TEACHERS ADVISORS INC
13F-HR, 1999-10-27
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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: September 30, 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:  28-04800

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:

/s/ Richard Schlefer            New York, NY                October 27, 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:  5

Form 13F Information Table Entry Total:  2847

Form 13F Information Table Value Total:  $  2,001,807 (thousands)



List of Other Included Managers:

No.  13F File Number     Name
01   28-04233            TIAA Separate Account VA-1
02   28-04229            TIAA-CREF Mutual Funds
03   28-04231            New York State College Choice Tuition LLC
04   28-04887            TIAA-CREF Instituional Mutual Funds
05   28-04227            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     1926    27800 SH       DEFINED    02    04          27800
TOTAL FINA -WTS 8/05/03                         F9212D142       11      486 SH       DEFINED 01                     486
FRUIT OF THE LOOM LTD (CLASS A COM              G3682L105       22     6600 SH       DEFINED    02    04           6600
GLOBAL CROSSING LTD            COM              G3921A100      678    25580 SH       DEFINED 01 02 03 04 05       25580
TRANSOCEAN OFFSHORE, INC       COM              G90076103      273     8900 SH       DEFINED 01 02 03 04 05        8900
XL CAPITAL LTD                 COM              G98255105     1260    28008 SH       DEFINED    02    04          28008
ABC RAIL PRODUCTS CORP         COM              000752105       44     3100 SH       DEFINED 01          05        3100
ACTV, INC                      COM              00088E104       31     2200 SH       DEFINED    02 03 04           2200
ADC TELECOMMUNICATIONS, INC    COM              000886101      814    19400 SH       DEFINED 01 02 03 04 05       19400
AFC CABLE SYSTEMS, INC         COM              000950105       34      800 SH       DEFINED 01                     800
ABM INDUSTRIES, INC            COM              000957100        8      300 SH       DEFINED    02                  300
AFLAC, INC                     COM              001055102     1260    30100 SH       DEFINED 01 02 03 04 05       30100
AGCO CORP                      COM              001084102       69     5300 SH       DEFINED 01       04           5300
AGL RESOURCES, INC             COM              001204106      107     6600 SH       DEFINED 01       04           6600
AHL SERVICES, INC              COM              001296102       31     1200 SH       DEFINED 01 02       05        1200
AES CORP                       COM              00130H105     1062    18000 SH       DEFINED 01 02 03 04 05       18000
AK STEEL HOLDINGS CORP         COM              001547108       15      800 SH       DEFINED 01       04            800
AMB PROPERTY CORP              COM              00163T109       85     4000 SH       DEFINED 01       04           4000
AMC ENTERTAINMENT, INC         COM              001669100       56     4000 SH       DEFINED 01 02 03 04 05        4000
AMFM, INC                      COM              001693100     8256   135627 SH       DEFINED 01 02 03 04 05      135627
AMLI RESIDENTIAL PROPERTIES TR COM              001735109       40     1900 SH       DEFINED 01       04           1900
AMR CORP                       COM              001765106      828    15200 SH       DEFINED 01 02    04 05       15200
APAC CUSTOMER SERVICES, INC    COM              00185E106        5     1300 SH       DEFINED 01 02                 1300
AT & T CORP                    COM              001957109    23247   534404 SH       DEFINED 01 02 03 04 05      534404
AT & T CORP - LIBERTY MEDIA (C COM              001957208     8350   224921 SH       DEFINED 01 02 03 04 05      224921
A S V, INC                     COM              001963107        6      400 SH       DEFINED    02    04            400
ATMI, INC                      COM              00207R101       49     1300 SH       DEFINED 01 02 03 04           1300
AVT CORP                       COM              002420107       89     2900 SH       DEFINED 01 02                 2900
AVX CORP                       COM              002444107       11      300 SH       DEFINED 01                     300
AXA FINANCIAL, INC             COM              002451102      430     7700 SH       DEFINED 01       04 05        7700
AAMES FINANCIAL CORP           COM              00253A101        1     1700 SH       DEFINED 01 02                 1700
AARON RENTS, INC               COM              002535201       76     4400 SH       DEFINED 01 02 03 04 05        4400
AAVID THERMAL TECHNOLOGIES, IN COM              002539104       25     1100 SH       DEFINED 01    03              1100
ABACUS DIRECT CORP             COM              002553105       85      700 SH       DEFINED 01 02 03               700
ABBOTT LABORATORIES CO         COM              002824100     8424   229233 SH       DEFINED 01 02 03 04 05      229233
ABERCROMBIE & FITCH CO (CLASS  COM              002896207      436    12800 SH       DEFINED 01 02 03 04 05       12800
ABGENIX INC                    COM              00339B107      102     2600 SH       DEFINED 01 02 03              2600
ABOUT.COM, INC                 COM              003736105      102     1800 SH       DEFINED 01                    1800
ACCEPTANCE INSURANCE COS, INC  COM              004308102        1      100 SH       DEFINED          04            100
ACCLAIM ENTERTAINMENT, INC     COM              004325205       52     6800 SH       DEFINED 01 02 03 04           6800
ACKERLEY GROUP, INC            COM              004527107       16     1300 SH       DEFINED    02                 1300
ACNEILSEN CORP                 COM              004833109      114     5033 SH       DEFINED 01 02 03 04           5033
ACTIVISION, INC                COM              004930202       23     1300 SH       DEFINED 01 02 03              1300
ACTION PERFORMANCE COS, INC    COM              004933107       38     1800 SH       DEFINED 01 02 03              1800
ACTEL CORP                     COM              004934105       30     1600 SH       DEFINED 01 02 03 04           1600
ACTUATE CORP                   COM              00508B102       44     1300 SH       DEFINED 01 02 03              1300
ACUSON CORP                    COM              005113105       47     3700 SH       DEFINED 01 02 03              3700
ACX TECHNOLOGIES, INC          COM              005123104       12     1300 SH       DEFINED 01                    1300
ACXIOM CORP                    COM              005125109      154     7860 SH       DEFINED 01 02 03 04 05        7860
ADAC LABORATORIES, INC         COM              005313200        7      700 SH       DEFINED    02 03               700
ADAPTIVE BROADBAND CORP        COM              00650M104       34     1000 SH       DEFINED 01 02                 1000
ADAPTEC, INC                   COM              00651F108      496    12500 SH       DEFINED 01 02 03 04 05       12500
ADELPHIA COMMUNICATIONS CORP ( COM              006848105      447     7600 SH       DEFINED 01 02 03 04 05        7600
ADFORCE, INC                   COM              006867105       25     1000 SH       DEFINED 01 02                 1000
ADMINSTAFF, INC                COM              007094105        2      100 SH       DEFINED 01                     100
ADOBE SYSTEMS, INC             COM              00724F101     1158    10200 SH       DEFINED 01 02 03 04 05       10200
ADTRAN, INC                    COM              00738A106      100     2600 SH       DEFINED 01 02 03              2600
ADVANCE PARADIGM, INC          COM              007491103       11      200 SH       DEFINED    02    04            200
ADVANCED COMMUNICATIONS GRP    COM              00751B106       18     2200 SH       DEFINED 01          05        2200
ADVANCED DIGITAL INFO CORP     COM              007525108       86     3100 SH       DEFINED 01 02 03              3100
ADVANCED LIGHTING TECHNOLOGIES COM              00753C102        1      200 SH       DEFINED 01                     200
ADVANCED FIBRE COMMUNICATIONS  COM              00754A105      171     7700 SH       DEFINED 01 02 03 04 05        7700
ADVANCED RADIO TELECOM CORP    COM              00754U101       52     4100 SH       DEFINED 01 02 03 04           4100
ADVANCED TISSUE SCIENCE CO     COM              00755F103        4     1200 SH       DEFINED 01 02                 1200
ADVEST GROUP, INC              COM              007566102        7      400 SH       DEFINED 01                     400
ADVANTAGE LEARNING SYSTEMS, IN COM              00757K100        6      300 SH       DEFINED    02                  300
ADVANTICA RESTAURANT GROUP, IN COM              00758B109        8     2500 SH       DEFINED 01          05        2500
ADVO, INC                      COM              007585102       82     4100 SH       DEFINED 01 02 03 04           4100
AERIAL COMMUNICATIONS, INC     COM              007655103       52     1900 SH       DEFINED 01    03    05        1900
AEROFLEX, INC                  COM              007768104       30     2500 SH       DEFINED 01 02 03 04           2500
ADVANCED MICRO DEVICES, INC    COM              007903107      225    13100 SH       DEFINED 01 02    04 05       13100
ADVANTA CORP (CLASS A)         COM              007942105       50     3425 SH       DEFINED 01                    3425
ADVANCED ENERGY INDUSTRIES, IN COM              007973100       34     1100 SH       DEFINED 01                    1100
ADVENT SOFTWARE, INC           COM              007974108      112     1800 SH       DEFINED 01 02       05        1800
AETNA, INC                     COM              008117103      758    15385 SH       DEFINED 01 02    04 05       15385
AFFILIATED COMPUTER SERVICES,I COM              008190100      309     7600 SH       DEFINED 01 02 03 04 05        7600
AFFILIATED MANAGERS GROUP, INC COM              008252108      169     6200 SH       DEFINED 01 02 03 04 05        6200
AFFYMETRIX, INC                COM              00826T108      256     2600 SH       DEFINED 01 02 03    05        2600
AFTERMARKET TECHNOLOGY CORP    COM              008318107        9      900 SH       DEFINED 01                     900
AGRIBRANDS INTERNATIONAL, INC  COM              00849R105      102     2060 SH       DEFINED 01 02       05        2060
AGRIBIOTECH, INC               COM              008494106        1      200 SH       DEFINED          04            200
AIR EXPRESS INTERNATIONAL CORP COM              009104100        5      225 SH       DEFINED 01    03 04            225
AIR PRODUCTS & CHEMICALS, INC  COM              009158106      709    24400 SH       DEFINED 01 02    04 05       24400
AIRBORNE FREIGHT CORP          COM              009266107       67     3200 SH       DEFINED 01       04 05        3200
AIRGAS, INC                    COM              009363102       60     5200 SH       DEFINED 01 02    04 05        5200
AIRNET SYSTEMS, INC            COM              009417106        9     1000 SH       DEFINED 01                    1000
AIRTRAN HOLDINGS, INC          COM              00949P108       37     7300 SH       DEFINED 01    03 04           7300
ALABAMA NATIONAL BANCORP       COM              010317105        5      200 SH       DEFINED    02                  200
ALARIS MEDICAL, INC            COM              011637105        2      500 SH       DEFINED             05         500
ALASKA AIR GROUP, INC          COM              011659109      114     2800 SH       DEFINED 01       04 05        2800
ALBANY INTERNATIONAL CORP (CLA COM              012348108       45     2981 SH       DEFINED 01                    2981
ALBEMARLE CORP                 COM              012653101       66     3300 SH       DEFINED 01                    3300
ALBERTO CULVER CO (CLASS B)    COM              013068101      134     5800 SH       DEFINED 01 02    04 05        5800
ALBERTSON'S, INC               COM              013104104     1727    43661 SH       DEFINED 01 02 03 04 05       43661
ALCAN ALUMINIUM CO LTD (U.S.)  COM              013716105      309     9900 SH       DEFINED    02                 9900
ALCOA, INC                     COM              013817101     4456    71800 SH       DEFINED 01 02    04 05       71800
ALCATEL S.A. ADR               ADR              013904305        3      100 SH       DEFINED 01                     100
ALEXANDER & BALDWIN, INC       COM              014482103       10      400 SH       DEFINED 01          05         400
ALEXANDRIA REAL ESTATE EQUITIE COM              015271109        3      100 SH       DEFINED          04            100
ALFA CORP                      COM              015385107       11      700 SH       DEFINED 01       04            700
ALGOS PHARMACEUTICAL CORP      COM              015869100        4      500 SH       DEFINED    02                  500
ALKERMES, INC                  COM              01642T108      107     3700 SH       DEFINED 01 02 03 04 05        3700
ALLEGHANY CORP (DELAWARE)      COM              017175100      108      610 SH       DEFINED 01                     610
ALLEGHENY ENERGY, INC          COM              017361106      557    17500 SH       DEFINED 01       04 05       17500
ALLEGHENY TELEDYNE, INC        COM              017415100      208    12308 SH       DEFINED 01 02    04 05       12308
ALLEGIANCE TELECOM, INC        COM              01747T102      174     3300 SH       DEFINED 01 02 03 04 05        3300
ALLEN TELECOM, INC             COM              018091108        1      100 SH       DEFINED          04            100
ALLERGAN, INC                  COM              018490102      979     8900 SH       DEFINED 01 02 03 04 05        8900
ALLERGAN SPECIALTY THERAPEUTIC COM              018494104        2      135 SH       DEFINED 01 02                  135
ALLIANCE SEMICONDUCTOR CORP    COM              01877H100       38     3600 SH       DEFINED 01       04           3600
ALLIANT ENERGY CORP            COM              018802108       89     3200 SH       DEFINED 01       04 05        3200
ALLIANT TECHSYSTEMS, INC       COM              018804104       21      300 SH       DEFINED 01 02                  300
ALLIED CAPITAL CORP            COM              01903Q108        2      100 SH       DEFINED       03               100
ALLIED SIGNAL, INC             COM              019512102     9385   156578 SH       DEFINED 01 02 03 04 05      156578
ALLIED WASTE INDUSTRIES, INC   COM              019589308      355    30400 SH       DEFINED 01 02 03 04 05       30400
ALLMERICA FINANCIAL CORP       COM              019754100      333     7000 SH       DEFINED 01       04 05        7000
ALLSTATE CORP                  COM              020002101     2319    93000 SH       DEFINED 01 02    04 05       93000
ALLTEL CORP                    COM              020039103     2495    35453 SH       DEFINED 01 02 03 04 05       35453
ALLTRISTA CORP                 COM              020040101        8      300 SH       DEFINED 01                     300
ALPHA INDUSTRIES, INC          COM              020753109      175     3100 SH       DEFINED 01 02 03    05        3100
ALPHARMA, INC (CLASS A)        COM              020813101      258     7300 SH       DEFINED 01 02 03 04 05        7300
ALPINE GROUP, INC              COM              020825105       10      800 SH       DEFINED 01       04            800
ALTERA CORP                    COM              021441100      989    22800 SH       DEFINED 01 02 03 04 05       22800
ALTERRA HEALTHCARE CORP        COM              02146C104        4      400 SH       DEFINED    02    04            400
ALZA CORP                      COM              022615108      368     8600 SH       DEFINED 01 02 03 04 05        8600
AMAZON.COM, INC                COM              023135106     1621    20300 SH       DEFINED 01 02 03 04 05       20300
AMBAC FINANCIAL GROUP, INC     COM              023139108      280     5900 SH       DEFINED 01       04 05        5900
AMCOL INTERNATIONAL CORP       COM              02341W103      127     8600 SH       DEFINED 01 02    04 05        8600
AMERADA HESS CORP              COM              023551104      735    12000 SH       DEFINED 01 02    04 05       12000
AMERCO                         COM              023586100       17      600 SH       DEFINED 01       04            600
AMEREN CORP                    COM              023608102      724    19160 SH       DEFINED 01 02    04 05       19160
AMERICA ONLINE, INC            COM              02364J104    22341   214821 SH       DEFINED 01 02 03 04 05      214821
AMERICA WEST HOLDINGS CORP (CL COM              023657208       69     4000 SH       DEFINED 01       04 05        4000
AMERICAN ANNUITY GROUP, INC    COM              023840101        6      300 SH       DEFINED 01                     300
AMCORE FINANCIAL, INC          COM              023912108       97     4700 SH       DEFINED 01                    4700
AMERICAN CLASSIC VOYAGES CO    COM              024928103       18      800 SH       DEFINED 01    03 04            800
AMERICAN EAGLE OUTFITTERS, INC COM              02553E106      184     3800 SH       DEFINED 01 02 03 04           3800
AMERICAN ELECTRIC POWER CO, IN COM              025537101      676    19800 SH       DEFINED 01 02    04 05       19800
AMERICAN EXPRESS CO            COM              025816109     8656    64300 SH       DEFINED 01 02 03 04 05       64300
AMERICAN FINANCIAL GROUP, INC  COM              025932104       87     3100 SH       DEFINED 01       04 05        3100
AMERICAN FREIGHTWAYS CORP      COM              02629V108       60     3300 SH       DEFINED 01 02 03 04           3300
AMERICAN GENERAL CORP          COM              026351106     1879    29740 SH       DEFINED 01 02    04 05       29740
AMERICAN GREETINGS CORP (CLASS COM              026375105      134     5200 SH       DEFINED 01 02    04 05        5200
AMERICAN HOME PRODUCTS CORP    COM              026609107    13451   324123 SH       DEFINED 01 02 03 04 05      324123
AMERICAN INDUSTRIAL PROPERTIES COM              026791202        7      500 SH       DEFINED          04 05         500
AMERICAN INTERNATIONAL GROUP,  COM              026874107    14132   162548 SH       DEFINED 01 02 03 04 05      162548
AMERICAN ITALIAN PASTA CO (CLA COM              027070101       72     2500 SH       DEFINED 01 02                 2500
AMERICAN MANAGEMENT SYSTEMS, I COM              027352103      278    10850 SH       DEFINED 01 02 03 04 05       10850
AMERICAN MOBILE SATELLITE CORP COM              02755R103       67     3800 SH       DEFINED 01 02 03              3800
AMERICAN NATIONAL CAN GROUP, I COM              027714104     1565    98965 SH       DEFINED    02    04          98965
AMERICAN NATIONAL INSURANCE CO COM              028591105       20      300 SH       DEFINED 01                     300
AMERICAN POWER CONVERSION CORP COM              029066107      323    17000 SH       DEFINED 01 02 03 04 05       17000
AMERICAN STANDARD COS, INC     COM              029712106      292     7600 SH       DEFINED 01       04 05        7600
AMERICAN TOWER SYSTEMS (CLASS  COM              029912201     4873   249100 SH       DEFINED 01 02 03 04 05      249100
AMERICAN SUPERCONDUCTOR CORP   COM              030111108       75     4900 SH       DEFINED 01 02 03 04 05        4900
AMERICAN WATER WORKS CO, INC   COM              030411102       12      400 SH       DEFINED 01       04            400
AMERICAN WOODMARK CORP         COM              030506109        3      100 SH       DEFINED    02                  100
AMERICAN XTAL TECHNOLOGY INC   COM              030514103       13      600 SH       DEFINED 01 02 03               600
AMERICREDIT CORP               COM              03060R101      108     7200 SH       DEFINED 01 02 03 04 05        7200
AMERIPATH, INC                 COM              03071D109       22     2600 SH       DEFINED 01                    2600
AMERISOURCE HEALTH CORP (CLASS COM              03071P102      185     7800 SH       DEFINED 01 02 03 04 05        7800
AMERON INTERNATIONAL CORP      COM              030710107        5      100 SH       DEFINED 01                     100
AMERITRADE HOLDINGS CORP (CLAS COM              03072H109      149     8100 SH       DEFINED 01 02 03 04 05        8100
AMERUS LIFE HOLDINGS, INC (CLA COM              030732101       57     2700 SH       DEFINED 01       04           2700
AMES DEPARTMENT STORES, INC    COM              030789507       19      600 SH       DEFINED    02 03 04            600
AMERITECH CORP                 COM              030954101     8439   125600 SH       DEFINED 01 02    04 05      125600
AMETEK, INC                    COM              031100100      178     9000 SH       DEFINED 01 02 03 04 05        9000
AMF BOWLING, INC               COM              03113V109       63    15285 SH       DEFINED 01                   15285
AMGEN, INC                     COM              031162100     6906    84740 SH       DEFINED 01 02 03 04 05       84740
AMKOR TECHNOLOGY, INC          COM              031652100      393    24400 SH       DEFINED 01 02 03 04 05       24400
AMRESCO, INC                   COM              031909104        2      800 SH       DEFINED    02    04            800
AMPEX CORP (CLASS A)           COM              032092108        0      100 SH       DEFINED          04            100
AMPHENOL CORP (CLASS A)        COM              032095101      134     2700 SH       DEFINED 01 02 03 04 05        2700
AMSOUTH BANCORP                COM              032165102      790    33712 SH       DEFINED 01 02    04 05       33712
ANACOMP, INC                   COM              032371106       54     3300 SH       DEFINED 01 02 03              3300
ANADARKO PETROLEUM CORP        COM              032511107      336    11000 SH       DEFINED 01 02 03 04 05       11000
ANADIGICS, INC                 COM              032515108       84     3000 SH       DEFINED 01 02 03 04 05        3000
ANALOG DEVICES, INC            COM              032654105     4187    81696 SH       DEFINED 01 02 03 04 05       81696
ANALYSTS INTERNATIONAL CORP    COM              032681108       46     4400 SH       DEFINED 01 02 03 04 05        4400
ANCHOR GAMING CO               COM              033037102      119     2000 SH       DEFINED 01 02    04 05        2000
ANCOR COMMUNICATIONS, INC      COM              03332K108       61     2500 SH       DEFINED 01 02 03 04           2500
ANDREW CORP                    COM              034425108      305    17575 SH       DEFINED 01 02 03 04 05       17575
ANDRX CORP                     COM              034551101      339     5800 SH       DEFINED 01 02 03 04 05        5800
ANESTA CORP                    COM              034603100        4      400 SH       DEFINED    02                  400
ANHEUSER BUSCH COS, INC        COM              035229103     5681    81086 SH       DEFINED 01 02 03 04 05       81086
ANICOM, INC                    COM              035250109       28     5200 SH       DEFINED 01       04 05        5200
ANIXTER INTERNATIONAL, INC     COM              035290105       16      700 SH       DEFINED 01       04            700
ANN TAYLOR STORES CORP         COM              036115103       57     1400 SH       DEFINED 01 02 03              1400
ANTEC CORP                     COM              03664P105      112     2100 SH       DEFINED 01 02 03              2100
ANSWERTHINK CONSULTING GROUP   COM              036916104       84     8700 SH       DEFINED 01 02 03 04 05        8700
AON CORP                       COM              037389103      691    23375 SH       DEFINED 01 02    04 05       23375
APACHE CORP                    COM              037411105     3203    74171 SH       DEFINED 01 02 03 04 05       74171
APARTMENT INVESTMENT & MANAGEM COM              03748R101      332     8671 SH       DEFINED 01 02    04 05        8671
APEX, INC                      COM              037548104       32     1700 SH       DEFINED 01 02 03              1700
APOGEE ENTERPRISES, INC        COM              037598109        8     1100 SH       DEFINED    02    04           1100
APOLLO GROUP, INC (CLASS A)    COM              037604105      115     5450 SH       DEFINED 01 02 03 04           5450
APPLE COMPUTER, INC            COM              037833100     1292    20400 SH       DEFINED 01 02    04 05       20400
APPLEBEE'S INTERNATIONAL, INC  COM              037899101      192     5700 SH       DEFINED 01 02 03 04 05        5700
APRIA HEALTHCARE GROUP, INC    COM              037933108       74     4400 SH       DEFINED 01       04           4400
APPLIED GRAPHICS TECHNOLOGIES, COM              037937109        2      200 SH       DEFINED    02    04            200
APPLIED ANALYTICAL INDUSTRIES, COM              037939105       17     1500 SH       DEFINED    02    04           1500
APPLIED INDUSTRIAL TECHNOLOGIE COM              03820C105       16      900 SH       DEFINED 01       04            900
APPLIED MAGNETICS CORP         COM              038213104        1      800 SH       DEFINED 01                     800
APPLIED MICRO CIRUCUITS CORP   COM              03822W109      342     6000 SH       DEFINED 01 02 03 04 05        6000
APPLIED MATERIALS, INC         COM              038222105     5110    65700 SH       DEFINED 01 02 03 04 05       65700
APPLIED POWER, INC (CLASS A)   COM              038225108       94     3100 SH       DEFINED 01 02 03 04 05        3100
APPLIEDTHEORY CORP             COM              03828R104        7      600 SH       DEFINED 01 02                  600
APTARGROUP, INC                COM              038336103      123     4600 SH       DEFINED 01 02 03 04 05        4600
ARCADIA FINANCIAL LTD          COM              039101100       30     7000 SH       DEFINED 01       04 05        7000
ARCH CHEMICALS, INC            COM              03937R102       45     2800 SH       DEFINED 01          05        2800
ARCH COAL, INC                 COM              039380100       26     2100 SH       DEFINED 01                    2100
ARCH COMMUNICATIONS GROUP, INC COM              039381504        3      700 SH       DEFINED 01                     700
ARCHER DANIELS MIDLAND CO      COM              039483102      686    56304 SH       DEFINED 01 02    04 05       56304
ARCHSTONE COMMUNITIES TRUST    COM              039581103      272    14100 SH       DEFINED 01       04 05       14100
ARCTIC CAT, INC                COM              039670104       10     1000 SH       DEFINED 01          05        1000
ARDEN REALTY GROUP, INC        COM              039793104      224    10300 SH       DEFINED 01       04 05       10300
ARDENT SOFTWARE, INC           COM              039794102       70     2600 SH       DEFINED 01 02 03 04 05        2600
ARGOSY GAMING CORP             COM              040228108       58     4400 SH       DEFINED 01 02    04 05        4400
ARGUSS HOLDINGS, INC           COM              040282105        3      200 SH       DEFINED    02       05         200
ARMCO, INC                     COM              042170100       30     4300 SH       DEFINED 01 02 03 04           4300
ARMSTRONG WORLD INDUSTRIES, IN COM              042476101      427     9500 SH       DEFINED 01 02    04 05        9500
ARNOLD INDUSTRIES, INC         COM              042595108       43     3400 SH       DEFINED 01                    3400
ARROW ELECTRONICS, INC         COM              042735100       51     2900 SH       DEFINED 01       04 05        2900
ARROW INTERNATIONAL, INC       COM              042764100       13      500 SH       DEFINED 01    03               500
ARTESYN TECHNOLOGIES, INC      COM              043127109      116     6100 SH       DEFINED 01 02 03 04 05        6100
ARVIN INDUSTRIES, INC          COM              043339100      133     4300 SH       DEFINED 01       04 05        4300
ASARCO, INC                    COM              043413103      239     8900 SH       DEFINED 01 02       05        8900
ASCENT ENTERTAINMENT GROUP, IN COM              043628106       64     4622 SH       DEFINED 01       04           4622
ASHLAND, INC                   COM              044204105      316     9400 SH       DEFINED 01 02    04 05        9400
ASHTON TECHNOLOGY GROUP, INC   COM              045084100       23     3100 SH       DEFINED 01 02 03              3100
ASPECT DEVELOPMENT, INC        COM              045234101       71     2800 SH       DEFINED 01 02 03 04           2800
ASPECT TELECOMMUNICATIONS CORP COM              045237104       97     5700 SH       DEFINED 01 02 03 04           5700
ASPEN TECHNOLOGY, INC          COM              045327103        3      300 SH       DEFINED          04            300
ASSOCIATED BANC-CORP           COM              045487105      345     9540 SH       DEFINED 01       04 05        9540
ASSOCIATED ESTATES REALTY CORP COM              045604105        1      100 SH       DEFINED          04            100
ASSOCIATED GROUP, INC (CLASS A COM              045651106      182     3000 SH       DEFINED 01       04 05        3000
EXCITE AT HOME                 COM              045919107      540    13024 SH       DEFINED 01 02 03 04 05       13024
ASSOCIATES FIRST CAPITAL CORP  COM              046008108     6563   182301 SH       DEFINED 01 02 03 04 05      182301
ASTEC INDUSTRIES, INC          COM              046224101       65     2700 SH       DEFINED 01 02 03              2700
ASTORIA FINANCIAL CORP         COM              046265104      149     4845 SH       DEFINED 01       04 05        4845
ASYST TECHNOLOGIES, INC        COM              04648X107        7      200 SH       DEFINED    02                  200
ATLANTIC RICHFIELD CO          COM              048825103     2375    26800 SH       DEFINED 01       04 05       26800
ATLAS AIR, INC                 COM              049164106       19      850 SH       DEFINED    02 03               850
ATMEL CORP                     COM              049513104     1035    30600 SH       DEFINED 01 02 03 04 05       30600
ATMOS ENERGY CORP              COM              049560105       28     1151 SH       DEFINED 01          05        1151
ATWOOD OCEANICS, INC           COM              050095108       21      700 SH       DEFINED 01                     700
AUSPEX SYSTEMS, INC            COM              052116100       26     2900 SH       DEFINED 01 02 03 04           2900
AUTHENTIC FITNESS CORP         COM              052661105        2      100 SH       DEFINED          04            100
AUTOBYTEL.COM, INC             COM              05275N106        7      600 SH       DEFINED 01    03 04            600
AUTODESK, INC                  COM              052769106       57     2600 SH       DEFINED    02    04           2600
AUTOLIV, INC                   COM              052800109      176     4684 SH       DEFINED 01       04 05        4684
AUTOMATIC DATA PROCESSING, INC COM              053015103     3964    88840 SH       DEFINED 01 02 03 04 05       88840
AUTONATION, INC                COM              05329W102      343    27300 SH       DEFINED 01 02 03 04 05       27300
AUTOWEB.COM, INC               COM              053331104       12     1300 SH       DEFINED 01 02       05        1300
AUTOZONE, INC                  COM              053332102      401    14300 SH       DEFINED 01 02 03 04 05       14300
AVALONBAY COMMUNITIES, INC     COM              053484101       88     2600 SH       DEFINED 01       04           2600
AVANT CORP                     COM              053487104       30     1700 SH       DEFINED    02 03 04           1700
AVATAR HOLDINGS, INC           COM              053494100        2      100 SH       DEFINED 01                     100
AVERY DENNISON CORP            COM              053611109      770    14600 SH       DEFINED 01 02 03 04 05       14600
AVIALL, INC                    COM              05366B102        2      200 SH       DEFINED 01                     200
AVID TECHNOLOGIES, INC         COM              05367P100       60     4600 SH       DEFINED 01 02    04           4600
AVIATION SALES CO              COM              053672101        6      300 SH       DEFINED    02 03               300
AVIRON, INC                    COM              053762100       61     2500 SH       DEFINED 01 02 03              2500
AVISTA CORP                    COM              05379B107       81     4600 SH       DEFINED 01       04 05        4600
AVIS RENT A CAR, INC           COM              053790101       50     2400 SH       DEFINED 01                    2400
AVNET, INC                     COM              053807103        4      100 SH       DEFINED          04            100
AVON PRODUCTS, INC             COM              054303102      901    36300 SH       DEFINED 01 02 03 04 05       36300
AWARE, INC                     COM              05453N100       32     1100 SH       DEFINED    02 03              1100
AXENT TECHNOLOGIES, INC        COM              05459C108       35     2700 SH       DEFINED 01 02 03 04           2700
AXYS PHARMACEUTICALS, INC      COM              054635107        4      900 SH       DEFINED    02                  900
AZTEC TECHNOLOGY PARTNERS, INC COM              05480L101        2     1250 SH       DEFINED 01 02                 1250
AZTAR CORP                     COM              054802103      114    11100 SH       DEFINED 01       04 05       11100
BB&T CORP                      COM              054937107      694    21448 SH       DEFINED 01 02    04 05       21448
BHC COMMUNICATIONS, INC (CLASS COM              055448104       42      300 SH       DEFINED 01                     300
BISYS GROUP, INC               COM              055472104       99     2100 SH       DEFINED 01 02 03 04           2100
BJ'S WHOLESALE CLUB, INC       COM              05548J106      174     5900 SH       DEFINED 01    03 04           5900
BJ SERVICES CO                 COM              055482103      140     4400 SH       DEFINED 01       04           4400
BMC INDUSTRIES, INC            COM              055607105      137    11100 SH       DEFINED 01 02    04 05       11100
BP AMOCO PLC (SPONS ADR)       ADR              055622104     3002    27094 SH       DEFINED    02    04 05       27094
BRE PROPERTIES, INC (CLASS A)  COM              05564E106        2      100 SH       DEFINED          04            100
BSB BANCORP, INC               COM              055652101       24     1000 SH       DEFINED 01                    1000
BT FINANCIAL CORP              COM              055763106       24     1000 SH       DEFINED 01                    1000
BMC SOFTWARE, INC              COM              055921100    11308   158016 SH       DEFINED 01 02 03 04 05      158016
BACOU U.S.A., INC              COM              056439102       12      700 SH       DEFINED 01                     700
BAKER HUGHES, INC              COM              057224107      927    31965 SH       DEFINED 01 02 03 04 05       31965
BALDOR ELECTRIC CO             COM              057741100       11      600 SH       DEFINED    02    04            600
BALDWIN & LYONS, INC (CLASS B) COM              057755209       39     1900 SH       DEFINED 01                    1900
BALL CORP                      COM              058498106       76     1715 SH       DEFINED 01 02    04           1715
BALLY TOTAL FITNESS HOLDINGS C COM              05873K108      101     3300 SH       DEFINED 01 02 03              3300
BANCFIRST CORP                 COM              05945F103       22      701 SH       DEFINED 01    03    05         701
BANCFIRST OHIO CORP            COM              059450106       20      900 SH       DEFINED 01                     900
BANCORPSOUTH, INC              COM              059692103      132     7800 SH       DEFINED 01          05        7800
BANCWEST CORP                  COM              059790105      179     4400 SH       DEFINED 01          05        4400
BANDAG, INC                    COM              059815100       42     1300 SH       DEFINED 01       04 05        1300
BANK OF AMERICA CORP           COM              060505104    14383   258289 SH       DEFINED 01 02    04 05      258289
BANK OF GRANITE CORP           COM              062401104        9      300 SH       DEFINED    02 03               300
BANK OF NEW YORK CO, INC       COM              064057102     2294    68600 SH       DEFINED 01 02    04 05       68600
BANK ONE CORP                  COM              06423A103     4706   135167 SH       DEFINED 01 02    04 05      135167
BANK UNITED CORP (CLASS A)     COM              065412108      100     3100 SH       DEFINED 01       04 05        3100
BANKATLANTIC BANCORP, INC (CLA COM              065908105        7     1100 SH       DEFINED 01       04 05        1100
BANKATLANTIC BANCORP, INC (CLA COM              065908501        1      120 SH       DEFINED 01                     120
BANKBOSTON CORP                COM              06605R106     2951    68028 SH       DEFINED 01 02    04 05       68028
BANKNORTH GROUP, INC           COM              06646L100       84     2800 SH       DEFINED 01                    2800
BANKUNITED FINANCIAL CORP (CLA COM              06652B103        1      100 SH       DEFINED 01                     100
BANTA CORP                     COM              066821109      107     4800 SH       DEFINED 01       04 05        4800
BANYAN SYSTEMS, INC            COM              066908104        2      200 SH       DEFINED    02                  200
BARD (C.R.), INC               COM              067383109      179     3800 SH       DEFINED 01 02    04           3800
BARNES & NOBLE, INC            COM              067774109      122     4700 SH       DEFINED 01 02 03 04 05        4700
BARNES GROUP, INC              COM              067806109       10      500 SH       DEFINED    02                  500
BARNESANDNOBLE.COM, INC        COM              067846105       31     1600 SH       DEFINED 01 02 03              1600
BARRICK GOLD CORP              COM              067901108      231    10600 SH       DEFINED    02    04          10600
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       21     1000 SH       DEFINED 01 02    04           1000
BARRETT RESOURCES CORP         COM              068480201      100     2700 SH       DEFINED 01 02 03 04           2700
BASIN EXPL INC                 COM              070107107       29     1200 SH       DEFINED 01          05        1200
BATTLE MOUNTAIN GOLD CO        COM              071593107       63    19500 SH       DEFINED 01 02 03 04 05       19500
BAUSCH & LOMB, INC             COM              071707103      178     2700 SH       DEFINED 01 02    04 05        2700
BAXTER INTERNATIONAL, INC      COM              071813109     4418    73336 SH       DEFINED 01 02 03 04 05       73336
BAY VIEW CAPITAL CORP          COM              07262L101       44     3300 SH       DEFINED 01                    3300
BE AEROSPACE, INC              COM              073302101       11      900 SH       DEFINED 01       04 05         900
BEA SYSTEMS, INC               COM              073325102      350     9900 SH       DEFINED 01 02 03 04 05        9900
BEAR STEARNS COS, INC          COM              073902108      472    12285 SH       DEFINED 01 02    04 05       12285
BEBE STORES, INC               COM              075571109        2      100 SH       DEFINED    02                  100
BECKMAN COULTER, INC           COM              075811109      284     6300 SH       DEFINED 01 02 03 04 05        6300
BECTON DICKINSON & CO          COM              075887109      895    31900 SH       DEFINED 01 02 03 04 05       31900
BED BATH & BEYOND, INC         COM              075896100      528    15100 SH       DEFINED 01 02 03 04 05       15100
BEDFORD PROPERTY INVESTORS, IN COM              076446301       73     4300 SH       DEFINED 01       04 05        4300
BELCO OIL & GAS CORP           COM              077410108        8     1200 SH       DEFINED 01                    1200
BELDEN, INC                    COM              077459105      148     7200 SH       DEFINED 01 02 03 04 05        7200
BELL & HOWELL CO               COM              077852101       99     2700 SH       DEFINED 01 02 03              2700
BELL ATLANTIC CORP             COM              077853109    11730   174258 SH       DEFINED 01 02    04 05      174258
BELLSOUTH CORP                 COM              079860102     9567   212600 SH       DEFINED 01 02    04 05      212600
BELO (A.H.) CORP SERIES A      COM              080555105      335    17500 SH       DEFINED 01       04 05       17500
BEMIS, INC                     COM              081437105      105     3100 SH       DEFINED 01 02    04 05        3100
BENCHMARK ELECTRONICS, INC     COM              08160H101       25      700 SH       DEFINED    02 03               700
BENTON OIL & GAS CO            COM              083288100       11     4000 SH       DEFINED 01                    4000
BERGEN BRUNSWIG CORP (CLASS A) COM              083739102      146    14087 SH       DEFINED 01 02 03 04 05       14087
BERINGER WINE ESTATES HLDNGS,  COM              084102102       99     2400 SH       DEFINED 01 02 03              2400
BERKLEY (W.R.) CORP            COM              084423102        8      350 SH       DEFINED 01                     350
BERKSHIRE HATHAWAY, INC (CLASS COM              084670207      232      125 SH       DEFINED    02       05         125
BERKSHIRE REALTY CO, INC       COM              084710102       85     7100 SH       DEFINED 01          05        7100
BERRY PETROLEUM CO (CLASS A)   COM              085789105       20     1500 SH       DEFINED    02    04 05        1500
BEST BUY, INC                  COM              086516101     1570    25300 SH       DEFINED 01 02 03 04 05       25300
BEST SOFTWARE, INC             COM              086579109        6      300 SH       DEFINED    02    04            300
BESTFOODS, INC                 COM              08658U101     1790    36900 SH       DEFINED 01 02 03 04 05       36900
BETHLEHEM STEEL CORP           COM              087509105       79    10700 SH       DEFINED 01 02    04          10700
BEVERLY ENTERPRISES, INC       COM              087851309       53    12400 SH       DEFINED 01       04 05       12400
BEYOND.COM CORP                COM              08860E101       25     2000 SH       DEFINED 01 02 03 04 05        2000
BIG FLOWER HOLDINGS, INC       COM              089159107       74     2600 SH       DEFINED 01 02 03              2600
BILLING CONCEPTS CORP          COM              090063108        6     1100 SH       DEFINED    02 03 04           1100
