TEACHERS ADVISORS INC
13F-HR, 2000-08-10
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                                 UNITED STATES
                      SECURITIES AND EXCHANGE COMMISSION
                            Washington, D.C. 20549

                                    FORM 13F

                             FORM 13F COVER PAGE

Report for the Calendar Year or Quarter Ended: June 30, 2000

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

Institutional Investment Manager Filing this Report:

Name:     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                August 10, 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:  2,828

Form 13F Information Table Value Total:  $  3,352,761 (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     2440    46752 SH       DEFINED    02    04 05       46752
TOTAL FINA WTS 08/05/03                         F9212D142       17      486 SH       DEFINED 01                     486
ACE LTD                        COM              G0070K103     2056    73420 SH       DEFINED    02    04 05       73420
AMDOCS LTD                     COM              G02602103     2489    32425 SH       DEFINED 01 02 03 04 05       32425
GLOBAL CROSSING LTD            COM              G3921A100     1028    39073 SH       DEFINED 01 02 03 04 05       39073
GLOBAL SOURCES LTD             COM              G39300101        0       10 SH       DEFINED    02    04 05          10
TRANSOCEAN SEDCO FOREX, INC    COM              G90078109      518     9688 SH       DEFINED    02    04 05        9688
XL CAPITAL LTD                 COM              G98255105     1017    18794 SH       DEFINED    02    04 05       18794
CHECK POINT SOFTWARE TECHNOLOG COM              M22465104     4574    21600 SH       DEFINED    02    04 05       21600
AAR CORP                       COM              000361105       17     1403 SH       DEFINED 01 02    04 05        1403
ABC RAIL PRODUCTS CORP         COM              000752105       25     3140 SH       DEFINED 01 02    04 05        3140
ACTV, INC                      COM              00088E104       92     6126 SH       DEFINED 01 02 03 04 05        6126
ADC TELECOMMUNICATIONS, INC    COM              000886101     5257    62680 SH       DEFINED 01 02 03 04 05       62680
ABM INDUSTRIES, INC            COM              000957100       28     1219 SH       DEFINED    02 03 04 05        1219
ACT NETWORKS, INC              COM              000975102       34     2237 SH       DEFINED 01 02 03 04           2237
AEP INDUSTRIES, INC            COM              001031103        3      113 SH       DEFINED    02                  113
AFLAC, INC                     COM              001055102     1653    35982 SH       DEFINED 01 02 03 04 05       35982
AGCO CORP                      COM              001084102       73     5937 SH       DEFINED 01 02    04 05        5937
AGL RESOURCES, INC             COM              001204106      142     8906 SH       DEFINED 01 02    04 05        8906
AHL SERVICES, INC              COM              001296102        7     1130 SH       DEFINED 01 02 03              1130
AES CORP                       COM              00130H105     2829    61996 SH       DEFINED 01 02 03 04 05       61996
AK STEEL HOLDINGS CORP         COM              001547108       10     1244 SH       DEFINED    02 03 04 05        1244
AMB PROPERTY CORP              COM              00163T109      110     4843 SH       DEFINED 01 02    04 05        4843
AMC ENTERTAINMENT, INC         COM              001669100       22     4518 SH       DEFINED 01 02 03 04 05        4518
AMFM, INC                      COM              001693100     5118    74181 SH       DEFINED 01 02 03 04 05       74181
AMLI RESIDENTIAL PROPERTIES TR COM              001735109       48     2055 SH       DEFINED 01 02    04 05        2055
AMR CORP                       COM              001765106     1810    68477 SH       DEFINED 01 02    04 05       68477
AT & T CORP                    COM              001957109    13205   417547 SH       DEFINED 01 02    04 05      417547
AT & T CORP - LIBERTY MEDIA (C COM              001957208    19839   818084 SH       DEFINED 01 02 03 04 05      818084
A.S.V., INC                    COM              001963107       11      736 SH       DEFINED    02 03    05         736
ATMI, INC                      COM              00207R101      144     3099 SH       DEFINED 01 02 03 04 05        3099
AVT CORP                       COM              002420107       31     4142 SH       DEFINED 01 02 03 04 05        4142
AVX CORP                       COM              002444107      162     7062 SH       DEFINED 01 02    04 05        7062
AXA FINANCIAL, INC             COM              002451102      655    19266 SH       DEFINED 01 02    04 05       19266
AARON RENTS, INC               COM              002535201       46     3667 SH       DEFINED 01 02 03 04 05        3667
ABBOTT LABORATORIES CO         COM              002824100    12629   283396 SH       DEFINED 01 02 03 04 05      283396
ABERCROMBIE & FITCH CO (CLASS  COM              002896207       86     7087 SH       DEFINED    02 03 04 05        7087
ABGENIX, INC                   COM              00339B107      495     4128 SH       DEFINED 01 02 03 04 05        4128
ABOUT.COM, INC                 COM              003736105       32     1015 SH       DEFINED 01 02                 1015
ACCEPTANCE INSURANCE COS, INC  COM              004308102        1      244 SH       DEFINED    02    04 05         244
ACCLAIM ENTERTAINMENT, INC     COM              004325205       11     7357 SH       DEFINED 01 02 03 04 05        7357
ACCREDO HEALTH, INC            COM              00437V104        4      118 SH       DEFINED    02                  118
ACKERLEY GROUP, INC            COM              004527107       26     2186 SH       DEFINED    02 03 04 05        2186
ACNEILSEN CORP                 COM              004833109      152     6908 SH       DEFINED 01 02 03 04 05        6908
ACTIVISION, INC                COM              004930202       12     1851 SH       DEFINED 01 02 03 04 05        1851
ACTION PERFORMANCE COS, INC    COM              004933107       17     2356 SH       DEFINED 01 02 03 04 05        2356
ACTEL CORP                     COM              004934105       72     1577 SH       DEFINED 01 02    04 05        1577
ACTUATE CORP                   COM              00508B102      222     4154 SH       DEFINED 01 02 03 04 05        4154
ACUSON CORP                    COM              005113105       57     4250 SH       DEFINED 01 02 03 04 05        4250
ACXIOM CORP                    COM              005125109      254     9337 SH       DEFINED 01 02 03 04 05        9337
ADAPTIVE BROADBAND CORP        COM              00650M104       93     2536 SH       DEFINED 01 02 03 04 05        2536
ADAPTEC, INC                   COM              00651F108      395    17374 SH       DEFINED 01 02 03 04 05       17374
ADECCO S.A. ADR                ADR              006754105        6       53 SH       DEFINED    02    04 05          53
ADELPHIA BUSINESS SOLUTIONS, I COM              006847107       61     2610 SH       DEFINED 01 02 03 04 05        2610
ADELPHIA COMMUNICATIONS CORP ( COM              006848105      319     6797 SH       DEFINED 01 02 03 04 05        6797
ADMINSTAFF, INC                COM              007094105       53      834 SH       DEFINED 01 02 03 04            834
ADOBE SYSTEMS, INC             COM              00724F101     2794    21495 SH       DEFINED 01 02 03 04 05       21495
ADTRAN, INC                    COM              00738A106      167     2796 SH       DEFINED 01 02 03 04 05        2796
ADVANCE PARADIGM, INC          COM              007491103       55     2688 SH       DEFINED 01 02 03 04 05        2688
ADVANCED DIGITAL INFORMATION C COM              007525108      140     8796 SH       DEFINED 01 02 03 04 05        8796
ADVANCED FIBRE COMMUNICATIONS, COM              00754A105      490    10810 SH       DEFINED 01 02 03 04 05       10810
ADVANCED RADIO TELECOM CORP    COM              00754U101       84     5737 SH       DEFINED 01 02 03 04 05        5737
ADVEST GROUP, INC              COM              007566102        9      428 SH       DEFINED 01 02                  428
ADVANTAGE LEARNING SYSTEMS, IN COM              00757K100       13      832 SH       DEFINED    02 03    05         832
ADVANTICA RESTAURANT GROUP, IN COM              00758B109        1     1323 SH       DEFINED 01 02    04           1323
ADVO, INC                      COM              007585102      172     4084 SH       DEFINED 01 02 03 04 05        4084
AEROFLEX, INC                  COM              007768104       74     1485 SH       DEFINED    02 03 04 05        1485
ADVANCED MICRO DEVICES, INC    COM              007903107     1718    22241 SH       DEFINED 01 02 03 04 05       22241
AEGON NV ARS                   ADR              007924103      118     3308 SH       DEFINED    02    04 05        3308
ADVANTA CORP (CLASS A)         COM              007942105       45     3671 SH       DEFINED 01 02    04 05        3671
ADVANCED ENERGY INDUSTRIES, IN COM              007973100      102     1739 SH       DEFINED 01 02 03 04           1739
ADVENT SOFTWARE, INC           COM              007974108      263     4082 SH       DEFINED 01 02 03 04 05        4082
AETHER SYSTEMS, INC            COM              00808V105     3834    18700 SH       DEFINED    02    04 05       18700
AETNA, INC                     COM              008117103     1061    16524 SH       DEFINED 01 02    04 05       16524
AFFILIATED COMPUTER SERVICES,I COM              008190100      199     6010 SH       DEFINED 01 02 03 04 05        6010
AFFILIATED MANAGERS GROUP, INC COM              008252108      229     5037 SH       DEFINED 01 02 03 04 05        5037
AFFYMETRIX, INC                COM              00826T108      475     2877 SH       DEFINED 01 02 03 04 05        2877
AFTERMARKET TECHNOLOGY CORP    COM              008318107       10     1150 SH       DEFINED 01 02    04 05        1150
AGILENT TECHNOLOGIES, INC      COM              00846U101     5534    75036 SH       DEFINED 01 02 03 04 05       75036
AGRIBRANDS INTERNATIONAL, INC  COM              00849R105       84     2009 SH       DEFINED 01 02    04           2009
AIR PRODUCTS & CHEMICALS, INC  COM              009158106     1088    35315 SH       DEFINED 01 02    04 05       35315
AIRBORNE FREIGHT CORP          COM              009266107       52     2757 SH       DEFINED 01 02    04 05        2757
AIRGAS, INC                    COM              009363102       32     5558 SH       DEFINED 01 02 03 04 05        5558
AIRNET SYSTEMS, INC            COM              009417106        2      400 SH       DEFINED 01                     400
AIRTRAN HOLDINGS, INC          COM              00949P108       42    10127 SH       DEFINED 01 02 03 04 05       10127
AKAMAI TECHNOLOGIES, INC       COM              00971T101       25      213 SH       DEFINED 01 02 03    05         213
ALABAMA NATIONAL BANCORP       COM              010317105        5      236 SH       DEFINED    02                  236
ALARIS MEDICAL, INC            COM              011637105        1      347 SH       DEFINED    02 03 04 05         347
ALASKA AIR GROUP, INC          COM              011659109       73     2693 SH       DEFINED 01 02    04 05        2693
ALBANY INTERNATIONAL CORP (CLA COM              012348108       48     3278 SH       DEFINED 01 02    04 05        3278
ALBANY MOLECULAR RESEARCH, INC COM              012423109       12      223 SH       DEFINED    02                  223
ALBEMARLE CORP                 COM              012653101       71     3579 SH       DEFINED 01 02    04 05        3579
ALBERTO CULVER CO (CLASS B)    COM              013068101      197     6462 SH       DEFINED 01 02    04 05        6462
ALBERTSON'S, INC               COM              013104104     1959    58918 SH       DEFINED 01 02 03 04 05       58918
ALCAN ALUMINIUM CO LTD (U.S.)  COM              013716105      214     6917 SH       DEFINED    02    04 05        6917
ALCOA, INC                     COM              013817101     3318   114414 SH       DEFINED 01 02    04 05      114414
ALEXANDER & BALDWIN, INC       COM              014482103       17      762 SH       DEFINED 01 02    04 05         762
ALEXANDER'S, INC               COM              014752109        7      100 SH       DEFINED    02                  100
ALEXANDRIA REAL ESTATE EQUITIE COM              015271109       19      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       15      988 SH       DEFINED 01 02 03 04 05         988
ALKERMES, INC                  COM              01642T108      363     7702 SH       DEFINED 01 02 03 04 05        7702
ALLAIRE CORP                   COM              016714107       94     2550 SH       DEFINED 01 02 03 04 05        2550
ALLEGHANY CORP (DELAWARE)      COM              017175100      108      640 SH       DEFINED 01 02                  640
ALLEGHENY ENERGY, INC          COM              017361106      404    14744 SH       DEFINED 01 02    04 05       14744
ALLEGHENY TECHNOLOGIES, INC    COM              01741R102      204    11355 SH       DEFINED 01 02    04 05       11355
ALLEGIANCE TELECOM, INC        COM              01747T102     1133    17708 SH       DEFINED 01 02 03 04 05       17708
ALLEN TELECOM, INC             COM              018091108       32     1804 SH       DEFINED 01 02    04 05        1804
ALLERGAN, INC                  COM              018490102     2006    26930 SH       DEFINED 01 02 03 04 05       26930
ALLERGAN SPECIALTY THERAPEUTIC COM              018494104        2      135 SH       DEFINED 01 02                  135
ALLIANCE BANCORP               COM              01852J105        2      139 SH       DEFINED    02    04            139
ALLIANCE SEMICONDUCTOR CORP    COM              01877H100       86     3492 SH       DEFINED 01 02    04 05        3492
ALLIANT ENERGY CORP            COM              018802108      101     3876 SH       DEFINED 01 02    04 05        3876
ALLIANT TECHSYSTEMS, INC       COM              018804104       43      632 SH       DEFINED 01 02                  632
ALLIED CAPITAL CORP            COM              01903Q108      101     5959 SH       DEFINED 01 02 03 04 05        5959
ALLIED WASTE INDUSTRIES, INC   COM              019589308      320    32038 SH       DEFINED 01 02 03 04 05       32038
ALLMERICA FINANCIAL CORP       COM              019754100      199     3804 SH       DEFINED 01 02    04 05        3804
ALLSTATE CORP                  COM              020002101     2501   112415 SH       DEFINED 01 02    04 05      112415
ALLTEL CORP                    COM              020039103     2812    45404 SH       DEFINED 01 02 03 04 05       45404
ALLTRISTA CORP                 COM              020040101        7      325 SH       DEFINED 01 02                  325
ALPHA INDUSTRIES, INC          COM              020753109      227     5146 SH       DEFINED 01 02 03 04 05        5146
ALPHARMA, INC (CLASS A)        COM              020813101      120     1923 SH       DEFINED    02 03 04 05        1923
ALPINE GROUP, INC              COM              020825105       32     4750 SH       DEFINED 01 02 03 04 05        4750
ALTERA CORP                    COM              021441100     3609    35408 SH       DEFINED 01 02 03 04 05       35408
ALTEON WEBSYSTEMS, INC         COM              02145A109      911     9100 SH       DEFINED    02 03 04 05        9100
ALTERRA HEALTHCARE CORP        COM              02146C104        1      683 SH       DEFINED    02 03 04 05         683
ALZA CORP                      COM              022615108      907    15333 SH       DEFINED 01 02 03 04 05       15333
AMAZON.COM, INC                COM              023135106     1020    28101 SH       DEFINED 01 02 03 04 05       28101
AMBAC FINANCIAL GROUP, INC     COM              023139108      253     4613 SH       DEFINED 01 02    04 05        4613
AMCOL INTERNATIONAL CORP       COM              02341W103      137     8301 SH       DEFINED 01 02 03 04 05        8301
AMERADA HESS CORP              COM              023551104      753    12195 SH       DEFINED 01 02    04 05       12195
AMERCO                         COM              023586100       15      732 SH       DEFINED 01 02    04 05         732
AMEREN CORP                    COM              023608102      506    14999 SH       DEFINED 01 02    04 05       14999
AMERICA ONLINE, INC            COM              02364J104    25411   481718 SH       DEFINED 01 02 03 04 05      481718
AMERICA WEST HOLDINGS CORP (CL COM              023657208       62     3624 SH       DEFINED 01 02    04 05        3624
AMCORE FINANCIAL, INC          COM              023912108       92     5006 SH       DEFINED 01 02    04 05        5006
AMERICAN AXLE & MANUFACTURE HO COM              024061103        8      536 SH       DEFINED    02    04            536
AMERICAN CLASSIC VOYAGES CO    COM              024928103       36     1733 SH       DEFINED 01 02 03 04 05        1733
AMERICAN EAGLE OUTFITTERS, INC COM              02553E106       51     3629 SH       DEFINED 01 02 03 04 05        3629
AMERICAN ELECTRIC POWER CO, IN COM              025537101     3160   106656 SH       DEFINED 01 02    04 05      106656
AMERICAN EXPRESS CO            COM              025816109    11959   229422 SH       DEFINED 01 02 03 04 05      229422
AMERICAN FINANCIAL GROUP, INC  COM              025932104       80     3243 SH       DEFINED 01 02    04 05        3243
AMERICAN FREIGHTWAYS CORP      COM              02629V108       53     3681 SH       DEFINED 01 02 03 04 05        3681
AMERICAN GENERAL CORP          COM              026351106     2263    37098 SH       DEFINED 01 02    04 05       37098
AMERICAN GREETINGS CORP (CLASS COM              026375105      129     6774 SH       DEFINED 01 02    04 05        6774
AMERICAN HOME PRODUCTS CORP    COM              026609107    25884   440573 SH       DEFINED 01 02 03 04 05      440573
AMERICAN INDUSTRIAL PROPERTIES COM              026791202        8      567 SH       DEFINED    02    04 05         567
AMERICAN INTERNATIONAL GROUP,  COM              026874107    27778   236408 SH       DEFINED 01 02 03 04 05      236408
AMERICAN ITALIAN PASTA CO (CLA COM              027070101       76     3684 SH       DEFINED 01 02 03 04 05        3684
AMERICAN MANAGEMENT SYSTEMS, I COM              027352103      245     7463 SH       DEFINED 01 02 03 04 05        7463
AMERICAN NATIONAL INSURANCE CO COM              028591105       33      639 SH       DEFINED 01 02    04            639
AMERICAN RETIREMENT CORP       COM              028913101        5      865 SH       DEFINED    02 03 04 05         865
AMERICAN POWER CONVERSION CORP COM              029066107      994    24364 SH       DEFINED 01 02 03 04 05       24364
AMERICAN STANDARD COS, INC     COM              029712106      181     4419 SH       DEFINED 01 02    04 05        4419
AMERICAN STATES WATER CO       COM              029899101        1       34 SH       DEFINED    02                   34
AMERICAN TOWER CORP (CLASS A)  COM              029912201     4068    97579 SH       DEFINED 01 02 03 04 05       97579
AMERICAN SUPERCONDUCTOR CORP   COM              030111108      145     3013 SH       DEFINED 01 02 03 04 05        3013
AMERICAN WATER WORKS CO, INC   COM              030411102      131     5239 SH       DEFINED 01 02    04 05        5239
AMERICAN WOODMARK CORP         COM              030506109        2      118 SH       DEFINED    02                  118
AMERICAN XTAL TECHNOLOGY, INC  COM              030514103       98     2271 SH       DEFINED 01 02 03 04 05        2271
AMERICREDIT CORP               COM              03060R101      183    10736 SH       DEFINED 01 02 03 04 05       10736
AMERIPATH, INC                 COM              03071D109       30     3358 SH       DEFINED 01 02 03 04 05        3358
AMERISOURCE HEALTH CORP (CLASS COM              03071P102      201     6478 SH       DEFINED 01 02 03 04 05        6478
AMERITRADE HOLDINGS CORP (CLAS COM              03072H109      126    10830 SH       DEFINED 01 02 03 04 05       10830
AMERUS LIFE HOLDINGS, INC (CLA COM              030732101       59     2857 SH       DEFINED 01 02    04 05        2857
AMES DEPARTMENT STORES, INC    COM              030789507       23     2960 SH       DEFINED 01 02 03 04 05        2960
AMETEK, INC                    COM              031100100      140     8001 SH       DEFINED 01 02 03 04 05        8001
AMF BOWLING, INC               COM              03113V109        3    16399 SH       DEFINED 01 02    04 05       16399
AMGEN, INC                     COM              031162100    21967   312696 SH       DEFINED 01 02 03 04 05      312696
AMKOR TECHNOLOGY, INC          COM              031652100      536    15171 SH       DEFINED 01 02 03 04 05       15171
AMRESCO, INC                   COM              031909104        0      684 SH       DEFINED    02    04 05         684
AMPEX CORP (CLASS A)           COM              032092108        7     3931 SH       DEFINED 01 02 03 04 05        3931
AMPHENOL CORP (CLASS A)        COM              032095101      353     5338 SH       DEFINED 01 02 03 04 05        5338
AMSOUTH BANCORP                COM              032165102      663    42084 SH       DEFINED 01 02    04 05       42084
AMTRAN, INC                    COM              03234G106        0       13 SH       DEFINED    02                   13
ANACOMP, INC                   COM              032371106        7     2282 SH       DEFINED 01 02 03 04 05        2282
ANADARKO PETROLEUM CORP        COM              032511107     1037    21037 SH       DEFINED 01 02 03 04 05       21037
ANADIGICS, INC                 COM              032515108      157     4614 SH       DEFINED 01 02 03 04 05        4614
ANALOG DEVICES, INC            COM              032654105    15530   204340 SH       DEFINED 01 02 03 04 05      204340
ANALOGIC CORP                  COM              032657207        1       23 SH       DEFINED    02                   23
ANALYSTS INTERNATIONAL CORP    COM              032681108       57     6130 SH       DEFINED 01 02 03 04 05        6130
ANCHOR BANCORP WISCONSIN, INC  COM              032839102        4      285 SH       DEFINED    02    04 05         285
ANCHOR GAMING CO               COM              033037102       83     1727 SH       DEFINED 01 02                 1727
ANCOR COMMUNICATIONS, INC      COM              03332K108      185     5171 SH       DEFINED 01 02 03 04 05        5171
ANDOVER BANCORP, INC           COM              034258103        1       25 SH       DEFINED    02                   25
ANDREW CORP                    COM              034425108      296     8813 SH       DEFINED 01 02 03 04 05        8813
ANDRX CORP                     COM              034551101      374     5854 SH       DEFINED 01 02 03 04 05        5854
ANESTA CORP                    COM              034603100       25      988 SH       DEFINED 01 02 03 04 05         988
ANHEUSER-BUSCH COS, INC        COM              035229103     7328    98111 SH       DEFINED 01 02 03 04 05       98111
ANICOM, INC                    COM              035250109       21     5485 SH       DEFINED 01 02 03 04 05        5485
ANIXTER INTERNATIONAL, INC     COM              035290105       23      880 SH       DEFINED 01 02    04 05         880
ANN TAYLOR STORES CORP         COM              036115103       90     2732 SH       DEFINED 01 02 03 04 05        2732
ANTEC CORP                     COM              03664P105       77     1850 SH       DEFINED    02 03 04 05        1850
ANSWERTHINK, INC               COM              036916104       78     4670 SH       DEFINED 01 02 03 04 05        4670
AON CORP                       COM              037389103      814    26220 SH       DEFINED 01 02    04 05       26220
