TEACHERS ADVISORS INC
13F-HR, 2000-05-10
Previous: BLUM CAPITAL PARTNERS LP, SC 13D/A, 2000-05-10
Next: DIMON INC, 10-Q, 2000-05-10



                                 UNITED STATES
                      SECURITIES AND EXCHANGE COMMISSION
                            Washington, D.C. 20549

                                    FORM 13F

                             FORM 13F COVER PAGE

Report for the Calendar Year or Quarter Ended: March 31, 2000

Check here if Amendment [   ]; Amendment Number:
This Amendment (Check only one.):
  [   ] is a restatement.
  [   ] adds new holdings entries.

Institutional Investment Manager Filing this Report:

Name:     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: Senior Managing Director
Phone: (212) 916-4021

Signature, Place and Date of Signing:

/s/ Richard Schlefer            New York, NY                May 9, 2000




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:  2,920

Form 13F Information Table Value Total:  $  3,209,724 (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     2876    44059 SH       DEFINED    02    04 05       44059
TOTAL FINA WTS 08/05/03                         F9212D142       15      486 SH       DEFINED 01                     486
ACE LTD                        COM              G0070K103     1648    72051 SH       DEFINED    02    04 05       72051
AMDOCS LTD                     COM              G02602103       17      225 SH       DEFINED 01    03 04            225
CHINA.COM CORP (CLASS A)       COM              G2108N109     1226    15135 SH       DEFINED    02    04 05       15135
FRUIT OF THE LOOM LTD (CLASS A COM              G3682L105        0      100 SH       DEFINED          04            100
GLOBAL CROSSING LTD            COM              G3921A100     1125    27470 SH       DEFINED 01 02 03 04 05       27470
TRANSOCEAN SEDCO FOREX, INC    COM              G90078109      430     8388 SH       DEFINED    02    04 05        8388
XL CAPITAL LTD                 COM              G98255105     1022    18455 SH       DEFINED    02    04 05       18455
GIGAMEDIA LTD                  COM              Y2711Y104       94     1730 SH       DEFINED    02    04 05        1730
AAR CORP                       COM              000361105        5      303 SH       DEFINED    02    04 05         303
ABC RAIL PRODUCTS CORP         COM              000752105       27     3140 SH       DEFINED 01 02    04 05        3140
ACTV, INC                      COM              00088E104      162     4626 SH       DEFINED 01 02 03 04 05        4626
ADC TELECOMMUNICATIONS, INC    COM              000886101     2694    49998 SH       DEFINED 01 02 03 04 05       49998
ABM INDUSTRIES, INC            COM              000957100       43     1819 SH       DEFINED    02 03 04 05        1819
ACT NETWORKS INC               COM              000975102        1      137 SH       DEFINED    02 03               137
AEP INDUSTRIES, INC            COM              001031103        0       13 SH       DEFINED    02                   13
AFLAC, INC                     COM              001055102     1544    33882 SH       DEFINED 01 02 03 04 05       33882
AGCO CORP                      COM              001084102       68     5937 SH       DEFINED 01 02    04 05        5937
AGL RESOURCES, INC             COM              001204106      156     8506 SH       DEFINED 01 02    04 05        8506
AHL SERVICES, INC              COM              001296102       11     1130 SH       DEFINED 01 02 03              1130
AES CORP                       COM              00130H105     1984    25198 SH       DEFINED 01 02 03 04 05       25198
AK STEEL HOLDINGS CORP         COM              001547108       28     2722 SH       DEFINED 01 02 03 04 05        2722
AMB PROPERTY CORP              COM              00163T109      104     4843 SH       DEFINED 01 02    04 05        4843
AMC ENTERTAINMENT, INC         COM              001669100       21     4118 SH       DEFINED 01 02 03 04 05        4118
AMFM, INC                      COM              001693100    11574   186306 SH       DEFINED 01 02 03 04 05      186306
AMLI RESIDENTIAL PROPERTIES TR COM              001735109       42     2055 SH       DEFINED 01 02    04 05        2055
AMR CORP                       COM              001765106     1060    33268 SH       DEFINED 01 02    04 05       33268
APAC CUSTOMER SERVICES, INC    COM              00185E106        4      500 SH       DEFINED 01                     500
AT & T CORP                    COM              001957109    38742   688753 SH       DEFINED 01 02 03 04 05      688753
AT & T CORP - LIBERTY MEDIA (C COM              001957208    23187   391342 SH       DEFINED 01 02 03 04 05      391342
A.S.V., INC                    COM              001963107        4      236 SH       DEFINED    02    04            236
ATMI, INC                      COM              00207R101       91     1899 SH       DEFINED 01 02 03 04 05        1899
AVT CORP                       COM              002420107       61     5142 SH       DEFINED 01 02 03 04 05        5142
AVX CORP                       COM              002444107      218     2881 SH       DEFINED 01 02    04 05        2881
AXA FINANCIAL, INC             COM              002451102      723    20166 SH       DEFINED 01 02    04 05       20166
AAMES FINANCIAL CORP           COM              00253A101        1     1500 SH       DEFINED 01                    1500
AARON RENTS, INC               COM              002535201       54     3567 SH       DEFINED 01 02 03 04 05        3567
ABBOTT LABORATORIES CO         COM              002824100     9029   256596 SH       DEFINED 01 02 03 04 05      256596
ABERCROMBIE & FITCH CO (CLASS  COM              002896207      218    13651 SH       DEFINED 01 02 03 04 05       13651
ABGENIX, INC                   COM              00339B107      202     1464 SH       DEFINED 01 02 03 04           1464
ABOUT.COM, INC                 COM              003736105       54      615 SH       DEFINED 01 02                  615
ACCEPTANCE INSURANCE COS, INC  COM              004308102        1      244 SH       DEFINED    02    04 05         244
ACCLAIM ENTERTAINMENT, INC     COM              004325205       24     7257 SH       DEFINED 01 02 03 04 05        7257
ACCREDO HEALTH, INC            COM              00437V104        1       18 SH       DEFINED    02                   18
ACKERLEY GROUP, INC            COM              004527107       32     2086 SH       DEFINED    02 03 04 05        2086
ACNEILSEN CORP                 COM              004833109      151     6708 SH       DEFINED 01 02 03 04 05        6708
ACTIVISION, INC                COM              004930202       22     1851 SH       DEFINED 01 02 03 04 05        1851
ACTION PERFORMANCE COS, INC    COM              004933107       27     2056 SH       DEFINED 01 02 03 04 05        2056
ACTEL CORP                     COM              004934105       81     2277 SH       DEFINED 01 02    04 05        2277
ACTUATE CORP                   COM              00508B102      175     3254 SH       DEFINED 01 02 03 04 05        3254
ACUSON CORP                    COM              005113105       79     5350 SH       DEFINED 01 02 03 04 05        5350
ACX TECHNOLOGIES, INC          COM              005123104        6     1453 SH       DEFINED 01 02       05        1453
ACXIOM CORP                    COM              005125109      291     8737 SH       DEFINED 01 02 03 04 05        8737
ADAPTIVE BROADBAND CORP        COM              00650M104      162     3036 SH       DEFINED 01 02 03 04 05        3036
ADAPTEC, INC                   COM              00651F108      609    15774 SH       DEFINED 01 02 03 04 05       15774
ADECCO S.A. ADR                ADR              006754105       53      599 SH       DEFINED 01 02    04 05         599
ADELPHIA BUSINESS SOLUTIONS, I COM              006847107      149     2410 SH       DEFINED 01 02 03 04 05        2410
ADELPHIA COMMUNICATIONS CORP ( COM              006848105      294     5997 SH       DEFINED 01 02 03 04 05        5997
ADMINSTAFF, INC                COM              007094105       13      334 SH       DEFINED 01 02 03               334
ADOBE SYSTEMS, INC             COM              00724F101     2292    20595 SH       DEFINED 01 02 03 04 05       20595
ADTRAN, INC                    COM              00738A106      160     2696 SH       DEFINED 01 02 03 04 05        2696
ADVANCE PARADIGM, INC          COM              007491103       25     2088 SH       DEFINED 01 02 03 04 05        2088
ADVANCED DIGITAL INFORMATION C COM              007525108      205     5996 SH       DEFINED 01 02 03 04 05        5996
ADVANCED LIGHTING TECHNOLOGIES COM              00753C102        4      200 SH       DEFINED 01                     200
ADVANCED FIBRE COMMUNICATIONS, COM              00754A105      615     9810 SH       DEFINED 01 02 03 04 05        9810
ADVANCED RADIO TELECOM CORP    COM              00754U101      130     3937 SH       DEFINED 01 02 03 04 05        3937
ADVANCED TISSUE SCIENCE, INC   COM              00755F103        2      300 SH       DEFINED 01                     300
ADVEST GROUP, INC              COM              007566102        8      428 SH       DEFINED 01 02                  428
ADVANTAGE LEARNING SYSTEMS, IN COM              00757K100       24     1432 SH       DEFINED    02 03              1432
ADVANTICA RESTAURANT GROUP, IN COM              00758B109        2     1323 SH       DEFINED 01 02       05        1323
ADVO, INC                      COM              007585102      112     4484 SH       DEFINED 01 02 03 04 05        4484
AERIAL COMMUNICATIONS, INC     COM              007655103      157     2769 SH       DEFINED 01 02 03 04 05        2769
AEROFLEX, INC                  COM              007768104      113     2285 SH       DEFINED 01 02 03 04 05        2285
ADVANCED MICRO DEVICES, INC    COM              007903107     1235    21641 SH       DEFINED 01 02 03 04 05       21641
AEGON NV ARS                   ADR              007924103       65      804 SH       DEFINED    02    04 05         804
ADVANTA CORP (CLASS A)         COM              007942105       75     3671 SH       DEFINED 01 02    04 05        3671
ADVANCED ENERGY INDUSTRIES, IN COM              007973100       84     1639 SH       DEFINED 01 02 03              1639
ADVENT SOFTWARE, INC           COM              007974108      173     3782 SH       DEFINED 01 02 03 04 05        3782
AETHER SYSTEMS, INC            COM              00808V105     4410    24300 SH       DEFINED    02    04 05       24300
AETNA, INC                     COM              008117103      931    16724 SH       DEFINED 01 02    04 05       16724
AFFILIATED COMPUTER SERVICES,I COM              008190100      240     6310 SH       DEFINED 01 02 03 04 05        6310
AFFILIATED MANAGERS GROUP, INC COM              008252108      230     4837 SH       DEFINED 01 02 03 04 05        4837
AFFYMETRIX, INC                COM              00826T108      368     2477 SH       DEFINED 01 02 03 04 05        2477
AFTERMARKET TECHNOLOGY CORP    COM              008318107       14     1150 SH       DEFINED 01 02    04 05        1150
AGRIBRANDS INTERNATIONAL, INC  COM              00849R105       79     2009 SH       DEFINED 01 02       05        2009
AIR PRODUCTS & CHEMICALS, INC  COM              009158106      788    27715 SH       DEFINED 01 02    04 05       27715
AIRBORNE FREIGHT CORP          COM              009266107       13      557 SH       DEFINED    02    04 05         557
AIRGAS, INC                    COM              009363102       55     6558 SH       DEFINED 01 02 03 04 05        6558
AIRNET SYSTEMS, INC            COM              009417106        5     1000 SH       DEFINED 01                    1000
AIRTRAN HOLDINGS, INC          COM              00949P108       39     8927 SH       DEFINED 01 02 03 04 05        8927
ALABAMA NATIONAL BANCORP       COM              010317105        4      236 SH       DEFINED    02                  236
ALARIS MEDICAL, INC            COM              011637105        1      247 SH       DEFINED    02 03    05         247
ALASKA AIR GROUP, INC          COM              011659109       81     2693 SH       DEFINED 01 02    04 05        2693
ALBANY INTERNATIONAL CORP (CLA COM              012348108       49     3278 SH       DEFINED 01 02    04 05        3278
ALBANY MOLECULAR RESEARCH, INC COM              012423109       13      223 SH       DEFINED    02                  223
ALBEMARLE CORP                 COM              012653101       74     3579 SH       DEFINED 01 02    04 05        3579
ALBERTO CULVER CO (CLASS B)    COM              013068101      142     5962 SH       DEFINED 01 02    04 05        5962
ALBERTSON'S, INC               COM              013104104     1811    58418 SH       DEFINED 01 02 03 04 05       58418
ALCAN ALUMINIUM CO LTD (U.S.)  COM              013716105      200     5917 SH       DEFINED    02    04 05        5917
ALCOA, INC                     COM              013817101     6422    91419 SH       DEFINED 01 02    04 05       91419
ALEXANDER & BALDWIN, INC       COM              014482103       16      762 SH       DEFINED 01 02    04 05         762
ALEXANDER'S, INC               COM              014752109        6      100 SH       DEFINED    02                  100
ALEXANDRIA REAL ESTATE EQUITIE COM              015271109       16      544 SH       DEFINED    02    04 05         544
ALFA CORP                      COM              015385107       19     1090 SH       DEFINED 01 02    04 05        1090
ALGOS PHARMACEUTICAL CORP      COM              015869100       13      888 SH       DEFINED 01 02 03 04 05         888
ALKERMES, INC                  COM              01642T108      319     3451 SH       DEFINED 01 02 03 04 05        3451
ALLAIRE CORP                   COM              016714107      132     1750 SH       DEFINED 01 02 03 04 05        1750
ALLEGHANY CORP (DELAWARE)      COM              017175100      120      640 SH       DEFINED 01 02                  640
ALLEGHENY ENERGY, INC          COM              017361106      404    14644 SH       DEFINED 01 02    04 05       14644
ALLEGHENY TECHNOLOGIES, INC    COM              01741R102      214    10655 SH       DEFINED 01 02    04 05       10655
ALLEGIANCE TELECOM, INC        COM              01747T102     1081    13408 SH       DEFINED 01 02 03 04 05       13408
ALLEN TELECOM, INC             COM              018091108       27     1704 SH       DEFINED 01 02    04 05        1704
ALLERGAN, INC                  COM              018490102     1207    24130 SH       DEFINED 01 02 03 04 05       24130
ALLERGAN SPECIALTY THERAPEUTIC COM              018494104        2      135 SH       DEFINED 01 02                  135
ALLIANCE BANCORP               COM              01852J105        1       39 SH       DEFINED    02                   39
ALLIANCE SEMICONDUCTOR CORP    COM              01877H100       75     3492 SH       DEFINED 01 02    04 05        3492
ALLIANT ENERGY CORP            COM              018802108      115     3776 SH       DEFINED 01 02    04 05        3776
ALLIANT TECHSYSTEMS, INC       COM              018804104       55      932 SH       DEFINED 01 02                  932
ALLIED CAPITAL CORP            COM              01903Q108      106     6059 SH       DEFINED 01 02 03 04 05        6059
ALLIED WASTE INDUSTRIES, INC   COM              019589308      200    30538 SH       DEFINED 01 02 03 04 05       30538
ALLMERICA FINANCIAL CORP       COM              019754100      327     6404 SH       DEFINED 01 02    04 05        6404
ALLSTATE CORP                  COM              020002101     2596   109015 SH       DEFINED 01 02    04 05      109015
ALLTEL CORP                    COM              020039103     2706    42904 SH       DEFINED 01 02 03 04 05       42904
ALLTRISTA CORP                 COM              020040101        7      325 SH       DEFINED 01 02                  325
ALPHA INDUSTRIES, INC          COM              020753109      225     2373 SH       DEFINED 01 02 03 04 05        2373
ALPHARMA, INC (CLASS A)        COM              020813101      122     3323 SH       DEFINED 01 02 03 04 05        3323
ALPINE GROUP, INC              COM              020825105       42     4650 SH       DEFINED 01 02 03 04 05        4650
ALTERA CORP                    COM              021441100     2259    25308 SH       DEFINED 01 02 03 04 05       25308
ALTERRA HEALTHCARE CORP        COM              02146C104        2      583 SH       DEFINED    02 03    05         583
ALZA CORP                      COM              022615108      493    13133 SH       DEFINED 01 02 03 04 05       13133
AMAZON.COM, INC                COM              023135106     1655    24701 SH       DEFINED 01 02 03 04 05       24701
AMBAC FINANCIAL GROUP, INC     COM              023139108      434     8613 SH       DEFINED 01 02    04 05        8613
AMCOL INTERNATIONAL CORP       COM              02341W103      145     9401 SH       DEFINED 01 02 03 04 05        9401
AMERADA HESS CORP              COM              023551104      782    12095 SH       DEFINED 01 02    04 05       12095
AMERCO                         COM              023586100       12      632 SH       DEFINED 01 02    04            632
AMEREN CORP                    COM              023608102      442    14299 SH       DEFINED 01 02    04 05       14299
AMERICA ONLINE, INC            COM              02364J104    28696   426708 SH       DEFINED 01 02 03 04 05      426708
AMERICA WEST HOLDINGS CORP (CL COM              023657208       62     4024 SH       DEFINED 01 02    04 05        4024
AMERICAN ANNUITY GROUP, INC    COM              023840101        5      330 SH       DEFINED 01 02                  330
AMCORE FINANCIAL, INC          COM              023912108       89     5006 SH       DEFINED 01 02    04 05        5006
AMERICAN AXLE & MANUFACTURE HO COM              024061103        9      636 SH       DEFINED    02                  636
AMERICAN CLASSIC VOYAGES CO    COM              024928103       54     2133 SH       DEFINED 01 02 03              2133
AMERICAN EAGLE OUTFITTERS, INC COM              02553E106      138     3629 SH       DEFINED 01 02 03 04 05        3629
AMERICAN ELECTRIC POWER CO, IN COM              025537101     2684    90043 SH       DEFINED 01 02    04 05       90043
AMERICAN EXPRESS CO            COM              025816109    10600    71174 SH       DEFINED 01 02 03 04 05       71174
AMERICAN FINANCIAL GROUP, INC  COM              025932104       93     3243 SH       DEFINED 01 02    04 05        3243
AMERICAN FREIGHTWAYS CORP      COM              02629V108       52     3481 SH       DEFINED 01 02 03 04 05        3481
AMERICAN GENERAL CORP          COM              026351106     1998    35598 SH       DEFINED 01 02    04 05       35598
AMERICAN GREETINGS CORP (CLASS COM              026375105      105     5774 SH       DEFINED 01 02    04 05        5774
AMERICAN HOME PRODUCTS CORP    COM              026609107    22325   416321 SH       DEFINED 01 02 03 04 05      416321
AMERICAN INDUSTRIAL PROPERTIES COM              026791202        7      567 SH       DEFINED    02    04 05         567
AMERICAN INTERNATIONAL GROUP,  COM              026874107    24554   224234 SH       DEFINED 01 02 03 04 05      224234
AMERICAN ITALIAN PASTA CO (CLA COM              027070101       73     2984 SH       DEFINED 01 02 03 04 05        2984
AMERICAN MANAGEMENT SYSTEMS, I COM              027352103      358     8163 SH       DEFINED 01 02 03 04 05        8163
MOTIENT CORP                   COM              02755R103      108     4485 SH       DEFINED 01 02 03 04 05        4485
AMERICAN NATIONAL CAN GROUP, I COM              027714104     1635   124561 SH       DEFINED    02    04 05      124561
AMERICAN NATIONAL INSURANCE CO COM              028591105       31      539 SH       DEFINED 01 02                  539
AMERICAN RETIREMENT CORP       COM              028913101        2      265 SH       DEFINED    02 03    05         265
AMERICAN POWER CONVERSION CORP COM              029066107      723    16864 SH       DEFINED 01 02 03 04 05       16864
AMERICAN STANDARD COS, INC     COM              029712106      289     7819 SH       DEFINED 01 02    04 05        7819
AMERICAN STATES WATER CO       COM              029899101        1       34 SH       DEFINED    02                   34
AMERICAN TOWER SYSTEMS (CLASS  COM              029912201     4620    93579 SH       DEFINED 01 02 03 04 05       93579
AMERICAN SUPERCONDUCTOR CORP   COM              030111108      130     2913 SH       DEFINED 01 02 03 04 05        2913
AMERICAN WATER WORKS CO, INC   COM              030411102       81     3417 SH       DEFINED 01 02    04 05        3417
AMERICAN WOODMARK CORP         COM              030506109        2      118 SH       DEFINED    02                  118
AMERICAN XTAL TECHNOLOGY, INC  COM              030514103       64     1971 SH       DEFINED 01 02 03 04 05        1971
AMERICREDIT CORP               COM              03060R101      160     9836 SH       DEFINED 01 02 03 04 05        9836
AMERIPATH, INC                 COM              03071D109       23     2858 SH       DEFINED 01 02    04 05        2858
AMERISOURCE HEALTH CORP (CLASS COM              03071P102      109     7278 SH       DEFINED 01 02 03 04 05        7278
AMERON INTERNATIONAL CORP      COM              030710107        4      100 SH       DEFINED 01                     100
AMERITRADE HOLDINGS CORP (CLAS COM              03072H109      187     8930 SH       DEFINED 01 02 03 04 05        8930
AMERUS LIFE HOLDINGS, INC (CLA COM              030732101       52     2857 SH       DEFINED 01 02    04 05        2857
AMES DEPARTMENT STORES, INC    COM              030789507       65     2660 SH       DEFINED 01 02 03 04 05        2660
AMETEK, INC                    COM              031100100      166     8601 SH       DEFINED 01 02 03 04 05        8601
AMF BOWLING, INC               COM              03113V109       35    16299 SH       DEFINED 01 02    04 05       16299
AMGEN, INC                     COM              031162100    17752   289239 SH       DEFINED 01 02 03 04 05      289239
AMKOR TECHNOLOGY, INC          COM              031652100      699    13171 SH       DEFINED 01 02 03 04 05       13171
AMRESCO, INC                   COM              031909104        1      484 SH       DEFINED    02    04 05         484
AMPEX CORP (CLASS A)           COM              032092108        4     1331 SH       DEFINED    02 03 04 05        1331
AMPHENOL CORP (CLASS A)        COM              032095101      258     2519 SH       DEFINED 01 02 03 04 05        2519
AMSOUTH BANCORP                COM              032165102      796    53284 SH       DEFINED 01 02    04 05       53284
AMTRAN, INC                    COM              03234G106        0       13 SH       DEFINED    02                   13
ANACOMP, INC                   COM              032371106       40     2582 SH       DEFINED 01 02 03 04 05        2582
ANADARKO PETROLEUM CORP        COM              032511107      744    19237 SH       DEFINED 01 02 03 04 05       19237
ANADIGICS, INC                 COM              032515108      265     4014 SH       DEFINED 01 02 03 04 05        4014
ANALOG DEVICES, INC            COM              032654105    19145   237640 SH       DEFINED 01 02 03 04 05      237640
ANALOGIC CORP                  COM              032657207        1       23 SH       DEFINED    02                   23
ANALYSTS INTERNATIONAL CORP    COM              032681108       68     6930 SH       DEFINED 01 02 03 04 05        6930
ANCHOR BANCORP WISCONSIN, INC  COM              032839102        5      285 SH       DEFINED    02    04 05         285
ANCHOR FINANCIAL CORP          COM              033036104        7      230 SH       DEFINED    02 03               230
ANCHOR GAMING CO               COM              033037102       84     2227 SH       DEFINED 01 02                 2227
ANCOR COMMUNICATIONS, INC      COM              03332K108      147     3571 SH       DEFINED 01 02 03 04 05        3571
ANDOVER BANCORP, INC           COM              034258103        1       25 SH       DEFINED    02                   25
ANDREW CORP                    COM              034425108      286    12513 SH       DEFINED 01 02 03 04 05       12513
ANDRX CORP                     COM              034551101      321     2777 SH       DEFINED 01 02 03 04 05        2777
ANESTA CORP                    COM              034603100        9      688 SH       DEFINED    02 03 04 05         688
ANHEUSER-BUSCH COS, INC        COM              035229103     5645    90689 SH       DEFINED 01 02 03 04 05       90689
ANICOM, INC                    COM              035250109       30     4885 SH       DEFINED 01 02 03 04 05        4885
ANIXTER INTERNATIONAL, INC     COM              035290105       25      880 SH       DEFINED 01 02    04 05         880
ANN TAYLOR STORES CORP         COM              036115103       42     1832 SH       DEFINED 01 02 03 04 05        1832
ANTEC CORP                     COM              03664P105       83     1850 SH       DEFINED 01 02 03 04 05        1850
ANSWERTHINK CONSULTING GROUP   COM              036916104      104     4270 SH       DEFINED 01 02 03 04 05        4270
AON CORP                       COM              037389103      729    22620 SH       DEFINED 01 02    04 05       22620
APACHE CORP                    COM              037411105     3063    61562 SH       DEFINED 01 02 03 04 05       61562
APARTMENT INVESTMENT & MANAGEM COM              03748R101      340     8896 SH       DEFINED 01 02    04 05        8896
APEX, INC                      COM              037548104       89     2385 SH       DEFINED 01 02 03 04 05        2385
APOGEE ENTERPRISES, INC        COM              037598109        7     1874 SH       DEFINED 01 02 03 04 05        1874
APOLLO GROUP, INC (CLASS A)    COM              037604105      305    10805 SH       DEFINED 01 02 03 04 05       10805
APPLE COMPUTER, INC            COM              037833100     2778    20453 SH       DEFINED 01 02 03 04 05       20453
APPLEBEE'S INTERNATIONAL, INC  COM              037899101      170     6042 SH       DEFINED 01 02 03 04 05        6042
APRIA HEALTHCARE GROUP, INC    COM              037933108       72     4982 SH       DEFINED 01 02    04 05        4982
APPLIED GRAPHICS TECHNOLOGIES, COM              037937109        2      261 SH       DEFINED    02    04 05         261
APPLIED ANALYTICAL INDUSTRIES, COM              037939105        6      537 SH       DEFINED    02    04            537
APPLIED INDUSTRIAL TECHNOLOGIE COM              03820C105       17     1079 SH       DEFINED 01 02    04 05        1079
APPLIED MAGNETICS CORP         COM              038213104        0      800 SH       DEFINED 01                     800
APPLIED MICRO CIRCUITS CORP    COM              03822W109    13433    89516 SH       DEFINED 01 02 03 04 05       89516
APPLIED MATERIALS, INC         COM              038222105    13033   138282 SH       DEFINED 01 02 03 04 05      138282
APPLIED POWER, INC (CLASS A)   COM              038225108      124     4336 SH       DEFINED 01 02 03 04 05        4336
APPLIEDTHEORY CORP             COM              03828R104       11      518 SH       DEFINED 01 02                  518
APTARGROUP, INC                COM              038336103      118     4419 SH       DEFINED 01 02    04 05        4419
ARCADIA FINANCIAL LTD          COM              039101100       36     7149 SH       DEFINED 01 02    04 05        7149
ARCH CHEMICALS, INC            COM              03937R102       59     2959 SH       DEFINED 01 02    04 05        2959
ARCH COAL, INC                 COM              039380100       30     4347 SH       DEFINED 01 02    04 05        4347
ARCHER DANIELS MIDLAND CO      COM              039483102      859    82818 SH       DEFINED 01 02    04 05       82818
ARCHSTONE COMMUNITIES TRUST    COM              039581103      292    14625 SH       DEFINED 01 02    04 05       14625
ARCTIC CAT, INC                COM              039670104       10      932 SH       DEFINED 01 02    04 05         932
ARDEN REALTY GROUP, INC        COM              039793104      221    10606 SH       DEFINED 01 02    04 05       10606
AREA BANCSHARES CORP           COM              039872106        4      188 SH       DEFINED    02    04 05         188
ARGONAUT GROUP, INC            COM              040157109        4      221 SH       DEFINED    02    04 05         221
ARGOSY GAMING CORP             COM              040228108       59     4123 SH       DEFINED 01 02 03 04 05        4123
ARGUSS HOLDINGS, INC           COM              040282105       43     1941 SH       DEFINED    02 03    05        1941
ARMSTRONG HOLDINGS, INC        COM              042476101      121     6749 SH       DEFINED 01 02    04 05        6749
ARNOLD INDUSTRIES, INC         COM              042595108       54     4206 SH       DEFINED 01 02    04 05        4206
ARROW ELECTRONICS, INC         COM              042735100      363    10305 SH       DEFINED 01 02    04 05       10305
ARROW INTERNATIONAL, INC       COM              042764100       47     1484 SH       DEFINED 01 02    04 05        1484
ARTESYN TECHNOLOGIES, INC      COM              043127109      135     7109 SH       DEFINED 01 02 03 04 05        7109
ARVIN INDUSTRIES, INC          COM              043339100       99     4397 SH       DEFINED 01 02    04 05        4397
ASHLAND, INC                   COM              044204105      297     8893 SH       DEFINED 01 02    04 05        8893
ASHTON TECHNOLOGY GROUP, INC   COM              045084100       29     3383 SH       DEFINED 01 02 03 04 05        3383
ASIAINFO HOLDINGS, INC         COM              04518A104       59      979 SH       DEFINED    02    04 05         979
ASPECT TELECOMMUNICATIONS CORP COM              04523Q102      242     6529 SH       DEFINED 01 02 03 04 05        6529
ASPECT DEVELOPMENT, INC        COM              045234101      410     6372 SH       DEFINED 01 02 03 04 05        6372
ASPEN TECHNOLOGY, INC          COM              045327103      115     2845 SH       DEFINED 01 02 03 04 05        2845
ASSOCIATED BANC-CORP           COM              045487105      296     9910 SH       DEFINED 01 02    04 05        9910
ASSOCIATED ESTATES REALTY CORP COM              045604105        2      262 SH       DEFINED    02    04 05         262
EXCITE AT HOME                 COM              045919107      638    19382 SH       DEFINED 01 02 03 04 05       19382
ASSOCIATES FIRST CAPITAL CORP  COM              046008108     3130   145993 SH       DEFINED 01 02 03 04 05      145993
ASTEC INDUSTRIES, INC          COM              046224101       83     3107 SH       DEFINED 01 02 03 04 05        3107
ASTORIA FINANCIAL CORP         COM              046265104      152     5345 SH       DEFINED 01 02    04 05        5345
ASYST TECHNOLOGIES, INC        COM              04648X107      302     5163 SH       DEFINED 01 02 03 04 05        5163
ATLANTIC COAST AIRLINES HOLDIN COM              048396105        7      284 SH       DEFINED    02 03 04 05         284
ATLANTIC RICHFIELD CO          COM              048825103     3063    36039 SH       DEFINED 01 02    04 05       36039
ATLAS AIR, INC                 COM              049164106       59     2153 SH       DEFINED 01 02 03 04 05        2153
ATMEL CORP                     COM              049513104     4116    79720 SH       DEFINED 01 02 03 04 05       79720
ATMOS ENERGY CORP              COM              049560105       25     1512 SH       DEFINED 01 02    04 05        1512
ATWOOD OCEANICS, INC           COM              050095108      115     1740 SH       DEFINED 01 02 03    05        1740
AURORA FOODS, INC              COM              05164B106        0      166 SH       DEFINED    02       05         166
AUSPEX SYSTEMS, INC            COM              052116100       39     3554 SH       DEFINED 01 02 03 04 05        3554
AUTOBYTEL.COM, INC             COM              05275N106        7      832 SH       DEFINED 01 02 03               832
AUTODESK, INC                  COM              052769106      468    10295 SH       DEFINED 01 02 03 04 05       10295
AUTOLIV, INC                   COM              052800109      178     5933 SH       DEFINED 01 02    04 05        5933
AUTOMATIC DATA PROCESSING, INC COM              053015103     5463   113218 SH       DEFINED 01 02 03 04 05      113218
AUTONATION, INC                COM              05329W102      310    39055 SH       DEFINED 01 02 03 04 05       39055
AUTOWEB.COM, INC               COM              053331104       10     1325 SH       DEFINED 01 02 03              1325
AUTOZONE, INC                  COM              053332102      534    19245 SH       DEFINED 01 02 03 04 05       19245
AVADO BRANDS, INC              COM              05336P108        4     1565 SH       DEFINED    02                 1565
AVALONBAY COMMUNITIES, INC     COM              053484101      135     3683 SH       DEFINED 01 02    04 05        3683
AVANT CORP                     COM              053487104       61     4917 SH       DEFINED 01 02 03 04 05        4917
AVATAR HOLDINGS, INC           COM              053494100        2      100 SH       DEFINED 01                     100
AVERY DENNISON CORP            COM              053611109     1114    18239 SH       DEFINED 01 02 03 04 05       18239
AVIALL, INC                    COM              05366B102        4      434 SH       DEFINED 01 02    04 05         434
AVID TECHNOLOGIES, INC         COM              05367P100       73     4084 SH       DEFINED 01 02 03 04 05        4084
AVIATION SALES CO              COM              053672101       24     3843 SH       DEFINED    02 03    05        3843
AVIRON, INC                    COM              053762100       78     2799 SH       DEFINED 01 02 03 04 05        2799
AVISTA CORP                    COM              05379B107       46     1138 SH       DEFINED 01 02    04 05        1138
AVIS GROUP HOLDINGS, INC       COM              053790101       47     2683 SH       DEFINED 01 02    04 05        2683
AVNET, INC                     COM              053807103      251     3979 SH       DEFINED 01 02    04 05        3979
AVON PRODUCTS, INC             COM              054303102     1369    47089 SH       DEFINED 01 02 03 04 05       47089
AWARE, INC                     COM              05453N100       79     1969 SH       DEFINED 01 02 03 04 05        1969
AXENT TECHNOLOGIES, INC        COM              05459C108       86     4575 SH       DEFINED 01 02 03 04 05        4575
AZTEC TECHNOLOGY PARTNERS, INC COM              05480L101        0       50 SH       DEFINED 01 02                   50
AZTAR CORP                     COM              054802103       87     9150 SH       DEFINED 01 02    04 05        9150
BB&T CORP                      COM              054937107     1173    41799 SH       DEFINED 01 02    04 05       41799
BHC COMMUNICATIONS, INC (CLASS COM              055448104       65      417 SH       DEFINED 01 02                  417
BISYS GROUP, INC               COM              055472104      211     3171 SH       DEFINED 01 02 03 04 05        3171
BJ'S WHOLESALE CLUB, INC       COM              05548J106      259     6711 SH       DEFINED 01 02 03 04 05        6711
BJ SERVICES CO                 COM              055482103      621     8402 SH       DEFINED 01 02    04 05        8402
BMC INDUSTRIES, INC            COM              055607105       49     8703 SH       DEFINED 01 02 03 04 05        8703
BOK FINANCIAL CORP             COM              05561Q201        3      188 SH       DEFINED    02    04 05         188
BP AMOCO PLC (SPONS ADR)       ADR              055622104     1312    24719 SH       DEFINED    02    04 05       24719
BRE PROPERTIES, INC (CLASS A)  COM              05564E106       14      527 SH       DEFINED    02    04 05         527
BSB BANCORP, INC               COM              055652101       22     1031 SH       DEFINED 01 02                 1031
BT FINANCIAL CORP              COM              055763106       20     1272 SH       DEFINED 01 02    04 05        1272
BMC SOFTWARE, INC              COM              055921100     9143   185173 SH       DEFINED 01 02 03 04 05      185173
BACOU U.S.A., INC              COM              056439102       11      718 SH       DEFINED 01 02                  718
BAKER HUGHES, INC              COM              057224107     3424   113203 SH       DEFINED 01 02 03 04 05      113203
BALDOR ELECTRIC CO             COM              057741100       44     2444 SH       DEFINED    02    04 05        2444
BALDWIN & LYONS, INC (CLASS B) COM              057755209       41     2096 SH       DEFINED 01 02    04 05        2096
BALL CORP                      COM              058498106       64     1840 SH       DEFINED 01 02    04 05        1840
BALLY TOTAL FITNESS HOLDINGS C COM              05873K108      101     4140 SH       DEFINED 01 02 03 04 05        4140
BANCFIRST CORP                 COM              05945F103       19      716 SH       DEFINED 01 02 03    05         716
BANCFIRST OHIO CORP            COM              059450106       22     1025 SH       DEFINED 01 02                 1025
SANTANDER BANCORP              COM              059646109        0       31 SH       DEFINED    02                   31
BANCORPSOUTH, INC              COM              059692103      135     8219 SH       DEFINED 01 02    04 05        8219
BANCWEST CORP                  COM              059790105      178     8990 SH       DEFINED 01 02    04 05        8990
BANDAG, INC                    COM              059815100       29     1282 SH       DEFINED 01 02    04 05        1282
BANK OF AMERICA CORP           COM              060505104    15863   302517 SH       DEFINED 01 02    04 05      302517
BANK OF GRANITE CORP           COM              062401104        8      384 SH       DEFINED    02 03 04            384
BANK OF NEW YORK CO, INC       COM              064057102     4063    97754 SH       DEFINED 01 02    04 05       97754
BANK ONE CORP                  COM              06423A103     5003   145531 SH       DEFINED 01 02    04 05      145531
BANK UNITED CORP (CLASS A)     COM              065412108      102     3222 SH       DEFINED 01 02    04 05        3222
BANKATLANTIC BANCORP, INC (CLA COM              065908105        7     1260 SH       DEFINED 01 02    04 05        1260
BANKATLANTIC BANCORP, INC (CLA COM              065908501        0      120 SH       DEFINED 01                     120
BANKNORTH GROUP, INC           COM              06646L100       85     3188 SH       DEFINED 01 02    04 05        3188
BANKUNITED FINANCIAL CORP (CLA COM              06652B103        1      100 SH       DEFINED 01                     100
BANTA CORP                     COM              066821109       86     4700 SH       DEFINED 01 02    04 05        4700
BANYAN SYSTEMS, INC            COM              066908104       52     2953 SH       DEFINED 01 02 03 04 05        2953
BARD (C.R.), INC               COM              067383109      278     7194 SH       DEFINED 01 02    04 05        7194
BARNES & NOBLE, INC            COM              067774109      146     6357 SH       DEFINED 01 02 03 04 05        6357
BARNES GROUP, INC              COM              067806109       11      725 SH       DEFINED    02    04 05         725
BARNESANDNOBLE.COM, INC        COM              067846105       19     2065 SH       DEFINED 01 02 03 04 05        2065
BARRICK GOLD CORP (U.S.)       COM              067901108      157    10035 SH       DEFINED    02    04 05       10035
BARNETT, INC                   COM              068062108        8      700 SH       DEFINED 01                     700
BARR LABORATORIES, INC         COM              068306109       46     1097 SH       DEFINED 01 02 03 04 05        1097
BARRA, INC                     COM              068313105       40     1182 SH       DEFINED 01 02 03 04 05        1182
BARRETT RESOURCES CORP         COM              068480201      104     3479 SH       DEFINED 01 02 03 04 05        3479
BASIN EXPLORATION, INC         COM              070107107       21     1405 SH       DEFINED 01 02 03 04 05        1405
BASSETT FURNITURE INDUSTRIES,  COM              070203104        3      189 SH       DEFINED    02    04 05         189
BATTLE MOUNTAIN GOLD CO        COM              071593107       43    22117 SH       DEFINED 01 02 03 04 05       22117
BAUSCH & LOMB, INC             COM              071707103      573    10973 SH       DEFINED 01 02 03 04 05       10973
BAXTER INTERNATIONAL, INC      COM              071813109     5501    87758 SH       DEFINED 01 02 03 04 05       87758
BAY VIEW CAPITAL CORP          COM              07262L101       26     3483 SH       DEFINED 01 02    04           3483
BE AEROSPACE, INC              COM              073302101        8     1321 SH       DEFINED 01 02 03 04 05        1321
BEA SYSTEMS, INC               COM              073325102     1604    21857 SH       DEFINED 01 02 03 04 05       21857
BEAR STEARNS COS, INC          COM              073902108      716    15701 SH       DEFINED 01 02    04 05       15701
BEBE STORES, INC               COM              075571109        3      210 SH       DEFINED    02 03               210
BECKMAN COULTER, INC           COM              075811109      319     4969 SH       DEFINED 01 02 03 04 05        4969
BECTON DICKINSON & CO          COM              075887109     1074    40824 SH       DEFINED 01 02 03 04 05       40824
BED BATH & BEYOND, INC         COM              075896100      759    19264 SH       DEFINED 01 02 03 04 05       19264
BEDFORD PROPERTY INVESTORS, IN COM              076446301       67     4177 SH       DEFINED 01 02    04 05        4177
BELCO OIL & GAS CORP           COM              077410108       13     1235 SH       DEFINED 01 02                 1235
BELDEN, INC                    COM              077459105      102     3692 SH       DEFINED 01 02    04 05        3692
BELL & HOWELL CO               COM              077852101      110     3509 SH       DEFINED 01 02 03 04 05        3509
BELL ATLANTIC CORP             COM              077853109    12249   200391 SH       DEFINED 01 02    04 05      200391
BELLSOUTH CORP                 COM              079860102    11500   244674 SH       DEFINED 01 02    04 05      244674
BELO (A.H.) CORP SERIES A      COM              080555105      251    14065 SH       DEFINED 01 02    04 05       14065
BEMIS, INC                     COM              081437105      139     3775 SH       DEFINED 01 02    04 05        3775
BENCHMARK ELECTRONICS, INC     COM              08160H101       65     1769 SH       DEFINED 01 02 03 04 05        1769
BERGEN BRUNSWIG CORP (CLASS A) COM              083739102      109    16086 SH       DEFINED 01 02 03 04 05       16086
BERINGER WINE ESTATES HLDNGS,  COM              084102102      107     2984 SH       DEFINED 01 02 03 04 05        2984
BERKLEY (W.R.) CORP            COM              084423102       13      574 SH       DEFINED 01 02    04 05         574
BERKSHIRE HATHAWAY, INC (CLASS COM              084670207      115       63 SH       DEFINED    02                   63
BERLITZ INTERNATIONAL, INC     COM              08520F100        0       10 SH       DEFINED    02                   10
BERRY PETROLEUM CO (CLASS A)   COM              085789105       24     1382 SH       DEFINED    02 03 04 05        1382
BEST BUY, INC                  COM              086516101     2418    28119 SH       DEFINED 01 02 03 04 05       28119
BESTFOODS, INC                 COM              08658U101     1942    41495 SH       DEFINED 01 02 03 04 05       41495
BETHLEHEM STEEL CORP           COM              087509105       90    14979 SH       DEFINED 01 02    04 05       14979
