INC Common Stock 125010108 1,483 54,920 Defined 1, 2 54,920
C-CUBE MICROSYSTEMS INC Common Stock 12501N108 1,527 77,810 Defined 1, 2 77,810
CDI CORP Common Stock 125071100 633 31,070 Defined 1, 2 31,070
CDL HOTELS INTERNATIONAL
SPONSORED ADR ADR 125077107 519 119,000 Defined 1, 2 119,000
CDNOW INC Common Stock 125086108 53 17,007 Defined 1, 2 17,007
CDW COMPUTER CENTERS INC Common Stock 125129106 6,890 110,240 Defined 1, 2 110,240
CEC ENTERTAINMENT INC Common Stock 125137109 1,117 43,602 Defined 1, 2 43,602
CE ENERGY GROUP Common Stock 12541M102 933 27,480 Defined 1, 2 27,480
C H ROBINSON WORLDWIDE INC Common Stock 12541W100 2,658 53,700 Defined 1, 2 53,700
CIGNA CORP Common Stock 125509109 17,381 185,889 Defined 1, 2 185,889
CIT GROUP INC Common Stock 125577106 1,717 105,670 Defined 1, 2 105,670
CKE RESTAURANTS INC Common Stock 12561E105 246 82,023 Defined 1, 2 82,023
CLECO CORP HOLDING CO Common Stock 12561W105 953 28,438 Defined 1, 2 28,438
CMG INFORMATION SERVICES INC Common Stock 125750109 6,496 141,798 Defined 1, 2 141,798
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CMP GROUP INC Common Stock 125887109 1,201 40,967 Defined 1, 2 40,967
CMS ENERGY CORP Common Stock 125896100 2,789 126,039 Defined 1, 2 126,039
CPI CORP Common Stock 125902106 300 14,210 Defined 1, 2 14,210
CPB INC Common Stock 125903104 105 4,200 Defined 1, 2 4,200
CSS INDS INC Common Stock 125906107 82 4,000 Defined 1, 2 4,000
C.P. POKPHAND ADR 125918102 4 4,600 Defined 1, 2 4,600
CTG RESOURCES INC Common Stock 125957100 136 3,700 Defined 1, 2 3,700
CSK AUTO CORP Common Stock 125965103 93 12,300 Defined 1, 2 12,300
CNA FINANCIAL CORP Common Stock 126117100 2,781 81,800 Defined 1, 2 81,800
CNA SURETY CORP Common Stock 12612L108 230 19,300 Defined 1, 2 19,300
CNF TRANSPORTATION INC Common Stock 12612W104 1,399 61,483 Defined 1, 2 61,483
CNET NETWORKS INC Common Stock 12613R104 1,073 43,700 Defined 1, 2 43,700
C P & L ENERGY Common Stock 12614C106 5,803 181,698 Defined 1, 2 181,698
CRH PLC -ADR ADR 12626K203 4,048 231,300 Defined 1, 2 231,300
CSG SYSTEMS INTL INC Common Stock 126349109 4,205 75,000 Defined 1, 2 75,000
CSK CORP -SPON ADR ADR 126375302 1,139 38,600 Defined 1, 2 38,600
C S R ADR 126396308 1,725 154,800 Defined 1, 2 154,800
CSX CORP Common Stock 126408103 5,268 248,623 Defined 1, 2 248,623
CTC COMMUNICATIONS G Common Stock 126419100 364 10,100 Defined 1, 2 10,100
CT COMMUNICATIONS INC Common Stock 126426402 119 4,200 Defined 1, 2 4,200
CTS CORP Common Stock 126501105 2,034 45,210 Defined 1, 2 45,210
CUNO INC Common Stock 126583103 613 26,500 Defined 1, 2 26,500
CVB FINANCIAL CORP Common Stock 126600105 172 10,856 Defined 1, 2 10,856
CVS CORP Common Stock 126650100 17,788 444,697 Defined 1, 2 444,697
CV THERAPEUTICS INC Common Stock 126667104 555 8,000 Defined 1, 2 8,000
CABLE & WIRELESS HKT ADR 126828102 6,164 286,682 Defined 1, 2 286,682
CABLE AND WIRELESS COMMS
SP ADR ADR 12682P104 8,834 127,332 Defined 1, 2 127,332
CABLE & WIRELESS PLC
-ADR ADR 126830207 24,765 494,687 Defined 1, 2 494,687
CABLEVISION SYSTEMS -CL A Common Stock 12686C109 3,930 57,900 Defined 1, 2 57,900
CABLETRON SYSTEMS Common Stock 126920107 5,269 208,676 Defined 1, 2 208,676
CABLE DESIGN TECH CP -CL A Common Stock 126924109 1,549 46,230 Defined 1, 2 46,230
CACHEFLOW INC Common Stock 126946102 967 15,700 Defined 1, 2 15,700
CABOT CORP Common Stock 127055101 2,302 84,486 Defined 1, 2 84,486
CABOT INDUSTRIAL TRUST REIT 127072106 723 36,700 Defined 1, 2 36,700
CABOT OIL & GAS CORP -CL A Common Stock 127097103 974 45,968 Defined 1, 2 45,968
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CABOT MICROELECTRONICS CORP Common Stock 12709P103 462 10,100 Defined 1, 2 10,100
CACI INTL INC -CL A Common Stock 127190304 98 5,000 Defined 1, 2 5,000
CADBURY SCHWEPPES PLC -ADS ADR 127209302 8,087 308,068 Defined 1, 2 308,068
CADENCE DESIGN SYS INC Common Stock 127387108 6,366 312,432 Defined 1, 2 312,432
CADIZ INC Common Stock 127537108 124 15,500 Defined 1, 2 15,500
CAL DIVE INTERNATIONAL INC Common Stock 127914109 1,376 25,400 Defined 1, 2 25,400
CALDERA SYSTEMS INC Common Stock 128780103 221 16,900 Defined 1, 2 16,900
CALGON CARBON CORP Common Stock 129603106 133 17,200 Defined 1, 2 17,200
CALICO COMMERCE INC Common Stock 129897104 239 14,700 Defined 1, 2 14,700
CALIFORNIA AMPLIFIER INC Common Stock 129900106 247 5,400 Defined 1, 2 5,400
CALIFORNIA MICRO DEVICES CP Common Stock 130439102 140 4,600 Defined 1, 2 4,600
CALIFORNIA WATER SERVICE GP Common Stock 130788102 133 5,500 Defined 1, 2 5,500
CALIPER TECHNOLOGIES CORP Common Stock 130876105 409 8,900 Defined 1, 2 8,900
CALLAWAY GOLF CO Common Stock 131193104 1,593 97,677 Defined 1, 2 97,677
CALPINE CORP Common Stock 131347106 10,629 161,660 Defined 1, 2 161,660
CAMBREX CORP Common Stock 132011107 1,814 40,300 Defined 1, 2 40,300
CAMBIOR INC Common Stock 13201L103 17 33,000 Defined 1, 2 33,000
CAMBRIDGE TECHNOLOGY PARTNER Common Stock 132524109 692 79,400 Defined 1, 2 79,400
CAMDEN PROPERTY TRUST REIT 133131102 1,124 38,272 Defined 1, 2 38,272
CAMINUS CORP Common Stock 133766105 157 6,400 Defined 1, 2 6,400
CAMPBELL RESOURCES INC Common Stock 134422609 1 510 Defined 1, 2 510
CAMPBELL SOUP CO Common Stock 134429109 14,056 482,594 Defined 1, 2 482,594
CANADIAN PACIFIC LTD Common Stock 135923100 5,098 194,655 Defined 1, 2 194,655
CANADIAN IMPERIAL BANK
OF COMMERCE Common Stock 136069101 6,488 237,000 Defined 1, 2 237,000
CANADIAN NATIONAL RAILWAY Common Stock 136375102 808 27,700 Defined 1, 2 27,700
CANADIAN OCCIDENTAL PETRO Common Stock 136420106 2,172 79,900 Defined 1, 2 79,900
CANAL PLUS ADR 137041208 7,727 229,000 Defined 1, 2 229,000
CANANDAIGUA BRANDS -CL A Common Stock 137219200 1,474 29,230 Defined 1, 2 29,230
CANON INC -ADR ADR 138006309 26,497 526,000 Defined 1, 2 526,000
CANTAB PHARMACEUT PLC -ADR ADR 138084207 9 500 Defined 1, 2 500
CAPITAL AUTOMOTIVE REIT Common Stock 139733109 301 21,300 Defined 1, 2 21,300
CAPITAL ONE FINL CORP Common Stock 14040H105 9,978 223,590 Defined 1, 2 223,590
CAPITOL FEDERAL FINANCIAL Common Stock 14057C106 430 38,900 Defined 1, 2 38,900
CAPITOL TRANSAMERICA CORP Common Stock 140640103 57 4,800 Defined 1, 2 4,800
CAPROCK COMMUNICATIONS CORP Common Stock 140667106 330 16,900 Defined 1, 2 16,900
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CAPSTONE TURBINE CORPORATION Common Stock 14067D102 113 2,500 Defined 1, 2 2,500
CAPTEC NET LEASE REALTY INC REIT 140724105 98 8,900 Defined 1, 2 8,900
CARBO CERAMICS INC Common Stock 140781105 218 6,200 Defined 1, 2 6,200
CARAUSTAR INDUSTRIES INC Common Stock 140909102 634 41,910 Defined 1, 2 41,910
CARDINAL HEALTH INC Common Stock 14149Y108 23,209 313,636 Defined 1, 2 313,636
CARDIODYNAMICS INTL CORP Common Stock 141597104 116 18,400 Defined 1, 2 18,400
CAREER EDUCATION CORP Common Stock 141665109 209 4,312 Defined 1, 2 4,312
CAREMARK RX INC Common Stock 141705103 768 112,751 Defined 1, 2 112,751
CAREMATRIX CORPORATION Common Stock 141706101 1 1,400 Defined 1, 2 1,400
CAREINSITE Common Stock 14170M106 585 32,700 Defined 1, 2 32,700
CAREY DIVERSIFIED LLC Common Stock 14174P105 185 11,300 Defined 1, 2 11,300
CAREY INTERNATIONAL INC Common Stock 141750109 60 4,300 Defined 1, 2 4,300
CARLISLE COS INC Common Stock 142339100 1,723 38,282 Defined 1, 2 38,282
CARLTON COMMUN PLC -ADR ADR 142872209 4,472 68,800 Defined 1, 2 68,800
CARMIKE CINEMAS INC -CL A Common Stock 143436103 72 18,490 Defined 1, 2 18,490
CARNIVAL CORP Common Stock 143658102 13,396 686,949 Defined 1, 2 686,949
CARPENTER TECHNOLOGY Common Stock 144285103 587 27,780 Defined 1, 2 27,780
CARRAMERICA REALTY CORP REIT 144418100 1,749 66,000 Defined 1, 2 66,000
CARRIER ACCESS CORP COM Common Stock 144460102 709 13,400 Defined 1, 2 13,400
CARRIER1 INTL ADR 144500303 48 4,100 Defined 1, 2 4,100
CARTER-WALLACE INC Common Stock 146285101 1,239 61,566 Defined 1, 2 61,566
CASCADE CORP Common Stock 147195101 60 5,000 Defined 1, 2 5,000
CASCADE NATURAL GAS CORP Common Stock 147339105 300 17,950 Defined 1, 2 17,950
CASELLA WASTE SYS INC -CL A Common Stock 147448104 108 10,000 Defined 1, 2 10,000
CASEYS GENERAL STORES INC Common Stock 147528103 850 81,920 Defined 1, 2 81,920
CASH AMERICA INTL INC Common Stock 14754D100 309 41,930 Defined 1, 2 41,930
CASTLE (A M) & CO Common Stock 148411101 191 22,930 Defined 1, 2 22,930
CASTLE & COOKE INC Common Stock 148433105 145 7,506 Defined 1, 2 7,506
CATALINA MARKETING CORP Common Stock 148867104 3,341 32,750 Defined 1, 2 32,750
CATALYTICA INC Common Stock 148885106 158 14,400 Defined 1, 2 14,400
CATHAY PACIFIC AIRWAYS ADR 148906308 2,023 218,300 Defined 1, 2 218,300
CATELLUS DEVELOPMENT CORP REIT 149111106 969 64,600 Defined 1, 2 64,600
CATERPILLAR INC Common Stock 149123101 13,458 397,294 Defined 1, 2 397,294
CATHAY BANCORP Common Stock 149150104 183 3,950 Defined 1, 2 3,950
CATO CORP -CL A Common Stock 149205106 497 42,770 Defined 1, 2 42,770
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<PAGE> 24
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CELL GENESYS INC Common Stock 150921104 501 17,900 Defined 1, 2 17,900
CELLSTAR CORP Common Stock 150925105 74 26,500 Defined 1, 2 26,500
CELERITEK INC Common Stock 150926103 139 3,400 Defined 1, 2 3,400
CELL THERAPEUTICS INC Common Stock 150934107 208 6,800 Defined 1, 2 6,800
CELESTICA INC Common Stock 15101Q108 3,151 63,500 Defined 1, 2 63,500
CELGENE CORP Common Stock 151020104 1,855 31,500 Defined 1, 2 31,500
CELL PATHWAYS INC Common Stock 15114R101 268 11,400 Defined 1, 2 11,400
CELLTECH GROUP PLC ADR 151158102 1,329 35,088 Defined 1, 2 35,088
CEMEX ADR 151290889 4,089 174,940 Defined 1, 2 174,940
CENDANT CORP Common Stock 151313103 11,495 821,054 Defined 1, 2 821,054
CENTENNIAL BANCORP Common Stock 15133T104 76 8,732 Defined 1, 2 8,732
CENTENNIAL CELLULR CP -CL A Common Stock 15133V208 578 42,030 Defined 1, 2 42,030
CENTER TRUST INC REIT 151845104 133 26,300 Defined 1, 2 26,300
CENTERPOINT PROPERTIES TRUST REIT 151895109 762 18,700 Defined 1, 2 18,700
CENTEX CORP Common Stock 152312104 1,593 67,770 Defined 1, 2 67,770
CENTIGRAM COMMUNICATIONS CP Common Stock 152317103 253 9,890 Defined 1, 2 9,890
CENTILLIUM COMMUNICATIONS INC Common Stock 152319109 976 14,150 Defined 1, 2 14,150
CENTEX CONSTRN PRODS INC Common Stock 15231R109 188 8,300 Defined 1, 2 8,300
ELECTROBRAS ADR 15234Q207 6,114 601,100 Defined 1, 2 601,100
CENTRA SOFTWARE INC Common Stock 15234X103 101 10,600 Defined 1, 2 10,600
GERASUL SA ADR 15235B100 327 53,830 Defined 1, 2 53,830
CENTRAL GARDEN & PET CO Common Stock 153527106 66 7,400 Defined 1, 2 7,400
CENTRAL NEWSPAPERS -CL A Common Stock 154647101 936 14,800 Defined 1, 2 14,800
CENTRAL PARKING CORP Common Stock 154785109 1,404 59,280 Defined 1, 2 59,280
CENTRAL VERMONT PUB SERV Common Stock 155771108 204 18,570 Defined 1, 2 18,570
CENTURA BANKS INC Common Stock 15640T100 2,194 64,650 Defined 1, 2 64,650
CENTURA SOFTWARE CORP Common Stock 15640W103 86 15,600 Defined 1, 2 15,600
CENTURY ALUMINUM CO Common Stock 156431108 98 9,000 Defined 1, 2 9,000
CENTURY BUSINESS SVCS INC Common Stock 156490104 78 40,500 Defined 1, 2 40,500
CENTURY SOUTH BKS INC Common Stock 156683104 112 5,800 Defined 1, 2 5,800
CENTURYTEL Common Stock 156700106 4,599 159,965 Defined 1, 2 159,965
CEPHALON INC Common Stock 156708109 3,763 62,840 Defined 1, 2 62,840
CERIDIAN CORP Common Stock 15677T106 3,980 165,388 Defined 1, 2 165,388
CERNER CORP Common Stock 156782104 1,612 59,150 Defined 1, 2 59,150
CERUS CORP Common Stock 157085101 287 5,600 Defined 1, 2 5,600
</TABLE>
<PAGE> 25
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CHAMPION ENTERPRISES INC Common Stock 158496109 374 76,750 Defined 1, 2 76,750
CHAMPIONSHIP AUTO RACING Common Stock 158711101 171 6,700 Defined 1, 2 6,700
CHARLES RIVER ASSOCIATES INC Common Stock 159852102 65 3,700 Defined 1, 2 3,700
CHARLES RIVER LABORATORIES Common Stock 159864107 22 1,000 Defined 1, 2 1,000
CHARTER ONE FINL INC Common Stock 160903100 5,572 242,270 Defined 1, 2 242,270
CHARTER MUN MTG ACCEP CO Common Stock 160908109 112 9,100 Defined 1, 2 9,100
CHARLOTTE RUSSE HOLDING INC Common Stock 161048103 92 8,800 Defined 1, 2 8,800
CHARMING SHOPPES Common Stock 161133103 223 43,800 Defined 1, 2 43,800
CHARTER COMMUNICATIONS
INC - CL Common Stock 16117M107 1,239 75,400 Defined 1, 2 75,400
CHARTERED SEMICONDUCTOR ADR 16133R106 324 3,600 Defined 1, 2 3,600
CHASE MANHATTAN CORP Common Stock 16161A108 64,503 1,400,341 Defined 1, 2 1,400,341
CHATEAU COMMUNITIES INC REIT 161726104 728 25,776 Defined 1, 2 25,776
CHATTEM INC Common Stock 162456107 10 700 Defined 1, 2 700
CHEAP TICKETS INC Common Stock 162672109 127 10,600 Defined 1, 2 10,600
CHECKFREE CORP Common Stock 162816102 3,759 72,900 Defined 1, 2 72,900
CHECKPOINT SYSTEMS INC Common Stock 162825103 367 48,920 Defined 1, 2 48,920
CHEESECAKE FACTORY INC Common Stock 163072101 1,365 49,630 Defined 1, 2 49,630
CHELSEA GCA REALTY INC REIT 163262108 501 14,500 Defined 1, 2 14,500
CHEMED CORP Common Stock 163596109 457 16,230 Defined 1, 2 16,230
CHEMFIRST INC Common Stock 16361A106 623 25,820 Defined 1, 2 25,820
CHEMICAL FINANCIAL CORP Common Stock 163731102 158 6,076 Defined 1, 2 6,076
CHESAPEAKE CORP Common Stock 165159104 608 20,532 Defined 1, 2 20,532
CHESAPEAKE ENERGY CORP Common Stock 165167107 335 43,200 Defined 1, 2 43,200
CHEVRON CORP Common Stock 166751107 62,794 740,388 Defined 1, 2 740,388
CHICOS FAS INC Common Stock 168615102 152 7,600 Defined 1, 2 7,600
CHILDRENS PLACE RETAIL STRS Common Stock 168905107 230 11,200 Defined 1, 2 11,200
CHINA MOBILE LTD ADR 169428109 59,496 334,600 Defined 1, 2 334,600
CHINA UNICOM LTD ADR 16945R104 3,188 150,000 Defined 1, 2 150,000
CHOICE HOTELS INTL INC Common Stock 169905106 237 23,800 Defined 1, 2 23,800
CHIQUITA BRANDS INTL Common Stock 170032106 425 107,950 Defined 1, 2 107,950
CHIREX INC Common Stock 170038103 152 7,600 Defined 1, 2 7,600
CHIRON CORP Common Stock 170040109 11,913 250,790 Defined 1, 2 250,790
CHITTENDEN CORP Common Stock 170228100 1,130 46,230 Defined 1, 2 46,230
CHOICEPOINT INC Common Stock 170388102 2,898 65,114 Defined 1, 2 65,114
CHOICE ONE COMMUNICATIONS INC Common Stock 17038P104 539 13,200 Defined 1, 2 13,200
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CHORDIANT SOFTWARE INC Common Stock 170404107 256 15,400 Defined 1, 2 15,400
CHRIS-CRAFT INDS Common Stock 170520100 2,923 44,250 Defined 1, 2 44,250
CHROMAVISION MEDICAL SYS INC Common Stock 17111P104 114 8,620 Defined 1, 2 8,620
CHRONIMED Common Stock 171164106 10 1,400 Defined 1, 2 1,400
CHUBB CORP Common Stock 171232101 12,278 199,647 Defined 1, 2 199,647
CHURCH & DWIGHT INC Common Stock 171340102 873 48,520 Defined 1, 2 48,520
CHURCHILL DOWNS INC Common Stock 171484108 98 4,200 Defined 1, 2 4,200
CHYRON CORP Common Stock 171605207 41 14,100 Defined 1, 2 14,100
CIBER INC Common Stock 17163B102 1,281 96,650 Defined 1, 2 96,650
CIENA CORP Common Stock 171779101 10,351 62,100 Defined 1, 2 62,100
CINAR CORP Common Stock 171905300 6 800 Defined 1, 2 800
CINCINNATI FINANCIAL CORP Common Stock 172062101 5,789 184,137 Defined 1, 2 184,137
CINERGY CORP Common Stock 172474108 4,594 180,584 Defined 1, 2 180,584
CIRCLE INTERNATIONAL GRP INC Common Stock 172574105 719 28,600 Defined 1, 2 28,600
CIRCUIT CITY STR CRCT CTY GP Common Stock 172737108 7,677 231,320 Defined 1, 2 231,320
CIRRUS LOGIC INC Common Stock 172755100 1,333 83,333 Defined 1, 2 83,333
CISCO SYSTEMS INC Common Stock 17275R102 503,294 7,918,102 Defined 1, 2 7,918,102
CITADEL COMMUNICATIONS CORP Common Stock 172853202 562 16,100 Defined 1, 2 16,100
CINTAS CORP Common Stock 172908105 7,813 212,964 Defined 1, 2 212,964
CITIGROUP INC Common Stock 172967101 230,866 3,831,801 Defined 1, 2 3,831,801
CITIZENS BANKING CORP Common Stock 174420109 340 20,964 Defined 1, 2 20,964
CITIZENS COMMUNICATIONS CO Common Stock 17453B101 2,012 116,624 Defined 1, 2 116,624
CITIZENS INC Common Stock 174740100 65 10,376 Defined 1, 2 10,376
CITRIX SYSTEMS INC Common Stock 177376100 3,980 210,166 Defined 1, 2 210,166
CITY HLDGS CO Common Stock 177835105 42 7,199 Defined 1, 2 7,199
CITY NATIONAL CORP Common Stock 178566105 2,101 60,459 Defined 1, 2 60,459
CLAIRES STORES INC Common Stock 179584107 1,249 64,906 Defined 1, 2 64,906
CLARCOR INC Common Stock 179895107 783 39,420 Defined 1, 2 39,420
CLARENT CORPORATION Common Stock 180461105 972 13,600 Defined 1, 2 13,600
CLARINS ADR 180515207 1,067 51,600 Defined 1, 2 51,600
CLARUS CORP Common Stock 182707109 229 5,900 Defined 1, 2 5,900
CLASSIC COMMUNICATION
INC - CL A Common Stock 182728204 29 3,200 Defined 1, 2 3,200
CLAYTON HOMES INC Common Stock 184190106 1,404 175,524 Defined 1, 2 175,524
CLEAR CHANNEL COMMUNICATIONS Common Stock 184502102 28,993 386,574 Defined 1, 2 386,574
CLEARNET COMMUN INC -CL A Common Stock 184902104 580 20,900 Defined 1, 2 20,900
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CLEVELAND-CLIFFS INC Common Stock 185896107 352 13,618 Defined 1, 2 13,618
CLICK COMMERCE INC Common Stock 18681D109 5 200 Defined 1, 2 200
CLICKACTION INC Common Stock 18681E107 75 4,700 Defined 1, 2 4,700
CLOROX CO/DE Common Stock 189054109 12,046 268,820 Defined 1, 2 268,820
CLOSURE MEDICAL CORP Common Stock 189093107 154 6,700 Defined 1, 2 6,700
CLP HOLDINGS LTD ADR 18946Q101 6,307 1,354,240 Defined 1, 2 1,354,240
COACHMEN INDUSTRIES INC Common Stock 189873102 290 25,180 Defined 1, 2 25,180
COASTAL CORP Common Stock 190441105 14,707 241,592 Defined 1, 2 241,592
COATS VIYELLA ADR 190743203 351 141,850 Defined 1, 2 141,850
COBALT NETWORKS INC Common Stock 19074R101 695 12,000 Defined 1, 2 12,000
COCA-COLA AMATIL ADR 191085208 585 150,000 Defined 1, 2 150,000
COCA-COLA BTLNG CONS Common Stock 191098102 644 14,160 Defined 1, 2 14,160
COCA-COLA CO Common Stock 191216100 161,999 2,820,446 Defined 1, 2 2,820,446
COCA-COLA ENTERPRISES Common Stock 191219104 7,836 480,338 Defined 1, 2 480,338
COCA-COLA FEMSA DE C V -ADR ADR 191241108 327 17,300 Defined 1, 2 17,300
COEUR D'ALENE MINES CORP Common Stock 192108108 150 61,690 Defined 1, 2 61,690
COFLEXIP -SPON ADR ADR 192384105 1,168 19,300 Defined 1, 2 19,300
COGNEX CORP Common Stock 192422103 3,610 69,750 Defined 1, 2 69,750
COGNIZANT TECHNOLOGY
SOLUTIONS CRP Common Stock 192446102 105 3,150 Defined 1, 2 3,150
COGNOS INC Common Stock 19244C109 1,940 46,900 Defined 1, 2 46,900
COHERENT INC Common Stock 192479103 3,420 40,770 Defined 1, 2 40,770
COHU INC Common Stock 192576106 882 32,700 Defined 1, 2 32,700
COINMACH LAUNDRY CORP Common Stock 19259L101 78 5,500 Defined 1, 2 5,500
COINSTAR INC Common Stock 19259P300 89 8,800 Defined 1, 2 8,800
COLDWATER CREEK INC Common Stock 193068103 136 4,500 Defined 1, 2 4,500
COLE KENNETH PROD INC -CL A Common Stock 193294105 364 9,100 Defined 1, 2 9,100
COLES MYER LTD -ADR ADR 193870409 2,633 87,040 Defined 1, 2 87,040
COLLATERAL THERAPEUTICS INC Common Stock 193921103 145 5,700 Defined 1, 2 5,700
COLGATE-PALMOLIVE CO Common Stock 194162103 39,550 660,550 Defined 1, 2 660,550
COLLINS & AIKMAN CORP Common Stock 194830105 142 27,300 Defined 1, 2 27,300
COLONIAL BANCGROUP Common Stock 195493309 448 49,800 Defined 1, 2 49,800
COLONIAL PROPERTIES TRUST REIT 195872106 605 22,100 Defined 1, 2 22,100
COLT TELECOM GROUP ADR 196877104 10,999 81,100 Defined 1, 2 81,100
COLUMBIA BKG SYS INC Common Stock 197236102 62 5,032 Defined 1, 2 5,032
COLUMBIA ENERGY GROUP Common Stock 197648108 6,059 92,325 Defined 1, 2 92,325
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COLUMBIA LABORATORIES INC Common Stock 197779101 93 16,200 Defined 1, 2 16,200
COLUMBIA SPORTSWEAR CO Common Stock 198516106 298 11,100 Defined 1, 2 11,100
COLUMBUS MCKINNON CORP Common Stock 199333105 89 6,400 Defined 1, 2 6,400
COMFORT SYSTEMS USA INC Common Stock 199908104 66 16,500 Defined 1, 2 16,500
COMCAST CORP -CL A SPL Common Stock 200300200 41,640 1,028,157 Defined 1, 2 1,028,157
COMDISCO INC Common Stock 200336105 4,330 194,050 Defined 1, 2 194,050
COMERICA INC Common Stock 200340107 5,753 128,196 Defined 1, 2 128,196
COMINCO LTD Common Stock 200435105 685 49,600 Defined 1, 2 49,600
COMMERCE BANCORP INC/NJ Common Stock 200519106 2,282 49,603 Defined 1, 2 49,603
COMMERCE BANCSHARES INC Common Stock 200525103 814 27,378 Defined 1, 2 27,378
COMMERCE GROUP INC/MA Common Stock 200641108 451 15,300 Defined 1, 2 15,300
COMMERCE ONE INC DEL Common Stock 200693109 2,972 65,500 Defined 1, 2 65,500
COMMERCIAL FEDERAL Common Stock 201647104 1,428 91,740 Defined 1, 2 91,740
COMMERCIAL METALS Common Stock 201723103 634 23,066 Defined 1, 2 23,066
COMML NET LEASE RLTY INC REIT 202218103 300 28,600 Defined 1, 2 28,600
COMMERZBANK ADR 202597308 10,315 288,500 Defined 1, 2 288,500
COMMONWEALTH BANCORP INC Common Stock 20268X102 57 4,800 Defined 1, 2 4,800
COMMONWEALTH INDUSTRIES INC Common Stock 203004106 158 26,950 Defined 1, 2 26,950
COMMONWLTH TELE ENTER Common Stock 203349105 456 9,699 Defined 1, 2 9,699
COMMSCOPE INC Common Stock 203372107 2,673 65,200 Defined 1, 2 65,200
COMMUNICATION INTELL Common Stock 20338K106 159 35,400 Defined 1, 2 35,400
COMMUNITY BK SYS INC Common Stock 203607106 67 3,000 Defined 1, 2 3,000
COMMUNITY HEALTH SYSTEMS Common Stock 203668108 81 5,000 Defined 1, 2 5,000
COMMUNITY FIRST BANKSHARES Common Stock 203902101 1,280 78,440 Defined 1, 2 78,440
COMMUNITY TRUST BANCORP INC Common Stock 204149108 91 5,139 Defined 1, 2 5,139
RICHEMONT ADR 204318109 7,674 286,200 Defined 1, 2 286,200
CIE GENERALE DE GEOPHYSIQUE ADR 204386106 208 15,300 Defined 1, 2 15,300
CEMIG-COPMANHIA ENERGETICA DE
MINAS ADR 204409601 1,387 80,179 Defined 1, 2 80,179
COMPANHIA SIDERURGICA NACIONAL ADR 20440W105 1,310 42,500 Defined 1, 2 42,500
COMPANHIA CERVEJARIA BRAHMA ADR 20440X103 1,263 74,300 Defined 1, 2 74,300
BRAHMA SPONSORED ADR ADR 20440X202 957 78,100 Defined 1, 2 78,100
CANTV ADR 204421101 786 28,900 Defined 1, 2 28,900
COMPANIA CERVECERIA -SP ADR ADR 204429104 783 34,500 Defined 1, 2 34,500
MINAS BUENAVENTURA ADR 204448104 66 3,800 Defined 1, 2 3,800
COMP DE TELE DE CHILE -ADS ADR 204449300 2,469 136,200 Defined 1, 2 136,200
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COMPAQ COMPUTER CORP Common Stock 204493100 49,400 1,932,499 Defined 1, 2 1,932,499
COMPASS BANCSHARES INC Common Stock 20449H109 2,620 153,550 Defined 1, 2 153,550
COMPASS GROUP SPONSORED ADR ADR 20449X104 5,043 382,200 Defined 1, 2 382,200
COMPLETE BUSINESS SOLUTIONS Common Stock 20452F107 288 16,426 Defined 1, 2 16,426
COMPUCOM SYSTEMS INC Common Stock 204780100 35 21,300 Defined 1, 2 21,300
COMPUCREDIT CORP Common Stock 20478N100 588 19,600 Defined 1, 2 19,600
COMPUTER ASSOCIATES INTL INC Common Stock 204912109 34,328 670,637 Defined 1, 2 670,637
COMPUTER NETWORK TECH CORP Common Stock 204925101 181 10,400 Defined 1, 2 10,400
COMPUTER SCIENCES CORP Common Stock 205363104 14,159 189,581 Defined 1, 2 189,581
COMPUTER TASK GROUP INC Common Stock 205477102 172 33,950 Defined 1, 2 33,950
COMPUWARE CORP Common Stock 205638109 4,270 411,582 Defined 1, 2 411,582
COMPX INTERNATIONAL INC Common Stock 20563P101 55 2,700 Defined 1, 2 2,700
COMSAT CORP -SER 1 Common Stock 20564D107 1,590 67,672 Defined 1, 2 67,672
COMVERSE TECHNOLOGY INC Common Stock 205862402 15,739 169,240 Defined 1, 2 169,240
CONAGRA INC Common Stock 205887102 10,735 563,130 Defined 1, 2 563,130
COMPUTER HORIZONS CORP Common Stock 205908106 185 13,775 Defined 1, 2 13,775
COM21 INC Common Stock 205937105 238 9,500 Defined 1, 2 9,500
CONCERO INC Common Stock 206018103 53 4,300 Defined 1, 2 4,300
CONCORD CAMERA CORP Common Stock 206156101 205 9,800 Defined 1, 2 9,800
CONCORD COMMUNICATIONS INC Common Stock 206186108 1,052 26,390 Defined 1, 2 26,390
CONCORD EFS INC Common Stock 206197105 7,023 270,117 Defined 1, 2 270,117
CONCUR TECHNOLOGIES INC Common Stock 206708109 42 10,100 Defined 1, 2 10,100
CONCURRENT COMPUTER CP Common Stock 206710204 310 23,600 Defined 1, 2 23,600
CONE MILLS CORP Common Stock 206814105 256 41,330 Defined 1, 2 41,330
CONECTIV INC Common Stock 206829103 1,782 114,510 Defined 1, 2 114,510
CONEXTANT Common Stock 207142100 12,020 247,200 Defined 1, 2 247,200
CONMED CORP Common Stock 207410101 684 26,450 Defined 1, 2 26,450
CONNETICS CORP Common Stock 208192104 176 12,000 Defined 1, 2 12,000
CONOCO INC Common Stock 208251405 17,515 713,081 Defined 1, 2 713,081
CONSECO INC Common Stock 208464107 3,617 370,929 Defined 1, 2 370,929
CONSOL ENERGY INC Common Stock 20854P109 532 35,200 Defined 1, 2 35,200
CONSOLIDATED EDISON INC Common Stock 209115104 7,174 242,147 Defined 1, 2 242,147
CONSOLIDATED FREIGHTWAYS CP Common Stock 209232107 39 9,700 Defined 1, 2 9,700
CONSOLIDATED GRAPHICS INC Common Stock 209341106 216 23,040 Defined 1, 2 23,040
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CONSOLIDATED PAPERS INC Common Stock 209759109 4,234 115,796 Defined 1, 2 115,796
CONSOLIDATED PRODUCTS INC Common Stock 209798107 428 47,592 Defined 1, 2 47,592
CONSOLIDATED STORES CORP Common Stock 210149100 1,521 126,761 Defined 1, 2 126,761
CONS G GRUPO DINA -SPON ADR ADR 210306403 1 360 Defined 1, 2 360
CONSTELLATION ENERGY GROUP Common Stock 210371100 5,533 169,920 Defined 1, 2 169,920
CONTINENTAL ADR 210771200 604 36,000 Defined 1, 2 36,000
CONTINENTAL AIRLS INC -CL B Common Stock 210795308 1,448 30,800 Defined 1, 2 30,800
CONVERGENT COMMUNICAITONS INC Common Stock 211914403 99 12,400 Defined 1, 2 12,400
CONTROLADORA COMMERCIAL MEX ADR 21238A206 179 9,800 Defined 1, 2 9,800
CONVERGYS CORP Common Stock 212485106 9,050 174,460 Defined 1, 2 174,460
COOKSON GROUP PLC ADR 216379107 1,265 75,800 Defined 1, 2 75,800
COOPER CAMERON CORP Common Stock 216640102 1,564 23,700 Defined 1, 2 23,700
COOPER COMPANIES INC Common Stock 216648402 880 24,180 Defined 1, 2 24,180
COOPER INDUSTRIES INC Common Stock 216669101 3,467 106,468 Defined 1, 2 106,468
COOPER TIRE & RUBBER Common Stock 216831107 942 84,719 Defined 1, 2 84,719
COORS (ADOLPH) -CL B Common Stock 217016104 2,513 41,544 Defined 1, 2 41,544
COORSTECK INC Common Stock 217020106 152 3,300 Defined 1, 2 3,300
COPART INC Common Stock 217204106 1,396 87,260 Defined 1, 2 87,260
COPENE ADR 217252105 7 400 Defined 1, 2 400
COPPER MOUNTAIN NETWORK Common Stock 217510106 1,851 21,000 Defined 1, 2 21,000
COR THERAPEUTICS INC Common Stock 217753102 4,231 49,590 Defined 1, 2 49,590
CORAM HEALTHCARE CORP Common Stock 218103109 0 79 Defined 1, 2 79
CORDIANT COMMUNICATIONS PLC ADR 218514206 758 27,310 Defined 1, 2 27,310
COREL CORP Common Stock 21868Q109 129 32,800 Defined 1, 2 32,800
CORILLIAN CORP Common Stock 218725109 216 13,000 Defined 1, 2 13,000
CORIXA CORP Common Stock 21887F100 352 8,200 Defined 1, 2 8,200
CORN PRODUCTS INTL INC Common Stock 219023108 1,511 57,000 Defined 1, 2 57,000
CORNERSTONE PROPERTIES INC REIT 21922H103 2,224 122,700 Defined 1, 2 122,700
CORNERSTONE RLTY INCOME TR I REIT 21922V102 375 37,500 Defined 1, 2 37,500
CORNING INC Common Stock 219350105 84,526 313,205 Defined 1, 2 313,205
CORPORACION MAPFRE ADR 219872207 458 180,200 Defined 1, 2 180,200
CORPORATE EXECUTIVE BOARD Common Stock 21988R102 407 6,800 Defined 1, 2 6,800
CORP OFFICE PPTYS TR INC REIT 22002T108 153 16,700 Defined 1, 2 16,700
CORRECTIONAL PPTYS TRUST Common Stock 22025E104 68 6,500 Defined 1, 2 6,500
CORSAIR COMMUNICATIONS INC Common Stock 220406102 221 7,700 Defined 1, 2 7,700
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CORUS BANKSHARES INC Common Stock 220873103 164 6,200 Defined 1, 2 6,200
CORUS GROUP PLC ADR 22087M101 1,916 133,300 Defined 1, 2 133,300
COST PLUS INC Common Stock 221485105 956 33,330 Defined 1, 2 33,330
COSTCO COMPANIES INC Common Stock 22160K105 16,765 508,028 Defined 1, 2 508,028
COSTAR GROUP Common Stock 22160N109 138 5,500 Defined 1, 2 5,500
COTT CORP QUE Common Stock 22163N106 209 34,900 Defined 1, 2 34,900
COULTER PHARMACEUTICAL INC Common Stock 222116105 176 8,600 Defined 1, 2 8,600
COUNTRYWIDE CREDIT IND INC Common Stock 222372104 3,926 129,508 Defined 1, 2 129,508
COUSINS PROPERTIES INC REIT 222795106 1,182 30,700 Defined 1, 2 30,700
COVAD COMMUNICATIONS GROUP Common Stock 222814204 687 42,625 Defined 1, 2 42,625
COVANCE INC Common Stock 222816100 682 77,386 Defined 1, 2 77,386
COVENANT TRANSPRT INC -CL A Common Stock 22284P105 42 5,300 Defined 1, 2 5,300
COVENTRY HEALTH CARE Common Stock 222862104 1,368 102,626 Defined 1, 2 102,626
COX COMMUNICATIONS -CL A Common Stock 224044107 11,680 256,356 Defined 1, 2 256,356
COX RADIO INC -CL A Common Stock 224051102 494 17,650 Defined 1, 2 17,650
CRANE CO Common Stock 224399105 1,696 69,749 Defined 1, 2 69,749
CRAWFORD & CO Common Stock 224633107 245 22,250 Defined 1, 2 22,250
CREATIVE BIOMOLECULES INC Common Stock 225270107 237 16,900 Defined 1, 2 16,900
CREDENCE SYSTEMS CORP Common Stock 225302108 1,198 21,700 Defined 1, 2 21,700
CREDIT ACCEP CORP MICH Common Stock 225310101 113 20,400 Defined 1, 2 20,400
CREDIT SUISSE GROUP SPON ADR ADR 225401108 31,423 629,850 Defined 1, 2 629,850
CREE RESEARCH INC Common Stock 225447101 1,936 14,500 Defined 1, 2 14,500
CREO PRODUCTS INC. Common Stock 225606102 73 3,200 Defined 1, 2 3,200
CRESCENDO PHARM CORP -CL A Common Stock 225637107 0 10 Defined 1, 2 10
CRESCENT R E EQUITIES INC REIT 225756105 2,333 113,800 Defined 1, 2 113,800
CRISTALERIAS DE CHILE -ADR ADR 226714103 218 13,200 Defined 1, 2 13,200
CRITICAL PATH INC Common Stock 22674V100 1,487 25,500 Defined 1, 2 25,500
CROMPTON CORP Common Stock 227116100 1,767 144,278 Defined 1, 2 144,278
CROSS (A.T.) & CO -CL A Common Stock 227478104 137 27,670 Defined 1, 2 27,670
CROSS TIMBERS OIL CO Common Stock 227573102 1,657 74,880 Defined 1, 2 74,880
CROSSMANN COMMUNITIES INC Common Stock 22764E109 83 5,000 Defined 1, 2 5,000
CROSSROADS SYS INC Common Stock 22765D100 293 11,600 Defined 1, 2 11,600
CROSSWORLDS SOFTWARE INC Common Stock 22769P109 199 11,000 Defined 1, 2 11,000
CROWN AMER REALTY TRUST REIT 228186102 135 25,100 Defined 1, 2 25,100
CROWN CASTLE INTL CORP Common Stock 228227104 2,347 64,300 Defined 1, 2 64,300
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CROWN CORK & SEAL CO INC Common Stock 228255105 2,210 147,335 Defined 1, 2 147,335
CROWN MEDIA HOLDINGS - CL A Common Stock 228411104 424 27,700 Defined 1, 2 27,700
CUBIC CORP Common Stock 229669106 72 3,850 Defined 1, 2 3,850
CUBIST PHARMACEUTICA Common Stock 229678107 507 10,300 Defined 1, 2 10,300
CULLEN/FROST BANKERS INC Common Stock 229899109 2,239 85,090 Defined 1, 2 85,090
CUMMINS ENGINE Common Stock 231021106 1,291 47,375 Defined 1, 2 47,375
CUMULUS MEDIA INC Common Stock 231082108 103 11,300 Defined 1, 2 11,300
CURATIVE HEALTH SERVICES INC Common Stock 231264102 103 17,010 Defined 1, 2 17,010
CURAGEN CORP Common Stock 23126R101 579 15,200 Defined 1, 2 15,200
CURTISS-WRIGHT CORP Common Stock 231561101 160 4,300 Defined 1, 2 4,300
CUSEEME NETWORKS INC Common Stock 231629106 42 4,600 Defined 1, 2 4,600
CYBERIAN OUTPOST Common Stock 231914102 63 13,000 Defined 1, 2 13,000
CUTTER & BUCK INC Common Stock 232217109 35 4,450 Defined 1, 2 4,450
CYBER-CARE INC Common Stock 23243T105 172 17,300 Defined 1, 2 17,300
CYBERCASH INC Common Stock 232462101 57 12,100 Defined 1, 2 12,100
CYBERGOLD INC Common Stock 23246N105 79 8,500 Defined 1, 2 8,500
CYBERSOURCE CORP Common Stock 23251J106 146 10,600 Defined 1, 2 10,600
CYBERONICS INC Common Stock 23251P102 95 7,900 Defined 1, 2 7,900
CYGNUS INC Common Stock 232560102 631 44,270 Defined 1, 2 44,270
CYLINK CORP Common Stock 232565101 219 13,100 Defined 1, 2 13,100
CYMER INC Common Stock 232572107 597 12,500 Defined 1, 2 12,500
CYPRESS COMMUNICATIONS INC Common Stock 232743104 146 20,200 Defined 1, 2 20,200
CYPRESS SEMICONDUCTOR CORP Common Stock 232806109 6,387 151,170 Defined 1, 2 151,170
CYRK INC Common Stock 232817106 128 25,640 Defined 1, 2 25,640
CYSIVE INC Common Stock 23281T108 244 10,200 Defined 1, 2 10,200
CYTEC INDUSTRIES INC Common Stock 232820100 1,300 52,666 Defined 1, 2 52,666
CYTOGEN CORP Common Stock 232824102 314 31,000 Defined 1, 2 31,000
CYTRX CORP Common Stock 232828301 0 175 Defined 1, 2 175
CYCLE & CARRIAGE ADR 232903302 296 63,000 Defined 1, 2 63,000
CYTYC CORP Common Stock 232946103 849 15,900 Defined 1, 2 15,900
DBS LAND ticker DBSLY ADR 23304Q107 122 47,000 Defined 1, 2 47,000
DEV. BANK OF SINGAPORE ADR 23304Y100 6,763 131,686 Defined 1, 2 131,686
DDI CORP Common Stock 233162106 490 17,200 Defined 1, 2 17,200
DPL INC Common Stock 233293109 3,688 168,133 Defined 1, 2 168,133
DQE INC Common Stock 23329J104 3,417 86,500 Defined 1, 2 86,500
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D R HORTON INC Common Stock 23331A109 1,362 100,420 Defined 1, 2 100,420
DST SYSTEMS INC Common Stock 233326107 6,090 80,000 Defined 1, 2 80,000
DSP GROUP INC Common Stock 23332B106 616 11,000 Defined 1, 2 11,000
D S M ADR 23332H202 1,879 233,400 Defined 1, 2 233,400
DTE ENERGY CO Common Stock 233331107 4,965 162,463 Defined 1, 2 162,463
DVI INC Common Stock 233343102 98 6,100 Defined 1, 2 6,100
DAIEI INC -ADR ADR 233798206 1,513 216,150 Defined 1, 2 216,150
DAIN RAUSCHER CORP Common Stock 233856103 1,368 20,730 Defined 1, 2 20,730
DAIRY FARM INTERNATIONAL ADR 233859305 330 109,890 Defined 1, 2 109,890
DAISYTEK INTL CORP Common Stock 234053106 73 7,700 Defined 1, 2 7,700
DAL-TILE INTERNATIONAL INC Common Stock 23426R108 200 24,200 Defined 1, 2 24,200
DALEEN TECHNOLOGIES Common Stock 23437N104 130 8,400 Defined 1, 2 8,400
DALLAS SEMICONDUCTOR CORP Common Stock 235204104 3,982 97,720 Defined 1, 2 97,720