BINDLEY WESTERN INDUSTRIES, IN COM              090324104       64     4450 SH       DEFINED 01       04           4450
BINDVIEW DEVELOPMENT CORP      COM              090327107       26     1300 SH       DEFINED 01 02 03 04 05        1300
BIO-RAD LABORATORIES, INC (CLA COM              090572207       11      400 SH       DEFINED 01                     400
BIO-TECHNOLOGY GENERAL CORP    COM              090578105       32     3300 SH       DEFINED 01 02 03 04           3300
BIOGEN, INC                    COM              090597105     1505    19100 SH       DEFINED 01 02 03 04 05       19100
BIOMATRIX, INC                 COM              09060P102       56     2500 SH       DEFINED 01 02 03              2500
BIOMET, INC                    COM              090613100      337    12800 SH       DEFINED 01 02 03 04 05       12800
BIRMINGHAM STEEL CORP          COM              091250100       14     1900 SH       DEFINED          04           1900
BLACK & DECKER CORP            COM              091797100      452     9900 SH       DEFINED 01 02 03 04 05        9900
BLACK BOX CORP                 COM              091826107       58     1100 SH       DEFINED 01 02 03              1100
BLACK HILLS CORP               COM              092113109      147     6300 SH       DEFINED 01 02 03 04           6300
BLAIR CORP                     COM              092828102        4      200 SH       DEFINED 01                     200
BLANCH (E.W.) HOLDINGS, INC    COM              093210102       26      400 SH       DEFINED    02 03               400
BLOCK DRUG, INC (CLASS A)      COM              093644102       11      300 SH       DEFINED 01                     300
BLOCK (H&R), INC               COM              093671105      747    17200 SH       DEFINED 01 02 03 04 05       17200
BLOCKBUSTER, INC               COM              093679108      893    70054 SH       DEFINED    02                70054
BLYTH INDUSTRIES, INC          COM              09643P108       90     3200 SH       DEFINED 01 02 03 04           3200
BOB EVANS FARMS, INC           COM              096761101      153     7500 SH       DEFINED 01       04 05        7500
BOCA RESORTS, INC (CLASS A)    COM              09688T106       32     3000 SH       DEFINED 01 02    04           3000
BOEING CO                      COM              097023105     4882   114534 SH       DEFINED 01 02 03 04 05      114534
BOISE CASCADE CORP             COM              097383103      182     5000 SH       DEFINED 01 02    04 05        5000
BOISE CASCADE OFFICE PRODUCTS  COM              097403109       26     2400 SH       DEFINED 01    03              2400
BOMBAY, INC                    COM              097924104        1      100 SH       DEFINED          04            100
BORDERS GROUP, INC             COM              099709107       78     5300 SH       DEFINED 01 02 03 04 05        5300
BORG-WARNER AUTOMOTIVE, INC    COM              099724106      112     2598 SH       DEFINED 01 02    04           2598
BORON, LEPORE & ASSOCIATES, IN COM              10001P102        3      500 SH       DEFINED    02                  500
BOSTON PROPERTIES, INC         COM              101121101      350    11400 SH       DEFINED 01 02 03 04 05       11400
BOSTON SCIENTIFIC CORP         COM              101137107     1205    48800 SH       DEFINED 01 02 03 04 05       48800
BOTTOMLINE TECHNOLOGIES, INC   COM              101388106       12      800 SH       DEFINED 01 02                  800
BOWATER, INC                   COM              102183100       95     1800 SH       DEFINED 01       04 05        1800
BOWNE & CO, INC                COM              103043105        1      100 SH       DEFINED          04            100
BOYD GAMING CORP               COM              103304101       32     5400 SH       DEFINED 01       04 05        5400
BOYDS COLLECTION LTD           COM              103354106       15     1200 SH       DEFINED 01    03 04           1200
BOYKIN LODGING CO              COM              103430104       40     3000 SH       DEFINED 01                    3000
BRADLEY REAL ESTATE, INC       COM              104580105       13      694 SH       DEFINED 01       04            694
BRADY CORP (CLASS A)           COM              104674106      115     3600 SH       DEFINED 01 02                 3600
BRANDYWINE REALTY TRUST        COM              105368203       65     4000 SH       DEFINED 01       04 05        4000
BREED TECHNOLOGIES, INC        COM              106702103        0      900 SH       DEFINED 01                     900
BRENTON BANKS, INC             COM              107211104       29     2090 SH       DEFINED 01                    2090
BRIGGS & STRATTON CORP         COM              109043109      117     2000 SH       DEFINED 01 02       05        2000
BRIGHT HORIZONS FAMILY SOLUT   COM              109195107       36     2300 SH       DEFINED 01 02       05        2300
BRIGHTPOINT, INC               COM              109473108       13     1850 SH       DEFINED 01 02    04           1850
BRINKER INTERNATIONAL, INC     COM              109641100      187     6900 SH       DEFINED 01       04 05        6900
BRIO TECHNOLOGY, INC           COM              109704106       13      600 SH       DEFINED    02    04            600
BRISTOL HOTELS & RESORTS, INC  COM              110041100        2      350 SH       DEFINED 01 02                  350
BRISTOL MYERS SQUIBB CO        COM              110122108    23432   347134 SH       DEFINED 01 02 03 04 05      347134
BRITESMILE, INC                COM              110415106       22     2300 SH       DEFINED 01 02    04 05        2300
BROADCOM CORP (CLASS A)        COM              111320107      436     4000 SH       DEFINED 01 02 03 04 05        4000
BROADVISION, INC               COM              111412102      439     3300 SH       DEFINED 01 02 03    05        3300
BROCADE COMMUNICATIONS SYSTEMS COM              111621108      294     1400 SH       DEFINED 01                    1400
BROOKE GROUP LTD               COM              112525100        5      315 SH       DEFINED          04 05         315
BROOKLINE BANCORP, INC         COM              113739106        9      900 SH       DEFINED 01                     900
BROOKTROUT, INC                COM              114580103       12      900 SH       DEFINED 01                     900
BROWN FORMAN, INC (CLASS B)    COM              115637209      162     2600 SH       DEFINED 01 02    04 05        2600
BROWN (TOM), INC               COM              115660201       97     6600 SH       DEFINED 01 02 03 04 05        6600
BROWN SHOE CO, INC             COM              115736100       51     2800 SH       DEFINED 01                    2800
BRUNSWICK CORP                 COM              117043109      545    21900 SH       DEFINED 01 02    04 05       21900
BUCKEYE TECHNOLOGIES, INC      COM              118255108       88     5600 SH       DEFINED 01 02 03 04 05        5600
BUCKLE, INC (THE)              COM              118440106        9      500 SH       DEFINED 01                     500
BUDGET GROUP, INC              COM              119003101        8     1100 SH       DEFINED 01       04           1100
BUFFETS, INC                   COM              119882108        2      200 SH       DEFINED             05         200
BUILDING ONE SERVICES CORP     COM              120114103        9      700 SH       DEFINED    02    04            700
BURLINGTON COAT FACTORY WAREHO COM              121579106       68     3420 SH       DEFINED 01 02    04 05        3420
BURLINGTON INDUSTRIES, INC     COM              121693105        1      200 SH       DEFINED          04            200
BURLINGTON NORTHERN SANTA FE C COM              12189T104     1497    54420 SH       DEFINED 01 02    04 05       54420
BURLINGTON RESOURCES, INC      COM              122014103      667    18154 SH       DEFINED 01 02    04 05       18154
BURNHAM PACIFIC PROPERTIES, IN COM              12232C108        1      100 SH       DEFINED          04            100
BURNS INTL SERVICES            COM              122374101       18     1100 SH       DEFINED 01    03              1100
BURR BROWN CORP                COM              122574106       81     2050 SH       DEFINED 01 02 03 04 05        2050
BUSH INDUSTRIES, INC (CLASS A) COM              123164105       13     1000 SH       DEFINED 01 02    04           1000
BUTLER MANUFACTURING CO        COM              123655102       58     2200 SH       DEFINED 01          05        2200
C&D TECHNOLOGIES, INC          COM              124661109       40     1100 SH       DEFINED 01                    1100
CAIS INTERNET, INC             COM              12476Q102       12     1000 SH       DEFINED 01                    1000
CCC INFORMATION SERVICES GROUP COM              12487Q109       47     3600 SH       DEFINED 01 02 03 04           3600
CCB FINANCIAL CORP             COM              124875105      254     6100 SH       DEFINED 01       04 05        6100
CB RICHARD ELLIS SERVICES GROU COM              12489L108       36     2400 SH       DEFINED 01       04           2400
CBRL GROUP, INC                COM              12489V106       34     2200 SH       DEFINED 01       04           2200
CBS CORP                       COM              12490K107    12057   260686 SH       DEFINED 01 02 03 04 05      260686
CFW COMMUNICATIONS CO          COM              124923103        2      100 SH       DEFINED       03               100
C-COR.NET CORP                 COM              125010108       24      800 SH       DEFINED    02    04            800
C-CUBE MICROSYSTEMS, INC       COM              125015107      226     5200 SH       DEFINED 01 02 03 04 05        5200
CDI CORP                       COM              125071100      107     3900 SH       DEFINED 01 02 03 04 05        3900
CDNOW, INC                     COM              125086108       38     3079 SH       DEFINED 01 02 03 04           3079
CD RADIO, INC                  COM              125127100       66     2600 SH       DEFINED 01 02                 2600
CDW COMPUTER CENTERS, INC      COM              125129106      112     2300 SH       DEFINED 01 02 03 04 05        2300
CEC ENTERTAINMENT, INC         COM              125137109      291     8100 SH       DEFINED 01 02 03 04 05        8100
C.H. ROBINSON WORLDWIDE, INC   COM              12541W100      125     3700 SH       DEFINED 01 02 03 04           3700
CHS ELECTRONICS, INC           COM              12542A206        2     1300 SH       DEFINED    02    04           1300
CIGNA CORP                     COM              125509109     1625    20905 SH       DEFINED 01 02    04 05       20905
CIT GROUP, INC (CLASS A)       COM              125577106       23     1100 SH       DEFINED 01          05        1100
CKE RESTAURANTS, INC           COM              12561E105       30     4200 SH       DEFINED 01 02 03 04 05        4200
CLECO CORP                     COM              12561W105       52     1600 SH       DEFINED 01                    1600
CK WITCO CORP                  COM              12562C108      195    13387 SH       DEFINED 01 02 03 04 05       13387
CMGI, INC                      COM              125750109      851     8300 SH       DEFINED 01 02 03 04 05        8300
CMI CORP                       COM              125761304        6      800 SH       DEFINED          04 05         800
CMP GROUP, INC                 COM              125887109       53     2026 SH       DEFINED 01                    2026
CMS ENERGY CORP                COM              125896100      190     5600 SH       DEFINED 01       04 05        5600
CPI CORP                       COM              125902106       21      600 SH       DEFINED 01                     600
CSS INDUSTRIES, INC            COM              125906107       23     1000 SH       DEFINED 01                    1000
CNET, INC                      COM              125945105      314     5600 SH       DEFINED 01 02 03 04 05        5600
CSK AUTO CORP                  COM              125965103      100     4600 SH       DEFINED 01 02 03 04 05        4600
CNA FINANCIAL CORP             COM              126117100       67     1900 SH       DEFINED 01                    1900
CNF TRANSPORTATION, INC        COM              12612W104      119     3200 SH       DEFINED 01       04 05        3200
CNB BANCSHARES, INC            COM              126126101       21      400 SH       DEFINED 01       04            400
CSG SYSTEMS INTERNATIONAL, INC COM              126349109      386    14100 SH       DEFINED 01 02 03 04 05       14100
CSX CORP                       COM              126408103      780    18400 SH       DEFINED 01 02    04 05       18400
CTC COMMUNICATIONS GROUP       COM              126418102       67     4100 SH       DEFINED 01 02 03              4100
CTS CORP                       COM              126501105      380     6600 SH       DEFINED 01 02 03 04 05        6600
CVB FINANCIAL CORP             COM              126600105        3      100 SH       DEFINED       03               100
CVS CORP                       COM              126650100     5147   126114 SH       DEFINED 01 02 03 04 05      126114
CABLEVISION SYSTEMS CORP (CLAS COM              12686C109      997    13700 SH       DEFINED 01 02 03 04 05       13700
CABLETRON SYSTEMS, INC         COM              126920107      248    15800 SH       DEFINED 01 02    04 05       15800
CABLE DESIGN TECHNOLOGIES CO   COM              126924109        6      250 SH       DEFINED 01       04 05         250
CABOT CORP                     COM              127055101      216     9100 SH       DEFINED 01 02 03 04 05        9100
CABOT OIL & GAS CORP (CLASS A) COM              127097103       14      800 SH       DEFINED 01       04            800
CACI INTERNATIONAL, INC (CLASS COM              127190304        4      200 SH       DEFINED    02    04            200
CADENCE DESIGN SYSTEMS, INC    COM              127387108      325    24500 SH       DEFINED 01 02 03 04 05       24500
CADIZ, INC                     COM              127537108       17     1800 SH       DEFINED 01 02 03 04           1800
CAL DIVE INTERNATIONAL, INC    COM              127914109       34     1000 SH       DEFINED 01 02       05        1000
CALDOR CORP                    COM              128787108        0     2400 SH       DEFINED 01                    2400
CALGON CARBON CORP             COM              129603106        5      800 SH       DEFINED 01                     800
CALIFORNIA WATER SERVICE GROUP COM              130788102       19      700 SH       DEFINED 01                     700
CALLAWAY GOLF CO               COM              131193104       67     5500 SH       DEFINED 01    03 04 05        5500
CALPINE CORP                   COM              131347106       51      600 SH       DEFINED    02 03 04 05         600
CAMBREX CORP                   COM              132011107      106     4000 SH       DEFINED 01                    4000
CAMBRIDGE TECHNOLOGY PARTNERS, COM              132524109       52     3600 SH       DEFINED 01 02 03 04           3600
CAMDEN PROPERTY TRUST          COM              133131102      215     8000 SH       DEFINED 01          05        8000
CAMPBELL SOUP CO               COM              134429109     1315    33600 SH       DEFINED 01 02 03 04 05       33600
CANADIAN NATIONAL RAILWAY CO   COM              136375102        3      100 SH       DEFINED 01                     100
CANANDAIGUA BRANDS, INC (CLASS COM              137219200       72     1200 SH       DEFINED 01                    1200
CAPITAL AUTOMOTIVE REIT        COM              139733109       46     3700 SH       DEFINED 01       04 05        3700
CAPITAL ONE FINANCIAL CORP     COM              14040H105     1112    28500 SH       DEFINED 01 02 03 04 05       28500
CAPITAL RE CORP                COM              140432105     1790   178976 SH       DEFINED 01 02    04         178976
CAPITAL SENIOR LIVING CORP     COM              140475104        1      100 SH       DEFINED          04            100
CAPITOL FEDERAL FINANCIAL      COM              14057C106        5      500 SH       DEFINED          04            500
CAPROCK COMMUNICATIONS CORP    COM              140667106       21      900 SH       DEFINED    02 03 04            900
CAPSTEAD MORTGAGE CORP         COM              14067E100       37     9239 SH       DEFINED 01       04           9239
CARBIDE/GRAPHITE GROUP, INC (T COM              140777103        2      200 SH       DEFINED 01                     200
CARAUSTAR INDUSTRIES, INC      COM              140909102       36     1400 SH       DEFINED 01                    1400
CARDINAL HEALTH, INC           COM              14149Y108    12730   233578 SH       DEFINED 01 02 03 04 05      233578
CAREER EDUCATION CORP          COM              141665109        9      300 SH       DEFINED 01       04 05         300
CAREERBUILDER, INC             COM              141684100        4      500 SH       DEFINED 01 02                  500
CAREMARK RX, INC               COM              141705103       60    10700 SH       DEFINED 01 02 03 04 05       10700
CAREMATRIX CORP                COM              141706101       12     2300 SH       DEFINED 01 02 03 04           2300
CAREY INTERNATIONAL, INC       COM              141750109        3      100 SH       DEFINED          04            100
CARDIOTHORACIC SYSTEM, INC     COM              141888107        2      200 SH       DEFINED    02                  200
CARDIOTHORACIC SYSTEMS INC     COM              141907105       40     2400 SH       DEFINED 01 02 03    05        2400
CARLISLE COS, INC              COM              142339100       55     1400 SH       DEFINED 01       04           1400
CARMIKE CINEMAS, INC (CLASS A) COM              143436103       13     1000 SH       DEFINED 01          05        1000
CARNIVAL CORP (CLASS A)        COM              143658102     5603   128816 SH       DEFINED    02 03 04         128816
CARRIAGE SERVICES, INC (CLASS  COM              143905107       14     1600 SH       DEFINED 01    03 04 05        1600
CAROLINA POWER & LIGHT CO      COM              144141108      425    12000 SH       DEFINED 01 02    04 05       12000
CARPENTER TECHNOLOGY CORP      COM              144285103       86     3500 SH       DEFINED 01          05        3500
CARRAMERICA REALTY CORP        COM              144418100      279    12700 SH       DEFINED 01       04 05       12700
CARRIER ACCESS CORP            COM              144460102       21      500 SH       DEFINED 01 02 03               500
CARTER WALLACE, INC            COM              146285101       68     3800 SH       DEFINED 01       04           3800
CASCADE NATURAL GAS CORP       COM              147339105       20     1100 SH       DEFINED 01       04 05        1100
CASE CORP                      COM              14743R103      344     6900 SH       DEFINED 01 02    04 05        6900
CASELLA WASTE SYSTEMS, INC (CL COM              147448104       22     1300 SH       DEFINED 01    03 04           1300
CASEY'S GENERAL STORES, INC    COM              147528103      147    11000 SH       DEFINED 01 02 03 04 05       11000
CASTLE (A.M.) & CO             COM              148411101       10      800 SH       DEFINED 01                     800
CASTLE & COOKE, INC            COM              148433105       39     2566 SH       DEFINED 01       04           2566
CATALINA MARKETING CORP        COM              148867104      119     1400 SH       DEFINED 01 02 03              1400
CATALYTICA, INC                COM              148885106      117     7800 SH       DEFINED 01 02 03 04 05        7800
CATAPULT COMMUNICATIONS CORP   COM              149016107       23     1500 SH       DEFINED 01 02    04 05        1500
CATELLUS DEVELOPMENT CORP      COM              149111106       53     4500 SH       DEFINED 01 02 03 04           4500
CATERPILLAR, INC               COM              149123101     1743    31800 SH       DEFINED 01 02    04 05       31800
CATHAY BANCORP, INC            COM              149150104       32      900 SH       DEFINED 01    03               900
CATO CORP (CLASS A)            COM              149205106       45     3200 SH       DEFINED 01 02    04 05        3200
CELLSTAR CORP                  COM              150925105       20     2600 SH       DEFINED 01 02 03 04           2600
CENTENNIAL HEALTHCARE CORP     COM              150937100        5     1700 SH       DEFINED 01                    1700
CELGENE CORP                   COM              151020104       51     1900 SH       DEFINED    02 03              1900
CELL PATHWAYS, INC             COM              15114R101       20     2100 SH       DEFINED 01 02    04 05        2100
CELLNET DATA SYSTEMS, INC      COM              15115M101       40    10200 SH       DEFINED 01 02 03 04 05       10200
CENDANT CORP                   COM              151313103     1720    96894 SH       DEFINED 01 02 03 04 05       96894
CENTENNIAL BANCORP             COM              15133T104       11      977 SH       DEFINED 01 02 03               977
CENTER TRUST, INC              COM              151845104       10      900 SH       DEFINED 01       04            900
CENTERPOINT PROPERTIES CORP    COM              151895109       10      300 SH       DEFINED          04 05         300
CENTEX CONSTRUCTION PRODUCTS,  COM              15231R109      197     5300 SH       DEFINED 01 02 03 04 05        5300
CENTEX CORP                    COM              152312104      293     9900 SH       DEFINED 01 02 03 04 05        9900
CENTOCOR, INC                  COM              152342101      486     8300 SH       DEFINED 01 02 03 04 05        8300
CENTRAL & SOUTH WEST CORP      COM              152357109      701    33200 SH       DEFINED 01 02    04 05       33200
CENTRAL GARDEN & PET CO        COM              153527106        3      400 SH       DEFINED    02                  400
CENTRAL HUDSON GAS & ELECTRIC  COM              153609102       51     1300 SH       DEFINED 01                    1300
CENTRAL NEWSPAPERS, INC (CLASS COM              154647101      174     3900 SH       DEFINED 01 02 03 04 05        3900
CENTRAL PARKING CORP           COM              154785109        4      150 SH       DEFINED 01    03               150
CENTURA BANKS, INC             COM              15640T100       50     1200 SH       DEFINED 01       04           1200
CENTURY BUSINESS SERVICES, INC COM              156490104      134    11500 SH       DEFINED 01 02 03 04 05       11500
CENTURYTEL, INC                COM              156700106      458    11275 SH       DEFINED 01 02    04 05       11275
CEPHALON, INC                  COM              156708109      102     5700 SH       DEFINED 01 02 03 04 05        5700
CERIDIAN CORP                  COM              15677T106     1489    59840 SH       DEFINED 01 02 03 04 05       59840
CERNER CORP                    COM              156782104       23     1500 SH       DEFINED    02 03 04           1500
CHAMPION ENTERPRISES, INC      COM              158496109       64     7100 SH       DEFINED 01 02 03 04           7100
CHAMPION INTERNATIONAL CORP    COM              158525105      396     7700 SH       DEFINED 01 02    04 05        7700
CHAMPIONSHIP AUTO RACING TEAMS COM              158711101       57     2200 SH       DEFINED 01 02 03              2200
CHARLES RIVER ASSOCIATES       COM              159852102       22      800 SH       DEFINED 01 02                  800
CHARTER ONE FINANCIAL, INC     COM              160903100      467    20183 SH       DEFINED 01       04 05       20183
CHARTER MUNICIPAL MORTGAGE ACC COM              160908109       33     2500 SH       DEFINED 01                    2500
CHARMING SHOPPES, INC          COM              161133103       39     7600 SH       DEFINED 01       04           7600
CHART INDUSTRIES, INC          COM              16115Q100       13     2700 SH       DEFINED 01    03 04           2700
CHASE MANHATTAN CORP           COM              16161A108     9960   132139 SH       DEFINED 01 02    04 05      132139
CHATEAU PROPERTIES, INC        COM              161726104       47     1800 SH       DEFINED 01                    1800
CHATTEM, INC                   COM              162456107        2      100 SH       DEFINED    02                  100
CHEAP TICKETS, INC             COM              162672109        3      100 SH       DEFINED    02                  100
CHECKFREE HOLDINGS CORP        COM              162816102      169     4100 SH       DEFINED 01 02 03 04           4100
CHECKPOINT SYSTEMS, INC        COM              162825103        2      200 SH       DEFINED          04            200
THE CHEESECAKE FACTORY CO      COM              163072101       36     1300 SH       DEFINED 01 02                 1300
CHEMICAL FINANCIAL CORP        COM              163731102       17      500 SH       DEFINED 01                     500
CHESAPEAKE CORP                COM              165159104      115     3800 SH       DEFINED 01                    3800
CHESAPEAKE ENERGY CORP         COM              165167107       52    13300 SH       DEFINED 01       04          13300
CHEVRON CORP                   COM              166751107     6044    68100 SH       DEFINED 01 02    04 05       68100
CHICAGO TITLE CORP             COM              168228104       92     2300 SH       DEFINED 01                    2300
CHILDRENS PLACE RETAIL STORES  COM              168905107       93     3500 SH       DEFINED 01 02 03              3500
CHOICE HOTELS INTERNATIONAL, I COM              169905106      106     6200 SH       DEFINED 01    03 04           6200
CHIQUITA BRANDS INTERNATIONAL, COM              170032106       33     5500 SH       DEFINED 01                    5500
CHIREX, INC                    COM              170038103       93     3600 SH       DEFINED 01 02 03 04 05        3600
CHIRON CORP                    COM              170040109      209     7540 SH       DEFINED 01 02 03 04 05        7540
CHITTENDEN CORP                COM              170228100      128     4500 SH       DEFINED 01 02 03 04 05        4500
CHOICEPOINT, INC               COM              170388102      110     1630 SH       DEFINED 01 02 03    05        1630
CHRIS CRAFT INDUSTRIES, INC    COM              170520100        3       49 SH       DEFINED 01                      49
CHUBB CORP                     COM              171232101      723    14517 SH       DEFINED 01 02    04 05       14517
CHURCH & DWIGHT CO, INC        COM              171340102      140     5600 SH       DEFINED 01 02 03 04           5600
CHYRON CORP                    COM              171605207        4     3500 SH       DEFINED 01                    3500
CIBER, INC                     COM              17163B102       86     5600 SH       DEFINED 01 02 03 04           5600
CIENA CORP                     COM              171779101      544    14900 SH       DEFINED 01 02 03 04 05       14900
CILCORP, INC                   COM              171794100        6      100 SH       DEFINED 01                     100
CINCINNATI BELL, INC           COM              171870108      309    15900 SH       DEFINED 01 02 03 04 05       15900
CINCINNATI FINANCIAL CORP      COM              172062101      735    19588 SH       DEFINED 01 02    04 05       19588
CINERGY CORP                   COM              172474108      674    23800 SH       DEFINED 01 02    04 05       23800
CIRCUIT CITY STORES-CIRCUIT CI COM              172737108     1181    28000 SH       DEFINED 01 02 03 04 05       28000
CISCO SYSTEMS, INC             COM              17275R102    50515   736778 SH       DEFINED 01 02 03 04 05      736778
CIRRUS LOGIC, INC              COM              172755100       62     5600 SH       DEFINED 01       04 05        5600
CITADEL COMMUNICATIONS CORP    COM              172853202       17      500 SH       DEFINED 01 02 03               500
CITATION CORP                  COM              172895104       19     1100 SH       DEFINED 01                    1100
CINTAS CORP                    COM              172908105      549     9500 SH       DEFINED 01 02 03 04 05        9500
CITIGROUP, INC                 COM              172967101    24193   549846 SH       DEFINED 01 02 03 04 05      549846
CITIZENS BANKING CORP (MICHIGA COM              174420109       52     2000 SH       DEFINED 01                    2000
CITIZENS UTILITIES CO (CLASS B COM              177342201       19     1680 SH       DEFINED 01       04           1680
CITRIX SYSTEMS, INC            COM              177376100      564     9100 SH       DEFINED 01 02 03 04 05        9100
CITY HOLDINGS CO               COM              177835105        2       88 SH       DEFINED 01                      88
CITY NATIONAL CORP             COM              178566105      201     6000 SH       DEFINED 01       04 05        6000
CLAIRES STORES, INC            COM              179584107      166    10000 SH       DEFINED 01 02 03 04 05       10000
CLARCOR, INC                   COM              179895107       71     4200 SH       DEFINED 01       04 05        4200
CLARIFY, INC                   COM              180492100      131     2600 SH       DEFINED 01 02 03              2600
CLAYTON HOMES, INC             COM              184190106      162    18607 SH       DEFINED 01 02 03 04 05       18607
CLEAR CHANNEL COMMUNICATIONS,  COM              184502102    14139   177018 SH       DEFINED 01 02 03 04 05      177018
CLEVELAND CLIFFS, INC          COM              185896107       62     2000 SH       DEFINED 01                    2000
CLINTRIALS, INC                COM              188767107        0       50 SH       DEFINED 01                      50
CLOROX CO                      COM              189054109     1176    30744 SH       DEFINED 01 02 03 04 05       30744
COAST FEDERAL LITIGATION CONTI                  19034Q110        1     1300 SH       DEFINED 01                    1300
COASTAL CORP                   COM              190441105     1019    24900 SH       DEFINED 01 02    04 05       24900
COCA COLA CO                   COM              191216100    17781   369954 SH       DEFINED 01 02 03 04 05      369954
COCA COLA ENTERPRISES, INC     COM              191219104     1112    49300 SH       DEFINED 01 02 03 04 05       49300
COGNEX CORP                    COM              192422103      139     4600 SH       DEFINED 01 02 03 04           4600
COGNIZANT TECH SOLUTIONS       COM              192446102       25      800 SH       DEFINED 01 02       05         800
COHERENT, INC                  COM              192479103       62     2800 SH       DEFINED 01                    2800
COHU, INC                      COM              192576106       13      600 SH       DEFINED 01                     600
COINMACH LAUNDRY CORP          COM              19259L101       11     1100 SH       DEFINED    02 03              1100
COINSTAR, INC                  COM              19259P300       20     2000 SH       DEFINED    02 03 04           2000
COLDWATER CREEK, INC           COM              193068103       12      600 SH       DEFINED 01          05         600
COLE NATIONAL CORP (CLASS A)   COM              193290103        2      300 SH       DEFINED 01                     300
KENNETH COLE PRODUCTIONS, INC  COM              193294105       15      400 SH       DEFINED 01 02       05         400
COLGATE PALMOLIVE CO           COM              194162103     5909   129163 SH       DEFINED 01 02 03 04 05      129163
COLLINS & AIKMAN CORP          COM              194830105       19     2700 SH       DEFINED 01       04           2700
COLONIAL BANCGROUP, INC        COM              195493309       74     6600 SH       DEFINED 01       04 05        6600
COLONIAL PROPERTIES TRUST      COM              195872106      118     4400 SH       DEFINED 01          05        4400
COLUMBIA ENERGY GROUP          COM              197648108      692    12500 SH       DEFINED 01 02    04 05       12500
COLUMBIA/HCA HEALTHCARE CORP   COM              197677107     1361    64238 SH       DEFINED 01 02    04 05       64238
COLUMBIA LABORATORIES, INC     COM              197779101        6      800 SH       DEFINED    02                  800
COLUMBIA SPORTSWEAR CO         COM              198516106        4      300 SH       DEFINED 01                     300
COLUMBUS MCKINNON CORP         COM              199333105       17     1000 SH       DEFINED 01                    1000
COMAIR HOLDINGS, INC           COM              199789108      107     6430 SH       DEFINED 01 02 03 04 05        6430
COMFORT SYSTEMS U.S.A., INC    COM              199908104       15     1300 SH       DEFINED 01 02 03 04           1300
COMCAST CORP (CLASS A) SPECIAL COM              200300200     4306   107978 SH       DEFINED 01 02 03 04 05      107978
COMDISCO, INC                  COM              200336105      127     6600 SH       DEFINED 01       04 05        6600
COMERICA, INC                  COM              200340107      934    18450 SH       DEFINED 01 02    04 05       18450
COMMERCE BANCSHARES, INC       COM              200525103      224     6338 SH       DEFINED 01       04 05        6338
COMMERCE GROUP, INC            COM              200641108        2      100 SH       DEFINED             05         100
COMMERCIAL FEDERAL CORP        COM              201647104        5      250 SH       DEFINED 01       04            250
COMMERCIAL METALS CO           COM              201723103      170     5900 SH       DEFINED 01       04 05        5900
COMMERCIAL NET LEASE REALTY, I COM              202218103        2      200 SH       DEFINED          04            200
COMMONWEALTH INDUSTRIES, INC   COM              203004106        4      300 SH       DEFINED 01                     300
COMMONWEALTH TELEPHONE ENTERPR COM              203349105       26      600 SH       DEFINED 01 02 03               600
COMMSCOPE, INC                 COM              203372107      259     7966 SH       DEFINED 01 02 03 04 05        7966
COMMUNITY FIRST BANKSHARES, IN COM              203902101      152     9000 SH       DEFINED 01 02 03 04 05        9000
COMMUNITY TRUST BANCORP, INC   COM              204149108       36     1640 SH       DEFINED 01       04           1640
COMPASS BANCSHARES, INC        COM              20449H109      224     8950 SH       DEFINED 01       04 05        8950
COMPAQ COMPUTER CORP           COM              204493100     8958   390519 SH       DEFINED 01 02 03 04 05      390519
COMPLETE BUSINESS SOLUTIONS, I COM              20452F107       64     4700 SH       DEFINED 01 02 03 04           4700
COMPUCREDIT CORP               COM              20478N100        6      300 SH       DEFINED    02                  300
COMPUCOM SYSTEMS, INC          COM              204780100        1      300 SH       DEFINED          04            300
COMPUTER ASSOCIATES INTERNATIO COM              204912109     4480    73150 SH       DEFINED 01 02 03 04 05       73150
COMPUTER NETWORK TECHNOLOGY CO COM              204925101       22     2400 SH       DEFINED 01 02 03 04           2400
COMPUSA, INC                   COM              204932107       44     7200 SH       DEFINED 01 02 03 04 05        7200
COMPUTER LEARNING CENTERS, INC COM              205199102        1      200 SH       DEFINED    02                  200
COMPUTER SCIENCES CORP         COM              205363104     1631    23196 SH       DEFINED 01 02 03 04 05       23196
COMPUTER TASK GROUP, INC       COM              205477102       31     2100 SH       DEFINED 01 02                 2100
COMPX INTERNATIONAL, INC       COM              20563P101        6      300 SH       DEFINED    02                  300
COMPUWARE CORP                 COM              205638109     3853   147845 SH       DEFINED 01 02 03 04 05      147845
COMSAT CORP SERIES 1           COM              20564D107        6      200 SH       DEFINED 01                     200
COMSTOCK RESOURCES, INC        COM              205768203        3      700 SH       DEFINED 01 02                  700
COMVERSE TECHNOLOGY, INC       COM              205862402      839     8894 SH       DEFINED 01 02 03 04 05        8894
CONAGRA, INC                   COM              205887102     1458    64600 SH       DEFINED 01 02    04 05       64600
CONCENTRIC NETWORK CORP        COM              20589R107      130     6400 SH       DEFINED 01 02 03 04 05        6400
COMPUTER HORIZONS CORP         COM              205908106       11      950 SH       DEFINED 01 02 03 04            950
COM21, INC                     COM              205937105       42     3200 SH       DEFINED 01 02 03              3200
CONCORD COMMUNICATIONS, INC    COM              206186108      111     2800 SH       DEFINED 01 02 03 04 05        2800
CONCORD EFS, INC               COM              206197105      426    20643 SH       DEFINED 01 02 03 04 05       20643
CONCUR TECHNOLOGIES, INC       COM              206708109       14      500 SH       DEFINED    02 03               500
CONCURRENT COMPUTER CORP       COM              206710204        5      700 SH       DEFINED    02 03 04            700
CONE MILLS CORP                COM              206814105        1      300 SH       DEFINED 01                     300
CONECTIV, INC                  COM              206829103      318    16225 SH       DEFINED 01       04 05       16225
CONECTIV, INC (CLASS A)        COM              206829202       22      537 SH       DEFINED 01                     537
CONEXANT SYSTEMS, INC          COM              207142100      839    11550 SH       DEFINED 01 02 03 04 05       11550
CONMED CORP                    COM              207410101       61     2500 SH       DEFINED 01 02       05        2500
CONNECTICUT ENERGY CORP        COM              207567108       19      500 SH       DEFINED 01                     500
CONNING CORP                   COM              208215103       22     1900 SH       DEFINED 01                    1900
CONOCO, INC (CLASS A)          COM              208251306       89     3194 SH       DEFINED    02                 3194
CONOCO, INC (CLASS B)          COM              208251405     2690    98275 SH       DEFINED 01 02    04 05       98275
CONSECO, INC                   COM              208464107      655    33937 SH       DEFINED 01 02    04 05       33937
CONSOLIDATED EDISON CO OF N.Y. COM              209115104      643    15500 SH       DEFINED 01 02    04 05       15500
CONSOLIDATED FREIGHTWAYS CORP  COM              209232107        3      350 SH       DEFINED 01       04 05         350
CONSOLIDATED GRAPHICS, INC     COM              209341106       84     2000 SH       DEFINED 01 02 03              2000
CONSOLIDATED NATURAL GAS CO    COM              209615103      886    14200 SH       DEFINED 01 02    04 05       14200
CONSOLIDATED PAPERS, INC       COM              209759109       13      500 SH       DEFINED          04            500
CONSOLIDATED PRODUCTS, INC     COM              209798107        6      625 SH       DEFINED    02                  625
CONSOLIDATED STORES CORP       COM              210149100      104     4700 SH       DEFINED    02 03 04 05        4700
CONSTELLATION ENERGY GROUP     COM              210371100      776    27600 SH       DEFINED 01 02    04 05       27600
CONTIFINANCIAL CORP            COM              21075V107        3     3100 SH       DEFINED 01 02 03    05        3100
CONTINENTAL AIRLINES, INC (CLA COM              210795308      707    21577 SH       DEFINED 01 02    04 05       21577
CONTOUR ENERGY CO              COM              21220C103        1     1100 SH       DEFINED 01                    1100
CONVERGYS CORP                 COM              212485106      141     7100 SH       DEFINED 01 02 03 04 05        7100
COOPER CAMERON CORP            COM              216640102      117     3100 SH       DEFINED 01 02 03 04 05        3100
COOPER COS, INC                COM              216648402      111     3600 SH       DEFINED 01 02 03 04 05        3600
COOPER INDUSTRIES, INC         COM              216669101      290     6200 SH       DEFINED 01 02    04 05        6200
COOPER TIRE & RUBBER CO        COM              216831107      129     7300 SH       DEFINED 01 02    04 05        7300
COORS (ADOLPH) CO (CLASS B)    COM              217016104       97     1800 SH       DEFINED 01 02                 1800
COPART, INC                    COM              217204106       55     3000 SH       DEFINED 01    03              3000
COPPER MOUNTAIN NETWORKS, INC  COM              217510106      158     1800 SH       DEFINED 01                    1800
COR THERAPEUTICS, INC          COM              217753102      110     5800 SH       DEFINED 01 02 03              5800
CORDANT TECHNOLOGIES, INC      COM              218412104      262     8600 SH       DEFINED 01 02 03 04 05        8600
CORINTHIAN COLLEGES INC        COM              218868107        2      100 SH       DEFINED          04            100
CORIXA CORP                    COM              21887F100       27     2000 SH       DEFINED 01 02                 2000
CORN PRODUCTS INTERNATIONAL, I COM              219023108      226     7425 SH       DEFINED 01 02    04 05        7425
CORNELL CORRECTIONS, INC       COM              219141108        3      200 SH       DEFINED          04            200
CORNERSTONE PROPERTIES, INC    COM              21922H103      217    14200 SH       DEFINED 01       04 05       14200
CORNERSTONE REALTY INCOME TRUS COM              21922V102        2      200 SH       DEFINED          04            200
CORNING, INC                   COM              219350105     2386    34800 SH       DEFINED 01 02 03 04 05       34800
CORPORATE EXECUTIVE BRD CO     COM              21988R102       12      300 SH       DEFINED    02                  300
CORPORATE EXPRESS, INC         COM              219888104       78     8300 SH       DEFINED 01 02 03 04           8300
CORT BUSINESS SERVICES CORP    COM              220493100       25     1100 SH       DEFINED 01 02                 1100
CORUS BANKSHARES, INC          COM              220873103       10      400 SH       DEFINED 01                     400
COST PLUS, INC                 COM              221485105      141     2900 SH       DEFINED 01 02 03    05        2900
COSTCO WHOLESALE CORP          COM              22160K105     2088    29000 SH       DEFINED 01 02 03 04 05       29000
COSTAR GROUP                   COM              22160N109       41     1700 SH       DEFINED 01 02 03              1700
COTELLIGENT, INC               COM              221630106       15     4300 SH       DEFINED 01 02    04           4300
COULTER PHARMACEUTICAL, INC    COM              222116105       45     3200 SH       DEFINED 01 02 03    05        3200