BEVERLY ENTERPRISES, INC       COM              087851309       49    13391 SH       DEFINED 01 02    04 05       13391
BEYOND.COM CORP                COM              08860E101       12     2736 SH       DEFINED 01 02 03 04 05        2736
BILLING CONCEPTS CORP          COM              090063108       12     1741 SH       DEFINED    02 03 04 05        1741
BINDLEY WESTERN INDUSTRIES, IN COM              090324104       52     3852 SH       DEFINED 01 02 03 04 05        3852
BINDVIEW DEVELOPMENT CORP      COM              090327107      124     4008 SH       DEFINED 01 02 03 04 05        4008
BIO-RAD LABORATORIES, INC (CLA COM              090572207       12      432 SH       DEFINED 01 02                  432
BIO-TECHNOLOGY GENERAL CORP    COM              090578105       95     6120 SH       DEFINED 01 02 03 04 05        6120
BIOGEN, INC                    COM              090597105     1721    24625 SH       DEFINED 01 02 03 04 05       24625
BIOMATRIX, INC                 COM              09060P102       69     2707 SH       DEFINED 01 02 03 04 05        2707
BIOMET, INC                    COM              090613100      660    18146 SH       DEFINED 01 02 03 04 05       18146
BIOVAIL CORP INTERNATIONAL     COM              09067J109        0       10 SH       DEFINED       03                10
BIRMINGHAM STEEL CORP          COM              091250100       21     4024 SH       DEFINED    02    04 05        4024
BLACK & DECKER CORP            COM              091797100      666    17736 SH       DEFINED 01 02 03 04 05       17736
BLACK BOX CORP                 COM              091826107      145     2090 SH       DEFINED 01 02 03 04 05        2090
BLACK HILLS CORP               COM              092113109       94     4256 SH       DEFINED 01 02 03 04 05        4256
BLAIR CORP                     COM              092828102        3      200 SH       DEFINED 01                     200
BLANCH (E.W.) HOLDINGS, INC    COM              093210102       18      897 SH       DEFINED 01 02 03 04 05         897
BLOCK DRUG, INC (CLASS A)      COM              093644102       14      518 SH       DEFINED 01 02    04 05         518
BLOCK (H&R), INC               COM              093671105      721    16103 SH       DEFINED 01 02 03 04 05       16103
BLOUNT INTERNATIONAL, INC      COM              095180105       14     1066 SH       DEFINED    02 03 04 05        1066
BLYTH INDUSTRIES, INC          COM              09643P108      102     3717 SH       DEFINED 01 02 03 04 05        3717
BOB EVANS FARMS, INC           COM              096761101       94     7545 SH       DEFINED 01 02    04 05        7545
BOCA RESORTS, INC (CLASS A)    COM              09688T106       24     2820 SH       DEFINED 01 02    04 05        2820
BOEING CO                      COM              097023105     4562   120248 SH       DEFINED 01 02 03 04 05      120248
BOISE CASCADE CORP             COM              097383103      230     6614 SH       DEFINED 01 02    04 05        6614
BOISE CASCADE OFFICE PRODUCTS  COM              097403109       38     2292 SH       DEFINED 01 02    04 05        2292
BOMBAY, INC                    COM              097924104        2      537 SH       DEFINED    02 03 04 05         537
BORDERS GROUP, INC             COM              099709107      182    10561 SH       DEFINED 01 02 03 04 05       10561
BORG-WARNER AUTOMOTIVE, INC    COM              099724106      106     2694 SH       DEFINED 01 02    04 05        2694
BOSTON PROPERTIES, INC         COM              101121101      379    11911 SH       DEFINED 01 02 03 04 05       11911
BOSTON SCIENTIFIC CORP         COM              101137107     1109    52037 SH       DEFINED 01 02 03 04 05       52037
BOTTOMLINE TECHNOLOGIES, INC   COM              101388106       34      927 SH       DEFINED 01 02 03               927
BOWATER, INC                   COM              102183100      250     4680 SH       DEFINED 01 02    04 05        4680
BOWNE & CO, INC                COM              103043105        6      439 SH       DEFINED    02    04 05         439
BOYD GAMING CORP               COM              103304101       25     5036 SH       DEFINED 01 02    04 05        5036
BOYDS COLLECTION LTD           COM              103354106       14     2257 SH       DEFINED 01 02 03 04 05        2257
BOYKIN LODGING CO              COM              103430104       38     3223 SH       DEFINED 01 02    04 05        3223
BRADLEY REAL ESTATE, INC       COM              104580105       16      912 SH       DEFINED 01 02    04 05         912
BRADY CORP (CLASS A)           COM              104674106      123     3954 SH       DEFINED 01 02 03 04 05        3954
BRANDYWINE REALTY TRUST        COM              105368203       69     4033 SH       DEFINED 01 02    04 05        4033
BRENTON BANKS, INC             COM              107211104       20     2352 SH       DEFINED 01 02 03    05        2352
BRIGGS & STRATTON CORP         COM              109043109       92     2237 SH       DEFINED 01 02    04 05        2237
BRIGHT HORIZONS FAMILY SOLUTIO COM              109195107       54     2490 SH       DEFINED 01 02 03 04 05        2490
BRIGHTPOINT, INC               COM              109473108       76     6209 SH       DEFINED 01 02 03 04 05        6209
BRINKER INTERNATIONAL, INC     COM              109641100      216     7280 SH       DEFINED 01 02    04 05        7280
BRIO TECHNOLOGY, INC           COM              109704106       92     2433 SH       DEFINED 01 02 03 04 05        2433
BRISTOL HOTELS & RESORTS, INC  COM              110041100        0       50 SH       DEFINED 01                      50
BRISTOL MYERS SQUIBB CO        COM              110122108    22829   395315 SH       DEFINED 01 02 03 04 05      395315
BRITESMILE, INC                COM              110415106       14     1438 SH       DEFINED 01 02 03              1438
BROADCOM CORP (CLASS A)        COM              111320107     3559    14653 SH       DEFINED 01 02 03 04 05       14653
BROADVISION, INC               COM              111412102     1038    23141 SH       DEFINED 01 02 03 04 05       23141
BROADWING, INC                 COM              111620100     4183   112474 SH       DEFINED 01 02 03 04 05      112474
BROCADE COMMUNICATIONS SYSTEMS COM              111621108      285     1590 SH       DEFINED 01 02    04 05        1590
BROOKE GROUP LTD               COM              112525100        2      151 SH       DEFINED    02       05         151
BROOKLINE BANCORP, INC         COM              113739106       10     1050 SH       DEFINED 01 02       05        1050
BROOKS AUTOMATION, INC         COM              11434A100       49      782 SH       DEFINED 01 02    04 05         782
BROOKTROUT, INC                COM              114580103       39     1341 SH       DEFINED 01 02 03    05        1341
BROWN & BROWN, INC             COM              115236101        9      240 SH       DEFINED    02 03    05         240
BROWN FORMAN, INC (CLASS B)    COM              115637209      278     5114 SH       DEFINED 01 02    04 05        5114
BROWN (TOM), INC               COM              115660201      101     5522 SH       DEFINED 01 02 03 04 05        5522
BROWN SHOE CO, INC             COM              115736100       36     3034 SH       DEFINED 01 02    04 05        3034
BRUNSWICK CORP                 COM              117043109      277    14605 SH       DEFINED 01 02    04 05       14605
BRUSH WELLMAN, INC             COM              117421107        4      219 SH       DEFINED    02    04 05         219
BUCKEYE TECHNOLOGIES, INC      COM              118255108       88     4995 SH       DEFINED 01 02 03 04 05        4995
BUCKLE, INC (THE)              COM              118440106       10      630 SH       DEFINED 01 02 03               630
BUDGET GROUP, INC              COM              119003101        5     1099 SH       DEFINED 01 02       05        1099
BUFFETS, INC                   COM              119882108        5      508 SH       DEFINED    02    04 05         508
BURLINGTON COAT FACTORY WAREHO COM              121579106       32     1853 SH       DEFINED 01 02    04 05        1853
BURLINGTON INDUSTRIES, INC     COM              121693105        5     1094 SH       DEFINED 01 02    04 05        1094
BURLINGTON NORTHERN SANTA FE C COM              12189T104     1321    59718 SH       DEFINED 01 02    04 05       59718
BURLINGTON RESOURCES, INC      COM              122014103     2993    80890 SH       DEFINED 01 02    04 05       80890
BURNHAM PACIFIC PROPERTIES, IN COM              12232C108        3      421 SH       DEFINED    02    04 05         421
BURNS INTERNATIONAL SERVICES C COM              122374101       13     1242 SH       DEFINED 01 02 03    05        1242
BURR BROWN CORP                COM              122574106      256     4716 SH       DEFINED 01 02 03 04 05        4716
BUSH BOAKE ALLEN, INC          COM              123162109        1       23 SH       DEFINED    02                   23
BUSH INDUSTRIES, INC (CLASS A) COM              123164105       12      834 SH       DEFINED 01 02                  834
BUSINESS OBJECTS S.A. (SPON AD ADR              12328X107     2179    21900 SH       DEFINED    02    04 05       21900
BUTLER MANUFACTURING CO        COM              123655102       44     1820 SH       DEFINED 01 02                 1820
C&D TECHNOLOGIES, INC          COM              124661109      106     1794 SH       DEFINED 01 02 03 04 05        1794
CAIS INTERNET, INC             COM              12476Q102       30     1227 SH       DEFINED 01 02 03              1227
CBL & ASSOCIATES PROPERTIES, I COM              124830100        6      285 SH       DEFINED    02    04 05         285
CCC INFORMATION SERVICES GROUP COM              12487Q109       86     4010 SH       DEFINED 01 02 03 04 05        4010
CCB FINANCIAL CORP             COM              124875105      283     6396 SH       DEFINED 01 02    04 05        6396
CB RICHARD ELLIS SERVICES GROU COM              12489L108       29     2678 SH       DEFINED 01 02 03 04 05        2678
CBRL GROUP, INC                COM              12489V106       40     4031 SH       DEFINED 01 02    04 05        4031
CBS CORP                       COM              12490K107    20806   367439 SH       DEFINED 01 02 03 04 05      367439
CFW COMMUNICATIONS CO          COM              124923103       27      696 SH       DEFINED 01 02 03 04 05         696
C-COR.NET CORP                 COM              125010108      174     3543 SH       DEFINED 01 02 03 04 05        3543
C-CUBE MICROSYSTEMS, INC       COM              125015107      415     5699 SH       DEFINED 01 02 03 04 05        5699
CDI CORP                       COM              125071100       31     1642 SH       DEFINED 01 02       05        1642
CDNOW, INC                     COM              125086108       17     4494 SH       DEFINED 01 02 03 04 05        4494
CDW COMPUTER CENTERS, INC      COM              125129106      292     3453 SH       DEFINED 01 02 03 04 05        3453
CEC ENTERTAINMENT, INC         COM              125137109      167     6170 SH       DEFINED 01 02 03 04 05        6170
CFS BANCORP, INC               COM              12525D102        2      242 SH       DEFINED    02    04 05         242
CH ENERGY GROUP, INC           COM              12541M102       46     1523 SH       DEFINED 01 02    04 05        1523
C.H. ROBINSON WORLDWIDE, INC   COM              12541W100      167     4492 SH       DEFINED 01 02 03 04 05        4492
CHS ELECTRONICS, INC           COM              12542A206        0      688 SH       DEFINED    02    04 05         688
CIGNA CORP                     COM              125509109     2036    26879 SH       DEFINED 01 02    04 05       26879
CIT GROUP, INC (CLASS A)       COM              125577106       94     4798 SH       DEFINED 01 02    04 05        4798
CKE RESTAURANTS, INC           COM              12561E105       30     4764 SH       DEFINED 01 02 03 04 05        4764
CLECO CORP                     COM              12561W105       63     1885 SH       DEFINED 01 02    04 05        1885
CROMPTON CORP                  COM              12562C108      136    13301 SH       DEFINED 01 02 03 04 05       13301
CMGI, INC                      COM              125750109     3019    26642 SH       DEFINED 01 02 03 04 05       26642
CMI CORP                       COM              125761304        2      520 SH       DEFINED    02 03 04 05         520
CMP GROUP, INC                 COM              125887109       67     2297 SH       DEFINED 01 02    04           2297
CMS ENERGY CORP                COM              125896100      116     6407 SH       DEFINED 01 02    04 05        6407
CPI CORP                       COM              125902106       17      730 SH       DEFINED 01 02 03               730
CPB, INC                       COM              125903104        1       32 SH       DEFINED    02                   32
CSS INDUSTRIES, INC            COM              125906107       20     1023 SH       DEFINED 01 02                 1023
CTG RESOURCES, INC             COM              125957100        1       33 SH       DEFINED    02                   33
CSK AUTO CORP                  COM              125965103       55     3921 SH       DEFINED 01 02 03 04 05        3921
CNA FINANCIAL CORP             COM              126117100       78     2405 SH       DEFINED 01 02    04 05        2405
CNA SURETY CORP                COM              12612L108        3      220 SH       DEFINED    02    04 05         220
CNF TRANSPORTATION, INC        COM              12612W104       95     3435 SH       DEFINED 01 02    04 05        3435
CNET NETWORKS, INC             COM              12613R104      280     5524 SH       DEFINED 01 02 03 04 05        5524
CSG SYSTEMS INTERNATIONAL, INC COM              126349109      331     6772 SH       DEFINED 01 02 03 04 05        6772
CSX CORP                       COM              126408103      481    20472 SH       DEFINED 01 02    04 05       20472
CTC COMMUNICATIONS GROUP, INC  COM              126419100      104     2449 SH       DEFINED 01 02 03 04           2449
CT COMMUNICATIONS, INC         COM              126426402        2       35 SH       DEFINED    02                   35
CTS CORP                       COM              126501105      112     1972 SH       DEFINED 01 02 03 04 05        1972
CUNO, INC                      COM              126583103        9      319 SH       DEFINED    02 03 04 05         319
CVB FINANCIAL CORP             COM              126600105        5      330 SH       DEFINED    02 03 04 05         330
CVS CORP                       COM              126650100     5846   155623 SH       DEFINED 01 02 03 04 05      155623
CABLEVISION SYSTEMS CORP (CLAS COM              12686C109      918    15113 SH       DEFINED 01 02 03 04 05       15113
CABLETRON SYSTEMS, INC         COM              126920107      611    20859 SH       DEFINED 01 02 03 04 05       20859
CABLE DESIGN TECHNOLOGIES CO   COM              126924109       66     1956 SH       DEFINED 01 02    04 05        1956
CABOT CORP                     COM              127055101      325    10667 SH       DEFINED 01 02 03 04 05       10667
CABOT OIL & GAS CORP (CLASS A) COM              127097103       18      986 SH       DEFINED 01 02    04 05         986
CACI INTERNATIONAL, INC (CLASS COM              127190304       10      335 SH       DEFINED    02                  335
CADENCE DESIGN SYSTEMS, INC    COM              127387108      563    27115 SH       DEFINED 01 02 03 04 05       27115
CADIZ, INC                     COM              127537108       19     2219 SH       DEFINED 01 02 03 04 05        2219
CAL DIVE INTERNATIONAL, INC    COM              127914109       47      922 SH       DEFINED 01 02                  922
CALGON CARBON CORP             COM              129603106        8     1250 SH       DEFINED 01 02    04 05        1250
CALIFORNIA WATER SERVICE GROUP COM              130788102       20      886 SH       DEFINED 01 02    04 05         886
CALLAWAY GOLF CO               COM              131193104      115     7434 SH       DEFINED 01 02 03 04 05        7434
CALPINE CORP                   COM              131347106      655     6973 SH       DEFINED 01 02 03 04 05        6973
CAMBREX CORP                   COM              132011107      169     3888 SH       DEFINED 01 02    04 05        3888
CAMBRIDGE TECHNOLOGY PARTNERS, COM              132524109       80     5903 SH       DEFINED 01 02 03 04 05        5903
CAMDEN PROPERTY TRUST          COM              133131102      224     8294 SH       DEFINED 01 02    04 05        8294
CAMPBELL SOUP CO               COM              134429109     1838    59782 SH       DEFINED 01 02 03 04 05       59782
CANADIAN NATIONAL RAILWAY CO   COM              136375102        3      100 SH       DEFINED 01                     100
CANANDAIGUA BRANDS, INC (CLASS COM              137219200       88     1719 SH       DEFINED 01 02    04 05        1719
CAPITAL CITY BANK GROUP, INC   COM              139674105        0       21 SH       DEFINED    02                   21
CAPITAL AUTOMOTIVE REIT        COM              139733109       39     3281 SH       DEFINED 01 02    04 05        3281
CAPITAL ONE FINANCIAL CORP     COM              14040H105     1582    32992 SH       DEFINED 01 02 03 04 05       32992
CAPITAL SENIOR LIVING CORP     COM              140475104        1      341 SH       DEFINED    02 03 04 05         341
CAPITOL FEDERAL FINANCIAL      COM              14057C106        8      872 SH       DEFINED    02 03 04 05         872
CAPROCK COMMUNICATIONS CORP    COM              140667106      196     4007 SH       DEFINED 01 02 03 04 05        4007
CAPSTEAD MORTGAGE CORP         COM              14067E100       11     2745 SH       DEFINED 01 02    04           2745
CARBIDE/GRAPHITE GROUP, INC    COM              140777103        1      200 SH       DEFINED 01                     200
CARBO CERAMICS, INC            COM              140781105        1       18 SH       DEFINED    02                   18
CARAUSTAR INDUSTRIES, INC      COM              140909102       24     1687 SH       DEFINED 01 02    04 05        1687
CARDINAL HEALTH, INC           COM              14149Y108    14319   312140 SH       DEFINED 01 02 03 04 05      312140
CAREER EDUCATION CORP          COM              141665109        8      228 SH       DEFINED 01 02 03               228
CAREERBUILDER, INC             COM              141684100        2      518 SH       DEFINED 01 02                  518
CAREMARK RX, INC               COM              141705103      116    27661 SH       DEFINED 01 02 03 04 05       27661
CAREMATRIX CORP                COM              141706101        3     2337 SH       DEFINED 01 02 03 04 05        2337
CAREY INTERNATIONAL, INC       COM              141750109        2      136 SH       DEFINED    02    04            136
CARLISLE COS, INC              COM              142339100       65     1613 SH       DEFINED 01 02    04 05        1613
CARMIKE CINEMAS, INC (CLASS A) COM              143436103        5      935 SH       DEFINED 01 02                  935
CARNIVAL CORP (CLASS A)        COM              143658102     5377   216709 SH       DEFINED    02 03 04 05      216709
SOUTH FINANCIAL GROUP, INC     COM              143877108        4      289 SH       DEFINED    02    04 05         289
CARRIAGE SERVICES, INC (CLASS  COM              143905107        6     1443 SH       DEFINED 01 02    04 05        1443
CAROLINA POWER & LIGHT CO      COM              144141108      491    15149 SH       DEFINED 01 02    04 05       15149
CARPENTER TECHNOLOGY CORP      COM              144285103       74     3535 SH       DEFINED 01 02    04 05        3535
CARRAMERICA REALTY CORP        COM              144418100      284    13450 SH       DEFINED 01 02    04 05       13450
CARRIER ACCESS CORP            COM              144460102       60     1136 SH       DEFINED 01 02 03              1136
CARTER WALLACE, INC            COM              146285101       75     3981 SH       DEFINED 01 02    04 05        3981
CASCADE NATURAL GAS CORP       COM              147339105       12      742 SH       DEFINED 01 02    04 05         742
CASELLA WASTE SYSTEMS, INC (CL COM              147448104        9     1238 SH       DEFINED 01 02 03              1238
CASEY'S GENERAL STORES, INC    COM              147528103      125    11498 SH       DEFINED 01 02 03 04 05       11498
CASH AMERICA INTERNATIONAL, IN COM              14754D100        9      687 SH       DEFINED 01 02    04 05         687
CASTLE (A.M.) & CO             COM              148411101       12      941 SH       DEFINED 01 02       05         941
CASTLE & COOKE, INC            COM              148433105       46     2716 SH       DEFINED 01 02    04 05        2716
CATALINA MARKETING CORP        COM              148867104      204     2015 SH       DEFINED 01 02 03 04 05        2015
CATALYTICA, INC                COM              148885106      113     7760 SH       DEFINED 01 02 03 04 05        7760
CATAPULT COMMUNICATIONS CORP   COM              149016107       13     1318 SH       DEFINED 01 02                 1318
CATELLUS DEVELOPMENT CORP      COM              149111106      124     8941 SH       DEFINED 01 02 03 04 05        8941
CATERPILLAR, INC               COM              149123101     1548    39247 SH       DEFINED 01 02    04 05       39247
CATHAY BANCORP, INC            COM              149150104       43      934 SH       DEFINED 01 02 03               934
CATO CORP (CLASS A)            COM              149205106       39     3357 SH       DEFINED 01 02    04 05        3357
CELLSTAR CORP                  COM              150925105       25     3114 SH       DEFINED 01 02 03 04 05        3114
CENTENNIAL HEALTHCARE CORP     COM              150937100        4      700 SH       DEFINED 01                     700
CELGENE CORP                   COM              151020104      217     2177 SH       DEFINED 01 02 03 04 05        2177
CELL PATHWAYS, INC             COM              15114R101       89     2598 SH       DEFINED 01 02 03 04 05        2598
CELLNET DATA SYSTEMS, INC      COM              15115M101        3    10200 SH       DEFINED 01 02 03 04 05       10200
CENDANT CORP                   COM              151313103     1893   102347 SH       DEFINED 01 02 03 04 05      102347
CENTENNIAL BANCORP             COM              15133T104       13     1368 SH       DEFINED 01 02 03 04 05        1368
CENTER TRUST, INC              COM              151845104        6      974 SH       DEFINED 01 02    04 05         974
CENTERPOINT PROPERTIES CORP    COM              151895109       10      278 SH       DEFINED    02    04 05         278
CENTEX CONSTRUCTION PRODUCTS,  COM              15231R109       59     2231 SH       DEFINED 01 02 03 04           2231
CENTEX CORP                    COM              152312104      212     8909 SH       DEFINED 01 02 03 04 05        8909
CENTRAL & SOUTH WEST CORP      COM              152357109      389    22775 SH       DEFINED 01 02    04 05       22775
CENTRAL GARDEN & PET CO        COM              153527106        4      448 SH       DEFINED    02    04 05         448
CENTRAL NEWSPAPERS, INC (CLASS COM              154647101      116     3456 SH       DEFINED 01 02 03 04 05        3456
CENTRAL PARKING CORP           COM              154785109        7      340 SH       DEFINED 01 02 03 04 05         340
CENTURA BANKS, INC             COM              15640T100       77     1676 SH       DEFINED 01 02 03 04 05        1676
CENTURY BUSINESS SERVICES, INC COM              156490104       28     9582 SH       DEFINED 01 02 03 04 05        9582
CENTURY SOUTH BANKS, INC       COM              156683104        1       39 SH       DEFINED    02                   39
CENTURYTEL, INC                COM              156700106      573    15425 SH       DEFINED 01 02    04 05       15425
CEPHALON, INC                  COM              156708109      210     5591 SH       DEFINED 01 02 03 04 05        5591
CERIDIAN CORP                  COM              15677T106     4131   215307 SH       DEFINED 01 02 03 04 05      215307
CERNER CORP                    COM              156782104       64     2358 SH       DEFINED 01 02 03 04 05        2358
CHAMPION ENTERPRISES, INC      COM              158496109       36     6336 SH       DEFINED 01 02 03 04 05        6336
CHAMPION INTERNATIONAL CORP    COM              158525105      710    13326 SH       DEFINED 01 02    04 05       13326
CHAMPIONSHIP AUTO RACING TEAMS COM              158711101       49     2237 SH       DEFINED 01 02 03              2237
CHARLES RIVER ASSOCIATES, INC  COM              159852102       16      827 SH       DEFINED 01 02                  827
CHARTER ONE FINANCIAL, INC     COM              160903100      372    17712 SH       DEFINED 01 02    04 05       17712
CHARTER MUNICIPAL MORTGAGE ACC COM              160908109       33     2749 SH       DEFINED 01 02    04 05        2749
CHARMING SHOPPES, INC          COM              161133103       49     8624 SH       DEFINED 01 02    04 05        8624
CHART INDUSTRIES, INC          COM              16115Q100        8     2661 SH       DEFINED 01 02 03              2661
CHARTERED SEMICONDUCTOR MANUFA ADR              16133R106     2149    22803 SH       DEFINED    02    04 05       22803
CHASE MANHATTAN CORP           COM              16161A108    13304   152586 SH       DEFINED 01 02    04 05      152586
CHATEAU PROPERTIES, INC        COM              161726104       55     2155 SH       DEFINED 01 02 03 04 05        2155
CHATTEM, INC                   COM              162456107        3      237 SH       DEFINED    02 03               237
CHEAP TICKETS, INC             COM              162672109        2      117 SH       DEFINED    02                  117
CHECKFREE HOLDINGS CORP        COM              162816102      347     4927 SH       DEFINED 01 02 03 04 05        4927
CHECKPOINT SYSTEMS, INC        COM              162825103       11     1308 SH       DEFINED 01 02    04 05        1308
THE CHEESECAKE FACTORY CO      COM              163072101       74     1777 SH       DEFINED 01 02 03 04 05        1777
CHELSEA GCA REALTY, INC        COM              163262108       27      915 SH       DEFINED 01 02    04 05         915
CHEMED CORP                    COM              163596109        1       34 SH       DEFINED    02                   34
CHEMFIRST, INC                 COM              16361A106        5      233 SH       DEFINED    02    04 05         233
CHEMICAL FINANCIAL CORP        COM              163731102       16      728 SH       DEFINED 01 02    04 05         728
CHESAPEAKE CORP                COM              165159104       99     3356 SH       DEFINED 01 02    04 05        3356
CHESAPEAKE ENERGY CORP         COM              165167107       49    15173 SH       DEFINED 01 02 03 04 05       15173
CHEVRON CORP                   COM              166751107     7427    80346 SH       DEFINED 01 02    04 05       80346
CHICO'S FAS, INC               COM              168615102       15      897 SH       DEFINED 01 02 03 04 05         897
CHILDRENS PLACE RETAIL STORES  COM              168905107       45     3175 SH       DEFINED 01 02 03 04 05        3175
CHINA TELECOM HK LTD - SP ADR  ADR              169428109     4237    23905 SH       DEFINED    02    04 05       23905
CHOICE HOTELS INTERNATIONAL, I COM              169905106      135     9332 SH       DEFINED 01 02 03 04 05        9332
CHIQUITA BRANDS INTERNATIONAL, COM              170032106       29     6006 SH       DEFINED 01 02    04 05        6006
CHIREX, INC                    COM              170038103       62     3201 SH       DEFINED 01 02 03 04 05        3201
CHIRON CORP                    COM              170040109      524    10514 SH       DEFINED 01 02 03 04 05       10514
CHITTENDEN CORP                COM              170228100      109     3656 SH       DEFINED 01 02 03 04 05        3656
CHOICEPOINT, INC               COM              170388102      121     3244 SH       DEFINED 01 02 03 04 05        3244
CHRIS CRAFT INDUSTRIES, INC    COM              170520100       44      686 SH       DEFINED 01 02    04 05         686
CHUBB CORP                     COM              171232101     1286    19032 SH       DEFINED 01 02    04 05       19032
CHURCH & DWIGHT CO, INC        COM              171340102      104     6043 SH       DEFINED 01 02 03 04 05        6043
CHURCHILL DOWNS, INC           COM              171484108        3      132 SH       DEFINED    02 03               132
CIBER, INC                     COM              17163B102      114     5544 SH       DEFINED 01 02 03 04 05        5544
CIENA CORP                     COM              171779101    19033   150907 SH       DEFINED 01 02 03 04 05      150907
CINCINNATI FINANCIAL CORP      COM              172062101      798    21202 SH       DEFINED 01 02    04 05       21202
CINERGY CORP                   COM              172474108      303    14076 SH       DEFINED 01 02    04 05       14076
CIRCLE INTERNATIONAL GROUP, IN COM              172574105        5      191 SH       DEFINED    02    04 05         191
CIRCUIT CITY STORES-CIRCUIT CI COM              172737108     1755    28835 SH       DEFINED 01 02 03 04 05       28835
CISCO SYSTEMS, INC             COM              17275R102   155157  2006878 SH       DEFINED 01 02 03 04 05     2006878
CIRRUS LOGIC, INC              COM              172755100      120     6582 SH       DEFINED 01 02    04 05        6582
CITADEL COMMUNICATIONS CORP    COM              172853202      120     2835 SH       DEFINED 01 02 03 04 05        2835
CINTAS CORP                    COM              172908105      636    16220 SH       DEFINED 01 02 03 04 05       16220
CITIGROUP, INC                 COM              172967101    32755   552250 SH       DEFINED 01 02 03 04 05      552250
CITIZENS BANKING CORP (MICHIGA COM              174420109       61     3119 SH       DEFINED 01 02 03 04 05        3119
CITIZENS UTILITIES CO (CLASS B COM              177342201      334    20395 SH       DEFINED 01 02    04 05       20395
CITRIX SYSTEMS, INC            COM              177376100     1892    28557 SH       DEFINED 01 02 03 04 05       28557
CITY HOLDINGS CO               COM              177835105        4      311 SH       DEFINED 01 02    04 05         311
CITY NATIONAL CORP             COM              178566105      210     6246 SH       DEFINED 01 02    04 05        6246
CLAIRES STORES, INC            COM              179584107      142     7090 SH       DEFINED 01 02 03 04 05        7090
CLARCOR, INC                   COM              179895107       76     4290 SH       DEFINED 01 02    04 05        4290
CLAYTON HOMES, INC             COM              184190106      103    10193 SH       DEFINED 01 02 03 04 05       10193
CLEAR CHANNEL COMMUNICATIONS,  COM              184502102     6438    93226 SH       DEFINED 01 02 03 04 05       93226
CLEVELAND CLIFFS, INC          COM              185896107       52     2182 SH       DEFINED 01 02    04 05        2182
CLINTRIALS, INC                COM              188767107        0       50 SH       DEFINED 01                      50
CLOROX CO                      COM              189054109     1314    40437 SH       DEFINED 01 02 03 04 05       40437
CLOSURE MEDICAL CORP           COM              189093107        6      224 SH       DEFINED 01 02 03               224
COACHMEN INDUSTRIES, INC       COM              189873102        3      222 SH       DEFINED    02    04 05         222
COAST FEDERAL LITIGATION CONTI                  19034Q110        2     1300 SH       DEFINED 01                    1300
COASTAL CORP                   COM              190441105      934    20300 SH       DEFINED 01 02    04 05       20300
COCA COLA CO                   COM              191216100    19977   425604 SH       DEFINED 01 02 03 04 05      425604
COCA COLA ENTERPRISES, INC     COM              191219104     1153    53464 SH       DEFINED 01 02 03 04 05       53464
COGNEX CORP                    COM              192422103      336     5817 SH       DEFINED 01 02 03 04 05        5817
COGNIZANT TECHNOLOGY SOLUTIONS COM              192446102       77     1224 SH       DEFINED 01 02                 1224
COHERENT, INC                  COM              192479103       83     1593 SH       DEFINED 01 02    04 05        1593
COHU, INC                      COM              192576106       69     1646 SH       DEFINED 01 02    04 05        1646
COINSTAR, INC                  COM              19259P300       26     2098 SH       DEFINED 01 02 03 04 05        2098
COLDWATER CREEK, INC           COM              193068103        9      510 SH       DEFINED 01 02                  510
COLE NATIONAL CORP (CLASS A)   COM              193290103        2      300 SH       DEFINED 01                     300
KENNETH COLE PRODUCTIONS, INC  COM              193294105       12      300 SH       DEFINED 01                     300
COLGATE PALMOLIVE CO           COM              194162103     8790   155926 SH       DEFINED 01 02 03 04 05      155926
COLLINS & AIKMAN CORP          COM              194830105       18     3133 SH       DEFINED 01 02    04 05        3133
COLONIAL BANCGROUP, INC        COM              195493309       78     7214 SH       DEFINED 01 02    04 05        7214
COLONIAL PROPERTIES TRUST      COM              195872106      107     4490 SH       DEFINED 01 02    04 05        4490
COLUMBIA ENERGY GROUP          COM              197648108      938    15835 SH       DEFINED 01 02    04 05       15835
COLUMBIA/HCA HEALTHCARE CORP   COM              197677107     1711    67577 SH       DEFINED 01 02    04 05       67577
COLUMBIA LABORATORIES, INC     COM              197779101       14     1219 SH       DEFINED    02 03 04 05        1219
COLUMBIA SPORTSWEAR CO         COM              198516106        8      333 SH       DEFINED 01 02                  333
COLUMBUS MCKINNON CORP         COM              199333105       16     1192 SH       DEFINED 01 02    04 05        1192
COMFORT SYSTEMS U.S.A., INC    COM              199908104       11     1663 SH       DEFINED 01 02 03 04 05        1663
COMCAST CORP (CLASS A) SPECIAL COM              200300200     6206   143087 SH       DEFINED 01 02 03 04 05      143087
COMDISCO, INC                  COM              200336105      408     9247 SH       DEFINED 01 02 03 04 05        9247
COMERICA, INC                  COM              200340107      899    21469 SH       DEFINED 01 02    04 05       21469
COMMERCE BANCORP, INC          COM              200519106       56     1520 SH       DEFINED 01 02 03 04 05        1520
COMMERCE BANCSHARES, INC       COM              200525103      219     7010 SH       DEFINED 01 02    04 05        7010
COMMERCE GROUP, INC            COM              200641108        9      296 SH       DEFINED    02    04 05         296
COMMERCIAL FEDERAL CORP        COM              201647104       59     3578 SH       DEFINED 01 02    04 05        3578
COMMERCIAL INTERTECH CORP      COM              201709102        4      196 SH       DEFINED    02    04 05         196
COMMERCIAL METALS CO           COM              201723103      162     5847 SH       DEFINED 01 02    04 05        5847
COMMERCIAL NET LEASE REALTY, I COM              202218103        3      320 SH       DEFINED    02    04 05         320
COMMONWEALTH BANCORP, INC      COM              20268X102        2      187 SH       DEFINED    02    04 05         187
COMMONWEALTH INDUSTRIES, INC   COM              203004106        3      300 SH       DEFINED 01                     300
COMMONWEALTH TELEPHONE ENTERPR COM              203349105       30      639 SH       DEFINED 01 02 03               639
COMMSCOPE, INC                 COM              203372107      229     5019 SH       DEFINED 01 02 03 04 05        5019
COMMUNITY FIRST BANKSHARES, IN COM              203902101      149     9339 SH       DEFINED 01 02 03 04 05        9339
COMMUNITY TRUST BANCORP, INC   COM              204149108       35     1960 SH       DEFINED 01 02    04 05        1960
COMPASS BANCSHARES, INC        COM              20449H109      199     9985 SH       DEFINED 01 02    04 05        9985
COMPAQ COMPUTER CORP           COM              204493100    15566   584622 SH       DEFINED 01 02 03 04 05      584622
COMPLETE BUSINESS SOLUTIONS, I COM              20452F107       86     3839 SH       DEFINED 01 02 03 04 05        3839
COMPUCREDIT CORP               COM              20478N100       12      329 SH       DEFINED    02                  329
COMPUCOM SYSTEMS, INC          COM              204780100        3      579 SH       DEFINED    02    04 05         579
COMPUTER ASSOCIATES INTERNATIO COM              204912109     4688    79198 SH       DEFINED 01 02 03 04 05       79198
COMPUTER NETWORK TECHNOLOGY CO COM              204925101       51     2922 SH       DEFINED 01 02 03 04 05        2922
COMPUTER SCIENCES CORP         COM              205363104     1949    24626 SH       DEFINED 01 02 03 04 05       24626
COMPUTER TASK GROUP, INC       COM              205477102       26     2369 SH       DEFINED 01 02 03 04 05        2369
COMPX INTERNATIONAL, INC       COM              20563P101        6      308 SH       DEFINED    02                  308
COMPUWARE CORP                 COM              205638109     1114    52910 SH       DEFINED 01 02 03 04 05       52910
COMSAT CORP                    COM              20564D107        5      255 SH       DEFINED 01 02    04            255
COMSTOCK RESOURCES, INC        COM              205768203        2      400 SH       DEFINED 01                     400
COMVERSE TECHNOLOGY, INC       COM              205862402     2222    11756 SH       DEFINED 01 02 03 04 05       11756
CONAGRA, INC                   COM              205887102     1152    63534 SH       DEFINED 01 02    04 05       63534
CONCENTRIC NETWORK CORP        COM              20589R107      347     6315 SH       DEFINED 01 02 03 04 05        6315
COMPUTER HORIZONS CORP         COM              205908106       44     2544 SH       DEFINED 01 02 03 04 05        2544
COM21, INC                     COM              205937105      126     2675 SH       DEFINED 01 02 03 04 05        2675
CONCORD COMMUNICATIONS, INC    COM              206186108       78     2205 SH       DEFINED 01 02 03 04 05        2205
CONCORD EFS, INC               COM              206197105      647    28196 SH       DEFINED 01 02 03 04 05       28196
CONCUR TECHNOLOGIES, INC       COM              206708109       23     1500 SH       DEFINED 01 02 03 04 05        1500
CONCURRENT COMPUTER CORP       COM              206710204       78     6110 SH       DEFINED 01 02 03 04 05        6110
CONE MILLS CORP                COM              206814105        1      300 SH       DEFINED 01                     300
CONECTIV, INC                  COM              206829103      207    11829 SH       DEFINED 01 02    04 05       11829
CONECTIV, INC (CLASS A)        COM              206829202       12      537 SH       DEFINED 01                     537
CONEXANT SYSTEMS, INC          COM              207142100     2043    28771 SH       DEFINED 01 02 03 04 05       28771
CONMED CORP                    COM              207410101       73     2913 SH       DEFINED 01 02 03 04 05        2913
CONNING CORP                   COM              208215103       27     2199 SH       DEFINED 01 02 03 04 05        2199
CONOCO, INC (CLASS B)          COM              208251405     3356   130947 SH       DEFINED 01 02    04 05      130947
CONSECO, INC                   COM              208464107      516    45153 SH       DEFINED 01 02    04 05       45153
CONSOL ENERGY, INC             COM              20854P109        7      666 SH       DEFINED    02 03 04 05         666
CONSOLIDATED EDISON CO OF NEW  COM              209115104      819    28237 SH       DEFINED 01 02    04 05       28237
CONSOLIDATED FREIGHTWAYS CORP  COM              209232107        2      325 SH       DEFINED 01 02    04 05         325
CONSOLIDATED GRAPHICS, INC     COM              209341106       28     2193 SH       DEFINED 01 02 03 04 05        2193
CONSOLIDATED PAPERS, INC       COM              209759109      209     5436 SH       DEFINED 01 02    04 05        5436
CONSOLIDATED PRODUCTS, INC     COM              209798107       12     1222 SH       DEFINED    02 03 04 05        1222
CONSOLIDATED STORES CORP       COM              210149100      174    15290 SH       DEFINED 01 02 03 04 05       15290
CONSTELLATION ENERGY GROUP     COM              210371100      563    17650 SH       DEFINED 01 02    04 05       17650
CONTIFINANCIAL CORP            COM              21075V107        0     2900 SH       DEFINED 01    03    05        2900
CONTINENTAL AIRLINES, INC (CLA COM              210795308      920    22502 SH       DEFINED 01 02    04 05       22502
CONVERGYS CORP                 COM              212485106       69     1798 SH       DEFINED 01 02 03 04 05        1798
COOPER CAMERON CORP            COM              216640102      227     3394 SH       DEFINED 01 02    04 05        3394
COOPER COS, INC                COM              216648402       93     2902 SH       DEFINED 01 02 03 04 05        2902
COOPER INDUSTRIES, INC         COM              216669101      368    10508 SH       DEFINED 01 02    04 05       10508
COOPER TIRE & RUBBER CO        COM              216831107      100     7983 SH       DEFINED 01 02    04 05        7983
COORS (ADOLPH) CO (CLASS B)    COM              217016104      129     2703 SH       DEFINED 01 02    04 05        2703
COORSTEK, INC                  COM              217020106       13      325 SH       DEFINED 01                     325
COPART, INC                    COM              217204106      117     6660 SH       DEFINED 01 02 03 04 05        6660
COPPER MOUNTAIN NETWORKS, INC  COM              217510106       84     1031 SH       DEFINED 01 02 03              1031
COR THERAPEUTICS, INC          COM              217753102      213     3236 SH       DEFINED 01 02 03 04 05        3236
CORDANT TECHNOLOGIES, INC      COM              218412104      245     4338 SH       DEFINED 01 02    04 05        4338
CORINTHIAN COLLEGES, INC       COM              218868107        0       17 SH       DEFINED    02                   17
CORIXA CORP                    COM              21887F100       95     2309 SH       DEFINED 01 02 03 04 05        2309
CORN PRODUCTS INTERNATIONAL, I COM              219023108      144     5965 SH       DEFINED 01 02    04 05        5965
CORNELL CORRECTIONS, INC       COM              219141108        1      136 SH       DEFINED    02 03               136
CORNERSTONE PROPERTIES, INC    COM              21922H103      251    14413 SH       DEFINED 01 02    04 05       14413
CORNERSTONE REALTY INCOME TRUS COM              21922V102        6      547 SH       DEFINED    02    04 05         547
CORNING, INC                   COM              219350105    13130    67680 SH       DEFINED 01 02 03 04 05       67680
CORPORATE EXECUTIVE BRD CO     COM              21988R102       22      432 SH       DEFINED    02 03               432
CORUS BANKSHARES, INC          COM              220873103       10      435 SH       DEFINED 01 02                  435
COST PLUS, INC                 COM              221485105      120     3550 SH       DEFINED 01 02 03 04 05        3550
COSTCO WHOLESALE CORP          COM              22160K105     3654    69521 SH       DEFINED 01 02 03 04 05       69521
COSTAR GROUP, INC              COM              22160N109       53     1424 SH       DEFINED 01 02                 1424
COTELLIGENT, INC               COM              221630106       15     2644 SH       DEFINED 01 02       05        2644
