TEACHERS ADVISORS INC
13F-HR, 1999-05-13
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                                 UNITED STATES
                      SECURITIES AND EXCHANGE COMMISSION
                            Washington, D.C. 20549

                                    FORM 13F

                             FORM 13F COVER PAGE

Report for the Calendar Year or Quarter Ended: March 31, 1999

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:     Teachers Advisors, Inc.
Address:  730 Third Avenue
          New York, NY 10017-3206

13F File Number:  28-4800

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:  Richard Schlefer
Title: Second Vice President
Phone: (212) 916-4021

Signature, Place and Date of Signing:

Richard Schlefer              New York, NY                  May 13, 1999



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 of this reporting manager are
       reported in this report, and all holdings are reported by other reporting
       manager(s).)
[   ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this
       reporting manager are reported in this report and a portion are reported
       by other reporting manager(s).)
<PAGE>
                             FORM 13F SUMMARY PAGE

Report Summary:

Number of Other Included Managers:  4

Form 13F Information Table Entry Total:  2277

Form 13F Information Table Value Total:  $ 1,627,132 (thousands)



List of Other Included Managers:

No.  13F File Number     Name
01   28-                 TIAA Separate Account VA-1
02   28-                 TIAA-CREF Mutual Funds
03   28-                 NYS College Choice Tuition LLC
04   28-                 TIAA-CREF Life Funds
<PAGE>
<TABLE>
<CAPTION>
                                                    FORM 13F INFORMATION TABLE