COUNTRYWIDE CREDIT INDUSTRIES, COM              222372104      340    10542 SH       DEFINED 01 02    04 05       10542
COUSINS PROPERTIES, INC        COM              222795106      204     6010 SH       DEFINED 01 02 03 04 05        6010
COVAD COMMUNICATIONS GROUP     COM              222814204      292     6700 SH       DEFINED 01 02 03 04 05        6700
COVANCE, INC                   COM              222816100       77     7900 SH       DEFINED 01 02 03 04 05        7900
COVENANT TRANSPORT, INC (CLASS COM              22284P105       50     3300 SH       DEFINED 01 02    04 05        3300
COVENTRY HEALTH CARE, INC      COM              222862104       48     5000 SH       DEFINED 01                    5000
COX COMMUNICATIONS, INC (CLASS COM              224044107      460    11016 SH       DEFINED 01 02 03 04 05       11016
COX RADIO, INC (CLASS A)       COM              224051102       77     1300 SH       DEFINED 01 02 03              1300
CRANE CO                       COM              224399105      212     9450 SH       DEFINED 01 02    04 05        9450
CRAWFORD & CO (CLASS B)        COM              224633107       33     2300 SH       DEFINED 01 02    04 05        2300
CREATIVE COMPUTERS, INC        COM              22527E107        2      300 SH       DEFINED    02                  300
CREATIVE BIOMOLECULES, INC     COM              225270107        7     1800 SH       DEFINED 01 02                 1800
CREDENCE SYSTEMS CORP          COM              225302108      139     3100 SH       DEFINED 01 02 03 04 05        3100
CREDIT ACCEPTANCE CORP         COM              225310101        7     1100 SH       DEFINED 01                    1100
CREDITRUST CORP                COM              225429109       11      500 SH       DEFINED    02       05         500
CREE RESEARCH, INC             COM              225447101       78     2300 SH       DEFINED 01 02 03 04 05        2300
CRESCENDO PHARMACEUTICALS CORP COM              225637107       13      725 SH       DEFINED 01 02                  725
CRESECENT OPERATING, INC       COM              22575M100        2      400 SH       DEFINED 01                     400
CRESCENT REAL ESTATE EQUITIES  COM              225756105      148     8200 SH       DEFINED 01       04 05        8200
CRESTLINE CAPITAL CORP         COM              226153104       54     2640 SH       DEFINED 01 02    04 05        2640
CRITICAL PATH, INC             COM              22674V100       20      500 SH       DEFINED 01 02 03               500
CROSS TIMBERS OIL CO           COM              227573102      107     7925 SH       DEFINED 01 02 03 04 05        7925
CROSSMAN COMMUNITIES, INC      COM              22764E109       11      700 SH       DEFINED 01          05         700
CROWN AMERICAN REALTY TRUST    COM              228186102       19     3000 SH       DEFINED 01                    3000
CROWN CASTLE INTERNATIONAL COR COM              228227104        2      100 SH       DEFINED          04            100
CROWN CORK & SEAL CO, INC      COM              228255105      473    19500 SH       DEFINED 01 02    04 05       19500
CUBIC CORP                     COM              229669106       16      700 SH       DEFINED 01                     700
CULLEN FROST BANKERS, INC      COM              229899109      230     9200 SH       DEFINED 01       04 05        9200
CUMMINS ENGINE CO, INC         COM              231021106      493     9900 SH       DEFINED 01 02    04 05        9900
CUMULUS MEDIA, INC             COM              231082108       52     1600 SH       DEFINED 01 02 03 04           1600
CURATIVE HEALTH SERVICES, INC  COM              231264102        2      400 SH       DEFINED    02                  400
CYBERIAN OUTPOST, INC          COM              231914102       27     2900 SH       DEFINED 01 02                 2900
ZIXIT CORPORATION              COM              232046102       33     1100 SH       DEFINED 01 02 03              1100
CYBERCASH, INC                 COM              232462101       12     1700 SH       DEFINED 01    03              1700
CYBERONICS, INC                COM              23251P102       23     1300 SH       DEFINED 01 02 03    05        1300
CYBEX COMPUTER PRODUCTS CORP   COM              232522102       33     1000 SH       DEFINED 01 02    04           1000
CYGNUS, INC                    COM              232560102       19     1700 SH       DEFINED 01 02    04 05        1700
CYLINK CORP                    COM              232565101        3      400 SH       DEFINED 01                     400
CYMER, INC                     COM              232572107      118     3400 SH       DEFINED 01 02 03 04           3400
CYPRESS SEMICONDUCTOR CORP     COM              232806109      202     9400 SH       DEFINED 01 02 03 04 05        9400
CYPRUS AMAX MINERALS CO        COM              232809103      273    13900 SH       DEFINED 01 02    04 05       13900
CYTEC INDUSTRIES, INC          COM              232820100      125     5200 SH       DEFINED 01       04 05        5200
CYTYC CORP                     COM              232946103      135     3500 SH       DEFINED 01 02 03 04 05        3500
DII GROUP, INC                 COM              232949107      190     5400 SH       DEFINED 01 02 03 04 05        5400
DBT ONLINE, INC                COM              233044106      120     4800 SH       DEFINED 01 02 03    05        4800
DQE, INC                       COM              23329J104       20      500 SH       DEFINED 01       04            500
DPL, INC                       COM              233293109       71     4000 SH       DEFINED 01       04 05        4000
HORTON (D.R.), INC             COM              23331A109       57     4400 SH       DEFINED 01       04           4400
DSP GROUP, INC                 COM              23332B106       12      300 SH       DEFINED    02 03               300
DSP COMMUNICATIONS, INC        COM              23332K106       82     4300 SH       DEFINED 01 02 03 04           4300
DST SYSTEMS, INC               COM              233326107      150     2634 SH       DEFINED 01 02 03 04           2634
DTE ENERGY CO                  COM              233331107      892    24700 SH       DEFINED 01 02    04 05       24700
DAIN RAUSCHER CORP             COM              233856103       34      700 SH       DEFINED 01          05         700
DAISYTEK INTERNATIONAL CORP    COM              234053106       23     1600 SH       DEFINED 01                    1600
DAL-TILE INTERNATIONAL, INC    COM              23426R108        2      200 SH       DEFINED          04            200
DALLAS SEMICONDUCTOR CORP      COM              235204104      198     3700 SH       DEFINED 01 02 03 04 05        3700
DAN RIVER, INC (CLASS A)       COM              235774106       11     1700 SH       DEFINED 01                    1700
DANA CORP                      COM              235811106      646    17395 SH       DEFINED 01 02    04 05       17395
DANAHER CORP                   COM              235851102      680    12900 SH       DEFINED 01 02 03 04 05       12900
DARDEN RESTAURANTS, INC        COM              237194105      383    19600 SH       DEFINED 01 02    04 05       19600
DATA BROADCASTING CORP         COM              237596101        8     1100 SH       DEFINED 01 02 03 04           1100
DATA DIMENSIONS, INC           COM              237654207        1      800 SH       DEFINED 01                     800
DATA GENERAL CORP              COM              237688106       46     2200 SH       DEFINED 01 02    04           2200
DATA TRANSMISSION NETWORK CORP COM              238017107       15      600 SH       DEFINED 01 02                  600
DATASCOPE CORP                 COM              238113104       32      900 SH       DEFINED 01          05         900
DATASTREAM SYSTEMS, INC        COM              238124101       84     6400 SH       DEFINED 01 02 03 04           6400
DAVE & BUSTER'S, INC           COM              23833N104       25     2100 SH       DEFINED 01 02                 2100
DAY RUNNER, INC                COM              239545106        5      600 SH       DEFINED 01                     600
DAYTON HUDSON CORP             COM              239753106     5561    92590 SH       DEFINED 01 02 03 04 05       92590
DEAN FOODS CO                  COM              242361103      205     4700 SH       DEFINED 01       04 05        4700
DEB SHOPS, INC                 COM              242728103       25     1300 SH       DEFINED    02       05        1300
DEERE & CO                     COM              244199105      874    22600 SH       DEFINED 01 02    04 05       22600
DEL MONTE FOODS CO             COM              24522P103       76     5400 SH       DEFINED 01 02 03 04 05        5400
DELCO REMY INTERNATIONAL, INC  COM              246626105       29     3200 SH       DEFINED 01       04           3200
DELHAIZE AMERICA, INC (CLASS B COM              246688204      139     6132 SH       DEFINED 01       04 05        6132
DELL COMPUTER CORP             COM              247025109    21503   514277 SH       DEFINED 01 02 03 04 05      514277
DELPHI AUTOMOTIVE SYSTEMS CORP COM              247126105      862    53673 SH       DEFINED 01 02    04 05       53673
DELTA & PINE LAND CO           COM              247357106       28     1100 SH       DEFINED    02 03 04           1100
DELTA AIRLINES, INC            COM              247361108      922    19000 SH       DEFINED 01 02    04 05       19000
DELTEK SYSTEMS, INC            COM              24785A108        3      200 SH       DEFINED 01                     200
DELTIC TIMBER CORP             COM              247850100       28     1242 SH       DEFINED 01                    1242
DELUXE CORP                    COM              248019101      503    14800 SH       DEFINED 01 02    04 05       14800
DENDRITE INTERNATIONAL, INC    COM              248239105      175     3700 SH       DEFINED 01 02 03              3700
DENTSPLY INTERNATIONAL, INC    COM              249030107      291    12800 SH       DEFINED 01 02 03 04 05       12800
DEPARTMENT 56, INC             COM              249509100       57     2400 SH       DEFINED 01 02       05        2400
DESTIA COMMUNICATIONS INC      COM              25063E100       14     1100 SH       DEFINED 01 02 03              1100
DETROIT DIESEL CORP            COM              250837101       26     1400 SH       DEFINED 01                    1400
DEVELOPERS DIVERSIFIED REALTY  COM              251591103        1      100 SH       DEFINED             05         100
DEVON ENERGY CORP (NEW)        COM              25179M103      175     4214 SH       DEFINED 01 02    04 05        4214
DEVRY, INC                     COM              251893103      180     9000 SH       DEFINED 01 02 03 04 05        9000
DEXTER CORP                    COM              252165105       86     2300 SH       DEFINED 01                    2300
DIAGNOSTIC PRODUCTS CORP       COM              252450101       35     1300 SH       DEFINED 01 02    04 05        1300
DIAL CORP                      COM              25247D101      235     9200 SH       DEFINED 01 02 03 04 05        9200
DIAMOND OFFSHORE DRILLING, INC COM              25271C102      307     9200 SH       DEFINED 01 02 03 04 05        9200
DIAMOND TECH PARTNERS, INC (CL COM              252762109       49     1100 SH       DEFINED 01 02                 1100
DIEBOLD, INC                   COM              253651103      163     7050 SH       DEFINED 01       04 05        7050
DIGITAL MICROWAVE CORP         COM              253859102       36     2300 SH       DEFINED    02 03 04           2300
DIGITAL RIVER, INC             COM              25388B104       30     1400 SH       DEFINED 01 02 03              1400
DIME COMMUNITY BANCORP, INC    COM              253922108       42     2000 SH       DEFINED 01                    2000
DILLARDS, INC (CLASS A)        COM              254067101      136     6700 SH       DEFINED 01 02    04 05        6700
DIME BANCORP, INC              COM              25429Q102      193    11000 SH       DEFINED 01       04 05       11000
DIMON, INC                     COM              254394109        1      300 SH       DEFINED          04            300
DIONEX CORP                    COM              254546104      107     2500 SH       DEFINED 01 02 03              2500
DISNEY (WALT) CO               COM              254687106     6400   247334 SH       DEFINED 01 02 03 04 05      247334
DISPATCH MANAGEMENT SERVICES C COM              254927106        2      800 SH       DEFINED 01                     800
DOCUMENTUM, INC                COM              256159104       30     1400 SH       DEFINED 01 02       05        1400
DOLE FOOD, INC                 COM              256605106      122     6400 SH       DEFINED 01       04 05        6400
DOLLAR GENERAL CORP            COM              256669102      878    28425 SH       DEFINED 01 02 03 04 05       28425
DOLLAR THRIFTY AUTOMOTIVE GROU COM              256743105       99     4800 SH       DEFINED 01       04 05        4800
DOLLAR TREE STORES, INC        COM              256747106      333     8350 SH       DEFINED 01 02 03 04 05        8350
DOMINION RESOURCES, INC        COM              257470104      776    17200 SH       DEFINED 01 02    04 05       17200
DONALDSON CO, INC              COM              257651109       53     2300 SH       DEFINED 01 02    04           2300
DONALDSON, LUFKIN & JENRETTE,  COM              257661108       83     2100 SH       DEFINED 01       04           2100
DLJDIRECT                      COM              257661504       67     4400 SH       DEFINED 01 02                 4400
DONNELLEY (R.R.) & SONS CO     COM              257867101      352    12200 SH       DEFINED 01 02    04 05       12200
DORAL FINANCIAL CORP           COM              25811P100       25     1900 SH       DEFINED 01 02    04           1900
DOUBLECLICK, INC               COM              258609304      405     3400 SH       DEFINED 01 02 03 04 05        3400
DOVER CORP                     COM              260003108      740    18100 SH       DEFINED 01 02    04 05       18100
DOVER DOWNS ENTERTAINMENT, INC COM              260086103       10      700 SH       DEFINED    02                  700
DOW CHEMICAL CO                COM              260543103     5928    52173 SH       DEFINED 01 02    04 05       52173
DOW JONES & CO, INC            COM              260561105      432     8100 SH       DEFINED 01 02 03 04           8100
DOWNEY FINANCIAL CORP          COM              261018105       19      930 SH       DEFINED 01       04 05         930
DREYERS GRAND ICE CREAM, INC   COM              261878102        2      100 SH       DEFINED 01                     100
DRIL-QUIP, INC                 COM              262037104        3      100 SH       DEFINED          04            100
DU PONT (E.I.) DE NEMOURS & CO COM              263534109     7152   117481 SH       DEFINED 01 02    04 05      117481
DUANE READE, INC               COM              263578106       42     1400 SH       DEFINED    02 03              1400
DUFF & PHELPS CREDIT RATING CO COM              26432F109       56      700 SH       DEFINED 01 02                  700
DUKE ENERGY CORP               COM              264399106     1749    31733 SH       DEFINED 01 02    04 05       31733
DUKE-WEEKS REALTY CORP         COM              264411505       14      705 SH       DEFINED 01       04 05         705
DUN & BRADSTREET CORP          COM              26483B106      391    13100 SH       DEFINED 01 02    04 05       13100
DUPONT PHOTOMASKS, INC         COM              26613X101      157     3400 SH       DEFINED 01 02 03    05        3400
DURA PHARMACEUTICALS, INC      COM              26632S109       74     5300 SH       DEFINED 01 02 03 04           5300
DURAMED PHARMACEUTICALS, INC   COM              266354109       12     1600 SH       DEFINED 01 02                 1600
DYCOM INDUSTRIES, INC          COM              267475101      114     2700 SH       DEFINED 01 02 03 04 05        2700
DYNEX CAPITAL, INC             COM              26817Q506        5      794 SH       DEFINED 01                     794
EEX CORP                       COM              26842V207       21     7316 SH       DEFINED 01    03 04           7316
E4L, INC                       COM              268452109       11     2900 SH       DEFINED    02                 2900
EG & G, INC                    COM              268457108      127     3200 SH       DEFINED 01 02    04           3200
EMC CORP                       COM              268648102    22608   316475 SH       DEFINED 01 02 03 04 05      316475
ENSCO INTERNATIONAL, INC       COM              26874Q100      387    21400 SH       DEFINED 01 02 03 04 05       21400
EOG RESOURCES, INC             COM              26875P101       77     3600 SH       DEFINED 01       04           3600
ESS TECHNOLOGY                 COM              269151106       57     4300 SH       DEFINED 01       04 05        4300
E.SPIRE COMMUNICATIONS, INC    COM              269153102       46     6400 SH       DEFINED 01 02 03 04 05        6400
ETEC SYSTEMS, INC              COM              26922C103       30      800 SH       DEFINED    02 03 04            800
E-TEK DYNAMICS, INC            COM              269240107       98     1800 SH       DEFINED 01 02 03 04           1800
E TRADE GROUP, INC             COM              269246104      508    21600 SH       DEFINED 01 02 03 04 05       21600
EAGLE GEOPHYSICAL, INC         COM              269524104        0      269 SH       DEFINED 01 02                  269
EAGLE U.S.A. AIRFREIGHT, INC   COM              270018104       40     1350 SH       DEFINED 01 02 03              1350
EARTHGRAINS CO                 COM              270319106      160     7216 SH       DEFINED 01 02 03 04 05        7216
EARTHSHELL CORP                COM              27032B100       18     4600 SH       DEFINED 01    03              4600
EARTHWEB INC                   COM              27032C108       59     1500 SH       DEFINED 01 02       05        1500
EARTHLINK NETWORK, INC         COM              270322100       90     2100 SH       DEFINED 01 02 03 04 05        2100
EAST WEST BANCORP, INC         COM              27579R104        7      600 SH       DEFINED    02                  600
EASTERN ENTERPRISES CO         COM              27637F100       79     1700 SH       DEFINED 01 02                 1700
EASTGROUP PROPERTIES, INC      COM              277276101       60     3300 SH       DEFINED 01       04 05        3300
EASTMAN CHEMICAL CO            COM              277432100      228     5700 SH       DEFINED 01 02    04 05        5700
EASTMAN KODAK CO               COM              277461109     2731    36200 SH       DEFINED 01 02    04 05       36200
EATON CORP                     COM              278058102     1027    11900 SH       DEFINED 01 02    04 05       11900
EATON VANCE CORP               COM              278265103      144     4500 SH       DEFINED 01 02 03 04           4500
EBAY, INC                      COM              278642103      578     4100 SH       DEFINED 01 02 03 04 05        4100
ECHELON CORP                   COM              27874N105        3      400 SH       DEFINED    02    04            400
ECHELON INTERNATIONAL CORP     COM              278747100        1       40 SH       DEFINED 01                      40
ECHO BAY MINES LTD             COM              278751102        2      900 SH       DEFINED    02                  900
ECHOSTAR COMMUNICATIONS CORP ( COM              278762109      145     1600 SH       DEFINED 01 02 03 04 05        1600
ECLIPSE SURGICAL TECH INC      COM              278849104        3      200 SH       DEFINED    02                  200
ECLIPSYS CORP                  COM              278856109       47     3262 SH       DEFINED 01 02 03 04 05        3262
ECOLAB, INC                    COM              278865100      700    20500 SH       DEFINED 01 02 03 04 05       20500
EDIFY CORP                     COM              280599101       11      900 SH       DEFINED    02 03               900
EDISON INTERNATIONAL CO        COM              281020107      994    40900 SH       DEFINED 01 02    04 05       40900
EDUCATION MANAGEMENT CORP      COM              28139T101       54     4400 SH       DEFINED 01 02 03 04           4400
J.D. EDWARDS & CO              COM              281667105       23     1100 SH       DEFINED    02 03 04           1100
EDWARDS (A.G.), INC            COM              281760108      297    11250 SH       DEFINED 01       04 05       11250
EFAX.COM INC                   COM              282012103        6      800 SH       DEFINED    02    04            800
EGGHEAD.COM, INC               COM              282330109       31     4400 SH       DEFINED 01 02 03 04 05        4400
EL PASO ENERGY CORP            COM              283905107      382     9602 SH       DEFINED 01       04 05        9602
ELAN CORP PLC ADR              ADR              284131208     8010   238672 SH       DEFINED    02 03 04         238672
ELCOR CORP                     COM              284443108      134     5350 SH       DEFINED 01 02 03 04           5350
ELECTRIC LIGHTWAVE (CLASS A)   COM              284895109       23     1700 SH       DEFINED 01    03              1700
ELECTRO RENT CORP              COM              285218103        4      300 SH       DEFINED             05         300
ELECTRO SCIENTIFIC INDUSTRIES, COM              285229100        5      100 SH       DEFINED          04            100
ELECTROGLAS, INC               COM              285324109       70     3000 SH       DEFINED 01       04           3000
ELECTRONIC ARTS, INC           COM              285512109      622     8600 SH       DEFINED 01 02 03 04 05        8600
ELECTRONIC DATA SYSTEMS CORP   COM              285661104     4902    92609 SH       DEFINED 01 02 03 04 05       92609
ELECTRONICS BOUTIQUE HLDG CP   COM              286045109        5      200 SH       DEFINED             05         200
ELECTRONICS FOR IMAGING, INC   COM              286082102      339     6600 SH       DEFINED 01 02 03 04 05        6600
EMCOR GROUP, INC               COM              29084Q100        6      300 SH       DEFINED 01                     300
EMCORE CORP                    COM              290846104       21     1500 SH       DEFINED 01 02    04           1500
EMERSON ELECTRIC CO            COM              291011104     2932    46400 SH       DEFINED 01 02    04 05       46400
EMMIS COMMUNICATIONS (CLASS A) COM              291525103       79     1200 SH       DEFINED 01 02 03              1200
EMPLOYEE SOLUTIONS, INC        COM              292166105        5     5500 SH       DEFINED 01                    5500
EMULEX CORP                    COM              292475209       60      700 SH       DEFINED    02 03               700
ENCAD, INC                     COM              292503109        2      300 SH       DEFINED    02                  300
ENCORE WIRE CORP               COM              292562105        7      800 SH       DEFINED 01                     800
ENERGEN CORP                   COM              29265N108      101     5000 SH       DEFINED 01       04 05        5000
ENERGY EAST CORP               COM              29266M109      154     6500 SH       DEFINED 01       04 05        6500
ENGELHARD CORP                 COM              292845104      215    11800 SH       DEFINED 01 02    04 05       11800
ENGINEERING ANIMATION, INC     COM              292872108       11      700 SH       DEFINED    02    04            700
ENESCO GROUP, INC              COM              292973104       12      800 SH       DEFINED 01 02                  800
ENHANCE FINANCIAL SERVICES GRO COM              293310108       35     2000 SH       DEFINED 01          05        2000
ENRON CORP                     COM              293561106     2822    68422 SH       DEFINED 01 02    04 05       68422
ENTERCOM COMMUNICATIONS CORP   COM              293639100       32      900 SH       DEFINED 01 02 03               900
ENTERGY CORP                   COM              29364G103      518    17900 SH       DEFINED 01 02    04 05       17900
ENTERTAINMENT PROPERTIES TRUST COM              29380T105       34     2300 SH       DEFINED 01                    2300
ENTREMED, INC                  COM              29382F103       11      500 SH       DEFINED    02                  500
ENTRUST TECHNOLOGIES INC       COM              293848107       20      900 SH       DEFINED 01 02 03               900
ENZON, INC                     COM              293904108       55     1800 SH       DEFINED    02 03 04           1800
ENZO BIOCHEMICAL, INC          COM              294100102       29     1035 SH       DEFINED    02 03 04 05        1035
EPICOR SOFTWARE CORP           COM              29426L108       36     6200 SH       DEFINED 01 02 03 04 05        6200
EQUIFAX, INC                   COM              294429105      540    19200 SH       DEFINED 01 02 03 04 05       19200
EQUITABLE RESOURCES, INC       COM              294549100      280     7400 SH       DEFINED 01       04 05        7400
EQUITY INNS, INC               COM              294703103        1      100 SH       DEFINED          04            100
EQUITY OFFICE PROPERTIES TRUST COM              294741103      729    31350 SH       DEFINED 01       04 05       31350
EQUITY RESIDENTIAL PROPERTIES  COM              29476L107      558    13178 SH       DEFINED 01       04 05       13178
ERICSSON TELEFON (LM) SERIES B ADR              294821400     2653    84880 SH       DEFINED    02 03 04          84880
ERIE INDEMNITY CO (CLASS A)    COM              29530P102       72     2200 SH       DEFINED 01       04 05        2200
ETHAN ALLEN INTERIORS, INC     COM              297602104      167     5250 SH       DEFINED 01 02 03 04 05        5250
ETOYS, INC                     COM              297862104      186     2800 SH       DEFINED 01                    2800
EVEREN CAPITAL CORP            COM              299761106        9      300 SH       DEFINED 01                     300
EVEREST REINSURANCE HOLDINGS,  COM              299808105      119     5000 SH       DEFINED 01          05        5000
EVERGREEN RESOURCES, INC       COM              299900308        5      200 SH       DEFINED          04            200
EXAR CORP                      COM              300645108       11      300 SH       DEFINED 01                     300
EXCALIBUR TECHNOLOGIES CORP    COM              300651205        9     1100 SH       DEFINED    02    04           1100
EXCEL SWITCHING CORP           COM              30067V108      165     4600 SH       DEFINED 01 02 03    05        4600
EXCHANGE APPLICATIONS          COM              300867108       23      800 SH       DEFINED 01 02 03 04            800
EXECUTONE INFORMATION SYSTEMS, COM              301607107       10     3300 SH       DEFINED 01 02    04 05        3300
EXIDE CORP                     COM              302051107        7      700 SH       DEFINED 01       04 05         700
EXODUS COMMUNICATIONS, INC     COM              302088109      577     8000 SH       DEFINED 01 02 03 04 05        8000
EXPEDITORS INTERNATIONAL OF WA COM              302130109      132     4100 SH       DEFINED 01 02 03 04 05        4100
EXPRESS SCRIPTS, INC           COM              302182100      383     4900 SH       DEFINED 01 02 03 04 05        4900
EXTENDED STAY AMERICA, INC     COM              30224P101      118    13100 SH       DEFINED 01 02 03 04 05       13100
EXTREME NETWORKS, INC          COM              30226D106      336     5300 SH       DEFINED 01 02 03 04 05        5300
EXXON CORP                     COM              302290101    23686   311916 SH       DEFINED 01 02    04 05      311916
F & M BANCORP, INC (WISCONSIN) COM              302371109       14      400 SH       DEFINED 01                     400
FBL FINANCIAL GROUP, INC (CLAS COM              30239F106       52     2500 SH       DEFINED 01       04 05        2500
FMC CORP                       COM              302491303      251     5200 SH       DEFINED 01 02    04 05        5200
F.N.B. CORP                    COM              302520101        5      210 SH       DEFINED             05         210
FPIC INSURANCE GROUP, INC      COM              302563101        2      100 SH       DEFINED          04            100
FPL GROUP, INC                 COM              302571104      738    14655 SH       DEFINED 01 02    04 05       14655
FSI INTERNATIONAL, INC         COM              302633102       37     4500 SH       DEFINED 01 02    04 05        4500
F.Y.I., INC                    COM              302712104       88     2600 SH       DEFINED 01 02 03              2600
FCNB CORP                      COM              302920103        4      200 SH       DEFINED    02                  200
FACTORY 2-U STORES, INC        COM              303072102       15      500 SH       DEFINED    02 03 04            500
FACTSET RESEARCH SYSTEMS, INC  COM              303075105       82     1450 SH       DEFINED 01 02                 1450
FAIR ISSAC & CO, INC           COM              303250104       62     2200 SH       DEFINED 01 02                 2200
FAIRCHILD CORP (CLASS A)       COM              303698104        1      100 SH       DEFINED          04            100
FAIRFIELD COMMUNITIES, INC     COM              304231301       26     2400 SH       DEFINED 01 02 03 04 05        2400
FAMILY DOLLAR STORES, INC      COM              307000109      302    14300 SH       DEFINED 01 02 03 04 05       14300
FARMER BROTHERS CO             COM              307675108       17      100 SH       DEFINED 01                     100
FARM FAMILY HOLDINGS INC       COM              307901108       24      600 SH       DEFINED 01                     600
FARMERS CAPITAL BANK CORP      COM              309562106       21      600 SH       DEFINED 01                     600
FATBRAIN.COM, INC              COM              311889109       19     1300 SH       DEFINED    02    04           1300
FASTENAL CO                    COM              311900104      156     3300 SH       DEFINED 01 02 03 04           3300
FDX CORP                       COM              31304N107     1264    32620 SH       DEFINED 01 02    04 05       32620
FEDDERS CORP                   COM              313135105       29     4900 SH       DEFINED 01       04           4900
FEDERAL AGRICULTURAL MORTGAGE  COM              313148306       12      600 SH       DEFINED 01                     600
FREDDIE MAC                    COM              313400301     4973    95636 SH       DEFINED 01 02 03 04 05       95636
FEDERAL-MOGUL CORP             COM              313549107      135     4900 SH       DEFINED 01       04 05        4900
FEDERAL NATIONAL MORTGAGE ASSO COM              313586109     7648   122000 SH       DEFINED 01 02 03 04 05      122000
FEDERAL REALTY INVESTMENT TRUS COM              313747206      109     5200 SH       DEFINED 01          05        5200
FEDERAL SIGNAL CORP            COM              313855108       58     2900 SH       DEFINED 01 02 03 04           2900
FEDERATED DEPARTMENT STORES, I COM              31410H101     1309    29970 SH       DEFINED 01 02    04 05       29970
FEDERATED INVESTMENTS, INC     COM              314211103      178    10300 SH       DEFINED 01 02 03 04 05       10300
FELCOR LODGING TRUST, INC      COM              31430F101      158     9000 SH       DEFINED 01       04 05        9000
FERRO CORP                     COM              315405100       69     3250 SH       DEFINED 01 02 03 04           3250
FIDELITY HLDGS INC             COM              31617J108       13      800 SH       DEFINED    02                  800
FIDELITY NATIONAL FINANCIAL, I COM              316326107       11      720 SH       DEFINED 01       04 05         720
FIFTH THIRD BANCORP            COM              316773100     1780    29250 SH       DEFINED 01 02 03 04 05       29250
FILENET CORP                   COM              316869106       72     6700 SH       DEFINED 01 02 03 04           6700
FINANCIAL FEDERAL CORP         COM              317492106       25     1300 SH       DEFINED 01                    1300
FINANCIAL SECURITY ASSURANCE H COM              31769P100      155     3000 SH       DEFINED 01       04 05        3000
FINET.COM, INC                 COM              317922300       15     5100 SH       DEFINED 01 02 03 04 05        5100
FINISH LINE, INC (CLASS A)     COM              317923100       25     2800 SH       DEFINED 01    03 04           2800
FINOVA GROUP, INC              COM              317928109      165     4516 SH       DEFINED 01 02    04 05        4516
FIRST AMERICAN FINANCIAL CORP  COM              318522307       39     2900 SH       DEFINED 01       04 05        2900
FIRST BANCORP (PUERTO RICO)    COM              318672102       36     1800 SH       DEFINED 01 02 03              1800
FIRST AMERICAN CORP            COM              318900107      203     4731 SH       DEFINED 01       04 05        4731
FIRST CITIZENS BANCSHARES, INC COM              31946M103        8      100 SH       DEFINED 01                     100
FIRST COMMERCE BANCSHARES, INC COM              319777207       10      500 SH       DEFINED 01                     500
FIRST CONSULTING GROUP, INC    COM              31986R103       28     2800 SH       DEFINED 01       04           2800
FIRST FEDERAL CAPITAL CORP     COM              319960100        3      200 SH       DEFINED          04 05         200
FIRST DATA CORP                COM              319963104     2843    64806 SH       DEFINED 01 02 03 04 05       64806
FIRST FINANCIAL BANCORP        COM              320209109        9      401 SH       DEFINED 01 02                  401
FIRST FINANCIAL HOLDINGS, INC  COM              320239106        7      400 SH       DEFINED    02 03               400
FIRST INDUSTRIAL REALTY TRUST, COM              32054K103      156     6300 SH       DEFINED 01       04 05        6300
FIRST INDIANA CORP             COM              32054R108       32     1500 SH       DEFINED 01                    1500
FIRST LIBERTY FINANCIAL CORP   COM              320691108        6      200 SH       DEFINED 01                     200
FIRST HEALTH GROUP CORP        COM              320960107       54     2400 SH       DEFINED 01 02 03 04           2400
FIRST SIERRA FINANCIAL, INC    COM              335944104       10      900 SH       DEFINED 01                     900
FIRST SECURITY CORP            COM              336294103      316    13300 SH       DEFINED 01       04 05       13300
FIRST SENTINEL BANCORP, INC    COM              33640T103        3      400 SH       DEFINED 01                     400
FIRST TENNESSEE NATIONAL CORP  COM              337162101      197     7000 SH       DEFINED 01       04 05        7000
FIRST UNION CORP               COM              337358105     3794   106698 SH       DEFINED 01 02    04 05      106698
FIRST UNION REAL ESTATE INVEST COM              337400105        2      480 SH       DEFINED 01                     480
FIRST VIRGINIA BANKS, INC      COM              337477103      148     3400 SH       DEFINED 01       04           3400
FIRST WASHINGTON BANCORP, INC  COM              33748T104       26     1500 SH       DEFINED 01                    1500
FIRSTAR CORP                   COM              33763V109     3277   127874 SH       DEFINED 01 02 03 04 05      127874
FISERV, INC                    COM              337738108      404    12425 SH       DEFINED 01 02 03 04 05       12425
FIRSTFED FINANCIAL CORP        COM              337907109       23     1300 SH       DEFINED 01       04           1300
FIRSTMERIT CORP                COM              337915102       69     2700 SH       DEFINED 01       04           2700
FLAGSTAR BANCORP, INC          COM              337930101        2      100 SH       DEFINED          04            100
FIRSTENERGY CORP               COM              337932107      882    34602 SH       DEFINED 01 02    04 05       34602
FISHER SCIENTIFIC INTERNATIONA COM              338032204       92     4300 SH       DEFINED 01 02 03 04 05        4300
FLASHNET                       COM              338527104        1      100 SH       DEFINED    02                  100
FLEET BOSTON CORPORATION       COM              338915101     2763    75434 SH       DEFINED 01 02    04 05       75434
FLEETWOOD ENTERPRISES, INC     COM              339099103       83     4100 SH       DEFINED 01 02    04 05        4100
FLORIDA EAST COAST INDUSTRIES, COM              340632108       56     1800 SH       DEFINED 01                    1800
FLORIDA PROGRESS CORP          COM              341109106      527    11400 SH       DEFINED 01 02    04 05       11400
FLORIDA ROCK INDUSTRIES, INC   COM              341140101       28      800 SH       DEFINED 01 02                  800
FLOWERS INDUSTRIES, INC        COM              343496105      220    16250 SH       DEFINED 01 02 03 04 05       16250
FLOWSERVE CORP                 COM              34354P105      105     6300 SH       DEFINED 01       04 05        6300
FLUOR CORP                     COM              343861100      322     8000 SH       DEFINED 01 02    04 05        8000
FLYCAST COMMUNICATIONS CORP    COM              344067103       27      600 SH       DEFINED 01 02                  600
JACK IN THE BOX, INC           COM              344839204      242     9700 SH       DEFINED 01 02 03 04 05        9700
FOOTSTAR, INC                  COM              344912100      236     6700 SH       DEFINED 01 02 03 04 05        6700
FORD MOTOR CO                  COM              345370100     6248   124500 SH       DEFINED 01 02    04 05      124500
FOREMOST CORP OF AMERICA       COM              345469100       72     3000 SH       DEFINED 01       04           3000
FOREST CITY ENTERPRISES, INC ( COM              345550107       22     1000 SH       DEFINED 01       04           1000
FOREST LABORATORIES, INC       COM              345838106      413     9800 SH       DEFINED 01 02 03 04 05        9800
FOREST OIL CORP                COM              346091606      107     6300 SH       DEFINED 01 02 03 04 05        6300
FORT JAMES CORP                COM              347471104     2261    84725 SH       DEFINED 01 02 03 04 05       84725
FORTE SOFTWARE, INC            COM              349546101        2       60 SH       DEFINED 01                      60
FORTUNE BRANDS, INC            COM              349631101      416    12900 SH       DEFINED 01 02    04 05       12900
FORWARD AIR CORP               COM              349853101        2      100 SH       DEFINED          04            100
FOSSIL, INC                    COM              349882100       76     2800 SH       DEFINED 01 02 03 04           2800
FOSTER WHEELER CORP            COM              350244109       16     1300 SH       DEFINED 01 02    04 05        1300
FOUNDATION HEALTH SYSTEMS (CLA COM              350404109       71     7500 SH       DEFINED 01       04 05        7500
FOX ENTERTAINMENT GROUP, INC   COM              35138T107      207     9800 SH       DEFINED 01 02 03 04 05        9800
FRANCHISE FINANCE CORP OF AMER COM              351807102        7      300 SH       DEFINED          04 05         300
FRANKLIN COVEY CO              COM              353469109        2      200 SH       DEFINED          04            200
FRANKLIN RESOURCES, INC        COM              354613101      904    29400 SH       DEFINED 01 02 03 04 05       29400
FREEPORT-MCMORAN COPPER & GOLD COM              35671D857      544    34963 SH       DEFINED 01 02 03 04 05       34963
FREMONT GENERAL CORP           COM              357288109        4      400 SH       DEFINED 01       04            400
FRIEDE GOLDMAN INTERNATIONAL,  COM              358430106        8      800 SH       DEFINED 01    03               800
FRIEDMAN, BILLINGS, RAMSEY GRO COM              358433100       12     1700 SH       DEFINED 01 02    04           1700
FRITZ COS, INC                 COM              358846103        1      100 SH       DEFINED          04            100
FRONTIER AIRLINES, INC         COM              359065109        1      100 SH       DEFINED          04            100
FRONTIER FINANCIAL CORP        COM              35907K105       51     2000 SH       DEFINED 01 02       05        2000
FRONTIER INSURANCE GROUP, INC  COM              359081106       46     5200 SH       DEFINED 01       04           5200
FRONTIER OIL CORP              COM              35914P105        1      100 SH       DEFINED          04            100
FUISZ TECHNOLOGIES LTD         COM              359536109        7     1045 SH       DEFINED 01    03              1045
FULLER (H.B.) CO               COM              359694106       92     1515 SH       DEFINED 01          05        1515
FULTON FINANCIAL CORP          COM              360271100      177     9419 SH       DEFINED 01       04 05        9419
FURNITURE BRANDS INTERNATIONAL COM              360921100      187     9500 SH       DEFINED 01 02 03 04 05        9500
FURON CO                       COM              361106107      117     4700 SH       DEFINED 01 02 03 04 05        4700
G & K SERVICES, INC (CLASS A)  COM              361268105        4      100 SH       DEFINED       03               100
GATX CORP                      COM              361448103      177     5700 SH       DEFINED 01       04 05        5700
GBC BANCORP                    COM              361475106       16      800 SH       DEFINED 01                     800
GC COS, INC                    COM              36155Q109       27      900 SH       DEFINED 01                     900
GPU, INC                       COM              36225X100      705    21600 SH       DEFINED 01 02    04 05       21600
GTE CORP                       COM              362320103     8233   107100 SH       DEFINED 01 02    04 05      107100
GT INTERACTIVE SOFTWARE CORP   COM              36236E109       12     4000 SH       DEFINED 01       04 05        4000
GABLES RESIDENTIAL TRUST       COM              362418105        2      100 SH       DEFINED          04            100
GADZOOKS, INC                  COM              362553109        7     1000 SH       DEFINED 01 02                 1000
GALILEO INTERNATIONAL, INC     COM              363547100      423    10500 SH       DEFINED 01 02 03 04 05       10500
GANNETT CO, INC                COM              364730101     2682    38763 SH       DEFINED 01 02    04 05       38763
GAP, INC                       COM              364760108     3657   114275 SH       DEFINED 01 02 03 04 05      114275