COULTER PHARMACEUTICALS, INC   COM              222116105      100     3273 SH       DEFINED 01 02 03 04 05        3273
COUNTRYWIDE CREDIT INDUSTRIES, COM              222372104      210     7690 SH       DEFINED 01 02    04 05        7690
COUSINS PROPERTIES, INC        COM              222795106      235     6382 SH       DEFINED 01 02 03 04 05        6382
COVAD COMMUNICATIONS GROUP     COM              222814204      875    12063 SH       DEFINED 01 02 03 04 05       12063
COVANCE, INC                   COM              222816100       97     8978 SH       DEFINED 01 02 03 04 05        8978
COVENANT TRANSPORT, INC (CLASS COM              22284P105       16     1029 SH       DEFINED 01 02                 1029
COVENTRY HEALTH CARE, INC      COM              222862104       49     5735 SH       DEFINED 01 02    04 05        5735
COX COMMUNICATIONS, INC (CLASS COM              224044107      861    17746 SH       DEFINED 01 02 03 04 05       17746
COX RADIO, INC (CLASS A)       COM              224051102      112     1334 SH       DEFINED 01 02 03              1334
CRANE CO                       COM              224399105      220     9342 SH       DEFINED 01 02    04 05        9342
CRAWFORD & CO (CLASS B)        COM              224633107       39     3057 SH       DEFINED 01 02 03 04 05        3057
CRAYFISH CO LTD (SPONS ADR)    ADR              225226109       28      728 SH       DEFINED    02    04            728
CREATIVE COMPUTERS, INC        COM              22527E107        2      219 SH       DEFINED    02                  219
CREDENCE SYSTEMS CORP          COM              225302108      426     3408 SH       DEFINED 01 02 03 04 05        3408
CREDIT ACCEPTANCE CORP         COM              225310101        7     1283 SH       DEFINED 01 02       05        1283
CREDITRUST CORP                COM              225429109        0       17 SH       DEFINED    02                   17
CREE, INC                      COM              225447101      390     3457 SH       DEFINED 01 02 03 04 05        3457
CRESCENDO PHARMACEUTICALS CORP COM              225637107        2      125 SH       DEFINED 01 02                  125
CRESECENT OPERATING, INC       COM              22575M100        1      400 SH       DEFINED 01                     400
CRESCENT REAL ESTATE EQUITIES  COM              225756105      172     9820 SH       DEFINED 01 02    04 05        9820
CRESTLINE CAPITAL CORP         COM              226153104       49     2810 SH       DEFINED 01 02 03 04 05        2810
CRITICAL PATH, INC             COM              22674V100      203     2394 SH       DEFINED 01 02 03 04 05        2394
CROSS TIMBERS OIL CO           COM              227573102      104     7987 SH       DEFINED 01 02 03 04 05        7987
CROSSMAN COMMUNITIES, INC      COM              22764E109        7      427 SH       DEFINED 01 02                  427
CROWN AMERICAN REALTY TRUST    COM              228186102       17     3287 SH       DEFINED 01 02       05        3287
CROWN CASTLE INTERNATIONAL COR COM              228227104      236     6219 SH       DEFINED 01 02    04 05        6219
CROWN CORK & SEAL CO, INC      COM              228255105      261    16296 SH       DEFINED 01 02    04 05       16296
CUBIC CORP                     COM              229669106       16      720 SH       DEFINED 01 02                  720
CULLEN FROST BANKERS, INC      COM              229899109      246     9301 SH       DEFINED 01 02    04 05        9301
CUMMINS ENGINE CO, INC         COM              231021106      352     9373 SH       DEFINED 01 02    04 05        9373
CUMULUS MEDIA, INC             COM              231082108       30     2082 SH       DEFINED 01 02 03 04 05        2082
CURTISS WRIGHT CORP            COM              231561101        1       19 SH       DEFINED    02                   19
CYBERIAN OUTPOST, INC          COM              231914102       22     2607 SH       DEFINED 01 02 03 04 05        2607
CYBERCASH, INC                 COM              232462101       38     2779 SH       DEFINED 01 02 03 04 05        2779
CYBERONICS, INC                COM              23251P102       39     2081 SH       DEFINED 01 02 03 04 05        2081
CYBEX COMPUTER PRODUCTS CORP   COM              232522102       65     1715 SH       DEFINED 01 02 03 04 05        1715
CYGNUS, INC                    COM              232560102       41     2812 SH       DEFINED 01 02 03 04 05        2812
CYMER, INC                     COM              232572107      199     3976 SH       DEFINED 01 02 03 04 05        3976
CYPRESS SEMICONDUCTOR CORP     COM              232806109      613    12423 SH       DEFINED 01 02 03 04 05       12423
CYTEC INDUSTRIES, INC          COM              232820100      166     5414 SH       DEFINED 01 02    04 05        5414
CYTYC CORP                     COM              232946103      242     5025 SH       DEFINED 01 02 03 04 05        5025
DII GROUP, INC                 COM              232949107      523     4629 SH       DEFINED 01 02 03 04 05        4629
DBT ONLINE, INC                COM              233044106       32     1737 SH       DEFINED 01 02 03              1737
DQE, INC                       COM              23329J104      166     3643 SH       DEFINED 01 02    04 05        3643
DPL, INC                       COM              233293109      132     5959 SH       DEFINED 01 02    04 05        5959
HORTON (D.R.), INC             COM              23331A109       65     4970 SH       DEFINED 01 02 03 04 05        4970
DSP GROUP, INC                 COM              23332B106      221     3349 SH       DEFINED 01 02 03 04 05        3349
DST SYSTEMS, INC               COM              233326107      245     3774 SH       DEFINED 01 02 03 04 05        3774
DTE ENERGY CO                  COM              233331107      612    21104 SH       DEFINED 01 02    04 05       21104
DVI, INC                       COM              233343102        1       37 SH       DEFINED    02                   37
DAIN RAUSCHER CORP             COM              233856103       52      792 SH       DEFINED 01 02    04 05         792
DAISYTEK INTERNATIONAL CORP    COM              234053106       30     1927 SH       DEFINED 01 02 03 04 05        1927
DAL-TILE INTERNATIONAL, INC    COM              23426R108       20     2500 SH       DEFINED    02 03 04 05        2500
DALLAS SEMICONDUCTOR CORP      COM              235204104      304     8667 SH       DEFINED 01 02 03 04 05        8667
DAN RIVER, INC (CLASS A)       COM              235774106       12     1858 SH       DEFINED 01 02       05        1858
DANA CORP                      COM              235811106      530    18791 SH       DEFINED 01 02    04 05       18791
DANAHER CORP                   COM              235851102      870    17061 SH       DEFINED 01 02 03 04 05       17061
DARDEN RESTAURANTS, INC        COM              237194105      320    17987 SH       DEFINED 01 02    04 05       17987
DATA BROADCASTING CORP         COM              237596101       13     1688 SH       DEFINED 01 02 03 04 05        1688
DATA DIMENSIONS, INC           COM              237654207        3      800 SH       DEFINED 01                     800
DATA TRANSMISSION NETWORK CORP COM              238017107       21      738 SH       DEFINED 01 02 03               738
DATASCOPE CORP                 COM              238113104       31      989 SH       DEFINED 01 02    04 05         989
DATASTREAM SYSTEMS, INC        COM              238124101       86     2967 SH       DEFINED 01 02 03 04 05        2967
DAVE & BUSTER'S, INC           COM              23833N104       20     2244 SH       DEFINED 01 02       05        2244
DAVID'S BRIDAL, INC            COM              238576102        0       31 SH       DEFINED    02                   31
DAY RUNNER, INC                COM              239545106        1      600 SH       DEFINED 01                     600
DEAN FOODS CO                  COM              242361103      128     4787 SH       DEFINED 01 02    04 05        4787
DEB SHOPS, INC                 COM              242728103       13      913 SH       DEFINED    02                  913
DEERE & CO                     COM              244199105     1331    35032 SH       DEFINED 01 02    04 05       35032
DEL MONTE FOODS CO             COM              24522P103       48     4494 SH       DEFINED 01 02 03 04 05        4494
DELCO REMY INTERNATIONAL, INC  COM              246626105       26     3531 SH       DEFINED 01 02 03 04 05        3531
DELHAIZE AMERICA, INC (CLASS B COM              246688204      186     9351 SH       DEFINED 01 02    04 05        9351
DELIA*S, INC                   COM              246885107        0       28 SH       DEFINED    02                   28
DELL COMPUTER CORP             COM              247025109    36008   667591 SH       DEFINED 01 02 03 04 05      667591
DELPHI AUTOMOTIVE SYSTEMS CORP COM              247126105      996    62228 SH       DEFINED 01 02    04 05       62228
DELPHI FINANCIAL GROUP, INC    COM              247131105        6      211 SH       DEFINED    02    04 05         211
DELTA & PINE LAND CO           COM              247357106       94     4740 SH       DEFINED 01 02 03 04 05        4740
DELTA AIRLINES, INC            COM              247361108     1060    19901 SH       DEFINED 01 02    04 05       19901
DELTEK SYSTEMS, INC            COM              24785A108        3      200 SH       DEFINED 01                     200
DELTIC TIMBER CORP             COM              247850100       34     1433 SH       DEFINED 01 02    04 05        1433
DELUXE CORP                    COM              248019101      289    10890 SH       DEFINED 01 02    04 05       10890
DENDRITE INTERNATIONAL, INC    COM              248239105       96     4589 SH       DEFINED 01 02 03 04 05        4589
DENTSPLY INTERNATIONAL, INC    COM              249030107      199     7030 SH       DEFINED 01 02    04 05        7030
DEPARTMENT 56, INC             COM              249509100       17     1123 SH       DEFINED 01 02 03 04 05        1123
DETROIT DIESEL CORP            COM              250837101       27     1432 SH       DEFINED 01 02                 1432
DEVELOPERS DIVERSIFIED REALTY  COM              251591103       19     1337 SH       DEFINED 01 02    04 05        1337
DEVON ENERGY CORP (NEW)        COM              25179M103      250     5142 SH       DEFINED 01 02 03 04 05        5142
DEVRY, INC                     COM              251893103      289     9490 SH       DEFINED 01 02 03 04 05        9490
DEXTER CORP                    COM              252165105      136     2569 SH       DEFINED 01 02 03 04           2569
DIAGNOSTIC PRODUCTS CORP       COM              252450101       30     1242 SH       DEFINED 01 02    04 05        1242
DIAL CORP                      COM              25247D101      182    13232 SH       DEFINED 01 02 03 04 05       13232
DIAMOND OFFSHORE DRILLING, INC COM              25271C102      153     3834 SH       DEFINED 01 02 03 04 05        3834
DIAMOND TECH PARTNERS, INC (CL COM              252762109      108     1642 SH       DEFINED 01 02 03 04 05        1642
DIEBOLD, INC                   COM              253651103      214     7775 SH       DEFINED 01 02    04 05        7775
DIGITAL MICROWAVE CORP         COM              253859102      297     8769 SH       DEFINED 01 02 03 04 05        8769
DIGITAL RIVER, INC             COM              25388B104       43     2017 SH       DEFINED 01 02 03 04 05        2017
DIME COMMUNITY BANCORP, INC    COM              253922108       35     2193 SH       DEFINED 01 02    04 05        2193
DILLARDS, INC (CLASS A)        COM              254067101      153     9302 SH       DEFINED 01 02    04 05        9302
DIME BANCORP, INC              COM              25429Q102      213    11514 SH       DEFINED 01 02    04 05       11514
DIMON, INC                     COM              254394109        1      568 SH       DEFINED    02    04 05         568
DIONEX CORP                    COM              254546104      100     3033 SH       DEFINED 01 02 03 04 05        3033
DISCOUNT AUTO PARTS, INC       COM              254642101        0       34 SH       DEFINED    02                   34
DISNEY (WALT) CO               COM              254687106    18077   436900 SH       DEFINED 01 02 03 04 05      436900
GO.COM                         COM              254687205      252    12074 SH       DEFINED 01 02 03 04 05       12074
DISPATCH MANAGEMENT SERVICES C COM              254927106        2      800 SH       DEFINED 01                     800
DIRECT FOCUS, INC              COM              254931108        6      233 SH       DEFINED 01 02                  233
DOCUMENTUM, INC                COM              256159104      141     1808 SH       DEFINED 01 02 03 04 05        1808
DOLE FOOD, INC                 COM              256605106      127     6543 SH       DEFINED 01 02    04 05        6543
DOLLAR GENERAL CORP            COM              256669102      568    21117 SH       DEFINED 01 02 03 04 05       21117
DOLLAR THRIFTY AUTOMOTIVE GROU COM              256743105       77     4491 SH       DEFINED 01 02    04 05        4491
DOLLAR TREE STORES, INC        COM              256747106      446     8560 SH       DEFINED 01 02 03 04 05        8560
DOMINION RESOURCES, INC        COM              25746U109     2956    76907 SH       DEFINED 01 02    04 05       76907
DONALDSON CO, INC              COM              257651109       64     2847 SH       DEFINED 01 02 03 04 05        2847
DONALDSON, LUFKIN & JENRETTE,  COM              257661108      271     5228 SH       DEFINED 01 02    04 05        5228
DLJ DIRECT                     COM              257661504       22     1617 SH       DEFINED 01 02    04 05        1617
DONNA KARAN INTERNATIONAL, INC COM              257826107        1      150 SH       DEFINED    02       05         150
DONNELLEY (R.R.) & SONS CO     COM              257867101      268    12778 SH       DEFINED 01 02    04 05       12778
DORAL FINANCIAL CORP           COM              25811P100       20     1781 SH       DEFINED 01 02 03 04 05        1781
DOUBLECLICK, INC               COM              258609304     1111    11864 SH       DEFINED 01 02 03 04 05       11864
DOVER CORP                     COM              260003108     1349    28168 SH       DEFINED 01 02    04 05       28168
DOVER DOWNS ENTERTAINMENT, INC COM              260086103       13      999 SH       DEFINED    02 03 04 05         999
DOW CHEMICAL CO                COM              260543103     5046    44261 SH       DEFINED 01 02    04 05       44261
DOW JONES & CO, INC            COM              260561105      752    10469 SH       DEFINED 01 02 03 04 05       10469
DOWNEY FINANCIAL CORP          COM              261018105       13      607 SH       DEFINED 01 02    04 05         607
DRESS BARN, INC                COM              261570105        4      215 SH       DEFINED    02    04 05         215
DREYERS GRAND ICE CREAM, INC   COM              261878102       10      401 SH       DEFINED 01 02 03 04 05         401
DRIL-QUIP, INC                 COM              262037104       11      235 SH       DEFINED    02 03               235
DU PONT (E.I.) DE NEMOURS & CO COM              263534109     9815   185622 SH       DEFINED 01 02 03 04 05      185622
DUANE READE, INC               COM              263578106       55     2376 SH       DEFINED 01 02 03 04 05        2376
DUFF & PHELPS CREDIT RATING CO COM              26432F109       71      717 SH       DEFINED 01 02                  717
DUKE ENERGY CORP               COM              264399106     2151    40971 SH       DEFINED 01 02    04 05       40971
DUKE-WEEKS REALTY CORP         COM              264411505      159     8313 SH       DEFINED 01 02    04 05        8313
DUN & BRADSTREET CORP          COM              26483B106      615    21501 SH       DEFINED 01 02    04 05       21501
DURA AUTOMOTIVE SYSTEMS, INC   COM              265903104        5      313 SH       DEFINED    02 03 04 05         313
DUPONT PHOTOMASKS, INC         COM              26613X101       65     1118 SH       DEFINED 01 02                 1118
DURA PHARMACEUTICALS, INC      COM              26632S109       64     5175 SH       DEFINED 01 02 03 04 05        5175
DURAMED PHARMACEUTICALS, INC   COM              266354109       15     2210 SH       DEFINED 01 02 03 04 05        2210
DYCOM INDUSTRIES, INC          COM              267475101      212     4339 SH       DEFINED 01 02 03 04 05        4339
DYNEGY, INC                    COM              26816Q101      849    13527 SH       DEFINED 01 02 03 04 05       13527
DYNEX CAPITAL, INC             COM              26817Q506        3      494 SH       DEFINED 01                     494
EEX CORP                       COM              26842V207       26     7676 SH       DEFINED 01 02 03 04 05        7676
E4L, INC                       COM              268452109        7     3413 SH       DEFINED 01 02 03 04 05        3413
EGL, INC                       COM              268484102       37     1563 SH       DEFINED 01 02 03 04 05        1563
EMC CORP                       COM              268648102    50107   400852 SH       DEFINED 01 02 03 04 05      400852
ENSCO INTERNATIONAL, INC       COM              26874Q100      600    16604 SH       DEFINED 01 02 03 04 05       16604
EOG RESOURCES, INC             COM              26875P101       83     3902 SH       DEFINED 01 02    04 05        3902
ESS TECHNOLOGY, INC            COM              269151106       63     3598 SH       DEFINED 01 02    04 05        3598
E.SPIRE COMMUNICATIONS, INC    COM              269153102       51     7202 SH       DEFINED 01 02 03 04 05        7202
E-TEK DYNAMICS, INC            COM              269240107     1090     4634 SH       DEFINED 01 02 03 04 05        4634
E'TOWN CORP                    COM              269242103        2       33 SH       DEFINED    02                   33
E TRADE GROUP, INC    06.0000                   269246AA2     2046  1500000 PRN      DEFINED    02    04        1500000
E TRADE GROUP, INC             COM              269246104      818    27140 SH       DEFINED 01 02 03 04 05       27140
EARTHGRAINS CO                 COM              270319106       99     6628 SH       DEFINED 01 02    04 05        6628
EARTHSHELL CORP                COM              27032B100       20     4800 SH       DEFINED 01 02 03    05        4800
EARTHWEB, INC                  COM              27032C108       38     1524 SH       DEFINED 01 02 03              1524
EARTHLINK, INC                 COM              270321102      180     9255 SH       DEFINED 01 02 03 04 05        9255
EAST WEST BANCORP, INC         COM              27579R104       10      863 SH       DEFINED    02    04 05         863
EASTERN ENTERPRISES CO         COM              27637F100      129     2148 SH       DEFINED 01 02    04 05        2148
EASTERN UTILITIES ASSOCIATION  COM              277173100        8      250 SH       DEFINED    02    04 05         250
EASTGROUP PROPERTIES, INC      COM              277276101       68     3160 SH       DEFINED 01 02    04 05        3160
EASTMAN CHEMICAL CO            COM              277432100      303     6657 SH       DEFINED 01 02    04 05        6657
EASTMAN KODAK CO               COM              277461109     1943    35768 SH       DEFINED 01 02    04 05       35768
EATON CORP                     COM              278058102      796    10210 SH       DEFINED 01 02    04 05       10210
EATON VANCE CORP               COM              278265103      214     4988 SH       DEFINED 01 02 03 04 05        4988
EBAY, INC                      COM              278642103      719     4086 SH       DEFINED 01 02 03 04 05        4086
ECHELON CORP                   COM              27874N105      176     2687 SH       DEFINED 01 02 03 04 05        2687
ECHOSTAR COMMUNICATIONS CORP ( COM              278762109     1477    18702 SH       DEFINED 01 02 03 04 05       18702
ECLIPSE SURGICAL TECHNOLOGY, I COM              278849104        5      689 SH       DEFINED    02 03 04 05         689
ECLIPSYS CORP                  COM              278856109       93     4781 SH       DEFINED 01 02 03 04 05        4781
ECOLAB, INC                    COM              278865100      833    22715 SH       DEFINED 01 02 03 04 05       22715
EDISON INTERNATIONAL CO        COM              281020107      592    35759 SH       DEFINED 01 02    04 05       35759
EDUCATION MANAGEMENT CORP      COM              28139T101       69     4790 SH       DEFINED 01 02 03 04 05        4790
J.D. EDWARDS & CO              COM              281667105      189     5793 SH       DEFINED 01 02 03 04 05        5793
EDWARDS (A.G.), INC            COM              281760108      209     5227 SH       DEFINED 01 02    04 05        5227
EFAX.COM                       COM              282012103       15     2832 SH       DEFINED 01 02                 2832
EGGHEAD.COM, INC               COM              282329101       20     2853 SH       DEFINED 01 02 03 04 05        2853
EL PASO ELECTRIC CO            COM              283677854        8      736 SH       DEFINED    02    04 05         736
EL PASO ENERGY CORP            COM              283905107     1145    28351 SH       DEFINED 01 02    04 05       28351
ELAN CORP PLC ADR              ADR              284131208     6492   136672 SH       DEFINED    02 03 04 05      136672
ELCOR CORP                     COM              284443108      143     4144 SH       DEFINED 01 02 03 04 05        4144
ELECTRIC LIGHTWAVE (CLASS A)   COM              284895109       41     1733 SH       DEFINED 01 02 03              1733
ELECTRO RENT CORP              COM              285218103        2      205 SH       DEFINED    02    04 05         205
ELECTRO SCIENTIFIC INDUSTRIES, COM              285229100      182     3143 SH       DEFINED 01 02 03 04 05        3143
ELECTROGLAS, INC               COM              285324109       94     2746 SH       DEFINED 01 02    04 05        2746
ELECTRONIC ARTS, INC           COM              285512109      557     7822 SH       DEFINED 01 02 03 04 05        7822
ELECTRONIC DATA SYSTEMS CORP   COM              285661104    14395   224262 SH       DEFINED 01 02 03 04 05      224262
ELECTRONICS BOUTIQUE HOLDINGS  COM              286045109        0       21 SH       DEFINED    02                   21
ELECTRONICS FOR IMAGING, INC   COM              286082102      437     7283 SH       DEFINED 01 02 03 04 05        7283
ELOT, INC                      COM              290143106       45     7619 SH       DEFINED 01 02 03 04 05        7619
ELOYALTY CORP                  COM              290151109      116     4840 SH       DEFINED 01 02 03 04 05        4840
EMCOR GROUP, INC               COM              29084Q100        7      332 SH       DEFINED 01 02                  332
EMCORE CORP                    COM              290846104      177     1538 SH       DEFINED 01 02 03 04           1538
EMERGE INTERACTIVE, INC        COM              29088W103        6      200 SH       DEFINED 01 02 03 04 05         200
EMERSON ELECTRIC CO            COM              291011104     3307    62546 SH       DEFINED 01 02    04 05       62546
EMMIS COMMUNICATIONS (CLASS A) COM              291525103      184     3950 SH       DEFINED 01 02 03 04 05        3950
EMPIRE DISTRICT ELECTRIC CO    COM              291641108        4      226 SH       DEFINED    02    04 05         226
EMPLOYEE SOLUTIONS, INC        COM              292166105        3     5500 SH       DEFINED 01                    5500
EMULEX CORP                    COM              292475209      481     4404 SH       DEFINED 01 02 03 04 05        4404
ENCOMPASS SERVICES CORP        COM              29255U104       11     1938 SH       DEFINED 01 02    04 05        1938
ENERGEN CORP                   COM              29265N108       75     4701 SH       DEFINED 01 02    04 05        4701
ENERGY EAST CORP               COM              29266M109      140     7066 SH       DEFINED 01 02    04 05        7066
ENGELHARD CORP                 COM              292845104      183    12127 SH       DEFINED 01 02    04 05       12127
ENGINEERING ANIMATION, INC     COM              292872108       10      788 SH       DEFINED    02 03 04 05         788
ENESCO GROUP, INC              COM              292973104        7     1051 SH       DEFINED 01 02 03    05        1051
ENHANCE FINANCIAL SERVICES GRO COM              293310108       30     2098 SH       DEFINED 01 02    04 05        2098
ENRON CORP                     COM              293561106     9604   128268 SH       DEFINED 01 02 03 04 05      128268
ENTERCOM COMMUNICATIONS CORP   COM              293639100      154     3024 SH       DEFINED 01 02 03 04 05        3024
ENTERGY CORP                   COM              29364G103      595    29451 SH       DEFINED 01 02    04 05       29451
ENTERTAINMENT PROPERTIES TRUST COM              29380T105       33     2508 SH       DEFINED 01 02    04 05        2508
ENTREMED, INC                  COM              29382F103      101     1700 SH       DEFINED 01 02 03 04 05        1700
ENTRUST TECHNOLOGIES, INC      COM              293848107      184     2167 SH       DEFINED 01 02 03 04 05        2167
ENZON, INC                     COM              293904108      141     3730 SH       DEFINED 01 02 03 04 05        3730
ENZO BIOCHEMICAL, INC          COM              294100102      216     3068 SH       DEFINED 01 02 03 04 05        3068
EPICOR SOFTWARE CORP           COM              29426L108       57     6655 SH       DEFINED 01 02 03 04 05        6655
EQUIFAX, INC                   COM              294429105      586    23220 SH       DEFINED 01 02 03 04 05       23220
EQUITABLE RESOURCES, INC       COM              294549100      377     8412 SH       DEFINED 01 02    04 05        8412
EQUITY INNS, INC               COM              294703103        3      440 SH       DEFINED    02    04 05         440
EQUITY OFFICE PROPERTIES TRUST COM              294741103      761    30303 SH       DEFINED 01 02    04 05       30303
EQUITY RESIDENTIAL PROPERTIES  COM              29476L107      635    15806 SH       DEFINED 01 02    04 05       15806
ERICSSON TELEFON (LM) SERIES B ADR              294821400    11715   124880 SH       DEFINED    02 03 04 05      124880
ERIE INDEMNITY CO (CLASS A)    COM              29530P102       90     2780 SH       DEFINED 01 02    04 05        2780
ESHARE TECHNOLOGIES, INC       COM              296428105        0       16 SH       DEFINED    02                   16
ESSEX PROPERTY TRUST, INC      COM              297178105        8      232 SH       DEFINED    02    04 05         232
ESTERLINE CORP                 COM              297425100        3      226 SH       DEFINED    02    04 05         226
ETHAN ALLEN INTERIORS, INC     COM              297602104      139     5544 SH       DEFINED 01 02 03 04 05        5544
ETHYL CORP                     COM              297659104        2      757 SH       DEFINED    02    04 05         757
ETOYS, INC                     COM              297862104       13     1437 SH       DEFINED 01 02 03              1437
EVERGREEN RESOURCES, INC       COM              299900308        6      247 SH       DEFINED    02    04 05         247
EXAR CORP                      COM              300645108       59      829 SH       DEFINED 01 02    04 05         829
EXCALIBUR TECHNOLOGIES CORP    COM              300651205       71     1784 SH       DEFINED 01 02 03 04 05        1784
EXCEL LEGACY CORP     09.0000                   300665AA4        3     3000 PRN      DEFINED 01                    3000
EXCHANGE APPLICATIONS, INC     COM              300867108      168     3172 SH       DEFINED 01 02 03 04 05        3172
EXIDE CORP                     COM              302051107       24     2072 SH       DEFINED 01 02    04 05        2072
EXODUS COMMUNICATIONS, INC     COM              302088109     3234    23017 SH       DEFINED 01 02 03 04 05       23017
EXPEDITORS INTERNATIONAL OF WA COM              302130109      241     6071 SH       DEFINED 01 02 03 04 05        6071
EXPRESS SCRIPTS, INC           COM              302182100      144     3429 SH       DEFINED 01 02 03 04 05        3429
EXTENDED STAY AMERICA, INC     COM              30224P101       98    13057 SH       DEFINED 01 02 03 04 05       13057
EXTREME NETWORKS, INC          COM              30226D106      279     3536 SH       DEFINED 01 02 03 04 05        3536
EXXON MOBIL CORP               COM              30231G102    41908   538583 SH       DEFINED 01 02    04 05      538583
F & M BANCORP, INC (MARYLAND)  COM              302367107        1       35 SH       DEFINED    02                   35
F & M NATIONAL CORP            COM              302374103        9      387 SH       DEFINED    02 03 04 05         387
FBL FINANCIAL GROUP, INC (CLAS COM              30239F106       33     2200 SH       DEFINED 01       04 05        2200
FMC CORP                       COM              302491303      264     4668 SH       DEFINED 01 02    04 05        4668
F.N.B. CORP                    COM              302520101        5      258 SH       DEFINED    02    04 05         258
FPIC INSURANCE GROUP, INC      COM              302563101        8      437 SH       DEFINED    02 03               437
FPL GROUP, INC                 COM              302571104     2999    65115 SH       DEFINED 01 02    04 05       65115
FSI INTERNATIONAL, INC         COM              302633102       57     2782 SH       DEFINED 01 02 03 04 05        2782
F.Y.I., INC                    COM              302712104       86     3187 SH       DEFINED 01 02 03 04 05        3187
FCNB CORP                      COM              302920103        5      340 SH       DEFINED    02       05         340
FACTORY 2-U STORES, INC        COM              303072102       15      591 SH       DEFINED    02 03 04 05         591
FACTSET RESEARCH SYSTEMS, INC  COM              303075105      105     3892 SH       DEFINED 01 02 03 04 05        3892
FAIR ISSAC & CO, INC           COM              303250104       91     2338 SH       DEFINED 01 02 03              2338
FAIRCHILD CORP (CLASS A)       COM              303698104        2      259 SH       DEFINED    02    04 05         259
FAIRFIELD COMMUNITIES, INC     COM              304231301       34     4278 SH       DEFINED 01 02 03 04 05        4278
FAMILY DOLLAR STORES, INC      COM              307000109      367    17633 SH       DEFINED 01 02 03 04 05       17633
FAMILY GOLF CENTERS, INC       COM              30701A106        0      279 SH       DEFINED    02 03    05         279
FARMER BROTHERS CO             COM              307675108       18      100 SH       DEFINED 01                     100
FARM FAMILY HOLDINGS, INC      COM              307901108       18      621 SH       DEFINED 01 02                  621
FARMERS CAPITAL BANK CORP      COM              309562106       21      624 SH       DEFINED 01 02                  624
FATBRAIN.COM, INC              COM              311889109        4      412 SH       DEFINED 01 02                  412
FASTENAL CO                    COM              311900104      190     3974 SH       DEFINED 01 02 03 04 05        3974
FEDDERS CORP                   COM              313135105       27     4813 SH       DEFINED 01 02    04 05        4813
FEDERAL AGRICULTURAL MORTGAGE  COM              313148306       11      729 SH       DEFINED 01 02 03               729
FREDDIE MAC                    COM              313400301     4820   109080 SH       DEFINED 01 02 03 04 05      109080
FEDERAL-MOGUL CORP             COM              313549107       37     2198 SH       DEFINED    02    04 05        2198
FEDERAL NATIONAL MORTGAGE ASSO COM              313586109     8462   149931 SH       DEFINED 01 02 03 04 05      149931
FEDERAL REALTY INVESTMENT TRUS COM              313747206      107     5552 SH       DEFINED 01 02 03 04 05        5552
FEDERAL SIGNAL CORP            COM              313855108       92     5089 SH       DEFINED 01 02 03 04 05        5089
FEDERATED DEPARTMENT STORES, I COM              31410H101     1182    28302 SH       DEFINED 01 02    04 05       28302
FEDERATED INVESTORS, INC       COM              314211103      288    10558 SH       DEFINED 01 02 03 04 05       10558
FEDEX CORP                     COM              31428X106     1552    39790 SH       DEFINED 01 02    04 05       39790
FELCOR LODGING TRUST, INC      COM              31430F101      165     9324 SH       DEFINED 01 02    04 05        9324
FERRO CORP                     COM              315405100       66     3733 SH       DEFINED 01 02 03 04 05        3733
FIDELITY HOLDINGS, INC         COM              31617J306        2       74 SH       DEFINED    02    04             74
FIDELITY NATIONAL FINANCIAL, I COM              316326107      105     7580 SH       DEFINED 01 02    04 05        7580
FIFTH THIRD BANCORP            COM              316773100     2443    38781 SH       DEFINED 01 02 03 04 05       38781
FILENET CORP                   COM              316869106      149     4998 SH       DEFINED 01 02 03 04 05        4998
FINANCIAL FEDERAL CORP         COM              317492106       28     1541 SH       DEFINED 01 02 03    05        1541
FINANCIAL SECURITY ASSURANCE H COM              31769P100      226     3073 SH       DEFINED 01 02    04 05        3073
FINET.COM, INC                 COM              317922300        6     5071 SH       DEFINED 01 02 03 04 05        5071
FINISH LINE, INC (CLASS A)     COM              317923100       29     2965 SH       DEFINED 01 02 03 04 05        2965
FINOVA GROUP, INC              COM              317928109       95     5647 SH       DEFINED 01 02    04 05        5647
FIRST AMERICAN FINANCIAL CORP  COM              318522307       46     3209 SH       DEFINED 01 02    04 05        3209
FIRST BANCORP (PUERTO RICO)    COM              318672102       39     2221 SH       DEFINED 01 02 03 04 05        2221
FIRST BUSEY CORP               COM              319383105        1       41 SH       DEFINED    02                   41
FIRST CHARTER CORP             COM              319439105        3      215 SH       DEFINED    02    04 05         215
FIRST CITIZENS BANCSHARES, INC COM              31946M103        7      120 SH       DEFINED 01 02                  120
FIRST COMMERCE BANCSHARES, INC COM              319777207       18      521 SH       DEFINED 01 02                  521
FIRST COMMONWEALTH FINANCIAL C COM              319829107        6      741 SH       DEFINED    02    04 05         741
FIRST CONSULTING GROUP, INC    COM              31986R103       59     3614 SH       DEFINED 01 02 03 04 05        3614
FIRST FEDERAL CAPITAL CORP     COM              319960100        3      258 SH       DEFINED    02    04 05         258
FIRST DATA CORP                COM              319963104     2699    61000 SH       DEFINED 01 02 03 04 05       61000
FIRST FINANCIAL BANKSHARES, IN COM              32020R109        1       38 SH       DEFINED    02                   38
FIRST FINANCIAL BANCORP        COM              320209109       23     1290 SH       DEFINED 01 02 03 04 05        1290
FIRST FINANCIAL CORP (INDIANA) COM              320218100        1       23 SH       DEFINED    02                   23
FIRST FINANCIAL HOLDINGS, INC  COM              320239106        7      497 SH       DEFINED    02    04 05         497
FIRST INDUSTRIAL REALTY TRUST, COM              32054K103      186     6843 SH       DEFINED 01 02    04 05        6843
FIRST INDIANA CORP             COM              32054R108       28     1535 SH       DEFINED 01 02                 1535
FIRST MERCHANTS CORP           COM              320817109        3      141 SH       DEFINED    02       05         141
FIRST MIDWEST BANCORP, INC     COM              320867104       13      534 SH       DEFINED    02    04 05         534
FIRST HEALTH GROUP CORP        COM              320960107      160     5062 SH       DEFINED 01 02 03 04 05        5062
FIRST REPUBLIC BANK            COM              336158100        1       36 SH       DEFINED    02                   36
FIRST SECURITY CORP            COM              336294103      195    16239 SH       DEFINED 01 02    04 05       16239
FIRST SENTINEL BANCORP, INC    COM              33640T103        7      892 SH       DEFINED 01 02    04 05         892
FIRST SOURCE CORP              COM              336901103        3      142 SH       DEFINED    02       05         142
FIRST TENNESSEE NATIONAL CORP  COM              337162101      202     9954 SH       DEFINED 01 02 03 04 05        9954
FIRST UNION CORP               COM              337358105     4760   127791 SH       DEFINED 01 02    04 05      127791
FIRST UNION REAL ESTATE INVEST COM              337400105        1      480 SH       DEFINED 01                     480
FIRST UNITED BANCSHARES, INC   COM              33741E104        3      285 SH       DEFINED    02    04 05         285
FIRST VIRGINIA BANKS, INC      COM              337477103      149     3965 SH       DEFINED 01 02    04 05        3965
FIRST WASHINGTON BANCORP, INC  COM              33748T104       31     1683 SH       DEFINED 01 02    04 05        1683
FIRST WASHINGTON REALTY TRUST, COM              337489504        2      131 SH       DEFINED    02    04            131
FIRSTAR CORP                   COM              33763V109     9330   406779 SH       DEFINED 01 02 03 04 05      406779
FISERV, INC                    COM              337738108      622    16731 SH       DEFINED 01 02 03 04 05       16731
FIRSTFED FINANCIAL CORP        COM              337907109       19     1469 SH       DEFINED 01 02    04 05        1469
FIRSTMERIT CORP                COM              337915102       74     3994 SH       DEFINED 01 02    04 05        3994
FLAGSTAR BANCORP, INC          COM              337930101        2      127 SH       DEFINED    02    04            127
FIRSTENERGY CORP               COM              337932107      748    36270 SH       DEFINED 01 02    04 05       36270
FISHER SCIENTIFIC INTERNATIONA COM              338032204      163     3655 SH       DEFINED 01 02 03 04 05        3655
FLASHNET                       COM              338527104        1      136 SH       DEFINED    02                  136
FLEETBOSTON FINANCIAL CORP     COM              339030108     6135   168085 SH       DEFINED 01 02    04 05      168085
FLEETWOOD ENTERPRISES, INC     COM              339099103       95     6455 SH       DEFINED 01 02 03 04 05        6455
FLORIDA EAST COAST INDUSTRIES, COM              340632108      117     2417 SH       DEFINED 01 02    04 05        2417
FLORIDA PROGRESS CORP          COM              341109106      560    12197 SH       DEFINED 01 02    04 05       12197
FLORIDA ROCK INDUSTRIES, INC   COM              341140101       44     1588 SH       DEFINED 01 02 03 04 05        1588
FLOWERS INDUSTRIES, INC        COM              343496105      181    11886 SH       DEFINED 01 02    04 05       11886
FLOWSERVE CORP                 COM              34354P105       82     6341 SH       DEFINED 01 02    04 05        6341
FLUOR CORP                     COM              343861100      410    13231 SH       DEFINED 01 02    04 05       13231
FOOTSTAR, INC                  COM              344912100      109     3873 SH       DEFINED 01 02 03 04 05        3873
FORD MOTOR CO                  COM              345370100     6408   139485 SH       DEFINED 01 02    04 05      139485
FOREST CITY ENTERPRISES, INC ( COM              345550107       37     1259 SH       DEFINED 01 02 03 04 05        1259
FOREST LABORATORIES, INC       COM              345838106      998    11810 SH       DEFINED 01 02 03 04 05       11810
FOREST OIL CORP                COM              346091606       70     6588 SH       DEFINED 01 02 03 04 05        6588
FORRESTER RESEARCH, INC        COM              346563109        1       21 SH       DEFINED    02                   21
FORT JAMES CORP                COM              347471104     2323   105610 SH       DEFINED 01 02 03 04 05      105610
FORTUNE BRANDS, INC            COM              349631101      480    19185 SH       DEFINED 01 02    04 05       19185
FORWARD AIR CORP               COM              349853101       12      505 SH       DEFINED    02 03 04 05         505
FOSSIL, INC                    COM              349882100       68     2904 SH       DEFINED 01 02 03 04 05        2904
FOSTER WHEELER CORP            COM              350244109       10     1453 SH       DEFINED 01 02    04 05        1453
FOUNDATION HEALTH SYSTEMS (CLA COM              350404109       61     7629 SH       DEFINED 01 02    04 05        7629
FOUNDRY NETWORKS, INC          COM              35063R100      404     2812 SH       DEFINED    02 03 04 05        2812
FOX ENTERTAINMENT GROUP, INC   COM              35138T107      543    18125 SH       DEFINED 01 02 03 04 05       18125
FRANCHISE FINANCE CORP OF AMER COM              351807102       38     1630 SH       DEFINED 01 02    04 05        1630
FRANKLIN COVEY CO              COM              353469109        2      249 SH       DEFINED    02    04 05         249
FRANKLIN ELECTRIC CO, INC      COM              353514102        1       17 SH       DEFINED    02                   17
FRANKLIN RESOURCES, INC        COM              354613101      931    27830 SH       DEFINED 01 02 03 04 05       27830
TUCKER ANTHONY SUTRO           COM              35644K103        3      213 SH       DEFINED    02    04 05         213
FREEPORT-MCMORAN COPPER & GOLD COM              35671D857      308    25526 SH       DEFINED 01 02 03 04 05       25526
FREMONT GENERAL CORP           COM              357288109       14     2427 SH       DEFINED 01 02    04 05        2427
FRIEDE GOLDMAN HALTER, INC     COM              358430106       29     4222 SH       DEFINED 01 02 03 04 05        4222
FRIEDMAN, BILLINGS, RAMSEY GRO COM              358433100       23     2120 SH       DEFINED 01 02 03 04 05        2120
FRITZ COS, INC                 COM              358846103        3      275 SH       DEFINED    02    04 05         275
FRONTIER AIRLINES, INC         COM              359065109        4      329 SH       DEFINED    02 03 04 05         329
FRONTIER FINANCIAL CORP        COM              35907K105       39     2107 SH       DEFINED 01 02    04 05        2107
FRONTIER INSURANCE GROUP, INC  COM              359081106        5     5414 SH       DEFINED 01 02    04 05        5414
FRONTLINE CAPITAL GROUP        COM              35921N101        3       64 SH       DEFINED 01                      64
FULLER (H.B.) CO               COM              359694106       99     2490 SH       DEFINED 01 02    04 05        2490
FULTON FINANCIAL CORP          COM              360271100      209     9924 SH       DEFINED 01 02    04 05        9924
FURNITURE BRANDS INTERNATIONAL COM              360921100      132     7043 SH       DEFINED 01 02 03 04 05        7043
G & K SERVICES, INC (CLASS A)  COM              361268105       27     1390 SH       DEFINED 01 02 03 04 05        1390
GATX CORP                      COM              361448103      215     5661 SH       DEFINED 01 02    04 05        5661
GBC BANCORP                    COM              361475106       19      840 SH       DEFINED 01 02                  840
GC COS, INC                    COM              36155Q109       32      921 SH       DEFINED 01 02                  921
GPU, INC                       COM              36225X100      386    14095 SH       DEFINED 01 02    04 05       14095
GTE CORP                       COM              362320103     8243   116100 SH       DEFINED 01 02    04 05      116100
GT INTERACTIVE SOFTWARE CORP   COM              36236E109        9     2995 SH       DEFINED 01 02 03 04 05        2995