DAMARK INTL INC -CL A Common Stock 235691102 200 9,290 Defined 1, 2 9,290
DANA CORP Common Stock 235811106 3,685 173,915 Defined 1, 2 173,915
DANAHER CORP Common Stock 235851102 8,025 162,335 Defined 1, 2 162,335
DANKA BUSINESS SYS PLC -ADR ADR 236277109 129 33,200 Defined 1, 2 33,200
DARDEN RESTAURANTS INC Common Stock 237194105 2,319 142,737 Defined 1, 2 142,737
DASSAULT SYSTEMS S.A. ADR 237545108 6,223 66,200 Defined 1, 2 66,200
DATA BROADCASTING CORP Common Stock 237596101 97 15,300 Defined 1, 2 15,300
DATA RETURN CORP Common Stock 23785M104 450 15,500 Defined 1, 2 15,500
DATASCOPE CORP Common Stock 238113104 930 25,820 Defined 1, 2 25,820
DATASTREAM SYSTEMS INC Common Stock 238124101 108 8,600 Defined 1, 2 8,600
DATATEC SYSTEMS INC Common Stock 238128102 81 14,400 Defined 1, 2 14,400
DAVE & BUSTERS INC Common Stock 23833N104 35 5,610 Defined 1, 2 5,610
DAVIDS BRIDAL Common Stock 238576102 99 8,600 Defined 1, 2 8,600
DAVOX CORP Common Stock 239208101 285 22,000 Defined 1, 2 22,000
DEAN FOODS CO Common Stock 242361103 1,449 45,724 Defined 1, 2 45,724
DEB SHOPS INC Common Stock 242728103 71 5,700 Defined 1, 2 5,700
DECOMA INTL INC -CL A Common Stock 24359C100 183 24,200 Defined 1, 2 24,200
DEERE & CO Common Stock 244199105 9,871 266,777 Defined 1, 2 266,777
DEL MONTE COMPANY Common Stock 24522P103 157 23,000 Defined 1, 2 23,000
DE RIGO SPONSORED ADR ADR 245334107 176 27,100 Defined 1, 2 27,100
DELCO REMY INTL INC -CL A Common Stock 246626105 67 8,100 Defined 1, 2 8,100
DELHAIZE AMERICA INC -CL A Common Stock 246688105 1,229 69,499 Defined 1, 2 69,499
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
DELL COMPUTER CORP Common Stock 247025109 145,144 2,943,359 Defined 1, 2 2,943,359
DELPHI AUTOMOTIVE SYSTEMS CORP Common Stock 247126105 9,353 642,273 Defined 1, 2 642,273
DELPHI FINANCIAL GRP -CL A Common Stock 247131105 1,108 32,651 Defined 1, 2 32,651
DELTA & PINE LAND CO Common Stock 247357106 1,561 62,289 Defined 1, 2 62,289
DELTA AIR LINES INC Common Stock 247361108 7,126 140,942 Defined 1, 2 140,942
DELTA GALIL INDUSTRIAL LTD ADR 247637101 30 1,400 Defined 1, 2 1,400
DELTATHREE.COM INC Common Stock 24783N102 52 3,600 Defined 1, 2 3,600
DELTIC TIMBER CORP Common Stock 247850100 428 20,000 Defined 1, 2 20,000
DELTEK SYSTEMS INC Common Stock 24785A108 45 7,600 Defined 1, 2 7,600
DELUXE CORP Common Stock 248019101 1,963 83,314 Defined 1, 2 83,314
DENDRITE INTERNATIONAL INC Common Stock 248239105 2,324 69,760 Defined 1, 2 69,760
DENTSPLY INTERNATL INC Common Stock 249030107 2,247 72,914 Defined 1, 2 72,914
DEPARTMENT 56 INC -SER A Common Stock 249509100 259 23,500 Defined 1, 2 23,500
DESC S A DE C V -SPON ADR ADR 250309101 568 44,121 Defined 1, 2 44,121
DETROIT DIESEL CORP Common Stock 250837101 153 10,400 Defined 1, 2 10,400
DEUTSCHE BANK A G SPONSORED
ADR ADR 251525309 24,043 290,300 Defined 1, 2 290,300
DEUTSCHE LUFTHANSA AG Common Stock 251561304 1,174 50,000 Defined 1, 2 50,000
DEUTSCHE TELECOM ADR 251566105 97,564 1,719,183 Defined 1, 2 1,719,183
DEVELOPERS DIVERSIFIED RLTY REIT 251591103 910 60,900 Defined 1, 2 60,900
DEVON ENERGY CORPORATION Common Stock 25179M103 6,166 109,740 Defined 1, 2 109,740
DEVRY INC Common Stock 251893103 2,348 88,800 Defined 1, 2 88,800
DEXTER CORP Common Stock 252165105 1,398 29,129 Defined 1, 2 29,129
DIAGEO P L C SPNSRD ADR NEW ADR 25243Q205 17,690 497,439 Defined 1, 2 497,439
DIAGNOSTIC PRODUCTS CORP Common Stock 252450101 754 23,572 Defined 1, 2 23,572
DIAL CORPORATION Common Stock 25247D101 1,257 121,137 Defined 1, 2 121,137
DIAMETRICS MEDICAL INC Common Stock 252532106 64 11,300 Defined 1, 2 11,300
DIAMOND OFFSHRE DRILLING INC Common Stock 25271C102 2,115 60,200 Defined 1, 2 60,200
DIAMOND TECH PRTNRS -CL A Common Stock 252762109 801 9,100 Defined 1, 2 9,100
DIEBOLD INC Common Stock 253651103 2,515 90,212 Defined 1, 2 90,212
DIGENE CORP Common Stock 253752109 281 6,950 Defined 1, 2 6,950
DIGEX, INC. Common Stock 253756100 720 10,600 Defined 1, 2 10,600
DIGI INTERNATIONAL INC Common Stock 253798102 159 24,410 Defined 1, 2 24,410
DIGITAL COURIER TECH INC Common Stock 253838106 100 15,700 Defined 1, 2 15,700
DIGITAL LIGHTWAVE INC Common Stock 253855100 1,197 11,900 Defined 1, 2 11,900
DIGITAL MICROWAVE CORP Common Stock 253859102 4,738 124,270 Defined 1, 2 124,270
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<PAGE> 35
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DIGITAL IMPACT INC Common Stock 25385G106 151 10,700 Defined 1, 2 10,700
DIGITAL ISLAND Common Stock 25385N101 1,415 29,100 Defined 1, 2 29,100
DIGITAL INSIGHT CORP Common Stock 25385P106 343 10,083 Defined 1, 2 10,083
DIGITAL RIVER INC Common Stock 25388B104 70 9,100 Defined 1, 2 9,100
DIGITAS INC Common Stock 25388K104 409 25,100 Defined 1, 2 25,100
DIGITALTHINK INC Common Stock 25388M100 506 14,100 Defined 1, 2 14,100
DIME COMMUNITY BANCSHARES Common Stock 253922108 91 5,600 Defined 1, 2 5,600
DILLARDS INC -CL A Common Stock 254067101 1,321 107,865 Defined 1, 2 107,865
DIME BANCORP INC Common Stock 25429Q102 2,228 141,487 Defined 1, 2 141,487
DIMON INC Common Stock 254394109 154 72,290 Defined 1, 2 72,290
DIONEX CORP Common Stock 254546104 1,057 39,510 Defined 1, 2 39,510
DISCOUNT AUTO PARTS INC Common Stock 254642101 271 27,070 Defined 1, 2 27,070
DISNEY (WALT) COMPANY Common Stock 254687106 91,600 2,360,069 Defined 1, 2 2,360,069
DISTRIBUCION Y SERVICIO ADR 254753106 836 48,100 Defined 1, 2 48,100
DIRECT FOCUS INC Common Stock 254931108 216 4,400 Defined 1, 2 4,400
DITECH COMMUNICATIONS CORP Common Stock 25500M103 1,173 12,400 Defined 1, 2 12,400
DIVERSA CORP Common Stock 255064107 106 3,200 Defined 1, 2 3,200
DIXIE GROUP INC Common Stock 255519100 73 18,770 Defined 1, 2 18,770
DIXONS GROUP PLC -ADR ADR 255875205 4,113 338,538 Defined 1, 2 338,538
DOBSON COMMUNICATIONS
CORP - A Common Stock 256069105 235 12,200 Defined 1, 2 12,200
DOCUMENTUM INC Common Stock 256159104 635 7,100 Defined 1, 2 7,100
DOLE FOOD CO INC Common Stock 256605106 988 70,593 Defined 1, 2 70,593
DOLLAR GENERAL Common Stock 256669102 7,300 374,373 Defined 1, 2 374,373
DOLLAR THRIFTY AUTOMOTIVE GP Common Stock 256743105 195 10,600 Defined 1, 2 10,600
DOLLAR TREE STORES INC Common Stock 256747106 5,147 130,109 Defined 1, 2 130,109
DOMINION RESOURCES INC Common Stock 25746U109 11,653 271,782 Defined 1, 2 271,782
DOMTAR INC Common Stock 257561100 814 87,433 Defined 1, 2 87,433
DONALDSON CO INC Common Stock 257651109 1,156 58,538 Defined 1, 2 58,538
DONALDSN LUFKIN & JENRETTE Common Stock 257661108 2,372 55,900 Defined 1, 2 55,900
DONNA KARAN INTL INC Common Stock 257826107 61 9,600 Defined 1, 2 9,600
DONNELLEY (R R) & SONS CO Common Stock 257867101 3,150 139,610 Defined 1, 2 139,610
DORAL FINANCIAL CORP Common Stock 25811P100 204 17,800 Defined 1, 2 17,800
DOREL INDUSTRIES Common Stock 25822C205 286 12,800 Defined 1, 2 12,800
DOT HILL SYSTEMS CORP Common Stock 25848T109 116 10,500 Defined 1, 2 10,500
DOUBLECLICK INC Common Stock 258609304 2,567 67,328 Defined 1, 2 67,328
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<PAGE> 36
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
DOVER CORP Common Stock 260003108 9,458 233,175 Defined 1, 2 233,175
DOVER DOWNS ENTERTAINMENT Common Stock 260086103 221 15,800 Defined 1, 2 15,800
DOW CHEMICAL Common Stock 260543103 23,149 766,851 Defined 1, 2 766,851
DOW JONES & CO INC Common Stock 260561105 7,399 101,005 Defined 1, 2 101,005
DOWNEY FINANCIAL CORP Common Stock 261018105 1,324 45,659 Defined 1, 2 45,659
DRESDNER BANK AG -ADR ADR 261561302 13,444 323,150 Defined 1, 2 323,150
DRESS BARN INC Common Stock 261570105 691 31,210 Defined 1, 2 31,210
DREYER'S GRAND ICE CREAM INC Common Stock 261878102 750 35,708 Defined 1, 2 35,708
DRIL-QUIP INC Common Stock 262037104 1,309 28,000 Defined 1, 2 28,000
DRKOOP.COM INC Common Stock 262098106 25 13,300 Defined 1, 2 13,300
DRUGSTORE.COM, INC. Common Stock 262241102 173 22,950 Defined 1, 2 22,950
DSET CORP Common Stock 262504103 137 4,500 Defined 1, 2 4,500
DSL.NET INC Common Stock 262506108 265 25,700 Defined 1, 2 25,700
DU PONT (E I) DE NEMOURS Common Stock 263534109 52,273 1,194,820 Defined 1, 2 1,194,820
DUANE READE INC Common Stock 263578106 191 7,400 Defined 1, 2 7,400
DUCATI MOTOR SPA ADR 264066101 33 1,300 Defined 1, 2 1,300
DUKE ENERGY CORP Common Stock 264399106 23,389 414,877 Defined 1, 2 414,877
DUKE REALTY INVESTMENTS INC REIT 264411505 2,681 119,800 Defined 1, 2 119,800
DUN & BRADSTREET CORP Common Stock 26483B106 5,288 184,725 Defined 1, 2 184,725
DURA AUTOMOTIVE SYS -CL B Common Stock 265903104 68 6,314 Defined 1, 2 6,314
DUPONT PHOTOMASKS INC Common Stock 26613X101 473 6,900 Defined 1, 2 6,900
DURA PHARMACEUTICALS INC Common Stock 26632S109 1,184 82,380 Defined 1, 2 82,380
DURAMED PHARMACEUTICALS INC Common Stock 266354109 7 1,300 Defined 1, 2 1,300
DYCOM INDUSTRIES INC Common Stock 267475101 2,908 63,220 Defined 1, 2 63,220
DYNEGY INC CLASS A Common Stock 26816Q101 13,180 192,942 Defined 1, 2 192,942
ECI TELECOMMUNICATIONS LTD ADR 268258100 1,699 47,521 Defined 1, 2 47,521
ECHAPMAN.COM INC Common Stock 26830Q103 114 16,000 Defined 1, 2 16,000
ELECTRICIDADE DE PORTUGAL ADR 268353109 6,292 181,400 Defined 1, 2 181,400
EEX CORP Common Stock 26842V207 110 18,848 Defined 1, 2 18,848
EGL INC Common Stock 268484102 1,430 46,500 Defined 1, 2 46,500
E-LOAN INC Common Stock 26861P107 87 18,400 Defined 1, 2 18,400
EMC CORP/MA Common Stock 268648102 189,958 2,468,988 Defined 1, 2 2,468,988
EMI GROUP SPONSORED ADR ADR 268694205 4,502 242,585 Defined 1, 2 242,585
ENSCO INTERNATIONAL INC Common Stock 26874Q100 6,282 175,414 Defined 1, 2 175,414
ENI S.P.A. ADR ADR 26874R108 28,052 482,100 Defined 1, 2 482,100
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<PAGE> 37
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
EOG RESOURCES INC Common Stock 26875P101 1,752 52,300 Defined 1, 2 52,300
E.ON AG ADR ADR 268780103 14,743 295,600 Defined 1, 2 295,600
EPIX MEDICAL INC Common Stock 26881Q101 77 5,200 Defined 1, 2 5,200
E.PIPHANY INC Common Stock 26881V100 1,308 12,200 Defined 1, 2 12,200
ESAT TELECOM GROUP ADR 26883Y102 261 2,600 Defined 1, 2 2,600
ESCO TECHNOLOGIES INC Common Stock 269030102 90 5,300 Defined 1, 2 5,300
ESS TECHNOLOGY INC Common Stock 269151106 1,064 73,400 Defined 1, 2 73,400
E SPIRE COMMUNICATIONS INC Common Stock 269153102 152 22,500 Defined 1, 2 22,500
E-STAMP CORP Common Stock 269154100 32 17,300 Defined 1, 2 17,300
ETEK DYNAMICS Common Stock 269240107 7,862 29,800 Defined 1, 2 29,800
E'TOWN CORP Common Stock 269242103 246 3,700 Defined 1, 2 3,700
E TRADE GROUP INC Common Stock 269246104 6,113 370,476 Defined 1, 2 370,476
E V N ADR 269265104 771 103,100 Defined 1, 2 103,100
EARTHGRAINS CO Common Stock 270319106 1,339 68,892 Defined 1, 2 68,892
EARTHLINK INC Common Stock 270321102 804 52,072 Defined 1, 2 52,072
EARTHSHELL CORP Common Stock 27032B100 135 44,400 Defined 1, 2 44,400
EARTHWEB INC Common Stock 27032C108 60 4,300 Defined 1, 2 4,300
EAST WEST BANCORP INC Common Stock 27579R104 141 9,800 Defined 1, 2 9,800
EASTERN ENTERPRISES Common Stock 27637F100 1,956 31,048 Defined 1, 2 31,048
EASTGROUP PROPERTIES REIT 277276101 318 15,100 Defined 1, 2 15,100
EASTMAN CHEMICAL CO Common Stock 277432100 4,163 87,180 Defined 1, 2 87,180
EASTMAN KODAK CO Common Stock 277461109 21,128 355,088 Defined 1, 2 355,088
EATON CORP Common Stock 278058102 5,572 83,169 Defined 1, 2 83,169
EATON VANCE CORP Common Stock 278265103 2,675 57,840 Defined 1, 2 57,840
EBAY INC Common Stock 278642103 7,902 145,500 Defined 1, 2 145,500
EBENX INC Common Stock 278668108 136 6,400 Defined 1, 2 6,400
ECHELON CORP Common Stock 27874N105 863 14,900 Defined 1, 2 14,900
ECHO BAY MINES LTD Common Stock 278751102 66 62,400 Defined 1, 2 62,400
ECHOSTAR COMMUN CORP -CL A Common Stock 278762109 3,394 102,500 Defined 1, 2 102,500
ECLIPSE SURGICAL TECH INC Common Stock 278849104 57 13,000 Defined 1, 2 13,000
ECLIPSYS CORP Common Stock 278856109 142 18,927 Defined 1, 2 18,927
ECOLAB INC Common Stock 278865100 5,811 148,765 Defined 1, 2 148,765
EDGEWATER TECH INC Common Stock 280358102 279 47,980 Defined 1, 2 47,980
EDISON INTERNATIONAL Common Stock 281020107 7,754 378,224 Defined 1, 2 378,224
EDISON SCHOOLS INC Common Stock 281033100 399 17,200 Defined 1, 2 17,200
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
EDUCATION MANAGEMENT CORP Common Stock 28139T101 228 12,600 Defined 1, 2 12,600
EDWARDS J D & CO Common Stock 281667105 735 48,800 Defined 1, 2 48,800
EDWARDS (A G) INC Common Stock 281760108 4,404 112,930 Defined 1, 2 112,930
EDWARDS LIFESCIENCE CORP Common Stock 28176E108 1,361 73,557 Defined 1, 2 73,557
EFFICIENT NETWORKS INC Common Stock 282056100 1,567 21,300 Defined 1, 2 21,300
EGAIN COMMUNICATIONS CORP Common Stock 28225C103 153 12,600 Defined 1, 2 12,600
EGANA INTERNATIONAL HOLDINGS
SPON ADR ADR 28225R209 7 778 Defined 1, 2 778
EGGHEAD.COM INC Common Stock 282329101 60 20,496 Defined 1, 2 20,496
EGREETINGS NETWORK INC Common Stock 282343102 21 15,200 Defined 1, 2 15,200
EIDOS PLC ADR ADR 282485101 387 52,500 Defined 1, 2 52,500
EISAI CO SPONSORED ADR ADR 282579309 5,609 174,550 Defined 1, 2 174,550
EIRCOM PLC ADR 28257P105 551 51,300 Defined 1, 2 51,300
8X8 INC Common Stock 282912104 100 8,300 Defined 1, 2 8,300
EL PASO ELECTRIC CO Common Stock 283677854 288 25,700 Defined 1, 2 25,700
EL PASO ENERGY CORP/DE Common Stock 283905107 13,297 261,037 Defined 1, 2 261,037
ELAN CORP PLC -ADR ADR 284131208 7,711 159,188 Defined 1, 2 159,188
ELANTEC SEMICONDUCTOR INC Common Stock 284155108 588 8,450 Defined 1, 2 8,450
ELCOM INTERNATIONAL INC Common Stock 284434107 85 12,400 Defined 1, 2 12,400
ELCOR CORP Common Stock 284443108 733 31,890 Defined 1, 2 31,890
ELECTRO RENT CORP Common Stock 285218103 132 10,800 Defined 1, 2 10,800
ELECTRO SCIENTIFIC INDS INC Common Stock 285229100 1,907 43,300 Defined 1, 2 43,300
ELECTROGLAS INC Common Stock 285324109 722 33,600 Defined 1, 2 33,600
ELECTRONIC ARTS INC Common Stock 285512109 5,945 81,513 Defined 1, 2 81,513
ELECTRONIC DATA SYSTEMS CORP Common Stock 285661104 21,890 530,671 Defined 1, 2 530,671
ELECTRONICS BOUTIQUE HLDG CP Common Stock 286045109 159 9,700 Defined 1, 2 9,700
ELECTRONICS FOR IMAGING INC Common Stock 286082102 764 30,200 Defined 1, 2 30,200
ELOQUENT INC Common Stock 290140102 60 6,700 Defined 1, 2 6,700
ELOT INC Common Stock 290143106 52 27,600 Defined 1, 2 27,600
ELOYALTY CORP Common Stock 290151109 1,017 79,740 Defined 1, 2 79,740
ELRON ELECTRONIC INDS -ORD Common Stock 290160100 460 12,500 Defined 1, 2 12,500
ELSEVIER N V -SPON ADR ADR 290259100 5,002 202,600 Defined 1, 2 202,600
ELTRAX SYSTEMS INC Common Stock 290375104 62 10,500 Defined 1, 2 10,500
EMAIL LIMITED ADR 290769207 326 88,700 Defined 1, 2 88,700
EMACHINES INC Common Stock 29076P102 173 64,300 Defined 1, 2 64,300
EMBARCADERO TECHNOLOGIES INC Common Stock 290787100 329 11,200 Defined 1, 2 11,200
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
EMBRATEL ADR 29081N100 3,019 127,800 Defined 1, 2 127,800
EMBOTELLADORA ANDINA -ADR ADR 29081P204 462 39,300 Defined 1, 2 39,300
EMBOTELLADORA ANDINA SA SER
B A ADR 29081P303 317 33,200 Defined 1, 2 33,200
EMCORE CORP Common Stock 290846104 816 6,800 Defined 1, 2 6,800
EMCOR GROUP INC Common Stock 29084Q100 104 4,500 Defined 1, 2 4,500
EMERGE INTERACTIVE INC - CL A Common Stock 29088W103 208 11,600 Defined 1, 2 11,600
EMERSON ELECTRIC CO Common Stock 291011104 29,489 488,438 Defined 1, 2 488,438
EMISPHERE TECHNOLOGIES INC Common Stock 291345106 328 7,700 Defined 1, 2 7,700
EMMIS COMMUNICTNS CP -CL A Common Stock 291525103 745 18,000 Defined 1, 2 18,000
EMPIRE DISTRICT ELECTRIC CO Common Stock 291641108 170 7,700 Defined 1, 2 7,700
EMPRESAS ICA SOC CTL -ADR ADR 292448107 105 62,000 Defined 1, 2 62,000
EMPRESA NACIONAL DE ELCTRCID S ADR 29244T101 1,742 157,500 Defined 1, 2 157,500
EMULEX CORP Common Stock 292475209 1,031 15,700 Defined 1, 2 15,700
EMUSIC COM INC Common Stock 292476108 39 16,300 Defined 1, 2 16,300
EN POINTE TECHNOLOGIES INC Common Stock 29247F108 25 2,800 Defined 1, 2 2,800
ENCAL ENERGY LTD Common Stock 29250D107 393 61,700 Defined 1, 2 61,700
ENBRIDGE INC Common Stock 29250N105 1,572 77,400 Defined 1, 2 77,400
ENCOMPASS SERVICES CORP Common Stock 29255U104 179 31,200 Defined 1, 2 31,200
ENCORE WIRE CORP Common Stock 292562105 35 6,600 Defined 1, 2 6,600
ENDESA SPONSORED ADR ADR 29258N107 11,088 568,600 Defined 1, 2 568,600
ENDOSONICS CORP Common Stock 29264K105 8 1,500 Defined 1, 2 1,500
ENERGY CONVERSION DEV Common Stock 292659109 145 5,700 Defined 1, 2 5,700
ENERGEN CORP Common Stock 29265N108 1,060 48,600 Defined 1, 2 48,600
ENEL SPA ADR 29265W108 5,846 131,000 Defined 1, 2 131,000
ENERGIS PLC ADR 29266H100 1,023 5,500 Defined 1, 2 5,500
ENERGY EAST CORP Common Stock 29266M109 3,001 157,424 Defined 1, 2 157,424
ENERGIZER HOLDINGS INC Common Stock 29266R108 2,322 127,207 Defined 1, 2 127,207
ENERSIS -SPON ADR ADR 29274F104 1,047 52,498 Defined 1, 2 52,498
ENGAGE TECHNOLOGIES INC Common Stock 292827102 321 24,800 Defined 1, 2 24,800
ENGELHARD CORP Common Stock 292845104 2,486 145,700 Defined 1, 2 145,700
ENESCO GROUP INC Common Stock 292973104 104 21,970 Defined 1, 2 21,970
ENHANCE FINANCIAL SVCS GRP Common Stock 293310108 889 61,830 Defined 1, 2 61,830
ENNIS BUSINESS FORMS Common Stock 293389102 58 7,300 Defined 1, 2 7,300
ENRON CORP Common Stock 293561106 53,591 830,866 Defined 1, 2 830,866
ENTERCOM Common Stock 293639100 712 14,600 Defined 1, 2 14,600
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ENTERGY CORP Common Stock 29364G103 7,131 262,289 Defined 1, 2 262,289
ENTERPRISE OIL PLC -ADR ADR 293779302 2,434 98,336 Defined 1, 2 98,336
ENTERPRISE PRODS PAR Common Stock 293792107 450 20,000 Defined 1, 2 20,000
ENTERTAINMENT PROPERTIES TR REIT 29380T105 193 14,000 Defined 1, 2 14,000
ENTREMED INC Common Stock 29382F103 228 7,600 Defined 1, 2 7,600
ENTRADE INC Common Stock 29382L100 44 6,200 Defined 1, 2 6,200
ENTRUST TECHNOLOGIES INC Common Stock 293848107 1,920 23,200 Defined 1, 2 23,200
ENZON INC Common Stock 293904108 748 17,600 Defined 1, 2 17,600
ENZO BIOCHEM INC Common Stock 294100102 3,041 44,069 Defined 1, 2 44,069
ENVISION DEVELOPMENT CORP Common Stock 29410N102 73 3,300 Defined 1, 2 3,300
EPCOS AG ADR 29410P107 3,319 33,700 Defined 1, 2 33,700
EPLUS INC Common Stock 294268107 90 3,400 Defined 1, 2 3,400
EPICOR SOFTWARE CORP Common Stock 29426l108 181 72,540 Defined 1, 2 72,540
EPRESENCE INC Common Stock 294348107 276 38,000 Defined 1, 2 38,000
EPRISE CORP Common Stock 294352109 166 10,100 Defined 1, 2 10,100
EQUANT N V Common Stock 294409107 3,831 89,100 Defined 1, 2 89,100
EQUIFAX INC Common Stock 294429105 4,230 161,161 Defined 1, 2 161,161
EQUITABLE RESOURCES INC Common Stock 294549100 698 14,475 Defined 1, 2 14,475
EQUITY INNS INC REIT 294703103 225 36,700 Defined 1, 2 36,700
EQUITY OFFICE PROPERTIES TR REIT 294741103 6,829 247,760 Defined 1, 2 247,760
EQUITY ONE INC REIT 294752100 54 5,600 Defined 1, 2 5,600
EQUITY RESIDENTIAL PPTYS TR REIT 29476L107 5,620 122,168 Defined 1, 2 122,168
ERICSSON (L M) TEL -ADR ADR 294821400 90,456 4,522,800 Defined 1, 2 4,522,800
ERIE INDEMNITY CO -CL A Common Stock 29530P102 904 28,700 Defined 1, 2 28,700
ESHARE TECHNOLOGIES INC Common Stock 296428105 66 9,400 Defined 1, 2 9,400
ESPEED INC - CL A Common Stock 296643109 174 4,000 Defined 1, 2 4,000
ESPIRITO SNTO FNL -SPON ADR ADR 29665F200 394 21,900 Defined 1, 2 21,900
ESOFT INC Common Stock 296904105 33 4,700 Defined 1, 2 4,700
ESSEX PROPERTY TRUST REIT 297178105 739 17,600 Defined 1, 2 17,600
ESTERLINE TECHNOLOGIES Common Stock 297425100 418 28,100 Defined 1, 2 28,100
ETHAN ALLEN INTERIORS INC Common Stock 297602104 1,543 64,300 Defined 1, 2 64,300
ETHYL CORP Common Stock 297659104 265 105,988 Defined 1, 2 105,988
ETOYS INC Common Stock 297862104 339 53,500 Defined 1, 2 53,500
EVANS & SUTHERLAND CMP CORP Common Stock 299096107 34 5,300 Defined 1, 2 5,300
EVERGREEN RESOURCES Common Stock 299900308 193 6,500 Defined 1, 2 6,500
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<PAGE> 41
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
EXABYTE CORP Common Stock 300615101 180 39,910 Defined 1, 2 39,910
EXAR CORP Common Stock 300645108 667 7,650 Defined 1, 2 7,650
EXACTIS COM INC Common Stock 30064G104 45 5,200 Defined 1, 2 5,200
EXCALIBUR TECHNOLOGIES Common Stock 300651205 256 6,400 Defined 1, 2 6,400
EXCEL TECHNOLOGY INC Common Stock 30067T103 252 5,000 Defined 1, 2 5,000
EXCELON CORPORATION Common Stock 300691102 101 12,700 Defined 1, 2 12,700
EXCHANGE APPLICATIONS Common Stock 300867108 290 10,900 Defined 1, 2 10,900
EXELIXIS INC Common Stock 30161Q104 627 18,800 Defined 1, 2 18,800
EXTENDED SYSTEMS INC Common Stock 301973103 408 4,250 Defined 1, 2 4,250
EXEL PLC ADR 301980108 1,667 63,800 Defined 1, 2 63,800
EXIDE CORP Common Stock 302051107 76 9,500 Defined 1, 2 9,500
EXODUS COMMUNICATIONS INC Common Stock 302088109 8,862 192,400 Defined 1, 2 192,400
EXPEDIA INC - CL A Common Stock 302125109 253 17,100 Defined 1, 2 17,100
EXPEDITORS INTL WASH INC Common Stock 302130109 3,924 82,620 Defined 1, 2 82,620
EXPRESS SCRIPTS INC -CL A Common Stock 302182100 3,224 51,898 Defined 1, 2 51,898
EXTENDED STAY AMERICA INC Common Stock 30224P101 389 42,028 Defined 1, 2 42,028
EXTENSITY INC Common Stock 302255104 284 8,300 Defined 1, 2 8,300
EXTREME NETWORKS INC Common Stock 30226D106 2,500 23,700 Defined 1, 2 23,700
EXULT INC Common Stock 302284104 42 4,200 Defined 1, 2 4,200
EXXON MOBIL CORP Common Stock 30231G102 310,506 3,955,488 Defined 1, 2 3,955,488
F & M BANCORP/MD Common Stock 302367107 93 4,719 Defined 1, 2 4,719
F & M NATL CORP Common Stock 302374103 213 10,152 Defined 1, 2 10,152
FBL FINL GROUP INC -CL A Common Stock 30239F106 208 13,200 Defined 1, 2 13,200
FEI CO Common Stock 30241L109 369 12,100 Defined 1, 2 12,100
FLIR SYSTEMS INC Common Stock 302445101 42 6,400 Defined 1, 2 6,400
FMC CORP Common Stock 302491303 2,041 35,192 Defined 1, 2 35,192
F N B CORP/PA Common Stock 302520101 194 9,424 Defined 1, 2 9,424
FPIC INSURANCE GROUP INC Common Stock 302563101 66 4,200 Defined 1, 2 4,200
FPL GROUP INC Common Stock 302571104 10,050 203,031 Defined 1, 2 203,031
FSI INTL INC Common Stock 302633102 239 11,000 Defined 1, 2 11,000
FVC.COM INC Common Stock 30266P100 57 7,300 Defined 1, 2 7,300
FYI INC Common Stock 302712104 819 24,300 Defined 1, 2 24,300
FAHNESTOCK VINER HLDG -CL A Common Stock 302921101 135 7,200 Defined 1, 2 7,200
FACTORY 2-U INC Common Stock 303072102 208 5,500 Defined 1, 2 5,500
FACTSET RESEARCH SYSTEMS INC Common Stock 303075105 1,479 52,360 Defined 1, 2 52,360
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FAIR ISAAC & COMPANY INC Common Stock 303250104 1,104 25,080 Defined 1, 2 25,080
FAIRCHILD CORP -CL A Common Stock 303698104 53 10,954 Defined 1, 2 10,954
FAIRCHILD SEMICONDUCTOR
INTL INC Common Stock 303726103 1,187 29,300 Defined 1, 2 29,300
FAIRFIELD COMMUNITIES INC Common Stock 304231301 155 19,700 Defined 1, 2 19,700
FAIRMARKET INC Common Stock 305158107 83 11,700 Defined 1, 2 11,700
FAMILY DOLLAR STORES Common Stock 307000109 4,068 207,957 Defined 1, 2 207,957
FARMER BROS CO Common Stock 307675108 143 818 Defined 1, 2 818
FARM FAMILY HOLDINGS INC Common Stock 307901108 84 2,700 Defined 1, 2 2,700
FARMERS CAPITAL BK CORP Common Stock 309562106 97 3,178 Defined 1, 2 3,178
FATBRAIN COM INC Common Stock 311889109 33 5,000 Defined 1, 2 5,000
FASTENAL CO Common Stock 311900104 2,452 48,427 Defined 1, 2 48,427
F.H. FAULDING & CO. ADR 312020209 398 20,270 Defined 1, 2 20,270
FEDDERS CORP Common Stock 313135105 335 57,710 Defined 1, 2 57,710
FED HOME LOAN MTG CO Common Stock 313400301 31,926 788,294 Defined 1, 2 788,294
FEDERAL-MOGUL CORP Common Stock 313549107 856 89,546 Defined 1, 2 89,546
FANNIE MAE Common Stock 313586109 59,645 1,142,904 Defined 1, 2 1,142,904
FEDERAL REALTY INVS TRUST REIT 313747206 768 38,400 Defined 1, 2 38,400
FEDERAL SIGNAL CORP Common Stock 313855108 955 57,872 Defined 1, 2 57,872
FEDERATED DEPT STORES Common Stock 31410H101 8,192 242,733 Defined 1, 2 242,733
FEDERATED INVESTORS INC Common Stock 314211103 1,294 36,900 Defined 1, 2 36,900
FEDEX CORP Common Stock 31428X106 12,567 330,708 Defined 1, 2 330,708
FELCOR LODGING TR INC REIT 31430F101 1,042 56,300 Defined 1, 2 56,300
FERRO CORP Common Stock 315405100 930 44,283 Defined 1, 2 44,283
F5 NETWORKS INC Common Stock 315616102 507 9,300 Defined 1, 2 9,300
FIAT SPA -ADR ADR 315621888 5,660 218,727 Defined 1, 2 218,727
FIDELITY HOLDINGS INC Common Stock 31617J306 13 10,500 Defined 1, 2 10,500
FIDELITY NATIONAL FINL INC Common Stock 316326107 1,994 108,896 Defined 1, 2 108,896
FIFTH THIRD BANCORP Common Stock 316773100 22,309 352,708 Defined 1, 2 352,708
FILA HLDGS S P A -SPON ADR ADR 316850106 170 16,100 Defined 1, 2 16,100
FILENET CORP Common Stock 316869106 1,022 55,600 Defined 1, 2 55,600
FINANCIAL FEDERAL CORP Common Stock 317492106 116 6,650 Defined 1, 2 6,650
FINANCIAL SEC ASSURANCE HLDG Common Stock 31769P100 1,061 13,977 Defined 1, 2 13,977
FINISAR CORPORATION Common Stock 31787A101 1,857 70,900 Defined 1, 2 70,900
FINET.COM INC Common Stock 317922300 28 41,200 Defined 1, 2 41,200
FINISH LINE INC -CL A Common Stock 317923100 67 8,200 Defined 1, 2 8,200
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<PAGE> 43
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FINOVA GROUP INC Common Stock 317928109 1,011 77,737 Defined 1, 2 77,737
FIREPOND INC Common Stock 318224102 515 14,300 Defined 1, 2 14,300
FIRST AMER FINL CP CA Common Stock 318522307 1,473 102,926 Defined 1, 2 102,926
FIRST BANCORP P R Common Stock 318672102 816 43,970 Defined 1, 2 43,970
FIRST BUSEY CORP Common Stock 319383105 97 5,900 Defined 1, 2 5,900
FIRST CHARTER CORP Common Stock 319439105 121 7,675 Defined 1, 2 7,675
FIRST CITIZENS BANCSH -CL A Common Stock 31946M103 292 4,900 Defined 1, 2 4,900
FIRST COMMONWLTH FINL CP/PA Common Stock 319829107 233 25,700 Defined 1, 2 25,700
FIRST CONSULTING GROUP INC Common Stock 31986R103 73 13,094 Defined 1, 2 13,094
FIRST FED CAP CORP Common Stock 319960100 89 8,000 Defined 1, 2 8,000
FIRST DATA CORP Common Stock 319963104 23,503 473,604 Defined 1, 2 473,604
FIRST ESSEX BANCORP Common Stock 320103104 53 3,300 Defined 1, 2 3,300
FIRST FINL BANCORP INC/OH Common Stock 320209109 408 20,715 Defined 1, 2 20,715
FIRST FINL BANCSHARES INC Common Stock 32020R109 119 4,340 Defined 1, 2 4,340
FST FINL CORP IND Common Stock 320218100 94 3,075 Defined 1, 2 3,075
FIRST FINANCIAL HOLDINGS INC Common Stock 320239106 78 5,700 Defined 1, 2 5,700
FIRST INDL REALTY TRUST INC REIT 32054K103 1,074 36,400 Defined 1, 2 36,400
FIRST INDIANA CORP Common Stock 32054R108 108 5,450 Defined 1, 2 5,450
FIRST MERCHANTS CORP Common Stock 320817109 101 4,750 Defined 1, 2 4,750
FIRST MIDWEST BANCORP INC Common Stock 320867104 1,553 66,780 Defined 1, 2 66,780
FIRST HEALTH GROUP CORP Common Stock 320960107 2,151 65,550 Defined 1, 2 65,550
FIRST NIAGARA FINANCIAL GROUP Common Stock 33582U100 110 11,700 Defined 1, 2 11,700
FIRST PACIFIC ADR 335889200 492 289,700 Defined 1, 2 289,700
FIRST REPUBLIC BANK Common Stock 336158100 82 4,100 Defined 1, 2 4,100
FIRST SECURITY CORP/DE Common Stock 336294103 3,392 250,087 Defined 1, 2 250,087
FIRST SENTINEL BANCORP INC Common Stock 33640T103 144 17,500 Defined 1, 2 17,500
1ST SOURCE CORP Common Stock 336901103 133 8,458 Defined 1, 2 8,458
FIRST TENNESSEE NATL CORP Common Stock 337162101 2,728 164,725 Defined 1, 2 164,725
FIRST UNION CORP (N C) Common Stock 337358105 27,643 1,114,091 Defined 1, 2 1,114,091
FIRST UNION RE EQ & MTG INV REIT 337400105 91 31,100 Defined 1, 2 31,100
FIRST UTD BANCSHARES INC/AK Common Stock 33741E104 169 11,100 Defined 1, 2 11,100
FIRST VIRGINIA BANKS INC Common Stock 337477103 2,115 60,744 Defined 1, 2 60,744
FIRST WASHINGTON RLTY TR INC REIT 337489504 212 9,600 Defined 1, 2 9,600
FIRST WASHINGTON BANCORP Common Stock 33748T104 68 4,890 Defined 1, 2 4,890
FIRSTCOM CORP Common Stock 33763T104 193 12,800 Defined 1, 2 12,800
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<PAGE> 44
<TABLE>
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FIRSTAR CORP Common Stock 33763V109 23,253 1,103,985 Defined 1, 2 1,103,985
FISERV INC Common Stock 337738108 6,783 156,838 Defined 1, 2 156,838
FIRSTFED FINANCIAL CORP/CA Common Stock 337907109 114 8,100 Defined 1, 2 8,100
FIRSTMERIT CORP Common Stock 337915102 2,405 112,501 Defined 1, 2 112,501
FLAGSTAR BANCORP INC Common Stock 337930101 48 5,900 Defined 1, 2 5,900
FIRSTENERGY CORP Common Stock 337932107 6,166 263,793 Defined 1, 2 263,793
FISHER SCIENTIFIC INTL INC Common Stock 338032204 438 17,700 Defined 1, 2 17,700
FLEETBOSTON FINANCIAL CORP Common Stock 339030108 34,489 1,014,372 Defined 1, 2 1,014,372
FLEETWOOD ENTERPRISES Common Stock 339099103 757 53,100 Defined 1, 2 53,100
FLEMING COMPANIES INC Common Stock 339130106 830 63,560 Defined 1, 2 63,560
FLETCHER CHALLENGE BLDG ADR ADR 339317109 217 20,650 Defined 1, 2 20,650
FLETCHER CHALLENGE ENERGY ADR ADR 339318107 654 20,750 Defined 1, 2 20,750
FLETCHER CHALLENGE -ADR FST ADR 339324402 178 50,064 Defined 1, 2 50,064
FLETCHER CHALLENGE PAPER ADR 339325102 446 39,400 Defined 1, 2 39,400
FLIGHTSERV COM Common Stock 339428104 11 13,800 Defined 1, 2 13,800
FLORIDA EAST COAST INDS Common Stock 340632108 644 16,100 Defined 1, 2 16,100
FLORIDA PROGRESS CORP Common Stock 341109106 5,282 112,684 Defined 1, 2 112,684
FLORIDA ROCK INDS Common Stock 341140101 1,075 30,170 Defined 1, 2 30,170
FLOW INTL CORP Common Stock 343468104 239 23,890 Defined 1, 2 23,890
FLOWERS INDUSTRIES INC Common Stock 343496105 2,512 126,008 Defined 1, 2 126,008
FLOWSERVE CORP Common Stock 34354P105 712 47,270 Defined 1, 2 47,270
FLUOR CORP Common Stock 343861100 2,765 87,442 Defined 1, 2 87,442
FLUSHING FINANCIAL CORP Common Stock 343873105 68 4,450 Defined 1, 2 4,450
FOAMEX INTERNATIONAL INC Common Stock 344123104 67 11,100 Defined 1, 2 11,100
FOCAL COMMUNICATIONS CORP Common Stock 344155106 966 26,700 Defined 1, 2 26,700
FOGDOG INC Common Stock 344167101 20 15,700 Defined 1, 2 15,700
FOOTSTAR INC Common Stock 344912100 1,063 31,970 Defined 1, 2 31,970
FORD MOTOR CO Common Stock 345370100 58,873 1,369,141 Defined 1, 2 1,369,141
FORENINGSSPARBANKEN AB ADR ADR 34551P106 4,600 312,750 Defined 1, 2 312,750
FOREST CITY ENTRPRS -CL A Common Stock 345550107 544 16,300 Defined 1, 2 16,300
FOREST LABORATORIES -CL A Common Stock 345838106 11,885 117,674 Defined 1, 2 117,674
FOREST OIL CORP Common Stock 346091606 378 23,700 Defined 1, 2 23,700
FORRESTER RESEARCH INC Common Stock 346563109 648 8,900 Defined 1, 2 8,900
FORT JAMES CORP Common Stock 347471104 5,209 225,244 Defined 1, 2 225,244
FORTIS AMEV ADR 34956J101 6,570 224,782 Defined 1, 2 224,782
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<PAGE> 45
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FORTUNE BRANDS INC Common Stock 349631101 4,169 180,750 Defined 1, 2 180,750
FORWARD AIR CORP Common Stock 349853101 366 9,150 Defined 1, 2 9,150
FOSSIL INC Common Stock 349882100 1,016 52,290 Defined 1, 2 52,290
FOSTER WHEELER CORP Common Stock 350244109 571 66,200 Defined 1, 2 66,200
FOSTERS BREWING GROUP LTD SPON ADR 350258307 3,573 940,340 Defined 1, 2 940,340
FOUNDATION HEALTH SYS -CL A Common Stock 350404109 2,058 158,320 Defined 1, 2 158,320
FOUNDRY NETWORKS INC Common Stock 35063R100 5,841 53,100 Defined 1, 2 53,100
4KIDS ENTERTAINMENT, INC. Common Stock 350865101 133 5,100 Defined 1, 2 5,100
FOUR SEASON HOTELS -LTD VTG Common Stock 35100E104 1,017 16,300 Defined 1, 2 16,300
FOX ENTERTAINMENT GROUP Common Stock 35138T107 2,378 78,300 Defined 1, 2 78,300
FRANCE TELECOM ADR 35177Q105 84,431 592,500 Defined 1, 2 592,500
FRANCHISE FINL CORP AMERICA REIT 351807102 1,231 53,500 Defined 1, 2 53,500
FRANKLIN COVEY CO Common Stock 353469109 233 33,530 Defined 1, 2 33,530
FRANKLIN ELECTRIC CO Common Stock 353514102 163 2,400 Defined 1, 2 2,400
FRANKLIN RESOURCES INC Common Stock 354613101 8,457 278,416 Defined 1, 2 278,416
FREEMARKETS INC Common Stock 356602102 735 15,500 Defined 1, 2 15,500
FREEPRT MCMOR COP&GLD -CL B Common Stock 35671D857 1,690 182,699 Defined 1, 2 182,699
FREESERVE PLC ADR 356872101 2,506 50,000 Defined 1, 2 50,000
FREESHOP COM INC Common Stock 356873109 41 6,900 Defined 1, 2 6,900
FREMONT GENERAL CORP Common Stock 357288109 449 114,050 Defined 1, 2 114,050
FRESENIUS MEDICAL CARE AG ADS ADR 358029106 3,624 138,385 Defined 1, 2 138,385
FRIEDE GOLDMAN HALTER INC Common Stock 358430106 707 79,105 Defined 1, 2 79,105
FRITZ COS INC Common Stock 358846103 614 59,532 Defined 1, 2 59,532
FRONTIER FINANCIAL CORP/WA Common Stock 35907K105 143 7,800 Defined 1, 2 7,800
FRONTIER OIL CORP Common Stock 35914P105 97 12,100 Defined 1, 2 12,100
FRONTLINE CAPITAL GROUP Common Stock 35921N101 256 12,030 Defined 1, 2 12,030
FRONTLINE LTD ADR 35921R102 89 7,300 Defined 1, 2 7,300
FROZEN FOOD EXPRESS INDS Common Stock 359360104 80 26,560 Defined 1, 2 26,560
FUELCELL ENERGY INC Common Stock 35952H106 195 2,829 Defined 1, 2 2,829
FUJI PHOTO FILM -ADR ADR 359586302 12,191 287,700 Defined 1, 2 287,700
FULLER (H. B.) CO Common Stock 359694106 800 17,549 Defined 1, 2 17,549
FULTON FINANCIAL CORP Common Stock 360271100 557 31,503 Defined 1, 2 31,503
FURNITURE BRANDS INTL INC Common Stock 360921100 948 62,700 Defined 1, 2 62,700