GARDNER DENVER, INC            COM              365558105       41     2700 SH       DEFINED 01 02    04 05        2700
GARTNER GROUP, INC (CLASS A)   COM              366651107       72     4503 SH       DEFINED 01 02 03 04           4503
GARTNER GROUP, INC (CLASS B)   COM              366651206       79     4706 SH       DEFINED 01 02 03 04 05        4706
GATEWAY, INC                   COM              367626108     1138    25600 SH       DEFINED 01 02 03 04 05       25600
GAYLORD ENTERTAINMENT CO       COM              367905106        2       54 SH       DEFINED 01                      54
GAYLORD CONTAINER CO           COM              368145108        3      400 SH       DEFINED       03 04            400
GENCORP, INC                   COM              368682100       79     4300 SH       DEFINED 01          05        4300
GENERAL CABLE CORP             COM              369300108       28     2300 SH       DEFINED 01    03 04           2300
GENERAL CIGAR HOLDINGS, INC (C COM              36933P100        2      300 SH       DEFINED          04            300
GENERAL CHEMICAL GROUP, INC    COM              369332101        1      300 SH       DEFINED          04            300
GENERAL COMMUNICATION (CLASS A COM              369385109       24     4600 SH       DEFINED 01       04           4600
GENERAL DATACOMM INDUSTRIES, I COM              369487103        2      600 SH       DEFINED 01                     600
GENERAL DYNAMICS CORP          COM              369550108     1342    21500 SH       DEFINED 01 02 03 04 05       21500
GENERAL ELECTRIC CO            COM              369604103    78969   666056 SH       DEFINED 01 02 03 04 05      666056
GENERAL GROWTH PROPERTIES, INC COM              370021107       13      400 SH       DEFINED 01       04 05         400
GENERAL INSTRUMENT CORP        COM              370120107      987    20500 SH       DEFINED 01 02 03 04 05       20500
GENERAL MILLS, INC             COM              370334104     1696    20907 SH       DEFINED 01 02 03 04 05       20907
GENERAL MOTORS CORP            COM              370442105     4357    69226 SH       DEFINED 01 02    04 05       69226
GENERAL MOTORS CORP (CLASS H)  COM              370442832     4470    78084 SH       DEFINED 01 02 03 04 05       78084
GENERAL SEMICONDUCTOR, INC     COM              370787103        6      550 SH       DEFINED 01 02                  550
GENESCO, INC                   COM              371532102      354    28300 SH       DEFINED 01 02 03 04 05       28300
GENTEX CORP                    COM              371901109      194     9400 SH       DEFINED 01 02 03 04 05        9400
GENESYS TELECOMM LABS, INC     COM              371931106       82     1800 SH       DEFINED 01 02 03              1800
GENRAD, INC                    COM              372447102       65     3400 SH       DEFINED 01 02 03 04           3400
GEON CO                        COM              37246W105       98     3800 SH       DEFINED 01          05        3800
GENUINE PARTS CO               COM              372460105      266    10000 SH       DEFINED 01 02    04 05       10000
GENZYME CORP (GENERAL DIVISION COM              372917104      401     8900 SH       DEFINED 01 02 03 04 05        8900
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
GENZYME SURGICAL PRODUCTS      COM              372917609        2      374 SH       DEFINED 01 02 03 04 05         374
GEORGIA-PACIFIC CORP (PACKING  COM              373298108     1089    26900 SH       DEFINED 01 02    04 05       26900
GEORGIA-PACIFIC CORP (TIMBER G COM              373298702       64     2800 SH       DEFINED 01       04 05        2800
GERBER SCIENTIFIC, INC         COM              373730100      116     5200 SH       DEFINED 01 02                 5200
GETTY IMAGES, INC              COM              374276103       70     2900 SH       DEFINED 01 02 03 04 05        2900
GETTY REALTY HOLDINGS CORP     COM              374297109        1      100 SH       DEFINED          04            100
GIANT CEMENT HOLDINGS, INC     COM              374450104       28     1200 SH       DEFINED 01                    1200
GIBRALTAR STEEL CORP           COM              37476F103       21     1000 SH       DEFINED 01                    1000
GILEAD SCIENCES, INC           COM              375558103      319     4967 SH       DEFINED 01 02 03 04 05        4967
GILLETTE CO                    COM              375766102     6127   180545 SH       DEFINED 01 02 03 04 05      180545
GLACIER BANCORP, INC           COM              37637Q105        3      200 SH       DEFINED    02                  200
GLATFELTER (P.H.) CO           COM              377316104       84     5100 SH       DEFINED 01       04 05        5100
GLEASON CORP                   COM              377339106        2      100 SH       DEFINED 01                     100
GLENAYRE TECHNOLOGIES, INC     COM              377899109       17     5525 SH       DEFINED 01       04           5525
GLENBOROUGH REALTY TRUST, INC  COM              37803P105        3      200 SH       DEFINED          04            200
GLIATECH, INC                  COM              37929C103       14      800 SH       DEFINED    02       05         800
GLIMCHER REALTY TRUST          COM              379302102       34     2300 SH       DEFINED 01                    2300
GLOBAL INDUSTRIES LTD          COM              379336100       41     5100 SH       DEFINED 01 02 03 04 05        5100
GLOBAL IMAGING SYSTEMS, INC    COM              37934A100       54     3600 SH       DEFINED 01 02    04 05        3600
GLOBAL MARINE, INC             COM              379352404      273    16600 SH       DEFINED 01 02 03 04 05       16600
GLOBAL TELESYSTEMS GROUP, INC  COM              37936U104      371    18800 SH       DEFINED 01 02 03 04 05       18800
GLOBIX CORP                    COM              37957F101       42      900 SH       DEFINED 01 02                  900
GOLD BANC CORP, INC            COM              379907108        5      500 SH       DEFINED 01                     500
GOLDEN STATE BANCORP, INC      COM              381197102     1274    71052 SH       DEFINED 01 02    04 05       71052
GOLDEN STATE BANCORP, INC WTS                   381197136        4     3400 SH       DEFINED 01                    3400
GOLDEN WEST FINANCIAL CORP     COM              381317106      845     8600 SH       DEFINED 01 02    04 05        8600
THE GOLDMAN SACHS GROUP, INC   COM              38141G104      580     9500 SH       DEFINED 01 02    04 05        9500
GOODRICH (B.F.) CO             COM              382388106      460    15874 SH       DEFINED 01 02    04 05       15874
GOODYEAR TIRE & RUBBER CO      COM              382550101      515    10700 SH       DEFINED 01 02    04 05       10700
GOODY'S FAMILY CLOTHING, INC   COM              382588101        3      400 SH       DEFINED 01                     400
GO2NET, INC                    COM              383486107      207     3200 SH       DEFINED 01 02 03 04 05        3200
GRACE W.R. & CO                COM              38388F108      451    28100 SH       DEFINED 01 02 03 04 05       28100
GRACO, INC                     COM              384109104      121     3700 SH       DEFINED 01 02 03 04           3700
GRAINGER (W.W.), INC           COM              384802104      505    10500 SH       DEFINED 01 02    04 05       10500
GRAND PREMIER FINANCIAL, INC   COM              386174106       23     1500 SH       DEFINED 01                    1500
GRAND UNION CO                 COM              386532402       36     2600 SH       DEFINED    02 03 04           2600
GRANITE CONSTRUCTION, INC      COM              387328107       12      450 SH       DEFINED 01                     450
GREAT ATLANTIC & PACIFIC TEA C COM              390064103      167     5500 SH       DEFINED 01 02    04 05        5500
GREAT LAKES CHEMICAL CORP      COM              390568103      228     6000 SH       DEFINED 01 02    04 05        6000
GREAT LAKES REIT, INC          COM              390752103       41     2700 SH       DEFINED 01       04           2700
GREAT SOUTHERN BANCORP         COM              390905107       11      500 SH       DEFINED             05         500
GREAT PLAINS SOFTWARE, INC     COM              39119E105      113     2200 SH       DEFINED 01 02 03              2200
GREATER BAY BANCORP            COM              391648102       14      400 SH       DEFINED 01 02                  400
GREENPOINT FINANCIAL CORP      COM              395384100      205     7700 SH       DEFINED 01       04 05        7700
GREIF BROTHERS CORP (CLASS A)  COM              397624107        8      300 SH       DEFINED 01                     300
GREY WOLF, INC                 COM              397888108      111    37100 SH       DEFINED 01 02 03 04 05       37100
GROUP 1 AUTOMOTIVE, INC        COM              398905109        2      100 SH       DEFINED          04            100
GROUP MAINTENANCE AMERICA CORP COM              39943E107       10      800 SH       DEFINED 01       04            800
GRUBB & ELLIS CO               COM              400095204        9     1500 SH       DEFINED 01 02                 1500
GTECH HOLDINGS CORP            COM              400518106      193     9000 SH       DEFINED 01 02 03 04 05        9000
GUARANTEE LIFE COS, INC        COM              400740106       28      900 SH       DEFINED 01       04            900
GUESS ?, INC                   COM              401617105        3      200 SH       DEFINED    02                  200
GUIDANT CORP                   COM              401698105     3619    67495 SH       DEFINED 01 02 03 04 05       67495
GUILFORD PHARMACEUTICALS, INC  COM              401829106      958    62811 SH       DEFINED 01 02 03 04          62811
GUITAR CENTER, INC             COM              402040109       17     1800 SH       DEFINED 01 02    04           1800
GULF ISLAND FABRICATION, INC   COM              402307102       11      800 SH       DEFINED 01                     800
GYMBOREE CORP                  COM              403777105        6      900 SH       DEFINED 01          05         900
HMT TECHNOLOGY CORP            COM              403917107        6     1600 SH       DEFINED 01 02                 1600
HCC INSURANCE HOLDINGS, INC    COM              404132102       13      800 SH       DEFINED 01    03 04            800
HNC SOFTWARE                   COM              40425P107       71     1800 SH       DEFINED 01 02 03 04           1800
HRPT PROPERTIES TRUST          COM              40426W101       56     4800 SH       DEFINED 01       04           4800
HSB GROUP, INC                 COM              40428N109        4      100 SH       DEFINED          04            100
HS RESOURCES, INC              COM              404297103       36     2200 SH       DEFINED 01       04           2200
HA-LO INDUSTRIES, INC          COM              404429102        9     1400 SH       DEFINED 01 02                 1400
HADCO CORP                     COM              404681108       48     1100 SH       DEFINED 01 02                 1100
HAIN FOOD GROUP, INC           COM              405219106       30     1200 SH       DEFINED 01 02                 1200
HALLIBURTON CO                 COM              406216101     2207    53832 SH       DEFINED 01 02 03 04 05       53832
HALTER MARINE GROUP, INC       COM              40642Y105       32     5900 SH       DEFINED 01 02 03 04 05        5900
HAMBRECHT & QUIST GROUP        COM              406545103      122     2500 SH       DEFINED 01 02 03    05        2500
HAMILTON BANCORP, INC          COM              407013101       32     1500 SH       DEFINED 01 02       05        1500
HANCOCK FABRICS, INC           COM              409900107        3      700 SH       DEFINED 01                     700
HANCOCK HOLDINGS CO            COM              410120109       40     1000 SH       DEFINED 01                    1000
HANDLEMAN CO                   COM              410252100       46     3500 SH       DEFINED 01                    3500
HANGER ORTHOPEDIC GROUP, INC   COM              41043F208       48     3300 SH       DEFINED 01    03 04           3300
HANNA (M.A.) CO                COM              410522106       48     4250 SH       DEFINED 01       04 05        4250
HANNAFORD BROTHERS, INC        COM              410550107      211     3000 SH       DEFINED 01 02    04           3000
HANOVER COMPRESSOR CO          COM              410768105       48     1500 SH       DEFINED 01 02 03 04           1500
HANOVER DIRECT, INC            COM              410783104       43    16600 SH       DEFINED 01       04          16600
HARBINGER CORP                 COM              41145C103      109     6450 SH       DEFINED 01 02 03 04 05        6450
HARCOURT GENERAL, INC          COM              41163G101      204     4900 SH       DEFINED 01 02    04           4900
HARKEN ENERGY CORP             COM              412552101       19    17300 SH       DEFINED 01 02       05       17300
HARLAND (JOHN H.) CO           COM              412693103       70     3600 SH       DEFINED 01 02    04 05        3600
HARLEY DAVIDSON, INC           COM              412822108     2103    42000 SH       DEFINED 01 02 03 04 05       42000
HARLEYSVILLE GROUP, INC        COM              412824104       11      800 SH       DEFINED 01       04            800
HARMAN INTERNATIONAL INDUSTRIE COM              413086109      111     2635 SH       DEFINED 01          05        2635
HARMONIC LIGHTWAVES, INC       COM              413160102      170     1300 SH       DEFINED 01 02 03    05        1300
HARNISCHFEGER INDUSTRIES, INC  COM              413345109        3     2900 SH       DEFINED 01          05        2900
HARRAH'S ENTERTAINMENT, INC    COM              413619107      361    13000 SH       DEFINED 01 02    04 05       13000
HARRIS CORP                    COM              413875105      185     6700 SH       DEFINED 01 02    04 05        6700
HARRIS FINANCIAL, INC          COM              414541102       13     1200 SH       DEFINED 01                    1200
HARSCO CORP                    COM              415864107      119     4300 SH       DEFINED 01       04 05        4300
HARTE-HANKS, INC               COM              416196103      113     4500 SH       DEFINED 01    03 04           4500
HARTFORD FINANCIAL SERVICES GR COM              416515104      789    19300 SH       DEFINED 01 02    04 05       19300
HARTFORD LIFE, INC (CLASS A)   COM              416592103       99     2000 SH       DEFINED 01       04 05        2000
HASBRO, INC                    COM              418056107      352    16400 SH       DEFINED 01 02    04 05       16400
HAVERTY FURNITURE COS, INC     COM              419596101       49     3400 SH       DEFINED 01 02    04 05        3400
HAWAIIAN ELECTRIC INDUSTRIES,  COM              419870100       67     1900 SH       DEFINED 01       04 05        1900
HAYES LEMMERZ INTERNATIONAL, I COM              420781106       84     3600 SH       DEFINED 01 02 03 04           3600
HEALTH CARE PROPERTY INVESTORS COM              421915109       45     1700 SH       DEFINED 01 02 03              1700
HEALTHSOUTH CORP               COM              421924101      411    67824 SH       DEFINED 01 02 03 04 05       67824
HEALTH MANAGEMENT ASSOCIATES,  COM              421933102     1030   139656 SH       DEFINED 01 02 03 04 05      139656
HEALTHCARE REALTY TRUST, INC   COM              421946104        2      100 SH       DEFINED          04            100
HEALTHEON CORP                 COM              422209106       48     1300 SH       DEFINED 01 02 03              1300
HEARST-ARGYLE TELEVISION, INC  COM              422317107      161     7500 SH       DEFINED 01 02 03 04 05        7500
HEIDRICK & STRUGGLES INTL IN   COM              422819102        2      100 SH       DEFINED       03               100
HEILIG MEYERS CO               COM              422893107       17     3500 SH       DEFINED 01                    3500
HEINZ (H.J.) CO                COM              423074103     1681    39100 SH       DEFINED 01 02 03 04 05       39100
HELIX TECHNOLOGY CORP          COM              423319102       70     2100 SH       DEFINED 01 02 03 04           2100
HELLER FINANCIAL, INC          COM              423328103       52     2319 SH       DEFINED 01       04           2319
HELMERICH & PAYNE, INC         COM              423452101      215     8500 SH       DEFINED 01 02    04 05        8500
HEMISPHERX BIOPHRMA, INC       COM              42366C103       12     1800 SH       DEFINED    02                 1800
JACK HENRY & ASSOCIATES, INC   COM              426281101       66     1800 SH       DEFINED 01 02 03              1800
HERBALIFE INTERNATIONAL, INC ( COM              426908208        1       33 SH       DEFINED 01                      33
HERBALIFE INTERNATIONAL, INC ( COM              426908307       37     2566 SH       DEFINED 01                    2566
HERCULES, INC                  COM              427056106      415    14500 SH       DEFINED 01 02    04 05       14500
HERSHEY FOODS CORP             COM              427866108      409     8400 SH       DEFINED 01 02 03 04 05        8400
HERTZ CORP (CLASS A)           COM              428040109       57     1300 SH       DEFINED 01          05        1300
HESKA CORP                     COM              42805E108        6     2800 SH       DEFINED 01                    2800
HEWLETT-PACKARD CO             COM              428236103    13871   150776 SH       DEFINED 01 02 03 04 05      150776
HEXCEL CORP                    COM              428291108       10     1700 SH       DEFINED 01                    1700
HI / FN INC                    COM              428358105      165     1500 SH       DEFINED 01 02       05        1500
HIBERNIA CORP (CLASS A)        COM              428656102      160    13799 SH       DEFINED 01       04 05       13799
HIGHWAYMASTER COMMUNICATIONS,  COM              431263102        5     3300 SH       DEFINED 01                    3300
HIGHWOODS PROPERTIES, INC      COM              431284108       13      500 SH       DEFINED 01       04            500
HILLENBRAND INDUSTRIES, INC    COM              431573104       69     2600 SH       DEFINED 01       04           2600
HILTON HOTELS CORP             COM              432848109      157    15900 SH       DEFINED 01 02 03 04 05       15900
HINES HORTICULTURE, INC        COM              433245107        6      600 SH       DEFINED    02                  600
HISPANIC BROADCASTING CORP     COM              43357B104      335     4400 SH       DEFINED 01 02 03 04           4400
HOLLYWOOD ENTERTAINMENT CORP   COM              436141105       83     5500 SH       DEFINED 01 02 03 04 05        5500
HOLLYWOOD PARK, INC            COM              436255103       40     2600 SH       DEFINED 01       04 05        2600
HOLOGIC, INC                   COM              436440101        2      400 SH       DEFINED    02                  400
HOME DEPOT, INC                COM              437076102    16568   241425 SH       DEFINED 01 02 03 04 05      241425
HOME PROPERTIES OF NEW YORK, I COM              437306103        3      100 SH       DEFINED          04            100
HOMESTAKE MINING CO            COM              437614100       28     3100 SH       DEFINED    02    04 05        3100
HON INDUSTRIES, INC            COM              438092108      144     7500 SH       DEFINED 01 02 03 04 05        7500
HONEYWELL, INC                 COM              438506107     1681    15100 SH       DEFINED 01 02    04 05       15100
HOOPER HOLMES, INC             COM              439104100      154     6000 SH       DEFINED 01 02 03 04           6000
HORACE MANN EDUCATORS CORP     COM              440327104        3      100 SH       DEFINED          04            100
HORMEL FOODS CORP              COM              440452100      215     5200 SH       DEFINED 01                    5200
HOSPITALITY PROPERTIES TRUST   COM              44106M102       26     1200 SH       DEFINED 01                    1200
HOST MARRIOTT CORP (NEW)       COM              44107P104       70     7349 SH       DEFINED 01       04           7349
HOUGHTON MIFFLIN CO            COM              441560109        4      100 SH       DEFINED          04            100
HOUSEHOLD INTERNATIONAL, INC   COM              441815107     2138    53284 SH       DEFINED 01 02 03 04 05       53284
HOUSTON EXPLORATION CO         COM              442120101       11      500 SH       DEFINED 01                     500
HOWMET INTERNATIONAL, INC      COM              443208103       27     1900 SH       DEFINED    02                 1900
HUBBELL, INC (CLASS B)         COM              443510201      102     3200 SH       DEFINED 01       04           3200
HUDSON RIV BANCORP INC         COM              444128102        8      700 SH       DEFINED    02                  700
HUDSON UNITED BANCORP          COM              444165104      422    13702 SH       DEFINED 01 02 03 04 05       13702
HUGHES SUPPLY, INC             COM              444482103        2      100 SH       DEFINED          04            100
HUMANA, INC                    COM              444859102       90    13100 SH       DEFINED 01 02    04 05       13100
HUMAN GENOME SCIENCES, INC     COM              444903108      273     3700 SH       DEFINED 01 02 03              3700
HUNT CORP                      COM              445591100        4      500 SH       DEFINED 01                     500
HUNT (J.B.) TRANSPORT SERVICES COM              445658107       47     3400 SH       DEFINED 01       04           3400
HUNTINGTON BANCSHARES, INC     COM              446150104      612    23023 SH       DEFINED 01 02    04 05       23023
HUSSMANN INTERNATIONAL, INC    COM              448110106       99     5850 SH       DEFINED 01 02    04           5850
HUTCHINSON TECHNOLOGY, INC     COM              448407106        8      300 SH       DEFINED    02 03               300
ICN PHARMACEUTICALS, INC       COM              448924100      149     8651 SH       DEFINED 01 02 03 04 05        8651
IDT CORP                       COM              448947101       44     2100 SH       DEFINED 01 02 03              2100
HYPERCOM CORP                  COM              44913M105       10     1200 SH       DEFINED 01                    1200
HYPERION TELECOMMUNICATIONS, I COM              44914K306       67     2700 SH       DEFINED 01 02                 2700
HYPERION SOLUTIONS CORP        COM              44914M104       38     1715 SH       DEFINED 01 02 03 04           1715
IBP, INC                       COM              449223106      249    10100 SH       DEFINED 01       04 05       10100
ICG COMMUNICATIONS, INC        COM              449246107       36     2300 SH       DEFINED    02 03 04 05        2300
ICOS CORP                      COM              449295104      183     6200 SH       DEFINED 01 02 03 04 05        6200
IDEC PHARMACEUTICALS CORP      COM              449370105      226     2400 SH       DEFINED 01 02 03 04           2400
IDG BOOKS WORLDWIDE, INC       COM              449384106        2      100 SH       DEFINED             05         100
IHOP CORP (NEW)                COM              449623107       59     2900 SH       DEFINED 01       04           2900
IMC GLOBAL, INC                COM              449669100      141     9700 SH       DEFINED 01       04 05        9700
IMC GLOBAL, INC WTS 12/22/00                    449669118        0      666 SH       DEFINED 01                     666
IMCO RECYCLING, INC            COM              449681105       33     2200 SH       DEFINED 01       04           2200
IPC COMMUNICATIONS INC         COM              44980K206       37      600 SH       DEFINED 01 02                  600
IMS HEALTH, INC                COM              449934108     1143    50100 SH       DEFINED 01 02 03 04 05       50100
IRT PROPERTY CO                COM              450058102       16     1800 SH       DEFINED 01                    1800
ISS GROUP, INC                 COM              450306105       76     2800 SH       DEFINED 01 02 03              2800
ITC DELTACOM, INC              COM              45031T104      124     4500 SH       DEFINED 01 02 03 04 05        4500
ITI TECHNOLOGIES, INC          COM              450564109       18      600 SH       DEFINED 01                     600
ITT EDUCATIONAL SERVICES, INC  COM              45068B109       35     1800 SH       DEFINED 01 02 03              1800
IXC COMMUNICATIONS, INC        COM              450713102       47     1200 SH       DEFINED    02 03 04           1200
ITT INDUSTRIES, INC            COM              450911102      595    18700 SH       DEFINED 01 02    04 05       18700
IDACORP, INC                   COM              451107106      178     5900 SH       DEFINED 01       04 05        5900
IDEX CORP                      COM              45167R104       64     2250 SH       DEFINED 01       04 05        2250
IDEXX LABORATORIES, INC        COM              45168D104       36     2100 SH       DEFINED 01 02 03 04           2100
IKON OFFICE SOLUTIONS, INC     COM              451713101      164    15300 SH       DEFINED 01 02 03 04 05       15300
IDENTIX, INC                   COM              451906101        4      500 SH       DEFINED    02                  500
ILLINOIS TOOL WORKS, INC       COM              452308109     2564    34392 SH       DEFINED 01 02 03 04 05       34392
ILLINOVA CORP                  COM              452317100        8      300 SH       DEFINED 01       04            300
IMATION CORP                   COM              45245A107       72     2330 SH       DEFINED 01       04           2330
IMCLONE SYSTEMS, INC           COM              45245W109      150     4500 SH       DEFINED 01 02 03 04 05        4500
IMMUNE RESPONSE CORP           COM              45252T106        3      700 SH       DEFINED 01                     700
IMMUNEX CORP                   COM              452528102      408     9400 SH       DEFINED 01 02 03 04 05        9400
IMPERIAL BANCORP               COM              452556103      131     6160 SH       DEFINED 01 02 03              6160
IMPERIAL CREDIT COMM MRTG IN   COM              45272T102       64     5800 SH       DEFINED 01    03              5800
IMPERIAL CREDIT INDUSTRIES, IN COM              452729106        4     1000 SH       DEFINED 01 02                 1000
IMATRON, INC                   COM              452906100        0      400 SH       DEFINED 01                     400
IN FOCUS SYSTEMS, INC          COM              452919103      106     6300 SH       DEFINED 01 02    04 05        6300
IMPERIAL SUGAR CO              COM              453096109        1      200 SH       DEFINED          04            200
IMRGLOBAL CORP                 COM              45321W106       20     2400 SH       DEFINED 01 02 03              2400
INACOM CORP                    COM              45323G109       15     1600 SH       DEFINED 01       04           1600
INCO LTD CO (U.S.)             COM              453258402      242    11300 SH       DEFINED    02                11300
INCYTE PHARMACEUTICALS, INC    COM              45337C102       14      600 SH       DEFINED    02 03               600
INDEPENDENCE COMMUNITY BANK CO COM              453414104      113     9500 SH       DEFINED 01       04 05        9500
INDEPENDENT BANK CORP          COM              453836108       30     2300 SH       DEFINED 01 02                 2300
INDIANA ENERGY, INC            COM              454707100      113     5633 SH       DEFINED 01       04 05        5633
INDUSTRI-MATEMATIK INTERNATION COM              455792101        6     2600 SH       DEFINED 01 02                 2600
INDYMAC MORTGAGE HOLDINGS, INC COM              456607100       94     6283 SH       DEFINED 01       04 05        6283
INFINITY BROADCASTING CORP (CL COM              45662S102      662    22600 SH       DEFINED 01 02 03 04 05       22600
INFOCURE CORP                  COM              45665A108       94     5000 SH       DEFINED 01 02 03 04 05        5000
INFORMATICA CORP               COM              45666Q102        5      100 SH       DEFINED    02                  100
INFORMATION ARCHITECTS CORP    COM              45669R107        3     1300 SH       DEFINED 01                    1300
INFORMIX CORP                  COM              456779107      222    28000 SH       DEFINED 01 02 03 04 05       28000
INFOSEEK CORP                  COM              45678M107      164     5300 SH       DEFINED 01 02 03 04 05        5300
INFOSPACE COM, INC             COM              45678T102      115     2800 SH       DEFINED 01 02 03 04 05        2800
INFOUSA, INC (CLASS B)         COM              456818103       43     6200 SH       DEFINED 01 02 03 04 05        6200
INGERSOLL-RAND CO              COM              456866102      846    15400 SH       DEFINED 01 02    04 05       15400
INFORMATION RESOURCES, INC     COM              456905108        1      100 SH       DEFINED             05         100
INGRAM MICRO, INC (CLASS A)    COM              457153104       88     6800 SH       DEFINED 01 02 03 04 05        6800
INHALE THERAPEUTIC SYSTEMS     COM              457191104       49     1600 SH       DEFINED 01 02                 1600
INKTOMI CORP                   COM              457277101      324     2700 SH       DEFINED 01 02 03 04 05        2700
INNKEEPERS U.S.A. TRUST        COM              4576J0104       30     3600 SH       DEFINED 01       04           3600
INNOVEX, INC                   COM              457647105       11     1200 SH       DEFINED 01 02    04           1200
INSIGHT ENTERPRISES, INC       COM              45765U103      125     3850 SH       DEFINED 01 02 03 04 05        3850
INPUT/OUTPUT, INC              COM              457652105        1      100 SH       DEFINED          04            100
INSITUFORM TECHNOLOGIES, INC ( COM              457667103      133     5300 SH       DEFINED 01 02 03 04 05        5300
INSIGNIA FINANCIAL GROUP, INC  COM              45767A105        1       99 SH       DEFINED 01 02                   99
INSPIRE INSURANCE SOLUTIONS, I COM              457732105        3      450 SH       DEFINED 01                     450
INTEGRATED ELECTRICAL SERVICES COM              45811E103        2      100 SH       DEFINED          04            100
INTEGRATED DEVICE TECHNOLOGY,  COM              458118106      224    12100 SH       DEFINED 01       04 05       12100
INTEGRATED HEALTH SERVICES, IN COM              45812C106        2     1377 SH       DEFINED 01       04 05        1377
INTEGRATED SYSTEMS, INC        COM              45812M104       13     1300 SH       DEFINED    02    04           1300
INTEL CORP                     COM              458140100    58972   793571 SH       DEFINED 01 02 03 04 05      793571
INTELLIGROUP, INC              COM              45816A106        3      400 SH       DEFINED 01                     400
INTER-TEL, INC                 COM              458372109       59     3300 SH       DEFINED 01 02 03 04           3300
INTERDIGITAL COMMUNICATIONS CO COM              45866A105        7     1200 SH       DEFINED    02 03 04           1200
INTERFACE, INC (CLASS A)       COM              458665106       17     3400 SH       DEFINED 01                    3400
INTERIM SERVICES, INC          COM              45868P100       57     3500 SH       DEFINED 01 02 03 04 05        3500
INTERGRAPH CORP                COM              458683109       33     5900 SH       DEFINED 01          05        5900
INTERMEDIA COMMUNICATIONS, INC COM              458801107      100     4600 SH       DEFINED 01 02 03 04 05        4600
INTERMET CORP                  COM              45881K104       13     1500 SH       DEFINED 01                    1500
INTERNATIONAL BANCSHARES CORP  COM              459044103        9      200 SH       DEFINED 01                     200
INTERNATIONAL BUSINESS MACHINE COM              459200101    38249   315131 SH       DEFINED 01 02 03 04 05      315131
INTERNATIONAL FIBERCOM, INC    COM              45950T101        2      300 SH       DEFINED          04            300
INT'L FLAVORS & FRAGRANCES, IN COM              459506101      248     7200 SH       DEFINED 01 02    04 05        7200
INTERNATIONAL HOME FOODS, INC  COM              459655106      317    18100 SH       DEFINED 01 02 03 04 05       18100
INTERNATIONAL GAME TECHNOLOGY  COM              459902102       95     5300 SH       DEFINED 01    03 04 05        5300
INTERNATIONAL MULTIFOODS CORP  COM              460043102      120     5200 SH       DEFINED 01       04 05        5200
INTERNATIONAL NETWORK SERVICES COM              460053101      367     6750 SH       DEFINED 01 02 03 04 05        6750
INTERNATIONAL PAPER CO         COM              460146103     1911    39751 SH       DEFINED 01 02    04 05       39751
INTERNATIONAL RECTIFIER CORP   COM              460254105       31     2000 SH       DEFINED 01       04           2000
INTERNATIONAL SPEEDWAY CORP (C COM              460335201      143     2712 SH       DEFINED 01 02 03              2712
INTERNATIONAL SPECIALTY PRODUC COM              460337108       24     2400 SH       DEFINED 01          05        2400
INTERNATIONAL TELECOMMUNICATIO COM              46047F104       62     7400 SH       DEFINED 01 02 03 04 05        7400
INTERNEURON PHARMACEUTICALS, I COM              460573108        0      200 SH       DEFINED 01                     200
INTERNET CAPITAL GROUP, INC    COM              46059C106       17      190 SH       DEFINED 01 02 03 04            190
INTERPOOL, INC                 COM              46062R108        7      900 SH       DEFINED 01       04            900
INTERPUBLIC GROUP OF COS, INC  COM              460690100     1577    38344 SH       DEFINED 01 02 03 04 05       38344
INTERSTATE BAKERIES CORP       COM              46072H108      106     4600 SH       DEFINED 01          05        4600
INTERSTATE HOTELS CORP         COM              46088R108        0       65 SH       DEFINED 01                      65
INTERWEST BANCORP, INC         COM              460931108        5      250 SH       DEFINED 01                     250
INTERVU, INC                   COM              46114R106       74     2000 SH       DEFINED 01 02                 2000
INTERVOICE-BRITE, INC          COM              461142101       64     5800 SH       DEFINED 01 02 03 04 05        5800
INTIMATE BRANDS, INC (CLASS A) COM              461156101      130     3335 SH       DEFINED 01 02 03 04           3335
INTRAWARE, INC                 COM              46118M103       73     2800 SH       DEFINED 01 02 03    05        2800
INTUIT, INC                    COM              461202103      622     7100 SH       DEFINED 01 02 03 04 05        7100
INVACARE CORP                  COM              461203101       43     2200 SH       DEFINED 01 02                 2200
INVESTMENT TECHNOLOGY GROUP, I COM              46145F105       57     2459 SH       DEFINED 01 02    04           2459
INVESTORS FINANCIAL SERVICES C COM              461915100        7      200 SH       DEFINED    02 03               200
IOMEGA CORP                    COM              462030107       91    27000 SH       DEFINED 01 02 03 04          27000
IPALCO ENTERPRISES, INC        COM              462613100        2      100 SH       DEFINED          04            100
IRON MOUNTAIN, INC             COM              46284P104       71     2100 SH       DEFINED 01    03              2100
IRWIN FINANCIAL CORP           COM              464119106       10      500 SH       DEFINED 01                     500
ISIS PHARMACEUTICALS, INC      COM              464330109       64     5700 SH       DEFINED 01 02 03              5700
IT GROUP, INC                  COM              465266104        6      600 SH       DEFINED 01       04 05         600
ITRON, INC                     COM              465741106        3      500 SH       DEFINED 01                     500
ITURF INC                      COM              46575Q100       16     1500 SH       DEFINED 01 02       05        1500
I2 TECHNOLOGIES, INC           COM              465754109       47     1200 SH       DEFINED    02 03 04           1200
IVAX CORP                      COM              465823102      183    11100 SH       DEFINED 01 02 03 04 05       11100
IVEX PACKAGING CORP            COM              465855104       34     3400 SH       DEFINED 01       04 05        3400
IVILLAGE, INC                  COM              46588H105      155     4400 SH       DEFINED 01 02 03    05        4400
JDN REALTY CORP                COM              465917102       12      600 SH       DEFINED 01       04            600
JDS UNIPHASE CORP              COM              46612J101     1127     9900 SH       DEFINED 01 02 03 04 05        9900
JDA SOFTWARE GROUP, INC        COM              46612K108       25     2100 SH       DEFINED 01 02    04           2100
JLK DIRECT DISTRIBUTION, INC ( COM              46621C105       11     1600 SH       DEFINED    02    04 05        1600
JLG INDUSTRIES, INC            COM              466210101       90     5900 SH       DEFINED 01 02 03 04 05        5900
JP REALTY, INC                 COM              46624A106        2      100 SH       DEFINED          04            100
JSB FINANCIAL, INC             COM              46624M100       69     1200 SH       DEFINED 01                    1200
JABIL CIRCUIT, INC             COM              466313103      257     5200 SH       DEFINED 01 02 03 04 05        5200
JACOBS ENGINEERING GROUP, INC  COM              469814107       13      400 SH       DEFINED 01          05         400
CLEAR CHANNEL WTS9/18/01                        469858138       20     1400 SH       DEFINED 01                    1400
JAKKS PACIFIC, INC             COM              47012E106        8      200 SH       DEFINED    02                  200
JEFFERIES GROUP, INC (NEW)     COM              472319102       19      900 SH       DEFINED 01 02                  900
JEFFERSON-PILOT CORP           COM              475070108      676    10700 SH       DEFINED 01 02    04 05       10700
JO-ANN STORES, INC (CLASS A)   COM              47758P109        2      200 SH       DEFINED          04 05         200
JOHN NUVEEN CO (CLASS A)       COM              478035108       64     1700 SH       DEFINED 01 02 03              1700
JOHNS MANVILLE CORP            COM              478129109       41     3100 SH       DEFINED 01                    3100
JOHNSON & JOHNSON CO           COM              478160104    20323   221204 SH       DEFINED 01 02 03 04 05      221204
JOHNSON CONTROLS, INC          COM              478366107      663    10000 SH       DEFINED 01 02    04 05       10000
JONES APPAREL GROUP, INC       COM              480074103     1793    62349 SH       DEFINED 01 02 03 04 05       62349
JONES LANG LA SALLE            COM              48020Q107       21     1300 SH       DEFINED 01 02    04           1300
JONES INTERCABLE, INC (CLASS A COM              480206200      168     3100 SH       DEFINED 01 02 03    05        3100
JONES PHARMACEUTICAL, INC      COM              480236108      140     4250 SH       DEFINED 01 02 03 04 05        4250
JOSTENS, INC                   COM              481088102      178     9300 SH       DEFINED 01 02 03 04 05        9300
JOURNAL REGISTER CO            COM              481138105       15     1100 SH       DEFINED    02 03 04           1100
JUNO ONLINE SERVICES, INC      COM              482048105       16     1000 SH       DEFINED 01                    1000
JUST FOR FEET, INC             COM              48213P106        3     1550 SH       DEFINED 01 02    04           1550
KCS ENERGY, INC                COM              482434206        2     2000 SH       DEFINED 01                    2000
KLA-TENCOR CORP                COM              482480100      754    11600 SH       DEFINED 01 02 03 04 05       11600
K MART CORP                    COM              482584109      660    56500 SH       DEFINED 01 02    04 05       56500
KINDER MORGAN, INC             COM              482620101        2      100 SH       DEFINED          04            100
K2, INC                        COM              482732104        2      200 SH       DEFINED 01                     200
KV PHARMACEUTICAL CO (CLASS B) COM              482740107       41     2200 SH       DEFINED 01 02       05        2200
KANSAS CITY LIFE INSURANCE CO  COM              484836101       37     1000 SH       DEFINED 01                    1000
KANSAS CITY POWER & LIGHT CO   COM              485134100      264    10900 SH       DEFINED 01       04 05       10900
KANSAS CITY SOUTHERN INDUSTRIE COM              485170104      701    15100 SH       DEFINED 01 02 03 04 05       15100
KAUFMAN & BROAD HOME CORP      COM              486168107       56     2700 SH       DEFINED 01 02    04 05        2700
KAYDON CORP                    COM              486587108        2      100 SH       DEFINED          04            100
KEANE, INC                     COM              486665102      128     5600 SH       DEFINED 01 02 03 04 05        5600
KEEBLER FOODS CO               COM              487256109      209     7000 SH       DEFINED 01 02 03 04 05        7000
KELLOGG CO                     COM              487836108     1067    28500 SH       DEFINED 01 02 03 04 05       28500
KELLSTROM INDUSTRIES, INC      COM              488035106       19     1900 SH       DEFINED 01       04           1900
KELLWOOD CO                    COM              488044108        2      100 SH       DEFINED          04            100
KELLY SERVICES, INC (CLASS A)  COM              488152208       84     2800 SH       DEFINED 01                    2800
KEMET CORP                     COM              488360108       54     1700 SH       DEFINED 01    03 04           1700
KENDLE INTERNATIONAL, INC      COM              48880L107        6      800 SH       DEFINED 01                     800
KENNAMETAL, INC                COM              489170100       91     3527 SH       DEFINED 01                    3527
KENT ELECTRONICS CORP          COM              490553104       13      700 SH       DEFINED    02                  700
KERR-MCGEE CORP                COM              492386107      758    13769 SH       DEFINED 01 02    04 05       13769
KEY ENERGY SERVICES, INC       COM              492914106      124    25100 SH       DEFINED 01 02    04          25100
KEYCORP                        COM              493267108     1465    56760 SH       DEFINED 01 02    04 05       56760
KEYSPAN CORP                   COM              49337W100      226     7900 SH       DEFINED 01       04 05        7900