GABLES RESIDENTIAL TRUST       COM              362418105        7      296 SH       DEFINED    02    04 05         296
GALILEO INTERNATIONAL, INC     COM              363547100      185     7704 SH       DEFINED 01 02 03 04 05        7704
GALLAGHER (ARTHUR J.) & CO     COM              363576109       97     2970 SH       DEFINED 01 02 03 04 05        2970
GANNETT CO, INC                COM              364730101     2748    39050 SH       DEFINED 01 02    04 05       39050
GAP, INC                       COM              364760108     6011   120663 SH       DEFINED 01 02 03 04 05      120663
GARDNER DENVER, INC            COM              365558105       50     2648 SH       DEFINED 01 02    04 05        2648
GARTNER GROUP, INC (CLASS A)   COM              366651107      120     7624 SH       DEFINED 01 02 03 04 05        7624
GARTNER GROUP, INC (CLASS B)   COM              366651206       63     4706 SH       DEFINED 01 02 03 04 05        4706
GATEWAY, INC                   COM              367626108     1660    31322 SH       DEFINED 01 02 03 04 05       31322
GAYLORD ENTERTAINMENT CO       COM              367905106        8      286 SH       DEFINED 01 02    04 05         286
GAYLORD CONTAINER CO           COM              368145108        7     1042 SH       DEFINED    02 03 04 05        1042
GELTEX PHARMACEUTICALS, INC    COM              368538104       17      998 SH       DEFINED 01 02 03 04 05         998
GENCORP, INC                   COM              368682100       35     4545 SH       DEFINED 01 02    04 05        4545
GENERAL BINDING CORP           COM              369154109        0       22 SH       DEFINED    02                   22
GENERAL CABLE CORP             COM              369300108       23     2966 SH       DEFINED 01 02 03 04 05        2966
GENERAL CIGAR HOLDINGS, INC (C COM              36933P100        0       28 SH       DEFINED    02                   28
GENERAL CHEMICAL GROUP, INC    COM              369332101        1      300 SH       DEFINED          04            300
GENERAL COMMUNICATION (CLASS A COM              369385109       27     4942 SH       DEFINED 01 02    04 05        4942
GENERAL DYNAMICS CORP          COM              369550108     1234    24810 SH       DEFINED 01 02 03 04 05       24810
GENERAL ELECTRIC CO            COM              369604103   125092   806070 SH       DEFINED 01 02 03 04 05      806070
GENERAL GROWTH PROPERTIES, INC COM              370021107       78     2579 SH       DEFINED 01 02    04 05        2579
GENERAL MILLS, INC             COM              370334104     1589    43900 SH       DEFINED 01 02 03 04 05       43900
GENERAL MOTORS CORP            COM              370442105     6443    77807 SH       DEFINED 01 02    04 05       77807
GENERAL MOTORS CORP (CLASS H)  COM              370442832    12360    99280 SH       DEFINED 01 02 03 04 05       99280
GENERAL SEMICONDUCTOR, INC     COM              370787103       56     3247 SH       DEFINED 01 02 03 04 05        3247
GENESCO, INC                   COM              371532102      308    23435 SH       DEFINED 01 02 03 04 05       23435
GENTEX CORP                    COM              371901109      383    10321 SH       DEFINED 01 02 03 04 05       10321
GENLYTE GROUP, INC             COM              372302109        4      189 SH       DEFINED    02    04 05         189
GENRAD, INC                    COM              372447102       47     3768 SH       DEFINED 01 02 03 04 05        3768
GENTEK, INC                    COM              37245X104        3      211 SH       DEFINED    02    04 05         211
GEON CO                        COM              37246W105       75     3479 SH       DEFINED 01 02    04 05        3479
GENUINE PARTS CO               COM              372460105      518    21685 SH       DEFINED 01 02    04 05       21685
GENZYME CORP (GENERAL DIVISION COM              372917104      437     8728 SH       DEFINED 01 02 03 04 05        8728
GENZYME CORP (TISSUE REPAIR DI COM              372917401        1      160 SH       DEFINED 01                     160
GENZYME-MOLECULAR ONCOLOGY     COM              372917500        6      402 SH       DEFINED 01 02       05         402
GENZYME SURGICAL PRODUCTS      COM              372917609        4      366 SH       DEFINED 01 02 03 04 05         366
GEORGIA GULF CORP              COM              373200203      101     3867 SH       DEFINED 01 02 03 04 05        3867
GEORGIA-PACIFIC CORP (PACKING  COM              373298108      904    22845 SH       DEFINED 01 02    04 05       22845
GEORGIA-PACIFIC CORP (TIMBER G COM              373298702      114     4434 SH       DEFINED 01 02    04 05        4434
GERBER SCIENTIFIC, INC         COM              373730100       92     4744 SH       DEFINED 01 02 03 04 05        4744
GETTY IMAGES, INC              COM              374276103      150     4183 SH       DEFINED 01 02 03 04 05        4183
GETTY REALTY HOLDINGS CORP     COM              374297109        1      129 SH       DEFINED    02 03               129
GIBRALTAR STEEL CORP           COM              37476F103       17     1028 SH       DEFINED 01 02                 1028
GILEAD SCIENCES, INC           COM              375558103      380     5998 SH       DEFINED 01 02 03 04 05        5998
GILLETTE CO                    COM              375766102     9050   240140 SH       DEFINED 01 02 03 04 05      240140
GLACIER BANCORP, INC           COM              37637Q105        3      233 SH       DEFINED    02                  233
GLATFELTER (P.H.) CO           COM              377316104       49     4588 SH       DEFINED 01 02    04 05        4588
GLENAYRE TECHNOLOGIES, INC     COM              377899109       72     4109 SH       DEFINED 01 02    04 05        4109
GLENBOROUGH REALTY TRUST, INC  COM              37803P105        6      426 SH       DEFINED    02    04 05         426
GLIATECH, INC                  COM              37929C103       23     1336 SH       DEFINED 01 02 03              1336
GLIMCHER REALTY TRUST          COM              379302102       35     2572 SH       DEFINED 01 02    04 05        2572
GLOBAL INDUSTRIES LTD          COM              379336100      112     7633 SH       DEFINED 01 02 03 04 05        7633
GLOBAL IMAGING SYSTEMS, INC    COM              37934A100       23     3025 SH       DEFINED 01 02    04           3025
GLOBAL MARINE, INC             COM              379352404      394    15525 SH       DEFINED 01 02 03 04 05       15525
GLOBAL TELESYSTEMS GROUP, INC  COM              37936U104      508    24770 SH       DEFINED 01 02 03 04 05       24770
GLOBAL SPORTS, INC             COM              37937A107       15      819 SH       DEFINED 01 02                  819
GLOBIX CORP                    COM              37957F101       90     2371 SH       DEFINED 01 02 03 04 05        2371
GOLD BANC CORP, INC            COM              379907108        3      500 SH       DEFINED 01                     500
GOLDEN STATE BANCORP, INC      COM              381197102      193    12897 SH       DEFINED 01 02    04 05       12897
GOLDEN WEST FINANCIAL CORP     COM              381317106      729    23375 SH       DEFINED 01 02    04 05       23375
THE GOLDMAN SACHS GROUP, INC   COM              38141G104      527     5017 SH       DEFINED 01 02    04 05        5017
GOLF TRUST OF AMERICA, INC     COM              38168B103        0       29 SH       DEFINED    02                   29
GOODRICH (B.F.) CO             COM              382388106      338    11791 SH       DEFINED 01 02    04 05       11791
GOODYEAR TIRE & RUBBER CO      COM              382550101      315    13509 SH       DEFINED 01 02    04 05       13509
GOODY'S FAMILY CLOTHING, INC   COM              382588101        3      571 SH       DEFINED 01 02       05         571
GO2NET, INC                    COM              383486107      261     3236 SH       DEFINED 01 02 03 04 05        3236
GRACE W.R. & CO                COM              38388F108      199    15705 SH       DEFINED 01 02 03 04 05       15705
GRACO, INC                     COM              384109104      103     3565 SH       DEFINED 01 02 03 04 05        3565
GRAINGER (W.W.), INC           COM              384802104      478     8808 SH       DEFINED 01 02    04 05        8808
GRAND PREMIER FINANCIAL, INC   COM              386174106       24     1712 SH       DEFINED 01 02    04 05        1712
GRAND UNION CO                 COM              386532402        3     1013 SH       DEFINED    02 03 04 05        1013
GRANITE CONSTRUCTION, INC      COM              387328107       19      688 SH       DEFINED 01 02    04 05         688
GRAY COMMUNICATIONS SYSTEMS, I COM              389190109        2      193 SH       DEFINED    02    04 05         193
GREAT ATLANTIC & PACIFIC TEA C COM              390064103      132     6769 SH       DEFINED 01 02    04 05        6769
GREAT LAKES CHEMICAL CORP      COM              390568103      208     6110 SH       DEFINED 01 02    04 05        6110
GREAT LAKES REIT, INC          COM              390752103       43     2862 SH       DEFINED 01 02    04 05        2862
GREAT SOUTHERN BANCORP         COM              390905107        2      125 SH       DEFINED    02 03               125
GREAT PLAINS SOFTWARE, INC     COM              39119E105      109     2038 SH       DEFINED 01 02 03              2038
GREATER BAY BANCORP            COM              391648102       40      999 SH       DEFINED 01 02 03 04 05         999
GREENPOINT FINANCIAL CORP      COM              395384100      164     8341 SH       DEFINED 01 02    04 05        8341
GREIF BROTHERS CORP (CLASS A)  COM              397624107       14      448 SH       DEFINED 01       04 05         448
GREY WOLF, INC                 COM              397888108       86    21763 SH       DEFINED 01 02 03 04 05       21763
GRIFFON CORP                   COM              398433102        3      323 SH       DEFINED    02    04 05         323
GROUP 1 AUTOMOTIVE, INC        COM              398905109        6      559 SH       DEFINED    02 03 04 05         559
GRUBB & ELLIS CO               COM              400095204        3      500 SH       DEFINED 01                     500
GTECH HOLDINGS CORP            COM              400518106      128     6892 SH       DEFINED 01 02 03 04 05        6892
GUESS ?, INC                   COM              401617105       10      328 SH       DEFINED    02 03               328
GUIDANT CORP                   COM              401698105     4244    72165 SH       DEFINED 01 02 03 04 05       72165
GUILFORD MILLS, INC            COM              401794102        1      160 SH       DEFINED    02       05         160
GUILFORD PHARMACEUTICALS, INC  COM              401829106     1627    69981 SH       DEFINED 01 02 03 04 05       69981
GUITAR CENTER, INC             COM              402040109       27     2333 SH       DEFINED 01 02 03 04 05        2333
GYMBOREE CORP                  COM              403777105        3      680 SH       DEFINED 01 02       05         680
HMT TECHNOLOGY CORP            COM              403917107        3     1000 SH       DEFINED 01                    1000
HCC INSURANCE HOLDINGS, INC    COM              404132102       22     1694 SH       DEFINED 01 02    04 05        1694
HNC SOFTWARE                   COM              40425P107      234     3253 SH       DEFINED 01 02 03 04 05        3253
HRPT PROPERTIES TRUST          COM              40426W101       54     6162 SH       DEFINED 01 02    04 05        6162
HSB GROUP, INC                 COM              40428N109       52     1782 SH       DEFINED    02 03 04 05        1782
HS RESOURCES, INC              COM              404297103       50     2363 SH       DEFINED 01 02    04 05        2363
HA-LO INDUSTRIES, INC          COM              404429102       28     3607 SH       DEFINED 01 02 03 04 05        3607
HADCO CORP                     COM              404681108       84     1300 SH       DEFINED 01 02    04 05        1300
HAEMONETICS CORP               COM              405024100       44     1947 SH       DEFINED 01 02 03 04 05        1947
HAIN FOOD GROUP, INC           COM              405219106       56     1983 SH       DEFINED 01 02 03 04 05        1983
HALLIBURTON CO                 COM              406216101     2738    66773 SH       DEFINED 01 02 03 04 05       66773
HAMILTON BANCORP, INC          COM              407013101       33     2132 SH       DEFINED 01 02    04           2132
HANCOCK FABRICS, INC           COM              409900107        2      700 SH       DEFINED 01                     700
HANCOCK HOLDINGS CO            COM              410120109       32     1035 SH       DEFINED 01 02                 1035
JOHN HANCOCK FINANCIAL SERVICE COM              41014S106     1896   104955 SH       DEFINED    02    04 05      104955
HANDLEMAN CO                   COM              410252100       34     3805 SH       DEFINED 01 02    04 05        3805
HANGER ORTHOPEDIC GROUP, INC   COM              41043F208       18     3472 SH       DEFINED 01 02 03 04 05        3472
HANNA (M.A.) CO                COM              410522106       75     6619 SH       DEFINED 01 02    04 05        6619
HANNAFORD BROTHERS, INC        COM              410550107      208     2818 SH       DEFINED 01 02    04 05        2818
HANOVER COMPRESSOR CO          COM              410768105      174     3068 SH       DEFINED 01 02 03 04 05        3068
HANOVER DIRECT, INC            COM              410783104       52    21743 SH       DEFINED 01 02 03 04 05       21743
HARBINGER CORP                 COM              41145C103      189     6492 SH       DEFINED 01 02 03 04 05        6492
HARCOURT GENERAL, INC          COM              41163G101      207     5552 SH       DEFINED 01 02    04 05        5552
HARBOR FLORIDA BANCSHARES, INC COM              411901101        2      148 SH       DEFINED    02       05         148
HARKEN ENERGY CORP             COM              412552101       16    15584 SH       DEFINED 01 02    04 05       15584
HARLAND (JOHN H.) CO           COM              412693103       42     3114 SH       DEFINED 01 02 03 04 05        3114
HARLEY DAVIDSON, INC           COM              412822108    11347   142949 SH       DEFINED 01 02 03 04 05      142949
HARLEYSVILLE GROUP, INC        COM              412824104       14      950 SH       DEFINED 01 02    04 05         950
HARLEYSVILLE NATIONAL CORP     COM              412850109        1       30 SH       DEFINED    02                   30
HARMAN INTERNATIONAL INDUSTRIE COM              413086109      129     2154 SH       DEFINED 01 02    04 05        2154
HARMON INDUSTRIES, INC         COM              413136102        4      238 SH       DEFINED    02 03    05         238
HARMONIC LIGHTWAVES, INC       COM              413160102      305     3666 SH       DEFINED 01 02 03 04 05        3666
HARRAH'S ENTERTAINMENT, INC    COM              413619107      278    14952 SH       DEFINED 01 02    04 05       14952
HARRIS CORP                    COM              413875105      245     7081 SH       DEFINED 01 02    04 05        7081
HARRIS FINANCIAL, INC          COM              414541102        9     1233 SH       DEFINED 01 02                 1233
HARSCO CORP                    COM              415864107      130     4495 SH       DEFINED 01 02    04 05        4495
HARTE-HANKS, INC               COM              416196103      110     4829 SH       DEFINED 01 02 03 04 05        4829
HARTFORD FINANCIAL SERVICES GR COM              416515104     1526    28935 SH       DEFINED 01 02    04 05       28935
HARTFORD LIFE, INC (CLASS A)   COM              416592103       94     1998 SH       DEFINED 01 02    04 05        1998
HASBRO, INC                    COM              418056107      423    25660 SH       DEFINED 01 02    04 05       25660
HAVERTY FURNITURE COS, INC     COM              419596101       42     3968 SH       DEFINED 01 02    04 05        3968
HAWAIIAN ELECTRIC INDUSTRIES,  COM              419870100       64     2021 SH       DEFINED 01 02    04 05        2021
HAYES LEMMERZ INTERNATIONAL, I COM              420781106       74     3881 SH       DEFINED 01 02 03 04 05        3881
HEARME.COM                     COM              421903105       35     1382 SH       DEFINED 01 02 03 04 05        1382
HEALTH CARE PROPERTY INVESTORS COM              421915109       75     2938 SH       DEFINED 01 02 03 04 05        2938
HEALTHSOUTH CORP               COM              421924101      294    52792 SH       DEFINED 01 02 03 04 05       52792
HEALTH MANAGEMENT ASSOCIATES,  COM              421933102     2258   158447 SH       DEFINED 01 02 03 04 05      158447
HEALTHCARE REALTY TRUST, INC   COM              421946104       17      993 SH       DEFINED 01 02    04 05         993
HEALTH CARE REIT, INC          COM              42217K106        4      308 SH       DEFINED    02    04 05         308
HEALTHAXIS, INC                COM              42219D100       16     1137 SH       DEFINED 01 02 03              1137
HEALTHEON/WEBMD CORP           COM              422209106       78     3385 SH       DEFINED 01 02 03 04 05        3385
HEARST-ARGYLE TELEVISION, INC  COM              422317107      107     4581 SH       DEFINED 01 02 03 04 05        4581
HEARTLAND EXPRESS, INC         COM              422347104        5      326 SH       DEFINED    02 03 04 05         326
HEICO CORP                     COM              422806109        0       19 SH       DEFINED    02                   19
HEIDRICK & STRUGGLES INTERNATI COM              422819102       24      607 SH       DEFINED 01 02 03 04 05         607
HEILIG MEYERS CO               COM              422893107       17     4245 SH       DEFINED 01 02    04 05        4245
HEINZ (H.J.) CO                COM              423074103     1848    53001 SH       DEFINED 01 02 03 04 05       53001
HELIX TECHNOLOGY CORP          COM              423319102      218     3634 SH       DEFINED 01 02 03 04 05        3634
HELLER FINANCIAL, INC          COM              423328103       63     2727 SH       DEFINED 01 02    04 05        2727
HELMERICH & PAYNE, INC         COM              423452101      291     9371 SH       DEFINED 01 02    04 05        9371
HEMISPHERX BIOPHARMA, INC      COM              42366C103       29     2639 SH       DEFINED 01 02 03 04 05        2639
JACK HENRY & ASSOCIATES, INC   COM              426281101      149     4049 SH       DEFINED 01 02 03 04 05        4049
HERBALIFE INTERNATIONAL, INC ( COM              426908208        0       33 SH       DEFINED 01                      33
HERBALIFE INTERNATIONAL, INC ( COM              426908307       35     2667 SH       DEFINED 01 02    04           2667
HERCULES, INC                  COM              427056106      121     7524 SH       DEFINED 01 02    04 05        7524
HERSHEY FOODS CORP             COM              427866108      545    11184 SH       DEFINED 01 02 03 04 05       11184
HERTZ CORP (CLASS A)           COM              428040109       67     1978 SH       DEFINED 01 02 03 04 05        1978
HESKA CORP                     COM              42805E108        1      300 SH       DEFINED 01                     300
HEWLETT-PACKARD CO             COM              428236103    22335   168483 SH       DEFINED 01 02 03 04 05      168483
HEXCEL CORP                    COM              428291108        9     1856 SH       DEFINED 01 02       05        1856
HI/FN, INC                     COM              428358105       54      826 SH       DEFINED 01 02                  826
HIBERNIA CORP (CLASS A)        COM              428656102      170    16187 SH       DEFINED 01 02    04 05       16187
@TRACK COMMUNICATIONS, INC     COM              431263102        2      400 SH       DEFINED 01                     400
HIGHWOODS PROPERTIES, INC      COM              431284108       56     2655 SH       DEFINED 01 02    04 05        2655
HILB, ROGAL & HAMILTON CO      COM              431294107       22      796 SH       DEFINED    02 03 04 05         796
HILLENBRAND INDUSTRIES, INC    COM              431573104      121     3555 SH       DEFINED 01 02    04 05        3555
HILTON HOTELS CORP             COM              432848109      225    29068 SH       DEFINED 01 02 03 04 05       29068
HINES HORTICULTURE, INC        COM              433245107        9     1111 SH       DEFINED    02 03 04 05        1111
HISPANIC BROADCASTING CORP     COM              43357B104      613     5411 SH       DEFINED 01 02 03 04 05        5411
HOLLINGER INTERNATIONAL, INC   COM              435569108        0       27 SH       DEFINED    02                   27
HOLLYWOOD ENTERTAINMENT CORP   COM              436141105       50     6197 SH       DEFINED 01 02 03 04 05        6197
HOME DEPOT, INC                COM              437076102    29908   463696 SH       DEFINED 01 02 03 04 05      463696
HOME PROPERTIES OF NEW YORK, I COM              437306103        7      273 SH       DEFINED    02    04 05         273
HOMEBASE, INC                  COM              43738E108        1      326 SH       DEFINED    02       05         326
HOMESTAKE MINING CO            COM              437614100      171    28443 SH       DEFINED 01 02    04 05       28443
HON INDUSTRIES, INC            COM              438092108      174     6742 SH       DEFINED 01 02    04 05        6742
HONEYWELL INTERNATIONAL, INC   COM              438516106    12168   230938 SH       DEFINED 01 02 03 04 05      230938
HOOPER HOLMES, INC             COM              439104100      185     5381 SH       DEFINED 01 02 03 04 05        5381
HORACE MANN EDUCATORS CORP     COM              440327104       52     2800 SH       DEFINED 01 02    04 05        2800
HORMEL FOODS CORP              COM              440452100      187    11391 SH       DEFINED 01 02    04 05       11391
HOSPITALITY PROPERTIES TRUST   COM              44106M102       38     1890 SH       DEFINED 01 02    04 05        1890
HOST MARRIOTT CORP (NEW)       COM              44107P104      131    14712 SH       DEFINED 01 02    04 05       14712
HOUGHTON MIFFLIN CO            COM              441560109       72     1703 SH       DEFINED 01 02 03 04 05        1703
HOUSEHOLD INTERNATIONAL, INC   COM              441815107     2554    68447 SH       DEFINED 01 02 03 04 05       68447
HOUSTON EXPLORATION CO         COM              442120101       11      631 SH       DEFINED 01 02    04            631
HOWMET INTERNATIONAL, INC      COM              443208103       46     2265 SH       DEFINED    02    04 05        2265
HUB GROUP, INC (CLASS A)       COM              443320106        0       24 SH       DEFINED    02                   24
HUBBELL, INC (CLASS B)         COM              443510201      103     3775 SH       DEFINED 01 02    04 05        3775
HUDSON RIVER BANCORP, INC      COM              444128102        9      919 SH       DEFINED    02    04 05         919
HUDSON UNITED BANCORP          COM              444165104      215     9906 SH       DEFINED 01 02 03 04 05        9906
HUGHES SUPPLY, INC             COM              444482103        4      288 SH       DEFINED    02    04 05         288
HUMANA, INC                    COM              444859102      137    18774 SH       DEFINED 01 02    04 05       18774
HUMAN GENOME SCIENCES, INC     COM              444903108      553     6656 SH       DEFINED 01 02 03 04 05        6656
HUNT CORP                      COM              445591100        4      500 SH       DEFINED 01                     500
HUNT (J.B.) TRANSPORT SERVICES COM              445658107       49     3580 SH       DEFINED 01 02    04 05        3580
HUNTINGTON BANCSHARES, INC     COM              446150104      544    24321 SH       DEFINED 01 02    04 05       24321
HUSSMANN INTERNATIONAL, INC    COM              448110106       80     6324 SH       DEFINED 01 02    04 05        6324
HUTCHINSON TECHNOLOGY, INC     COM              448407106       34     1932 SH       DEFINED 01 02 03 04 05        1932
HUTTIG BUILDING PRODUCTS, INC  COM              448451104        9     2098 SH       DEFINED 01 02    04 05        2098
ICN PHARMACEUTICALS, INC       COM              448924100      289    10604 SH       DEFINED 01 02 03 04 05       10604
IDT CORP                       COM              448947101      112     2697 SH       DEFINED 01 02 03 04 05        2697
HYPERCOM CORP                  COM              44913M105       24     1389 SH       DEFINED 01 02    04 05        1389
HYPERION SOLUTIONS CORP        COM              44914M104      121     3716 SH       DEFINED 01 02 03 04 05        3716
IBP, INC                       COM              449223106      116     7338 SH       DEFINED 01 02    04 05        7338
ICG COMMUNICATIONS, INC        COM              449246107      241     6667 SH       DEFINED 01 02 03 04 05        6667
ICICI LTD (SPONS ADR)          ADR              44926P103     1586    70499 SH       DEFINED    02    04 05       70499
ICOS CORP                      COM              449295104      215     5941 SH       DEFINED 01 02 03 04 05        5941
IDEC PHARMACEUTICALS CORP      COM              449370105      542     5516 SH       DEFINED 01 02 03 04 05        5516
IDG BOOKS WORLDWIDE, INC       COM              449384106        0       12 SH       DEFINED    02                   12
IDX SYSTEMS CORP               COM              449491109       25      903 SH       DEFINED 01 02 03 04 05         903
IGEN INTERNATIONAL, INC        COM              449536101       31     1237 SH       DEFINED 01 02 03              1237
IHOP CORP (NEW)                COM              449623107       51     3626 SH       DEFINED 01 02 03 04 05        3626
IMC GLOBAL, INC                COM              449669100      124     8434 SH       DEFINED 01 02    04 05        8434
IMCO RECYCLING, INC            COM              449681105       26     2355 SH       DEFINED 01 02    04 05        2355
IPC COMMUNICATIONS, INC        COM              44980K206      198      961 SH       DEFINED 01 02 03 04            961
IMS HEALTH, INC                COM              449934108      935    55198 SH       DEFINED 01 02 03 04 05       55198
IRI INTERNATIONAL CORP         COM              45004F107        2      161 SH       DEFINED    02       05         161
IRT PROPERTY CO                COM              450058102       18     2241 SH       DEFINED 01 02    04 05        2241
ISS GROUP, INC                 COM              450306105      438     3759 SH       DEFINED 01 02 03 04 05        3759
ITC DELTACOM, INC              COM              45031T104      234     6576 SH       DEFINED 01 02 03 04 05        6576
ITI TECHNOLOGIES, INC          COM              450564109       19      632 SH       DEFINED 01 02                  632
ITT EDUCATIONAL SERVICES, INC  COM              45068B109       32     2007 SH       DEFINED 01 02 03 04 05        2007
ITT INDUSTRIES, INC            COM              450911102      371    11956 SH       DEFINED 01 02    04 05       11956
IDACORP, INC                   COM              451107106      273     7856 SH       DEFINED 01 02    04 05        7856
IDEX CORP                      COM              45167R104       67     2462 SH       DEFINED 01 02 03 04 05        2462
IDEXX LABORATORIES, INC        COM              45168D104      101     4329 SH       DEFINED 01 02 03 04 05        4329
IGATE CAPITAL CORP             COM              45169U105      249     5519 SH       DEFINED 01 02 03 04 05        5519
IKON OFFICE SOLUTIONS, INC     COM              451713101      127    20478 SH       DEFINED 01 02 03 04 05       20478
IDENTIX, INC                   COM              451906101       40     1436 SH       DEFINED 01 02 03 04 05        1436
ILLINOIS TOOL WORKS, INC       COM              452308109     2439    44153 SH       DEFINED 01 02 03 04 05       44153
IMATION CORP                   COM              45245A107       77     2873 SH       DEFINED 01 02    04 05        2873
IMCLONE SYSTEMS, INC           COM              45245W109      298     3878 SH       DEFINED 01 02 03 04 05        3878
IMMUNEX CORP                   COM              452528102     2025    31923 SH       DEFINED 01 02 03 04 05       31923
IMPATH, INC                    COM              45255G101        5      130 SH       DEFINED    02 03               130
IMPERIAL BANCORP               COM              452556103      201     6474 SH       DEFINED 01 02 03 04 05        6474
IMPERIAL CREDIT INDUSTRIES, IN COM              452729106        3      697 SH       DEFINED 01 02       05         697
IMATRON, INC                   COM              452906100        1      400 SH       DEFINED 01                     400
IN FOCUS SYSTEMS, INC          COM              452919103      118     3285 SH       DEFINED 01 02    04 05        3285
IMPERIAL SUGAR CO              COM              453096109        1      419 SH       DEFINED    02    04 05         419
IMRGLOBAL CORP                 COM              45321W106       40     2795 SH       DEFINED 01 02 03 04 05        2795
INACOM CORP                    COM              45323G109        5     1962 SH       DEFINED 01 02    04 05        1962
INCO LTD CO (U.S.)             COM              453258402      129     7056 SH       DEFINED    02    04 05        7056
INCYTE PHARMACEUTICALS, INC    COM              45337C102      293     3353 SH       DEFINED 01 02 03 04 05        3353
INDEPENDENCE COMMUNITY BANK CO COM              453414104      107     9639 SH       DEFINED 01 02    04 05        9639
INDEPENDENT BANK CORP          COM              453836108       30     2473 SH       DEFINED 01 02       05        2473
INDIANA ENERGY, INC            COM              454707100      106     5445 SH       DEFINED 01 02    04 05        5445
INDUSTRI-MATEMATIK INTERNATION COM              455792101        7      500 SH       DEFINED 01                     500
INDYMAC MORTGAGE HOLDINGS, INC COM              456607100      105     7037 SH       DEFINED 01 02    04 05        7037
INFINEON TECHNOLOGIES AG. ADR  ADR              45662N103      746    12990 SH       DEFINED    02 03 04 05       12990
INFINITY BROADCASTING CORP (CL COM              45662S102     3952   122059 SH       DEFINED 01 02 03 04 05      122059
INET TECHNOLOGIES, INC         COM              45662V105       59     1122 SH       DEFINED 01 02                 1122
INFOCURE CORP                  COM              45665A108       73     4182 SH       DEFINED 01 02 03 04 05        4182
INFORMATICA CORP               COM              45666Q102      156     2025 SH       DEFINED 01 02 03 04 05        2025
INFORMATION HOLDINGS, INC      COM              456727106        1       17 SH       DEFINED    02                   17
INFORMIX CORP                  COM              456779107      600    35413 SH       DEFINED 01 02 03 04 05       35413
INFOSPACE, INC                 COM              45678T102      984     6767 SH       DEFINED 01 02 03 04 05        6767
INFOUSA, INC                   COM              456818301       46     5016 SH       DEFINED 01 02 03 04 05        5016
INGERSOLL-RAND CO              COM              456866102     1065    24075 SH       DEFINED 01 02    04 05       24075
INFORMATION RESOURCES, INC     COM              456905108        2      306 SH       DEFINED    02    04 05         306
INGLES MARKETS, INC (CLASS A)  COM              457030104        0       36 SH       DEFINED    02                   36
INGRAM MICRO, INC (CLASS A)    COM              457153104       88     5721 SH       DEFINED 01 02 03 04 05        5721
INHALE THERAPEUTIC SYSTEMS     COM              457191104      112     1500 SH       DEFINED 01 02 03 04 05        1500
INKTOMI CORP                   COM              457277101     1911     9800 SH       DEFINED 01 02 03 04 05        9800
INNKEEPERS U.S.A. TRUST        COM              4576J0104       31     3831 SH       DEFINED 01 02    04 05        3831
INNOVEX, INC                   COM              457647105       13     1356 SH       DEFINED 01 02    04 05        1356
INSIGHT ENTERPRISES, INC       COM              45765U103      129     3550 SH       DEFINED 01 02 03 04 05        3550
INPUT/OUTPUT, INC              COM              457652105       16     2670 SH       DEFINED 01 02    04 05        2670
INSITUFORM TECHNOLOGIES, INC ( COM              457667103      162     5296 SH       DEFINED 01 02 03 04 05        5296
INSIGNIA FINANCIAL GROUP, INC  COM              45767A105       17     1230 SH       DEFINED 01 02 03 04 05        1230
INSPIRE INSURANCE SOLUTIONS, I COM              457732105        3      794 SH       DEFINED 01 02 03    05         794
INTEGRATED ELECTRICAL SERVICES COM              45811E103        3      566 SH       DEFINED    02 03 04 05         566
INTEGRATED DEVICE TECHNOLOGY,  COM              458118106      322     8123 SH       DEFINED 01 02    04 05        8123
INTEL CORP                     COM              458140100   130428   988561 SH       DEFINED 01 02 03 04 05      988561
INTER-TEL, INC                 COM              458372109       93     3402 SH       DEFINED 01 02 03 04 05        3402
INTERDIGITAL COMMUNICATIONS CO COM              45866A105      169     6678 SH       DEFINED 01 02 03 04 05        6678
INTERFACE, INC (CLASS A)       COM              458665106       17     3901 SH       DEFINED 01 02    04 05        3901
INTERIM SERVICES, INC          COM              45868P100       72     3852 SH       DEFINED 01 02 03 04 05        3852
INTERGRAPH CORP                COM              458683109       56     6263 SH       DEFINED 01 02    04 05        6263
INTERMEDIA COMMUNICATIONS, INC COM              458801107      303     6274 SH       DEFINED 01 02 03 04 05        6274
INTERMET CORP                  COM              45881K104       16     1766 SH       DEFINED 01 02    04 05        1766
INTERNATIONAL BANCSHARES CORP  COM              459044103       16      391 SH       DEFINED 01 02    04 05         391
INTERNATIONAL BUSINESS MACHINE COM              459200101    54141   458819 SH       DEFINED 01 02 03 04 05      458819
INTERNATIONAL FIBERCOM, INC    COM              45950T101       65     2722 SH       DEFINED 01 02 03 04 05        2722
INT'L FLAVORS & FRAGRANCES, IN COM              459506101      440    12561 SH       DEFINED 01 02    04 05       12561
INTERNATIONAL HOME FOODS, INC  COM              459655106       89     5542 SH       DEFINED 01 02 03 04 05        5542
INTERNATIONAL GAME TECHNOLOGY  COM              459902102      118     5434 SH       DEFINED 01 02 03 04 05        5434
INTERNATIONAL MULTIFOODS CORP  COM              460043102       68     5064 SH       DEFINED 01 02    04 05        5064
INTERNATIONAL PAPER CO         COM              460146103     2028    47449 SH       DEFINED 01 02    04 05       47449
INTERNATIONAL RECTIFIER CORP   COM              460254105      279     7317 SH       DEFINED 01 02 03 04 05        7317
INTERNATIONAL SPEEDWAY CORP (C COM              460335201      165     3680 SH       DEFINED 01 02 03 04 05        3680
INTERNATIONAL SPECIALTY PRODUC COM              460337108       15     2256 SH       DEFINED 01 02       05        2256
INTERNEURON PHARMACEUTICALS, I COM              460573108        1      200 SH       DEFINED 01                     200
INTERNET CAPITAL GROUP, INC    COM              46059C106       11      120 SH       DEFINED 01    03 04            120
INTERPOOL, INC                 COM              46062R108        7     1049 SH       DEFINED 01 02    04 05        1049
INTERPUBLIC GROUP OF COS, INC  COM              460690100     7922   167663 SH       DEFINED 01 02 03 04 05      167663
INTERSTATE BAKERIES CORP       COM              46072H108       68     4797 SH       DEFINED 01 02    04 05        4797
INTERSTATE HOTELS CORP         COM              46088R108        0       65 SH       DEFINED 01                      65
INTERWEST BANCORP, INC         COM              460931108        6      466 SH       DEFINED 01 02    04 05         466
INTERTAN, INC                  COM              461120107       32     2358 SH       DEFINED 01 02 03 04 05        2358
INTERVU, INC                   COM              46114R106      138     1534 SH       DEFINED 01 02 03 04           1534
INTERVOICE-BRITE, INC          COM              461142101      156     5401 SH       DEFINED 01 02 03 04 05        5401
INTIMATE BRANDS, INC (CLASS A) COM              461156101      297     7245 SH       DEFINED 01 02 03 04 05        7245
INTRAWARE, INC                 COM              46118M103      132     3205 SH       DEFINED 01 02 03 04 05        3205
INTUIT, INC                    COM              461202103     1053    19369 SH       DEFINED 01 02 03 04 05       19369
INVACARE CORP                  COM              461203101       68     2475 SH       DEFINED 01 02    04 05        2475
INVESTMENT TECHNOLOGY GROUP, I COM              46145F105       86     2447 SH       DEFINED 01 02 03 04 05        2447
INVITROGEN CORP                COM              46185R100       36      624 SH       DEFINED 01 02                  624
INVESTORS FINANCIAL SERVICES C COM              461915100       48      807 SH       DEFINED    02 03 04 05         807
IOMEGA CORP                    COM              462030107       63    16653 SH       DEFINED    02 03 04 05       16653
IONICS, INC                    COM              462218108       16      619 SH       DEFINED 01 02    04 05         619
IPALCO ENTERPRISES, INC        COM              462613100       19      966 SH       DEFINED    02    04 05         966
IRON MOUNTAIN, INC             COM              462846106      175     5137 SH       DEFINED 01 02 03 04 05        5137
IRWIN FINANCIAL CORP           COM              464119106       10      641 SH       DEFINED 01 02 03               641
ISIS PHARMACEUTICALS, INC      COM              464330109       83     5902 SH       DEFINED 01 02 03 04 05        5902
IT GROUP, INC                  COM              465266104        5      686 SH       DEFINED 01 02    04 05         686
ITRON, INC                     COM              465741106        3      500 SH       DEFINED 01                     500
ITURF, INC                     COM              46575Q100       20     1918 SH       DEFINED 01 02                 1918
I2 TECHNOLOGIES, INC           COM              465754109     1131     9258 SH       DEFINED 01 02 03 04 05        9258
IVAX CORP                      COM              465823102      548    20101 SH       DEFINED 01 02 03 04 05       20101
IVEX PACKAGING CORP            COM              465855104       26     3479 SH       DEFINED 01 02    04 05        3479
IVILLAGE, INC                  COM              46588H105       58     3671 SH       DEFINED 01 02 03 04 05        3671
JDN REALTY CORP                COM              465917102       10      927 SH       DEFINED 01 02    04 05         927
J & J SNACK FOODS CORP         COM              466032109        0       23 SH       DEFINED    02                   23
JDS UNIPHASE CORP              COM              46612J101    16140   133874 SH       DEFINED 01 02 03 04 05      133874
JDA SOFTWARE GROUP, INC        COM              46612K108       33     2277 SH       DEFINED 01 02 03 04 05        2277
JLK DIRECT DISTRIBUTION, INC ( COM              46621C105        0       16 SH       DEFINED    02                   16
JLG INDUSTRIES, INC            COM              466210101       58     6337 SH       DEFINED 01 02 03 04 05        6337
JP REALTY, INC                 COM              46624A106        4      248 SH       DEFINED    02    04 05         248
JABIL CIRCUIT, INC             COM              466313103      579    13382 SH       DEFINED 01 02 03 04 05       13382
JACK IN THE BOX, INC           COM              466367109      168     7904 SH       DEFINED 01 02 03 04 05        7904
JACOBS ENGINEERING GROUP, INC  COM              469814107       38     1183 SH       DEFINED 01 02 03 04 05        1183
CLEAR CHANNEL WTS 09/18/01                      469858138       15     1400 SH       DEFINED 01                    1400
JAKKS PACIFIC, INC             COM              47012E106       41     1911 SH       DEFINED 01 02 03 04 05        1911
JEFFERIES GROUP, INC (NEW)     COM              472319102       10      456 SH       DEFINED 01 02    04 05         456
JEFFERSON-PILOT CORP           COM              475070108     1001    15031 SH       DEFINED 01 02    04 05       15031
JO-ANN STORES, INC (CLASS A)   COM              47758P109        2      261 SH       DEFINED    02    04 05         261
JOHN NUVEEN CO (CLASS A)       COM              478035108       66     1727 SH       DEFINED 01 02 03              1727
JOHNS MANVILLE CORP            COM              478129109       38     3420 SH       DEFINED 01 02    04 05        3420
JOHNSON & JOHNSON CO           COM              478160104    17644   251830 SH       DEFINED 01 02 03 04 05      251830
JOHNSON CONTROLS, INC          COM              478366107      645    11925 SH       DEFINED 01 02    04 05       11925
JONES APPAREL GROUP, INC       COM              480074103     2456    77057 SH       DEFINED 01 02 03 04 05       77057
JONES LANG LA SALLE            COM              48020Q107       31     1989 SH       DEFINED 01 02 03 04 05        1989
JONES PHARMACEUTICAL, INC      COM              480236108      210     6913 SH       DEFINED 01 02 03 04 05        6913
JOSTENS, INC                   COM              481088102      223     9151 SH       DEFINED 01 02 03 04 05        9151
JOURNAL REGISTER CO            COM              481138105       27     1814 SH       DEFINED 01 02 03 04 05        1814
JUNO ONLINE SERVICES, INC      COM              482048105       16     1025 SH       DEFINED 01 02                 1025
JUSTIN INDUSTRIES, INC         COM              482171105        4      220 SH       DEFINED    02    04 05         220
KCS ENERGY, INC                COM              482434206        3     2000 SH       DEFINED 01                    2000
KLA-TENCOR CORP                COM              482480100     2293    27222 SH       DEFINED 01 02 03 04 05       27222
K MART CORP                    COM              482584109      711    73390 SH       DEFINED 01 02    04 05       73390
K-SWISS, INC (CLASS A)         COM              482686102        0       24 SH       DEFINED    02                   24
K2, INC                        COM              482732104        2      200 SH       DEFINED 01                     200
KV PHARMACEUTICAL CO (CLASS B) COM              482740107       70     2387 SH       DEFINED 01 02 03 04 05        2387
KAISER ALUMINUM CORP           COM              483007100        1      314 SH       DEFINED    02    04 05         314
KAMAN CORP (CLASS A)           COM              483548103        3      265 SH       DEFINED    02    04 05         265
KANSAS CITY LIFE INSURANCE CO  COM              484836101       25     1026 SH       DEFINED 01 02                 1026
KANSAS CITY POWER & LIGHT CO   COM              485134100      274     9455 SH       DEFINED 01 02    04 05        9455
KANSAS CITY SOUTHERN INDUSTRIE COM              485170104     1662    19341 SH       DEFINED 01 02 03 04 05       19341
KAUFMAN & BROAD HOME CORP      COM              486168107       83     3854 SH       DEFINED 01 02    04 05        3854
KAYDON CORP                    COM              486587108       39     1416 SH       DEFINED 01 02 03 04 05        1416
KEANE, INC                     COM              486665102       97     3854 SH       DEFINED 01 02 03 04 05        3854
KEEBLER FOODS CO               COM              487256109      144     5026 SH       DEFINED 01 02 03 04 05        5026
KELLOGG CO                     COM              487836108      915    35725 SH       DEFINED 01 02 03 04 05       35725
KELLSTROM INDUSTRIES, INC      COM              488035106       11     1945 SH       DEFINED 01 02       05        1945