                                                           VALUE   SHARES/  SH/ PUT/ INVSTMT       OTHER          VOTING AUTHORITY
       NAME OF ISSUER          TITLE OF CLASS     CUSIP   (x$1000) PRN AMT  PRN CALL DSCRETN      MANAGERS       SOLE   SHARED NONE
- ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ----------------- -------- ------ -----
<S>                            <C>              <C>       <C>      <C>      <C>      <C>     <C>               <C>      <C>    <C>
DAIMLERCHRYSLER (U.S.A.)       COM              D1668R123     2589    30041 SH       DEFINED    02                30041
FRUIT OF THE LOOM LTD (CLASS A COM              G3682L105       17     1600 SH       DEFINED    02    04           1600
GLOBALSTAR TELECOMMUNICATIONS  COM              G3930H104      412    29695 SH       DEFINED    02 03             29695
LORAL SPACE & COMMUNICATIONS L COM              G56462107      795    55073 SH       DEFINED    02 03             55073
XL CAPITAL LTD                 COM              G98255105     3681    60595 SH       DEFINED    02 03             60595
ABR INFORMATION SERVICES, INC  COM              00077R108       97     5600 SH       DEFINED 01 02                 5600
ADC TELECOMMUNICATIONS, INC    COM              000886101      806    16900 SH       DEFINED 01 02 03 04          16900
AFC CABLE SYSTEMS, INC         COM              000950105       39     1300 SH       DEFINED 01                    1300
AFLAC, INC                     COM              001055102     1704    31300 SH       DEFINED 01 02 03 04          31300
AGCO CORP                      COM              001084102       64     9800 SH       DEFINED 01                    9800
AGL RESOURCES, INC             COM              001204106       79     4500 SH       DEFINED 01       04           4500
AES CORP                       COM              00130H105       56     1500 SH       DEFINED    02                 1500
AK STEEL HOLDINGS CORP         COM              001547108       86     3800 SH       DEFINED 01                    3800
AMB PROPERTY CORP              COM              00163T109        8      400 SH       DEFINED          04            400
AMLI RESIDENTIAL PROPERTIES TR COM              001735109       41     2000 SH       DEFINED 01                    2000
AMR CORP                       COM              001765106      539     9200 SH       DEFINED 01 02    04           9200
APAC TELESERVICES, INC         COM              00185E106        6     1700 SH       DEFINED 01 02 03              1700
ARM FINANCIAL GROUP, INC (CLAS COM              001944107       60     4000 SH       DEFINED 01                    4000
AT & T CORP                    COM              001957109    26149   327627 SH       DEFINED 01 02 03 04         327627
AT & T CORP - LIBERTY MEDIA (C COM              001957208     2843    54032 SH       DEFINED 01 02 03 04          54032
AAMES FINANCIAL CORP           COM              00253A101        3     1700 SH       DEFINED 01 02                 1700
AAVID THERMAL TECHNOLOGIES, IN COM              002539104       15     1100 SH       DEFINED 01    03              1100
ABACUS DIRECT CORP             COM              002553105      131     1600 SH       DEFINED 01 02                 1600
ABBOTT LABORATORIES CO         COM              002824100     9531   203607 SH       DEFINED 01 02 03 04         203607
ABERCROMBIE & FITCH CO (CLASS  COM              002896207      666     7234 SH       DEFINED 01 02 03 04           7234
ACCLAIM ENTERTAINMENT, INC     COM              004325205       86     9600 SH       DEFINED 01 02 03              9600
ACKERLEY GROUP, INC            COM              004527107       17     1000 SH       DEFINED 01 02                 1000
ACNEILSEN CORP                 COM              004833109      212     7833 SH       DEFINED 01       04           7833
ACTIVISION, INC                COM              004930202        9      700 SH       DEFINED    02                  700
ACTION PERFORMANCE COS, INC    COM              004933107       84     2800 SH       DEFINED 01 02                 2800
ACTEL CORP                     COM              004934105       31     1900 SH       DEFINED 01 02 03              1900
ACUSON CORP                    COM              005113105       51     3400 SH       DEFINED 01    03              3400
ACX TECHNOLOGIES, INC          COM              005123104       17     1300 SH       DEFINED 01                    1300
ACXIOM CORP                    COM              005125109      208     7860 SH       DEFINED 01 02 03 04           7860
ADAC LABORATORIES, INC         COM              005313200       11      800 SH       DEFINED    02 03               800
ADAPTEC, INC                   COM              00651F108      376    16500 SH       DEFINED 01 02 03 04          16500
ADELPHIA COMMUNICATIONS CORP ( COM              006848105      372     5900 SH       DEFINED 01    03 04           5900
ADOBE SYSTEMS, INC             COM              00724F101      556     9800 SH       DEFINED 01 02 03 04           9800
ADTRAN, INC                    COM              00738A106       26     1600 SH       DEFINED 01 02                 1600
ADVANCE PARADIGM, INC          COM              007491103        6      100 SH       DEFINED 01                     100
ADVANCED LIGHTING TECHNOLOGIES COM              00753C102        6      800 SH       DEFINED 01                     800
ADVANCED FIBRE COMMUNICATIONS  COM              00754A105       11     1100 SH       DEFINED    02                 1100
ADVANCED TISSUE SCIENCE CO     COM              00755F103       11     5300 SH       DEFINED 01 02 03              5300
ADVEST GROUP, INC              COM              007566102       17      900 SH       DEFINED 01                     900
ADVO, INC                      COM              007585102       10      500 SH       DEFINED    02                  500
AERIAL COMMUNICATIONS, INC     COM              007655103       16     2100 SH       DEFINED 01                    2100
AEROQUIP-VICKERS, INC          COM              007869100       29      500 SH       DEFINED    02                  500
ADVANCED MICRO DEVICES, INC    COM              007903107       22     1400 SH       DEFINED    02    04           1400
ADVANTA CORP (CLASS A)         COM              007942105        0       25 SH       DEFINED 01                      25
ADVENT SOFTWARE, INC           COM              007974108       35      700 SH       DEFINED 01                     700
AETNA, INC                     COM              008117103      977    11767 SH       DEFINED 01 02    04          11767
AFFILIATED COMPUTER SERVICES,I COM              008190100      316     6900 SH       DEFINED 01 02    04           6900
AFFILIATED MANAGERS GROUP, INC COM              008252108       86     3300 SH       DEFINED 01    03 04           3300
AFFYMETRIX, INC                COM              00826T108       73     2100 SH       DEFINED 01 02                 2100
AFTERMARKET TECHNOLOGY CORP    COM              008318107       23     3400 SH       DEFINED 01                    3400
AGRIBRANDS INTERNATIONAL, INC  COM              00849R105       68     2060 SH       DEFINED 01 02 03              2060
AIR EXPRESS INTERNATIONAL CORP COM              009104100        0       25 SH       DEFINED 01                      25
AIR PRODUCTS & CHEMICALS, INC  COM              009158106      682    19900 SH       DEFINED 01 02    04          19900
AIRBORNE FREIGHT CORP          COM              009266107      271     8700 SH       DEFINED 01       04           8700
AIRGAS, INC                    COM              009363102       23     2800 SH       DEFINED    02                 2800
AIRNET SYSTEMS, INC            COM              009417106        7     1000 SH       DEFINED    02 03              1000
AIRTRAN HOLDINGS, INC          COM              00949P108       37     8900 SH       DEFINED 01                    8900
AIRTOUCH COMMUNICATIONS, INC   COM              00949T100     7014    72585 SH       DEFINED 01 02 03 04          72585
ALASKA AIR GROUP, INC          COM              011659109      214     4500 SH       DEFINED 01                    4500
ALBANY INTERNATIONAL CORP (CLA COM              012348108       56     2981 SH       DEFINED 01                    2981
ALBEMARLE CORP                 COM              012653101       65     3100 SH       DEFINED 01                    3100
ALBERTO CULVER CO (CLASS B)    COM              013068101      131     5600 SH       DEFINED 01 02    04           5600
ALBERTSON'S, INC               COM              013104104     1141    21000 SH       DEFINED 01 02    04          21000
ALCAN ALUMINIUM CO LTD (U.S.)  COM              013716105      152     5900 SH       DEFINED    02                 5900
ALCOA, INC                     COM              013817101      876    21280 SH       DEFINED 01 02    04          21280
ALCATEL S.A. ADR               ADR              013904305       17      752 SH       DEFINED 01 02                  752
ALEXANDER & BALDWIN, INC       COM              014482103        8      400 SH       DEFINED 01       04            400
ALGOS PHARMACEUTICAL CORP      COM              015869100       12      500 SH       DEFINED    02                  500
ALIANT COMMUNICATIONS, INC     COM              016090102       82     2000 SH       DEFINED 01       04           2000
ALKERMES, INC                  COM              01642T108       52     1900 SH       DEFINED 01                    1900
ALLEGHANY CORP (DELAWARE)      COM              017175100       94      510 SH       DEFINED 01                     510
ALLEGHENY ENERGY, INC          COM              017361106      640    21700 SH       DEFINED 01       04          21700
ALLEGHENY TELEDYNE, INC        COM              017415100      150     7908 SH       DEFINED 01 02    04           7908
ALLEN TELECOM, INC             COM              018091108       10     1600 SH       DEFINED 01                    1600
ALLERGAN, INC                  COM              018490102      360     4100 SH       DEFINED 01 02    04           4100
ALLERGAN SPECIALTY THERAPEUTIC COM              018494104       10     1035 SH       DEFINED 01 02                 1035
ALLIANCE PHARMACEUTICAL CORP   COM              018773101        6     2300 SH       DEFINED 01                    2300
ALLIED SIGNAL, INC             COM              019512102     3094    62892 SH       DEFINED 01 02 03 04          62892
ALLIED WASTE INDUSTRIES, INC   COM              019589308      396    27400 SH       DEFINED 01 02 03 04          27400
ALLMERICA FINANCIAL CORP       COM              019754100      391     7100 SH       DEFINED 01       04           7100
ALLSTATE CORP                  COM              020002101    16486   444820 SH       DEFINED 01 02 03 04         444820
ALLTEL CORP                    COM              020039103     1494    23946 SH       DEFINED 01 02    04          23946
ALPHARMA, INC (CLASS A)        COM              020813101      122     3100 SH       DEFINED 01       04           3100
ALPINE GROUP, INC              COM              020825105        5      500 SH       DEFINED 01                     500
ALTERA CORP                    COM              021441100      238     4000 SH       DEFINED 01 02 03 04           4000
ALTERNATIVE LIVING SERVICES, I COM              02145K107        4      200 SH       DEFINED    02                  200
ALTERNATIVE RESOURCES CORP     COM              02145R102       20     3100 SH       DEFINED 01 02 03              3100
ALYDAAR SOFTWARE CORP          COM              022610109        7     1300 SH       DEFINED 01                    1300
ALZA CORP                      COM              022615108       84     2200 SH       DEFINED 01 02                 2200
AMAZON.COM, INC                COM              023135106     1171     6800 SH       DEFINED 01 02 03 04           6800
AMBAC FINANCIAL GROUP, INC     COM              023139108      545    10100 SH       DEFINED 01       04          10100
AMCOL INTERNATIONAL CORP       COM              02341W103       41     4100 SH       DEFINED 01                    4100
AMERADA HESS CORP              COM              023551104       81     1600 SH       DEFINED    02                 1600
AMEREN CORP                    COM              023608102      903    24960 SH       DEFINED 01 02    04          24960
AMERICA ONLINE, INC            COM              02364J104    18557   127101 SH       DEFINED 01 02 03 04         127101
AMERICA WEST HOLDINGS CORP (CL COM              023657208       84     4400 SH       DEFINED 01                    4400
AMERICAN ANNUITY GROUP, INC    COM              023840101        7      300 SH       DEFINED 01                     300
AMCORE FINANCIAL, INC          COM              023912108       46     2200 SH       DEFINED 01                    2200
AMERICAN BANKERS INSURANCE GRO COM              024456105       36      700 SH       DEFINED 01                     700
AMERICAN BUSINESS PRODUCTS, IN COM              024763104       36     2600 SH       DEFINED 01                    2600
AMERICAN CLASSIC VOYAGES CO    COM              024928103        8      500 SH       DEFINED 01                     500
AMERICAN EAGLE OUTFITTERS, INC COM              02553D108      100     1400 SH       DEFINED 01 02                 1400
AMERICAN ELECTRIC POWER CO, IN COM              025537101      790    19900 SH       DEFINED 01 02    04          19900
AMERICAN EXPRESS CO            COM              025816109     6333    53900 SH       DEFINED 01 02 03 04          53900
AMERICAN FINANCIAL GROUP, INC  COM              025932104       18      500 SH       DEFINED 01       04            500
AMERICAN GENERAL CORP          COM              026351106     1222    17340 SH       DEFINED 01 02    04          17340
AMERICAN GREETINGS CORP (CLASS COM              026375105       33     1300 SH       DEFINED 01 02                 1300
AMERICAN HOME PRODUCTS CORP    COM              026609107    17342   265771 SH       DEFINED 01 02 03 04         265771
AMERICAN HOMEPATIENT, INC      COM              026649103        2     1900 SH       DEFINED 01    03              1900
AMERICAN HOMESTAR CORP         COM              026651109        6      800 SH       DEFINED 01                     800
AMERICAN INTERNATIONAL GROUP,  COM              026874107    15032   124620 SH       DEFINED 01 02 03 04         124620
AMERICAN ITALIAN PASTA CO (CLA COM              027070101       30     1200 SH       DEFINED 01                    1200
AMERICAN MANAGEMENT SYSTEMS, I COM              027352103      340     9950 SH       DEFINED 01 02 03 04           9950
AMERICAN MEDIA, INC (CLASS A)  COM              02744L100        4      700 SH       DEFINED    02                  700
AMERICAN MEDICAL SECURITY GROU COM              02744P101       14     1000 SH       DEFINED 01                    1000
AMERICAN ONCOLOGY RESOURCES, I COM              028910107       42     4700 SH       DEFINED 01                    4700
AMERICAN POWER CONVERSION CORP COM              029066107       73     2700 SH       DEFINED 01 02                 2700
AMERICAN SKIING CO             COM              029654308        5     1200 SH       DEFINED 01                    1200
AMERICAN STANDARD COS, INC     COM              029712106      578    16800 SH       DEFINED 01 02 03 04          16800
AMERICAN STATES WATER CO       COM              029899101        7      300 SH       DEFINED 01                     300
AMERICAN TOWER SYSTEMS (CLASS  COM              029912201     6761   275968 SH       DEFINED 01 02 03            275968
AMERICAN STORES CO             COM              030096101      548    16600 SH       DEFINED 01 02    04          16600
AMERICAN WATER WORKS CO, INC   COM              030411102        9      300 SH       DEFINED 01                     300
AMERICREDIT CORP               COM              03060R101       46     3500 SH       DEFINED    02    04           3500
AMERIN CORP                    COM              03070X106       91     4500 SH       DEFINED 01 02                 4500
AMERIPATH, INC                 COM              03071D109       23     2600 SH       DEFINED 01                    2600
AMERISOURCE HEALTH CORP (CLASS COM              03071P102      479    14000 SH       DEFINED 01 02 03 04          14000
AMERON INTERNATIONAL CORP      COM              030710107       18      500 SH       DEFINED 01                     500
AMERITRADE HOLDINGS CORP (CLAS COM              03072H109       25      400 SH       DEFINED 01                     400
AMERUS LIFE HOLDINGS, INC (CLA COM              030732101       55     2300 SH       DEFINED 01                    2300
AMERITECH CORP                 COM              030954101     5874   101500 SH       DEFINED 01 02    04         101500
AMETEK, INC                    COM              031100100      130     7100 SH       DEFINED 01 02                 7100
AMF BOWLING, INC               COM              03113V109       42    10400 SH       DEFINED 01                   10400
AMGEN, INC                     COM              031162100     5851    78140 SH       DEFINED 01 02 03 04          78140
AMKOR TECHNOLOGY, INC          COM              031652100       50     6300 SH       DEFINED 01                    6300
AMP, INC                       COM              031897101     1448    26968 SH       DEFINED 01 02    04          26968
AMRESCO, INC                   COM              031909104        5      600 SH       DEFINED    02                  600
AMSOUTH BANCORP                COM              032165102      313     6875 SH       DEFINED 01       04           6875
AMYLIN PHARMACEUTICALS, INC    COM              032346108       11    10200 SH       DEFINED 01                   10200
ANACOMP, INC                   COM              032371106       31     1900 SH       DEFINED 01                    1900
ANADARKO PETROLEUM CORP        COM              032511107        4      100 SH       DEFINED       03               100
ANADIGICS, INC                 COM              032515108       11      600 SH       DEFINED 01                     600
ANALOG DEVICES, INC            COM              032654105     2726    91637 SH       DEFINED 01 02 03 04          91637
ANALOGIC CORP                  COM              032657207        3      100 SH       DEFINED 01                     100
ANALYSTS INTERNATIONAL CORP    COM              032681108       15     1300 SH       DEFINED 01 02                 1300
ANCHOR BANCORP WISCONSIN, INC  COM              032839102       43     2800 SH       DEFINED 01                    2800
ANCHOR GAMING CO               COM              033037102       18      400 SH       DEFINED    02                  400
ANDREW CORP                    COM              034425108       75     6075 SH       DEFINED 01 02 03 04           6075
ANHEUSER BUSCH COS, INC        COM              035229103     3924    51500 SH       DEFINED 01 02 03 04          51500
ANIXTER INTERNATIONAL, INC     COM              035290105        7      600 SH       DEFINED 01                     600
ANN TAYLOR STORES CORP         COM              036115103       93     2100 SH       DEFINED 01       04           2100
ANTEC CORP                     COM              03664P105       60     2800 SH       DEFINED 01                    2800
ANSWERTHINK CONSULTING GROUP   COM              036916104       34     1200 SH       DEFINED 01    03              1200
AON CORP                       COM              037389103      952    15050 SH       DEFINED 01 02    04          15050
APACHE CORP                    COM              037411105     1087    41700 SH       DEFINED    02    04          41700
APARTMENT INVESTMENT & MANAGEM COM              03748R101      311     8571 SH       DEFINED 01 02    04           8571
APOLLO GROUP, INC (CLASS A)    COM              037604105       58     1950 SH       DEFINED    02                 1950
APPLE COMPUTER, INC            COM              037833100      999    27800 SH       DEFINED 01 02    04          27800
APPLEBEE'S INTERNATIONAL, INC  COM              037899101      122     4900 SH       DEFINED 01 02                 4900
APRIA HEALTHCARE GROUP, INC    COM              037933108       82     6900 SH       DEFINED 01                    6900
APPLIED GRAPHICS TECHNOLOGIES, COM              037937109        1      100 SH       DEFINED    02                  100
APEX PC SOLUTIONS, INC         COM              037945102       18     1300 SH       DEFINED 01    03              1300
APPLIED INDUSTRIAL TECHNOLOGIE COM              03820C105        2      200 SH       DEFINED 01                     200
APPLIED MAGNETICS CORP         COM              038213104        3      800 SH       DEFINED 01                     800
APPLIED MICRO CIRUCUITS CORP   COM              03822W109       26      600 SH       DEFINED 01 02                  600
APPLIED MATERIALS, INC         COM              038222105     2875    46600 SH       DEFINED 01 02 03 04          46600
APPLIED POWER, INC (CLASS A)   COM              038225108        8      300 SH       DEFINED       03 04            300
APTARGROUP, INC                COM              038336103      159     6100 SH       DEFINED 01 02 03 04           6100
AQUA ALLIANCE, INC             COM              038367108       11     4900 SH       DEFINED 01 02                 4900
ARCADIA FINANCIAL LTD          COM              039101100       32     6800 SH       DEFINED 01                    6800
ARCH CHEMICALS, INC            COM              03937R102       65     3900 SH       DEFINED 01       04           3900
ARCH COAL, INC                 COM              039380100       28     2100 SH       DEFINED 01                    2100
ARCH COMMUNICATIONS GROUP, INC COM              039381108        6     4600 SH       DEFINED 01                    4600
ARCHER DANIELS MIDLAND CO      COM              039483102      954    64943 SH       DEFINED 01 02    04          64943
ARCHSTONE COMMUNITIES TRUST    COM              039581103        4      200 SH       DEFINED          04            200
ARCTIC CAT, INC                COM              039670104       26     2600 SH       DEFINED 01                    2600
ARDEN REALTY GROUP, INC        COM              039793104      247    11100 SH       DEFINED 01       04          11100
ARMCO, INC                     COM              042170100        4     1000 SH       DEFINED    02                 1000
ARMSTRONG WORLD INDUSTRIES, IN COM              042476101      316     7000 SH       DEFINED 01 02    04           7000
ARNOLD INDUSTRIES, INC         COM              042595108       49     3300 SH       DEFINED 01                    3300
ARROW ELECTRONICS, INC         COM              042735100        6      400 SH       DEFINED          04            400
ARROW INTERNATIONAL, INC       COM              042764100       50     2300 SH       DEFINED 01                    2300
ARTESYN TECHNOLOGIES, INC      COM              043127109       42     3400 SH       DEFINED 01 02                 3400
ARVIN INDUSTRIES, INC          COM              043339100      135     4000 SH       DEFINED 01                    4000
ASARCO, INC                    COM              043413103       89     6500 SH       DEFINED 01 02                 6500
ASCEND COMMUNICATIONS, INC     COM              043491109     3095    36988 SH       DEFINED 01 02 03 04          36988
ASCENT ENTERTAINMENT GROUP, IN COM              043628106       49     4522 SH       DEFINED 01                    4522
ASHLAND, INC                   COM              044204105      610    14900 SH       DEFINED 01 02    04          14900
ASPECT DEVELOPMENT, INC        COM              045234101       79     3400 SH       DEFINED 01 02 03              3400
ASPECT TELECOMMUNICATIONS CORP COM              045237104       68    10200 SH       DEFINED 01 02                10200
ASSOCIATED BANC-CORP           COM              045487105      359    11240 SH       DEFINED 01       04          11240
ASSOCIATED GROUP, INC (CLASS A COM              045651106      198     4000 SH       DEFINED 01       04           4000
AT HOME CORP SERIES A          COM              045919107      110      700 SH       DEFINED 01                     700
@ENTERTAINMENT, INC            COM              045920105       12     1300 SH       DEFINED 01    03              1300
ASSOCIATES FIRST CAPITAL CORP  COM              046008108     7441   165346 SH       DEFINED 01 02 03 04         165346
ASTEC INDUSTRIES, INC          COM              046224101       83     2700 SH       DEFINED 01    03              2700
ASTORIA FINANCIAL CORP         COM              046265104      212     4245 SH       DEFINED 01       04           4245
ASYST TECHNOLOGIES, INC        COM              04648X107        1      100 SH       DEFINED    02                  100
ATLANTIC RICHFIELD CO          COM              048825103     1445    19800 SH       DEFINED 01 02    04          19800
ATLAS AIR, INC                 COM              049164106       22      750 SH       DEFINED    02                  750
ATMEL CORP                     COM              049513104      243    16000 SH       DEFINED 01 02 03 04          16000
ATMOS ENERGY CORP              COM              049560105      131     5429 SH       DEFINED 01       04           5429
AUTHENTIC FITNESS CORP         COM              052661105        9      600 SH       DEFINED 01                     600
AUTODESK, INC                  COM              052769106      158     3900 SH       DEFINED 01 02    04           3900
AUTOLIV, INC                   COM              052800109      627    16684 SH       DEFINED 01       04          16684
AUTOMATIC DATA PROCESSING, INC COM              053015103     2091    50540 SH       DEFINED 01 02 03 04          50540
AUTOZONE, INC                  COM              053332102      176     5800 SH       DEFINED 01 02    04           5800
AVADO BRANDS, INC              COM              05336P108        4      600 SH       DEFINED 01                     600
AVANT CORP                     COM              053487104       28     1600 SH       DEFINED    02 03              1600
AVERY DENNISON CORP            COM              053611109      247     4300 SH       DEFINED 01 02                 4300
AVIALL, INC                    COM              05366B102        3      200 SH       DEFINED 01                     200
AVID TECHNOLOGIES, INC         COM              05367P100       92     5300 SH       DEFINED 01 02 03              5300
AVIATION SALES CO              COM              053672101        4      100 SH       DEFINED 01                     100
AVIRON, INC                    COM              053762100       38     1900 SH       DEFINED 01                    1900
AVISTA CORP                    COM              05379B107      158     9700 SH       DEFINED 01       04           9700
AVIS RENT A CAR, INC           COM              053790101       66     2400 SH       DEFINED 01                    2400
AVON PRODUCTS, INC             COM              054303102     1026    21800 SH       DEFINED 01 02 03 04          21800
AXENT TECHNOLOGIES, INC        COM              05459C108      111     4600 SH       DEFINED 01    03              4600
AXYS PHARMACEUTICALS, INC      COM              054635107        4     1000 SH       DEFINED 01    03              1000
AZTEC TECHNOLOGY PARTNERS, INC COM              05480L101        2     1250 SH       DEFINED 01 02                 1250
AZTAR CORP                     COM              054802103       32     6600 SH       DEFINED 01                    6600
BB&T CORP                      COM              054937107      425    11748 SH       DEFINED 01 02    04          11748
BEC ENERGY                     COM              05538M101      250     6800 SH       DEFINED 01       04           6800
BISYS GROUP, INC               COM              055472104       39      700 SH       DEFINED    02                  700
BJ'S WHOLESALE CLUB, INC       COM              05548J106      182     6900 SH       DEFINED 01       04           6900
BJ SERVICES CO                 COM              055482103       38     1600 SH       DEFINED 01                    1600
BMC INDUSTRIES, INC            COM              055607105       21     4700 SH       DEFINED 01                    4700
BOK FINANCIAL CORP             COM              05561Q201       31     1200 SH       DEFINED 01    03              1200
BP AMOCO PLC -SPONS ADR        ADR              055622104     3323    32926 SH       DEFINED    02                32926
BSB BANCORP, INC               COM              055652101       24     1000 SH       DEFINED 01                    1000
BT FINANCIAL CORP              COM              055763106       40     1500 SH       DEFINED 01                    1500
BMC SOFTWARE, INC              COM              055921100     1531    41307 SH       DEFINED 01 02 03 04          41307
BACOU U.S.A., INC              COM              056439102        9      700 SH       DEFINED 01                     700
BAKER HUGHES, INC              COM              057224107      500    20565 SH       DEFINED 01 02    04          20565
BALDOR ELECTRIC CO             COM              057741100        9      466 SH       DEFINED 01                     466
BALDWIN & LYONS, INC (CLASS B) COM              057755209       40     1900 SH       DEFINED 01                    1900
BALL CORP                      COM              058498106       19      410 SH       DEFINED 01 02                  410
CONSTELLATION ENERGY GROUP     COM              059165100      792    31200 SH       DEFINED 01 02    04          31200
BANCFIRST OHIO CORP            COM              059450106       25     1000 SH       DEFINED 01                    1000
BANCORPSOUTH, INC              COM              059692103      125     7800 SH       DEFINED 01       04           7800
BANCTEC, INC                   COM              059784108       36     2900 SH       DEFINED 01                    2900
BANCWEST CORP                  COM              059790105      157     3700 SH       DEFINED 01       04           3700
BANK OF NEW YORK CO, INC       COM              064057102     2009    55900 SH       DEFINED 01 02    04          55900
BANK ONE CORP                  COM              06423A103     6936   125967 SH       DEFINED 01 02 03 04         125967
BANK PLUS CORP                 COM              064446107       14     3300 SH       DEFINED 01                    3300
BANK UNITED CORP (CLASS A)     COM              065412108       12      300 SH       DEFINED 01                     300
BANKATLANTIC BANCORP, INC (CLA COM              065908105        6      800 SH       DEFINED 01                     800
BANK OF AMERICA CORP           COM              06605F102    13937   197344 SH       DEFINED 01 02    04         197344
BANKBOSTON CORP                COM              06605R106     2424    55970 SH       DEFINED 01 02    04          55970
BANKERS TRUST CORP             COM              066365107      551     6245 SH       DEFINED 01 02    04           6245
BANKNORTH GROUP, INC           COM              06646L100      110     3900 SH       DEFINED 01                    3900
BARD (C.R.), INC               COM              067383109      101     2000 SH       DEFINED 01 02                 2000
BARNES GROUP, INC              COM              067806109        9      500 SH       DEFINED    02                  500
BARRICK GOLD CORP              COM              067901108      172    10100 SH       DEFINED    02                10100
BARNETT, INC                   COM              068062108        6      700 SH       DEFINED 01                     700
BARR LABORATORIES, INC         COM              068306109        6      200 SH       DEFINED    02                  200
BARRA, INC                     COM              068313105        2      100 SH       DEFINED 01                     100
BARRETT RESOURCES CORP         COM              068480201        3      100 SH       DEFINED    02                  100
BATTLE MOUNTAIN GOLD CO        COM              071593107      113    41000 SH       DEFINED 01 02 03             41000
BAUSCH & LOMB, INC             COM              071707103      137     2100 SH       DEFINED 01 02    04           2100
BAXTER INTERNATIONAL, INC      COM              071813109     2435    36900 SH       DEFINED 01 02 03 04          36900
BAY VIEW CAPITAL CORP          COM              07262L101       62     3300 SH       DEFINED 01                    3300
BE AEROSPACE, INC              COM              073302101        1      100 SH       DEFINED          04            100
BEAR STEARNS COS, INC          COM              073902108      857    19185 SH       DEFINED 01 02    04          19185
BECKMAN COULTER, INC           COM              075811109      290     6600 SH       DEFINED 01 02 03 04           6600
BECTON DICKINSON & CO          COM              075887109      693    18100 SH       DEFINED 01 02 03 04          18100
BED BATH & BEYOND, INC         COM              075896100      453    12400 SH       DEFINED 01 02 03 04          12400
BEDFORD PROPERTY INVESTORS, IN COM              076446301        9      600 SH       DEFINED 01                     600
BELCO OIL & GAS CORP           COM              077410108        5      900 SH       DEFINED 01                     900
BELDEN, INC                    COM              077459105       70     4100 SH       DEFINED 01                    4100
BELL & HOWELL CO               COM              077852101       76     2600 SH       DEFINED 01 02                 2600
BELL ATLANTIC CORP             COM              077853109     8516   164758 SH       DEFINED 01 02 03 04         164758
BELLSOUTH CORP                 COM              079860102     8125   202800 SH       DEFINED 01 02    04         202800
BELO (A.H.) CORP SERIES A      COM              080555105      338    18500 SH       DEFINED 01    03 04          18500
BEMIS, INC                     COM              081437105       22      700 SH       DEFINED    02                  700
BENCHMARK ELECTRONICS, INC     COM              08160H101       36     1200 SH       DEFINED 01                    1200
BENTON OIL & GAS CO            COM              083288100       10     2800 SH       DEFINED 01                    2800
BERGEN BRUNSWIG CORP (CLASS A) COM              083739102      467    23350 SH       DEFINED 01 02 03 04          23350
BERINGER WINE ESTATES HLDNGS,  COM              084102102      113     3100 SH       DEFINED 01                    3100
BERKLEY (W.R.) CORP            COM              084423102        9      350 SH       DEFINED 01                     350
BERKSHIRE HATHAWAY, INC (CLASS COM              084670207      294      125 SH       DEFINED    02    04            125
BERKSHIRE REALTY CO, INC       COM              084710102       70     6300 SH       DEFINED 01                    6300
BEST BUY, INC                  COM              086516101      738    14200 SH       DEFINED 01    03 04          14200
BESTFOODS, INC                 COM              08658U101     1734    36900 SH       DEFINED 01 02 03 04          36900
BETHLEHEM STEEL CORP           COM              087509105       64     7700 SH       DEFINED 01 02                 7700
BEVERLY ENTERPRISES, INC       COM              087851309       67    13000 SH       DEFINED 01 02                13000
BIG FLOWER HOLDINGS, INC       COM              089159107      106     3400 SH       DEFINED 01 02 03              3400
BILLING CONCEPTS CORP          COM              090063108       10      800 SH       DEFINED    02                  800
BINDLEY WESTERN INDUSTRIES, IN COM              090324104        2       63 SH       DEFINED 01                      63
BIO-TECHNOLOGY GENERAL CORP    COM              090578105       18     3000 SH       DEFINED 01 02 03              3000
BIOGEN, INC                    COM              090597105     1212    10600 SH       DEFINED 01 02 03 04          10600
BIOMATRIX, INC                 COM              09060P102       23      300 SH       DEFINED    02                  300
BIOMET, INC                    COM              090613100      365     8700 SH       DEFINED 01 02 03 04           8700
BIRMINGHAM STEEL CORP          COM              091250100       18     4600 SH       DEFINED 01                    4600
BLACK & DECKER CORP            COM              091797100      588    10600 SH       DEFINED 01 02 03 04          10600
BLACK HILLS CORP               COM              092113109      141     6600 SH       DEFINED 01 02 03              6600
BLAIR CORP                     COM              092828102        3      200 SH       DEFINED 01                     200
BLANCH (E.W.) HOLDINGS, INC    COM              093210102       26      500 SH       DEFINED 01 02                  500
BLOCK DRUG, INC (CLASS A)      COM              093644102       94     2300 SH       DEFINED 01                    2300
BLOCK (H&R), INC               COM              093671105     1260    26600 SH       DEFINED 01 02 03 04          26600
BLOUNT INTERNATIONAL, INC      COM              095177101        6      200 SH       DEFINED 01                     200
BLYTH INDUSTRIES, INC          COM              09643P108       24     1000 SH       DEFINED    02 03              1000
BOB EVANS FARMS, INC           COM              096761101      148     7400 SH       DEFINED 01       04           7400
BOEING CO                      COM              097023105     4031   118134 SH       DEFINED 01 02 03 04         118134
BOISE CASCADE CORP             COM              097383103      348    10800 SH       DEFINED 01 02    04          10800
BOISE CASCADE OFFICE PRODUCTS  COM              097403109       27     2400 SH       DEFINED 01    03              2400
BORDERS GROUP, INC             COM              099709107      117     8300 SH       DEFINED 01 02 03              8300
BORG-WARNER AUTOMOTIVE, INC    COM              099724106      100     2098 SH       DEFINED 01 02    04           2098
BORG-WARNER SECURITY CORP      COM              099733107        3      200 SH       DEFINED 01                     200
BORON, LEPORE & ASSOCIATES, IN COM              10001P102        5      500 SH       DEFINED    02                  500
BOSTON BEER CO, INC (CLASS A)  COM              100557107       20     2600 SH       DEFINED 01    03              2600
BOSTON PROPERTIES, INC         COM              101121101      417    13200 SH       DEFINED 01 02 03 04          13200
BOSTON SCIENTIFIC CORP         COM              101137107     1554    38300 SH       DEFINED 01 02 03 04          38300
BOWNE & CO, INC                COM              103043105       75     6400 SH       DEFINED 01                    6400
BOYD GAMING CORP               COM              103304101       19     4500 SH       DEFINED 01                    4500
BRADLEY REAL ESTATE, INC       COM              104580105        5      272 SH       DEFINED 01                     272
BRADY CORP (CLASS A)           COM              104674106       75     3600 SH       DEFINED 01 02                 3600