G&K SERVICES INC -CL A Common Stock 361268105 838 33,430 Defined 1, 2 33,430
GATX CORP Common Stock 361448103 2,037 59,900 Defined 1, 2 59,900
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<PAGE> 46
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
GBC BANCORP/CA Common Stock 361475106 146 5,000 Defined 1, 2 5,000
GC COMPANIES INC Common Stock 36155Q109 285 12,750 Defined 1, 2 12,750
GST TELECOMM INC Common Stock 361942105 16 16,700 Defined 1, 2 16,700
GPU INC Common Stock 36225X100 3,744 138,363 Defined 1, 2 138,363
GSI LUMONICS Common Stock 36229U102 685 19,500 Defined 1, 2 19,500
GT GROUP TELECOM Common Stock 362359408 95 6,000 Defined 1, 2 6,000
INFOGRAMES INC Common Stock 36236E109 74 9,159 Defined 1, 2 9,159
GABLES RESIDENTIAL TRUST REIT 362418105 613 23,800 Defined 1, 2 23,800
GADZOOX NETWORKS, INC. Common Stock 362555104 155 11,300 Defined 1, 2 11,300
GALILEO INTERNATIONAL INC Common Stock 363547100 2,424 116,140 Defined 1, 2 116,140
GALLAGHER (ARTHUR J.) & CO Common Stock 363576109 2,536 60,380 Defined 1, 2 60,380
GALLAHER GROUP PLC ADS ADR 363595109 2,128 99,270 Defined 1, 2 99,270
GANNETT CO Common Stock 364730101 18,152 303,489 Defined 1, 2 303,489
GAP INC Common Stock 364760108 30,425 973,601 Defined 1, 2 973,601
GARDNER DENVER INC Common Stock 365558105 443 24,810 Defined 1, 2 24,810
GARTNER GROUP INC -CL A Common Stock 366651107 2 200 Defined 1, 2 200
GARTNER GROUP Common Stock 366651206 1,091 110,440 Defined 1, 2 110,440
GASONICS INTERNATIONAL CORP Common Stock 367278108 245 6,200 Defined 1, 2 6,200
GATEWAY INC Common Stock 367626108 20,864 367,648 Defined 1, 2 367,648
GAYLORD ENTERTAINMENT Common Stock 367905106 313 14,550 Defined 1, 2 14,550
GAYLORD CONTAINER CP Common Stock 368145108 64 23,700 Defined 1, 2 23,700
GELTEX PHARMACEUTICALS INC Common Stock 368538104 188 9,200 Defined 1, 2 9,200
GENCORP INC Common Stock 368682100 545 68,090 Defined 1, 2 68,090
GENE LOGIC INC Common Stock 368689105 378 10,600 Defined 1, 2 10,600
GENENTECH INC Common Stock 368710406 6,381 37,100 Defined 1, 2 37,100
GENER S A ADR 368731105 676 46,000 Defined 1, 2 46,000
GENERAL BINDING CORP Common Stock 369154109 39 5,900 Defined 1, 2 5,900
GENERAL CABLE CORP Common Stock 369300108 126 15,500 Defined 1, 2 15,500
GENERAL COMMUNICATION -CL A Common Stock 369385109 427 83,330 Defined 1, 2 83,330
GENERAL DYNAMICS CORP Common Stock 369550108 11,876 227,287 Defined 1, 2 227,287
GENERAL ELECTRIC CO Common Stock 369604103 593,284 11,194,030 Defined 1, 2 11,194,030
GENERAL GROWTH PPTYS INC REIT 370021107 1,559 49,100 Defined 1, 2 49,100
GENERAL MAGIC INC Common Stock 370253106 149 18,200 Defined 1, 2 18,200
GENERAL MILLS INC Common Stock 370334104 12,762 333,646 Defined 1, 2 333,646
GENERAL MOTORS CORP Common Stock 370442105 35,404 609,761 Defined 1, 2 609,761
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<PAGE> 47
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
GENERAL MOTORS CL H Common Stock 370442832 1,790 61,200 Defined 1, 2 61,200
GENERAL SEMICONDUCTOR INC Common Stock 370787103 905 61,380 Defined 1, 2 61,380
GENESCO INC Common Stock 371532102 156 9,700 Defined 1, 2 9,700
GENTEX CORP Common Stock 371901109 3,014 119,950 Defined 1, 2 119,950
GENESIS HEALTH VENTURES INC Common Stock 371912106 1 4,550 Defined 1, 2 4,550
GENLYTE GROUP INC Common Stock 372302109 124 5,900 Defined 1, 2 5,900
GENOME THERAPTCS Common Stock 372430108 262 8,600 Defined 1, 2 8,600
GENRAD INC Common Stock 372447102 118 13,100 Defined 1, 2 13,100
GENSET SPONSORED ADR ADR 37244T104 289 12,500 Defined 1, 2 12,500
GENTIA SOFTWARE PLC ADR 37245A104 3 400 Defined 1, 2 400
GENTEK INC Common Stock 37245X104 81 7,200 Defined 1, 2 7,200
GENUINE PARTS CO Common Stock 372460105 4,034 201,705 Defined 1, 2 201,705
GENUS INC Common Stock 372461103 66 8,100 Defined 1, 2 8,100
GENZYME TRANSGENICS CORP Common Stock 37246E105 250 9,200 Defined 1, 2 9,200
GEON COMPANY Common Stock 37246W105 715 38,670 Defined 1, 2 38,670
GENUITY INC Common Stock 37248E103 366 40,000 Defined 1, 2 40,000
GENZYME CORP Common Stock 372917104 6,970 117,261 Defined 1, 2 117,261
GENZYME SURGICAL PRODUCTS Common Stock 372917609 17 1,754 Defined 1, 2 1,754
GEORGIA GULF CORP Common Stock 373200203 821 39,451 Defined 1, 2 39,451
GEORGIA-PACIFIC GROUP Common Stock 373298108 5,104 194,436 Defined 1, 2 194,436
GEORGIA-PACIFIC TIMBER CO Common Stock 373298702 2,215 102,440 Defined 1, 2 102,440
GEOWORKS CORP Common Stock 373692102 126 8,000 Defined 1, 2 8,000
GERALD STEVENS, INC Common Stock 37369G101 29 19,900 Defined 1, 2 19,900
GERBER SCIENTIFIC INC Common Stock 373730100 416 36,200 Defined 1, 2 36,200
GERDAU SA ADR 373737105 86 6,800 Defined 1, 2 6,800
GERMAN AMERICAN BANCORP Common Stock 373865104 58 4,027 Defined 1, 2 4,027
GERON CORP Common Stock 374163103 262 8,200 Defined 1, 2 8,200
GETTHERE.COM INC Common Stock 374266104 145 13,750 Defined 1, 2 13,750
GETTY IMAGES Common Stock 374276103 1,331 35,900 Defined 1, 2 35,900
GETTY REALTY CORP Common Stock 374297109 64 5,900 Defined 1, 2 5,900
GIBRALTAR STEEL CORP Common Stock 37476F103 76 5,400 Defined 1, 2 5,400
GILEAD SCIENCES INC Common Stock 375558103 4,423 62,187 Defined 1, 2 62,187
GILLETTE CO Common Stock 375766102 41,708 1,193,796 Defined 1, 2 1,193,796
GLATFELTER (P H) CO Common Stock 377316104 550 53,994 Defined 1, 2 53,994
GLAXO WELLCOME PLC -SP ADR ADR 37733W105 61,446 1,062,848 Defined 1, 2 1,062,848
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<PAGE> 48
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
GLENAYRE TECHNOLOGIES INC Common Stock 377899109 296 28,037 Defined 1, 2 28,037
GLENBOROUGH REALTY TRUST INC REIT 37803P105 525 30,100 Defined 1, 2 30,100
GLIMCHER REALTY TRUST REIT 379302102 329 22,900 Defined 1, 2 22,900
GLOBAL INDUSTRIES LTD Common Stock 379336100 764 40,500 Defined 1, 2 40,500
GLOBAL IMAGING SYSTEMS Common Stock 37934A100 89 8,500 Defined 1, 2 8,500
GLOBAL MARINE INC Common Stock 379352404 6,178 219,164 Defined 1, 2 219,164
GLOBAL TELESYSTEMS GROUP INC Common Stock 37936U104 996 82,600 Defined 1, 2 82,600
GLOBAL SPORTS INC Common Stock 37937A107 52 8,100 Defined 1, 2 8,100
GLOBALNET FINANCIAL Common Stock 37937R209 105 5,000 Defined 1, 2 5,000
GLOBECOMM SYSTEMS INC Common Stock 37956X103 72 5,200 Defined 1, 2 5,200
GLOBESPAN INC Common Stock 379571102 3,113 25,500 Defined 1, 2 25,500
GLOBIX CORP Common Stock 37957F101 443 15,100 Defined 1, 2 15,100
GLORIOUS SUN ENTERPRISES LTD ADR 379610108 10 3,700 Defined 1, 2 3,700
GOLD BANC CORP INC Common Stock 379907108 58 11,500 Defined 1, 2 11,500
GOAMERICA INC Common Stock 38020R106 321 20,800 Defined 1, 2 20,800
GOLD FIELDS OF SOUTH AFRICA
-SPON ADR ADR 380597500 86 67,500 Defined 1, 2 67,500
GOLD FIELDS LIMITED ADR 38059T106 623 158,254 Defined 1, 2 158,254
GOLD PEAK INDUSTRIES ADR 380672105 5 1,700 Defined 1, 2 1,700
GOLDCORP INC -CL A Common Stock 380956102 275 38,200 Defined 1, 2 38,200
GOLDEN STATE BANCORP INC Common Stock 381197102 1,013 56,287 Defined 1, 2 56,287
GOLDEN WEST FINANCIAL CORP Common Stock 381317106 7,383 180,899 Defined 1, 2 180,899
GOLDMAN SACHS GROUP Common Stock 38141G104 2,884 30,400 Defined 1, 2 30,400
GOLF TRUST OF AMERICA INC REIT 38168B103 111 7,000 Defined 1, 2 7,000
GOODMAN FIELDER ADR 382382208 567 190,350 Defined 1, 2 190,350
GOODRICH (B F) CO Common Stock 382388106 4,173 122,500 Defined 1, 2 122,500
GOODYEAR TIRE & RUBBER CO Common Stock 382550101 3,563 178,156 Defined 1, 2 178,156
GOODYS FAMILY CLOTHING INC Common Stock 382588101 296 53,840 Defined 1, 2 53,840
GORMAN-RUPP CO Common Stock 383082104 58 3,700 Defined 1, 2 3,700
GOTTSCHALKS INC Common Stock 383485109 129 20,430 Defined 1, 2 20,430
GO2NET INC Common Stock 383486107 679 13,500 Defined 1, 2 13,500
GOTO.COM Common Stock 38348T107 331 21,600 Defined 1, 2 21,600
GRACE (W R) & CO Common Stock 38388F108 941 77,612 Defined 1, 2 77,612
GRACO INC Common Stock 384109104 1,067 32,820 Defined 1, 2 32,820
GRAINGER (W W) INC Common Stock 384802104 3,306 107,307 Defined 1, 2 107,307
GRANDETEL TECHNOLOGIES INC Common Stock 386560205 2 5,707 Defined 1, 2 5,707
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<PAGE> 49
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
GRANITE CONSTRUCTION INC Common Stock 387328107 844 34,455 Defined 1, 2 34,455
GRANT PRIDECO Common Stock 38821G101 3,420 136,794 Defined 1, 2 136,794
GRAPHIC PACKAGING INTL CORP Common Stock 388690109 27 12,680 Defined 1, 2 12,680
GREAT AMERN FINL RES INC Common Stock 389915109 331 18,700 Defined 1, 2 18,700
GREAT ATLANTIC & PAC TEA CO Common Stock 390064103 735 44,208 Defined 1, 2 44,208
GREAT LAKES CHEMICAL CORP Common Stock 390568103 1,959 62,206 Defined 1, 2 62,206
GREAT LAKES REIT INC REIT 390752103 281 16,500 Defined 1, 2 16,500
GREAT PLAINS SOFTWARE INC Common Stock 39119E105 669 34,100 Defined 1, 2 34,100
GREATER BAY BANCORP Common Stock 391648102 295 6,300 Defined 1, 2 6,300
GREEN MOUNTAIN POWER CORP Common Stock 393154109 74 8,970 Defined 1, 2 8,970
GREENBRIER COMPANIES INC Common Stock 393657101 44 6,100 Defined 1, 2 6,100
GREENPOINT FINANCIAL CORP Common Stock 395384100 2,447 130,527 Defined 1, 2 130,527
GREIF BROS CORP -CL A Common Stock 397624107 311 10,100 Defined 1, 2 10,100
GREY GLOBAL GROUP INC Common Stock 397838103 293 563 Defined 1, 2 563
GREY WOLF INC Common Stock 397888108 367 73,400 Defined 1, 2 73,400
GRIC COMMUNICATIONS Common Stock 398081109 136 7,600 Defined 1, 2 7,600
GRIFFON CORP Common Stock 398433102 269 48,416 Defined 1, 2 48,416
GROUP 1 AUTOMOTIVE Common Stock 398905109 439 36,560 Defined 1, 2 36,560
GROUPE DANONE ADR 399449107 11,866 440,500 Defined 1, 2 440,500
GROUPE AB ADR 39944Q109 58 4,700 Defined 1, 2 4,700
CGI GROUP INC A Common Stock 39945C109 998 122,800 Defined 1, 2 122,800
GRUMA SA ADR 400131306 45 10,100 Defined 1, 2 10,100
GRUPO CARSO ADR 400485207 1,895 270,350 Defined 1, 2 270,350
GRUPO FINANCIERO BANCOMER
SPONSORED ADR ADR 400486304 1,551 152,700 Defined 1, 2 152,700
GRUPO INDL MASECA -SPON ADR ADR 400488409 263 36,600 Defined 1, 2 36,600
GRUPO INDL DURANGO SA -ADR ADR 40048E109 9 900 Defined 1, 2 900
GRUPO CASA AUTREY -SPON ADR ADR 40048P104 150 16,400 Defined 1, 2 16,400
GRUPO IMSA S.A. ADR 40048T106 290 20,100 Defined 1, 2 20,100
GRUPO RADIO CENTRO -SP ADR ADR 40049C102 7 600 Defined 1, 2 600
GRUPO TRIBASA -SPON ADR ADR 40049F204 1 390 Defined 1, 2 390
GRUPO TELEVISA -SPON ADR ADR 40049J206 6,577 95,400 Defined 1, 2 95,400
GRUPO ELEKTRA ADR 40050A102 256 25,000 Defined 1, 2 25,000
GRUPO IUSACELL ADR 40050B100 175 11,200 Defined 1, 2 11,200
GTECH HOLDINGS CORP Common Stock 400518106 1,003 44,212 Defined 1, 2 44,212
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
GUANGSHEN RAILWAY CO. LTD. ADR 40065W107 262 52,300 Defined 1, 2 52,300
GUCCI GROUP N.V. ADR ADR 401566104 3,515 37,100 Defined 1, 2 37,100
GUESS INC Common Stock 401617105 267 19,100 Defined 1, 2 19,100
GUIDANT CORP Common Stock 401698105 17,243 348,336 Defined 1, 2 348,336
GUILFORD MILLS INC Common Stock 401794102 132 31,150 Defined 1, 2 31,150
GUILFORD PHARMACEUTICAL INC Common Stock 401829106 176 11,700 Defined 1, 2 11,700
GUITAR CENTER INC Common Stock 402040109 101 9,600 Defined 1, 2 9,600
GULF CANADA RES LTD -ORD Common Stock 40218L305 722 150,079 Defined 1, 2 150,079
GULF INDONESIA RESOURCES LTD ADR 402284103 411 51,350 Defined 1, 2 51,350
GYMBOREE CORP Common Stock 403777105 119 39,590 Defined 1, 2 39,590
HMT TECHNOLOGY CORP Common Stock 403917107 40 25,900 Defined 1, 2 25,900
HCA THE HEALTHCARE CO Common Stock 404119109 19,176 631,320 Defined 1, 2 631,320
HCC INS HLDGS INC Common Stock 404132102 407 21,550 Defined 1, 2 21,550
HNC SOFTWARE INC Common Stock 40425P107 2,889 46,780 Defined 1, 2 46,780
HRPT PPTYS TRUST REIT 40426W101 791 129,200 Defined 1, 2 129,200
H S B C HOLDINGS ADR 404280406 43,365 748,472 Defined 1, 2 748,472
HSB GROUP INC Common Stock 40428N109 1,140 36,632 Defined 1, 2 36,632
HS RESOURCES INC Common Stock 404297103 917 30,560 Defined 1, 2 30,560
HA-LO INDS INC Common Stock 404429102 580 103,050 Defined 1, 2 103,050
HAEMONETICS CORPORATION Common Stock 405024100 311 14,800 Defined 1, 2 14,800
HAGGAR CORP Common Stock 405173105 126 10,730 Defined 1, 2 10,730
HAIN CELESTIAL GROUP Common Stock 405217100 1,721 46,900 Defined 1, 2 46,900
HALL KINION & ASSOCIATES INC Common Stock 406069104 157 4,700 Defined 1, 2 4,700
HALLIBURTON CO Common Stock 406216101 23,897 506,422 Defined 1, 2 506,422
HAMILTON BANCORP Common Stock 407013101 75 4,300 Defined 1, 2 4,300
HANARO TELECOM INC ADR 409649209 35 5,000 Defined 1, 2 5,000
HANCOCK FABRICS INC Common Stock 409900107 129 30,324 Defined 1, 2 30,324
HANCOCK HLDG CO Common Stock 410120109 161 4,735 Defined 1, 2 4,735
JOHN HANCOCK FINANCIAL SRVCS Common Stock 41014S106 3,492 147,400 Defined 1, 2 147,400
HANDLEMAN CO Common Stock 410252100 156 12,476 Defined 1, 2 12,476
HANDSPRING INC Common Stock 410293104 203 7,500 Defined 1, 2 7,500
HANG LUNG DEV LTD SPONSORED ADR ADR 410430300 617 158,950 Defined 1, 2 158,950
HANG SENG BANK SPONSORED ADR ADR 41043C304 10,704 1,127,600 Defined 1, 2 1,127,600
HANGER ORTHOPEDIC GRP Common Stock 41043F208 161 32,560 Defined 1, 2 32,560
HANNA (M A) CO Common Stock 410522106 560 62,252 Defined 1, 2 62,252
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<PAGE> 51
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
HANNAFORD BROTHERS CO Common Stock 410550107 3,946 54,896 Defined 1, 2 54,896
HANOVER COMPRESSOR CO Common Stock 410768105 2,774 73,000 Defined 1, 2 73,000
HANOVER DIRECT INC Common Stock 410783104 147 93,800 Defined 1, 2 93,800
HANSON PLC -ADR ADR 411352404 2,775 78,724 Defined 1, 2 78,724
HARCOURT GENERAL INC Common Stock 41163G101 4,458 81,978 Defined 1, 2 81,978
HARBOR FLORIDA BANCSHARES Common Stock 411901101 122 11,716 Defined 1, 2 11,716
HARKEN ENERGY CORP Common Stock 412552101 43 68,100 Defined 1, 2 68,100
HARLAND (JOHN H.) CO Common Stock 412693103 686 45,950 Defined 1, 2 45,950
HARLEY-DAVIDSON INC Common Stock 412822108 13,352 346,812 Defined 1, 2 346,812
HARLEYSVILLE GROUP INC Common Stock 412824104 216 12,900 Defined 1, 2 12,900
HARLEYSVILLE NATL CORP/PA Common Stock 412850109 110 3,353 Defined 1, 2 3,353
HARMAN INTERNATIONAL INDS Common Stock 413086109 1,695 27,788 Defined 1, 2 27,788
HARMON INDUSTRIES INC Common Stock 413136102 245 18,510 Defined 1, 2 18,510
HARMONIC LIGHTWAVES INC Common Stock 413160102 399 16,112 Defined 1, 2 16,112
HARMONY GOLD MINING -SPON ADR ADR 413216300 180 32,400 Defined 1, 2 32,400
HARRAHS ENTERTAINMENT INC Common Stock 413619107 2,939 140,389 Defined 1, 2 140,389
HARRIS CORP Common Stock 413875105 2,854 87,135 Defined 1, 2 87,135
HARRIS FINANCIAL INC Common Stock 414541102 93 15,000 Defined 1, 2 15,000
HARRIS INTERACTIVE I Common Stock 414549105 68 14,000 Defined 1, 2 14,000
HARSCO CORP Common Stock 415864107 1,291 50,644 Defined 1, 2 50,644
HARTE HANKS INC Common Stock 416196103 2,158 86,300 Defined 1, 2 86,300
HARTFORD FINL SVCS GRP INC Common Stock 416515104 13,796 246,639 Defined 1, 2 246,639
HARTFORD LIFE INC -CL A Common Stock 416592103 581 11,500 Defined 1, 2 11,500
HARTMARX CORP Common Stock 417119104 122 47,420 Defined 1, 2 47,420
HASBRO INC Common Stock 418056107 2,965 196,837 Defined 1, 2 196,837
HAVERTY FURNITURE Common Stock 419596101 84 9,900 Defined 1, 2 9,900
HAWAIIAN ELECTRIC INDS Common Stock 419870100 1,338 40,781 Defined 1, 2 40,781
HAYES LEMMERZ INTL INC Common Stock 420781106 162 13,400 Defined 1, 2 13,400
HEARME INC Common Stock 421903105 47 10,500 Defined 1, 2 10,500
HEALTH CARE PPTYS INVEST INC REIT 421915109 1,579 57,932 Defined 1, 2 57,932
HEALTHSOUTH CORP Common Stock 421924101 3,526 490,641 Defined 1, 2 490,641
HEALTH MANAGEMNT ASSC Common Stock 421933102 4,139 316,847 Defined 1, 2 316,847
HEALTHCARE REALTY TRUST REIT 421946104 642 37,650 Defined 1, 2 37,650
HEALTHPLAN SERVICES CORP Common Stock 421959107 4 1,700 Defined 1, 2 1,700
HEARTPORT INC Common Stock 421969106 12 4,100 Defined 1, 2 4,100
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<PAGE> 52
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
HEALTHAXIS INC Common Stock 42219D100 21 5,600 Defined 1, 2 5,600
HEALTHEON CORP Common Stock 422209106 498 33,622 Defined 1, 2 33,622
HEALTHEXTRAS INC Common Stock 422211102 65 12,100 Defined 1, 2 12,100
HEARST-ARGYLE TELEVISION Common Stock 422317107 449 23,017 Defined 1, 2 23,017
HEARTLAND EXPRESS INC Common Stock 422347104 688 41,246 Defined 1, 2 41,246
HEICO CORP Common Stock 422806109 53 3,700 Defined 1, 2 3,700
HEIDRICK & STRUGGLES INTL Common Stock 422819102 1,976 31,300 Defined 1, 2 31,300
HEINZ (H J) CO Common Stock 423074103 17,640 403,196 Defined 1, 2 403,196
HELIX TECHNOLOGY CORP Common Stock 423319102 1,432 36,710 Defined 1, 2 36,710
HELLENIC TELECOMMUNICATIONS
ORG ADR 423325307 7,105 583,000 Defined 1, 2 583,000
HELLER FINANCIAL INC Common Stock 423328103 408 19,911 Defined 1, 2 19,911
HELMERICH & PAYNE Common Stock 423452101 2,362 63,200 Defined 1, 2 63,200
HEMISPHERX BIOPHARMA INC Common Stock 42366C103 65 11,500 Defined 1, 2 11,500
HENDERSON LAND DEVELOPMENT
SPONSORED ADR ADR 425166303 4,543 1,032,450 Defined 1, 2 1,032,450
HENRY (JACK) & ASSOCIATES Common Stock 426281101 3,314 66,120 Defined 1, 2 66,120
HERBALIFE INTL INC -CL A Common Stock 426908208 50 5,666 Defined 1, 2 5,666
HERCULES INC Common Stock 427056106 1,724 122,613 Defined 1, 2 122,613
HERSHEY FOODS CORP Common Stock 427866108 7,648 157,685 Defined 1, 2 157,685
HERTZ CORP -CL A Common Stock 428040109 505 18,000 Defined 1, 2 18,000
HEWLETT-PACKARD CO Common Stock 428236103 142,198 1,138,721 Defined 1, 2 1,138,721
HEXCEL CORP Common Stock 428291108 154 16,200 Defined 1, 2 16,200
HI/FN INC Common Stock 428358105 174 3,915 Defined 1, 2 3,915
HIBERNIA CORP -CL A Common Stock 428656102 2,211 203,304 Defined 1, 2 203,304
HIGH SPEED ACCESS CORP Common Stock 42979U102 157 23,900 Defined 1, 2 23,900
HIGHWOODS PROPERTIES INC REIT 431284108 1,342 55,900 Defined 1, 2 55,900
HILB ROGAL & HAMILTON CO Common Stock 431294107 737 21,250 Defined 1, 2 21,250
HILLENBRAND INDUSTRIES Common Stock 431573104 2,477 79,096 Defined 1, 2 79,096
HILTON GROUP PLC - SP ADR ADR 43283M109 2,407 344,200 Defined 1, 2 344,200
HILTON HOTELS CORP Common Stock 432848109 3,910 417,037 Defined 1, 2 417,037
HITACHI LTD -ADR ADR 433578507 29,091 201,845 Defined 1, 2 201,845
HISPANIC BROADCASTING -CL A Common Stock 43357B104 4,580 138,250 Defined 1, 2 138,250
HOLDERBANK FINANCIERE GLARIS ADR 434864104 3,464 140,800 Defined 1, 2 140,800
HOLLINGER INTL INC -CL A Common Stock 435569108 619 45,450 Defined 1, 2 45,450
HOLLINGER INC Common Stock 43556C606 163 18,100 Defined 1, 2 18,100
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
HOLLIS-EDEN PHARMACEUTICALS Common Stock 435902101 58 4,900 Defined 1, 2 4,900
HOLLYWOOD COM INC Common Stock 436137103 50 6,400 Defined 1, 2 6,400
HOLLYWOOD ENTMT CORP Common Stock 436141105 159 20,200 Defined 1, 2 20,200
HOLOGIC INC Common Stock 436440101 178 26,420 Defined 1, 2 26,420
HOME DEPOT INC Common Stock 437076102 131,826 2,639,821 Defined 1, 2 2,639,821
HOME PROPERTIES NEW YORK INC REIT 437306103 639 21,300 Defined 1, 2 21,300
HOMEGROCER.COM INC Common Stock 43740K100 335 55,500 Defined 1, 2 55,500
HOMESEEKERS.COM INC Common Stock 437605108 23 7,700 Defined 1, 2 7,700
HOMESTAKE MINING Common Stock 437614100 2,041 296,830 Defined 1, 2 296,830
HOMESTEAD VILLAGE INC Common Stock 437851108 220 53,400 Defined 1, 2 53,400
HOMESTORE.COM INC. Common Stock 437852106 1,016 34,800 Defined 1, 2 34,800
HON INDUSTRIES Common Stock 438092108 1,799 76,546 Defined 1, 2 76,546
HONDA MOTOR LTD -AM SHARES ADR 438128308 20,250 294,550 Defined 1, 2 294,550
HONEYWELL INT INC Common Stock 438516106 30,339 900,592 Defined 1, 2 900,592
HONG KONG & CHINA GAS
SPONSORED ADR ADR 438550303 2,245 1,998,928 Defined 1, 2 1,998,928
HONGKONG ELECTRIC HOLDINGS
SP ADR ADR 438580300 3,855 1,197,150 Defined 1, 2 1,197,150
HONGKONG LAND HOLDINGS ADR 438581209 2,071 258,850 Defined 1, 2 258,850
HOOPER HOLMES INC Common Stock 439104100 894 111,720 Defined 1, 2 111,720
HOPEWELL HOLDINGS ADR 439555301 221 530,650 Defined 1, 2 530,650
HORACE MANN EDUCATORS CORP Common Stock 440327104 779 51,900 Defined 1, 2 51,900
HORMEL FOODS CORP Common Stock 440452100 3,024 179,892 Defined 1, 2 179,892
HOSPITALITY PROPERTIES TRUST REIT 44106M102 1,225 54,300 Defined 1, 2 54,300
HOST MARRIOTT CORP REIT 44107P104 2,060 219,700 Defined 1, 2 219,700
HOT TOPIC INC Common Stock 441339108 134 4,200 Defined 1, 2 4,200
HOTEL RESERVATIONS INC - CL A Common Stock 441451101 202 6,800 Defined 1, 2 6,800
HOTJOBS.COM, LTD. Common Stock 441474103 188 13,600 Defined 1, 2 13,600
HOUGHTON MIFFLIN CO Common Stock 441560109 1,872 40,090 Defined 1, 2 40,090
HOUSEHOLD INTERNATIONAL INC Common Stock 441815107 22,342 537,550 Defined 1, 2 537,550
HOUSTON EXPLORATION CO Common Stock 442120101 266 10,600 Defined 1, 2 10,600
HOWMET INTERNATIONAL INC Common Stock 443208103 930 44,400 Defined 1, 2 44,400
HUANENG POWER INTL INC -ADR ADR 443304100 300 22,500 Defined 1, 2 22,500
HUBBELL INC -CL B Common Stock 443510201 2,033 79,741 Defined 1, 2 79,741
HUDSON CITY BANCORP Common Stock 443683107 875 51,300 Defined 1, 2 51,300
HUDSON UNITED BANCORP Common Stock 444165104 1,846 82,260 Defined 1, 2 82,260
HUFFY CORP Common Stock 444356109 72 16,620 Defined 1, 2 16,620
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
HUGHES SUPPLY INC Common Stock 444482103 758 38,400 Defined 1, 2 38,400
HUGOTON RTY TR TEX Common Stock 444717102 218 17,500 Defined 1, 2 17,500
HUMANA INC Common Stock 444859102 1,026 210,457 Defined 1, 2 210,457
HUMAN GENOME SCIENCES INC Common Stock 444903108 3,694 27,700 Defined 1, 2 27,700
HUNT (JB) TRANSPRT SVCS INC Common Stock 445658107 694 44,927 Defined 1, 2 44,927
HUNTER DOUGLAS NV Common Stock 445681208 547 80,500 Defined 1, 2 80,500
HUNTINGDON INTL-PLC -ADR ADR 445891203 0 100 Defined 1, 2 100
HUNTINGTON BANCSHARES Common Stock 446150104 4,012 253,750 Defined 1, 2 253,750
HUSSMAN INTERNATIONAL INC Common Stock 448110106 654 22,499 Defined 1, 2 22,499
HUTCHINSON TECH Common Stock 448407106 573 40,200 Defined 1, 2 40,200
ICN PHARMACEUTICALS INC Common Stock 448924100 3,060 110,021 Defined 1, 2 110,021
IDT CORP Common Stock 448947101 363 10,700 Defined 1, 2 10,700
HYPERCOM CORP Common Stock 44913M105 211 14,700 Defined 1, 2 14,700
HYPERION SOLUTIONS CORP Common Stock 44914M104 1,843 56,830 Defined 1, 2 56,830
HYSAN DEVELOPMENT ADR 449162304 656 311,950 Defined 1, 2 311,950
HYSEQ INC Common Stock 449163302 264 5,800 Defined 1, 2 5,800
IBP INC Common Stock 449223106 2,068 133,928 Defined 1, 2 133,928
ICG COMMUNICATIONS Common Stock 449246107 462 20,948 Defined 1, 2 20,948
ICICI LTD Common Stock 44926P202 2,188 116,700 Defined 1, 2 116,700
ICOS CORPORATION Common Stock 449295104 1,091 24,800 Defined 1, 2 24,800
IDEC PHARMACEUTICALS CORP Common Stock 449370105 7,672 65,400 Defined 1, 2 65,400
IDG BOOKS WORLDWIDE INC Common Stock 449384106 59 6,500 Defined 1, 2 6,500
IDX SYSTEMS CORP Common Stock 449491109 220 15,600 Defined 1, 2 15,600
IGEN INC Common Stock 449536101 171 10,300 Defined 1, 2 10,300
IHOP CORP Common Stock 449623107 543 32,410 Defined 1, 2 32,410
IMC GLOBAL INC Common Stock 449669100 1,885 145,030 Defined 1, 2 145,030
IMCO RECYCLING INC Common Stock 449681105 136 25,070 Defined 1, 2 25,070
I-LINK INC Common Stock 449927102 57 10,600 Defined 1, 2 10,600
IMS HEALTH INC Common Stock 449934108 6,126 340,338 Defined 1, 2 340,338
IRSA INVERSIONERS Y REP S A
GLOBL DEP RCPT ADR 450047204 267 11,679 Defined 1, 2 11,679
IRI INTERNATIONAL CORP Common Stock 45004F107 187 17,600 Defined 1, 2 17,600
IRT PROPERTY CO REIT 450058102 275 32,300 Defined 1, 2 32,300
INTERNET SECURITY SYSTEMS Common Stock 450306105 2,360 23,900 Defined 1, 2 23,900
I-STAT CORP Common Stock 450312103 140 8,000 Defined 1, 2 8,000
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ITC DELTACOM INC Common Stock 45031T104 585 26,200 Defined 1, 2 26,200
ITEC ATTRACTIONS INC Common Stock 450328109 0 40 Defined 1, 2 40
ITT EDUCATIONAL SVCS INC Common Stock 45068B109 188 10,700 Defined 1, 2 10,700
ITXC CORP Common Stock 45069F109 595 16,800 Defined 1, 2 16,800
IXL ENTERPRISES Common Stock 450718101 460 31,700 Defined 1, 2 31,700
IBASIS INC Common Stock 450732102 642 14,900 Defined 1, 2 14,900
IBEAM BROADCASTING CORP Common Stock 45073P101 840 46,650 Defined 1, 2 46,650
IBIS TECHNOLOGY INC Common Stock 450909106 214 3,550 Defined 1, 2 3,550
ITT INDUSTRIES INC Common Stock 450911102 3,057 100,656 Defined 1, 2 100,656
ICON PLC SPONSORED ADR ADR 45103T107 96 5,800 Defined 1, 2 5,800
IDACORP INC Common Stock 451107106 1,542 47,829 Defined 1, 2 47,829
IDEX CORP Common Stock 45167R104 1,521 48,190 Defined 1, 2 48,190
IDEXX LABS INC Common Stock 45168D104 1,535 67,090 Defined 1, 2 67,090
IGATE CAPITAL CORPORATION Common Stock 45169U105 307 22,300 Defined 1, 2 22,300
IKON OFFICE SOLUTIONS Common Stock 451713101 2 400 Defined 1, 2 400
IDENTIX INC Common Stock 451906101 215 13,700 Defined 1, 2 13,700
ILEX ONCOLOGY INC Common Stock 451923106 338 9,600 Defined 1, 2 9,600
ILLINOIS TOOL WORKS Common Stock 452308109 19,684 345,342 Defined 1, 2 345,342
ILLUMINET HOLDINGS INC Common Stock 452334105 100 1,957 Defined 1, 2 1,957
IMAGEX COM INC Common Stock 45244D102 59 9,700 Defined 1, 2 9,700
IMATION CORP Common Stock 45245A107 1,336 45,484 Defined 1, 2 45,484
IMCLONE SYSTEMS INC Common Stock 45245W109 1,078 14,100 Defined 1, 2 14,100
IMANAGE INC Common Stock 45245Y105 95 9,600 Defined 1, 2 9,600
IMMERSION CORP Common Stock 452521107 198 6,600 Defined 1, 2 6,600
IMMUNEX CORP Common Stock 452528102 16,883 341,500 Defined 1, 2 341,500
IMMUNE RESPONSE CORP/DE Common Stock 45252T106 487 44,800 Defined 1, 2 44,800
IMMUNOGEN INC Common Stock 45253H101 170 14,100 Defined 1, 2 14,100
IMPERIAL BANCORP Common Stock 452556103 1,367 87,856 Defined 1, 2 87,856
IMPATH INC Common Stock 45255G101 184 3,400 Defined 1, 2 3,400
IMPCO TECHNOLOGIES INC Common Stock 45255W106 161 3,800 Defined 1, 2 3,800
IMPERIAL CHEM INDS PLC -ADR ADR 452704505 2,787 90,450 Defined 1, 2 90,450
IMPERIAL CREDIT INDS INC Common Stock 452729106 62 14,610 Defined 1, 2 14,610
IMPERIAL HOLDINGS LTD
SPONSORED ADR ADR 452833106 948 116,443 Defined 1, 2 116,443
IMATRON INC Common Stock 452906100 101 43,200 Defined 1, 2 43,200
IMMUNOMEDICS INC Common Stock 452907108 610 24,900 Defined 1, 2 24,900
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
IMPERIAL OIL LTD Common Stock 453038408 5,995 245,966 Defined 1, 2 245,966
IMPERIAL TOBACCO GRP ADR 453142101 2,995 154,600 Defined 1, 2 154,600
IMPROVENET INC Common Stock 45321E106 18 7,000 Defined 1, 2 7,000
IMPSAT FIBER NETWORKS ADR 45321T103 151 9,000 Defined 1, 2 9,000
IMRGLOBAL CORPORATION Common Stock 45321W106 223 17,050 Defined 1, 2 17,050
INAMED CORP Common Stock 453235103 319 8,700 Defined 1, 2 8,700
INCO LTD Common Stock 453258402 3,184 207,108 Defined 1, 2 207,108
INCYTE GENOMICS INC Common Stock 45337C102 3,970 48,300 Defined 1, 2 48,300
INDEPENDENCE CMNTY BK CORP Common Stock 453414104 398 30,000 Defined 1, 2 30,000
INDEPENDENT ENERGY HOLDING ADR 45384X108 42 5,000 Defined 1, 2 5,000
INDUS INTERNATIONAL INC Common Stock 45578L100 122 14,300 Defined 1, 2 14,300
INDUS-MATEMATIK INTL Common Stock 455792101 75 14,000 Defined 1, 2 14,000
INDUSTRIAS BACHOCO SA SPON ADR ADR 456463108 99 14,900 Defined 1, 2 14,900
INDUSTRIE NATUZZI -SPON ADR ADR 456478106 409 34,400 Defined 1, 2 34,400
INFINEON TECHNOLOGIES AG ADR 45662N103 9,914 125,100 Defined 1, 2 125,100
INFINITY BROADCASTING CORP
CL A Common Stock 45662S102 6,002 164,731 Defined 1, 2 164,731
INET TECHNOLOGIES INC Common Stock 45662V105 1,096 20,200 Defined 1, 2 20,200
INFOCURE CORP Common Stock 45665A108 73 12,900 Defined 1, 2 12,900
INFOCUS CORPORATION Common Stock 45665B106 441 13,700 Defined 1, 2 13,700
INFORMATICA CORP Common Stock 45666Q102 1,098 13,400 Defined 1, 2 13,400
INFONET SERVICES CORPORATOIN Common Stock 45666T106 1,606 134,500 Defined 1, 2 134,500
INFORMATION ARCHITECTS CORP Common Stock 45669R107 87 12,600 Defined 1, 2 12,600
INFORMATION HLDGS INC Common Stock 456727106 352 9,500 Defined 1, 2 9,500
INFORMIX CORP Common Stock 456779107 2,648 356,030 Defined 1, 2 356,030
INFORTE CORP Common Stock 45677R107 180 5,000 Defined 1, 2 5,000
INFOSPACE COM INC COM Common Stock 45678T102 3,409 61,700 Defined 1, 2 61,700
INFOUSA INC Common Stock 456818301 142 21,900 Defined 1, 2 21,900
ING GROEP NV ADR ADR 456837103 37,983 562,705 Defined 1, 2 562,705
INGERSOLL-RAND CO Common Stock 456866102 7,251 180,144 Defined 1, 2 180,144
INFORMATION RESOURCES INC Common Stock 456905108 186 47,230 Defined 1, 2 47,230
INGRAM MICRO INC -CL A Common Stock 457153104 548 31,400 Defined 1, 2 31,400
INHALE THERAPEUTIC SYSTEMS Common Stock 457191104 1,045 10,300 Defined 1, 2 10,300
INKTOMI CORP Common Stock 457277101 7,196 60,850 Defined 1, 2 60,850
INNOVEX INC Common Stock 457647105 234 24,000 Defined 1, 2 24,000
INPUT/OUTPUT INC Common Stock 457652105 696 82,430 Defined 1, 2 82,430
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
INSIGHT ENTERPRISES INC Common Stock 45765U103 2,555 43,080 Defined 1, 2 43,080
INSITUFORM TECNOL INC -CL A Common Stock 457667103 1,091 40,220 Defined 1, 2 40,220
INPRISE CORP Common Stock 45766C102 191 31,120 Defined 1, 2 31,120
INSO CORP Common Stock 457674109 36 7,000 Defined 1, 2 7,000
INSIGNIA FINL GROUP INC Common Stock 45767A105 92 9,232 Defined 1, 2 9,232
INSIGHT COMMUNCATIONS
COMPANY INC Common Stock 45768V108 338 21,600 Defined 1, 2 21,600
INNKEEPERS USA TRUST REIT 4576J0104 301 33,000 Defined 1, 2 33,000
INSTEEL INDUSTRIES Common Stock 45774W108 84 13,650 Defined 1, 2 13,650
INSTRUMENTARIUM CP -ADR ADR 457805208 347 28,350 Defined 1, 2 28,350
INSURANCE AUTO AUCTIONS INC Common Stock 457875102 397 18,770 Defined 1, 2 18,770
INTERACTIVE INVESTOR INTL INC ADR 457955102 110 15,400 Defined 1, 2 15,400
INSWEB CORPORATION Common Stock 45809K103 33 15,300 Defined 1, 2 15,300
INTEGRAL SYS INC MD Common Stock 45810H107 64 3,800 Defined 1, 2 3,800
INTEGRATED DEVICE TECH INC Common Stock 458118106 7,094 118,476 Defined 1, 2 118,476
INTEGRATED ELECTRICAL SVCS Common Stock 45811E103 85 16,500 Defined 1, 2 16,500
INTEGRATED CIRCUIT SYSTEMS Common Stock 45811K208 43 2,500 Defined 1, 2 2,500
INTEGRATED HEALTH SVCS INC Common Stock 45812C106 1 6,699 Defined 1, 2 6,699
INTEGRATED SILICON SOLUTION Common Stock 45812P107 399 10,500 Defined 1, 2 10,500
INTEL CORP Common Stock 458140100 510,174 3,816,172 Defined 1, 2 3,816,172
INTELECT COMMUNICATIONS INC Common Stock 458144102 62 26,900 Defined 1, 2 26,900
INTEGRA BANK CORPORATION Common Stock 45814P105 128 7,556 Defined 1, 2 7,556
INTELIDATA TECHNOLOGIES CORP Common Stock 45814T107 151 14,600 Defined 1, 2 14,600
INTELLIGROUP INC Common Stock 45816A106 83 6,900 Defined 1, 2 6,900
INTEGRATED INFORMATION SYS Common Stock 45817B103 72 8,800 Defined 1, 2 8,800
INTER-TEL INC -SER A Common Stock 458372109 687 42,740 Defined 1, 2 42,740
INTERACTIVE INTELLIGENCE INC Common Stock 45839M103 225 6,000 Defined 1, 2 6,000
INTERACT COMMERCE CORP Common Stock 45839Y107 100 8,500 Defined 1, 2 8,500
INTERCEPT GROUP INC Common Stock 45845L107 97 5,700 Defined 1, 2 5,700
INTERFACE INC -CL A Common Stock 458665106 320 84,040 Defined 1, 2 84,040
INTERFACE SYSTEMS INC Common Stock 458667102 25 2,000 Defined 1, 2 2,000
INTERDIGITAL COMMUN CORP Common Stock 45866A105 358 21,600 Defined 1, 2 21,600
INTERGRAPH CORP Common Stock 458683109 164 21,700 Defined 1, 2 21,700
SPHERION CORPORATION Common Stock 45868P100 1,843 103,820 Defined 1, 2 103,820
INTERLIANT INC Common Stock 458742103 450 19,300 Defined 1, 2 19,300
INTERLINK ELECTRONICS INC Common Stock 458751104 101 2,400 Defined 1, 2 2,400
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INTERLOGIX INC Common Stock 458763109 52 3,800 Defined 1, 2 3,800
INTERMAGNETICS GENERAL CORP Common Stock 458771102 407 21,476 Defined 1, 2 21,476
INTERMEDIA COMMUNICATNS INC Common Stock 458801107 690 23,200 Defined 1, 2 23,200
INTERMET CORP Common Stock 45881K104 283 41,120 Defined 1, 2 41,120
INTERNAP NETWORK SERVICES Common Stock 45885A102 2,553 61,500 Defined 1, 2 61,500
INTERMUNE PHARMACEUTICALS Common Stock 45885B100 368 8,900 Defined 1, 2 8,900
INTL BANCSHARES CORP Common Stock 459044103 302 9,250 Defined 1, 2 9,250
INTL BUSINESS MACHINES CORP Common Stock 459200101 220,714 2,014,499 Defined 1, 2 2,014,499
INTL FLAVORS & FRAGRANCES Common Stock 459506101 3,570 118,272 Defined 1, 2 118,272
INTERNATIONAL HOME FOODS INC Common Stock 459655106 683 32,600 Defined 1, 2 32,600
INTL GAME TECHNOLOGY Common Stock 459902102 2,421 91,371 Defined 1, 2 91,371
INTL MULTIFOODS CORP Common Stock 460043102 408 23,571 Defined 1, 2 23,571
INTL PAPER CO Common Stock 460146103 16,260 545,421 Defined 1, 2 545,421
INTL RECTIFIER CORP Common Stock 460254105 5,588 99,780 Defined 1, 2 99,780
INTL SPEEDWAY CORP -CL A Common Stock 460335201 2,797 67,600 Defined 1, 2 67,600
INTL SPECIALTY PRODS INC Common Stock 460337108 172 30,300 Defined 1, 2 30,300
INTERNEURON PHARMACEUTICALS Common Stock 460573108 10 5,400 Defined 1, 2 5,400
INTERNET CAP GROUP INC Common Stock 46059C106 659 17,800 Defined 1, 2 17,800
INTERNET PICTURES CORP Common Stock 46059S101 144 9,511 Defined 1, 2 9,511
INTERNET INITIATIVE JAPAN ADR 46059T109 593 10,000 Defined 1, 2 10,000