KEYSTONE AUTOMOTIVE INDUSTRIES COM              49338N109        2      200 SH       DEFINED    02                  200
KEYSTONE FINANCIAL, INC        COM              493482103       32     1350 SH       DEFINED 01       04           1350
KILROY REALTY CORP             COM              49427F108       97     4600 SH       DEFINED 01       04           4600
KIMBALL INTERNATIONAL, INC (CL COM              494274103      100     5200 SH       DEFINED 01       04 05        5200
KIMBERLY-CLARK CORP            COM              494368103     3743    71300 SH       DEFINED 01 02 03 04 05       71300
KIMCO REALTY CORP              COM              49446R109       54     1500 SH       DEFINED 01       04 05        1500
KING PHARMACEUTICALS, INC      COM              495582108       39     1100 SH       DEFINED 01 02    04 05        1100
KING WORLD PRODUCTIONS, INC    COM              495667107      199     5300 SH       DEFINED 01 02    04 05        5300
KIRBY CORP                     COM              497266106       12      600 SH       DEFINED 01    03               600
KNOLL, INC                     COM              498904101       62     2300 SH       DEFINED 01 02 03              2300
KNIGHT-RIDDER, INC             COM              499040103      307     5600 SH       DEFINED 01 02    04 05        5600
KNIGHT TRANSPORTATION, INC     COM              499064103        3      200 SH       DEFINED          04            200
KNIGHT/TRIMARK GROUP, INC      COM              499067106      261     8800 SH       DEFINED 01 02 03 04 05        8800
KOGER EQUITY, INC              COM              500228101        2      100 SH       DEFINED          04            100
KOHL'S CORP                    COM              500255104     1567    23700 SH       DEFINED 01 02 03 04 05       23700
KOMAG, INC                     COM              500453105       32    10800 SH       DEFINED 01 02 03 04 05       10800
KOPIN CORP                     COM              500600101       31     1100 SH       DEFINED    02 03 04           1100
KORN FERRY INTERNATIONAL       COM              500643200        5      200 SH       DEFINED       03 04            200
KROGER CO                      COM              501044101     2886   130808 SH       DEFINED 01 02 03 04 05      130808
KRONOS, INC                    COM              501052104      110     3000 SH       DEFINED 01 02 03 04 05        3000
KULICHE & SOFFA INDUSTRIES, IN COM              501242101       36     1500 SH       DEFINED 01 02       05        1500
LCA-VISION, INC                COM              501803209       23     4363 SH       DEFINED 01       04           4363
LOUISVILLE GAS & ELECTRIC ENER COM              501917108      453    21300 SH       DEFINED 01       04 05       21300
LTV CORP                       COM              501921100       67    12300 SH       DEFINED 01       04          12300
LHS GROUP, INC                 COM              501938104       68     2300 SH       DEFINED 01 02 03 04 05        2300
LNR PROPERTY CORP              COM              501940100       10      500 SH       DEFINED 01       04            500
LSI INDUSTRIES, INC            COM              50216C108       18      800 SH       DEFINED 01       04 05         800
LSI LOGIC CORP                 COM              502161102     1455    28256 SH       DEFINED 01 02 03 04 05       28256
LTC HEALTHCARE, INC            COM              50217R104        0      100 SH       DEFINED 01                     100
LTX CORP                       COM              502392103       82     6000 SH       DEFINED 01 02 03 04 05        6000
L-3 COMMUNICATION HOLDINGS, IN COM              502424104      128     3400 SH       DEFINED 01 02 03 04 05        3400
LA-Z-BOY, INC                  COM              505336107       40     2100 SH       DEFINED 01       04           2100
LABORATORY CORP OF AMERICA HOL COM              50540R102        7     2400 SH       DEFINED 01                    2400
LABOR READY, INC               COM              505401208       67     6700 SH       DEFINED 01 02 03 04 05        6700
LACLEDE GAS CO                 COM              505588103       68     3000 SH       DEFINED 01                    3000
LAFARGE CORP                   COM              505862102      201     6259 SH       DEFINED 01          05        6259
LAIDLAW, INC                   COM              50730K503      246    36400 SH       DEFINED    02    04          36400
LAKES GAMING, INC              COM              51206P109        0       25 SH       DEFINED 01                      25
LAM RESEARCH CORP              COM              512807108      433     7100 SH       DEFINED 01 02 03 04 05        7100
LAMAR ADVERTISING CO (CLASS A) COM              512815101      200     4050 SH       DEFINED 01 02 03 04 05        4050
LANCASTER COLONY CORP          COM              513847103      165     5150 SH       DEFINED 01 02    04 05        5150
LANCE, INC                     COM              514606102       76     5800 SH       DEFINED 01 02 03 04 05        5800
LANDAUER, INC                  COM              51476K103       25     1000 SH       DEFINED    02 03              1000
LANDAMERICA FINANCIAL GROUP, I COM              514936103        4      200 SH       DEFINED          04 05         200
LANDRY'S SEAFOOD RESTAURANTS,  COM              51508L103       50     6200 SH       DEFINED 01 02    04 05        6200
LAND'S END, INC                COM              515086106       26      400 SH       DEFINED    02                  400
LANDSTAR SYSTEM, INC           COM              515098101       63     1800 SH       DEFINED 01                    1800
LASERSIGHT, INC                COM              517924106       44     3200 SH       DEFINED 01 02                 3200
LASALLE HOTEL PROPERTIES       COM              517942108       27     2100 SH       DEFINED 01       04           2100
LASER VISION CENTERS, INC      COM              51807H100       46     3300 SH       DEFINED 01 02 03 04 05        3300
LASON, INC                     COM              51808R107       36      800 SH       DEFINED 01 02 03               800
LATITUDE COMMUNICATIONS, INC   COM              518292107        3      100 SH       DEFINED          04            100
LATTICE SEMICONDUCTOR CORP     COM              518415104      199     6700 SH       DEFINED 01 02 03 04 05        6700
LAUDER (ESTEE) CO (CLASS A)    COM              518439104      684    17500 SH       DEFINED 01 02 03 04 05       17500
LAUNCH MEDIA, INC              COM              518567102       36     3000 SH       DEFINED 01 02 03    05        3000
LAWSON PRODUCTS, INC           COM              520776105       26     1200 SH       DEFINED 01          05        1200
LEAP WIRELESS INTERNATIONAL, I COM              521863100       38     1600 SH       DEFINED 01 02 03              1600
LEAR CORP                      COM              521865105      225     6400 SH       DEFINED 01       04 05        6400
LEARN2.COM, INC                COM              522002104       17     5900 SH       DEFINED 01 02    04 05        5900
LEARNING TREE INTERNATIONAL, I COM              522015106       20     1200 SH       DEFINED 01 02    04 05        1200
LEASING SOLUTIONS, INC         COM              522113109        0      900 SH       DEFINED 01                     900
LEE ENTERPRISES, INC           COM              523768109      290    10600 SH       DEFINED 01 02 03 04 05       10600
LEGATO SYSTEMS, INC            COM              524651106      384     8800 SH       DEFINED 01 02 03 04 05        8800
LEGGETT & PLATT, INC           COM              524660107      244    12400 SH       DEFINED 01       04 05       12400
LEGG MASON, INC                COM              524901105      103     2700 SH       DEFINED 01       04 05        2700
LEHMAN BROTHERS HOLDINGS, INC  COM              524908100      857    14700 SH       DEFINED 01 02    04 05       14700
LENNAR CORP                    COM              526057104       32     2000 SH       DEFINED 01       04           2000
LEUCADIA NATIONAL CORP         COM              527288104      164     7800 SH       DEFINED 01          05        7800
LEVEL 3 COMMUNICATIONS, INC    COM              52729N100     1796    34400 SH       DEFINED 01 02 03 04 05       34400
LEXINGTON CORPORATE PROPERTIES COM              529043101        1      100 SH       DEFINED          04            100
LEXMARK INTERNATIONAL GROUP (C COM              529771107     1707    21200 SH       DEFINED 01 02 03 04 05       21200
LIBBEY, INC                    COM              529898108      103     3500 SH       DEFINED 01 02 03 04 05        3500
LIBERTY CORP                   COM              530370105       28      600 SH       DEFINED 01                     600
LIBERTY DIGITAL, INC (CLASS A) COM              530436104       58     2500 SH       DEFINED 01 02 03              2500
LIBERTY PROPERTY TRUST CO      COM              531172104       23     1000 SH       DEFINED 01       04 05        1000
LIFE U.S.A. HOLDINGS, INC      COM              531918209       10      500 SH       DEFINED 01                     500
LIFECORE BIOMEDICAL, INC       COM              532187101        6      400 SH       DEFINED 01                     400
LIFEPOINT HOSPITALS, INC       COM              53219L109       38     4333 SH       DEFINED 01 02    04 05        4333
LIGAND PHARMACEUTICALS CO (CLA COM              53220K207       10     1300 SH       DEFINED    02 03 04           1300
LILLY (ELI) & CO               COM              532457108    12732   198943 SH       DEFINED 01 02 03 04 05      198943
LILLY INDUSTRIES, INC (CLASS A COM              532491107       53     3900 SH       DEFINED 01    03    05        3900
LIMITED, INC                   COM              532716107      485    12678 SH       DEFINED 01 02 03 04 05       12678
LINCARE HOLDINGS, INC          COM              532791100      216     8100 SH       DEFINED 01 02 03 04 05        8100
LINCOLN ELECTRIC HOLDINGS CO   COM              533900106      132     6300 SH       DEFINED 01                    6300
LINCOLN NATIONAL CORP          COM              534187109      954    25400 SH       DEFINED 01 02    04 05       25400
LINDSAY MANUFACTURING CO       COM              535555106       16      800 SH       DEFINED 01 02                  800
LINEAR TECHNOLOGY CO           COM              535678106     1075    18290 SH       DEFINED 01 02 03 04 05       18290
LINENS 'N THINGS, INC          COM              535679104      203     6000 SH       DEFINED 01 02 03 04 05        6000
LIPOSOME CO, INC               COM              536310105       55     7200 SH       DEFINED 01 02 03 04 05        7200
LITHIA MOTORS, INC (CLASS A)   COM              536797103       21      900 SH       DEFINED 01 02                  900
LITTLEFUSE, INC                COM              537008104      267    12000 SH       DEFINED 01 02 03 04 05       12000
LITTON INDUSTRIES, INC         COM              538021106      142     2600 SH       DEFINED 01       04 05        2600
LIZ CLAIBORNE, INC             COM              539320101      146     4700 SH       DEFINED 01 02    04 05        4700
LO-JACK CORP                   COM              539451104        7      900 SH       DEFINED 01 02                  900
LOCAL FINANCIAL CORP           COM              539553107       20     2200 SH       DEFINED 01       04 05        2200
LOCKHEED MARTIN CORP           COM              539830109      912    27892 SH       DEFINED 01 02    04 05       27892
LODGIAN, INC                   COM              54021P106       18     4800 SH       DEFINED 01       04           4800
LOEWS CINEPLEX ENTMT CORP      COM              540423100       20     2500 SH       DEFINED 01                    2500
LOEWS CORP                     COM              540424108      695     9900 SH       DEFINED 01 02    04 05        9900
LONE STAR INDUSTRIES, INC      COM              542290408       55     1100 SH       DEFINED 01                    1100
LONE STAR STEAKHOUSE & SALOON, COM              542307103       38     4900 SH       DEFINED 01       04           4900
LONE STAR TECHNOLOGIES, INC    COM              542312103       74     3700 SH       DEFINED 01                    3700
LONG BEACH FINANCIAL CORP      COM              542446109       10      600 SH       DEFINED 01                     600
LONGS DRUG STORES CORP         COM              543162101       30     1000 SH       DEFINED 01 02    04           1000
LONGVIEW FIBRE CO              COM              543213102       21     1700 SH       DEFINED 01       04           1700
LOUIS DREYFUS NATURAL GAS CORP COM              546011107       73     3400 SH       DEFINED 01       04           3400
LOUISIANA PACIFIC CORP         COM              546347105      423    27100 SH       DEFINED 01 02    04 05       27100
LOWE'S COS, INC                COM              548661107     6119   125527 SH       DEFINED 01 02 03 04 05      125527
LUBRIZOL CORP                  COM              549271104      152     5900 SH       DEFINED 01       04 05        5900
LUBY'S, INC                    COM              549282101       45     3900 SH       DEFINED 01                    3900
LUCENT TECHNOLOGIES, INC       COM              549463107    40554   625104 SH       DEFINED 01 02 03 04 05      625104
LUFKIN INDUSTRIES, INC         COM              549764108        9      600 SH       DEFINED 01                     600
LYCOS, INC                     COM              550818108      491     9800 SH       DEFINED 01 02 03 04 05        9800
LYDALL, INC                    COM              550819106       36     3500 SH       DEFINED 01       04 05        3500
LYONDELL CHEMICAL CO           COM              552078107        1      100 SH       DEFINED          04            100
M & T BANK CORP                COM              55261F104       87      190 SH       DEFINED 01          05         190
MAF BANCORP, INC               COM              55261R108        1       75 SH       DEFINED 01                      75
MBIA, INC                      COM              55262C100      310     6641 SH       DEFINED 01 02    04 05        6641
MBNA CORP                      COM              55262L100     3059   134105 SH       DEFINED 01 02 03 04 05      134105
MCN ENERGY GROUP, INC          COM              55267J100      151     8800 SH       DEFINED 01       04 05        8800
MDC HOLDINGS, INC              COM              552676108        2      100 SH       DEFINED          04            100
MCI WORLDCOM, INC              COM              55268B106    29019   403747 SH       DEFINED 01 02 03 04 05      403747
MDU RESOURCES GROUP, INC       COM              552690109      135     6000 SH       DEFINED 01    03              6000
MEMC ELECTRONIC MATERIALS, INC COM              552715104       44     3200 SH       DEFINED 01       04 05        3200
MGC COMMUNICATIONS, INC        COM              552763302       10      500 SH       DEFINED    02 03               500
MGIC INVESTMENT CORP           COM              552848103      979    20500 SH       DEFINED 01 02    04 05       20500
MGI PROPERTIES, INC            COM              552885105        1      100 SH       DEFINED          04            100
MGM GRAND, INC                 COM              552953101       53     1027 SH       DEFINED 01 02                 1027
MKS INSTRUMENTS INC            COM              55306N104        9      400 SH       DEFINED    02       05         400
MMC NETWORKS, INC              COM              55308N102      156     5000 SH       DEFINED 01 02 03 04 05        5000
MMI COS, INC                   COM              553087107       32     2900 SH       DEFINED 01       04           2900
MRV COMMUNICATIONS, INC        COM              553477100        2      100 SH       DEFINED          04            100
MSC INDUSTRIAL DIRECT CO (CLAS COM              553530106       23     2500 SH       DEFINED 01 02    04           2500
M.S. CARRIERS, INC             COM              553533100       48     2000 SH       DEFINED 01 02       05        2000
MTS SYSTEMS CORP               COM              553777103        1      100 SH       DEFINED          04            100
MTI TECHNOLOGY CORP            COM              553903105      136     5900 SH       DEFINED 01 02 03 04           5900
MACDERMID, INC                 COM              554273102       75     2200 SH       DEFINED 01 02                 2200
MACERICH CO (THE)              COM              554382101        5      200 SH       DEFINED          04 05         200
MACK-CALI REALTY CORP          COM              554489104      131     4900 SH       DEFINED 01       04 05        4900
MACMILLAN BLOEDEL LTD          COM              554783209      104     6670 SH       DEFINED          04           6670
MACROCHEM CORP (DELAWARE)      COM              555903103       15     2500 SH       DEFINED 01    03              2500
MACROVISION CORP               COM              555904101       93     2100 SH       DEFINED 01 02                 2100
MACROMEDIA, INC                COM              556100105      262     6400 SH       DEFINED 01 02 03 04 05        6400
MAGELLAN HEALTH SERVICES, INC  COM              559079108        9     1200 SH       DEFINED 01                    1200
MAGNETEK, INC                  COM              559424106        2      200 SH       DEFINED          04            200
MAHONING NATIONAL BANCORP, INC COM              560090102       27      700 SH       DEFINED 01 02       05         700
MAIL-WELL, INC                 COM              560321200       96     6900 SH       DEFINED 01 02 03 04 05        6900
MAKER COMMUNICATIONS, INC      COM              560875106        7      300 SH       DEFINED 01                     300
MALLINCKRODT, INC              COM              561232109      471    15600 SH       DEFINED 01 02    04 05       15600
MANDALAY RESORT GROUP          COM              562567107       53     2700 SH       DEFINED 01       04 05        2700
MANHATTAN ASSOCIATES, INC      COM              562750109        1      100 SH       DEFINED          04            100
MANITOWOC, INC                 COM              563571108      103     3025 SH       DEFINED 01 02 03              3025
MANOR CARE, INC                COM              564055101       77     4500 SH       DEFINED 01 02    04           4500
MANPOWER, INC                  COM              56418H100      248     8500 SH       DEFINED 01 02 03 04 05        8500
MANUFACTURED HOME COMMUNITIES, COM              564682102        2      100 SH       DEFINED          04            100
MAPICS, INC                    COM              564910107       15     1700 SH       DEFINED 01 02 03 04 05        1700
MANUGISTICS GROUP, INC         COM              565011103       33     3100 SH       DEFINED 01 02 03              3100
MAPQUEST.COM, INC              COM              565644101        4      300 SH       DEFINED 01    03               300
MARCUS CORP                    COM              566330106        1      100 SH       DEFINED          04            100
MARIMBA, INC                   COM              56781Q109       12      400 SH       DEFINED 01 02                  400
MARINE TRANSPORT CORP          COM              567912100        3      950 SH       DEFINED 01                     950
MARINE DRILLING CO, INC        COM              568240204       44     2800 SH       DEFINED 01       04           2800
MARINER POST-ACUTE NETWORK, IN COM              568459101        2     5200 SH       DEFINED 01 02                 5200
MARK IV INDUSTRIES, INC        COM              570387100       53     2700 SH       DEFINED 01       04 05        2700
MARKETING SERVICES GROUP       COM              570907105       23     1900 SH       DEFINED 01 02 03              1900
MARSH & MCLENNAN COS, INC      COM              571748102     1826    26650 SH       DEFINED 01 02    04 05       26650
MARSHALL & ILSLEY CORP         COM              571834100      414     7259 SH       DEFINED 01       04 05        7259
MARRIOTT INTERNATIONAL (CLASS  COM              571903202      899    27500 SH       DEFINED 01 02 03 04 05       27500
MARSHALL INDUSTRIES, INC       COM              572393106       62     1700 SH       DEFINED 01                    1700
MARTIN MARIETTA MATERIALS, INC COM              573284106      196     4900 SH       DEFINED 01       04 05        4900
MARVEL ENTERPRISES             COM              57383M108        4      700 SH       DEFINED          04 05         700
MASCO CORP                     COM              574599106     1147    37000 SH       DEFINED 01 02    04 05       37000
MASCOTECH, INC                 COM              574670105       96     5900 SH       DEFINED 01 02 03 04 05        5900
MASTECH CORP                   COM              57632N105       89     6600 SH       DEFINED 01 02 03 04 05        6600
MASTEC, INC                    COM              576323109       71     2400 SH       DEFINED 01 02 03              2400
MATRIA HEALTHCARE, INC         COM              576817100       29     5000 SH       DEFINED 01       04 05        5000
MATRIX PHARMACEUTICALS, INC    COM              576844104        1      100 SH       DEFINED 01                     100
MATTEL, INC                    COM              577081102     1012    53269 SH       DEFINED 01 02 03 04 05       53269
MATTHEWS INTERNATIONAL CORP (C COM              577128101       33     1100 SH       DEFINED 01 02                 1100
MAXIM INTEGRATED PRODUCTS      COM              57772K101      902    14300 SH       DEFINED 01 02 03 04 05       14300
MAXTOR CORP                    COM              577729205       33     5000 SH       DEFINED 01 02 03 04 05        5000
MAXWELL TECHNOLOGIES, INC      COM              577767106        9      700 SH       DEFINED    02    04            700
MAXXIM MEDICAL, INC            COM              57777G105       22      900 SH       DEFINED 01                     900
MAY DEPARTMENT STORES CO       COM              577778103     1215    33350 SH       DEFINED 01 02    04 05       33350
MAXICARE HEALTH PLANS, INC     COM              577904204        8     1600 SH       DEFINED 01                    1600
MAXXAM, INC                    COM              577913106       36      700 SH       DEFINED 01          05         700
MAVERICK TUBE CORP             COM              577914104       22     1300 SH       DEFINED 01                    1300
MAXIMUS, INC                   COM              577933104       48     1600 SH       DEFINED 01 02                 1600
MAYTAG CO                      COM              578592107      436    13100 SH       DEFINED 01 02 03 04 05       13100
MCCLATCHY CO (CLASS A)         COM              579489105       50     1400 SH       DEFINED 01       04           1400
MCCORMICK & CO, INC (NON-VOTE) COM              579780206      195     5900 SH       DEFINED 01       04 05        5900
MCDERMOTT INTERNATIONAL, INC   COM              580037109       12      600 SH       DEFINED    02    04            600
MCDONALD'S CORP                COM              580135101     7350   170928 SH       DEFINED 01 02 03 04 05      170928
MCGRATH RENTCORP               COM              580589109       16      900 SH       DEFINED 01    03 04            900
MCGRAW HILL COS, INC           COM              580645109     1016    21000 SH       DEFINED 01 02 03 04 05       21000
MCKESSON HBOC, INC             COM              58155Q103     1087    37481 SH       DEFINED 01 02 03 04 05       37481
MCLEODUSA, INC (CLASS A)       COM              582266102      392     9200 SH       DEFINED 01 02 03 04 05        9200
MCMORAN EXPLORATION CO         COM              582411104       29     1363 SH       DEFINED 01       04           1363
MEAD CORP                      COM              582834107      330     9600 SH       DEFINED 01 02    04 05        9600
MECHANICAL TECHNOLOGY, INC     COM              583538103       14      400 SH       DEFINED    02    04            400
MEDCO RESEARCH, INC            COM              584059109       42     1700 SH       DEFINED 01 02    04 05        1700
MEDE AMERICA CORP              COM              584067102       23     1000 SH       DEFINED 01 02       05        1000
MEDIA ONE GROUP, INC           COM              58440J104     4140    60600 SH       DEFINED 01 02 03 04 05       60600
MEDIA METRIX, INC              COM              58440X103       35      500 SH       DEFINED 01                     500
MEDIA GENERAL, INC (CLASS A)   COM              584404107      187     3647 SH       DEFINED 01 02                 3647
MEDICAL ASSURANCE, INC         COM              58449U100        3      100 SH       DEFINED          04            100
MEDICAL MANAGER CORP           COM              58461U103      160     3225 SH       DEFINED 01 02 03    05        3225
MEDICONSULT.COM, INC           COM              58469J100        4      500 SH       DEFINED    02 03               500
MEDICIS PHARMACEUTICAL CORP (C COM              584690309       88     3100 SH       DEFINED 01 02 03 04           3100
MEDIMMUNE, INC                 COM              584699102      688     6900 SH       DEFINED 01 02 03 04 05        6900
MEDQUIST, INC                  COM              584949101      197     5900 SH       DEFINED 01 02 03 04 05        5900
MEDITRUST CORP PAIRED          COM              58501T306       41     4799 SH       DEFINED 01 02 03 04           4799
MEDTRONIC, INC                 COM              585055106     8267   232886 SH       DEFINED 01 02 03 04 05      232886
ESHARE TECHNOLOGIES, INC       COM              585493109        1      100 SH       DEFINED          04            100
MELLON FINANCIAL CORP          COM              585509102     2692    79749 SH       DEFINED 01 02    04 05       79749
MEMBERWORKS, INC               COM              586002107       50     1500 SH       DEFINED 01 02                 1500
MENS WAREHOUSE, INC            COM              587118100       61     2850 SH       DEFINED 01 02 03 04 05        2850
MENTOR CORP                    COM              587188103       31     1100 SH       DEFINED 01 02    04 05        1100
MENTOR GRAPHICS CORP           COM              587200106      121    14100 SH       DEFINED 01 02 03 04 05       14100
MERANT PLC ADR                 ADR              587336108        2       90 SH       DEFINED 01 02                   90
MERCANTILE BANKSHARES CORP     COM              587405101       70     2255 SH       DEFINED 01       04 05        2255
MERCHANTS NEW YORK BANCORP, IN COM              589167105       11      300 SH       DEFINED 01                     300
MERCK & CO, INC                COM              589331107    33051   509942 SH       DEFINED 01 02 03 04 05      509942
MERCURY COMPUTER SYSTEMS, INC  COM              589378108       10      300 SH       DEFINED    02                  300
MERCURY GENERAL CORP           COM              589400100       28     1000 SH       DEFINED 01       04           1000
MERCURY INTERACTIVE CORP       COM              589405109      362     5600 SH       DEFINED 01 02 03 04 05        5600
MEREDITH CORP                  COM              589433101      403    11100 SH       DEFINED 01 02 03 04 05       11100
MERIDIAN RESOURCE CORP         COM              58977Q109       10     2100 SH       DEFINED 01       04 05        2100
MERISTAR HOSPITALITY CORP      COM              58984Y103       64     4200 SH       DEFINED 01       04 05        4200
MERISEL, INC                   COM              589849108       24    15000 SH       DEFINED 01       04 05       15000
MERISTAR HOTELS & RESORTS, INC COM              589988104        1      300 SH       DEFINED    02                  300
MERITOR AUTOMOTIVE, INC        COM              59000G100      271    12966 SH       DEFINED 01 02 03 04 05       12966
MERRILL CORP                   COM              590175105       32     1600 SH       DEFINED 01 02                 1600
MERRILL LYNCH & CO, INC        COM              590188108     2405    35800 SH       DEFINED 01 02    04 05       35800
MERRY LAND PROPERTIES, INC     COM              590441101        2      285 SH       DEFINED 01                     285
MESA AIR GROUP, INC            COM              590479101        2      400 SH       DEFINED 01                     400
MESABA HOLDINGS, INC           COM              59066B102       11      900 SH       DEFINED 01    03 04 05         900
MESSAGEMEDIA, INC              COM              590787107       29     2700 SH       DEFINED 01 02 03 04 05        2700
META GROUP, INC                COM              591002100        4      200 SH       DEFINED 01                     200
METAL MANAGEMENT, INC          COM              591097100        1     1000 SH       DEFINED 01                    1000
METALS U.S.A., INC             COM              591324108       21     2100 SH       DEFINED 01       04           2100
METAMOR WORLDWIDE, INC         COM              59133P100       32     1800 SH       DEFINED    02 03 04           1800
METHODE ELECTRONICS, INC (CLAS COM              591520200      100     5300 SH       DEFINED 01 02 03 04 05        5300
METRICOM, INC                  COM              591596101       55     2400 SH       DEFINED 01 02 03    05        2400
METRIS COS, INC                COM              591598107      440    14938 SH       DEFINED 01 02 03 04 05       14938
METRO-GOLDWYN-MAYER, INC       COM              591610100       75     4300 SH       DEFINED 01          05        4300
METRO INFORMATION SERVICES, IN COM              59162P104       17     1300 SH       DEFINED 01    03              1300
METROMEDIA FIBER NETWORK (CLAS COM              591689104      345    14101 SH       DEFINED 01 02 03 04 05       14101
METROMEDIA INTERNATIONAL GROUP COM              591695101       47    11500 SH       DEFINED 01 02    04 05       11500
METTLER-TOLEDO INTERNATIONAL,  COM              592688105      222     7500 SH       DEFINED 01 02 03 04 05        7500
MIAMI COMPUTER SUPPLY CORP     COM              593261100        2      100 SH       DEFINED             05         100
MICHAEL FOODS, INC             COM              594079105        3      100 SH       DEFINED       03               100
MICHAELS STORES, INC           COM              594087108      215     7300 SH       DEFINED 01 02 03 04 05        7300
MICREL, INC                    COM              594793101      143     3300 SH       DEFINED 01 02 03 04 05        3300
MICROS SYSTEMS, INC            COM              594901100      130     3200 SH       DEFINED 01 02 03 04           3200
MICROSOFT CORP                 COM              594918104    85056   939192 SH       DEFINED 01 02 03 04 05      939192
MICROAGE, INC                  COM              594928103        2      800 SH       DEFINED 01                     800
MICROSTRATEGY, INC             COM              594972101      342     6100 SH       DEFINED 01 02 03 04 05        6100
MICRO WAREHOUSE, INC           COM              59501B105       21     1700 SH       DEFINED 01       04           1700
MICROCHIP TECHNOLOGY, INC      COM              595017104      417     8125 SH       DEFINED 01 02 03 04 05        8125
MICROMUSE, INC                 COM              595094103      129     2000 SH       DEFINED 01 02       05        2000
MICRON ELECTRONICS, INC        COM              595100108        5      500 SH       DEFINED 01 02 03 04            500
MICRON TECHNOLOGY, INC         COM              595112103     1538    23100 SH       DEFINED 01 02 03 04 05       23100
MID-AMERICA APARTMENT COMMUNIT COM              59522J103        2      100 SH       DEFINED          04            100
MID ATLANTIC MEDICAL SERVICES, COM              59523C107       11     1200 SH       DEFINED    02    04           1200
MIDAMERICAN ENERGY HOLDINGS CO COM              59562V107       83     2800 SH       DEFINED 01          05        2800
MIDAS, INC                     COM              595626102       33     1599 SH       DEFINED 01 02                 1599
MIDLAND CO                     COM              597486109        2      100 SH       DEFINED          04            100
MIDWEST EXPRESS HOLDINGS, INC  COM              597911106       18      700 SH       DEFINED    02 03               700
MIDWAY GAMES, INC              COM              598148104        6      400 SH       DEFINED    02 03 04            400
MIDWEST BANC HOLDING, INC      COM              598251106       16     1000 SH       DEFINED 01                    1000
MIKASA, INC                    COM              59862T109        1      100 SH       DEFINED          04            100
MILACRON, INC                  COM              598709103       34     1900 SH       DEFINED 01 02    04           1900
MILLENNIUM PHARMACEUTICALS, IN COM              599902103      319     4900 SH       DEFINED 01 02 03 04           4900
MILLENNIUM CHEMICAL, INC       COM              599903101        4      200 SH       DEFINED          04            200
MILLER (HERMAN), INC           COM              600544100      270    11300 SH       DEFINED 01 02 03 04 05       11300
MILLER INDUSTRIES, INC         COM              600551105        1      300 SH       DEFINED          04            300
MILLIPORE CORP                 COM              601073109      218     5800 SH       DEFINED 01 02 03 04 05        5800
MILLS CORP                     COM              601148109        4      210 SH       DEFINED 01                     210
MINDSPRING ENTERPRISES, INC    COM              602683104      100     3600 SH       DEFINED 01 02 03 04 05        3600
MINE SAFETY APPLIANCE CO       COM              602720104       12      200 SH       DEFINED 01                     200
MINERALS TECHNOLOGIES, INC     COM              603158106       78     1600 SH       DEFINED 01                    1600
MINIMED, INC                   COM              60365K108      108     1100 SH       DEFINED 01 02 03    05        1100
MINNESOTA MINING & MANUFACTURI COM              604059105     4707    49000 SH       DEFINED 01 02    04 05       49000
MINNESOTA POWER, INC           COM              604110106        4      200 SH       DEFINED          04            200
MIPS TECHNOLOGIES, INC         COM              604567107       32     1000 SH       DEFINED    02                 1000
MIRAGE RESORT, INC             COM              60462E104      138     9800 SH       DEFINED 01 02    04 05        9800
MISSISSIPPI CHEMICAL CORP      COM              605288208        2      300 SH       DEFINED 01       04            300
MITCHELL ENERGY & DEV CORP (CL COM              606592202       24     1000 SH       DEFINED 01       04           1000
MOBIL CORP                     COM              607059102     9907    98337 SH       DEFINED 01 02    04 05       98337
MODEM MEDIA POPPE TYSON, INC   COM              607533106       19      500 SH       DEFINED 01                     500
MODINE MANUFACTURING CO        COM              607828100       14      600 SH       DEFINED    02    04            600
MODIS PROFESSIONAL SERVICES    COM              607830106      163    12283 SH       DEFINED 01 02 03 04 05       12283
MOHAWK INDUSTRIES, INC         COM              608190104       92     4600 SH       DEFINED 01    03 04 05        4600
MOLECULAR DEVICES CORP         COM              60851C107       17      600 SH       DEFINED    02    04            600
MOLEX, INC                     COM              608554101      271     7437 SH       DEFINED 01 02 03 04 05        7437
MOMENTUM BUSINESS APPLICANTS,  COM              60877P108        0       36 SH       DEFINED 01 02 03                36
MONACO COACH CORP              COM              60886R103      104     4250 SH       DEFINED 01 02 03              4250
ROBERT MONDAVI CORP (CLASS A)  COM              609200100       60     1600 SH       DEFINED 01          05        1600
MONSANTO CO                    COM              611662107     3608   101100 SH       DEFINED 01 02 03 04 05      101100
MONTANA POWER CO               COM              612085100       37     1200 SH       DEFINED 01       04           1200
MONY GROUP, INC                COM              615337102       14      500 SH       DEFINED 01       04 05         500
MOOG, INC (CLASS A)            COM              615394202       23      800 SH       DEFINED 01                     800
MORGAN (J.P.) & CO, INC        COM              616880100     2388    20900 SH       DEFINED 01 02    04 05       20900
MORGAN STANLEY, DEAN WITTER, & COM              617446448     6565    73604 SH       DEFINED 01 02    04 05       73604
MORRSION KNUDSEN CORP          COM              61844A109        1      100 SH       DEFINED          04            100
MORRISON MANAGEMENT SPECIALIST COM              618459101       24     1066 SH       DEFINED 01 02                 1066
MOTIVEPOWER INDUSTRIES, INC    COM              61980K101       67     6050 SH       DEFINED 01 02    04 05        6050
MOTOROLA, INC                  COM              620076109     6785    77100 SH       DEFINED 01 02 03 04 05       77100
MOVADO GROUP, INC              COM              624580106       55     2400 SH       DEFINED 01 02 03              2400
MPATH INTERACTIVE, INC         COM              62473C101       12     1000 SH       DEFINED 01                    1000
MUELLER INDUSTRIES, INC        COM              624756102      131     4400 SH       DEFINED 01       04 05        4400
MURPHY OIL CORP                COM              626717102      249     4600 SH       DEFINED 01       04 05        4600
MUSICLAND STORES CORP          COM              62758B109       67     7700 SH       DEFINED 01 02 03 04 05        7700
MYERS INDUSTRIES, INC          COM              628464109       58     3270 SH       DEFINED 01          05        3270
MYLAN LABORATORIES, INC        COM              628530107      237    12900 SH       DEFINED 01 02 03 04 05       12900
NABI, INC                      COM              628716102        4      800 SH       DEFINED 01                     800
NBT BANCORP, INC               COM              628778102        3      200 SH       DEFINED             05         200
NBTY, INC                      COM              628782104       17     2200 SH       DEFINED 01       04 05        2200
NCH CORP                       COM              628850109        9      200 SH       DEFINED 01                     200
NCI BUILDING SYSTEMS, INC      COM              628852105       15      900 SH       DEFINED 01 02    04            900
NCO GROUP, INC                 COM              628858102      259     5500 SH       DEFINED 01 02 03 04 05        5500
NCS HEALTHCARE, INC (CLASS A)  COM              628874109        3     1200 SH       DEFINED    02    04           1200
NFO WORLDWIDE, INC             COM              62910N108       52     4100 SH       DEFINED 01 02    04           4100
NL INDUSTRIES, INC             COM              629156407        3      200 SH       DEFINED          04            200
NPC INTERNATIONAL, INC         COM              629360306        9      800 SH       DEFINED    02 03 04            800
NTL, INC                       COM              629407107     1086    11300 SH       DEFINED 01 02 03 04 05       11300
NUI CORP                       COM              629430109       54     2200 SH       DEFINED 01                    2200
NVR, INC                       COM              62944T105       61     1200 SH       DEFINED 01 02    04 05        1200
NABISCO GROUP HOLDINGS         COM              62952P102      545    36301 SH       DEFINED 01 02    04 05       36301
NABISCO HOLDINGS CORP (CLASS A COM              629526104       41     1200 SH       DEFINED 01       04           1200
NABORS INDUSTRIES, INC         COM              629568106      178     7100 SH       DEFINED 01    03 04 05        7100
NACCO INDUSTRIES, INC (CLASS A COM              629579103       49      700 SH       DEFINED 01 02                  700
NALCO CHEMICAL CORP            COM              629853102      404     8000 SH       DEFINED 01 02    04 05        8000
NATIONAL BANCORP OF ALASKA, IN COM              632587101       59     2300 SH       DEFINED 01    03              2300
NATIONAL CITY CORP             COM              635405103     2184    81829 SH       DEFINED 01 02    04 05       81829
NATIONAL COMMERCE BANCORP      COM              635449101       59     2700 SH       DEFINED 01 02 03 04           2700
NATIONAL COMPUTER SYSTEMS, INC COM              635519101      161     4200 SH       DEFINED 01 02 03 04 05        4200
NATIONAL DATA CORP             COM              635621105      135     5200 SH       DEFINED 01 02 03 04 05        5200
NATIONAL DISC BROKERS, INC     COM              635646102        3      100 SH       DEFINED    02                  100
NATIONAL EQUIPMENT SERVICES, I COM              635847106        3      300 SH       DEFINED          04 05         300
NATIONAL HEALTHCARE CORP       COM              635906100        8     1100 SH       DEFINED 01                    1100
NATIONAL FUEL GAS CO           COM              636180101      344     7300 SH       DEFINED 01       04 05        7300
NATIONAL GOLF PROPERTIES, INC  COM              63623G109       14      600 SH       DEFINED    02 03               600
NATIONAL HEALTH INVESTORS, INC COM              63633D104       59     3600 SH       DEFINED 01                    3600
NATIONAL INSTRUMENTS CORP      COM              636518102      139     3925 SH       DEFINED 01 02 03 04           3925
NATIONAL-OILWELL, INC          COM              637071101        3      200 SH       DEFINED    02    04            200
NATIONAL PENN BANCSHARES, INC  COM              637138108        6      200 SH       DEFINED    02                  200
NATIONAL PROCESSING, INC       COM              637229105       13     1400 SH       DEFINED 01          05        1400
NATIONAL R.V. HOLDINGS, INC    COM              637277104       34     1700 SH       DEFINED 01       04           1700
NATIONAL SEMICONDUCTOR CORP    COM              637640103      534    17500 SH       DEFINED 01 02    04 05       17500
NATIONAL SERVICE INDUSTRIES, I COM              637657107      243     7700 SH       DEFINED 01 02    04 05        7700
NATIONAL STEEL CORP (CLASS B)  COM              637844309        4      600 SH       DEFINED 01                     600
NATIONAL WESTERN LIFE INSURANC COM              638522102        8      100 SH       DEFINED 01                     100
NATIONSRENT, INC               COM              638588103        3      400 SH       DEFINED          04            400
NATIONWIDE FINANCIAL SVCS, INC COM              638612101      195     5500 SH       DEFINED 01       04 05        5500
