UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 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:
Richard Schlefer New York, NY August 4, 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: 2476
Form 13F Information Table Value Total: $ 1,937,906 (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- 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 2987 33878 SH DEFINED 02 04 33878
TOTAL FINA -WTS 8/05/03 F9212D142 11 486 SH DEFINED 01 486
FRUIT OF THE LOOM LTD (CLASS A COM G3682L105 17 1700 SH DEFINED 02 04 05 1700
TRANSOCEAN OFFSHORE, INC COM G90076103 273 10400 SH DEFINED 01 02 03 04 05 10400
XL CAPITAL LTD COM G98255105 1311 23205 SH DEFINED 02 04 23205
ADC TELECOMMUNICATIONS, INC COM 000886101 683 15000 SH DEFINED 01 02 03 04 05 15000
AFC CABLE SYSTEMS, INC COM 000950105 28 800 SH DEFINED 01 800
AFLAC, INC COM 001055102 1197 25000 SH DEFINED 01 02 03 04 05 25000
AGCO CORP COM 001084102 59 5200 SH DEFINED 01 5200
AGL RESOURCES, INC COM 001204106 136 7400 SH DEFINED 01 05 7400
AHL SERVICES, INC COM 001296102 17 700 SH DEFINED 01 700
AES CORP COM 00130H105 820 14100 SH DEFINED 01 02 03 04 05 14100
AK STEEL HOLDINGS CORP COM 001547108 16 700 SH DEFINED 01 700
AMB PROPERTY CORP COM 00163T109 92 3900 SH DEFINED 01 3900
AMLI RESIDENTIAL PROPERTIES TR COM 001735109 40 1800 SH DEFINED 01 1800
AMR CORP COM 001765106 1051 15400 SH DEFINED 01 02 04 05 15400
APAC CUSTOMER SERVICES, INC COM 00185E106 6 1700 SH DEFINED 01 02 03 1700
AT & T CORP COM 001957109 33256 595861 SH DEFINED 01 02 03 04 05 595861
AT & T CORP - LIBERTY MEDIA (C COM 001957208 4273 116264 SH DEFINED 01 02 03 04 05 116264
ATMI, INC COM 00207R101 15 500 SH DEFINED 01 500
AVT CORP COM 002420107 110 2900 SH DEFINED 01 02 2900
AVX CORP COM 002444107 7 300 SH DEFINED 01 300
AAMES FINANCIAL CORP COM 00253A101 2 1700 SH DEFINED 01 02 1700
AARON RENTS, INC COM 002535201 89 4000 SH DEFINED 01 02 03 04 4000
AAVID THERMAL TECHNOLOGIES, IN COM 002539104 25 1100 SH DEFINED 01 03 1100
ABACUS DIRECT CORP COM 002553105 55 600 SH DEFINED 01 02 600
ABBOTT LABORATORIES CO COM 002824100 9917 217963 SH DEFINED 01 02 03 04 05 217963
ABERCROMBIE & FITCH CO (CLASS COM 002896207 709 14768 SH DEFINED 01 02 03 04 05 14768
ACCLAIM ENTERTAINMENT, INC COM 004325205 36 5600 SH DEFINED 01 02 03 5600
ACKERLEY GROUP, INC COM 004527107 16 900 SH DEFINED 01 02 900
ACNEILSEN CORP COM 004833109 134 4433 SH DEFINED 01 05 4433
ACTIVISION, INC COM 004930202 10 700 SH DEFINED 02 700
ACTION PERFORMANCE COS, INC COM 004933107 59 1800 SH DEFINED 01 02 1800
ACTEL CORP COM 004934105 22 1500 SH DEFINED 01 02 03 1500
ACUSON CORP COM 005113105 64 3700 SH DEFINED 01 02 03 3700
ACX TECHNOLOGIES, INC COM 005123104 21 1300 SH DEFINED 01 1300
ACXIOM CORP COM 005125109 161 6460 SH DEFINED 01 02 03 04 05 6460