INTERPOOL INC Common Stock 46062R108 118 12,100 Defined 1, 2 12,100
INTERPUBLIC GROUP OF COS Common Stock 460690100 14,472 336,548 Defined 1, 2 336,548
INTERSIL HOLDING CORP Common Stock 46069S109 476 8,800 Defined 1, 2 8,800
INTERSTATE BAKERIES CP Common Stock 46072H108 1,168 83,400 Defined 1, 2 83,400
INTRAWEST CORP Common Stock 460915200 426 22,400 Defined 1, 2 22,400
INTERTAPE POLYMER GROUP INC Common Stock 460919103 233 13,500 Defined 1, 2 13,500
INTERWEST BANCORP INC Common Stock 460931108 99 7,050 Defined 1, 2 7,050
INTRANET SOLUTIONS I Common Stock 460939309 338 8,800 Defined 1, 2 8,800
INTERNET.COM CORP Common Stock 460967102 217 11,000 Defined 1, 2 11,000
INTERTAN INC Common Stock 461120107 157 13,400 Defined 1, 2 13,400
INTERTRUST TECHNOLOGIES CORP Common Stock 46113Q109 740 36,000 Defined 1, 2 36,000
INTERVOICE INC Common Stock 461142101 342 52,090 Defined 1, 2 52,090
INTERWORLD CORP Common Stock 46114Q108 248 12,100 Defined 1, 2 12,100
INTERWOVEN INC Common Stock 46114T102 1,144 10,400 Defined 1, 2 10,400
INTIMATE BRANDS INC -CL A Common Stock 461156101 4,375 221,540 Defined 1, 2 221,540
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
INTRAWARE Common Stock 46118M103 173 10,800 Defined 1, 2 10,800
INTUIT INC Common Stock 461202103 10,613 256,509 Defined 1, 2 256,509
INVACARE CORP Common Stock 461203101 1,379 52,550 Defined 1, 2 52,550
INVENSYS PLC ADR 461204109 8,442 1,125,387 Defined 1, 2 1,125,387
INTRUSION.COM INC Common Stock 4612E106 89 8,200 Defined 1, 2 8,200
INVESTMENT TECHNOLOGY GROUP Common Stock 46145F105 1,541 39,000 Defined 1, 2 39,000
INVITROGEN CORP Common Stock 46185R100 760 10,100 Defined 1, 2 10,100
INVESTORS FINANCIAL SVCS CP Common Stock 461915100 1,909 48,100 Defined 1, 2 48,100
IOMEGA CORP Common Stock 462030107 482 120,600 Defined 1, 2 120,600
ION NETWORKS INC Common Stock 46205P100 19 6,300 Defined 1, 2 6,300
IONA TECHNOLOGIES PLC
SPONSORED ADR ADR 46206P109 630 10,000 Defined 1, 2 10,000
IONICS INC Common Stock 462218108 807 26,350 Defined 1, 2 26,350
IPALCO ENTERPRISES INC Common Stock 462613100 2,190 108,820 Defined 1, 2 108,820
IPSCO INC Common Stock 462622101 297 23,550 Defined 1, 2 23,550
IPRINT.COM INC Common Stock 462628108 62 12,700 Defined 1, 2 12,700
BANK OF IRELAND ADR ADR 46267Q103 3,930 153,000 Defined 1, 2 153,000
IRKUTSKENERGO -SPON ADR ADR 462714106 41 11,900 Defined 1, 2 11,900
IRON MOUNTAIN INC Common Stock 462846106 816 24,010 Defined 1, 2 24,010
IRVINE SENSORS CORP Common Stock 463664102 67 15,800 Defined 1, 2 15,800
IRWIN FINL CORP Common Stock 464119106 134 9,300 Defined 1, 2 9,300
ISCOR LTD ADR 464272202 260 152,500 Defined 1, 2 152,500
ISIS PHARMACEUTICALS INC Common Stock 464330109 265 18,300 Defined 1, 2 18,300
ISLE OF CAPRIS CASINOS INC Common Stock 464592104 182 13,400 Defined 1, 2 13,400
IPSAT INTERNATIONAL N.V. ADR 464899103 355 37,400 Defined 1, 2 37,400
INTL TECHNOLOGY CORP Common Stock 465266104 49 10,075 Defined 1, 2 10,075
I3 MOBILE INC Common Stock 465713105 175 9,500 Defined 1, 2 9,500
ITO YOKADO CO LTD -ADR ADR 465714301 15,602 251,900 Defined 1, 2 251,900
ITRON INC Common Stock 465741106 217 26,310 Defined 1, 2 26,310
I2 TECHNOLOGIES INC Common Stock 465754109 10,507 100,770 Defined 1, 2 100,770
IVAX CORP Common Stock 465823102 9,136 220,154 Defined 1, 2 220,154
IVEX PACKAGING CORP Common Stock 465855104 103 9,300 Defined 1, 2 9,300
IVILLAGE INC Common Stock 46588H105 110 13,000 Defined 1, 2 13,000
JDN REALTY CORP REIT 465917102 321 31,550 Defined 1, 2 31,550
IXOS SOFTWARE AG ADR 46600V108 185 10,300 Defined 1, 2 10,300
J & J SNACK FOODS CORP Common Stock 466032109 257 14,370 Defined 1, 2 14,370
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JDS UNIPHASE CORP Common Stock 46612J101 34,346 286,514 Defined 1, 2 286,514
JDA SOFTWARE GROUP INC Common Stock 46612K108 205 10,700 Defined 1, 2 10,700
JLG INDUSTRIES INC Common Stock 466210101 856 72,080 Defined 1, 2 72,080
JNI CORP Common Stock 46622G105 294 9,300 Defined 1, 2 9,300
JP REALTY INC REIT 46624A106 290 16,300 Defined 1, 2 16,300
JABIL CIRCUIT INC Common Stock 466313103 11,969 241,190 Defined 1, 2 241,190
JACK IN THE BOX Common Stock 466367109 1,528 62,040 Defined 1, 2 62,040
JACOBS ENGINEERING GROUP INC Common Stock 469814107 1,079 33,016 Defined 1, 2 33,016
JAKKS PACIFIC INC Common Stock 47012E106 448 30,400 Defined 1, 2 30,400
JAMES HARDIE INDUSTRIES ADR 47030C306 645 122,400 Defined 1, 2 122,400
JAMESON INNS INC REIT 470457102 38 5,200 Defined 1, 2 5,200
MAYORS JEWELERS INC Common Stock 470760109 87 36,590 Defined 1, 2 36,590
JAPAN AIRLINES LTD -ADR ADR 471034306 4,242 534,400 Defined 1, 2 534,400
JAPAN TELECOM CO ADR 471104109 5,174 119,000 Defined 1, 2 119,000
JARDINE MATHESON HOLDINGS ADR 471115303 1,490 340,100 Defined 1, 2 340,100
JARDINE STRATEGIC HOLDINGS ADR 471119206 2,114 353,450 Defined 1, 2 353,450
JASON INC Common Stock 471171108 88 9,100 Defined 1, 2 9,100
JAZZTEL PLC - ADR ADR 47214R152 158 6,000 Defined 1, 2 6,000
JEFFERIES GROUP INC Common Stock 472319102 801 39,670 Defined 1, 2 39,670
JEFFERSON-PILOT CORP Common Stock 475070108 6,527 115,645 Defined 1, 2 115,645
JEFFERSON SMURFIT GROUP
SPONSORED ADR ADR 47508W107 878 49,800 Defined 1, 2 49,800
JETFORM CORP Common Stock 477155105 2 400 Defined 1, 2 400
JFAX.COM, INC. Common Stock 477366108 23 14,500 Defined 1, 2 14,500
JO-ANN STORES INC -CL A Common Stock 47758P109 204 29,140 Defined 1, 2 29,140
JOHN NUVEEN CO -CL A Common Stock 478035108 579 13,800 Defined 1, 2 13,800
JOHNS MANVILLE CP Common Stock 478129109 861 65,300 Defined 1, 2 65,300
JOHNSON & JOHNSON Common Stock 478160104 160,881 1,579,202 Defined 1, 2 1,579,202
JOHNSON CONTROLS INC Common Stock 478366107 4,838 94,278 Defined 1, 2 94,278
JOHNSON ELECTRIC HOLDINGS ADR 479087207 4,483 47,380 Defined 1, 2 47,380
JONES APPAREL GROUP INC Common Stock 480074103 3,542 150,716 Defined 1, 2 150,716
JONES PHARMA INC Common Stock 480236108 4,897 122,625 Defined 1, 2 122,625
JOURNAL REGISTER CO Common Stock 481138105 376 20,600 Defined 1, 2 20,600
JUNIPER NETWORKS Common Stock 48203R104 20,903 143,600 Defined 1, 2 143,600
JUNO ONLINE SERVICES INC Common Stock 482048105 182 16,900 Defined 1, 2 16,900
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JUPITER COMMUNICATIO Common Stock 482050101 143 6,200 Defined 1, 2 6,200
JUSTIN INDUSTRIES Common Stock 482171105 915 41,830 Defined 1, 2 41,830
KLA-TENCOR CORP Common Stock 482480100 12,372 211,264 Defined 1, 2 211,264
KLM ROYAL DUTCH AIR -NY REG ADR 482516309 786 29,600 Defined 1, 2 29,600
K MART CORP Common Stock 482584109 3,720 546,073 Defined 1, 2 546,073
K-SWISS INC -CL A Common Stock 482686102 268 16,790 Defined 1, 2 16,790
K2 INC Common Stock 482732104 242 29,170 Defined 1, 2 29,170
K V PHARMACEUTICAL -CL A Common Stock 482740206 257 9,700 Defined 1, 2 9,700
KAISER ALUMINUM CORP Common Stock 483007100 140 35,100 Defined 1, 2 35,100
KAMAN CORP -CL A Common Stock 483548103 402 37,660 Defined 1, 2 37,660
KANA COMMUNICATIONS INC Common Stock 483600102 1,602 25,890 Defined 1, 2 25,890
KANSAS CITY LIFE INS CO Common Stock 484836101 142 5,300 Defined 1, 2 5,300
KANSAS CITY POWER & LIGHT Common Stock 485134100 1,761 78,278 Defined 1, 2 78,278
KANSAS CITY SOUTHERN INDS Common Stock 485170104 11,299 127,405 Defined 1, 2 127,405
KAUFMAN & BROAD HOME Common Stock 486168107 1,077 54,338 Defined 1, 2 54,338
KAWASAKI HEAVY INDUSTRIES ADR ADR 486359201 1,265 206,600 Defined 1, 2 206,600
KAWASAKI STEEL ADR 486368301 2,825 196,650 Defined 1, 2 196,650
KAYDON CORP Common Stock 486587108 801 38,164 Defined 1, 2 38,164
KEANE INC Common Stock 486665102 1,918 88,705 Defined 1, 2 88,705
KEEBLER FOODS CO Common Stock 487256109 1,370 36,900 Defined 1, 2 36,900
KELLOGG CO Common Stock 487836108 13,791 463,564 Defined 1, 2 463,564
KELLWOOD CO Common Stock 488044108 819 38,770 Defined 1, 2 38,770
KELLY SERVICES INC -CL A Common Stock 488152208 1,047 45,269 Defined 1, 2 45,269
KEMET CORP Common Stock 488360108 3,536 141,100 Defined 1, 2 141,100
KENDLE INTERNATIONAL INC Common Stock 48880L107 7 900 Defined 1, 2 900
KENNAMETAL INC Common Stock 489170100 821 38,307 Defined 1, 2 38,307
KENT ELECTRONICS CORP Common Stock 490553104 1,363 45,730 Defined 1, 2 45,730
KEPPEL ADR 492051305 948 219,225 Defined 1, 2 219,225
KERAVISION INC Common Stock 492061106 46 9,600 Defined 1, 2 9,600
KERR-MCGEE CORP Common Stock 492386107 6,358 107,883 Defined 1, 2 107,883
KEY ENERGY SERVICES INC Common Stock 492914106 361 37,500 Defined 1, 2 37,500
KEYCORP Common Stock 493267108 8,732 495,410 Defined 1, 2 495,410
KEYNOTE SYSTEMS INC Common Stock 493308100 804 11,400 Defined 1, 2 11,400
KEYSPAN CORPORATION Common Stock 49337W100 5,246 170,588 Defined 1, 2 170,588
KEYSTONE FINANCIAL INC Common Stock 493482103 1,328 62,486 Defined 1, 2 62,486
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KFORCE.COM INC Common Stock 493732101 144 20,737 Defined 1, 2 20,737
KIDSTON GOLD MINES ADR 493921209 2 6,200 Defined 1, 2 6,200
KIMBALL INTERNATIONAL -CL B Common Stock 494274103 263 17,800 Defined 1, 2 17,800
KILROY REALTY CORP REIT 49427F108 669 25,800 Defined 1, 2 25,800
KIMBERLY-CLARK CORP Common Stock 494368103 36,460 635,473 Defined 1, 2 635,473
KIMBERLY-CLARK DE MEXICO ADR 494386204 1,232 87,100 Defined 1, 2 87,100
KIMCO REALTY CORP REIT 49446R109 2,415 58,900 Defined 1, 2 58,900
KINDER MORGAN INC Common Stock 49455P101 5,018 145,200 Defined 1, 2 145,200
KING PHARMACEUTICALS INC Common Stock 495582108 1,648 37,557 Defined 1, 2 37,557
KINGFISHER ADR 495724205 7,318 402,800 Defined 1, 2 402,800
KIRBY CORP Common Stock 497266106 846 39,790 Defined 1, 2 39,790
KIRIN BREWERY LTD -ADR ADR 497350207 7,775 61,100 Defined 1, 2 61,100
KNIGHT-RIDDER INC Common Stock 499040103 4,747 89,255 Defined 1, 2 89,255
KNIGHT TRADING GROUP INC Common Stock 499063105 1,485 49,800 Defined 1, 2 49,800
KNIGHT TRANSPORTATION INC Common Stock 499064103 95 6,500 Defined 1, 2 6,500
KOBE STEEL ADR 499892107 1,184 343,100 Defined 1, 2 343,100
KOGER EQUITY INC REIT 500228101 435 25,800 Defined 1, 2 25,800
KOHLS CORP Common Stock 500255104 20,654 371,316 Defined 1, 2 371,316
KOMAG INC Common Stock 500453105 168 95,770 Defined 1, 2 95,770
KOMATSU LTD ADR ADR 500458401 4,145 146,950 Defined 1, 2 146,950
KONINKLIJKE AHOLD NV -ADR ADR 500467303 10,385 354,299 Defined 1, 2 354,299
KONINKLIJKE PHILIPS ELECTR NV
-NY SHARE ADR 500472204 35,716 751,920 Defined 1, 2 751,920
KONINKLIJKE WESSANEN NV ADR 50047Q102 545 49,400 Defined 1, 2 49,400
KONOVER PPTY TR INC REIT 50047R100 145 30,600 Defined 1, 2 30,600
KOOR INDUSTRIES LTD. ADR 500507108 912 42,900 Defined 1, 2 42,900
KOPIN CORP Common Stock 500600101 914 13,200 Defined 1, 2 13,200
KOREA ELEC PWR CO -SP ADR ADR 500631106 13,771 746,900 Defined 1, 2 746,900
KOREA TELECOM CORP ADR 50063P103 7,058 145,900 Defined 1, 2 145,900
KORN FERRY INTERNATIONAL Common Stock 500643200 517 16,300 Defined 1, 2 16,300
KOS PHARMACEUTICALS INC Common Stock 500648100 130 8,100 Defined 1, 2 8,100
KRAMONT REALTY TRUST REIT 50075Q107 93 9,900 Defined 1, 2 9,900
KRISPY KREME DOUGHNUTS INC Common Stock 501014104 404 5,500 Defined 1, 2 5,500
KROGER CO Common Stock 501044101 20,812 943,334 Defined 1, 2 943,334
KROLL O GARA COMPANY Common Stock 501050108 242 36,200 Defined 1, 2 36,200
KRONOS INC Common Stock 501052104 566 21,780 Defined 1, 2 21,780
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
KUBOTA CORP -ADR ADR 501173207 3,039 42,650 Defined 1, 2 42,650
KULICKE & SOFFA INDUSTRIES Common Stock 501242101 2,330 39,250 Defined 1, 2 39,250
KYOCERA CORP -ADR ADR 501556203 19,455 113,234 Defined 1, 2 113,234
LANCHILE ADR 501723100 273 37,700 Defined 1, 2 37,700
LASMO PLC -SPON ADR ADR 501730204 1,236 192,000 Defined 1, 2 192,000
LCA VISION INC Common Stock 501803209 55 22,700 Defined 1, 2 22,700
LCC INTERNATIONAL INC -CL A Common Stock 501810105 134 4,900 Defined 1, 2 4,900
LG&E ENERGY CORP Common Stock 501917108 3,943 165,146 Defined 1, 2 165,146
LTV CORP Common Stock 501921100 127 44,300 Defined 1, 2 44,300
LHS GROUP INC Common Stock 501938104 887 25,700 Defined 1, 2 25,700
LNR PROPERTY CORP Common Stock 501940100 202 10,350 Defined 1, 2 10,350
LSI LOGIC CORP Common Stock 502161102 18,791 347,172 Defined 1, 2 347,172
LTX CORP Common Stock 502392103 723 20,700 Defined 1, 2 20,700
L3 COMMUNICATIONS HOLDINGS Common Stock 502424104 2,385 41,800 Defined 1, 2 41,800
LVMH MOET HENNESSY -ADR ADR 502441207 26,189 313,642 Defined 1, 2 313,642
LA-Z-BOY INC Common Stock 505336107 1,396 99,700 Defined 1, 2 99,700
LAB HOLDINGS INC Common Stock 505353102 5 900 Defined 1, 2 900
LABOR READY INC Common Stock 505401208 460 69,370 Defined 1, 2 69,370
LABORATORIO CHILE ADR 50540H104 180 9,400 Defined 1, 2 9,400
LABONE INC Common Stock 50540L105 13 2,300 Defined 1, 2 2,300
LABORATORY CRP OF AMER HLDGS Common Stock 50540R409 562 7,284 Defined 1, 2 7,284
LABRANCHE & CO INC Common Stock 505447102 292 20,300 Defined 1, 2 20,300
LACLEDE GAS CO Common Stock 505588103 589 30,600 Defined 1, 2 30,600
LAFARGE-COPPEE SA ADR 505861203 4,508 173,501 Defined 1, 2 173,501
LAFARGE CORP Common Stock 505862102 634 30,200 Defined 1, 2 30,200
LAGARDERE GROUP SPONSORED ADR ADR 507069102 4,433 57,800 Defined 1, 2 57,800
LAIDLAW INC Common Stock 50730K503 11 30,300 Defined 1, 2 30,300
LAM RESEARCH CORP Common Stock 512807108 2,024 53,960 Defined 1, 2 53,960
LAMAR ADVERTISING CO -CL A Common Stock 512815101 1,351 31,200 Defined 1, 2 31,200
LANCASTER COLONY CORP Common Stock 513847103 975 49,996 Defined 1, 2 49,996
LANCE INC Common Stock 514606102 333 36,950 Defined 1, 2 36,950
LANDAUER INC Common Stock 51476K103 58 3,700 Defined 1, 2 3,700
LANDAMERICA FINANCIAL GP Common Stock 514936103 140 6,100 Defined 1, 2 6,100
LANDS END INC Common Stock 515086106 1,270 38,064 Defined 1, 2 38,064
LANDRYS SEAFOOD RESTAURANTS Common Stock 51508L103 342 40,230 Defined 1, 2 40,230
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<PAGE> 64
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
LANDSTAR SYSTEM INC Common Stock 515098101 876 14,710 Defined 1, 2 14,710
LANIER WORLDWIDE Common Stock 51589L105 37 36,900 Defined 1, 2 36,900
LANTE CORP Common Stock 516540101 337 16,500 Defined 1, 2 16,500
LASALLE HOTEL PROPERTIES Common Stock 517942108 224 15,600 Defined 1, 2 15,600
LASER VISION CENTERS Common Stock 51807H100 254 41,110 Defined 1, 2 41,110
LASON INC Common Stock 51808R107 79 31,560 Defined 1, 2 31,560
LATTITUDE COMMUNICATIONS INC Common Stock 518292107 93 8,300 Defined 1, 2 8,300
LATTICE SEMICONDUCTOR CORP Common Stock 518415104 5,911 85,510 Defined 1, 2 85,510
LAUDER ESTEE COS INC -CL A Common Stock 518439104 2,754 55,700 Defined 1, 2 55,700
LAURA ASHLEY ADR 518581202 4 2,600 Defined 1, 2 2,600
LAWSON PRODUCTS Common Stock 520776105 402 16,330 Defined 1, 2 16,330
LEAP WIRELESS INTL INC Common Stock 521863100 479 10,200 Defined 1, 2 10,200
LEAR CORP Common Stock 521865105 1,686 84,296 Defined 1, 2 84,296
LEARNING TREE INTL INC Common Stock 522015106 588 9,600 Defined 1, 2 9,600
LEE ENTERPRISES Common Stock 523768109 1,300 55,762 Defined 1, 2 55,762
LEGATO SYSTEMS INC Common Stock 524651106 1,663 109,940 Defined 1, 2 109,940
LEGGETT & PLATT INC Common Stock 524660107 3,628 219,887 Defined 1, 2 219,887
LEGG MASON INC Common Stock 524901105 3,960 79,200 Defined 1, 2 79,200
LEHMAN BROTHERS HOLDINGS INC Common Stock 524908100 12,984 137,306 Defined 1, 2 137,306
LENNAR CORP Common Stock 526057104 522 25,764 Defined 1, 2 25,764
LENNOX INTERNATIONAL INC. Common Stock 526107107 1,234 93,098 Defined 1, 2 93,098
LESCO INC Common Stock 526872106 57 3,750 Defined 1, 2 3,750
LEUCADIA NATIONAL CORP Common Stock 527288104 577 25,284 Defined 1, 2 25,284
LEVEL 8 SYS INC Common Stock 52729M102 80 3,800 Defined 1, 2 3,800
LEVEL 3 COMMUNICATIONS INC Common Stock 52729N100 14,142 160,700 Defined 1, 2 160,700
LEXICON GENETICS INC Common Stock 528872104 718 20,900 Defined 1, 2 20,900
LEXINGTON CORP PPTYS TRUST REIT 529043101 185 16,500 Defined 1, 2 16,500
LEXMARK INTL INC Common Stock 529771107 9,757 145,084 Defined 1, 2 145,084
LIBBEY INC Common Stock 529898108 795 24,760 Defined 1, 2 24,760
LIBERATE TECHNOLOGIES, INC. Common Stock 530129105 1,146 39,100 Defined 1, 2 39,100
LIBERTY CORP Common Stock 530370105 360 8,576 Defined 1, 2 8,576
LIBERTY DIGITAL INC Common Stock 530436104 2,631 87,700 Defined 1, 2 87,700
LIBERTY FINANCIAL COS INC Common Stock 530512102 457 20,827 Defined 1, 2 20,827
LIBERTY GROUP LTD ADR 53055R103 1,777 186,800 Defined 1, 2 186,800
LIBERTY LIVEWIRE CORP - CL A Common Stock 530709104 110 1,560 Defined 1, 2 1,560
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LIBERTY PROPERTY TRUST REIT 531172104 1,683 64,900 Defined 1, 2 64,900
LIFE TECHNOLOGIES INC Common Stock 532177201 133 2,600 Defined 1, 2 2,600
LIFECORE BIOMEDICAL INC Common Stock 532187101 53 6,700 Defined 1, 2 6,700
LIFEPOINT HOSPITALS INC Common Stock 53219L109 305 13,700 Defined 1, 2 13,700
LIGAND PHARMACEUTICAL -CL B Common Stock 53220K207 277 20,979 Defined 1, 2 20,979
LIFEMINDERS INC Common Stock 53220Q105 302 10,200 Defined 1, 2 10,200
LIGHTBRIDGE INC Common Stock 532226107 174 7,300 Defined 1, 2 7,300
LIGHTPATH TECHNOLOGIES INC Common Stock 532257102 151 3,800 Defined 1, 2 3,800
LIGHTSPAN INC Common Stock 53226T103 103 18,800 Defined 1, 2 18,800
LIHIR GOLD LTD -SPON ADR ADR 532349107 198 24,400 Defined 1, 2 24,400
LILLIAN VERNON CORP Common Stock 532430105 152 14,480 Defined 1, 2 14,480
LILLY (ELI) & CO Common Stock 532457108 127,848 1,280,083 Defined 1, 2 1,280,083
LILLY INDS INC -CL A Common Stock 532491107 1,134 37,710 Defined 1, 2 37,710
LIMITED INC Common Stock 532716107 10,563 488,454 Defined 1, 2 488,454
LINCARE HOLDINGS INC Common Stock 532791100 1,849 75,070 Defined 1, 2 75,070
LINCOLN ELECTRIC HLDGS INC Common Stock 533900106 285 20,000 Defined 1, 2 20,000
LINCOLN NATIONAL CORP Common Stock 534187109 7,894 218,530 Defined 1, 2 218,530
LINDSAY MANUFACTURING CO Common Stock 535555106 390 19,892 Defined 1, 2 19,892
LINEAR TECHNOLOGY CORP Common Stock 535678106 22,648 354,228 Defined 1, 2 354,228
LINENS N THINGS INC Common Stock 535679104 1,752 64,590 Defined 1, 2 64,590
LIONBRIDGE TECHNOLOG Common Stock 536252109 70 7,200 Defined 1, 2 7,200
LIQUI-BOX CORP Common Stock 536314107 99 2,000 Defined 1, 2 2,000
LIQUID AUDIO INC Common Stock 53631T102 89 9,400 Defined 1, 2 9,400
LITTELFUSE INC Common Stock 537008104 421 8,600 Defined 1, 2 8,600
LITTON INDUSTRIES INC Common Stock 538021106 2,432 57,899 Defined 1, 2 57,899
LIZ CLAIBORNE INC Common Stock 539320101 2,217 62,880 Defined 1, 2 62,880
L90 INC Common Stock 539441105 91 8,700 Defined 1, 2 8,700
LO-JACK CORPORATION Common Stock 539451104 53 7,600 Defined 1, 2 7,600
LOCKHEED MARTIN CORP Common Stock 539830109 11,235 452,779 Defined 1, 2 452,779
LODGENET ENTERTAINMENT CORP Common Stock 540211109 124 5,100 Defined 1, 2 5,100
LODGIAN INC Common Stock 54021P106 30 12,300 Defined 1, 2 12,300
LOEWS CINEPLEX ENTMT CORP Common Stock 540423100 83 25,950 Defined 1, 2 25,950
LOEWS CORP Common Stock 540424108 6,786 113,093 Defined 1, 2 113,093
LOEWEN GROUP INC Common Stock 54042L100 1 2,100 Defined 1, 2 2,100
LOGILITY INC Common Stock 54140Y103 22 5,700 Defined 1, 2 5,700
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LOISLAW COM INC Common Stock 541431102 80 9,300 Defined 1, 2 9,300
LONDON PACIFIC GROUP LTD ADR ADR 542073101 530 40,800 Defined 1, 2 40,800
LONE STAR STEAKHOUSE SALOON Common Stock 542307103 424 41,907 Defined 1, 2 41,907
LONE STAR TECHNOLOGIES Common Stock 542312103 463 10,000 Defined 1, 2 10,000
LONGS DRUG STORES INC Common Stock 543162101 1,083 49,803 Defined 1, 2 49,803
LONGVIEW FIBRE CO Common Stock 543213102 729 65,928 Defined 1, 2 65,928
LOOKSMART LTD Common Stock 543442107 703 38,000 Defined 1, 2 38,000
LOUDEYE TECHNOLOGIES INC Common Stock 545754103 267 15,300 Defined 1, 2 15,300
LOUIS DREYFUS NAT GAS CORP Common Stock 546011107 2,151 68,700 Defined 1, 2 68,700
LOUISIANA-PACIFIC CORP Common Stock 546347105 1,296 119,180 Defined 1, 2 119,180
LOWES COS Common Stock 548661107 17,797 433,405 Defined 1, 2 433,405
LUBRIZOL CORP Common Stock 549271104 1,436 68,371 Defined 1, 2 68,371
LUBYS INC Common Stock 549282101 292 36,448 Defined 1, 2 36,448
LUCENT TECHNOLOGIES INC Common Stock 549463107 219,823 3,710,100 Defined 1, 2 3,710,100
LUMINANT WORLDWIDE COPR Common Stock 550260103 97 10,800 Defined 1, 2 10,800
LUXOTTICA GROUP SPA -ADR ADR 55068R202 3,298 270,600 Defined 1, 2 270,600
LYCOS INC Common Stock 550818108 3,316 61,400 Defined 1, 2 61,400
LYDALL INC Common Stock 550819106 271 25,540 Defined 1, 2 25,540
LYNX THERAPEUTICS INC Common Stock 551812308 230 4,839 Defined 1, 2 4,839
LYONDELL CHEMICAL CO Common Stock 552078107 2,489 148,574 Defined 1, 2 148,574
M & T BANK CORP Common Stock 55261F104 1,539 3,420 Defined 1, 2 3,420
MAF BANCORP INC Common Stock 55261R108 687 37,770 Defined 1, 2 37,770
MBIA INC Common Stock 55262C100 5,429 112,655 Defined 1, 2 112,655
MBNA CORP Common Stock 55262L100 24,961 920,210 Defined 1, 2 920,210
MDC HOLDINGS INC Common Stock 552676108 652 35,010 Defined 1, 2 35,010
MCN ENERGY GROUP INC Common Stock 55267J100 2,328 108,908 Defined 1, 2 108,908
MDU RESOURCES GROUP INC Common Stock 552690109 544 25,150 Defined 1, 2 25,150
MEMC ELECTRONIC MATRIALS INC Common Stock 552715104 553 30,700 Defined 1, 2 30,700
MGC COMMUNICATIONS, INC. Common Stock 552763302 725 12,100 Defined 1, 2 12,100
MGIC INVESTMENT CORP/WI Common Stock 552848103 5,277 115,985 Defined 1, 2 115,985
MGI PHARMA INC Common Stock 552880106 190 6,600 Defined 1, 2 6,600
MGM GRAND INC Common Stock 552953101 1,622 50,480 Defined 1, 2 50,480
MIM HOLDINGS LTD SPONSORED ADR ADR 553045402 547 506,300 Defined 1, 2 506,300
M/I SCHOTTENSTEIN HOMES INC Common Stock 55305B101 58 3,700 Defined 1, 2 3,700
MKS INSTRUMENTS INC Common Stock 55306N104 423 10,800 Defined 1, 2 10,800
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MMC NETWORKS INC Common Stock 55308N102 748 14,000 Defined 1, 2 14,000
MRV COMMUNICATIONS INC Common Stock 553477100 1,614 24,000 Defined 1, 2 24,000
MSC INDUSTRIAL DIRECT -CL A Common Stock 553530106 314 15,000 Defined 1, 2 15,000
M S CARRIERS INC Common Stock 553533100 333 18,920 Defined 1, 2 18,920
MTS SYSTEMS CORP Common Stock 553777103 58 9,200 Defined 1, 2 9,200
MTI TECHNOLOGY CORP Common Stock 553903105 110 13,700 Defined 1, 2 13,700
MACDERMID INC Common Stock 554273102 1,189 50,610 Defined 1, 2 50,610
MACERICH CO REIT 554382101 748 33,900 Defined 1, 2 33,900
MACK CALI REALTY CORP REIT 554489104 1,464 57,000 Defined 1, 2 57,000
MACKENZIE FINANCIAL CORP Common Stock 554531103 356 23,700 Defined 1, 2 23,700
MACROVISION CORP Common Stock 555904101 1,477 23,100 Defined 1, 2 23,100
MACROMEDIA INC Common Stock 556100105 6,652 68,800 Defined 1, 2 68,800
MACRONIX INTERNATIONAL CO.,LTD ADR 556103109 2,616 102,330 Defined 1, 2 102,330
MADECO S A -SPON ADR ADR 556304103 169 22,200 Defined 1, 2 22,200
MADISON GAS & ELECTRIC CO Common Stock 557497104 142 7,200 Defined 1, 2 7,200
MAGELLAN HEALTH SVCS Common Stock 559079108 5 4,000 Defined 1, 2 4,000
MAGIC SOFTWARE ENTERPRISES Common Stock 559166103 118 11,000 Defined 1, 2 11,000
MAGNA ENTERTAINMENT CL A Common Stock 559211107 54 8,280 Defined 1, 2 8,280
MAGNA INTERNATIONAL -CL A Common Stock 559222401 1,956 41,400 Defined 1, 2 41,400
MAGNETEK INC Common Stock 559424106 238 29,716 Defined 1, 2 29,716
MATAV RT ADR 559776109 4,239 123,100 Defined 1, 2 123,100
MAIN STREET BANCORP Common Stock 559906102 39 4,411 Defined 1, 2 4,411
MAIL.COM Common Stock 560311102 104 18,200 Defined 1, 2 18,200
MAIL-WELL INC Common Stock 560321200 187 21,700 Defined 1, 2 21,700
MAKITA CORP -ADR ADR 560877300 910 97,090 Defined 1, 2 97,090
MALLINCKRODT INC Common Stock 561232109 3,716 85,557 Defined 1, 2 85,557
MANAGEMENT NETWORK GROUP INC Common Stock 561693102 418 11,950 Defined 1, 2 11,950
MANDALAY RESORT GROUP Common Stock 562567107 2,299 114,957 Defined 1, 2 114,957
MANDARIN ORIENTAL INTERNATIONA ADR 562600205 263 39,600 Defined 1, 2 39,600
MANHATTAN ASSOCS INC COM Common Stock 562750109 338 13,500 Defined 1, 2 13,500
MANITOWOC CO Common Stock 563571108 1,074 40,150 Defined 1, 2 40,150
MANOR CARE INC Common Stock 564055101 918 131,192 Defined 1, 2 131,192
MANPOWER INC/WI Common Stock 56418H100 3,085 96,409 Defined 1, 2 96,409
MANUFACTURED HOME CMNTYS INC REIT 564682102 541 22,600 Defined 1, 2 22,600
MAPICS INC Common Stock 564910107 64 11,100 Defined 1, 2 11,100
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MANUFACTURERS SERVICES LTD Common Stock 565005105 21 1,000 Defined 1, 2 1,000
MANUGISTICS GROUP INC Common Stock 565011103 568 12,150 Defined 1, 2 12,150
MANULIFE FINANCIAL CORP Common Stock 56501R106 4,711 264,500 Defined 1, 2 264,500
MAPINFO CORP Common Stock 565105103 154 3,800 Defined 1, 2 3,800
MAPQUEST.COM INC Common Stock 565644101 245 14,800 Defined 1, 2 14,800
MARCHFIRST INC Common Stock 566244109 3,712 203,411 Defined 1, 2 203,411
MARCUS CORP Common Stock 566330106 582 47,987 Defined 1, 2 47,987
MARIMBA INC Common Stock 56781Q109 142 10,200 Defined 1, 2 10,200
MARINE DRILLING CO INC Common Stock 568240204 708 25,300 Defined 1, 2 25,300
MARINER POST-ACUTE NTWRK INC Common Stock 568459101 1 8,939 Defined 1, 2 8,939
MARK IV INDUSTRIES INC Common Stock 570387100 1,170 56,071 Defined 1, 2 56,071
MARKEL CORP Common Stock 570535104 340 2,400 Defined 1, 2 2,400
MARKETWATCH.COM INC Common Stock 570619106 117 6,200 Defined 1, 2 6,200
MARKS & SPENCER ADR 570697607 6,094 289,200 Defined 1, 2 289,200
MARKETING SERVICES GROUP Common Stock 570907105 54 12,100 Defined 1, 2 12,100
MARSH & MCLENNAN COS Common Stock 571748102 31,964 306,056 Defined 1, 2 306,056
MARSHALL & ILSLEY CORP Common Stock 571834100 5,474 131,908 Defined 1, 2 131,908
MARRIOTT INTL INC Common Stock 571903202 9,866 273,570 Defined 1, 2 273,570
MARTEK BIOSCIENCES CORP Common Stock 572901106 143 7,600 Defined 1, 2 7,600
MARTHA STEWART LIVING Common Stock 573083102 150 6,800 Defined 1, 2 6,800
MARTIN MARIETTA MATERIALS Common Stock 573284106 2,408 59,537 Defined 1, 2 59,537
MARVEL ENTERPRISES -CL A Common Stock 57383M108 93 14,800 Defined 1, 2 14,800
MASCO CORP Common Stock 574599106 8,935 494,684 Defined 1, 2 494,684
MASCOTECH INC Common Stock 574670105 783 72,400 Defined 1, 2 72,400
MASISA SA ADR 574799102 194 16,400 Defined 1, 2 16,400
MASSIMO DA MILANO INC Common Stock 576286108 0 4,331 Defined 1, 2 4,331
MASTEC INC Common Stock 576323109 776 20,325 Defined 1, 2 20,325
MATAV-CABLE SYSTEMS MEDIA LTD. ADR 576561104 329 8,200 Defined 1, 2 8,200
MATERIAL SCIENCES CORP Common Stock 576674105 249 24,920 Defined 1, 2 24,920
MATSUSHITA ELECTRIC -ADR ADR 576879209 30,963 120,478 Defined 1, 2 120,478
MATTEL INC Common Stock 577081102 6,395 484,910 Defined 1, 2 484,910
MATTHEWS INTL CORP -CL A Common Stock 577128101 165 5,700 Defined 1, 2 5,700
MATTSON TECHNOLOGY INC Common Stock 577223100 276 8,500 Defined 1, 2 8,500
MAVESA ADR 577717101 116 37,200 Defined 1, 2 37,200
MAXTOR CORP Common Stock 577729205 530 50,200 Defined 1, 2 50,200
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MAXIM INTEGRATED PRODUCTS Common Stock 57772K101 21,417 315,240 Defined 1, 2 315,240
MAXIM PHARMACEUTICALS INC Common Stock 57772M107 373 7,260 Defined 1, 2 7,260
MAXWELL TECHNOLOGIES INC Common Stock 577767106 9 700 Defined 1, 2 700
MAXYGEN INC Common Stock 577776107 806 14,200 Defined 1, 2 14,200
MAY DEPARTMENT STORES CO Common Stock 577778103 9,080 378,313 Defined 1, 2 378,313
MAXXAM INC Common Stock 577913106 155 8,737 Defined 1, 2 8,737
MAVERICK TUBE CORP Common Stock 577914104 227 7,800 Defined 1, 2 7,800
MAXIMUS INC Common Stock 577933104 756 34,150 Defined 1, 2 34,150
MAYNE NICKLESS LTD -ADR ADR 578450207 428 41,600 Defined 1, 2 41,600
MAYR-MELNHOF-KARTON AG ADR 578471203 321 27,000 Defined 1, 2 27,000
MAYTAG CORP Common Stock 578592107 3,167 85,892 Defined 1, 2 85,892
MCAFEE.COM CORPORATION Common Stock 579062100 70 2,700 Defined 1, 2 2,700
MCCLATCHY CO -CL A Common Stock 579489105 655 19,775 Defined 1, 2 19,775
MCCORMICK & CO Common Stock 579780206 2,845 87,528 Defined 1, 2 87,528
MCDERMOTT INTL INC Common Stock 580037109 600 68,117 Defined 1, 2 68,117
MCDONALDS CORP Common Stock 580135101 50,379 1,529,528 Defined 1, 2 1,529,528
MCGRATH RENTCORP Common Stock 580589109 95 5,600 Defined 1, 2 5,600
MCGRAW-HILL COMPANIES Common Stock 580645109 12,091 223,908 Defined 1, 2 223,908
MCK COMMUNICATIONS Common Stock 581243102 183 7,900 Defined 1, 2 7,900
MCKESSON HBOC CORP Common Stock 58155Q103 7,015 335,023 Defined 1, 2 335,023
MCLEODUSA INC -CL A Common Stock 582266102 4,316 208,634 Defined 1, 2 208,634
MCMORAN EXPLORATION CO Common Stock 582411104 94 5,691 Defined 1, 2 5,691
MEAD CORP Common Stock 582834107 2,952 116,917 Defined 1, 2 116,917
MEADE INSTRUMENTS CORP Common Stock 583062104 176 7,000 Defined 1, 2 7,000
MECH FINL INC Common Stock 583492103 66 2,154 Defined 1, 2 2,154
MECHANICAL TECHNOLOGY INC Common Stock 583538103 233 15,500 Defined 1, 2 15,500
MEDAREX INC Common Stock 583916101 1,276 15,100 Defined 1, 2 15,100
MEDALLION FINANCIAL CORP Common Stock 583928106 93 6,000 Defined 1, 2 6,000
MEDFORD BANCORP INC Common Stock 584131106 49 3,500 Defined 1, 2 3,500
MEDIA GENERAL -CL A Common Stock 584404107 1,525 31,409 Defined 1, 2 31,409
MEDIA 100 INC Common Stock 58440W105 98 3,800 Defined 1, 2 3,800
MEDIA METRIX Common Stock 58440X103 221 8,700 Defined 1, 2 8,700
MEDIAPLEX INC Common Stock 58446B105 259 13,400 Defined 1, 2 13,400
MEDIACOM COMMUNICATIONS CORP Common Stock 58446K105 411 26,700 Defined 1, 2 26,700
MEDICAL ASSURANCE INC Common Stock 58449U100 117 10,396 Defined 1, 2 10,396
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MEDICAL MANAGER CORPORATION Common Stock 58461U103 528 15,487 Defined 1, 2 15,487
MEDICALOGIC Common Stock 584642102 191 20,630 Defined 1, 2 20,630
MEDICIS PHARMACEUT CP -CL A Common Stock 584690309 3,040 53,340 Defined 1, 2 53,340
MEDIMMUNE INC Common Stock 584699102 19,180 259,185 Defined 1, 2 259,185
MEDQUIST INC Common Stock 584949101 156 4,600 Defined 1, 2 4,600
MEDITRUST COMPANIES REIT 58501T306 506 134,934 Defined 1, 2 134,934
MEDTRONIC INC Common Stock 585055106 67,774 1,360,582 Defined 1, 2 1,360,582
MELLON FINANCIAL CORP Common Stock 58551A108 20,041 550,010 Defined 1, 2 550,010
MEMBERWORKS INC Common Stock 586002107 950 28,253 Defined 1, 2 28,253
MENS WEARHOUSE INC Common Stock 587118100 1,515 67,890 Defined 1, 2 67,890
MENTOR CORP Common Stock 587188103 1,236 45,480 Defined 1, 2 45,480
MENTOR GRAPHICS CORP Common Stock 587200106 1,599 80,461 Defined 1, 2 80,461
MIRANT PLC -SP ADR ADR 587336108 6 600 Defined 1, 2 600
MERCANTILE BANKSHARES CORP Common Stock 587405101 2,593 86,972 Defined 1, 2 86,972
MERCATOR SOFTWARE INC Common Stock 587587106 866 12,600 Defined 1, 2 12,600
MERCHANTS N Y BANCORP INC Common Stock 589167105 148 8,600 Defined 1, 2 8,600
MERCK & CO Common Stock 589331107 199,883 2,608,589 Defined 1, 2 2,608,589
MERCURY COMPUTER SYS Common Stock 589378108 1,118 34,600 Defined 1, 2 34,600
MERCURY GENERAL CORP Common Stock 589400100 569 24,100 Defined 1, 2 24,100
MERCURY INTERACTIVE CORP Common Stock 589405109 9,622 99,450 Defined 1, 2 99,450
MEREDITH CORP Common Stock 589433101 1,973 58,466 Defined 1, 2 58,466
MERISTAR HOSPITALITY CORP REIT 58984Y103 942 44,859 Defined 1, 2 44,859
MERIDIAN GOLD INC Common Stock 589975101 200 32,600 Defined 1, 2 32,600
MERITOR AUTOMOTIVE INC Common Stock 59000G100 869 78,966 Defined 1, 2 78,966
MERRILL LYNCH & CO Common Stock 590188108 50,283 437,242 Defined 1, 2 437,242
MESA AIR GROUP INC Common Stock 590479101 292 52,860 Defined 1, 2 52,860
MESABA HOLDINGS INC Common Stock 59066B102 86 8,950 Defined 1, 2 8,950
MESSAGEMEDIA INC Common Stock 590787107 77 22,100 Defined 1, 2 22,100
MESTEK INC Common Stock 590829107 67 3,800 Defined 1, 2 3,800
META GROUP INC Common Stock 591002100 83 4,300 Defined 1, 2 4,300
METACREATIONS CORP Common Stock 591016100 132 10,995 Defined 1, 2 10,995
METALS USA INC Common Stock 591324108 79 16,800 Defined 1, 2 16,800
METASOLV SOFTWARE INC Common Stock 591393103 647 14,700 Defined 1, 2 14,700
METAWAVE COMMUNICATIONS CORP Common Stock 591409107 432 16,200 Defined 1, 2 16,200
METHANEX CORP Common Stock 59151K108 335 98,300 Defined 1, 2 98,300
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METHODE ELECTRONICS -CL A Common Stock 591520200 2,234 57,830 Defined 1, 2 57,830
METLIFE INC Common Stock 59156R108 7,083 336,300 Defined 1, 2 336,300
METRICOM INC Common Stock 591596101 360 12,900 Defined 1, 2 12,900
METRIS COMPANIES INC Common Stock 591598107 642 25,551 Defined 1, 2 25,551
METRO GOLDWYN MAYER INC Common Stock 591610100 2,336 89,407 Defined 1, 2 89,407
METRO INFORMATION SVCS INC Common Stock 59162P104 66 6,600 Defined 1, 2 6,600
METROCALL INC Common Stock 591647102 173 19,232 Defined 1, 2 19,232
METROGAS ADR 591673207 302 34,488 Defined 1, 2 34,488
METROMEDIA FIBER NTWK -CL A Common Stock 591689104 8,390 211,400 Defined 1, 2 211,400
METROMEDIA INTERNATIONAL GRP Common Stock 591695101 197 41,568 Defined 1, 2 41,568
METSO CORP ADR 592671101 956 81,387 Defined 1, 2 81,387
METTLER-TOLEDO INTL ADR 592688105 920 23,000 Defined 1, 2 23,000
MCSI INC Common Stock 593261100 133 5,137 Defined 1, 2 5,137
MICHAEL FOODS INC Common Stock 594079105 784 32,020 Defined 1, 2 32,020
MICHAELS STORES INC Common Stock 594087108 2,293 50,060 Defined 1, 2 50,060