BREED TECHNOLOGIES, INC        COM              106702103        3      900 SH       DEFINED 01                     900
BRENTON BANKS, INC             COM              107211104       25     1900 SH       DEFINED 01                    1900
BRIGGS & STRATTON CORP         COM              109043109       20      400 SH       DEFINED    02                  400
BRIGHTPOINT, INC               COM              109473108       12     2050 SH       DEFINED 01 02                 2050
BRINKER INTERNATIONAL, INC     COM              109641100      305    11800 SH       DEFINED 01    03 04          11800
BRISTOL HOTELS & RESORTS, INC  COM              110041100        3      350 SH       DEFINED 01 02                  350
BRISTOL MYERS SQUIBB CO        COM              110122108    17073   265470 SH       DEFINED 01 02 03 04         265470
BROADCOM CORP (CLASS A)        COM              111320107       99     1600 SH       DEFINED 01 02 03              1600
BROOKLINE BANCORP, INC         COM              113739106       10      900 SH       DEFINED 01                     900
BROWN FORMAN, INC (CLASS B)    COM              115637209       46      800 SH       DEFINED    02                  800
BROWN GROUP, INC               COM              115657108       32     2400 SH       DEFINED 01                    2400
BROWN (TOM), INC               COM              115660201       53     4400 SH       DEFINED 01    03              4400
BROWNING FERRIS INDUSTRIES, IN COM              115885105     2534    65700 SH       DEFINED 01 02    04          65700
BRUNSWICK CORP                 COM              117043109      295    15500 SH       DEFINED 01 02    04          15500
BRYLANE, INC                   COM              117661108        2      100 SH       DEFINED    02                  100
BUCKEYE TECHNOLOGIES, INC      COM              118255108       38     2700 SH       DEFINED 01 02 03              2700
BUDGET GROUP, INC              COM              119003101        6      500 SH       DEFINED    02                  500
BURLINGTON COAT FACTORY WAREHO COM              121579106        0       20 SH       DEFINED 01                      20
BURLINGTON NORTHERN SANTA FE C COM              12189T104     1736    52820 SH       DEFINED 01 02    04          52820
BURLINGTON RESOURCES, INC      COM              122014103      406    10154 SH       DEFINED 01 02    04          10154
BURR BROWN CORP                COM              122574106       11      450 SH       DEFINED 01                     450
BUSH INDUSTRIES, INC (CLASS A) COM              123164105        1      100 SH       DEFINED    02                  100
C&D TECHNOLOGIES, INC          COM              124661109       17      700 SH       DEFINED 01                     700
CBL & ASSOCIATES PROPERTIES, I COM              124830100       37     1600 SH       DEFINED 01                    1600
CCC INFORMATION SERVICES GROUP COM              12487Q109       53     4600 SH       DEFINED 01 02                 4600
CCB FINANCIAL CORP             COM              124875105      260     4800 SH       DEFINED 01       04           4800
CB RICHARD ELLIS SERVICES GROU COM              12489L108       18     1100 SH       DEFINED 01                    1100
CBRL GROUP, INC                COM              12489V106        4      200 SH       DEFINED 01    03               200
CBS CORP                       COM              12490K107    12911   315387 SH       DEFINED 01 02 03 04         315387
C-CUBE MICROSYSTEMS, INC       COM              125015107      123     6200 SH       DEFINED 01 02 03              6200
CDI CORP                       COM              125071100       60     2500 SH       DEFINED 01 02                 2500
CDNOW/NK2, INC                 COM              125086108       37     2279 SH       DEFINED 01                    2279
CD RADIO, INC                  COM              125127100     2531    97331 SH       DEFINED 01 02 03             97331
CDW COMPUTER CENTERS, INC      COM              125129106      104     1500 SH       DEFINED 01 02 03              1500
CEC ENTERTAINMENT, INC         COM              125137109      154     4300 SH       DEFINED 01 02 03              4300
C.H. ROBINSON WORLDWIDE, INC   COM              12541W100       46     1800 SH       DEFINED    02 03              1800
CHS ELECTRONICS, INC           COM              12542A206        3     1000 SH       DEFINED    02 03              1000
CIGNA CORP                     COM              125509109     1274    15205 SH       DEFINED 01 02    04          15205
CKE RESTAURANTS, INC           COM              12561E105       43     2200 SH       DEFINED    02 03 04           2200
CLECO CORP                     COM              12561M107      115     3900 SH       DEFINED 01                    3900
CMAC INVESTMENT CORP           COM              125662106      179     4600 SH       DEFINED 01 02    04           4600
CMGI, INC                      COM              125750109      989     5400 SH       DEFINED 01 02 03 04           5400
CMP GROUP, INC                 COM              125887109        0       26 SH       DEFINED 01                      26
CPI CORP                       COM              125902106        9      400 SH       DEFINED 01                     400
CSS INDUSTRIES, INC            COM              125906107       22     1000 SH       DEFINED 01                    1000
CNET, INC                      COM              125945105      120     1300 SH       DEFINED 01                    1300
CSK AUTO CORP                  COM              125965103      129     4300 SH       DEFINED 01 02 03              4300
CNF TRANSPORTATION, INC        COM              12612W104        8      200 SH       DEFINED 01    03               200
CSG SYSTEMS INTERNATIONAL, INC COM              126349109      521    13200 SH       DEFINED 01 02 03 04          13200
CSX CORP                       COM              126408103      424    10900 SH       DEFINED 01 02    04          10900
CTS CORP                       COM              126501105       99     2000 SH       DEFINED 01 02 03              2000
CVS CORP                       COM              126650100     1565    32942 SH       DEFINED 01 02 03 04          32942
CABLEVISION SYSTEMS CORP (CLAS COM              12686C109      793    10700 SH       DEFINED 01 02 03 04          10700
CABLETRON SYSTEMS, INC         COM              126920107      200    24400 SH       DEFINED 01 02                24400
CABLE DESIGN TECHNOLOGIES CO   COM              126924109        2      150 SH       DEFINED 01       04            150
CABOT CORP                     COM              127055101      153     7200 SH       DEFINED 01       04           7200
CADENCE DESIGN SYSTEMS, INC    COM              127387108      955    37100 SH       DEFINED 01 02 03 04          37100
CADIZ, INC                     COM              127537108       42     5300 SH       DEFINED 01    03              5300
CALDOR CORP                    COM              128787108        0     2400 SH       DEFINED 01                    2400
CALGON CARBON CORP             COM              129603106       23     4500 SH       DEFINED 01                    4500
CALLAWAY GOLF CO               COM              131193104       92     9000 SH       DEFINED 01                    9000
CALPINE CORP                   COM              131347106       62     1700 SH       DEFINED 01                    1700
CAMBREX CORP                   COM              132011107       44     2000 SH       DEFINED 01                    2000
CAMBRIDGE TECHNOLOGY PARTNERS, COM              132524109       17     1200 SH       DEFINED 01 02 03              1200
CAMPBELL SOUP CO               COM              134429109      679    16700 SH       DEFINED 01 02 03 04          16700
CANADIAN NATIONAL RAILWAY CO   COM              136375102        3       50 SH       DEFINED 01                      50
CANANDAIGUA BRANDS, INC (CLASS COM              137219200      131     2600 SH       DEFINED 01                    2600
CAPITAL AUTOMOTIVE REIT        COM              139733109       39     3100 SH       DEFINED 01    03              3100
CAPITAL ONE FINANCIAL CORP     COM              14040H105      574     3800 SH       DEFINED 01 02    04           3800
CAPITAL RE CORP                COM              140432105     4860   281716 SH       DEFINED    02 03            281716
CAPITAL SENIOR LIVING CORP     COM              140475104       13     1800 SH       DEFINED 01                    1800
CAPSTEAD MORTGAGE CORP         COM              14067E100       53     9939 SH       DEFINED 01                    9939
CAPSTAR BROADCASTING CORP (CLA COM              14067G105      122     5300 SH       DEFINED 01    03              5300
CARBIDE/GRAPHITE GROUP, INC (T COM              140777103        9      800 SH       DEFINED 01                     800
CARDINAL HEALTH, INC           COM              14149Y108    13753   208374 SH       DEFINED 01 02 03 04         208374
CAREMATRIX CORP                COM              141706101       40     2100 SH       DEFINED 01 02 03              2100
CARIBINER INTERNATIONAL, INC   COM              141888107       26     2800 SH       DEFINED 01 02                 2800
CARNIVAL CORP (CLASS A)        COM              143658102     7322   150781 SH       DEFINED    02 03            150781
CAROLINA POWER & LIGHT CO      COM              144141108      159     4200 SH       DEFINED 01 02    04           4200
CARPENTER TECHNOLOGY CORP      COM              144285103       91     3500 SH       DEFINED 01       04           3500
CARRAMERICA REALTY CORP        COM              144418100      221    10000 SH       DEFINED 01       04          10000
CARTER WALLACE, INC            COM              146285101       67     3700 SH       DEFINED 01                    3700
CASE CORP                      COM              14743R103       89     3500 SH       DEFINED 01 02                 3500
CASELLA WASTE SYSTEMS, INC (CL COM              147448104       23     1000 SH       DEFINED 01    03              1000
CASEY'S GENERAL STORES, INC    COM              147528103      174    11800 SH       DEFINED 01 02 03             11800
CASH AMERICA INTERNATIONAL, IN COM              14754D100        6      500 SH       DEFINED 01                     500
CASTLE (A.M.) & CO             COM              148411101       10      800 SH       DEFINED 01                     800
CASTLE & COOKE, INC            COM              148433105       36     2666 SH       DEFINED 01                    2666
CATALYTICA, INC                COM              148885106      120    10900 SH       DEFINED 01 02    04          10900
CATELLUS DEVELOPMENT CORP      COM              149111106       16     1200 SH       DEFINED    02 03              1200
CATERPILLAR, INC               COM              149123101      900    19600 SH       DEFINED 01 02    04          19600
CATHAY BANCORP, INC            COM              149150104       34      900 SH       DEFINED 01    03               900
CATO CORP (CLASS A)            COM              149205106       26     2800 SH       DEFINED 01                    2800
CAVALIER HOMES, INC            COM              149507105       22     2300 SH       DEFINED 01                    2300
CELL GENESYS, INC              COM              150921104       20     4000 SH       DEFINED 01                    4000
CELLSTAR CORP                  COM              150925105       71     6800 SH       DEFINED 01 02 03              6800
CENTENNIAL HEALTHCARE CORP     COM              150937100       15     1700 SH       DEFINED 01                    1700
CELLNET DATA SYSTEMS, INC      COM              15115M101       30     5200 SH       DEFINED 01                    5200
CENDANT CORP                   COM              151313103     1273    80845 SH       DEFINED 01 02 03 04          80845
CENTENNIAL BANCORP             COM              15133T104       19     1550 SH       DEFINED 01    03              1550
CENTERPOINT PROPERTIES CORP    COM              151895109        6      200 SH       DEFINED          04            200
CENTEX CONSTRUCTION PRODUCTS,  COM              15231R109       49     1400 SH       DEFINED 01                    1400
CENTEX CORP                    COM              152312104      360    10800 SH       DEFINED 01 02    04          10800
CENTOCOR, INC                  COM              152342101      517    14000 SH       DEFINED 01 02 03 04          14000
CENTRAL & SOUTH WEST CORP      COM              152357109      933    39800 SH       DEFINED 01 02    04          39800
CENTRAL GARDEN & PET CO        COM              153527106       39     2300 SH       DEFINED 01 02                 2300
CENTRAL HUDSON GAS & ELECTRIC  COM              153609102      104     2900 SH       DEFINED 01       04           2900
CENTRAL NEWSPAPERS, INC (CLASS COM              154647101       22      700 SH       DEFINED 01       04            700
CENTRAL PARKING CORP           COM              154785109        2       50 SH       DEFINED 01                      50
CENTURA BANKS, INC             COM              15640T100        6      100 SH       DEFINED 01                     100
CENTURY BUSINESS SERVICES, INC COM              156490104        8      700 SH       DEFINED    02                  700
CENTURYTEL, INC                COM              156686107      481     6850 SH       DEFINED 01       04           6850
CEPHALON, INC                  COM              156708109       42     4800 SH       DEFINED 01    03              4800
CERIDIAN CORP                  COM              15677T106      830    22700 SH       DEFINED 01 02 03 04          22700
CERNER CORP                    COM              156782104       24     1500 SH       DEFINED 01 02 03              1500
CHAMPION ENTERPRISES, INC      COM              158496109     1000    51600 SH       DEFINED    02    04          51600
CHAMPION INTERNATIONAL CORP    COM              158525105       99     2400 SH       DEFINED    02    04           2400
CHANCELLOR MEDIA CORP (CLASS A COM              158915108    16258   344998 SH       DEFINED    02 03            344998
CHARTER ONE FINANCIAL, INC     COM              160903100      575    19922 SH       DEFINED 01                   19922
CHARTER MUNICIPAL MORTGAGE ACC COM              160908109       48     3600 SH       DEFINED 01                    3600
CHARMING SHOPPES, INC          COM              161133103        4     1100 SH       DEFINED 01 02                 1100
CHART INDUSTRIES, INC          COM              16115Q100        9     1300 SH       DEFINED 01                    1300
CHASE MANHATTAN CORP           COM              16161A108     9362   115140 SH       DEFINED 01 02    04         115140
CHATEAU PROPERTIES, INC        COM              161726104       50     1800 SH       DEFINED 01                    1800
CHATTEM, INC                   COM              162456107       34     1100 SH       DEFINED 01 02                 1100
CHECKFREE HOLDINGS CORP        COM              162816102       94     2200 SH       DEFINED    02                 2200
THE CHEESECAKE FACTORY CO      COM              163072101        7      300 SH       DEFINED    02                  300
CHELSEA GCA REALTY, INC        COM              163262108       11      400 SH       DEFINED 01                     400
CHEMED CORP                    COM              163596109       33     1300 SH       DEFINED 01                    1300
CHEMICAL FINANCIAL CORP        COM              163731102       16      500 SH       DEFINED 01                     500
CHESAPEAKE CORP                COM              165159104       90     3300 SH       DEFINED 01                    3300
CHESAPEAKE ENERGY CORP         COM              165167107        4     2900 SH       DEFINED 01                    2900
CHEVRON CORP                   COM              166751107     5350    60500 SH       DEFINED 01 02    04          60500
CHICAGO TITLE CORP             COM              168228104       87     2400 SH       DEFINED 01                    2400
CHILDRENS PLACE RETAIL STORES  COM              168905107       84     3100 SH       DEFINED 01 02 03              3100
CHOICE HOTELS INTERNATIONAL, I COM              169905106       66     4700 SH       DEFINED 01                    4700
CHIQUITA BRANDS INTERNATIONAL, COM              170032106       66     6500 SH       DEFINED 01                    6500
CHIRON CORP                    COM              170040109        7      340 SH       DEFINED 01                     340
CHITTENDEN CORP                COM              170228100       67     2500 SH       DEFINED 01    03              2500
CHOICEPOINT, INC               COM              170388102       61     1230 SH       DEFINED 01 02    04           1230
CHRIS CRAFT INDUSTRIES, INC    COM              170520100        2       49 SH       DEFINED 01                      49
CHUBB CORP                     COM              171232101      416     7100 SH       DEFINED 01 02    04           7100
CHURCH & DWIGHT CO, INC        COM              171340102        8      200 SH       DEFINED    02                  200
CHURCHILL DOWNS, INC           COM              171484108       14      500 SH       DEFINED 01                     500
CHYRON CORP                    COM              171605207        7     4400 SH       DEFINED 01                    4400
CIBER, INC                     COM              17163B102      188     9800 SH       DEFINED 01 02 03              9800
CIENA CORP                     COM              171779101      556    24700 SH       DEFINED 01 02 03 04          24700
CILCORP, INC                   COM              171794100        6      100 SH       DEFINED 01                     100
CINCINNATI BELL, INC           COM              171870108      184     8200 SH       DEFINED    02 03 04           8200
CINCINNATI FINANCIAL CORP      COM              172062101      856    23488 SH       DEFINED 01 02    04          23488
CINERGY CORP                   COM              172474108      844    30700 SH       DEFINED 01 02    04          30700
CIRCUIT CITY STORES-CIRCUIT CI COM              172737108      636     8300 SH       DEFINED 01 02    04           8300
CISCO SYSTEMS, INC             COM              17275R102    24049   219496 SH       DEFINED 01 02 03 04         219496
CIRRUS LOGIC, INC              COM              172755100        6     1000 SH       DEFINED 01       04           1000
CITATION CORP                  COM              172895104       11     1100 SH       DEFINED 01                    1100
CINTAS CORP                    COM              172908105      896    13700 SH       DEFINED 01 02 03 04          13700
CIRCUS CIRCUS ENTERPRISES, INC COM              172909103      191    10900 SH       DEFINED 01                   10900
CITIGROUP, INC                 COM              172967101    21476   336223 SH       DEFINED 01 02 03 04         336223
CITIZENS BANKING CORP (MICHIGA COM              174420109       14      400 SH       DEFINED 01                     400
CITIZENS UTILITIES CO (CLASS B COM              177342201        1       80 SH       DEFINED 01                      80
CITRIX SYSTEMS, INC            COM              177376100      145     3800 SH       DEFINED 01 02    04           3800
CITY HOLDINGS CO               COM              177835105       11      388 SH       DEFINED 01                     388
CITY NATIONAL CORP             COM              178566105      216     7000 SH       DEFINED 01       04           7000
CLAIRES STORES, INC            COM              179584107      214     7100 SH       DEFINED 01 02                 7100
CLARCOR, INC                   COM              179895107       44     2600 SH       DEFINED 01                    2600
CLAYTON HOMES, INC             COM              184190106       59     5307 SH       DEFINED 01    03 04           5307
CLEAR CHANNEL COMMUNICATIONS,  COM              184502102     7635   113851 SH       DEFINED 01 02 03 04         113851
CLEVELAND CLIFFS, INC          COM              185896107       61     1800 SH       DEFINED 01                    1800
CLINTRIALS, INC                COM              188767107        0       50 SH       DEFINED 01                      50
CLOROX CO                      COM              189054109     1344    11472 SH       DEFINED 01 02 03 04          11472
CLOSURE MEDICAL CORP           COM              189093107       23      600 SH       DEFINED 01                     600
COACH U.S.A., INC              COM              18975L106       41     1500 SH       DEFINED    02    04           1500
COAST FEDERAL LITIGATION CONTI                  19034Q110        8     1300 SH       DEFINED 01                    1300
COASTAL CORP                   COM              190441105     1148    34800 SH       DEFINED 01 02    04          34800
COCA COLA CO                   COM              191216100    18418   300086 SH       DEFINED 01 02 03 04         300086
COCA COLA ENTERPRISES, INC     COM              191219104     1464    48400 SH       DEFINED 01 02 03 04          48400
COEUR D'ALENE MINES CORP       COM              192108108        8     2000 SH       DEFINED 01                    2000
COGNEX CORP                    COM              192422103       12      500 SH       DEFINED    02                  500
COHERENT, INC                  COM              192479103       50     3600 SH       DEFINED 01                    3600
COINMACH LAUNDRY CORP          COM              19259L101       22     2100 SH       DEFINED 01    03              2100
COLDWATER CREEK, INC           COM              193068103       12     1000 SH       DEFINED 01                    1000
COLE NATIONAL CORP (CLASS A)   COM              193290103       80     4400 SH       DEFINED 01 02                 4400
COLGATE PALMOLIVE CO           COM              194162103     3913    42538 SH       DEFINED 01 02 03 04          42538
COLLINS & AIKMAN CORP          COM              194830105       32     6800 SH       DEFINED 01                    6800
COLTEC INDUSTRIES, INC         COM              196879100      135     7400 SH       DEFINED 01 02    04           7400
COLUMBIA ENERGY GROUP          COM              197648108      867    16600 SH       DEFINED 01 02    04          16600
COLUMBIA/HCA HEALTHCARE CORP   COM              197677107      560    29594 SH       DEFINED 01 02    04          29594
COLUMBIA LABORATORIES, INC     COM              197779101       28     4700 SH       DEFINED 01 02                 4700
COLUMBIA SPORTSWEAR CO         COM              198516106        6      300 SH       DEFINED 01                     300
COLUMBUS MCKINNON CORP         COM              199333105       20     1000 SH       DEFINED 01                    1000
COMAIR HOLDINGS, INC           COM              199789108      152     6430 SH       DEFINED 01 02 03 04           6430
COMFORT SYSTEMS U.S.A., INC    COM              199908104       12      800 SH       DEFINED    02 03               800
COMCAST CORP (CLASS A) SPECIAL COM              200300200     2397    38089 SH       DEFINED 01 02 03 04          38089
COMDISCO, INC                  COM              200336105       11      600 SH       DEFINED 01                     600
COMERICA, INC                  COM              200340107      996    15950 SH       DEFINED 01 02    04          15950
COMMERCE BANCSHARES, INC       COM              200525103      309     8038 SH       DEFINED 01                    8038
COMMERCE GROUP, INC            COM              200641108        5      200 SH       DEFINED          04            200
COMMERCIAL FEDERAL CORP        COM              201647104        1       50 SH       DEFINED 01                      50
COMMERCIAL METALS CO           COM              201723103       44     2200 SH       DEFINED 01                    2200
COMMONWEALTH ENERGY SYSTEM CO  COM              202800108       12      300 SH       DEFINED 01       04            300
COMMSCOPE, INC                 COM              203372107      207     9899 SH       DEFINED 01 02 03              9899
COMMUNITY BANK SYSTEM, INC     COM              203607106       29     1200 SH       DEFINED 01                    1200
COMMUNITY FIRST BANKSHARES, IN COM              203902101      174     8700 SH       DEFINED 01 02 03 04           8700
COMMUNITY TRUST BANCORP, INC   COM              204149108       32     1540 SH       DEFINED 01                    1540
COMPASS BANCSHARES, INC        COM              20449H109      438    12700 SH       DEFINED 01       04          12700
COMPAQ COMPUTER CORP           COM              204493100     8240   260051 SH       DEFINED 01 02 03 04         260051
COMPLETE BUSINESS SOLUTIONS, I COM              20452F107       55     2800 SH       DEFINED 01 02                 2800
COMPUTER ASSOCIATES INTERNATIO COM              204912109     5801   163110 SH       DEFINED 01 02 03 04         163110
COMPUSA, INC                   COM              204932107       24     3400 SH       DEFINED    02 03              3400
COMPUTER LEARNING CENTERS, INC COM              205199102        1      200 SH       DEFINED    02                  200
COMPUTER SCIENCES CORP         COM              205363104      960    17396 SH       DEFINED 01 02 03 04          17396
COMPUTER TASK GROUP, INC       COM              205477102       86     4000 SH       DEFINED 01 02 03              4000
COMPUWARE CORP                 COM              205638109     1444    60500 SH       DEFINED 01 02 03 04          60500
COMSAT CORP SERIES 1           COM              20564D107        6      200 SH       DEFINED 01                     200
COMSTOCK RESOURCES, INC        COM              205768203        8     2500 SH       DEFINED 01                    2500
COMVERSE TECHNOLOGY, INC       COM              205862402      581     6830 SH       DEFINED 01 02 03 04           6830
CONAGRA, INC                   COM              205887102     1483    58000 SH       DEFINED 01 02 03 04          58000
CONCENTRIC NETWORK CORP        COM              20589R107       82     1100 SH       DEFINED 01                    1100
COMPUTER HORIZONS CORP         COM              205908106        4      350 SH       DEFINED 01    03 04            350
COM21, INC                     COM              205937105       11      400 SH       DEFINED 01                     400
CONCORD COMMUNICATIONS, INC    COM              206186108       23      400 SH       DEFINED 01 02                  400
CONCORD EFS, INC               COM              206197105       90     3262 SH       DEFINED 01 02 03              3262
CONECTIV, INC                  COM              206829103      326    16825 SH       DEFINED 01       04          16825
CONECTIV, INC (CLASS A)        COM              206829202       19      537 SH       DEFINED 01                     537
CONEXANT SYSTEMS, INC          COM              207142100      367    13250 SH       DEFINED 01 02 03 04          13250
CONMED CORP                    COM              207410101       71     2300 SH       DEFINED 01                    2300
CONNECTICUT ENERGY CORP        COM              207567108       39     1600 SH       DEFINED 01                    1600
CONNING CORP                   COM              208215103       19     1300 SH       DEFINED 01                    1300
CONSECO, INC                   COM              208464107      567    18369 SH       DEFINED 01 02    04          18369
CONSOLIDATED EDISON CO OF N.Y. COM              209115104      566    12500 SH       DEFINED 01 02    04          12500
CONSOLIDATED FREIGHTWAYS CORP  COM              209232107       51     4350 SH       DEFINED 01                    4350
CONSOLIDATED GRAPHICS, INC     COM              209341106      133     2300 SH       DEFINED 01 02                 2300
CONSOLIDATED NATURAL GAS CO    COM              209615103      842    17300 SH       DEFINED 01 02    04          17300
CONSOLIDATED PRODUCTS, INC     COM              209798107       11      625 SH       DEFINED    02                  625
CONTIFINANCIAL CORP            COM              21075V107        9     1300 SH       DEFINED 01 02                 1300
CONTINENTAL AIRLINES, INC (CLA COM              210795308      718    18894 SH       DEFINED 01 02    04          18894
CONVERGYS CORP                 COM              212485106      392    22900 SH       DEFINED 01 02 03 04          22900
COOPER COS, INC                COM              216648402        5      300 SH       DEFINED    02                  300
COOPER INDUSTRIES, INC         COM              216669101       34      800 SH       DEFINED    02                  800
COOPER TIRE & RUBBER CO        COM              216831107       33     1800 SH       DEFINED 01 02                 1800
COORS (ADOLPH) CO (CLASS B)    COM              217016104       22      400 SH       DEFINED 01 02                  400
COPART, INC                    COM              217204106       66     3200 SH       DEFINED 01                    3200
COPYTELE, INC                  COM              217721109       10     6500 SH       DEFINED 01                    6500
COR THERAPEUTICS, INC          COM              217753102        8      800 SH       DEFINED 01 02                  800
CORDANT TECHNOLOGIES, INC      COM              218412104      279     7000 SH       DEFINED 01    03 04           7000
CORN PRODUCTS INTERNATIONAL, I COM              219023108      156     6525 SH       DEFINED 01 02    04           6525
CORNERSTONE PROPERTIES, INC    COM              21922H103      266    18200 SH       DEFINED 01       04          18200
CORNING, INC                   COM              219350105     1050    17500 SH       DEFINED 01 02 03 04          17500
CORPORATE EXPRESS, INC         COM              219888104        9     1800 SH       DEFINED    02                 1800
CORT BUSINESS SERVICES CORP    COM              220493100        5      200 SH       DEFINED    02                  200
CORUS BANKSHARES, INC          COM              220873103       35     1100 SH       DEFINED 01                    1100
COST PLUS, INC                 COM              221485105       62     2100 SH       DEFINED 01                    2100
COSTCO COS, INC                COM              22160Q102     1850    20200 SH       DEFINED 01 02 03 04          20200
COTELLIGENT, INC               COM              221630106       19     2100 SH       DEFINED 01                    2100
COULTER PHARMACEUTICAL, INC    COM              222116105       37     1700 SH       DEFINED 01                    1700
COUNTRYWIDE CREDIT INDUSTRIES, COM              222372104      270     7205 SH       DEFINED 01 02    04           7205
COUSINS PROPERTIES, INC        COM              222795106      162     5605 SH       DEFINED 01 02 03              5605
COVANCE, INC                   COM              222816100      100     4000 SH       DEFINED 01 02 03              4000
COVENANT TRANSPORT, INC (CLASS COM              22284P105       15     1000 SH       DEFINED 01                    1000
COX COMMUNICATIONS, INC (CLASS COM              224044107      129     1700 SH       DEFINED 01                    1700
COX RADIO, INC (CLASS A)       COM              224051102       36      700 SH       DEFINED 01                     700
CRANE CO                       COM              224399105      346    14300 SH       DEFINED 01 02 03 04          14300
CREATIVE BIOMOLECULES, INC     COM              225270107        4     1800 SH       DEFINED 01 02                 1800
CREDENCE SYSTEMS CORP          COM              225302108       39     1800 SH       DEFINED 01                    1800
CREDIT ACCEPTANCE CORP         COM              225310101        1      100 SH       DEFINED 01                     100
CRESCENDO PHARMACEUTICALS CORP COM              225637107       12      825 SH       DEFINED 01 02                  825
CRESECENT OPERATING, INC       COM              22575M100        1      400 SH       DEFINED 01                     400
CRESCENT REAL ESTATE EQUITIES  COM              225756105      155     7200 SH       DEFINED 01                    7200
CRESTLINE CAPITAL CORP         COM              226153104       47     3060 SH       DEFINED 01 02 03 04           3060
CROMPTON & KNOWLES CORP        COM              227111101      271    17200 SH       DEFINED 01 02 03 04          17200
CROSS TIMBERS OIL CO           COM              227573102        0       25 SH       DEFINED 01                      25
CROSSMAN COMMUNITIES, INC      COM              22764E109        6      300 SH       DEFINED 01                     300
CROWN AMERICAN REALTY TRUST    COM              228186102       20     3000 SH       DEFINED 01                    3000
CROWN CORK & SEAL CO, INC      COM              228255105      546    19100 SH       DEFINED 01 02 03 04          19100
CROWN VANTAGE, INC             COM              228622106        0       60 SH       DEFINED 01                      60
CULLEN FROST BANKERS, INC      COM              229899109      221     4600 SH       DEFINED 01       04           4600
CUMMINS ENGINE CO, INC         COM              231021106      235     6600 SH       DEFINED 01 02    04           6600
CURATIVE HEALTH SERVICES, INC  COM              231264102        5      400 SH       DEFINED    02                  400
CYMER, INC                     COM              232572107       66     3300 SH       DEFINED 01                    3300
CYPRESS SEMICONDUCTOR CORP     COM              232806109        5      600 SH       DEFINED       03 04            600
CYPRUS AMAX MINERALS CO        COM              232809103      205    16900 SH       DEFINED 01 02    04          16900
CYTEC INDUSTRIES, INC          COM              232820100      225    10100 SH       DEFINED 01 02 03             10100
CYTYC CORP                     COM              232946103        3      200 SH       DEFINED    02                  200
DII GROUP, INC                 COM              232949107      152     5200 SH       DEFINED 01 02 03              5200
DBT ONLINE, INC                COM              233044106       40     1600 SH       DEFINED 01 02 03              1600
DQE, INC                       COM              23329J104        8      200 SH       DEFINED 01                     200
HORTON (D.R.), INC             COM              23331A109      114     6800 SH       DEFINED 01                    6800
DSP COMMUNICATIONS, INC        COM              23332K106       97     6100 SH       DEFINED 01 02                 6100
DST SYSTEMS, INC               COM              233326107       34      558 SH       DEFINED 01 02    04            558
DTE ENERGY CO                  COM              233331107      823    21400 SH       DEFINED 01 02    04          21400
DAISYTEK INTERNATIONAL CORP    COM              234053106       27     1600 SH       DEFINED 01                    1600
DAL-TILE INTERNATIONAL, INC    COM              23426R108       57     6300 SH       DEFINED 01    03              6300
DALLAS SEMICONDUCTOR CORP      COM              235204104      185     4800 SH       DEFINED 01 02                 4800
DANA CORP                      COM              235811106      524    13795 SH       DEFINED 01 02    04          13795
DANAHER CORP                   COM              235851102      575    11000 SH       DEFINED 01 02 03 04          11000
DARDEN RESTAURANTS, INC        COM              237194105      499    24200 SH       DEFINED 01 02    04          24200
DATA DIMENSIONS, INC           COM              237654207        4      800 SH       DEFINED 01                     800
DATA GENERAL CORP              COM              237688106        9      900 SH       DEFINED 01 02                  900
DATA PROCESSING RESOURCES CORP COM              237823109       21     1500 SH       DEFINED 01    03              1500
DATA TRANSMISSION NETWORK CORP COM              238017107       14      600 SH       DEFINED 01 02                  600
DATASTREAM SYSTEMS, INC        COM              238124101        8      900 SH       DEFINED 01                     900
DAVE & BUSTER'S, INC           COM              23833N104       23     1100 SH       DEFINED 01                    1100
DAVOX CORP                     COM              239208101        1      200 SH       DEFINED    02                  200
DAY RUNNER, INC                COM              239545106        7      600 SH       DEFINED 01                     600
DAYTON HUDSON CORP             COM              239753106     4059    60928 SH       DEFINED 01 02 03 04          60928
DEAN FOODS CO                  COM              242361103      246     6900 SH       DEFINED 01 02 03 04           6900
DEERE & CO                     COM              244199105      699    18100 SH       DEFINED 01 02    04          18100
DELCO REMY INTERNATIONAL, INC  COM              246626105       27     3000 SH       DEFINED 01                    3000
DELL COMPUTER CORP             COM              247025109    15666   383261 SH       DEFINED 01 02 03 04         383261
DELPHI FINANCIAL GROUP, INC    COM              247131105       85     2500 SH       DEFINED 01                    2500
DELTA & PINE LAND CO           COM              247357106       22      700 SH       DEFINED    02                  700
DELTA AIRLINES, INC            COM              247361108     1161    16700 SH       DEFINED 01 02    04          16700
DELTEK SYSTEMS, INC            COM              24785A108       13     1200 SH       DEFINED 01                    1200
DELTIC TIMBER CORP             COM              247850100       34     1442 SH       DEFINED 01                    1442
DELUXE CORP                    COM              248019101      475    16300 SH       DEFINED 01 02    04          16300
DENDRITE INTERNATIONAL, INC    COM              248239105       22     1000 SH       DEFINED 01 02                 1000
DENTSPLY INTERNATIONAL, INC    COM              249030107      258    11100 SH       DEFINED 01 02 03 04          11100
DEPARTMENT 56, INC             COM              249509100      167     5500 SH       DEFINED 01 02 03 04           5500
DETROIT DIESEL CORP            COM              250837101       32     1400 SH       DEFINED 01                    1400
DEVELOPERS DIVERSIFIED REALTY  COM              251591103        1      100 SH       DEFINED          04            100
DEVRY, INC                     COM              251893103      247     8500 SH       DEFINED 01 02 03 04           8500
DEXTER CORP                    COM              252165105      126     4000 SH       DEFINED 01                    4000
DIAL CORP                      COM              25247D101       45     1300 SH       DEFINED    02 03              1300
DIAMOND OFFSHORE DRILLING, INC COM              25271C102      506    16000 SH       DEFINED 01 02 03 04          16000
DIAMOND MULTIMEDIA SYSTEMS, IN COM              252714100       21     3400 SH       DEFINED 01                    3400
DIAMOND TECH PARTNERS, INC (CL COM              252762109        5      200 SH       DEFINED 01                     200