ADAC LABORATORIES, INC COM 005313200 6 800 SH DEFINED 02 03 800
ADAPTEC, INC COM 00651F108 399 11300 SH DEFINED 01 02 03 04 05 11300
ADELPHIA COMMUNICATIONS CORP ( COM 006848105 261 4100 SH DEFINED 01 02 03 04 05 4100
ADMINSTAFF, INC COM 007094105 3 200 SH DEFINED 01 200
ADOBE SYSTEMS, INC COM 00724F101 550 6700 SH DEFINED 01 02 03 04 05 6700
ADTRAN, INC COM 00738A106 91 2500 SH DEFINED 01 02 2500
ADVANCE PARADIGM, INC COM 007491103 6 100 SH DEFINED 01 100
ADVANCED LIGHTING TECHNOLOGIES COM 00753C102 14 1500 SH DEFINED 01 1500
ADVANCED FIBRE COMMUNICATIONS COM 00754A105 86 5500 SH DEFINED 01 02 03 04 5500
ADVANCED TISSUE SCIENCE CO COM 00755F103 24 7500 SH DEFINED 01 02 03 7500
ADVEST GROUP, INC COM 007566102 8 400 SH DEFINED 01 400
ADVO, INC COM 007585102 60 2900 SH DEFINED 01 02 2900
AERIAL COMMUNICATIONS, INC COM 007655103 23 1700 SH DEFINED 01 1700
ADVANCED MICRO DEVICES, INC COM 007903107 204 11300 SH DEFINED 01 02 04 05 11300
ADVANTA CORP (CLASS A) COM 007942105 67 3725 SH DEFINED 01 3725
ADVANCED ENERGY INDUSTRIES, IN COM 007973100 24 600 SH DEFINED 01 600
ADVENT SOFTWARE, INC COM 007974108 47 700 SH DEFINED 01 700
AETNA, INC COM 008117103 1213 13567 SH DEFINED 01 02 04 05 13567
AFFILIATED COMPUTER SERVICES,I COM 008190100 299 5900 SH DEFINED 01 02 03 04 05 5900
AFFILIATED MANAGERS GROUP, INC COM 008252108 118 3900 SH DEFINED 01 02 03 04 05 3900
AFFYMETRIX, INC COM 00826T108 109 2200 SH DEFINED 01 02 2200
AFTERMARKET TECHNOLOGY CORP COM 008318107 10 900 SH DEFINED 01 900
AGRIBRANDS INTERNATIONAL, INC COM 00849R105 121 3060 SH DEFINED 01 02 03 3060
AIR EXPRESS INTERNATIONAL CORP COM 009104100 8 325 SH DEFINED 01 325
AIR PRODUCTS & CHEMICALS, INC COM 009158106 986 24500 SH DEFINED 01 02 04 05 24500
AIRBORNE FREIGHT CORP COM 009266107 86 3100 SH DEFINED 01 05 3100
AIRGAS, INC COM 009363102 61 5000 SH DEFINED 01 02 04 5000
AIRNET SYSTEMS, INC COM 009417106 27 2000 SH DEFINED 01 02 03 2000
AIRTRAN HOLDINGS, INC COM 00949P108 41 7100 SH DEFINED 01 7100
ALASKA AIR GROUP, INC COM 011659109 117 2800 SH DEFINED 01 04 05 2800
ALBANY INTERNATIONAL CORP (CLA COM 012348108 62 2981 SH DEFINED 01 2981
ALBEMARLE CORP COM 012653101 76 3300 SH DEFINED 01 3300
ALBERTO CULVER CO (CLASS B) COM 013068101 152 5700 SH DEFINED 01 02 05 5700
ALBERTSON'S, INC COM 013104104 2035 39461 SH DEFINED 01 02 04 05 39461
ALCAN ALUMINIUM CO LTD (U.S.) COM 013716105 188 5900 SH DEFINED 02 5900
ALCOA, INC COM 013817101 3208 51847 SH DEFINED 01 02 04 05 51847
ALCATEL S.A. ADR ADR 013904305 21 752 SH DEFINED 01 02 752
ALEXANDER & BALDWIN, INC COM 014482103 9 400 SH DEFINED 01 05 400
ALFA CORP COM 015385107 12 600 SH DEFINED 01 600
ALGOS PHARMACEUTICAL CORP COM 015869100 11 500 SH DEFINED 02 500
ALIANT COMMUNICATIONS, INC COM 016090102 97 2100 SH DEFINED 01 04 05 2100
ALKERMES, INC COM 01642T108 51 2200 SH DEFINED 01 02 2200