APACHE CORP                    COM              037411105     3661    62246 SH       DEFINED 01 02 03 04 05       62246
APARTMENT INVESTMENT & MANAGEM COM              03748R101      398     9196 SH       DEFINED 01 02    04 05        9196
APEX, INC                      COM              037548104      131     2985 SH       DEFINED 01 02 03 04 05        2985
APOGEE ENTERPRISES, INC        COM              037598109        8     2174 SH       DEFINED 01 02 03 04 05        2174
APOLLO GROUP, INC (CLASS A)    COM              037604105      319    11405 SH       DEFINED 01 02 03 04 05       11405
APPLE COMPUTER, INC            COM              037833100     2226    42506 SH       DEFINED 01 02 03 04 05       42506
APPLEBEE'S INTERNATIONAL, INC  COM              037899101      165     5442 SH       DEFINED 01 02 03 04 05        5442
APRIA HEALTHCARE GROUP, INC    COM              037933108       61     4982 SH       DEFINED 01 02    04 05        4982
APPLIED GRAPHICS TECHNOLOGIES, COM              037937109        1      261 SH       DEFINED    02    04 05         261
APPLIED ANALYTICAL INDUSTRIES, COM              037939105        6      637 SH       DEFINED    02 03    05         637
APPLICA, INC                   COM              03815A106        3      265 SH       DEFINED    02    04 05         265
APPLIED INDUSTRIAL TECHNOLOGIE COM              03820C105       18     1079 SH       DEFINED 01 02    04 05        1079
APPLIED MICRO CIRCUITS CORP    COM              03822W109     9926   100521 SH       DEFINED 01 02 03 04 05      100521
APPLIED MATERIALS, INC         COM              038222105    14381   158682 SH       DEFINED 01 02 03 04 05      158682
APPLIED POWER, INC (CLASS A)   COM              038225108      162     4836 SH       DEFINED 01 02 03 04 05        4836
APPLIEDTHEORY CORP             COM              03828R104       17     1118 SH       DEFINED 01 02                 1118
APTARGROUP, INC                COM              038336103      125     4619 SH       DEFINED 01 02 03 04 05        4619
ARCH CAPITAL GROUP LTD         COM              03937L105       27     1833 SH       DEFINED 01 02       05        1833
ARCH CHEMICALS, INC            COM              03937R102       69     3159 SH       DEFINED 01 02    04 05        3159
ARCH COAL, INC                 COM              039380100       30     3931 SH       DEFINED 01 02    04 05        3931
ARCHER DANIELS MIDLAND CO      COM              039483102      823    83918 SH       DEFINED 01 02    04 05       83918
ARCHSTONE COMMUNITIES TRUST    COM              039581103      279    13225 SH       DEFINED 01 02    04 05       13225
ARCTIC CAT, INC                COM              039670104       11      932 SH       DEFINED 01 02    04 05         932
ARDEN REALTY GROUP, INC        COM              039793104      249    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       61     4223 SH       DEFINED 01 02 03 04 05        4223
ARGUSS COMMUNICATIONS, INC     COM              040282105       39     2041 SH       DEFINED 01 02 03 04 05        2041
ARMSTRONG HOLDINGS, INC        COM              042384107      103     6749 SH       DEFINED 01 02    04 05        6749
ARNOLD INDUSTRIES, INC         COM              042595108       51     4206 SH       DEFINED 01 02    04 05        4206
ARROW ELECTRONICS, INC         COM              042735100      366    11805 SH       DEFINED 01 02    04 05       11805
ARROW INTERNATIONAL, INC       COM              042764100       30      884 SH       DEFINED 01 02    04 05         884
ARTESYN TECHNOLOGIES, INC      COM              043127109      184     6609 SH       DEFINED 01 02 03 04 05        6609
ARVIN INDUSTRIES, INC          COM              043339100       78     4497 SH       DEFINED 01 02    04 05        4497
ASHLAND, INC                   COM              044204105      249     7093 SH       DEFINED 01 02    04 05        7093
ASHTON TECHNOLOGY GROUP, INC   COM              045084100       12     4383 SH       DEFINED 01 02 03 04 05        4383
ASIAINFO HOLDINGS, INC         COM              04518A104        1       13 SH       DEFINED          04             13
ASPECT TELECOMMUNICATIONS CORP COM              04523Q102      359     9129 SH       DEFINED 01 02 03 04 05        9129
ASPEN TECHNOLOGY, INC          COM              045327103      121     3145 SH       DEFINED 01 02 03 04 05        3145
ASSOCIATED BANC-CORP           COM              045487105      240    11010 SH       DEFINED 01 02    04 05       11010
ASSOCIATED ESTATES REALTY CORP COM              045604105        2      262 SH       DEFINED    02    04 05         262
EXCITE AT HOME                 COM              045919107      458    22082 SH       DEFINED 01 02 03 04 05       22082
ASSOCIATES FIRST CAPITAL CORP  COM              046008108     3458   154999 SH       DEFINED 01 02 03 04 05      154999
ASTEC INDUSTRIES, INC          COM              046224101       84     3307 SH       DEFINED 01 02 03 04 05        3307
ASTORIA FINANCIAL CORP         COM              046265104      138     5345 SH       DEFINED 01 02    04 05        5345
ASYST TECHNOLOGIES, INC        COM              04648X107      184     5363 SH       DEFINED 01 02 03 04 05        5363
@TRACK COMMUNICATIONS, INC     COM              04648Y105        1      300 SH       DEFINED 01                     300
ATLANTIC COAST AIRLINES HOLDIN COM              048396105       22      684 SH       DEFINED    02 03 04 05         684
ATLAS AIR, INC                 COM              049164106       81     2253 SH       DEFINED 01 02 03 04 05        2253
ATMEL CORP                     COM              049513104     3165    85820 SH       DEFINED 01 02 03 04 05       85820
ATMOS ENERGY CORP              COM              049560105       27     1527 SH       DEFINED 01 02    04 05        1527
ATWOOD OCEANICS, INC           COM              050095108       86     1940 SH       DEFINED 01 02 03 04           1940
AURORA FOODS, INC              COM              05164B106        1      166 SH       DEFINED    02    04            166
AUSPEX SYSTEMS, INC            COM              052116100       28     5754 SH       DEFINED 01 02 03 04 05        5754
AUTOBYTEL.COM, INC             COM              05275N106        6      932 SH       DEFINED 01 02 03 04            932
AUTODESK, INC                  COM              052769106      211     6095 SH       DEFINED 01 02 03 04 05        6095
AUTOLIV, INC                   COM              052800109      145     6033 SH       DEFINED 01 02    04 05        6033
AUTOMATIC DATA PROCESSING, INC COM              053015103     6916   129118 SH       DEFINED 01 02 03 04 05      129118
AUTONATION, INC                COM              05329W102      285    40355 SH       DEFINED 01 02 03 04 05       40355
AUTOWEB.COM, INC               COM              053331104        4     1825 SH       DEFINED 01 02 03              1825
AUTOZONE, INC                  COM              053332102      474    21545 SH       DEFINED 01 02 03 04 05       21545
AVADO BRANDS, INC              COM              05336P108        3     1865 SH       DEFINED    02    04 05        1865
AVALONBAY COMMUNITIES, INC     COM              053484101      166     3983 SH       DEFINED 01 02    04 05        3983
AVANT CORP                     COM              053487104       92     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     1379    20539 SH       DEFINED 01 02 03 04 05       20539
AVIALL, INC                    COM              05366B102        2      434 SH       DEFINED 01 02    04 05         434
AVID TECHNOLOGIES, INC         COM              05367P100       49     4084 SH       DEFINED 01 02 03 04 05        4084
AVIATION SALES CO              COM              053672101        6      943 SH       DEFINED    02 03 04 05         943
AVIRON, INC                    COM              053762100       96     3099 SH       DEFINED 01 02 03 04 05        3099
AVISTA CORP                    COM              05379B107       13      738 SH       DEFINED    02    04 05         738
AVIS GROUP HOLDINGS, INC       COM              053790101       54     2883 SH       DEFINED 01 02    04 05        2883
AVNET, INC                     COM              053807103      354     5979 SH       DEFINED 01 02    04 05        5979
AVON PRODUCTS, INC             COM              054303102     6767   152064 SH       DEFINED 01 02 03 04 05      152064
AWARE, INC                     COM              05453N100      106     2069 SH       DEFINED 01 02 03 04 05        2069
AXENT TECHNOLOGIES, INC        COM              05459C108      104     4175 SH       DEFINED 01 02 03 04 05        4175
AZTEC TECHNOLOGY PARTNERS, INC COM              05480L101        0       50 SH       DEFINED 01 02                   50
AZTAR CORP                     COM              054802103      139     8950 SH       DEFINED 01 02    04 05        8950
BB&T CORP                      COM              054937107     1065    44599 SH       DEFINED 01 02    04 05       44599
BHC COMMUNICATIONS, INC (CLASS COM              055448104       63      417 SH       DEFINED 01 02                  417
BISYS GROUP, INC               COM              055472104      207     3371 SH       DEFINED 01 02 03 04 05        3371
BJ'S WHOLESALE CLUB, INC       COM              05548J106      192     5811 SH       DEFINED 01 02 03 04 05        5811
BJ SERVICES CO                 COM              055482103      581     9302 SH       DEFINED 01 02    04 05        9302
BMC INDUSTRIES, INC            COM              055607105       36     8803 SH       DEFINED 01 02 03 04 05        8803
BOK FINANCIAL CORP             COM              05561Q201        7      388 SH       DEFINED    02    04 05         388
BP AMOCO PLC (SPONS ADR)       ADR              055622104     1719    30396 SH       DEFINED    02    04 05       30396
BRE PROPERTIES, INC (CLASS A)  COM              05564E106       15      527 SH       DEFINED    02    04 05         527
BSB BANCORP, INC               COM              055652101       21     1031 SH       DEFINED 01 02                 1031
BT FINANCIAL CORP              COM              055763106       24     1372 SH       DEFINED 01 02    04 05        1372
BMC SOFTWARE, INC              COM              055921100     6657   182473 SH       DEFINED 01 02 03 04 05      182473
BACOU U.S.A., INC              COM              056439102       14      718 SH       DEFINED 01 02                  718
BAKER HUGHES, INC              COM              057224107     3778   118062 SH       DEFINED 01 02 03 04 05      118062
BALDOR ELECTRIC CO             COM              057741100       47     2544 SH       DEFINED    02 03 04 05        2544
BALDWIN & LYONS, INC (CLASS B) COM              057755209       36     2096 SH       DEFINED 01 02    04 05        2096
BALL CORP                      COM              058498106       79     2446 SH       DEFINED 01 02    04 05        2446
BALLY TOTAL FITNESS HOLDINGS C COM              05873K108      125     4940 SH       DEFINED 01 02 03 04 05        4940
BANCFIRST CORP                 COM              05945F103       23      716 SH       DEFINED 01 02 03 04            716
BANCFIRST OHIO CORP            COM              059450106       17     1025 SH       DEFINED 01 02                 1025
BANCORPSOUTH, INC              COM              059692103      116     8219 SH       DEFINED 01 02    04 05        8219
BANCWEST CORP                  COM              059790105      149     9090 SH       DEFINED 01 02    04 05        9090
BANDAG, INC                    COM              059815100       31     1282 SH       DEFINED 01 02    04 05        1282
BANK OF AMERICA CORP           COM              060505104    13196   306884 SH       DEFINED 01 02    04 05      306884
BANK OF GRANITE CORP           COM              062401104       13      584 SH       DEFINED    02 03    05         584
BANK OF NEW YORK CO, INC       COM              064057102     4541    97654 SH       DEFINED 01 02    04 05       97654
BANK ONE CORP                  COM              06423A103     4001   150631 SH       DEFINED 01 02    04 05      150631
BANK UNITED CORP (CLASS A)     COM              065412108      113     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              06646R107      204    13335 SH       DEFINED 01 02    04 05       13335
BANTA CORP                     COM              066821109       89     4700 SH       DEFINED 01 02    04 05        4700
BARD (C.R.), INC               COM              067383109      414     8594 SH       DEFINED 01 02    04 05        8594
BARNES & NOBLE, INC            COM              067774109      137     6157 SH       DEFINED 01 02 03 04 05        6157
BARNES GROUP, INC              COM              067806109       12      725 SH       DEFINED    02    04 05         725
BARNESANDNOBLE.COM, INC        COM              067846105       34     5165 SH       DEFINED 01 02 03 04 05        5165
BARRICK GOLD CORP (U.S.)       COM              067901108      228    12535 SH       DEFINED    02    04 05       12535
BARNETT, INC                   COM              068062108        7      700 SH       DEFINED 01                     700
BARR LABORATORIES, INC         COM              068306109      101     2245 SH       DEFINED 01 02 03 04 05        2245
BARRA, INC                     COM              068313105       64     1282 SH       DEFINED 01 02 03 04 05        1282
BARRETT RESOURCES CORP         COM              068480201      136     4479 SH       DEFINED 01 02 03 04 05        4479
BASIN EXPLORATION, INC         COM              070107107       34     1905 SH       DEFINED 01 02 03 04 05        1905
BASSETT FURNITURE INDUSTRIES,  COM              070203104        2      189 SH       DEFINED    02    04 05         189
BATTLE MOUNTAIN GOLD CO        COM              071593107       70    31817 SH       DEFINED 01 02 03 04 05       31817
BAUSCH & LOMB, INC             COM              071707103      895    11573 SH       DEFINED 01 02 03 04 05       11573
BAXTER INTERNATIONAL, INC      COM              071813109     6369    90586 SH       DEFINED 01 02 03 04 05       90586
BAY VIEW CAPITAL CORP          COM              07262L101       35     3583 SH       DEFINED 01 02    04 05        3583
BE AEROSPACE, INC              COM              073302101       21     3121 SH       DEFINED 01 02 03 04 05        3121
BEA SYSTEMS, INC               COM              073325102     2502    50614 SH       DEFINED 01 02 03 04 05       50614
BEAR STEARNS COS, INC          COM              073902108      595    14301 SH       DEFINED 01 02    04 05       14301
BEBE STORES, INC               COM              075571109        2      210 SH       DEFINED    02 03               210
BECKMAN COULTER, INC           COM              075811109      232     3969 SH       DEFINED 01 02 03 04 05        3969
BECTON DICKINSON & CO          COM              075887109     1360    47424 SH       DEFINED 01 02 03 04 05       47424
BED BATH & BEYOND, INC         COM              075896100      793    21864 SH       DEFINED 01 02 03 04 05       21864
BEDFORD PROPERTY INVESTORS, IN COM              076446301       78     4177 SH       DEFINED 01 02    04 05        4177
BELCO OIL & GAS CORP           COM              077410108       11     1335 SH       DEFINED 01 02    04           1335
BELDEN, INC                    COM              077459105      100     3892 SH       DEFINED 01 02    04 05        3892
BELL & HOWELL CO               COM              077852101       88     3609 SH       DEFINED 01 02 03 04 05        3609
VERIZON COMMUNICATION          COM              077853109    10650   209591 SH       DEFINED 01 02    04 05      209591
BELLSOUTH CORP                 COM              079860102    10873   255074 SH       DEFINED 01 02    04 05      255074
BELO (A.H.) CORP SERIES A      COM              080555105      223    12865 SH       DEFINED 01 02    04 05       12865
BEMIS, INC                     COM              081437105      157     4675 SH       DEFINED 01 02    04 05        4675
BENCHMARK ELECTRONICS, INC     COM              08160H101       76     2069 SH       DEFINED 01 02 03 04 05        2069
BERGEN BRUNSWIG CORP (CLASS A) COM              083739102       98    17886 SH       DEFINED 01 02 03 04 05       17886
BERINGER WINE ESTATES HLDNGS,  COM              084102102      123     3484 SH       DEFINED 01 02 03 04 05        3484
BERKLEY (W.R.) CORP            COM              084423102       11      574 SH       DEFINED 01 02    04 05         574
BERKSHIRE HATHAWAY, INC (CLASS COM              084670207      111       63 SH       DEFINED    02                   63
BERLITZ INTERNATIONAL, INC     COM              08520F100        0       10 SH       DEFINED    02                   10
BERRY PETROLEUM CO (CLASS A)   COM              085789105       25     1482 SH       DEFINED    02 03 04 05        1482
BEST BUY CO, INC               COM              086516101     2209    34919 SH       DEFINED 01 02 03 04 05       34919
BESTFOODS, INC                 COM              08658U101     3095    44695 SH       DEFINED 01 02 03 04 05       44695
BETHLEHEM STEEL CORP           COM              087509105       55    15379 SH       DEFINED 01 02    04 05       15379
BEVERLY ENTERPRISES, INC       COM              087851309       44    15691 SH       DEFINED 01 02    04 05       15691
BEYOND.COM CORP                COM              08860E101        8     5936 SH       DEFINED 01 02 03 04 05        5936
BILLING CONCEPTS CORP          COM              090063108       12     2741 SH       DEFINED    02 03 04 05        2741
BINDLEY WESTERN INDUSTRIES, IN COM              090324104      126     4752 SH       DEFINED 01 02 03 04 05        4752
BINDVIEW DEVELOPMENT CORP      COM              090327107       66     5508 SH       DEFINED 01 02 03 04 05        5508
BIO-RAD LABORATORIES, INC (CLA COM              090572207       11      432 SH       DEFINED 01 02                  432
BIO-TECHNOLOGY GENERAL CORP    COM              090578105       93     7020 SH       DEFINED 01 02 03 04 05        7020
BIOGEN, INC                    COM              090597105     1730    26825 SH       DEFINED 01 02 03 04 05       26825
BIOMATRIX, INC                 COM              09060P102       66     2907 SH       DEFINED 01 02 03 04 05        2907
BIOMET, INC                    COM              090613100      782    20346 SH       DEFINED 01 02 03 04 05       20346
BIOVAIL CORP                   COM              09067J109        1       10 SH       DEFINED       03                10
BIRMINGHAM STEEL CORP          COM              091250100       16     4224 SH       DEFINED    02    04 05        4224
BLACK & DECKER CORP            COM              091797100      725    18436 SH       DEFINED 01 02 03 04 05       18436
BLACK BOX CORP                 COM              091826107      221     2790 SH       DEFINED 01 02 03 04 05        2790
BLACK HILLS CORP               COM              092113109      101     4456 SH       DEFINED 01 02 03 04 05        4456
BLANCH (E.W.) HOLDINGS, INC    COM              093210102       26     1297 SH       DEFINED 01 02 03 04 05        1297
BLOCK DRUG, INC (CLASS A)      COM              093644102       22      518 SH       DEFINED 01 02    04 05         518
BLOCK (H&R), INC               COM              093671105      359    11103 SH       DEFINED 01 02 03 04 05       11103
BLOUNT INTERNATIONAL, INC      COM              095180105       13     1666 SH       DEFINED    02 03 04 05        1666
BLYTH, INC                     COM              09643P108      133     4517 SH       DEFINED 01 02 03 04 05        4517
BOB EVANS FARMS, INC           COM              096761101      113     7545 SH       DEFINED 01 02    04 05        7545
BOCA RESORTS, INC (CLASS A)    COM              09688T106       28     2820 SH       DEFINED 01 02    04 05        2820
BOEING CO                      COM              097023105     5229   125048 SH       DEFINED 01 02 03 04 05      125048
BOISE CASCADE CORP             COM              097383103       81     3114 SH       DEFINED 01 02    04 05        3114
BOMBAY, INC                    COM              097924104       11     3837 SH       DEFINED 01 02 03 04 05        3837
BOOKHAM TECHNOLOGY PLC (SPONS  ADR              09856Q108      568     9585 SH       DEFINED    02 03 04 05        9585
BORDERS GROUP, INC             COM              099709107      174    11161 SH       DEFINED 01 02 03 04 05       11161
BORGWARNER, INC                COM              099724106       95     2694 SH       DEFINED 01 02    04 05        2694
BOSTON PROPERTIES, INC         COM              101121101      499    12911 SH       DEFINED 01 02 03 04 05       12911
BOSTON SCIENTIFIC CORP         COM              101137107     1267    57737 SH       DEFINED 01 02 03 04 05       57737
BOTTOMLINE TECHNOLOGIES, INC   COM              101388106       32      927 SH       DEFINED 01 02 03               927
BOWATER, INC                   COM              102183100      299     6780 SH       DEFINED 01 02    04 05        6780
BOWNE & CO, INC                COM              103043105        4      439 SH       DEFINED    02    04 05         439
BOYD GAMING CORP               COM              103304101       28     5036 SH       DEFINED 01 02    04 05        5036
BOYDS COLLECTION LTD           COM              103354106       26     3057 SH       DEFINED 01 02 03 04 05        3057
BOYKIN LODGING CO              COM              103430104       49     3623 SH       DEFINED 01 02    04 05        3623
BRADLEY REAL ESTATE, INC       COM              104580105       20      922 SH       DEFINED 01 02    04 05         922
BRADY CORP (CLASS A)           COM              104674106      125     3854 SH       DEFINED 01 02 03 04 05        3854
BRANDYWINE REALTY TRUST        COM              105368203       77     4033 SH       DEFINED 01 02    04 05        4033
BRENTON BANKS, INC             COM              107211104       40     2852 SH       DEFINED 01 02 03 04 05        2852
BRIGGS & STRATTON CORP         COM              109043109       77     2237 SH       DEFINED 01 02    04 05        2237
BRIGHT HORIZONS FAMILY SOLUTIO COM              109195107       55     2590 SH       DEFINED 01 02 03 04 05        2590
BRIGHTPOINT, INC               COM              109473108       54     6209 SH       DEFINED 01 02 03 04 05        6209
BRINKER INTERNATIONAL, INC     COM              109641100      219     7480 SH       DEFINED 01 02    04 05        7480
BRIO TECHNOLOGY, INC           COM              109704106       58     2733 SH       DEFINED 01 02 03 04 05        2733
BRISTOL MYERS SQUIBB CO        COM              110122108    25948   445460 SH       DEFINED 01 02 03 04 05      445460
BRITESMILE, INC                COM              110415106        7     1538 SH       DEFINED 01 02 03 04           1538
BROADCOM CORP (CLASS A)        COM              111320107     3712    16953 SH       DEFINED 01 02 03 04 05       16953
BROADVISION, INC               COM              111412102     1430    28141 SH       DEFINED 01 02 03 04 05       28141
BROADWING, INC                 COM              111620100     3241   124962 SH       DEFINED 01 02 03 04 05      124962
BROCADE COMMUNICATIONS SYSTEMS COM              111621108      567     3090 SH       DEFINED 01 02 03 04 05        3090
BROOKLINE BANCORP, INC         COM              113739106       12     1050 SH       DEFINED 01 02    04           1050
BROOKS AUTOMATION, INC         COM              11434A100       50      782 SH       DEFINED 01 02    04 05         782
BROOKTROUT, INC                COM              114580103       38     1741 SH       DEFINED 01 02 03 04 05        1741
BROWN & BROWN, INC             COM              115236101       44      840 SH       DEFINED    02 03 04 05         840