DIEBOLD, INC                   COM              253651103      330    13750 SH       DEFINED 01 02 03 04          13750
DIGITAL MICROWAVE CORP         COM              253859102        8     1000 SH       DEFINED    02                 1000
DIME COMMUNITY BANCORP, INC    COM              253922108       46     2000 SH       DEFINED 01                    2000
DILLARDS, INC (CLASS A)        COM              254067101       61     2400 SH       DEFINED    02    04           2400
DIME BANCORP, INC              COM              25429Q102      318    13700 SH       DEFINED 01       04          13700
DIMON, INC                     COM              254394109       16     4200 SH       DEFINED 01 02                 4200
DIONEX CORP                    COM              254546104      181     4800 SH       DEFINED 01 02                 4800
DISNEY (WALT) CO               COM              254687106     7692   247134 SH       DEFINED 01 02 03 04         247134
DISPATCH MANAGEMENT SERVICES C COM              254927106        2      800 SH       DEFINED 01                     800
DOCUMENTUM, INC                COM              256159104        3      200 SH       DEFINED    02                  200
DOLE FOOD, INC                 COM              256605106      437    14700 SH       DEFINED 01 02 03 04          14700
DOLLAR GENERAL CORP            COM              256669102      262     7700 SH       DEFINED 01 02 03              7700
DOLLAR THRIFTY AUTOMOTIVE GROU COM              256743105       72     4200 SH       DEFINED 01                    4200
DOLLAR TREE STORES, INC        COM              256747106      401    12950 SH       DEFINED 01 02 03 04          12950
DOMINION RESOURCES, INC        COM              257470104      598    16200 SH       DEFINED 01 02    04          16200
DONALDSON CO, INC              COM              257651109        4      200 SH       DEFINED 01                     200
DONALDSON, LUFKIN, & JENRETTE, COM              257661108        7      100 SH       DEFINED          04            100
DONNA KARAN INTERNATIONAL, INC COM              257826107       17     2200 SH       DEFINED 01                    2200
DONNELLEY (R.R.) & SONS CO     COM              257867101       32     1000 SH       DEFINED    02                 1000
DORAL FINANCIAL CORP           COM              25811P100       29     1600 SH       DEFINED    02                 1600
DOVER CORP                     COM              260003108      184     5600 SH       DEFINED 01 02    04           5600
DOVER DOWNS ENTERTAINMENT, INC COM              260086103       11      700 SH       DEFINED    02                  700
DOW CHEMICAL CO                COM              260543103     3252    34900 SH       DEFINED 01 02    04          34900
DOW JONES & CO, INC            COM              260561105      184     3900 SH       DEFINED    02 03              3900
DOWNEY FINANCIAL CORP          COM              261018105        6      330 SH       DEFINED 01                     330
DREYERS GRAND ICE CREAM, INC   COM              261878102        5      400 SH       DEFINED 01                     400
DU PONT (E.I.) DE NEMOURS & CO COM              263534109     5444    93769 SH       DEFINED 01 02 03 04          93769
DUANE READE, INC               COM              263578106       64     2300 SH       DEFINED 01                    2300
DUKE ENERGY CORP               COM              264399106     1176    21533 SH       DEFINED 01 02    04          21533
DUKE REALTY INVESTMENTS, INC   COM              264411505      107     4996 SH       DEFINED 01       04           4996
DUN & BRADSTREET CORP          COM              26483B106      488    13700 SH       DEFINED 01 02                13700
DUPONT PHOTOMASKS, INC         COM              26613X101       32      800 SH       DEFINED 01                     800
DURA PHARMACEUTICALS, INC      COM              26632S109      145    10300 SH       DEFINED 01 02 03             10300
DYNEX CAPITAL, INC             COM              26817Q100       11     3179 SH       DEFINED 01                    3179
EEX CORP                       COM              26842V207       48     9883 SH       DEFINED 01 02 03              9883
EG & G, INC                    COM              268457108        8      300 SH       DEFINED    02                  300
EMC CORP                       COM              268648102     8700    68100 SH       DEFINED 01 02 03 04          68100
ENSCO INTERNATIONAL, INC       COM              26874Q100      427    32100 SH       DEFINED 01 02 03 04          32100
ESS TECHNOLOGY                 COM              269151106        5      900 SH       DEFINED 01                     900
ETEC SYSTEMS, INC              COM              26922C103      118     4000 SH       DEFINED 01 02                 4000
E'TOWN CORP                    COM              269242103        8      200 SH       DEFINED 01                     200
E TRADE GROUP, INC             COM              269246104      262     4500 SH       DEFINED 01 02 03 04           4500
EAGLE HARDWARE & GARDEN, INC   COM              26959B101        8      200 SH       DEFINED          04            200
EAGLE U.S.A. AIRFREIGHT, INC   COM              270018104        7      200 SH       DEFINED    02                  200
EARTHGRAINS CO                 COM              270319106      182     8216 SH       DEFINED 01    03 04           8216
EARTHSHELL CORP                COM              27032B100       45     4600 SH       DEFINED 01    03              4600
EARTHLINK NETWORK, INC         COM              270322100       66     1100 SH       DEFINED 01                    1100
EASTERN ENTERPRISES CO         COM              27637F100       55     1500 SH       DEFINED 01 02    04           1500
EASTMAN CHEMICAL CO            COM              277432100       25      600 SH       DEFINED    02    04            600
EASTMAN KODAK CO               COM              277461109     2312    36200 SH       DEFINED 01 02 03 04          36200
EATON CORP                     COM              278058102     1030    14400 SH       DEFINED 01 02    04          14400
EATON VANCE CORP               COM              278265103      129     6400 SH       DEFINED 01 02 03              6400
ECHELON INTERNATIONAL CORP     COM              278747100        1       40 SH       DEFINED 01                      40
ECHO BAY MINES LTD             COM              278751102        3     1900 SH       DEFINED    02                 1900
ECLIPSYS CORP                  COM              278856109        1       62 SH       DEFINED    02                   62
ECOLAB, INC                    COM              278865100     1132    31900 SH       DEFINED 01 02 03 04          31900
EDISON INTERNATIONAL CO        COM              281020107      799    35900 SH       DEFINED 01 02    04          35900
EDUCATION MANAGEMENT CORP      COM              28139T101      129     4200 SH       DEFINED 01 02                 4200
J.D. EDWARDS & CO              COM              281667105     1476   123675 SH       DEFINED    02 03 04         123675
EDWARDS (A.G.), INC            COM              281760108      551    16850 SH       DEFINED 01       04          16850
EL PASO ENERGY CORP            COM              283905107      369    11302 SH       DEFINED 01       04          11302
ELAN CORP PLC ADR              ADR              284131208     6812    97657 SH       DEFINED    02 03             97657
ELCOR CORP                     COM              284443108       77     2200 SH       DEFINED 01                    2200
ELECTRIC LIGHTWAVE (CLASS A)   COM              284895109        7      800 SH       DEFINED 01    03               800
ELECTRO RENT CORP              COM              285218103       12     1300 SH       DEFINED 01                    1300
ELECTRO SCIENTIFIC INDUSTRIES, COM              285229100       65     1400 SH       DEFINED 01                    1400
ELECTRONIC ARTS, INC           COM              285512109      508    10700 SH       DEFINED 01 02 03 04          10700
ELECTRONIC DATA SYSTEMS CORP   COM              285661104     1047    21500 SH       DEFINED 01 02    04          21500
ELECTRONICS FOR IMAGING, INC   COM              286082102      406    10400 SH       DEFINED 01 02 03 04          10400
EMERSON ELECTRIC CO            COM              291011104     1689    31900 SH       DEFINED 01 02    04          31900
EMISPHERE TECHNOLOGIES, INC    COM              291345106        5      500 SH       DEFINED 01                     500
EMMIS COMMUNICATIONS (CLASS A) COM              291525103       20      400 SH       DEFINED    02                  400
EMPLOYEE SOLUTIONS, INC        COM              292166105        6     5500 SH       DEFINED 01                    5500
ENCAD, INC                     COM              292503109        2      300 SH       DEFINED    02                  300
ENCORE WIRE CORP               COM              292562105        6      800 SH       DEFINED 01                     800
ENGELHARD CORP                 COM              292845104       95     5600 SH       DEFINED 01 02    04           5600
ENGINEERING ANIMATION, INC     COM              292872108       76     1800 SH       DEFINED 01 02                 1800
ENHANCE FINANCIAL SERVICES GRO COM              293310108        2      100 SH       DEFINED          04            100
ENRON CORP                     COM              293561106     1385    21561 SH       DEFINED 01 02    04          21561
ENTERGY CORP                   COM              29364G103      228     8300 SH       DEFINED 01 02    04           8300
ENTERTAINMENT PROPERTIES TRUST COM              29380T105       40     2300 SH       DEFINED 01                    2300
ENZO BIOCHEMICAL, INC          COM              294100102       37     3935 SH       DEFINED 01 02                 3935
EQUIFAX, INC                   COM              294429105      258     7500 SH       DEFINED 01 02 03 04           7500
EQUITABLE COS, INC             COM              29444G107      217     3100 SH       DEFINED 01       04           3100
EQUITABLE RESOURCES, INC       COM              294549100      167     6400 SH       DEFINED 01                    6400
EQUITY OFFICE PROPERTIES TRUST COM              294741103      881    34650 SH       DEFINED 01       04          34650
EQUITY RESIDENTIAL PROPERTIES  COM              29476L107      696    16878 SH       DEFINED 01       04          16878
ERICSSON TELEFON (LM) SERIES B ADR              294821400     2581   108370 SH       DEFINED    02 03            108370
ESSEX INTERNATIONAL, INC       COM              297025108       19      787 SH       DEFINED 01                     787
ETHAN ALLEN INTERIORS, INC     COM              297602104      154     3700 SH       DEFINED 01 02                 3700
EVEREN CAPITAL CORP            COM              299761106       39     2000 SH       DEFINED 01                    2000
EVEREST REINSURANCE HOLDINGS,  COM              299808105      253     8100 SH       DEFINED 01       04           8100
EXCEL SWITCHING CORP           COM              30067V108       17      800 SH       DEFINED 01    03               800
EXCITE, INC                    COM              300904109      378     2700 SH       DEFINED 01 02                 2700
EXECUTIVE RISK, INC            COM              301586103        7      100 SH       DEFINED 01                     100
EXIDE CORP                     COM              302051107        4      400 SH       DEFINED 01                     400
EXODUS COMMUNICATIONS, INC     COM              302088109      202     1500 SH       DEFINED 01 02    04           1500
EXPRESS SCRIPTS, INC           COM              302182100      507     5900 SH       DEFINED 01 02 03 04           5900
EXTENDED STAY AMERICA, INC     COM              30224P101      153    15000 SH       DEFINED 01 02 03 04          15000
EXXON CORP                     COM              302290101    18258   258752 SH       DEFINED 01 02    04         258752
F & M BANCORP, INC (WISCONSIN) COM              302371109       33     1000 SH       DEFINED 01                    1000
FBL FINANCIAL GROUP, INC (CLAS COM              30239F106       75     4200 SH       DEFINED 01                    4200
FMC CORP                       COM              302491303      277     5600 SH       DEFINED 01 02    04           5600
F.N.B. CORP                    COM              302520101        5      200 SH       DEFINED          04            200
FPL GROUP, INC                 COM              302571104      482     9055 SH       DEFINED 01 02    04           9055
F.Y.I., INC                    COM              302712104       70     2200 SH       DEFINED 01    03              2200
FACTSET RESEARCH SYSTEMS, INC  COM              303075105       63     1450 SH       DEFINED 01 02                 1450
FAIR ISSAC & CO, INC           COM              303250104       82     2200 SH       DEFINED 01 02                 2200
FAMILY DOLLAR STORES, INC      COM              307000109      244    10600 SH       DEFINED 01 02                10600
FAMILY GOLF CENTERS, INC       COM              30701A106        5      700 SH       DEFINED 01                     700
FARMER BROTHERS CO             COM              307675108       20      100 SH       DEFINED 01                     100
FARMERS CAPITAL BANK CORP      COM              309562106       20      600 SH       DEFINED 01                     600
FASTENAL CO                    COM              311900104       25      700 SH       DEFINED    02                  700
FDX CORP                       COM              31304N107     1314    14160 SH       DEFINED 01 02    04          14160
FEDDERS CORP                   COM              313135105       23     4500 SH       DEFINED 01                    4500
FREDDIE MAC                    COM              313400301     4869    85236 SH       DEFINED 01 02 03 04          85236
FEDERAL-MOGUL CORP             COM              313549107      671    15600 SH       DEFINED 01 02 03 04          15600
FEDERAL NATIONAL MORTGAGE ASSO COM              313586109    10383   149933 SH       DEFINED 01 02 03 04         149933
FEDERAL REALTY INVESTMENT TRUS COM              313747206      148     7000 SH       DEFINED 01       04           7000
FEDERAL SIGNAL CORP            COM              313855108       88     4200 SH       DEFINED 01                    4200
FEDERATED DEPARTMENT STORES, I COM              31410H101      697    17370 SH       DEFINED 01 02    04          17370
FEDERATED INVESTMENTS, INC     COM              314211103       65     3600 SH       DEFINED 01    03              3600
FELCOR LODGING TRUST, INC      COM              31430F101      276    11911 SH       DEFINED 01 02    04          11911
FERRO CORP                     COM              315405100      155     6250 SH       DEFINED 01 02                 6250
FIDELITY NATIONAL FINANCIAL, I COM              316326107       36     2400 SH       DEFINED 01 02    04           2400
FIFTH THIRD BANCORP            COM              316773100     1362    20650 SH       DEFINED 01 02 03 04          20650
FILENET CORP                   COM              316869106        8     1100 SH       DEFINED 01                    1100
FINANCIAL SECURITY ASSURANCE H COM              31769P100      184     3700 SH       DEFINED 01                    3700
FINISH LINE, INC (CLASS A)     COM              317923100        4      300 SH       DEFINED 01                     300
FINOVA GROUP, INC              COM              317928109      167     3216 SH       DEFINED 01 02 03              3216
FIRST AMERICAN FINANCIAL CORP  COM              318522307      100     6350 SH       DEFINED 01 02 03 04           6350
FIRST BANCORP (PUERTO RICO)    COM              318672102       36     1500 SH       DEFINED    02 03              1500
FIRST AMERICAN CORP            COM              318900107      506    13731 SH       DEFINED 01       04          13731
FIRST CHARTER CORP             COM              319439105       48     2500 SH       DEFINED 01    03              2500
FIRST COMMERCE BANCSHARES, INC COM              319777207       13      500 SH       DEFINED 01                     500
FIRST CONSULTING GROUP, INC    COM              31986R103       30     2700 SH       DEFINED 01                    2700
FIRST DATA CORP                COM              319963104     2770    64806 SH       DEFINED 01 02 03 04          64806
FIRST FINANCIAL BANCORP        COM              320209109        2      101 SH       DEFINED 01                     101
FIRST INDUSTRIAL REALTY TRUST, COM              32054K103      156     6500 SH       DEFINED 01                    6500
FIRST INDIANA CORP             COM              32054R108       29     1500 SH       DEFINED 01                    1500
FIRST LIBERTY FINANCIAL CORP   COM              320691108        4      200 SH       DEFINED 01                     200
FIRST HEALTH GROUP CORP        COM              320960107       31     1900 SH       DEFINED    02 03              1900
FIRST SIERRA FINANCIAL, INC    COM              335944104        9     1000 SH       DEFINED 01                    1000
FIRST REPUBLIC BANK            COM              336158100        7      300 SH       DEFINED 01                     300
FIRST SECURITY CORP            COM              336294103      460    23800 SH       DEFINED 01       04          23800
FIRST SENTINEL BANCORP, INC    COM              33640T103        3      400 SH       DEFINED 01                     400
FIRST TENNESSEE NATIONAL CORP  COM              337162101       11      300 SH       DEFINED 01       04            300
FIRST UNION CORP               COM              337358105     5055    94589 SH       DEFINED 01 02    04          94589
FIRST UNION REAL ESTATE INVEST COM              337400105        7     1700 SH       DEFINED 01                    1700
FIRST VIRGINIA BANKS, INC      COM              337477103        9      200 SH       DEFINED 01                     200
FIRST WASHINGTON BANCORP, INC  COM              33748T104       33     1700 SH       DEFINED 01                    1700
FIRST WESTERN BANCORP, INC     COM              337505101        9      300 SH       DEFINED 01                     300
FIRSTPLUS FINANCIAL GROUP, INC COM              33763B103        3     5200 SH       DEFINED 01 02 03              5200
FIRSTAR CORP                   COM              33763V109     1140    12740 SH       DEFINED 01 02 03 04          12740
FISERV, INC                    COM              337738108       35      650 SH       DEFINED 01                     650
FIRSTENERGY CORP               COM              337932107     1176    42102 SH       DEFINED 01 02    04          42102
FISHER SCIENTIFIC INTERNATIONA COM              338032204      139     8000 SH       DEFINED 01 02 03 04           8000
FLEET FINANCIAL GROUP, INC     COM              338915101     2804    74534 SH       DEFINED 01 02    04          74534
FLEETWOOD ENTERPRISES, INC     COM              339099103      149     5200 SH       DEFINED 01 02    04           5200
FLORIDA EAST COAST INDUSTRIES, COM              340632108       54     1800 SH       DEFINED 01                    1800
FLORIDA PANTHERS HOLDINGS, INC COM              341064103        4      500 SH       DEFINED    02                  500
FLORIDA PROGRESS CORP          COM              341109106      196     5200 SH       DEFINED 01                    5200
FLOWERS INDUSTRIES, INC        COM              343496105        4      150 SH       DEFINED 01    03               150
FLOWSERVE CORP                 COM              34354P105      101     6500 SH       DEFINED 01    03              6500
FLUOR CORP                     COM              343861100       24      900 SH       DEFINED 01 02                  900
FOOD LION, INC (CLASS B)       COM              344775101      601    66800 SH       DEFINED 01 02 03 04          66800
FOODMAKER, INC                 COM              344839204      209     8200 SH       DEFINED 01 02 03 04           8200
FOOTSTAR, INC                  COM              344912100       58     1800 SH       DEFINED 01                    1800
FORCENERGY GAS EXPLORATION, IN COM              345206106        1     1400 SH       DEFINED 01                    1400
FORD MOTOR CO                  COM              345370100     5108    90000 SH       DEFINED 01 02    04          90000
FORE SYSTEMS, INC              COM              345449102       13      700 SH       DEFINED 01 02                  700
FOREMOST CORP OF AMERICA       COM              345469100       58     2900 SH       DEFINED 01                    2900
FOREST CITY ENTERPRISES, INC ( COM              345550107       19      800 SH       DEFINED 01                     800
FOREST OIL CORP                COM              346091606       44     5900 SH       DEFINED 01                    5900
FORT JAMES CORP                COM              347471104     1541    48625 SH       DEFINED 01 02 03 04          48625
FORTE SOFTWARE, INC            COM              349546101        0       60 SH       DEFINED 01                      60
FORTUNE BRANDS, INC            COM              349631101      429    11100 SH       DEFINED 01 02    04          11100
FOSSIL, INC                    COM              349882100        9      300 SH       DEFINED 01                     300
FOSTER WHEELER CORP            COM              350244109       92     7600 SH       DEFINED 01 02    04           7600
FOUNDATION HEALTH SYSTEMS (CLA COM              350404109      107     8800 SH       DEFINED 01 02                 8800
FRANCHISE FINANCE CORP OF AMER COM              351807102        4      200 SH       DEFINED          04            200
FRANKLIN COVEY CO              COM              353469109        5      500 SH       DEFINED 01                     500
FRANKLIN RESOURCES, INC        COM              354613101       68     2400 SH       DEFINED 01 02                 2400
FREEPORT-MCMORAN COPPER & GOLD COM              35671D857      445    40963 SH       DEFINED 01 02 03 04          40963
FREMONT GENERAL CORP           COM              357288109        8      400 SH       DEFINED          04            400
FRIEDE GOLDMAN INTERNATIONAL,  COM              358430106       11      700 SH       DEFINED 01                     700
FRIEDMAN, BILLINGS, RAMSEY GRO COM              358433100       27     4000 SH       DEFINED 01    03              4000
FRIEDMAN'S, INC (CLASS A)      COM              358438109       10     1100 SH       DEFINED 01                    1100
FRONTIER CORP                  COM              35906P105      353     6800 SH       DEFINED 01 02    04           6800
FRONTIER FINANCIAL CORP        COM              35907K105       15      600 SH       DEFINED 01                     600
FUISZ TECHNOLOGIES LTD         COM              359536109       14     2100 SH       DEFINED 01    03              2100
FULLER (H.B.) CO               COM              359694106        1       11 SH       DEFINED 01                      11
FULTON FINANCIAL CORP          COM              360271100      246    10727 SH       DEFINED 01       04          10727
FUND AMERICAN ENTERPRISES HOLD COM              360768105      120      900 SH       DEFINED 01                     900
FURNITURE BRANDS INTERNATIONAL COM              360921100      170     7700 SH       DEFINED 01 02                 7700
FURON CO                       COM              361106107       38     3000 SH       DEFINED 01                    3000
GATX CORP                      COM              361448103      234     7100 SH       DEFINED 01       04           7100
GBC BANCORP                    COM              361475106       38     2500 SH       DEFINED 01    03              2500
GC COS, INC                    COM              36155Q109       28      900 SH       DEFINED 01                     900
GPU, INC                       COM              36225X100      907    24300 SH       DEFINED 01 02    04          24300
GTE CORP                       COM              362320103     6486   107200 SH       DEFINED 01 02 03 04         107200
GT INTERACTIVE SOFTWARE CORP   COM              36236E109       10     2200 SH       DEFINED 01                    2200
GADZOOKS, INC                  COM              362553109        1      200 SH       DEFINED    02                  200
GALILEO INTERNATIONAL, INC     COM              363547100      730    15100 SH       DEFINED 01 02 03 04          15100
GANNETT CO, INC                COM              364730101     2744    43563 SH       DEFINED 01 02 03 04          43563
GAP, INC                       COM              364760108     4693    69717 SH       DEFINED 01 02 03 04          69717
GARDEN RIDGE CORP              COM              36541P104        7     1000 SH       DEFINED 01                    1000
GARDNER DENVER, INC            COM              365558105       38     2400 SH       DEFINED 01                    2400
GARTNER GROUP, INC (CLASS A)   COM              366651107       56     2500 SH       DEFINED 01 02                 2500
GATEWAY 2000, INC              COM              367833100      425     6200 SH       DEFINED 01 02 03 04           6200
GAYLORD ENTERTAINMENT CO       COM              367905106        4      154 SH       DEFINED 01                     154
GAYLORD CONTAINER CO           COM              368145108       62     8200 SH       DEFINED 01    03              8200
GENCORP, INC                   COM              368682100      106     5900 SH       DEFINED 01       04           5900
GENERAL CIGAR HOLDINGS, INC (C COM              36933P100       12     1300 SH       DEFINED 01                    1300
GENERAL COMMUNICATION (CLASS A COM              369385109       27     5900 SH       DEFINED 01                    5900
GENERAL DATACOMM INDUSTRIES, I COM              369487103       10     3900 SH       DEFINED 01                    3900
GENERAL DYNAMICS CORP          COM              369550108     1118    17400 SH       DEFINED 01 02    04          17400
GENERAL ELECTRIC CO            COM              369604103    51938   469493 SH       DEFINED 01 02 03 04         469493
GENERAL GROWTH PROPERTIES, INC COM              370021107       36     1100 SH       DEFINED 01 02 03 04           1100
GENERAL INSTRUMENT CORP        COM              370120107      418    13800 SH       DEFINED 01 02 03 04          13800
GENERAL MILLS, INC             COM              370334104     1519    20107 SH       DEFINED 01 02 03 04          20107
GENERAL MOTORS CORP            COM              370442105     5528    63626 SH       DEFINED 01 02    04          63626
GENERAL MOTORS CORP (CLASS H)  COM              370442832     3730    73954 SH       DEFINED    02 03             73954
GENERAL NUTRITION COS, INC     COM              37047F103       28     2000 SH       DEFINED    02                 2000
GENERAL SEMICONDUCTOR, INC     COM              370787103        4      550 SH       DEFINED 01 02                  550
GENESCO, INC                   COM              371532102       56     6000 SH       DEFINED 01 02 03              6000
GENTEX CORP                    COM              371901109      332    15400 SH       DEFINED 01 02 03             15400
GENESYS TELECOMM LABS, INC     COM              371931106       24     1600 SH       DEFINED 01    03              1600
GENRAD, INC                    COM              372447102       82     5700 SH       DEFINED 01 02 03              5700
GENSIA SICOR, INC              COM              372450106       42    15000 SH       DEFINED 01 02 03             15000
GEON CO                        COM              37246W105       91     4000 SH       DEFINED 01                    4000
GENUINE PARTS CO               COM              372460105       35     1200 SH       DEFINED    02                 1200
GEOCITIES                      COM              37247V106      737     6725 SH       DEFINED    02                 6725
GENZYME CORP (GENERAL DIVISION COM              372917104      156     3100 SH       DEFINED 01 02                 3100
GENZYME CORP (TISSUE REPAIR DI COM              372917401        0      160 SH       DEFINED 01                     160
GENZYME-MOLECULAR ONCOLOGY     COM              372917500        1      194 SH       DEFINED 01 02                  194
GEORGIA-PACIFIC CORP (PACKAGIN COM              373298108     1017    13700 SH       DEFINED 01 02    04          13700
GEORGIA-PACIFIC CORP (TIMBER G COM              373298702      386    17200 SH       DEFINED 01 02    04          17200
GEOTEL COMMUNICATIONS CORP     COM              373656107      128     2800 SH       DEFINED 01 02                 2800
GERBER SCIENTIFIC, INC         COM              373730100       57     2800 SH       DEFINED 01 02                 2800
GETCHELL GOLD CORP             COM              374265106        5      200 SH       DEFINED 01                     200
GETTY IMAGES, INC              COM              374276103       80     3800 SH       DEFINED 01                    3800
GILEAD SCIENCES, INC           COM              375558103      250     5500 SH       DEFINED 01    03              5500
GILLETTE CO                    COM              375766102     9339   157128 SH       DEFINED 01 02 03 04         157128
GLATFELTER (P.H.) CO           COM              377316104       46     4100 SH       DEFINED 01                    4100
GLENAYRE TECHNOLOGIES, INC     COM              377899109        0       25 SH       DEFINED 01                      25
GLOBAL DIRECTMAIL CORP         COM              379321102       59     3500 SH       DEFINED 01 02 03              3500
GLOBAL INDUSTRIES LTD          COM              379336100       79     7800 SH       DEFINED 01 02 03              7800
GLOBAL MARINE, INC             COM              379352404      271    23100 SH       DEFINED 01    03             23100
GLOBAL TELESYSTEMS GROUP, INC  COM              37936U104       17      300 SH       DEFINED    02                  300
GOLDEN STATE BANCORP, INC      COM              381197102      427    19200 SH       DEFINED 01       04          19200
GOLDEN STATE BANCORP, INC WTS                   381197136       16     3400 SH       DEFINED 01                    3400
GOLDEN WEST FINANCIAL CORP     COM              381317106      888     9300 SH       DEFINED 01 02    04           9300
GOODRICH (B.F.) CO             COM              382388106      705    20550 SH       DEFINED 01 02 03 04          20550
GOODYEAR TIRE & RUBBER CO      COM              382550101      259     5200 SH       DEFINED 01 02    04           5200
GOODY'S FAMILY CLOTHING, INC   COM              382588101       45     3200 SH       DEFINED 01                    3200
GRACE, W.R. & CO               COM              38388F108      164    13500 SH       DEFINED 01 02                13500
GRACO, INC                     COM              384109104      115     5200 SH       DEFINED 01 02                 5200
GRAINGER (W.W.), INC           COM              384802104      482    11200 SH       DEFINED 01 02    04          11200
GRAND PREMIER FINANCIAL, INC   COM              386174106       17     1500 SH       DEFINED 01                    1500
GRANITE CONSTRUCTION, INC      COM              387328107       11      450 SH       DEFINED 01                     450
GREAT ATLANTIC & PACIFIC TEA C COM              390064103      105     3500 SH       DEFINED 01 02    04           3500
GREAT LAKES CHEMICAL CORP      COM              390568103       81     2200 SH       DEFINED 01 02                 2200
GREENPOINT FINANCIAL CORP      COM              395384100      372    10700 SH       DEFINED 01    03 04          10700
GREIF BROTHERS CORP (CLASS A)  COM              397624107        7      300 SH       DEFINED 01                     300
GREY WOLF, INC                 COM              397888108       39    27400 SH       DEFINED 01 02                27400
GRUBB & ELLIS CO               COM              400095204       20     3000 SH       DEFINED 01 02                 3000
GTECH HOLDINGS CORP            COM              400518106      154     6300 SH       DEFINED 01 02 03 04           6300
GUIDANT CORP                   COM              401698105     3208    53024 SH       DEFINED 01 02 03 04          53024
GUILFORD PHARMACEUTICALS, INC  COM              401829106      692    60866 SH       DEFINED 01 02 03             60866
GUITAR CENTER, INC             COM              402040109        8      400 SH       DEFINED    02                  400
GULFSTREAM AEROSPACE CORP      COM              402734107      477    11000 SH       DEFINED 01 02 03 04          11000
GYMBOREE CORP                  COM              403777105       37     4100 SH       DEFINED 01                    4100
HMT TECHNOLOGY CORP            COM              403917107        0      100 SH       DEFINED    02                  100
HCC INSURANCE HOLDINGS, INC    COM              404132102       21     1100 SH       DEFINED 01                    1100
HCR MANOR CARE                 COM              404134108       23     1000 SH       DEFINED    02                 1000
HS RESOURCES, INC              COM              404297103        2      200 SH       DEFINED 01                     200
HUDSON UNITED BANCORP          COM              404382103      302     9002 SH       DEFINED 01 02 03 04           9002
HA-LO INDUSTRIES, INC          COM              404429102       17     1400 SH       DEFINED 01 02                 1400
HALLIBURTON CO                 COM              406216101     1326    34432 SH       DEFINED 01 02 03 04          34432
HAMBRECHT & QUIST GROUP        COM              406545103       38     1100 SH       DEFINED 01                    1100
HAMILTON BANCORP, INC          COM              407013101       31     1200 SH       DEFINED 01                    1200
HANCOCK FABRICS, INC           COM              409900107        4      700 SH       DEFINED 01                     700
HANCOCK HOLDINGS CO            COM              410120109       46     1000 SH       DEFINED 01                    1000
HANDLEMAN CO                   COM              410252100       64     4800 SH       DEFINED 01                    4800
HANGER ORTHOPEDIC GROUP, INC   COM              41043F208       42     3100 SH       DEFINED 01                    3100
HANNA (M.A.) CO                COM              410522106        1       50 SH       DEFINED 01                      50
HANOVER COMPRESSOR CO          COM              410768105      156     5900 SH       DEFINED 01 02 03              5900
HANOVER DIRECT, INC            COM              410783104       43    15300 SH       DEFINED 01                   15300
HARBINGER CORP                 COM              41145C103       42     6150 SH       DEFINED 01 02                 6150
HARCOURT GENERAL, INC          COM              41163G101       22      500 SH       DEFINED    02                  500
HARDINGE, INC                  COM              412324303        6      400 SH       DEFINED 01                     400
HARKEN ENERGY CORP             COM              412552101        5     3000 SH       DEFINED 01 02                 3000
HARLAND (JOHN H.) CO           COM              412693103        5      400 SH       DEFINED    02                  400
HARLEY DAVIDSON, INC           COM              412822108     1409    24500 SH       DEFINED 01 02 03 04          24500
HARLEYSVILLE GROUP, INC        COM              412824104       14      700 SH       DEFINED 01                     700
HARMAN INTERNATIONAL INDUSTRIE COM              413086109        1       35 SH       DEFINED 01                      35
HARNISCHFEGER INDUSTRIES, INC  COM              413345109        2      300 SH       DEFINED    02                  300
HARRAH'S ENTERTAINMENT, INC    COM              413619107       95     5000 SH       DEFINED    02 03 04           5000
HARRIS CORP                    COM              413875105      255     8900 SH       DEFINED 01 02    04           8900
HARRIS FINANCIAL, INC          COM              414541102       14     1200 SH       DEFINED 01                    1200
HARSCO CORP                    COM              415864107       98     3900 SH       DEFINED 01                    3900
HARTE-HANKS, INC               COM              416196103      222     8100 SH       DEFINED 01    03              8100
HARTFORD FINANCIAL SERVICES GR COM              416515104      898    15800 SH       DEFINED 01 02    04          15800
HARTFORD LIFE, INC (CLASS A)   COM              416592103      138     2500 SH       DEFINED 01       04           2500
HARTMARX CORP                  COM              417119104        4      800 SH       DEFINED 01                     800
HASBRO, INC                    COM              418056107      486    16800 SH       DEFINED 01 02    04          16800
HAVERTY FURNITURE COS, INC     COM              419596101       28     1100 SH       DEFINED 01                    1100
HAWAIIAN ELECTRIC INDUSTRIES,  COM              419870100      200     5700 SH       DEFINED 01       04           5700
HAYES LEMMERZ INTERNATIONAL, I COM              420781106       40     1700 SH       DEFINED 01 02                 1700
HEALTH CARE PROPERTY INVESTORS COM              421915109        6      200 SH       DEFINED 01 02                  200
HEALTHSOUTH CORP               COM              421924101     1115   107424 SH       DEFINED 01 02 03 04         107424
HEALTH MANAGEMENT ASSOCIATES,  COM              421933102     2783   228350 SH       DEFINED 01 02 03            228350
HEALTHPLAN SERVICES CORP       COM              421959107       11     1600 SH       DEFINED    02                 1600
HEALTHCARE FINANCIAL PARTNERS, COM              42219W108       10      400 SH       DEFINED 01                     400
HEARST-ARGYLE TELEVISION, INC  COM              422317107      328    13300 SH       DEFINED 01 02 03 04          13300
HECLA MINING CO                COM              422704106       22     7900 SH       DEFINED 01                    7900
HEFTEL BROADCASTING CORP (CLAS COM              422799106      113     2600 SH       DEFINED    02 03 04           2600
HEINZ (H.J.) CO                COM              423074103     1914    40400 SH       DEFINED 01 02 03 04          40400
HELIX TECHNOLOGY CORP          COM              423319102       23     1500 SH       DEFINED 01                    1500
HELMERICH & PAYNE, INC         COM              423452101      202     8900 SH       DEFINED 01 02                 8900
HERBALIFE INTERNATIONAL, INC ( COM              426908208        0       33 SH       DEFINED 01                      33
HERBALIFE INTERNATIONAL, INC ( COM              426908307       18     1966 SH       DEFINED 01    03              1966
HERCULES, INC                  COM              427056106      770    30500 SH       DEFINED 01 02 03 04          30500
HERSHEY FOODS CORP             COM              427866108       67     1200 SH       DEFINED    02 03 04           1200
HERTZ CORP (CLASS A)           COM              428040109       16      300 SH       DEFINED 01       04            300