KELLWOOD CO                    COM              488044108       11      604 SH       DEFINED 01 02    04 05         604
KELLY SERVICES, INC (CLASS A)  COM              488152208       75     3130 SH       DEFINED 01 02    04 05        3130
KEMET CORP                     COM              488360108      325     5144 SH       DEFINED 01 02    04 05        5144
KENDLE INTERNATIONAL, INC      COM              48880L107        5      500 SH       DEFINED 01                     500
KENNAMETAL, INC                COM              489170100      120     3980 SH       DEFINED 01 02    04 05        3980
KENT ELECTRONICS CORP          COM              490553104       59     2006 SH       DEFINED 01 02    04 05        2006
KERR-MCGEE CORP                COM              492386107      723    12528 SH       DEFINED 01 02    04 05       12528
KEY ENERGY SERVICES, INC       COM              492914106      114     9808 SH       DEFINED 01 02    04 05        9808
KEYCORP                        COM              493267108      948    49884 SH       DEFINED 01 02    04 05       49884
KEYSPAN CORP                   COM              49337W100      400    14474 SH       DEFINED 01 02    04 05       14474
KEYSTONE AUTOMOTIVE INDUSTRIES COM              49338N109        3      458 SH       DEFINED    02 03    05         458
KEYSTONE FINANCIAL, INC        COM              493482103       33     1808 SH       DEFINED 01 02    04 05        1808
KILROY REALTY CORP             COM              49427F108      101     4805 SH       DEFINED 01 02    04 05        4805
KIMBALL INTERNATIONAL, INC (CL COM              494274103       57     5220 SH       DEFINED 01 02    04 05        5220
KIMBERLY-CLARK CORP            COM              494368103     4373    78097 SH       DEFINED 01 02 03 04 05       78097
KIMCO REALTY CORP              COM              49446R109       96     2548 SH       DEFINED 01 02    04 05        2548
KINDER MORGAN, INC             COM              49455P101      250     7250 SH       DEFINED 01 02    04 05        7250
KING PHARMACEUTICALS, INC      COM              495582108      118     3752 SH       DEFINED 01 02 03 04 05        3752
KIRBY CORP                     COM              497266106       38     1929 SH       DEFINED 01 02 03 04 05        1929
KNIGHT-RIDDER, INC             COM              499040103      433     8506 SH       DEFINED 01 02    04 05        8506
KNIGHT TRANSPORTATION, INC     COM              499064103        4      225 SH       DEFINED    02    04            225
KNIGHT/TRIMARK GROUP, INC      COM              499068104      484     9485 SH       DEFINED 01 02 03 04 05        9485
KOGER EQUITY, INC              COM              500228101        5      301 SH       DEFINED    02    04 05         301
KOHL'S CORP                    COM              500255104     2432    23728 SH       DEFINED 01 02 03 04 05       23728
KOMAG, INC                     COM              500453105       42    10946 SH       DEFINED 01 02 03 04 05       10946
KONOVER PROPERTY TRUST, INC    COM              50047R100        2      425 SH       DEFINED    02    04 05         425
KOPIN CORP                     COM              500600101      253     3687 SH       DEFINED 01 02 03 04 05        3687
KORN FERRY INTERNATIONAL       COM              500643200       75     2533 SH       DEFINED 01 02 03 04 05        2533
KROGER CO                      COM              501044101     2573   146491 SH       DEFINED 01 02 03 04 05      146491
KROLL-O'GARA CO                COM              501050108        2      184 SH       DEFINED    02    04            184
KRONOS, INC                    COM              501052104       68     2286 SH       DEFINED 01 02 03 04 05        2286
KULICHE & SOFFA INDUSTRIES, IN COM              501242101      134     2089 SH       DEFINED 01 02    04 05        2089
LCA-VISION, INC                COM              501803209       32     6245 SH       DEFINED 01 02 03 04 05        6245
LOUISVILLE GAS & ELECTRIC ENER COM              501917108      570    24901 SH       DEFINED 01 02    04 05       24901
LTV CORP                       COM              501921100       48    13434 SH       DEFINED 01 02    04 05       13434
LHS GROUP, INC                 COM              501938104      119     2650 SH       DEFINED 01 02 03 04 05        2650
LNR PROPERTY CORP              COM              501940100       11      583 SH       DEFINED 01 02    04 05         583
LSI INDUSTRIES, INC            COM              50216C108       12      638 SH       DEFINED 01 02 03 04            638
LSI LOGIC CORP                 COM              502161102    18986   261419 SH       DEFINED 01 02 03 04 05      261419
LTC HEALTHCARE, INC            COM              50217R104        0      100 SH       DEFINED 01                     100
LTC PROPERTIES, INC            COM              502175102        2      300 SH       DEFINED    02    04 05         300
LTX CORP                       COM              502392103      313     6919 SH       DEFINED 01 02 03 04 05        6919
L-3 COMMUNICATIONS HOLDINGS, I COM              502424104      234     4504 SH       DEFINED 01 02 03 04 05        4504
LA-Z-BOY, INC                  COM              505336107       54     3483 SH       DEFINED 01 02 03 04 05        3483
LABORATORY CORP OF AMERICA HOL COM              50540R102       14     3279 SH       DEFINED 01 02 03 04 05        3279
LABOR READY, INC               COM              505401208       68     6923 SH       DEFINED 01 02 03 04 05        6923
LACLEDE GAS CO                 COM              505588103       65     3238 SH       DEFINED 01 02    04 05        3238
LAFARGE CORP                   COM              505862102      139     5857 SH       DEFINED 01 02    04 05        5857
LAIDLAW, INC (U.S.)            COM              50730K503        0      200 SH       DEFINED          04            200
LAKES GAMING, INC              COM              51206P109        0       25 SH       DEFINED 01                      25
LAM RESEARCH CORP              COM              512807108      698    15489 SH       DEFINED 01 02 03 04 05       15489
LAMAR ADVERTISING CO (CLASS A) COM              512815101      335     7363 SH       DEFINED 01 02 03 04 05        7363
LANCASTER COLONY CORP          COM              513847103      149     4879 SH       DEFINED 01 02    04 05        4879
LANCE, INC                     COM              514606102       58     5491 SH       DEFINED 01 02 03 04 05        5491
LANDAUER, INC                  COM              51476K103       19     1030 SH       DEFINED    02 03              1030
LANDAMERICA FINANCIAL GROUP, I COM              514936103        5      253 SH       DEFINED    02    04 05         253
LANDRY'S SEAFOOD RESTAURANTS,  COM              51508L103       34     5397 SH       DEFINED 01 02    04 05        5397
LAND'S END, INC                COM              515086106       74     1198 SH       DEFINED 01 02 03 04 05        1198
LANDSTAR SYSTEM, INC           COM              515098101      111     2036 SH       DEFINED 01 02                 2036
LANIER WORLDWIDE, INC          COM              51589L105       19     9231 SH       DEFINED 01 02 03 04 05        9231
LASERSIGHT, INC                COM              517924106       24     3681 SH       DEFINED 01 02 03 04 05        3681
LASALLE HOTEL PROPERTIES       COM              517942108       28     2245 SH       DEFINED 01 02    04 05        2245
LASER VISION CENTERS, INC      COM              51807H100       25     3658 SH       DEFINED 01 02 03 04 05        3658
LASON, INC                     COM              51808R107        8     1289 SH       DEFINED 01 02 03 04 05        1289
LATITUDE COMMUNICATIONS, INC   COM              518292107        0       11 SH       DEFINED    02                   11
LATTICE SEMICONDUCTOR CORP     COM              518415104      470     6947 SH       DEFINED 01 02 03 04 05        6947
LAUDER (ESTEE) CO (CLASS A)    COM              518439104      489     9759 SH       DEFINED 01 02 03 04 05        9759
LAUNCH MEDIA, INC              COM              518567102       27     1736 SH       DEFINED 01 02                 1736
LAWSON PRODUCTS, INC           COM              520776105       29     1222 SH       DEFINED 01 02       05        1222
LEAP WIRELESS INTERNATIONAL, I COM              521863100      256     2599 SH       DEFINED 01 02 03 04 05        2599
LEAR CORP                      COM              521865105      198     7052 SH       DEFINED 01 02    04 05        7052
LEARN2.COM, INC                COM              522002104       30     7313 SH       DEFINED 01 02 03 04 05        7313
LEARNING TREE INTERNATIONAL, I COM              522015106       48     1341 SH       DEFINED 01 02 03 04 05        1341
LEE ENTERPRISES, INC           COM              523768109      273    10434 SH       DEFINED 01 02 03 04 05       10434
LEGATO SYSTEMS, INC            COM              524651106      466    10441 SH       DEFINED 01 02 03 04 05       10441
LEGGETT & PLATT, INC           COM              524660107      413    19197 SH       DEFINED 01 02    04 05       19197
LEGG MASON, INC                COM              524901105      221     5120 SH       DEFINED 01 02    04 05        5120
LEHMAN BROTHERS HOLDINGS, INC  COM              524908100     1373    14158 SH       DEFINED 01 02    04 05       14158
LENNAR CORP                    COM              526057104       53     2444 SH       DEFINED 01 02    04 05        2444
LENNOX INTERNATIONAL, INC      COM              526107107        1      134 SH       DEFINED       03 04            134
LEUCADIA NATIONAL CORP         COM              527288104      198     8350 SH       DEFINED 01 02    04 05        8350
LEVEL 3 COMMUNICATIONS, INC    COM              52729N100     3909    36968 SH       DEFINED 01 02 03 04 05       36968
LEXINGTON CORPORATE PROPERTIES COM              529043101        3      265 SH       DEFINED    02    04 05         265
LEXMARK INTERNATIONAL GROUP (C COM              529771107     2152    20352 SH       DEFINED 01 02 03 04 05       20352
LIBBEY, INC                    COM              529898108       88     3217 SH       DEFINED 01 02 03 04 05        3217
LIBERTY CORP                   COM              530370105       31      818 SH       DEFINED 01 02    04 05         818
LIBERTY DIGITAL, INC (CLASS A) COM              530436104      244     6350 SH       DEFINED 01 02 03 04 05        6350
LIBERTY FINANCIAL COS, INC     COM              530512102        4      197 SH       DEFINED    02    04 05         197
LIBERTY PROPERTY TRUST CO      COM              531172104       59     2445 SH       DEFINED 01 02    04 05        2445
LIFECORE BIOMEDICAL, INC       COM              532187101        4      400 SH       DEFINED 01                     400
LIFEPOINT HOSPITALS, INC       COM              53219L109       79     4724 SH       DEFINED 01 02 03 04 05        4724
LIGAND PHARMACEUTICALS CO (CLA COM              53220K207      109     6143 SH       DEFINED 01 02 03 04 05        6143
LILLY (ELI) & CO               COM              532457108    15777   250429 SH       DEFINED 01 02 03 04 05      250429
LILLY INDUSTRIES, INC (CLASS A COM              532491107       49     3967 SH       DEFINED 01 02    04 05        3967
LIMITED, INC                   COM              532716107     1048    24874 SH       DEFINED 01 02 03 04 05       24874
LINCARE HOLDINGS, INC          COM              532791100      184     6495 SH       DEFINED 01 02 03 04 05        6495
LINCOLN ELECTRIC HOLDINGS CO   COM              533900106      182     7541 SH       DEFINED 01 02 03 04 05        7541
LINCOLN NATIONAL CORP          COM              534187109      937    27979 SH       DEFINED 01 02    04 05       27979
LINDSAY MANUFACTURING CO       COM              535555106       19     1091 SH       DEFINED 01 02 03 04 05        1091
LINEAR TECHNOLOGY CO           COM              535678106     2327    42308 SH       DEFINED 01 02 03 04 05       42308
LINENS 'N THINGS, INC          COM              535679104      219     6388 SH       DEFINED 01 02 03 04 05        6388
LIPOSOME CO, INC               COM              536310105      132     7584 SH       DEFINED 01 02 03 04 05        7584
LIQUI-BOX CORP                 COM              536314107        1       12 SH       DEFINED    02                   12
LITHIA MOTORS, INC (CLASS A)   COM              536797103       14      926 SH       DEFINED 01 02                  926
LITTLEFUSE, INC                COM              537008104      346     9444 SH       DEFINED 01 02 03 04 05        9444
LITTON INDUSTRIES, INC         COM              538021106      125     2823 SH       DEFINED 01 02    04 05        2823
LIZ CLAIBORNE, INC             COM              539320101      445     9710 SH       DEFINED 01 02    04 05        9710
LO-JACK CORP                   COM              539451104        2      300 SH       DEFINED 01                     300
LOCAL FINANCIAL CORP           COM              539553107       11     1277 SH       DEFINED 01 02    04 05        1277
LOCKHEED MARTIN CORP           COM              539830109      781    38237 SH       DEFINED 01 02    04 05       38237
LODGIAN, INC                   COM              54021P106       18     4790 SH       DEFINED 01 02       05        4790
LOEWS CINEPLEX ENTERTAINMENT C COM              540423100       10     2752 SH       DEFINED 01 02 03    05        2752
LOEWS CORP                     COM              540424108      419     8385 SH       DEFINED 01 02    04 05        8385
LONE STAR STEAKHOUSE & SALOON, COM              542307103       53     5225 SH       DEFINED 01 02    04 05        5225
LONE STAR TECHNOLOGIES, INC    COM              542312103      181     3885 SH       DEFINED 01 02 03 04 05        3885
LONGS DRUG STORES CORP         COM              543162101       44     1926 SH       DEFINED 01 02    04 05        1926
LONGVIEW FIBRE CO              COM              543213102       51     3480 SH       DEFINED 01 02    04 05        3480
LOUIS DREYFUS NATURAL GAS CORP COM              546011107       94     2773 SH       DEFINED 01 02    04 05        2773
LOUISIANA PACIFIC CORP         COM              546347105      160    11511 SH       DEFINED 01 02    04 05       11511
LOWE'S COS, INC                COM              548661107     6268   107372 SH       DEFINED 01 02 03 04 05      107372
LUBRIZOL CORP                  COM              549271104      170     5906 SH       DEFINED 01 02    04 05        5906
LUBY'S, INC                    COM              549282101       39     4163 SH       DEFINED 01 02    04 05        4163
LUCENT TECHNOLOGIES, INC       COM              549463107    53236   876316 SH       DEFINED 01 02 03 04 05      876316
LUFKIN INDUSTRIES, INC         COM              549764108        9      600 SH       DEFINED 01                     600
LYCOS, INC                     COM              550818108      750    10676 SH       DEFINED 01 02 03 04 05       10676
LYDALL, INC                    COM              550819106       27     3059 SH       DEFINED 01 02    04 05        3059
LYONDELL CHEMICAL CO           COM              552078107     2335   158279 SH       DEFINED 01 02    04 05      158279
M & T BANK CORP                COM              55261F104      379      849 SH       DEFINED 01 02    04            849
MAF BANCORP, INC               COM              55261R108        6      352 SH       DEFINED 01 02    04 05         352
MBIA, INC                      COM              55262C100      666    12801 SH       DEFINED 01 02    04 05       12801
MBNA CORP                      COM              55262L100     3383   132684 SH       DEFINED 01 02 03 04 05      132684
MCN ENERGY GROUP, INC          COM              55267J100      274    10962 SH       DEFINED 01 02    04 05       10962
MDC HOLDINGS, INC              COM              552676108        5      284 SH       DEFINED    02    04 05         284
WORLDCOM, INC                  COM              55268B106    28245   623342 SH       DEFINED 01 02 03 04 05      623342
MDU RESOURCES GROUP, INC       COM              552690109      137     6615 SH       DEFINED 01 02    04 05        6615
MEMC ELECTRONIC MATERIALS, INC COM              552715104       87     4325 SH       DEFINED 01 02    04 05        4325
MGC COMMUNICATIONS, INC        COM              552763302      170     2376 SH       DEFINED 01 02 03 04 05        2376
MGIC INVESTMENT CORP           COM              552848103      699    16017 SH       DEFINED 01 02    04 05       16017
MGI PROPERTIES, INC            COM              552885105        1      152 SH       DEFINED    02       05         152
MGM GRAND, INC                 COM              552953101       56     2321 SH       DEFINED 01 02    04 05        2321
MKS INSTRUMENTS INC            COM              55306N104       27      525 SH       DEFINED 01 02 03               525
MMC NETWORKS, INC              COM              55308N102      162     4898 SH       DEFINED 01 02 03 04 05        4898
MMI COS, INC                   COM              553087107       29     2968 SH       DEFINED 01 02    04           2968
MRV COMMUNICATIONS, INC        COM              553477100      182     1989 SH       DEFINED 01 02    04 05        1989
MSC INDUSTRIAL DIRECT CO (CLAS COM              553530106       55     3066 SH       DEFINED 01 02 03 04 05        3066
M.S. CARRIERS, INC             COM              553533100       41     1735 SH       DEFINED 01 02                 1735
MTS SYSTEMS CORP               COM              553777103        2      279 SH       DEFINED    02    04 05         279
MTI TECHNOLOGY CORP            COM              553903105       68     2591 SH       DEFINED 01 02 03 04 05        2591
MACDERMID, INC                 COM              554273102       67     2513 SH       DEFINED 01 02 03 04 05        2513
MACERICH CO                    COM              554382101        9      414 SH       DEFINED    02    04 05         414
MACK-CALI REALTY CORP          COM              554489104      136     5328 SH       DEFINED 01 02    04 05        5328
MACROCHEM CORP (DELAWARE)      COM              555903103       20     2904 SH       DEFINED 01 02 03 04 05        2904
MACROVISION CORP               COM              555904101      336     3896 SH       DEFINED 01 02 03 04 05        3896
MACROMEDIA, INC                COM              556100105      526     5820 SH       DEFINED 01 02 03 04 05        5820
MADISON GAS & ELECTRIC CO      COM              557497104        4      217 SH       DEFINED    02    04 05         217
MAGELLAN HEALTH SERVICES, INC  COM              559079108        8     1634 SH       DEFINED 01 02    04 05        1634
MAGNETEK, INC                  COM              559424106       13     1477 SH       DEFINED 01 02    04 05        1477
MAIL-WELL INC 5% NTS  05.0000                   560321AD3      393   500000 PRN      DEFINED    02               500000
MAIL-WELL, INC                 COM              560321200       64     7341 SH       DEFINED 01 02 03 04 05        7341
MALLINCKRODT, INC              COM              561232109      365    12705 SH       DEFINED 01 02    04 05       12705
MANDALAY RESORT GROUP          COM              562567107       97     5721 SH       DEFINED 01 02    04 05        5721
MANHATTAN ASSOCIATES, INC      COM              562750109        1       16 SH       DEFINED    02                   16
MANITOWOC, INC                 COM              563571108       99     3666 SH       DEFINED 01 02 03 04 05        3666
MANNATECH, INC                 COM              563771104        0       23 SH       DEFINED    02                   23
MANOR CARE, INC                COM              564055101      108     7993 SH       DEFINED 01 02 03 04 05        7993
MANPOWER, INC                  COM              56418H100      251     7058 SH       DEFINED 01 02    04 05        7058
MANUFACTURED HOME COMMUNITIES, COM              564682102        9      376 SH       DEFINED    02 03 04 05         376
MAPICS, INC                    COM              564910107       33     2079 SH       DEFINED 01 02 03 04 05        2079
MANULIFE FINANCIAL CORP        COM              56501R106     1849   126000 SH       DEFINED    02    04         126000
MANUGISTICS GROUP, INC         COM              565011103      125     2450 SH       DEFINED 01 02 03 04 05        2450
MAPQUEST.COM, INC              COM              565644101       13      618 SH       DEFINED 01 02                  618
MARCHFIRST, INC                COM              566244109      534    14962 SH       DEFINED 01 02 03 04 05       14962
MARCUS CORP                    COM              566330106        4      285 SH       DEFINED    02    04 05         285
MARIMBA, INC                   COM              56781Q109       57     1300 SH       DEFINED 01 02 03 04 05        1300
MARINE TRANSPORT CORP          COM              567912100        2      950 SH       DEFINED 01                     950
MARINE DRILLING CO, INC        COM              568240204      261     9520 SH       DEFINED 01 02    04 05        9520
MARK IV INDUSTRIES, INC        COM              570387100       73     3304 SH       DEFINED 01 02    04 05        3304
MARKEL CORP                    COM              570535104        2       16 SH       DEFINED    02                   16
MARKETWATCH.COM, INC           COM              570619106        4      112 SH       DEFINED 01 02                  112
MARKETING SERVICES GROUP       COM              570907105       42     2384 SH       DEFINED 01 02 03 04 05        2384
MARSH & MCLENNAN COS, INC      COM              571748102     3776    34228 SH       DEFINED 01 02    04 05       34228
MARSHALL & ILSLEY CORP         COM              571834100      373     6456 SH       DEFINED 01 02    04 05        6456
MARRIOTT INTERNATIONAL (CLASS  COM              571903202      898    28518 SH       DEFINED 01 02 03 04 05       28518
MARTIN MARIETTA MATERIALS, INC COM              573284106      249     5243 SH       DEFINED 01 02    04 05        5243
MARVEL ENTERPRISES             COM              57383M108        1      130 SH       DEFINED    02    04            130
MASCO CORP                     COM              574599106     1001    48849 SH       DEFINED 01 02    04 05       48849
MASCOTECH, INC                 COM              574670105       71     6070 SH       DEFINED 01 02 03 04 05        6070
MASTEC, INC                    COM              576323109      294     3300 SH       DEFINED 01 02 03 04 05        3300
MATRIA HEALTHCARE, INC         COM              576817100       26     4938 SH       DEFINED 01 02    04 05        4938
MATRIX PHARMACEUTICALS, INC    COM              576844104        1      100 SH       DEFINED 01                     100
MATTEL, INC                    COM              577081102      524    50239 SH       DEFINED 01 02 03 04 05       50239
MATTHEWS INTERNATIONAL CORP (C COM              577128101       32     1407 SH       DEFINED 01 02 03 04 05        1407
MAXIM INTEGRATED PRODUCTS      COM              57772K101     2644    37209 SH       DEFINED 01 02 03 04 05       37209
MAXTOR CORP                    COM              577729205      116     8971 SH       DEFINED 01 02 03 04 05        8971
MAXWELL TECHNOLOGIES, INC      COM              577767106        9      636 SH       DEFINED    02 03               636
MAY DEPARTMENT STORES CO       COM              577778103     1163    40802 SH       DEFINED 01 02    04 05       40802
MAXICARE HEALTH PLANS, INC     COM              577904204        3     1600 SH       DEFINED 01                    1600
MAXXAM, INC                    COM              577913106       18      616 SH       DEFINED 01 02                  616
MAVERICK TUBE CORP             COM              577914104       50     1531 SH       DEFINED 01 02    04 05        1531
MAXIMUS, INC                   COM              577933104       57     1883 SH       DEFINED 01 02 03 04 05        1883
MAYTAG CO                      COM              578592107      437    13197 SH       DEFINED 01 02 03 04 05       13197
MCCLATCHY CO (CLASS A)         COM              579489105       51     1572 SH       DEFINED 01 02    04 05        1572
MCCORMICK & CO, INC (NON-VOTE) COM              579780206      207     6433 SH       DEFINED 01 02    04 05        6433
MCDERMOTT INTERNATIONAL, INC   COM              580037109        7      722 SH       DEFINED    02    04 05         722
MCDONALD'S CORP                COM              580135101     7694   204844 SH       DEFINED 01 02 03 04 05      204844
MCGRATH RENTCORP               COM              580589109       15      934 SH       DEFINED 01 02 03 04            934
MCGRAW HILL COS, INC           COM              580645109     1313    28847 SH       DEFINED 01 02 03 04 05       28847
MCKESSON HBOC, INC             COM              58155Q103      754    35927 SH       DEFINED 01 02 03 04 05       35927
MCLEODUSA, INC (CLASS A)       COM              582266102     1329    15672 SH       DEFINED 01 02 03 04 05       15672
MCMORAN EXPLORATION CO         COM              582411104       29     1511 SH       DEFINED 01 02    04 05        1511
MEAD CORP                      COM              582834107      422    12088 SH       DEFINED 01 02    04 05       12088
MECHANICAL TECHNOLOGY, INC     COM              583538103       66      929 SH       DEFINED 01 02 03               929
MEDALLION FINANCIAL CORP       COM              583928106        5      282 SH       DEFINED    02 03 04 05         282
MEDIA ONE GROUP, INC           COM              58440J104     6993    86330 SH       DEFINED 01 02 03 04 05       86330
MEDIA METRIX, INC              COM              58440X103       22      513 SH       DEFINED 01 02                  513
MEDIA GENERAL, INC (CLASS A)   COM              584404107      175     3348 SH       DEFINED 01 02    04 05        3348
MEDICAL ASSURANCE, INC         COM              58449U100        8      394 SH       DEFINED 01 02    04 05         394
MEDICAL MANAGER CORP           COM              58461U103      149     4244 SH       DEFINED 01 02 03 04 05        4244
MEDICONSULT.COM, INC           COM              58469J100        6     2147 SH       DEFINED 01 02 03    05        2147
MEDICIS PHARMACEUTICAL CORP (C COM              584690309      147     3678 SH       DEFINED 01 02 03 04 05        3678
MEDIMMUNE, INC                 COM              584699102     1278     7339 SH       DEFINED 01 02 03 04 05        7339
MEDQUIST, INC                  COM              584949101      150     5524 SH       DEFINED 01 02 03 04 05        5524
MEDITRUST CORP PAIRED          COM              58501T306       20    11021 SH       DEFINED 01 02 03 04 05       11021
MEDTRONIC, INC                 COM              585055106    15265   296774 SH       DEFINED 01 02 03 04 05      296774
MELLON FINANCIAL CORP          COM              58551A108     2968   100624 SH       DEFINED 01 02    04 05      100624
MEMBERWORKS, INC               COM              586002107       80     1990 SH       DEFINED 01 02 03 04 05        1990
MEN'S WEARHOUSE, INC           COM              587118100       89     3009 SH       DEFINED 01 02 03 04 05        3009
MENTOR CORP                    COM              587188103       46     1702 SH       DEFINED 01 02 03 04 05        1702
MENTOR GRAPHICS CORP           COM              587200106      152    10034 SH       DEFINED 01 02 03 04 05       10034
MERANT PLC ADR                 ADR              587336108        2       90 SH       DEFINED 01 02                   90
MERCANTILE BANKSHARES CORP     COM              587405101       84     2762 SH       DEFINED 01 02    04 05        2762
MERCHANTS NEW YORK BANCORP, IN COM              589167105       18     1090 SH       DEFINED 01 02 03 04 05        1090
MERCK & CO, INC                COM              589331107    38310   616656 SH       DEFINED 01 02 03 04 05      616656
MERCURY COMPUTER SYSTEMS, INC  COM              589378108      132     2700 SH       DEFINED 01 02 03 04 05        2700
MERCURY GENERAL CORP           COM              589400100       35     1201 SH       DEFINED 01 02    04 05        1201
MERCURY INTERACTIVE CORP       COM              589405109      844    10655 SH       DEFINED 01 02 03 04 05       10655
MEREDITH CORP                  COM              589433101      241     8711 SH       DEFINED 01 02 03 04 05        8711
MERIDIAN RESOURCE CORP         COM              58977Q109        9     2366 SH       DEFINED 01 02 03 04 05        2366
MERISTAR HOSPITALITY CORP      COM              58984Y103       76     4350 SH       DEFINED 01 02    04 05        4350
MERISEL, INC                   COM              589849108       25    14902 SH       DEFINED 01 02    04 05       14902
MERITOR AUTOMOTIVE, INC        COM              59000G100      140     8873 SH       DEFINED 01 02 03 04 05        8873
MERRILL LYNCH & CO, INC        COM              590188108     4852    46207 SH       DEFINED 01 02    04 05       46207
MERRY LAND PROPERTIES, INC     COM              590441101        2      285 SH       DEFINED 01                     285
MESA AIR GROUP, INC            COM              590479101        5      722 SH       DEFINED 01 02    04 05         722
MESABA HOLDINGS, INC           COM              59066B102       11      946 SH       DEFINED 01 02 03 04 05         946
MESSAGEMEDIA, INC              COM              590787107       52     4085 SH       DEFINED 01 02 03 04 05        4085
MESTEK, INC                    COM              590829107        0       11 SH       DEFINED    02                   11
METAL MANAGEMENT, INC          COM              591097100        2     1000 SH       DEFINED 01                    1000
METALS U.S.A., INC             COM              591324108       15     2322 SH       DEFINED 01 02 03 04 05        2322
METAMOR WORLDWIDE, INC         COM              59133P100      125     4414 SH       DEFINED 01 02 03 04 05        4414
METHODE ELECTRONICS, INC (CLAS COM              591520200      187     3698 SH       DEFINED 01 02 03 04 05        3698
METRICOM, INC                  COM              591596101       65     1411 SH       DEFINED 01 02 03 04 05        1411
METRIS COS, INC                COM              591598107      232     5979 SH       DEFINED 01 02 03 04 05        5979
METRO-GOLDWYN-MAYER, INC       COM              591610100       87     3421 SH       DEFINED 01 02    04 05        3421
METRO INFORMATION SERVICES, IN COM              59162P104       16     1125 SH       DEFINED 01 02 03              1125
METROMEDIA FIBER NETWORK (CLAS COM              591689104     1457    15061 SH       DEFINED 01 02 03 04 05       15061
METROMEDIA INTERNATIONAL GROUP COM              591695101       46     8180 SH       DEFINED 01 02    04 05        8180
METTLER-TOLEDO INTERNATIONAL,  COM              592688105      276     6741 SH       DEFINED 01 02 03 04 05        6741
MIAMI COMPUTER SUPPLY CORP     COM              593261100       14      437 SH       DEFINED 01 02 03               437
MICHAEL FOODS, INC             COM              594079105        4      205 SH       DEFINED    02    04 05         205
MICHAELS STORES, INC           COM              594087108      188     4605 SH       DEFINED 01 02 03 04 05        4605
MICHIGAN FINANCIAL CORP        COM              594480105        0       10 SH       DEFINED    02                   10
MICREL, INC                    COM              594793101      334     3479 SH       DEFINED 01 02 03 04 05        3479
MICROS SYSTEMS, INC            COM              594901100      212     3371 SH       DEFINED 01 02 03 04 05        3371
MICROSOFT CORP                 COM              594918104   125969  1185594 SH       DEFINED 01 02 03 04 05     1185594
MICROAGE, INC                  COM              594928103        2      800 SH       DEFINED 01                     800
MICROSTRATEGY, INC             COM              594972101      945    10858 SH       DEFINED 01 02 03 04 05       10858
MICROCHIP TECHNOLOGY, INC      COM              595017104      749    11389 SH       DEFINED 01 02 03 04 05       11389
MICROMUSE, INC                 COM              595094103      445     3204 SH       DEFINED 01 02 03 04 05        3204
MICRON ELECTRONICS, INC        COM              595100108       25     1807 SH       DEFINED 01 02 03 04 05        1807
MICRON TECHNOLOGY, INC         COM              595112103     3922    31125 SH       DEFINED 01 02 03 04 05       31125
MID-AMERICA APARTMENT COMMUNIT COM              59522J103        6      269 SH       DEFINED    02    04 05         269
MID ATLANTIC MEDICAL SERVICES, COM              59523C107       21     2284 SH       DEFINED 01 02 03 04 05        2284
MID-STATE BANCSHARES           COM              595440108        5      182 SH       DEFINED    02    04 05         182
MIDAS, INC                     COM              595626102       52     2168 SH       DEFINED 01 02 03 04 05        2168
MID-AMERICA BANCORP            COM              595915109        1       32 SH       DEFINED    02                   32
MIDLAND CO                     COM              597486109        3      117 SH       DEFINED    02    04            117
MIDWEST EXPRESS HOLDINGS, INC  COM              597911106       23      903 SH       DEFINED    02 03 04 05         903
MIDWAY GAMES, INC              COM              598148104       31     2377 SH       DEFINED 01 02 03 04 05        2377
MIDWEST BANC HOLDING, INC      COM              598251106       14     1031 SH       DEFINED 01 02                 1031
MIKASA, INC                    COM              59862T109        1      126 SH       DEFINED    02    04            126
MILACRON, INC                  COM              598709103       51     3518 SH       DEFINED 01 02    04 05        3518
MILLENNIUM PHARMACEUTICALS, IN COM              599902103      683     5262 SH       DEFINED 01 02 03 04 05        5262
MILLENNIUM CHEMICAL, INC       COM              599903101      100     5002 SH       DEFINED 01 02    04 05        5002
MILLER (HERMAN), INC           COM              600544100      324    11576 SH       DEFINED 01 02 03 04 05       11576
MILLER INDUSTRIES, INC         COM              600551105        3      700 SH       DEFINED    02 03 04 05         700
MILLIPORE CORP                 COM              601073109      319     5646 SH       DEFINED 01 02 03 04 05        5646
MILLS CORP                     COM              601148109       10      530 SH       DEFINED 01 02 03 04 05         530
MINE SAFETY APPLIANCE CO       COM              602720104       15      212 SH       DEFINED 01 02                  212
MINERALS TECHNOLOGIES, INC     COM              603158106       82     1838 SH       DEFINED 01 02    04 05        1838
MINIMED, INC                   COM              60365K108      350     2702 SH       DEFINED 01 02 03 04 05        2702
MINNESOTA MINING & MANUFACTURI COM              604059105     5116    57762 SH       DEFINED 01 02    04 05       57762
MINNESOTA POWER, INC           COM              604110106       16      939 SH       DEFINED    02    04 05         939
MIPS TECHNOLOGIES, INC         COM              604567107       94     1686 SH       DEFINED 01 02 03 04 05        1686
MIRAGE RESORTS, INC            COM              60462E104      435    22470 SH       DEFINED 01 02 03 04 05       22470
MISSISSIPPI CHEMICAL CORP      COM              605288208        3      498 SH       DEFINED 01 02    04 05         498
MISSISSIPPI VY BANCSHARES      COM              605720101        3      124 SH       DEFINED    02 03               124
MITCHELL ENERGY & DEV CORP (CL COM              606592202       94     4279 SH       DEFINED 01 02    04 05        4279
MODEM MEDIA POPPE TYSON, INC   COM              607533106       33     1023 SH       DEFINED 01 02                 1023
MODINE MANUFACTURING CO        COM              607828100       39     1568 SH       DEFINED    02 03 04 05        1568
MODIS PROFESSIONAL SERVICES, I COM              607830106      129    10449 SH       DEFINED 01 02 03 04 05       10449
MOHAWK INDUSTRIES, INC         COM              608190104      106     4727 SH       DEFINED 01 02    04 05        4727
MOLECULAR DEVICES CORP         COM              60851C107       95     1236 SH       DEFINED 01 02 03              1236
MOLEX, INC                     COM              608554101     1052    17900 SH       DEFINED 01 02 03 04 05       17900
MOMENTUM BUSINESS APPLICATIONS COM              60877P108        0       36 SH       DEFINED 01 02 03                36
MONACO COACH CORP              COM              60886R103       73     3827 SH       DEFINED 01 02 03 04 05        3827
ROBERT MONDAVI CORP (CLASS A)  COM              609200100       53     1532 SH       DEFINED 01 02                 1532
PHARMACIA CORP                 COM              611662107     5352   103916 SH       DEFINED 01 02 03 04 05      103916
MONTANA POWER CO               COM              612085100      487     7610 SH       DEFINED 01 02    04 05        7610
MONY GROUP, INC                COM              615337102       56     1747 SH       DEFINED 01 02    04 05        1747
MOOG, INC (CLASS A)            COM              615394202       15      816 SH       DEFINED 01 02                  816
MORGAN (J.P.) & CO, INC        COM              616880100     3016    22890 SH       DEFINED 01 02    04 05       22890
MORGAN KEEGAN, INC             COM              617410105       10      560 SH       DEFINED    02 03 04 05         560
MORGAN STANLEY DEAN WITTER & C COM              617446448    14701   180244 SH       DEFINED 01 02    04 05      180244
MORRSION KNUDSEN CORP          COM              61844A109        2      320 SH       DEFINED    02    04 05         320
MORRISON MANAGEMENT SPECIALIST COM              618459101       38     1355 SH       DEFINED 01 02 03 04 05        1355
MOTOROLA, INC                  COM              620076109    16255   114167 SH       DEFINED 01 02 03 04 05      114167
MOVADO GROUP, INC              COM              624580106       19     1934 SH       DEFINED 01 02                 1934
MUELLER INDUSTRIES, INC        COM              624756102      138     4532 SH       DEFINED 01 02    04 05        4532
MULTEX.COM, INC                COM              625367107       41     1099 SH       DEFINED 01 02 03 04 05        1099
MURPHY OIL CORP                COM              626717102      486     8436 SH       DEFINED 01 02    04 05        8436
MUSICLAND STORES CORP          COM              62758B109       42     6589 SH       DEFINED 01 02 03 04 05        6589
MYERS INDUSTRIES, INC          COM              628464109       38     3182 SH       DEFINED 01 02    04 05        3182
MYLAN LABORATORIES, INC        COM              628530107      471    17131 SH       DEFINED 01 02 03 04 05       17131
NBC INTERNET, INC              COM              62873D105       64     1486 SH       DEFINED 01 02 03 04 05        1486
NBT BANCORP, INC               COM              628778102        4      242 SH       DEFINED    02    04 05         242
NBTY, INC                      COM              628782104       48     3505 SH       DEFINED 01 02    04 05        3505
NCH CORP                       COM              628850109       29      638 SH       DEFINED 01 02       05         638
NCI BUILDING SYSTEMS, INC      COM              628852105       22     1169 SH       DEFINED 01 02 03 04 05        1169
NCO GROUP, INC                 COM              628858102      102     3188 SH       DEFINED 01 02 03 04 05        3188
NCR CORP                       COM              62886E108      105     2624 SH       DEFINED    02    04 05        2624
NCS HEALTHCARE, INC (CLASS A)  COM              628874109        3     1853 SH       DEFINED    02 03 04 05        1853
NFO WORLDWIDE, INC             COM              62910N108       83     3768 SH       DEFINED 01 02 03 04 05        3768
NL INDUSTRIES, INC             COM              629156407        5      359 SH       DEFINED    02 03 04 05         359
NPC INTERNATIONAL, INC         COM              629360306        6      837 SH       DEFINED    02 03 04            837
NTL, INC                       COM              629407107     1722    18550 SH       DEFINED 01 02 03 04 05       18550
NUI CORP                       COM              629430109       62     2393 SH       DEFINED 01 02    04 05        2393
NVR, INC                       COM              62944T105       61     1138 SH       DEFINED 01 02 03              1138
NABISCO GROUP HOLDINGS         COM              62952P102      406    33827 SH       DEFINED 01 02    04 05       33827
NABISCO HOLDINGS CORP (CLASS A COM              629526104       67     2075 SH       DEFINED 01 02    04 05        2075
NABORS INDUSTRIES, INC         COM              629568106      524    13506 SH       DEFINED 01 02 03 04 05       13506
NACCO INDUSTRIES, INC (CLASS A COM              629579103       84     1750 SH       DEFINED 01 02       05        1750
NATIONAL BANCORP OF ALASKA, IN COM              632587101       91     2409 SH       DEFINED 01 02    04 05        2409
NATIONAL CITY BANCSHARES, INC  COM              635313109        4      230 SH       DEFINED    02    04 05         230
NATIONAL CITY CORP             COM              635405103     1769    85762 SH       DEFINED 01 02    04 05       85762
NATIONAL COMMERCE BANCORP      COM              635449101      152     8229 SH       DEFINED 01 02 03 04 05        8229
NATIONAL COMPUTER SYSTEMS, INC COM              635519101      269     5301 SH       DEFINED 01 02 03 04 05        5301
NATIONAL DATA CORP             COM              635621105      120     4601 SH       DEFINED 01 02 03 04 05        4601
NATIONAL DISCOUNT BROKERS GROU COM              635646102       61     1240 SH       DEFINED 01 02 03    05        1240
NATIONAL EQUIPMENT SERVICES, I COM              635847106        4      624 SH       DEFINED    02 03 04 05         624
NATIONAL HEALTHCARE CORP       COM              635906100        6     1100 SH       DEFINED 01                    1100
NATIONAL FUEL GAS CO           COM              636180101      247     5546 SH       DEFINED 01 02    04 05        5546
NATIONAL GOLF PROPERTIES, INC  COM              63623G109       17      791 SH       DEFINED    02 03 04 05         791
NATIONAL HEALTH INVESTORS, INC COM              63633D104       46     3878 SH       DEFINED 01 02    04 05        3878
NATIONAL INSTRUMENTS CORP      COM              636518102      200     4262 SH       DEFINED 01 02 03 04 05        4262
NATIONAL-OILWELL, INC          COM              637071101       64     2059 SH       DEFINED 01 02    04 05        2059
NATIONAL PENN BANCSHARES, INC  COM              637138108       11      541 SH       DEFINED    02 03 04 05         541
NATIONAL PRESTO INDUSTRIES, IN COM              637215104        1       28 SH       DEFINED    02                   28
NATIONAL PROCESSING, INC       COM              637229105       11     1128 SH       DEFINED 01 02                 1128
NATIONAL R.V. HOLDINGS, INC    COM              637277104       27     1732 SH       DEFINED 01 02 03              1732
NATIONAL SEMICONDUCTOR CORP    COM              637640103     1387    22873 SH       DEFINED 01 02    04 05       22873
NATIONAL SERVICE INDUSTRIES, I COM              637657107      164     7795 SH       DEFINED 01 02    04 05        7795
NATIONAL STEEL CORP (CLASS B)  COM              637844309        6      848 SH       DEFINED 01 02    04 05         848
NATIONAL WESTERN LIFE INSURANC COM              638522102        9      108 SH       DEFINED 01 02                  108
NATIONSRENT, INC               COM              638588103        3      553 SH       DEFINED    02 03 04 05         553
NATIONWIDE FINANCIAL SVCS, INC COM              638612101      111     3790 SH       DEFINED 01 02    04 05        3790