BROWN FORMAN, INC (CLASS B)    COM              115637209      313     5814 SH       DEFINED 01 02    04 05        5814
BROWN (TOM), INC               COM              115660201      132     5722 SH       DEFINED 01 02 03 04 05        5722
BROWN SHOE CO, INC             COM              115736100       39     3034 SH       DEFINED 01 02    04 05        3034
BRUNSWICK CORP                 COM              117043109      244    14705 SH       DEFINED 01 02    04 05       14705
BRUSH ENGINEERED MATERIALS, IN COM              117421107        3      219 SH       DEFINED    02    04 05         219
BUCKEYE TECHNOLOGIES, INC      COM              118255108      116     5295 SH       DEFINED 01 02 03 04 05        5295
BUCKLE, INC (THE)              COM              118440106       10      830 SH       DEFINED 01 02 03               830
BUDGET GROUP, INC              COM              119003101       10     2499 SH       DEFINED 01 02    04           2499
BUFFETS, INC                   COM              119882108        6      508 SH       DEFINED    02    04 05         508
BURLINGTON COAT FACTORY WAREHO COM              121579106       15     1353 SH       DEFINED 01 02    04 05        1353
BURLINGTON INDUSTRIES, INC     COM              121693105        2     1194 SH       DEFINED 01 02    04 05        1194
BURLINGTON NORTHERN SANTA FE C COM              12189T104     1379    60118 SH       DEFINED 01 02    04 05       60118
BURLINGTON RESOURCES, INC      COM              122014103     3183    83207 SH       DEFINED 01 02    04 05       83207
BURNHAM PACIFIC PROPERTIES, IN COM              12232C108       19     2821 SH       DEFINED 01 02    04 05        2821
BURNS INTERNATIONAL SERVICES C COM              122374101       23     1842 SH       DEFINED 01 02 03 04 05        1842
BURR BROWN CORP                COM              122574106      617     7116 SH       DEFINED 01 02 03 04 05        7116
BUSH BOAKE ALLEN, INC          COM              123162109        1       23 SH       DEFINED    02                   23
BUSH INDUSTRIES, INC (CLASS A) COM              123164105       13      834 SH       DEFINED 01 02                  834
BUTLER MANUFACTURING CO        COM              123655102       31     1820 SH       DEFINED 01 02                 1820
C&D TECHNOLOGIES, INC          COM              124661109      237     4188 SH       DEFINED 01 02 03 04 05        4188
CAIS INTERNET, INC             COM              12476Q102       31     2227 SH       DEFINED 01 02 03              2227
CBL & ASSOCIATES PROPERTIES, I COM              124830100        7      285 SH       DEFINED    02    04 05         285
CCC INFORMATION SERVICES GROUP COM              12487Q109       45     4210 SH       DEFINED 01 02 03 04 05        4210
CCB FINANCIAL CORP             COM              124875105      233     6296 SH       DEFINED 01 02    04 05        6296
CB RICHARD ELLIS SERVICES GROU COM              12489L108       29     3178 SH       DEFINED 01 02 03 04 05        3178
CBRL GROUP, INC                COM              12489V106       59     4031 SH       DEFINED 01 02    04 05        4031
CFW COMMUNICATIONS CO          COM              124923103       45     1196 SH       DEFINED 01 02 03 04 05        1196
C-CUBE MICROSYSTEMS, INC (NEW) COM              12501N108      116     5899 SH       DEFINED 01 02 03 04 05        5899
C-COR.NET CORP                 COM              125010108      112     4143 SH       DEFINED 01 02 03 04 05        4143
CDI CORP                       COM              125071100       35     1742 SH       DEFINED 01 02    04           1742
CDNOW, INC                     COM              125086108       23     7494 SH       DEFINED 01 02 03 04 05        7494
CDW COMPUTER CENTERS, INC      COM              125129106      469     7506 SH       DEFINED 01 02 03 04 05        7506
CEC ENTERTAINMENT, INC         COM              125137109      153     5970 SH       DEFINED 01 02 03 04 05        5970
CFS BANCORP, INC               COM              12525D102        2      242 SH       DEFINED    02    04 05         242
CH ENERGY GROUP, INC           COM              12541M102       62     1823 SH       DEFINED 01 02    04 05        1823
C.H. ROBINSON WORLDWIDE, INC   COM              12541W100      242     4892 SH       DEFINED 01 02 03 04 05        4892
CIGNA CORP                     COM              125509109     2523    26979 SH       DEFINED 01 02    04 05       26979
CIT GROUP, INC (CLASS A)       COM              125577106      182    11198 SH       DEFINED 01 02    04 05       11198
CKE RESTAURANTS, INC           COM              12561E105       15     4964 SH       DEFINED 01 02 03 04 05        4964
CLECO CORP                     COM              12561W105       73     2185 SH       DEFINED 01 02    04 05        2185
CMGI, INC                      COM              125750109     1541    33627 SH       DEFINED 01 02 03 04 05       33627
CMI CORP (CLASS A)             COM              125761304        4     1120 SH       DEFINED    02 03 04 05        1120
CMP GROUP, INC                 COM              125887109       74     2512 SH       DEFINED 01 02    04 05        2512
CMS ENERGY CORP                COM              125896100      392    17707 SH       DEFINED 01 02    04 05       17707
CPI CORP                       COM              125902106       22     1030 SH       DEFINED 01 02 03              1030
CPB, INC                       COM              125903104        1       32 SH       DEFINED    02                   32
CSS INDUSTRIES, INC            COM              125906107       21     1023 SH       DEFINED 01 02                 1023
CTG RESOURCES, INC             COM              125957100        1       33 SH       DEFINED    02                   33
CSK AUTO CORP                  COM              125965103       32     4221 SH       DEFINED 01 02 03 04 05        4221
CNA FINANCIAL CORP             COM              126117100       82     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      121     5335 SH       DEFINED 01 02    04 05        5335
CNET NETWORKS, INC             COM              12613R104      163     6624 SH       DEFINED 01 02 03 04 05        6624
CP&L ENERGY, INC               COM              12614C106      490    15349 SH       DEFINED 01 02    04 05       15349
CSG SYSTEMS INTERNATIONAL, INC COM              126349109      335     5972 SH       DEFINED 01 02 03 04 05        5972
CSX CORP                       COM              126408103      461    21772 SH       DEFINED 01 02    04 05       21772
CTC COMMUNICATIONS GROUP, INC  COM              126419100       95     2649 SH       DEFINED 01 02 03 04 05        2649
CT COMMUNICATIONS, INC         COM              126426402        8      270 SH       DEFINED    02    04 05         270
CTS CORP                       COM              126501105      201     4472 SH       DEFINED 01 02 03 04 05        4472
CUNO, INC                      COM              126583103       19      819 SH       DEFINED    02 03 04 05         819
CVB FINANCIAL CORP             COM              126600105       18     1130 SH       DEFINED    02 03 04 05        1130
CVS CORP                       COM              126650100     6416   160397 SH       DEFINED 01 02 03 04 05      160397
CABLEVISION SYSTEMS CORP (CLAS COM              12686C109     1128    16613 SH       DEFINED 01 02 03 04 05       16613
CABLETRON SYSTEMS, INC         COM              126920107      451    17859 SH       DEFINED 01 02 03 04 05       17859
CABLE DESIGN TECHNOLOGIES CO   COM              126924109       69     2056 SH       DEFINED 01 02    04 05        2056
CABOT CORP                     COM              127055101      310    11367 SH       DEFINED 01 02 03 04 05       11367
CABOT OIL & GAS CORP (CLASS A) COM              127097103       25     1186 SH       DEFINED 01 02    04 05        1186
CACI INTERNATIONAL, INC (CLASS COM              127190304       10      535 SH       DEFINED    02 03 04            535
CADENCE DESIGN SYSTEMS, INC    COM              127387108      679    33315 SH       DEFINED 01 02 03 04 05       33315
CADIZ, INC                     COM              127537108       29     3619 SH       DEFINED 01 02 03 04 05        3619
CAL DIVE INTERNATIONAL, INC    COM              127914109       50      922 SH       DEFINED 01 02                  922
CALGON CARBON CORP             COM              129603106       10     1250 SH       DEFINED 01 02    04 05        1250
CALIFORNIA WATER SERVICE GROUP COM              130788102       21      886 SH       DEFINED 01 02    04 05         886
CALLAWAY GOLF CO               COM              131193104      126     7734 SH       DEFINED 01 02 03 04 05        7734
CALPINE CORP                   COM              131347106     1259    19146 SH       DEFINED 01 02 03 04 05       19146
CAMBREX CORP                   COM              132011107      175     3888 SH       DEFINED 01 02    04 05        3888
CAMBRIDGE TECHNOLOGY PARTNERS, COM              132524109       57     6503 SH       DEFINED 01 02 03 04 05        6503
CAMDEN PROPERTY TRUST          COM              133131102      244     8294 SH       DEFINED 01 02    04 05        8294
CAMPBELL SOUP CO               COM              134429109     1584    54382 SH       DEFINED 01 02 03 04 05       54382
CANANDAIGUA BRANDS, INC (CLASS COM              137219200       92     1819 SH       DEFINED 01 02    04 05        1819
CAPITAL CITY BANK GROUP, INC   COM              139674105        0       21 SH       DEFINED    02                   21
CAPITAL AUTOMOTIVE REIT        COM              139733109       52     3681 SH       DEFINED 01 02    04 05        3681
CAPITAL ONE FINANCIAL CORP     COM              14040H105     1686    37792 SH       DEFINED 01 02 03 04 05       37792
CAPITAL SENIOR LIVING CORP     COM              140475104        2      541 SH       DEFINED    02 03 04 05         541
CAPITOL FEDERAL FINANCIAL      COM              14057C106       22     1972 SH       DEFINED    02 03 04 05        1972
CAPROCK COMMUNICATIONS CORP    COM              140667106       88     4507 SH       DEFINED 01 02 03 04 05        4507
CAPSTEAD MORTGAGE CORP         COM              14067E407       12     1422 SH       DEFINED 01 02    04 05        1422
CARBO CERAMICS, INC            COM              140781105        8      218 SH       DEFINED    02                  218
CARAUSTAR INDUSTRIES, INC      COM              140909102       29     1887 SH       DEFINED 01 02    04 05        1887
CARDINAL HEALTH, INC           COM              14149Y108    23754   320996 SH       DEFINED 01 02 03 04 05      320996
CAREER EDUCATION CORP          COM              141665109       26      528 SH       DEFINED 01 02 03               528
CAREERBUILDER, INC             COM              141684100        1      218 SH       DEFINED    02                  218
CAREMARK RX, INC               COM              141705103      207    30361 SH       DEFINED 01 02 03 04 05       30361
CAREMATRIX CORP                COM              141706101        2     2837 SH       DEFINED 01 02 03 04 05        2837
CAREY INTERNATIONAL, INC       COM              141750109        6      436 SH       DEFINED    02    04 05         436
CARLISLE COS, INC              COM              142339100       82     1813 SH       DEFINED 01 02    04 05        1813
CARMIKE CINEMAS, INC (CLASS A) COM              143436103        4     1035 SH       DEFINED 01 02    04           1035
CARNIVAL CORP (CLASS A)        COM              143658102     2954   151509 SH       DEFINED    02 03 04 05      151509
CARRIAGE SERVICES, INC (CLASS  COM              143905107        6     1643 SH       DEFINED 01 02    04 05        1643
CARPENTER TECHNOLOGY CORP      COM              144285103       62     2935 SH       DEFINED 01 02    04 05        2935
CARRAMERICA REALTY CORP        COM              144418100      367    13850 SH       DEFINED 01 02    04 05       13850
CARRIER ACCESS CORP            COM              144460102       65     1236 SH       DEFINED 01 02 03 04           1236
CARTER WALLACE, INC            COM              146285101       84     4181 SH       DEFINED 01 02    04 05        4181
CASCADE NATURAL GAS CORP       COM              147339105       12      742 SH       DEFINED 01 02    04 05         742
CASELLA WASTE SYSTEMS, INC (CL COM              147448104       22     2038 SH       DEFINED 01 02 03 04 05        2038
CASEY'S GENERAL STORES, INC    COM              147528103      114    10998 SH       DEFINED 01 02 03 04 05       10998
CASH AMERICA INTERNATIONAL, IN COM              14754D100        5      687 SH       DEFINED 01 02    04 05         687
CASTLE (A.M.) & CO             COM              148411101        8      941 SH       DEFINED 01 02    04            941
CASTLE & COOKE, INC            COM              148433105       52     2716 SH       DEFINED 01 02    04 05        2716
CATALINA MARKETING CORP        COM              148867104      226     2215 SH       DEFINED 01 02 03 04 05        2215
CATALYTICA, INC                COM              148885106       91     8260 SH       DEFINED 01 02 03 04 05        8260
CATAPULT COMMUNICATIONS CORP   COM              149016107       13     1318 SH       DEFINED 01 02                 1318
CATELLUS DEVELOPMENT CORP      COM              149111106      142     9441 SH       DEFINED 01 02 03 04 05        9441
CATERPILLAR, INC               COM              149123101     1573    46447 SH       DEFINED 01 02    04 05       46447
CATHAY BANCORP, INC            COM              149150104       48     1034 SH       DEFINED 01 02 03              1034
CATO CORP (CLASS A)            COM              149205106       38     3257 SH       DEFINED 01 02    04 05        3257
CELLSTAR CORP                  COM              150925105        4     1514 SH       DEFINED    02 03 04 05        1514
CELGENE CORP                   COM              151020104      585     9931 SH       DEFINED 01 02 03 04 05        9931
CELL PATHWAYS, INC             COM              15114R101       66     2798 SH       DEFINED 01 02 03 04 05        2798
CENDANT CORP                   COM              151313103     1534   109547 SH       DEFINED 01 02 03 04 05      109547
CENTENNIAL BANCORP             COM              15133T104       15     1768 SH       DEFINED 01 02 03 04 05        1768
CENTER TRUST, INC              COM              151845104        5      974 SH       DEFINED 01 02    04 05         974
CENTERPOINT PROPERTIES CORP    COM              151895109       11      278 SH       DEFINED    02    04 05         278
CENTEX CONSTRUCTION PRODUCTS,  COM              15231R109       53     2331 SH       DEFINED 01 02 03    05        2331
CENTEX CORP                    COM              152312104      219     9309 SH       DEFINED 01 02 03 04 05        9309
CENTRAL GARDEN & PET CO        COM              153527106        4      448 SH       DEFINED    02    04 05         448
CENTRAL NEWSPAPERS, INC (CLASS COM              154647101      269     4256 SH       DEFINED 01 02 03 04 05        4256
CENTRAL PARKING CORP           COM              154785109       22      940 SH       DEFINED 01 02 03 04 05         940
CENTURA BANKS, INC             COM              15640T100       64     1876 SH       DEFINED 01 02 03 04 05        1876
CENTURY BUSINESS SERVICES, INC COM              156490104       19     9782 SH       DEFINED 01 02 03 04 05        9782
CENTURY SOUTH BANKS, INC       COM              156683104        3      139 SH       DEFINED    02    04            139
CENTURYTEL, INC                COM              156700106      406    14125 SH       DEFINED 01 02    04 05       14125
CEPHALON, INC                  COM              156708109      395     6591 SH       DEFINED 01 02 03 04 05        6591
CERIDIAN CORP                  COM              15677T106     5439   226045 SH       DEFINED 01 02 03 04 05      226045
CERNER CORP                    COM              156782104       72     2658 SH       DEFINED 01 02 03 04 05        2658
CHAMPION ENTERPRISES, INC      COM              158496109       31     6436 SH       DEFINED 01 02 03 04 05        6436
CHAMPIONSHIP AUTO RACING TEAMS COM              158711101       62     2437 SH       DEFINED 01 02 03 04 05        2437
CHARLES RIVER ASSOCIATES, INC  COM              159852102       20     1127 SH       DEFINED 01 02 03              1127
CHARTER ONE FINANCIAL, INC     COM              160903100      345    15012 SH       DEFINED 01 02    04 05       15012
CHARTER MUNICIPAL MORTGAGE ACC COM              160908109       34     2749 SH       DEFINED 01 02    04 05        2749
CHARMING SHOPPES, INC          COM              161133103       44     8624 SH       DEFINED 01 02    04 05        8624
CHART INDUSTRIES, INC          COM              16115Q100       17     3461 SH       DEFINED 01 02 03 04 05        3461
CHARTERED SEMICONDUCTOR MANUFA ADR              16133R106     3375    37503 SH       DEFINED    02    04 05       37503
CHASE MANHATTAN CORP           COM              16161A108    10624   230646 SH       DEFINED 01 02    04 05      230646
CHATEAU PROPERTIES, INC        COM              161726104       78     2755 SH       DEFINED 01 02 03 04 05        2755
CHATTEM, INC                   COM              162456107        9      637 SH       DEFINED    02 03 04            637
CHEAP TICKETS, INC             COM              162672109        1      117 SH       DEFINED    02                  117
CHECKFREE CORP                 COM              162816102      275     5327 SH       DEFINED 01 02 03 04 05        5327
CHECKPOINT SYSTEMS, INC        COM              162825103       21     2808 SH       DEFINED 01 02    04 05        2808
THE CHEESECAKE FACTORY CO      COM              163072101       95     3465 SH       DEFINED 01 02 03 04 05        3465
CHELSEA GCA REALTY, INC        COM              163262108       59     1715 SH       DEFINED 01 02    04 05        1715
CHEMED CORP                    COM              163596109        1       34 SH       DEFINED    02                   34
CHEMFIRST, INC                 COM              16361A106        6      233 SH       DEFINED    02    04 05         233
CHEMICAL FINANCIAL CORP        COM              163731102       19      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      122    15773 SH       DEFINED 01 02 03 04 05       15773
CHEVRON CORP                   COM              166751107     7035    82946 SH       DEFINED 01 02    04 05       82946
CHICO'S FAS, INC               COM              168615102       34     1697 SH       DEFINED 01 02 03 04 05        1697
CHILDRENS PLACE RETAIL STORES, COM              168905107       67     3275 SH       DEFINED 01 02 03 04 05        3275
CHINA MOBILE HK. LTD - SP ADR  ADR              169428109     3699    20805 SH       DEFINED    02    04 05       20805
CHOICE HOTELS INTERNATIONAL, I COM              169905106       98     9832 SH       DEFINED 01 02 03 04 05        9832
CHIQUITA BRANDS INTERNATIONAL, COM              170032106       24     6106 SH       DEFINED 01 02    04 05        6106
CHIREX, INC                    COM              170038103       66     3301 SH       DEFINED 01 02 03 04 05        3301
CHIRON CORP                    COM              170040109      537    11314 SH       DEFINED 01 02 03 04 05       11314
CHITTENDEN CORP                COM              170228100      104     4256 SH       DEFINED 01 02 03 04 05        4256
CHOICEPOINT, INC               COM              170388102      205     4607 SH       DEFINED 01 02 03 04 05        4607
CHRIS CRAFT INDUSTRIES, INC    COM              170520100       45      686 SH       DEFINED 01 02    04 05         686
CHUBB CORP                     COM              171232101     1263    20532 SH       DEFINED 01 02    04 05       20532
CHURCH & DWIGHT CO, INC        COM              171340102      123     6843 SH       DEFINED 01 02 03 04 05        6843
CHURCHILL DOWNS, INC           COM              171484108       10      432 SH       DEFINED    02 03               432
CIBER, INC                     COM              17163B102       81     6144 SH       DEFINED 01 02 03 04 05        6144
CIENA CORP                     COM              171779101    21094   126550 SH       DEFINED 01 02 03 04 05      126550
CINCINNATI FINANCIAL CORP      COM              172062101      682    21702 SH       DEFINED 01 02    04 05       21702
CINERGY CORP                   COM              172474108     1702    66915 SH       DEFINED 01 02    04 05       66915
CIRCLE INTERNATIONAL GROUP, IN COM              172574105        5      191 SH       DEFINED    02    04 05         191
CIRCUIT CITY STORES-CIRCUIT CI COM              172737108     1116    33635 SH       DEFINED 01 02 03 04 05       33635
CISCO SYSTEMS, INC             COM              17275R102   143249  2253664 SH       DEFINED 01 02 03 04 05     2253664
CIRRUS LOGIC, INC              COM              172755100      115     7182 SH       DEFINED 01 02    04 05        7182
CITADEL COMMUNICATIONS CORP    COM              172853202      127     3635 SH       DEFINED 01 02 03 04 05        3635
CINTAS CORP                    COM              172908105      566    15420 SH       DEFINED 01 02 03 04 05       15420
CITIGROUP, INC                 COM              172967101    34759   576921 SH       DEFINED 01 02 03 04 05      576921
CITIZENS BANKING CORP (MICHIGA COM              174420109       60     3719 SH       DEFINED 01 02 03 04 05        3719
CITIZENS COMMUNICATIONS CO     COM              17453B101      424    24595 SH       DEFINED 01 02    04 05       24595
CITRIX SYSTEMS, INC            COM              177376100      609    32157 SH       DEFINED 01 02 03 04 05       32157
CITY HOLDINGS CO               COM              177835105        2      311 SH       DEFINED 01 02    04 05         311
CITY NATIONAL CORP             COM              178566105      203     5846 SH       DEFINED 01 02    04 05        5846
CLAIRES STORES, INC            COM              179584107       92     4790 SH       DEFINED 01 02 03 04 05        4790
CLARCOR, INC                   COM              179895107       85     4290 SH       DEFINED 01 02    04 05        4290
CLAYTON HOMES, INC             COM              184190106       83    10393 SH       DEFINED 01 02 03 04 05       10393
CLEAR CHANNEL COMMUNICATIONS,  COM              184502102     6305    84072 SH       DEFINED 01 02 03 04 05       84072
CLEVELAND CLIFFS, INC          COM              185896107       43     1682 SH       DEFINED 01 02    04 05        1682
CLINTRIALS RESEARCH, INC       COM              188767107        0       50 SH       DEFINED 01                      50
CLOROX CO                      COM              189054109     1978    44137 SH       DEFINED 01 02 03 04 05       44137
CLOSURE MEDICAL CORP           COM              189093107       10      424 SH       DEFINED 01 02 03               424
COACHMEN INDUSTRIES, INC       COM              189873102        6      522 SH       DEFINED 01 02    04 05         522
COAST FEDERAL LITIGATION CONTI                  19034Q110        2     1300 SH       DEFINED 01                    1300
COASTAL CORP                   COM              190441105     1260    20700 SH       DEFINED 01 02    04 05       20700
COCA COLA BOTTLING CO CONSOLID COM              191098102        5      100 SH       DEFINED    02                  100
COCA COLA CO                   COM              191216100    27415   477304 SH       DEFINED 01 02 03 04 05      477304
COCA COLA ENTERPRISES, INC     COM              191219104      779    47764 SH       DEFINED 01 02 03 04 05       47764
COGNEX CORP                    COM              192422103      327     6317 SH       DEFINED 01 02 03 04 05        6317
COGNIZANT TECHNOLOGY SOLUTIONS COM              192446102       41     1224 SH       DEFINED 01 02                 1224
COHERENT, INC                  COM              192479103       50      593 SH       DEFINED 01 02    04 05         593