HESKA CORP                     COM              42805E108        5     1500 SH       DEFINED 01                    1500
HEWLETT-PACKARD CO             COM              428236103     8576   126466 SH       DEFINED 01 02 03 04         126466
HEXCEL CORP                    COM              428291108        4      600 SH       DEFINED 01                     600
HIBERNIA CORP (CLASS A)        COM              428656102      343    26100 SH       DEFINED 01       04          26100
HIGHLANDS INSURANCE GROUP, INC COM              431032101       16     1520 SH       DEFINED 01                    1520
HIGHWAYMASTER COMMUNICATIONS,  COM              431263102        5     3300 SH       DEFINED 01                    3300
HILB, ROGAL & HAMILTON CO      COM              431294107       10      600 SH       DEFINED 01                     600
HILLENBRAND INDUSTRIES, INC    COM              431573104        9      200 SH       DEFINED 01                     200
HILTON HOTELS CORP             COM              432848109       72     5100 SH       DEFINED    02                 5100
HOLLINGER INTERNATIONAL, INC   COM              435569108        1      100 SH       DEFINED 01                     100
HOLLYWOOD ENTERTAINMENT CORP   COM              436141105      123     6600 SH       DEFINED 01 02 03 04           6600
HOLLYWOOD PARK, INC            COM              436255103        3      300 SH       DEFINED 01                     300
HOLOGIC, INC                   COM              436440101        4      400 SH       DEFINED    02                  400
HOME DEPOT, INC                COM              437076102    12153   195225 SH       DEFINED 01 02 03 04         195225
HOMESTAKE MINING CO            COM              437614100      292    33900 SH       DEFINED 01 02                33900
HON INDUSTRIES, INC            COM              438092108       42     1900 SH       DEFINED    02    04           1900
HONEYWELL, INC                 COM              438506107     1494    19700 SH       DEFINED 01 02 03 04          19700
HOOPER HOLMES, INC             COM              439104100       75     4800 SH       DEFINED 01                    4800
HORACE MANN EDUCATORS CORP     COM              440327104      172     7400 SH       DEFINED 01                    7400
HORMEL FOODS CORP              COM              440452100      264     7400 SH       DEFINED 01       04           7400
HOST MARRIOTT SERVICES CORP    COM              440914109        3      500 SH       DEFINED    02                  500
HOST MARRIOTT CORP (NEW)       COM              44107P104      239    21448 SH       DEFINED 01 02 03 04          21448
HOUSEHOLD INTERNATIONAL, INC   COM              441815107     1336    29282 SH       DEFINED 01 02    04          29282
HOUSTON EXPLORATION CO         COM              442120101        9      500 SH       DEFINED 01                     500
HOWMET INTERNATIONAL, INC      COM              443208103       29     2000 SH       DEFINED    02 03              2000
HUBBELL, INC (CLASS B)         COM              443510201        8      200 SH       DEFINED          04            200
HUMANA, INC                    COM              444859102      240    13900 SH       DEFINED 01 02 03 04          13900
HUMAN GENOME SCIENCES, INC     COM              444903108      146     4200 SH       DEFINED 01 02                 4200
HUNT CORP                      COM              445591100        7      700 SH       DEFINED 01 02                  700
HUNT (J.B.) TRANSPORT SERVICES COM              445658107       78     3700 SH       DEFINED 01                    3700
HUNTINGTON BANCSHARES, INC     COM              446150104      703    22730 SH       DEFINED 01 02    04          22730
HUSSMANN INTERNATIONAL, INC    COM              448110106      132     9000 SH       DEFINED 01 02                 9000
HUTCHINSON TECHNOLOGY, INC     COM              448407106        2      100 SH       DEFINED    02                  100
ICN PHARMACEUTICALS, INC       COM              448924100       49     1951 SH       DEFINED 01                    1951
IDT CORP                       COM              448947101       47     2600 SH       DEFINED 01                    2600
HYPERCOM CORP                  COM              44913M105        8     1200 SH       DEFINED 01                    1200
HYPERION SOLUTIONS CORP        COM              44914M104        2      115 SH       DEFINED 01 02                  115
IBP, INC                       COM              449223106      278    14900 SH       DEFINED 01       04          14900
ICG COMMUNICATIONS, INC        COM              449246107      204    10200 SH       DEFINED 01 02 03 04          10200
ICOS CORP                      COM              449295104       41     1200 SH       DEFINED 01 02 03 04           1200
IDEC PHARMACEUTICALS CORP      COM              449370105      236     4600 SH       DEFINED 01 02 03 04           4600
IHOP CORP NEW                  COM              449623107       55     1400 SH       DEFINED 01                    1400
IMC GLOBAL, INC                COM              449669100      372    18200 SH       DEFINED 01       04          18200
IMC GLOBAL, INC WTS 12/22/00                    449669118        0      666 SH       DEFINED 01                     666
IMCO RECYCLING, INC            COM              449681105       17     1300 SH       DEFINED 01                    1300
IMC MORTGAGE CO                COM              449923101        0     1500 SH       DEFINED 01 02                 1500
IMS HEALTH, INC                COM              449934108      649    19600 SH       DEFINED 01 02    04          19600
IRT PROPERTY CO                COM              450058102       14     1600 SH       DEFINED 01                    1600
ISS GROUP, INC                 COM              450306105       48      600 SH       DEFINED 01                     600
ITC DELTACOM, INC              COM              45031T104      192     8800 SH       DEFINED 01                    8800
ITI TECHNOLOGIES, INC          COM              450564109       39     1300 SH       DEFINED 01                    1300
ITT EDUCATIONAL SERVICES, INC  COM              45068B109        4      100 SH       DEFINED    02                  100
ITT INDUSTRIES, INC            COM              450911102       28      800 SH       DEFINED    02                  800
IDACORP, INC                   COM              451107106      185     6300 SH       DEFINED 01       04           6300
IDEX CORP                      COM              45167R104       60     2550 SH       DEFINED 01                    2550
IKON OFFICE SOLUTIONS, INC     COM              451713101       41     3200 SH       DEFINED 01 02 03 04           3200
IDENTIX, INC                   COM              451906101        3      500 SH       DEFINED    02                  500
ILLINOIS TOOL WORKS, INC       COM              452308109     2345    37892 SH       DEFINED 01 02 03 04          37892
ILLINOVA CORP                  COM              452317100        8      400 SH       DEFINED          04            400
IMATION CORP                   COM              45245A107        9      530 SH       DEFINED 01                     530
IMMUNE RESPONSE CORP           COM              45252T106        1      100 SH       DEFINED       03               100
IMMUNEX CORP                   COM              452528102      616     7400 SH       DEFINED 01 02 03 04           7400
IMPAC MORTGAGE HOLDINGS, INC   COM              45254P102        1      100 SH       DEFINED 01                     100
IMPERIAL BANCORP               COM              452556103      129     7560 SH       DEFINED 01 02                 7560
IMPERIAL CREDIT COMM MRTG IN   COM              45272T102       56     5800 SH       DEFINED 01    03              5800
IMPERIAL CREDIT INDUSTRIES, IN COM              452729106        4      600 SH       DEFINED    02                  600
IMATRON, INC                   COM              452906100        0      400 SH       DEFINED 01                     400
IN FOCUS SYSTEMS, INC          COM              452919103        4      400 SH       DEFINED 01                     400
IMPERIAL SUGAR CO              COM              453096109        1      200 SH       DEFINED 01                     200
IMRGLOBAL CORP                 COM              45321W106       48     2700 SH       DEFINED 01 02 03              2700
INCO LTD CO (U.S.)             COM              453258402       99     7400 SH       DEFINED    02                 7400
INCYTE PHARMACEUTICALS, INC    COM              45337C102       12      600 SH       DEFINED 01 02                  600
INDEPENDENCE COMMUNITY BANK CO COM              453414104      170    13200 SH       DEFINED 01                   13200
INDEPENDENT BANK CORP          COM              453836108       25     1800 SH       DEFINED 01                    1800
INDIANA ENERGY, INC            COM              454707100       95     5033 SH       DEFINED 01       04           5033
INDUSTRI-MATEMATIK INTERNATION COM              455792101        5     2600 SH       DEFINED 01 02                 2600
INDYMAC MORTGAGE HOLDINGS, INC COM              456607100      137    12561 SH       DEFINED 01                   12561
INFORMIX CORP                  COM              456779107      173    23500 SH       DEFINED 01       04          23500
INFOSEEK CORP                  COM              45678M107       30      400 SH       DEFINED 01                     400
INFOUSA, INC (CLASS B)         COM              456818103       16     3600 SH       DEFINED 01    03              3600
INFOUSA, INC (CLASS A)         COM              456818202        5     1100 SH       DEFINED 01                    1100
INGERSOLL-RAND CO              COM              456866102      784    15800 SH       DEFINED 01 02    04          15800
INGRAM MICRO, INC (CLASS A)    COM              457153104       73     3200 SH       DEFINED 01 02 03 04           3200
INHALE THERAPEUTIC SYSTEMS     COM              457191104       11      400 SH       DEFINED    02                  400
INNKEEPERS U.S.A. TRUST        COM              4576J0104        5      500 SH       DEFINED 01                     500
INNOVEX, INC                   COM              457647105       36     2700 SH       DEFINED 01 02                 2700
INSIGHT ENTERPRISES, INC       COM              45765U103      125     5050 SH       DEFINED 01 02 03              5050
INSITUFORM TECHNOLOGIES, INC ( COM              457667103        9      500 SH       DEFINED 01                     500
INSIGNIA FINANCIAL GROUP, INC  COM              45767A105       28     1999 SH       DEFINED 01 02                 1999
INSPIRE INSURANCE SOLUTIONS, I COM              457732105        9      450 SH       DEFINED 01                     450
INTEGRATED CIRCUIT SYSTEMS, IN COM              45811K109        4      200 SH       DEFINED    02                  200
INTEGRATED DEVICE TECHNOLOGY,  COM              458118106       74    13700 SH       DEFINED 01                   13700
INTEGRATED HEALTH SERVICES, IN COM              45812C106        0       77 SH       DEFINED 01                      77
INTEGRATED PROCESS EQUIPMENT C COM              45812K108       14     1500 SH       DEFINED 01 02                 1500
INTEGRATED SYSTEMS, INC        COM              45812M104       53     4100 SH       DEFINED 01 02                 4100
INTEL CORP                     COM              458140100    34835   293042 SH       DEFINED 01 02 03 04         293042
INTELLIGROUP, INC              COM              45816A106        3      400 SH       DEFINED 01                     400
INTER-TEL, INC                 COM              458372109       20     1300 SH       DEFINED 01                    1300
INTERDIGITAL COMMUNICATIONS CO COM              45866A105       34     7800 SH       DEFINED 01    03              7800
INTERFACE, INC (CLASS A)       COM              458665106        7      700 SH       DEFINED    02                  700
INTERIM SERVICES, INC          COM              45868P100       54     3600 SH       DEFINED 01       04           3600
INTERGRAPH CORP                COM              458683109        2      300 SH       DEFINED    02                  300
INTERMEDIA COMMUNICATIONS, INC COM              458801107       40     1500 SH       DEFINED    02                 1500
INTERMET CORP                  COM              45881K104        7      500 SH       DEFINED 01                     500
INTERNATIONAL BUSINESS MACHINE COM              459200101    16745    94471 SH       DEFINED 01 02 03 04          94471
INT'L FLAVORS & FRAGRANCES, IN COM              459506101      233     6200 SH       DEFINED 01 02    04           6200
INTERNATIONAL HOME FOODS, INC  COM              459655106       93     5800 SH       DEFINED 01 02 03              5800
INTERNATIONAL MULTIFOODS CORP  COM              460043102       65     2800 SH       DEFINED 01                    2800
INTERNATIONAL NETWORK SERVICES COM              460053101      357     5100 SH       DEFINED 01 02 03 04           5100
INTERNATIONAL PAPER CO         COM              460146103      913    21647 SH       DEFINED 01 02    04          21647
INTERNATIONAL SPEEDWAY CORP (C COM              460335201      132     2500 SH       DEFINED 01 02                 2500
INTERNATIONAL TELECOMMUNICATIO COM              46047F104       37     3000 SH       DEFINED 01    03              3000
INTERNEURON PHARMACEUTICALS, I COM              460573108        1      200 SH       DEFINED 01                     200
INTERPOOL, INC                 COM              46062R108       28     2100 SH       DEFINED 01                    2100
INTERPUBLIC GROUP OF COS, INC  COM              460690100      777     9972 SH       DEFINED 01 02 03 04           9972
INTERSTATE BAKERIES CORP       COM              46072H108      175     8100 SH       DEFINED 01 02 03 04           8100
INTERSTATE ENERGY CORP         COM              460845100        5      200 SH       DEFINED          04            200
INTERWEST BANCORP, INC         COM              460931108       11      450 SH       DEFINED 01                     450
INTUIT, INC                    COM              461202103      397     3900 SH       DEFINED 01 02 03 04           3900
INVACARE CORP                  COM              461203101       15      600 SH       DEFINED    02                  600
INVESTMENT TECHNOLOGY GROUP, I COM              461450108        5      100 SH       DEFINED 01                     100
IOMEGA CORP                    COM              462030107      187    36400 SH       DEFINED 01 02                36400
IRON MOUNTAIN, INC             COM              46284P104        3      100 SH       DEFINED 01                     100
IRVINE APARTMENT COMMUNITIES,  COM              463606103      128     3900 SH       DEFINED 01 02                 3900
IRWIN FINANCIAL CORP           COM              464119106       10      500 SH       DEFINED 01                     500
ISIS PHARMACEUTICALS, INC      COM              464330109       50     5500 SH       DEFINED 01 02 03              5500
I2 TECHNOLOGIES, INC           COM              465754109        5      200 SH       DEFINED    02                  200
IVAX CORP                      COM              465823102       73     6200 SH       DEFINED 01    03 04           6200
IVEX PACKAGING CORP            COM              465855104       47     3100 SH       DEFINED 01    03              3100
JDN REALTY CORP                COM              465917102       10      500 SH       DEFINED 01                     500
JDA SOFTWARE GROUP, INC        COM              46612K108       11     1500 SH       DEFINED 01 02                 1500
JLG INDUSTRIES, INC            COM              466210101        1      100 SH       DEFINED 01                     100
JSB FINANCIAL, INC             COM              46624M100       60     1200 SH       DEFINED 01                    1200
JABIL CIRCUIT, INC             COM              466313103      482    11900 SH       DEFINED 01 02 03 04          11900
JACOBS ENGINEERING GROUP, INC  COM              469814107      130     3300 SH       DEFINED 01       04           3300
JACOR COMMUNICATIONS, INC WTS                   469858138       14     1400 SH       DEFINED 01                    1400
INVESTMENT TECHNOLOGY GROUP, I COM              472318104       43      900 SH       DEFINED 01 02                  900
JEFFERSON-PILOT CORP           COM              475070108      738    10900 SH       DEFINED 01 02    04          10900
JOHN NUVEEN CO (CLASS A)       COM              478035108       21      500 SH       DEFINED 01                     500
JOHNSON & JOHNSON CO           COM              478160104    15478   165212 SH       DEFINED 01 02 03 04         165212
JOHNSON CONTROLS, INC          COM              478366107      674    10800 SH       DEFINED 01 02    04          10800
JONES APPAREL GROUP, INC       COM              480074103      542    19400 SH       DEFINED 01 02 03 04          19400
JONES LANG LA SALLE            COM              48020Q107       12      400 SH       DEFINED 01                     400
JONES INTERCABLE, INC (CLASS A COM              480206200       79     2000 SH       DEFINED 01    03              2000
JONES PHARMACEUTICAL, INC      COM              480236108       52     1500 SH       DEFINED    02 03 04           1500
JOSTENS, INC                   COM              481088102      185     8700 SH       DEFINED 01 02 03 04           8700
JOURNAL REGISTER CO            COM              481138105        8      700 SH       DEFINED    02                  700
JUST FOR FEET, INC             COM              48213P106        3      250 SH       DEFINED 01                     250
KCS ENERGY, INC                COM              482434206        3     2000 SH       DEFINED 01                    2000
KLA-TENCOR CORP                COM              482480100      422     8700 SH       DEFINED 01 02 03 04           8700
K MART CORP                    COM              482584109     1179    70100 SH       DEFINED 01 02    04          70100
K2, INC                        COM              482732104        2      200 SH       DEFINED 01                     200
KV PHARMACEUTICAL CO (CLASS B) COM              482740107       31     2200 SH       DEFINED 01                    2200
KANSAS CITY LIFE INSURANCE CO  COM              484836101       41      500 SH       DEFINED 01                     500
KANSAS CITY POWER & LIGHT CO   COM              485134100      266    10800 SH       DEFINED 01       04          10800
KANSAS CITY SOUTHERN INDUSTRIE COM              485170104      638    11200 SH       DEFINED 01 02 03 04          11200
KAUFMAN & BROAD HOME CORP      COM              486168107       25     1100 SH       DEFINED    02    04           1100
KEANE, INC                     COM              486665102       75     3500 SH       DEFINED    02    04           3500
KEEBLER FOODS CO               COM              487256109     4568   125161 SH       DEFINED 01 02 03 04         125161
KELLOGG CO                     COM              487836108      426    12600 SH       DEFINED 01 02    04          12600
KELLSTROM INDUSTRIES, INC      COM              488035106       29     1800 SH       DEFINED 01                    1800
KELLWOOD CO                    COM              488044108       35     1600 SH       DEFINED 01                    1600
KELLY SERVICES, INC (CLASS A)  COM              488152208       28     1000 SH       DEFINED 01 02                 1000
KEMET CORP                     COM              488360108        1      100 SH       DEFINED 01                     100
KENNAMETAL, INC                COM              489170100        2      100 SH       DEFINED 01                     100
KENT ELECTRONICS CORP          COM              490553104        7      700 SH       DEFINED    02                  700
KERR-MCGEE CORP                COM              492386107      326     9942 SH       DEFINED 01 02 03 04           9942
KEY ENERGY SERVICES, INC       COM              492914106       16     3400 SH       DEFINED 01 02                 3400
KEYCORP                        COM              493267108     1969    64960 SH       DEFINED 01 02    04          64960
KEYSTONE FINANCIAL, INC        COM              493482103        2       50 SH       DEFINED 01                      50
KIMBALL INTERNATIONAL, INC (CL COM              494274103       91     6100 SH       DEFINED 01       04           6100
KIMBERLY-CLARK CORP            COM              494368103     3164    66000 SH       DEFINED 01 02 03 04          66000
KIMCO REALTY CORP              COM              49446R109        7      200 SH       DEFINED          04            200
KING WORLD PRODUCTIONS, INC    COM              495667107      153     5000 SH       DEFINED 01 02                 5000
KIRBY CORP                     COM              497266106        9      500 SH       DEFINED 01                     500
KNOLL, INC                     COM              498904101       76     3100 SH       DEFINED 01 02                 3100
KNIGHT-RIDDER, INC             COM              499040103       40      800 SH       DEFINED    02    04            800
KOHL'S CORP                    COM              500255104     1340    18900 SH       DEFINED 01 02 03 04          18900
KOMAG, INC                     COM              500453105        1      300 SH       DEFINED 01    03               300
KROGER CO                      COM              501044101     1868    31200 SH       DEFINED 01 02 03 04          31200
KRONOS, INC                    COM              501052104       51     2100 SH       DEFINED 01                    2100
KULICHE & SOFFA INDUSTRIES, IN COM              501242101        8      300 SH       DEFINED    02                  300
LCA-VISION, INC                COM              501803209       10     2463 SH       DEFINED 01                    2463
LOUISVILLE GAS & ELECTRIC ENER COM              501917108      483    23200 SH       DEFINED 01       04          23200
LTV CORP                       COM              501921100       93    17300 SH       DEFINED 01                   17300
LHS GROUP, INC                 COM              501938104       82     2800 SH       DEFINED 01 02 03              2800
LNR PROPERTY CORP              COM              501940100       10      500 SH       DEFINED 01                     500
LSI LOGIC CORP                 COM              502161102      362    11600 SH       DEFINED 01 02                11600
LTC HEALTHCARE, INC            COM              50217R104        0      100 SH       DEFINED 01                     100
L-3 COMMINUCATIONS HOLDINGS, I COM              502424104       46     1000 SH       DEFINED 01                    1000
LABORATORY CORP OF AMERICA HOL COM              50540R102        4     2400 SH       DEFINED 01                    2400
LABOR READY, INC               COM              505401208      149     5700 SH       DEFINED 01 02 03              5700
LACLEDE GAS CO                 COM              505588103        8      400 SH       DEFINED 01                     400
LAFARGE CORP                   COM              505862102       87     3102 SH       DEFINED 01                    3102
LAIDLAW, INC                   COM              50730K503      210    36200 SH       DEFINED    02                36200
LAKES GAMING, INC              COM              51206P109        5      625 SH       DEFINED 01                     625
LAM RESEARCH CORP              COM              512807108      194     6700 SH       DEFINED 01    03              6700
LAMAR ADVERTISING CO (CLASS A) COM              512815101       42     1250 SH       DEFINED 01 02    04           1250
LANCASTER COLONY CORP          COM              513847103      220     8250 SH       DEFINED 01 02 03 04           8250
LANCE, INC                     COM              514606102       59     3600 SH       DEFINED 01                    3600
LANDAMERICA FINANCIAL GROUP, I COM              514936103       64     2200 SH       DEFINED 01       04           2200
LANDRY'S SEAFOOD RESTAURANTS,  COM              51508L103       11     1700 SH       DEFINED 01 02                 1700
LAND'S END, INC                COM              515086106       14      400 SH       DEFINED    02                  400
LANDSTAR SYSTEM, INC           COM              515098101       60     1800 SH       DEFINED 01                    1800
LASALLE HOTEL PROPERTIES       COM              517942108       27     2000 SH       DEFINED 01                    2000
LASER MTG MGMT INC             COM              51806D100       11     2000 SH       DEFINED 01                    2000
LATTICE SEMICONDUCTOR CORP     COM              518415104      178     3900 SH       DEFINED 01 02 03              3900
LAUDER (ESTEE) CO (CLASS A)    COM              518439104      869     9200 SH       DEFINED 01 02 03 04           9200
LAWSON PRODUCTS, INC           COM              520776105       21     1000 SH       DEFINED 01                    1000
LAWTER INTERNATIONAL, INC      COM              520786104       22     3200 SH       DEFINED 01                    3200
LEAP WIRELESS INTERNATIONAL, I COM              521863100        3      200 SH       DEFINED 01 02                  200
LEAR CORP                      COM              521865105      504    11800 SH       DEFINED 01       04          11800
LEARNING CO, INC (THE)         COM              522008101      144     4980 SH       DEFINED 01 02 03 04           4980
LEARNING TREE INTERNATIONAL, I COM              522015106       10     1000 SH       DEFINED 01 02                 1000
LEASING SOLUTIONS, INC         COM              522113109        2      900 SH       DEFINED 01                     900
LEE ENTERPRISES, INC           COM              523768109      305    10500 SH       DEFINED 01 02 03 04          10500
LEGATO SYSTEMS, INC            COM              524651106       83     1600 SH       DEFINED 01 02 03              1600
LEHMAN BROTHERS HOLDINGS, INC  COM              524908100     1105    18500 SH       DEFINED 01 02    04          18500
LENNAR CORP                    COM              526057104       36     1600 SH       DEFINED    02    04           1600
LEUCADIA NATIONAL CORP         COM              527288104      212     7000 SH       DEFINED 01       04           7000
LEVEL 3 COMMUNICATIONS, INC    COM              52729N100     2053    28200 SH       DEFINED 01 02 03 04          28200
LEVEL ONE COMMUNICATIONS, INC  COM              527295109       98     2025 SH       DEFINED 01 02                 2025
LEXINGTON CORPORATE PROPERTIES COM              529043101        8      700 SH       DEFINED 01                     700
LEXMARK INTERNATIONAL GROUP (C COM              529771107     1363    12200 SH       DEFINED 01 02 03 04          12200
LIBBEY, INC                    COM              529898108       31     1000 SH       DEFINED 01 02 03              1000
LIBERTY CORP                   COM              530370105      100     1900 SH       DEFINED 01                    1900
LIBERTY FINANCIAL COS, INC     COM              530512102        9      400 SH       DEFINED 01                     400
LIBERTY PROPERTY TRUST CO      COM              531172104      120     5800 SH       DEFINED 01       04           5800
LIFE U.S.A. HOLDINGS, INC      COM              531918209       34     3200 SH       DEFINED 01                    3200
LIFECORE BIOMEDICAL, INC       COM              532187101        9     1000 SH       DEFINED 01                    1000
LIGAND PHARMACEUTICALS CO (CLA COM              53220K207        8     1000 SH       DEFINED    02                 1000
LILLY (ELI) & CO               COM              532457108     9183   108192 SH       DEFINED 01 02 03 04         108192
LILLY INDUSTRIES, INC (CLASS A COM              532491107       59     3800 SH       DEFINED 01    03              3800
LIMITED, INC                   COM              532716107       59     1500 SH       DEFINED 01       04           1500
LINCARE HOLDINGS, INC          COM              532791100      290    10300 SH       DEFINED 01 02 03 04          10300
LINCOLN ELECTRIC HOLDINGS CO   COM              533900106      114     6100 SH       DEFINED 01                    6100
LINCOLN NATIONAL CORP          COM              534187109     1483    15000 SH       DEFINED 01 02    04          15000
LINDSAY MANUFACTURING CO       COM              535555106       32     1600 SH       DEFINED 01                    1600
LINEAR TECHNOLOGY CO           COM              535678106      882    17200 SH       DEFINED 01 02 03 04          17200
LINENS 'N THINGS, INC          COM              535679104      381     8400 SH       DEFINED 01 02 03 04           8400
LIPOSOME CO, INC               COM              536310105      120     8900 SH       DEFINED 01 02 03              8900
LITTON INDUSTRIES, INC         COM              538021106      236     4100 SH       DEFINED 01       04           4100
LIZ CLAIBORNE, INC             COM              539320101       55     1700 SH       DEFINED 01 02                 1700
LO-JACK CORP                   COM              539451104        9     1200 SH       DEFINED 01 02                 1200
LOCAL FINANCIAL CORP           COM              539553107       19     2000 SH       DEFINED 01                    2000
LOCKHEED MARTIN CORP           COM              539830109      776    20592 SH       DEFINED 01 02    04          20592
LODGIAN, INC                   COM              54021P106       20     4600 SH       DEFINED 01                    4600
LOEWS CORP                     COM              540424108      388     5200 SH       DEFINED 01 02    04           5200
LONE STAR STEAKHOUSE & SALOON, COM              542307103       65     6300 SH       DEFINED 01                    6300
LONE STAR TECHNOLOGIES, INC    COM              542312103        6      500 SH       DEFINED 01                     500
LONG BEACH FINANCIAL CORP      COM              542446109       35     3600 SH       DEFINED 01                    3600
LONGS DRUG STORES CORP         COM              543162101       18      600 SH       DEFINED    02                  600
LONGVIEW FIBRE CO              COM              543213102        7      600 SH       DEFINED 01                     600
LOUIS DREYFUS NATURAL GAS CORP COM              546011107       38     2600 SH       DEFINED 01                    2600
LOUISIANA PACIFIC CORP         COM              546347105      393    21100 SH       DEFINED 01 02    04          21100
LOWE'S COS, INC                COM              548661107     6310   104300 SH       DEFINED 01 02 03 04         104300
LUBRIZOL CORP                  COM              549271104        7      300 SH       DEFINED          04            300
LUBY'S, INC                    COM              549282101       66     3900 SH       DEFINED 01                    3900
LUCENT TECHNOLOGIES, INC       COM              549463107    20832   193336 SH       DEFINED 01 02 03 04         193336
LYCOS, INC                     COM              550818108      422     4900 SH       DEFINED 01 02 03 04           4900
LYDALL, INC                    COM              550819106        4      500 SH       DEFINED 01                     500
LYONDELL CHEMICAL CO           COM              552078107     1976   144400 SH       DEFINED    02               144400
M & T BANK CORP                COM              55261F104       47       98 SH       DEFINED 01                      98
MAF BANCORP, INC               COM              55261R108        2       75 SH       DEFINED 01                      75
MBIA, INC                      COM              55262C100       55      941 SH       DEFINED 01 02    04            941
MBNA CORP                      COM              55262L100     2882   120705 SH       DEFINED 01 02 03 04         120705
MCN ENERGY GROUP, INC          COM              55267J100      188    11700 SH       DEFINED 01       04          11700
MCI WORLDCOM, INC              COM              55268B106    45114   509399 SH       DEFINED 01 02 03 04         509399
MEMC ELECTRONIC MATERIALS, INC COM              552715104       16     2900 SH       DEFINED 01                    2900
MGIC INVESTMENT CORP           COM              552848103     1101    31400 SH       DEFINED 01 02 03 04          31400
MGM GRAND, INC                 COM              552953101       47     1400 SH       DEFINED 01                    1400
MMC NETWORKS, INC              COM              55308N102      109     6800 SH       DEFINED 01 02 03              6800
MMI COS, INC                   COM              553087107       43     2800 SH       DEFINED 01                    2800
MRV COMMUNICATIONS, INC        COM              553477100       10     1600 SH       DEFINED 01 02                 1600
MSC INDUSTRIAL DIRECT CO (CLAS COM              553530106       14      800 SH       DEFINED    02                  800
M.S. CARRIERS, INC             COM              553533100       40     1500 SH       DEFINED 01                    1500
MTI TECHNOLOGY CORP            COM              553903105       24     4400 SH       DEFINED 01                    4400
MACDERMID, INC                 COM              554273102      112     3300 SH       DEFINED 01 02                 3300
MACERICH CO (THE)              COM              554382101       39     1700 SH       DEFINED    02    04           1700
MACK-CALI REALTY CORP          COM              554489104        6      200 SH       DEFINED          04            200
MACROCHEM CORP (DELAWARE)      COM              555903103       30     3200 SH       DEFINED 01    03              3200
MACROMEDIA, INC                COM              556100105       41      900 SH       DEFINED 01    03               900
MAGELLAN HEALTH SERVICES, INC  COM              559079108        2      400 SH       DEFINED    02                  400
MAIL-WELL, INC                 COM              560321200      120     9000 SH       DEFINED 01 02                 9000
MALLINCKRODT, INC              COM              561232109      426    16000 SH       DEFINED 01 02    04          16000
MANITOWOC, INC                 COM              563571108      107     2550 SH       DEFINED 01 02                 2550
MANPOWER, INC                  COM              56418H100      241    10300 SH       DEFINED 01 02 03 04          10300
MAPICS, INC                    COM              564910107       12     1500 SH       DEFINED 01 02 03              1500
MANUGISTICS GROUP, INC         COM              565011103       12     1800 SH       DEFINED 01 02                 1800
MARCUS CORP                    COM              566330106       14     1200 SH       DEFINED 01                    1200
MARINE TRANSPORT CORP          COM              567912100        3      950 SH       DEFINED 01                     950
MARINE DRILLING CO, INC        COM              568240204       26     2400 SH       DEFINED    02                 2400
MARINER POST-ACUTE NETWORK, IN COM              568459101        7     3100 SH       DEFINED 01 02                 3100
MARK IV INDUSTRIES, INC        COM              570387100       39     3000 SH       DEFINED 01       04           3000
MARSH & MCLENNAN COS, INC      COM              571748102     1673    22550 SH       DEFINED 01 02    04          22550
MARSHALL & ILSLEY CORP         COM              571834100      197     3559 SH       DEFINED 01                    3559
MARRIOTT INTERNATIONAL (CLASS  COM              571903202      407    12100 SH       DEFINED 01 02                12100
MARTIN MARIETTA MATERIALS, INC COM              573284106      308     5400 SH       DEFINED 01       04           5400
MASCO CORP                     COM              574599106     1480    52400 SH       DEFINED 01 02 03 04          52400
MASCOTECH, INC                 COM              574670105      113     7300 SH       DEFINED 01 02 03              7300
MASTECH CORP                   COM              57632N105       57     4400 SH       DEFINED 01    03              4400
MASTEC, INC                    COM              576323109        7      300 SH       DEFINED    02                  300
MATRIX PHARMACEUTICALS, INC    COM              576844104       11     5300 SH       DEFINED 01                    5300
MATTEL, INC                    COM              577081102      472    18993 SH       DEFINED 01 02 03 04          18993
MATTHEWS INTERNATIONAL CORP (C COM              577128101        5      200 SH       DEFINED 01                     200
MAXIM INTEGRATED PRODUCTS      COM              57772K101       49      900 SH       DEFINED 01                     900
MAXXIM MEDICAL, INC            COM              57777G105       42     2200 SH       DEFINED 01                    2200
MAY DEPARTMENT STORES CO       COM              577778103     1191    30450 SH       DEFINED 01 02    04          30450
MAXICARE HEALTH PLANS, INC     COM              577904204        8     1600 SH       DEFINED 01                    1600
MAXXAM, INC                    COM              577913106       35      700 SH       DEFINED 01       04            700
MAVERICK TUBE CORP             COM              577914104        1      200 SH       DEFINED    02                  200
MAXIMUS, INC                   COM              577933104       41     1400 SH       DEFINED 01                    1400
MAYTAG CO                      COM              578592107      670    11100 SH       DEFINED 01 02 03 04          11100
MCCORMICK & CO, INC (NON-VOTE) COM              579780206      122     4200 SH       DEFINED 01                    4200
MCDERMOTT INTERNATIONAL, INC   COM              580037109       10      400 SH       DEFINED    02                  400
MCDONALD'S CORP                COM              580135101     7251   160028 SH       DEFINED 01 02 03 04         160028
MCGRATH RENTCORP               COM              580589109       15      800 SH       DEFINED 01    03               800
MCGRAW HILL COS, INC           COM              580645109      638    11700 SH       DEFINED 01 02    04          11700
MCKESSON HBOC, INC             COM              58155Q103    11851   179556 SH       DEFINED 01 02 03 04         179556
MCLEODUSA, INC (CLASS A)       COM              582266102       46     1100 SH       DEFINED 01    03 04           1100
MCMORAN EXPLORATION CO         COM              582411104        4      263 SH       DEFINED 01                     263
MCWHORTER TECHNOLOGIES, INC    COM              582803102       10      700 SH       DEFINED 01                     700
MEAD CORP                      COM              582834107       77     2500 SH       DEFINED    02                 2500
MEDAPHIS CORP                  COM              584028104        8     3200 SH       DEFINED 01                    3200
MEDIA ONE GROUP, INC           COM              58440J104     3277    51600 SH       DEFINED 01 02 03 04          51600
MEDIA GENERAL, INC (CLASS A)   COM              584404107      225     4838 SH       DEFINED 01 02                 4838