ALLEGHANY CORP (DELAWARE) COM 017175100 113 610 SH DEFINED 01 610
ALLEGHENY ENERGY, INC COM 017361106 561 17500 SH DEFINED 01 04 05 17500
ALLEGHENY TELEDYNE, INC COM 017415100 278 12308 SH DEFINED 01 02 04 05 12308
ALLEN TELECOM, INC COM 018091108 9 800 SH DEFINED 01 800
ALLERGAN, INC COM 018490102 677 6100 SH DEFINED 01 02 04 05 6100
ALLERGAN SPECIALTY THERAPEUTIC COM 018494104 1 135 SH DEFINED 01 02 135
ALLIANCE PHARMACEUTICAL CORP COM 018773101 6 2300 SH DEFINED 01 2300
ALLIANT ENERGY CORP COM 018802108 91 3200 SH DEFINED 01 04 05 3200
ALLIANT TECHSYSTEMS, INC COM 018804104 9 100 SH DEFINED 01 100
ALLIED SIGNAL, INC COM 019512102 9204 146094 SH DEFINED 01 02 03 04 05 146094
ALLIED WASTE INDUSTRIES, INC COM 019589308 326 16500 SH DEFINED 01 02 03 04 05 16500
ALLMERICA FINANCIAL CORP COM 019754100 420 6900 SH DEFINED 01 04 05 6900
ALLSTATE CORP COM 020002101 4885 136176 SH DEFINED 01 02 04 05 136176
ALLTEL CORP COM 020039103 2113 29546 SH DEFINED 01 02 03 04 05 29546
ALPHARMA, INC (CLASS A) COM 020813101 110 3100 SH DEFINED 01 05 3100
ALPINE GROUP, INC COM 020825105 8 500 SH DEFINED 01 500
ALTERA CORP COM 021441100 791 21500 SH DEFINED 01 02 03 04 05 21500
ALTERNATIVE RESOURCES CORP COM 02145R102 24 3400 SH DEFINED 01 02 03 3400
ALTERRA HEALTHCARE CORP COM 02146C104 3 200 SH DEFINED 02 200
ALZA CORP COM 022615108 346 6800 SH DEFINED 01 02 03 04 05 6800
AMAZON.COM, INC COM 023135106 1239 9900 SH DEFINED 01 02 03 04 05 9900
AMBAC FINANCIAL GROUP, INC COM 023139108 337 5900 SH DEFINED 01 04 05 5900
AMCOL INTERNATIONAL CORP COM 02341W103 59 4100 SH DEFINED 01 4100
AMERADA HESS CORP COM 023551104 339 5700 SH DEFINED 01 02 04 05 5700
AMERCO COM 023586100 11 500 SH DEFINED 01 500
AMEREN CORP COM 023608102 720 18760 SH DEFINED 01 02 04 05 18760
AMERICA ONLINE, INC COM 02364J104 17622 159473 SH DEFINED 01 02 03 04 05 159473
AMERICA WEST HOLDINGS CORP (CL COM 023657208 68 3600 SH DEFINED 01 3600
AMERICAN ANNUITY GROUP, INC COM 023840101 7 300 SH DEFINED 01 300
AMCORE FINANCIAL, INC COM 023912108 108 4700 SH DEFINED 01 4700
AMERICAN BANKERS INSURANCE GRO COM 024456105 82 1500 SH DEFINED 01 1500
AMERICAN BUSINESS PRODUCTS, IN COM 024763104 8 500 SH DEFINED 01 500
AMERICAN CLASSIC VOYAGES CO COM 024928103 14 600 SH DEFINED 01 600
AMERICAN EAGLE OUTFITTERS, INC COM 02553E106 168 3700 SH DEFINED 01 02 03 04 3700
AMERICAN ELECTRIC POWER CO, IN COM 025537101 763 20300 SH DEFINED 01 02 04 05 20300
AMERICAN EXPRESS CO COM 025816109 7625 58600 SH DEFINED 01 02 03 04 05 58600
AMERICAN FINANCIAL GROUP, INC COM 025932104 106 3100 SH DEFINED 01 04 05 3100
AMERICAN FREIGHTWAYS CORP COM 02629V108 49 2500 SH DEFINED 01 2500
AMERICAN GENERAL CORP COM 026351106 1902 25240 SH DEFINED 01 02 04 05 25240
AMERICAN GREETINGS CORP (CLASS COM 026375105 160 5300 SH DEFINED 01 02 5300