MICREL INC Common Stock 594793101 4,650 107,040 Defined 1, 2 107,040
MICROS SYSTEMS INC Common Stock 594901100 521 28,050 Defined 1, 2 28,050
MICROSOFT CORP Common Stock 594918104 476,487 5,956,091 Defined 1, 2 5,956,091
MICROVISION INC WASH Common Stock 594960106 206 4,200 Defined 1, 2 4,200
MICROSTRATEGY INC Common Stock 594972101 360 12,000 Defined 1, 2 12,000
MICROCHIP TECHNOLOGY INC Common Stock 595017104 5,774 99,100 Defined 1, 2 99,100
MICROCELL TELECOMMUN -CL B Common Stock 59501T304 773 21,400 Defined 1, 2 21,400
MICROMUSE INC Common Stock 595094103 2,499 15,100 Defined 1, 2 15,100
MICRON ELECTRONICS INC Common Stock 595100108 531 42,500 Defined 1, 2 42,500
MICRON TECHNOLOGY INC Common Stock 595112103 55,231 627,176 Defined 1, 2 627,176
MICROSEMI CORP Common Stock 595137100 163 4,800 Defined 1, 2 4,800
MID-AMERICA APT CMNTYS INC REIT 59522J103 427 17,800 Defined 1, 2 17,800
MID-ATLANTIC REALTY TRUST REIT 595232109 136 13,600 Defined 1, 2 13,600
MID ATLANTIC MEDICAL SVCS Common Stock 59523C107 377 27,900 Defined 1, 2 27,900
MID-STATE BANCSHARES Common Stock 595440108 131 4,800 Defined 1, 2 4,800
MIDAS INC Common Stock 595626102 506 25,300 Defined 1, 2 25,300
MID AMERICA BANCORP/KY Common Stock 595915109 117 4,693 Defined 1, 2 4,693
MIDLAND CO Common Stock 597486109 99 4,050 Defined 1, 2 4,050
MIDWEST EXPRESS HOLDINGS INC Common Stock 597911106 490 22,790 Defined 1, 2 22,790
MIDWAY GAMES INC Common Stock 598148104 493 61,139 Defined 1, 2 61,139
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MIDWEST BANC HOLDINGS INC Common Stock 598251106 65 4,700 Defined 1, 2 4,700
MIKASA INC Common Stock 59862T109 84 7,600 Defined 1, 2 7,600
MIIX GROUP INC Common Stock 59862V104 84 7,000 Defined 1, 2 7,000
MILACRON INC Common Stock 598709103 841 58,020 Defined 1, 2 58,020
MILLENNIUM PHARMACTCLS INC Common Stock 599902103 13,926 124,480 Defined 1, 2 124,480
MILLENNIUM CHEMICALS INC Common Stock 599903101 510 30,000 Defined 1, 2 30,000
MILLER (HERMAN) INC Common Stock 600544100 2,583 99,816 Defined 1, 2 99,816
MILLIPORE CORP Common Stock 601073109 3,958 52,507 Defined 1, 2 52,507
MILLS CORP REIT 601148109 421 22,400 Defined 1, 2 22,400
MINE SAFETY APPLIANCES CO Common Stock 602720104 190 7,923 Defined 1, 2 7,923
MINERALS TECHNOLOGIES INC Common Stock 603158106 1,212 26,337 Defined 1, 2 26,337
MINIMED INC Common Stock 60365K108 5,074 43,000 Defined 1, 2 43,000
MINNESOTA MINING & MFG CO Common Stock 604059105 37,366 452,924 Defined 1, 2 452,924
MINNESOTA POWER & LIGHT Common Stock 604110106 1,624 93,832 Defined 1, 2 93,832
MIPS TECHNOLOGIES INC COM Common Stock 604567107 434 10,200 Defined 1, 2 10,200
MIRAGE RESORTS INC Common Stock 60462E104 21 1,000 Defined 1, 2 1,000
MIRAVANT MEDICAL TECHNOLGIES Common Stock 604690107 205 9,200 Defined 1, 2 9,200
MISSISSIPPI CHEMICAL CORP Common Stock 605288208 201 42,393 Defined 1, 2 42,393
MISSISSIPPI VY BANCSHARES Common Stock 605720101 101 4,150 Defined 1, 2 4,150
MITCHELL ENERGY & DEVL A Common Stock 606592202 697 21,700 Defined 1, 2 21,700
MITEL CORP Common Stock 606711109 1,409 67,100 Defined 1, 2 67,100
MITSUBISHI CORP SPONSORED ADR ADR 606769305 8,606 474,750 Defined 1, 2 474,750
MITSUI & CO LTD -ADR ADR 606827202 7,341 47,871 Defined 1, 2 47,871
MODEM MEDIA POPPE TY Common Stock 607533106 71 5,700 Defined 1, 2 5,700
MODERN TIMES GRP ADR 607698107 530 2,200 Defined 1, 2 2,200
MODINE MFG CO Common Stock 607828100 1,004 37,185 Defined 1, 2 37,185
MODIS PROFESSIONAL SVCS INC Common Stock 607830106 933 122,307 Defined 1, 2 122,307
MOHAWK INDUSTRIES INC Common Stock 608190104 1,501 69,000 Defined 1, 2 69,000
MOLECULAR DEVICES CORP Common Stock 60851C107 398 5,750 Defined 1, 2 5,750
MOLEX INC Common Stock 608554101 10,774 223,885 Defined 1, 2 223,885
MOLEX INC Common Stock 608554200 11 300 Defined 1, 2 300
MONACO COACH CORP Common Stock 60886R103 418 30,660 Defined 1, 2 30,660
MONDAVI ROBERT CORP -CL A Common Stock 609200100 114 3,700 Defined 1, 2 3,700
MONTANA POWER CO Common Stock 612085100 4,713 133,462 Defined 1, 2 133,462
MONTEDISON SPA -ADR ADR 612376707 3,667 203,727 Defined 1, 2 203,727
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MONY GROUP Common Stock 615337102 707 20,900 Defined 1, 2 20,900
MOOG INC -CL A Common Stock 615394202 100 3,800 Defined 1, 2 3,800
MOORE CORP LTD Common Stock 615785102 0 100 Defined 1, 2 100
MORGAN (J P) & CO Common Stock 616880100 20,285 184,197 Defined 1, 2 184,197
MORGAN KEEGAN INC Common Stock 617410105 696 47,200 Defined 1, 2 47,200
MORGAN STANLY DEAN WITTER&CO Common Stock 617446448 107,417 1,290,300 Defined 1, 2 1,290,300
MORRISON KNUDSEN Common Stock 61844A109 616 85,020 Defined 1, 2 85,020
MORRISON MANAGEMENT SPECIAL Common Stock 618459101 507 18,000 Defined 1, 2 18,000
MORTGAGE.COM Common Stock 61910V102 28 18,800 Defined 1, 2 18,800
MOTIENT CORPORATION Common Stock 619908106 334 21,300 Defined 1, 2 21,300
MOTOROLA INC Common Stock 620076109 71,157 2,448,401 Defined 1, 2 2,448,401
MOVADO GROUP INC Common Stock 624580106 67 5,562 Defined 1, 2 5,562
MP3.COM, INC. Common Stock 62473M109 414 30,500 Defined 1, 2 30,500
MUELLER INDUSTRIES Common Stock 624756102 1,569 56,040 Defined 1, 2 56,040
MULTEX.COM INC Common Stock 625367107 297 11,800 Defined 1, 2 11,800
MURPHY OIL CORP Common Stock 626717102 3,394 57,097 Defined 1, 2 57,097
MUSICMAKER.COM INC Common Stock 62757C108 28 14,500 Defined 1, 2 14,500
MUSICLAND STORES CORP Common Stock 62758B109 118 15,900 Defined 1, 2 15,900
MUTUAL RISK MANAGEMENT LTD Common Stock 628351108 1,158 66,882 Defined 1, 2 66,882
MYERS INDUSTRIES INC Common Stock 628464109 345 32,114 Defined 1, 2 32,114
MYLAN LABORATORIES Common Stock 628530107 3,289 180,211 Defined 1, 2 180,211
MYRIAD GENETICS INC Common Stock 62855J104 666 4,500 Defined 1, 2 4,500
MYPOINTS COM INC Common Stock 62855T102 237 12,500 Defined 1, 2 12,500
N B T BANCORP INC Common Stock 628778102 85 7,943 Defined 1, 2 7,943
NBTY INC Common Stock 628782104 705 110,600 Defined 1, 2 110,600
NCH CORP Common Stock 628850109 241 6,647 Defined 1, 2 6,647
NCI BUILDING SYSTEMS INC Common Stock 628852105 160 7,900 Defined 1, 2 7,900
NCL HOLDING ASA ADR 628853103 64 6,100 Defined 1, 2 6,100
NCO GROUP INC Common Stock 628858102 747 32,300 Defined 1, 2 32,300
NCR CORP Common Stock 62886E108 4,255 109,287 Defined 1, 2 109,287
NCT GROUP INC Common Stock 62888Q109 39 102,800 Defined 1, 2 102,800
NS GROUP INC Common Stock 628916108 199 9,500 Defined 1, 2 9,500
NEC CORP -ADR ADR 629050204 30,686 193,600 Defined 1, 2 193,600
NL INDUSTRIES Common Stock 629156407 342 22,405 Defined 1, 2 22,405
NPC INTERNATIONAL INC Common Stock 629360306 88 9,800 Defined 1, 2 9,800
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
NRG ENERGY INC Common Stock 629377102 226 12,400 Defined 1, 2 12,400
NTL INC Common Stock 629407107 5,203 86,893 Defined 1, 2 86,893
NTT DOCOMO ticker NTDMY ADR 62942M201 81,593 587,000 Defined 1, 2 587,000
NUI CORP Common Stock 629430109 149 5,500 Defined 1, 2 5,500
NVR INC Common Stock 62944T105 855 15,000 Defined 1, 2 15,000
NYMAGIC INC Common Stock 629484106 60 4,200 Defined 1, 2 4,200
NABISCO HLDGS CORP -CL A Common Stock 629526104 1,192 22,700 Defined 1, 2 22,700
NABISCO GROUP HOLDINGS Common Stock 62952P102 9,657 372,303 Defined 1, 2 372,303
NABORS INDUSTRIES Common Stock 629568106 7,675 184,657 Defined 1, 2 184,657
NANOGEN INC Common Stock 630075109 356 8,400 Defined 1, 2 8,400
NANOMETRICS INC Common Stock 630077105 202 4,900 Defined 1, 2 4,900
NASH FINCH CO Common Stock 631158102 153 18,590 Defined 1, 2 18,590
NASHUA CORP Common Stock 631226107 79 9,590 Defined 1, 2 9,590
NATIONAL AUSTRALIA BK -ADS ADR 632525408 14,614 176,600 Defined 1, 2 176,600
NATIONAL BANCORP ALASKA INC Common Stock 632587101 481 13,400 Defined 1, 2 13,400
NATIONAL BANK OF GREECE ADR 633643408 568 72,700 Defined 1, 2 72,700
NATIONAL BEVERAGE CORP Common Stock 635017106 64 7,900 Defined 1, 2 7,900
NATIONAL CITY BANCORP/MN Common Stock 635312101 55 3,775 Defined 1, 2 3,775
NATIONAL CITY CORP Common Stock 635405103 11,798 691,432 Defined 1, 2 691,432
NATIONAL COMM BANCORP/TN Common Stock 635449101 2,208 137,450 Defined 1, 2 137,450
NATIONAL COMPUTER SYS INC Common Stock 635519101 2,560 51,980 Defined 1, 2 51,980
NATIONAL DATA CORP Common Stock 635621105 1,225 53,260 Defined 1, 2 53,260
NATIONAL DISC BROKERS INC Common Stock 635646102 912 28,600 Defined 1, 2 28,600
NATIONAL EQUIPMENT SVCS INC Common Stock 635847106 64 10,600 Defined 1, 2 10,600
NATIONAL FUEL GAS CO Common Stock 636180101 2,419 49,628 Defined 1, 2 49,628
NATIONAL GOLF PPTYS INC REIT 63623G109 268 12,700 Defined 1, 2 12,700
NATIONAL GRID ADR 636274102 6,854 170,820 Defined 1, 2 170,820
NATIONAL INFORMATION
CONSORTIUM INC Common Stock 636491102 266 23,400 Defined 1, 2 23,400
NATIONAL INSTRUMENTS CORP Common Stock 636518102 3,562 81,660 Defined 1, 2 81,660
NATIONAL-OILWELL INC Common Stock 637071101 960 29,200 Defined 1, 2 29,200
NATIONAL PENN BANCSHARES INC Common Stock 637138108 159 7,695 Defined 1, 2 7,695
NATIONAL PWR PLC SPON ADR
FINAL ADR 637194408 4,771 187,100 Defined 1, 2 187,100
NATIONAL PRESTO INDS INC Common Stock 637215104 352 11,440 Defined 1, 2 11,440
NATIONAL PROCESSING INC Common Stock 637229105 280 22,400 Defined 1, 2 22,400
NATIONAL R V HOLDINGS INC Common Stock 637277104 48 4,600 Defined 1, 2 4,600
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NATIONAL SEMICONDUCTOR CORP Common Stock 637640103 11,359 200,159 Defined 1, 2 200,159
NATIONAL SERVICE INDS INC Common Stock 637657107 937 46,831 Defined 1, 2 46,831
NATIONAL STEEL CORP -CL B Common Stock 637844309 76 18,200 Defined 1, 2 18,200
NATL WSTN LIFE INS CO -CL A Common Stock 638522102 101 1,400 Defined 1, 2 1,400
NATL WESTMINSTER BANK -ADR ADR 638539403 4,975 42,700 Defined 1, 2 42,700
NATIONSRENT INC Common Stock 638588103 95 24,800 Defined 1, 2 24,800
NATIONWIDE FINL SVCS -CL A Common Stock 638612101 345 10,500 Defined 1, 2 10,500
NATIONWIDE HEALTH PPTYS INC REIT 638620104 634 45,500 Defined 1, 2 45,500
NATURAL MICROSYSTEMS CORP Common Stock 638882100 776 6,900 Defined 1, 2 6,900
NATURES SUNSHINE PRODS INC Common Stock 639027101 210 30,055 Defined 1, 2 30,055
NAUTICA ENTERPRISES INC Common Stock 639089101 602 56,340 Defined 1, 2 56,340
NAVISTAR INTERNATIONL Common Stock 63934E108 2,204 70,956 Defined 1, 2 70,956
NAVISITE INC Common Stock 63935M109 518 12,400 Defined 1, 2 12,400
NAVIGANT CONSULTING Common Stock 63935N107 224 52,700 Defined 1, 2 52,700
NEIMAN-MARCUS GROUP INC -CLA Common Stock 640204202 1,839 62,200 Defined 1, 2 62,200
NELSON (THOMAS) INC Common Stock 640376109 198 23,102 Defined 1, 2 23,102
NEOFORMA.COM INC Common Stock 640475109 179 25,500 Defined 1, 2 25,500
NEOMAGIC CORP Common Stock 640497103 34 11,200 Defined 1, 2 11,200
NEON SYSTEMS INC Common Stock 640509105 71 3,800 Defined 1, 2 3,800
NEORX CORPORATION Common Stock 640520300 174 9,200 Defined 1, 2 9,200
NEOSE TECHNOLOGIES INC Common Stock 640522108 248 5,900 Defined 1, 2 5,900
NEPTUNE ORIENT LINES ADR 640773206 396 107,100 Defined 1, 2 107,100
NERA AS ADR 640806105 57 10,900 Defined 1, 2 10,900
NETBANK INC Common Stock 640933107 162 13,000 Defined 1, 2 13,000
NETWORKS ASSOCIATES INC Common Stock 640938106 3,596 176,484 Defined 1, 2 176,484
NESTLE S A -SPON ADR ADR 641069406 47,923 477,348 Defined 1, 2 477,348
NET.GENESIS CORP Common Stock 64107E107 163 9,000 Defined 1, 2 9,000
NET PERCEPTIONS INC Common Stock 64107U101 183 11,500 Defined 1, 2 11,500
NET2PHONE, INC. Common Stock 64108N106 282 7,900 Defined 1, 2 7,900
NETCENTIVES INC Common Stock 64108P101 266 14,300 Defined 1, 2 14,300
NETCOM AB ADR 64108R107 4,204 57,000 Defined 1, 2 57,000
NETCREATIONS INC Common Stock 64110N102 293 6,400 Defined 1, 2 6,400
NETEGRITY INC Common Stock 64110P107 640 8,500 Defined 1, 2 8,500
NETGURU INC Common Stock 64111K107 102 5,700 Defined 1, 2 5,700
NETMANAGE INC Common Stock 641144100 125 27,940 Defined 1, 2 27,940
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
NETRIX CORP Common Stock 641148101 161 13,100 Defined 1, 2 13,100
NETOPIA INC Common Stock 64114K104 290 7,200 Defined 1, 2 7,200
NETOBJECTS INC Common Stock 64114L102 110 12,000 Defined 1, 2 12,000
NETRO CORP Common Stock 64114R109 1,251 21,800 Defined 1, 2 21,800
NETSPEAK CORP Common Stock 64115D109 55 5,600 Defined 1, 2 5,600
NETSOLVE INC Common Stock 64115J106 161 6,200 Defined 1, 2 6,200
NETPLIANCE INC Common Stock 64115K103 243 26,600 Defined 1, 2 26,600
NETIQ CORP Common Stock 64115P102 869 14,570 Defined 1, 2 14,570
NETSCOUT SYSTEMS INC Common Stock 64115T104 148 11,500 Defined 1, 2 11,500
NETSILICON INC Common Stock 64115X105 88 2,700 Defined 1, 2 2,700
NETRATINGS INC Common Stock 64116M108 361 14,100 Defined 1, 2 14,100
NETWORK EQUIPMENT TECH INC Common Stock 641208103 352 34,960 Defined 1, 2 34,960
NETWORK APPLIANCE INC Common Stock 64120L104 28,484 353,840 Defined 1, 2 353,840
NETWORK ACCESS SOLUTIONS Common Stock 64120S109 191 20,000 Defined 1, 2 20,000
NETWORK PERIPHERALS INC Common Stock 64121R100 116 6,900 Defined 1, 2 6,900
NETWORK PLUS CORP Common Stock 64122D506 379 26,700 Defined 1, 2 26,700
NET2000 COMMUNICATIONS INC Common Stock 64122G103 252 15,400 Defined 1, 2 15,400
NETZERO INC Common Stock 64122R109 243 46,500 Defined 1, 2 46,500
NETWORK COMMERCE INC Common Stock 64122T105 129 23,400 Defined 1, 2 23,400
NETZEE INC Common Stock 64122W108 51 9,000 Defined 1, 2 9,000
NEUBERGER BERMAN INC Common Stock 641234109 1,028 22,100 Defined 1, 2 22,100
NEUROGEN CORP Common Stock 64124E106 231 8,000 Defined 1, 2 8,000
NEUROCRINE BIOSCIENCES INC Common Stock 64125C109 299 8,400 Defined 1, 2 8,400
NEW CENTURY FINANCIAL CORP Common Stock 64352D101 56 6,400 Defined 1, 2 6,400
NEW CENTURY ENERGIES INC Common Stock 64352U103 3,999 133,292 Defined 1, 2 133,292
NEW ENGLAND BUSINESS SVC INC Common Stock 643872104 357 21,990 Defined 1, 2 21,990
NEW ERA OF NETWORKS INC Common Stock 644312100 778 18,300 Defined 1, 2 18,300
NEW HORIZONS WORLDWIDE INC Common Stock 645526104 96 4,125 Defined 1, 2 4,125
NEW JERSEY RESOURCES Common Stock 646025106 1,089 28,620 Defined 1, 2 28,620
NEW PLAN EXCEL REALTY TRUST REIT 648053106 1,119 86,080 Defined 1, 2 86,080
NEW WORLD DEV LTD
SPONSORED ADR ADR 649274305 1,395 625,200 Defined 1, 2 625,200
NEW YORK TIMES CO -CL A Common Stock 650111107 7,639 193,391 Defined 1, 2 193,391
NEWELL RUBBERMAID INC Common Stock 651229106 7,885 306,228 Defined 1, 2 306,228
NEWFIELD EXPLORATION CO Common Stock 651290108 2,687 68,670 Defined 1, 2 68,670
NEWMONT MINING CORP Common Stock 651639106 4,145 191,669 Defined 1, 2 191,669
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
NEWPARK RESOURCES Common Stock 651718504 288 30,480 Defined 1, 2 30,480
NEWPORT CORP Common Stock 651824104 1,256 11,700 Defined 1, 2 11,700
NEWPORT NEWS SHIPBUILDING Common Stock 652228107 1,446 39,354 Defined 1, 2 39,354
NEWS CORP LTD -ADR ADR 652487703 25,675 471,100 Defined 1, 2 471,100
NEWSEDGE CORP Common Stock 65249Q106 7 2,800 Defined 1, 2 2,800
NEXTERA Common Stock 65332E101 62 12,900 Defined 1, 2 12,900
NEXELL THERAPEUTICS INC Common Stock 65332H203 119 8,000 Defined 1, 2 8,000
NEXTCARD INC Common Stock 65332K107 190 22,300 Defined 1, 2 22,300
NEXTEL COMMUNICATIONS Common Stock 65332V103 52,578 859,288 Defined 1, 2 859,288
NEXTLINK COMM INC -CL A Common Stock 65333H707 3,412 89,947 Defined 1, 2 89,947
NEXT LEVEL COMMUNICATION INC Common Stock 65333U104 2,958 34,500 Defined 1, 2 34,500
NIAGARA MOHAWK POWER Common Stock 653520106 2,738 196,483 Defined 1, 2 196,483
NICE SYSTEMS LTD -SPON ADR ADR 653656108 386 5,000 Defined 1, 2 5,000
NICOR INC Common Stock 654086107 1,731 53,054 Defined 1, 2 53,054
NIKE INC -CL B Common Stock 654106103 12,458 312,909 Defined 1, 2 312,909
NIKU CORP Common Stock 654113109 118 3,500 Defined 1, 2 3,500
99 CENTS ONLY STORES Common Stock 65440K106 2,172 54,464 Defined 1, 2 54,464
NIPPON TELEGRPH & TELE -ADR ADR 654624105 129,432 1,892,978 Defined 1, 2 1,892,978
NISOURCE INC Common Stock 65473P105 2,865 153,808 Defined 1, 2 153,808
NISSAN MOTOR CO LTD -SP ADR ADR 654744408 8,737 759,700 Defined 1, 2 759,700
NOBLE AFFILIATES INC Common Stock 654894104 2,626 70,492 Defined 1, 2 70,492
NOKIA CORP -ADR ADR 654902204 131,416 2,631,600 Defined 1, 2 2,631,600
NOBLE DRILLING CORP Common Stock 655042109 6,984 169,560 Defined 1, 2 169,560
NORDSON CORP Common Stock 655663102 1,047 20,672 Defined 1, 2 20,672
NORDSTROM INC Common Stock 655664100 3,714 153,947 Defined 1, 2 153,947
NORFOLK SOUTHERN CORP Common Stock 655844108 6,493 436,498 Defined 1, 2 436,498
NORMANDY MNG LTD SPON ADR NEW ADR 656190204 808 100,631 Defined 1, 2 100,631
NORSK HYDRO AS -ADR ADR 656531605 5,827 138,530 Defined 1, 2 138,530
NORTEK INC Common Stock 656559101 95 4,800 Defined 1, 2 4,800
NORTEL NETWORKS CORP Common Stock 656568102 269,993 3,955,938 Defined 1, 2 3,955,938
NORTH FORK BANCORPORATION Common Stock 659424105 3,349 221,394 Defined 1, 2 221,394
NORTH LTD SPONSORED ADR ADR 660491101 1,066 89,900 Defined 1, 2 89,900
NORTH PITTSBURGH SYSTEMS Common Stock 661562108 96 6,500 Defined 1, 2 6,500
NORTHEAST OPTIC NETWORK INC Common Stock 664334109 444 7,200 Defined 1, 2 7,200
NORTHEAST UTILITIES Common Stock 664397106 4,088 187,947 Defined 1, 2 187,947
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NORTHERN STATES POWER/MN Common Stock 665772109 3,600 178,310 Defined 1, 2 178,310
NORTHERN TRUST CORP Common Stock 665859104 16,468 253,104 Defined 1, 2 253,104
NORTHFIELD LABORATORIES INC Common Stock 666135108 122 7,500 Defined 1, 2 7,500
NORTHPOINT COMMUNICATIONS
GROUP INC Common Stock 666610100 611 54,600 Defined 1, 2 54,600
NORTHROP GRUMMAN CORP Common Stock 666807102 5,244 79,153 Defined 1, 2 79,153
NORTHWEST AIRLINES CORP Common Stock 667280101 1,141 37,500 Defined 1, 2 37,500
NORTHWEST BANCORP INC Common Stock 667328108 144 20,900 Defined 1, 2 20,900
NORTHWEST NATURAL GAS CO Common Stock 667655104 913 40,810 Defined 1, 2 40,810
NORTHWESTERN CORP Common Stock 668074107 870 37,640 Defined 1, 2 37,640
NOVA CHEMICALS CORP Common Stock 66977W109 1,161 53,979 Defined 1, 2 53,979
NOVA CORP/GA Common Stock 669784100 2,475 88,600 Defined 1, 2 88,600
NOVAMED EYECARE INC Common Stock 66986W108 93 10,600 Defined 1, 2 10,600
NOVARTIS AG ADR ADR 66987V109 60,719 1,517,984 Defined 1, 2 1,517,984
NOVACARE INC Common Stock 669930109 0 7,600 Defined 1, 2 7,600
NOVADIGM INC Common Stock 669937104 160 8,100 Defined 1, 2 8,100
NUANCE COMMUNICATIONS INC Common Stock 669967101 1,008 12,100 Defined 1, 2 12,100
NOVELL INC Common Stock 670006105 3,468 374,939 Defined 1, 2 374,939
NOVELLUS SYSTEMS INC Common Stock 670008101 8,307 146,860 Defined 1, 2 146,860
NOVEN PHARMACEUTICALS INC Common Stock 670009109 1,138 37,870 Defined 1, 2 37,870
NOVO-NORDISK A/S -ADR ADR 670100205 6,304 74,600 Defined 1, 2 74,600
NOVOSTE CORP Common Stock 67010C100 476 7,800 Defined 1, 2 7,800
NU SKIN ENTERPRISES -CL A Common Stock 67018T105 91 15,800 Defined 1, 2 15,800
NUCENTRIX BROADBAND NETWORKS Common Stock 670198100 110 4,300 Defined 1, 2 4,300
NSTAR BEN INT Common Stock 67019E107 2,893 71,100 Defined 1, 2 71,100
N2H2 INC Common Stock 67019F104 47 9,300 Defined 1, 2 9,300
NUCOR CORP Common Stock 670346105 3,226 97,204 Defined 1, 2 97,204
NUEVO ENERGY CO Common Stock 670509108 538 28,500 Defined 1, 2 28,500
NUMAC ENERGY INC Common Stock 67052A103 186 56,300 Defined 1, 2 56,300
NUMERICAL TECHNOLOGIES INC Common Stock 67053T101 627 12,900 Defined 1, 2 12,900
NVIDIA Common Stock 67066G104 5,021 79,000 Defined 1, 2 79,000
NYCOMED AMERSHAM PLC ADR ADR 67066H102 578 11,800 Defined 1, 2 11,800
NYFIX INC Common Stock 670712108 262 6,239 Defined 1, 2 6,239
O CHARLEYS INC Common Stock 670823103 94 6,900 Defined 1, 2 6,900
OGE ENERGY CORP Common Stock 670837103 1,834 99,120 Defined 1, 2 99,120
OM GROUP INC Common Stock 670872100 1,704 38,720 Defined 1, 2 38,720
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
OMV AG ADR 670875509 1,449 83,050 Defined 1, 2 83,050
OSI PHARMACEUTICALS INC Common Stock 671040103 277 9,600 Defined 1, 2 9,600
OTG SOFTWARE INC Common Stock 671059103 320 11,200 Defined 1, 2 11,200
OAK TECHNOLOGY INC Common Stock 671802106 483 22,400 Defined 1, 2 22,400
OAKLEY INC Common Stock 673662102 462 40,180 Defined 1, 2 40,180
OAKWOOD HOMES Common Stock 674098108 139 76,500 Defined 1, 2 76,500
OBJECTIVE SYS INTEGRATRS INC Common Stock 674424106 170 15,900 Defined 1, 2 15,900
OCCIDENTAL PETROLEUM CORP Common Stock 674599105 8,816 418,541 Defined 1, 2 418,541
OCE NV ADR 674627203 691 43,200 Defined 1, 2 43,200
OCEAN ENERGY INC. Common Stock 67481E106 3,018 212,690 Defined 1, 2 212,690
OCEANEERING INTERNATIONAL Common Stock 675232102 705 37,110 Defined 1, 2 37,110
OCEANFIRST FINANCIAL CORP Common Stock 675234108 100 5,400 Defined 1, 2 5,400
OCULAR SCIENCES INC Common Stock 675744106 169 14,400 Defined 1, 2 14,400
OCWEN FINANCIAL CORP Common Stock 675746101 175 31,500 Defined 1, 2 31,500
OFFICE DEPOT INC Common Stock 676220106 2,261 361,814 Defined 1, 2 361,814
OFFICEMAX INC Common Stock 67622M108 717 143,360 Defined 1, 2 143,360
OFFICIAL PAYMENTS CORP Common Stock 676235104 39 9,000 Defined 1, 2 9,000
OFFSHORE LOGISTICS Common Stock 676255102 492 34,260 Defined 1, 2 34,260
OGDEN CORP Common Stock 676346109 570 63,296 Defined 1, 2 63,296
OHIO CASUALTY CORP Common Stock 677240103 818 77,000 Defined 1, 2 77,000
LUKOIL ADR 677862104 4,611 90,200 Defined 1, 2 90,200
OLD KENT FINANCIAL CORP Common Stock 679833103 4,202 157,078 Defined 1, 2 157,078
OLD NATIONAL BANCORP Common Stock 680033107 702 23,940 Defined 1, 2 23,940
OLD REPUBLIC INTL CORP Common Stock 680223104 2,485 150,594 Defined 1, 2 150,594
OLIN CORP Common Stock 680665205 951 57,640 Defined 1, 2 57,640
OLYMPUS OPTICAL ADR 681627204 2,886 160,600 Defined 1, 2 160,600
OMNICARE INC Common Stock 681904108 1,158 127,804 Defined 1, 2 127,804
OMNICOM GROUP Common Stock 681919106 17,687 198,596 Defined 1, 2 198,596
OMEGA HEALTHCARE INVS INC REIT 681936100 15 3,300 Defined 1, 2 3,300
OMEGA FINL CORP Common Stock 682092101 96 3,800 Defined 1, 2 3,800
OMNOVA SOLUTIONS Common Stock 682129101 403 64,490 Defined 1, 2 64,490
ON ASSIGNMENT INC Common Stock 682159108 1,092 35,800 Defined 1, 2 35,800
ON COMMAND CORP Common Stock 682160106 191 13,400 Defined 1, 2 13,400
ONCOR INC Common Stock 682311105 0 600 Defined 1, 2 600
ONDISPLAY INC Common Stock 68232L100 684 8,400 Defined 1, 2 8,400
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ONE VALLEY BANCORP/WV Common Stock 682419106 463 14,812 Defined 1, 2 14,812
MIRAGE Common Stock 68243Q106 53 10,300 Defined 1, 2 10,300
ONEIDA LTD Common Stock 682505102 132 7,450 Defined 1, 2 7,450
ONEMAIN.COM INC Common Stock 68267P109 116 10,300 Defined 1, 2 10,300
ONEOK INC Common Stock 682680103 864 33,298 Defined 1, 2 33,298
ONI SYSTEMS CORP Common Stock 68273F103 6,364 54,300 Defined 1, 2 54,300
ON2 COM INC Common Stock 68338A107 52 10,200 Defined 1, 2 10,200
ONVIA.COM Common Stock 68338T106 30 3,500 Defined 1, 2 3,500
ONYX SOFTWARE CORP Common Stock 683402101 469 15,800 Defined 1, 2 15,800
OPEN MARKET INC Common Stock 68370M100 345 25,000 Defined 1, 2 25,000
VIMPEL-COMMUNICATIONS ADR 68370R109 347 15,700 Defined 1, 2 15,700
OPTICAL CABLE CORP Common Stock 683827109 502 16,600 Defined 1, 2 16,600
OPTIO SOFTWARE INC Common Stock 68389J106 45 7,500 Defined 1, 2 7,500
ORACLE CORP Common Stock 68389X105 272,236 3,238,490 Defined 1, 2 3,238,490
ORATEC INTERVENTIONS INC Common Stock 68554M108 304 9,100 Defined 1, 2 9,100
ORBITAL ENGN -SPON ADR ADR 685563306 14 1,600 Defined 1, 2 1,600
ORBITAL SCIENCES CORP Common Stock 685564106 741 60,810 Defined 1, 2 60,810
ORCHID BIOSCIENCES INC Common Stock 68571P100 535 14,100 Defined 1, 2 14,100
ORGANOGENESIS INC Common Stock 685906109 670 58,615 Defined 1, 2 58,615
O REILLY AUTOMOTIVE INC Common Stock 686091109 1,148 82,740 Defined 1, 2 82,740
ORGANIC INC Common Stock 68617E101 339 34,800 Defined 1, 2 34,800
ORIGIN ENERGY LTD ADR 68618R101 845 85,075 Defined 1, 2 85,075
ORIENTAL FINANCIAL GROUP Common Stock 68618W100 90 6,200 Defined 1, 2 6,200
ORIX CORP ADR 686330101 6,792 90,340 Defined 1, 2 90,340
ORTHODONTIC CENTERS OF AMER Common Stock 68750P103 2,058 90,940 Defined 1, 2 90,940
OSHKOSH B'GOSH INC -CL A Common Stock 688222207 330 20,170 Defined 1, 2 20,170
OSHKOSH TRUCK CORP Common Stock 688239201 965 27,000 Defined 1, 2 27,000
OSICOM TECHNOLOGIES Common Stock 688271501 415 4,900 Defined 1, 2 4,900
OSMONICS INC Common Stock 688350107 56 6,100 Defined 1, 2 6,100
OSTEOTECH INC Common Stock 688582105 253 24,140 Defined 1, 2 24,140
OTTAWA FINANCIAL CORP Common Stock 689389104 49 2,894 Defined 1, 2 2,894
OTTER TAIL POWER CO Common Stock 689648103 221 10,500 Defined 1, 2 10,500
OUTBACK STEAKHOUSE INC Common Stock 689899102 2,901 99,182 Defined 1, 2 99,182
OVERSEAS SHIPHOLDING GROUP Common Stock 690368105 1,056 42,879 Defined 1, 2 42,879
OWENS & MINOR INC Common Stock 690732102 989 57,570 Defined 1, 2 57,570
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OWENS CORNING Common Stock 69073F103 583 62,976 Defined 1, 2 62,976
OWENS-ILLINOIS INC Common Stock 690768403 1,951 166,891 Defined 1, 2 166,891
OXFORD HEALTH PLANS INC Common Stock 691471106 2,678 112,452 Defined 1, 2 112,452
OXFORD INDUSTRIES INC Common Stock 691497309 222 12,330 Defined 1, 2 12,330
PC CONNECTION INC Common Stock 69318J100 573 10,050 Defined 1, 2 10,050
PC-TEL INC Common Stock 69325Q105 266 7,000 Defined 1, 2 7,000
P-COM INC Common Stock 693262107 711 124,990 Defined 1, 2 124,990
PECO ENERGY CO Common Stock 693304107 7,802 193,531 Defined 1, 2 193,531
PG&E CORP Common Stock 69331C108 10,791 438,219 Defined 1, 2 438,219
PFF BANCORP INC Common Stock 69331W104 110 6,000 Defined 1, 2 6,000
PE CORP Common Stock 69332S102 15,655 237,648 Defined 1, 2 237,648
CELERA GENOMICS Common Stock 69332S201 2,282 24,800 Defined 1, 2 24,800
P F CHANGS CHINA BIS Common Stock 69333Y108 141 4,400 Defined 1, 2 4,400
PICO HOLDINGS INC Common Stock 693366205 80 5,700 Defined 1, 2 5,700
PLX TECHNOLOGY INC Common Stock 693417107 407 9,800 Defined 1, 2 9,800
PMA CAP CORP CL A Common Stock 693419202 86 4,500 Defined 1, 2 4,500
PMC-SIERRA INC Common Stock 69344F106 53 300 Defined 1, 2 300
PMI GROUP INC Common Stock 69344M101 2,604 54,822 Defined 1, 2 54,822
PNC FINANCIAL SERVICES Common Stock 693475105 15,410 328,742 Defined 1, 2 328,742
PPG INDUSTRIES INC Common Stock 693506107 8,831 199,299 Defined 1, 2 199,299
PPL CORPORATION Common Stock 69351T106 3,597 163,972 Defined 1, 2 163,972
PRI AUTOMATION INC Common Stock 69357H106 935 14,300 Defined 1, 2 14,300
PS BUSINESS PARKS REIT 69360J107 254 10,600 Defined 1, 2 10,600
INTI INDORAYON UTAMA ADR 69364L207 2 11,073 Defined 1, 2 11,073
PT TRI POLYTA INDONSIA -ADR ADR 69365B109 1 1,200 Defined 1, 2 1,200
PT PASIFIK SATELIT
NUSANTARA -SPON ADR ADR 69365Q106 152 16,000 Defined 1, 2 16,000
PSS WORLD MEDICAL INC Common Stock 69366A100 660 98,275 Defined 1, 2 98,275
PTEK TECHNOLOGIES INC Common Stock 69366M104 67 20,728 Defined 1, 2 20,728
PACCAR INC Common Stock 693718108 3,469 87,402 Defined 1, 2 87,402
Pac-West Telecom Inc Common Stock 69371Y101 310 15,500 Defined 1, 2 15,500
SANTA BARBARA BANCORP Common Stock 69404P101 273 10,900 Defined 1, 2 10,900
PACIFIC CENTURY FINANCIAL CP Common Stock 694058108 1,474 100,760 Defined 1, 2 100,760
PACIFIC DUNLOP LTD -ADR ADR 694185208 543 155,190 Defined 1, 2 155,190
PACIFIC GATEWAY EXCHANGE INC Common Stock 694327107 30 8,700 Defined 1, 2 8,700
PACIFIC GULF PROPERTIES INC REIT 694396102 479 19,100 Defined 1, 2 19,100
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PACIFIC SUNWEAR CALIF INC Common Stock 694873100 962 51,315 Defined 1, 2 51,315
PACIFICARE HEALTH SYSTEMS Common Stock 695112102 3,053 50,720 Defined 1, 2 50,720
PACKAGING CORP OF AMERICA Common Stock 695156109 475 46,900 Defined 1, 2 46,900
PACKETEER INC Common Stock 695210104 347 11,900 Defined 1, 2 11,900
PACTIV CORPORATION Common Stock 695257105 1,517 192,679 Defined 1, 2 192,679
PAGING NETWORK INC Common Stock 695542100 33 46,200 Defined 1, 2 46,200
PAINE WEBBER GROUP Common Stock 695629105 7,562 166,196 Defined 1, 2 166,196
PAIRGAIN TECHNOLOGIES INC Common Stock 695934109 1,402 41,000 Defined 1, 2 41,000
PALL CORP Common Stock 696429307 2,628 142,028 Defined 1, 2 142,028
PALM HARBOR HOMES INC Common Stock 696639103 147 10,157 Defined 1, 2 10,157
PALM INC Common Stock 696642107 411 12,300 Defined 1, 2 12,300
PANAMSAT CORP Common Stock 697933109 368 8,424 Defined 1, 2 8,424
PAN PAC RETAIL PPTYS INC REIT 69806L104 413 20,500 Defined 1, 2 20,500
PANERA BREAD COMPANY Common Stock 69840W108 202 19,920 Defined 1, 2 19,920
THE PANTRY INC Common Stock 698657103 75 8,100 Defined 1, 2 8,100
PAPA JOHNS INTERNATIONAL INC Common Stock 698813102 742 30,300 Defined 1, 2 30,300
PARADYNE NETWORK, INC. Common Stock 69911G107 443 13,600 Defined 1, 2 13,600
PARAMETRIC TECHNOLOGY CORP Common Stock 699173100 3,469 315,399 Defined 1, 2 315,399
PAREXEL INTERNATIONAL CORP Common Stock 699462107 450 47,110 Defined 1, 2 47,110
PARK ELECTROCHEMICAL CORP Common Stock 700416209 618 17,130 Defined 1, 2 17,130
PARK NATIONAL CORP Common Stock 700658107 387 4,260 Defined 1, 2 4,260
PARK OHIO HOLDINGS CORP Common Stock 700666100 41 4,800 Defined 1, 2 4,800
PARK PLACE ENTERTAINMENT Common Stock 700690100 4,712 386,630 Defined 1, 2 386,630
PARKER DRILLING CO Common Stock 701081101 212 34,200 Defined 1, 2 34,200
PARKER-HANNIFIN CORP Common Stock 701094104 4,291 125,293 Defined 1, 2 125,293
PARKERVISION INC Common Stock 701354102 257 5,100 Defined 1, 2 5,100
PARKWAY PROPERTIES INC REIT 70159Q104 302 9,900 Defined 1, 2 9,900
PARTNER COMMUNICATIONS Common Stock 70211M109 39 4,100 Defined 1, 2 4,100
PATHOGENESIS CORP Common Stock 70321E104 294 11,300 Defined 1, 2 11,300
PATTERSON DENTAL CO Common Stock 703412106 2,981 58,460 Defined 1, 2 58,460
PATTERSON ENERGY INC Common Stock 703414102 410 14,400 Defined 1, 2 14,400
PAXAR CORP Common Stock 704227107 885 74,145 Defined 1, 2 74,145
PAXSON COMM CORP -CL A Common Stock 704231109 190 23,700 Defined 1, 2 23,700
PAYCHEX INC Common Stock 704326107 17,759 422,839 Defined 1, 2 422,839
PAYLESS SHOESOURCE INC Common Stock 704379106 1,485 28,974 Defined 1, 2 28,974
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PCORDER.COM INC Common Stock 70453H107 20 2,600 Defined 1, 2 2,600
PEARL ORIENTAL HOLDINGS
-SP ADR ADR 70477P101 136 115,600 Defined 1, 2 115,600
PEARSON SP. ADR ADR 705015105 11,144 354,750 Defined 1, 2 354,750
PEC SOLUTIONS INC Common Stock 705107100 80 9,900 Defined 1, 2 9,900
PECHINEY ADR 705151207 1,521 73,300 Defined 1, 2 73,300
PEDIATRIX MEDICAL GROUP INC Common Stock 705324101 344 29,630 Defined 1, 2 29,630
PEGASYSTEMS INC Common Stock 705573103 64 12,800 Defined 1, 2 12,800
PEGASUS COMMUNICATIONS CP Common Stock 705904100 687 14,000 Defined 1, 2 14,000
PEGASUS SYSTEMS INC Common Stock 705906105 426 39,200 Defined 1, 2 39,200
PENFORD CORP Common Stock 707051108 261 12,140 Defined 1, 2 12,140
PENINSULAR & ORIENTAL STEAM
NA ADR 707190401 3,106 182,200 Defined 1, 2 182,200
PENN ENGINEERING & MFG CORP
COMMON Common Stock 707389300 134 3,800 Defined 1, 2 3,800
PENN TREATY AMERN CORP Common Stock 707874103 58 3,400 Defined 1, 2 3,400
PENN VIRGINIA CORP Common Stock 707882106 94 3,800 Defined 1, 2 3,800
PENNACO ENERGY INC Common Stock 708046107 136 8,300 Defined 1, 2 8,300
PENNEY (J C) CO Common Stock 708160106 5,485 297,496 Defined 1, 2 297,496
PENNSYLVANIA RE INVS TRUST REIT 709102107 211 12,300 Defined 1, 2 12,300
PENNZOIL-QUAKER Common Stock 709323109 1,199 99,366 Defined 1, 2 99,366
PENTAIR INC Common Stock 709631105 2,194 61,801 Defined 1, 2 61,801
PENTON MEDIA INC Common Stock 709668107 1,806 51,600 Defined 1, 2 51,600
PEOPLES BANCORP INC/OH Common Stock 709789101 41 2,929 Defined 1, 2 2,929
PEOPLES BANK BRIDGEPORT CT Common Stock 710198102 521 28,350 Defined 1, 2 28,350
PEOPLES ENERGY CORP Common Stock 711030106 1,311 40,502 Defined 1, 2 40,502
PEOPLES HLDG CO Common Stock 711148106 53 2,650 Defined 1, 2 2,650
PEOPLESOFT INC Common Stock 712713106 5,262 314,134 Defined 1, 2 314,134
PEP BOYS-MANNY MOE & JACK Common Stock 713278109 518 86,400 Defined 1, 2 86,400
PEPKOR SP. ADR ADR 713350304 455 63,800 Defined 1, 2 63,800
PEPSI BOTTLING GROUP Common Stock 713409100 2,005 68,700 Defined 1, 2 68,700
PEPSICO INC Common Stock 713448108 73,088 1,644,740 Defined 1, 2 1,644,740
PER-SE TECHNOLOGIES INC Common Stock 713569309 122 12,999 Defined 1, 2 12,999
PEREZ COMPANC S.A. ADR 713665107 2,015 251,769 Defined 1, 2 251,769
PEREGRINE SYSTEMS INC Common Stock 71366Q101 1,998 57,600 Defined 1, 2 57,600
PERFORMANCE FOOD GROUP CO Common Stock 713755106 709 22,170 Defined 1, 2 22,170
PERFORMANCE TECHNOLOGIES INC Common Stock 71376K102 49 5,800 Defined 1, 2 5,800
PERICOM SEMICONDUCTO Common Stock 713831105 360 5,300 Defined 1, 2 5,300
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PERKINELMER INC Common Stock 714046109 3,675 55,580 Defined 1, 2 55,580
PERNOD RICARD ADR 714264108 1,834 134,250 Defined 1, 2 134,250
PEROT SYSTEMS Common Stock 714265105 454 41,300 Defined 1, 2 41,300
PERRIGO COMPANY Common Stock 714290103 645 102,149 Defined 1, 2 102,149
PERSISTENCE SOFTWARE INC Common Stock 715329108 152 8,400 Defined 1, 2 8,400
PERSONNEL GROUP AMERICA INC Common Stock 715338109 34 11,500 Defined 1, 2 11,500
PERUSAHAAN INDO SAT -ADR ADR 715680104 711 62,500 Defined 1, 2 62,500