MEDICIS PHARMACEUTICAL CORP (C COM              584690309       53     1750 SH       DEFINED 01 02 03              1750
MEDIMMUNE, INC                 COM              584699102      692    11700 SH       DEFINED 01 02 03 04          11700
MEDQUIST, INC                  COM              584949101       42     1400 SH       DEFINED    02 03 04           1400
MEDITRUST CORP PAIRED          COM              58501T306       37     2999 SH       DEFINED 01 02 03              2999
MEDPARTNERS, INC               COM              58503X107      201    42400 SH       DEFINED 01 02 03 04          42400
MEDTRONIC, INC                 COM              585055106     4568    63661 SH       DEFINED 01 02 03 04          63661
MELLON BANK CORP               COM              585509102     1161    16500 SH       DEFINED 01 02    04          16500
MENS WAREHOUSE, INC            COM              587118100       33     1150 SH       DEFINED 01 02                 1150
MENTOR GRAPHICS CORP           COM              587200106       39     2900 SH       DEFINED 01                    2900
MERANT PLC-ADR                 ADR              587336108       10      990 SH       DEFINED 01 02                  990
MERCANTILE BANCORP, INC        COM              587342106      441     9291 SH       DEFINED 01 02    04           9291
MERCANTILE BANKSHARES CORP     COM              587405101       35      955 SH       DEFINED 01       04            955
MERCHANTS NEW YORK BANCORP, IN COM              589167105       10      300 SH       DEFINED 01                     300
MERCK & CO, INC                COM              589331107    31043   387126 SH       DEFINED 01 02 03 04         387126
MERCURY INTERACTIVE CORP       COM              589405109      192     5400 SH       DEFINED 01    03              5400
MEREDITH CORP                  COM              589433101      481    15300 SH       DEFINED 01 02 03             15300
MERISTAR HOSPITALITY CORP      COM              58984Y103      182    10000 SH       DEFINED 01 02 03 04          10000
MERISEL, INC                   COM              589849108        2     1600 SH       DEFINED 01                    1600
MERISTAR HOTELS & RESORTS, INC COM              589988104        6     2200 SH       DEFINED 01 02                 2200
MERITOR AUTOMOTIVE, INC        COM              59000G100       83     5366 SH       DEFINED 01 02    04           5366
MERRILL CORP                   COM              590175105       35     2600 SH       DEFINED 01 02                 2600
MERRILL LYNCH & CO, INC        COM              590188108     1946    22000 SH       DEFINED 01 02    04          22000
MERRY LAND PROPERTIES, INC     COM              590441101        2      285 SH       DEFINED 01                     285
MESA AIR GROUP, INC            COM              590479101        3      400 SH       DEFINED 01                     400
META GROUP, INC                COM              591002100       20     1300 SH       DEFINED 01                    1300
METAMOR WORLDWIDE, INC         COM              59133P100       95     6750 SH       DEFINED 01 02 03 04           6750
METRIS COS, INC                COM              591598107      178     4419 SH       DEFINED 01 02 03              4419
METRO-GOLDWYN-MAYER, INC       COM              591610100        7      500 SH       DEFINED 01                     500
METRO INFORMATION SERVICES, IN COM              59162P104       22     1200 SH       DEFINED 01    03              1200
METROCALL, INC                 COM              591647102        9     3000 SH       DEFINED 01                    3000
METROMEDIA INTERNATIONAL GROUP COM              591695101       40     8200 SH       DEFINED 01                    8200
METTLER-TOLEDO INTERNATIONAL,  COM              592688105      218     8800 SH       DEFINED 01 02    04           8800
METZLER GROUP, INC             COM              592903108      132     4200 SH       DEFINED 01 02 03 04           4200
FRED MEYER, INC                COM              592907109      489     8304 SH       DEFINED 01 02    04           8304
MICHAEL FOODS, INC             COM              594079105        2      100 SH       DEFINED       03               100
MICHAELS STORES, INC           COM              594087108       86     3500 SH       DEFINED 01 02                 3500
MICREL, INC                    COM              594793101       15      300 SH       DEFINED    02                  300
MICROS SYSTEMS, INC            COM              594901100      102     3100 SH       DEFINED 01 02                 3100
MICROSOFT CORP                 COM              594918104    58933   657546 SH       DEFINED 01 02 03 04         657546
MICROAGE, INC                  COM              594928103        4      800 SH       DEFINED 01                     800
MICRO WAREHOUSE, INC           COM              59501B105        3      200 SH       DEFINED 01                     200
MICROCHIP TECHNOLOGY, INC      COM              595017104       87     2525 SH       DEFINED 01 02    04           2525
MICRON TECHNOLOGY, INC         COM              595112103      830    17200 SH       DEFINED 01 02    04          17200
MID ATLANTIC MEDICAL SERVICES, COM              59523C107       11     1100 SH       DEFINED    02                 1100
MIDAMERICAN ENERGY HOLDINGS CO COM              59562V107       14      500 SH       DEFINED       03 04            500
MIDAS, INC                     COM              595626102       10      299 SH       DEFINED 01 02                  299
MID-AMERICA BANCORP            COM              595915109       29     1200 SH       DEFINED 01                    1200
MIDWAY GAMES, INC              COM              598148104        1      100 SH       DEFINED    02                  100
MILACRON, INC                  COM              598709103       14      900 SH       DEFINED    02    04            900
MILLENNIUM PHARMACEUTICALS, IN COM              599902103      175     5600 SH       DEFINED 01 02 03              5600
MILLENNIUM CHEMICAL, INC       COM              599903101        8      400 SH       DEFINED          04            400
MILLER (HERMAN), INC           COM              600544100      126     6900 SH       DEFINED 01 02 03 04           6900
MILLIPORE CORP                 COM              601073109       41     1700 SH       DEFINED 01 02                 1700
MILLS CORP                     COM              601148109        4      200 SH       DEFINED 01                     200
MINDSPRING ENTERPRISES, INC    COM              602683104      155     1800 SH       DEFINED 01 02    04           1800
MINE SAFETY APPLIANCE CO       COM              602720104       12      200 SH       DEFINED 01                     200
MINIMED, INC                   COM              60365K108      122     1200 SH       DEFINED 01 02                 1200
MINNESOTA MINING & MANUFACTURI COM              604059105     2469    34900 SH       DEFINED 01 02 03 04          34900
MIRAVANT MEDICAL TECHNOLOGY    COM              604690107        7     1000 SH       DEFINED 01                    1000
MISSISSIPPI CHEMICAL CORP      COM              605288208       20     2100 SH       DEFINED 01                    2100
MOBIL CORP                     COM              607059102     8056    91544 SH       DEFINED 01 02    04          91544
MODIS PROFESSIONAL SERVICES    COM              607830106      146    16083 SH       DEFINED 01 02 03             16083
MOHAWK INDUSTRIES, INC         COM              608190104      183     6100 SH       DEFINED 01       04           6100
MOLEX, INC                     COM              608554101      127     4337 SH       DEFINED 01 02 03              4337
MOMENTUM BUSINESS APPLICANTS,  COM              60877P108        0       36 SH       DEFINED 01 02 03                36
ROBERT MONDAVI CORP (CLASS A)  COM              609200100       11      300 SH       DEFINED 01                     300
MONSANTO CO                    COM              611662107     3183    69300 SH       DEFINED 01 02 03 04          69300
MOOG, INC (CLASS A)            COM              615394202       37     1200 SH       DEFINED 01                    1200
MOORE CORP LTD (U.S.)          COM              615785102        6      600 SH       DEFINED    02                  600
MORGAN (J.P.) & CO, INC        COM              616880100     1986    16100 SH       DEFINED 01 02    04          16100
MORGAN STANLEY, DEAN WITTER, & COM              617446448     6280    62835 SH       DEFINED 01 02    04          62835
MORRISON HEALTH CARE, INC      COM              61841L108        1       66 SH       DEFINED 01                      66
MORRSION KNUDSEN CORP          COM              61844A109       56     5600 SH       DEFINED 01                    5600
MORTON INTERNATIONAL, INC      COM              619335102      143     3900 SH       DEFINED    02    04           3900
MOTIVEPOWER INDUSTRIES, INC    COM              61980K101        3      100 SH       DEFINED 01                     100
MOTOROLA, INC                  COM              620076109     6695    91400 SH       DEFINED 01 02 03 04          91400
MOVADO GROUP, INC              COM              624580106       23      900 SH       DEFINED 01                     900
MUELLER INDUSTRIES, INC        COM              624756102      136     6100 SH       DEFINED 01       04           6100
MURPHY OIL CORP                COM              626717102       17      400 SH       DEFINED 01       04            400
MUSICLAND STORES CORP          COM              62758B109       83     9400 SH       DEFINED 01 02 03              9400
MYERS INDUSTRIES, INC          COM              628464109       65     3100 SH       DEFINED 01                    3100
MYLAN LABORATORIES, INC        COM              628530107      439    16000 SH       DEFINED 01 02 03 04          16000
NABI, INC                      COM              628716102        6     1800 SH       DEFINED 01                    1800
NBTY, INC                      COM              628782104        6     1200 SH       DEFINED    02                 1200
NCH CORP                       COM              628850109       10      200 SH       DEFINED 01                     200
NCI BUILDING SYSTEMS, INC      COM              628852105       61     2600 SH       DEFINED 01                    2600
NCO GROUP, INC                 COM              628858102       52     1400 SH       DEFINED 01                    1400
NCS HEALTHCARE, INC (CLASS A)  COM              628874109       29     2400 SH       DEFINED 01                    2400
NS GROUP, INC                  COM              628916108       18     3300 SH       DEFINED 01                    3300
NFO WORLDWIDE, INC             COM              62910N108       40     4000 SH       DEFINED 01 02                 4000
NPC INTERNATIONAL, INC         COM              629360306       30     1900 SH       DEFINED 01 02 03              1900
NTL, INC                       COM              629407107      724     8900 SH       DEFINED 01 02 03 04           8900
NUI CORP                       COM              629430109       47     2200 SH       DEFINED 01                    2200
NVR, INC                       COM              62944T105       63     1500 SH       DEFINED 01                    1500
NACCO INDUSTRIES, INC (CLASS A COM              629579103       96     1300 SH       DEFINED 01 02    04           1300
NALCO CHEMICAL CORP            COM              629853102      236     8900 SH       DEFINED 01 02    04           8900
NATIONAL BANCORP OF ALASKA, IN COM              632587101       65     2300 SH       DEFINED 01    03              2300
NATIONAL CITY CORP             COM              635405103     2292    34526 SH       DEFINED 01 02    04          34526
NATIONAL COMMERCE BANCORP      COM              635449101        2      100 SH       DEFINED       03               100
NATIONAL COMPUTER SYSTEMS, INC COM              635519101       81     3300 SH       DEFINED 01                    3300
NATIONAL DATA CORP             COM              635621105      336     8000 SH       DEFINED 01 02 03 04           8000
NATIONAL FUEL GAS CO           COM              636180101      271     6900 SH       DEFINED 01       04           6900
NATIONAL GOLF PROPERTIES, INC  COM              63623G109       42     1900 SH       DEFINED 01                    1900
NATIONAL HEALTH INVESTORS, INC COM              63633D104       82     3800 SH       DEFINED 01                    3800
NATIONAL INSTRUMENTS CORP      COM              636518102        1       50 SH       DEFINED 01                      50
NATIONAL-OILWELL, INC          COM              637071101       17     1500 SH       DEFINED    02                 1500
NATIONAL PRESTO INDUSTRIES, IN COM              637215104       39     1100 SH       DEFINED 01                    1100
NATIONAL R.V. HOLDINGS, INC    COM              637277104       38     1700 SH       DEFINED 01                    1700
NATIONAL SEMICONDUCTOR CORP    COM              637640103       24     2600 SH       DEFINED    02 03 04           2600
NATIONAL SERVICE INDUSTRIES, I COM              637657107      269     7900 SH       DEFINED 01 02    04           7900
NATIONAL STEEL CORP (CLASS B)  COM              637844309        5      600 SH       DEFINED 01                     600
NATIONWIDE FINANCIAL SVCS, INC COM              638612101      164     3900 SH       DEFINED 01                    3900
NATURAL MICROSYSTEMS CORP      COM              638882100        1      300 SH       DEFINED    02                  300
NATURE'S SUNSHINE PRODUCTS, IN COM              639027101       32     2900 SH       DEFINED 01 02                 2900
NAUTICA ENTERPRISES, INC       COM              639089101       20     1800 SH       DEFINED    02                 1800
NAVISTAR INTERNATIONAL CORP    COM              63934E108      358     8900 SH       DEFINED 01 02    04           8900
NAVIGANT INTERNATIONAL, INC    COM              63935R108        3      625 SH       DEFINED 01 02                  625
NEIMAN-MARCUS GROUP, INC       COM              640204103      181     8000 SH       DEFINED 01 02 03              8000
NEOMAGIC CORP                  COM              640497103       11     1100 SH       DEFINED    02                 1100
NEOPATH, INC                   COM              640517108        4      900 SH       DEFINED    02                  900
NEOPROBE CORP                  COM              640518106        1     1000 SH       DEFINED 01                    1000
NETWORKS ASSOCIATES, INC       COM              640938106     1292    42099 SH       DEFINED 01 02 03 04          42099
NETWORK APPLIANCE, INC         COM              64120L104      182     3600 SH       DEFINED 01    03              3600
NETWORK SOLUTIONS, INC (CLASS  COM              64121Q102       74      700 SH       DEFINED 01 02                  700
NEUROGEN CORP                  COM              64124E106       17     1600 SH       DEFINED 01                    1600
NEUROMEDICAL SYSTEMS, INC      COM              64124H109        2    17000 SH       DEFINED 01                   17000
NEVADA POWER CO                COM              641423108       10      400 SH       DEFINED 01       04            400
NEW CENTURY ENERGIES, INC      COM              64352U103      807    23685 SH       DEFINED 01 02    04          23685
NEW PLAN EXCEL REALTY TRUST    COM              648053106       11      593 SH       DEFINED 01       04            593
NEW YORK TIMES CO (CLASS A)    COM              650111107      251     8800 SH       DEFINED 01 02                 8800
NEWBRIDGE NETWORKS CORP        COM              650901101     1291    41650 SH       DEFINED    02                41650
NEWELL RUBBERMAID, INC         COM              651229106      380     7990 SH       DEFINED 01 02    04           7990
NEWFIELD EXPLORATION CO        COM              651290108        9      400 SH       DEFINED 01                     400
NEWMONT MINING CORP            COM              651639106       70     4000 SH       DEFINED 01 02    04           4000
NEWPARK RESOURCES, INC         COM              651718504        6      800 SH       DEFINED 01 02                  800
NEWS CORP LTD PFD ADR          ADR              652487802        2       82 SH       DEFINED 01                      82
NEXTEL COMMUNICATIONS, INC (CL COM              65332V103      762    20800 SH       DEFINED 01 02    04          20800
NEXSTAR PHARMACEUTICALS, INC   COM              65333B106       12      700 SH       DEFINED    02                  700
NEXTLINK COMMUNICATIONS, INC   COM              65333H707      157     2800 SH       DEFINED    02    04           2800
NIAGARA MOHWAK HOLDINGS, INC   COM              653520106      181    13454 SH       DEFINED 01 02                13454
NIELSEN MEDIA RESEARCH         COM              653929307      108     4366 SH       DEFINED    02    04           4366
NICOR, INC                     COM              654086107      316     8800 SH       DEFINED 01 02    04           8800
NIKE, INC (CLASS B)            COM              654106103     1465    25400 SH       DEFINED 01 02 03 04          25400
NINE WEST GROUP, INC           COM              65440D102       35     1400 SH       DEFINED 01                    1400
99 CENTS ONLY STORES           COM              65440K106        5      125 SH       DEFINED    02                  125
NOBLE AFFILIATES, INC          COM              654894104       15      500 SH       DEFINED 01                     500
NOKIA OYJ (ADR)                ADR              654902204     5032    32311 SH       DEFINED    02 03             32311
NOBLE DRILLING CORP            COM              655042109      177    10200 SH       DEFINED 01 02 03 04          10200
NORDSON CORP                   COM              655663102        6      100 SH       DEFINED 01                     100
NORDSTROM, INC                 COM              655664100       53     1300 SH       DEFINED    02    04           1300
NORFOLK SOUTHERN CORP          COM              655844108      417    15800 SH       DEFINED 01 02    04          15800
NORRELL CORP                   COM              656301108       17     1300 SH       DEFINED 01 02                 1300
NORTEK, INC                    COM              656559101        7      300 SH       DEFINED 01                     300
NORTH FORK BANCORP, INC        COM              659424105      563    26648 SH       DEFINED 01    03 04          26648
NORTH PITTSBURGH SYSTEMS, INC  COM              661562108       14     1000 SH       DEFINED 01                    1000
NORTHERN STATES POWER CO       COM              665772109      712    30700 SH       DEFINED 01 02    04          30700
NORTEL NETWORKS CORP (US)      COM              665815106     1264    20340 SH       DEFINED    02                20340
NORTHERN TRUST CORP            COM              665859104      409     4600 SH       DEFINED 01 02 03 04           4600
NORTHROP GRUMMAN CORP          COM              666807102      424     7077 SH       DEFINED 01 02    04           7077
NORTHWEST NATURAL GAS CO       COM              667655104        3      150 SH       DEFINED 01                     150
NORTHWESTERN CORP              COM              668074107      101     3900 SH       DEFINED 01                    3900
NOVA CORP (GEORGIA)            COM              669784100      213     8100 SH       DEFINED 01 02                 8100
NOVACARE EMPLOYEE SERVICES, IN COM              66986Q101       16     2000 SH       DEFINED 01    03              2000
NOVACARE, INC                  COM              669930109       19    10900 SH       DEFINED 01                   10900
NOVELL, INC                    COM              670006105      516    20500 SH       DEFINED 01 02 03 04          20500
NOVELLUS SYSTEMS, INC          COM              670008101      364     6600 SH       DEFINED 01 02 03 04           6600
NOVOSTE CORP                   COM              67010C100        2      100 SH       DEFINED 01                     100
NU SKIN ENTERPRISES, INC (CLAS COM              67018T105      183     8000 SH       DEFINED 01 02                 8000
NUCOR CORP                     COM              670346105      145     3300 SH       DEFINED 01 02    04           3300
NUEVO ENERGY CO                COM              670509108       38     2800 SH       DEFINED 01                    2800
OEC MEDICAL SYSTEMS, INC       COM              670828102       58     2500 SH       DEFINED 01 02                 2500
OGE ENERGY CORP                COM              670837103      282    12500 SH       DEFINED 01       04          12500
OAK INDUSTRIES, INC            COM              671400505       70     2200 SH       DEFINED 01                    2200
OAK TECHNOLOGY, INC            COM              671802106       19     6300 SH       DEFINED 01                    6300
OAKLEY, INC                    COM              673662102        3      500 SH       DEFINED    02                  500
OAKWOOD HOMES CORP             COM              674098108       13      900 SH       DEFINED    02                  900
OBJECTIVE SYSTEMS INTEGRATORS, COM              674424106        5     1600 SH       DEFINED 01                    1600
OCCIDENTAL PETROLEUM CORP      COM              674599105      583    32400 SH       DEFINED 01 02    04          32400
OCEAN ENERGY, INC (NEW)        COM              67481E106       92    13568 SH       DEFINED 01 02                13568
OCEAN FINANCIAL CORP           COM              674904107       30     2100 SH       DEFINED 01                    2100
OCEANEERING INTERNATIONAL, INC COM              675232102       57     3800 SH       DEFINED 01                    3800
OCTEL CORP                     COM              675727101        6      450 SH       DEFINED 01 02                  450
OCWEN ASSET INVESTMENT         COM              67574M106       11     3100 SH       DEFINED 01                    3100
OCULAR SCIENCES, INC           COM              675744106       52     1800 SH       DEFINED 01    03              1800
OCWEN FINANCIAL CORP           COM              675746101        2      200 SH       DEFINED    02                  200
OFFICEMAX, INC                 COM              67622M108        0       50 SH       DEFINED 01                      50
OFFICE DEPOT, INC              COM              676220106      814    22100 SH       DEFINED 01 02 03 04          22100
OFFSHORE LOGISTICS, INC        COM              676255102       43     3700 SH       DEFINED 01                    3700
OGDEN CORP                     COM              676346109        7      300 SH       DEFINED          04            300
OLD KENT FINANCIAL CORP        COM              679833103        4       91 SH       DEFINED 01                      91
OLD NATIONAL BANCORP           COM              680033107      156     3419 SH       DEFINED 01 02                 3419
OLD REPUBLIC INTERNATIONAL COR COM              680223104      445    24400 SH       DEFINED 01       04          24400
OLIN CORP                      COM              680665205        2      200 SH       DEFINED          04            200
OLSTEN CORP                    COM              681385100       43     7014 SH       DEFINED 01                    7014
OMNICARE, INC                  COM              681904108       97     5100 SH       DEFINED    02    04           5100
OMNICOM GROUP, INC             COM              681919106     1170    14633 SH       DEFINED 01 02 03 04          14633
OMEGA WORLDWIDE, INC           COM              68210B108        0       25 SH       DEFINED 01                      25
OMNIPOINT CORP                 COM              68212D102     2653   183768 SH       DEFINED    02               183768
ON ASSIGNMENT, INC             COM              682159108       18      700 SH       DEFINED 01                     700
ONE VALLEY BANCORP, INC        COM              682419106       14      393 SH       DEFINED 01       04            393
ONEOK, INC                     COM              682680103       46     1863 SH       DEFINED 01 02                 1863
OPEN MARKET, INC               COM              68370M100       58     4500 SH       DEFINED 01    03              4500
ORACLE CORP                    COM              68389X105     3527   133737 SH       DEFINED 01 02 03 04         133737
ORANGE & ROCKLAND UTILITY, INC COM              684065105      161     2800 SH       DEFINED 01                    2800
ORGANOGENESIS, INC             COM              685906109       68     5875 SH       DEFINED 01 02 03              5875
O'REILLY AUTOMOTIVE, INC       COM              686091109      134     3000 SH       DEFINED 01 02                 3000
ORION CAPITAL CORP             COM              686268103       69     2200 SH       DEFINED 01                    2200
ORTHODONTIC CENTERS OF AMERICA COM              68750P103       14      900 SH       DEFINED    02                  900
OSHKOSH B'GOSH, INC (CLASS A)  COM              688222207       37     2100 SH       DEFINED 01    03              2100
O'SULLIVAN INDUSTRIES HOLDINGS COM              688609106       32     2300 SH       DEFINED 01                    2300
OTTER TAIL POWER CO            COM              689648103       20      500 SH       DEFINED 01                     500
OUTBACK STEAKHOUSE, INC        COM              689899102       98     3000 SH       DEFINED 01 02                 3000
OUTDOOR SYSTEMS, INC           COM              690057104       30     1000 SH       DEFINED    02 03              1000
OVERSEAS SHIPHOLDING GROUP, IN COM              690368105        5      400 SH       DEFINED 01                     400
OWENS CORNING CO               COM              69073F103      347    10900 SH       DEFINED 01 02    04          10900
OWENS & MINOR, INC             COM              690732102       41     4000 SH       DEFINED 01    03              4000
OWENS ILLINOIS, INC            COM              690768403      282    11295 SH       DEFINED 01 02                11295
OXFORD HEALTH PLANS, INC       COM              691471106      313    20000 SH       DEFINED 01 02 03 04          20000
P-COM, INC                     COM              693262107       66     8600 SH       DEFINED 01 02                 8600
PECO ENERGY CO                 COM              693304107      555    12000 SH       DEFINED 01 02    04          12000
PG&E CORP                      COM              69331C108      976    31429 SH       DEFINED 01 02    04          31429
PFF BANCORP, INC               COM              69331W104       40     2300 SH       DEFINED 01                    2300
PMC-SIERRA, INC                COM              69344F106      370     5200 SH       DEFINED 01 02 03 04           5200
PMI GROUP, INC                 COM              69344M101        5      100 SH       DEFINED          04            100
PNC BANK CORP                  COM              693475105     2336    42050 SH       DEFINED 01 02    04          42050
PP&L RESOURCES, INC            COM              693499105      835    33741 SH       DEFINED 01 02    04          33741
PPG INDUSTRIES, INC            COM              693506107      866    16900 SH       DEFINED 01 02    04          16900
PSS WORLD MEDICAL, INC         COM              69366A100       15     1700 SH       DEFINED    02                 1700
PACCAR, INC                    COM              693718108      630    15300 SH       DEFINED 01 02    04          15300
PACIFIC CENTURY FINANCIAL CORP COM              694058108      296    14200 SH       DEFINED 01       04          14200
PACIFIC GULF PROPERTIES, INC   COM              694396102       49     2700 SH       DEFINED 01                    2700
PACIFIC SUNWEAR CALIFORNIA, IN COM              694873100       21      600 SH       DEFINED    02                  600
PACIFICARE HEALTH SYSTEMS, INC COM              695112102       31      512 SH       DEFINED 01                     512
PACIFICARE HEALTH SYSTEMS, INC COM              695112201      474     6952 SH       DEFINED 01 02 03 04           6952
PACIFICORP                     COM              695114108       41     2400 SH       DEFINED    02    04           2400
PAGEMART WIRELESS, INC (CLASS  COM              69553J104       32     6500 SH       DEFINED 01 02 03              6500
PAGING NETWORK, INC            COM              695542100      100    21400 SH       DEFINED 01 02 03             21400
PAINE WEBBER GROUP, INC        COM              695629105      403    10100 SH       DEFINED 01       04          10100
PALL CORP                      COM              696429307       30     1800 SH       DEFINED 01 02    04           1800
PALM HARBOR HOMES, INC         COM              696639103       10      450 SH       DEFINED 01                     450
PANAMSAT CORP                  COM              697933109       68     2169 SH       DEFINED 01                    2169
PANAVISION, INC NEW            COM              69830E209        0       23 SH       DEFINED    02                   23
PAPA JOHN'S INTERNATIONAL, INC COM              698813102       44     1000 SH       DEFINED    02 03              1000
PARAMETRIC TECHNOLOGY CORP     COM              699173100       42     2110 SH       DEFINED 01 02    04           2110
PARK ELECTROCHEMICAL CORP      COM              700416209       35     1500 SH       DEFINED 01                    1500
PARK NATIONAL CORP             COM              700658107       77      800 SH       DEFINED 01                     800
PARK PLACE ENTERTAINMENT       COM              700690100      334    44100 SH       DEFINED 01 02 03 04          44100
PARKER DRILLING CO             COM              701081101       32     9000 SH       DEFINED 01                    9000
PARKER-HANNIFIN CORP           COM              701094104      139     4050 SH       DEFINED 01 02    04           4050
PARVERVISION, INC              COM              701354102        3      100 SH       DEFINED 01                     100
PARKWAY PROPERTIES, INC        COM              70159Q104       20      700 SH       DEFINED 01                     700
PARTY CITY CORP                COM              702145103        2      600 SH       DEFINED 01                     600
PATHOGENESIS CORP              COM              70321E104        7      500 SH       DEFINED    02                  500
PATRIOT AMERICAN HOSPITALITY,  COM              703352203       10     1971 SH       DEFINED 01                    1971
PATTERSON DENTAL CO            COM              703412106      231     5350 SH       DEFINED 01 02 03              5350
PATTERSON ENERGY, INC          COM              703414102        9     1700 SH       DEFINED 01 02                 1700
PAXAR CORP                     COM              704227107       11     1475 SH       DEFINED 01 02 03              1475
PAYCHEX, INC                   COM              704326107     1537    32400 SH       DEFINED 01 02 03 04          32400
PAYLESS SHOESOURCE, INC        COM              704379106      293     6300 SH       DEFINED 01    03 04           6300
PAYMENTECH, INC                COM              704384106       61     2600 SH       DEFINED 01                    2600
PEC ISRAEL ECONOMIC CORP       COM              705098101       24      800 SH       DEFINED 01                     800
PEDIATRIX MEDICAL GROUP, INC   COM              705324101       96     3400 SH       DEFINED 01 02 03 04           3400
PEGASYSTEMS, INC               COM              705573103        4      700 SH       DEFINED 01                     700
PEGASUS COMMUNICATIONS CORP    COM              705904100        6      200 SH       DEFINED 01                     200
PENN TREATY AMERICAN CORP      COM              707874103       15      600 SH       DEFINED 01                     600
PENNCORP FINANCIAL GROUP, INC  COM              708094107        2     4100 SH       DEFINED 01                    4100
PENNEY, (J.C.) CO, INC         COM              708160106      954    23545 SH       DEFINED 01 02    04          23545
PENNSYLVANIA REAL ESTATE INVES COM              709102107       34     1800 SH       DEFINED 01                    1800
PENNZENERGY CO                 COM              70931Q109       16     1500 SH       DEFINED    02    04           1500
PENNZOIL-QUAKER STATE CO       COM              709323109        7      540 SH       DEFINED 01 02    04            540
PENSKE MOTORSPORTS, INC        COM              709598106       11      300 SH       DEFINED    02                  300
PENTAIR, INC                   COM              709631105       14      400 SH       DEFINED 01       04            400
PENTON MEDIA, INC              COM              709668107       56     2500 SH       DEFINED 01                    2500
PEOPLES BANCORP, INC           COM              709909105       28     2800 SH       DEFINED 01                    2800
PEOPLES ENERGY CORP            COM              711030106      129     4000 SH       DEFINED 01 02    04           4000
PEOPLES HERITAGE FINANCIAL GRO COM              711147108      104     5768 SH       DEFINED 01                    5768
PEOPLESOFT, INC                COM              712713106        3      200 SH       DEFINED 01                     200
PEP BOYS MANNY, MOE, & JACK CO COM              713278109        0       22 SH       DEFINED    02                   22
PEPSICO, INC                   COM              713448108     5808   148200 SH       DEFINED 01 02 03 04         148200
PERCLOSE, INC                  COM              71361C107       19      600 SH       DEFINED 01                     600
PEREGRINE SYSTEMS, INC         COM              71366Q101       34     1000 SH       DEFINED 01                    1000
PERFORMANCE FOOD GROUP CO      COM              713755106       50     1900 SH       DEFINED 01                    1900
PE CORP-PE BIOSYSTEMS GROUP    COM              714041100       49      500 SH       DEFINED    02                  500
PERRIGO CO                     COM              714290103       78    10800 SH       DEFINED 01                   10800
PERSONNEL GROUP OF AMERICA, IN COM              715338109        6      800 SH       DEFINED 01                     800
PETCO ANIMAL SUPPLIES, INC     COM              716016100       37     3700 SH       DEFINED 01    03              3700
PETROFINA S.S. WTS 08/02/03                     716485123        8      600 SH       DEFINED 01                     600
PETSMART, INC                  COM              716768106       17     2100 SH       DEFINED 01 02 03              2100
PHARMACYCLICS, INC             COM              716933106       33     2000 SH       DEFINED 01                    2000
PHARMACIA & UPJOHN, INC        COM              716941109     2706    43380 SH       DEFINED 01 02    04          43380
PFIZER, INC                    COM              717081103    23201   167213 SH       DEFINED 01 02 03 04         167213
PHARMACEUTICAL PRODUCT DEVELOP COM              717124101       10      300 SH       DEFINED 01                     300
PHARMERICA, INC                COM              717135107       21     4140 SH       DEFINED 01 02                 4140
PHELPS DODGE CORP              COM              717265102      261     5300 SH       DEFINED 01 02                 5300
PHILIP MORRIS COS, INC         COM              718154107    12135   344860 SH       DEFINED 01 02 03 04         344860
PHILLIPS PETROLEUM CO          COM              718507106     1058    22400 SH       DEFINED 01 02    04          22400
PHOENIX INVESTMENT PARTNERS LT COM              719085102       23     2700 SH       DEFINED 01                    2700
PHYCOR, INC                    COM              71940F100       38     7900 SH       DEFINED 01 02                 7900
PHYSICIAN RELIANCE NETWORK, IN COM              71940G108       17     2000 SH       DEFINED 01                    2000
PHOTRONICS, INC                COM              719405102       71     3800 SH       DEFINED 01 02                 3800
PIEDMONT NATURAL GAS CO, INC   COM              720186105        3       98 SH       DEFINED 01                      98
PIER 1 IMPORTS, INC            COM              720279108      171    21000 SH       DEFINED 01 02 03 04          21000
PILLOWTEX CORP                 COM              721501104        3      200 SH       DEFINED 01                     200
PINNACLE SYSTEMS, INC          COM              723481107       41      900 SH       DEFINED 01                     900
PINNACLE WEST CAPITAL CORP     COM              723484101      244     6700 SH       DEFINED 01       04           6700
PIONEER-HI-BRED INTERNATIONAL, COM              723686101      561    14900 SH       DEFINED 01 02 03 04          14900
PIONEER NATURAL RESOURCES CO   COM              723787107      130    16800 SH       DEFINED 01       04          16800
PITNEY BOWES, INC              COM              724479100     1230    19300 SH       DEFINED 01 02 03 04          19300
PITTSTON BRINK'S GROUP CO      COM              725701106       92     3900 SH       DEFINED 01                    3900
PITTSTON BAX GROUP             COM              725701882        8     1200 SH       DEFINED 01                    1200
PITTWAY CORP (CLASS A)         COM              725790208      135     5100 SH       DEFINED 01                    5100
PIXAR, INC                     COM              725811103      122     3100 SH       DEFINED 01 02 03              3100
PLACER DOME, INC               COM              725906101       49     4400 SH       DEFINED    02                 4400
PLANET HOLLYWOOD, INC (CLASS A COM              727025108        3     2800 SH       DEFINED 01 02 03              2800
PLANTRONICS, INC               COM              727493108       88     1400 SH       DEFINED 01 02    04           1400
PLATINUM TECHNOLOGY INTERNATIO COM              72764T101      125     4900 SH       DEFINED    02    04           4900
PLAYERS INTERNATIONAL, INC     COM              727903106        0       50 SH       DEFINED 01                      50
PLAYTEX PRODUCTS, INC          COM              72813P100       11      700 SH       DEFINED 01                     700
PLEXUS CORP                    COM              729132100       92     3300 SH       DEFINED 01 02 03              3300
POLARIS INDUSTRIES, INC        COM              731068102      149     4700 SH       DEFINED 01 02    04           4700
POLAROID CORP                  COM              731095105      142     7100 SH       DEFINED 01 02    04           7100
POLICY MANAGEMENT SYSTEMS CORP COM              731108106       98     3200 SH       DEFINED 01 02    04           3200
POLYCOM, INC                   COM              73172K104       66     3500 SH       DEFINED 01 02 03              3500
POLYMER GROUP, INC             COM              731745105       37     4000 SH       DEFINED 01                    4000
POMEROY COMPUTER RESOURCES, IN COM              731822102       20     1500 SH       DEFINED 01                    1500
POOL ENERGY SERVICES CO        COM              732788104        5      300 SH       DEFINED 01                     300