AMERICAN HOME PRODUCTS CORP COM 026609107 17680 307485 SH DEFINED 01 02 03 04 05 307485
AMERICAN HOMEPATIENT, INC COM 026649103 3 1900 SH DEFINED 01 03 1900
AMERICAN INTERNATIONAL GROUP, COM 026874107 16473 140720 SH DEFINED 01 02 03 04 05 140720
AMERICAN ITALIAN PASTA CO (CLA COM 027070101 64 2100 SH DEFINED 01 2100
AMERICAN MANAGEMENT SYSTEMS, I COM 027352103 277 8650 SH DEFINED 01 02 03 04 05 8650
AMERICAN MEDICAL SECURITY GROU COM 02744P101 9 1100 SH DEFINED 01 1100
AMERICAN MOBILE SATELLITE CORP COM 02755R103 57 3500 SH DEFINED 01 02 03 3500
AMERICAN NATIONAL INSURANCE CO COM 028591105 21 300 SH DEFINED 01 300
AMERICAN POWER CONVERSION CORP COM 029066107 336 16700 SH DEFINED 01 02 03 04 05 16700
AMERICAN SKIING CO COM 029654308 5 1200 SH DEFINED 01 1200
AMERICAN STANDARD COS, INC COM 029712106 538 11200 SH DEFINED 01 02 03 04 05 11200
AMERICAN TOWER SYSTEMS (CLASS COM 029912201 7159 298289 SH DEFINED 01 02 03 04 298289
AMERICAN WATER WORKS CO, INC COM 030411102 9 300 SH DEFINED 01 300
AMERICREDIT CORP COM 03060R101 107 6700 SH DEFINED 01 02 03 04 05 6700
AMERIPATH, INC COM 03071D109 22 2600 SH DEFINED 01 2600
AMERISOURCE HEALTH CORP (CLASS COM 03071P102 196 7700 SH DEFINED 01 02 03 04 05 7700
AMERON INTERNATIONAL CORP COM 030710107 13 300 SH DEFINED 01 300
AMERITRADE HOLDINGS CORP (CLAS COM 03072H109 244 2300 SH DEFINED 01 02 03 05 2300
AMERUS LIFE HOLDINGS, INC (CLA COM 030732101 70 2600 SH DEFINED 01 2600
AMERITECH CORP COM 030954101 7982 108600 SH DEFINED 01 02 04 05 108600
AMETEK, INC COM 031100100 202 8800 SH DEFINED 01 02 03 04 05 8800
AMF BOWLING, INC COM 03113V109 88 10400 SH DEFINED 01 10400
AMGEN, INC COM 031162100 4830 79340 SH DEFINED 01 02 03 04 05 79340
AMKOR TECHNOLOGY, INC COM 031652100 60 5900 SH DEFINED 01 02 03 5900
AMRESCO, INC COM 031909104 4 600 SH DEFINED 02 600
AMPHENOL CORP (CLASS A) COM 032095101 32 800 SH DEFINED 01 800
AMSOUTH BANCORP COM 032165102 457 19712 SH DEFINED 01 04 05 19712
ANACOMP, INC COM 032371106 32 1900 SH DEFINED 01 1900
ANADARKO PETROLEUM CORP COM 032511107 353 9600 SH DEFINED 01 02 03 04 05 9600
ANALOG DEVICES, INC COM 032654105 3869 77096 SH DEFINED 01 02 03 04 05 77096
ANALOGIC CORP COM 032657207 3 100 SH DEFINED 01 100
ANALYSTS INTERNATIONAL CORP COM 032681108 39 2700 SH DEFINED 01 02 03 04 2700
ANCHOR GAMING CO COM 033037102 19 400 SH DEFINED 02 400
ANDREW CORP COM 034425108 314 16575 SH DEFINED 01 02 03 04 05 16575
ANDRX CORP COM 034551101 185 2400 SH DEFINED 01 02 03 2400
ANHEUSER BUSCH COS, INC COM 035229103 5120 72170 SH DEFINED 01 02 03 04 05 72170
ANICOM, INC COM 035250109 11 1000 SH DEFINED 01 1000
ANIXTER INTERNATIONAL, INC COM 035290105 11 600 SH DEFINED 01 600
ANN TAYLOR STORES CORP COM 036115103 50 1100 SH DEFINED 01 1100
ANTEC CORP COM 03664P105 48 1500 SH DEFINED 01 1500