COHU, INC                      COM              192576106       47     1746 SH       DEFINED 01 02    04 05        1746
COINSTAR, INC                  COM              19259P300       24     2398 SH       DEFINED 01 02 03 04 05        2398
COLDWATER CREEK, INC           COM              193068103       18      610 SH       DEFINED 01 02                  610
KENNETH COLE PRODUCTIONS, INC  COM              193294105       16      400 SH       DEFINED 01 02                  400
COLGATE PALMOLIVE CO           COM              194162103    16562   276606 SH       DEFINED 01 02 03 04 05      276606
COLLINS & AIKMAN CORP          COM              194830105       16     3133 SH       DEFINED 01 02    04 05        3133
COLONIAL BANCGROUP, INC        COM              195493309       65     7214 SH       DEFINED 01 02    04 05        7214
COLONIAL PROPERTIES TRUST      COM              195872106      126     4590 SH       DEFINED 01 02    04 05        4590
COLUMBIA ENERGY GROUP          COM              197648108     1046    15935 SH       DEFINED 01 02    04 05       15935
COLUMBIA LABORATORIES, INC     COM              197779101       13     2319 SH       DEFINED 01 02 03 04 05        2319
COLUMBIA SPORTSWEAR CO         COM              198516106       14      533 SH       DEFINED 01 02                  533
COLUMBUS MCKINNON CORP         COM              199333105       17     1192 SH       DEFINED 01 02    04 05        1192
COMFORT SYSTEMS U.S.A., INC    COM              199908104        7     1763 SH       DEFINED 01 02 03 04 05        1763
COMCAST CORP (CLASS A) SPECIAL COM              200300200     6354   156887 SH       DEFINED 01 02 03 04 05      156887
COMDISCO, INC                  COM              200336105      340    15247 SH       DEFINED 01 02 03 04 05       15247
COMERICA, INC                  COM              200340107      986    21969 SH       DEFINED 01 02    04 05       21969
COMMERCE BANCORP, INC          COM              200519106       84     1823 SH       DEFINED 01 02 03 04 05        1823
COMMERCE BANCSHARES, INC       COM              200525103      212     7110 SH       DEFINED 01 02    04 05        7110
COMMERCE GROUP, INC            COM              200641108        9      296 SH       DEFINED    02    04 05         296
COMMERCIAL FEDERAL CORP        COM              201647104       56     3578 SH       DEFINED 01 02    04 05        3578
COMMERCIAL METALS CO           COM              201723103      155     5647 SH       DEFINED 01 02    04 05        5647
COMMERCIAL NET LEASE REALTY, I COM              202218103       11     1037 SH       DEFINED 01 02    04 05        1037
COMMONWEALTH BANCORP, INC      COM              20268X102        2      187 SH       DEFINED    02    04 05         187
COMMONWEALTH INDUSTRIES, INC   COM              203004106        2      300 SH       DEFINED 01                     300
COMMONWEALTH TELEPHONE ENTERPR COM              203349105       44      939 SH       DEFINED 01 02 03 04 05         939
COMMSCOPE, INC                 COM              203372107      177     4319 SH       DEFINED 01 02 03 04 05        4319
COMMUNITY FIRST BANKSHARES, IN COM              203902101      160     9839 SH       DEFINED 01 02 03 04 05        9839
COMMUNITY TRUST BANCORP, INC   COM              204149108       35     1960 SH       DEFINED 01 02    04 05        1960
COMPASS BANCSHARES, INC        COM              20449H109      174    10185 SH       DEFINED 01 02    04 05       10185
COMPAQ COMPUTER CORP           COM              204493100    15863   620575 SH       DEFINED 01 02 03 04 05      620575
COMPLETE BUSINESS SOLUTIONS, I COM              20452F107       74     4239 SH       DEFINED 01 02 03 04 05        4239
COMPUCREDIT CORP               COM              20478N100       10      329 SH       DEFINED    02                  329
COMPUCOM SYSTEMS, INC          COM              204780100        1      579 SH       DEFINED    02    04 05         579
COMPUTER ASSOCIATES INTERNATIO COM              204912109     4845    94653 SH       DEFINED 01 02 03 04 05       94653
COMPUTER NETWORK TECHNOLOGY CO COM              204925101       56     3222 SH       DEFINED 01 02 03 04 05        3222
COMPUTER SCIENCES CORP         COM              205363104     2071    27726 SH       DEFINED 01 02 03 04 05       27726
COMPUTER TASK GROUP, INC       COM              205477102       12     2369 SH       DEFINED 01 02 03 04 05        2369
COMPX INTERNATIONAL, INC       COM              20563P101        4      208 SH       DEFINED    02                  208
COMPUWARE CORP                 COM              205638109      607    58510 SH       DEFINED 01 02 03 04 05       58510
COMSAT CORP                    COM              20564D107       16      655 SH       DEFINED 01 02    04 05         655
COMVERSE TECHNOLOGY, INC       COM              205862402     2494    26812 SH       DEFINED 01 02 03 04 05       26812
CONAGRA, INC                   COM              205887102     1192    62534 SH       DEFINED 01 02    04 05       62534
COMPUTER HORIZONS CORP         COM              205908106       45     3344 SH       DEFINED 01 02 03 04 05        3344
COM21, INC                     COM              205937105       74     2975 SH       DEFINED 01 02 03 04 05        2975
CONCORD COMMUNICATIONS, INC    COM              206186108      100     2505 SH       DEFINED 01 02 03 04 05        2505
CONCORD EFS, INC               COM              206197105      840    32296 SH       DEFINED 01 02 03 04 05       32296
CONCUR TECHNOLOGIES, INC       COM              206708109        7     1600 SH       DEFINED 01 02 03 04 05        1600
CONCURRENT COMPUTER CORP       COM              206710204      116     8810 SH       DEFINED 01 02 03 04 05        8810
CONECTIV, INC                  COM              206829103      186    11929 SH       DEFINED 01 02    04 05       11929
CONECTIV, INC (CLASS A)        COM              206829202       13      537 SH       DEFINED 01                     537
CONEXANT SYSTEMS, INC          COM              207142100     1666    34271 SH       DEFINED 01 02 03 04 05       34271
CONMED CORP                    COM              207410101       78     3013 SH       DEFINED 01 02 03 04 05        3013
CONOCO, INC (CLASS B)          COM              208251405     3296   134179 SH       DEFINED 01 02    04 05      134179
CONSECO, INC                   COM              208464107      221    22653 SH       DEFINED 01 02    04 05       22653
CONSOL ENERGY, INC             COM              20854P109     1289    85233 SH       DEFINED    02 03 04 05       85233
CONSOLIDATED EDISON CO OF NEW  COM              209115104      917    30937 SH       DEFINED 01 02    04 05       30937
CONSOLIDATED FREIGHTWAYS CORP  COM              209232107        1      325 SH       DEFINED 01 02    04 05         325
CONSOLIDATED GRAPHICS, INC     COM              209341106       21     2293 SH       DEFINED 01 02 03 04 05        2293
CONSOLIDATED PAPERS, INC       COM              209759109      235     6436 SH       DEFINED 01 02    04 05        6436
CONSOLIDATED PRODUCTS, INC     COM              209798107       11     1222 SH       DEFINED    02 03 04 05        1222
CONSOLIDATED STORES CORP       COM              210149100      191    15890 SH       DEFINED 01 02 03 04 05       15890
CONSTELLATION ENERGY GROUP     COM              210371100      594    18250 SH       DEFINED 01 02    04 05       18250
CONTIFINANCIAL CORP            COM              21075V107        0     2900 SH       DEFINED 01    03 04           2900
CONTINENTAL AIRLINES, INC (CLA COM              210795308     1000    21280 SH       DEFINED 01 02    04 05       21280
CONVERGYS CORP                 COM              212485106       98     1898 SH       DEFINED 01 02 03 04 05        1898
COOPER CAMERON CORP            COM              216640102      435     6594 SH       DEFINED 01 02    04 05        6594
COOPER COS, INC                COM              216648402      106     2902 SH       DEFINED 01 02 03 04 05        2902
COOPER INDUSTRIES, INC         COM              216669101      505    15508 SH       DEFINED 01 02    04 05       15508
COOPER TIRE & RUBBER CO        COM              216831107       91     8183 SH       DEFINED 01 02    04 05        8183
COORS (ADOLPH) CO (CLASS B)    COM              217016104      151     2503 SH       DEFINED 01 02    04 05        2503
COORSTEK, INC                  COM              217020106       10      225 SH       DEFINED 01                     225
COPART, INC                    COM              217204106      113     7060 SH       DEFINED 01 02 03 04 05        7060
COPPER MOUNTAIN NETWORKS, INC  COM              217510106      108     1231 SH       DEFINED 01 02 03 04           1231
COR THERAPEUTICS, INC          COM              217753102      455     5336 SH       DEFINED 01 02 03 04 05        5336
CORINTHIAN COLLEGES, INC       COM              218868107        3      117 SH       DEFINED    02                  117
CORIXA CORP                    COM              21887F100      116     2709 SH       DEFINED 01 02 03 04 05        2709
CORN PRODUCTS INTERNATIONAL, I COM              219023108      151     5715 SH       DEFINED 01 02    04 05        5715
CORNELL COS, INC               COM              219141108        4      536 SH       DEFINED    02 03 04            536
CORNERSTONE REALTY INCOME TRUS COM              21922V102       13     1347 SH       DEFINED 01 02    04 05        1347
CORNING, INC                   COM              219350105    20883    77380 SH       DEFINED 01 02 03 04 05       77380
CORPORATE EXECUTIVE BOARD CO   COM              21988R102       32      532 SH       DEFINED    02 03 04            532
CORUS BANKSHARES, INC          COM              220873103       14      535 SH       DEFINED 01 02    04            535
COST PLUS, INC                 COM              221485105      116     4050 SH       DEFINED 01 02 03 04 05        4050
COSTCO WHOLESALE CORP          COM              22160K105     2555    77421 SH       DEFINED 01 02 03 04 05       77421
COSTAR GROUP, INC              COM              22160N109       36     1424 SH       DEFINED 01 02                 1424
COTELLIGENT, INC               COM              221630106       15     2644 SH       DEFINED 01 02    04           2644
COULTER PHARMACEUTICALS, INC   COM              222116105       66     3223 SH       DEFINED 01 02 03 04 05        3223
COUNTRYWIDE CREDIT INDUSTRIES, COM              222372104      261     8606 SH       DEFINED 01 02    04 05        8606
COUSINS PROPERTIES, INC        COM              222795106      244     6338 SH       DEFINED 01 02 03 04 05        6338
COVAD COMMUNICATIONS GROUP, IN COM              222814204      311    19293 SH       DEFINED 01 02 03 04 05       19293
COVANCE, INC                   COM              222816100       86     9778 SH       DEFINED 01 02 03 04 05        9778
COVENANT TRANSPORT, INC (CLASS COM              22284P105        8     1029 SH       DEFINED 01 02                 1029
COVENTRY HEALTH CARE, INC      COM              222862104       79     5935 SH       DEFINED 01 02    04 05        5935
COX COMMUNICATIONS, INC (CLASS COM              224044107      941    20646 SH       DEFINED 01 02 03 04 05       20646
COX RADIO, INC (CLASS A)       COM              224051102      134     4802 SH       DEFINED 01 02 03 04 05        4802
CRANE CO                       COM              224399105      230     9442 SH       DEFINED 01 02    04 05        9442
CRAWFORD & CO (CLASS B)        COM              224633107       45     4057 SH       DEFINED 01 02 03 04 05        4057
CREDENCE SYSTEMS CORP          COM              225302108      442     8016 SH       DEFINED 01 02 03 04 05        8016
CREDIT ACCEPTANCE CORP         COM              225310101        7     1283 SH       DEFINED 01 02    04           1283
CREDITRUST CORP                COM              225429109        0      117 SH       DEFINED    02    04            117
CREE, INC                      COM              225447101      515     3857 SH       DEFINED 01 02 03 04 05        3857
CRESCENDO PHARMACEUTICALS CORP COM              225637107        3      125 SH       DEFINED 01 02                  125
CRESCENT REAL ESTATE EQUITIES  COM              225756105      240    11720 SH       DEFINED 01 02    04 05       11720
CRESTLINE CAPITAL CORP         COM              226153104       50     2910 SH       DEFINED 01 02 03 04 05        2910
CRITICAL PATH, INC             COM              22674V100      221     3794 SH       DEFINED 01 02 03 04 05        3794
CROMPTON CORP                  COM              227116100      170    13901 SH       DEFINED 01 02 03 04 05       13901
CROSS TIMBERS OIL CO           COM              227573102      186     8387 SH       DEFINED 01 02 03 04 05        8387
CROSSMAN COMMUNITIES, INC      COM              22764E109        9      527 SH       DEFINED 01 02                  527
CROWN AMERICAN REALTY TRUST    COM              228186102       18     3287 SH       DEFINED 01 02    04           3287
CROWN CASTLE INTERNATIONAL COR COM              228227104      347     9519 SH       DEFINED 01 02    04 05        9519
CROWN CORK & SEAL CO, INC      COM              228255105      255    16996 SH       DEFINED 01 02    04 05       16996
CUBIC CORP                     COM              229669106       14      720 SH       DEFINED 01 02                  720
CULLEN FROST BANKERS, INC      COM              229899109      216     8201 SH       DEFINED 01 02    04 05        8201
CUMMINS ENGINE CO, INC         COM              231021106      116     4273 SH       DEFINED 01 02    04 05        4273
CUMULUS MEDIA, INC             COM              231082108       42     4582 SH       DEFINED 01 02 03 04 05        4582
CURTISS WRIGHT CORP            COM              231561101        1       19 SH       DEFINED    02                   19
CYBERIAN OUTPOST, INC          COM              231914102       15     3107 SH       DEFINED 01 02 03 04 05        3107
CYBERCASH, INC                 COM              232462101       20     4279 SH       DEFINED 01 02 03 04 05        4279
CYBERONICS, INC                COM              23251P102       30     2481 SH       DEFINED 01 02 03 04 05        2481
CYBEX COMPUTER PRODUCTS CORP   COM              232522102       77     1815 SH       DEFINED 01 02 03 04 05        1815
CYGNUS, INC                    COM              232560102       61     4312 SH       DEFINED 01 02 03 04 05        4312
CYMER, INC                     COM              232572107      204     4276 SH       DEFINED 01 02 03 04 05        4276
CYPRESS SEMICONDUCTOR CORP     COM              232806109      588    13923 SH       DEFINED 01 02 03 04 05       13923
CYTEC INDUSTRIES, INC          COM              232820100      102     4114 SH       DEFINED 01 02    04 05        4114
CYTYC CORP                     COM              232946103      295     5525 SH       DEFINED 01 02 03 04 05        5525
DQE, INC                       COM              23329J104      144     3643 SH       DEFINED 01 02    04 05        3643
DPL, INC                       COM              233293109      155     7058 SH       DEFINED 01 02    04 05        7058
HORTON (D.R.), INC             COM              23331A109       71     5270 SH       DEFINED 01 02 03 04 05        5270
DSP GROUP, INC                 COM              23332B106      154     2749 SH       DEFINED 01 02 03 04 05        2749
DST SYSTEMS, INC               COM              233326107      401     5274 SH       DEFINED 01 02 03 04 05        5274
DTE ENERGY CO                  COM              233331107     3501   114538 SH       DEFINED 01 02    04 05      114538
DVI, INC                       COM              233343102        2      137 SH       DEFINED    02    04            137
DAIN RAUSCHER CORP             COM              233856103       52      792 SH       DEFINED 01 02    04 05         792
DAISYTEK INTERNATIONAL CORP    COM              234053106       20     2127 SH       DEFINED 01 02 03 04 05        2127
DAL-TILE INTERNATIONAL, INC    COM              23426R108       24     2900 SH       DEFINED    02 03 04 05        2900
DALLAS SEMICONDUCTOR CORP      COM              235204104      317     7767 SH       DEFINED 01 02 03 04 05        7767
DAN RIVER, INC (CLASS A)       COM              235774106        9     1858 SH       DEFINED 01 02    04           1858
DANA CORP                      COM              235811106      508    23991 SH       DEFINED 01 02    04 05       23991
DANAHER CORP                   COM              235851102     1066    21561 SH       DEFINED 01 02 03 04 05       21561
DARDEN RESTAURANTS, INC        COM              237194105      292    17987 SH       DEFINED 01 02    04 05       17987
DATA BROADCASTING CORP         COM              237596101       22     3488 SH       DEFINED 01 02 03 04 05        3488
DATASCOPE CORP                 COM              238113104       39     1089 SH       DEFINED 01 02    04 05        1089
DATASTREAM SYSTEMS, INC        COM              238124101       38     3067 SH       DEFINED 01 02 03 04 05        3067
DAVE & BUSTER'S, INC           COM              23833N104       17     2744 SH       DEFINED 01 02 03 04 05        2744
DAVID'S BRIDAL, INC            COM              238576102        2      131 SH       DEFINED    02                  131
DAY RUNNER, INC                COM              239545205        0       80 SH       DEFINED 01                      80
DEAN FOODS CO                  COM              242361103      152     4787 SH       DEFINED 01 02    04 05        4787
DEB SHOPS, INC                 COM              242728103       11      913 SH       DEFINED    02                  913
DEERE & CO                     COM              244199105     1322    35732 SH       DEFINED 01 02    04 05       35732
DEL MONTE FOODS CO             COM              24522P103       33     4894 SH       DEFINED 01 02 03 04 05        4894
DELCO REMY INTERNATIONAL, INC  COM              246626105       34     4131 SH       DEFINED 01 02 03 04 05        4131
DELHAIZE AMERICA, INC (CLASS B COM              246688204      145     9451 SH       DEFINED 01 02    04 05        9451
DELIA*S, INC                   COM              246885107        0       28 SH       DEFINED    02                   28
DELL COMPUTER CORP             COM              247025109    35780   725577 SH       DEFINED 01 02 03 04 05      725577
DELPHI AUTOMOTIVE SYSTEMS CORP COM              247126105      934    64128 SH       DEFINED 01 02    04 05       64128
DELPHI FINANCIAL GROUP, INC    COM              247131105        7      211 SH       DEFINED    02    04 05         211
DELTA & PINE LAND CO           COM              247357106      131     5240 SH       DEFINED 01 02 03 04 05        5240
DELTA AIRLINES, INC            COM              247361108     1016    20101 SH       DEFINED 01 02    04 05       20101
DELTIC TIMBER CORP             COM              247850100       33     1533 SH       DEFINED 01 02    04 05        1533
DELUXE CORP                    COM              248019101      259    10990 SH       DEFINED 01 02    04 05       10990
DENDRITE INTERNATIONAL, INC    COM              248239105      166     4989 SH       DEFINED 01 02 03 04 05        4989
DENTSPLY INTERNATIONAL, INC    COM              249030107      210     6830 SH       DEFINED 01 02 03 04 05        6830
DEPARTMENT 56, INC             COM              249509100       13     1223 SH       DEFINED 01 02 03 04 05        1223
DETROIT DIESEL CORP            COM              250837101       21     1432 SH       DEFINED 01 02                 1432
DEVELOPERS DIVERSIFIED REALTY  COM              251591103       23     1537 SH       DEFINED 01 02    04 05        1537
DEVON ENERGY CORP (NEW)        COM              25179M103      326     5808 SH       DEFINED 01 02 03 04 05        5808
DEVRY, INC                     COM              251893103      277    10490 SH       DEFINED 01 02 03 04 05       10490
DEXTER CORP                    COM              252165105      157     3269 SH       DEFINED 01 02 03 04 05        3269
DIAGNOSTIC PRODUCTS CORP       COM              252450101       40     1242 SH       DEFINED 01 02    04 05        1242
DIAL CORP                      COM              25247D101      131    12632 SH       DEFINED 01 02 03 04 05       12632
DIAMOND OFFSHORE DRILLING, INC COM              25271C102      159     4534 SH       DEFINED 01 02 03 04 05        4534
DIAMOND TECH PARTNERS, INC (CL COM              252762109      171     1942 SH       DEFINED 01 02 03 04 05        1942
DIEBOLD, INC                   COM              253651103      141     5075 SH       DEFINED 01 02    04 05        5075
DIGITAL MICROWAVE CORP         COM              253859102      372     9769 SH       DEFINED 01 02 03 04 05        9769
DIGITAL RIVER, INC             COM              25388B104       31     4017 SH       DEFINED 01 02 03 04 05        4017
DIME COMMUNITY BANCORP, INC    COM              253922108       36     2193 SH       DEFINED 01 02    04 05        2193
DILLARDS, INC (CLASS A)        COM              254067101      129    10502 SH       DEFINED 01 02    04 05       10502
DIME BANCORP, INC              COM              25429Q102      183    11614 SH       DEFINED 01 02    04 05       11614
DIMON, INC                     COM              254394109        1      568 SH       DEFINED    02    04 05         568
DIONEX CORP                    COM              254546104       84     3133 SH       DEFINED 01 02 03 04 05        3133
DISCOUNT AUTO PARTS, INC       COM              254642101        0       34 SH       DEFINED    02                   34
DISNEY (WALT) CO               COM              254687106    19764   509217 SH       DEFINED 01 02 03 04 05      509217
WALT DISNEY INTERNET GROUP     COM              254687205      107     8974 SH       DEFINED 01 02 03 04 05        8974
DIRECT FOCUS, INC              COM              254931108       21      433 SH       DEFINED 01 02                  433
DOCUMENTUM, INC                COM              256159104      206     2308 SH       DEFINED 01 02 03 04 05        2308
DOLE FOOD, INC                 COM              256605106       82     5843 SH       DEFINED 01 02    04 05        5843
DOLLAR GENERAL CORP            COM              256669102      603    30943 SH       DEFINED 01 02 03 04 05       30943
DOLLAR THRIFTY AUTOMOTIVE GROU COM              256743105       83     4491 SH       DEFINED 01 02    04 05        4491
DOLLAR TREE STORES, INC        COM              256747106      601    15190 SH       DEFINED 01 02 03 04 05       15190
DOMINION RESOURCES, INC        COM              25746U109     1055    24607 SH       DEFINED 01 02    04 05       24607
DONALDSON CO, INC              COM              257651109       62     3147 SH       DEFINED 01 02 03 04 05        3147
DONALDSON, LUFKIN & JENRETTE,  COM              257661108      239     5628 SH       DEFINED 01 02    04 05        5628
DLJ DIRECT                     COM              257661504       12     1617 SH       DEFINED 01 02    04 05        1617
DONNA KARAN INTERNATIONAL, INC COM              257826107        1      150 SH       DEFINED    02    04            150
DONNELLEY (R.R.) & SONS CO     COM              257867101      252    11178 SH       DEFINED 01 02    04 05       11178
DORAL FINANCIAL CORP           COM              25811P100       20     1781 SH       DEFINED 01 02 03 04 05        1781
DOUBLECLICK, INC               COM              258609304      540    14164 SH       DEFINED 01 02 03 04 05       14164
DOVER CORP                     COM              260003108      952    23468 SH       DEFINED 01 02    04 05       23468
DOVER DOWNS ENTERTAINMENT, INC COM              260086103       29     2099 SH       DEFINED 01 02 03 04 05        2099