POPULAR, INC                   COM              733174106      691    22394 SH       DEFINED 01       04          22394
POST PROPERTIES, INC           COM              737464107        7      200 SH       DEFINED          04            200
POTLATCH CORP                  COM              737628107        7      200 SH       DEFINED    02                  200
POTOMAC ELECTRIC POWER CO      COM              737679100      281    12100 SH       DEFINED 01       04          12100
POWERTEL, INC                  COM              73936C109       37     2600 SH       DEFINED 01                    2600
POWERWAVE TECHNOLOGIES, INC    COM              739363109       20      700 SH       DEFINED 01                     700
PRAXAIR, INC                   COM              74005P104      537    14900 SH       DEFINED 01 02 03 04          14900
PREPAID LEGAL SERVICES, INC    COM              740065107      110     4500 SH       DEFINED 01 02 03              4500
PRECISION CAST PARTS CORP      COM              740189105        4      100 SH       DEFINED 01                     100
PREMARK INTERNATIONAL, INC     COM              740459102      296     9000 SH       DEFINED 01       04           9000
PREMIER PARKS, INC             COM              740540208    12787   343268 SH       DEFINED    02 03            343268
PREMIERE TECHNOLOGIES, INC     COM              74058F102       32     2800 SH       DEFINED 01                    2800
PREMISYS COMMUNICATIONS, INC   COM              740584107       32     3700 SH       DEFINED 01 02                 3700
PRESIDENTIAL LIFE CORP         COM              740884101       68     3800 SH       DEFINED 01                    3800
PRESSTEK, INC                  COM              741113104       23     2900 SH       DEFINED 01 02                 2900
PRICE (T. ROWE) ASSOCIATES, IN COM              741477103      406    11800 SH       DEFINED 01 02 03 04          11800
PRIMEDIA, INC                  COM              74157K101       71     5100 SH       DEFINED 01    03              5100
PRIME RETAIL, INC              COM              741570105        1      100 SH       DEFINED 01                     100
PRIMEX TECHNOLOGIES, INC       COM              741597108       21     1000 SH       DEFINED 01                    1000
PRIME HOSPITALITY CORP         COM              741917108       63     6300 SH       DEFINED 01                    6300
PRIDE INTERNATIONAL, INC       COM              741932107        2      300 SH       DEFINED 01 02                  300
PRISON REALTY CORP             COM              74264N105      301    17287 SH       DEFINED 01    03 04          17287
PRIORITY HEALTHCARE CORP (CLAS COM              74264T102      127     2800 SH       DEFINED 01 02                 2800
PROCTER & GAMBLE CO            COM              742718109    18846   192428 SH       DEFINED 01 02 03 04         192428
PROGRESS SOFTWARE CORP         COM              743312100      121     3550 SH       DEFINED 01 02                 3550
PROGRESSIVE CORP               COM              743315103      402     2800 SH       DEFINED 01 02                 2800
PROJECT SOFTWARE & DEVELOPMENT COM              74339P101        5      200 SH       DEFINED 01                     200
PROLOGIS TRUST                 COM              743410102      119     5810 SH       DEFINED 01                    5810
PROMUS HOTEL CORP              COM              74342P106      308     8463 SH       DEFINED 01 02 03              8463
PROTECTIVE LIFE CORP           COM              743674103       27      700 SH       DEFINED 01       04            700
PROTEIN DESIGN LABORATORIES, I COM              74369L103        5      300 SH       DEFINED    02                  300
PROVIDENT COS, INC             COM              743862104      156     4500 SH       DEFINED    02                 4500
PROVIDENT FINANCIAL GROUP      COM              743866105      161     4200 SH       DEFINED 01                    4200
PROVINCE HEALTHCARE CO         COM              743977100       26     1400 SH       DEFINED 01                    1400
PROVIDIAN FINANCIAL CORP       COM              74406A102     2679    24350 SH       DEFINED 01 02 03 04          24350
PSINET, INC                    COM              74437C101      119     2800 SH       DEFINED 01                    2800
PUBLIC SERVICE ENTERPRISE GROU COM              744573106      817    21400 SH       DEFINED 01 02    04          21400
PUBLIC STORAGE, INC            COM              74460D109        3      100 SH       DEFINED 01                     100
PUERTO RICAN CEMENT CO, INC    COM              745075101       16      500 SH       DEFINED 01                     500
PUGET SOUND ENERGY, INC        COM              745332106      343    14878 SH       DEFINED 01       04          14878
PULTE CORP                     COM              745867101       92     4400 SH       DEFINED 01 02                 4400
QRS CORP                       COM              74726X105      113     1800 SH       DEFINED 01 02 03              1800
QLOGIC CORP                    COM              747277101       60      900 SH       DEFINED 01                     900
QUADRAMED CORP                 COM              74730W101        2      300 SH       DEFINED 01                     300
QUAKER OATS CO                 COM              747402105     1414    22600 SH       DEFINED 01 02 03 04          22600
QUALCOMM, INC                  COM              747525103     1157     9300 SH       DEFINED 01 02 03 04           9300
QUANEX CORP                    COM              747620102       36     2300 SH       DEFINED 01                    2300
QUANTUM CORP                   COM              747906105      524    29100 SH       DEFINED 01 02 03 04          29100
QUEENS COUNTY BANCORP, INC     COM              748242104        1       50 SH       DEFINED 01                      50
QUEST DIAGNOSTICS, INC         COM              74834L100       75     3362 SH       DEFINED 01                    3362
QUESTAR CORP                   COM              748356102      252    14900 SH       DEFINED 01       04          14900
QUIKSILVER, INC                COM              74838C106       97     2300 SH       DEFINED 01                    2300
QUINTILES TRANSNATIONAL CORP   COM              748767100     2498    66163 SH       DEFINED 01 02 03 04          66163
QUORUM HEALTH GROUP, INC       COM              749084109        2      150 SH       DEFINED 01                     150
R & B FALCON CORP              COM              74912E101      241    27380 SH       DEFINED 01 02 03             27380
QWEST COMMUNICATIONS INTERNATI COM              749121109       38      523 SH       DEFINED 01                     523
RCN CORP                       COM              749361101      101     3000 SH       DEFINED 01 02                 3000
RFS HOTEL INVESTORS, INC       COM              74955J108       45     3900 SH       DEFINED 01                    3900
R.H. DONNELLEY CORP            COM              74955W307       12      800 SH       DEFINED 01 02                  800
RJR NABISCO HOLDINGS CORP      COM              74960K876      933    37301 SH       DEFINED 01       04          37301
RLI CORP                       COM              749607107       32     1100 SH       DEFINED 01                    1100
RPM, INC                       COM              749685103        0       31 SH       DEFINED 01                      31
RAINFOREST CAFE, INC           COM              75086K104        0       50 SH       DEFINED 01                      50
RALSTON PURINA CO              COM              751277302     4122   154460 SH       DEFINED 01 02 03 04         154460
RANGE RESOURCES CORP           COM              75281A109        5     1500 SH       DEFINED 01                    1500
RARE HOSPITALITY INTERNATIONAL COM              753820109       10      700 SH       DEFINED 01                     700
RATIONAL SOFTWARE CORP         COM              75409P202      407    15183 SH       DEFINED 01 02 03 04          15183
RAYCHEM CORP                   COM              754603108      239    10600 SH       DEFINED 01 02 03 04          10600
RAYMOND JAMES FINANCIAL CORP   COM              754730109        7      350 SH       DEFINED 01       04            350
RAYOVAC CORP                   COM              755081106      160     5800 SH       DEFINED 01 02 03 04           5800
RAYTHEON CO (CLASS A)          COM              755111309      250     4336 SH       DEFINED 01 02                 4336
RAYTHEON CO (CLASS B)          COM              755111408     1061    18091 SH       DEFINED 01 02    04          18091
READ RITE CORP                 COM              755246105       18     2800 SH       DEFINED 01    03              2800
READERS DIGEST ASSOCIATION     COM              755267101      406    12900 SH       DEFINED 01       04          12900
REALNETWORKS, INC              COM              75605L104       86      700 SH       DEFINED 01 02                  700
RECKSON ASSOCIATES REALTY CORP COM              75621K106        6      300 SH       DEFINED          04            300
RECOTON CORP                   COM              756268108        8      600 SH       DEFINED 01                     600
RED ROOF INNS, INC             COM              757005103       72     4600 SH       DEFINED 01                    4600
REDWOOD TRUST, INC             COM              758075402        8      500 SH       DEFINED 01                     500
REEBOK INTERNATIONAL LTD       COM              758110100        6      400 SH       DEFINED    02                  400
REGENERON PHARMACEUTICALS, INC COM              75886F107       11     1700 SH       DEFINED 01                    1700
REGIS CORP                     COM              758932107      148     5550 SH       DEFINED 01 02                 5550
REGIONS FINANCIAL CORP         COM              758940100      473    13659 SH       DEFINED 01 02    04          13659
REINSURANCE GROUP OF AMERICA,  COM              759351109      284     6675 SH       DEFINED 01       04           6675
RELIANCE BANCORP, INC          COM              759451107       43     1500 SH       DEFINED 01                    1500
RELIANT ENERGY, INC            COM              75952J108      636    24413 SH       DEFINED 01 02    04          24413
RELIASTAR FINANCIAL CORP       COM              75952U103      192     4500 SH       DEFINED 01       04           4500
RELTEC CORP                    COM              759527104       35     1200 SH       DEFINED 01    03              1200
REMEC, INC                     COM              759543101        4      200 SH       DEFINED    02                  200
REMEDY CORP                    COM              759548100        7      500 SH       DEFINED    02                  500
RENAISSANCE WORLDWIDE, INC     COM              75968A109        2      400 SH       DEFINED    02                  400
RENAL CARE GROUP, INC          COM              759930100       23     1150 SH       DEFINED 01 02    04           1150
RENT-A-CENTER, INC             COM              76009N100       32     1100 SH       DEFINED 01 02                 1100
RENT WAY, INC                  COM              76009U104       67     2800 SH       DEFINED 01                    2800
REPUBLIC BANCORP, INC          COM              760282103       42     3200 SH       DEFINED 01                    3200
REPUBLIC GROUP, INC            COM              760473108       23     1500 SH       DEFINED 01                    1500
AUTONATION, INC                COM              760516104       46     3700 SH       DEFINED    02 03              3700
REPUBLIC NEW YORK CORP         COM              760719104      978    21200 SH       DEFINED 01 02    04          21200
REPUBLIC SECURITY FINANCIAL CO COM              760758102        8      900 SH       DEFINED 01                     900
RES-CARE, INC                  COM              760943100       18      800 SH       DEFINED 01 02                  800
RESMED, INC                    COM              761152107       90     3200 SH       DEFINED 01 02 03              3200
RESOURCE AMERICA, INC (CLASS A COM              761195205        3      300 SH       DEFINED 01                     300
RESPIRONICS, INC               COM              761230101       25     1900 SH       DEFINED 01 02                 1900
REVLON, INC (CLASS A)          COM              761525500       30     1500 SH       DEFINED 01 02 03              1500
REXALL SUNDOWN, INC            COM              761648104      154     8000 SH       DEFINED 01 02 03              8000
REYNOLDS & REYNOLDS CO (CLASS  COM              761695105      291    15300 SH       DEFINED 01 02 03 04          15300
REYNOLDS METALS CO             COM              761763101       24      500 SH       DEFINED    02                  500
RICHFOOD HOLDINGS, INC         COM              763408101       32     1500 SH       DEFINED 01                    1500
RICHMOND COUNTY FINANCIAL CORP COM              764556106       64     4300 SH       DEFINED 01    03              4300
RIGGS NATIONAL CORP            COM              766570105       54     3200 SH       DEFINED 01                    3200
RISK CAPITAL HOLDINGS, INC     COM              767711104       26     1700 SH       DEFINED 01                    1700
RITE AID CORP                  COM              767754104      123     4920 SH       DEFINED 01 02    04           4920
RIVIANA FOODS, INC             COM              769536103       19      800 SH       DEFINED 01                     800
ROADWAY EXPRESS, INC           COM              769742107       38     2200 SH       DEFINED 01                    2200
ROBBINS & MYERS, INC           COM              770196103       10      600 SH       DEFINED 01                     600
ROBERT HALF INTERNATIONAL, INC COM              770323103      187     5700 SH       DEFINED 01 02 03 04           5700
ROBERTS PHARMACEUTICAL CORP    COM              770491108       91     4400 SH       DEFINED 01                    4400
ROCHESTER GAS & ELECTRIC CORP  COM              771367109      169     6600 SH       DEFINED 01       04           6600
ROCKWELL INTERNATIONAL CORP    COM              773903109      505    11900 SH       DEFINED 01 02    04          11900
ROHM & HAAS CO                 COM              775371107      138     4100 SH       DEFINED 01 02    04           4100
ROHN INDUSTRIES, INC           COM              775381106        9     3900 SH       DEFINED 01                    3900
ROLLINS, INC                   COM              775711104       37     2200 SH       DEFINED 01 02                 2200
ROLLINS TRUCK LEASING CORP     COM              775741101       78     8250 SH       DEFINED 01                    8250
ROMAC INTERNATIONAL, INC       COM              775835101       19     2254 SH       DEFINED    02 03              2254
ROSLYN BANCORP, INC            COM              778162107      159     9425 SH       DEFINED 01 02    04           9425
ROSS STORES, INC               COM              778296103      473    10800 SH       DEFINED 01 02 03 04          10800
ROWAN COS, INC                 COM              779382100      110     8700 SH       DEFINED 01 02 03 04           8700
ROYAL APPLIANCE MANUFACTURING  COM              780076105        1      300 SH       DEFINED    02                  300
ROYAL DUTCH PETROLEUM CO (NY R ADR              780257804     1707    32828 SH       DEFINED    02                32828
RUBY TUESDAY, INC              COM              781182100       90     5200 SH       DEFINED 01                    5200
RURAL/METRO CORP               COM              781748108        8     1000 SH       DEFINED 01                    1000
RUSS BERRIE & CO, INC          COM              782233100       39     1500 SH       DEFINED 01                    1500
RUSSELL CORP                   COM              782352108        6      300 SH       DEFINED    02                  300
RYAN'S FAMILY STEAK HOUSES, IN COM              783519101       76     6300 SH       DEFINED 01                    6300
RYDER SYSTEM, INC              COM              783549108      381    13800 SH       DEFINED 01 02    04          13800
RYERSON TULL, INC              COM              78375P107       16     1072 SH       DEFINED 01 02                 1072
RYLAND GROUP, INC              COM              783764103       63     2500 SH       DEFINED 01                    2500
SBC COMMUNICATIONS, INC        COM              78387G103    14952   317284 SH       DEFINED 01 02 03 04         317284
SCI SYSTEMS, INC               COM              783890106        6      200 SH       DEFINED          04            200
SCM MICROSYSTEMS, INC          COM              784018103       49      800 SH       DEFINED 01                     800
SCPIE HOLDINGS, INC            COM              78402P104       57     2100 SH       DEFINED 01                    2100
SDL, INC                       COM              784076101       73      800 SH       DEFINED 01 02                  800
SEI INVESTMENT CO              COM              784117103      139     1500 SH       DEFINED 01 02 03 04           1500
SFX ENTERTAINMENT, INC (CLASS  COM              784178105     8096   125397 SH       DEFINED    02 03            125397
SLM HOLDINGS CORP              COM              78442A109      127     3050 SH       DEFINED 01 02    04           3050
SLI, INC                       COM              78442T108       54     2550 SH       DEFINED 01                    2550
SOS STAFFING SERVICES, INC     COM              78462X104        8     1000 SH       DEFINED 01                    1000
SPS TECHNOLOGIES, INC          COM              784626103       71     1800 SH       DEFINED 01                    1800
SPX CORP                       COM              784635104      281     5573 SH       DEFINED 01 02    04           5573
SPR, INC                       COM              784922106        5     1300 SH       DEFINED 01    03              1300
SABRATEK CORP                  COM              78571U108        3      200 SH       DEFINED    02                  200
SABRE GROUP HOLDINGS, INC      COM              785905100      191     4200 SH       DEFINED 01 02                 4200
SAFECO CORP                    COM              786429100       40     1000 SH       DEFINED    02    04           1000
SAFEGUARD SCIENTIFICS, INC     COM              786449108      109     1600 SH       DEFINED    02                 1600
SAFESKIN CORP                  COM              786454108       42     5600 SH       DEFINED 01 02    04           5600
SAFETY-KLEEN CORP              COM              78648R203        7      560 SH       DEFINED    02                  560
SAFEWAY, INC                   COM              786514208     5050    98408 SH       DEFINED 01 02 03 04          98408
ST. JOE COMAPNY                COM              790148100      119     4900 SH       DEFINED 01       04           4900
ST. JUDE MEDICAL, INC          COM              790849103      378    15488 SH       DEFINED 01 02    04          15488
ST. MARY LAND & EXPLORATION CO COM              792228108        9      500 SH       DEFINED 01                     500
ST. PAUL BANCORP, INC          COM              792848103        2       75 SH       DEFINED 01                      75
ST. PAUL COS, INC              COM              792860108      182     5872 SH       DEFINED 01 02    04           5872
SAKS, INC                      COM              79377W108       70     2700 SH       DEFINED 01 02    04           2700
SAMSONITE CORP                 COM              79604V105        5      873 SH       DEFINED 01 02                  873
SANDISK CORP                   COM              80004C101      113     4273 SH       DEFINED 01 02                 4273
SANDY SPRING BANCORP, INC      COM              800363103       22      800 SH       DEFINED 01                     800
SANMINA CORP                   COM              800907107      472     7400 SH       DEFINED 01 02 03 04           7400
SANGSTAT MEDICAL CORP          COM              801003104        5      400 SH       DEFINED    02                  400
SANTA FE SNYDER CORP           COM              802012104      140    19100 SH       DEFINED 01 02                19100
SAPIENT CORP                   COM              803062108        7      100 SH       DEFINED 01                     100
SARA LEE CORP                  COM              803111103     2309    93300 SH       DEFINED 01 02 03 04          93300
SAUER, INC                     COM              804137107       15     1400 SH       DEFINED 01                    1400
SAWTEK, INC                    COM              805468105       78     2300 SH       DEFINED 01    03              2300
SCANA CORP                     COM              805898103      397    18300 SH       DEFINED 01       04          18300
SCHAWK, INC (CLASS A)          COM              806373106       16     1600 SH       DEFINED 01                    1600
SCHEIN (HENRY), INC            COM              806407102      152     6000 SH       DEFINED 01 02 03              6000
SCHEIN PHARMACEUTICAL, INC     COM              806416103       10      800 SH       DEFINED       03               800
SCHERING-PLOUGH CORP           COM              806605101    11903   215198 SH       DEFINED 01 02 03 04         215198
SCHLUMBERGER LTD               COM              806857108      392     6516 SH       DEFINED 01 02                 6516
SCHOLASTIC CORP                COM              807066105       10      200 SH       DEFINED 01                     200
SCHOOL SPECIALTY, INC          COM              807863105        4      205 SH       DEFINED 01 02                  205
SCHULMAN (A.), INC             COM              808194104       83     6100 SH       DEFINED 01       04           6100
SCHWAB (CHARLES) CORP          COM              808513105     5066    52700 SH       DEFINED 01 02 03 04          52700
SCHWEITZER-MAUDUIT INTERNATION COM              808541106        4      340 SH       DEFINED 01                     340
SCIENTIFIC-ATLANTA, INC        COM              808655104      202     7400 SH       DEFINED 01 02 03              7400
SCOTSMAN INDUSTRIES, INC       COM              809340102       31     1800 SH       DEFINED 01                    1800
SCOTTS CO (CLASS A)            COM              810186106       11      300 SH       DEFINED 01                     300
SCRIPPS (E.W.) CO (CLASS A)    COM              811054204      190     4300 SH       DEFINED 01                    4300
SEAGATE TECHNOLOGY, INC        COM              811804103     1494    50548 SH       DEFINED 01 02 03 04          50548
SEAGRAMS CO LTD (U.S.)         COM              811850106      175     3500 SH       DEFINED    02                 3500
SEALED AIR CORP                COM              81211K100      751    15261 SH       DEFINED 01 02                15261
SEALED AIR CORP PFD (CLASS A)  PFD              81211K209      139     2802 SH       DEFINED 01 02                 2802
SEARS ROEBUCK & CO             COM              812387108     2341    51800 SH       DEFINED 01 02    04          51800
SEITEL, INC                    COM              816074306       59     4200 SH       DEFINED 01 02                 4200
SELECTIVE INSURANCE GROUP, INC COM              816300107       83     4700 SH       DEFINED 01                    4700
SEMTECH CORP                   COM              816850101       10      300 SH       DEFINED    02 03               300
SEMPRA ENERGY                  COM              816851109      777    40520 SH       DEFINED 01 02 03 04          40520
SENSORMATIC ELECTRONICS CORP   COM              817265101      118    12400 SH       DEFINED 01    03             12400
SEPRACOR, INC                  COM              817315104       67      600 SH       DEFINED    02                  600
SEQUENT COMPUTER SYSTEMS, INC  COM              817338106       65     7200 SH       DEFINED 01    03              7200
SEROLOGICALS CORP              COM              817523103       61     4500 SH       DEFINED 01    03              4500
SERVICE CORP INTERNATIONAL     COM              817565104       31     2200 SH       DEFINED    02    04           2200
SERVICE EXPERTS, INC           COM              817567100       12      900 SH       DEFINED 01 02                  900
SERVICE MERCHANDISE, INC       COM              817587108        0      900 SH       DEFINED 01                     900
SERVICEMASTER CO               COM              81760N109      126     6200 SH       DEFINED 01    03              6200
SHARED MEDICAL SYSTEMS CORP    COM              819486101      423     7600 SH       DEFINED 01 02 03 04           7600
SHAW GROUP, INC                COM              820280105       14     1000 SH       DEFINED 01                    1000
SHAW INDUSTRIES, INC           COM              820286102        6      300 SH       DEFINED 01                     300
SHERWIN-WILLIAMS CO            COM              824348106      602    21400 SH       DEFINED 01 02    04          21400
SHOPKO STORES, INC             COM              824911101      140     4700 SH       DEFINED 01       04           4700
SHURGARD STORAGE CENTERS, INC  COM              82567D104      129     5100 SH       DEFINED 01       04           5100
SIEBEL SYSTEMS, INC            COM              826170102      446     9392 SH       DEFINED 01 02 03 04           9392
SIERRA HEALTH SERVICES, INC    COM              826322109        6      450 SH       DEFINED 01                     450
SIERRA PACIFIC RESOURCES       COM              826425100        7      200 SH       DEFINED          04            200
SIGMA ALDRICH CORP             COM              826552101      199     6800 SH       DEFINED 01 02    04           6800
SILICON GRAPHICS, INC          COM              827056102      644    38600 SH       DEFINED 01 02    04          38600
SILICON VALLEY BANCSHARES      COM              827064106       68     3300 SH       DEFINED 01 02 03              3300
SIMPSON INDUSTRIES, INC        COM              829060102       27     2800 SH       DEFINED 01                    2800
SIMPSON MANUFACTURING CO, INC  COM              829073105       24      600 SH       DEFINED 01                     600
SITEL CORP                     COM              82980K107       14     5700 SH       DEFINED 01 02 03              5700
SIPEX CORP                     COM              829909100        3      200 SH       DEFINED    02                  200
SKY FINANCIAL GROUP, INC       COM              83080P103       46     1700 SH       DEFINED    02 03              1700
SKYLINE CORP                   COM              830830105       25      900 SH       DEFINED 01                     900
SKYTEL COMMUNICATIONS, INC     COM              83087Q104       67     4000 SH       DEFINED    02 03 04           4000
SKYWEST, INC                   COM              830879102        9      300 SH       DEFINED 01                     300
SMITH (A.O.) CORP              COM              831865209       40     2100 SH       DEFINED 01                    2100
SMITHFIELD FOODS, INC          COM              832248108      188     8300 SH       DEFINED 01 02 03 04           8300
SMUCKER, (J.M.) CO (CLASS A)   COM              832696108        4      200 SH       DEFINED 01                     200
SMURFIT-STONE CONTAINER CORP   COM              832727101     1014    52512 SH       DEFINED 01 02                52512
SNYDER COMMUNICATIONS, INC     COM              832914105      245     8800 SH       DEFINED 01 02 03 04           8800
SNAP-ON, INC                   COM              833034101      319    11000 SH       DEFINED 01 02    04          11000
SODEXHO MARRIOTT SERVICES, INC COM              833793102       10      475 SH       DEFINED    02                  475
SOFTWARE AG. SYSTEMS, INC      COM              834025108       47     5600 SH       DEFINED 01    03              5600
SOLECTRON CORP                 COM              834182107     1161    23900 SH       DEFINED 01 02 03 04          23900
SOLUTIA, INC                   COM              834376105     1200    69044 SH       DEFINED 01 02    04          69044
SONAT, INC                     COM              835415100      297     9900 SH       DEFINED 01 02 03              9900
SONIC CORP                     COM              835451105       86     3200 SH       DEFINED 01                    3200
SONOCO PRODUCTS CO             COM              835495102      502    21831 SH       DEFINED 01 02 03 04          21831
SONOSITE, INC                  COM              83568G104        0       33 SH       DEFINED 01                      33
SOUTH JERSEY INDUSTRIES, INC   COM              838518108       28     1300 SH       DEFINED 01                    1300
SOUTHDOWN, INC                 COM              841297104      162     3020 SH       DEFINED 01 02    04           3020
SOUTHERN CO                    COM              842587107      926    39700 SH       DEFINED 01 02    04          39700
SOUTHERN PERU COPPER CORP      COM              843611104        9      900 SH       DEFINED 01                     900
7-ELEVEN, INC                  COM              844436402        2     1000 SH       DEFINED 01                    1000
SOUTHTRUST CORP                COM              844730101      409    10950 SH       DEFINED 01       04          10950
SOUTHWEST AIRLINES CO          COM              844741108     1888    62401 SH       DEFINED 01 02    04          62401
SOUTHWEST BANCORP OF TEXAS, IN COM              84476R109       23     1900 SH       DEFINED 01 02 03              1900
SOUTHWEST SECURITIES GROUP, IN COM              845224104       73     2600 SH       DEFINED 01 02 03              2600
SOVEREIGN BANCORP, INC         COM              845905108        5      440 SH       DEFINED 01                     440
SOVRAN SELF STORAGE, INC       COM              84610H108       35     1500 SH       DEFINED 01                    1500
SPARTECH CORP                  COM              847220209        6      300 SH       DEFINED 01                     300
SPECIALTY EQUIPMENT COS, INC   COM              847497203        3      100 SH       DEFINED 01                     100
SPECTRIAN CORP                 COM              847608106        2      200 SH       DEFINED    02                  200
SPEEDFAM-IPEC, INC             COM              847706108        8      700 SH       DEFINED 01                     700
SPEEDWAY MOTORSPORTS, INC      COM              847788106       33      800 SH       DEFINED 01 02                  800
SPELLING ENTERTAINMENT GROUP,  COM              847807104       24     2700 SH       DEFINED 01                    2700
SPIEKER PROPERTIES, INC        COM              848497103      194     5500 SH       DEFINED 01                    5500
SPLASH TECHNOLOGY HOLDINGS, IN COM              848623104       12     1900 SH       DEFINED 01 02 03              1900
THE SPORTS AUTHORITY, INC      COM              849176102        5      750 SH       DEFINED 01                     750
SPRING INDUSTRIES, INC         COM              851783100       54     2000 SH       DEFINED 01 02                 2000
SPRINT CORP (FON GROUP)        COM              852061100     3091    31500 SH       DEFINED 01 02    04          31500
SPRINT CORP (PCS GROUP)        COM              852061506     1201    27100 SH       DEFINED 01 02 03 04          27100
SS&C TECHNOLOGIES, INC         COM              85227Q100       20     1600 SH       DEFINED 01                    1600
STAAR SURGICAL CO              COM              852312305        5      600 SH       DEFINED    02                  600
STAFF LEASING, INC             COM              852381102       40     2800 SH       DEFINED 01    03              2800
STAFFMARK, INC                 COM              852389105        9     1100 SH       DEFINED 01 02                 1100
STAGE STORES, INC              COM              85254C107        5      700 SH       DEFINED    02                  700
STANDARD MOTOR PRODUCTS, INC ( COM              853666105        6      300 SH       DEFINED 01                     300
STANDARD-PACIFIC CORP          COM              85375C101       55     4300 SH       DEFINED 01                    4300
STANDARD PRODUCTS CO           COM              853836104        8      500 SH       DEFINED 01                     500
STANDARD REGISTER, INC         COM              853887107       62     2100 SH       DEFINED 01                    2100
STANDEX INTERNATIONAL CORP     COM              854231107       37     1700 SH       DEFINED 01                    1700
STANLEY WORKS CO               COM              854616109       97     3800 SH       DEFINED 01 02                 3800
STAR TELECOMMUNICATIONS, INC   COM              854923109       13     1300 SH       DEFINED 01                    1300
STAPLES, INC                   COM              855030102     2060    62662 SH       DEFINED 01 02 03 04          62662
STARBUCKS CORP                 COM              855244109       45     1600 SH       DEFINED    02                 1600
STARRETT (L.S.) CO (CLASS A)   COM              855668109       14      500 SH       DEFINED 01                     500
STARWOOD FINANCIAL TRUST       COM              85568W104      185     3800 SH       DEFINED 01 02 03 04           3800
STATE AUTO FINANCIAL CORP      COM              855707105       24     2200 SH       DEFINED 01                    2200
STARWOOD HOTELS & RESORTS WORL COM              85590A203      578    20234 SH       DEFINED 01 02    04          20234
STATE STREET CORP              COM              857477103      748     9100 SH       DEFINED 01 02 03 04           9100
STATEN ISLAND BANCORP, INC     COM              857550107        2      100 SH       DEFINED 01                     100
STATION CASINOS, INC           COM              857689103       46     3600 SH       DEFINED 01                    3600
STEEL DYNAMICS, INC            COM              858119100       28     1700 SH       DEFINED 01 02 03              1700
STEELCASE, INC                 COM              858155203       30     2000 SH       DEFINED 01                    2000
STEIN MART, INC                COM              858375108       52     5200 SH       DEFINED 01 02                 5200
STEINWAY MUSICAL INSTRUMENTS,  COM              858495104       33     1500 SH       DEFINED 01                    1500
STEPAN CO                      COM              858586100       22     1000 SH       DEFINED 01                    1000
STERLING BANCSHARES, INC       COM              858907108        1      100 SH       DEFINED 01                     100
STERIS CORP                    COM              859152100      453    17000 SH       DEFINED 01 02 03 04          17000
STERLING BANCORP               COM              859158107       18      900 SH       DEFINED 01                     900
STERLING COMMERCE, INC         COM              859205106      188     6100 SH       DEFINED 01 02 03              6100
STERLING FINANCIAL CORP        COM              859317109       17      500 SH       DEFINED 01                     500
STERLING SOFTWARE, INC         COM              859547101      333    14000 SH       DEFINED 01 02 03 04          14000
STEWART & STEVENSON SERVICES,  COM              860342104        1      100 SH       DEFINED 01                     100
STEWART ENTERPRISES, INC (CLAS COM              860370105        8      500 SH       DEFINED 01       04            500
STEWART INFORMATION SERVICES C COM              860372101       34     1000 SH       DEFINED 01                    1000
STILLWATER MINING CO           COM              86074Q102       32     1200 SH       DEFINED    02 03 04           1200
STONE & WEBSTER, INC           COM              861572105        9      400 SH       DEFINED 01                     400
STONE ENERGY CORP              COM              861642106       10      300 SH       DEFINED    02                  300
STONERIDGE, INC                COM              86183P102       10      700 SH       DEFINED 01                     700
STORAGE TECHNOLOGY CORP        COM              862111200      365    13100 SH       DEFINED 01 02 03 04          13100
STRIDE RITE CORP               COM              863314100      107     8700 SH       DEFINED 01 02                 8700
STRUCTURAL DYNAMICS RESEARCH C COM              863555108      156     8200 SH       DEFINED 01 02 03 04           8200
STRYKER CORP                   COM              863667101      101     2000 SH       DEFINED 01    03              2000
STRUM, RUGER & CO, INC         COM              864159108       22     2200 SH       DEFINED 01 02 03              2200
SUGEN, INC                     COM              865041107       31     1600 SH       DEFINED 01                    1600
SUIZA FOODS CORP               COM              865077101      296     8800 SH       DEFINED 01 02 03 04           8800
SUMMIT BANCORP                 COM              866005101     1196    30667 SH       DEFINED 01 02    04          30667
SUMMIT PROPERTIES, INC         COM              866239106       10      600 SH       DEFINED 01                     600
SUMMIT TECHNOLOGY, INC         COM              86627E101        4      350 SH       DEFINED 01                     350
SUN MICROSYSTEMS, INC          COM              866810104     5415    43300 SH       DEFINED 01 02 03 04          43300
SUN HEALTHCARE GROUP, INC      COM              866933104        2     1700 SH       DEFINED 01                    1700
SUNBEAM CORP                   COM              867071102       57    10200 SH       DEFINED 01 02 03             10200
SUNDSTRAND CORP                COM              867323107       49      700 SH       DEFINED    02                  700
SUNGLASS HUT INTERNATIONAL, IN COM              86736F106       11     1000 SH       DEFINED    02                 1000
SUNGARD DATA SYSTEMS, INC      COM              867363103      488    12204 SH       DEFINED 01 02 03 04          12204
SUNOCO, INC                    COM              86764P109      609    16900 SH       DEFINED 01 02    04          16900
SUNTERRA CORP                  COM              86787D109       19     1900 SH       DEFINED 01                    1900
SUNRISE MEDICAL, INC           COM              867910101       10     1600 SH       DEFINED 01                    1600
SUNTRUST BANKS, INC            COM              867914103     1193    19158 SH       DEFINED 01 02    04          19158
SUNSTONE HOTEL INVESTORS, INC  COM              867933103       39     5400 SH       DEFINED 01                    5400
SUPERGEN, INC                  COM              868059106        3      300 SH       DEFINED 01                     300
SUPERIOR CONSULTANT HOLDINGS C COM              868146101       41     1200 SH       DEFINED 01                    1200
SUPERIOR INDUSTRIES INTERNATIO COM              868168105        5      200 SH       DEFINED 01                     200
SUPERIOR SERVICES, INC         COM              868316100       38     1900 SH       DEFINED 01 02                 1900