NATIONWIDE HEALTH PROPERTIES,  COM              638620104        2      100 SH       DEFINED          04            100
NATURE'S SUNSHINE PRODUCTS, IN COM              639027101       27     2900 SH       DEFINED 01 02                 2900
NAUTICA ENTERPRISES, INC       COM              639089101       58     3600 SH       DEFINED 01 02    04           3600
NAVISTAR INTERNATIONAL CORP    COM              63934E108      353     7600 SH       DEFINED 01 02    04 05        7600
NAVIGANT CONSULTING CO         COM              63935N107      209     4500 SH       DEFINED 01 02 03 04 05        4500
NAVIGANT INTERNATIONAL, INC    COM              63935R108        0       25 SH       DEFINED 01 02                   25
NEFF CORP                      COM              640094108       27     2100 SH       DEFINED 01                    2100
NEIMAN MARCUS GROUP, INC (CLAS COM              640204103      112     4800 SH       DEFINED 01 02 03    05        4800
NEOMAGIC CORP                  COM              640497103       21     2700 SH       DEFINED 01 02    04           2700
NEON SYSTEMS, INC              COM              640509105        8      300 SH       DEFINED    02    04            300
NETWORK EVENT THEATER, INC     COM              640924106       16      700 SH       DEFINED    02 03 04 05         700
NETBANK, INC                   COM              640933107       15      700 SH       DEFINED    02 03 04            700
NETWORKS ASSOCIATES, INC       COM              640938106      247    12899 SH       DEFINED 01 02 03 04 05       12899
NET PERCEPTIONS, INC           COM              64107U101        3      200 SH       DEFINED    02    04            200
NETGRAVITY, INC                COM              641114103       30      900 SH       DEFINED 01 02 03               900
NETOPIA, INC                   COM              64114K104       24      600 SH       DEFINED 01                     600
NETOBJECTS, INC                COM              64114L102        7     1200 SH       DEFINED    02    04           1200
NETWORK APPLIANCE, INC         COM              64120L104      652     9100 SH       DEFINED 01 02 03 04 05        9100
NETWORK SOLUTIONS, INC         COM              64121Q102      294     3200 SH       DEFINED 01 02 03    05        3200
NETWORK PERIPHERALS, INC       COM              64121R100       46     2500 SH       DEFINED 01 02    04           2500
NETWORK PLUS CORP              COM              64122D506      111     8065 SH       DEFINED    02    04           8065
NEUROGEN CORP                  COM              64124E106       33     2000 SH       DEFINED 01                    2000
NEW CENTURY ENERGIES, INC      COM              64352U103      588    17585 SH       DEFINED 01 02    04 05       17585
NEW ENGLAND BUSINESS SERVICES, COM              643872104       37     1300 SH       DEFINED    02 03 04           1300
NEW ENGLAND ELECTRIC SYSTEMS C COM              644001109        5      100 SH       DEFINED          04            100
NEW ERA OF NETWORKS, INC       COM              644312100       71     3300 SH       DEFINED 01 02 03 04           3300
NEW JERSEY RESOURCES CORP      COM              646025106       16      400 SH       DEFINED 01                     400
NEW PLAN EXCEL REALTY TRUST    COM              648053106       18     1011 SH       DEFINED 01       04 05        1011
NEW YORK TIMES CO (CLASS A)    COM              650111107      465    12400 SH       DEFINED 01 02    04 05       12400
NEWBRIDGE NETWORKS CORP        COM              650901101     1435    55044 SH       DEFINED    02    04          55044
NEWELL RUBBERMAID, INC         COM              651229106      748    26190 SH       DEFINED 01 02    04 05       26190
NEWFIELD EXPLORATION CO        COM              651290108       76     2300 SH       DEFINED 01    03              2300
NEWMONT MINING CORP            COM              651639106      326    12600 SH       DEFINED 01 02       05       12600
NEWPARK RESOURCES, INC         COM              651718504       29     3700 SH       DEFINED 01 02 03 04           3700
NEWS CORP LTD PFD ADR          ADR              652487802        2       82 SH       DEFINED 01                      82
NEXTERA ENTERPRISES, INC       COM              65332E101        0      100 SH       DEFINED    02                  100
NEXTCARD, INC                  COM              65332K107       34     1400 SH       DEFINED 01 02 03    05        1400
NEXTEL COMMUNICATIONS, INC (CL COM              65332V103     2204    32500 SH       DEFINED 01 02 03 04 05       32500
NEXTLINK COMMUNICATIONS, INC   COM              65333H707      648    12500 SH       DEFINED 01 02 03 04 05       12500
NIAGARA MOHAWK HOLDINGS, INC   COM              653520106      222    14354 SH       DEFINED 01 02    04 05       14354
NIELSEN MEDIA RESEARCH         COM              653929307      237     6366 SH       DEFINED 01 02 03 04           6366
NICOR, INC                     COM              654086107      376    10100 SH       DEFINED 01 02    04 05       10100
NIKE, INC (CLASS B)            COM              654106103     4074    71622 SH       DEFINED 01 02 03 04 05       71622
99 CENTS ONLY STORES           COM              65440K106       19      525 SH       DEFINED    02                  525
NISOURCE, INC                  COM              65473P105       84     3800 SH       DEFINED 01       04 05        3800
NOBLE AFFILIATES, INC          COM              654894104      128     4400 SH       DEFINED 01       04 05        4400
NOKIA OYJ ADR                  ADR              654902204     3910    43534 SH       DEFINED    02 03 04          43534
NOBLE DRILLING CORP            COM              655042109      254    11600 SH       DEFINED 01 02 03 04 05       11600
NORDSON CORP                   COM              655663102       15      300 SH       DEFINED          04            300
NORDSTROM, INC                 COM              655664100       62     2300 SH       DEFINED    02    04 05        2300
NORFOLK SOUTHERN CORP          COM              655844108      720    29400 SH       DEFINED 01 02    04 05       29400
NORTEK, INC                    COM              656559101       10      300 SH       DEFINED 01                     300
NORTEL NETWORKS CORP (U.S.)    COM              656569100     2070    40580 SH       DEFINED    02    04          40580
NORTH FORK BANCORP, INC        COM              659424105      307    15748 SH       DEFINED 01       04 05       15748
NORTH PITTSBURGH SYSTEMS, INC  COM              661562108       33     1800 SH       DEFINED 01       04 05        1800
NORTHEAST OPTIC NETWORK, INC   COM              664334109       60     1600 SH       DEFINED 01 02                 1600
NORTHEAST UTILITIES CO         COM              664397106       66     3600 SH       DEFINED 01       04 05        3600
NORTHERN STATES POWER CO       COM              665772109      548    25400 SH       DEFINED 01 02    04 05       25400
NORTHERN TRUST CORP            COM              665859104      693     8300 SH       DEFINED 01 02 03 04 05        8300
NORTHPOINT COMMUNICATIONS HL   COM              666610100       11      600 SH       DEFINED 01 02                  600
NORTHROP GRUMMAN CORP          COM              666807102      539     8477 SH       DEFINED 01 02    04 05        8477
NORTHWEST AIRLINES CORP (CLASS COM              667280101       54     2100 SH       DEFINED 01       04           2100
NORTHWEST BANCORP, INC         COM              667328108        2      200 SH       DEFINED             05         200
NORTHWEST NATURAL GAS CO       COM              667655104        6      250 SH       DEFINED 01       04            250
NORTHWESTERN CORP              COM              668074107       66     2900 SH       DEFINED 01                    2900
NOVA CORP (GEORGIA)            COM              669784100      258    10300 SH       DEFINED 01 02 03 04 05       10300
NOVACARE EMPLOYEE SERVICES, IN COM              66986Q101        3     1400 SH       DEFINED    02                 1400
NOVACARE, INC                  COM              669930109        0      200 SH       DEFINED 01                     200
NOVELL, INC                    COM              670006105      960    46400 SH       DEFINED 01 02 03 04 05       46400
NOVELLUS SYSTEMS, INC          COM              670008101     3041    45100 SH       DEFINED 01 02 03 04 05       45100
NOVOSTE CORP                   COM              67010C100       52     2900 SH       DEFINED 01 02 03 04 05        2900
NU SKIN ENTERPRISES, INC (CLAS COM              67018T105      105     7800 SH       DEFINED 01 02 03 04 05        7800
NSTAR                          COM              67019E107       69     1772 SH       DEFINED 01                    1772
NUCOR CORP                     COM              670346105      391     8200 SH       DEFINED 01 02    04 05        8200
NUEVO ENERGY CO                COM              670509108       50     2900 SH       DEFINED 01          05        2900
NVIDIA CORP                    COM              67066G104       73     3800 SH       DEFINED 01 02 03 04           3800
O CHARLEYS, INC                COM              670823103       22     1500 SH       DEFINED 01       04           1500
OEC MEDICAL SYSTEMS, INC       COM              670828102       91     2600 SH       DEFINED 01 02 03              2600
OGE ENERGY CORP                COM              670837103      365    16400 SH       DEFINED 01       04 05       16400
OAK INDUSTRIES, INC            COM              671400505       48     1400 SH       DEFINED 01 02 03              1400
OAKLEY, INC                    COM              673662102        3      500 SH       DEFINED    02                  500
OAKWOOD HOMES CORP             COM              674098108        5     1000 SH       DEFINED    02    04           1000
OBJECTIVE SYSTEMS INTEGRATORS, COM              674424106        4     1600 SH       DEFINED 01                    1600
OCCIDENTAL PETROLEUM CORP      COM              674599105      770    33300 SH       DEFINED 01 02    04 05       33300
OCEAN ENERGY, INC (NEW)        COM              67481E106       92     9000 SH       DEFINED 01       04 05        9000
OCEANEERING INTERNATIONAL, INC COM              675232102       40     2400 SH       DEFINED 01       04 05        2400
OCEANFIRST FINANCIAL CORP      COM              675234108       34     2100 SH       DEFINED 01                    2100
OCTEL CORP                     COM              675727101        6      550 SH       DEFINED 01 02    04            550
OCULAR SCIENCES, INC           COM              675744106       37     1900 SH       DEFINED 01 02 03              1900
OCWEN FINANCIAL CORP           COM              675746101        3      400 SH       DEFINED    02    04            400
OFFICEMAX, INC                 COM              67622M108       26     4450 SH       DEFINED 01    03 04           4450
OFFICE DEPOT, INC              COM              676220106      508    49850 SH       DEFINED 01 02 03 04 05       49850
OFFSHORE LOGISTICS, INC        COM              676255102       42     4100 SH       DEFINED 01       04 05        4100
OGDEN CORP                     COM              676346109       38     3800 SH       DEFINED 01    03 04           3800
OLD KENT FINANCIAL CORP        COM              679833103      214     5765 SH       DEFINED 01       04 05        5765
OLD NATIONAL BANCORP           COM              680033107       75     2607 SH       DEFINED 01 02    04           2607
OLD REPUBLIC INTERNATIONAL COR COM              680223104      179    12400 SH       DEFINED 01       04 05       12400
OLSTEN CORP                    COM              681385100       87     8300 SH       DEFINED 01       04 05        8300
OMNICARE, INC                  COM              681904108       80     8300 SH       DEFINED 01 02 03 04           8300
OMNICOM GROUP, INC             COM              681919106     5512    69604 SH       DEFINED 01 02 03 04 05       69604
OMEGA HEALTHCARE INVESTORS, IN COM              681936100        2      100 SH       DEFINED          04            100
OMEGA FINANCIAL CORP           COM              682092101        3      100 SH       DEFINED    02                  100
OMEGA WORLDWIDE, INC           COM              68210B108        0       25 SH       DEFINED 01                      25
OMEGA RESEARCH, INC            COM              68211E101        4     1100 SH       DEFINED    02 03 04           1100
OMNIPOINT CORP                 COM              68212D102      995    17803 SH       DEFINED    02    04          17803
ON ASSIGNMENT, INC             COM              682159108       24     1000 SH       DEFINED 01 02                 1000
ON COMMAND CORP                COM              682160106       34     1800 SH       DEFINED 01                    1800
ONE VALLEY BANCORP, INC        COM              682419106       17      493 SH       DEFINED 01       04 05         493
ONEIDA LTD                     COM              682505102       57     2400 SH       DEFINED 01                    2400
ONEMAIN.COM, INC               COM              68267P109       46     2800 SH       DEFINED 01 02 03 04 05        2800
ONEOK, INC                     COM              682680103       66     2180 SH       DEFINED 01 02                 2180
ONHEALTH NETWORK CO            COM              68272W107        8     1300 SH       DEFINED    02                 1300
ONYX SOFTWARE CORP             COM              683402101        6      400 SH       DEFINED    02                  400
OPEN MARKET, INC               COM              68370M100       58     4400 SH       DEFINED 01 02 03 04 05        4400
OPTICAL CABLE CORP             COM              683827109        9      800 SH       DEFINED          04 05         800
OPTICAL COATING LABORATORIES,  COM              683829105      101     1100 SH       DEFINED 01 02 03    05        1100
ORACLE CORP                    COM              68389X105    22581   496290 SH       DEFINED 01 02 03 04 05      496290
ORBITAL SCIENCES CORP          COM              685564106        4      200 SH       DEFINED       03 04            200
ORGANOGENESIS, INC             COM              685906109       12     1575 SH       DEFINED 01 02 03 04           1575
OREGON STEEL MILLS, INC        COM              686079104       12     1100 SH       DEFINED 01                    1100
O'REILLY AUTOMOTIVE, INC       COM              686091109      105     2200 SH       DEFINED 01 02 03              2200
ORTHODONTIC CENTERS OF AMERICA COM              68750P103       32     1800 SH       DEFINED 01 02 03 04           1800
OSHKOSH B'GOSH, INC (CLASS A)  COM              688222207       38     2400 SH       DEFINED 01    03    05        2400
OSHKOSH TRUCK CORP             COM              688239201       15      550 SH       DEFINED 01    03               550
OSTEOTECH, INC                 COM              688582105        1      100 SH       DEFINED       03               100
O'SULLIVAN INDUSTRIES HOLDINGS COM              688609106       42     2800 SH       DEFINED 01                    2800
OTTER TAIL POWER CO            COM              689648103       21      500 SH       DEFINED 01                     500
OUTBACK STEAKHOUSE, INC        COM              689899102      153     6000 SH       DEFINED 01 02 03 04 05        6000
OUTDOOR SYSTEMS, INC           COM              690057104      404    11300 SH       DEFINED 01 02 03 04 05       11300
OVERSEAS SHIPHOLDING GROUP, IN COM              690368105        8      500 SH       DEFINED 01       04            500
OWENS CORNING CO               COM              69073F103      308    14200 SH       DEFINED 01 02    04 05       14200
OWENS & MINOR, INC             COM              690732102       35     3600 SH       DEFINED 01    03              3600
OWENS ILLINOIS, INC            COM              690768403      337    16995 SH       DEFINED 01 02    04 05       16995
OXFORD HEALTH PLANS, INC       COM              691471106      171    13700 SH       DEFINED 01 02 03 04 05       13700
OXFORD INDUSTRIES, INC         COM              691497309        9      400 SH       DEFINED 01                     400
PC CONNECTION, INC             COM              69318J100        2      100 SH       DEFINED             05         100
P-COM, INC                     COM              693262107        8     1100 SH       DEFINED    02    04           1100
PECO ENERGY CO                 COM              693304107     1114    29700 SH       DEFINED 01 02    04 05       29700
PG&E CORP                      COM              69331C108      849    32829 SH       DEFINED 01 02    04 05       32829
PFF BANCORP, INC               COM              69331W104       56     2700 SH       DEFINED 01                    2700
PE CORP-PE BIOSYSTEMS GROUP    COM              69332S102      730    10100 SH       DEFINED 01 02 03 04 05       10100
PE CORP-CELERA GENOMICS GROUP  COM              69332S201      119     2950 SH       DEFINED 01    03 04 05        2950
P F CHANGS CHINA BISTRO, INC   COM              69333Y108        6      300 SH       DEFINED    02       05         300
PLX TECHNOLOGY, INC            COM              693417107        7      300 SH       DEFINED    02                  300
PMA CAPITAL CORP (CLASS A)     COM              693419202       22     1100 SH       DEFINED 01       04           1100
PMC-SIERRA, INC                COM              69344F106      860     9300 SH       DEFINED 01 02 03 04 05        9300
PMI GROUP, INC                 COM              69344M101      364     8900 SH       DEFINED 01       04 05        8900
PNC BANK CORP                  COM              693475105     2284    43350 SH       DEFINED 01 02    04 05       43350
PP&L RESOURCES, INC            COM              693499105      691    25541 SH       DEFINED 01 02    04 05       25541
PPG INDUSTRIES, INC            COM              693506107     1182    19700 SH       DEFINED 01 02    04 05       19700
PRI AUTOMATION, INC            COM              69357H106       51     1400 SH       DEFINED    02 03              1400
PSS WORLD MEDICAL, INC         COM              69366A100       26     2900 SH       DEFINED 01 02 03 04           2900
PXRE GROUP ,LTD                COM              693674103       26     1800 SH       DEFINED 01       04           1800
PACCAR, INC                    COM              693718108      677    13300 SH       DEFINED 01 02    04 05       13300
PACIFIC CAPITAL BANCORP        COM              69404P101       41     1200 SH       DEFINED 01    03              1200
PACIFIC CENTURY FINANCIAL CORP COM              694058108      251    12300 SH       DEFINED 01       04 05       12300
PACIFIC GATEWAY EXCHANGE, INC  COM              694327107       10      600 SH       DEFINED 01 02 03    05         600
PACIFIC GULF PROPERTIES, INC   COM              694396102       56     2800 SH       DEFINED 01       04           2800
PACIFIC SUNWEAR CALIFORNIA, IN COM              694873100      170     6050 SH       DEFINED 01 02 03 04           6050
PACIFICARE HEALTH SYSTEMS      COM              695112102      210     4864 SH       DEFINED 01 02 03 04 05        4864
PACIFICORP                     COM              695114108      298    14800 SH       DEFINED 01 02    04 05       14800
PAGEMART WIRELESS, INC (CLASS  COM              69553J104       86    14400 SH       DEFINED 01 02 03 04 05       14400
PAGING NETWORK, INC            COM              695542100       75    72500 SH       DEFINED 01 02 03 04 05       72500
PAINE WEBBER GROUP, INC        COM              695629105      424    11700 SH       DEFINED 01 02    04 05       11700
PAIRGAIN TECHNOLOGIES, INC     COM              695934109       26     2000 SH       DEFINED    02 03 04           2000
PALL CORP                      COM              696429307      248    10700 SH       DEFINED 01 02    04 05       10700
PALM HARBOR HOMES, INC         COM              696639103       12      850 SH       DEFINED 01 02    04            850
PANAMSAT CORP                  COM              697933109       60     1669 SH       DEFINED 01 02    04           1669
PAN PACIFIC RETAIL PROPERTIES, COM              69806L104        7      400 SH       DEFINED          04 05         400
PANAVISION, INC (NEW)          COM              69830E209        0       23 SH       DEFINED    02                   23
PAPA JOHN'S INTERNATIONAL, INC COM              698813102       87     2100 SH       DEFINED 01 02 03 04           2100
PARAMETRIC TECHNOLOGY CORP     COM              699173100      493    36510 SH       DEFINED 01 02 03 04 05       36510
PAREXEL INTERNATIONAL CORP     COM              699462107        2      200 SH       DEFINED    02    04            200
PARK ELECTROCHEMICAL CORP      COM              700416209       49     1500 SH       DEFINED 01                    1500
PARK NATIONAL CORP             COM              700658107       91      900 SH       DEFINED 01                     900
PARK PLACE ENTERTAINMENT       COM              700690100      210    16800 SH       DEFINED 01       04 05       16800
PARKER DRILLING CO             COM              701081101       59    13400 SH       DEFINED 01       04 05       13400
PARKER-HANNIFIN CORP           COM              701094104      486    10850 SH       DEFINED 01 02    04 05       10850
PARKERVISION, INC              COM              701354102       36     1500 SH       DEFINED 01 02 03 04           1500
PARKWAY PROPERTIES, INC        COM              70159Q104       29      900 SH       DEFINED 01       04            900
PATHOGENESIS CORP              COM              70321E104        8      500 SH       DEFINED    02                  500
PATTERSON DENTAL CO            COM              703412106      201     4050 SH       DEFINED 01 02 03 04 05        4050
PATTERSON ENERGY, INC          COM              703414102       91     6000 SH       DEFINED 01       04 05        6000
PAXAR CORP                     COM              704227107        5      475 SH       DEFINED 01                     475
PAXSON COMMUNICATIONS CORP     COM              704231109       38     3100 SH       DEFINED 01 02 03 04           3100
PAYCHEX, INC                   COM              704326107     1396    40900 SH       DEFINED 01 02 03 04 05       40900
PAYLESS SHOESOURCE, INC        COM              704379106      157     3100 SH       DEFINED 01       04 05        3100
PCORDER.COM, INC               COM              70453H107       42     1200 SH       DEFINED 01 02       05        1200
PEC ISRAEL ECONOMIC CORP       COM              705098101       28      800 SH       DEFINED 01                     800
PEDIATRIX MEDICAL GROUP, INC   COM              705324101       10      700 SH       DEFINED 01 02       05         700
PEGASYSTEMS, INC               COM              705573103        5      600 SH       DEFINED 01                     600
PEGASUS COMMUNICATIONS CORP    COM              705904100       90     2000 SH       DEFINED 01 02                 2000
PEGASUS SYSTEMS, INC           COM              705906105        8      200 SH       DEFINED    02                  200
PENN TREATY AMERICAN CORP      COM              707874103       13      600 SH       DEFINED 01                     600
PENNCORP FINANCIAL GROUP, INC  COM              708094107        3     4100 SH       DEFINED 01                    4100
PENNEY, (J.C.) CO, INC         COM              708160106      823    23945 SH       DEFINED 01 02    04 05       23945
PENNSYLVANIA REAL ESTATE INVES COM              709102107       51     2700 SH       DEFINED 01 02    04           2700
PENNZOIL-QUAKER STATE CO       COM              709323109       35     2740 SH       DEFINED 01       04 05        2740
PENTAIR, INC                   COM              709631105      173     4300 SH       DEFINED 01       04 05        4300
PENTON MEDIA, INC              COM              709668107       46     2800 SH       DEFINED 01 02 03              2800
PEOPLES BANK OF BRIDGEPORT CO  COM              710198102        2      100 SH       DEFINED          04            100
PEOPLES ENERGY CORP            COM              711030106      250     7100 SH       DEFINED 01 02    04 05        7100
PEOPLES HERITAGE FINANCIAL GRO COM              711147108       36     2168 SH       DEFINED 01       04           2168
PEOPLESOFT, INC                COM              712713106      207    12200 SH       DEFINED 01 02 03 04 05       12200
PEP BOYS MANNY, MOE, & JACK CO COM              713278109       46     3122 SH       DEFINED 01 02    04           3122
PEPSI BOTTLING GROUP, INC      COM              713409100      273    16000 SH       DEFINED 01 02 03 04 05       16000
PEPSICO, INC                   COM              713448108     7843   259269 SH       DEFINED 01 02 03 04 05      259269
PER SE TECHNOLOGIES, INC       COM              713569200       19     5500 SH       DEFINED 01 02    04           5500
PERCLOSE, INC                  COM              71361C107       28      600 SH       DEFINED 01                     600
PEREGRINE SYSTEMS, INC         COM              71366Q101      253     6200 SH       DEFINED 01 02 03 04 05        6200
PERFORMANCE FOOD GROUP CO      COM              713755106       49     1900 SH       DEFINED 01                    1900
PEROT SYSTEMS CORP (CLASS A)   COM              714265105      157     8400 SH       DEFINED 01 02 03 04 05        8400
PERRIGO CO                     COM              714290103      158    20100 SH       DEFINED 01       04 05       20100
PERSONNEL GROUP OF AMERICA, IN COM              715338109       13     2100 SH       DEFINED 01       04           2100
PERVASIVE SOFTWARE, INC        COM              715710109       28      800 SH       DEFINED 01 02    04            800
PETCO ANIMAL SUPPLIES, INC     COM              716016100       48     4000 SH       DEFINED 01       04 05        4000
PETSMART, INC                  COM              716768106       27     7300 SH       DEFINED 01 02 03 04           7300
PHARMACYCLICS, INC             COM              716933106       53     1300 SH       DEFINED 01 02                 1300
PHARMACIA & UPJOHN, INC        COM              716941109     2551    51396 SH       DEFINED 01 02 03 04 05       51396
PFIZER, INC                    COM              717081103    24990   695368 SH       DEFINED 01 02 03 04 05      695368
PHARMACEUTICAL PRODUCT DEVELOP COM              717124101        5      400 SH       DEFINED 01    03               400
PHARMACEUTICAL RESOURCES, INC  COM              717125108        1      200 SH       DEFINED             05         200
PHELPS DODGE CORP              COM              717265102      297     5400 SH       DEFINED 01 02    04 05        5400
PHILADELPHIA CONSOLIDATED HOLD COM              717528103       12      900 SH       DEFINED 01       04            900
PHILIP MORRIS COS, INC         COM              718154107    11962   349905 SH       DEFINED 01 02 03 04 05      349905
PHILLIPS PETROLEUM CO          COM              718507106     1112    22800 SH       DEFINED 01 02    04 05       22800
PHILLIPS VAN HEUSEN CORP       COM              718592108        8      900 SH       DEFINED 01          05         900
PHOENIX INVESTMENT PARTNERS LT COM              719085102       23     2800 SH       DEFINED 01       04           2800
PHOENIX TECHNOLOGIES LTD       COM              719153108        1      100 SH       DEFINED          04            100
PHYCOR, INC                    COM              71940F100       39     8800 SH       DEFINED 01 02 03 04 05        8800
PHOTRONICS, INC                COM              719405102       34     1500 SH       DEFINED 01 02 03              1500
PICTURETEL CORP                COM              720035302        7     1700 SH       DEFINED 01       04           1700
PIEDMONT NATURAL GAS CO, INC   COM              720186105        6      200 SH       DEFINED 01       04            200
PIER 1 IMPORTS, INC            COM              720279108       92    13700 SH       DEFINED 01 02 03 04 05       13700
PIERCE LEAHY CORP              COM              720722107       31     1300 SH       DEFINED 01 02                 1300
PILGRIMS PRIDE CORP (CLASS B)  COM              721467108       44     5100 SH       DEFINED 01 02 03              5100
PILGRIMS PRIDE COPR (CLASS A)  COM              721467207        2      400 SH       DEFINED 01 02                  400
PILLOWTEX CORP                 COM              721501104        2      300 SH       DEFINED 01       04            300
PINNACLE SYSTEMS, INC          COM              723481107      110     2600 SH       DEFINED 01 02 03              2600
PINNACLE WEST CAPITAL CORP     COM              723484101      244     6700 SH       DEFINED 01       04 05        6700
PIONEER GROUP, INC             COM              723684106        3      200 SH       DEFINED       03 04            200
PIONEER-HI-BRED INTERNATIONAL, COM              723686101     1023    25700 SH       DEFINED 01 02 03    05       25700
PIONEER NATURAL RESOURCES CO   COM              723787107      176    16600 SH       DEFINED 01       04 05       16600
PIONEER-STANDARD ELECTRONICS,  COM              723877106        1      100 SH       DEFINED          04            100
PITNEY BOWES, INC              COM              724479100     2212    36300 SH       DEFINED 01 02 03 04 05       36300
PITTSTON BRINK'S GROUP CO      COM              725701106      139     6000 SH       DEFINED 01       04 05        6000
PITTSTON BAX GROUP             COM              725701882       11     1400 SH       DEFINED 01          05        1400
PITTWAY CORP (CLASS A)         COM              725790208      129     4100 SH       DEFINED 01 02 03 04 05        4100
PIXAR, INC                     COM              725811103       79     2100 SH       DEFINED 01 02                 2100
PLACER DOME, INC               COM              725906101      285    19140 SH       DEFINED 01 02    04          19140
PLAINS RESOURCES, INC          COM              726540503       21     1200 SH       DEFINED 01                    1200
PLANTRONICS, INC               COM              727493108      348     7000 SH       DEFINED 01 02 03 04 05        7000
PLAYERS INTERNATIONAL, INC     COM              727903106        0       50 SH       DEFINED 01                      50
PLAYTEX PRODUCTS, INC          COM              72813P100       28     1900 SH       DEFINED 01                    1900
PLEXUS CORP                    COM              729132100       83     2700 SH       DEFINED 01 02 03              2700
POGO PRODUCING CO              COM              730448107       54     2600 SH       DEFINED 01 02 03 04           2600
POLARIS INDUSTRIES, INC        COM              731068102      152     4400 SH       DEFINED 01 02 03 04 05        4400
POLAROID CORP                  COM              731095105       31     1200 SH       DEFINED    02    04 05        1200
POLICY MANAGEMENT SYSTEMS CORP COM              731108106      145     4600 SH       DEFINED 01 02 03 04 05        4600
POLO RALPH LAUREN CORP         COM              731572103       88     4900 SH       DEFINED 01 02 03 04           4900
POLYCOM, INC                   COM              73172K104      200     4200 SH       DEFINED 01 02 03    05        4200
POLYMER GROUP, INC             COM              731745105       58     3900 SH       DEFINED 01       04           3900
POPULAR, INC                   COM              733174106      445    16020 SH       DEFINED 01       04 05       16020
PORTAL SOFTWARE, INC           COM              736126103       78     2000 SH       DEFINED 01 02       05        2000
POST PROPERTIES, INC           COM              737464107       16      405 SH       DEFINED 01       04            405
POTLATCH CORP                  COM              737628107       12      300 SH       DEFINED    02    04            300
POTOMAC ELECTRIC POWER CO      COM              737679100       94     3700 SH       DEFINED 01       04 05        3700
POWER INTEGRATIONS, INC        COM              739276103       97     1400 SH       DEFINED    02 03              1400
POWER-ONE, INC                 COM              739308104       10      400 SH       DEFINED 01 02 03               400
POWERTEL, INC                  COM              73936C109      275     5000 SH       DEFINED 01 02 03 04 05        5000
POWERWAVE TECHNOLOGIES, INC    COM              739363109      101     2100 SH       DEFINED 01 02 03              2100
PREMIER BANCSHARES, INC        COM              739909109        9      500 SH       DEFINED    02 03               500
PRAXAIR, INC                   COM              74005P104      814    17700 SH       DEFINED 01 02    04 05       17700
PREPAID LEGAL SERVICES, INC    COM              740065107      130     3300 SH       DEFINED 01 02 03 04           3300
PRECISION CAST PARTS CORP      COM              740189105        6      200 SH       DEFINED 01       04            200
PREMARK INTERNATIONAL, INC     COM              740459102      460     9100 SH       DEFINED 01       04 05        9100
PREMIER NATIONAL BANCORP       COM              74053F107        3      200 SH       DEFINED             05         200
PREMIER PARKS, INC             COM              740540208     5457   188156 SH       DEFINED    02 03 04         188156
PREMIERE TECHNOLOGIES, INC     COM              74058F102       40     6800 SH       DEFINED 01 02 03 04 05        6800
PREMISYS COMMUNICATIONS, INC   COM              740584107        7      800 SH       DEFINED    02                  800
PRENTISS PROPERTIES TRUST      COM              740706106      158     7100 SH       DEFINED 01       04 05        7100
PRESIDENTIAL LIFE CORP         COM              740884101       15      900 SH       DEFINED 01                     900
PRESSTEK, INC                  COM              741113104        7     1000 SH       DEFINED 01 02                 1000
PREVIEW TRAVEL, INC            COM              74137R101       44     2700 SH       DEFINED 01 02 03              2700
PRICE COMMUNICATIONS CORP      COM              741437305       15      600 SH       DEFINED    02 03 04            600
PRICE ENTERPRISES, INC         COM              741444202        9     1100 SH       DEFINED 01                    1100
PRICE (T. ROWE) ASSOCIATES, IN COM              741477103      321    11700 SH       DEFINED 01 02 03 04 05       11700
PRICELINE.COM, INC             COM              741503106      668    10350 SH       DEFINED 01 02 03 04 05       10350
PRIME BANCSHARES, INC          COM              74157H108        5      200 SH       DEFINED 01                     200
PRIMEDIA, INC                  COM              74157K101      129     9200 SH       DEFINED 01 02 03 04 05        9200
PRIME RETAIL, INC              COM              741570105        2      300 SH       DEFINED          04            300
PRIME GROUP REALTY TRUST       COM              74158J103       17     1100 SH       DEFINED 01       04 05        1100
PRIMEX TECHNOLOGIES, INC       COM              741597108       20     1000 SH       DEFINED 01                    1000
PRIME HOSPITALITY CORP         COM              741917108       40     5000 SH       DEFINED 01       04           5000
PRIMUS TELECOMMUNICATIONS GROU COM              741929103      229    10900 SH       DEFINED 01 02 03 04 05       10900
PRIDE INTERNATIONAL, INC       COM              741932107       17     1200 SH       DEFINED 01 02    04           1200
PRISON REALTY TRUST, INC       COM              74264N105       15     1387 SH       DEFINED 01    03 04 05        1387
PRIORITY HEALTHCARE CORP (CLAS COM              74264T102       57     1850 SH       DEFINED 01 02 03              1850
PRIVATE BUSINESS INC           COM              74267D104        3      700 SH       DEFINED    02    04            700
PROBUSINESS SERVICES, INC      COM              742674104        8      300 SH       DEFINED 01    03               300
PROCTER & GAMBLE CO            COM              742718109    23044   245799 SH       DEFINED 01 02 03 04 05      245799
PRODIGY COMMUNICATIONS CORP    COM              74283P107       18     1000 SH       DEFINED    02 03 04           1000
PROFESSIONALS GROUP, INC       COM              742954100        8      300 SH       DEFINED 01       04            300
PROFESSIONAL DETAILING, INC    COM              74312N107        3      100 SH       DEFINED             05         100
PROFIT RECOVERY GROUP INTERNAT COM              743168106      125     2800 SH       DEFINED 01 02 03 04           2800
PROGRESS SOFTWARE CORP         COM              743312100      168     5350 SH       DEFINED 01 02 03 04 05        5350
PROGRESSIVE CORP               COM              743315103      596     7300 SH       DEFINED 01 02 03 04 05        7300
PROJECT SOFTWARE & DEVELOPMENT COM              74339P101       16      300 SH       DEFINED 01                     300
PROLOGIS TRUST                 COM              743410102       42     2210 SH       DEFINED 01       04 05        2210
PROMUS HOTEL CORP              COM              74342P106      250     7663 SH       DEFINED 01 02 03 04 05        7663
PROTECTION ONE, INC            COM              743663304        1      200 SH       DEFINED          04            200
PROTECTIVE LIFE CORP           COM              743674103       61     2100 SH       DEFINED 01       04           2100
PROTEIN DESIGN LABORATORIES, I COM              74369L103       11      300 SH       DEFINED    02                  300
PROVANT, INC                   COM              743724106        6      400 SH       DEFINED          04 05         400
PROVIDENT AMERICAN CORP        COM              743832107        2      100 SH       DEFINED    02                  100
PROVIDENT BANKSHARES CORP      COM              743859100        9      400 SH       DEFINED 01                     400
PROVIDENT FINANCIAL GROUP      COM              743866105      135     3700 SH       DEFINED 01       04 05        3700
PROVINCE HEALTHCARE CO         COM              743977100       16     1400 SH       DEFINED 01                    1400
PROVIDIAN FINANCIAL CORP       COM              74406A102     2174    27450 SH       DEFINED 01 02 03 04 05       27450
PROXICOM, INC                  COM              744282104      205     3500 SH       DEFINED 01 02       05        3500
PROXIM, INC                    COM              744284100       32      700 SH       DEFINED 01 02 03               700
PROXYMED, INC                  COM              744290107       13     1000 SH       DEFINED    02    04           1000
PSINET, INC                    COM              74437C101     1307    36326 SH       DEFINED 01 02 03 04 05       36326
PUBLIC SERVICE CO OF NEW MEXIC COM              744499104       58     3200 SH       DEFINED 01                    3200
PUBLIC SERVICE ENTERPRISE GROU COM              744573106      997    25800 SH       DEFINED 01 02    04 05       25800
PUBLIC STORAGE, INC            COM              74460D109      144     5700 SH       DEFINED 01       04 05        5700
PUBLICARD, INC                 COM              744627100       13     1500 SH       DEFINED    02                 1500
PUGET SOUND ENERGY, INC        COM              745332106      284    12678 SH       DEFINED 01       04 05       12678
PULTE CORP                     COM              745867101       78     3600 SH       DEFINED 01 02    04           3600
QRS CORP                       COM              74726X105      180     2800 SH       DEFINED 01 02 03    05        2800
QLOGIC CORP                    COM              747277101      286     4100 SH       DEFINED 01 02 03 04 05        4100
QUADRAMED CORP                 COM              74730W101       38     5000 SH       DEFINED 01 02                 5000
QUAKER OATS CO                 COM              747402105     1318    21300 SH       DEFINED 01 02 03 04 05       21300
QUALCOMM, INC                  COM              747525103     4332    22900 SH       DEFINED 01 02 03 04 05       22900
QUANTA SERVICES, INC           COM              74762E102       94     3200 SH       DEFINED 01 02 03 04 05        3200
QUANEX CORP                    COM              747620102      136     5300 SH       DEFINED 01 02 03 04 05        5300
QUANTUM CORP -DLT & STORAGE    COM              747906204      245    17400 SH       DEFINED 01 02 03 04 05       17400
QUANTUM CORP -HARD DISK DRIVE  COM              747906303       65     8750 SH       DEFINED 01 02 03 04 05        8750
QUEENS COUNTY BANCORP, INC     COM              748242104        4      150 SH       DEFINED 01    03               150
QUEST DIAGNOSTICS, INC         COM              74834L100      142     5462 SH       DEFINED 01          05        5462
QUESTAR CORP                   COM              748356102      297    16400 SH       DEFINED 01       04 05       16400
QUIKSILVER, INC                COM              74838C106       57     3100 SH       DEFINED 01 02 03              3100
QUINTILES TRANSNATIONAL CORP   COM              748767100      196    10279 SH       DEFINED 01 02 03 04 05       10279
QUORUM HEALTH GROUP, INC       COM              749084109      223    31650 SH       DEFINED 01 02    04 05       31650
R & B FALCON CORP              COM              74912E101      255    19400 SH       DEFINED 01 02 03 04 05       19400
QWEST COMMUNICATIONS INTERNATI COM              749121109      575    19446 SH       DEFINED 01 02 03 04 05       19446
R&G FINANCIAL CORP  -CL B      COM              749136107        1      100 SH       DEFINED    02                  100
RCN CORP                       COM              749361101     1289    31451 SH       DEFINED 01 02 03 04 05       31451
RFS HOTEL INVESTORS, INC       COM              74955J108       46     4000 SH       DEFINED 01       04           4000
R.H. DONNELLEY CORP            COM              74955W307        1       60 SH       DEFINED 01                      60
RGS ENERGY GROUP, INC          COM              74956K104      167     6800 SH       DEFINED 01       04 05        6800
RLI CORP                       COM              749607107       17      500 SH       DEFINED 01                     500
RPC, INC                       COM              749660106       12     1700 SH       DEFINED 01       04 05        1700
RPM, INC                       COM              749685103       52     4231 SH       DEFINED 01       04           4231
RSA SECURITY, INC              COM              749719100       35     1300 SH       DEFINED    02 03 04           1300
RWD TECHNOLOGIES, INC          COM              74975B101        1      100 SH       DEFINED          04            100
RF MICRO DEVICES, INC          COM              749941100      265     5800 SH       DEFINED 01 02 03 04 05        5800