DOW CHEMICAL CO                COM              260543103     4169   138097 SH       DEFINED 01 02    04 05      138097
DOW JONES & CO, INC            COM              260561105      957    13069 SH       DEFINED 01 02 03 04 05       13069
DOWNEY FINANCIAL CORP          COM              261018105       18      607 SH       DEFINED 01 02    04 05         607
DRESS BARN, INC                COM              261570105        5      215 SH       DEFINED    02    04 05         215
DREYERS GRAND ICE CREAM, INC   COM              261878102       23     1101 SH       DEFINED 01 02 03 04 05        1101
DRIL-QUIP, INC                 COM              262037104       30      635 SH       DEFINED    02 03 04            635
DU PONT (E.I.) DE NEMOURS & CO COM              263534109     8461   193401 SH       DEFINED 01 02 03 04 05      193401
DUANE READE, INC               COM              263578106       57     2226 SH       DEFINED 01 02 03 04 05        2226
DUKE ENERGY CORP               COM              264399106     2349    41671 SH       DEFINED 01 02    04 05       41671
DUKE-WEEKS REALTY CORP         COM              264411505      202     9021 SH       DEFINED 01 02    04 05        9021
DUN & BRADSTREET CORP          COM              26483B106      670    23401 SH       DEFINED 01 02    04 05       23401
DURA AUTOMOTIVE SYSTEMS, INC   COM              265903104        7      613 SH       DEFINED    02 03 04 05         613
DUPONT PHOTOMASKS, INC         COM              26613X101       77     1118 SH       DEFINED 01 02                 1118
DURA PHARMACEUTICALS, INC      COM              26632S109       74     5175 SH       DEFINED 01 02 03 04 05        5175
DURAMED PHARMACEUTICALS, INC   COM              266354109       20     3710 SH       DEFINED 01 02 03 04 05        3710
DYCOM INDUSTRIES, INC          COM              267475101      269     5839 SH       DEFINED 01 02 03 04 05        5839
DYNEGY, INC                    COM              26816Q101      924    13527 SH       DEFINED 01 02 03 04 05       13527
EEX CORP                       COM              26842V207       45     7775 SH       DEFINED 01 02 03 04 05        7775
E4L, INC                       COM              268452109        3     3413 SH       DEFINED 01 02 03 04 05        3413
EGL, INC                       COM              268484102       63     2063 SH       DEFINED 01 02 03 04 05        2063
EMC CORP                       COM              268648102    66096   859087 SH       DEFINED 01 02 03 04 05      859087
ENSCO INTERNATIONAL, INC       COM              26874Q100      659    18404 SH       DEFINED 01 02 03 04 05       18404
EOG RESOURCES, INC             COM              26875P101      318     9502 SH       DEFINED 01 02    04 05        9502
ESS TECHNOLOGY, INC            COM              269151106       52     3598 SH       DEFINED 01 02    04 05        3598
E.SPIRE COMMUNICATIONS, INC    COM              269153102       82    12102 SH       DEFINED 01 02 03 04 05       12102
E-TEK DYNAMICS, INC            COM              269240107     1223     4634 SH       DEFINED 01 02 03 04 05        4634
E'TOWN CORP                    COM              269242103        2       33 SH       DEFINED    02                   33
E TRADE GROUP, INC             COM              269246104      520    31540 SH       DEFINED 01 02 03 04 05       31540
EARTHGRAINS CO                 COM              270319106      131     6728 SH       DEFINED 01 02 03 04 05        6728
EARTHSHELL CORP                COM              27032B100       15     4800 SH       DEFINED 01 02 03 04           4800
EARTHWEB, INC                  COM              27032C108       28     2024 SH       DEFINED 01 02 03              2024
EARTHLINK, INC                 COM              270321102      175    11355 SH       DEFINED 01 02 03 04 05       11355
EAST WEST BANCORP, INC         COM              27579R104       15     1063 SH       DEFINED    02 03 04 05        1063
EASTERN ENTERPRISES CO         COM              27637F100      148     2348 SH       DEFINED 01 02    04 05        2348
EASTGROUP PROPERTIES, INC      COM              277276101       67     3160 SH       DEFINED 01 02    04 05        3160
EASTMAN CHEMICAL CO            COM              277432100      566    11857 SH       DEFINED 01 02    04 05       11857
EASTMAN KODAK CO               COM              277461109     2414    40568 SH       DEFINED 01 02    04 05       40568
EATON CORP                     COM              278058102      691    10310 SH       DEFINED 01 02    04 05       10310
EATON VANCE CORP               COM              278265103      249     5388 SH       DEFINED 01 02 03 04 05        5388
EBAY, INC                      COM              278642103      531     9772 SH       DEFINED 01 02 03 04 05        9772
ECHELON CORP                   COM              27874N105      202     3487 SH       DEFINED 01 02 03 04 05        3487
ECHOSTAR COMMUNICATIONS CORP ( COM              278762109      689    20802 SH       DEFINED 01 02 03 04 05       20802
ECLIPSE SURGICAL TECHNOLOGY, I COM              278849104        3      689 SH       DEFINED    02 03 04 05         689
ECLIPSYS CORP                  COM              278856109       37     4881 SH       DEFINED 01 02 03 04 05        4881
ECOLAB, INC                    COM              278865100      977    25015 SH       DEFINED 01 02 03 04 05       25015
EDISON INTERNATIONAL CO        COM              281020107      983    47959 SH       DEFINED 01 02    04 05       47959
EDUCATION MANAGEMENT CORP      COM              28139T101       87     4790 SH       DEFINED 01 02 03 04 05        4790
J.D. EDWARDS & CO              COM              281667105       44     2893 SH       DEFINED 01 02 03 04 05        2893
EDWARDS LIFESCIENCES CORP      COM              28176E108      274    14804 SH       DEFINED 01 02 03 04 05       14804
EDWARDS (A.G.), INC            COM              281760108      212     5427 SH       DEFINED 01 02    04 05        5427
EFAX.COM, INC                  COM              282012103        3     2832 SH       DEFINED 01 02                 2832
EGGHEAD.COM, INC               COM              282329101       16     5453 SH       DEFINED 01 02 03 04 05        5453
EL PASO ELECTRIC CO            COM              283677854        8      736 SH       DEFINED    02    04 05         736
EL PASO ENERGY CORP            COM              283905107     1500    29451 SH       DEFINED 01 02    04 05       29451
ELAN CORP PLC ADR              ADR              284131208       38      794 SH       DEFINED    02 03    05         794
ELCOR CORP                     COM              284443108      105     4544 SH       DEFINED 01 02 03 04 05        4544
ELECTRIC LIGHTWAVE (CLASS A)   COM              284895109       38     2033 SH       DEFINED 01 02 03              2033
ELECTRO RENT CORP              COM              285218103        3      205 SH       DEFINED    02    04 05         205
ELECTRO SCIENTIFIC INDUSTRIES, COM              285229100      244     5543 SH       DEFINED 01 02 03 04 05        5543
ELECTROGLAS, INC               COM              285324109       61     2846 SH       DEFINED 01 02    04 05        2846
ELECTRONIC ARTS, INC           COM              285512109      614     8422 SH       DEFINED 01 02 03 04 05        8422
ELECTRONIC DATA SYSTEMS CORP   COM              285661104     5357   129862 SH       DEFINED 01 02 03 04 05      129862
ELECTRONICS BOUTIQUE HOLDINGS  COM              286045109        4      221 SH       DEFINED    02                  221
ELECTRONICS FOR IMAGING, INC   COM              286082102      197     7783 SH       DEFINED 01 02 03 04 05        7783
ELOT, INC                      COM              290143106       15     7819 SH       DEFINED 01 02 03 04 05        7819
ELOYALTY CORP                  COM              290151109       83     6540 SH       DEFINED 01 02 03 04 05        6540
EMCOR GROUP, INC               COM              29084Q100        8      332 SH       DEFINED 01 02                  332
EMCORE CORP                    COM              290846104      209     1738 SH       DEFINED 01 02 03 04 05        1738
EMERGE INTERACTIVE, INC        COM              29088W103        4      200 SH       DEFINED 01 02 03 04 05         200
EMERSON ELECTRIC CO            COM              291011104     3885    64346 SH       DEFINED 01 02    04 05       64346
EMMIS COMMUNICATIONS (CLASS A) COM              291525103      246     5950 SH       DEFINED 01 02 03 04 05        5950
EMPIRE DISTRICT ELECTRIC CO    COM              291641108        5      226 SH       DEFINED    02    04 05         226
EMULEX CORP                    COM              292475209      329     5004 SH       DEFINED 01 02 03 04 05        5004
ENCOMPASS SERVICES CORP        COM              29255U104       20     3536 SH       DEFINED 01 02 03 04 05        3536
ENERGEN CORP                   COM              29265N108      105     4801 SH       DEFINED 01 02    04 05        4801
ENERGY EAST CORP               COM              29266M109      139     7266 SH       DEFINED 01 02    04 05        7266
ENERGIZER HOLDINGS, INC        COM              29266R108      123     6745 SH       DEFINED 01 02 03 04 05        6745
ENGELHARD CORP                 COM              292845104      209    12227 SH       DEFINED 01 02    04 05       12227
ENGINEERING ANIMATION, INC     COM              292872108        7      788 SH       DEFINED    02 03 04 05         788
ENESCO GROUP, INC              COM              292973104        5     1151 SH       DEFINED 01 02 03 04 05        1151
ENHANCE FINANCIAL SERVICES GRO COM              293310108       32     2198 SH       DEFINED 01 02    04 05        2198
ENRON CORP                     COM              293561106     8624   133702 SH       DEFINED 01 02 03 04 05      133702
ENTERCOM COMMUNICATIONS CORP   COM              293639100      162     3324 SH       DEFINED 01 02 03 04 05        3324
ENTERGY CORP                   COM              29364G103      953    35051 SH       DEFINED 01 02    04 05       35051
ENTERTAINMENT PROPERTIES TRUST COM              29380T105       43     3108 SH       DEFINED 01 02    04 05        3108
ENTREMED, INC                  COM              29382F103       54     1800 SH       DEFINED 01 02 03 04 05        1800
ENTRUST TECHNOLOGIES, INC      COM              293848107      254     3067 SH       DEFINED 01 02 03 04 05        3067
ENZON, INC                     COM              293904108      235     5530 SH       DEFINED 01 02 03 04 05        5530
ENZO BIOCHEMICAL, INC          COM              294100102      239     3468 SH       DEFINED 01 02 03 04 05        3468
EPICOR SOFTWARE CORP           COM              29426L108       17     6755 SH       DEFINED 01 02 03 04 05        6755
EPRESENCE, INC                 COM              294348107       22     3053 SH       DEFINED 01 02 03 04 05        3053
EQUIFAX, INC                   COM              294429105      743    28320 SH       DEFINED 01 02 03 04 05       28320
EQUITABLE RESOURCES, INC       COM              294549100      353     7312 SH       DEFINED 01 02    04 05        7312
EQUITY INNS, INC               COM              294703103       17     2740 SH       DEFINED 01 02    04 05        2740
EQUITY OFFICE PROPERTIES TRUST COM              294741103      928    33668 SH       DEFINED 01 02    04 05       33668
EQUITY RESIDENTIAL PROPERTIES  COM              29476L107      663    14406 SH       DEFINED 01 02    04 05       14406
ERICSSON TELEFON (LM) SERIES B ADR              294821400     9304   465220 SH       DEFINED    02 03 04 05      465220
ERIE INDEMNITY CO (CLASS A)    COM              29530P102       91     2880 SH       DEFINED 01 02    04 05        2880
ESHARE COMMUNICATIONS, INC     COM              296428105        4      516 SH       DEFINED 01 02                  516
ESSEX PROPERTY TRUST, INC      COM              297178105       10      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      157     6544 SH       DEFINED 01 02 03 04 05        6544
ETHYL CORP                     COM              297659104        2      757 SH       DEFINED    02    04 05         757
ETOYS, INC                     COM              297862104       10     1637 SH       DEFINED 01 02 03 04 05        1637
EVERGREEN RESOURCES, INC       COM              299900308       28      947 SH       DEFINED    02 03 04 05         947
EXAR CORP                      COM              300645108      177     2029 SH       DEFINED 01 02    04 05        2029
EXCALIBUR TECHNOLOGIES CORP    COM              300651205       75     1884 SH       DEFINED 01 02 03 04 05        1884
EXCEL LEGACY CORP     09.0000                   300665AA4        3     3000 PRN      DEFINED 01                    3000
EXCHANGE APPLICATIONS, INC     COM              300867108      122     4572 SH       DEFINED 01 02 03 04 05        4572
EXIDE CORP                     COM              302051107       25     3072 SH       DEFINED 01 02    04 05        3072
EXODUS COMMUNICATIONS, INC     COM              302088109     2765    60034 SH       DEFINED 01 02 03 04 05       60034
EXPEDITORS INTERNATIONAL OF WA COM              302130109      312     6571 SH       DEFINED 01 02 03 04 05        6571
EXPRESS SCRIPTS, INC           COM              302182100      213     3429 SH       DEFINED 01 02 03 04 05        3429
EXTENDED STAY AMERICA, INC     COM              30224P101      121    13057 SH       DEFINED 01 02 03 04 05       13057
EXTREME NETWORKS, INC          COM              30226D106     1375    13036 SH       DEFINED 01 02 03 04 05       13036
EXXON MOBIL CORP               COM              30231G102    44010   560635 SH       DEFINED 01 02    04 05      560635
F & M BANCORP, INC (MARYLAND)  COM              302367107        3      135 SH       DEFINED    02    04            135
F & M NATIONAL CORP            COM              302374103       19      887 SH       DEFINED    02 03 04 05         887
FBL FINANCIAL GROUP, INC (CLAS COM              30239F106       35     2200 SH       DEFINED 01       04 05        2200
FMC CORP                       COM              302491303      114     1968 SH       DEFINED 01 02    04 05        1968
F.N.B. CORP                    COM              302520101        6      269 SH       DEFINED    02    04 05         269
FPIC INSURANCE GROUP, INC      COM              302563101       13      837 SH       DEFINED 01 02 03    05         837
FPL GROUP, INC                 COM              302571104     1039    20990 SH       DEFINED 01 02    04 05       20990
FSI INTERNATIONAL, INC         COM              302633102       60     2782 SH       DEFINED 01 02 03 04 05        2782
F.Y.I., INC                    COM              302712104      104     3087 SH       DEFINED 01 02 03 04 05        3087
FCNB CORP                      COM              302920103        6      340 SH       DEFINED    02    04            340
FACTORY 2-U STORES, INC        COM              303072102       37      991 SH       DEFINED 01 02 03 04 05         991
FACTSET RESEARCH SYSTEMS, INC  COM              303075105      121     4292 SH       DEFINED 01 02 03 04 05        4292
FAIR ISSAC & CO, INC           COM              303250104      107     2438 SH       DEFINED 01 02 03 04           2438
FAIRCHILD CORP (CLASS A)       COM              303698104        5      959 SH       DEFINED 01 02    04 05         959
FAIRFIELD COMMUNITIES, INC     COM              304231301       41     5178 SH       DEFINED 01 02 03 04 05        5178
FAMILY DOLLAR STORES, INC      COM              307000109      400    20433 SH       DEFINED 01 02 03 04 05       20433
FARMER BROTHERS CO             COM              307675108       18      100 SH       DEFINED 01                     100
FARM FAMILY HOLDINGS, INC      COM              307901108       19      621 SH       DEFINED 01 02                  621
FARMERS CAPITAL BANK CORP      COM              309562106       22      724 SH       DEFINED 01 02                  724
FATBRAIN.COM, INC              COM              311889109       22     3312 SH       DEFINED 01 02                 3312
FASTENAL CO                    COM              311900104      145     2874 SH       DEFINED 01 02 03 04 05        2874
FEDDERS CORP                   COM              313135105       29     4913 SH       DEFINED 01 02    04 05        4913
FEDERAL AGRICULTURAL MORTGAGE  COM              313148306       14      929 SH       DEFINED 01 02 03               929
FREDDIE MAC                    COM              313400301     5001   123480 SH       DEFINED 01 02 03 04 05      123480
FEDERAL-MOGUL CORP             COM              313549107       21     2198 SH       DEFINED    02    04 05        2198
FEDERAL NATIONAL MORTGAGE ASSO COM              313586109     8018   153631 SH       DEFINED 01 02 03 04 05      153631
FEDERAL REALTY INVESTMENT TRUS COM              313747206      121     6052 SH       DEFINED 01 02 03 04 05        6052
FEDERAL SIGNAL CORP            COM              313855108       91     5489 SH       DEFINED 01 02 03 04 05        5489
FEDERATED DEPARTMENT STORES, I COM              31410H101     1016    30102 SH       DEFINED 01 02    04 05       30102
FEDERATED INVESTORS, INC       COM              314211103      377    10758 SH       DEFINED 01 02 03 04 05       10758
FEDEX CORP                     COM              31428X106     1447    38090 SH       DEFINED 01 02    04 05       38090
FELCOR LODGING TRUST, INC      COM              31430F101      172     9324 SH       DEFINED 01 02    04 05        9324
FERRO CORP                     COM              315405100       80     3833 SH       DEFINED 01 02 03 04 05        3833
FIDELITY HOLDINGS, INC         COM              31617J306        0       74 SH       DEFINED    02       05          74
FIDELITY NATIONAL FINANCIAL, I COM              316326107       73     3980 SH       DEFINED 01 02    04 05        3980
FIFTH THIRD BANCORP            COM              316773100     2731    43181 SH       DEFINED 01 02 03 04 05       43181
FILENET CORP                   COM              316869106      101     5498 SH       DEFINED 01 02 03 04 05        5498
FINANCIAL FEDERAL CORP         COM              317492106       35     2041 SH       DEFINED 01 02 03 04 05        2041
FINANCIAL SECURITY ASSURANCE H COM              31769P100      165     2173 SH       DEFINED 01 02    04 05        2173
FINET.COM, INC                 COM              317922300        3     5071 SH       DEFINED 01 02 03 04 05        5071
FINISH LINE, INC (CLASS A)     COM              317923100       27     3265 SH       DEFINED 01 02 03 04 05        3265
FINOVA GROUP, INC              COM              317928109       76     5847 SH       DEFINED 01 02    04 05        5847
FIRST AMERICAN CORP            COM              318522307       46     3209 SH       DEFINED 01 02    04 05        3209
FIRST BANCORP (PUERTO RICO)    COM              318672102       41     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        5      315 SH       DEFINED    02    04 05         315
FIRST CITIZENS BANCSHARES, INC COM              31946M103        7      120 SH       DEFINED 01 02                  120
FIRST COMMONWEALTH FINANCIAL C COM              319829107        7      741 SH       DEFINED    02    04 05         741
FIRST CONSULTING GROUP, INC    COM              31986R103       21     3814 SH       DEFINED 01 02 03 04 05        3814
FIRST FEDERAL CAPITAL CORP     COM              319960100        3      258 SH       DEFINED    02    04 05         258
FIRST DATA CORP                COM              319963104     3141    63300 SH       DEFINED 01 02 03 04 05       63300
FIRST FINANCIAL BANKSHARES, IN COM              32020R109        1       38 SH       DEFINED    02                   38
FIRST FINANCIAL BANCORP        COM              320209109       53     2690 SH       DEFINED 01 02 03 04 05        2690
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      214     7243 SH       DEFINED 01 02    04 05        7243
FIRST INDIANA CORP             COM              32054R108       31     1535 SH       DEFINED 01 02                 1535
FIRST MERCHANTS CORP           COM              320817109        3      141 SH       DEFINED    02    04            141
FIRST MIDWEST BANCORP, INC     COM              320867104       15      634 SH       DEFINED    02    04 05         634
FIRST HEALTH GROUP CORP        COM              320960107      173     5262 SH       DEFINED 01 02 03 04 05        5262
FIRST NIAGARA FINANCIAL GROUP, COM              33582U100        1      147 SH       DEFINED    02    04            147
FIRST REPUBLIC BANK            COM              336158100        5      236 SH       DEFINED 01 02    04            236
FIRST SECURITY CORP            COM              336294103      285    21039 SH       DEFINED 01 02    04 05       21039
FIRST SENTINEL BANCORP, INC    COM              33640T103        7      892 SH       DEFINED 01 02    04 05         892
FIRST SOURCE CORP              COM              336901103       10      642 SH       DEFINED    02 03 04 05         642
FIRST TENNESSEE NATIONAL CORP  COM              337162101      173    10454 SH       DEFINED 01 02 03 04 05       10454
FIRST UNION CORP               COM              337358105     3422   137909 SH       DEFINED 01 02    04 05      137909
FIRST UNITED BANCSHARES, INC   COM              33741E104        4      285 SH       DEFINED    02    04 05         285
FIRST VIRGINIA BANKS, INC      COM              337477103      138     3965 SH       DEFINED 01 02    04 05        3965
FIRST WASHINGTON BANCORP, INC  COM              33748T104       23     1683 SH       DEFINED 01 02    04 05        1683
FIRST WASHINGTON REALTY TRUST, COM              337489504        3      131 SH       DEFINED    02       05         131
FIRSTAR CORP                   COM              33763V109     9022   428344 SH       DEFINED 01 02 03 04 05      428344
FISERV, INC                    COM              337738108      836    19331 SH       DEFINED 01 02 03 04 05       19331
FIRSTFED FINANCIAL CORP        COM              337907109       21     1469 SH       DEFINED 01 02    04 05        1469
FIRSTMERIT CORP                COM              337915102       94     4394 SH       DEFINED 01 02    04 05        4394
FLAGSTAR BANCORP, INC          COM              337930101        1      127 SH       DEFINED    02       05         127
FIRSTENERGY CORP               COM              337932107      843    36070 SH       DEFINED 01 02    04 05       36070
FISHER SCIENTIFIC INTERNATIONA COM              338032204       95     3855 SH       DEFINED 01 02 03 04 05        3855
FLAG TELECOM HLDG 11  11.6250                   338347AA5      241   250000 PRN      DEFINED    02               250000
FLEETBOSTON FINANCIAL CORP     COM              339030108     5921   174153 SH       DEFINED 01 02    04 05      174153
FLEETWOOD ENTERPRISES, INC     COM              339099103       92     6455 SH       DEFINED 01 02 03 04 05        6455
FLORIDA EAST COAST INDUSTRIES, COM              340632108      101     2517 SH       DEFINED 01 02    04 05        2517
FLORIDA PROGRESS CORP          COM              341109106      501    10697 SH       DEFINED 01 02    04 05       10697
FLORIDA ROCK INDUSTRIES, INC   COM              341140101       71     1988 SH       DEFINED 01 02 03 04 05        1988
FLOWERS INDUSTRIES, INC        COM              343496105      235    11786 SH       DEFINED 01 02    04 05       11786
FLOWSERVE CORP                 COM              34354P105       96     6341 SH       DEFINED 01 02    04 05        6341
FLUOR CORP                     COM              343861100      409    12931 SH       DEFINED 01 02    04 05       12931
FOOTSTAR, INC                  COM              344912100      102     3073 SH       DEFINED 01 02 03 04 05        3073