NATIONWIDE HEALTH PROPERTIES,  COM              638620104        6      538 SH       DEFINED    02    04 05         538
NATURE'S SUNSHINE PRODUCTS, IN COM              639027101       24     3052 SH       DEFINED 01 02       05        3052
NAUTICA ENTERPRISES, INC       COM              639089101       38     3217 SH       DEFINED 01 02 03 04 05        3217
NAVARRE CORP                   COM              639208107        1      248 SH       DEFINED    02 03               248
NAVISTAR INTERNATIONAL CORP    COM              63934E108      426    10625 SH       DEFINED 01 02    04 05       10625
NAVIGANT CONSULTING CO         COM              63935N107       62     5632 SH       DEFINED 01 02 03 04 05        5632
NAVIGANT INTERNATIONAL, INC    COM              63935R108        0       25 SH       DEFINED 01 02                   25
NEFF CORP                      COM              640094108       17     2344 SH       DEFINED 01 02 03    05        2344
NEIMAN MARCUS GROUP, INC (CLAS COM              640204202      169     6064 SH       DEFINED 01 02 03 04 05        6064
NEIMAN MARCUS GROUP, INC (CLAS COM              640204301       22      813 SH       DEFINED 01       04            813
NEOMAGIC CORP                  COM              640497103       27     5358 SH       DEFINED 01 02 03 04 05        5358
NEON SYSTEMS, INC              COM              640509105       11      326 SH       DEFINED    02 03               326
NETBANK, INC                   COM              640933107       38     2924 SH       DEFINED 01 02 03 04 05        2924
NETWORKS ASSOCIATES, INC       COM              640938106      513    15911 SH       DEFINED 01 02 03 04 05       15911
NET PERCEPTIONS, INC           COM              64107U101       42     1140 SH       DEFINED 01 02 03    05        1140
NETOPIA, INC                   COM              64114K104       67      929 SH       DEFINED 01 02 03               929
NETOBJECTS, INC                COM              64114L102       23     1023 SH       DEFINED 01 02                 1023
NETWORK APPLIANCE, INC         COM              64120L104     3730    45080 SH       DEFINED 01 02 03 04 05       45080
NETWORK EQUIPMENT TECHNOLOGIES COM              641208103        3      257 SH       DEFINED    02    04 05         257
NETWORK SOLUTIONS, INC         COM              64121Q102      583     3794 SH       DEFINED 01 02 03 04 05        3794
NETWORK PERIPHERALS, INC       COM              64121R100       71     1993 SH       DEFINED 01 02 03 04 05        1993
NETWORK PLUS CORP              COM              64122D506        9      210 SH       DEFINED          04            210
NEUROGEN CORP                  COM              64124E106       68     2187 SH       DEFINED 01 02    04 05        2187
NEW CENTURY FINANCIAL CORP     COM              64352D101        0       37 SH       DEFINED    02                   37
NEW CENTURY ENERGIES, INC      COM              64352U103      575    19132 SH       DEFINED 01 02    04 05       19132
NEW ENGLAND BUSINESS SERVICES, COM              643872104       24     1390 SH       DEFINED    02 03 04 05        1390
NEW ERA OF NETWORKS, INC       COM              644312100      139     3551 SH       DEFINED 01 02 03 04 05        3551
NEW JERSEY RESOURCES CORP      COM              646025106       27      630 SH       DEFINED 01 02    04 05         630
NEW PLAN EXCEL REALTY TRUST    COM              648053106       38     2794 SH       DEFINED 01 02    04 05        2794
NEW YORK TIMES CO (CLASS A)    COM              650111107     1069    24899 SH       DEFINED 01 02    04 05       24899
NEWELL RUBBERMAID, INC         COM              651229106     9145   368563 SH       DEFINED 01 02 03 04 05      368563
NEWFIELD EXPLORATION CO        COM              651290108      146     4142 SH       DEFINED 01 02 03 04 05        4142
NEWMONT MINING CORP            COM              651639106      512    22825 SH       DEFINED 01 02    04 05       22825
NEWPARK RESOURCES, INC         COM              651718504       56     6978 SH       DEFINED 01 02 03 04 05        6978
NEWPORT NEWS SHIPBUILDING, INC COM              652228107       91     2994 SH       DEFINED 01 02 03 04 05        2994
NEWS CORP LTD ADR              ADR              652487802        4       82 SH       DEFINED 01                      82
NIAGARA BANCORP, INC           COM              652914102        1      147 SH       DEFINED    02       05         147
NEXTERA ENTERPRISES, INC       COM              65332E101        2      236 SH       DEFINED    02 03               236
NEXTCARD, INC                  COM              65332K107       49     3220 SH       DEFINED 01 02                 3220
NEXTEL COMMUNICATIONS, INC (CL COM              65332V103     9229    62252 SH       DEFINED 01 02 03 04 05       62252
NEXTLINK COMMUNICATIONS, INC   COM              65333H707     1912    15456 SH       DEFINED 01 02 03 04 05       15456
NIAGARA MOHAWK HOLDINGS, INC   COM              653520106      229    16993 SH       DEFINED 01 02    04 05       16993
NICOR, INC                     COM              654086107      381    11556 SH       DEFINED 01 02    04 05       11556
NIKE, INC (CLASS B)            COM              654106103     3294    83135 SH       DEFINED 01 02 03 04 05       83135
99 CENTS ONLY STORES           COM              65440K106       40     1021 SH       DEFINED    02 03 04 05        1021
NISOURCE, INC                  COM              65473P105      257    15253 SH       DEFINED 01 02    04 05       15253
NOBLE AFFILIATES, INC          COM              654894104      249     7589 SH       DEFINED 01 02 03 04 05        7589
NOKIA OYJ ADR                  ADR              654902204    12083    55616 SH       DEFINED    02 03 04 05       55616
NOBLE DRILLING CORP            COM              655042109      697    16827 SH       DEFINED 01 02 03 04 05       16827
NORDSON CORP                   COM              655663102       50     1079 SH       DEFINED    02 03 04 05        1079
NORDSTROM, INC                 COM              655664100      273     9269 SH       DEFINED 01 02 03 04 05        9269
NORFOLK SOUTHERN CORP          COM              655844108      729    50736 SH       DEFINED 01 02    04 05       50736
NORTEK, INC                    COM              656559101        7      336 SH       DEFINED 01 02                  336
NORTEL NETWORKS CORP (U.S.)    COM              656569100    10412    82631 SH       DEFINED 01 02    04 05       82631
NORTH FORK BANCORP, INC        COM              659424105      360    20123 SH       DEFINED 01 02    04 05       20123
NORTH PITTSBURGH SYSTEMS, INC  COM              661562108       18     1356 SH       DEFINED 01 02 03 04 05        1356
NORTHEAST OPTIC NETWORK, INC   COM              664334109       86     1019 SH       DEFINED 01 02                 1019
NORTHEAST UTILITIES CO         COM              664397106       92     4266 SH       DEFINED 01 02    04 05        4266
NORTHERN STATES POWER CO       COM              665772109     2412   121362 SH       DEFINED 01 02    04 05      121362
NORTHERN TRUST CORP            COM              665859104     1823    26989 SH       DEFINED 01 02 03 04 05       26989
NORTHPOINT COMMUNICATIONS GROU COM              666610100       33     1412 SH       DEFINED 01 02 03 04 05        1412
NORTHROP GRUMMAN CORP          COM              666807102      516     9752 SH       DEFINED 01 02    04 05        9752
NORTHWEST AIRLINES CORP (CLASS COM              667280101       52     2295 SH       DEFINED 01 02    04 05        2295
NORTHWEST BANCORP, INC         COM              667328108        2      255 SH       DEFINED    02       05         255
NORTHWEST NATURAL GAS CO       COM              667655104        9      444 SH       DEFINED 01 02    04 05         444
NORTHWESTERN CORP              COM              668074107       66     3187 SH       DEFINED 01 02    04 05        3187
NOVA CORP (GEORGIA)            COM              669784100      245     8422 SH       DEFINED 01 02 03 04 05        8422
NOVELL, INC                    COM              670006105     1631    56973 SH       DEFINED 01 02 03 04 05       56973
NOVELLUS SYSTEMS, INC          COM              670008101    11058   197031 SH       DEFINED 01 02 03 04 05      197031
NOVOSTE CORP                   COM              67010C100       88     2204 SH       DEFINED 01 02 03 04 05        2204
NU SKIN ENTERPRISES, INC (CLAS COM              67018T105       66     8349 SH       DEFINED 01 02 03 04 05        8349
NSTAR                          COM              67019E107      108     2573 SH       DEFINED 01 02    04 05        2573
NUCOR CORP                     COM              670346105      797    15944 SH       DEFINED 01 02    04 05       15944
NUEVO ENERGY CO                COM              670509108       66     3062 SH       DEFINED 01 02    04 05        3062
NVIDIA CORP                    COM              67066G104      209     2475 SH       DEFINED 01 02 03 04 05        2475
O'CHARLEY'S, INC               COM              670823103       21     1653 SH       DEFINED 01 02    04 05        1653
OEA, INC                       COM              670826106        4      378 SH       DEFINED    02 03 04 05         378
OGE ENERGY CORP                COM              670837103      346    18045 SH       DEFINED 01 02    04 05       18045
OM GROUP, INC                  COM              670872100       13      290 SH       DEFINED    02    04 05         290
OAKLEY, INC                    COM              673662102       13     1178 SH       DEFINED    02 03 04 05        1178
OAKWOOD HOMES CORP             COM              674098108        2      477 SH       DEFINED    02    04 05         477
OCCIDENTAL PETROLEUM CORP      COM              674599105     1012    48779 SH       DEFINED 01 02    04 05       48779
OCEAN ENERGY, INC (NEW)        COM              67481E106      204    14226 SH       DEFINED 01 02    04 05       14226
OCEANEERING INTERNATIONAL, INC COM              675232102       45     2379 SH       DEFINED 01 02    04 05        2379
OCEANFIRST FINANCIAL CORP      COM              675234108       36     2296 SH       DEFINED 01 02    04 05        2296
OCTEL CORP                     COM              675727101        6      620 SH       DEFINED 01 02    04 05         620
OCULAR SCIENCES, INC           COM              675744106       35     2215 SH       DEFINED 01 02 03 04 05        2215
OCWEN FINANCIAL CORP           COM              675746101        4      485 SH       DEFINED    02    04 05         485
OFFICEMAX, INC                 COM              67622M108       63     9733 SH       DEFINED 01 02 03 04 05        9733
OFFICE DEPOT, INC              COM              676220106      698    60359 SH       DEFINED 01 02 03 04 05       60359
OFFSHORE LOGISTICS, INC        COM              676255102       55     3979 SH       DEFINED 01 02    04 05        3979
OGDEN CORP                     COM              676346109       50     4213 SH       DEFINED 01 02 03 04 05        4213
OHIO CASUALTY CORP             COM              677240103       33     1839 SH       DEFINED 01 02    04 05        1839
OLD KENT FINANCIAL CORP        COM              679833103      299     9249 SH       DEFINED 01 02    04 05        9249
OLD NATIONAL BANCORP           COM              680033107       96     2897 SH       DEFINED 01 02    04 05        2897
OLD REPUBLIC INTERNATIONAL COR COM              680223104      178    12925 SH       DEFINED 01 02    04 05       12925
OLIN CORP                      COM              680665205       78     4396 SH       DEFINED 01 02    04 05        4396
OMNICARE, INC                  COM              681904108      114     9473 SH       DEFINED 01 02 03 04 05        9473
OMNICOM GROUP, INC             COM              681919106     9155    97976 SH       DEFINED 01 02 03 04 05       97976
OMEGA HEALTHCARE INVESTORS, IN COM              681936100        2      275 SH       DEFINED    02    04 05         275
OMEGA FINANCIAL CORP           COM              682092101        3      133 SH       DEFINED    02                  133
OMEGA WORLDWIDE, INC           COM              68210B108        0       25 SH       DEFINED 01                      25
OMEGA RESEARCH, INC            COM              68211E101        4      916 SH       DEFINED    02 03 04            916
OMNOVA SOLUTIONS, INC          COM              682129101       26     4641 SH       DEFINED 01 02 03 04 05        4641
ON ASSIGNMENT, INC             COM              682159108       56     1241 SH       DEFINED 01 02 03    05        1241
ON COMMAND CORP                COM              682160106       28     1837 SH       DEFINED 01 02                 1837
ONE VALLEY BANCORP, INC        COM              682419106       21      619 SH       DEFINED 01 02    04 05         619
ONEIDA LTD                     COM              682505102       52     2701 SH       DEFINED 01 02 03 04 05        2701
ONEMAIN.COM, INC               COM              68267P109       33     2890 SH       DEFINED 01 02 03 04 05        2890
ONEOK, INC                     COM              682680103      114     4576 SH       DEFINED 01 02    04 05        4576
ONHEALTH NETWORK CO            COM              68272W107        6     1358 SH       DEFINED 01 02       05        1358
ONYX SOFTWARE CORP             COM              683402101       51     1598 SH       DEFINED 01 02 03 04 05        1598
OPEN MARKET, INC               COM              68370M100      120     4661 SH       DEFINED 01 02 03 04 05        4661
OPTICAL CABLE CORP             COM              683827109        0        9 SH       DEFINED    02                    9
ORACLE CORP                    COM              68389X105    78680  1007916 SH       DEFINED 01 02 03 04 05     1007916
ORBITAL SCIENCES CORP          COM              685564106       45     3008 SH       DEFINED 01 02 03 04 05        3008
ORGANOGENESIS, INC             COM              685906109       26     2166 SH       DEFINED 01 02 03 04 05        2166
OREGON STEEL MILLS, INC        COM              686079104        5     1297 SH       DEFINED 01 02       05        1297
O'REILLY AUTOMOTIVE, INC       COM              686091109       71     5035 SH       DEFINED 01 02 03 04 05        5035
ORIENTAL FINANCIAL GROUP       COM              68618W100        5      283 SH       DEFINED    02 03 04 05         283
ORTHODONTIC CENTERS OF AMERICA COM              68750P103       58     3098 SH       DEFINED 01 02 03 04 05        3098
OSHKOSH B'GOSH, INC (CLASS A)  COM              688222207       28     1533 SH       DEFINED 01 02 03              1533
OSHKOSH TRUCK CORP             COM              688239201       23      755 SH       DEFINED 01 02 03 04 05         755
OSTEOTECH, INC                 COM              688582105        5      404 SH       DEFINED    02 03 04 05         404
OTTER TAIL POWER CO            COM              689648103       27     1374 SH       DEFINED 01 02    04 05        1374
OUTBACK STEAKHOUSE, INC        COM              689899102      248     7750 SH       DEFINED 01 02 03 04 05        7750
OVERSEAS SHIPHOLDING GROUP, IN COM              690368105       16      695 SH       DEFINED 01 02    04 05         695
OWENS CORNING CO               COM              69073F103      172     8895 SH       DEFINED 01 02    04 05        8895
OWENS & MINOR, INC             COM              690732102       41     3823 SH       DEFINED 01 02    04 05        3823
OWENS ILLINOIS, INC            COM              690768403      337    19956 SH       DEFINED 01 02    04 05       19956
OXFORD HEALTH PLANS, INC       COM              691471106      171    11201 SH       DEFINED 01 02 03 04 05       11201
OXFORD INDUSTRIES, INC         COM              691497309        9      524 SH       DEFINED 01 02    04            524
PC CONNECTION, INC             COM              69318J100       12      414 SH       DEFINED    02                  414
P-COM, INC                     COM              693262107      137     7387 SH       DEFINED 01 02 03 04 05        7387
PECO ENERGY CO                 COM              693304107     1080    29298 SH       DEFINED 01 02    04 05       29298
PG&E CORP                      COM              69331C108     1059    50445 SH       DEFINED 01 02    04 05       50445
PFF BANCORP, INC               COM              69331W104       45     2896 SH       DEFINED 01 02    04 05        2896
PE CORP-PE BIOSYSTEMS GROUP    COM              69332S102     3283    34016 SH       DEFINED 01 02 03 04 05       34016
PE CORP-CELERA GENOMICS GROUP  COM              69332S201      438     4784 SH       DEFINED 01 02    04 05        4784
P.F. CHANGS CHINA BISTRO, INC  COM              69333Y108        4      123 SH       DEFINED    02                  123
PICO HOLDINGS, INC             COM              693366205        0       38 SH       DEFINED    02                   38
PLX TECHNOLOGY, INC            COM              693417107       67     1795 SH       DEFINED 01 02 03 04 05        1795
PMA CAPITAL CORP (CLASS A)     COM              693419202       22     1266 SH       DEFINED 01 02    04 05        1266
PMC-SIERRA, INC                COM              69344F106     8196    40239 SH       DEFINED 01 02 03 04 05       40239
PMI GROUP, INC                 COM              69344M101      219     4614 SH       DEFINED 01 02    04 05        4614
PNC FINANCIAL SERVICES GROUP   COM              693475105     1960    43501 SH       DEFINED 01 02    04 05       43501
PPG INDUSTRIES, INC            COM              693506107     1417    27093 SH       DEFINED 01 02    04 05       27093
PPL CORP                       COM              69351T106      516    24639 SH       DEFINED 01 02    04 05       24639
PRI AUTOMATION, INC            COM              69357H106      159     2596 SH       DEFINED 01 02 03 04 05        2596
PS BUSINESS PARKS, INC         COM              69360J107        6      289 SH       DEFINED    02    04 05         289
PSS WORLD MEDICAL, INC         COM              69366A100       53     7879 SH       DEFINED 01 02 03 04 05        7879
PTEK HOLDINGS, INC             COM              69366M104       46     6932 SH       DEFINED 01 02 03 04 05        6932
PAC-WEST TELECOMM, INC         COM              69371Y101        9      300 SH       DEFINED 01 02 03 04 05         300
PACCAR, INC                    COM              693718108      501    10011 SH       DEFINED 01 02    04 05       10011
PACIFIC CAPITAL BANCORP        COM              69404P101       47     1940 SH       DEFINED 01 02 03 04 05        1940
PACIFIC CENTURY FINANCIAL CORP COM              694058108      258    12689 SH       DEFINED 01 02    04 05       12689
PACIFIC GATEWAY EXCHANGE, INC  COM              694327107       27     1805 SH       DEFINED 01 02 03 04 05        1805
PACIFIC GULF PROPERTIES, INC   COM              694396102       58     2967 SH       DEFINED 01 02    04 05        2967
PACIFIC SUNWEAR CALIFORNIA, IN COM              694873100      182     4722 SH       DEFINED 01 02 03 04 05        4722
PACIFICARE HEALTH SYSTEMS      COM              695112102      200     4005 SH       DEFINED 01 02    04 05        4005
PACTIV CORP                    COM              695257105      231    26414 SH       DEFINED 01 02 03 04 05       26414
PAGING NETWORK, INC            COM              695542100      132    50701 SH       DEFINED 01 02 03 04 05       50701
PAINE WEBBER GROUP, INC        COM              695629105      780    17736 SH       DEFINED 01 02    04 05       17736
PAIRGAIN TECHNOLOGIES, INC     COM              695934109      115     6165 SH       DEFINED 01 02 03 04 05        6165
PALL CORP                      COM              696429307      265    11805 SH       DEFINED 01 02    04 05       11805
PALM HARBOR HOMES, INC         COM              696639103       20     1269 SH       DEFINED 01 02 03 04 05        1269
PANAMSAT CORP                  COM              697933109      247     5031 SH       DEFINED 01 02 03 04 05        5031
PAN PACIFIC RETAIL PROPERTIES, COM              69806L104        2      133 SH       DEFINED    02    04            133
PANAVISION, INC (NEW)          COM              69830E209        0       23 SH       DEFINED    02                   23
PAPA JOHN'S INTERNATIONAL, INC COM              698813102       80     2435 SH       DEFINED 01 02 03 04 05        2435
PARAMETRIC TECHNOLOGY CORP     COM              699173100      890    42250 SH       DEFINED 01 02 03 04 05       42250
PAREXEL INTERNATIONAL CORP     COM              699462107       10     1058 SH       DEFINED    02 03 04 05        1058
PARK ELECTROCHEMICAL CORP      COM              700416209       28     1135 SH       DEFINED 01 02                 1135
PARK NATIONAL CORP             COM              700658107      121     1377 SH       DEFINED 01 02 03              1377
PARK PLACE ENTERTAINMENT CORP  COM              700690100      272    23528 SH       DEFINED 01 02    04 05       23528
PARKER DRILLING CO             COM              701081101       78    15674 SH       DEFINED 01 02    04 05       15674
PARKER-HANNIFIN CORP           COM              701094104      617    14934 SH       DEFINED 01 02    04 05       14934
PARKERVISION, INC              COM              701354102       36     1226 SH       DEFINED 01 02 03              1226
PARKWAY PROPERTIES, INC        COM              70159Q104       28      938 SH       DEFINED 01 02    04            938
PATHOGENESIS CORP              COM              70321E104       23     1021 SH       DEFINED 01 02 03 04 05        1021
PATTERSON DENTAL CO            COM              703412106      153     3988 SH       DEFINED 01 02 03 04 05        3988
PATTERSON ENERGY, INC          COM              703414102      131     4123 SH       DEFINED 01 02    04 05        4123
PAXAR CORP                     COM              704227107        9      982 SH       DEFINED 01 02    04 05         982
PAXSON COMMUNICATIONS CORP     COM              704231109       51     6586 SH       DEFINED 01 02 03 04 05        6586
PAYCHEX, INC                   COM              704326107     1869    35687 SH       DEFINED 01 02 03 04 05       35687
PAYLESS SHOESOURCE, INC        COM              704379106      167     3219 SH       DEFINED 01 02    04 05        3219
PCORDER.COM, INC               COM              70453H107       16      709 SH       DEFINED 01 02                  709
PEDIATRIX MEDICAL GROUP, INC   COM              705324101        6      859 SH       DEFINED 01 02 03    05         859
PEGASYSTEMS, INC               COM              705573103       18     1512 SH       DEFINED 01 02    04 05        1512
PEGASUS COMMUNICATIONS CORP    COM              705904100      315     2241 SH       DEFINED 01 02 03 04 05        2241
PEGASUS SYSTEMS, INC           COM              705906105       24     1538 SH       DEFINED 01 02 03 04 05        1538
PENN TREATY AMERICAN CORP      COM              707874103       10      622 SH       DEFINED 01 02                  622
PENNEY, (J.C.) CO, INC         COM              708160106      381    25597 SH       DEFINED 01 02    04 05       25597
PENNSYLVANIA REAL ESTATE INVES COM              709102107       45     2745 SH       DEFINED 01 02    04 05        2745
PENNZOIL-QUAKER STATE CO       COM              709323109       36     3413 SH       DEFINED 01 02    04 05        3413
PENTAIR, INC                   COM              709631105      171     4614 SH       DEFINED 01 02    04 05        4614
PENTON MEDIA, INC              COM              709668107      102     3906 SH       DEFINED 01 02 03 04 05        3906
PEOPLES BANK OF BRIDGEPORT CO  COM              710198102        6      298 SH       DEFINED    02    04 05         298
PEOPLES ENERGY CORP            COM              711030106      246     8948 SH       DEFINED 01 02    04 05        8948
PEOPLES HERITAGE FINANCIAL GRO COM              711147108      111     7418 SH       DEFINED 01 02    04 05        7418
PEOPLES HOLDINGS CO            COM              711148106        1       23 SH       DEFINED    02                   23
PEOPLESOFT, INC                COM              712713106      705    35243 SH       DEFINED 01 02 03 04 05       35243
PEP BOYS MANNY, MOE, & JACK CO COM              713278109       21     3617 SH       DEFINED 01 02    04 05        3617
PEPSI BOTTLING GROUP, INC      COM              713409100      290    14482 SH       DEFINED 01 02 03 04 05       14482
PEPSICO, INC                   COM              713448108    10822   313100 SH       DEFINED 01 02 03 04 05      313100
PER SE TECHNOLOGIES, INC       COM              713569309       14     2405 SH       DEFINED 01 02 03 04 05        2405
PEREGRINE SYSTEMS, INC         COM              71366Q101      503     7507 SH       DEFINED 01 02 03 04 05        7507
PERFORMANCE FOOD GROUP CO      COM              713755106       46     2091 SH       DEFINED 01 02    04 05        2091
PERKINELMER, INC               COM              714046109      346     5201 SH       DEFINED 01 02 03 04 05        5201
PEROT SYSTEMS CORP (CLASS A)   COM              714265105      123     6105 SH       DEFINED 01 02 03 04 05        6105
PERRIGO CO                     COM              714290103      132    17352 SH       DEFINED 01 02    04 05       17352
PERSONNEL GROUP OF AMERICA, IN COM              715338109       13     2189 SH       DEFINED 01 02    04 05        2189
PERVASIVE SOFTWARE, INC        COM              715710109       16     1215 SH       DEFINED 01 02 03 04 05        1215
PETCO ANIMAL SUPPLIES, INC     COM              716016100       57     4779 SH       DEFINED 01 02    04 05        4779
PETSMART, INC                  COM              716768106       34    11497 SH       DEFINED 01 02 03 04 05       11497
PHARMACYCLICS, INC             COM              716933106      106     1911 SH       DEFINED 01 02 03 04 05        1911
PHARMACIA & UPJOHN, INC        COM              716941109     3786    63894 SH       DEFINED 01 02 03 04 05       63894
PFIZER, INC                    COM              717081103    29005   793304 SH       DEFINED 01 02 03 04 05      793304
PHARMACEUTICAL PRODUCT DEVELOP COM              717124101       20     1185 SH       DEFINED 01 02 03 04 05        1185
PHARMACEUTICAL RESOURCES, INC  COM              717125108        2      265 SH       DEFINED    02 03    05         265
PHELPS DODGE CORP              COM              717265102      417     8781 SH       DEFINED 01 02    04 05        8781
PHILADELPHIA CONSOLIDATED HOLD COM              717528103       14      932 SH       DEFINED 01 02    04            932
PHILADELPHIA SUBURBAN CORP     COM              718009608        8      461 SH       DEFINED    02    04 05         461
PHILIP MORRIS COS, INC         COM              718154107     7359   348341 SH       DEFINED 01 02 03 04 05      348341
PHILLIPS PETROLEUM CO          COM              718507106     1423    30761 SH       DEFINED 01 02    04 05       30761
PHILLIPS VAN HEUSEN CORP       COM              718592108        6      765 SH       DEFINED 01 02    04 05         765
PHOENIX INVESTMENT PARTNERS LT COM              719085102       25     3165 SH       DEFINED 01 02    04 05        3165
PHOENIX TECHNOLOGIES LTD       COM              719153108       31     1489 SH       DEFINED 01 02 03 04 05        1489
PHYCOR, INC                    COM              71940F100        9     8877 SH       DEFINED 01 02 03 04 05        8877
PHOTRONICS, INC                COM              719405102       40     1131 SH       DEFINED    02 03 04 05        1131
PICTURETEL CORP                COM              720035302       27     3098 SH       DEFINED 01 02    04 05        3098
PIEDMONT NATURAL GAS CO, INC   COM              720186105       14      519 SH       DEFINED 01 02    04 05         519
PIER 1 IMPORTS, INC            COM              720279108      150    14622 SH       DEFINED 01 02 03 04 05       14622
PILGRIMS PRIDE CORP (CLASS B)  COM              721467108       17     2761 SH       DEFINED 01 02 03    05        2761
PILGRIMS PRIDE COPR (CLASS A)  COM              721467207        1      300 SH       DEFINED 01                     300
PILLOWTEX CORP                 COM              721501104        1      234 SH       DEFINED 01 02                  234
PINNACLE ENTERTAINMENT, INC    COM              723456109       55     2688 SH       DEFINED 01 02    04 05        2688
PINNACLE HOLDINGS, INC         COM              72346N101      172     3105 SH       DEFINED 01 02    04 05        3105
PINNACLE SYSTEMS, INC          COM              723481107      199     5986 SH       DEFINED 01 02 03 04 05        5986
PINNACLE WEST CAPITAL CORP     COM              723484101      291    10321 SH       DEFINED 01 02    04 05       10321
PIONEER GROUP, INC             COM              723684106       25     1066 SH       DEFINED    02 03 04 05        1066
PIONEER NATURAL RESOURCES CO   COM              723787107      141    13237 SH       DEFINED 01 02    04 05       13237
PIONEER-STANDARD ELECTRONICS,  COM              723877106        5      286 SH       DEFINED    02    04 05         286
PITNEY BOWES, INC              COM              724479100     2167    48485 SH       DEFINED 01 02 03 04 05       48485
PITT-DES MOINES, INC           COM              724508106        0       16 SH       DEFINED    02                   16
PITTSTON BRINK'S GROUP CO      COM              725701106       97     5728 SH       DEFINED 01 02    04 05        5728
PIXAR, INC                     COM              725811103       85     2388 SH       DEFINED 01 02 03 04 05        2388
PLACER DOME, INC (U.S.)        COM              725906101       99    12222 SH       DEFINED 01 02    04 05       12222
PLAINS RESOURCES, INC          COM              726540503       23     1817 SH       DEFINED 01 02 03 04 05        1817
PLANTRONICS, INC               COM              727493108      277     2971 SH       DEFINED 01 02 03 04 05        2971
PLAYBOY ENTERPRISES, INC (CLAS COM              728117300       38     1896 SH       DEFINED 01 02 03 04 05        1896
PLAYTEX PRODUCTS, INC          COM              72813P100       32     2461 SH       DEFINED 01 02 03 04 05        2461
PLEXUS CORP                    COM              729132100      212     3179 SH       DEFINED 01 02 03 04 05        3179
POGO PRODUCING CO              COM              730448107      120     4195 SH       DEFINED 01 02 03 04 05        4195
POLARIS INDUSTRIES, INC        COM              731068102      143     4742 SH       DEFINED 01 02 03 04 05        4742
POLAROID CORP                  COM              731095105      120     5036 SH       DEFINED 01 02    04 05        5036
POLICY MANAGEMENT SYSTEMS CORP COM              731108106       59     4922 SH       DEFINED 01 02 03 04 05        4922
POLO RALPH LAUREN CORP         COM              731572103      112     6010 SH       DEFINED 01 02 03 04 05        6010
POLYCOM, INC                   COM              73172K104      262     3308 SH       DEFINED 01 02 03 04 05        3308
POLYMER GROUP, INC             COM              731745105       52     4078 SH       DEFINED 01 02    04 05        4078
POPULAR, INC                   COM              733174106      377    16992 SH       DEFINED 01 02    04 05       16992
PORTAL SOFTWARE, INC           COM              736126103      143     2510 SH       DEFINED 01 02 03 04 05        2510
POST PROPERTIES, INC           COM              737464107       84     2086 SH       DEFINED 01 02    04 05        2086
POTLATCH CORP                  COM              737628107       67     1557 SH       DEFINED 01 02    04 05        1557
POTOMAC ELECTRIC POWER CO      COM              737679100      276    12217 SH       DEFINED 01 02    04 05       12217
POWER INTEGRATIONS, INC        COM              739276103       76     3033 SH       DEFINED 01 02 03 04 05        3033
POWER-ONE, INC                 COM              739308104       91     1508 SH       DEFINED 01 02 03 04 05        1508
POWERTEL, INC                  COM              73936C109      246     3555 SH       DEFINED 01 02 03 04 05        3555
POWERWAVE TECHNOLOGIES, INC    COM              739363109      251     2005 SH       DEFINED 01 02 03 04 05        2005
PRAXAIR, INC                   COM              74005P104     1036    24886 SH       DEFINED 01 02    04 05       24886
PREPAID LEGAL SERVICES, INC    COM              740065107      107     3592 SH       DEFINED 01 02 03 04 05        3592
PRECISION CAST PARTS CORP      COM              740189105       14      392 SH       DEFINED 01 02    04 05         392
PREMIER NATIONAL BANCORP       COM              74053F107        4      244 SH       DEFINED    02    04 05         244
PREMIER PARKS, INC             COM              740540208     6759   321866 SH       DEFINED    02 03 04 05      321866
PRENTISS PROPERTIES TRUST      COM              740706106      162     7242 SH       DEFINED 01 02    04 05        7242
PRESIDENTIAL LIFE CORP         COM              740884101       16     1170 SH       DEFINED 01 02    04 05        1170
PRESSTEK, INC                  COM              741113104       73     3063 SH       DEFINED 01 02 03 04 05        3063
PRICE COMMUNICATIONS CORP      COM              741437305      118     5126 SH       DEFINED 01 02 03 04 05        5126
PRICE (T. ROWE) ASSOCIATES, IN COM              741477103      703    17790 SH       DEFINED 01 02 03 04 05       17790
PRICELINE.COM, INC             COM              741503106      375     4691 SH       DEFINED 01 02 03 04 05        4691
PRIMEDIA, INC                  COM              74157K101      420    13112 SH       DEFINED 01 02 03 04 05       13112
PRIME RETAIL, INC              COM              741570105        1      563 SH       DEFINED    02    04 05         563
PRIME GROUP REALTY TRUST       COM              74158J103       12      834 SH       DEFINED 01 02    04            834
PRIMEX TECHNOLOGIES, INC       COM              741597108       22     1033 SH       DEFINED 01 02                 1033
PRIMARK CORP                   COM              741903108        1       39 SH       DEFINED    02                   39
PRIME HOSPITALITY CORP         COM              741917108       39     5384 SH       DEFINED 01 02    04 05        5384
PRIMUS TELECOMMUNICATIONS GROU COM              741929103      226     4379 SH       DEFINED 01 02 03 04 05        4379
PRIDE INTERNATIONAL, INC       COM              741932107      129     5643 SH       DEFINED 01 02 03 04 05        5643
PRISON REALTY TRUST, INC       COM              74264N105       24     8357 SH       DEFINED 01 02 03 04 05        8357
PRIORITY HEALTHCARE CORP (CLAS COM              74264T102       54     1065 SH       DEFINED 01 02                 1065
PRIVATE BUSINESS, INC          COM              74267D104        2      617 SH       DEFINED    02                  617
PROBUSINESS SERVICES, INC      COM              742674104       18      707 SH       DEFINED 01 02 03 04 05         707
PROCTER & GAMBLE CO            COM              742718109    15479   275187 SH       DEFINED 01 02 03 04 05      275187
PRODIGY COMMUNICATIONS CORP    COM              74283P107       24     1584 SH       DEFINED 01 02 03 04 05        1584
PROFESSIONALS GROUP, INC       COM              742954100        7      364 SH       DEFINED 01 02    04            364
PROFESSIONAL DETAILING, INC    COM              74312N107        0       14 SH       DEFINED    02                   14
PROFIT RECOVERY GROUP INTERNAT COM              743168106       74     4024 SH       DEFINED 01 02 03 04 05        4024
PROGRESS SOFTWARE CORP         COM              743312100      155     6605 SH       DEFINED 01 02 03 04 05        6605
PROGRESSIVE CORP               COM              743315103      446     5859 SH       DEFINED 01 02 03 04 05        5859
PROJECT SOFTWARE & DEVELOPMENT COM              74339P101       96     1696 SH       DEFINED 01 02 03 04 05        1696
PROLOGIS TRUST                 COM              743410102       57     2972 SH       DEFINED 01 02    04 05        2972
PROTECTION ONE, INC            COM              743663304        1      524 SH       DEFINED    02    04 05         524
PROTECTIVE LIFE CORP           COM              743674103      101     3179 SH       DEFINED 01 02    04 05        3179
PROTEIN DESIGN LABORATORIES, I COM              74369L103      154     1937 SH       DEFINED 01 02 03 04 05        1937
PROVANT, INC                   COM              743724106        2      235 SH       DEFINED    02 03 04            235
PROVIDENT BANKSHARES CORP      COM              743859100       11      687 SH       DEFINED 01 02    04 05         687
PROVIDENT FINANCIAL GROUP      COM              743866105      129     3780 SH       DEFINED 01 02    04 05        3780
PROVINCE HEALTHCARE CO         COM              743977100       54     1889 SH       DEFINED 01 02 03 04 05        1889
PROVIDIAN FINANCIAL CORP       COM              74406A102     2332    26920 SH       DEFINED 01 02 03 04 05       26920
PROXICOM, INC                  COM              744282104      131     2952 SH       DEFINED 01 02 03 04 05        2952
PROXIM, INC                    COM              744284100      166     1388 SH       DEFINED 01 02 03 04 05        1388
PROXYMED, INC                  COM              744290107       17     2018 SH       DEFINED 01 02 03 04 05        2018
PSINET, INC                    COM              74437C101     3881   114094 SH       DEFINED 01 02 03 04 05      114094
PUBLIC SERVICE CO OF NEW MEXIC COM              744499104       58     3664 SH       DEFINED 01 02    04 05        3664
PUBLIC SERVICE ENTERPRISE GROU COM              744573106      818    27611 SH       DEFINED 01 02    04 05       27611
PUBLIC STORAGE, INC            COM              74460D109      150     7128 SH       DEFINED 01 02    04 05        7128
PUBLICARD, INC                 COM              744627100       20     2010 SH       DEFINED    02 03 04 05        2010
PUGET SOUND ENERGY, INC        COM              745332106      371    16717 SH       DEFINED 01 02    04 05       16717
PULITZER, INC                  COM              745769109        1       27 SH       DEFINED    02                   27
PULTE CORP                     COM              745867101       86     4126 SH       DEFINED 01 02    04 05        4126
QRS CORP                       COM              74726X105      154     2041 SH       DEFINED 01 02 03 04 05        2041
QLOGIC CORP                    COM              747277101     1330     9819 SH       DEFINED 01 02 03 04 05        9819
QUADRAMED CORP                 COM              74730W101       32     5535 SH       DEFINED 01 02 03 04 05        5535
QUAKER OATS CO                 COM              747402105     1193    19672 SH       DEFINED 01 02 03 04 05       19672
QUALCOMM, INC                  COM              747525103    23656   158431 SH       DEFINED 01 02 03 04 05      158431
QUANTA SERVICES, INC           COM              74762E102      262     4309 SH       DEFINED 01 02 03 04 05        4309
QUANEX CORP                    COM              747620102       59     3254 SH       DEFINED 01 02    04 05        3254
QUANTUM CORP-DLT & STORAGE SYS COM              747906204      183    15360 SH       DEFINED 01 02 03 04 05       15360
QUANTUM CORP -HARD DISK DRIVE  COM              747906303      139    12390 SH       DEFINED 01 02 03 04 05       12390
QUEENS COUNTY BANCORP, INC     COM              748242104       10      573 SH       DEFINED 01 02 03 04 05         573
QUEST DIAGNOSTICS, INC         COM              74834L100      189     4759 SH       DEFINED 01 02    04 05        4759
QUESTAR CORP                   COM              748356102      260    14005 SH       DEFINED 01 02    04 05       14005
QUIKSILVER, INC                COM              74838C106       63     3608 SH       DEFINED 01 02 03 04 05        3608
QUINTILES TRANSNATIONAL CORP   COM              748767100      305    17875 SH       DEFINED 01 02 03 04 05       17875
QUORUM HEALTH GROUP, INC       COM              749084109      264    26269 SH       DEFINED 01 02    04 05       26269
R & B FALCON CORP              COM              74912E101      375    19040 SH       DEFINED 01 02 03 04 05       19040
QWEST COMMUNICATIONS INTERNATI COM              749121109      812    16745 SH       DEFINED 01 02 03 04 05       16745
R&G FINANCIAL CORP (CLASS B)   COM              749136107        1      138 SH       DEFINED    02                  138
RCN CORP                       COM              749361101     3370    62554 SH       DEFINED 01 02 03 04 05       62554
RFS HOTEL INVESTORS, INC       COM              74955J108       45     4194 SH       DEFINED 01 02    04 05        4194
R.H. DONNELLEY CORP            COM              74955W307       34     1977 SH       DEFINED 01 02 03 04 05        1977
RGS ENERGY GROUP, INC          COM              74956K104      143     6737 SH       DEFINED 01 02    04 05        6737
RLI CORP                       COM              749607107       18      530 SH       DEFINED 01 02                  530
RPC, INC                       COM              749660106        9      950 SH       DEFINED 01 02    04 05         950
RPM, INC                       COM              749685103      111    10125 SH       DEFINED 01 02    04 05       10125
RSA SECURITY, INC              COM              749719100      250     4826 SH       DEFINED 01 02 03 04 05        4826
RTI INTERNATIONAL METALS       COM              74973W107        1      157 SH       DEFINED    02       05         157
RWD TECHNOLOGIES, INC          COM              74975B101        0       17 SH       DEFINED    02                   17
RF MICRO DEVICES, INC          COM              749941100      928     6907 SH       DEFINED 01 02 03 04 05        6907
RACING CHAMPIONS CORP          COM              750069106        5     1244 SH       DEFINED 01 02 03    05        1244
RADIAN GROUP, INC              COM              750236101      226     4736 SH       DEFINED 01 02    04 05        4736
RADIANT SYSTEMS, INC           COM              75025N102       53      838 SH       DEFINED 01 02 03               838
RADIO ONE, INC                 COM              75040P108       55      832 SH       DEFINED 01 02 03               832
RADISYS CORP                   COM              750459109       62     1038 SH       DEFINED 01 02 03              1038
RAINFOREST CAFE, INC           COM              75086K104        0       50 SH       DEFINED 01                      50
RAMBUS, INC                    COM              750917106      732     2486 SH       DEFINED 01 02 03 04 05        2486
RALCORP HOLDINGS, INC          COM              751028101       22     1510 SH       DEFINED 01 02    04 05        1510
RALSTON PURINA CO              COM              751277302     1282    46846 SH       DEFINED 01 02 03 04 05       46846
RARE MEDIUM GROUP, INC         COM              75382N109      193     4367 SH       DEFINED 01 02 03 04 05        4367
RARE MEDIUM GROUP, INC         COM              753820109       20     1040 SH       DEFINED 01 02 03    05        1040
RATIONAL SOFTWARE CORP         COM              75409P202      930    12155 SH       DEFINED 01 02 03 04 05       12155
RAYMOND JAMES FINANCIAL CORP   COM              754730109      173     8330 SH       DEFINED 01 02 03 04 05        8330
RAYONIER, INC                  COM              754907103       68     1404 SH       DEFINED 01 02    04 05        1404
RAYOVAC CORP                   COM              755081106       81     3472 SH       DEFINED 01 02 03 04 05        3472
RAYTHEON CO (CLASS A)          COM              755111309       82     4336 SH       DEFINED 01 02                 4336
RAYTHEON CO (CLASS B)          COM              755111408      619    34864 SH       DEFINED 01 02    04 05       34864
RAZORFISH, INC                 COM              755236106       69     2503 SH       DEFINED 01 02 03 04 05        2503