RACING CHAMPIONS CORP          COM              750069106        6     1000 SH       DEFINED 01                    1000
RADIAN GROUP, INC              COM              750236101      305     7099 SH       DEFINED 01 02 03 04 05        7099
RADIANT SYSTEMS, INC           COM              75025N102        3      200 SH       DEFINED    02    04            200
RADIO ONE INC                  COM              75040P108        4      100 SH       DEFINED 01                     100
RAINFOREST CAFE, INC           COM              75086K104        0       50 SH       DEFINED 01                      50
RAMBUS, INC                    COM              750917106       93     1400 SH       DEFINED 01 02 03              1400
RALCORP HOLDINGS, INC          COM              751028101       25     1400 SH       DEFINED 01       04           1400
RALSTON PURINA CO              COM              751277302     1221    43900 SH       DEFINED 01 02 03 04 05       43900
RARE MEDIUM GROUP, INC         COM              75382N109       30     2800 SH       DEFINED 01 02 03 04 05        2800
RARE MEDIUM GROUP, INC         COM              753820109       19      900 SH       DEFINED 01 02       05         900
RATIONAL SOFTWARE CORP         COM              75409P202      325    11083 SH       DEFINED 01 02 03 04 05       11083
RAYMOND JAMES FINANCIAL CORP   COM              754730109      166     8350 SH       DEFINED 01 02 03 04 05        8350
RAYONIER, INC                  COM              754907103       17      400 SH       DEFINED 01                     400
RAYOVAC CORP                   COM              755081106       69     3200 SH       DEFINED 01 02 03 04 05        3200
RAYTHEON CO (CLASS A)          COM              755111309      210     4336 SH       DEFINED 01 02                 4336
RAYTHEON CO (CLASS B)          COM              755111408     1290    25991 SH       DEFINED 01 02    04 05       25991
READ RITE CORP                 COM              755246105       35     7900 SH       DEFINED 01    03 04 05        7900
READERS DIGEST ASSOCIATION     COM              755267101       97     3300 SH       DEFINED 01 02 03 04           3300
REALNETWORKS, INC              COM              75605L104      429     4100 SH       DEFINED 01 02 03 04 05        4100
REALTY INCOME CORP             COM              756109104       44     1900 SH       DEFINED 01                    1900
RECKSON SERVICES INDUSTRIES, I COM              75621J109        1       64 SH       DEFINED 01                      64
RECKSON ASSOCIATES REALTY CORP COM              75621K106      117     5600 SH       DEFINED 01       04 05        5600
RECOTON CORP                   COM              756268108        4      600 SH       DEFINED 01                     600
REDBACK NETWORKS, INC          COM              757209101      151     1400 SH       DEFINED 01 02                 1400
REDWOOD TRUST, INC             COM              758075402        9      700 SH       DEFINED 01                     700
REEBOK INTERNATIONAL LTD       COM              758110100       20     1900 SH       DEFINED 01 02    04           1900
REGAL-BELOIT CORP              COM              758750103       46     2200 SH       DEFINED 01       04           2200
REGENERON PHARMACEUTICALS, INC COM              75886F107       14     1700 SH       DEFINED 01                    1700
REGIS CORP                     COM              758932107       45     2350 SH       DEFINED 01 02 03 04           2350
REGIONS FINANCIAL CORP         COM              758940100      515    17159 SH       DEFINED 01 02    04 05       17159
REINSURANCE GROUP OF AMERICA,  COM              759351109       82     3175 SH       DEFINED 01          05        3175
RELIANCE BANCORP, INC          COM              759451107       15      400 SH       DEFINED 01                     400
RELIANCE GROUP HOLDINGS, INC   COM              759464100        1      200 SH       DEFINED          04            200
RELIANCE STEEL & ALUMINUM CO   COM              759509102       35     1650 SH       DEFINED 01                    1650
RELIANT ENERGY, INC            COM              75952J108     1234    45613 SH       DEFINED 01 02    04 05       45613
RELIASTAR FINANCIAL CORP       COM              75952U103      172     5175 SH       DEFINED 01       04 05        5175
REMEC, INC                     COM              759543101        1      100 SH       DEFINED          04            100
REMEDY CORP                    COM              759548100      119     4200 SH       DEFINED 01 02 03 04           4200
RENAISSANCE WORLDWIDE, INC     COM              75968A109        2      400 SH       DEFINED    02                  400
RENAL CARE GROUP, INC          COM              759930100       82     3750 SH       DEFINED 01 02 03 04 05        3750
RENT-A-CENTER, INC             COM              76009N100       47     2500 SH       DEFINED 01 02    04 05        2500
RENT WAY, INC                  COM              76009U104       76     4000 SH       DEFINED 01 02 03 04           4000
REPUBLIC BANCORP INC/KY        COM              760281204        1      100 SH       DEFINED    02                  100
REPUBLIC BANCORP, INC          COM              760282103       61     5302 SH       DEFINED 01       04           5302
REPUBLIC GROUP, INC            COM              760473108        4      300 SH       DEFINED 01                     300
REPUBLIC NEW YORK CORP         COM              760719104      897    14600 SH       DEFINED 01 02    04 05       14600
REPUBLIC SECURITY FINANCIAL CO COM              760758102       10     1100 SH       DEFINED 01       04           1100
REPUBLIC SERVICES, INC (CLASS  COM              760759100       32     2962 SH       DEFINED 01 02 03 04           2962
RES-CARE, INC                  COM              760943100       14      800 SH       DEFINED 01 02                  800
RESTORATION HARDWARE, INC      COM              760981100        5      600 SH       DEFINED    02                  600
RESMED, INC                    COM              761152107      116     3500 SH       DEFINED 01 02 03    05        3500
RESOURCE AMERICA, INC (CLASS A COM              761195205        2      300 SH       DEFINED 01                     300
RESOURCE BANCSHARES MTGE GROUP COM              761197102        0      100 SH       DEFINED          04            100
RESPIRONICS, INC               COM              761230101       17     2000 SH       DEFINED 01 02    04           2000
REVLON, INC (CLASS A)          COM              761525500        7      400 SH       DEFINED    02 03               400
REXALL SUNDOWN, INC            COM              761648104       79     6400 SH       DEFINED 01 02 03 04 05        6400
REYNOLDS & REYNOLDS CO (CLASS  COM              761695105      171     8400 SH       DEFINED 01       04 05        8400
REYNOLDS METALS CO             COM              761763101      151     2500 SH       DEFINED 01 02    04           2500
RJR REYNOLDS TOBACCO HOLDINGS, COM              76182K105      247     9133 SH       DEFINED 01       04 05        9133
RHYTHMS NETCONNECTIONS, INC    COM              762430205      293     8500 SH       DEFINED 01 02 03 04 05        8500
RICHMOND COUNTY FINANCIAL CORP COM              764556106        4      200 SH       DEFINED 01                     200
RIGGS NATIONAL CORP            COM              766570105       25     1500 SH       DEFINED 01                    1500
RISK CAPITAL HOLDINGS, INC     COM              767711104       28     1800 SH       DEFINED 01       04           1800
RITE AID CORP                  COM              767754104      355    25720 SH       DEFINED 01 02    04 05       25720
RIVIANA FOODS, INC             COM              769536103       15      800 SH       DEFINED 01                     800
ROADWAY EXPRESS, INC           COM              769742107       52     2600 SH       DEFINED 01          05        2600
ROBBINS & MYERS, INC           COM              770196103        9      600 SH       DEFINED 01                     600
ROBERT HALF INTERNATIONAL, INC COM              770323103      209     8700 SH       DEFINED 01 02 03 04 05        8700
ROBERTS PHARMACEUTICAL CORP    COM              770491108      136     4500 SH       DEFINED 01       04 05        4500
ROCK-TENN CO (CLASS A)         COM              772739207       12      800 SH       DEFINED 01          05         800
ROCKWELL INTERNATIONAL CORP    COM              773903109      746    14200 SH       DEFINED 01 02    04 05       14200
ROHM & HAAS CO                 COM              775371107      462    12779 SH       DEFINED 01 02    04 05       12779
ROHN INDUSTRIES, INC           COM              775381106        5     2400 SH       DEFINED 01                    2400
ROLLINS, INC                   COM              775711104       76     4900 SH       DEFINED 01 02 03 04           4900
ROLLINS TRUCK LEASING CORP     COM              775741101       85     8350 SH       DEFINED 01       04           8350
ROMAC INTERNATIONAL, INC       COM              775835101       33     3954 SH       DEFINED 01 02 03 04           3954
ROPER INDUSTRIES, INC          COM              776696106      222     5800 SH       DEFINED 01 02 03 04 05        5800
ROSLYN BANCORP, INC            COM              778162107      106     5925 SH       DEFINED 01 02    04 05        5925
ROSS STORES, INC               COM              778296103      248    12300 SH       DEFINED 01 02 03 04 05       12300
ROUSE CO                       COM              779273101       28     1200 SH       DEFINED 01       04 05        1200
ROWAN COS, INC                 COM              779382100      111     6800 SH       DEFINED 01 02    04 05        6800
ROYAL APPLIANCE MANUFACTURING  COM              780076105        2      300 SH       DEFINED    02                  300
ROYAL DUTCH PETROLEUM CO (NY R ADR              780257804     3156    53428 SH       DEFINED    02    04          53428
RUBY TUESDAY, INC              COM              781182100      111     5700 SH       DEFINED 01 02 03 04           5700
RUDDICK CORP                   COM              781258108       10      600 SH       DEFINED 01                     600
RURAL/METRO CORP               COM              781748108        7     1000 SH       DEFINED 01                    1000
RUSS BERRIE & CO, INC          COM              782233100       31     1500 SH       DEFINED 01                    1500
RUSSELL CORP                   COM              782352108       71     5000 SH       DEFINED 01 02    04 05        5000
RYAN'S FAMILY STEAK HOUSES, IN COM              783519101       58     6400 SH       DEFINED 01       04           6400
RYDER SYSTEM, INC              COM              783549108      187     9200 SH       DEFINED 01 02    04 05        9200
RYERSON TULL, INC              COM              78375P107       43     1861 SH       DEFINED 01                    1861
RYLAND GROUP, INC              COM              783764103       57     2500 SH       DEFINED 01                    2500
S & T BANCORP, INC             COM              783859101        7      300 SH       DEFINED 01 02 03               300
SBC COMMUNICATIONS, INC        COM              78387G103    19968   391044 SH       DEFINED 01 02 03 04 05      391044
SCI SYSTEMS, INC               COM              783890106      458    10300 SH       DEFINED 01 02 03 04 05       10300
SCM MICROSYSTEMS, INC          COM              784018103       41      900 SH       DEFINED 01 02 03               900
SCPIE HOLDINGS, INC            COM              78402P104       66     2100 SH       DEFINED 01                    2100
SCP POOL CORP                  COM              784028102       24     1000 SH       DEFINED    02    04 05        1000
SDL, INC                       COM              784076101      351     4600 SH       DEFINED 01 02 03 04 05        4600
SEI INVESTMENT CO              COM              784117103      304     3400 SH       DEFINED 01 02 03 04 05        3400
SEMCO ENERGY, INC              COM              78412D109        1      100 SH       DEFINED          04            100
SFX ENTERTAINMENT, INC (CLASS  COM              784178105     4715   154594 SH       DEFINED 01 02 03 04         154594
SL GREEN REALTY CORP           COM              78440X101        2      100 SH       DEFINED          04            100
SLM HOLDINGS CORP              COM              78442A109      651    15150 SH       DEFINED 01 02 03 04 05       15150
SLI, INC                       COM              78442T108       54     2550 SH       DEFINED 01 02 03              2550
SPSS, INC                      COM              78462K102        2      100 SH       DEFINED          04            100
SPS TECHNOLOGIES, INC          COM              784626103       49     1300 SH       DEFINED 01                    1300
SPX CORP                       COM              784635104      263     2903 SH       DEFINED 01 02 03 04 05        2903
S3, INC                        COM              784849101       98     9400 SH       DEFINED 01 02 03 04 05        9400
SVI HOLDINGS, INC              COM              784872103       15     1700 SH       DEFINED    02 03 04           1700
SPR, INC                       COM              784922106        2      700 SH       DEFINED 01                     700
SABRATEK CORP                  COM              78571U108        1      400 SH       DEFINED    02    04            400
SABRE HOLDINGS CORP            COM              785905100      185     4300 SH       DEFINED 01 02 03 04 05        4300
SAFECO CORP                    COM              786429100      137     4900 SH       DEFINED 01 02    04 05        4900
SAFEGUARD SCIENTIFICS, INC     COM              786449108      204     3000 SH       DEFINED 01 02 03 04 05        3000
SAFESCIENCE, INC               COM              786452102       11      700 SH       DEFINED    02    04            700
SAFESKIN CORP                  COM              786454108       58     7000 SH       DEFINED 01 02 03 04 05        7000
SAFETY-KLEEN CORP              COM              78648R203       57     4700 SH       DEFINED 01       04           4700
SAFEWAY, INC                   COM              786514208     8496   223218 SH       DEFINED 01 02 03 04 05      223218
SAGA COMMUNICATIONS, INC (CLAS COM              786598102       16      700 SH       DEFINED    02    04            700
SAGA SYSTEMS, INC              COM              786610105       39     2700 SH       DEFINED 01 02 03 04           2700
SAGENT TECHNOLOGY, INC         COM              786693101       18     1900 SH       DEFINED 01 02    04           1900
ST. JOE CO                     COM              790148100      106     4900 SH       DEFINED 01          05        4900
ST. JUDE MEDICAL, INC          COM              790849103      406    12888 SH       DEFINED 01 02 03 04 05       12888
ST. MARY LAND & EXPLORATION CO COM              792228108       31     1200 SH       DEFINED 01                    1200
ST. PAUL BANCORP, INC          COM              792848103        2       75 SH       DEFINED 01                      75
ST. PAUL COS, INC              COM              792860108      604    21972 SH       DEFINED 01 02    04 05       21972
SAKS, INC                      COM              79377W108      155    10200 SH       DEFINED 01 02 03 04 05       10200
SALESLOGIX CORP                COM              79466P105       10      500 SH       DEFINED 01       04            500
SALTON, INC                    COM              795757103       50     1650 SH       DEFINED 01 02                 1650
SAMSONITE CORP                 COM              79604V105        6      873 SH       DEFINED 01 02                  873
SANCHEZ COMPUTER ASSOCIATES, I COM              799702105       84     2400 SH       DEFINED 01 02 03              2400
SANDISK CORP                   COM              80004C101      207     3173 SH       DEFINED 01 02 03 04 05        3173
SANDY SPRING BANCORP, INC      COM              800363103       28      900 SH       DEFINED 01 02                  900
SANMINA CORP                   COM              800907107      487     6300 SH       DEFINED 01 02 03 04 05        6300
SANGSTAT MEDICAL CORP          COM              801003104       17      800 SH       DEFINED 01 02                  800
SANTA CRUZ OPERATION, INC      COM              801833104       64     5400 SH       DEFINED 01 02 03 04 05        5400
SANTA FE SNYDER CORP           COM              80218K105      164    18200 SH       DEFINED 01       04 05       18200
SAPIENT CORP                   COM              803062108      160     1700 SH       DEFINED 01 02 03    05        1700
SARA LEE CORP                  COM              803111103     2991   127600 SH       DEFINED 01 02 03 04 05      127600
SAUER, INC                     COM              804137107       18     1500 SH       DEFINED 01                    1500
SAWTEK, INC                    COM              805468105      133     3800 SH       DEFINED 01 02 03 04           3800
SCANA CORP                     COM              805898103      198     8200 SH       DEFINED 01       04 05        8200
SCHAWK, INC (CLASS A)          COM              806373106       16     1600 SH       DEFINED 01                    1600
SCHEIN (HENRY), INC            COM              806407102       78     5500 SH       DEFINED 01 02 03 04           5500
SCHEIN PHARMACEUTICAL, INC     COM              806416103       42     4500 SH       DEFINED 01 02 03 04 05        4500
SCHERING-PLOUGH CORP           COM              806605101    17309   396762 SH       DEFINED 01 02 03 04 05      396762
SCHLUMBERGER LTD               COM              806857108      873    14016 SH       DEFINED 01 02    04          14016
SCHOLASTIC CORP                COM              807066105       10      200 SH       DEFINED 01                     200
SCHOOL SPECIALTY, INC          COM              807863105      113     6705 SH       DEFINED 01 02 03 04 05        6705
SCHULMAN (A.), INC             COM              808194104       83     4800 SH       DEFINED 01       04 05        4800
SCHWAB (CHARLES) CORP          COM              808513105     3834   113800 SH       DEFINED 01 02 03 04 05      113800
SCHWEITZER-MAUDUIT INTERNATION COM              808541106        4      340 SH       DEFINED 01                     340
SCIENT CORP                    COM              80864H109      134     2100 SH       DEFINED 01                    2100
SCIENTIFIC-ATLANTA, INC        COM              808655104      595    12000 SH       DEFINED 01 02 03 04 05       12000
SCOTT TECHNOLOGIES, INC        COM              810022301       32     1600 SH       DEFINED    02    04 05        1600
SCOTTS CO (CLASS A)            COM              810186106      114     3300 SH       DEFINED 01 02 03 04 05        3300
SCRIPPS (E.W.) CO (CLASS A)    COM              811054204      344     7000 SH       DEFINED 01       04 05        7000
SEACOAST FINANCIAL SERVICES CO COM              81170Q106        1      100 SH       DEFINED          04            100
SEAGATE TECHNOLOGY, INC        COM              811804103     1003    32548 SH       DEFINED 01 02 03 04 05       32548
SEAGRAMS CO LTD (U.S.)         COM              811850106      564    12400 SH       DEFINED    02    04          12400
SEALED AIR CORP                COM              81211K100      665    12961 SH       DEFINED 01 02 03 04 05       12961
SEALED AIR CORP PFD (CLASS A)  PFD              81211K209      142     2802 SH       DEFINED 01 02                 2802
SEARS ROEBUCK & CO             COM              812387108     1346    42900 SH       DEFINED 01 02    04 05       42900
SECURITY FIRST TECHNOLOGIES CO COM              814279105       78     2000 SH       DEFINED 01 02 03 04 05        2000
SEITEL, INC                    COM              816074306       25     2600 SH       DEFINED 01                    2600
SELECT COMFORT CORP            COM              81616X103        2      300 SH       DEFINED          04            300
SELECTIVE INSURANCE GROUP, INC COM              816300107       91     4800 SH       DEFINED 01       04           4800
SEMTECH CORP                   COM              816850101      253     6900 SH       DEFINED 01 02 03 04 05        6900
SEMPRA ENERGY                  COM              816851109      850    40820 SH       DEFINED 01 02    04 05       40820
SENSORMATIC ELECTRONICS CORP   COM              817265101       47     3700 SH       DEFINED 01    03 04 05        3700
SEPRACOR, INC                  COM              817315104       98     1300 SH       DEFINED    02 03 04 05        1300
SEQUA CORP (CLASS A)           COM              817320104        6      100 SH       DEFINED          04            100
SERENA SOFTWARE, INC           COM              817492101       27     1600 SH       DEFINED 01 02 03 04 05        1600
SEROLOGICALS CORP              COM              817523103        6     1400 SH       DEFINED 01                    1400
SERVICE CORP INTERNATIONAL     COM              817565104       77     7300 SH       DEFINED 01 02    04 05        7300
SERVICE EXPERTS, INC           COM              817567100        3      300 SH       DEFINED    02    04            300
SERVICE MERCHANDISE, INC       COM              817587108        0      900 SH       DEFINED 01                     900
SERVICEMASTER CO               COM              81760N109      429    26700 SH       DEFINED 01 02 03 04 05       26700
7-ELEVEN, INC                  COM              817826100       31    15700 SH       DEFINED 01                   15700
SHARED MEDICAL SYSTEMS CORP    COM              819486101      224     4800 SH       DEFINED 01 02 03 04 05        4800
SHAW INDUSTRIES, INC           COM              820286102      262    16500 SH       DEFINED 01       04 05       16500
SHERWIN-WILLIAMS CO            COM              824348106      423    20200 SH       DEFINED 01 02    04 05       20200
SHOE CARNIVAL, INC             COM              824889109        6      500 SH       DEFINED 01       04 05         500
SHOPKO STORES, INC             COM              824911101       93     3200 SH       DEFINED 01       04 05        3200
SHOP AT HOME, INC              COM              825066301        5      600 SH       DEFINED    02                  600
SHORELINE FINANCIAL CORP       COM              825190101        8      400 SH       DEFINED    02    04            400
SHOREWOOD PACKAGING CORP       COM              825229107       39     2900 SH       DEFINED 01 02                 2900
SHURGARD STORAGE CENTERS, INC  COM              82567D104      101     4100 SH       DEFINED 01          05        4100
SICOR, INC                     COM              825846108       25     6300 SH       DEFINED 01 02 03 04           6300
SIEBEL SYSTEMS, INC            COM              826170102      546     8192 SH       DEFINED 01 02 03 04 05        8192
SIERRA HEALTH SERVICES, INC    COM              826322109        6      550 SH       DEFINED 01       04            550
SIERRA PACIFIC RESOURCES (NEW) COM              826428104        2      100 SH       DEFINED          04            100
SIGMA ALDRICH CORP             COM              826552101      616    19400 SH       DEFINED 01 02    04 05       19400
SIG CORP, INC                  COM              826912107       10      400 SH       DEFINED          04 05         400
SILICON GRAPHICS, INC          COM              827056102      220    20100 SH       DEFINED 01 02    04 05       20100
SILICON VALLEY BANCSHARES      COM              827064106       89     3700 SH       DEFINED 01 02    04 05        3700
SILICON VALLEY GROUP, INC      COM              827066101       24     2000 SH       DEFINED 01       04 05        2000
SILICONIX, INC                 COM              827079203       28      600 SH       DEFINED 01          05         600
SILKNET SOFTWARE INC           COM              827094103       46     1000 SH       DEFINED 01                    1000
SIMMONS FIRST NATIONAL CORP (C COM              828730200        3      100 SH       DEFINED 01                     100
SIMON PROPERTY GROUP, INC      COM              828806109      175     7800 SH       DEFINED 01       04 05        7800
SIMPSON INDUSTRIES, INC        COM              829060102       31     2800 SH       DEFINED 01                    2800
SIMPSON MANUFACTURING CO, INC  COM              829073105       98     2100 SH       DEFINED 01 02 03              2100
SITEL CORP                     COM              82980K107       99    23300 SH       DEFINED 01 02 03 04 05       23300
SIPEX CORP                     COM              829909100        6      400 SH       DEFINED    02 03 04            400
SKY FINANCIAL GROUP, INC       COM              83080P103      319    13563 SH       DEFINED 01 02 03 04 05       13563
SKYTEL COMMUNICATIONS, INC     COM              83087Q104      150     8200 SH       DEFINED 01 02 03 04 05        8200
SKYWEST, INC                   COM              830879102       20      900 SH       DEFINED 01                     900
SMART & FINAL, INC             COM              831683107        1      100 SH       DEFINED             05         100
SMART MODULAR TECHNOLOGIES, IN COM              831690102       24      700 SH       DEFINED    02 03 04            700
SMITH (A.O.) CORP              COM              831865209       82     2700 SH       DEFINED 01       04 05        2700
SMITH INTERNATIONAL, INC       COM              832110100      231     5700 SH       DEFINED 01 02 03 04 05        5700
SMITHFIELD FOODS, INC          COM              832248108      171     6400 SH       DEFINED 01 02 03 04 05        6400
SMUCKER, (J.M.) CO (CLASS A)   COM              832696108        4      200 SH       DEFINED 01                     200
SMURFIT-STONE CONTAINER CORP   COM              832727101      211     9736 SH       DEFINED 01 02    04 05        9736
SNYDER COMMUNICATIONS, INC     COM              832914105      141     9300 SH       DEFINED 01 02 03 04 05        9300
SNAP-ON, INC                   COM              833034101      364    11200 SH       DEFINED 01 02    04 05       11200
SODEXHO MARRIOTT SERVICES, INC COM              833793102        4      250 SH       DEFINED    02                  250
SOFTNET SYSTEMS, INC           COM              833964109       37     1500 SH       DEFINED 01 02 03              1500
SOLECTRON CORP                 COM              834182107     2391    33300 SH       DEFINED 01 02 03 04 05       33300
SOLUTIA, INC                   COM              834376105      167     9360 SH       DEFINED 01       04 05        9360
SONAT, INC                     COM              835415100      468    11800 SH       DEFINED 01 02    04 05       11800
SONIC CORP                     COM              835451105      134     4400 SH       DEFINED 01 02 03 04 05        4400
SONOCO PRODUCTS CO             COM              835495102      300    13131 SH       DEFINED 01       04 05       13131
SONOSITE, INC                  COM              83568G104        1       33 SH       DEFINED 01                      33
SOTHEBYS HOLDINGS, INC (CLASS  COM              835898107       39     1500 SH       DEFINED 01 02 03 04           1500
SOURCE MEDIA, INC              COM              836153304       27     3000 SH       DEFINED 01 02 03    05        3000
SOUTH JERSEY INDUSTRIES, INC   COM              838518108       34     1300 SH       DEFINED 01                    1300
SOUTHDOWN, INC                 COM              841297104      146     2720 SH       DEFINED 01       04 05        2720
SOUTHERN CO                    COM              842587107     1514    58800 SH       DEFINED 01 02    04 05       58800
SOUTHERN PERU COPPER CORP      COM              843611104        2      100 SH       DEFINED          04            100
SOUTHTRUST CORP                COM              844730101      540    15050 SH       DEFINED 01 02    04 05       15050
SOUTHWEST AIRLINES CO          COM              844741108     1574   103635 SH       DEFINED 01 02    04 05      103635
SOUTHWEST BANCORP OF TEXAS, IN COM              84476R109        7      400 SH       DEFINED    02 03               400
SOUTHWEST SECURITIES GROUP, IN COM              845224104       83     3070 SH       DEFINED 01 02       05        3070
SOUTHWESTERN ENERGY CO         COM              845467109        8      900 SH       DEFINED 01       04 05         900
SOVEREIGN BANCORP, INC         COM              845905108       77     8460 SH       DEFINED 01       04 05        8460
SOVRAN SELF STORAGE, INC       COM              84610H108       34     1500 SH       DEFINED 01       04           1500
SPARTECH CORP                  COM              847220209       67     2300 SH       DEFINED 01    03              2300
SPECIALTY EQUIPMENT COS, INC   COM              847497203       86     3400 SH       DEFINED 01 02 03 04           3400
SPECTRASITE HOLDINGS, INC      COM              84760T100       21     1810 SH       DEFINED    02                 1810
SPEEDFAM-IPEC, INC             COM              847705100       13     1065 SH       DEFINED 01 02    04           1065
SPEEDWAY MOTORSPORTS, INC      COM              847788106       22      500 SH       DEFINED    02                  500
SPIEKER PROPERTIES, INC        COM              848497103      246     7100 SH       DEFINED 01       04 05        7100
SPLASH TECHNOLOGY HOLDINGS, IN COM              848623104        4      600 SH       DEFINED 01 02                  600
SPORTSLINE U.S.A., INC         COM              848934105       59     2000 SH       DEFINED 01 02 03              2000
THE SPORTS AUTHORITY, INC      COM              849176102        2      600 SH       DEFINED 01                     600
SPRING INDUSTRIES, INC         COM              851783100       61     1800 SH       DEFINED 01 02                 1800
SPRINT CORP (FON GROUP)        COM              852061100     3955    72900 SH       DEFINED 01 02    04 05       72900
SPRINT CORP (PCS GROUP)        COM              852061506     2759    37000 SH       DEFINED 01 02 03 04 05       37000
SPYGLASS, INC                  COM              852192103        5      400 SH       DEFINED    02 03               400
SS&C TECHNOLOGIES, INC         COM              85227Q100        5      900 SH       DEFINED    02    04            900
STAFF LEASING, INC             COM              852381102       28     2800 SH       DEFINED 01    03              2800
STAFFMARK, INC                 COM              852389105       10     1200 SH       DEFINED 01 02    04           1200
STANDARD-PACIFIC CORP          COM              85375C101       75     7300 SH       DEFINED 01 02 03 04 05        7300
STANDARD PRODUCTS CO           COM              853836104       42     1200 SH       DEFINED 01                    1200
STANDARD REGISTER, INC         COM              853887107        2      100 SH       DEFINED 01                     100
STANDEX INTERNATIONAL CORP     COM              854231107       51     1900 SH       DEFINED 01 02                 1900
STANFORD TELECOMMUNICATIONS, I COM              854402104       19      600 SH       DEFINED    02 03               600
STANLEY WORKS CO               COM              854616109      156     6200 SH       DEFINED 01 02    04 05        6200
STAR TELECOMMUNICATIONS, INC   COM              854923109       19     3600 SH       DEFINED 01 02 03 04 05        3600
STAPLES, INC                   COM              855030102     1443    66162 SH       DEFINED 01 02 03 04 05       66162
STARBUCKS CORP                 COM              855244109      387    15600 SH       DEFINED 01 02 03 04 05       15600
STARMEDIA NETWORK INC          COM              855546107       33      900 SH       DEFINED 01                     900
STARWOOD FINANCIAL TRUST       COM              85568W104      162     5800 SH       DEFINED 01 02 03 04 05        5800
STARTEK, INC                   COM              85569C107        6      100 SH       DEFINED    02                  100
STATE AUTO FINANCIAL CORP      COM              855707105       24     2300 SH       DEFINED 01       04           2300
STARWOOD HOTELS & RESORTS WORL COM              85590A203      359    16100 SH       DEFINED 01 02    04 05       16100
STATE STREET CORP              COM              857477103     1002    15500 SH       DEFINED 01 02 03 04 05       15500
STATEN ISLAND BANCORP, INC     COM              857550107       68     3600 SH       DEFINED 01       04 05        3600
STATION CASINOS, INC           COM              857689103       70     3000 SH       DEFINED 01 02 03              3000
STEEL DYNAMICS, INC            COM              858119100       33     2100 SH       DEFINED 01 02 03 04           2100
STEELCASE, INC                 COM              858155203       54     3900 SH       DEFINED 01       04 05        3900
STEIN MART, INC                COM              858375108        8     1100 SH       DEFINED    02 03 04           1100
STEINWAY MUSICAL INSTRUMENTS,  COM              858495104       31     1500 SH       DEFINED 01                    1500
STEPAN CO                      COM              858586100       30     1300 SH       DEFINED 01          05        1300
STERLING BANCSHARES, INC       COM              858907108        6      500 SH       DEFINED 01 02 03               500
STERICYCLE, INC                COM              858912108       24     1600 SH       DEFINED 01    03 04           1600
STERIS CORP                    COM              859152100      105     7600 SH       DEFINED 01 02 03 04 05        7600
STERLING COMMERCE, INC         COM              859205106      186    10000 SH       DEFINED 01 02 03 04 05       10000
STERLING FINANCIAL CORP        COM              859317109       19      500 SH       DEFINED 01                     500
STERLING SOFTWARE, INC         COM              859547101      144     7200 SH       DEFINED 01 02    04 05        7200
STEWART & STEVENSON SERVICES,  COM              860342104       34     2600 SH       DEFINED 01                    2600
STEWART ENTERPRISES, INC (CLAS COM              860370105        6     1000 SH       DEFINED 01       04 05        1000
STEWART INFORMATION SERVICES C COM              860372101       38     2100 SH       DEFINED 01       04           2100
STILLWATER MINING CO           COM              86074Q102       38     1400 SH       DEFINED 01 02 03 04           1400
STONE & WEBSTER, INC           COM              861572105       11      400 SH       DEFINED 01                     400
STONE ENERGY CORP              COM              861642106       97     1900 SH       DEFINED 01 02 03              1900
STONERIDGE, INC                COM              86183P102       14      800 SH       DEFINED 01       04            800
STORAGE U.S.A., INC            COM              861907103       77     2800 SH       DEFINED 01       04           2800
STORAGE TECHNOLOGY CORP        COM              862111200      144     7500 SH       DEFINED 01       04 05        7500
STRIDE RITE CORP               COM              863314100       47     6700 SH       DEFINED 01 02    04           6700
STRUCTURAL DYNAMICS RESEARCH C COM              863555108      107     7100 SH       DEFINED 01 02 03 04 05        7100
STRYKER CORP                   COM              863667101      332     6500 SH       DEFINED 01 02 03 04 05        6500
STRUM, RUGER & CO, INC         COM              864159108        1      100 SH       DEFINED          04            100
SUIZA FOODS CORP               COM              865077101      124     3300 SH       DEFINED 01       04 05        3300
SUMMIT BANCORP                 COM              866005101      807    24867 SH       DEFINED 01 02    04 05       24867
SUMMIT PROPERTIES, INC         COM              866239106       12      600 SH       DEFINED 01                     600
SUMMIT TECHNOLOGY, INC         COM              86627E101       72     3950 SH       DEFINED 01 02 03 04 05        3950
SUN COMMUNITIES, INC           COM              866674104       20      600 SH       DEFINED 01       04            600
SUN MICROSYSTEMS, INC          COM              866810104    11021   118500 SH       DEFINED 01 02 03 04 05      118500
SUNBEAM CORP                   COM              867071102       88    15400 SH       DEFINED 01                   15400
SUNGLASS HUT INTERNATIONAL, IN COM              86736F106       50     4700 SH       DEFINED 01 02 03 04 05        4700
SUNGARD DATA SYSTEMS, INC      COM              867363103      379    14404 SH       DEFINED 01 02 03 04 05       14404
SUNOCO, INC                    COM              86764P109      249     9100 SH       DEFINED 01 02    04 05        9100
SUNRISE ASSISTED LIVING, INC   COM              86768K106        3      100 SH       DEFINED       03               100
SUNRISE TECHNOLOGY INTL INC    COM              86769L103       25     5200 SH       DEFINED 01 02    04 05        5200
SUNTERRA CORP                  COM              86787D109       32     2700 SH       DEFINED 01 02 03 04           2700
SUNRISE MEDICAL, INC           COM              867910101        8     1300 SH       DEFINED 01       04           1300
SUNTRUST BANKS, INC            COM              867914103     1805    27458 SH       DEFINED 01 02    04 05       27458
SUNSTONE HOTEL INVESTORS, INC  COM              867933103       18     2100 SH       DEFINED 01                    2100
SUPERGEN, INC                  COM              868059106      106     4600 SH       DEFINED 01 02 03    05        4600
SUPERIOR CONSULTANT HOLDINGS C COM              868146101       12     1000 SH       DEFINED 01                    1000
SUPERIOR INDUSTRIES INTERNATIO COM              868168105        8      300 SH       DEFINED 01       04            300
SUPERIOR NATIONAL INSURANCE GR COM              868224106        1      100 SH       DEFINED          04            100
SUPERIOR TRUST I 8.5% SERIES A PFD              86836P202       17      503 SH       DEFINED 01                     503
SUPERIOR TELECOM, INC          COM              868365107       11      800 SH       DEFINED 01                     800
SUPERVALU, INC                 COM              868536103      595    27288 SH       DEFINED 01 02    04 05       27288
SUSQUEHANNA BANCSHARES, INC    COM              869099101      110     6350 SH       DEFINED 01                    6350
SWIFT ENERGY CO                COM              870738101        1      100 SH       DEFINED          04            100
SWIFT TRANSPORTATION CO, INC   COM              870756103       65     3325 SH       DEFINED 01 02 03 04           3325
SYBASE, INC                    COM              871130100      143    12100 SH       DEFINED 01 02 03 04 05       12100
SYBRON INTERNATIONAL CORP      COM              87114F106      360    13400 SH       DEFINED 01 02 03 04 05       13400
SYKES ENTERPRISES, INC         COM              871237103       72     2900 SH       DEFINED 01 02 03              2900
SYLVAN LEARNING SYSTEMS, INC   COM              871399101      120     6200 SH       DEFINED 01 02 03 04 05        6200
SYMANTEC CORP                  COM              871503108      284     7900 SH       DEFINED 01 02 03 04 05        7900
SYMBOL TECHNOLOGIES, INC       COM              871508107      340    10100 SH       DEFINED 01 02 03 04 05       10100
SYNCOR INTERNATIONAL CORP      COM              87157J106       79     2100 SH       DEFINED 01 02       05        2100
SYNOPSYS, INC                  COM              871607107      389     6930 SH       DEFINED 01 02 03 04 05        6930
SYNOVUS FINANCIAL CORP         COM              87161C105      349    18650 SH       DEFINED 01 02 03 04 05       18650
SYNTEL, INC                    COM              87162H103       12     1400 SH       DEFINED 01    03              1400
SYNTROLEUM CORP                COM              871630109       39     5500 SH       DEFINED 01 02    04 05        5500
SYSCO CORP                     COM              871829107     1585    45200 SH       DEFINED 01 02 03 04 05       45200
SYSTEMAX, INC                  COM              871851101       20     2400 SH       DEFINED 01 02 03 04 05        2400
SYSTEMS & COMPUTER TECHNOLOGY  COM              871873105       58     4600 SH       DEFINED 01 02 03 04           4600
SYNTHETIC INDUSTRIES INC       COM              871914107        3      100 SH       DEFINED             05         100
TCBY ENTERPRISES, INC          COM              872245105       10     2200 SH       DEFINED 01                    2200
TCF FINANCIAL CORP             COM              872275102      454    15900 SH       DEFINED 01       04 05       15900
TECO ENERGY, INC               COM              872375100      420    19900 SH       DEFINED 01       04 05       19900
THQ, INC                       COM              872443403      121     2800 SH       DEFINED 01 02 03 04 05        2800
TJ INTERNATIONAL, INC          COM              872534102        3      100 SH       DEFINED 01                     100
TJX COS, INC                   COM              872540109     1392    49600 SH       DEFINED 01 02 03 04 05       49600
TNP ENTERPRISES, INC           COM              872594106       58     1500 SH       DEFINED 01                    1500
TRW, INC                       COM              872649108      552    11100 SH       DEFINED 01 02    04 05       11100
TSI INTL SOFTWARE LTD          COM              872879101       60     2200 SH       DEFINED 01 02 03 04           2200
TMP WORLDWIDE, INC             COM              872941109      152     2500 SH       DEFINED 01 02 03 04 05        2500
TV GUIDE, INC                  COM              87307Q109       74     1900 SH       DEFINED 01 02    04           1900
TALK.COM, INC                  COM              874264104      107     8300 SH       DEFINED 01 02 03 04 05        8300
TANDY CORP                     COM              875382103     4676    90460 SH       DEFINED 01 02 03 04 05       90460
TANGER FACTORY OUTLET CENTERS, COM              875465106       25     1100 SH       DEFINED 01          05        1100
TAUBMAN CENTERS, INC           COM              876664103        1      100 SH       DEFINED          04            100
TECH DATA CORP                 COM              878237106       98     4200 SH       DEFINED 01 02 03 04 05        4200
TECHNE CORP                    COM              878377100      147     4700 SH       DEFINED 01 02    04           4700
TECHNITROL, INC                COM              878555101       95     2700 SH       DEFINED 01 02 03 04 05        2700
TECHNOLOGY SOLUTIONS CO        COM              87872T108       37     2625 SH       DEFINED 01 02 03 04           2625