FORD MOTOR CO                  COM              345370100     6084   141485 SH       DEFINED 01 02    04 05      141485
FOREST CITY ENTERPRISES, INC ( COM              345550107       65     1959 SH       DEFINED 01 02 03 04 05        1959
FOREST LABORATORIES, INC       COM              345838106     1334    13210 SH       DEFINED 01 02 03 04 05       13210
FOREST OIL CORP                COM              346091606      110     6888 SH       DEFINED 01 02 03 04 05        6888
FORRESTER RESEARCH, INC        COM              346563109       16      221 SH       DEFINED    02                  221
FORT JAMES CORP                COM              347471104     2696   116576 SH       DEFINED 01 02 03 04 05      116576
FORTUNE BRANDS, INC            COM              349631101      549    23785 SH       DEFINED 01 02    04 05       23785
FORWARD AIR CORP               COM              349853101       48     1205 SH       DEFINED 01 02 03 04 05        1205
FOSSIL, INC                    COM              349882100       58     3004 SH       DEFINED 01 02 03 04 05        3004
FOSTER WHEELER CORP            COM              350244109        8      953 SH       DEFINED 01 02    04 05         953
FOUNDATION HEALTH SYSTEMS (CLA COM              350404109      100     7729 SH       DEFINED 01 02    04 05        7729
FOUNDRY NETWORKS, INC          COM              35063R100      764     6912 SH       DEFINED    02 03 04 05        6912
FOX ENTERTAINMENT GROUP, INC   COM              35138T107      611    20125 SH       DEFINED 01 02 03 04 05       20125
FRANCHISE FINANCE CORP OF AMER COM              351807102       38     1652 SH       DEFINED 01 02    04 05        1652
FRANKLIN COVEY CO              COM              353469109        5      749 SH       DEFINED 01 02    04 05         749
FRANKLIN ELECTRIC CO, INC      COM              353514102       15      217 SH       DEFINED    02                  217
FRANKLIN RESOURCES, INC        COM              354613101      967    31830 SH       DEFINED 01 02 03 04 05       31830
FREEPORT-MCMORAN COPPER & GOLD COM              35671D857      244    26426 SH       DEFINED 01 02 03 04 05       26426
FREMONT GENERAL CORP           COM              357288109       10     2427 SH       DEFINED 01 02    04 05        2427
FRIEDE GOLDMAN HALTER, INC     COM              358430106       38     4222 SH       DEFINED 01 02 03 04 05        4222
FRIEDMAN, BILLINGS, RAMSEY GRO COM              358433100       31     3820 SH       DEFINED 01 02 03 04 05        3820
FRITZ COS, INC                 COM              358846103        3      275 SH       DEFINED    02    04 05         275
FRONTIER AIRLINES, INC         COM              359065109       13      929 SH       DEFINED 01 02 03 04 05         929
FRONTIER FINANCIAL CORP        COM              35907K105       46     2507 SH       DEFINED 01 02 03 04 05        2507
FRONTIER INSURANCE GROUP, INC  COM              359081106        3     5414 SH       DEFINED 01 02    04 05        5414
FRONTLINE CAPITAL GROUP, INC   COM              35921N101        1       64 SH       DEFINED 01                      64
FULLER (H.B.) CO               COM              359694106      105     2297 SH       DEFINED 01 02    04 05        2297
FULTON FINANCIAL CORP          COM              360271100      186    10523 SH       DEFINED 01 02    04 05       10523
FURNITURE BRANDS INTERNATIONAL COM              360921100      110     7243 SH       DEFINED 01 02 03 04 05        7243
G & K SERVICES, INC (CLASS A)  COM              361268105       50     1990 SH       DEFINED 01 02 03 04 05        1990
GATX CORP                      COM              361448103      196     5761 SH       DEFINED 01 02    04 05        5761
GBC BANCORP                    COM              361475106       27      940 SH       DEFINED 01 02    04            940
GC COS, INC                    COM              36155Q109       21      921 SH       DEFINED 01 02                  921
GPU, INC                       COM              36225X100     1126    41598 SH       DEFINED 01 02    04 05       41598
GTE CORP                       COM              362320103     7402   118900 SH       DEFINED 01 02    04 05      118900
GABLES RESIDENTIAL TRUST       COM              362418105        8      296 SH       DEFINED    02    04 05         296
GALILEO INTERNATIONAL, INC     COM              363547100      155     7404 SH       DEFINED 01 02 03 04 05        7404
GALLAGHER (ARTHUR J.) & CO     COM              363576109      179     4270 SH       DEFINED 01 02 03 04 05        4270
GANNETT CO, INC                COM              364730101     2378    39750 SH       DEFINED 01 02    04 05       39750
GAP, INC                       COM              364760108     4099   131163 SH       DEFINED 01 02 03 04 05      131163
GARDNER DENVER, INC            COM              365558105       47     2648 SH       DEFINED 01 02    04 05        2648
GARTNER GROUP, INC (CLASS A)   COM              366651107      107     8924 SH       DEFINED 01 02 03 04 05        8924
GARTNER GROUP, INC (CLASS B)   COM              366651206       46     4706 SH       DEFINED 01 02 03 04 05        4706
GATEWAY, INC                   COM              367626108     1987    35022 SH       DEFINED 01 02 03 04 05       35022
GAYLORD ENTERTAINMENT CO       COM              367905106        6      286 SH       DEFINED 01 02    04 05         286
GAYLORD CONTAINER CO           COM              368145108        6     2142 SH       DEFINED    02 03 04 05        2142
GELTEX PHARMACEUTICALS, INC    COM              368538104       29     1398 SH       DEFINED 01 02 03 04 05        1398
GENCORP, INC                   COM              368682100       36     4545 SH       DEFINED 01 02    04 05        4545
GENENTECH, INC                 COM              368710406     1600     9300 SH       DEFINED    02 03 04 05        9300
GENERAL BINDING CORP           COM              369154109        0       22 SH       DEFINED    02                   22
GENERAL CABLE CORP             COM              369300108       27     3366 SH       DEFINED 01 02 03 04 05        3366
GENERAL CHEMICAL GROUP, INC    COM              369332101        0      300 SH       DEFINED             05         300
GENERAL COMMUNICATION, INC (CL COM              369385109       25     4942 SH       DEFINED 01 02    04 05        4942
GENERAL DYNAMICS CORP          COM              369550108     2000    38280 SH       DEFINED 01 02 03 04 05       38280
GENERAL ELECTRIC CO            COM              369604103   140825  2657068 SH       DEFINED 01 02 03 04 05     2657068
GENERAL GROWTH PROPERTIES, INC COM              370021107       82     2579 SH       DEFINED 01 02    04 05        2579
GENERAL MILLS, INC             COM              370334104     1805    47200 SH       DEFINED 01 02 03 04 05       47200
GENERAL MOTORS CORP            COM              370442105     3992    68747 SH       DEFINED 01 02    04 05       68747
GENERAL MOTORS CORP (CLASS H)  COM              370442832    11116   126676 SH       DEFINED 01 02 03 04 05      126676
GENERAL SEMICONDUCTOR, INC     COM              370787103       55     3697 SH       DEFINED 01 02 03 04 05        3697
GENESCO, INC                   COM              371532102      349    21735 SH       DEFINED 01 02 03 04 05       21735
GENTEX CORP                    COM              371901109      284    11321 SH       DEFINED 01 02 03 04 05       11321
GENLYTE GROUP, INC             COM              372302109        4      189 SH       DEFINED    02    04 05         189
GENRAD, INC                    COM              372447102       36     3968 SH       DEFINED 01 02 03 04 05        3968
GENTEK, INC                    COM              37245X104        3      311 SH       DEFINED    02    04 05         311
GEON CO                        COM              37246W105       66     3579 SH       DEFINED 01 02    04 05        3579
GENUINE PARTS CO               COM              372460105      500    24985 SH       DEFINED 01 02    04 05       24985
GENTIVA HEALTH SERVICES, INC   COM              37247A102        2      228 SH       DEFINED 01 02    04 05         228
GENZYME CORP (GENERAL DIVISION COM              372917104      471     7928 SH       DEFINED 01 02 03 04 05        7928
GENZYME CORP (TISSUE REPAIR DI COM              372917401        0       60 SH       DEFINED 01                      60
GENZYME-MOLECULAR ONCOLOGY     COM              372917500        6      402 SH       DEFINED 01 02    04            402
GENZYME SURGICAL PRODUCTS      COM              372917609        4      366 SH       DEFINED 01 02 03 04 05         366
GEORGIA GULF CORP              COM              373200203       91     4367 SH       DEFINED 01 02 03 04 05        4367
GEORGIA-PACIFIC CORP (PACKING  COM              373298108      471    17945 SH       DEFINED 01 02    04 05       17945
GEORGIA-PACIFIC CORP (TIMBER G COM              373298702       98     4534 SH       DEFINED 01 02    04 05        4534
GERBER SCIENTIFIC, INC         COM              373730100       51     4444 SH       DEFINED 01 02 03 04 05        4444
GETTY IMAGES, INC              COM              374276103      181     4883 SH       DEFINED 01 02 03 04 05        4883
GETTY REALTY HOLDINGS CORP     COM              374297109        4      329 SH       DEFINED    02 03               329
GIBRALTAR STEEL CORP           COM              37476F103       14     1028 SH       DEFINED 01 02                 1028
GILEAD SCIENCES, INC           COM              375558103      427     5998 SH       DEFINED 01 02 03 04 05        5998
GILLETTE CO                    COM              375766102    11781   337190 SH       DEFINED 01 02 03 04 05      337190
GLACIER BANCORP, INC           COM              37637Q105        3      256 SH       DEFINED    02                  256
GLATFELTER (P.H.) CO           COM              377316104       47     4588 SH       DEFINED 01 02    04 05        4588
GLAXO WELLCOME PLC (SPONS ADR) ADR              37733W105     5729    99100 SH       DEFINED    02 03 04 05       99100
GLENAYRE TECHNOLOGIES, INC     COM              377899109       56     5309 SH       DEFINED 01 02    04 05        5309
GLENBOROUGH REALTY TRUST, INC  COM              37803P105       23     1326 SH       DEFINED 01 02    04 05        1326
GLIATECH, INC                  COM              37929C103       45     2236 SH       DEFINED 01 02 03              2236
GLIMCHER REALTY TRUST          COM              379302102       37     2572 SH       DEFINED 01 02    04 05        2572
GLOBAL INDUSTRIES LTD          COM              379336100      154     8133 SH       DEFINED 01 02 03 04 05        8133
GLOBAL IMAGING SYSTEMS, INC    COM              37934A100       32     3025 SH       DEFINED 01 02       05        3025
GLOBAL MARINE, INC             COM              379352404      452    16025 SH       DEFINED 01 02 03 04 05       16025
GLOBAL TELESYSTEMS, INC        COM              37936U104      345    28570 SH       DEFINED 01 02 03 04 05       28570
GLOBAL SPORTS, INC             COM              37937A107        8     1319 SH       DEFINED 01 02                 1319
GLOBIX CORP                    COM              37957F101       72     2471 SH       DEFINED 01 02 03 04 05        2471
GOLD BANC CORP, INC            COM              379907108        1      200 SH       DEFINED 01                     200
GOLDEN STATE BANCORP, INC      COM              381197102      205    11397 SH       DEFINED 01 02    04 05       11397
GOLDEN WEST FINANCIAL CORP     COM              381317106      770    18875 SH       DEFINED 01 02    04 05       18875
THE GOLDMAN SACHS GROUP, INC   COM              38141G104      504     5317 SH       DEFINED 01 02    04 05        5317
GOLF TRUST OF AMERICA, INC     COM              38168B103        0       29 SH       DEFINED    02                   29
GOODRICH (B.F.) CO             COM              382388106      354    10391 SH       DEFINED 01 02    04 05       10391
GOODYEAR TIRE & RUBBER CO      COM              382550101      464    23209 SH       DEFINED 01 02    04 05       23209
GOODY'S FAMILY CLOTHING, INC   COM              382588101        3      571 SH       DEFINED 01 02    04            571
GO2NET, INC                    COM              383486107      188     3736 SH       DEFINED 01 02 03 04 05        3736
GRACE W.R. & CO                COM              38388F108      150    12405 SH       DEFINED 01 02 03 04 05       12405
GRACO, INC                     COM              384109104      122     3765 SH       DEFINED 01 02 03 04 05        3765
GRAINGER (W.W.), INC           COM              384802104      271     8808 SH       DEFINED 01 02    04 05        8808
GRAND UNION CO                 COM              386532402        1     1513 SH       DEFINED    02 03 04 05        1513
GRANITE CONSTRUCTION, INC      COM              387328107       17      688 SH       DEFINED 01 02    04 05         688
GRANT PRIDECO, INC             COM              38821G101      224     8974 SH       DEFINED 01 02 03 04 05        8974
GRAPHIC PACKAGING INTERNATIONA COM              388690109        3     1453 SH       DEFINED 01 02    04           1453
GRAY COMMUNICATIONS SYSTEMS, I COM              389190109        2      193 SH       DEFINED    02    04 05         193
GREAT AMERICAN FINANCIAL RESOU COM              389915109        6      330 SH       DEFINED 01 02                  330
GREAT ATLANTIC & PACIFIC TEA C COM              390064103      101     6069 SH       DEFINED 01 02    04 05        6069
GREAT LAKES CHEMICAL CORP      COM              390568103      192     6110 SH       DEFINED 01 02    04 05        6110
GREAT LAKES REIT, INC          COM              390752103       49     2862 SH       DEFINED 01 02    04 05        2862
GREAT SOUTHERN BANCORP         COM              390905107        4      225 SH       DEFINED    02 03               225
GREAT PLAINS SOFTWARE, INC     COM              39119E105       44     2238 SH       DEFINED 01 02 03 04 05        2238
GREATER BAY BANCORP            COM              391648102       47      999 SH       DEFINED 01 02 03 04 05         999
GREENPOINT FINANCIAL CORP      COM              395384100      158     8441 SH       DEFINED 01 02    04 05        8441
GREIF BROTHERS CORP (CLASS A)  COM              397624107       17      548 SH       DEFINED 01 02    04 05         548
GREY WOLF, INC                 COM              397888108      120    23963 SH       DEFINED 01 02 03 04 05       23963
GRIFFON CORP                   COM              398433102        2      423 SH       DEFINED    02    04 05         423
GROUP 1 AUTOMOTIVE, INC        COM              398905109       13     1059 SH       DEFINED    02 03 04 05        1059
GTECH HOLDINGS CORP            COM              400518106      156     6892 SH       DEFINED 01 02 03 04 05        6892
GUESS ?, INC                   COM              401617105        5      328 SH       DEFINED    02 03               328
GUIDANT CORP                   COM              401698105     3924    79265 SH       DEFINED 01 02 03 04 05       79265
GUILFORD MILLS, INC            COM              401794102        1      160 SH       DEFINED    02    04            160
GUILFORD PHARMACEUTICALS, INC  COM              401829106     1054    69981 SH       DEFINED 01 02 03 04 05       69981
GUITAR CENTER, INC             COM              402040109       29     2733 SH       DEFINED 01 02 03 04 05        2733
GYMBOREE CORP                  COM              403777105        2      680 SH       DEFINED 01 02    04            680
COLUMBIA/HCA HEALTHCARE CORP   COM              404119109     2393    78777 SH       DEFINED 01 02    04 05       78777
HCC INSURANCE HOLDINGS, INC    COM              404132102       32     1694 SH       DEFINED 01 02    04 05        1694
HNC SOFTWARE, INC              COM              40425P107      213     3453 SH       DEFINED 01 02 03 04 05        3453
HRPT PROPERTIES TRUST          COM              40426W101       38     6262 SH       DEFINED 01 02    04 05        6262
HSB GROUP, INC                 COM              40428N109      102     3282 SH       DEFINED 01 02 03 04 05        3282
HS RESOURCES, INC              COM              404297103       71     2363 SH       DEFINED 01 02    04 05        2363
HA-LO INDUSTRIES, INC          COM              404429102       33     5907 SH       DEFINED 01 02 03 04 05        5907
HAEMONETICS CORP               COM              405024100       49     2347 SH       DEFINED 01 02 03 04 05        2347
HAIN CELESTIAL GROUP, INC      COM              405217100      117     3183 SH       DEFINED 01 02 03 04 05        3183
HALLIBURTON CO                 COM              406216101     3467    73473 SH       DEFINED 01 02 03 04 05       73473
HAMILTON BANCORP, INC          COM              407013101       34     1932 SH       DEFINED 01 02                 1932
HANCOCK HOLDINGS CO            COM              410120109       39     1135 SH       DEFINED 01 02    04           1135
JOHN HANCOCK FINANCIAL SERVICE COM              41014S106     2542   107295 SH       DEFINED    02    04 05      107295
HANDLEMAN CO                   COM              410252100       48     3805 SH       DEFINED 01 02    04 05        3805
HANGER ORTHOPEDIC GROUP, INC   COM              41043F208       27     5372 SH       DEFINED 01 02 03 04 05        5372
HANNA (M.A.) CO                COM              410522106       60     6719 SH       DEFINED 01 02    04 05        6719
HANNAFORD BROTHERS, INC        COM              410550107      210     2918 SH       DEFINED 01 02    04 05        2918
HANOVER COMPRESSOR CO          COM              410768105      256     6736 SH       DEFINED 01 02 03 04 05        6736
HANOVER DIRECT, INC            COM              410783104       35    22343 SH       DEFINED 01 02 03 04 05       22343
HARBOR FLORIDA BANCSHARES, INC COM              411901101        2      148 SH       DEFINED    02    04            148
HARKEN ENERGY CORP             COM              412552101       10    15584 SH       DEFINED 01 02    04 05       15584
HARLAND (JOHN H.) CO           COM              412693103       50     3314 SH       DEFINED 01 02 03 04 05        3314
HARLEY DAVIDSON, INC           COM              412822108     6453   167614 SH       DEFINED 01 02 03 04 05      167614
HARLEYSVILLE GROUP, INC        COM              412824104       16      950 SH       DEFINED 01 02    04 05         950
HARLEYSVILLE NATIONAL CORP     COM              412850109        1       30 SH       DEFINED    02                   30
HARMAN INTERNATIONAL INDUSTRIE COM              413086109      131     2154 SH       DEFINED 01 02    04 05        2154
HARMON INDUSTRIES, INC         COM              413136102        7      538 SH       DEFINED    02 03 04            538
HARMONIC, INC                  COM              413160102      205     8263 SH       DEFINED 01 02 03 04 05        8263
HARRAH'S ENTERTAINMENT, INC    COM              413619107      326    15552 SH       DEFINED 01 02    04 05       15552
HARRIS CORP                    COM              413875105      320     9781 SH       DEFINED 01 02    04 05        9781
HARRIS FINANCIAL, INC          COM              414541102        8     1233 SH       DEFINED 01 02                 1233
HARSCO CORP                    COM              415864107      115     4495 SH       DEFINED 01 02    04 05        4495
HARTE-HANKS, INC               COM              416196103      136     5429 SH       DEFINED 01 02 03 04 05        5429
HARTFORD FINANCIAL SERVICES GR COM              416515104     1658    29635 SH       DEFINED 01 02    04 05       29635
HASBRO, INC                    COM              418056107      478    31760 SH       DEFINED 01 02    04 05       31760
HAVERTY FURNITURE COS, INC     COM              419596101       31     3668 SH       DEFINED 01 02    04 05        3668
HAWAIIAN ELECTRIC INDUSTRIES,  COM              419870100       66     2021 SH       DEFINED 01 02    04 05        2021
HAYES LEMMERZ INTERNATIONAL, I COM              420781106       47     3881 SH       DEFINED 01 02 03 04 05        3881
HEARME.COM                     COM              421903105       12     2682 SH       DEFINED 01 02 03 04 05        2682
HEALTH CARE PROPERTY INVESTORS COM              421915109       87     3188 SH       DEFINED 01 02 03 04 05        3188
HEALTHSOUTH CORP 3.2  03.2500                   421924AF8      393   500000 PRN      DEFINED    02               500000
HEALTHSOUTH CORP               COM              421924101      377    52392 SH       DEFINED 01 02 03 04 05       52392
HEALTH MANAGEMENT ASSOCIATES,  COM              421933102     2155   164941 SH       DEFINED 01 02 03 04 05      164941
HEALTHCARE REALTY TRUST, INC   COM              421946104       17      993 SH       DEFINED 01 02    04 05         993
HEALTH CARE REIT, INC          COM              42217K106       20     1208 SH       DEFINED 01 02    04 05        1208
HEALTHAXIS, INC                COM              42219D100       15     3937 SH       DEFINED 01 02 03              3937
HEALTHEON/WEBMD CORP           COM              422209106      101     6785 SH       DEFINED 01 02 03 04 05        6785
HEARST-ARGYLE TELEVISION, INC  COM              422317107       91     4681 SH       DEFINED 01 02 03 04 05        4681
HEARTLAND EXPRESS, INC         COM              422347104       10      626 SH       DEFINED    02 03 04 05         626
HEICO CORP                     COM              422806109        3      219 SH       DEFINED    02                  219
HEIDRICK & STRUGGLES INTERNATI COM              422819102       64     1007 SH       DEFINED 01 02 03 04 05        1007
HEILIG MEYERS CO               COM              422893107        7     5845 SH       DEFINED 01 02    04 05        5845
HEINZ (H.J.) CO                COM              423074103     2341    53501 SH       DEFINED 01 02 03 04 05       53501
HELIX TECHNOLOGY CORP          COM              423319102      165     4234 SH       DEFINED 01 02 03 04 05        4234
HELLER FINANCIAL, INC          COM              423328103       56     2727 SH       DEFINED 01 02    04 05        2727
HELMERICH & PAYNE, INC         COM              423452101      238     6371 SH       DEFINED 01 02    04 05        6371
HEMISPHERX BIOPHARMA, INC      COM              42366C103       20     3639 SH       DEFINED 01 02 03 04 05        3639
JACK HENRY & ASSOCIATES, INC   COM              426281101      218     4349 SH       DEFINED 01 02 03 04 05        4349
HERBALIFE INTERNATIONAL, INC ( COM              426908208        0       33 SH       DEFINED 01                      33
HERBALIFE INTERNATIONAL, INC ( COM              426908307       22     2767 SH       DEFINED 01 02    04 05        2767
HERCULES, INC                  COM              427056106      104     7424 SH       DEFINED 01 02    04 05        7424
HERSHEY FOODS CORP             COM              427866108      872    17984 SH       DEFINED 01 02 03 04 05       17984
HERTZ CORP (CLASS A)           COM              428040109       61     2178 SH       DEFINED 01 02 03 04 05        2178
HESKA CORP                     COM              42805E108        1      300 SH       DEFINED 01                     300
HEWLETT-PACKARD CO             COM              428236103    22850   182983 SH       DEFINED 01 02 03 04 05      182983
HEXCEL CORP                    COM              428291108       18     1856 SH       DEFINED 01 02    04           1856
HI/FN, INC                     COM              428358105       37      826 SH       DEFINED 01 02                  826
HIBERNIA CORP (CLASS A)        COM              428656102      180    16537 SH       DEFINED 01 02    04 05       16537
HIGHWOODS PROPERTIES, INC      COM              431284108       76     3155 SH       DEFINED 01 02    04 05        3155
HILB, ROGAL & HAMILTON CO      COM              431294107       38     1096 SH       DEFINED    02 03 04 05        1096