SUPERIOR TELECOM, INC          COM              868365107       36     1900 SH       DEFINED 01    03              1900
SUPERVALU, INC                 COM              868536103      509    24700 SH       DEFINED 01 02    04          24700
SUSQUEHANNA BANCSHARES, INC    COM              869099101      117     6350 SH       DEFINED 01                    6350
SWIFT TRANSPORTATION CO, INC   COM              870756103      111     4350 SH       DEFINED 01 02 03              4350
SYBASE, INC                    COM              871130100        2      200 SH       DEFINED 01                     200
SYBRON INTERNATIONAL CORP      COM              87114F106       70     2800 SH       DEFINED 01 02 03              2800
SYKES ENTERPRISES, INC         COM              871237103      120     3700 SH       DEFINED 01 02 03              3700
SYLVAN LEARNING SYSTEMS, INC   COM              871399101      183     6700 SH       DEFINED 01 02 03 04           6700
SYMANTEC CORP                  COM              871503108      222    13100 SH       DEFINED 01 02 03             13100
SYMBOL TECHNOLOGIES, INC       COM              871508107      230     5100 SH       DEFINED 01 02 03 04           5100
SYNETIC, INC                   COM              87160F109      190     3400 SH       DEFINED 01                    3400
SYNOPSYS, INC                  COM              871607107        2       30 SH       DEFINED    02                   30
SYNOVUS FINANCIAL CORP         COM              87161C105       13      650 SH       DEFINED    02 03               650
SYNTEL, INC                    COM              87162H103       13     1600 SH       DEFINED 01    03              1600
SYNTROLEUM CORP                COM              871630109       16     2600 SH       DEFINED 01                    2600
SYSCO CORP                     COM              871829107      658    25000 SH       DEFINED 01 02 03 04          25000
SYSTEMS & COMPUTER TECHNOLOGY  COM              871873105        8      800 SH       DEFINED    02                  800
TCA CABLE TV, INC              COM              872241104      261     6000 SH       DEFINED 01 02    04           6000
TCBY ENTERPRISES, INC          COM              872245105       26     4400 SH       DEFINED 01 02 03              4400
TCF FINANCIAL CORP             COM              872275102      406    15600 SH       DEFINED 01    03 04          15600
TCI SATELLITE ENTERTAINMENT (C COM              872298104        8    12380 SH       DEFINED 01                   12380
TCSI CORP                      COM              87233R106        6     3000 SH       DEFINED 01                    3000
TECO ENERGY, INC               COM              872375100      465    23400 SH       DEFINED 01       04          23400
TIG HOLDINGS, INC              COM              872469101      121     7400 SH       DEFINED 01                    7400
TJX COS, INC                   COM              872540109     1394    41000 SH       DEFINED 01 02 03 04          41000
TNP ENTERPRISES, INC           COM              872594106       49     1700 SH       DEFINED 01                    1700
TRW, INC                       COM              872649108       73     1600 SH       DEFINED    02    04           1600
TMP WORLDWIDE, INC             COM              872941109      181     2800 SH       DEFINED 01 02 03              2800
TV GUIDE, INC                  COM              87307Q109      136     3700 SH       DEFINED 01 02                 3700
TANDY CORP                     COM              875382103      523     8200 SH       DEFINED 01 02    04           8200
TECH DATA CORP                 COM              878237106        5      200 SH       DEFINED          04            200
TECHNE CORP                    COM              878377100      130     4500 SH       DEFINED 01 02                 4500
TECHNITROL, INC                COM              878555101       21      900 SH       DEFINED    02 03               900
TECHNOLOGY SOLUTIONS CO        COM              87872T108       17     2425 SH       DEFINED 01 02                 2425
TECUMSEH PRODUCTS CO (CLASS A) COM              878895200      163     3200 SH       DEFINED 01       04           3200
TEJON RANCH CO                 COM              879080109        8      500 SH       DEFINED 01                     500
TEKELEC                        COM              879101103        6      800 SH       DEFINED    02                  800
TEKTRONIX, INC                 COM              879131100      179     7100 SH       DEFINED 01 02 03 04           7100
TALK.COM, INC                  COM              879176105       40     3800 SH       DEFINED 01    03              3800
TELEFLEX, INC                  COM              879369106      184     5400 SH       DEFINED 01       04           5400
TELEPHONE & DATA SYSTEMS, INC  COM              879433100        4       78 SH       DEFINED 01                      78
TELLABS, INC                   COM              879664100     3022    30916 SH       DEFINED 01 02 03 04          30916
TEMPLE-INLAND, INC             COM              879868107      257     4100 SH       DEFINED 01 02    04           4100
TENET HEALTHCARE CORP          COM              88033G100     1880    99263 SH       DEFINED 01 02 03 04          99263
TENNANT CO                     COM              880345103       69     2000 SH       DEFINED 01 02                 2000
TENNECO, INC                   COM              88037E101      869    31100 SH       DEFINED 01 02    04          31100
TERADYNE, INC                  COM              880770102      213     3900 SH       DEFINED 01       04           3900
TEREX CORP                     COM              880779103       72     3000 SH       DEFINED 01                    3000
TERRA INDUSTRIES, INC          COM              880915103        9     1900 SH       DEFINED 01                    1900
TETRA TECH, INC                COM              88162G103        2       75 SH       DEFINED 01                      75
TEXACO, INC                    COM              881694103     4904    86413 SH       DEFINED 01 02    04          86413
TEXAS INSTRUMENTS, INC         COM              882508104     4476    45100 SH       DEFINED 01 02 03 04          45100
TEXAS REGIONAL BANCSHRS, INC ( COM              882673106       68     2500 SH       DEFINED 01                    2500
TEXAS UTILITIES CO             COM              882848104      737    17691 SH       DEFINED 01 02    04          17691
TEXTRON, INC                   COM              883203101      797    10300 SH       DEFINED 01 02    04          10300
THERAGENICS CORP               COM              883375107       11     1600 SH       DEFINED 01 02 03              1600
THERMO BIOANALYSIS CORP        COM              88355H108       18     1000 SH       DEFINED 01                    1000
THERMO CARDIOSYSTEMS, INC      COM              88355K200        6      800 SH       DEFINED 01 02                  800
THERMO ELECTRON CORP           COM              883556102       20     1475 SH       DEFINED 01 02 03              1475
THERMO INSTRUMENT SYSTEMS, INC COM              883559106        0       25 SH       DEFINED 01                      25
THERMOLASE CORP                COM              883624108        5     1600 SH       DEFINED 01 02                 1600
THERMOQUEST CORP               COM              883655102       13     1100 SH       DEFINED 01                    1100
THERMOTREX CORP                COM              883666109        7     1200 SH       DEFINED 01                    1200
THERMEDICS, INC                COM              883901100        5      700 SH       DEFINED 01                     700
THOMAS & BETTS CORP            COM              884315102      443    11799 SH       DEFINED 01 02 03 04          11799
THOMAS INDUSTRIES, INC         COM              884425109        9      500 SH       DEFINED 01                     500
THOR INDUSTRIES, INC           COM              885160101       27     1200 SH       DEFINED 01                    1200
THORNBURG MORTGAGE ASSET CORP  COM              885218107       32     3700 SH       DEFINED 01                    3700
3DFX INTERACTIVE, INC          COM              88553X103       31     2500 SH       DEFINED 01                    2500
3COM CORP                      COM              885535104     2425   104042 SH       DEFINED 01 02 03 04         104042
TIDEWATER, INC                 COM              886423102      292    11300 SH       DEFINED 01 02 03 04          11300
TIFFANY & CO                   COM              886547108      247     3300 SH       DEFINED 01       04           3300
TIMBERLAND CO                  COM              887100105       57      900 SH       DEFINED 01 02                  900
TIME WARNER, INC               COM              887315109     7981   112313 SH       DEFINED 01 02 03 04         112313
TIMES MIRROR CO SERIES A       COM              887364107      157     2900 SH       DEFINED    02                 2900
TIMKEN CO                      COM              887389104      158     9729 SH       DEFINED 01 02    04           9729
TITAN EXPLORATION, INC         COM              888289105       22     4300 SH       DEFINED 01                    4300
TITANIUM METALS CORP           COM              888339108       20     3500 SH       DEFINED 01                    3500
TOOTSIE ROLL INDUSTRIES, INC   COM              890516107      315     6847 SH       DEFINED 01 02 03 04           6847
TORCHMARK CORP                 COM              891027104      481    15200 SH       DEFINED 01 02    04          15200
TOSCO CORP                     COM              891490302      664    26748 SH       DEFINED 01       04          26748
TOTAL RENAL CARE HOLDINGS, INC COM              89151A107       21     1901 SH       DEFINED    02                 1901
TOWER AUTOMOTIVE, INC          COM              891707101      147     7900 SH       DEFINED 01    03 04           7900
TOTAL SYSTEM SERVICES, INC     COM              891906109        8      400 SH       DEFINED    02                  400
TOWN & COUNTRY TRUST           COM              892081100       50     3300 SH       DEFINED 01 02                 3300
TOYS "R" US, INC               COM              892335100      882    46887 SH       DEFINED 01 02    04          46887
TRANS WORLD AIRLINES, INC      COM              893349837       21     4000 SH       DEFINED 01                    4000
TRANS WORLD ENTERTAINMENT CORP COM              89336Q100       37     3350 SH       DEFINED 01 02                 3350
TRANSACTION SYSTEM ARCHITECTUR COM              893416107       18      500 SH       DEFINED    02                  500
TRANSAMERICA CORP              COM              893485102      376     5300 SH       DEFINED 01 02    04           5300
TRANSKARYOTIC THERAPIES, INC   COM              893735100       76     2400 SH       DEFINED 01                    2400
TRANSOCEAN OFFSHORE, INC       COM              893817106      291    10100 SH       DEFINED 01 02 03 04          10100
TRANSTEXAS GAS CORP            COM              893895102        3     2600 SH       DEFINED 01                    2600
TRANSMONTAIGNE, INC            COM              893934109       33     2700 SH       DEFINED 01    03              2700
TRAVELERS PROPERTY CASUALTY CO COM              893939108      354     9900 SH       DEFINED 01       04           9900
TREDEGAR INDUSTRIES, INC       COM              894650100       19      600 SH       DEFINED    02 03               600
TRENWICK GROUP, INC            COM              895290104       45     1600 SH       DEFINED 01                    1600
TRIANGLE PHARMACEUTICALS, INC  COM              89589H104       19     1800 SH       DEFINED 01 02                 1800
TRIAD GUARANTY, INC            COM              895925105       31     2300 SH       DEFINED 01                    2300
TRIARC COS, INC                COM              895927101        9      500 SH       DEFINED    02                  500
TRICON GLOBAL RESTAURANTS, INC COM              895953107      889    12650 SH       DEFINED 01 02                12650
TRIBUNE CO                     COM              896047107     2544    38883 SH       DEFINED 01 02 03 04          38883
TRICO MARINE SERVICES, INC     COM              896106101       11     2000 SH       DEFINED 01                    2000
TRIGON HEALTHCARE, INC         COM              89618L100       31      900 SH       DEFINED 01       04            900
TRIMBLE NAVIGATION LTD         COM              896239100        2      200 SH       DEFINED 01                     200
TRINITY INDUSTRIES, INC        COM              896522109      226     7700 SH       DEFINED 01       04           7700
TRISTAR AEROSPACE CO           COM              89674L101       21     2300 SH       DEFINED 01                    2300
TRIUMPH GROUP, INC             COM              896818101       47     2000 SH       DEFINED 01                    2000
TRUE NORTH COMMUNICATIONS, INC COM              897844106      270     9600 SH       DEFINED 01 02 03 04           9600
TRUMP HOTEL & CASINO RESORT, I COM              898168109        5     1300 SH       DEFINED 01                    1300
TRUST CO OF N.J. (THE)         COM              898304100       78     3200 SH       DEFINED 01 02 03              3200
TRUSTMARK CORP                 COM              898402102      177     9000 SH       DEFINED 01       04           9000
TUBOSCOPE, INC                 COM              898600101       13     1400 SH       DEFINED    02                 1400
TUPPERWARE CORP                COM              899896104      315    17500 SH       DEFINED 01 02 03 04          17500
20TH CENTURY INDUSTRIES        COM              901272203       10      600 SH       DEFINED 01                     600
TWINLAB CORP                   COM              901774109       17     1800 SH       DEFINED 01 02                 1800
TYCO INTERNATIONAL LTD         COM              902124106    27652   385388 SH       DEFINED    02 03            385388
TYSON FOODS, INC               COM              902494103      437    21100 SH       DEFINED 01       04          21100
UAL CORP                       COM              902549500      264     3400 SH       DEFINED 01                    3400
UCAR INTERNATIONAL, INC        COM              90262K109      105     7400 SH       DEFINED 01       04           7400
UGI CORP                       COM              902681105       99     5937 SH       DEFINED 01       04           5937
UICI                           COM              902737105      160     7100 SH       DEFINED 01    03              7100
UMB FINANCIAL CORP             COM              902788108       97     2500 SH       DEFINED 01                    2500
UST CORP                       COM              902900109      168     7700 SH       DEFINED 01    03 04           7700
USX-MARATHON GROUP, INC        COM              902905827      487    17700 SH       DEFINED 01 02    04          17700
UST, INC                       COM              902911106      368    14100 SH       DEFINED 01 02 03             14100
U.S.A. DETERGENTS, INC         COM              902938109        4      600 SH       DEFINED 01                     600
U.S. BANCORP                   COM              902973106     3465   101713 SH       DEFINED 01 02 03 04         101713
U.S.A. NETWORKS, INC           COM              902984103       13      350 SH       DEFINED 01       04            350
UNUM CORP                      COM              903192102      419     8800 SH       DEFINED 01 02    04           8800
URS CORP                       COM              903236107       36     2000 SH       DEFINED 01                    2000
USG CORP                       COM              903293405      154     3000 SH       DEFINED 01 02    04           3000
U.S. FOODSERVICE, INC          COM              90331R101       17      360 SH       DEFINED 01                     360
U.S. LEC CORP (CLASS A)        COM              90331S109       12      700 SH       DEFINED 01    03               700
U.S.A. FLORAL PRODUCTS, INC    COM              90331T107       10     1600 SH       DEFINED 01                    1600
USN COMMUNICATIONS, INC        COM              90336N204        0      600 SH       DEFINED 01                     600
USX-US STEEL GROUP, INC        COM              90337T101      421    17900 SH       DEFINED 01 02    04          17900
U.S. EXPRESS ENTERPRISES, INC. COM              90338N103        8      700 SH       DEFINED 01                     700
UTI ENERGY CORP                COM              903387108       23     2200 SH       DEFINED 01    03              2200
ULTRAMAR DIAMOND SHAMROCK CORP COM              904000106      167     7726 SH       DEFINED 01       04           7726
UNICAPITAL CORP                COM              90459D108       49     7700 SH       DEFINED 01                    7700
UNIFIRST CORP                  COM              904708104        4      200 SH       DEFINED 01                     200
UNILEVER NV - NY SHARES        COM              904784501      671    10100 SH       DEFINED    02                10100
UNICOM CORP                    COM              904911104      625    17100 SH       DEFINED 01 02    04          17100
UNION CAMP CORP                COM              905530101      490     7300 SH       DEFINED 01 02    04           7300
UNION CARBIDE CORP             COM              905581104       95     2100 SH       DEFINED    02                 2100
UNION PACIFIC CORP             COM              907818108     1714    32082 SH       DEFINED 01 02    04          32082
UNION PACIFIC RESOURCES GROUP, COM              907834105      550    46314 SH       DEFINED 01 02    04          46314
UNION PLANTERS CORP            COM              908068109     1057    24050 SH       DEFINED 01 02    04          24050
UNIONBANCAL CORP               COM              908906100      198     5800 SH       DEFINED 01                    5800
UNIPHASE CORP                  COM              909149106      461     4000 SH       DEFINED 01 02 03 04           4000
UNISOURCE ENERGY CORP HOLDINGS COM              909205106       35     3200 SH       DEFINED 01                    3200
UNISYS CORP                    COM              909214108     3480   125702 SH       DEFINED 01 02 03 04         125702
UNITED COS FINANCIAL CORP      COM              909870107        1     2200 SH       DEFINED 01                    2200
UNITED BANKSHARES, INC         COM              909907107       16      700 SH       DEFINED    02                  700
UNITED DOMINION REALTY TRUST,  COM              910197102       79     7717 SH       DEFINED 01                    7717
UNITED FIRE & CASULTY CO       COM              910331107        3      100 SH       DEFINED 01                     100
UNITED HEALTHCARE CORP         COM              910581107     1289    24500 SH       DEFINED 01 02 03 04          24500
UNITED INTERNATIONAL HOLDINGS, COM              910734102       87     2000 SH       DEFINED 01 02                 2000
UNITED NATURAL FOODS, INC      COM              911163103       12      500 SH       DEFINED 01                     500
UNITED PAYORS & UNITED PROVIDE COM              911319101        9      400 SH       DEFINED 01    03               400
UNITED RENTALS, INC            COM              911363109      201     7070 SH       DEFINED 01 02 03              7070
U.S. FILTER CORP               COM              911843209      162     5300 SH       DEFINED 01       04           5300
U.S. AIRWAYS GROUP, INC        COM              911905107      425     8700 SH       DEFINED 01 02    04           8700
U.S. INDUSTRIES, INC           COM              912080108      288    17550 SH       DEFINED 01       04          17550
U.S. OFFICE PRODUCTS CO        COM              912325305       16     3912 SH       DEFINED 01 02                 3912
U.S. SATELLITE BROADCASTING, I COM              912534104      118     6900 SH       DEFINED 01 02 03              6900
U.S. WEST, INC                 COM              91273H101     3354    60917 SH       DEFINED 01 02    04          60917
U.S. TRUST CORP                COM              91288L105      274     3700 SH       DEFINED 01 02    04           3700
UNITED STATIONERS, INC         COM              913004107       26     1700 SH       DEFINED 01 02 03 04           1700
UNITED TECHNOLOGIES CORP       COM              913017109     4659    34400 SH       DEFINED 01 02 03 04          34400
UNITED TELEVISION, INC         COM              913066106       52      500 SH       DEFINED 01                     500
UNITRODE CORP                  COM              913283107        9      600 SH       DEFINED    02                  600
UNIVERSAL CORP                 COM              913456109      181     7100 SH       DEFINED 01 02 03              7100
UNIVERSAL FOODS CORP           COM              913538104      184     8900 SH       DEFINED 01       04           8900
UNIVERSAL FOREST PRODUCTS, INC COM              913543104       51     2500 SH       DEFINED 01                    2500
UNIVERSAL HEALTH SERVICES, INC COM              913903100       82     1900 SH       DEFINED 01                    1900
UNIVISION COMMUNICATIONS, INC  COM              914906102        5      100 SH       DEFINED 01                     100
UNOCAL CORP                    COM              915289102      410    11138 SH       DEFINED 01 02    04          11138
UNOVA, INC                     COM              91529B106       12      900 SH       DEFINED 01 02                  900
USFREIGHTWAYS CORP             COM              916906100      145     4400 SH       DEFINED 01       04           4400
URBAN OUTFITTERS, INC          COM              917047102       21     1500 SH       DEFINED 01                    1500
URBAN SHOPPING CENTERS, INC    COM              917060105       32     1100 SH       DEFINED 01                    1100
USWEB CORP                     COM              917327108      219     5300 SH       DEFINED 01 02                 5300
UTILICORP UNITED, INC          COM              918005109      182     8000 SH       DEFINED 01       04           8000
VF CORP                        COM              918204108      137     2900 SH       DEFINED    02    04           2900
VWR SCIENTIFIC PRODUCTS CORP   COM              918435108        5      200 SH       DEFINED 01                     200
VAIL RESORTS, INC              COM              91879Q109       10      600 SH       DEFINED    02                  600
VALASSIS COMMUNICATIONS, INC   COM              918866104      331     6400 SH       DEFINED 01       04           6400
VALHI, INC                     COM              918905100        5      400 SH       DEFINED       03               400
VALERO ENERGY CORP             COM              91913Y100      214     8600 SH       DEFINED 01                    8600
VALLEY NATIONAL BANCORP        COM              919794107      222     8798 SH       DEFINED 01       04           8798
VALSPAR CORP                   COM              920355104       16      500 SH       DEFINED 01                     500
VALUE CITY DEPARTMENT STORES,  COM              920387107        1      100 SH       DEFINED 01                     100
VANTIVE CORP (THE)             COM              922091103       14     1200 SH       DEFINED 01    03              1200
VARCO INTERNATIONAL, INC       COM              922126107      155    13900 SH       DEFINED 01 02 03             13900
VARLEN CORP                    COM              922248109       61     2750 SH       DEFINED 01                    2750
VASTAR RESOURCES, INC          COM              922380100       53     1100 SH       DEFINED 01 02 03 04           1100
VEECO INSTRUMENTS, INC         COM              922417100       55     1500 SH       DEFINED 01                    1500
VENCOR, INC                    COM              92260R102        1      800 SH       DEFINED    02                  800
VENTAS, INC                    COM              92276F100       10     1641 SH       DEFINED 01 02                 1641
VENATOR GROUP, INC             COM              922944103       33     4700 SH       DEFINED 01 02                 4700
VERITAS DGC, INC               COM              92343P107       17     1200 SH       DEFINED 01 02                 1200
VERITAS SOFTWARE CORP          COM              923436109      365     4525 SH       DEFINED 01 02 03 04           4525
VERTEX PHARMACEUTICALS, INC    COM              92532F100       23      900 SH       DEFINED 01 02                  900
VESTA INSURANCE GROUP, INC     COM              925391104        6     1100 SH       DEFINED 01                    1100
VETERINARY CENTERS OF AMERICA, COM              925514101       59     4200 SH       DEFINED 01 02                 4200
VIASOFT, INC                   COM              92552U102        7     1700 SH       DEFINED 01 02                 1700
VIACOM, INC (CLASS A)          COM              925524100      308     3700 SH       DEFINED 01                    3700
VIACOM, INC (CLASS B)          COM              925524308     2804    33400 SH       DEFINED 01 02 03 04          33400
VIATEL, INC                    COM              925529208     2094    73469 SH       DEFINED    02                73469
VICAL, INC                     COM              925602104        8      800 SH       DEFINED    02                  800
VICOR CORP                     COM              925815102       21     1700 SH       DEFINED 01                    1700
VISIO CORP                     COM              927914101       17      600 SH       DEFINED    02                  600
VIROPHARMA, INC                COM              928241108        6     1000 SH       DEFINED 01                    1000
VISHAY INTERTECHNOLOGY, INC    COM              928298108      131     9000 SH       DEFINED 01                    9000
VISTANA, INC                   COM              92839P108        3      200 SH       DEFINED 01                     200
VISX, INC                      COM              92844S105      624     5800 SH       DEFINED 01 02 03 04           5800
VISUAL NETWORKS, INC           COM              928444108       37     1000 SH       DEFINED    02    04           1000
VITESSE SEMICONDUCTOR CORP     COM              928497106      658    13000 SH       DEFINED 01 02 03 04          13000
VIVUS, INC                     COM              928551100       23     5800 SH       DEFINED 01 02                 5800
VLASIC FOODS INTERNATIONAL, IN COM              928559103        9      660 SH       DEFINED 01 02                  660
VOLT INFORMATION SCIENCES, INC COM              928703107       26     1600 SH       DEFINED 01 02                 1600
VORNADO REALTY TRUST           COM              929042109      362    10500 SH       DEFINED 01       04          10500
VULCAN MATERIALS CO            COM              929160109      384     9300 SH       DEFINED 01       04           9300
WD-40 CO                       COM              929236107        9      300 SH       DEFINED 01                     300
WHX CORP                       COM              929248102        7      900 SH       DEFINED 01                     900
WICOR, INC                     COM              929253102      130     6400 SH       DEFINED 01                    6400
WPS RESOURCES CORP             COM              92931B106        6      200 SH       DEFINED          04            200
WACHOVIA CORP                  COM              929771103     1286    15836 SH       DEFINED 01 02    04          15836
WACKENHUT CORRECTIONS CORP     COM              929798106       12      600 SH       DEFINED 01 02                  600
WADDELL & REED FINANCIAL INC ( COM              930059100      226    11001 SH       DEFINED 01 02    04          11001
WADDELL & REED FINANCIAL INC ( COM              930059209        8      401 SH       DEFINED 01 02                  401
WAL-MART STORES, INC           COM              931142103    21393   232064 SH       DEFINED 01 02 03 04         232064
WALBRO CORP                    COM              931154108        6      700 SH       DEFINED 01                     700
WALDEN RESIDENTIAL PROPERTIES, COM              931210108       11      600 SH       DEFINED 01                     600
WALGREEN CO                    COM              931422109     3462   122536 SH       DEFINED 01 02 03 04         122536
WALLACE COMPUTER SERVICES, INC COM              932270101      145     7300 SH       DEFINED 01                    7300
WALTER INDUSTRIES, INC         COM              93317Q105       35     3100 SH       DEFINED 01                    3100
WANG LABORATORIES, INC         COM              93369N109      135     6900 SH       DEFINED 01                    6900
WARNACO GROUP, INC (CLASS A)   COM              934390105      279    11300 SH       DEFINED 01 02 03 04          11300
WARNER-LAMBERT CO              COM              934488107     8090   122221 SH       DEFINED 01 02 03 04         122221
WASHINGTON FEDERAL, INC        COM              938824109      201     9562 SH       DEFINED 01       04           9562
WASHINGTON GAS LIGHT CO        COM              938837101       93     4100 SH       DEFINED 01       04           4100
WASHINGTON MUTUAL, INC         COM              939322103     2188    53538 SH       DEFINED 01 02 03 04          53538
WASHINGTON POST CO (CLASS B)   COM              939640108      574     1100 SH       DEFINED 01                    1100
WASHINGTON REAL ESTATE INVESTM COM              939653101       98     6000 SH       DEFINED 01                    6000
WASHINGTON TRUST BANCORP, INC  COM              940610108       12      700 SH       DEFINED 01                     700
WASTE MANAGEMENT, INC          COM              94106L109    21247   478806 SH       DEFINED 01 02 03 04         478806
WATSON PHARMACEUTICALS, INC    COM              942683103       40      900 SH       DEFINED    02    04            900
WAUSAU-MOSINEE PAPER CORP      COM              943315101      127     9100 SH       DEFINED 01                    9100
WEATHERFORD INTERNATIONAL      COM              947074100       92     3530 SH       DEFINED 01 02                 3530
WEBSTER FINANCIAL CORP         COM              947890109      116     4000 SH       DEFINED 01                    4000
WEINGARTEN REALTY INVESTORS, I COM              948741103      226     5700 SH       DEFINED 01 02    04           5700
WEIS MARKETS, INC              COM              948849104       69     1900 SH       DEFINED 01                    1900
WELLMAN, INC                   COM              949702104        5      600 SH       DEFINED 01                     600
WELLPOINT HEALTH NETWORKS, INC COM              94973H108      212     2800 SH       DEFINED 01       04           2800
WELLS FARGO CO                 COM              949746101     4619   131740 SH       DEFINED 01 02    04         131740
WENDY'S INTERNATIONAL, INC     COM              950590109      168     5900 SH       DEFINED 01 02                 5900
WERNER ENTERPRISES, INC        COM              950755108       78     4950 SH       DEFINED 01                    4950
WESBANCO, INC                  COM              950810101        9      300 SH       DEFINED 01                     300
WESCO FINANCIAL CORP           COM              950817106       74      220 SH       DEFINED 01                     220
WESLEY JESSEN VISIONCARE, INC  COM              951018100       61     2200 SH       DEFINED 01    03              2200
WEST COAST BANCORP (OREGON)    COM              952145100       47     2500 SH       DEFINED 01    03              2500
WEST MARINE, INC               COM              954235107        8      900 SH       DEFINED 01                     900
WEST PHARMACEUTICAL SERVICES   COM              955306105       64     2000 SH       DEFINED 01                    2000
WEST TELESERVICES CORP         COM              956188106       11     1300 SH       DEFINED 01 02                 1300
WESTAMERICA BANCORP            COM              957090103        9      300 SH       DEFINED 01                     300
WESTELL TECHNOLOGIES, INC (CLA COM              957541105        1      200 SH       DEFINED 01                     200
WESTERN BANCORP                COM              957683105        9      300 SH       DEFINED    02                  300
WESTERN DIGITAL CORP           COM              958102105      128    16100 SH       DEFINED 01    03             16100
WESTERN GAS RESOURCES, INC     COM              958259103       28     3700 SH       DEFINED 01                    3700
WESTERN INVESTMENT REAL ESTATE COM              958468100        7      700 SH       DEFINED 01                     700
WESTERN WIRELESS CORP (CLASS A COM              95988E204      178     4900 SH       DEFINED 01 02 03              4900
WESTERNBANK PUERTO RICO        COM              959897109       41     2600 SH       DEFINED 01 02 03              2600
WESTFIELD AMERICA, INC         COM              959910100       89     5100 SH       DEFINED 01                    5100
WESTINGHOUSE AIR BRAKE CO      COM              960386100       48     2300 SH       DEFINED 01                    2300
WESTPOINT STEVENS, INC         COM              961238102     1014    36608 SH       DEFINED 01 02 03 04          36608
WESTVACO CORP                  COM              961548104       46     2200 SH       DEFINED    02                 2200
WESTWOOD ONE, INC              COM              961815107      131     4600 SH       DEFINED 01 02 03              4600
WET SEAL, INC (CLASS A)        COM              961840105       92     2500 SH       DEFINED 01 02                 2500
WEYERHAEUSER CO                COM              962166104      622    11200 SH       DEFINED 01 02    04          11200
WHIRLPOOL CORP                 COM              963320106      106     1942 SH       DEFINED    02    04           1942
WHITMAN CORP                   COM              96647K102       33     1900 SH       DEFINED 01 02                 1900
WHITNEY HOLDINGS CORP          COM              966612103      114     3100 SH       DEFINED 01                    3100
WHITTMAN HART, INC             COM              966834103       19      900 SH       DEFINED    02 03               900
WILEY (JOHN) & SONS, INC (CLAS COM              968223206      193     4600 SH       DEFINED 01    03              4600
WILLAMETTE INDUSTRIES, INC     COM              969133107      657    17400 SH       DEFINED 01 02    04          17400
WILLIAMS COS, INC              COM              969457100      973    24629 SH       DEFINED 01 02    04          24629
WILLIAMS-SONOMA, INC           COM              969904101       28     1000 SH       DEFINED    02                 1000
WILMAR INDUSTRIES, INC         COM              971426101        4      300 SH       DEFINED    02                  300
WIND RIVER SYSTEMS, INC        COM              973149107       56     3125 SH       DEFINED 01 02                 3125
WINN DIXIE STORES, INC         COM              974280109       37     1000 SH       DEFINED    02                 1000
WINNEBAGO INDUSTRIES, INC      COM              974637100       29     2100 SH       DEFINED 01                    2100
WINSTAR COMMUNICATIONS, INC    COM              975515107      748    20581 SH       DEFINED    02 03             20581
WISCONSIN CENTRAL TRANSIT CORP COM              976592105        1      100 SH       DEFINED       03               100
WISCONSIN ENERGY CORP          COM              976657106        5      200 SH       DEFINED 01                     200
WITCO CORP                     COM              977385103       38     3000 SH       DEFINED 01                    3000
WOLVERINE TUBE, INC            COM              978093102       51     2400 SH       DEFINED 01                    2400
WOLVERINE WORLD WIDE, INC      COM              978097103        0       25 SH       DEFINED 01                      25
WOODWARD GOVERNOR CO           COM              980745103        8      300 SH       DEFINED 01                     300
WORKFLOW MANAGEMENT, INC       COM              98137N109        7      966 SH       DEFINED 01 02                  966
WORLD ACCESS, INC              COM              98141A101        4      500 SH       DEFINED    02                  500
WORLD COLOR PRESS, INC         COM              981443104      142     6700 SH       DEFINED 01       04           6700
WORTHINGTON FOODS, INC         COM              981809106        2      200 SH       DEFINED 01                     200
WORTHINGTON INDUSTRIES, INC    COM              981811102      173    14700 SH       DEFINED 01 02 03             14700
WRIGLEY (WM) JR CO             COM              982526105      190     2101 SH       DEFINED 01 02    04           2101
WYNN'S INTERNATIONAL, INC      COM              983195108       44     2500 SH       DEFINED 01                    2500
X RITE, INC                    COM              983857103       14     2200 SH       DEFINED 01                    2200
XILINX, INC                    COM              983919101      892    22000 SH       DEFINED 01 02 03 04          22000
XIRCOM, INC                    COM              983922105      116     4600 SH       DEFINED 01 02 03              4600
XOMED SURGICAL PRODUCTS, INC   COM              98412V107       79     2000 SH       DEFINED 01                    2000
XEROX CORP                     COM              984121103    11092   207806 SH       DEFINED 01 02 03 04         207806
XTRA CORP                      COM              984138107      100     2600 SH       DEFINED 01                    2600
XYLAN CORP                     COM              984151100      129     3500 SH       DEFINED 01 02 03 04           3500
YAHOO, INC                     COM              984332106     2745    16300 SH       DEFINED 01 02 03 04          16300
YANKEE ENERGY SYSTEMS, INC     COM              984779108       39     1700 SH       DEFINED 01                    1700
YELLOW CORP                    COM              985509108       66     3800 SH       DEFINED 01                    3800
YORK INTERNATIONAL CORP        COM              986670107      247     7000 SH       DEFINED 01       04           7000
YOUNG & RUBICAM, INC           COM              987425105     1048    25720 SH       DEFINED 01 02 03 04          25720
YOUNG BROADCASTING, INC (CLASS COM              987434107       91     2000 SH       DEFINED 01 02 03              2000
ZALE CORP                      COM              988858106      215     6300 SH       DEFINED 01       04           6300
ZILA, INC                      COM              989513205       30     8000 SH       DEFINED 01 02                 8000
ZONAGEN, INC                   COM              98975L108       39     1800 SH       DEFINED 01                    1800
ZOLTEK COS, INC                COM              98975W104        8     1000 SH       DEFINED 01                    1000
</TABLE>


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