TECUMSEH PRODUCTS CO (CLASS A) COM              878895200      165     3300 SH       DEFINED 01          05        3300
TEJON RANCH CO                 COM              879080109       56     1900 SH       DEFINED 01 02 03    05        1900
TEKELEC                        COM              879101103       25     1800 SH       DEFINED    02 03 04 05        1800
TEKTRONIX, INC                 COM              879131100      370    11050 SH       DEFINED 01 02    04 05       11050
TELEBANC FINANCIAL CORP        COM              87925R109      101     4400 SH       DEFINED 01 02 03 04 05        4400
TELEFLEX, INC                  COM              879369106      126     3200 SH       DEFINED 01    03 04 05        3200
TELEPHONE & DATA SYSTEMS, INC  COM              879433100      187     2105 SH       DEFINED 01       04           2105
TELECAN, INC                   COM              879516102       10      600 SH       DEFINED    02 03               600
TELIGENT, INC                  COM              87959Y103       99     2000 SH       DEFINED 01 02 03 04 05        2000
TELLABS, INC                   COM              879664100     3390    59532 SH       DEFINED 01 02 03 04 05       59532
TEMPLE-INLAND, INC             COM              879868107      339     5600 SH       DEFINED 01 02    04 05        5600
TELETECH HOLDINGS, INC         COM              879939106       30     2100 SH       DEFINED 01    03 04           2100
TENET HEALTHCARE CORP          COM              88033G100     2642   150439 SH       DEFINED 01 02    04 05      150439
TENNANT CO                     COM              880345103       68     2000 SH       DEFINED 01 02                 2000
TENNECO, INC                   COM              88037E101      418    24600 SH       DEFINED 01 02    04 05       24600
TERADYNE, INC                  COM              880770102      723    20500 SH       DEFINED 01 02 03 04 05       20500
TERAYON COMMUN SYSTEMS INC     COM              880775101      196     4000 SH       DEFINED 01 02 03    05        4000
TEREX CORP                     COM              880779103      123     3900 SH       DEFINED 01 02 03 04 05        3900
TERRA INDUSTRIES, INC          COM              880915103        6     3600 SH       DEFINED 01          05        3600
TESORO PETROLEUM CORP          COM              881609101        7      400 SH       DEFINED          04 05         400
TETRA TECH, INC                COM              88162G103       67     3993 SH       DEFINED 01 02 03 04 05        3993
TEXACO, INC                    COM              881694103     5839    92504 SH       DEFINED 01 02    04 05       92504
TEXAS INDUSTRIES, INC          COM              882491103       96     2600 SH       DEFINED 01                    2600
TEXAS INSTRUMENTS, INC         COM              882508104    15440   187717 SH       DEFINED 01 02 03 04 05      187717
TEXAS REGIONAL BANCSHRS, INC ( COM              882673106       69     2800 SH       DEFINED 01       04 05        2800
TEXAS UTILITIES CO             COM              882848104     1477    39591 SH       DEFINED 01 02    04 05       39591
TEXTRON, INC                   COM              883203101     1037    13400 SH       DEFINED 01 02    04 05       13400
THEGLOBE.COM, INC              COM              88335R101       38     2800 SH       DEFINED 01 02                 2800
THERAGENICS CORP               COM              883375107       37     2900 SH       DEFINED 01 02 03 04 05        2900
THERMO BIOANALYSIS CORP        COM              88355H108       13      700 SH       DEFINED 01 02    04            700
THERMO CARDIOSYSTEMS, INC      COM              88355K200        6      800 SH       DEFINED 01 02                  800
THERMO FIBERTEK, INC           COM              88355W105        9     1400 SH       DEFINED 01    03              1400
THERMO ELECTRON CORP           COM              883556102      133     9875 SH       DEFINED 01 02 03 04 05        9875
THERMO INSTRUMENT SYSTEMS, INC COM              883559106        0       25 SH       DEFINED 01                      25
THERMOLASE CORP                COM              883624108        3     1600 SH       DEFINED 01 02                 1600
THERMOQUEST CORP               COM              883655102       12     1200 SH       DEFINED 01          05        1200
THESTREET.COM                  COM              88368Q103       11      600 SH       DEFINED    02       05         600
THERMEDICS, INC                COM              883901100        5      700 SH       DEFINED 01                     700
THOMAS & BETTS CORP            COM              884315102      551    10799 SH       DEFINED 01 02    04 05       10799
THOMAS INDUSTRIES, INC         COM              884425109        9      500 SH       DEFINED 01                     500
THOR INDUSTRIES, INC           COM              885160101       31     1200 SH       DEFINED 01                    1200
THORNBURG MORTGAGE ASSET CORP  COM              885218107       34     3882 SH       DEFINED 01                    3882
3DFX INTERACTIVE, INC          COM              88553X103       15     1800 SH       DEFINED    02    04           1800
3COM CORP                      COM              885535104     1688    58724 SH       DEFINED 01 02 03 04 05       58724
TICKETMASTER ONLINE-CITYSEAR   COM              88633P203       34     1400 SH       DEFINED 01 02                 1400
TIDEWATER, INC                 COM              886423102      245     9600 SH       DEFINED 01       04 05        9600
TIFFANY & CO                   COM              886547108      503     8400 SH       DEFINED 01 02 03 04 05        8400
TIMBERLAND CO                  COM              887100105       78     2000 SH       DEFINED 01 02 03              2000
TIME WARNER, INC               COM              887315109    13626   224301 SH       DEFINED 01 02 03 04 05      224301
TIME WARNER TELECOM, INC       COM              887319101      184     8800 SH       DEFINED 01 02 03              8800
TIMES MIRROR CO SERIES A       COM              887364107      401     6100 SH       DEFINED 01 02 03 04           6100
TIMKEN CO                      COM              887389104      125     7729 SH       DEFINED 01 02    04           7729
TITAN CORP                     COM              888266103       73     5100 SH       DEFINED 01 02 03 04           5100
TITAN EXPLORATION, INC         COM              888289105        3      600 SH       DEFINED 01                     600
TITAN INTERNATIONAL, INC       COM              88830M102        3      300 SH       DEFINED 01       04            300
TOLL BROTHERS, INC             COM              889478103       69     3600 SH       DEFINED 01 02    04           3600
TOO, INC                       COM              890333107       32     1794 SH       DEFINED 01 02 03 04 05        1794
TOOTSIE ROLL INDUSTRIES, INC   COM              890516107      265     8047 SH       DEFINED 01 02 03 04 05        8047
TOPPS, INC                     COM              890786106       13     1700 SH       DEFINED 01 02 03 04           1700
TORCHMARK CORP                 COM              891027104      347    13400 SH       DEFINED 01 02    04 05       13400
TORO CO                        COM              891092108       26      700 SH       DEFINED 01                     700
TOSCO CORP                     COM              891490302      529    20948 SH       DEFINED 01 02    04 05       20948
TOTAL RENAL CARE HOLDINGS, INC COM              89151A107       55     7401 SH       DEFINED 01 02 03 04 05        7401
TOWER AUTOMOTIVE, INC          COM              891707101      125     6300 SH       DEFINED 01 02 03 04 05        6300
TOTAL SYSTEM SERVICES, INC     COM              891906109       29     1800 SH       DEFINED 01 02 03 04           1800
TRACK DATA CORP                COM              891918104        1      100 SH       DEFINED    02                  100
TOWN & COUNTRY TRUST           COM              892081100       65     3700 SH       DEFINED 01 02 03    05        3700
TOWNE SERVICES INC             COM              892148107        4     1400 SH       DEFINED    02                 1400
TOYS "R" US, INC               COM              892335100      510    33987 SH       DEFINED 01 02    04 05       33987
TRAMMELL CROW CO               COM              89288R106       37     2800 SH       DEFINED 01 02    04 05        2800
TRANS WORLD AIRLINES, INC      COM              893349837       31     8600 SH       DEFINED 01                    8600
TRANS WORLD ENTERTAINMENT CORP COM              89336Q100       44     3450 SH       DEFINED 01 02    04           3450
TRANSACTION NETWORK SERVICES,  COM              893414102       24      600 SH       DEFINED 01 02                  600
TRANSACTION SYSTEM ARCHITECTUR COM              893416107       48     1800 SH       DEFINED 01 02 03 04           1800
TRANSKARYOTIC THERAPIES, INC   COM              893735100      190     3700 SH       DEFINED 01 02 03 04 05        3700
TRANSMONTAIGNE, INC            COM              893934109        6      400 SH       DEFINED       03 04            400
TRAVELERS PROPERTY CASUALTY CO COM              893939108      180     6100 SH       DEFINED 01       04 05        6100
TRANSWITCH CORP                COM              894065101      165     2900 SH       DEFINED 01 02 03 04 05        2900
TREDEGAR CORP                  COM              894650100       30     1400 SH       DEFINED 01 02 03              1400
TRENDWEST RESORTS, INC         COM              894917103        3      100 SH       DEFINED             05         100
TRENWICK GROUP, INC            COM              895290104       27     1600 SH       DEFINED 01       04           1600
TRIAD HOSPITALS, INC           COM              89579K109       33     3233 SH       DEFINED 01 02    04 05        3233
TRIANGLE BANCORP, INC          COM              895835106       15      800 SH       DEFINED    02 03 04            800
TRIANGLE PHARMACEUTICALS, INC  COM              89589H104      117     6100 SH       DEFINED 01 02 03 04 05        6100
TRIAD GUARANTY, INC            COM              895925105       83     4900 SH       DEFINED 01 02    04           4900
TRICON GLOBAL RESTAURANTS, INC COM              895953107      772    18850 SH       DEFINED 01 02 03 04 05       18850
TRIBUNE CO                     COM              896047107     3679    73953 SH       DEFINED 01 02    04 05       73953
TRICO MARINE SERVICES, INC     COM              896106101        3      400 SH       DEFINED 01                     400
TRIGON HEALTHCARE, INC         COM              89618L100       81     2800 SH       DEFINED 01       04 05        2800
TRIMBLE NAVIGATION LTD         COM              896239100       65     6100 SH       DEFINED 01 02 03 04           6100
TRINITY INDUSTRIES, INC        COM              896522109      170     5500 SH       DEFINED 01       04 05        5500
TRIQUINT SEMICONDUCTOR, INC    COM              89674K103      149     2600 SH       DEFINED 01 02 03 04           2600
TRISTAR AEROSPACE CO           COM              89674L101        5      800 SH       DEFINED 01                     800
TRIUMPH GROUP, INC             COM              896818101       29     1100 SH       DEFINED 01                    1100
TROPICAL SPORTSWEAR INTL CP    COM              89708P102        2      100 SH       DEFINED          04            100
TRUE NORTH COMMUNICATIONS, INC COM              897844106      295     8100 SH       DEFINED 01 02 03 04 05        8100
TRUST CO OF N.J. (THE)         COM              898304100       74     3200 SH       DEFINED 01 02 03              3200
TRUSTCO BANK CORP              COM              898349105       12      400 SH       DEFINED    02 03               400
TRUSTMARK CORP                 COM              898402102      178     7900 SH       DEFINED 01       04 05        7900
TUBOSCOPE, INC                 COM              898600101       45     3600 SH       DEFINED 01       04           3600
TUPPERWARE CORP                COM              899896104      548    27057 SH       DEFINED 01 02 03 04 05       27057
TUT SYSTEMS, INC               COM              901103101       49     1900 SH       DEFINED 01 02                 1900
TWEETER HOME ENTERTAINMENT GRO COM              901167106        4      100 SH       DEFINED          04            100
20TH CENTURY INDUSTRIES        COM              901272203        4      200 SH       DEFINED          04            200
24/7 MEDIA, INC                COM              901314104       11      300 SH       DEFINED    02 03               300
TWINLAB CORP                   COM              901774109       24     2700 SH       DEFINED 01 02    04           2700
TYCO INTERNATIONAL LTD         COM              902124106    36140   350020 SH       DEFINED    02 03 04         350020
TYLER TECHNOLOGIES, INC        COM              902252105        4      800 SH       DEFINED    02    04 05         800
TYSON FOODS, INC               COM              902494103      345    21000 SH       DEFINED 01       04 05       21000
UAL CORP                       COM              902549500      118     1800 SH       DEFINED 01          05        1800
UCAR INTERNATIONAL, INC        COM              90262K109      171     7500 SH       DEFINED 01       04 05        7500
UGI CORP                       COM              902681105      143     6137 SH       DEFINED 01          05        6137
UICI                           COM              902737105       61     2400 SH       DEFINED 01    03 04           2400
UMB FINANCIAL CORP             COM              902788108      109     2600 SH       DEFINED 01          05        2600
UST CORP                       COM              902900109       62     2000 SH       DEFINED 01    03    05        2000
USX-MARATHON GROUP, INC        COM              902905827     1018    34800 SH       DEFINED 01 02    04 05       34800
UST, INC                       COM              902911106      990    32800 SH       DEFINED 01 02 03 04 05       32800
U.S.A. DETERGENTS, INC         COM              902938109        3      600 SH       DEFINED 01                     600
U S PLASTIC LUMBER CORP        COM              902948108        9      700 SH       DEFINED    02 03 04 05         700
U.S. BANCORP                   COM              902973106     2461    81513 SH       DEFINED 01 02    04 05       81513
U.S. LIQUIDS, INC              COM              902974104        6      800 SH       DEFINED 01       04            800
U.S.A. NETWORKS, INC           COM              902984103      238     6150 SH       DEFINED 01       04 05        6150
URS CORP                       COM              903236107       56     2300 SH       DEFINED 01 02 03              2300
U.S. CAN CORP                  COM              90328W105       20     1000 SH       DEFINED    02    04 05        1000
USG CORP                       COM              903293405      157     3300 SH       DEFINED 01       04 05        3300
U.S. FOODSERVICE, INC          COM              90331R101       74     4120 SH       DEFINED 01 02 03 04           4120
U.S. LEC CORP (CLASS A)        COM              90331S109       76     3100 SH       DEFINED 01 02 03              3100
U.S.A. FLORAL PRODUCTS, INC    COM              90331T107        1      600 SH       DEFINED 01                     600
USEC, INC                      COM              90333E108        9      900 SH       DEFINED          04 05         900
US INTERACTIVE, INC            COM              90334M109        3      145 SH       DEFINED 01 02 03 04            145
USX-US STEEL GROUP, INC        COM              90337T101      270    10500 SH       DEFINED 01 02    04 05       10500
U.S. EXPRESS ENTERPRISES, INC. COM              90338N103        5      900 SH       DEFINED 01       04            900
US ONCOLOGY, INC               COM              90338W103       45     4980 SH       DEFINED 01    03 04           4980
UTI ENERGY CORP                COM              903387108        8      400 SH       DEFINED 01                     400
ULTRAMAR DIAMOND SHAMROCK CORP COM              904000106      455    17826 SH       DEFINED 01       04 05       17826
ULTRATECH STEPPER, INC         COM              904034105       38     3000 SH       DEFINED 01 02    04           3000
UNICAPITAL CORP                COM              90459D108       22     6900 SH       DEFINED 01       04           6900
UNIFI, INC                     COM              904677101        4      400 SH       DEFINED 01       04            400
UNIFIRST CORP                  COM              904708104       21     1500 SH       DEFINED 01       04           1500
UNILAB CORP                    COM              904763109        1      100 SH       DEFINED          04            100
UNILEVER NV (N.Y.) SHS         COM              904784709      921    13517 SH       DEFINED    02    04          13517
UNICOM CORP                    COM              904911104      691    18700 SH       DEFINED 01 02    04 05       18700
UNIGRAPHICS SOLUTIONS, INC     COM              904928108       43     1600 SH       DEFINED 01 02 03 04           1600
UNION CARBIDE CORP             COM              905581104      358     6300 SH       DEFINED 01 02    04 05        6300
UNION PACIFIC CORP             COM              907818108     1249    25982 SH       DEFINED 01 02    04 05       25982
UNION PACIFIC RESOURCES GROUP, COM              907834105      514    32014 SH       DEFINED 01 02    04 05       32014
UNION PLANTERS CORP            COM              908068109      858    21050 SH       DEFINED 01 02    04 05       21050
UNIONBANCAL CORP               COM              908906100      370    10200 SH       DEFINED 01       04 05       10200
UNISOURCE ENERGY CORP HOLDINGS COM              909205106       14     1200 SH       DEFINED 01                    1200
UNISYS CORP                    COM              909214108     5076   112495 SH       DEFINED 01 02 03 04 05      112495
UNITED ASSET MANAGEMENT CORP   COM              909420101       40     2100 SH       DEFINED 01 02 03 04 05        2100
UNITED AUTO GROUP, INC         COM              909440109        3      200 SH       DEFINED          04            200
UNITED BANKSHARES, INC         COM              909907107       19      800 SH       DEFINED    02 03               800
UNITED DOMINION REALTY TRUST,  COM              910197102      115    10269 SH       DEFINED 01                   10269
UNITED FIRE & CASULTY CO       COM              910331107        5      200 SH       DEFINED 01                     200
UNITED HEALTHCARE CORP         COM              910581107     1217    25000 SH       DEFINED 01 02 03 04 05       25000
UNITED ILLUMINATING CO         COM              910637107       39      800 SH       DEFINED 01                     800
UNITED NATIONAL BANCORP        COM              910909100        2      100 SH       DEFINED          04            100
UNITED PAYORS & UNITED PROVIDE COM              911319101        9      500 SH       DEFINED 01    03 04            500
UNITED RENTALS, INC            COM              911363109      210     9670 SH       DEFINED 01 02 03 04 05        9670
U.S. BIOSCIENCE, INC           COM              911646206       10      700 SH       DEFINED    02 03 04            700
U.S. AIRWAYS GROUP, INC        COM              911905107      249     9500 SH       DEFINED 01 02    04 05        9500
U.S. INDUSTRIES, INC           COM              912080108      327    20750 SH       DEFINED 01       04 05       20750
U.S. OFFICE PRODUCTS CO        COM              912325305       12     3312 SH       DEFINED 01 02                 3312
U.S. WEST, INC                 COM              91273H101     4458    78117 SH       DEFINED 01 02 03 04 05       78117
U.S. TRUST CORP                COM              91288L105      265     3300 SH       DEFINED 01 02    04 05        3300
UNITED STATIONERS, INC         COM              913004107      102     4800 SH       DEFINED 01       04 05        4800
UNITED TECHNOLOGIES CORP       COM              913017109     7696   129758 SH       DEFINED 01 02 03 04 05      129758
UNITEDGLOBALCOM, INC (CLASS A) COM              913247508      394     5500 SH       DEFINED 01 02 03 04 05        5500
UNITRIN, INC                   COM              913275103       38     1100 SH       DEFINED 01       04           1100
UNITRODE CORP                  COM              913283107      189     4500 SH       DEFINED 01 02 03              4500
UNIVERSAL CORP                 COM              913456109        5      200 SH       DEFINED          04            200
UNIVERSAL FOODS CORP           COM              913538104      236    10300 SH       DEFINED 01 02    04 05       10300
UNIVERSAL FOREST PRODUCTS, INC COM              913543104       33     2500 SH       DEFINED 01                    2500
UNIVERSAL HEALTH SERVICES, INC COM              913903100       78     3000 SH       DEFINED 01 02 03              3000
UNIVISION COMMUNICATIONS, INC  COM              914906102      814    10000 SH       DEFINED 01 02 03 04 05       10000
UNOCAL CORP                    COM              915289102      808    21796 SH       DEFINED 01 02    04 05       21796
UNOVA, INC                     COM              91529B106       19     1400 SH       DEFINED 01       04           1400
UNUMPROVIDENT CORP             COM              91529Y106      671    22789 SH       DEFINED 01 02    04 05       22789
USFREIGHTWAYS CORP             COM              916906100      213     4500 SH       DEFINED 01       04 05        4500
URBAN OUTFITTERS, INC          COM              917047102        7      300 SH       DEFINED 01                     300
USINTERNETWORKING, INC         COM              917311805        6      200 SH       DEFINED    02                  200
USWEB CORP                     COM              917327108      439    12800 SH       DEFINED 01 02 03 04 05       12800
UTILICORP UNITED, INC          COM              918005109      276    13123 SH       DEFINED 01       04 05       13123
VF CORP                        COM              918204108      295     9500 SH       DEFINED 01 02    04 05        9500
VAIL RESORTS, INC              COM              91879Q109       14      600 SH       DEFINED    02                  600
VALASSIS COMMUNICATIONS, INC   COM              918866104      360     8200 SH       DEFINED 01 02 03 04 05        8200
VALHI, INC                     COM              918905100       13     1200 SH       DEFINED 01    03              1200
VALENCE TECHNOLOGY, INC        COM              918914102       21     4400 SH       DEFINED    02 03 04           4400
VALERO ENERGY CORP             COM              91913Y100      123     6400 SH       DEFINED 01       04           6400
VALLEY NATIONAL BANCORP        COM              919794107      183     7337 SH       DEFINED 01       04 05        7337
VALSPAR CORP                   COM              920355104      163     5000 SH       DEFINED 01 02 03 04 05        5000
VALUE AMERICA, INC             COM              92038N102       10      800 SH       DEFINED    02                  800
VALUE CITY DEPARTMENT STORES,  COM              920387107        5      300 SH       DEFINED 01       04            300
VALUEVISION INTERNATIONAL, INC COM              92047K107       42     1600 SH       DEFINED 01 02 03              1600
VANTIVE CORP                   COM              922091103       16     1800 SH       DEFINED    02 03 04           1800
VARCO INTERNATIONAL, INC       COM              922126107      110     9000 SH       DEFINED 01       04 05        9000
VARIAN, INC                    COM              922206107       21     1200 SH       DEFINED 01 02 03              1200
VARIAN SEMICONDUCTOR EQUIPMENT COM              922207105       25     1200 SH       DEFINED 01 02                 1200
VASTAR RESOURCES, INC          COM              922380100      463     7400 SH       DEFINED 01 02 03 04 05        7400
VENTAS, INC                    COM              92276F100       13     2841 SH       DEFINED 01 02    04 05        2841
VENTANA MEDICAL SYSTEMS, INC   COM              92276H106       17     1000 SH       DEFINED 01 02                 1000
VENATOR GROUP, INC             COM              922944103       63     7300 SH       DEFINED 01       04 05        7300
VERITY, INC                    COM              92343C106      234     3400 SH       DEFINED 01 02 03    05        3400
VERISIGN, INC                  COM              92343E102      501     4700 SH       DEFINED 01 02 03 04 05        4700
VERITAS DGC, INC               COM              92343P107       37     1900 SH       DEFINED 01                    1900
VERIO, INC                     COM              923433106      329    10600 SH       DEFINED 01 02 03 04 05       10600
VERITAS SOFTWARE CORP          COM              923436109     1166    15350 SH       DEFINED 01 02 03 04 05       15350
VERTEX PHARMACEUTICALS, INC    COM              92532F100       50     1600 SH       DEFINED 01 02                 1600
VERTICALNET, INC               COM              92532L107       93     2500 SH       DEFINED 01 02 03 04           2500
VESTA INSURANCE GROUP, INC     COM              925391104        5     1100 SH       DEFINED 01                    1100
VETERINARY CENTERS OF AMERICA, COM              925514101       15     1300 SH       DEFINED 01 02    04           1300
VIAD CORP                      COM              92552R109       59     2000 SH       DEFINED    02 03 04 05        2000
VIASOFT, INC                   COM              92552U102       15     1700 SH       DEFINED 01 02                 1700
VIACOM, INC (CLASS A)          COM              925524100      320     7400 SH       DEFINED 01                    7400
VIACOM, INC (CLASS B)          COM              925524308     3224    76300 SH       DEFINED 01 02 03 04 05       76300
VIATEL, INC                    COM              925529208     2368    80090 SH       DEFINED 01 02 03 04 05       80090
VICAL, INC                     COM              925602104       47     3400 SH       DEFINED 01 02                 3400
VICOR CORP                     COM              925815102       43     1900 SH       DEFINED 01    03 04           1900
VIGNETTE CORP                  COM              926734104      371     4100 SH       DEFINED 01 02 03              4100
VINTAGE PETROLEUM, INC         COM              927460105       36     2700 SH       DEFINED 01 02 03 04 05        2700
VISIO CORP                     COM              927914101      114     2900 SH       DEFINED 01 02 03 04 05        2900
VISHAY INTERTECHNOLOGY, INC    COM              928298108      183     7725 SH       DEFINED 01       04 05        7725
VISTANA, INC                   COM              92839P108        3      200 SH       DEFINED 01                     200
VISX, INC                      COM              92844S105      736     9300 SH       DEFINED 01 02 03 04 05        9300
VISUAL NETWORKS, INC           COM              928444108      161     3800 SH       DEFINED 01 02 03    05        3800
VITAL SIGNS, INC               COM              928469105        4      200 SH       DEFINED             05         200
VITESSE SEMICONDUCTOR CORP     COM              928497106      854    10000 SH       DEFINED 01 02 03 04 05       10000
VIVUS, INC                     COM              928551100        1      300 SH       DEFINED    02                  300
VLASIC FOODS INTERNATIONAL, IN COM              928559103       16     2260 SH       DEFINED 01 02       05        2260
VODAFONE AIRTOUCH PLC ADR      ADR              92857T107       48      200 SH       DEFINED          04            200
VOICESTREAM WIRELESS CORP      COM              928615103      537     8700 SH       DEFINED 01 02 03 04 05        8700
VOLT INFORMATION SCIENCES, INC COM              928703107        5      200 SH       DEFINED    02                  200
VORNADO REALTY TRUST           COM              929042109      293     9000 SH       DEFINED 01       04 05        9000
VULCAN MATERIALS CO            COM              929160109      132     3600 SH       DEFINED 01 02    04 05        3600
WD-40 CO                       COM              929236107       54     2300 SH       DEFINED 01 02 03 04           2300
WICOR, INC                     COM              929253102       23      800 SH       DEFINED 01                     800
WMS INDUSTRIES, INC            COM              929297109        2      200 SH       DEFINED          04            200
WPS RESOURCES CORP             COM              92931B106       17      600 SH       DEFINED 01       04 05         600
WABASH NATIONAL CORP           COM              929566107       16      800 SH       DEFINED 01                     800
WACHOVIA CORP                  COM              929771103     1457    18536 SH       DEFINED 01 02    04 05       18536
WACKENHUT CORP SERIES A        COM              929794105       51     2600 SH       DEFINED 01 02    04           2600
WACKENHUT CORRECTIONS CORP     COM              929798106       12      900 SH       DEFINED    02    04            900
WADDELL & REED FINANCIAL INC ( COM              930059100      197     8901 SH       DEFINED 01 02 03 04 05        8901
WADDELL & REED FINANCIAL INC ( COM              930059209        9      401 SH       DEFINED 01 02                  401
WAL-MART STORES, INC           COM              931142103    28071   590182 SH       DEFINED 01 02 03 04 05      590182
WALDEN RESIDENTIAL PROPERTIES, COM              931210108        4      205 SH       DEFINED 01                     205
WALGREEN CO                    COM              931422109     4266   168136 SH       DEFINED 01 02 03 04 05      168136
WALLACE COMPUTER SERVICES, INC COM              932270101      105     5200 SH       DEFINED 01       04 05        5200
WALTER INDUSTRIES, INC         COM              93317Q105        1      100 SH       DEFINED          04            100
WARNACO GROUP, INC (CLASS A)   COM              934390105      144     7900 SH       DEFINED 01 02 03 04 05        7900
WARNER-LAMBERT CO              COM              934488107    10070   151708 SH       DEFINED 01 02 03 04 05      151708
WASHINGTON FEDERAL, INC        COM              938824109      224     9662 SH       DEFINED 01       04 05        9662
WASHINGTON GAS LIGHT CO        COM              938837101      106     3900 SH       DEFINED 01       04           3900
WASHINGTON MUTUAL, INC         COM              939322103     1899    64938 SH       DEFINED 01 02    04 05       64938
WASHINGTON POST CO (CLASS B)   COM              939640108      408      800 SH       DEFINED 01          05         800
WASHINGTON REAL ESTATE INVESTM COM              939653101      101     6400 SH       DEFINED 01    03 04 05        6400
WASHINGTON TRUST BANCORP, INC  COM              940610108       11      700 SH       DEFINED 01                     700
WASTE CONNECTIONS, INC         COM              941053100       19      900 SH       DEFINED    02 03 04            900
WASTE INDUSTRIES, INC          COM              941058109        3      200 SH       DEFINED       03 04            200
WASTE MANAGEMENT, INC          COM              94106L109     2062   107128 SH       DEFINED 01 02 03 04 05      107128
WATERS CORP                    COM              941848103      363     6000 SH       DEFINED 01 02 03 04 05        6000
WATKINS-JOHNSON CO             COM              942486101       17      500 SH       DEFINED 01 02                  500
WATSCO, INC                    COM              942622200        3      300 SH       DEFINED    02                  300
WATSON PHARMACEUTICALS, INC    COM              942683103      382    12500 SH       DEFINED 01 02 03 04 05       12500
WAUSAU-MOSINEE PAPER CORP      COM              943315101       90     7400 SH       DEFINED 01 02                 7400
WAVE SYSTEMS CORP (CLASS A)    COM              943526103        8      700 SH       DEFINED    02    04            700
WAVO CORP                      COM              944027101       23     5100 SH       DEFINED 01 02 03 04 05        5100
WEATHERFORD INTERNATIONAL      COM              947074100      103     3230 SH       DEFINED 01 02    04 05        3230
WEBB (DEL) CORP                COM              947423109        7      300 SH       DEFINED 01       04            300
WEBSTER FINANCIAL CORP         COM              947890109      138     5400 SH       DEFINED 01       04 05        5400
WEBTRENDS CORP                 COM              94844D104       53     1200 SH       DEFINED 01 02                 1200
WEINGARTEN REALTY INVESTORS, I COM              948741103      198     5300 SH       DEFINED 01 02    04 05        5300
WEIS MARKETS, INC              COM              948849104       65     1900 SH       DEFINED 01                    1900
WELLMAN, INC                   COM              949702104       13      700 SH       DEFINED 01          05         700
WELLPOINT HEALTH NETWORKS, INC COM              94973H108      353     6200 SH       DEFINED 01 02    04 05        6200
WELLS FARGO CO                 COM              949746101     6809   171840 SH       DEFINED 01 02    04 05      171840
WELLSFORD REAL PROPERTIES, INC COM              950240101       30     3200 SH       DEFINED 01       04           3200
WENDY'S INTERNATIONAL, INC     COM              950590109      232     8800 SH       DEFINED 01 02    04 05        8800
WERNER ENTERPRISES, INC        COM              950755108       91     5150 SH       DEFINED 01       04 05        5150
WESCO FINANCIAL CORP           COM              950817106       60      220 SH       DEFINED 01                     220
WESCO INTERNATIONAL, INC       COM              95082P105       14     1000 SH       DEFINED 01       04           1000
WESLEY JESSEN VISIONCARE, INC  COM              951018100      228     7300 SH       DEFINED 01 02 03 04 05        7300
WEST COAST BANCORP (OREGON)    COM              952145100       43     2900 SH       DEFINED 01 02 03              2900
WEST MARINE, INC               COM              954235107        2      200 SH       DEFINED             05         200
WEST PHARMACEUTICAL SERVICES   COM              955306105       99     2600 SH       DEFINED 01 02    04 05        2600
WEST TELESERVICES CORP         COM              956188106       27     2600 SH       DEFINED 01 02    04 05        2600
WESTAMERICA BANCORP            COM              957090103       45     1500 SH       DEFINED 01    03 04           1500
WESTELL TECHNOLOGIES, INC (CLA COM              957541105       20     2400 SH       DEFINED 01    03              2400
WESTERN BANCORP                COM              957683105       12      300 SH       DEFINED    02                  300
WESTCORP                       COM              957907108        4      300 SH       DEFINED          04 05         300
WESTERN DIGITAL CORP           COM              958102105       39    10500 SH       DEFINED 01 02 03 04 05       10500
WESTERN GAS RESOURCES, INC     COM              958259103       54     2900 SH       DEFINED 01          05        2900
WESTERN PROPERTIES TRUST       COM              959261108        8      700 SH       DEFINED 01                     700
WESTERN RESOURCES, INC         COM              959425109       94     4400 SH       DEFINED 01       04           4400
WESTERN WIRELESS CORP (CLASS A COM              95988E204      444     9900 SH       DEFINED 01 02 03 04 05        9900
WESTERNBANK PUERTO RICO        COM              959897109       35     2900 SH       DEFINED 01 02 03 04           2900
WESTFIELD AMERICA, INC         COM              959910100       12      900 SH       DEFINED 01                     900
WESTINGHOUSE AIR BRAKE CO      COM              960386100       38     2100 SH       DEFINED 01       04 05        2100
WESTPOINT STEVENS, INC         COM              961238102      187     7900 SH       DEFINED 01 02 03 04 05        7900
WESTVACO CORP                  COM              961548104      187     7300 SH       DEFINED 01 02    04 05        7300
WESTWOOD ONE, INC              COM              961815107      108     2400 SH       DEFINED 01 02    04           2400
WET SEAL, INC (CLASS A)        COM              961840105       31     1900 SH       DEFINED 01 02    04           1900
WEYERHAEUSER CO                COM              962166104      905    15700 SH       DEFINED 01 02    04 05       15700
WHIRLPOOL CORP                 COM              963320106      473     7242 SH       DEFINED 01 02    04 05        7242
WHITE MOUNTAINS INSURANCE      COM              964126106       81      600 SH       DEFINED 01          05         600
WHITEHALL JEWELLERS, INC       COM              965063100        6      200 SH       DEFINED    02       05         200
WHITMAN CORP                   COM              96647R107      161    11300 SH       DEFINED 01 02 03 04 05       11300
WHITNEY HOLDINGS CORP          COM              966612103       48     1400 SH       DEFINED 01                    1400
WHITTMAN HART, INC             COM              966834103      151     3900 SH       DEFINED 01 02 03 04 05        3900
WHOLE FOODS MARKET, INC        COM              966837106       20      600 SH       DEFINED    02 03 04            600
WILD OATS MARKETS, INC         COM              96808B107      284     7200 SH       DEFINED 01 02 03 04 05        7200
WILEY (JOHN) & SONS, INC (CLAS COM              968223206      124     7900 SH       DEFINED 01 02 03 04 05        7900
WILLAMETTE INDUSTRIES, INC     COM              969133107      487    11300 SH       DEFINED 01 02    04 05       11300
WILLIAMS COS, INC              COM              969457100     2034    54329 SH       DEFINED 01 02 03 04 05       54329
WILLIAMS-SONOMA, INC           COM              969904101      141     2900 SH       DEFINED 01 02 03 04 05        2900
WILMAR INDUSTRIES, INC         COM              971426101        3      200 SH       DEFINED    02                  200
WILMINGTON TRUST CORP          COM              971807102        5      100 SH       DEFINED          04            100
WIND RIVER SYSTEMS, INC        COM              973149107       18      925 SH       DEFINED 01 02 03 04            925
WINN DIXIE STORES, INC         COM              974280109      178     6000 SH       DEFINED 01 02    04 05        6000
WINNEBAGO INDUSTRIES, INC      COM              974637100       62     2600 SH       DEFINED 01    03              2600
WINSTAR COMMUNICATIONS, INC    COM              975515107      309     7900 SH       DEFINED 01 02 03 04 05        7900
WISCONSIN CENTRAL TRANSIT CORP COM              976592105       59     4300 SH       DEFINED 01 02 03 04           4300
WISCONSIN ENERGY CORP          COM              976657106       73     3100 SH       DEFINED 01       04 05        3100
WOLVERINE WORLD WIDE, INC      COM              978097103        1      125 SH       DEFINED 01       04            125
WOODWARD GOVERNOR CO           COM              980745103       15      600 SH       DEFINED 01          05         600
WORKFLOW MANAGEMENT, INC       COM              98137N109        2      166 SH       DEFINED 01 02                  166
WORLD ACCESS, INC              COM              98141A101       68     6100 SH       DEFINED 01 02 03 04 05        6100
WORLDGATE COMMUNICATIONS, INC  COM              98156L307        2      100 SH       DEFINED       03               100
WORTHINGTON FOODS, INC         COM              981809106        3      200 SH       DEFINED 01                     200
WORTHINGTON INDUSTRIES, INC    COM              981811102      306    18000 SH       DEFINED 01 02    04 05       18000
WRIGLEY (WM) JR CO             COM              982526105      413     6001 SH       DEFINED 01 02    04 05        6001
WYMAN-GORDON CO                COM              983085101       52     2800 SH       DEFINED 01 02       05        2800
WYNDHAM INTERNATIONAL, INC     COM              983101106       27    10371 SH       DEFINED 01       04          10371
WYNN'S INTERNATIONAL, INC      COM              983195108       16     1000 SH       DEFINED 01                    1000
XCEED, INC                     COM              98388N105        4      200 SH       DEFINED 01 02                  200
XILINX, INC                    COM              983919101     2806    42816 SH       DEFINED 01 02 03 04 05       42816
XIRCOM, INC                    COM              983922105      521    12200 SH       DEFINED 01 02 03 04 05       12200
XOMED SURGICAL PRODUCTS, INC   COM              98412V107      137     2400 SH       DEFINED 01 02                 2400
XEROX CORP                     COM              984121103     6886   164198 SH       DEFINED 01 02 03 04 05      164198
XOOM.COM, INC                  COM              98413F101       69     1400 SH       DEFINED 01 02 03    05        1400
XTRA CORP                      COM              984138107       80     2000 SH       DEFINED 01                    2000
YAHOO, INC                     COM              984332106     3434    19130 SH       DEFINED 01 02 03 04 05       19130
YANKEE ENERGY SYSTEMS, INC     COM              984779108        4      100 SH       DEFINED 01                     100
YELLOW CORP                    COM              985509108       65     3900 SH       DEFINED 01       04           3900
YORK INTERNATIONAL CORP        COM              986670107      349     9700 SH       DEFINED 01       04 05        9700
YOUNG & RUBICAM, INC           COM              987425105      361     8200 SH       DEFINED 01 02 03 04 05        8200
YOUNG BROADCASTING, INC (CLASS COM              987434107       63     1200 SH       DEFINED 01 02 03              1200
ZALE CORP                      COM              988858106      172     4500 SH       DEFINED 01       04 05        4500
ZEBRA TECHNOLOGY CORP          COM              989207105      123     2700 SH       DEFINED 01 02 03 04 05        2700
ZIFF-DAVIS, INC                COM              989511100        2      100 SH       DEFINED             05         100
ZDNET                          COM              989511209        2      100 SH       DEFINED       03               100
ZILA, INC                      COM              989513205       12     3500 SH       DEFINED 01 02                 3500
ZIONS BANCORP                  COM              989701107      364     6600 SH       DEFINED 01 02 03 04 05        6600
ZONAGEN, INC                   COM              98975L108        1      500 SH       DEFINED 01                     500
ZOMAX, INC                     COM              989929104       49     1900 SH       DEFINED 01 02                 1900
</TABLE>


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