HILLENBRAND INDUSTRIES, INC    COM              431573104      118     3755 SH       DEFINED 01 02    04 05        3755
HILTON HOTELS CORP             COM              432848109      313    33368 SH       DEFINED 01 02 03 04 05       33368
HINES HORTICULTURE, INC        COM              433245107        8     1211 SH       DEFINED    02 03 04 05        1211
HISPANIC BROADCASTING CORP     COM              43357B104      398    12022 SH       DEFINED 01 02 03 04 05       12022
HOLLINGER INTERNATIONAL, INC   COM              435569108        0       27 SH       DEFINED    02                   27
HOLLYWOOD ENTERTAINMENT CORP   COM              436141105       50     6297 SH       DEFINED 01 02 03 04 05        6297
HOME DEPOT, INC                COM              437076102    25470   510044 SH       DEFINED 01 02 03 04 05      510044
HOME PROPERTIES OF NEW YORK, I COM              437306103        8      273 SH       DEFINED    02    04 05         273
HOMEBASE, INC                  COM              43738E108        9     5526 SH       DEFINED 01 02    04           5526
HOMESTAKE MINING CO            COM              437614100      123    17943 SH       DEFINED 01 02    04 05       17943
HON INDUSTRIES, INC            COM              438092108      156     6642 SH       DEFINED 01 02    04 05        6642
HONEYWELL INTERNATIONAL, INC   COM              438516106     8192   243180 SH       DEFINED 01 02 03 04 05      243180
HOOPER HOLMES, INC             COM              439104100       85    10662 SH       DEFINED 01 02 03 04 05       10662
HORACE MANN EDUCATORS CORP     COM              440327104       42     2800 SH       DEFINED 01 02    04 05        2800
HORMEL FOODS CORP              COM              440452100      193    11491 SH       DEFINED 01 02    04 05       11491
HOSPITALITY PROPERTIES TRUST   COM              44106M102       43     1890 SH       DEFINED 01 02    04 05        1890
HOST MARRIOTT CORP (NEW)       COM              44107P104      139    14812 SH       DEFINED 01 02    04 05       14812
HOUGHTON MIFFLIN CO            COM              441560109       94     2003 SH       DEFINED 01 02 03 04 05        2003
HOUSEHOLD INTERNATIONAL, INC   COM              441815107     2799    67349 SH       DEFINED 01 02 03 04 05       67349
HOUSTON EXPLORATION CO         COM              442120101       18      731 SH       DEFINED 01 02    04 05         731
HUB GROUP, INC (CLASS A)       COM              443320106        0       24 SH       DEFINED    02                   24
HUBBELL, INC (CLASS B)         COM              443510201       96     3775 SH       DEFINED 01 02    04 05        3775
HUDSON RIVER BANCORP, INC      COM              444128102        9      719 SH       DEFINED    02    04 05         719
HUDSON UNITED BANCORP          COM              444165104      220     9806 SH       DEFINED 01 02 03 04 05        9806
HUGHES SUPPLY, INC             COM              444482103        6      288 SH       DEFINED    02    04 05         288
HUMANA, INC                    COM              444859102       99    20374 SH       DEFINED 01 02    04 05       20374
HUMAN GENOME SCIENCES, INC     COM              444903108     1101     8256 SH       DEFINED 01 02 03 04 05        8256
HUNT (J.B.) TRANSPORT SERVICES COM              445658107       55     3580 SH       DEFINED 01 02    04 05        3580
HUNTINGTON BANCSHARES, INC     COM              446150104      413    26121 SH       DEFINED 01 02    04 05       26121
HUTCHINSON TECHNOLOGY, INC     COM              448407106       33     2332 SH       DEFINED 01 02 03 04 05        2332
HUTTIG BUILDING PRODUCTS, INC  COM              448451104        0      110 SH       DEFINED          04 05         110
ICN PHARMACEUTICALS, INC       COM              448924100      231     8304 SH       DEFINED 01 02 03 04 05        8304
IDT CORP                       COM              448947101      115     3397 SH       DEFINED 01 02 03 04 05        3397
HYPERCOM CORP                  COM              44913M105       20     1389 SH       DEFINED 01 02    04 05        1389
HYPERION SOLUTIONS CORP        COM              44914M104      137     4216 SH       DEFINED 01 02 03 04 05        4216
IBP, INC                       COM              449223106       31     2038 SH       DEFINED 01 02    04 05        2038
ICG COMMUNICATIONS, INC        COM              449246107      180     8167 SH       DEFINED 01 02 03 04 05        8167
ICICI LTD (SPONS ADR)          ADR              44926P202     1112    59299 SH       DEFINED    02    04 05       59299
ICOS CORP                      COM              449295104      288     6541 SH       DEFINED 01 02 03 04 05        6541
IDEC PHARMACEUTICALS CORP      COM              449370105      753     6416 SH       DEFINED 01 02 03 04 05        6416
IDG BOOKS WORLDWIDE, INC       COM              449384106        0       12 SH       DEFINED    02                   12
IDX SYSTEMS CORP               COM              449491109       17     1203 SH       DEFINED 01 02 03 04 05        1203
IGEN INTERNATIONAL, INC        COM              449536101       24     1437 SH       DEFINED 01 02 03 04           1437
IHOP CORP (NEW)                COM              449623107       66     3926 SH       DEFINED 01 02 03 04 05        3926
IMC GLOBAL, INC                COM              449669100      111     8534 SH       DEFINED 01 02    04 05        8534
IMCO RECYCLING, INC            COM              449681105       13     2355 SH       DEFINED 01 02    04 05        2355
IMS HEALTH, INC                COM              449934108     1184    65798 SH       DEFINED 01 02 03 04 05       65798
IRT PROPERTY CO                COM              450058102       19     2241 SH       DEFINED 01 02    04 05        2241
INTERNET SECURITY SYSTEMS, INC COM              450306105      460     4659 SH       DEFINED 01 02 03 04 05        4659
ITC DELTACOM, INC              COM              45031T104      156     6976 SH       DEFINED 01 02 03 04 05        6976
ISTAR FINANCIAL, INC           COM              45031U101      242    11549 SH       DEFINED 01 02 03 04 05       11549
ITT EDUCATIONAL SERVICES, INC  COM              45068B109       44     2507 SH       DEFINED 01 02 03 04 05        2507
ITT INDUSTRIES, INC            COM              450911102      369    12156 SH       DEFINED 01 02    04 05       12156
IDACORP, INC                   COM              451107106      260     8056 SH       DEFINED 01 02    04 05        8056
IDEAMALL, INC                  COM              451662100        1      219 SH       DEFINED    02                  219
IDEX CORP                      COM              45167R104      100     3162 SH       DEFINED 01 02 03 04 05        3162
IDEXX LABORATORIES, INC        COM              45168D104      115     5029 SH       DEFINED 01 02 03 04 05        5029
IGATE CAPITAL CORP             COM              45169U105       77     5619 SH       DEFINED 01 02 03 04 05        5619
IKON OFFICE SOLUTIONS, INC     COM              451713101       81    20878 SH       DEFINED 01 02 03 04 05       20878
IDENTIX, INC                   COM              451906101       41     2636 SH       DEFINED 01 02 03 04 05        2636
ILLINOIS TOOL WORKS, INC       COM              452308109     2830    49653 SH       DEFINED 01 02 03 04 05       49653
IMATION CORP                   COM              45245A107       84     2873 SH       DEFINED 01 02    04 05        2873
IMCLONE SYSTEMS, INC           COM              45245W109      350     4578 SH       DEFINED 01 02 03 04 05        4578
IMMUNEX CORP                   COM              452528102     1756    35523 SH       DEFINED 01 02 03 04 05       35523
IMPATH, INC                    COM              45255G101       34      630 SH       DEFINED 01 02 03               630
IMPERIAL BANCORP               COM              452556103      104     6674 SH       DEFINED 01 02 03 04 05        6674
IMPERIAL CREDIT INDUSTRIES, IN COM              452729106        3      697 SH       DEFINED 01 02    04            697
IMPERIAL PARKING CORP          COM              453077109        0       24 SH       DEFINED 01                      24
IMPERIAL SUGAR CO              COM              453096109        1      519 SH       DEFINED    02    04 05         519
IMRGLOBAL CORP                 COM              45321W106       40     3095 SH       DEFINED 01 02 03 04 05        3095
INCO LTD CO (U.S.)             COM              453258402      108     7056 SH       DEFINED    02    04 05        7056
INCTYE GENOMICS                COM              45337C102      325     3953 SH       DEFINED 01 02 03 04 05        3953
INDEPENDENCE COMMUNITY BANK CO COM              453414104      130     9839 SH       DEFINED 01 02    04 05        9839
INDEPENDENT BANK CORP          COM              453836108       28     2489 SH       DEFINED 01 02    04           2489
INDUSTRI-MATEMATIK INTERNATION COM              455792101        1      100 SH       DEFINED 01                     100
INDYMAC BANCORP, INC           COM              456607100       97     7137 SH       DEFINED 01 02    04 05        7137
INFINEON TECHNOLOGIES AG. ADR  ADR              45662N103     1045    13190 SH       DEFINED    02 03 04 05       13190
INFINITY BROADCASTING CORP (CL COM              45662S102     4703   129059 SH       DEFINED 01 02 03 04 05      129059
INET TECHNOLOGIES, INC         COM              45662V105       61     1122 SH       DEFINED 01 02                 1122
INFOCURE CORP                  COM              45665A108       30     5382 SH       DEFINED 01 02 03 04 05        5382
INFOCUS CORP                   COM              45665B106      106     3285 SH       DEFINED 01 02    04 05        3285
INFOGRAMES, INC                COM              45665T107        5      599 SH       DEFINED 01 02 03 04 05         599
INFORMATICA CORP               COM              45666Q102      215     2625 SH       DEFINED 01 02 03 04 05        2625
INFORMATION HOLDINGS, INC      COM              456727106        8      217 SH       DEFINED    02                  217
INFORMIX CORP                  COM              456779107      382    51413 SH       DEFINED 01 02 03 04 05       51413
INFOSPACE.COM, INC             COM              45678T102     1018    18434 SH       DEFINED 01 02 03 04 05       18434
INFOUSA, INC                   COM              456818301       33     5016 SH       DEFINED 01 02 03 04 05        5016
INGERSOLL-RAND CO              COM              456866102     1005    24975 SH       DEFINED 01 02    04 05       24975
INFORMATION RESOURCES, INC     COM              456905108        2      406 SH       DEFINED    02    04 05         406
INGLES MARKETS, INC (CLASS A)  COM              457030104        1      136 SH       DEFINED    02    04            136
INGRAM MICRO, INC (CLASS A)    COM              457153104       63     3621 SH       DEFINED 01 02 03 04 05        3621
INHALE THERAPEUTIC SYSTEMS     COM              457191104      223     2200 SH       DEFINED 01 02 03 04 05        2200
INKTOMI CORP                   COM              457277101     1395    11800 SH       DEFINED 01 02 03 04 05       11800
INNKEEPERS U.S.A. TRUST        COM              4576J0104       51     5631 SH       DEFINED 01 02    04 05        5631
INNOVEX, INC                   COM              457647105       13     1356 SH       DEFINED 01 02    04 05        1356
INSIGHT ENTERPRISES, INC       COM              45765U103      234     3950 SH       DEFINED 01 02 03 04 05        3950
INPUT/OUTPUT, INC              COM              457652105       32     3770 SH       DEFINED 01 02    04 05        3770
INSITUFORM TECHNOLOGIES, INC ( COM              457667103      146     5396 SH       DEFINED 01 02 03 04 05        5396
INSIGNIA FINANCIAL GROUP, INC  COM              45767A105       19     1930 SH       DEFINED 01 02 03 04 05        1930
INSPIRE INSURANCE SOLUTIONS, I COM              457732105        2      794 SH       DEFINED 01 02 03 04            794
INTEGRATED ELECTRICAL SERVICES COM              45811E103        8     1466 SH       DEFINED    02 03 04 05        1466
INTEGRATED DEVICE TECHNOLOGY,  COM              458118106      462     7723 SH       DEFINED 01 02    04 05        7723
INTEGRA BANK CORP              COM              45814P105        4      230 SH       DEFINED    02    04 05         230
INTEL CORP                     COM              458140100   143573  1073947 SH       DEFINED 01 02 03 04 05     1073947
INTER-TEL, INC                 COM              458372109       59     3702 SH       DEFINED 01 02 03 04 05        3702
INTERACT COMMERCE CORP         COM              45839Y107       11      913 SH       DEFINED 01 02                  913
INTERDIGITAL COMMUNICATIONS CO COM              45866A105      122     7378 SH       DEFINED 01 02 03 04 05        7378
INTERFACE, INC (CLASS A)       COM              458665106       15     3901 SH       DEFINED 01 02    04 05        3901
SPHERION CORP                  COM              45868P100       75     4252 SH       DEFINED 01 02 03 04 05        4252
INTERGRAPH CORP                COM              458683109       47     6263 SH       DEFINED 01 02    04 05        6263
INTERLOGIX, INC                COM              458763109        4      290 SH       DEFINED 01 02                  290
INTERMEDIA COMMUNICATIONS, INC COM              458801107      273     9174 SH       DEFINED 01 02 03 04 05        9174
INTERMET CORP                  COM              45881K104       12     1766 SH       DEFINED 01 02    04 05        1766
INTERNATIONAL BANCSHARES CORP  COM              459044103       16      488 SH       DEFINED 01 02    04 05         488
INTERNATIONAL BUSINESS MACHINE COM              459200101    54222   494898 SH       DEFINED 01 02 03 04 05      494898
INTERNATIONAL FIBERCOM, INC    COM              45950T101       87     3422 SH       DEFINED 01 02 03 04 05        3422
INT'L FLAVORS & FRAGRANCES, IN COM              459506101      409    13561 SH       DEFINED 01 02    04 05       13561
INTERNATIONAL HOME FOODS, INC  COM              459655106      108     5142 SH       DEFINED 01 02 03 04 05        5142
INTERNATIONAL GAME TECHNOLOGY  COM              459902102      152     5734 SH       DEFINED 01 02 03 04 05        5734
INTERNATIONAL MULTIFOODS CORP  COM              460043102       88     5064 SH       DEFINED 01 02    04 05        5064
INTERNATIONAL PAPER CO         COM              460146103     1868    62662 SH       DEFINED 01 02    04 05       62662
INTERNATIONAL RECTIFIER CORP   COM              460254105      236     4217 SH       DEFINED 01 02 03 04 05        4217
INTERNATIONAL SPEEDWAY CORP (C COM              460335201      152     3680 SH       DEFINED 01 02 03 04 05        3680
INTERNATIONAL SPECIALTY PRODUC COM              460337108       13     2256 SH       DEFINED 01 02    04           2256
INTERNEURON PHARMACEUTICALS, I COM              460573108        0      200 SH       DEFINED 01                     200
INTERNET CAPITAL GROUP, INC    COM              46059C106        4      120 SH       DEFINED 01    03    05         120
INTERPOOL, INC                 COM              46062R108       10     1049 SH       DEFINED 01 02    04 05        1049
INTERPUBLIC GROUP OF COS, INC  COM              460690100     7900   183725 SH       DEFINED 01 02 03 04 05      183725
INTERSTATE BAKERIES CORP       COM              46072H108       41     2897 SH       DEFINED 01 02    04 05        2897
INTERSTATE HOTELS CORP         COM              46088R108        0       65 SH       DEFINED 01                      65
INTERWEST BANCORP, INC         COM              460931108        7      466 SH       DEFINED 01 02    04 05         466
INTERTAN, INC                  COM              461120107       34     2858 SH       DEFINED 01 02 03 04 05        2858
INTERVOICE-BRITE, INC          COM              461142101       38     5801 SH       DEFINED 01 02 03 04 05        5801
INTIMATE BRANDS, INC (CLASS A) COM              461156101      221    11190 SH       DEFINED 01 02 03 04 05       11190
INTRAWARE, INC                 COM              46118M103       53     3305 SH       DEFINED 01 02 03 04 05        3305
INTUIT, INC                    COM              461202103      909    21969 SH       DEFINED 01 02 03 04 05       21969
INVACARE CORP                  COM              461203101       60     2275 SH       DEFINED 01 02    04 05        2275
INVESTMENT TECHNOLOGY GROUP, I COM              46145F105      105     2647 SH       DEFINED 01 02 03 04 05        2647
INVITROGEN CORP                COM              46185R100       62      824 SH       DEFINED 01 02 03               824
INVESTORS FINANCIAL SERVICES C COM              461915100       88     2214 SH       DEFINED 01 02 03 04 05        2214
IOMEGA CORP                    COM              462030107      150    37553 SH       DEFINED 01 02 03 04 05       37553
IONICS, INC                    COM              462218108       19      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      188     5537 SH       DEFINED 01 02 03 04 05        5537
IRWIN FINANCIAL CORP           COM              464119106       18     1241 SH       DEFINED 01 02 03 04 05        1241
ISIS PHARMACEUTICALS, INC      COM              464330109      139     9602 SH       DEFINED 01 02 03 04 05        9602
IT GROUP, INC                  COM              465266104        3      686 SH       DEFINED 01 02    04 05         686
ITURF, INC                     COM              46575Q100        6     1918 SH       DEFINED 01 02                 1918
I2 TECHNOLOGIES, INC           COM              465754109     1569    15047 SH       DEFINED 01 02 03 04 05       15047
IVAX CORP                      COM              465823102      668    16101 SH       DEFINED 01 02 03 04 05       16101
IVEX PACKAGING CORP            COM              465855104       39     3479 SH       DEFINED 01 02    04 05        3479
IVILLAGE, INC                  COM              46588H105       31     3671 SH       DEFINED 01 02 03 04 05        3671
JDN REALTY CORP                COM              465917102       46     4527 SH       DEFINED 01 02    04 05        4527
J & J SNACK FOODS CORP         COM              466032109        0       23 SH       DEFINED    02                   23
JDS UNIPHASE CORP              COM              46612J101    20967   174909 SH       DEFINED 01 02 03 04 05      174909
JDA SOFTWARE GROUP, INC        COM              46612K108       44     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       86     7237 SH       DEFINED 01 02 03 04 05        7237
JP REALTY, INC                 COM              46624A106        4      248 SH       DEFINED    02    04 05         248
JABIL CIRCUIT, INC             COM              466313103      808    16282 SH       DEFINED 01 02 03 04 05       16282
JACK IN THE BOX, INC           COM              466367109      170     6904 SH       DEFINED 01 02 03 04 05        6904
JACOBS ENGINEERING GROUP, INC  COM              469814107       45     1383 SH       DEFINED 01 02 03 04 05        1383
CLEAR CHANNEL WTS 09/18/01                      469858138       17     1400 SH       DEFINED 01                    1400
JAKKS PACIFIC, INC             COM              47012E106       33     2211 SH       DEFINED 01 02 03 04 05        2211
JEFFERIES GROUP, INC (NEW)     COM              472319102        9      456 SH       DEFINED 01 02    04 05         456
JEFFERSON-PILOT CORP           COM              475070108      877    15531 SH       DEFINED 01 02    04 05       15531
JO-ANN STORES, INC (CLASS A)   COM              47758P109        2      261 SH       DEFINED    02    04 05         261
JOHN NUVEEN CO (CLASS A)       COM              478035108       77     1827 SH       DEFINED 01 02 03              1827
JOHNS MANVILLE CORP            COM              478129109       46     3520 SH       DEFINED 01 02    04 05        3520
JOHNSON & JOHNSON CO           COM              478160104    28630   281030 SH       DEFINED 01 02 03 04 05      281030
JOHNSON CONTROLS, INC          COM              478366107      668    13025 SH       DEFINED 01 02    04 05       13025
JONES APPAREL GROUP, INC       COM              480074103     1821    77509 SH       DEFINED 01 02 03 04 05       77509
JONES LANG LA SALLE            COM              48020Q107       37     2789 SH       DEFINED 01 02 03 04 05        2789
JONES PHARMACEUTICAL, INC      COM              480236108      344     8613 SH       DEFINED 01 02 03 04 05        8613
JOURNAL REGISTER CO            COM              481138105       44     2414 SH       DEFINED 01 02 03 04 05        2414
JUNO ONLINE SERVICES, INC      COM              482048105       22     2025 SH       DEFINED 01 02                 2025
JUSTIN INDUSTRIES, INC         COM              482171105        5      220 SH       DEFINED    02    04 05         220
KCS ENERGY, INC                COM              482434206        3     1900 SH       DEFINED 01                    1900
KLA-TENCOR CORP                COM              482480100     1817    31022 SH       DEFINED 01 02 03 04 05       31022
K MART CORP                    COM              482584109      331    48590 SH       DEFINED 01 02    04 05       48590
K-SWISS, INC (CLASS A)         COM              482686102        8      524 SH       DEFINED 01 02                  524
KV PHARMACEUTICAL CO (CLASS B) COM              482740107       68     2487 SH       DEFINED 01 02 03 04 05        2487
KAISER ALUMINUM CORP           COM              483007100        2      414 SH       DEFINED    02    04 05         414
KAMAN CORP (CLASS A)           COM              483548103        3      265 SH       DEFINED    02    04 05         265
KANA COMMUNICATIONS, INC       COM              483600102       11      184 SH       DEFINED 01 02       05         184
KANSAS CITY LIFE INSURANCE CO  COM              484836101       28     1026 SH       DEFINED 01 02                 1026
KANSAS CITY POWER & LIGHT CO   COM              485134100      215     9555 SH       DEFINED 01 02    04 05        9555
KANSAS CITY SOUTHERN INDUSTRIE COM              485170104     1972    22241 SH       DEFINED 01 02 03 04 05       22241
KAUFMAN & BROAD HOME CORP      COM              486168107       92     4654 SH       DEFINED 01 02    04 05        4654
KAYDON CORP                    COM              486587108       32     1516 SH       DEFINED 01 02 03 04 05        1516
KEANE, INC                     COM              486665102      153     7054 SH       DEFINED 01 02 03 04 05        7054
KEEBLER FOODS CO               COM              487256109      198     5326 SH       DEFINED 01 02 03 04 05        5326
KELLOGG CO                     COM              487836108     1265    42525 SH       DEFINED 01 02 03 04 05       42525
KELLSTROM INDUSTRIES, INC      COM              488035106        9     1945 SH       DEFINED 01 02    04           1945
KELLWOOD CO                    COM              488044108       15      704 SH       DEFINED 01 02    04 05         704
KELLY SERVICES, INC (CLASS A)  COM              488152208       72     3130 SH       DEFINED 01 02    04 05        3130
KEMET CORP                     COM              488360108      283    11288 SH       DEFINED 01 02 03 04 05       11288
KENNAMETAL, INC                COM              489170100       88     4104 SH       DEFINED 01 02    04 05        4104
KENT ELECTRONICS CORP          COM              490553104       63     2106 SH       DEFINED 01 02    04 05        2106
KERR-MCGEE CORP                COM              492386107      615    10428 SH       DEFINED 01 02    04 05       10428
KEY ENERGY SERVICES, INC       COM              492914106       95     9908 SH       DEFINED 01 02    04 05        9908
KEYCORP                        COM              493267108     1110    62984 SH       DEFINED 01 02    04 05       62984