PT TELEKOMUNIKASI INDONESIA
-ADS ADR 715684106 2,024 291,720 Defined 1, 2 291,720
PERVASIVE SOFTWARE INC Common Stock 715710109 39 6,900 Defined 1, 2 6,900
PETSEC ENERGY LTD ADR ADR 715796108 1 2,200 Defined 1, 2 2,200
PETCO ANIMAL SUPPLIES INC Common Stock 716016100 183 9,350 Defined 1, 2 9,350
PETROCANADA Common Stock 71644E102 480 25,200 Defined 1, 2 25,200
PETROCHINA CO LTD ADR 71646E100 23,869 1,140,000 Defined 1, 2 1,140,000
PETROLEUM GEO-SVC -SPON ADR ADR 716597109 789 46,250 Defined 1, 2 46,250
PETSMART INC Common Stock 716768106 167 49,600 Defined 1, 2 49,600
PEUGEOT-CITROEN S A ADR ADR 716825500 6,108 121,250 Defined 1, 2 121,250
PHARMACYCLICS INC Common Stock 716933106 403 6,600 Defined 1, 2 6,600
PFEIFFER VACUUM TECHNOLOGY ADR 717067102 204 5,199 Defined 1, 2 5,199
PFIZER INC Common Stock 717081103 343,373 7,153,612 Defined 1, 2 7,153,612
PFSWEB INC Common Stock 717098107 37 7,850 Defined 1, 2 7,850
PHARMACEUTICAL PROD DEV INC Common Stock 717124101 886 42,200 Defined 1, 2 42,200
PHARMACEUTICAL RES INC Common Stock 717125108 13 2,500 Defined 1, 2 2,500
PHARMACOPEIA INC Common Stock 71713B104 408 8,800 Defined 1, 2 8,800
PHARMACIA CORP Common Stock 71713U102 74,043 1,432,517 Defined 1, 2 1,432,517
PHELPS DODGE CORP Common Stock 717265102 3,332 89,597 Defined 1, 2 89,597
PHILADELPHIA CONS HLDG CORP Common Stock 717528103 96 5,700 Defined 1, 2 5,700
PHILADELPHIA SUBURBAN CORP Common Stock 718009608 1,362 66,428 Defined 1, 2 66,428
PHILIP MORRIS COS INC Common Stock 718154107 69,310 2,609,311 Defined 1, 2 2,609,311
PHILIP SERVICES CORP Common Stock 71819M103 0 2,100 Defined 1, 2 2,100
PHILIPPINE LG DIST -SP ADR ADR 718252604 1,275 71,820 Defined 1, 2 71,820
PHILIPS INTL REALTY CORP REIT 718333107 116 6,700 Defined 1, 2 6,700
PHILLIPS PETROLEUM CO Common Stock 718507106 14,649 289,005 Defined 1, 2 289,005
PHILLIPS-VAN HEUSEN Common Stock 718592108 422 44,400 Defined 1, 2 44,400
PHOENIX INVESTMENT PARTNERS Common Stock 719085102 203 19,350 Defined 1, 2 19,350
PHOENIX TECHNOLOGIES LTD Common Stock 719153108 685 42,000 Defined 1, 2 42,000
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PHONE.COM INC Common Stock 71920Q100 2,012 30,900 Defined 1, 2 30,900
PHOTON DYNAMICS INC Common Stock 719364101 359 4,800 Defined 1, 2 4,800
PHOTRONICS INC Common Stock 719405102 1,432 50,470 Defined 1, 2 50,470
PHYCOR INC Common Stock 71940F100 6 9,275 Defined 1, 2 9,275
PHYSICIANS RESOURCE GRP INC Common Stock 71941S101 0 3,100 Defined 1, 2 3,100
PIEDMONT NATURAL GAS CO Common Stock 720186105 1,356 51,050 Defined 1, 2 51,050
PIER 1 IMPORTS INC/DE Common Stock 720279108 1,504 154,298 Defined 1, 2 154,298
PILGRIMS PRIDE CORP Common Stock 721467108 86 12,100 Defined 1, 2 12,100
PILLOWTEX CORP Common Stock 721501104 98 23,059 Defined 1, 2 23,059
PILOT NETWORK SVCS I Common Stock 721596104 98 6,600 Defined 1, 2 6,600
PINNACLE ENTERTAINMENT INC Common Stock 723456109 829 42,650 Defined 1, 2 42,650
PINNACLE HOLDINGS REIT 72346N101 2,290 42,400 Defined 1, 2 42,400
PINNACLE SYSTEMS INC Common Stock 723481107 1,958 87,100 Defined 1, 2 87,100
PINNACLE WEST CAPITAL Common Stock 723484101 3,280 96,838 Defined 1, 2 96,838
PIONEER CORP ADR 723646105 4,396 108,550 Defined 1, 2 108,550
PIONEER GROUP INC Common Stock 723684106 1,842 43,460 Defined 1, 2 43,460
PIONEER INTERNATIONAL ADR 723711305 1,429 503,950 Defined 1, 2 503,950
PIONEER NATURAL RESOURCES CO Common Stock 723787107 1,607 126,077 Defined 1, 2 126,077
PIONEER STANDARD ELECTRONICS Common Stock 723877106 654 44,327 Defined 1, 2 44,327
PITNEY BOWES INC Common Stock 724479100 11,798 294,941 Defined 1, 2 294,941
PITTSTON CO-BRINKS GROUP Common Stock 725701106 897 65,556 Defined 1, 2 65,556
PIXAR Common Stock 725811103 726 20,600 Defined 1, 2 20,600
PIXELWORKS INC Common Stock 72581M107 356 15,650 Defined 1, 2 15,650
PIVITAL CORPORATION Common Stock 72581R106 207 8,800 Defined 1, 2 8,800
PLACER DOME INC Common Stock 725906101 3,575 373,822 Defined 1, 2 373,822
PLAINS ALL AMERN PIP Common Stock 726503105 188 10,100 Defined 1, 2 10,100
PLAINS RESOURCES INC Common Stock 726540503 465 29,090 Defined 1, 2 29,090
PLANETRX.COM INC Common Stock 727049108 34 22,900 Defined 1, 2 22,900
PLANTRONICS INC Common Stock 727493108 3,035 26,280 Defined 1, 2 26,280
PLAYBOY ENTERPRISES -CL B Common Stock 728117300 135 10,500 Defined 1, 2 10,500
PLAYTEX PRODUCTS INC Common Stock 72813P100 303 26,800 Defined 1, 2 26,800
PLEXUS CORP Common Stock 729132100 3,357 29,710 Defined 1, 2 29,710
PLUG POWER INC Common Stock 72919P103 1,188 19,000 Defined 1, 2 19,000
PLUM CREEK TIMBER CO -LP Common Stock 729251108 1,446 55,600 Defined 1, 2 55,600
POGO PRODUCING CO Common Stock 730448107 1,452 65,620 Defined 1, 2 65,620
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POHANG IRON & STEEL CO -ADR ADR 730450103 5,213 217,200 Defined 1, 2 217,200
POLARIS INDS INC Common Stock 731068102 1,242 38,810 Defined 1, 2 38,810
POLAROID CORP Common Stock 731095105 923 51,120 Defined 1, 2 51,120
POLICY MANAGEMENT SYSTEMS CP Common Stock 731108106 692 45,040 Defined 1, 2 45,040
POLO RALPH LAUREN CP -CL A Common Stock 731572103 205 14,400 Defined 1, 2 14,400
POLYCOM INC Common Stock 73172K104 4,206 44,700 Defined 1, 2 44,700
POLYMEDICA CORP Common Stock 731738100 1,090 25,200 Defined 1, 2 25,200
POLYMER GROUP INC Common Stock 731745105 131 14,200 Defined 1, 2 14,200
POMEROY COMPUTER RES INC Common Stock 731822102 77 5,200 Defined 1, 2 5,200
POPE & TALBOT INC Common Stock 732827100 376 23,510 Defined 1, 2 23,510
POPULAR INC Common Stock 733174106 1,148 60,200 Defined 1, 2 60,200
PORTAL SOFTWARE INC Common Stock 736126103 4,567 71,500 Defined 1, 2 71,500
PORTUGAL TELECOM S.A. ADR 737273102 6,482 576,150 Defined 1, 2 576,150
POSSIS MEDICAL INC Common Stock 737407106 9 1,400 Defined 1, 2 1,400
POST PROPERTIES INC REIT 737464107 1,599 36,343 Defined 1, 2 36,343
POTASH CORP SASK INC Common Stock 73755L107 1,595 28,898 Defined 1, 2 28,898
POTLATCH CORP Common Stock 737628107 1,082 32,658 Defined 1, 2 32,658
POTOMAC ELECTRIC POWER Common Stock 737679100 3,749 149,946 Defined 1, 2 149,946
POWERGEN PLC ADR 738905405 3,421 97,750 Defined 1, 2 97,750
POWER INTEGRATIONS INC Common Stock 739276103 273 11,600 Defined 1, 2 11,600
POWER-ONE INC Common Stock 739308104 1,641 14,400 Defined 1, 2 14,400
POWERWAVE TECHNOLOGIES INC Common Stock 739363109 3,454 78,500 Defined 1, 2 78,500
POWERTEL INC Common Stock 73936C109 929 13,100 Defined 1, 2 13,100
PRAECIS PHARMACEUTICALS INC Common Stock 739421105 491 17,600 Defined 1, 2 17,600
PRAXAIR INC Common Stock 74005P104 6,656 177,777 Defined 1, 2 177,777
PREPAID LEGAL SERVICES INC Common Stock 740065107 1,097 36,730 Defined 1, 2 36,730
PRECISION CASTPARTS CORP Common Stock 740189105 1,402 30,978 Defined 1, 2 30,978
PRECISION DRILLING CORP Common Stock 74022D100 869 22,500 Defined 1, 2 22,500
PREDICTIVE SYSTEMS INC Common Stock 74036W102 370 10,300 Defined 1, 2 10,300
PREMIER FARNELL PLC ADS ADR 74050U107 1,179 82,044 Defined 1, 2 82,044
PREMIER OIL PLC SPONSORED ADR ADR 740536107 124 60,724 Defined 1, 2 60,724
PREMIER NATL BANCORP Common Stock 74053F107 96 7,399 Defined 1, 2 7,399
PRENTISS PROPERTIES TRUST REIT 740706106 931 38,800 Defined 1, 2 38,800
PRESIDENTIAL LIFE CORP Common Stock 740884101 190 13,700 Defined 1, 2 13,700
PRESSTEK INC Common Stock 741113104 233 14,300 Defined 1, 2 14,300
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PREVIEW SYS INC Common Stock 741379101 91 7,000 Defined 1, 2 7,000
PRICE COMMUNICATIONS CORP Common Stock 741437305 582 24,700 Defined 1, 2 24,700
PRICE ENTERPRISES INC REIT 741444202 108 16,030 Defined 1, 2 16,030
PRICE (T. ROWE) ASSOCIATES Common Stock 741477103 5,882 138,399 Defined 1, 2 138,399
PRICELINE.COM INC Common Stock 741503106 2,465 64,900 Defined 1, 2 64,900
PRICER AB ADR 741509103 0 700 Defined 1, 2 700
PRIME MEDICAL SVCS INC Common Stock 74156D108 71 9,200 Defined 1, 2 9,200
PRIME RETAIL INC REIT 741570105 51 40,610 Defined 1, 2 40,610
PRIMEDIA INC Common Stock 74157K101 1,474 64,800 Defined 1, 2 64,800
PRIME RESPONSE INC Common Stock 74158B100 60 8,700 Defined 1, 2 8,700
PRIME GROUP REALTY TRUST REIT 74158J103 223 14,700 Defined 1, 2 14,700
PRIMEX TECHNOLOGIES INC Common Stock 741597108 101 4,600 Defined 1, 2 4,600
PRIMUS KNOWLEDGE SOLUTIONS I Common Stock 74163Q100 275 6,100 Defined 1, 2 6,100
PRIMARK CORP Common Stock 741903108 1,223 32,830 Defined 1, 2 32,830
PRIME HOSPITALITY CORP Common Stock 741917108 688 72,880 Defined 1, 2 72,880
PRIMUS TELECOMM GROUP INC Common Stock 741929103 405 16,272 Defined 1, 2 16,272
PRIDE INTERNATIONAL INC Common Stock 741932107 2,618 105,760 Defined 1, 2 105,760
PRIORITY HEALTHCARE CORP CL B Common Stock 74264T102 2,685 36,126 Defined 1, 2 36,126
PRIORITY HEALTHCARE CORP CL A Common Stock 74264T201 125 1,903 Defined 1, 2 1,903
PROBUSINESS SERVICES INC Common Stock 742674104 275 10,350 Defined 1, 2 10,350
PRIZE ENERGY CORP Common Stock 74267L106 173 7,200 Defined 1, 2 7,200
PROCOM TECHNOLOGY IN Common Stock 74270W107 248 4,800 Defined 1, 2 4,800
PROCTER & GAMBLE CO Common Stock 742718109 85,697 1,496,885 Defined 1, 2 1,496,885
PRODIGY COMMUNICATIONS - CL A Common Stock 74283P206 296 28,200 Defined 1, 2 28,200
PROFESSIONAL DETAILING INC Common Stock 74312N107 201 5,900 Defined 1, 2 5,900
PROFIT RECOVERY GRP INTL INC Common Stock 743168106 1,336 80,360 Defined 1, 2 80,360
PROGENICS PHARMACEUTICAL INC Common Stock 743187106 70 4,900 Defined 1, 2 4,900
PROGRESS SOFTWARE CORP Common Stock 743312100 1,105 61,580 Defined 1, 2 61,580
PROGRESSIVE CORP-OHIO Common Stock 743315103 6,174 83,427 Defined 1, 2 83,427
PROJECT SOFTWARE & DEV INC Common Stock 74339P101 637 35,400 Defined 1, 2 35,400
PROLOGIS TRUST REIT 743410102 3,388 158,960 Defined 1, 2 158,960
PROMOTIONS.COM INC Common Stock 74341U106 31 6,100 Defined 1, 2 6,100
PROSOFTTRAINING.COM Common Stock 743477101 136 8,100 Defined 1, 2 8,100
PROTECTION ONE INC Common Stock 743663304 123 56,300 Defined 1, 2 56,300
PROTECTIVE LIFE CORP Common Stock 743674103 2,186 82,100 Defined 1, 2 82,100
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PROTEIN DESIGN LABS INC Common Stock 74369L103 6,031 36,560 Defined 1, 2 36,560
PROVANT INC Common Stock 743724106 52 9,200 Defined 1, 2 9,200
PROVALIS PLC ADR 74372Q107 1 1,100 Defined 1, 2 1,100
PROVIDENCE ENERGY CORP Common Stock 743743106 109 2,700 Defined 1, 2 2,700
PROVIDENT BANKSHARES CORP Common Stock 743859100 590 43,715 Defined 1, 2 43,715
PROVIDENT FINANCIAL GRP INC Common Stock 743866105 1,479 62,100 Defined 1, 2 62,100
PROVINCE HEALTHCARE CO Common Stock 743977100 350 9,700 Defined 1, 2 9,700
PROVIDIAN FINANCIAL CORP Common Stock 74406A102 14,600 162,220 Defined 1, 2 162,220
PROXICOM INC Common Stock 744282104 1,106 23,100 Defined 1, 2 23,100
PROXIM INC Common Stock 744284100 2,016 20,370 Defined 1, 2 20,370
PROXYMED INC Common Stock 744290107 14 8,100 Defined 1, 2 8,100
PRUDENTIAL ADR 74435K204 17,055 589,375 Defined 1, 2 589,375
PSINET INC Common Stock 74437C101 2,580 102,697 Defined 1, 2 102,697
PUBLIC SERVICE CO OF N MEX Common Stock 744499104 778 50,399 Defined 1, 2 50,399
PUBLIC SERVICE ENTRP Common Stock 744573106 8,535 246,496 Defined 1, 2 246,496
PUBLIC STORAGE INC REIT 74460D109 2,973 126,850 Defined 1, 2 126,850
PUGET SOUND ENERGY INC Common Stock 745332106 2,306 108,213 Defined 1, 2 108,213
PULITZER INC Common Stock 745769109 152 3,600 Defined 1, 2 3,600
PULTE CORP Common Stock 745867101 1,023 47,300 Defined 1, 2 47,300
PUMA TECHNOLOGY INC Common Stock 745887109 477 17,800 Defined 1, 2 17,800
PURCHASEPRO.COM INC Common Stock 746144104 562 13,700 Defined 1, 2 13,700
PURE RESOURCES INC Common Stock 74622E102 136 7,614 Defined 1, 2 7,614
QLT PHOTOTHERAPUTICS Common Stock 746927102 959 12,400 Defined 1, 2 12,400
Q.P. CORP. ADR 746941103 781 46,700 Defined 1, 2 46,700
QRS CORP Common Stock 74726X105 660 26,860 Defined 1, 2 26,860
QLOGIC CORP Common Stock 747277101 6,230 94,300 Defined 1, 2 94,300
QAD INC Common Stock 74727D108 50 13,400 Defined 1, 2 13,400
QS COMMUNICATIONS ADR 74727G101 4 200 Defined 1, 2 200
QUADRAMED CORP Common Stock 74730W101 28 11,100 Defined 1, 2 11,100
QUAKER CHEMICAL CORP Common Stock 747316107 250 14,370 Defined 1, 2 14,370
QUAKER OATS CO Common Stock 747402105 11,142 148,312 Defined 1, 2 148,312
QUALCOMM INC Common Stock 747525103 50,671 844,520 Defined 1, 2 844,520
QUANEX CORP Common Stock 747620102 342 22,990 Defined 1, 2 22,990
QUANTA SERVICES INC Common Stock 74762E102 4,048 73,600 Defined 1, 2 73,600
QUANTUM EFFECT DEVICES INC Common Stock 74764T107 650 11,400 Defined 1, 2 11,400
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QUANTUM CORP -DTL & STORAGE Common Stock 747906204 1,980 204,432 Defined 1, 2 204,432
QUANTUM CORP - HARD DISK
DRIVE Common Stock 747906303 414 37,400 Defined 1, 2 37,400
QUEBECOR WORLD INC Common Stock 748203106 686 28,300 Defined 1, 2 28,300
QUEENS COUNTY BANCORP INC Common Stock 748242104 625 33,920 Defined 1, 2 33,920
QUEST DIAGNOSTICS INC Common Stock 74834L100 4,395 58,800 Defined 1, 2 58,800
QUEST SOFTWARE INC Common Stock 74834T103 997 18,000 Defined 1, 2 18,000
QUESTAR CORP Common Stock 748356102 1,975 101,952 Defined 1, 2 101,952
QUICKLOGIC CORP Common Stock 74837P108 174 7,800 Defined 1, 2 7,800
QUIKSILVER INC Common Stock 74838C106 566 36,400 Defined 1, 2 36,400
QUILMES INDL QUINSA SOCIETE ADR 74838Y108 254 22,800 Defined 1, 2 22,800
QUINENCO SA ADR 748718103 609 62,500 Defined 1, 2 62,500
QUINTILES TRANSNATIONAL CORP Common Stock 748767100 1,992 141,048 Defined 1, 2 141,048
QUINTUS CORPORATION Common Stock 748798105 290 14,600 Defined 1, 2 14,600
QUOKKA SPORTS, INC. Common Stock 749077103 156 19,400 Defined 1, 2 19,400
QUORUM HEALTH GROUP INC Common Stock 749084109 1,000 96,973 Defined 1, 2 96,973
QWEST COMMUNICATION INTL Common Stock 749121109 16,736 336,826 Defined 1, 2 336,826
R & B FALCON CORP Common Stock 74912E101 2,023 85,836 Defined 1, 2 85,836
RCM TECHNOLOGIES INC Common Stock 749360400 32 4,400 Defined 1, 2 4,400
RCN CORP Common Stock 749361101 860 33,900 Defined 1, 2 33,900
RFS HOTEL INVESTORS INC REIT 74955J108 284 24,200 Defined 1, 2 24,200
R H DONNELLEY CORP Common Stock 74955w307 287 14,800 Defined 1, 2 14,800
RGS ENERGY GROUP INC. Common Stock 74956K104 352 15,800 Defined 1, 2 15,800
RLI CORP Common Stock 749607107 556 16,000 Defined 1, 2 16,000
RPC INC Common Stock 749660106 133 12,600 Defined 1, 2 12,600
RPM INC-OHIO Common Stock 749685103 1,344 132,708 Defined 1, 2 132,708
RSA SECURITY INC Common Stock 749719100 4,783 69,070 Defined 1, 2 69,070
RTI INTL METALS INC Common Stock 74973W107 385 33,840 Defined 1, 2 33,840
RWE AG SPONSORED ADR ADR 74975E303 6,772 200,700 Defined 1, 2 200,700
RACAL ELECTRS PLC -SPON ADR ADR 749815403 1,191 87,600 Defined 1, 2 87,600
RF MICRO DEVICES INC Common Stock 749941100 3,969 45,300 Defined 1, 2 45,300
RADIAN GROUP Common Stock 750236101 3,161 61,090 Defined 1, 2 61,090
RADIANT SYSTEMS INC Common Stock 75025N102 176 7,350 Defined 1, 2 7,350
RADIO ONE INC Common Stock 75040P108 290 9,800 Defined 1, 2 9,800
RADIO UNICA COMMUNICATIONS Common Stock 75040Q106 64 9,200 Defined 1, 2 9,200
RADIOSHACK CORP Common Stock 750438103 10,023 211,566 Defined 1, 2 211,566
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RADISYS CORP Common Stock 750459109 1,555 27,400 Defined 1, 2 27,400
RAINBOW TECHNOLOGIES INC Common Stock 750862104 246 5,050 Defined 1, 2 5,050
RAINMAKER SYSTEMS INC Common Stock 750875106 44 16,400 Defined 1, 2 16,400
RAMBUS INC Common Stock 750917106 5,459 53,000 Defined 1, 2 53,000
RALCORP HOLDINGS INC Common Stock 751028101 593 48,430 Defined 1, 2 48,430
RALSTON PURINA CO Common Stock 751277302 6,981 350,140 Defined 1, 2 350,140
RAMCO ENERGY PLC ADR 75144Q101 89 15,100 Defined 1, 2 15,100
RAMCO-GERSHENSON PROPERTIES REIT 751452202 101 6,500 Defined 1, 2 6,500
RAMP NETWORKS INC Common Stock 751567108 109 9,200 Defined 1, 2 9,200
RANK GROUP PLC -ADR ADR 753037100 1,011 231,161 Defined 1, 2 231,161
RARE HOSPITALITY INTL INC Common Stock 753820109 147 5,200 Defined 1, 2 5,200
RARE MEDIUM GROUP INC Common Stock 75382N109 342 21,600 Defined 1, 2 21,600
RATIONAL SOFTWARE CORP Common Stock 75409P202 10,473 112,688 Defined 1, 2 112,688
RAVISENT TECHNOLOGIE Common Stock 754440105 46 6,500 Defined 1, 2 6,500
RAYMOND JAMES FINANCIAL CORP Common Stock 754730109 1,687 74,985 Defined 1, 2 74,985
RAYONIER INC Common Stock 754907103 1,242 34,607 Defined 1, 2 34,607
RAYOVAC CORP Common Stock 755081106 271 12,100 Defined 1, 2 12,100
RAYTHEON CO -CL B Common Stock 755111408 7,409 384,875 Defined 1, 2 384,875
RAZORFISH INC Common Stock 755236106 597 37,174 Defined 1, 2 37,174
READ-RITE CORP Common Stock 755246105 180 81,000 Defined 1, 2 81,000
READERS DIGEST ASSN -CL A Common Stock 755267101 5,289 133,050 Defined 1, 2 133,050
REALNETWORKS INC Common Stock 75605L104 4,217 83,400 Defined 1, 2 83,400
REALTY INCOME CORP REIT 756109104 613 26,000 Defined 1, 2 26,000
RECKSON ASSOCS RLTY CORP REIT 75621K106 922 38,800 Defined 1, 2 38,800
RED HAT, INC. Common Stock 756577102 1,859 68,700 Defined 1, 2 68,700
REDBACK NETWORKS Common Stock 757209101 3,475 19,400 Defined 1, 2 19,400
REDIFF.COM ADR 757479100 70 5,000 Defined 1, 2 5,000
REEBOK INTERNATIONAL LTD Common Stock 758110100 1,028 64,485 Defined 1, 2 64,485
REED INTL PLC -SP ADR ADR 758212872 6,031 172,300 Defined 1, 2 172,300
REGAL BELOIT Common Stock 758750103 547 34,050 Defined 1, 2 34,050
REGENT COMMUNICATIONS INC Common Stock 758865109 122 14,200 Defined 1, 2 14,200
REGENERON PHARMACEUT Common Stock 75886F107 1,802 60,460 Defined 1, 2 60,460
REGIS CORP/MN Common Stock 758932107 827 66,160 Defined 1, 2 66,160
REGENCY REALTY CORP REIT 758939102 1,280 53,900 Defined 1, 2 53,900
REGIONS FINL CORP Common Stock 758940100 5,000 251,571 Defined 1, 2 251,571
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REGISTER.COM Common Stock 75914G101 66 2,154 Defined 1, 2 2,154
REINSURANCE GROUP AMER INC Common Stock 759351109 602 19,975 Defined 1, 2 19,975
RELIANCE GROUP HOLDINGS Common Stock 759464100 38 50,918 Defined 1, 2 50,918
RELIANCE STEEL & ALUMINUM CO Common Stock 759509102 862 45,070 Defined 1, 2 45,070
RELIANT ENERGY Common Stock 75952J108 9,719 328,768 Defined 1, 2 328,768
RELIASTAR FINANCIAL CORP Common Stock 75952U103 5,978 114,007 Defined 1, 2 114,007
REMEC INC Common Stock 759543101 355 12,700 Defined 1, 2 12,700
REMEDY CORP Common Stock 759548100 3,087 55,370 Defined 1, 2 55,370
REMINGTON OIL&GAS CP -CL B Common Stock 759594302 262 34,960 Defined 1, 2 34,960
RENAISSANCE WORLDWIDE INC Common Stock 75968A109 39 24,900 Defined 1, 2 24,900
REPUBLIC BANCSHARES INC Common Stock 759929102 56 4,700 Defined 1, 2 4,700
RENAL CARE GROUP INC Common Stock 759930100 2,047 83,715 Defined 1, 2 83,715
RENTERS CHOICE INC Common Stock 76009N100 241 10,700 Defined 1, 2 10,700
RENT-WAY INC Common Stock 76009U104 283 9,700 Defined 1, 2 9,700
RENTOKIL INITIAL PLC ADR 760125104 3,926 172,600 Defined 1, 2 172,600
REPSOL SA -ADR ADR 76026T205 10,492 529,550 Defined 1, 2 529,550
REPUBLIC BANCORP INC Common Stock 760282103 179 20,073 Defined 1, 2 20,073
REPUBLIC GROUP INC Common Stock 760473108 174 19,350 Defined 1, 2 19,350
REPUBLIC SEC FINL CORP Common Stock 760758102 112 22,384 Defined 1, 2 22,384
REPUBLIC SERVICES INC Common Stock 760759100 1,137 71,050 Defined 1, 2 71,050
RESEARCH FRONTIERS INC Common Stock 760911107 150 5,000 Defined 1, 2 5,000
RES-CARE INC Common Stock 760943100 59 10,975 Defined 1, 2 10,975
RESMED INC Common Stock 761152107 1,383 51,700 Defined 1, 2 51,700
RESORTS WORLD ADR 761191105 2,099 153,400 Defined 1, 2 153,400
RESOURCE AMERICA INC Common Stock 761195205 67 10,200 Defined 1, 2 10,200
RESPIRONICS INC Common Stock 761230101 930 51,648 Defined 1, 2 51,648
RETEK INC Common Stock 76128Q109 656 20,500 Defined 1, 2 20,500
REUTERS GROUP PLC ADR 76132M102 13,418 134,262 Defined 1, 2 134,262
REVLON INC -CL A Common Stock 761525500 56 8,800 Defined 1, 2 8,800
REX STORES CORP Common Stock 761624105 95 4,084 Defined 1, 2 4,084
REXALL SUNDOWN INC Common Stock 761648104 874 36,400 Defined 1, 2 36,400
REXAM PLC ADR 761655307 1,001 271,346 Defined 1, 2 271,346
REYNOLDS & REYNOLDS -CL A Common Stock 761695105 1,780 97,517 Defined 1, 2 97,517
RJ REYNOLDS TOBACCO HOLDNGS Common Stock 76182K105 3,653 130,753 Defined 1, 2 130,753
RHODIA ADR 762397107 541 31,600 Defined 1, 2 31,600
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
RHYTHMS NETCONNECTIONS INC Common Stock 762430205 427 34,000 Defined 1, 2 34,000
RIBOZYME PHARMACEUTICALS INC Common Stock 762567105 137 5,300 Defined 1, 2 5,300
RICA FOODS INC Common Stock 762582203 131 5,700 Defined 1, 2 5,700
RICHMOND COUNTY FINL CORP Common Stock 764556106 244 12,780 Defined 1, 2 12,780
RICOH CO LTD -ADR ADR 765658307 8,838 83,300 Defined 1, 2 83,300
RIGGS NATL CORP WASH D C Common Stock 766570105 580 45,940 Defined 1, 2 45,940
RIO ALGOM LTD Common Stock 766889109 398 34,200 Defined 1, 2 34,200
RIO TINTO LTD ADR 767202104 6,045 91,130 Defined 1, 2 91,130
RIO TINTO PLC ADR 767204100 10,449 160,135 Defined 1, 2 160,135
RITE AID CORP Common Stock 767754104 1,934 294,771 Defined 1, 2 294,771
RIVERDEEP GROUP PLC ADR 76870Q109 97 5,000 Defined 1, 2 5,000
RIVIANA FOODS INC Common Stock 769536103 110 6,300 Defined 1, 2 6,300
ROADWAY EXPRESS INC/DE Common Stock 769742107 738 31,500 Defined 1, 2 31,500
ROBBINS & MYERS INC Common Stock 770196103 403 17,680 Defined 1, 2 17,680
ROBERT HALF INTL INC Common Stock 770323103 6,436 225,814 Defined 1, 2 225,814
ROBERTS PHARMACEUTICAL CORP Common Stock 770491108 107 3,600 Defined 1, 2 3,600
ROBOTIC VISION SYSTEMS INC Common Stock 771074101 220 12,200 Defined 1, 2 12,200
ROCHE HOLDINGS LTD -SP ADR ADR 771195104 41,478 424,727 Defined 1, 2 424,727
ROCK-TENN COMPANY Common Stock 772739207 89 10,400 Defined 1, 2 10,400
ROCKWELL INTL CORP Common Stock 773903109 6,630 210,483 Defined 1, 2 210,483
ROGERS CANTEL MOB COM -CL B Common Stock 775102205 353 10,500 Defined 1, 2 10,500
ROGERS CORP Common Stock 775133101 231 6,600 Defined 1, 2 6,600
ROHM & HAAS CO Common Stock 775371107 8,529 247,217 Defined 1, 2 247,217
ROLLINS INC Common Stock 775711104 566 38,045 Defined 1, 2 38,045
ROLLINS TRUCK LEASING Common Stock 775741101 657 94,722 Defined 1, 2 94,722
ROLLS-ROYCE ADR 775781206 2,990 167,200 Defined 1, 2 167,200
ROPER INDUSTRIES INC/DE Common Stock 776696106 1,264 49,320 Defined 1, 2 49,320
ROSLYN BANCORP INC Common Stock 778162107 541 32,555 Defined 1, 2 32,555
ROSS STORES INC Common Stock 778296103 1,924 112,740 Defined 1, 2 112,740
ROSTELECOM ADR 778529107 943 69,200 Defined 1, 2 69,200
ROUSE CO REIT 779273101 1,745 70,500 Defined 1, 2 70,500
ROWAN COS INC Common Stock 779382100 3,238 106,609 Defined 1, 2 106,609
ROWECOM INC Common Stock 77957X108 23 4,600 Defined 1, 2 4,600
ROYAL GROUP TECH LTD Common Stock 779915107 919 38,500 Defined 1, 2 38,500
ROYAL & SUN ALLIANCE
INSURANCE GRP ADR 78004V202 5,046 156,045 Defined 1, 2 156,045
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ROYAL APPLIANCE MFG CO Common Stock 780076105 145 25,440 Defined 1, 2 25,440
ROYAL BANK OF CANADA Common Stock 780087102 9,278 179,500 Defined 1, 2 179,500
ROYAL DUTCH PET -NY REG Common Stock 780257804 150,013 2,436,763 Defined 1, 2 2,436,763
ROYAL NEDLLOYD GROUP ADR 780349304 268 27,600 Defined 1, 2 27,600
ROYAL OAK MINES INC Common Stock 78051D105 0 6,600 Defined 1, 2 6,600
ROYAL KPN NV ADR 780641205 25,884 576,004 Defined 1, 2 576,004
ROYAL VOPAK ADR 780743100 339 9,500 Defined 1, 2 9,500
RUBY TUESDAY INC Common Stock 781182100 1,259 100,180 Defined 1, 2 100,180
RUDDICK CORP Common Stock 781258108 693 58,666 Defined 1, 2 58,666
RUDOLPH TECHNOLOGIES Common Stock 781270103 229 5,900 Defined 1, 2 5,900
RURAL CELLULAR CORP -CL A Common Stock 781904107 344 4,496 Defined 1, 2 4,496
RUSS BERRIE & CO INC Common Stock 782233100 640 33,240 Defined 1, 2 33,240
RUSSELL CORP Common Stock 782352108 742 37,083 Defined 1, 2 37,083
RYANAIR HOLDINGS PLC -SPON
ADR ADR 783513104 1,489 40,800 Defined 1, 2 40,800
RYAN'S FAMILY STK HOUSES INC Common Stock 783519101 446 52,850 Defined 1, 2 52,850
RYDER SYSTEM INC Common Stock 783549108 1,300 68,643 Defined 1, 2 68,643
RYERSON TULL INC Common Stock 78375P107 324 31,243 Defined 1, 2 31,243
RYLAND GROUP INC Common Stock 783764103 469 21,210 Defined 1, 2 21,210
S & T BANCORP INC Common Stock 783859101 215 11,800 Defined 1, 2 11,800
SBC COMMUNICATIONS INC Common Stock 78387G103 168,090 3,886,472 Defined 1, 2 3,886,472
SCG HOLDING CORP Common Stock 783884109 1,621 74,100 Defined 1, 2 74,100
SBA COMMUNICATIONS CORP Common Stock 78388J106 691 13,300 Defined 1, 2 13,300
SCI SYSTEMS INC Common Stock 783890106 7,209 183,970 Defined 1, 2 183,970
SCM MICROSYSTEMS INC Common Stock 784018103 382 6,300 Defined 1, 2 6,300
SCP POOL CORP Common Stock 784028102 647 27,550 Defined 1, 2 27,550
SCPIE HOLDINGS INC Common Stock 78402P104 312 15,200 Defined 1, 2 15,200
SDL INC Common Stock 784076101 10,894 38,200 Defined 1, 2 38,200
SEI INVESTMENTS CO Common Stock 784117103 3,430 86,160 Defined 1, 2 86,160
SEMCO ENERGY INC Common Stock 78412D109 103 7,943 Defined 1, 2 7,943
SFX ENTERTAINMENT INC Common Stock 784178105 1,269 28,000 Defined 1, 2 28,000
SGL CARBON AG SPONSORED ADR ADR 784188203 866 38,500 Defined 1, 2 38,500
SJW CORP Common Stock 784305104 160 1,350 Defined 1, 2 1,350
SKF AB -ADR ADR 784375404 1,121 67,400 Defined 1, 2 67,400
SK TELECOM CO ADR 78440P108 11,545 317,932 Defined 1, 2 317,932
SL GREEN REALTY CORP REIT 78440X101 621 23,200 Defined 1, 2 23,200
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USA EDUCATION INC Common Stock 78442A109 6,674 178,260 Defined 1, 2 178,260
SLI INC Common Stock 78442T108 667 55,040 Defined 1, 2 55,040
SPS TECHNOLOGIES INC Common Stock 784626103 847 20,630 Defined 1, 2 20,630
SPSS INC Common Stock 78462K102 114 3,900 Defined 1, 2 3,900
SPX CORP Common Stock 784635104 4,822 39,870 Defined 1, 2 39,870
S1 CORPORATION Common Stock 78463B101 500 21,446 Defined 1, 2 21,446
SRS LABS INC Common Stock 78464M106 48 5,200 Defined 1, 2 5,200
S3 INCORPORATED Common Stock 784849101 2,184 148,050 Defined 1, 2 148,050
SVI HOLDINGS INC Common Stock 784872103 74 14,400 Defined 1, 2 14,400
SABA SOFTWARE INC Common Stock 784932105 397 18,900 Defined 1, 2 18,900
SAATCHI & SAATCHI PLC SPON
ADR ADR 785144205 845 26,410 Defined 1, 2 26,410
SABRE GROUP HLDGS INC -CL A Common Stock 785905100 4,188 146,936 Defined 1, 2 146,936
SAES GETTERS SPA ADR 786362103 4 500 Defined 1, 2 500
SAFECO CORP Common Stock 786429100 2,895 145,656 Defined 1, 2 145,656
SAFEGUARD SCIENTIFICS INC Common Stock 786449108 1,526 47,600 Defined 1, 2 47,600
SAFESCIENCE INC Common Stock 786452102 39 7,400 Defined 1, 2 7,400
SAFETY-KLEEN CORP Common Stock 78648R203 28 44,623 Defined 1, 2 44,623
SAFEWAY INC Common Stock 786514208 25,304 562,322 Defined 1, 2 562,322
SAGA COMMUNICATIONS -CL A Common Stock 786598102 137 6,222 Defined 1, 2 6,222
SAGA PETROLEUM ADR 786609206 268 15,700 Defined 1, 2 15,700
SAGA SYSTEMS INC Common Stock 786610105 588 47,300 Defined 1, 2 47,300
SAGENT TECHNOLOGY INC Common Stock 786693101 188 13,200 Defined 1, 2 13,200
ST FRANCIS CAP CORP Common Stock 789374105 65 4,300 Defined 1, 2 4,300
ST GEORGE BANK LTD ADR 789547106 1,872 136,700 Defined 1, 2 136,700
ST JOE CO Common Stock 790148100 1,155 38,500 Defined 1, 2 38,500
ST JOSEPH LIGHT & POWER Common Stock 790654107 76 3,600 Defined 1, 2 3,600
ST JUDE MEDICAL INC Common Stock 790849103 4,889 106,574 Defined 1, 2 106,574
ST MARY LAND & EXPLOR CO Common Stock 792228108 776 18,460 Defined 1, 2 18,460
ST PAUL COS Common Stock 792860108 8,274 242,474 Defined 1, 2 242,474
SAKS INC Common Stock 79377W108 1,904 181,309 Defined 1, 2 181,309
SALEM COMMUNICATIONS CORP Common Stock 794093104 74 8,000 Defined 1, 2 8,000
SALTON, INC. Common Stock 795757103 682 18,500 Defined 1, 2 18,500
SAN MIGUEL ADR 799085501 1,570 126,868 Defined 1, 2 126,868
SAN PAOLO-IMI SPA ADR 799175104 14,651 414,153 Defined 1, 2 414,153
SANCHEZ COMPUTER ASSOCS INC Common Stock 799702105 254 10,700 Defined 1, 2 10,700
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SANDERSON FARMS INC Common Stock 800013104 48 6,000 Defined 1, 2 6,000
SANDISK CORP Common Stock 80004C101 1,725 28,200 Defined 1, 2 28,200
SANDVIK ADR 800212201 3,304 156,650 Defined 1, 2 156,650
SANDY SPRING BANCORP INC Common Stock 800363103 87 4,250 Defined 1, 2 4,250
SANMINA CORP Common Stock 800907107 14,253 166,700 Defined 1, 2 166,700
SANGSTAT MEDICAL CORP Common Stock 801003104 318 11,000 Defined 1, 2 11,000
SANTA CRUZ OPERATION INC Common Stock 801833104 98 15,400 Defined 1, 2 15,400
SANTA FE SNYDER CORP Common Stock 80218K105 2,638 231,898 Defined 1, 2 231,898
SANTA ISABLE S.A. ADR 802233106 96 12,300 Defined 1, 2 12,300
SANTANDER BANCORP Common Stock 802809103 237 18,560 Defined 1, 2 18,560
SANTOS LTD -SPON ADR ADR 803021609 1,078 89,800 Defined 1, 2 89,800
SANYO ELECTRIC CO LTD -ADR ADR 803038306 10,583 231,000 Defined 1, 2 231,000
SAP AG SPONSORED ADR ADR 803054204 14,082 300,008 Defined 1, 2 300,008
SAPIENT CORP Common Stock 803062108 7,826 73,180 Defined 1, 2 73,180
SAPPI LIMITED ADR 803069202 951 129,000 Defined 1, 2 129,000
SARA LEE CORP Common Stock 803111103 19,214 994,901 Defined 1, 2 994,901
SASOL LTD -SPON ADR ADR 803866300 2,423 365,750 Defined 1, 2 365,750
SATCON TECHNOLOGY CORP Common Stock 803893106 138 5,400 Defined 1, 2 5,400
SATYAM INFOWAY ADR 804099109 109 4,900 Defined 1, 2 4,900
SAUER INC Common Stock 804137107 119 12,100 Defined 1, 2 12,100
SAUL CENTERS INC REIT 804395101 202 12,500 Defined 1, 2 12,500
SAVIA SA ADR 805175106 1,323 68,300 Defined 1, 2 68,300
SAVVIS COMMUNICATIONS CORP Common Stock 805423100 538 41,200 Defined 1, 2 41,200
SAWAKO CORP SPONSORED ADR ADR 805444205 3 574 Defined 1, 2 574
SAWTEK INC Common Stock 805468105 3,506 60,900 Defined 1, 2 60,900
SCANA CORP Common Stock 80589M102 3,199 132,581 Defined 1, 2 132,581
SCANIA AB CL B ADR ADR 806018206 1,326 52,500 Defined 1, 2 52,500
SCHEIN HENRY INC Common Stock 806407102 309 17,925 Defined 1, 2 17,925
SCHEIN PHARMACEUTICAL INC Common Stock 806416103 311 14,400 Defined 1, 2 14,400
SCHERING-PLOUGH Common Stock 806605101 84,073 1,664,807 Defined 1, 2 1,664,807
SCHLUMBERGER LTD Common Stock 806857108 48,426 648,918 Defined 1, 2 648,918
SCHOLASTIC CORP Common Stock 807066105 1,301 21,285 Defined 1, 2 21,285
SCHOOL SPECIALTY INC Common Stock 807863105 140 7,518 Defined 1, 2 7,518
SCHULER HOMES INC Common Stock 808188106 55 8,900 Defined 1, 2 8,900
SCHULMAN (A.) INC Common Stock 808194104 453 37,554 Defined 1, 2 37,554
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SCHWAB (CHARLES) CORP Common Stock 808513105 51,944 1,544,817 Defined 1, 2 1,544,817
SCHWARZ PHARMA ADR 808533103 135 12,500 Defined 1, 2 12,500
SCHWEITZER-MAUDUIT INTL INC Common Stock 808541106 314 25,140 Defined 1, 2 25,140
SCICLONE PHARMACEUTICALS INC Common Stock 80862K104 142 11,000 Defined 1, 2 11,000
SCIENCE DYNAMICS CORP Common Stock 808631105 86 7,400 Defined 1, 2 7,400
SCIENT CORP Common Stock 80864H109 1,399 31,700 Defined 1, 2 31,700
SCIENTIFIC-ATLANTA INC Common Stock 808655104 13,452 180,564 Defined 1, 2 180,564
SCIENTIFIC GAMES HLDGS CORP Common Stock 808747109 125 5,100 Defined 1, 2 5,100
SCIENTIFIC LEARNING Common Stock 808760102 97 4,400 Defined 1, 2 4,400
SCIOS INC Common Stock 808905103 121 21,549 Defined 1, 2 21,549
SCIQUEST.COM INC Common Stock 80908Q107 124 10,800 Defined 1, 2 10,800
SCITEX CORP LTD -ORD Common Stock 809090103 285 25,800 Defined 1, 2 25,800
SCOR GROUP ADR 80917Q106 872 20,100 Defined 1, 2 20,100
SCOTT TECHNOLOGIES INC Common Stock 810022301 473 27,540 Defined 1, 2 27,540
SCOTTISH & SOUTHERN ENERGY
PLC ADR 81012K309 2,180 24,100 Defined 1, 2 24,100
SCOTTISH POWER ADR 81013T705 5,898 176,400 Defined 1, 2 176,400
SCOTTS COMPANY Common Stock 810186106 1,659 45,440 Defined 1, 2 45,440
EW SCRIPPS -CL A Common Stock 811054204 1,709 34,700 Defined 1, 2 34,700
SEABOARD CORP Common Stock 811543107 112 653 Defined 1, 2 653
SEACHANGE INTERNATIONAL INC Common Stock 811699107 269 9,300 Defined 1, 2 9,300
SEACOAST FINL SVCS CORP Common Stock 81170Q106 113 11,915 Defined 1, 2 11,915
SEAGATE TECHNOLOGY Common Stock 811804103 14,213 258,427 Defined 1, 2 258,427
SEAGRAM CO LTD Common Stock 811850106 28,468 490,822 Defined 1, 2 490,822
SEACOR SMIT INC Common Stock 811904101 1,064 27,515 Defined 1, 2 27,515
SEALED AIR CORP Common Stock 81211K100 5,017 95,789 Defined 1, 2 95,789
SEARS ROEBUCK & CO Common Stock 812387108 13,187 404,206 Defined 1, 2 404,206
SECOND BANCORP INC Common Stock 813114105 70 4,600 Defined 1, 2 4,600
SECURE COMPUTING CORP Common Stock 813705100 181 9,600 Defined 1, 2 9,600
SEGA ENTERPRISES ADR 815793104 873 226,650 Defined 1, 2 226,650
SEITEL INC Common Stock 816074306 312 38,390 Defined 1, 2 38,390
SELECTICA INC Common Stock 816288104 124 1,763 Defined 1, 2 1,763
SELECTIVE INS GROUP INC Common Stock 816300107 806 42,420 Defined 1, 2 42,420
SEMTECH CORP Common Stock 816850101 3,105 40,600 Defined 1, 2 40,600
SEMPRA ENERGY Common Stock 816851109 3,955 232,637 Defined 1, 2 232,637
SEMITOOL INC Common Stock 816909105 211 12,200 Defined 1, 2 12,200
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SENETEK PLC -ADR ADR 817209307 5 2,200 Defined 1, 2 2,200
SENIOR HOUSING PROP TRUST REIT 81721M109 172 23,470 Defined 1, 2 23,470