READ RITE CORP                 COM              755246105       36     7673 SH       DEFINED 01 02 03 04 05        7673
READERS DIGEST ASSOCIATION     COM              755267101      470    13277 SH       DEFINED 01 02 03 04 05       13277
REALNETWORKS, INC              COM              75605L104      503     8834 SH       DEFINED 01 02 03 04 05        8834
REALTY INCOME CORP             COM              756109104       42     2196 SH       DEFINED 01 02    04 05        2196
RECKSON ASSOCIATES REALTY CORP COM              75621K106      107     5695 SH       DEFINED 01 02    04 05        5695
RECOTON CORP                   COM              756268108        7      600 SH       DEFINED 01                     600
REDBACK NETWORKS, INC          COM              757209101      192      640 SH       DEFINED 01 02    04            640
REDWOOD TRUST, INC             COM              758075402       11      750 SH       DEFINED 01 02                  750
REEBOK INTERNATIONAL LTD       COM              758110100       23     2494 SH       DEFINED 01 02    04 05        2494
REGAL-BELOIT CORP              COM              758750103       42     2379 SH       DEFINED 01 02    04 05        2379
REGENERON PHARMACEUTICALS, INC COM              75886F107       57     1919 SH       DEFINED 01 02    04 05        1919
REGIS CORP                     COM              758932107       54     3636 SH       DEFINED 01 02 03 04 05        3636
REGENCY REALTY CORP            COM              758939102        9      433 SH       DEFINED    02    04 05         433
REGIONS FINANCIAL CORP         COM              758940100      511    22387 SH       DEFINED 01 02    04 05       22387
REINSURANCE GROUP OF AMERICA,  COM              759351109       79     3315 SH       DEFINED 01 02    04 05        3315
RELIANCE GROUP HOLDINGS, INC   COM              759464100       16     4440 SH       DEFINED 01 02    04 05        4440
RELIANCE STEEL & ALUMINUM CO   COM              759509102       42     1889 SH       DEFINED 01 02    04 05        1889
RELIANT ENERGY, INC            COM              75952J108      776    33089 SH       DEFINED 01 02    04 05       33089
RELIASTAR FINANCIAL CORP       COM              75952U103      381    11244 SH       DEFINED 01 02    04 05       11244
REMEC, INC                     COM              759543101       70     1381 SH       DEFINED 01 02    04 05        1381
REMEDY CORP                    COM              759548100      146     3458 SH       DEFINED 01 02 03 04 05        3458
RENAISSANCE WORLDWIDE, INC     COM              75968A109       15     2960 SH       DEFINED 01 02 03 04 05        2960
REPUBLIC BANCSHARES, INC       COM              759929102        0       21 SH       DEFINED    02                   21
RENAL CARE GROUP, INC          COM              759930100      100     4589 SH       DEFINED 01 02 03 04 05        4589
RENT-A-CENTER, INC             COM              76009N100       48     3216 SH       DEFINED 01 02 03 04 05        3216
RENT WAY, INC                  COM              76009U104       76     3913 SH       DEFINED 01 02 03 04 05        3913
REPUBLIC BANCORP, INC (KENTUCK COM              760281204        2      222 SH       DEFINED    02 03               222
REPUBLIC BANCORP, INC          COM              760282103       58     6203 SH       DEFINED 01 02    04 05        6203
REPUBLIC GROUP, INC            COM              760473108        4      336 SH       DEFINED 01 02                  336
REPUBLIC SECURITY FINANCIAL CO COM              760758102       10     1487 SH       DEFINED 01 02    04 05        1487
REPUBLIC SERVICES, INC (CLASS  COM              760759100       73     6657 SH       DEFINED 01 02 03 04 05        6657
RES-CARE, INC                  COM              760943100       13     1392 SH       DEFINED 01 02 03 04 05        1392
RESTORATION HARDWARE, INC      COM              760981100        4      851 SH       DEFINED    02 03    05         851
RESMED, INC                    COM              761152107      186     2609 SH       DEFINED 01 02 03 04 05        2609
RESOURCE AMERICA, INC (CLASS A COM              761195205        4      571 SH       DEFINED 01 02    04 05         571
RESOURCE BANCSHARES MTGE GROUP COM              761197102        1      275 SH       DEFINED    02    04 05         275
RESPIRONICS, INC               COM              761230101       50     3499 SH       DEFINED 01 02 03 04 05        3499
REVLON, INC (CLASS A)          COM              761525500       15     1697 SH       DEFINED 01 02 03 04 05        1697
REXALL SUNDOWN, INC            COM              761648104       93     6612 SH       DEFINED 01 02 03 04 05        6612
REYNOLDS & REYNOLDS CO (CLASS  COM              761695105      228     8437 SH       DEFINED 01 02    04 05        8437
REYNOLDS METALS CO             COM              761763101      554     8280 SH       DEFINED 01 02    04 05        8280
RJR REYNOLDS TOBACCO HOLDINGS, COM              76182K105      267    15723 SH       DEFINED 01 02 03 04 05       15723
RHYTHMS NETCONNECTIONS, INC    COM              762430205      265     7203 SH       DEFINED 01 02 03 04 05        7203
RICHMOND COUNTY FINANCIAL CORP COM              764556106       17     1026 SH       DEFINED 01 02    04 05        1026
RIGGS NATIONAL CORP            COM              766570105       21     1740 SH       DEFINED 01 02    04 05        1740
RISK CAPITAL HOLDINGS, INC     COM              767711104       30     1833 SH       DEFINED 01 02    04           1833
RITE AID CORP                  COM              767754104       75    13619 SH       DEFINED 01 02    04 05       13619
RIVIANA FOODS, INC             COM              769536103       13      827 SH       DEFINED 01 02                  827
ROADWAY EXPRESS, INC           COM              769742107       55     2693 SH       DEFINED 01 02    04 05        2693
ROBBINS & MYERS, INC           COM              770196103       15      630 SH       DEFINED 01 02                  630
ROBERT HALF INTERNATIONAL, INC COM              770323103      587    12382 SH       DEFINED 01 02 03 04 05       12382
ROCK-TENN CO (CLASS A)         COM              772739207        7      746 SH       DEFINED 01 02       05         746
ROCKWELL INTERNATIONAL CORP    COM              773903109      789    18868 SH       DEFINED 01 02    04 05       18868
ROGERS CORP                    COM              775133101        2       29 SH       DEFINED    02                   29
ROHM & HAAS CO                 COM              775371107      633    14191 SH       DEFINED 01 02    04 05       14191
ROLLINS, INC                   COM              775711104       72     4814 SH       DEFINED 01 02 03 04 05        4814
ROLLINS TRUCK LEASING CORP     COM              775741101       70     8292 SH       DEFINED 01 02    04 05        8292
ROMAC INTERNATIONAL, INC       COM              775835101       49     5354 SH       DEFINED 01 02 03 04 05        5354
ROPER INDUSTRIES, INC          COM              776696106      179     5289 SH       DEFINED 01 02 03 04 05        5289
ROSLYN BANCORP, INC            COM              778162107      116     6489 SH       DEFINED 01 02    04 05        6489
ROSS STORES, INC               COM              778296103      203     8452 SH       DEFINED 01 02 03 04 05        8452
ROUGE INDUSTRIES, INC (CLASS A COM              779088103        0       33 SH       DEFINED    02                   33
ROUSE CO                       COM              779273101       72     3421 SH       DEFINED 01 02    04 05        3421
ROWAN COS, INC                 COM              779382100      355    12064 SH       DEFINED 01 02    04 05       12064
ROYAL DUTCH PETROLEUM CO (NY R ADR              780257804     6903   119927 SH       DEFINED    02    04 05      119927
RUBY TUESDAY, INC              COM              781182100      119     6780 SH       DEFINED 01 02 03 04 05        6780
RUDDICK CORP                   COM              781258108       10      922 SH       DEFINED 01 02    04 05         922
RURAL/METRO CORP               COM              781748108        1     1000 SH       DEFINED 01                    1000
RUSS BERRIE & CO, INC          COM              782233100       28     1539 SH       DEFINED 01 02                 1539
RUSSELL CORP                   COM              782352108       70     4914 SH       DEFINED 01 02    04 05        4914
RYAN'S FAMILY STEAK HOUSES, IN COM              783519101       64     6736 SH       DEFINED 01 02    04 05        6736
RYDER SYSTEM, INC              COM              783549108      223     9820 SH       DEFINED 01 02    04 05        9820
RYERSON TULL, INC              COM              78375P107       32     2060 SH       DEFINED 01 02    04 05        2060
RYLAND GROUP, INC              COM              783764103       51     2705 SH       DEFINED 01 02    04 05        2705
S & T BANCORP, INC             COM              783859101       23     1364 SH       DEFINED 01 02 03 04 05        1364
SBC COMMUNICATIONS, INC        COM              78387G103    27602   657188 SH       DEFINED 01 02 03 04 05      657188
SCI SYSTEMS, INC               COM              783890106      934    17360 SH       DEFINED 01 02 03 04 05       17360
SCM MICROSYSTEMS, INC          COM              784018103      300     3092 SH       DEFINED 01 02 03 04 05        3092
SCPIE HOLDINGS, INC            COM              78402P104       70     2288 SH       DEFINED 01 02    04 05        2288
SCP POOL CORP                  COM              784028102       29      938 SH       DEFINED    02 03               938
SDL, INC                       COM              784076101     1759     8264 SH       DEFINED 01 02 03 04 05        8264
SEI INVESTMENT CO              COM              784117103      294     2592 SH       DEFINED 01 02 03 04 05        2592
SEMCO ENERGY, INC              COM              78412D109        3      230 SH       DEFINED    02    04 05         230
SFX ENTERTAINMENT, INC (CLASS  COM              784178105     6539   160210 SH       DEFINED 01 02 03 04 05      160210
SJW CORP                       COM              784305104       36      308 SH       DEFINED 01 02                  308
SL GREEN REALTY CORP           COM              78440X101        7      281 SH       DEFINED    02    04 05         281
SLM HOLDINGS CORP              COM              78442A109     1007    30228 SH       DEFINED 01 02 03 04 05       30228
SLI, INC                       COM              78442T108       43     2535 SH       DEFINED 01 02 03 04 05        2535
SPSS, INC                      COM              78462K102        4      130 SH       DEFINED    02 03               130
SPS TECHNOLOGIES, INC          COM              784626103       46     1493 SH       DEFINED 01 02    04 05        1493
S1 CORP                        COM              78463B101      405     4731 SH       DEFINED 01 02 03 04 05        4731
SPX CORP                       COM              784635104      420     3683 SH       DEFINED 01 02 03 04 05        3683
S3, INC                        COM              784849101      104     4960 SH       DEFINED 01 02 03 04 05        4960
SVI HOLDINGS, INC              COM              784872103       40     4053 SH       DEFINED 01 02 03 04 05        4053
SPR, INC                       COM              784922106        1      200 SH       DEFINED 01                     200
SABRE GROUP HOLDINGS CORP      COM              785905100     1866    50529 SH       DEFINED 01 02 03 04 05       50529
SAFECO CORP                    COM              786429100      274    10301 SH       DEFINED 01 02    04 05       10301
SAFEGUARD SCIENTIFICS, INC     COM              786449108      582     8283 SH       DEFINED 01 02    04 05        8283
SAFESCIENCE, INC               COM              786452102       11      834 SH       DEFINED    02 03 04            834
SAFETY-KLEEN CORP              COM              78648R203        7     5243 SH       DEFINED 01 02    04 05        5243
SAFEWAY, INC                   COM              786514208    10831   239363 SH       DEFINED 01 02 03 04 05      239363
SAGA COMMUNICATIONS, INC (CLAS COM              786598102       15      779 SH       DEFINED    02                  779
SAGA SYSTEMS, INC              COM              786610105      124     3479 SH       DEFINED 01 02 03 04 05        3479
SAGENT TECHNOLOGY, INC         COM              786693101       49     1696 SH       DEFINED 01 02 03 04 05        1696
ST. FRANCIS CAPITAL CORP       COM              789374105        0       32 SH       DEFINED    02                   32
ST. JOE CO                     COM              790148100      154     5338 SH       DEFINED 01 02 03 04 05        5338
ST. JUDE MEDICAL, INC          COM              790849103      318    12328 SH       DEFINED 01 02 03 04 05       12328
ST. MARY LAND & EXPLORATION CO COM              792228108       43     1442 SH       DEFINED 01 02    04 05        1442
ST. PAUL COS, INC              COM              792860108      770    22553 SH       DEFINED 01 02    04 05       22553
SAKS, INC                      COM              79377W108      209    14382 SH       DEFINED 01 02 03 04 05       14382
INTERACT COMMERCE CORP         COM              79466P105       11      413 SH       DEFINED 01 02                  413
SALTON, INC                    COM              795757103       56     1284 SH       DEFINED 01 02 03              1284
SAMSONITE CORP                 COM              79604V105        4      773 SH       DEFINED 01 02                  773
SANCHEZ COMPUTER ASSOCIATES, I COM              799702105       77     2193 SH       DEFINED 01 02 03 04 05        2193
SANDERSON FARMS, INC           COM              800013104        0       22 SH       DEFINED    02                   22
SANDISK CORP                   COM              80004C101      824     6727 SH       DEFINED 01 02 03 04 05        6727
SANDY SPRING BANCORP, INC      COM              800363103       19      936 SH       DEFINED 01 02                  936
SANMINA CORP                   COM              800907107     5225    77342 SH       DEFINED 01 02 03 04 05       77342
SANGSTAT MEDICAL CORP          COM              801003104       47     1713 SH       DEFINED 01 02 03 04 05        1713
SANTA CRUZ OPERATION, INC      COM              801833104       35     3784 SH       DEFINED 01 02 03 04 05        3784
SANTA FE SNYDER CORP           COM              80218K105      251    26052 SH       DEFINED 01 02    04 05       26052
SAPIENT CORP                   COM              803062108      307     3666 SH       DEFINED 01 02 03 04 05        3666
SARA LEE CORP                  COM              803111103     2719   151040 SH       DEFINED 01 02 03 04 05      151040
SAUER, INC                     COM              804137107       16     1645 SH       DEFINED 01 02       05        1645
SAUL CENTERS, INC              COM              804395101        2      140 SH       DEFINED    02       05         140
SAWTEK, INC                    COM              805468105      197     3753 SH       DEFINED 01 02 03 04 05        3753
SCANA CORP                     COM              80589M102       20      815 SH       DEFINED          04 05         815
SCHAWK, INC (CLASS A)          COM              806373106       14     1734 SH       DEFINED 01 02 03              1734
SCHEIN (HENRY), INC            COM              806407102       93     5736 SH       DEFINED 01 02 03 04 05        5736
SCHEIN PHARMACEUTICAL, INC     COM              806416103       29     1819 SH       DEFINED 01 02                 1819
SCHERING-PLOUGH CORP           COM              806605101    18978   516405 SH       DEFINED 01 02 03 04 05      516405
SCHLUMBERGER LTD               COM              806857108     1093    14293 SH       DEFINED 01 02    04 05       14293
SCHOLASTIC CORP                COM              807066105      103     1902 SH       DEFINED 01 02    04 05        1902
SCHOOL SPECIALTY, INC          COM              807863105      114     5283 SH       DEFINED 01 02 03 04 05        5283
SCHULMAN (A.), INC             COM              808194104       84     6372 SH       DEFINED 01 02    04 05        6372
SCHWAB (CHARLES) CORP          COM              808513105     6935   122067 SH       DEFINED 01 02 03 04 05      122067
SCHWEITZER-MAUDUIT INTERNATION COM              808541106        7      548 SH       DEFINED 01 02    04 05         548
SCIENT CORP                    COM              80864H109      120     1324 SH       DEFINED 01 02                 1324
SCIENTIFIC-ATLANTA, INC        COM              808655104     1622    25566 SH       DEFINED 01 02 03 04 05       25566
SCIENTIFIC GAMES HOLDINGS CORP COM              808747109        1       37 SH       DEFINED    02                   37
SCOTT TECHNOLOGIES, INC        COM              810022301       31     1655 SH       DEFINED    02 03 04 05        1655
SCOTTISH POWER PLC ADR         ADR              81013T705       81     2570 SH       DEFINED 01       04           2570
SCOTTS CO (CLASS A)            COM              810186106      125     2969 SH       DEFINED 01 02 03 04 05        2969
SCRIPPS (E.W.) CO (CLASS A)    COM              811054204      204     4199 SH       DEFINED 01 02    04 05        4199
SEACOAST FINANCIAL SERVICES CO COM              81170Q106        3      300 SH       DEFINED    02    04 05         300
SEAGATE TECHNOLOGY, INC        COM              811804103     1658    27513 SH       DEFINED 01 02 03 04 05       27513
SEAGRAMS CO LTD (U.S.)         COM              811850106      779    13090 SH       DEFINED    02    04 05       13090
SEACOR SMIT, INC               COM              811904101       11      182 SH       DEFINED    02    04 05         182
SEALED AIR CORP                COM              81211K100      634    11676 SH       DEFINED 01 02 03 04 05       11676
SEARS ROEBUCK & CO             COM              812387108     1516    49094 SH       DEFINED 01 02    04 05       49094
SECOND BANCORP, INC            COM              813114105        1       40 SH       DEFINED    02                   40
SECURITY CAPITAL GROUP, INC (C COM              81413P204        7      496 SH       DEFINED    02    04 05         496
SEITEL, INC                    COM              816074306       23     2877 SH       DEFINED 01 02    04 05        2877
SELECT COMFORT CORP            COM              81616X103        2      368 SH       DEFINED    02 03 04 05         368
SELECTIVE INSURANCE GROUP, INC COM              816300107       85     5003 SH       DEFINED 01 02    04 05        5003
SEMTECH CORP                   COM              816850101      320     4999 SH       DEFINED 01 02 03 04 05        4999
SEMPRA ENERGY                  COM              816851109      502    29980 SH       DEFINED 01 02    04 05       29980
SENIOR HOUSING PROPERTIES TRUS COM              81721M109        8      740 SH       DEFINED 01 02    04 05         740
SENSORMATIC ELECTRONICS CORP   COM              817265101      183     8157 SH       DEFINED 01 02 03 04 05        8157
SEPRACOR, INC                  COM              817315104      696     9564 SH       DEFINED 01 02 03 04 05        9564
SEQUA CORP (CLASS A)           COM              817320104        6      139 SH       DEFINED    02       05         139
SERENA SOFTWARE, INC           COM              817492101       49     1549 SH       DEFINED 01 02 03              1549
SEROLOGICALS CORP              COM              817523103        9     1641 SH       DEFINED 01 02    04 05        1641
SERVICE CORP INTERNATIONAL     COM              817565104       73    24399 SH       DEFINED 01 02    04 05       24399
SERVICEMASTER CO               COM              81760N109      501    44513 SH       DEFINED 01 02 03 04 05       44513
7-ELEVEN, INC                  COM              817826100       68    18224 SH       DEFINED 01 02 03 04 05       18224
SHARED MEDICAL SYSTEMS CORP    COM              819486101      249     4806 SH       DEFINED 01 02 03 04 05        4806
SHAW INDUSTRIES, INC           COM              820286102      195    12856 SH       DEFINED 01 02    04 05       12856
SHERWIN-WILLIAMS CO            COM              824348106      551    25118 SH       DEFINED 01 02    04 05       25118
SHIRE PHARMACEUTICALS GROUP PL ADR              82481R106        5       90 SH       DEFINED 01       04 05          90
SHOE CARNIVAL, INC             COM              824889109        3      332 SH       DEFINED 01 02 03               332
SHOPKO STORES, INC             COM              824911101       59     3314 SH       DEFINED 01 02    04 05        3314
SHOP AT HOME, INC              COM              825066301       29     3358 SH       DEFINED 01 02 03 04 05        3358
SHORELINE FINANCIAL CORP       COM              825190101        7      437 SH       DEFINED    02 03               437
SHURGARD STORAGE CENTERS, INC  COM              82567D104      113     4309 SH       DEFINED 01 02    04 05        4309
SICOR, INC                     COM              825846108       74     7101 SH       DEFINED 01 02 03 04 05        7101
SIEBEL SYSTEMS, INC            COM              826170102     6955    58229 SH       DEFINED 01 02 03 04 05       58229
SIERRA HEALTH SERVICES, INC    COM              826322109        4      751 SH       DEFINED 01 02    04 05         751
SIERRA PACIFIC RESOURCES (NEW) COM              826428104       12      975 SH       DEFINED    02    04 05         975
SIERRACITIES.COM, INC          COM              826521106       26     1971 SH       DEFINED 01 02 03 04 05        1971
SIGMA ALDRICH CORP             COM              826552101      338    12587 SH       DEFINED 01 02    04 05       12587
SIG CORP, INC                  COM              826912107        7      289 SH       DEFINED    02    04 05         289
SILGAN HOLDINGS, INC           COM              827048109        2      141 SH       DEFINED    02       05         141
SILICON GRAPHICS, INC          COM              827056102      337    31875 SH       DEFINED 01 02    04 05       31875
SILICON VALLEY BANCSHARES      COM              827064106       56      774 SH       DEFINED 01 02    04 05         774
SILICON VALLEY GROUP, INC      COM              827066101       83     3026 SH       DEFINED 01 02    04 05        3026
SILICONIX, INC                 COM              827079203       88      922 SH       DEFINED 01 02                  922
SILKNET SOFTWARE, INC          COM              827094103       55      533 SH       DEFINED 01 02    04            533
SIMIONE CENTRAL HOLDINGS, INC  COM              828654301        0        1 SH       DEFINED    02                    1
SIMMONS FIRST NATIONAL CORP (C COM              828730200        3      128 SH       DEFINED 01 02                  128
SIMON PROPERTY GROUP, INC      COM              828806109      279    11614 SH       DEFINED 01 02    04 05       11614
SIMPSON INDUSTRIES, INC        COM              829060102       30     3031 SH       DEFINED 01 02    04 05        3031
SIMPSON MANUFACTURING CO, INC  COM              829073105       53     1331 SH       DEFINED 01 02 03              1331
SINCLAIR BROADCASTING GROUP, I COM              829226109        3      284 SH       DEFINED    02    04 05         284
SIRIUS SATELLITE RADIO, INC    COM              82966U103      158     2769 SH       DEFINED 01 02 03 04 05        2769
SITEL CORP                     COM              82980K107      107    15549 SH       DEFINED 01 02 03 04 05       15549
SIPEX CORP                     COM              829909100       59     1683 SH       DEFINED 01 02 03 04 05        1683
SKY FINANCIAL GROUP, INC       COM              83080P103      228    14035 SH       DEFINED 01 02 03 04 05       14035
SKYLINE CORP                   COM              830830105        1       34 SH       DEFINED    02                   34
SKYWEST, INC                   COM              830879102       79     2029 SH       DEFINED 01 02 03 04 05        2029
SMART & FINAL, INC             COM              831683107        0       28 SH       DEFINED    02                   28
SMITH (A.O.) CORP              COM              831865209       48     2679 SH       DEFINED 01 02    04 05        2679
SMITH INTERNATIONAL, INC       COM              832110100      508     6553 SH       DEFINED 01 02 03 04 05        6553
CHARLES E. SMITH RESIDENTIAL R COM              832197107       47     1294 SH       DEFINED    02 03 04 05        1294
SMITHFIELD FOODS, INC          COM              832248108      132     6616 SH       DEFINED 01 02 03 04 05        6616
SMUCKER, (J.M.) CO (CLASS A)   COM              832696108        9      489 SH       DEFINED 01 02    04 05         489
SMURFIT-STONE CONTAINER CORP   COM              832727101     2176   128448 SH       DEFINED 01 02    04 05      128448
SNYDER COMMUNICATIONS, INC     COM              832914105      176     7817 SH       DEFINED 01 02 03 04 05        7817
CIRCLE.COM                     COM              832914204       18     2200 SH       DEFINED 01 02 03 04 05        2200
SNAP-ON, INC                   COM              833034101      271    10352 SH       DEFINED 01 02    04 05       10352
SODEXHO MARRIOTT SERVICES, INC COM              833793102       15     1032 SH       DEFINED    02 03 04 05        1032
SOFTNET SYSTEMS, INC           COM              833964109       64     2188 SH       DEFINED 01 02 03 04 05        2188
SOLA INTERNATIONAL, INC        COM              834092108        2      283 SH       DEFINED    02    04 05         283
SOLECTRON CORP                 COM              834182107    11795   294417 SH       DEFINED 01 02 03 04 05      294417
SOLUTIA, INC                   COM              834376105      133     9970 SH       DEFINED 01 02    04 05        9970
SONIC CORP                     COM              835451105      133     4884 SH       DEFINED 01 02 03 04 05        4884
SONOCO PRODUCTS CO             COM              835495102      407    17322 SH       DEFINED 01 02    04 05       17322
SONOSITE, INC                  COM              83568G104        1       33 SH       DEFINED 01                      33
SOTHEBY'S HOLDINGS, INC (CLASS COM              835898107       70     3807 SH       DEFINED 01 02 03 04 05        3807
SOURCE INFORMATION MANAGEMENT  COM              836151209       12      700 SH       DEFINED 01    03               700
SOURCE MEDIA, INC              COM              836153304       41     3000 SH       DEFINED 01 02 03 04 05        3000
SOUTH JERSEY INDUSTRIES, INC   COM              838518108       37     1330 SH       DEFINED 01 02                 1330
SOUTHDOWN, INC                 COM              841297104      175     2962 SH       DEFINED 01 02    04 05        2962
SOUTHERN CO                    COM              842587107     1675    77027 SH       DEFINED 01 02    04 05       77027
SOUTHERN PERU COPPER CORP      COM              843611104        4      295 SH       DEFINED    02    04 05         295
SOUTHERN UNION CO              COM              844030106       20     1114 SH       DEFINED    02 03 04 05        1114
SOUTHTRUST CORP                COM              844730101      477    18751 SH       DEFINED 01 02    04 05       18751
SOUTHWEST AIRLINES CO          COM              844741108     1930    92753 SH       DEFINED 01 02    04 05       92753
SOUTHWEST BANCORP OF TEXAS, IN COM              84476R109       33     1675 SH       DEFINED    02 03 04 05        1675
SOUTHWEST GAS CORP             COM              844895102        8      426 SH       DEFINED    02    04 05         426
SOUTHWEST SECURITIES GROUP, IN COM              845224104      124     2856 SH       DEFINED 01 02 03 04 05        2856
SOUTHWESTERN ENERGY CO         COM              845467109        7      994 SH       DEFINED 01 02    04 05         994
SOVEREIGN BANCORP, INC         COM              845905108       94    12491 SH       DEFINED 01 02    04 05       12491
SOVRAN SELF STORAGE, INC       COM              84610H108       33     1647 SH       DEFINED 01 02    04 05        1647
SPARTECH CORP                  COM              847220209       86     2511 SH       DEFINED 01 02 03 04 05        2511
SPECIALTY EQUIPMENT COS, INC   COM              847497203       66     3190 SH       DEFINED 01 02 03 04 05        3190
SPECTRASITE HOLDINGS, INC      COM              84760T100        0       10 SH       DEFINED    02                   10
SPEEDFAM-IPEC, INC             COM              847705100       27     1358 SH       DEFINED 01 02 03 04 05        1358
SPEEDWAY MOTORSPORTS, INC      COM              847788106       20      799 SH       DEFINED    02 03 04 05         799
SPIEGEL, INC (CLASS A)         COM              848457107        5      661 SH       DEFINED 01 02       05         661
SPIEKER PROPERTIES, INC        COM              848497103      339     7626 SH       DEFINED 01 02    04 05        7626
SPORTSLINE.COM                 COM              848934105       76     2569 SH       DEFINED 01 02 03 04 05        2569
THE SPORTS AUTHORITY, INC      COM              849176102        2      600 SH       DEFINED 01                     600
SPRING INDUSTRIES, INC         COM              851783100       74     1940 SH       DEFINED 01 02       05        1940
SPRINT CORP (FON GROUP)        COM              852061100     6054    96096 SH       DEFINED 01 02    04 05       96096
SPRINT CORP (PCS GROUP)        COM              852061506     4827    73913 SH       DEFINED 01 02 03 04 05       73913
SPYGLASS, INC                  COM              852192103      192     2475 SH       DEFINED 01 02 03 04 05        2475
ST ASSEMBLY TEST SERVICES LTD  ADR              85227G102      415     8566 SH       DEFINED    02    04 05        8566
SS&C TECHNOLOGIES, INC         COM              85227Q100        5      841 SH       DEFINED    02    04            841
STAFF LEASING, INC             COM              852381102       18     3115 SH       DEFINED 01 02 03 04 05        3115
STAFFMARK, INC                 COM              852389105       11     1411 SH       DEFINED 01 02    04 05        1411
STANCORP FINANCIAL GROUP, INC  COM              852891100        6      205 SH       DEFINED    02    04 05         205
STANDARD MOTOR PRODUCTS, INC ( COM              853666105        0       30 SH       DEFINED    02                   30
STANDARD-PACIFIC CORP          COM              85375C101       34     3395 SH       DEFINED 01 02 03 04 05        3395
STANDARD REGISTER, INC         COM              853887107        4      291 SH       DEFINED 01 02    04 05         291
STANDEX INTERNATIONAL CORP     COM              854231107       34     2185 SH       DEFINED 01 02 03 04 05        2185
STANLEY WORKS CO               COM              854616109      190     7213 SH       DEFINED 01 02    04 05        7213
STAR TELECOMMUNICATIONS, INC   COM              854923109       30     4926 SH       DEFINED 01 02 03 04 05        4926
STAPLES, INC                   COM              855030102     1510    75515 SH       DEFINED 01 02 03 04 05       75515
STARBUCKS CORP                 COM              855244109     1068    23843 SH       DEFINED 01 02 03 04 05       23843
STARMEDIA NETWORK, INC         COM              855546107       40     1329 SH       DEFINED 01 02                 1329
STARRETT (L.S.) CO (CLASS A)   COM              855668109        1       25 SH       DEFINED    02                   25
STARTEK, INC                   COM              85569C107       24      327 SH       DEFINED    02 03               327
ISTAR FINANCIAL, INC           COM              85569R104      182    10349 SH       DEFINED 01 02 03 04 05       10349
STATE AUTO FINANCIAL CORP      COM              855707105       20     2452 SH       DEFINED 01 02    04 05        2452
STARWOOD HOTELS & RESORTS WORL COM              85590A203      495    18874 SH       DEFINED 01 02 03 04 05       18874
STATE STREET CORP              COM              857477103     2144    22128 SH       DEFINED 01 02 03 04 05       22128
STATEN ISLAND BANCORP, INC     COM              857550107       65     3790 SH       DEFINED 01 02    04 05        3790
STATION CASINOS, INC           COM              857689103       79     3625 SH       DEFINED 01 02 03 04 05        3625
STEEL DYNAMICS, INC            COM              858119100       31     2710 SH       DEFINED 01 02 03 04 05        2710
STEELCASE, INC                 COM              858155203       52     4328 SH       DEFINED 01 02    04 05        4328
STEIN MART, INC                COM              858375108       11     1356 SH       DEFINED    02 03 04 05        1356
STEINWAY MUSICAL INSTRUMENTS,  COM              858495104       29     1533 SH       DEFINED 01 02                 1533
STEPAN CO                      COM              858586100       22     1022 SH       DEFINED 01 02                 1022
STERLING BANCSHARES, INC       COM              858907108       10     1055 SH       DEFINED 01 02 03 04 05        1055
STERICYCLE, INC                COM              858912108       37     1499 SH       DEFINED 01 02 03 04 05        1499
STERIS CORP                    COM              859152100       86     8364 SH       DEFINED 01 02 03 04 05        8364
STERLING FINANCIAL CORP        COM              859317109       14      755 SH       DEFINED 01 02 03               755
STERLING SOFTWARE, INC         COM              859547101      290     9507 SH       DEFINED 01 02 03 04 05        9507
STEWART & STEVENSON SERVICES,  COM              860342104       33     2905 SH       DEFINED 01 02    04 05        2905
STEWART ENTERPRISES, INC (CLAS COM              860370105       25     5103 SH       DEFINED 01 02 03 04 05        5103
STEWART INFORMATION SERVICES C COM              860372101       35     2244 SH       DEFINED 01 02    04 05        2244
STILLWATER MINING CO           COM              86074Q102      173     4336 SH       DEFINED 01 02 03 04 05        4336
STONE & WEBSTER, INC           COM              861572105        6      434 SH       DEFINED 01 02                  434
STONE ENERGY CORP              COM              861642106      112     2271 SH       DEFINED 01 02 03 04 05        2271
STONERIDGE, INC                COM              86183P102       10      846 SH       DEFINED 01 02       05         846
STORAGE U.S.A., INC            COM              861907103       92     3006 SH       DEFINED 01 02    04 05        3006
STORAGE TECHNOLOGY CORP        COM              862111200      134     8385 SH       DEFINED 01 02    04 05        8385
STRAYER EDUCATION, INC         COM              863236105        3      128 SH       DEFINED    02                  128
STRIDE RITE CORP               COM              863314100       60     7467 SH       DEFINED 01 02 03 04 05        7467
STRUCTURAL DYNAMICS RESEARCH C COM              863555108       93     6918 SH       DEFINED 01 02 03 04 05        6918
STRYKER CORP                   COM              863667101      663     9503 SH       DEFINED 01 02 03 04 05        9503
STRUM, RUGER & CO, INC         COM              864159108        2      273 SH       DEFINED    02    04 05         273
SUIZA FOODS CORP               COM              865077101      138     3417 SH       DEFINED 01 02    04 05        3417
SUMMIT BANCORP                 COM              866005101      650    24760 SH       DEFINED 01 02    04 05       24760
SUMMIT PROPERTIES, INC         COM              866239106       17      892 SH       DEFINED 01 02    04 05         892
SUMMIT TECHNOLOGY, INC         COM              86627E101       48     5310 SH       DEFINED 01 02 03 04 05        5310
SUN COMMUNITIES, INC           COM              866674104       21      728 SH       DEFINED 01 02    04 05         728
SUN MICROSYSTEMS, INC          COM              866810104    43010   458998 SH       DEFINED 01 02 03 04 05      458998
SUNBEAM CORP                   COM              867071102       48    11378 SH       DEFINED 01 02    04 05       11378
SUNGLASS HUT INTERNATIONAL, IN COM              86736F106       47     5956 SH       DEFINED 01 02 03 04 05        5956
SUNGARD DATA SYSTEMS, INC      COM              867363103      716    18956 SH       DEFINED 01 02 03 04 05       18956
SUNOCO, INC                    COM              86764P109      442    16149 SH       DEFINED 01 02    04 05       16149
SUNQUEST INFORMATION SYSTEMS,  COM              867654105        0       14 SH       DEFINED    02                   14
SUNRISE ASSISTED LIVING, INC   COM              86768K106       12      886 SH       DEFINED    02 03 04 05         886
SUNRISE TECHNOLOGY INTERNATION COM              86769L103       47     6689 SH       DEFINED 01 02 03 04 05        6689
SUNTERRA CORP                  COM              86787D109        6     3212 SH       DEFINED 01 02 03 04 05        3212
SUNRISE MEDICAL, INC           COM              867910101        9     1384 SH       DEFINED 01 02    04 05        1384
SUNTRUST BANKS, INC            COM              867914103     2499    43280 SH       DEFINED 01 02    04 05       43280
SUPERGEN, INC                  COM              868059106      139     2890 SH       DEFINED 01 02 03 04 05        2890
SUPERIOR CONSULTANT HOLDINGS C COM              868146101       19     1127 SH       DEFINED 01 02 03              1127
SUPERIOR INDUSTRIES INTERNATIO COM              868168105       15      474 SH       DEFINED 01 02    04 05         474
SUPERIOR NATIONAL INSURANCE GR COM              868224106        0      200 SH       DEFINED          04 05         200
SUPERIOR TRUST I SERIES A      PFD              86836P202       16      503 SH       DEFINED 01                     503
SUPERIOR TELECOM, INC          COM              868365107       12      962 SH       DEFINED 01 02 03               962
SUPERVALU, INC                 COM              868536103      360    19004 SH       DEFINED 01 02    04 05       19004
SUSQUEHANNA BANCSHARES, INC    COM              869099101       94     6821 SH       DEFINED 01 02    04 05        6821
SWIFT ENERGY CO                COM              870738101        5      274 SH       DEFINED    02    04 05         274
SWIFT TRANSPORTATION CO, INC   COM              870756103       80     3889 SH       DEFINED 01 02 03 04 05        3889
SYBASE, INC                    COM              871130100      169     8299 SH       DEFINED 01 02 03 04 05        8299
SYBRON INTERNATIONAL CORP      COM              87114F106      441    15223 SH       DEFINED 01 02 03 04 05       15223
SYCAMORE NETWORKS, INC         COM              871206108      450     3487 SH       DEFINED    02 03 04 05        3487
SYKES ENTERPRISES, INC         COM              871237103       64     3334 SH       DEFINED 01 02 03 04 05        3334
SYLVAN LEARNING SYSTEMS, INC   COM              871399101       91     5685 SH       DEFINED 01 02 03 04 05        5685
SYMANTEC CORP                  COM              871503108      503     6692 SH       DEFINED 01 02 03 04 05        6692
SYMBOL TECHNOLOGIES, INC       COM              871508107     1018    12370 SH       DEFINED 01 02 03 04 05       12370
SYNCOR INTERNATIONAL CORP      COM              87157J106       71     2137 SH       DEFINED 01 02 03              2137
SYNOPSYS, INC                  COM              871607107      410     8414 SH       DEFINED 01 02 03 04 05        8414
SYNOVUS FINANCIAL CORP         COM              87161C105      585    31007 SH       DEFINED 01 02 03 04 05       31007
SYNTEL, INC                    COM              87162H103       12      819 SH       DEFINED 01 02                  819
SYNTROLEUM CORP                COM              871630109      146     6264 SH       DEFINED 01 02 03 04 05        6264
SYSCO CORP                     COM              871829107     1901    53265 SH       DEFINED 01 02 03 04 05       53265
SYSTEMAX, INC                  COM              871851101       17     1835 SH       DEFINED 01 02    04 05        1835
SYSTEMS & COMPUTER TECHNOLOGY  COM              871873105      122     5201 SH       DEFINED 01 02 03 04 05        5201
TCF FINANCIAL CORP             COM              872275102      315    13209 SH       DEFINED 01 02    04 05       13209
TECO ENERGY, INC               COM              872375100      497    25587 SH       DEFINED 01 02    04 05       25587
THQ, INC                       COM              872443403       63     3531 SH       DEFINED 01 02 03 04 05        3531
TJX COS, INC                   COM              872540109     1151    51873 SH       DEFINED 01 02 03 04 05       51873
TNP ENTERPRISES, INC           COM              872594106       74     1691 SH       DEFINED 01 02    04 05        1691
TRW, INC                       COM              872649108      610    10433 SH       DEFINED 01 02    04 05       10433
MERCATOR SOFTWARE, INC         COM              872879101      167     2013 SH       DEFINED 01 02 03 04 05        2013
TMP WORLDWIDE, INC             COM              872941109      508     6532 SH       DEFINED 01 02 03 04 05        6532
TV GUIDE, INC                  COM              87307Q109      213     4436 SH       DEFINED 01 02 03 04 05        4436
TAIWAN SEMICONDUCTOR MNFG CO L ADR              874039100     2835    49733 SH       DEFINED    02    04 05       49733
TALBOTS, INC                   COM              874161102       11      184 SH       DEFINED    02    04 05         184
TALK.COM, INC                  COM              874264104      107     6660 SH       DEFINED 01 02 03 04 05        6660
TANDY CORP                     COM              875382103     8744   172294 SH       DEFINED 01 02 03 04 05      172294
TANGER FACTORY OUTLET CENTERS, COM              875465106       18      920 SH       DEFINED 01 02                  920
TARGET CORP                    COM              87612E106     8368   111953 SH       DEFINED 01 02 03 04 05      111953
TARRANT APPAREL GROUP          COM              876289109        0       20 SH       DEFINED    02                   20
TAUBMAN CENTERS, INC           COM              876664103        5      430 SH       DEFINED    02    04 05         430
TECH DATA CORP                 COM              878237106      172     5233 SH       DEFINED 01 02 03 04 05        5233
TECHNE CORP                    COM              878377100      257     3726 SH       DEFINED 01 02 03 04 05        3726
TECHNITROL, INC                COM              878555101      145     2486 SH       DEFINED 01 02 03 04 05        2486
TECHNOLOGY SOLUTIONS CO        COM              87872T108       45     4894 SH       DEFINED 01 02 03 04 05        4894
TECUMSEH PRODUCTS CO (CLASS A) COM              878895200      147     3331 SH       DEFINED 01 02    04 05        3331
TEJON RANCH CO                 COM              879080109       41     1825 SH       DEFINED 01 02 03              1825
TEKELEC                        COM              879101103      133     3572 SH       DEFINED 01 02 03 04 05        3572
TEKTRONIX, INC                 COM              879131100      217     3882 SH       DEFINED 01 02    04 05        3882
TELEDYNE TECHNOLOGIES, INC     COM              879360105       34     1947 SH       DEFINED 01 02 03 04 05        1947
TELEFLEX, INC                  COM              879369106      119     3343 SH       DEFINED 01 02    04 05        3343
TELEPHONE & DATA SYSTEMS, INC  COM              879433100      445     4010 SH       DEFINED 01 02    04 05        4010
TELESCAN, INC                  COM              879516102       23      994 SH       DEFINED 01 02 03 04 05         994
TELIGENT, INC                  COM              87959Y103      196     2933 SH       DEFINED 01 02 03 04 05        2933
TELLABS, INC                   COM              879664100    11791   187199 SH       DEFINED 01 02 03 04 05      187199
TEMPLE-INLAND, INC             COM              879868107      348     6979 SH       DEFINED 01 02    04 05        6979