ANSWERTHINK CONSULTING GROUP COM 036916104 15 600 SH DEFINED 01 600
AON CORP COM 037389103 972 23575 SH DEFINED 01 02 03 04 05 23575
APACHE CORP COM 037411105 2255 57833 SH DEFINED 01 02 04 05 57833
APARTMENT INVESTMENT & MANAGEM COM 03748R101 371 8671 SH DEFINED 01 02 04 05 8671
APOLLO GROUP, INC (CLASS A) COM 037604105 62 2350 SH DEFINED 01 02 2350
APPLE COMPUTER, INC COM 037833100 857 18500 SH DEFINED 01 02 04 05 18500
APPLEBEE'S INTERNATIONAL, INC COM 037899101 148 4900 SH DEFINED 01 02 03 04 4900
APRIA HEALTHCARE GROUP, INC COM 037933108 73 4300 SH DEFINED 01 4300
APPLIED GRAPHICS TECHNOLOGIES, COM 037937109 1 100 SH DEFINED 02 100
APEX, INC COM 037945102 2 100 SH DEFINED 03 100
APPLIED INDUSTRIAL TECHNOLOGIE COM 03820C105 15 800 SH DEFINED 01 800
APPLIED MAGNETICS CORP COM 038213104 2 800 SH DEFINED 01 800
APPLIED MICRO CIRUCUITS CORP COM 03822W109 132 1600 SH DEFINED 01 02 1600
APPLIED MATERIALS, INC COM 038222105 4107 55600 SH DEFINED 01 02 03 04 05 55600
APPLIED POWER, INC (CLASS A) COM 038225108 57 2100 SH DEFINED 01 03 05 2100
APTARGROUP, INC COM 038336103 138 4600 SH DEFINED 01 02 03 04 05 4600
AQUA ALLIANCE, INC COM 038367108 22 22300 SH DEFINED 01 02 03 04 22300
ARCADIA FINANCIAL LTD COM 039101100 53 6800 SH DEFINED 01 6800
ARCH CHEMICALS, INC COM 03937R102 68 2800 SH DEFINED 01 05 2800
ARCH COAL, INC COM 039380100 29 2100 SH DEFINED 01 2100
ARCH COMMUNICATIONS GROUP, INC COM 039381504 6 700 SH DEFINED 01 700
ARCHER DANIELS MIDLAND CO COM 039483102 822 53243 SH DEFINED 01 02 04 05 53243
ARCHSTONE COMMUNITIES TRUST COM 039581103 211 9600 SH DEFINED 01 04 05 9600
ARCTIC CAT, INC COM 039670104 6 700 SH DEFINED 01 700
ARDEN REALTY GROUP, INC COM 039793104 268 10900 SH DEFINED 01 05 10900
ARMCO, INC COM 042170100 26 3900 SH DEFINED 01 02 3900
ARMSTRONG WORLD INDUSTRIES, IN COM 042476101 289 5000 SH DEFINED 01 02 04 05 5000
ARNOLD INDUSTRIES, INC COM 042595108 52 3400 SH DEFINED 01 3400
ARROW ELECTRONICS, INC COM 042735100 59 3100 SH DEFINED 01 04 05 3100
ARROW INTERNATIONAL, INC COM 042764100 13 500 SH DEFINED 01 03 500
ARTESYN TECHNOLOGIES, INC COM 043127109 109 4900 SH DEFINED 01 02 03 04 4900
ARVIN INDUSTRIES, INC COM 043339100 129 3400 SH DEFINED 01 05 3400
ASARCO, INC COM 043413103 122 6500 SH DEFINED 01 02 6500
ASCENT ENTERTAINMENT GROUP, IN COM 043628106 64 4522 SH DEFINED 01 4522
ASHLAND, INC COM 044204105 385 9600 SH DEFINED 01 02 04 05 9600
ASPECT DEVELOPMENT, INC COM 045234101 46 2500 SH DEFINED 01 02 03 2500
ASPECT TELECOMMUNICATIONS CORP COM 045237104 53 5400 SH DEFINED 01 02 04 5400
ASSOCIATED BANC-CORP COM 045487105 396 9540 SH DEFINED 01 04 05 9540
ASSOCIATED GROUP, INC (CLASS A COM 045651106 195 3000 SH DEFINED 01 04 05 3000
EXCITE AT HOME COM 045919107 476 8824 SH DEFINED 01 02 03 04 05 8824
@ENTERTAINMENT, INC COM 045920105 41 2200 SH DEFINED 01 03 2200