SENSAR CORPORATION Common Stock 817253107 59 2,500 Defined 1, 2 2,500
SENSORMATIC ELECTRONICS Common Stock 817265101 1,546 97,768 Defined 1, 2 97,768
SEPRACOR INC Common Stock 817315104 11,733 97,270 Defined 1, 2 97,270
SEQUA CORP -CL A Common Stock 817320104 498 13,029 Defined 1, 2 13,029
SEQUENOM INC Common Stock 817337108 458 10,100 Defined 1, 2 10,100
SERENA SOFTWARE Common Stock 817492101 763 16,800 Defined 1, 2 16,800
SEROLOGICALS CORP Common Stock 817523103 11 2,250 Defined 1, 2 2,250
SERVICE CORP INTERNATIONAL Common Stock 817565104 386 121,200 Defined 1, 2 121,200
SERVICEMASTER CO Common Stock 81760N109 1,569 137,950 Defined 1, 2 137,950
7-ELEVEN INC Common Stock 817826209 502 36,500 Defined 1, 2 36,500
SHANDONG HUANENG PWR DEV
LTD S ADR 819419102 173 41,300 Defined 1, 2 41,300
SHANGHAI CHLOR-ALKALI
CHEMICAL SPONSORED ADR ADR 819422106 11 5,790 Defined 1, 2 5,790
SHANGHAI ERFANGJI ADR 819423104 4 1,950 Defined 1, 2 1,950
SHANGHAI PETROCHEM LTD -ADR ADR 819424102 674 48,800 Defined 1, 2 48,800
SHANGHAI TYRE & RUBR LTD
SPONSORED ADR ADR 819425109 10 4,870 Defined 1, 2 4,870
SHARED MEDICAL SYSTEMS CORP Common Stock 819486101 7 100 Defined 1, 2 100
SHAW GROUP INC Common Stock 820280105 1,173 24,900 Defined 1, 2 24,900
SHAW INDUSTRIES INC Common Stock 820286102 2,040 163,207 Defined 1, 2 163,207
SHAW COMMUNICATIONS B Common Stock 82028K200 1,985 80,400 Defined 1, 2 80,400
SHELL TRAN&TRADE -NY SH ADR 822703609 49,525 991,732 Defined 1, 2 991,732
SHERWIN-WILLIAMS CO Common Stock 824348106 3,955 186,670 Defined 1, 2 186,670
SHILOH INDUSTRIES INC Common Stock 824543102 61 6,400 Defined 1, 2 6,400
SHIN CORPORATION ADR 824550206 740 38,170 Defined 1, 2 38,170
SHIRE PHARMACUTICALS GROUP ADR 82481R106 1,658 31,953 Defined 1, 2 31,953
SHISEIDO CO LTD -SPON ADR ADR 824841407 3,938 254,050 Defined 1, 2 254,050
SHOPKO STORES INC Common Stock 824911101 740 48,100 Defined 1, 2 48,100
SHOP AT HOME INC Common Stock 825066301 63 13,500 Defined 1, 2 13,500
SHORELINE FINL CORP Common Stock 825190101 59 5,010 Defined 1, 2 5,010
SHUN TAK HOLDINGS ADR 825646102 109 92,300 Defined 1, 2 92,300
SHURGARD STORAGE CTRS -CL A REIT 82567D104 626 27,800 Defined 1, 2 27,800
SICOR INC Common Stock 825846108 470 58,771 Defined 1, 2 58,771
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SIDERURGICA VENEZOLANA
SIVENSA ADR 825865405 3 1,449 Defined 1, 2 1,449
SIEBEL SYSTEMS INC Common Stock 826170102 36,874 225,442 Defined 1, 2 225,442
SIEBERT FINANCIAL CORP Common Stock 826176109 70 10,000 Defined 1, 2 10,000
SIEMENS A G -ADR ADR 826197402 49,219 326,000 Defined 1, 2 326,000
SIERRA HEALTH SERVICES Common Stock 826322109 149 46,730 Defined 1, 2 46,730
SIERRA PACIFIC RESOURCES Common Stock 826428104 1,244 99,007 Defined 1, 2 99,007
SIERRACITIES.COM INC Common Stock 826521106 32 8,400 Defined 1, 2 8,400
SIGMA-ALDRICH Common Stock 826552101 2,871 98,169 Defined 1, 2 98,169
SIGNET GROUP PLC ADR 82668L872 791 32,600 Defined 1, 2 32,600
SILICON LABORATORIES INC Common Stock 826919102 77 1,450 Defined 1, 2 1,450
SILGAN HOLDINGS INC Common Stock 827048109 77 7,800 Defined 1, 2 7,800
SILICON GRAPHICS INC Common Stock 827056102 2 510 Defined 1, 2 510
SILICON STORAGE TECHNOLOGY Common Stock 827057100 1,122 12,700 Defined 1, 2 12,700
SILICON IMAGE INC Common Stock 82705T102 564 11,300 Defined 1, 2 11,300
SILICON VY BANCSHARES Common Stock 827064106 3,188 74,800 Defined 1, 2 74,800
SILICON VALLEY GROUP INC Common Stock 827066101 1,419 54,830 Defined 1, 2 54,830
SILICONIX INC Common Stock 827079203 884 13,100 Defined 1, 2 13,100
SILVERSTREAM SOFTWARE, INC. Common Stock 827907106 479 8,300 Defined 1, 2 8,300
SIMON PROPERTY GROUP INC REIT 828806109 3,734 168,300 Defined 1, 2 168,300
SIMPSON INDUSTRIES Common Stock 829060102 218 28,980 Defined 1, 2 28,980
SIMPSON MANUFACTURING INC Common Stock 829073105 933 19,510 Defined 1, 2 19,510
SIMSMETAL SPONSORED ADR ADR 829202100 164 12,600 Defined 1, 2 12,600
SINCLAIR BROADCAST GP -CL A Common Stock 829226109 237 21,500 Defined 1, 2 21,500
SINGER CO N V Common Stock 82930F109 1 34,400 Defined 1, 2 34,400
SIRIUS SATTELITE RADIO INC Common Stock 82966U103 523 11,800 Defined 1, 2 11,800
SITEL CORP Common Stock 82980K107 147 29,800 Defined 1, 2 29,800
SIPEX CORP Common Stock 829909100 224 8,100 Defined 1, 2 8,100
SIX FLAGS Common Stock 83001P109 2,221 99,800 Defined 1, 2 99,800
SKILLSOFT CORPORATION Common Stock 83066P101 78 5,500 Defined 1, 2 5,500
SKYPHARMA PLC ADR 830808101 311 23,000 Defined 1, 2 23,000
SKY FINANCIAL Common Stock 83080P103 545 34,182 Defined 1, 2 34,182
SKY NETWORK TELEVISION LTD ADR 83080U102 54 2,800 Defined 1, 2 2,800
SKYLINE CORP Common Stock 830830105 303 14,085 Defined 1, 2 14,085
SKYWEST INC Common Stock 830879102 1,486 40,100 Defined 1, 2 40,100
SMART & FINAL INC Common Stock 831683107 99 12,850 Defined 1, 2 12,850
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SMALLWORLDWIDE PLC ADR 83168P108 4 300 Defined 1, 2 300
SMEDVIG ADR 83169H105 293 16,200 Defined 1, 2 16,200
SMARTSERV ONLINE INC Common Stock 83169M203 106 1,500 Defined 1, 2 1,500
SMARTDISK CORP Common Stock 83169Q105 187 6,800 Defined 1, 2 6,800
SMARTFORCE PLC ADR 83170A206 1,402 29,200 Defined 1, 2 29,200
SMITH AND NEPHEW PLC ADR 83175M106 376 10,400 Defined 1, 2 10,400
SMITH (A O) CORP Common Stock 831865209 793 37,890 Defined 1, 2 37,890
SMITH INTERNATIONAL INC Common Stock 832110100 4,624 63,512 Defined 1, 2 63,512
SMITH CHARLES E RES RLTY INC REIT 832197107 741 19,500 Defined 1, 2 19,500
SMITHFIELD FOODS INC Common Stock 832248108 2,567 91,490 Defined 1, 2 91,490
SMITHKLINE BEECHAM ADR ADR 832378301 43,789 671,740 Defined 1, 2 671,740
SMUCKER (JM) CO -CL A Common Stock 832696108 693 35,990 Defined 1, 2 35,990
SMURFIT-STONE CONTAINER CORP Common Stock 832727101 1,376 106,842 Defined 1, 2 106,842
SNYDER COMMUNICATIONS INC Common Stock 832914105 2,771 116,662 Defined 1, 2 116,662
CIRCLE.COM Common Stock 832914204 36 9,800 Defined 1, 2 9,800
SNAP-ON INC Common Stock 833034101 1,784 67,023 Defined 1, 2 67,023
SNOWBALL.COM INC Common Stock 83335R102 80 16,500 Defined 1, 2 16,500
SOC QUIMICA MINERA -SPN ADR ADR 833635105 305 13,700 Defined 1, 2 13,700
SOC GENERALE ADR 83364L109 14,081 1,165,800 Defined 1, 2 1,165,800
SOCKET COMMUNICATIONS INC Common Stock 833672108 97 7,400 Defined 1, 2 7,400
SODEXHO MARRIOTT SVCS INC Common Stock 833793102 445 27,827 Defined 1, 2 27,827
SOFTNET SYSTEMS INC Common Stock 833964109 113 11,700 Defined 1, 2 11,700
SOFTWARE.COM Common Stock 83402P104 2,364 18,200 Defined 1, 2 18,200
SOFTWARE TECHNOLOGIES INC Common Stock 834040107 926 30,166 Defined 1, 2 30,166
SOLA INTL INC Common Stock 834092108 213 43,600 Defined 1, 2 43,600
SOLECTRON CORP Common Stock 834182107 28,310 676,048 Defined 1, 2 676,048
SOLUTIA INC Common Stock 834376105 1,890 137,465 Defined 1, 2 137,465
SOMERA COMMUNICATION Common Stock 834458101 278 20,400 Defined 1, 2 20,400
SONERA OYJ ADR 835433202 3,685 80,100 Defined 1, 2 80,100
SONIC CORP Common Stock 835451105 855 29,110 Defined 1, 2 29,110
SONIC AUTOMOTIVE INC -CL A Common Stock 83545G102 136 12,700 Defined 1, 2 12,700
SONIC INNOVATIONS INC Common Stock 83545M109 154 8,300 Defined 1, 2 8,300
SONIC FOUNDRY INC Common Stock 83545R108 141 6,700 Defined 1, 2 6,700
SONICWALL INC Common Stock 835470105 986 11,200 Defined 1, 2 11,200
SONOCO PRODUCTS CO Common Stock 835495102 2,583 125,596 Defined 1, 2 125,596
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SONS OF GWALIA ADR 835688201 211 13,400 Defined 1, 2 13,400
SONOSIGHT INC Common Stock 83568G104 98 3,400 Defined 1, 2 3,400
SONY CORP -AMER SHARES ADR 835699307 44,625 473,160 Defined 1, 2 473,160
SOTHEBY'S HOLDINGS -CL A Common Stock 835898107 1,307 74,700 Defined 1, 2 74,700
SONUS NETWORKS INC Common Stock 835916107 4,184 26,500 Defined 1, 2 26,500
SOURCE INFORMATION M Common Stock 836151209 116 7,600 Defined 1, 2 7,600
SOURCE MEDIA INC Common Stock 836153304 23 5,800 Defined 1, 2 5,800
SOUTH AFRICAN BREWERIES PLC ADR 836220103 1,678 224,814 Defined 1, 2 224,814
SOUTH CHINA MORNING POST ADR 837399104 794 204,650 Defined 1, 2 204,650
SOUTH FINANCIAL GROUP Common Stock 837841105 1,008 69,530 Defined 1, 2 69,530
SOUTH JERSEY INDUSTRIES Common Stock 838518108 132 5,058 Defined 1, 2 5,058
SOUTHCORP HOLDINGS ADR 841295108 433 29,900 Defined 1, 2 29,900
SOUTHDOWN INC Common Stock 841297104 2,624 45,443 Defined 1, 2 45,443
SOUTHERN CO Common Stock 842587107 17,019 730,023 Defined 1, 2 730,023
SOUTHERN PERU COPPER Common Stock 843611104 474 38,900 Defined 1, 2 38,900
SOUTHERN UNION CO Common Stock 844030106 1,272 80,419 Defined 1, 2 80,419
SOUTHTRUST CORP Common Stock 844730101 4,353 192,414 Defined 1, 2 192,414
SOUTHWEST AIRLINES Common Stock 844741108 10,750 567,632 Defined 1, 2 567,632
SOUTHWEST BANCORPORATION/TX Common Stock 84476R109 952 45,900 Defined 1, 2 45,900
SOUTHWEST GAS CORP Common Stock 844895102 888 50,740 Defined 1, 2 50,740
SOUTHWEST SECURITIES GROUP Common Stock 845224104 860 23,100 Defined 1, 2 23,100
SOUTHWESTERN ENERGY CO Common Stock 845467109 254 40,700 Defined 1, 2 40,700
SOVEREIGN BANCORP INC Common Stock 845905108 2,018 286,950 Defined 1, 2 286,950
SOVRAN SELF STORAGE INC REIT 84610H108 247 11,500 Defined 1, 2 11,500
SPACELABS MED INC Common Stock 846247104 184 16,390 Defined 1, 2 16,390
SPANISH BROADCASTING SYS Common Stock 846425882 232 11,300 Defined 1, 2 11,300
SPARTAN MOTORS INC Common Stock 846819100 80 19,130 Defined 1, 2 19,130
SPARTECH CORP Common Stock 847220209 327 12,100 Defined 1, 2 12,100
SPECIALTY EQUIPMENT COS INC Common Stock 847497203 845 31,150 Defined 1, 2 31,150
SPECTRA-PHYSICS LASERS INC Common Stock 847568102 497 7,100 Defined 1, 2 7,100
SPECTRALINK CORP Common Stock 847580107 120 8,200 Defined 1, 2 8,200
SPECTRIAN CORP Common Stock 847608106 76 4,600 Defined 1, 2 4,600
SPECTRASITE HOLDINGS INC Common Stock 84760T100 1,546 54,500 Defined 1, 2 54,500
SPEEDFAM IPEC INC Common Stock 847705100 942 51,778 Defined 1, 2 51,778
SPEEDWAY MOTORSPORTS INC Common Stock 847788106 421 18,300 Defined 1, 2 18,300
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SPIEGEL INC -CL A Common Stock 848457107 497 58,500 Defined 1, 2 58,500
SPIEKER PROPERTIES INC REIT 848497103 2,838 61,700 Defined 1, 2 61,700
SPINNAKER EXPLORATION CO Common Stock 84855W109 231 9,000 Defined 1, 2 9,000
SPIRENT PLC ADR 84856M100 377 28,800 Defined 1, 2 28,800
SPORTSLINE USA INC Common Stock 848934105 237 13,900 Defined 1, 2 13,900
SPRINGS INDUSTRIES -CL A Common Stock 851783100 656 20,493 Defined 1, 2 20,493
SPRINT CORP Common Stock 852061100 50,770 995,498 Defined 1, 2 995,498
SPRINT PCS GROUP Common Stock 852061506 61,787 1,038,444 Defined 1, 2 1,038,444
SPYGLASS INC Common Stock 852192103 294 9,400 Defined 1, 2 9,400
ST ASSEMBLY TEST SERVICES
LTD - ADR ADR 85227G102 878 34,100 Defined 1, 2 34,100
STAAR SURGICAL CO Common Stock 852312305 86 7,700 Defined 1, 2 7,700
STAFF LEASING INC Common Stock 852381102 35 9,700 Defined 1, 2 9,700
STAMPS COM INC Common Stock 852857101 129 17,700 Defined 1, 2 17,700
STANCORP FINL CORP Common Stock 852891100 466 14,500 Defined 1, 2 14,500
STANDARD MICROSYSTEMS CORP Common Stock 853626109 389 25,330 Defined 1, 2 25,330
STANDARD MOTOR PRODS Common Stock 853666105 168 19,750 Defined 1, 2 19,750
STANDARD PACIFIC CP Common Stock 85375C101 466 46,590 Defined 1, 2 46,590
STANDARD REGISTER CO Common Stock 853887107 496 34,793 Defined 1, 2 34,793
STANDEX INTERNATIONAL CORP Common Stock 854231107 323 20,340 Defined 1, 2 20,340
STANLEY WORKS Common Stock 854616109 2,395 100,843 Defined 1, 2 100,843
STARBASE CORP Common Stock 854910205 197 18,500 Defined 1, 2 18,500
STAR TELECOMMUNICATIONS INC Common Stock 854923109 65 25,850 Defined 1, 2 25,850
STAPLES INC Common Stock 855030102 8,482 551,681 Defined 1, 2 551,681
STARBUCKS CORP Common Stock 855244109 8,007 209,680 Defined 1, 2 209,680
STARMEDIA NETWORK INC Common Stock 855546107 485 25,700 Defined 1, 2 25,700
STARRETT (L.S.) CO -CL A Common Stock 855668109 40 2,300 Defined 1, 2 2,300
STARTEK INC Common Stock 85569C107 1,144 22,700 Defined 1, 2 22,700
STATE AUTO FINL CORP Common Stock 855707105 210 17,700 Defined 1, 2 17,700
STATE STREET CORP Common Stock 857477103 19,531 184,144 Defined 1, 2 184,144
STATEN ISLAND BANCORP INC Common Stock 857550107 1,054 59,800 Defined 1, 2 59,800
STATION CASINOS INC Common Stock 857689103 465 18,600 Defined 1, 2 18,600
STEEL DYNAMICS INC Common Stock 858119100 708 78,100 Defined 1, 2 78,100
STEEL TECHNOLOGIES Common Stock 858147101 125 17,560 Defined 1, 2 17,560
STEELCASE INC Common Stock 858155203 189 11,100 Defined 1, 2 11,100
STEIN MART INC Common Stock 858375108 718 70,000 Defined 1, 2 70,000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
STEINWAY MUSICAL INSTRS INC Common Stock 858495104 63 3,800 Defined 1, 2 3,800
STEPAN CO Common Stock 858586100 100 4,300 Defined 1, 2 4,300
STERLING BANCSHRS/TX Common Stock 858907108 124 11,500 Defined 1, 2 11,500
STERICYCLE INC Common Stock 858912108 156 6,500 Defined 1, 2 6,500
STERIS CORP Common Stock 859152100 836 94,220 Defined 1, 2 94,220
STERLING FINANCIAL CORP Common Stock 859317109 75 3,800 Defined 1, 2 3,800
STERLING SOFTWARE INC Common Stock 859547101 14 400 Defined 1, 2 400
STEWART & STEVENSON SERVICES Common Stock 860342104 531 35,262 Defined 1, 2 35,262
STEWART ENTERPRISES -CL A Common Stock 860370105 480 135,800 Defined 1, 2 135,800
STEWART INFO SVCS Common Stock 860372101 85 5,800 Defined 1, 2 5,800
STILLWATER MINING CO Common Stock 86074Q102 1,740 62,420 Defined 1, 2 62,420
STMICROELECTRONICS NV ADR 861012102 33,108 515,800 Defined 1, 2 515,800
STOCKWALK.COM GROUP INC Common Stock 86149C104 63 8,700 Defined 1, 2 8,700
STOLT-NIELSEN SA ADR 861565109 86 4,800 Defined 1, 2 4,800
STOLT OFFSHORE SA ADR 861567105 133 11,200 Defined 1, 2 11,200
STONE ENERGY CORP Common Stock 861642106 1,783 29,840 Defined 1, 2 29,840
STONERIDGE INC Common Stock 86183P102 86 9,800 Defined 1, 2 9,800
STORAGE USA INC REIT 861907103 794 26,900 Defined 1, 2 26,900
STORAGE TECHNOLOGY CP Common Stock 862111200 1,399 127,863 Defined 1, 2 127,863
STORAGENETWORKS INC Common Stock 86211E103 271 3,000 Defined 1, 2 3,000
STRATOS LIGHTWAVE INC Common Stock 863100103 167 6,000 Defined 1, 2 6,000
STRATTEC SECURITY CORP Common Stock 863111100 68 2,090 Defined 1, 2 2,090
STRAYER EDUCATION INC Common Stock 863236105 162 6,750 Defined 1, 2 6,750
STRIDE RITE CORP Common Stock 863314100 431 70,370 Defined 1, 2 70,370
STRUCTURAL DYNAMICS RESEARCH Common Stock 863555108 690 45,797 Defined 1, 2 45,797
STRYKER CORP Common Stock 863667101 11,899 271,966 Defined 1, 2 271,966
STUDENT ADVANTAGE INC Common Stock 86386Q105 113 15,500 Defined 1, 2 15,500
STUDENT LOAN CORP Common Stock 863902102 370 8,800 Defined 1, 2 8,800
STURM RUGER & CO INC Common Stock 864159108 388 43,680 Defined 1, 2 43,680
SUFFOLK BANCORP Common Stock 864739107 71 2,700 Defined 1, 2 2,700
SUGEN INC Common Stock 865041107 38 1,200 Defined 1, 2 1,200
SUIZA FOODS CORP Common Stock 865077101 1,799 36,800 Defined 1, 2 36,800
SULZER MEDICA LTD ADR 865580104 1,455 60,000 Defined 1, 2 60,000
SUMITOMO METAL IND ADR 865621304 1,495 216,700 Defined 1, 2 216,700
SUMITOMO TRUST&BANKING ADR 865625206 5,845 819,100 Defined 1, 2 819,100
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SUMMIT BANCORP Common Stock 866005101 4,946 200,853 Defined 1, 2 200,853
SUMMIT BANCSHARES INC/TX Common Stock 866011109 48 2,800 Defined 1, 2 2,800
SUMMIT PROPERTIES INC REIT 866239106 512 24,400 Defined 1, 2 24,400
SUN COMMUNITIES INC REIT 866674104 542 16,200 Defined 1, 2 16,200
SUN HUNG KAI PROPERTIES
SPONSORED ADR ADR 86676H302 10,354 1,441,200 Defined 1, 2 1,441,200
SUN LIFE FINANCIAL SERVICES ADR 866796105 42 2,500 Defined 1, 2 2,500
SUN MICROSYSTEMS INC Common Stock 866810104 164,538 1,809,348 Defined 1, 2 1,809,348
SUN HEALTHCARE GROUP INC Common Stock 866933104 0 212 Defined 1, 2 212
SUNBEAM CORPORATION Common Stock 867071102 202 58,833 Defined 1, 2 58,833
SUNCOR ENERGY INC Common Stock 867229106 1,781 76,400 Defined 1, 2 76,400
SUNGARD DATA SYSTEMS INC Common Stock 867363103 5,182 167,170 Defined 1, 2 167,170
SUNGLASS HUT INTL INC Common Stock 86736F106 165 20,100 Defined 1, 2 20,100
SUNOCO INC Common Stock 86764P109 2,980 101,215 Defined 1, 2 101,215
SUNQUEST INFORMATION SYS INC Common Stock 867654105 101 9,400 Defined 1, 2 9,400
SUNRISE ASSISTED LIVING INC Common Stock 86768K106 207 11,200 Defined 1, 2 11,200
SUNRISE TECHNOLOGY INTL INC Common Stock 86769L103 203 20,300 Defined 1, 2 20,300
SUNRISE MEDICAL INC Common Stock 867910101 189 38,800 Defined 1, 2 38,800
SUNTRUST BANKS INC Common Stock 867914103 15,797 345,752 Defined 1, 2 345,752
SUPERCONDUCTOR TECHNOLOGIES Common Stock 867931107 220 5,600 Defined 1, 2 5,600
SUPERGEN INC Common Stock 868059106 468 12,900 Defined 1, 2 12,900
SUPERIOR CONSULTANT HLDGS CP Common Stock 868146101 29 6,200 Defined 1, 2 6,200
SUPERIOR ENERGY SERVICES INC Common Stock 868157108 274 26,400 Defined 1, 2 26,400
SUPERIOR INDUSTRIES INTL Common Stock 868168105 855 33,196 Defined 1, 2 33,196
SUPERIOR TELECOM INC Common Stock 868365107 87 8,734 Defined 1, 2 8,734
SUPER-SOL LTD ADR 868511205 453 25,000 Defined 1, 2 25,000
SUPERTEX INC Common Stock 868532102 261 5,200 Defined 1, 2 5,200
SUPERVALU INC Common Stock 868536103 2,883 151,254 Defined 1, 2 151,254
SURGUTNEFTEGAZ -SPON ADR ADR 868861204 3,814 286,200 Defined 1, 2 286,200
SUSQUEHANNA BANCSHARES INC Common Stock 869099101 907 63,683 Defined 1, 2 63,683
SVENSKA CELLULOSA SPONSORED
ADR ADR 869587402 2,322 121,600 Defined 1, 2 121,600
SWEDISH MATCH CO SPON ADR ADR 870309507 830 26,980 Defined 1, 2 26,980
SWIFT ENERGY CO Common Stock 870738101 272 9,600 Defined 1, 2 9,600
SWIFT TRANSPORTATION CO INC Common Stock 870756103 1,124 80,300 Defined 1, 2 80,300
SWIRE PACIFIC ADR 870794302 3,361 574,600 Defined 1, 2 574,600
SWISS ARMY BRANDS INC Common Stock 870827102 66 12,950 Defined 1, 2 12,950
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SWISS RE ADR 870887205 16,287 159,300 Defined 1, 2 159,300
SWISSCOM AG ADR 871013108 14,290 405,400 Defined 1, 2 405,400
SWITCHBOARD INC Common Stock 871045100 105 10,500 Defined 1, 2 10,500
SYBASE INC Common Stock 871130100 2,586 112,440 Defined 1, 2 112,440
SYBRON INTL CORP Common Stock 87114F106 2,872 144,947 Defined 1, 2 144,947
SYCAMORE NETWORKS INC Common Stock 871206108 11,976 108,500 Defined 1, 2 108,500
SYKES ENTERPRISES INC Common Stock 871237103 699 54,300 Defined 1, 2 54,300
SYLVAN LEARNING SYSTEMS INC Common Stock 871399101 736 53,500 Defined 1, 2 53,500
SYMANTEC CORP Common Stock 871503108 4,076 75,571 Defined 1, 2 75,571
SYMBOL TECHNOLOGIES Common Stock 871508107 9,406 174,178 Defined 1, 2 174,178
SYMMETRICOM INC Common Stock 871543104 616 24,410 Defined 1, 2 24,410
SYMYX TECHNOLOGIES INC Common Stock 87155S108 558 13,100 Defined 1, 2 13,100
SYNCOR INTL CORP/DE Common Stock 87157J106 1,397 19,400 Defined 1, 2 19,400
SYNOPSYS INC Common Stock 871607107 3,071 88,847 Defined 1, 2 88,847
SYNOVUS FINANCIAL CP Common Stock 87161C105 5,678 322,166 Defined 1, 2 322,166
SYNTEL INC Common Stock 87162H103 214 21,400 Defined 1, 2 21,400
SYNTROLEUM CORP Common Stock 871630109 277 16,150 Defined 1, 2 16,150
SYSCO CORP Common Stock 871829107 15,662 371,798 Defined 1, 2 371,798
SYSTEMAX INC Common Stock 871851101 61 15,800 Defined 1, 2 15,800
SYSTEMS & COMPUTER TECH CORP Common Stock 871873105 1,056 52,800 Defined 1, 2 52,800
TBC CORP Common Stock 872180104 160 34,510 Defined 1, 2 34,510
TCF FINANCIAL CORP Common Stock 872275102 2,646 103,026 Defined 1, 2 103,026
TCI SATELLITE ENTMT -CL A Common Stock 872298104 241 27,700 Defined 1, 2 27,700
TDK CORP -ADS ADR 872351408 11,474 80,100 Defined 1, 2 80,100
TD WATERHOUSE SECURITIES Common Stock 872362108 320 18,500 Defined 1, 2 18,500
TECO ENERGY INC Common Stock 872375100 3,200 159,495 Defined 1, 2 159,495
THQ INC Common Stock 872443403 414 33,950 Defined 1, 2 33,950
T I GROUP ADR 872472709 1,635 151,500 Defined 1, 2 151,500
TJX COMPANIES INC Common Stock 872540109 6,438 343,381 Defined 1, 2 343,381
TLC THE LASER CENTER Common Stock 87255E108 27 3,500 Defined 1, 2 3,500
TPI ENTERPRISES INC Common Stock 872623103 0 600 Defined 1, 2 600
T/R SYSTEMS INC Common Stock 87263U102 32 5,000 Defined 1, 2 5,000
TRW INC Common Stock 872649108 6,069 139,919 Defined 1, 2 139,919
TMP WORLDWIDE INC Common Stock 872941109 2,738 37,100 Defined 1, 2 37,100
TV GUIDE INC - CL A Common Stock 87307Q109 2,350 68,600 Defined 1, 2 68,600
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TVX GOLD INC Common Stock 87308K101 56 88,800 Defined 1, 2 88,800
TXU CORP Common Stock 873168108 8,887 301,238 Defined 1, 2 301,238
TACO CABANA -CL A Common Stock 873425102 125 18,860 Defined 1, 2 18,860
TAG HEUER INTERNATIONAL SA ADR 873773105 389 29,400 Defined 1, 2 29,400
TAIWAN SEMICONDUCTOR MFG LTD ADR 874039100 39,760 1,026,061 Defined 1, 2 1,026,061
TAIWAN SEMI TEMPORARY ADR 874039209 39 1,000 Defined 1, 2 1,000
TAKE-TWO INTERACTIVE SOFTWARE Common Stock 874054109 125 10,300 Defined 1, 2 10,300
TALBOTS INC Common Stock 874161102 764 13,900 Defined 1, 2 13,900
TALISMAN ENERGY INC Common Stock 87425E103 2,029 61,260 Defined 1, 2 61,260
TALK CITY INC Common Stock 874263106 17 10,700 Defined 1, 2 10,700
TALK.COM INC Common Stock 874264104 622 106,970 Defined 1, 2 106,970
TANGER FACTORY OUTLET CTRS REIT 875465106 176 7,500 Defined 1, 2 7,500
TANNING TECHNOLOGY CORP Common Stock 87588P101 173 9,000 Defined 1, 2 9,000
TARGET CORP Common Stock 87612E106 30,067 518,395 Defined 1, 2 518,395
TARGETED GENETICS CORP Common Stock 87612M108 238 16,000 Defined 1, 2 16,000
TARRANT APPAREL GROUP Common Stock 876289109 63 7,100 Defined 1, 2 7,100
TATE & LYLE ADR 876570607 1,181 59,000 Defined 1, 2 59,000
TAUBMAN CTRS INC REIT 876664103 563 51,200 Defined 1, 2 51,200
TAYLOR NELSON AGB ADR 877255109 933 15,600 Defined 1, 2 15,600
TECH DATA CORP Common Stock 878237106 2,888 66,300 Defined 1, 2 66,300
TECH-SYM CORP Common Stock 878308105 76 2,700 Defined 1, 2 2,700
TECHNE CORP Common Stock 878377100 4,628 35,600 Defined 1, 2 35,600
TECHNICLONE CORP Common Stock 878517309 155 39,900 Defined 1, 2 39,900
TECHNITROL INC Common Stock 878555101 2,583 26,660 Defined 1, 2 26,660
TECHNOLOGY SOLUTIONS CO Common Stock 87872T108 119 19,300 Defined 1, 2 19,300
TECUMSEH PRODUCTS CO -CL A Common Stock 878895200 943 24,693 Defined 1, 2 24,693
TEJON RANCH CO Common Stock 879080109 124 5,500 Defined 1, 2 5,500
TEKELEC Common Stock 879101103 1,513 31,400 Defined 1, 2 31,400
TEKTRONIX INC Common Stock 879131100 4,031 54,473 Defined 1, 2 54,473
TELAXIS COMMUNICATIONS CORP Common Stock 879202109 206 6,600 Defined 1, 2 6,600
TELCOM SEMICONDUCTOR INC Common Stock 87921P107 308 7,700 Defined 1, 2 7,700
TELE CELULAR SUL ADR 879238103 592 13,080 Defined 1, 2 13,080
TELE CENTRO OESTE CELULAR ADR 87923P105 582 48,533 Defined 1, 2 48,533
TELE DANMARK -SPON ADR ADR 879242105 8,908 262,000 Defined 1, 2 262,000
TELE NORTE LESTE ADR 879246106 3,344 141,555 Defined 1, 2 141,555
</TABLE>
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TELE NORDESTE CELULAR ADR 87924W109 463 6,680 Defined 1, 2 6,680
TELE NORTE CELULAR ADR 87924Y105 130 2,552 Defined 1, 2 2,552
TELE SUDESTE CELULAR ADR 879252104 940 30,820 Defined 1, 2 30,820
TELECOM ARGENTINA -ADR B ADR 879273209 3,275 119,100 Defined 1, 2 119,100
TELECOM CP NEW ZEALAND -ADR ADR 879278208 3,814 135,600 Defined 1, 2 135,600
TELECOM ITALIA SPA ADR 87927W106 42,610 309,750 Defined 1, 2 309,750
TELECOMUNICACOES BRASILEIRAS ADR 879287100 8 205,200 Defined 1, 2 205,200
TELEBRAS UNIT ADR 879287308 2,409 24,800 Defined 1, 2 24,800
TELECORP PCS INC Common Stock 879299105 1,492 37,000 Defined 1, 2 37,000
TELECOM DE SAO PAULO ADR 87929A102 1,726 93,300 Defined 1, 2 93,300
TELEDYNE TECHNOLOGIES Common Stock 879360105 729 43,500 Defined 1, 2 43,500
TELEFLEX INC Common Stock 879369106 1,732 48,440 Defined 1, 2 48,440
TELEFONICA DE ARGENT -S ADR ADR 879378206 4,467 140,700 Defined 1, 2 140,700
TELEFONICA S.A. ADR 879382208 40,562 633,169 Defined 1, 2 633,169
TELEFONICA del PERU ADR 879384105 1,607 141,300 Defined 1, 2 141,300
TELEFONOS DE MEX -SPON ADR ADR 879403780 20,119 352,200 Defined 1, 2 352,200
TELEGLOBE INC Common Stock 87941V100 1,622 77,000 Defined 1, 2 77,000
TELEPHONE & DATA Common Stock 879433100 7,613 75,939 Defined 1, 2 75,939
TELE LESTE CELULAR ADR 87943B102 113 2,552 Defined 1, 2 2,552
TELEMIG CELULAR ADR 87944E105 478 6,680 Defined 1, 2 6,680
TELE1 EUROPE HOLDING ADR 87944T201 171 14,200 Defined 1, 2 14,200
TELESCAN INC Common Stock 879516102 53 7,200 Defined 1, 2 7,200
TELESPECTRUM WORLDWIDE INC Common Stock 87951U109 78 17,100 Defined 1, 2 17,100
TELESP CELULAR ADR 87952L108 2,290 51,020 Defined 1, 2 51,020
TELEVISION BROADCASTS LTD ADR 879531309 1,650 123,700 Defined 1, 2 123,700
TELEWEST COMMUN PLC -ADR ADR 87956P105 4,645 125,545 Defined 1, 2 125,545
TELEX-CHILE ADR 87957Q102 2 559 Defined 1, 2 559
TELIGENT INC Common Stock 87959Y103 102 4,300 Defined 1, 2 4,300
TELLABS INC Common Stock 879664100 31,880 465,826 Defined 1, 2 465,826
TELSTRA CORP LTD ADR 87969N204 10,499 507,500 Defined 1, 2 507,500
TELXON CORP Common Stock 879700102 473 26,450 Defined 1, 2 26,450
TELOCITY INC Common Stock 87971D103 168 36,900 Defined 1, 2 36,900
TEMPLE-INLAND INC Common Stock 879868107 2,525 60,126 Defined 1, 2 60,126
TELETECH HOLDINGS INC Common Stock 879939106 842 27,100 Defined 1, 2 27,100
TELESYSTEM INTERNATIONAL
WIRELESS Common Stock 879946101 725 39,200 Defined 1, 2 39,200
</TABLE>
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TENFOLD CORP Common Stock 88033A103 253 15,400 Defined 1, 2 15,400
TENET HEALTHCARE CORP Common Stock 88033G100 10,611 393,006 Defined 1, 2 393,006
TENNANT CO Common Stock 880345103 148 3,950 Defined 1, 2 3,950
TENNECO AUTOMOTIVE Common Stock 880349105 289 55,126 Defined 1, 2 55,126
TERADYNE INC Common Stock 880770102 14,499 197,266 Defined 1, 2 197,266
TERAYON COMMUN SYSTEMS INC Common Stock 880775101 1,632 25,400 Defined 1, 2 25,400
TEREX CORP Common Stock 880779103 171 12,100 Defined 1, 2 12,100
TESCO ADR 881575302 12,388 1,328,850 Defined 1, 2 1,328,850
TESORO PETROLEUM CORP Common Stock 881609101 145 14,300 Defined 1, 2 14,300
TEVA PHARM INDS -ADR ADR 881624209 4,107 74,080 Defined 1, 2 74,080
TETRA TECHNOLOGIES INC/DE Common Stock 88162F105 312 21,960 Defined 1, 2 21,960
TETRA TECH INC Common Stock 88162G103 1,454 63,565 Defined 1, 2 63,565
TEXACO INC Common Stock 881694103 33,452 628,210 Defined 1, 2 628,210
TEXAS BIOTECHNOLOGY CORP Common Stock 88221T104 289 15,200 Defined 1, 2 15,200
TEXAS INDUSTRIES INC Common Stock 882491103 986 34,150 Defined 1, 2 34,150
TEXAS INSTRUMENTS INC Common Stock 882508104 127,417 1,855,028 Defined 1, 2 1,855,028
TEXAS REGL BCSHS INC -CL A Common Stock 882673106 159 6,250 Defined 1, 2 6,250
TEXTRON INC Common Stock 883203101 8,864 163,203 Defined 1, 2 163,203
THEGLOBE.COM INC Common Stock 88335R101 20 11,700 Defined 1, 2 11,700
THERAGENICS CORP Common Stock 883375107 431 50,290 Defined 1, 2 50,290
THERMA-WAVE INC Common Stock 88343A108 212 9,500 Defined 1, 2 9,500
THERMO ELECTRON CORP Common Stock 883556102 3,738 177,462 Defined 1, 2 177,462
THERMO INSTRUMENT SYSTEMS Common Stock 883559106 989 52,721 Defined 1, 2 52,721
THERMO CARDIOSYSTEMS Common Stock 88355K200 215 21,500 Defined 1, 2 21,500
THERMO ECOTEK CORP Common Stock 88355R106 149 15,900 Defined 1, 2 15,900
THERMO FIBERTEK INC Common Stock 88355W105 128 27,050 Defined 1, 2 27,050
THERMOTREX CORP Common Stock 883666109 108 9,800 Defined 1, 2 9,800
THESTREET DOT COM Common Stock 88368Q103 63 10,900 Defined 1, 2 10,900
THERMEDICS INC Common Stock 883901100 185 18,600 Defined 1, 2 18,600
THOMAS & BETTS CORP Common Stock 884315102 1,262 66,006 Defined 1, 2 66,006
THOMAS INDUSTRIES INC Common Stock 884425109 447 25,290 Defined 1, 2 25,290
THOMSON CSF -ADR ADR 885094409 2,808 71,000 Defined 1, 2 71,000
THOMSON MULTIMEDIA ADR 885118109 1,473 23,200 Defined 1, 2 23,200
THOR INDUSTRIES INC Common Stock 885160101 414 19,720 Defined 1, 2 19,720
THORATEC LABORATORIES CORP Common Stock 885175307 147 9,100 Defined 1, 2 9,100
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
3COM CORP Common Stock 885535104 23,025 399,570 Defined 1, 2 399,570
3DO COMPANY Common Stock 88553W105 124 15,800 Defined 1, 2 15,800
3DFX INTERACTIVE INC Common Stock 88553X103 84 10,800 Defined 1, 2 10,800
THREE-FIVE SYSTEMS INC Common Stock 88554L108 2,015 34,158 Defined 1, 2 34,158
TIBCO SOFTWARE, INC Common Stock 88632Q103 9,169 85,500 Defined 1, 2 85,500
TICKETS.COM INC Common Stock 88633M101 86 25,200 Defined 1, 2 25,200
TICKETMASTER ONLINE CITY SRCH Common Stock 88633P203 196 12,300 Defined 1, 2 12,300
TIDEWATER INC Common Stock 886423102 2,740 76,102 Defined 1, 2 76,102
TIFFANY & CO Common Stock 886547108 5,562 82,400 Defined 1, 2 82,400
TIMBERLAND CO -CL A Common Stock 887100105 2,327 32,860 Defined 1, 2 32,860
TIMBERLINE SOFTWARE CORP Common Stock 887134104 40 5,477 Defined 1, 2 5,477
TIME WARNER INC Common Stock 887315109 113,446 1,492,706 Defined 1, 2 1,492,706
TIME WARNER TELECOM Common Stock 887319101 1,146 17,800 Defined 1, 2 17,800
TIMKEN CO Common Stock 887389104 1,299 69,751 Defined 1, 2 69,751
TITAN CORP Common Stock 888266103 2,877 64,300 Defined 1, 2 64,300
TITAN INTERNATIONAL INC Common Stock 88830M102 179 33,640 Defined 1, 2 33,640
TITAN PHARMACEUTICALS INC Common Stock 888314101 288 6,700 Defined 1, 2 6,700
TITANIUM METALS CORP Common Stock 888339108 65 13,900 Defined 1, 2 13,900
TIVO INC Common Stock 888706108 550 15,700 Defined 1, 2 15,700
TNT POST GROEP NV ADR 888742103 7,766 288,302 Defined 1, 2 288,302
TOKIO MARINE &FIRE INS -ADR ADR 889090403 11,059 185,870 Defined 1, 2 185,870
TOLL BROTHERS INC Common Stock 889478103 1,213 59,180 Defined 1, 2 59,180
TOLLGRADE COMMUNICATIONS INC Common Stock 889542106 755 5,700 Defined 1, 2 5,700
TOMKINS PLC -ADR ADR 890030208 2,028 158,300 Defined 1, 2 158,300
TOO INC Common Stock 890333107 343 13,500 Defined 1, 2 13,500
TOOTSIE ROLL INDS Common Stock 890516107 533 15,232 Defined 1, 2 15,232
TOPPS CO INC Common Stock 890786106 236 20,500 Defined 1, 2 20,500
TORCHMARK CORP Common Stock 891027104 3,621 146,691 Defined 1, 2 146,691
TORO CO Common Stock 891092108 680 20,640 Defined 1, 2 20,640
TORONTO DOMINION BANK Common Stock 891160509 1,405 57,800 Defined 1, 2 57,800
TOSCO CORP Common Stock 891490302 4,553 160,800 Defined 1, 2 160,800
TOTAL RENAL CARE HOLDINGS Common Stock 89151A107 24 4,005 Defined 1, 2 4,005
TOTAL FINA ELF ADR ADR 89151E109 65,385 851,226 Defined 1, 2 851,226
TOWER AUTOMOTIVE INC Common Stock 891707101 955 76,380 Defined 1, 2 76,380
TOTAL SYSTEM SERVICES INC Common Stock 891906109 1,372 86,450 Defined 1, 2 86,450
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TRACK DATA CORP Common Stock 891918104 35 27,600 Defined 1, 2 27,600
TOWN & COUNTRY TRUST REIT 892081100 251 14,600 Defined 1, 2 14,600
TOYOTA MOTOR CORP -ADR ADR 892331307 106,194 1,139,570 Defined 1, 2 1,139,570
TOYS R US INC Common Stock 892335100 3,603 247,435 Defined 1, 2 247,435
TRACTOR SUPPLY CO Common Stock 892356106 63 3,800 Defined 1, 2 3,800
TRAMMELL CROW COMPANY Common Stock 89288R106 169 15,700 Defined 1, 2 15,700
TRANS WORLD AIRLINES Common Stock 893349837 58 26,400 Defined 1, 2 26,400
TRANS WORLD ENTMT CORP Common Stock 89336Q100 283 23,350 Defined 1, 2 23,350
TRNSACTN SYS ARCHTCTS -CL A Common Stock 893416107 718 41,900 Defined 1, 2 41,900
TRANSATLANTIC HOLDINGS INC Common Stock 893521104 1,294 15,450 Defined 1, 2 15,450
TRANSCANADA PIPELINES LTD Common Stock 893526103 2,345 307,510 Defined 1, 2 307,510
TRANSKARYOTIC THERAPIES INC Common Stock 893735100 503 13,700 Defined 1, 2 13,700
TRANS MARITIMA MEX -ADR ADR 893868208 1 100 Defined 1, 2 100
TRANSPORTADOR DE GAS DEL
SUR S ADR 893870204 392 43,600 Defined 1, 2 43,600
TRANSMONTAIGNE INC Common Stock 893934109 83 13,500 Defined 1, 2 13,500
TRAVELOCITY.COM INC Common Stock 893953109 134 8,200 Defined 1, 2 8,200
TRANSWITCH CORP Common Stock 894065101 3,994 51,750 Defined 1, 2 51,750
TRANZ RAIL HOLDING LTD. ADR 894116102 118 23,500 Defined 1, 2 23,500
TREDEGAR INDUSTRIES INC Common Stock 894650100 1,170 61,600 Defined 1, 2 61,600
TRENDWEST RESORTS INC Common Stock 894917103 119 7,400 Defined 1, 2 7,400
TRENWICK GROUP INC Common Stock 895290104 440 30,200 Defined 1, 2 30,200
TREX COMPANY INC Common Stock 89531P105 305 6,100 Defined 1, 2 6,100
TREX MEDICAL CORP Common Stock 89531R101 5 2,500 Defined 1, 2 2,500
TRIAD HOSPITALS INC Common Stock 89579K109 360 14,900 Defined 1, 2 14,900
TRIANGLE PHARMACEUTICALS INC Common Stock 89589H104 168 18,500 Defined 1, 2 18,500
TRIAD GUARANTY INC Common Stock 895925105 131 5,700 Defined 1, 2 5,700
TRIARC COS INC -CL A Common Stock 895927101 794 38,730 Defined 1, 2 38,730
TRICON GLOBAL RESTAURANTS Common Stock 895953107 4,768 168,772 Defined 1, 2 168,772
TRIBUNE CO Common Stock 896047107 12,332 352,354 Defined 1, 2 352,354
TRICO MARINE SERVICES INC Common Stock 896106101 159 12,500 Defined 1, 2 12,500
TRICOM S.A. ADR 89612A100 35 2,300 Defined 1, 2 2,300
TRIGON HEALTHCARE INC Common Stock 89618L100 2,650 51,400 Defined 1, 2 51,400
TRIMBLE NAVIGATION LTD Common Stock 896239100 1,827 37,420 Defined 1, 2 37,420
TRIMERIS INC Common Stock 896263100 413 5,900 Defined 1, 2 5,900
TRINITY INDUSTRIES Common Stock 896522109 916 49,491 Defined 1, 2 49,491