TELETECH HOLDINGS, INC         COM              879939106      108     3133 SH       DEFINED 01 02 03 04 05        3133
TENFOLD CORP                   COM              88033A103       13      218 SH       DEFINED 01 02                  218
TENET HEALTHCARE CORP          COM              88033G100     6047   262905 SH       DEFINED 01 02 03 04 05      262905
TENNANT CO                     COM              880345103       63     2034 SH       DEFINED 01 02                 2034
TENNECO AUTOMOTIVE, INC        COM              880349105       30     3808 SH       DEFINED 01 02    04 05        3808
TERADYNE, INC                  COM              880770102     2321    28220 SH       DEFINED 01 02 03 04 05       28220
TERAYON COMMUNICATION SYSTEMS, COM              880775101      474     2312 SH       DEFINED 01 02 03 04 05        2312
TEREX CORP                     COM              880779103       58     4043 SH       DEFINED 01 02 03 04 05        4043
TERRA INDUSTRIES, INC          COM              880915103        7     2823 SH       DEFINED 01 02    04 05        2823
TESORO PETROLEUM CORP          COM              881609101       12     1022 SH       DEFINED 01 02    04 05        1022
TETRA TECH, INC                COM              88162G103      128     5407 SH       DEFINED 01 02 03 04 05        5407
TEXACO, INC                    COM              881694103     3408    63560 SH       DEFINED 01 02    04 05       63560
TEXAS INDUSTRIES, INC          COM              882491103      102     3279 SH       DEFINED 01 02 03 04 05        3279
TEXAS INSTRUMENTS, INC         COM              882508104    36754   229711 SH       DEFINED 01 02 03 04 05      229711
TEXAS REGIONAL BANCSHRS, INC ( COM              882673106       89     3505 SH       DEFINED 01 02    04 05        3505
TEXAS UTILITIES CO             COM              882848104     1124    37871 SH       DEFINED 01 02    04 05       37871
TEXTRON, INC                   COM              883203101     1003    16469 SH       DEFINED 01 02 03 04 05       16469
THEGLOBE.COM, INC              COM              88335R101       21     3342 SH       DEFINED 01 02 03    05        3342
THERAGENICS CORP               COM              883375107       42     3159 SH       DEFINED 01 02 03 04 05        3159
THERMO BIOANALYSIS CORP        COM              88355H108       17      607 SH       DEFINED 01 02                  607
THERMO CARDIOSYSTEMS, INC      COM              88355K200       16     1115 SH       DEFINED 01 02 03 04 05        1115
THERMO ECOTEK CORP             COM              88355R106        0        8 SH       DEFINED    02                    8
THERMO FIBERTEK, INC           COM              88355W105        7     1023 SH       DEFINED 01 02 03              1023
THERMO ELECTRON CORP           COM              883556102      252    12353 SH       DEFINED 01 02 03 04 05       12353
THERMO INSTRUMENT SYSTEMS, INC COM              883559106        6      269 SH       DEFINED 01 02    04 05         269
THERMO OPTEK CORP              COM              883582108        0       15 SH       DEFINED    02                   15
THERMOLASE CORP                COM              883624108        3     1200 SH       DEFINED 01                    1200
THERMOQUEST CORP               COM              883655102       19     1123 SH       DEFINED 01 02                 1123
THESTREET.COM                  COM              88368Q103        7      722 SH       DEFINED 01 02                  722
THERMEDICS, INC                COM              883901100        8      931 SH       DEFINED 01 02    04 05         931
THOMAS & BETTS CORP            COM              884315102      246     8724 SH       DEFINED 01 02    04 05        8724
THOMAS INDUSTRIES, INC         COM              884425109       13      716 SH       DEFINED 01 02    04 05         716
THOR INDUSTRIES, INC           COM              885160101       30     1226 SH       DEFINED 01 02                 1226
THORNBURG MORTAGE, INC         COM              885218107       32     4353 SH       DEFINED 01 02    04 05        4353
3DFX INTERACTIVE, INC          COM              88553X103       24     2028 SH       DEFINED    02 03 04 05        2028
3COM CORP                      COM              885535104     2994    53829 SH       DEFINED 01 02 03 04 05       53829
TIBCO SOFTWARE, INC            COM              88632Q103     3244    39800 SH       DEFINED    02    04 05       39800
TICKETMASTER ONLINE-CITYSEARCH COM              88633P203       80     3185 SH       DEFINED 01 02 03 04 05        3185
TIDEWATER, INC                 COM              886423102      220     6908 SH       DEFINED 01 02    04 05        6908
TIFFANY & CO                   COM              886547108      667     7974 SH       DEFINED 01 02 03 04 05        7974
TIMBERLAND CO                  COM              887100105       99     1937 SH       DEFINED 01 02 03              1937
TIME WARNER, INC               COM              887315109    28045   280450 SH       DEFINED 01 02 03 04 05      280450
TIME WARNER TELECOM, INC       COM              887319101      202     2539 SH       DEFINED 01 02 03 04 05        2539
TIMES MIRROR CO SERIES A       COM              887364107      750     8074 SH       DEFINED 01 02 03 04 05        8074
TIMKEN CO                      COM              887389104      171    10498 SH       DEFINED 01 02    04 05       10498
TITAN CORP                     COM              888266103      321     6295 SH       DEFINED 01 02 03 04 05        6295
TITAN EXPLORATION, INC         COM              888289105        3      600 SH       DEFINED 01                     600
TITAN INTERNATIONAL, INC       COM              88830M102        3      460 SH       DEFINED 01 02    04 05         460
TITANIUM METALS CORP           COM              888339108        1      167 SH       DEFINED    02       05         167
TOLL BROTHERS, INC             COM              889478103       74     3678 SH       DEFINED 01 02    04 05        3678
TOO, INC                       COM              890333107       61     1922 SH       DEFINED 01 02 03 04 05        1922
TOOTSIE ROLL INDUSTRIES, INC   COM              890516107      171     5425 SH       DEFINED 01 02 03 04 05        5425
TOPPS, INC                     COM              890786106       54     6472 SH       DEFINED 01 02 03 04 05        6472
TORCHMARK CORP                 COM              891027104      357    15457 SH       DEFINED 01 02    04 05       15457
TORO CO                        COM              891092108       26      884 SH       DEFINED 01 02    04 05         884
TOSCO CORP                     COM              891490302      616    20239 SH       DEFINED 01 02    04 05       20239
TOTAL RENAL CARE HOLDINGS, INC COM              89151A107       30     9739 SH       DEFINED 01 02 03 04 05        9739
TOWER AUTOMOTIVE, INC          COM              891707101       90     5495 SH       DEFINED 01 02 03 04 05        5495
TOTAL SYSTEM SERVICES, INC     COM              891906109       54     3370 SH       DEFINED 01 02 03 04 05        3370
TRACK DATA CORP                COM              891918104        5      647 SH       DEFINED    02 03    05         647
TOWN & COUNTRY TRUST           COM              892081100       61     3614 SH       DEFINED 01 02 03 04 05        3614
TOWNE SERVICES, INC            COM              892148107        3     1554 SH       DEFINED    02 03              1554
TOYS "R" US, INC               COM              892335100      361    24363 SH       DEFINED 01 02    04 05       24363
TRACTOR SUPPLY CO              COM              892356106        1       25 SH       DEFINED    02                   25
TRAMMELL CROW CO               COM              89288R106       34     3051 SH       DEFINED 01 02 03 04 05        3051
TRANS WORLD AIRLINES, INC      COM              893349837       25    10931 SH       DEFINED 01 02    04 05       10931
TRANS WORLD ENTERTAINMENT CORP COM              89336Q100       39     3922 SH       DEFINED 01 02 03 04 05        3922
TRANSACTION SYSTEM ARCHITECTUR COM              893416107       95     3304 SH       DEFINED 01 02 03 04 05        3304
TRANSATLANTIC HOLDINGS, INC    COM              893521104       20      230 SH       DEFINED    02    04 05         230
TRANSKARYOTIC THERAPIES, INC   COM              893735100      194     3496 SH       DEFINED 01 02 03 04 05        3496
TRANSMONTAIGNE, INC            COM              893934109        3      399 SH       DEFINED    02 03 04 05         399
TRAVELERS PROPERTY CASUALTY CO COM              893939108      271     6562 SH       DEFINED 01 02    04 05        6562
TRAVELOCITY.COM, INC           COM              893953109       70     2392 SH       DEFINED 01 02 03 04 05        2392
TRANSWITCH CORP                COM              894065101      523     5441 SH       DEFINED 01 02 03 04 05        5441
TREDEGAR CORP                  COM              894650100       46     1698 SH       DEFINED 01 02 03 04 05        1698
TRENDWEST RESORTS, INC         COM              894917103        0       14 SH       DEFINED    02                   14
TRENWICK GROUP, INC            COM              895290104       23     1638 SH       DEFINED 01 02    04           1638
TREX CO, INC                   COM              89531P105        1       16 SH       DEFINED    02                   16
TREX MEDICAL CORP              COM              89531R101        0       32 SH       DEFINED    02                   32
TRIAD HOSPITALS, INC           COM              89579K109       73     4347 SH       DEFINED 01 02 03 04 05        4347
TRIANGLE PHARMACEUTICALS, INC  COM              89589H104       96     6104 SH       DEFINED 01 02 03 04 05        6104
TRIAD GUARANTY, INC            COM              895925105      101     4950 SH       DEFINED 01 02    04 05        4950
TRIARC COS, INC                COM              895927101        7      359 SH       DEFINED    02 03 04 05         359
TRICON GLOBAL RESTAURANTS, INC COM              895953107      806    25935 SH       DEFINED 01 02 03 04 05       25935
TRIBUNE CO                     COM              896047107     2969    81190 SH       DEFINED 01 02    04 05       81190
TRICO MARINE SERVICES, INC     COM              896106101        4      400 SH       DEFINED 01                     400
TRIGON HEALTHCARE, INC         COM              89618L100      114     3189 SH       DEFINED 01 02    04 05        3189
TRIMBLE NAVIGATION LTD         COM              896239100      111     4330 SH       DEFINED 01 02 03 04 05        4330
TRIMERIS, INC                  COM              896263100      350     7000 SH       DEFINED    02                 7000
TRINITY INDUSTRIES, INC        COM              896522109       95     3990 SH       DEFINED 01 02    04 05        3990
TRINTECH GROUP PLC - ADR       ADR              896682101     1177    30180 SH       DEFINED    02    04          30180
TRIQUINT SEMICONDUCTOR, INC    COM              89674K103      308     4185 SH       DEFINED 01 02 03 04 05        4185
TRIUMPH GROUP, INC             COM              896818101       37     1286 SH       DEFINED 01 02    04 05        1286
TROPICAL SPORTSWEAR INTERNATIO COM              89708P102        1      117 SH       DEFINED    02    04            117
TRUE NORTH COMMUNICATIONS, INC COM              897844106      227     5784 SH       DEFINED 01 02 03 04 05        5784
TRUST CO OF NEW JERSEY         COM              898304100       66     3419 SH       DEFINED 01 02 03 04 05        3419
TRUSTCO BANK CORP (NEW YORK)   COM              898349105       30     2526 SH       DEFINED    02 03 04 05        2526
TRUSTMARK CORP                 COM              898402102      169     8368 SH       DEFINED 01 02    04 05        8368
TUBOSCOPE, INC                 COM              898600101       65     3810 SH       DEFINED 01 02    04 05        3810
TUESDAY MORNING CORP           COM              899035505        3      229 SH       DEFINED    02                  229
TUPPERWARE CORP                COM              899896104      206    13021 SH       DEFINED 01 02 03 04 05       13021
TUT SYSTEMS, INC               COM              901103101      112     1886 SH       DEFINED 01 02 03 04 05        1886
TWEETER HOME ENTERTAINMENT GRO COM              901167106       42      940 SH       DEFINED 01 02 03    05         940
21ST CENTURY INSURANCE GROUP   COM              90130N103       27     1239 SH       DEFINED 01 02    04 05        1239
24/7 MEDIA, INC                COM              901314104       67     1708 SH       DEFINED 01 02 03 04 05        1708
TWINLAB CORP                   COM              901774109       12     1667 SH       DEFINED 01 02    04 05        1667
TYCO INTERNATIONAL LTD         COM              902124106    43319   868551 SH       DEFINED    02 03 04 05      868551
TYLER TECHNOLOGIES, INC        COM              902252105        9     1513 SH       DEFINED    02 03 04 05        1513
TYSON FOODS, INC               COM              902494103      182    16321 SH       DEFINED 01 02    04 05       16321
UAL CORP                       COM              902549500       18      308 SH       DEFINED    02    04 05         308
UCAR INTERNATIONAL, INC        COM              90262K109       80     6032 SH       DEFINED 01 02    04 05        6032
UGI CORP                       COM              902681105      131     6057 SH       DEFINED 01 02    04 05        6057
UICI                           COM              902737105       18     2643 SH       DEFINED 01 02 03 04 05        2643
UMB FINANCIAL CORP             COM              902788108      110     2986 SH       DEFINED 01 02    04 05        2986
USX-MARATHON GROUP, INC        COM              902905827     1155    44318 SH       DEFINED 01 02 03 04 05       44318
U.S.B. HOLDINGS CO, INC        COM              902910108        2      136 SH       DEFINED    02 03               136
UST, INC                       COM              902911106      419    26838 SH       DEFINED 01 02 03 04 05       26838
U.S.A. DETERGENTS, INC         COM              902938109        1      600 SH       DEFINED 01                     600
U.S. PLASTIC LUMBER CORP       COM              902948108       20     2211 SH       DEFINED 01 02 03 04 05        2211
U.S. FRANCHISE SYSTEMS, INC (C COM              902956309        1      251 SH       DEFINED    02 03    05         251
U.S. RESTAURANT PROPERTIES, IN COM              902971100        3      212 SH       DEFINED    02    04 05         212
U.S. BANCORP                   COM              902973106     2203   100723 SH       DEFINED 01 02    04 05      100723
U.S. LIQUIDS, INC              COM              902974104        6      950 SH       DEFINED 01 02    04 05         950
U.S.A. NETWORKS, INC           COM              902984103      237    10495 SH       DEFINED 01 02 03 04 05       10495
URS CORP                       COM              903236107       30     2293 SH       DEFINED 01 02    04 05        2293
U.S. CAN CORP                  COM              90328W105       16      835 SH       DEFINED    02 03 04            835
USG CORP                       COM              903293405      154     3663 SH       DEFINED 01 02    04 05        3663
U.S. FOODSERVICE, INC          COM              90331R101      153     5961 SH       DEFINED 01 02 03 04 05        5961
U.S. LEC CORP (CLASS A)        COM              90331S109       69     1739 SH       DEFINED 01 02 03    05        1739
U.S.A. FLORAL PRODUCTS, INC    COM              90331T107        1      600 SH       DEFINED 01                     600
USEC, INC                      COM              90333E108       12     2641 SH       DEFINED 01 02    04 05        2641
US INTERACTIVE, INC            COM              90334M109        5      145 SH       DEFINED 01 02 03 04            145
USX-US STEEL GROUP, INC        COM              90337T101      276    11052 SH       DEFINED 01 02    04 05       11052
U.S. EXPRESS ENTERPRISES, INC  COM              90338N103        6      723 SH       DEFINED 01 02                  723
US ONCOLOGY, INC               COM              90338W103       28     6179 SH       DEFINED 01 02 03 04 05        6179
UTI ENERGY CORP                COM              903387108       42     1102 SH       DEFINED 01 02    04 05        1102
UBID, INC                      COM              903469104       21      709 SH       DEFINED 01 02                  709
ULTRAMAR DIAMOND SHAMROCK CORP COM              904000106      314    12362 SH       DEFINED 01 02    04 05       12362
ULTRATECH STEPPER, INC         COM              904034105       37     2581 SH       DEFINED 01 02 03 04 05        2581
UNICAPITAL CORP                COM              90459D108       18     7751 SH       DEFINED 01 02 03 04 05        7751
UNIFI, INC                     COM              904677101       26     2935 SH       DEFINED 01 02    04 05        2935
UNIFIRST CORP                  COM              904708104       18     1640 SH       DEFINED 01 02    04 05        1640
UNILEVER NV (NEW YORK SHS)     COM              904784709     1021    21211 SH       DEFINED    02    04 05       21211
UNICOM CORP                    COM              904911104      997    27312 SH       DEFINED 01 02    04 05       27312
UNIGRAPHICS SOLUTIONS, INC     COM              904928108       33     1119 SH       DEFINED 01 02                 1119
UNION CARBIDE CORP             COM              905581104      740    12682 SH       DEFINED 01 02    04 05       12682
UNION PACIFIC CORP             COM              907818108     1235    31575 SH       DEFINED 01 02    04 05       31575
UNION PACIFIC RESOURCES GROUP, COM              907834105      534    36809 SH       DEFINED 01 02    04 05       36809
UNION PLANTERS CORP            COM              908068109      448    14525 SH       DEFINED 01 02    04 05       14525
UNIONBANCAL CORP               COM              908906100      169     6140 SH       DEFINED 01 02    04 05        6140
UNISOURCE ENERGY CORP HOLDINGS COM              909205106       24     1637 SH       DEFINED 01 02    04 05        1637
UNISYS CORP                    COM              909214108     1315    51576 SH       DEFINED 01 02 03 04 05       51576
UNITED ASSET MANAGEMENT CORP   COM              909420101       46     2656 SH       DEFINED 01 02 03 04 05        2656
UNITED AUTO GROUP, INC         COM              909440109        2      257 SH       DEFINED    02    04 05         257
UNITED COMMUNITY FINANCIAL COR COM              909839102        3      459 SH       DEFINED    02    04 05         459
UNITED BANKSHARES, INC         COM              909907107       47     2120 SH       DEFINED    02 03 04 05        2120
UNITED DOMINION REALTY TRUST,  COM              910197102      122    12075 SH       DEFINED 01 02    04 05       12075
UNITED FIRE & CASULTY CO       COM              910331107        4      226 SH       DEFINED 01 02                  226
UNITEDHEALTH GROUP, INC        COM              910581107     1265    21216 SH       DEFINED 01 02 03 04 05       21216
UNITED ILLUMINATING CO         COM              910637107       39     1005 SH       DEFINED 01 02    04 05        1005
UNITED NATIONAL BANCORP        COM              910909100        7      323 SH       DEFINED    02    04 05         323
UNITED NATURAL FOODS, INC      COM              911163103        2      133 SH       DEFINED    02 03               133
UNITED RENTALS, INC            COM              911363109       94     5437 SH       DEFINED 01 02 03 04 05        5437
UNITED RETAIL GROUP, INC       COM              911380103        2      197 SH       DEFINED    02    04 05         197
U.S. CELLULAR CORP             COM              911684108       94     1321 SH       DEFINED 01 02 03 04 05        1321
U.S. AIRWAYS GROUP, INC        COM              911905107      255     9169 SH       DEFINED 01 02    04 05        9169
U.S. HOME CORP                 COM              911920106        7      193 SH       DEFINED    02    04 05         193
U.S. INDUSTRIES, INC           COM              912080108      151    13609 SH       DEFINED 01 02    04 05       13609
U.S. OFFICE PRODUCTS CO        COM              912325305        9     3450 SH       DEFINED 01 02       05        3450
U.S. WEST, INC                 COM              91273H101     5487    75546 SH       DEFINED 01 02 03 04 05       75546
U.S. TRUST CORP                COM              91288L105      565     2987 SH       DEFINED 01 02 03 04 05        2987
UNITED STATIONERS, INC         COM              913004107      136     3822 SH       DEFINED 01 02    04 05        3822
UNITED TECHNOLOGIES CORP       COM              913017109    13766   217859 SH       DEFINED 01 02 03 04 05      217859
UNITED TELEVISION, INC         COM              913066106       15      115 SH       DEFINED    02                  115
UNITED WATER RESOURCES, INC    COM              913190104       11      304 SH       DEFINED    02    04 05         304
UNITEDGLOBALCOM, INC (CLASS A) COM              913247508      814    10847 SH       DEFINED 01 02 03 04 05       10847
UNITRIN, INC                   COM              913275103       62     1557 SH       DEFINED 01 02    04 05        1557
UNIVERSAL CORP                 COM              913456109        6      417 SH       DEFINED    02    04 05         417
UNIVERSAL FOODS CORP           COM              913538104      174     8145 SH       DEFINED 01 02 03 04 05        8145
UNIVERSAL FOREST PRODUCTS, INC COM              913543104       33     2707 SH       DEFINED 01 02    04 05        2707
UNIVERSAL HEALTH SERVICES, INC COM              913903100      146     2987 SH       DEFINED 01 02 03 04 05        2987
UNIVISION COMMUNICATIONS, INC  COM              914906102     1342    11876 SH       DEFINED 01 02 03 04 05       11876
UNOCAL CORP                    COM              915289102      735    24703 SH       DEFINED 01 02    04 05       24703
UNOVA, INC                     COM              91529B106       24     1812 SH       DEFINED 01 02    04 05        1812
UNUMPROVIDENT CORP             COM              91529Y106      311    18316 SH       DEFINED 01 02    04 05       18316
USFREIGHTWAYS CORP             COM              916906100      150     4000 SH       DEFINED 01 02    04 05        4000
URBAN OUTFITTERS, INC          COM              917047102        6      438 SH       DEFINED 01 02 03               438
URBAN SHOPPING CENTERS, INC    COM              917060105        1       38 SH       DEFINED    02                   38
USBANCORP, INC                 COM              917292104        2      150 SH       DEFINED    02       05         150
USINTERNETWORKING, INC         COM              917311805      114     2935 SH       DEFINED 01 02 03 04 05        2935
UTILICORP UNITED, INC          COM              918005109      254    14060 SH       DEFINED 01 02    04 05       14060
VF CORP                        COM              918204108      273    11339 SH       DEFINED 01 02    04 05       11339
VAIL RESORTS, INC              COM              91879Q109       24     1464 SH       DEFINED 01 02    04 05        1464
VALASSIS COMMUNICATIONS, INC   COM              918866104      295     8854 SH       DEFINED 01 02 03 04 05        8854
VALHI, INC                     COM              918905100        9      830 SH       DEFINED 01 02                  830
VALENCE TECHNOLOGY, INC        COM              918914102      102     4340 SH       DEFINED 01 02 03 04 05        4340
VALERO ENERGY CORP             COM              91913Y100      210     6863 SH       DEFINED 01 02    04 05        6863
VALLEY MEDIA, INC              COM              91972C106        0       13 SH       DEFINED    02                   13
VALLEY NATIONAL BANCORP        COM              919794107      206     7681 SH       DEFINED 01 02    04 05        7681
VALMONT INDUSTRIES             COM              920253101        4      228 SH       DEFINED    02    04 05         228
VALSPAR CORP                   COM              920355104      186     4846 SH       DEFINED 01 02 03 04 05        4846
VALUE AMERICA, INC             COM              92038N102        3      838 SH       DEFINED    02                  838
VALUE CITY DEPARTMENT STORES,  COM              920387107        5      354 SH       DEFINED 01 02    04 05         354
VALUE LINE, INC                COM              920437100        0        7 SH       DEFINED    02                    7
VALUEVISION INTERNATIONAL, INC COM              92047K107      175     4234 SH       DEFINED 01 02 03 04 05        4234
VARCO INTERNATIONAL, INC       COM              922126107      115     9130 SH       DEFINED 01 02    04 05        9130
VARIAN MEDICAL SYSTEMS, INC    COM              92220P105       78     1715 SH       DEFINED 01 02    04 05        1715
VARIAN, INC                    COM              922206107      130     3383 SH       DEFINED 01 02 03 04 05        3383
VARIAN SEMICONDUCTOR EQUIPMENT COM              922207105      221     3467 SH       DEFINED 01 02 03 04 05        3467
VASTAR RESOURCES, INC          COM              922380100      475     6395 SH       DEFINED 01 02 03 04 05        6395
VEECO INSTRUMENTS, INC         COM              922417100       84     1137 SH       DEFINED 01 02 03              1137
VENTAS, INC                    COM              92276F100        8     2446 SH       DEFINED 01 02 03 04 05        2446
VENTANA MEDICAL SYSTEMS, INC   COM              92276H106       73     1700 SH       DEFINED 01 02 03 04 05        1700
VENTIV HEALTH, INC             COM              922793104       32     3210 SH       DEFINED 01 02 03 04 05        3210
VENATOR GROUP, INC             COM              922944103       93    10410 SH       DEFINED 01 02    04 05       10410
VERITY, INC                    COM              92343C106      179     4394 SH       DEFINED 01 02 03 04 05        4394
VERISIGN, INC                  COM              92343E102     1608    10755 SH       DEFINED 01 02 03 04 05       10755
VERITAS DGC, INC               COM              92343P107       78     2788 SH       DEFINED 01 02    04 05        2788
VERIO, INC                     COM              923433106      436     9668 SH       DEFINED 01 02 03 04 05        9668
VERITAS SOFTWARE CORP          COM              923436109    14760   112674 SH       DEFINED 01 02 03 04 05      112674
VERTEX PHARMACEUTICALS, INC    COM              92532F100      122     2597 SH       DEFINED 01 02    04 05        2597
VERTICALNET, INC               COM              92532L107      673     4952 SH       DEFINED 01 02 03 04 05        4952
VETERINARY CENTERS OF AMERICA, COM              925514101       20     1481 SH       DEFINED 01 02 03 04 05        1481
VIAD CORP                      COM              92552R109      226     9881 SH       DEFINED 01 02 03 04 05        9881
VIASOFT, INC                   COM              92552U102        8     1200 SH       DEFINED 01                    1200
VIACOM, INC (CLASS A)          COM              925524100      482     9014 SH       DEFINED 01          05        9014
VIACOM, INC (CLASS B)          COM              925524308     3894    73815 SH       DEFINED 01 02 03 04 05       73815
VIATEL, INC                    COM              925529208     6220   123945 SH       DEFINED 01 02 03 04 05      123945
VICAL, INC                     COM              925602104       96     2869 SH       DEFINED 01 02 03 04 05        2869
VICOR CORP                     COM              925815102       43     2386 SH       DEFINED 01 02 03 04 05        2386
VIGNETTE CORP                  COM              926734104      553     3451 SH       DEFINED 01 02 03 04 05        3451
VINTAGE PETROLEUM, INC         COM              927460105       77     3826 SH       DEFINED 01 02 03 04 05        3826
VIRCO MANUFACTURING            COM              927651109        0       21 SH       DEFINED    02                   21
VISHAY INTERTECHNOLOGY, INC    COM              928298108      525     9446 SH       DEFINED 01 02    04 05        9446
VISX, INC                      COM              92844S105      151     8257 SH       DEFINED 01 02 03 04 05        8257
VISUAL NETWORKS, INC           COM              928444108      190     3344 SH       DEFINED 01 02 03 04 05        3344
VITAL SIGNS, INC               COM              928469105        1       24 SH       DEFINED    02                   24
VITESSE SEMICONDUCTOR CORP     COM              928497106     2093    21748 SH       DEFINED 01 02 03 04 05       21748
VLASIC FOODS INTERNATIONAL, IN COM              928559103        6     2367 SH       DEFINED 01 02 03    05        2367
VODAFONE AIRTOUCH PLC ADR      ADR              92857T107     2780    50028 SH       DEFINED    02    04 05       50028
VOICESTREAM WIRELESS CORP      COM              928615103     2289    17772 SH       DEFINED 01 02 03 04 05       17772
VOLT INFORMATION SCIENCES, INC COM              928703107        1       31 SH       DEFINED    02                   31
VORNADO REALTY TRUST           COM              929042109      323     9631 SH       DEFINED 01 02    04 05        9631
VULCAN MATERIALS CO            COM              929160109      440     9600 SH       DEFINED 01 02    04 05        9600
WFS FINANCIAL, INC             COM              92923B106        0       16 SH       DEFINED    02                   16
WD-40 CO                       COM              929236107       48     2280 SH       DEFINED 01 02 03 04 05        2280
W HOLDING CO, INC              COM              929251106       35     3664 SH       DEFINED 01 02 03 04 05        3664
WICOR, INC                     COM              929253102       39     1242 SH       DEFINED 01 02    04 05        1242
WMS INDUSTRIES, INC            COM              929297109       15     1536 SH       DEFINED 01 02 03 04 05        1536
WPS RESOURCES CORP             COM              92931B106       16      601 SH       DEFINED 01 02    04 05         601
WABASH NATIONAL CORP           COM              929566107       15     1057 SH       DEFINED 01 02    04 05        1057
WACHOVIA CORP                  COM              929771103     1804    26695 SH       DEFINED 01 02    04 05       26695
WACKENHUT CORP SERIES A        COM              929794105       40     2849 SH       DEFINED 01 02 03 04 05        2849
WACKENHUT CORRECTIONS CORP     COM              929798106       11     1138 SH       DEFINED    02 03              1138
WADDELL & REED FINANCIAL,INC ( COM              930059100      477    11270 SH       DEFINED 01 02 03 04 05       11270
WADDELL & REED FINANCIAL,INC ( COM              930059209       16      401 SH       DEFINED 01 02                  401
WAL-MART STORES, INC           COM              931142103    41776   752714 SH       DEFINED 01 02 03 04 05      752714
WALGREEN CO                    COM              931422109     4493   174481 SH       DEFINED 01 02 03 04 05      174481
WALLACE COMPUTER SERVICES, INC COM              932270101       63     5347 SH       DEFINED 01 02    04 05        5347
WALTER INDUSTRIES, INC         COM              93317Q105        4      459 SH       DEFINED    02    04 05         459
WARNACO GROUP, INC (CLASS A)   COM              934390105       86     7308 SH       DEFINED 01 02    04 05        7308
WARNER-LAMBERT CO              COM              934488107    19256   197493 SH       DEFINED 01 02 03 04 05      197493
WASHINGTON FEDERAL, INC        COM              938824109      190     9964 SH       DEFINED 01 02    04 05        9964
WASHINGTON GAS LIGHT CO        COM              938837101      118     4341 SH       DEFINED 01 02    04 05        4341
WASHINGTON MUTUAL, INC         COM              939322103     1893    71425 SH       DEFINED 01 02    04 05       71425
WASHINGTON POST CO (CLASS B)   COM              939640108      342      632 SH       DEFINED 01 02    04            632
WASHINGTON REAL ESTATE INVESTM COM              939653101      120     8009 SH       DEFINED 01 02 03 04 05        8009
WASHINGTON TRUST BANCORP, INC  COM              940610108       11      700 SH       DEFINED 01                     700
WASTE CONNECTIONS, INC         COM              941053100       13     1059 SH       DEFINED    02 03 04 05        1059
WASTE INDUSTRIES, INC          COM              941058109        1      111 SH       DEFINED    02 03               111
WASTE MANAGEMENT, INC          COM              94106L109     1422   103897 SH       DEFINED 01 02 03 04 05      103897
WATER PIK TECHNOLOGIES, INC    COM              94113U100        4      615 SH       DEFINED 01 02    04 05         615
WATERS CORP                    COM              941848103      811     8512 SH       DEFINED 01 02 03 04 05        8512
WATSCO, INC                    COM              942622200        7      625 SH       DEFINED    02 03 04 05         625
WATSON PHARMACEUTICALS, INC    COM              942683103      601    15148 SH       DEFINED 01 02 03 04 05       15148
WATTS INDUSTRIES, INC (CLASS A COM              942749102        3      223 SH       DEFINED    02    04 05         223
WAUSAU-MOSINEE PAPER CORP      COM              943315101      111     8560 SH       DEFINED 01 02 03 04 05        8560
WAVE SYSTEMS CORP (CLASS A)    COM              943526103      190     4763 SH       DEFINED 01 02 03 04 05        4763
WAVO CORP                      COM              944027101       21     4808 SH       DEFINED 01 02 03 04 05        4808
WEATHERFORD INTERNATIONAL, INC COM              947074100      625    10604 SH       DEFINED 01 02 03 04 05       10604
WEBB (DEL) CORP                COM              947423109        7      457 SH       DEFINED 01 02    04 05         457
WEBLINK WIRELESS, INC          COM              94769A101       89     6654 SH       DEFINED 01 02 03 04 05        6654
WEBSTER FINANCIAL CORP         COM              947890109      127     5543 SH       DEFINED 01 02    04 05        5543
WEBTRENDS CORP                 COM              94844D104      165     2297 SH       DEFINED 01 02 03 04 05        2297
WEINGARTEN REALTY INVESTORS, I COM              948741103      206     5603 SH       DEFINED 01 02    04 05        5603
WEIS MARKETS, INC              COM              948849104       72     2115 SH       DEFINED 01 02    04 05        2115
WELLMAN, INC                   COM              949702104       36     1828 SH       DEFINED 01 02    04 05        1828
WELLPOINT HEALTH NETWORKS, INC COM              94973H108      672     9624 SH       DEFINED 01 02 03 04 05        9624
WELLS FARGO CO                 COM              949746101     8625   210695 SH       DEFINED 01 02    04 05      210695
WELLSFORD REAL PROPERTIES, INC COM              950240101       29     3377 SH       DEFINED 01 02    04 05        3377
WENDY'S INTERNATIONAL, INC     COM              950590109      223    11033 SH       DEFINED 01 02    04 05       11033
WERNER ENTERPRISES, INC        COM              950755108       90     5266 SH       DEFINED 01 02    04 05        5266
WESBANCO, INC                  COM              950810101        5      246 SH       DEFINED    02    04 05         246
WESCO FINANCIAL CORP           COM              950817106       56      220 SH       DEFINED 01                     220
WESCO INTERNATIONAL, INC       COM              95082P105       10     1315 SH       DEFINED 01 02 03 04 05        1315
WESLEY JESSEN VISIONCARE, INC  COM              951018100      229     6379 SH       DEFINED 01 02 03 04 05        6379
WEST COAST BANCORP (OREGON)    COM              952145100       32     3303 SH       DEFINED 01 02 03 04 05        3303
WEST MARINE, INC               COM              954235107        1      130 SH       DEFINED    02       05         130
WEST PHARMACEUTICAL SERVICES   COM              955306105       66     2593 SH       DEFINED 01 02    04 05        2593
WEST TELESERVICES CORP         COM              956188106       45     1735 SH       DEFINED 01 02       05        1735
WESTAMERICA BANCORP            COM              957090103       43     1542 SH       DEFINED 01 02    04 05        1542
WESTELL TECHNOLOGIES, INC (CLA COM              957541105      130     4075 SH       DEFINED 01 02 03 04 05        4075
WESTCORP                       COM              957907108        2      134 SH       DEFINED    02    04            134
WESTERN DIGITAL CORP           COM              958102105      254    34108 SH       DEFINED 01 02 03 04 05       34108
WESTERN GAS RESOURCES, INC     COM              958259103       41     2611 SH       DEFINED 01 02    04 05        2611
WESTERN PROPERTIES TRUST       COM              959261108        9      924 SH       DEFINED 01 02    04 05         924
WESTERN RESOURCES, INC         COM              959425109       82     5199 SH       DEFINED 01 02    04 05        5199
WESTERN WIRELESS CORP (CLASS A COM              95988E204      325     7097 SH       DEFINED 01 02 03 04 05        7097
WESTFIELD AMERICA, INC         COM              959910100       16     1211 SH       DEFINED 01 02    04 05        1211
WABTEC                         COM              960386100       67     6319 SH       DEFINED 01 02 03 04 05        6319
WESTPOINT STEVENS, INC         COM              961238102      134     7033 SH       DEFINED 01 02 03 04 05        7033
WESTVACO CORP                  COM              961548104      400    11974 SH       DEFINED 01 02    04 05       11974
WESTWOOD ONE, INC              COM              961815107      429    11828 SH       DEFINED 01 02 03 04 05       11828
WET SEAL, INC (CLASS A)        COM              961840105       32     2041 SH       DEFINED 01 02 03    05        2041
WEYERHAEUSER CO                COM              962166104     3122    54773 SH       DEFINED 01 02    04 05       54773
WHIRLPOOL CORP                 COM              963320106      696    11876 SH       DEFINED 01 02    04 05       11876
WHITEHALL JEWELLERS, INC       COM              965063100       13      567 SH       DEFINED    02 03 04 05         567
WHITMAN CORP                   COM              96647R107      185    13248 SH       DEFINED 01 02 03 04 05       13248
WHITNEY HOLDINGS CORP          COM              966612103       54     1666 SH       DEFINED 01 02    04 05        1666
WHOLE FOODS MARKET, INC        COM              966837106      127     3064 SH       DEFINED 01 02 03 04 05        3064
WILD OATS MARKETS, INC         COM              96808B107      124     6072 SH       DEFINED 01 02 03 04 05        6072
WILEY (JOHN) & SONS, INC (CLAS COM              968223206      168     9360 SH       DEFINED 01 02 03 04 05        9360
WILLAMETTE INDUSTRIES, INC     COM              969133107      558    13910 SH       DEFINED 01 02    04 05       13910
WILLIAMS COS, INC              COM              969457100     3234    73606 SH       DEFINED 01 02 03 04 05       73606
WILLIAMS-SONOMA, INC           COM              969904101      168     5428 SH       DEFINED 01 02 03 04 05        5428
WILMINGTON TRUST CORP          COM              971807102       21      423 SH       DEFINED    02    04 05         423
WIND RIVER SYSTEMS, INC        COM              973149107      252     6938 SH       DEFINED 01 02 03 04 05        6938
WINDMERE-DURABLE HOLDINGS, INC COM              973411101        4      265 SH       DEFINED    02    04 05         265
WINN DIXIE STORES, INC         COM              974280109      177     9126 SH       DEFINED 01 02    04 05        9126
WINNEBAGO INDUSTRIES, INC      COM              974637100       51     2805 SH       DEFINED 01 02 03 04 05        2805
WINSTAR COMMUNICATIONS, INC    COM              975515107      593     9875 SH       DEFINED 01 02 03 04 05        9875
WISCONSIN CENTRAL TRANSIT CORP COM              976592105       44     3576 SH       DEFINED 01 02 03 04 05        3576
WISCONSIN ENERGY CORP          COM              976657106       85     4266 SH       DEFINED 01 02    04 05        4266
WOLVERINE TUBE, INC            COM              978093102        2      193 SH       DEFINED    02    04 05         193
WOLVERINE WORLD WIDE, INC      COM              978097103        6      527 SH       DEFINED 01 02    04 05         527
WOODWARD GOVERNOR CO           COM              980745103       12      531 SH       DEFINED 01 02                  531
WORKFLOW MANAGEMENT, INC       COM              98137N109        2       66 SH       DEFINED 01 02                   66
WORLD ACCESS, INC              COM              98141A101      129     6744 SH       DEFINED 01 02 03 04 05        6744
WORLDGATE COMMUNICATIONS, INC  COM              98156L307       40     1341 SH       DEFINED 01 02 03 04 05        1341
WORTHINGTON INDUSTRIES, INC    COM              981811102      262    21168 SH       DEFINED 01 02    04 05       21168
WORLDPAGES.COM, INC            COM              981922107       24     2545 SH       DEFINED 01 02 03    05        2545
WRIGLEY (WM) JR CO             COM              982526105     1078    14038 SH       DEFINED 01 02 03 04 05       14038
WYNDHAM INTERNATIONAL, INC     COM              983101106       21    11380 SH       DEFINED 01 02    04 05       11380
WYNN'S INTERNATIONAL, INC      COM              983195108       18     1305 SH       DEFINED 01 02 03 04 05        1305
XCEED, INC                     COM              98388N105       26     1093 SH       DEFINED 01 02 03 04 05        1093
XILINX, INC                    COM              983919101    10153   122599 SH       DEFINED 01 02 03 04 05      122599
XIRCOM, INC                    COM              983922105      136     3666 SH       DEFINED 01 02 03 04 05        3666
XEROX CORP                     COM              984121103     4308   165686 SH       DEFINED 01 02 03 04 05      165686
XTRA CORP                      COM              984138107       83     2197 SH       DEFINED 01 02    04 05        2197
YAHOO, INC                     COM              984332106    12764    74481 SH       DEFINED 01 02 03 04 05       74481
YELLOW CORP                    COM              985509108       75     4094 SH       DEFINED 01 02    04 05        4094
YORK INTERNATIONAL CORP        COM              986670107      105     4487 SH       DEFINED 01 02    04 05        4487
YOUNG & RUBICAM, INC           COM              987425105     2602    55372 SH       DEFINED 01 02 03 04 05       55372
YOUNG BROADCASTING, INC (CLASS COM              987434107       23     1235 SH       DEFINED 01 02 03              1235
YOUTHSTREAM MEDIA NETWORKS, IN COM              987819109       18     1394 SH       DEFINED 01 02 03 04 05        1394
ZALE CORP                      COM              988858106      294     6233 SH       DEFINED 01 02 03 04 05        6233
ZAPATA CORP                    COM              989070503        1      151 SH       DEFINED    02       05         151
ZEBRA TECHNOLOGY CORP          COM              989207105      158     3153 SH       DEFINED 01 02 03 04 05        3153
ZENITH NATIONAL INSURANCE CORP COM              989390109        1       36 SH       DEFINED    02                   36
ZIFF-DAVIS, INC                COM              989511100       17     1096 SH       DEFINED 01 02    04 05        1096
ZIFF-DAVIS, INC -ZDNET         COM              989511209       30     1401 SH       DEFINED 01 02 03 04 05        1401
ZIONS BANCORP                  COM              989701107      309     7432 SH       DEFINED 01 02 03 04 05        7432
ZIXIT CORP                     COM              98974P100      117     1613 SH       DEFINED 01 02 03 04 05        1613
ZONAGEN, INC                   COM              98975L108        4      500 SH       DEFINED 01                     500
ZOMAX, INC                     COM              989929104      123     2041 SH       DEFINED 01 02 03    05        2041
</TABLE>


© 2022 IncJournal is not affiliated with or endorsed by the U.S. Securities and Exchange Commission