ASSOCIATES FIRST CAPITAL CORP COM 046008108 7852 177202 SH DEFINED 01 02 03 04 05 177202
ASTEC INDUSTRIES, INC COM 046224101 94 2300 SH DEFINED 01 03 2300
ASTORIA FINANCIAL CORP COM 046265104 213 4845 SH DEFINED 01 04 05 4845
ASYST TECHNOLOGIES, INC COM 04648X107 3 100 SH DEFINED 02 100
ATLANTIC RICHFIELD CO COM 048825103 2189 26200 SH DEFINED 01 02 04 05 26200
ATLAS AIR, INC COM 049164106 24 750 SH DEFINED 02 750
ATMEL CORP COM 049513104 807 30800 SH DEFINED 01 02 03 04 05 30800
ATMOS ENERGY CORP COM 049560105 29 1140 SH DEFINED 01 05 1140
ATWOOD OCEANICS, INC COM 050095108 22 700 SH DEFINED 01 700
AUTHENTIC FITNESS CORP COM 052661105 11 600 SH DEFINED 01 600
AUTODESK, INC COM 052769106 101 3400 SH DEFINED 01 02 05 3400
AUTOLIV, INC COM 052800109 196 6484 SH DEFINED 01 04 05 6484
AUTOMATIC DATA PROCESSING, INC COM 053015103 3192 72540 SH DEFINED 01 02 03 04 05 72540
AUTONATION, INC COM 05329W102 568 31900 SH DEFINED 01 02 03 04 05 31900
AUTOZONE, INC COM 053332102 410 13600 SH DEFINED 01 02 03 04 05 13600
AVALONBAY COMMUNITIES, INC COM 053484101 48 1300 SH DEFINED 01 04 1300
AVANT CORP COM 053487104 32 2500 SH DEFINED 01 02 03 2500
AVATAR HOLDINGS, INC COM 053494100 19 1000 SH DEFINED 01 1000
AVERY DENNISON CORP COM 053611109 809 13400 SH DEFINED 01 02 03 04 05 13400
AVIALL, INC COM 05366B102 4 200 SH DEFINED 01 200
AVID TECHNOLOGIES, INC COM 05367P100 52 3200 SH DEFINED 01 02 3200
AVIRON, INC COM 053762100 60 2100 SH DEFINED 01 03 2100
AVISTA CORP COM 05379B107 73 4500 SH DEFINED 01 05 4500
AVIS RENT A CAR, INC COM 053790101 70 2400 SH DEFINED 01 2400
AVNET, INC COM 053807103 42 900 SH DEFINED 01 04 900
AVON PRODUCTS, INC COM 054303102 1682 30300 SH DEFINED 01 02 03 04 05 30300
AXENT TECHNOLOGIES, INC COM 05459C108 20 1800 SH DEFINED 01 03 1800
AXYS PHARMACEUTICALS, INC COM 054635107 19 5500 SH DEFINED 01 02 03 5500
AZTEC TECHNOLOGY PARTNERS, INC COM 05480L101 2 1250 SH DEFINED 01 02 1250
AZTAR CORP COM 054802103 61 6600 SH DEFINED 01 6600
BB&T CORP COM 054937107 758 20648 SH DEFINED 01 02 04 05 20648
BEC ENERGY COM 05538M101 99 2400 SH DEFINED 01 2400
BHC COMMUNICATIONS, INC (CLASS COM 055448104 26 200 SH DEFINED 01 200
BISYS GROUP, INC COM 055472104 99 1700 SH DEFINED 01 02 03 1700
BJ'S WHOLESALE CLUB, INC COM 05548J106 186 6200 SH DEFINED 01 03 05 6200
BJ SERVICES CO COM 055482103 130 4400 SH DEFINED 01 04 4400
BMC INDUSTRIES, INC COM 055607105 48 4700 SH DEFINED 01 4700
BP AMOCO PLC (SPONS ADR) ADR 055622104 4341 40009 SH DEFINED 02 04 05 40009
BSB BANCORP, INC COM 055652101 27 1000 SH DEFINED 01 1000
BT FINANCIAL CORP COM 055763106 32 1300 SH DEFINED 01 1300
BMC SOFTWARE, INC COM 055921100 4624 85629 SH DEFINED 01 02 03 04 05 85629
BACOU U.S.A., INC COM 056439102 12 700 SH DEFINED 01 700