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TRINITY MIRROR PLC ADR 89653Q105 450 25,200 Defined 1, 2 25,200
TRIQUINT SEMICONDUCTOR INC Common Stock 89674K103 4,670 48,800 Defined 1, 2 48,800
TRITEL INC Common Stock 89675X104 1,262 42,500 Defined 1, 2 42,500
TRITON PCS HOLDINGS INC Common Stock 89677M106 1,363 23,600 Defined 1, 2 23,600
TRIUMPH GROUP INC Common Stock 896818101 102 3,655 Defined 1, 2 3,655
TRIZETTO GROUP INC Common Stock 896882107 142 8,800 Defined 1, 2 8,800
TRIZEC HAHN CORP Common Stock 896938107 1,251 70,000 Defined 1, 2 70,000
TRIPATH IMAGING INC Common Stock 896942109 76 12,400 Defined 1, 2 12,400
TROY GROUP INC Common Stock 89733N106 71 4,800 Defined 1, 2 4,800
TRUE NORTH COMMUNICATIONS Common Stock 897844106 3,534 80,320 Defined 1, 2 80,320
TRUST CO NJ JERSEY CITY Common Stock 898304100 159 8,700 Defined 1, 2 8,700
TRUSTCO BANK CORP/NY Common Stock 898349105 1,086 86,850 Defined 1, 2 86,850
TRUSTMARK CORP Common Stock 898402102 541 31,000 Defined 1, 2 31,000
TUBOS DE ACERO DE MEX -ADR ADR 898592506 574 41,400 Defined 1, 2 41,400
TUCKER ANTHONY SUTRO Common Stock 898647102 173 9,600 Defined 1, 2 9,600
TUESDAY MORNING CORP Common Stock 899035505 181 17,200 Defined 1, 2 17,200
TULARIK INC Common Stock 899165104 614 20,800 Defined 1, 2 20,800
TUMBLEWEED SOFTWARE
CORPORATION Common Stock 899690101 570 11,200 Defined 1, 2 11,200
TUPPERWARE CORP Common Stock 899896104 1,442 65,563 Defined 1, 2 65,563
TURNSTONE SYSTEMS INC Common Stock 900423104 497 3,000 Defined 1, 2 3,000
TUSCARORA INC Common Stock 900902107 64 4,100 Defined 1, 2 4,100
TUT SYSTEMS INC Common Stock 901103101 361 6,300 Defined 1, 2 6,300
TV AZTECA ADR 901145102 665 50,400 Defined 1, 2 50,400
TWEETER HOME ENTMT GROUP INC Common Stock 901167106 234 7,700 Defined 1, 2 7,700
21TH CENTURY INSURANCE GROUP Common Stock 90130N103 610 38,700 Defined 1, 2 38,700
24 / 7 MEDIA INC COM Common Stock 901314104 186 11,900 Defined 1, 2 11,900
TWINLAB CORP Common Stock 901774109 103 16,100 Defined 1, 2 16,100
TYCO INTERNATIONAL LTD Common Stock 902124106 90,578 1,911,930 Defined 1, 2 1,911,930
TYLER TECHNOLOGIES INC Common Stock 902252105 48 18,900 Defined 1, 2 18,900
TYSON FOODS INC -CL A Common Stock 902494103 2,506 286,453 Defined 1, 2 286,453
UAL CORP Common Stock 902549500 1,289 22,152 Defined 1, 2 22,152
UBS AG ADR 90261R105 33,852 5,067,600 Defined 1, 2 5,067,600
UCAR INTERNATIONAL INC Common Stock 90262K109 752 57,600 Defined 1, 2 57,600
UGI CORP Common Stock 902681105 906 44,200 Defined 1, 2 44,200
UICI Common Stock 902737105 135 20,500 Defined 1, 2 20,500
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
UMB FINANCIAL CORP Common Stock 902788108 316 9,625 Defined 1, 2 9,625
UST CORP Common Stock 902900109 3 100 Defined 1, 2 100
USX-MARATHON GROUP Common Stock 902905827 8,773 350,039 Defined 1, 2 350,039
U S B HOLDING INC Common Stock 902910108 102 7,234 Defined 1, 2 7,234
UST INC Common Stock 902911106 2,726 185,600 Defined 1, 2 185,600
US PLASTIC LUMBER CO Common Stock 902948108 62 14,000 Defined 1, 2 14,000
U S RESTAURANT PPTYS Common Stock 902971100 125 14,000 Defined 1, 2 14,000
U S BANCORP/DE Common Stock 902973106 16,570 860,772 Defined 1, 2 860,772
U S LIQUIDS INC Common Stock 902974104 38 6,900 Defined 1, 2 6,900
USA NETWORKS INC Common Stock 902984103 2,658 122,904 Defined 1, 2 122,904
URS CORP Common Stock 903236107 395 25,930 Defined 1, 2 25,930
U S CAN CORP Common Stock 90328W105 99 5,700 Defined 1, 2 5,700
USG CORP Common Stock 903293405 1,819 59,900 Defined 1, 2 59,900
US LEC CORP Common Stock 90331S109 77 4,500 Defined 1, 2 4,500
USEC INC Common Stock 90333E108 186 40,200 Defined 1, 2 40,200
US AGGREGATES, INC. Common Stock 90334D109 118 6,500 Defined 1, 2 6,500
U S INTERACTIVE INC Common Stock 90334M109 111 8,600 Defined 1, 2 8,600
USX-U S STEEL GROUP Common Stock 90337T101 1,874 100,953 Defined 1, 2 100,953
UTI ENERGY CORP Common Stock 903387108 309 7,700 Defined 1, 2 7,700
US UNWIRED INC - CL A Common Stock 90338R104 452 34,750 Defined 1, 2 34,750
US ONCOLOGY INC Common Stock 90338W103 788 157,502 Defined 1, 2 157,502
US WIRELESS CORPORATION Common Stock 90339C106 137 6,400 Defined 1, 2 6,400
UBIQUITEL INC Common Stock 903474302 269 28,500 Defined 1, 2 28,500
ULTIMATE ELECTRS INC Common Stock 903849107 119 4,450 Defined 1, 2 4,450
ULTRAMAR DIAMOND SHAMROCK Common Stock 904000106 2,730 110,022 Defined 1, 2 110,022
ULTRATECH STEPPER INC Common Stock 904034105 511 34,370 Defined 1, 2 34,370
UNIFI INC Common Stock 904677101 899 72,661 Defined 1, 2 72,661
UNIFIED ENERGY SYSTEMS ADR 904688108 2,808 244,200 Defined 1, 2 244,200
UNIFIRST CORP Common Stock 904708104 35 4,500 Defined 1, 2 4,500
UNIFY CORP Common Stock 904743101 69 8,100 Defined 1, 2 8,100
UNILEVER PLC -AMER SHRS ADR 904767704 11,307 450,021 Defined 1, 2 450,021
UNILEVER N V -NY SHARES Common Stock 904784709 28,086 653,153 Defined 1, 2 653,153
UNICOM CORP Common Stock 904911104 7,901 204,221 Defined 1, 2 204,221
UNIGRAPHICS SOLUTIONS INC Common Stock 904928108 43 2,200 Defined 1, 2 2,200
UNION CARBIDE CORP Common Stock 905581104 7,558 152,681 Defined 1, 2 152,681
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UNION PACIFIC CORP Common Stock 907818108 10,497 282,273 Defined 1, 2 282,273
UNION PACIFIC RESOURCES GRP Common Stock 907834105 6,307 286,685 Defined 1, 2 286,685
UNION PLANTERS CORP Common Stock 908068109 4,333 155,114 Defined 1, 2 155,114
UNIONBANCAL CORP Common Stock 908906100 1,351 72,800 Defined 1, 2 72,800
UNIROYAL TECHNOLOGY CORP Common Stock 909163107 60 5,400 Defined 1, 2 5,400
UNISOURCE ENERGY CORP Common Stock 909205106 788 52,500 Defined 1, 2 52,500
UNISYS CORP Common Stock 909214108 5,151 353,739 Defined 1, 2 353,739
UNIT CORP Common Stock 909218109 212 15,700 Defined 1, 2 15,700
UNITED ASSET MGMT CORP Common Stock 909420101 610 26,100 Defined 1, 2 26,100
UNITED AUTO GROUP INC Common Stock 909440109 87 9,500 Defined 1, 2 9,500
UNITED BISCUITS HOLDINGS ADR 909604100 1,172 286,731 Defined 1, 2 286,731
UNITED COMMUNITY FINL CORP Common Stock 909839102 103 15,500 Defined 1, 2 15,500
UNITED BANKSHARES INC/WV Common Stock 909907107 1,239 68,140 Defined 1, 2 68,140
UNITED DOMINION INDUSTRIES Common Stock 909914103 292 17,200 Defined 1, 2 17,200
UNITED DOMINION REALTY TRUST REIT 910197102 1,117 101,586 Defined 1, 2 101,586
UNITED FIRE & CAS CO Common Stock 910331107 69 4,425 Defined 1, 2 4,425
UIL HOLDING CORP Common Stock 910637107 1,019 23,290 Defined 1, 2 23,290
UNITED NATIONAL BANCORP/NJ Common Stock 910909100 132 7,172 Defined 1, 2 7,172
UNITED NATURAL FOODS INC Common Stock 911163103 408 29,640 Defined 1, 2 29,640
UTD NEWS & MEDIA PLC -ADR ADR 911202208 2,543 91,450 Defined 1, 2 91,450
UNITED OVERSEAS BANK ADR 911271302 4,093 313,134 Defined 1, 2 313,134
UNITED PARCEL SERVICE - CL B Common Stock 911312106 2,867 48,600 Defined 1, 2 48,600
UNITED RENTALS INC Common Stock 911363109 547 31,966 Defined 1, 2 31,966
UNITED RETAIL GROUP INC Common Stock 911380103 48 5,600 Defined 1, 2 5,600
U S BIOSCIENCE INC Common Stock 911646206 56 3,100 Defined 1, 2 3,100
US CELLULAR CORP Common Stock 911684108 2,432 38,600 Defined 1, 2 38,600
US AIRWAYS GROUP INC Common Stock 911905107 2,995 76,792 Defined 1, 2 76,792
U S INDUSTRIES INC Common Stock 912080108 463 38,164 Defined 1, 2 38,164
U S WEST INC Common Stock 91273H101 49,101 572,610 Defined 1, 2 572,610
UNITED STATIONERS INC Common Stock 913004107 1,790 55,300 Defined 1, 2 55,300
UNITED TECHNOLOGIES CORP Common Stock 913017109 31,387 533,118 Defined 1, 2 533,118
UNITED TELEVISION INC Common Stock 913066106 528 4,100 Defined 1, 2 4,100
UNITED THERAPEUTICS CORP DEL Common Stock 91307C102 889 8,200 Defined 1, 2 8,200
UNITED UTILITIES LTD ADR 91311Q105 3,313 163,100 Defined 1, 2 163,100
UNITED WATER RESOURCES Common Stock 913190104 2,217 63,560 Defined 1, 2 63,560
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UNITED WISCONSIN SERVICES Common Stock 913238101 8 1,400 Defined 1, 2 1,400
UNITEDGLOBALCOM INC Common Stock 913247508 1,660 35,500 Defined 1, 2 35,500
UNITEDHEALTH GROUP INC Common Stock 91324P102 17,878 208,494 Defined 1, 2 208,494
UNITOR ADR 913271201 83 11,200 Defined 1, 2 11,200
UNITRIN INC Common Stock 913275103 2,488 84,700 Defined 1, 2 84,700
UNIVERSAL ACCESS INC Common Stock 913363107 118 4,800 Defined 1, 2 4,800
UNIVERSAL COMPRESSION HOLDINGS Common Stock 913431102 193 5,750 Defined 1, 2 5,750
UNIVERSAL CORP/VA Common Stock 913456109 802 37,948 Defined 1, 2 37,948
UNIVERSAL DISPLAY CORP Common Stock 91347P105 172 5,800 Defined 1, 2 5,800
UNIVERSAL ELECTRS IN Common Stock 913483103 140 5,700 Defined 1, 2 5,700
UNIVERSAL FOODS CORP Common Stock 913538104 1,170 63,234 Defined 1, 2 63,234
UNIVERSAL FOREST PRODS INC Common Stock 913543104 449 32,640 Defined 1, 2 32,640
UNIVERSAL HEALTH RLTY INCOME REIT 91359E105 159 8,400 Defined 1, 2 8,400
UNIVERSAL HEALTH SVCS -CL B Common Stock 913903100 3,201 48,870 Defined 1, 2 48,870
UNIVISION COMMUNICATIONS INC Common Stock 914906102 13,481 130,250 Defined 1, 2 130,250
UNOCAL CORP Common Stock 915289102 9,064 273,638 Defined 1, 2 273,638
UNOVA INC Common Stock 91529B106 178 24,400 Defined 1, 2 24,400
UNUM CORP Common Stock 91529Y106 5,504 274,334 Defined 1, 2 274,334
UPM-KYMMENE CORP ADR 915436109 2,983 116,400 Defined 1, 2 116,400
UPROAR INC Common Stock 916706104 91 12,200 Defined 1, 2 12,200
URALSVYAZINFORM ADR 916887102 1 200 Defined 1, 2 200
USFREIGHTWAYS CORP Common Stock 916906100 1,060 43,170 Defined 1, 2 43,170
URBAN OUTFITTERS INC Common Stock 917047102 69 7,800 Defined 1, 2 7,800
URBAN SHOPPING CENTERS INC REIT 917060105 566 16,800 Defined 1, 2 16,800
USBANCORP INC/PA Common Stock 917292104 21 5,900 Defined 1, 2 5,900
USINTERNETWORKING, INC Common Stock 917311805 883 43,225 Defined 1, 2 43,225
UTILICORP UNITED INC Common Stock 918005109 2,348 118,126 Defined 1, 2 118,126
UTSTARCOM INC Common Stock 918076100 134 4,400 Defined 1, 2 4,400
VA LINUX SYSTEMS INC Common Stock 91819B105 904 21,019 Defined 1, 2 21,019
VA TECHNOLOGIE AG ADR 91819P104 435 82,200 Defined 1, 2 82,200
VF CORP Common Stock 918204108 3,112 130,675 Defined 1, 2 130,675
VAIL RESORTS INC Common Stock 91879Q109 196 12,000 Defined 1, 2 12,000
VALASSIS COMMUNICATIONS INC Common Stock 918866104 2,673 70,100 Defined 1, 2 70,100
VALHI INC Common Stock 918905100 527 50,800 Defined 1, 2 50,800
VALENCE TECHNOLOGY INC Common Stock 918914102 1,033 56,020 Defined 1, 2 56,020
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VALEO ADR 919134304 2,593 48,300 Defined 1, 2 48,300
VALENTIS INC Common Stock 91913E104 137 11,700 Defined 1, 2 11,700
VALERO ENERGY CORP Common Stock 91913Y100 2,247 70,783 Defined 1, 2 70,783
VALLEY NATIONAL BANCORP Common Stock 919794107 672 27,638 Defined 1, 2 27,638
VALMONT INDUSTRIES Common Stock 920253101 751 37,780 Defined 1, 2 37,780
VALSPAR CORP Common Stock 920355104 1,843 54,600 Defined 1, 2 54,600
VALUE CITY DEPT STORES INC Common Stock 920387107 138 14,500 Defined 1, 2 14,500
VALUE AMERICA INC Common Stock 92038N102 22 19,700 Defined 1, 2 19,700
VALUE LINE INC Common Stock 920437100 166 4,306 Defined 1, 2 4,306
VALUECLICK INC Common Stock 92046N102 126 12,300 Defined 1, 2 12,300
VALUEVISION INTL INC -CL A Common Stock 92047K107 396 16,500 Defined 1, 2 16,500
VARCO INTL INC NEW Common Stock 922122106 2,696 115,968 Defined 1, 2 115,968
VARIAN INC Common Stock 922206107 632 13,700 Defined 1, 2 13,700
VARIAN SEMICONDUCTOR EQUIPMT Common Stock 922207105 854 13,600 Defined 1, 2 13,600
VARIAN MEDICAL SYSTEMS INC Common Stock 92220P105 1,985 50,730 Defined 1, 2 50,730
VARITRONIX INTL ADR ADR 92224Q109 45 5,200 Defined 1, 2 5,200
VASOMEDICAL INC Common Stock 922321104 107 22,700 Defined 1, 2 22,700
VASTAR RESOURCES INC Common Stock 922380100 3,556 43,300 Defined 1, 2 43,300
VECTREN CORPORATION Common Stock 92240G101 1,361 78,877 Defined 1, 2 78,877
VECTOR GROUP LTD Common Stock 92240M108 143 9,700 Defined 1, 2 9,700
VEECO INSTRUMENTS INC Common Stock 922417100 746 10,186 Defined 1, 2 10,186
VENTAS INC REIT 92276F100 213 66,800 Defined 1, 2 66,800
VENTANA MEDICAL SYSTEM INC Common Stock 92276H106 160 6,800 Defined 1, 2 6,800
VENTRO CORPORATION Common Stock 922815105 372 19,700 Defined 1, 2 19,700
VENATOR GROUP INC Common Stock 922944103 625 61,000 Defined 1, 2 61,000
VERIO INC Common Stock 923433106 2,563 46,200 Defined 1, 2 46,200
VERITAS SOFTWARE CO Common Stock 923436109 49,781 440,480 Defined 1, 2 440,480
VERITY INC Common Stock 92343C106 1,927 50,720 Defined 1, 2 50,720
VERISIGN INC Common Stock 92343E102 16,711 94,682 Defined 1, 2 94,682
VERITAS DGC INC Common Stock 92343P107 1,074 41,300 Defined 1, 2 41,300
VERIZON COMMUNICATIONS Common Stock 92343V104 159,596 3,098,957 Defined 1, 2 3,098,957
VERTEL CORP Common Stock 924907108 196 11,200 Defined 1, 2 11,200
VERTEX PHARMACEUTICALS INC Common Stock 92532F100 4,819 45,730 Defined 1, 2 45,730
VERTICALNET Common Stock 92532L107 598 16,200 Defined 1, 2 16,200
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VETERINARY CENTERS OF AMER Common Stock 925514101 156 11,318 Defined 1, 2 11,318
VIACOM INC -CL B Common Stock 925524308 118,048 1,731,226 Defined 1, 2 1,731,226
VIATEL INC Common Stock 925529208 424 14,847 Defined 1, 2 14,847
THE VIALINK CO Common Stock 92552Q101 79 7,700 Defined 1, 2 7,700
VIAD CORP Common Stock 92552R109 3,252 119,327 Defined 1, 2 119,327
VIASAT INC Common Stock 92552V100 1,112 20,500 Defined 1, 2 20,500
VIASYSTEMS GROUP INC Common Stock 92553H100 314 19,400 Defined 1, 2 19,400
VIANT CORP Common Stock 92553N107 563 19,000 Defined 1, 2 19,000
VIADOR INC Common Stock 92553R108 116 7,300 Defined 1, 2 7,300
VICAL INC Common Stock 925602104 167 8,700 Defined 1, 2 8,700
VICINITY CORP Common Stock 925653107 243 12,400 Defined 1, 2 12,400
VICOR CORP Common Stock 925815102 2,398 68,870 Defined 1, 2 68,870
VICORP RESTAURANTS INC Common Stock 925817108 55 3,000 Defined 1, 2 3,000
VIA NET.WORKS INC Common Stock 925912107 343 22,250 Defined 1, 2 22,250
VIENNA INTERNATIONAL AIRPORT ADR 926628108 307 34,300 Defined 1, 2 34,300
VIGNETTE Common Stock 926734104 4,375 84,100 Defined 1, 2 84,100
VIA CONCHA Y TORO ADR 927191106 317 8,700 Defined 1, 2 8,700
VINTAGE PETROLEUM INC Common Stock 927460105 2,288 101,410 Defined 1, 2 101,410
VION PHARMACEUTICALS INC Common Stock 927624106 61 8,100 Defined 1, 2 8,100
VIRATA CORP Common Stock 927646109 1,193 20,000 Defined 1, 2 20,000
VIRCO MANUFACTURING Common Stock 927651109 71 4,836 Defined 1, 2 4,836
VIROPHARMA INC Common Stock 928241108 105 6,700 Defined 1, 2 6,700
VISHAY INTRTECHNOLOGY Common Stock 928298108 6,604 174,085 Defined 1, 2 174,085
VISTEON Common Stock 92839U107 1,894 156,165 Defined 1, 2 156,165
VISUAL NETWORKS INC Common Stock 928444108 1,163 40,800 Defined 1, 2 40,800
VISX INC/DE Common Stock 92844S105 2,366 84,300 Defined 1, 2 84,300
VITAL SIGNS INC Common Stock 928469105 424 23,420 Defined 1, 2 23,420
VITESSE SEMICONDUCTOR CORP Common Stock 928497106 17,641 239,810 Defined 1, 2 239,810
VITRIA TECHNOLOGY INC Common Stock 92849Q104 1,705 27,900 Defined 1, 2 27,900
VITRO SOCIEDAD ANONIMA -ADR ADR 928502301 231 72,340 Defined 1, 2 72,340
VIVENDI ADR 92851S105 25,156 1,419,300 Defined 1, 2 1,419,300
VIVUS INC Common Stock 928551100 98 14,100 Defined 1, 2 14,100
VIXEL CORP Common Stock 928552108 83 10,000 Defined 1, 2 10,000
VNU SPONSORED ADR ADR 92856P106 5,922 114,200 Defined 1, 2 114,200
VODAFONE GROUP PLC -ADR ADR 92857T107 111,993 2,702,698 Defined 1, 2 2,702,698
</TABLE>
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VOICESTREAM WIRELESS CORP Common Stock 928615103 8,315 71,496 Defined 1, 2 71,496
VOLKSWAGEN ADR 928662303 7,015 914,700 Defined 1, 2 914,700
VOLT INFO SCIENCES INC Common Stock 928703107 804 24,420 Defined 1, 2 24,420
VOLVO AB SWE -ADR ADR 928856400 5,856 267,700 Defined 1, 2 267,700
VTECH HOLDINGS LIMITED ADR 928929108 484 12,800 Defined 1, 2 12,800
WMC LIMITED -ADR ADR 928947100 3,105 172,487 Defined 1, 2 172,487
VORNADO REALTY TRUST REIT 929042109 2,839 81,700 Defined 1, 2 81,700
VOYAGER.NET, INC. Common Stock 92906W101 112 14,000 Defined 1, 2 14,000
VULCAN MATERIALS CO Common Stock 929160109 4,900 114,797 Defined 1, 2 114,797
WD-40 CO Common Stock 929236107 519 25,030 Defined 1, 2 25,030
WFS FINANCIAL INC Common Stock 92923B106 193 11,200 Defined 1, 2 11,200
WHX CORP Common Stock 929248102 129 23,530 Defined 1, 2 23,530
W HOLDING COMPANY INC Common Stock 929251106 153 18,540 Defined 1, 2 18,540
WICOR INC Common Stock 929253102 3 100 Defined 1, 2 100
WMS INDUSTRIES INC Common Stock 929297109 208 13,500 Defined 1, 2 13,500
WPP GROUP PLC -ADR ADR 929309300 6,686 92,060 Defined 1, 2 92,060
WPS RESOURCES CORP Common Stock 92931B106 358 11,900 Defined 1, 2 11,900
WABASH NATIONAL CORP Common Stock 929566107 447 37,430 Defined 1, 2 37,430
WABTEC Common Stock 929740108 237 22,808 Defined 1, 2 22,808
WACHOVIA CORP Common Stock 929771103 12,472 229,892 Defined 1, 2 229,892
WACKENHUT CORP - CL A Common Stock 929794105 127 9,800 Defined 1, 2 9,800
WACKENHUT CORRECTIONS CORP Common Stock 929798106 74 9,900 Defined 1, 2 9,900
WACOAL CORP -ADR ADR 930004205 977 18,600 Defined 1, 2 18,600
WADDELL&REED FINL INC -CL A Common Stock 930059100 3,348 102,040 Defined 1, 2 102,040
WAL-MART STORES Common Stock 931142103 292,292 5,072,306 Defined 1, 2 5,072,306
WALGREEN CO Common Stock 931422109 37,093 1,152,395 Defined 1, 2 1,152,395
WALLACE COMPUTER SVCS INC Common Stock 932270101 511 51,721 Defined 1, 2 51,721
WALTER INDUSTRIES INC Common Stock 93317Q105 246 21,500 Defined 1, 2 21,500
WARNACO GROUP INC -CL A Common Stock 934390105 527 67,939 Defined 1, 2 67,939
WARNER CHILCOTT LABS ADR 934435207 11 500 Defined 1, 2 500
WASHINGTON FED INC Common Stock 938824109 1,528 83,700 Defined 1, 2 83,700
WASHINGTON GAS LIGHT CO Common Stock 938837101 1,419 58,986 Defined 1, 2 58,986
WASHINGTON MUTUAL INC Common Stock 939322103 17,859 618,495 Defined 1, 2 618,495
WASHINGTON POST -CL B Common Stock 939640108 5,679 11,880 Defined 1, 2 11,880
WASHINGTON REIT REIT 939653101 618 34,600 Defined 1, 2 34,600
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WASTE CONNECTIONS INC Common Stock 941053100 188 9,500 Defined 1, 2 9,500
WASTE INDUSTRIES INC Common Stock 941058109 65 6,000 Defined 1, 2 6,000
WASTE MANAGEMENT INC Common Stock 94106L109 13,411 705,857 Defined 1, 2 705,857
WATCHGUARD TECHNOLOGIES INC Common Stock 941105108 516 9,400 Defined 1, 2 9,400
WATER PIK TECHNOLOGIES Common Stock 94113U100 6 919 Defined 1, 2 919
WATERFORD WEDGWOOD PLC -ADR ADR 941513301 454 44,300 Defined 1, 2 44,300
WATERS CORP Common Stock 941848103 10,022 80,300 Defined 1, 2 80,300
WATSCO INC Common Stock 942622200 549 43,910 Defined 1, 2 43,910
WATSON PHARMACEUTICALS INC Common Stock 942683103 6,528 121,457 Defined 1, 2 121,457
WATTS INDUSTRIES INC Common Stock 942749102 540 42,770 Defined 1, 2 42,770
WAUSAU-MOSINEE PAPER CORP Common Stock 943315101 560 65,368 Defined 1, 2 65,368
WAVE SYSTEMS CORP -CL A Common Stock 943526103 281 17,800 Defined 1, 2 17,800
WAVO CORPORATIONS Common Stock 944027101 10 12,800 Defined 1, 2 12,800
WEATHERFORD INTL INC Common Stock 947074100 5,478 137,594 Defined 1, 2 137,594
WEB STREET INC Common Stock 947336103 28 11,000 Defined 1, 2 11,000
WEBB (DEL E) CORP Common Stock 947423109 124 8,100 Defined 1, 2 8,100
WEBMETHODS INC Common Stock 94768C108 2,075 13,200 Defined 1, 2 13,200
WEBLINK WIRELESS INC Common Stock 94769A101 216 16,300 Defined 1, 2 16,300
WEBSTER FINL CORP WATERBURY Common Stock 947890109 1,278 57,600 Defined 1, 2 57,600
WEBTRENDS CORP Common Stock 94844D104 437 11,300 Defined 1, 2 11,300
WEBVAN GROUP INC Common Stock 94845V103 80 11,000 Defined 1, 2 11,000
WEINGARTEN REALTY INVST REIT 948741103 1,034 25,600 Defined 1, 2 25,600
WEIRTON STEEL CORP Common Stock 948774104 59 18,300 Defined 1, 2 18,300
WEIS MARKETS INC Common Stock 948849104 603 18,425 Defined 1, 2 18,425
WELLMAN INC Common Stock 949702104 658 40,676 Defined 1, 2 40,676
WELLPOINT HLTH NETWRK -CL A Common Stock 94973H108 5,148 71,075 Defined 1, 2 71,075
WELLS FARGO & CO NEW Common Stock 949746101 71,052 1,833,606 Defined 1, 2 1,833,606
WEMBLEY PLC SPONSORED ADR ADR 950468207 272 8,500 Defined 1, 2 8,500
WENDY'S INTERNATIONAL INC Common Stock 950590109 2,159 121,208 Defined 1, 2 121,208
WERNER ENTERPRISES INC Common Stock 950755108 884 76,459 Defined 1, 2 76,459
WESBANCO INC Common Stock 950810101 213 8,800 Defined 1, 2 8,800
WESCAST INDUSTRIES -CL A Common Stock 950813105 187 6,900 Defined 1, 2 6,900
WESCO FINANCIAL CORP Common Stock 950817106 656 3,200 Defined 1, 2 3,200
WESCO INTL INC Common Stock 95082P105 183 19,100 Defined 1, 2 19,100
WESLEY JESSEN VISIONCARE INC Common Stock 951018100 1,074 28,600 Defined 1, 2 28,600
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
WEST COAST BANCORP/OR Common Stock 952145100 67 6,674 Defined 1, 2 6,674
WEST MARINE INC Common Stock 954235107 52 7,600 Defined 1, 2 7,600
WEST PHARMACEUTICAL SERVICES Common Stock 955306105 143 6,600 Defined 1, 2 6,600
WEST TELESERVICES CORP Common Stock 956188106 711 28,100 Defined 1, 2 28,100
WESTAMERICA BANCORPORATION Common Stock 957090103 1,210 46,300 Defined 1, 2 46,300
WESTCOAST ENERGY INC Common Stock 95751D102 921 59,400 Defined 1, 2 59,400
WESTELL TECH INC -CL A Common Stock 957541105 249 16,600 Defined 1, 2 16,600
WESTCORP Common Stock 957907108 141 11,790 Defined 1, 2 11,790
WESTERN DIGITAL CORP Common Stock 958102105 298 59,500 Defined 1, 2 59,500
WESTERN GAS RESOURCES INC Common Stock 958259103 298 14,200 Defined 1, 2 14,200
WESTERN INVT REAL ESTATE TR REIT 959261108 189 15,900 Defined 1, 2 15,900
WESTERN RESOURCES INC Common Stock 959425109 465 29,994 Defined 1, 2 29,994
WESTERN WIRELESS CORP -CL A Common Stock 95988E204 1,706 31,300 Defined 1, 2 31,300
WESTFIELD AMERICA INC REIT 959910100 965 71,800 Defined 1, 2 71,800
WESTPAC BANKING -SPON ADR ADR 961214301 8,187 229,000 Defined 1, 2 229,000
WESTPOINT STEVENS INC Common Stock 961238102 704 63,300 Defined 1, 2 63,300
WESTVACO CORP Common Stock 961548104 2,845 114,679 Defined 1, 2 114,679
WESTWOOD ONE INC Common Stock 961815107 4,854 142,250 Defined 1, 2 142,250
WET SEAL INC -CL A Common Stock 961840105 292 22,270 Defined 1, 2 22,270
WEYERHAEUSER CO Common Stock 962166104 11,434 265,905 Defined 1, 2 265,905
WHIRLPOOL CORP Common Stock 963320106 3,895 83,529 Defined 1, 2 83,529
WHITE ELECTRONIC DESIGNS Common Stock 963801105 99 7,800 Defined 1, 2 7,800
WHITEHALL JEWELLERS INC Common Stock 965063100 137 7,350 Defined 1, 2 7,350
WHITMAN CORP Common Stock 96647R107 2,147 173,458 Defined 1, 2 173,458
WHITNEY HOLDING CORP Common Stock 966612103 1,257 36,755 Defined 1, 2 36,755
WHOLE FOODS MARKET INC Common Stock 966837106 1,725 41,760 Defined 1, 2 41,760
WIENERBERGER
BAUSTOFFINDUSTRIE AG ADR 967662107 764 167,500 Defined 1, 2 167,500
WILD OATS MARKETS INC Common Stock 96808B107 122 9,700 Defined 1, 2 9,700
WILEY (JOHN) & SONS -CL A Common Stock 968223206 614 27,300 Defined 1, 2 27,300
WILLAMETTE INDUSTRIES Common Stock 969133107 3,445 126,423 Defined 1, 2 126,423
WILLIAMS COMMUNICATIONS GRP Common Stock 969455104 996 30,000 Defined 1, 2 30,000
WILLIAMS COS INC Common Stock 969457100 20,877 500,806 Defined 1, 2 500,806
WILLIAMS HOLDINGS ADR 96949E309 2,482 142,896 Defined 1, 2 142,896
WILLIAMS-SONOMA INC Common Stock 969904101 2,326 71,700 Defined 1, 2 71,700
WILMINGTON TRUST CORP Common Stock 971807102 1,747 40,855 Defined 1, 2 40,855
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
WIND RIVER SYSTEMS INC Common Stock 973149107 946 24,984 Defined 1, 2 24,984
WINK COMMUNICATIONS Common Stock 974168106 403 13,200 Defined 1, 2 13,200
WINN-DIXIE STORES INC Common Stock 974280109 2,368 165,476 Defined 1, 2 165,476
WINNEBAGO INDUSTRIES Common Stock 974637100 460 35,200 Defined 1, 2 35,200
WINSTAR COMMUNICATIONS Common Stock 975515107 1,560 46,050 Defined 1, 2 46,050
WINSTON HOTELS INC REIT 97563A102 119 15,900 Defined 1, 2 15,900
WINTRUST FINANCIAL CORP Common Stock 97650W108 57 3,700 Defined 1, 2 3,700
WIRELESS FACILITIES INC Common Stock 97653A103 907 17,800 Defined 1, 2 17,800
WISCONSIN CENTRAL TRANSPORTN Common Stock 976592105 816 62,800 Defined 1, 2 62,800
WISCONSIN ENERGY CORP Common Stock 976657106 3,032 153,038 Defined 1, 2 153,038
WITNESS SYSTEMS INC Common Stock 977424100 227 9,300 Defined 1, 2 9,300
WOLFORD AG SPONSORED ADR ADR 977819101 92 15,000 Defined 1, 2 15,000
WOLTERS KLUWER ADR 977874205 4,492 167,956 Defined 1, 2 167,956
WOLVERINE TUBE INC Common Stock 978093102 336 19,760 Defined 1, 2 19,760
WOLVERINE WORLD WIDE Common Stock 978097103 668 67,628 Defined 1, 2 67,628
WOMEN.COM NETWORKS INC Common Stock 978149102 42 20,150 Defined 1, 2 20,150
WOODSIDE PETROLEUM ADR 980228308 3,147 403,200 Defined 1, 2 403,200
WOODWARD GOVERNOR CO Common Stock 980745103 139 4,900 Defined 1, 2 4,900
WOOLTRU SP. ADR ADR 980860100 288 249,850 Defined 1, 2 249,850
WORKFLOW MGMT INC Common Stock 98137N109 68 5,700 Defined 1, 2 5,700
WORLD ACCESS INC Common Stock 98141A101 221 19,983 Defined 1, 2 19,983
WORLD COLOR PRESS INC Common Stock 981443104 4 100 Defined 1, 2 100
WORLDGATE COMMUNICATIONS INC Common Stock 98156L307 169 9,500 Defined 1, 2 9,500
WORLD WRESTLING FED ENTMT Common Stock 98156Q108 106 5,100 Defined 1, 2 5,100
WORLDCOM INC Common Stock 98157D106 149,334 3,255,236 Defined 1, 2 3,255,236
WORTHINGTON INDUSTRIES Common Stock 981811102 1,033 98,406 Defined 1, 2 98,406
WORLDPAGES.COM INC Common Stock 981922107 116 19,300 Defined 1, 2 19,300
WRIGLEY (WM) JR CO Common Stock 982526105 10,500 130,947 Defined 1, 2 130,947
WYNN'S INTERNATIONAL INC Common Stock 983195108 688 30,327 Defined 1, 2 30,327
XM SATELLITE RADIO HOLD - CL A Common Stock 983759101 528 14,100 Defined 1, 2 14,100
X-RITE INC Common Stock 983857103 316 34,660 Defined 1, 2 34,660
XCEED INC Common Stock 98388N105 76 8,300 Defined 1, 2 8,300
XILINX INC Common Stock 983919101 30,212 365,926 Defined 1, 2 365,926
XIRCOM INC Common Stock 983922105 2,298 48,380 Defined 1, 2 48,380
XEIKON NV -SPON ADR ADR 984003103 271 17,600 Defined 1, 2 17,600
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
XENOVA GROUP PLC -SPON ADR ADR 984111104 8 6,100 Defined 1, 2 6,100
XEROX CORP Common Stock 984121103 15,844 763,576 Defined 1, 2 763,576
XOMED SURGICAL PRODS Common Stock 98412V107 60 900 Defined 1, 2 900
XTRA CORP Common Stock 984138107 213 5,400 Defined 1, 2 5,400
XPEDIOR INC Common Stock 98413B100 302 21,900 Defined 1, 2 21,900
XYBERNAUT CORP Common Stock 984149104 180 16,100 Defined 1, 2 16,100
YPF SOCIEDAD ANONIMA -ADR ADR 984245100 27 700 Defined 1, 2 700
YAHOO INC Common Stock 984332106 76,214 615,250 Defined 1, 2 615,250
THE YANKEE CANDLE COMPANY Common Stock 984757104 519 24,000 Defined 1, 2 24,000
YANZHOU COAL MINING ADR 984846105 101 10,100 Defined 1, 2 10,100
XICOR INC Common Stock 984903104 62 9,300 Defined 1, 2 9,300
YELLOW CORP Common Stock 985509108 605 41,000 Defined 1, 2 41,000
YORK INTL Common Stock 986670107 1,223 48,418 Defined 1, 2 48,418
YOUNG & RUBICAM INC Common Stock 987425105 4,680 81,840 Defined 1, 2 81,840
YOUNG BROADCASTING -CL A Common Stock 987434107 126 4,900 Defined 1, 2 4,900
YOUTHSTREAM MEDIA NETWORKS Common Stock 987819109 58 9,700 Defined 1, 2 9,700
Z-TEL TECHNOLOGIES INC Common Stock 988792107 115 9,600 Defined 1, 2 9,600
ZALE CORP Common Stock 988858106 2,083 57,070 Defined 1, 2 57,070
ZAMBA CORP Common Stock 988881108 76 13,800 Defined 1, 2 13,800
ZAPATA CORP Common Stock 989070503 33 10,500 Defined 1, 2 10,500
ZAPME! CORPORATION Common Stock 98912E100 53 19,300 Defined 1, 2 19,300
ZEBRA TECHNOLOGIES CP -CL A Common Stock 989207105 2,263 51,070 Defined 1, 2 51,070
ZENITH NATIONAL INSURANCE CP Common Stock 989390109 593 27,900 Defined 1, 2 27,900
ZIFF-DAVIS INC Common Stock 989511100 417 46,300 Defined 1, 2 46,300
ZILA INCORPORATED Common Stock 989513205 85 22,200 Defined 1, 2 22,200
ZIONS BANCORPORATION Common Stock 989701107 4,997 108,884 Defined 1, 2 108,884
ZIXIT CORP Common Stock 98974P100 1,235 26,820 Defined 1, 2 26,820
ZORAN CORP Common Stock 98975F101 389 5,900 Defined 1, 2 5,900
ZONAGEN INC Common Stock 98975L108 3 900 Defined 1, 2 900
ZOLTEK COS INC Common Stock 98975W104 71 8,300 Defined 1, 2 8,300
ZYGO CORP Common Stock 989855101 472 5,200 Defined 1, 2 5,200
ZOLL MEDICAL CORP Common Stock 989922109 181 3,700 Defined 1, 2 3,700
ZOMAX INC Common Stock 989929104 176 13,400 Defined 1, 2 13,400
BENCKISER N V Common Stock D0882P103 285 7,300 Defined 1, 2 7,300
CELANESE AG Common Stock D1497A101 655 33,607 Defined 1, 2 33,607
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
DAIMLER CHRYSLER AG Common Stock D1668R123 30,270 581,411 Defined 1, 2 581,411
AMDOCS LTD Common Stock G02602103 6,048 78,800 Defined 1, 2 78,800
ASIA PAC RES INTL HLD -CL A Common Stock G05345106 11 9,600 Defined 1, 2 9,600
CHINA YUCHAI INTERNATIONAL Common Stock G21082105 2 1,700 Defined 1, 2 1,700
CHINADOT COM CORP Common Stock G2108N109 204 10,000 Defined 1, 2 10,000
DSG INTERNATIONAL LTD Common Stock G28471103 3 500 Defined 1, 2 500
EL SITIO Common Stock G30177102 71 10,000 Defined 1, 2 10,000
ESG Re LTD Common Stock G31215109 32 8,100 Defined 1, 2 8,100
EVEREST RE GROUP LTD Common Stock G3223R108 1,926 58,600 Defined 1, 2 58,600
FLAG TELECOM HOLDINGS LTD Common Stock G3529L102 483 32,500 Defined 1, 2 32,500
FRESH DEL MONTE PRODUCE INC Common Stock G36738105 164 23,800 Defined 1, 2 23,800
GLOBAL CROSSING LTD Common Stock G3921A100 26,330 1,000,684 Defined 1, 2 1,000,684
HELEN OF TROY CORP LTD Common Stock G4388N106 72 12,800 Defined 1, 2 12,800
ICO GLOBAL COMM HOLDINGS Common Stock G4705T109 22 6,100 Defined 1, 2 6,100
LASALLE RE HOLDINGS LTD Common Stock G5383Q101 129 9,100 Defined 1, 2 9,100
LORAL SPACE & COMMUNICATIONS Common Stock G56462107 753 108,612 Defined 1, 2 108,612
MARVELL TECHNOLOGY GROUP INC Common Stock G5876H105 57 1,000 Defined 1, 2 1,000
PARTNERRE LTD Common Stock G6852T105 1,173 33,100 Defined 1, 2 33,100
PEAK INTERNATIONAL LTD Common Stock G69586108 4 500 Defined 1, 2 500
PXRE GROUP LTD Common Stock G73018106 70 5,177 Defined 1, 2 5,177
SANTA FE INTERNATIONAL CORP Common Stock G7805C108 1,778 50,900 Defined 1, 2 50,900
SINA.COM ADR G81477104 13 500 Defined 1, 2 500
TRANSOCEAN SEDCO FOREX INC Common Stock G90078109 12,836 240,199 Defined 1, 2 240,199
WHITE MOUNTAINS INSURANCE GP Common Stock G9618E107 454 2,840 Defined 1, 2 2,840
XL CAPITAL LTD Common Stock G98255105 3,367 62,200 Defined 1, 2 62,200
XOMA CORP Common Stock G9825R107 110 25,700 Defined 1, 2 25,700
MILLICOM INTL CELLULAR SA Common Stock L6388F102 1,014 28,972 Defined 1, 2 28,972
STOLT OFFSHORE SA Common Stock L8873E103 177 12,500 Defined 1, 2 12,500
AUDIOCODES LTD Common Stock M15342104 216 1,800 Defined 1, 2 1,800
BACKWEB TECHNOLOGIES LTD Common Stock M15633106 75 3,300 Defined 1, 2 3,300
CHECK POINT SOFTWARE TECHN Common Stock M22465104 9,846 46,500 Defined 1, 2 46,500
COMMTOUCH SOFTWARE LTD Common Stock M25596103 42 1,300 Defined 1, 2 1,300
ECTEL LTD Common Stock M29925100 32 1,400 Defined 1, 2 1,400
ELBIT MEDICAL IMAGING LTD Common Stock M37605108 114 12,900 Defined 1, 2 12,900
ELBIT SYSTEMS LTD Common Stock M3760D101 216 14,500 Defined 1, 2 14,500
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<PAGE> 122
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ELSCINT LTD -ORD Common Stock M40168102 46 8,260 Defined 1, 2 8,260
FUNDTECH CORPORATION Common Stock M47095100 148 5,700 Defined 1, 2 5,700
GALILEO TECHNOLOGY LTD Common Stock M47298100 166 7,700 Defined 1, 2 7,700
GILAT SATELLITE NETWORKS LTD Common Stock M51474100 506 7,300 Defined 1, 2 7,300
INTERNET GOLD-GOLDEN LINES Common Stock M56595107 14 1,700 Defined 1, 2 1,700
JACADA LTD Common Stock M6184R101 20 1,600 Defined 1, 2 1,600
METALINK LTD Common Stock M69897102 33 1,100 Defined 1, 2 1,100
M-SYSTEMS FLASH DISK PIONEER Common Stock M7061C100 78 1,000 Defined 1, 2 1,000
ORBOTECH LTD Common Stock M75253100 1,068 11,500 Defined 1, 2 11,500
ORCKIT COMMUNICATIONS LTD Common Stock M7531S107 262 8,700 Defined 1, 2 8,700
RADWARE LTD Common Stock M81873107 228 8,600 Defined 1, 2 8,600
ASM LITHOGRAPHY HOLDING NV Common Stock N07059111 10,855 246,000 Defined 1, 2 246,000
BAAN COMPANY NV Common Stock N08044104 312 118,700 Defined 1, 2 118,700
CNH GLOBAL N.V. Common Stock N20935107 830 89,700 Defined 1, 2 89,700
COMPLETETEL EUROPE NV Common Stock N21590109 1 100 Defined 1, 2 100
CORE LABORATORIES NV Common Stock N22717107 464 16,000 Defined 1, 2 16,000
KPNQWEST NV ADR N50919104 1,708 43,100 Defined 1, 2 43,100
MADGE NETWORKS NV Common Stock N5424G106 116 25,483 Defined 1, 2 25,483
QIAGEN NV Common Stock N72482107 3,376 19,400 Defined 1, 2 19,400
SAPIENS INTERNATIONAL CORP Common Stock N7716A102 12 1,900 Defined 1, 2 1,900
TOOLEX INTERNATIONAL NV Common Stock N8715N103 264 16,500 Defined 1, 2 16,500
BANCO LATINOAMERICANO DE EXP Common Stock P16994132 341 12,300 Defined 1, 2 12,300
PANAMERICAN BEVERAGES -CL A Common Stock P74823108 1,049 70,200 Defined 1, 2 70,200
ROYAL CARIBBEAN CRUISES LTD Common Stock V7780T103 1,474 79,700 Defined 1, 2 79,700
ASE TEST LTD Common Stock Y02516105 1,269 43,100 Defined 1, 2 43,100
CREATIVE TECHNOLOGY Common Stock Y1775U107 1,177 49,300 Defined 1, 2 49,300
FLEXTRONICS INTL LTD Common Stock Y2573F102 69 1,000 Defined 1, 2 1,000
GIGAMEDIA LTD Common Stock Y2711Y104 61 5,000 Defined 1, 2 5,000
Total 21,339,164
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