BAKER HUGHES, INC COM 057224107 1074 32065 SH DEFINED 01 02 03 04 05 32065
BALDOR ELECTRIC CO COM 057741100 15 766 SH DEFINED 01 04 766
BALDWIN & LYONS, INC (CLASS B) COM 057755209 45 1900 SH DEFINED 01 1900
BALL CORP COM 058498106 72 1711 SH DEFINED 01 02 04 1711
BALLY TOTAL FITNESS HOLDINGS C COM 05873K108 88 3100 SH DEFINED 01 03 3100
BANCFIRST CORP COM 05945F103 0 1 SH DEFINED 03 1
BANCFIRST OHIO CORP COM 059450106 25 1000 SH DEFINED 01 1000
BANCORPSOUTH, INC COM 059692103 141 7800 SH DEFINED 01 05 7800
BANCTEC, INC COM 059784108 16 900 SH DEFINED 01 900
BANCWEST CORP COM 059790105 149 4000 SH DEFINED 01 05 4000
BANDAG, INC COM 059815100 7 200 SH DEFINED 04 200
BANK OF AMERICA CORP COM 060505104 16973 231516 SH DEFINED 01 02 04 05 231516
BANK OF NEW YORK CO, INC COM 064057102 2308 62900 SH DEFINED 01 02 03 04 05 62900
BANK ONE CORP COM 06423A103 8003 134367 SH DEFINED 01 02 03 04 05 134367
BANK PLUS CORP COM 064446107 18 3300 SH DEFINED 01 3300
BANK UNITED CORP (CLASS A) COM 065412108 117 2900 SH DEFINED 01 04 2900
BANKATLANTIC BANCORP, INC (CLA COM 065908105 7 800 SH DEFINED 01 800
BANKBOSTON CORP COM 06605R106 2922 57163 SH DEFINED 01 02 04 05 57163
BANKNORTH GROUP, INC COM 06646L100 102 3100 SH DEFINED 01 03 04 3100
BANKUNITED FINANCIAL CORP (CLA COM 06652B103 11 1100 SH DEFINED 01 1100
BANTA CORP COM 066821109 103 4900 SH DEFINED 01 4900
BARD (C.R.), INC COM 067383109 182 3800 SH DEFINED 01 02 04 3800
BARNES & NOBLE, INC COM 067774109 123 4500 SH DEFINED 01 02 03 04 4500
BARNES GROUP, INC COM 067806109 11 500 SH DEFINED 02 500
BARNESANDNOBLE.COM, INC COM 067846105 27 1500 SH DEFINED 02 1500
BARRICK GOLD CORP COM 067901108 196 10100 SH DEFINED 02 10100
BARNETT, INC COM 068062108 5 700 SH DEFINED 01 700
BARR LABORATORIES, INC COM 068306109 8 200 SH DEFINED 02 200
BARRA, INC COM 068313105 3 100 SH DEFINED 01 100
BARRETT RESOURCES CORP COM 068480201 54 1400 SH DEFINED 01 02 03 1400
BATTLE MOUNTAIN GOLD CO COM 071593107 47 19400 SH DEFINED 01 02 03 19400
BAUSCH & LOMB, INC COM 071707103 344 4500 SH DEFINED 01 02 04 05 4500
BAXTER INTERNATIONAL, INC COM 071813109 3777 62307 SH DEFINED 01 02 03 04 05 62307
BAY VIEW CAPITAL CORP COM 07262L101 68 3300 SH DEFINED 01 3300
BE AEROSPACE, INC COM 073302101 15 800 SH DEFINED 01 05 800
BEA SYSTEMS, INC COM 073325102 140 4900 SH DEFINED 01 02 03 04 4900
BEAR STEARNS COS, INC COM 073902108 574 12285 SH DEFINED 01 02 04 05 12285
BECKMAN COULTER, INC COM 075811109 306 6300 SH DEFINED 01 02 03 04 05 6300
BECTON DICKINSON & CO COM 075887109 819 27300 SH DEFINED 01 02 03 04 05 27300
BED BATH & BEYOND, INC COM 075896100 497 12900 SH DEFINED 01 02 03 04 05 12900
BEDFORD PROPERTY INVESTORS, IN COM 076446301 70 3900 SH DEFINED 01 3900
BELCO OIL & GAS CORP COM 077410108 8 1200 SH DEFINED 01 1200
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