KEYSPAN CORP                   COM              49337W100      516    16774 SH       DEFINED 01 02    04 05       16774
KEYSTONE AUTOMOTIVE INDUSTRIES COM              49338N109        4      558 SH       DEFINED    02 03 04 05         558
KEYSTONE FINANCIAL, INC        COM              493482103       41     1908 SH       DEFINED 01 02    04 05        1908
KFORCE.COM, INC                COM              493732101       38     5454 SH       DEFINED 01 02 03 04 05        5454
KILROY REALTY CORP             COM              49427F108      125     4805 SH       DEFINED 01 02    04 05        4805
KIMBALL INTERNATIONAL, INC (CL COM              494274103       77     5220 SH       DEFINED 01 02    04 05        5220
KIMBERLY-CLARK CORP            COM              494368103     4814    83897 SH       DEFINED 01 02 03 04 05       83897
KIMCO REALTY CORP              COM              49446R109      109     2648 SH       DEFINED 01 02    04 05        2648
KINDER MORGAN, INC             COM              49455P101      216     6250 SH       DEFINED 01 02    04 05        6250
KING PHARMACEUTICALS, INC      COM              495582108      286     6526 SH       DEFINED 01 02 03 04 05        6526
KIRBY CORP                     COM              497266106       47     2229 SH       DEFINED 01 02 03 04 05        2229
KNIGHT-RIDDER, INC             COM              499040103      474     8906 SH       DEFINED 01 02    04 05        8906
KNIGHT TRADING GROUP, INC      COM              499063105      327    10985 SH       DEFINED 01 02 03 04 05       10985
KNIGHT TRANSPORTATION, INC     COM              499064103        5      325 SH       DEFINED    02       05         325
KOGER EQUITY, INC              COM              500228101        5      301 SH       DEFINED    02    04 05         301
KOHL'S CORP                    COM              500255104     3213    57756 SH       DEFINED 01 02 03 04 05       57756
KOMAG, INC                     COM              500453105       21    12046 SH       DEFINED 01 02 03 04 05       12046
KONOVER PROPERTY TRUST, INC    COM              50047R100        2      425 SH       DEFINED    02    04 05         425
KOPIN CORP                     COM              500600101      297     4287 SH       DEFINED 01 02 03 04 05        4287
KORN FERRY INTERNATIONAL       COM              500643200       88     2783 SH       DEFINED 01 02 03 04 05        2783
KROGER CO                      COM              501044101     3558   161291 SH       DEFINED 01 02 03 04 05      161291
KROLL-O'GARA CO                COM              501050108        5      684 SH       DEFINED    02 03    05         684
KRONOS, INC                    COM              501052104       62     2386 SH       DEFINED 01 02 03 04 05        2386
KULICHE & SOFFA INDUSTRIES, IN COM              501242101      243     4089 SH       DEFINED 01 02    04 05        4089
LCA-VISION, INC                COM              501803209       16     6745 SH       DEFINED 01 02 03 04 05        6745
LOUISVILLE GAS & ELECTRIC ENER COM              501917108      595    24901 SH       DEFINED 01 02    04 05       24901
LTV CORP                       COM              501921100       35    12134 SH       DEFINED 01 02    04 05       12134
LHS GROUP, INC                 COM              501938104      105     3050 SH       DEFINED 01 02 03 04 05        3050
LNR PROPERTY CORP              COM              501940100       11      583 SH       DEFINED 01 02    04 05         583
LSI INDUSTRIES, INC            COM              50216C108       16     1038 SH       DEFINED 01 02 03 04 05        1038
LSI LOGIC CORP                 COM              502161102    13858   256043 SH       DEFINED 01 02 03 04 05      256043
LTC HEALTHCARE, INC            COM              50217R104        0      100 SH       DEFINED 01                     100
LTC PROPERTIES, INC            COM              502175102       12     2000 SH       DEFINED 01 02    04 05        2000
LTX CORP                       COM              502392103      364    10419 SH       DEFINED 01 02 03 04 05       10419
L-3 COMMUNICATIONS HOLDINGS, I COM              502424104      286     5004 SH       DEFINED 01 02 03 04 05        5004
LA-Z-BOY, INC                  COM              505336107       56     3983 SH       DEFINED 01 02 03 04 05        3983
LABORATORY CORP OF AMERICA HOL COM              50540R409       24      308 SH       DEFINED 01 02 03    05         308
LABOR READY, INC               COM              505401208       43     6423 SH       DEFINED 01 02 03 04 05        6423
LACLEDE GAS CO                 COM              505588103       62     3238 SH       DEFINED 01 02    04 05        3238
LAFARGE CORP                   COM              505862102       94     4482 SH       DEFINED 01 02    04 05        4482
LAKES GAMING, INC              COM              51206P109        0       25 SH       DEFINED 01                      25
LAM RESEARCH CORP              COM              512807108      660    17589 SH       DEFINED 01 02 03 04 05       17589
LAMAR ADVERTISING CO (CLASS A) COM              512815101      341     7863 SH       DEFINED 01 02 03 04 05        7863
LANCASTER COLONY CORP          COM              513847103       95     4879 SH       DEFINED 01 02    04 05        4879
LANCE, INC                     COM              514606102       47     5191 SH       DEFINED 01 02 03 04 05        5191
LANDAUER, INC                  COM              51476K103       16     1030 SH       DEFINED    02 03              1030
LANDAMERICA FINANCIAL GROUP, I COM              514936103        6      253 SH       DEFINED    02    04 05         253
LANDRY'S SEAFOOD RESTAURANTS,  COM              51508L103       46     5397 SH       DEFINED 01 02    04 05        5397
LAND'S END, INC                COM              515086106       33      998 SH       DEFINED    02 03 04 05         998
LANDSTAR SYSTEM, INC           COM              515098101      121     2036 SH       DEFINED 01 02                 2036
LANIER WORLDWIDE, INC          COM              51589L105        8     7631 SH       DEFINED 01 02 03 04 05        7631
LASERSIGHT, INC                COM              517924106       14     3781 SH       DEFINED 01 02 03 04 05        3781
LASALLE HOTEL PROPERTIES       COM              517942108       32     2245 SH       DEFINED 01 02    04 05        2245
LASER VISION CENTERS, INC      COM              51807H100       23     3658 SH       DEFINED 01 02 03 04 05        3658
LASON, INC                     COM              51808R107        3     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      529     7647 SH       DEFINED 01 02 03 04 05        7647
LAUDER (ESTEE) CO (CLASS A)    COM              518439104      571    11559 SH       DEFINED 01 02 03 04 05       11559
LAUNCH MEDIA, INC              COM              518567102       16     1736 SH       DEFINED 01 02    04           1736
LAWSON PRODUCTS, INC           COM              520776105       30     1222 SH       DEFINED 01 02    04           1222
LEAP WIRELESS INTERNATIONAL, I COM              521863100      193     4099 SH       DEFINED 01 02 03 04 05        4099
LEAR CORP                      COM              521865105      143     7152 SH       DEFINED 01 02    04 05        7152
LEARN2.COM, INC                COM              522002104       19     9513 SH       DEFINED 01 02 03 04 05        9513
LEARNING TREE INTERNATIONAL, I COM              522015106       94     1541 SH       DEFINED 01 02 03 04 05        1541
LEE ENTERPRISES, INC           COM              523768109      250    10734 SH       DEFINED 01 02 03 04 05       10734
LEGATO SYSTEMS, INC            COM              524651106      182    12041 SH       DEFINED 01 02 03 04 05       12041
LEGGETT & PLATT, INC           COM              524660107      304    18397 SH       DEFINED 01 02    04 05       18397
LEGG MASON, INC                COM              524901105      361     7220 SH       DEFINED 01 02    04 05        7220
LEHMAN BROTHERS HOLDINGS, INC  COM              524908100     1310    13858 SH       DEFINED 01 02    04 05       13858
LENNAR CORP                    COM              526057104       55     2731 SH       DEFINED 01 02    04 05        2731
LENNOX INTERNATIONAL, INC      COM              526107107        2      134 SH       DEFINED       03    05         134
LEUCADIA NATIONAL CORP         COM              527288104      197     8650 SH       DEFINED 01 02    04 05        8650
LEVEL 3 COMMUNICATIONS, INC    COM              52729N100     3728    42368 SH       DEFINED 01 02 03 04 05       42368
LEXINGTON CORPORATE PROPERTIES COM              529043101        3      265 SH       DEFINED    02    04 05         265
LEXMARK INTERNATIONAL, INC     COM              529771107     1577    23452 SH       DEFINED 01 02 03 04 05       23452
LIBBEY, INC                    COM              529898108      107     3317 SH       DEFINED 01 02 03 04 05        3317
LIBERTY CORP                   COM              530370105       34      818 SH       DEFINED 01 02    04 05         818
LIBERTY DIGITAL, INC (CLASS A) COM              530436104      257     8550 SH       DEFINED 01 02 03 04 05        8550
LIBERTY FINANCIAL COS, INC     COM              530512102        4      197 SH       DEFINED    02    04 05         197
LIBERTY PROPERTY TRUST CO      COM              531172104       71     2745 SH       DEFINED 01 02    04 05        2745
LIFEPOINT HOSPITALS, INC       COM              53219L109      105     4724 SH       DEFINED 01 02 03 04 05        4724
LIGAND PHARMACEUTICALS CO (CLA COM              53220K207       96     7243 SH       DEFINED 01 02 03 04 05        7243
LILLY (ELI) & CO               COM              532457108    27660   276945 SH       DEFINED 01 02 03 04 05      276945
LILLY INDUSTRIES, INC (CLASS A COM              532491107      122     4067 SH       DEFINED 01 02    04 05        4067
LIMITED, INC                   COM              532716107     1089    50348 SH       DEFINED 01 02 03 04 05       50348
LINCARE HOLDINGS, INC          COM              532791100      160     6495 SH       DEFINED 01 02 03 04 05        6495
LINCOLN ELECTRIC HOLDINGS CO   COM              533900106      106     7441 SH       DEFINED 01 02 03 04 05        7441
LINCOLN NATIONAL CORP          COM              534187109     1025    28379 SH       DEFINED 01 02    04 05       28379
LINDSAY MANUFACTURING CO       COM              535555106       25     1291 SH       DEFINED 01 02 03 04 05        1291
LINEAR TECHNOLOGY CO           COM              535678106     3555    55608 SH       DEFINED 01 02 03 04 05       55608
LINENS 'N THINGS, INC          COM              535679104      179     6588 SH       DEFINED 01 02 03 04 05        6588
LIQUI-BOX CORP                 COM              536314107        6      112 SH       DEFINED    02                  112
LITHIA MOTORS, INC (CLASS A)   COM              536797103       12      926 SH       DEFINED 01 02                  926
LITTELFUSE, INC                COM              537008104      458     9344 SH       DEFINED 01 02 03 04 05        9344
LITTON INDUSTRIES, INC         COM              538021106      123     2923 SH       DEFINED 01 02    04 05        2923
LIZ CLAIBORNE, INC             COM              539320101      335     9510 SH       DEFINED 01 02    04 05        9510
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      969    39037 SH       DEFINED 01 02    04 05       39037
LODGIAN, INC                   COM              54021P106       12     4790 SH       DEFINED 01 02    04           4790
LOEWS CINEPLEX ENTERTAINMENT C COM              540423100        9     2852 SH       DEFINED 01 02 03 04 05        2852
LOEWS CORP                     COM              540424108      707    11785 SH       DEFINED 01 02    04 05       11785
LONE STAR STEAKHOUSE & SALOON, COM              542307103       53     5225 SH       DEFINED 01 02    04 05        5225
LONE STAR TECHNOLOGIES, INC    COM              542312103      170     3685 SH       DEFINED 01 02 03 04 05        3685
LONGS DRUG STORES CORP         COM              543162101       42     1926 SH       DEFINED 01 02    04 05        1926
LONGVIEW FIBRE CO              COM              543213102       38     3480 SH       DEFINED 01 02    04 05        3480
LOUIS DREYFUS NATURAL GAS CORP COM              546011107       87     2773 SH       DEFINED 01 02    04 05        2773
LOUISIANA PACIFIC CORP         COM              546347105       36     3311 SH       DEFINED    02    04 05        3311
LOWE'S COS, INC                COM              548661107     4748   115639 SH       DEFINED 01 02 03 04 05      115639
LUBRIZOL CORP                  COM              549271104      124     5906 SH       DEFINED 01 02    04 05        5906
LUBY'S, INC                    COM              549282101       33     4163 SH       DEFINED 01 02    04 05        4163
LUCENT TECHNOLOGIES, INC       COM              549463107    57072   963239 SH       DEFINED 01 02 03 04 05      963239
LUFKIN INDUSTRIES, INC         COM              549764108       10      600 SH       DEFINED 01                     600
LYCOS, INC                     COM              550818108      695    12876 SH       DEFINED 01 02 03 04 05       12876
LYDALL, INC                    COM              550819106       33     3059 SH       DEFINED 01 02    04 05        3059
LYONDELL CHEMICAL CO           COM              552078107     2863   170901 SH       DEFINED 01 02    04 05      170901
M & T BANK CORP                COM              55261F104      391      869 SH       DEFINED 01 02    04 05         869
MAF BANCORP, INC               COM              55261R108        6      352 SH       DEFINED 01 02    04 05         352
MBIA, INC                      COM              55262C100      679    14101 SH       DEFINED 01 02    04 05       14101
MBNA CORP                      COM              55262L100     4006   147684 SH       DEFINED 01 02 03 04 05      147684
MCN ENERGY GROUP, INC          COM              55267J100      239    11162 SH       DEFINED 01 02    04 05       11162
MDC HOLDINGS, INC              COM              552676108        5      284 SH       DEFINED    02    04 05         284
MDU RESOURCES GROUP, INC       COM              552690109      147     6815 SH       DEFINED 01 02    04 05        6815
MSCI, INC                      COM              55270M108       19      737 SH       DEFINED 01 02 03 04            737
MEMC ELECTRONIC MATERIALS, INC COM              552715104       78     4325 SH       DEFINED 01 02    04 05        4325
MGC COMMUNICATIONS, INC        COM              552763302      238     3976 SH       DEFINED 01 02 03 04 05        3976
MGIC INVESTMENT CORP           COM              552848103      738    16217 SH       DEFINED 01 02    04 05       16217
MGI PROPERTIES, INC            COM              552885105        0      152 SH       DEFINED    02    04            152
MGM MIRAGE                     COM              552953101       20      629 SH       DEFINED    02    04 05         629
MKS INSTRUMENTS, INC           COM              55306N104       21      525 SH       DEFINED 01 02 03               525
MMC NETWORKS, INC              COM              55308N102      278     5198 SH       DEFINED 01 02 03 04 05        5198
MRV COMMUNICATIONS, INC        COM              553477100      274     4078 SH       DEFINED 01 02    04 05        4078
MSC INDUSTRIAL DIRECT CO (CLAS COM              553530106       73     3466 SH       DEFINED 01 02 03 04 05        3466
M.S. CARRIERS, INC             COM              553533100       31     1735 SH       DEFINED 01 02                 1735
MTS SYSTEMS CORP               COM              553777103        2      279 SH       DEFINED    02    04 05         279
MTI TECHNOLOGY CORP            COM              553903105       32     3991 SH       DEFINED 01 02 03 04 05        3991
MACDERMID, INC                 COM              554273102       59     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      139     5428 SH       DEFINED 01 02    04 05        5428
MACROCHEM CORP (DELAWARE)      COM              555903103       18     3804 SH       DEFINED 01 02 03 04 05        3804
MACROVISION CORP               COM              555904101      287     4496 SH       DEFINED 01 02 03 04 05        4496
MACROMEDIA, INC                COM              556100105      630     6520 SH       DEFINED 01 02 03 04 05        6520
MADISON GAS & ELECTRIC CO      COM              557497104        4      217 SH       DEFINED    02    04 05         217
MAGELLAN HEALTH SERVICES, INC  COM              559079108        2     1634 SH       DEFINED 01 02    04 05        1634
MAGNETEK, INC                  COM              559424106       12     1477 SH       DEFINED 01 02    04 05        1477
MAIL-WELL INC 5% NTS  05.0000                   560321AD3      400   500000 PRN      DEFINED    02               500000
MAIL-WELL, INC                 COM              560321200       62     7141 SH       DEFINED 01 02 03 04 05        7141
MALLINCKRODT, INC              COM              561232109      556    12805 SH       DEFINED 01 02    04 05       12805
MANDALAY RESORT GROUP          COM              562567107      216    10821 SH       DEFINED 01 02    04 05       10821
MANHATTAN ASSOCIATES, INC      COM              562750109       13      516 SH       DEFINED 01 02                  516
MANITOWOC, INC                 COM              563571108       98     3666 SH       DEFINED 01 02 03 04 05        3666
MANNATECH, INC                 COM              563771104        1      223 SH       DEFINED    02    04 05         223
MANOR CARE, INC                COM              564055101       64     9093 SH       DEFINED 01 02 03 04 05        9093
MANPOWER, INC                  COM              56418H100      248     7758 SH       DEFINED 01 02    04 05        7758
MANUFACTURED HOME COMMUNITIES, COM              564682102       14      576 SH       DEFINED    02 03 04 05         576
MAPICS, INC                    COM              564910107       12     2079 SH       DEFINED 01 02 03 04 05        2079
MANULIFE FINANCIAL CORP        COM              56501R106     2220   126000 SH       DEFINED    02       05      126000
MANUGISTICS GROUP, INC         COM              565011103      124     2650 SH       DEFINED 01 02 03 04 05        2650
MARCHFIRST, INC                COM              566244109      322    17662 SH       DEFINED 01 02 03 04 05       17662
MARCUS CORP                    COM              566330106        3      285 SH       DEFINED    02    04 05         285
MARIMBA, INC                   COM              56781Q109       29     2100 SH       DEFINED 01 02 03 04 05        2100
MARINE TRANSPORT CORP          COM              567912100        2      950 SH       DEFINED 01                     950
MARINE DRILLING CO, INC        COM              568240204      267     9520 SH       DEFINED 01 02    04 05        9520
MARK IV INDUSTRIES, INC        COM              570387100       71     3404 SH       DEFINED 01 02    04 05        3404
MARKEL CORP                    COM              570535104        2       16 SH       DEFINED    02                   16
MARKETWATCH.COM, INC           COM              570619106        4      212 SH       DEFINED 01 02                  212
MARKETING SERVICES GROUP       COM              570907105       11     2384 SH       DEFINED 01 02 03 04 05        2384
MARSH & MCLENNAN COS, INC      COM              571748102     3773    36128 SH       DEFINED 01 02    04 05       36128
MARSHALL & ILSLEY CORP         COM              571834100      384     9256 SH       DEFINED 01 02    04 05        9256
MARRIOTT INTERNATIONAL, INC (C COM              571903202     1097    30418 SH       DEFINED 01 02 03 04 05       30418
MARTIN MARIETTA MATERIALS, INC COM              573284106      216     5343 SH       DEFINED 01 02    04 05        5343
MARVEL ENTERPRISES             COM              57383M108        1      130 SH       DEFINED    02       05         130
MASCO CORP                     COM              574599106     1177    65149 SH       DEFINED 01 02    04 05       65149
MASCOTECH, INC                 COM              574670105       62     5770 SH       DEFINED 01 02 03 04 05        5770
MASTEC, INC                    COM              576323109      220     5749 SH       DEFINED 01 02 03 04 05        5749
MATRIA HEALTHCARE, INC         COM              576817100       23     4938 SH       DEFINED 01 02    04 05        4938
MATTEL, INC                    COM              577081102      719    54539 SH       DEFINED 01 02 03 04 05       54539
MATTHEWS INTERNATIONAL CORP (C COM              577128101       41     1407 SH       DEFINED 01 02 03 04 05        1407
MAXIM INTEGRATED PRODUCTS, INC COM              57772K101     3499    51509 SH       DEFINED 01 02 03 04 05       51509
MAXTOR CORP                    COM              577729205      166    15671 SH       DEFINED 01 02 03 04 05       15671
MAXWELL TECHNOLOGIES, INC      COM              577767106        9      636 SH       DEFINED    02 03               636
MAY DEPARTMENT STORES CO       COM              577778103      941    39202 SH       DEFINED 01 02    04 05       39202
MAXXAM, INC                    COM              577913106       11      616 SH       DEFINED 01 02                  616
MAVERICK TUBE CORP             COM              577914104       45     1531 SH       DEFINED 01 02    04 05        1531
MAXIMUS, INC                   COM              577933104       48     2183 SH       DEFINED 01 02 03 04 05        2183
MAYTAG CO                      COM              578592107      623    16897 SH       DEFINED 01 02 03 04 05       16897
MCCLATCHY CO (CLASS A)         COM              579489105       52     1572 SH       DEFINED 01 02    04 05        1572
MCCORMICK & CO, INC (NON-VOTE) COM              579780206      212     6533 SH       DEFINED 01 02    04 05        6533
MCDERMOTT INTERNATIONAL, INC   COM              580037109       15     1722 SH       DEFINED    02    04           1722
MCDONALD'S CORP                COM              580135101     7228   219444 SH       DEFINED 01 02 03 04 05      219444
MCGRATH RENTCORP               COM              580589109       19     1134 SH       DEFINED 01 02 03    05        1134
MCGRAW HILL COS, INC           COM              580645109     1720    31847 SH       DEFINED 01 02 03 04 05       31847
MCKESSON HBOC, INC             COM              58155Q103      840    40127 SH       DEFINED 01 02 03 04 05       40127
MCLEODUSA, INC (CLASS A)       COM              582266102     1285    62116 SH       DEFINED 01 02 03 04 05       62116
MCMORAN EXPLORATION CO         COM              582411104       25     1511 SH       DEFINED 01 02    04 05        1511
MEAD CORP                      COM              582834107      242     9588 SH       DEFINED 01 02    04 05        9588
MECHANICAL TECHNOLOGY, INC     COM              583538103       46     3087 SH       DEFINED 01 02 03 04 05        3087
MEDALLION FINANCIAL CORP       COM              583928106        9      582 SH       DEFINED    02 03 04 05         582
MEDIA ONE GROUP, INC           COM              58440J104     6234    93530 SH       DEFINED 01 02 03 04 05       93530
MEDIA METRIX, INC              COM              58440X103       16      613 SH       DEFINED 01 02                  613
MEDIA GENERAL, INC (CLASS A)   COM              584404107      163     3357 SH       DEFINED 01 02    04 05        3357
MEDICAL ASSURANCE, INC         COM              58449U100        4      394 SH       DEFINED 01 02    04 05         394
MEDICAL MANAGER CORP           COM              58461U103      158     4644 SH       DEFINED 01 02 03 04 05        4644
MEDICONSULT.COM, INC           COM              58469J100        3     2147 SH       DEFINED 01 02 03 04           2147
MEDICIS PHARMACEUTICAL CORP (C COM              584690309      227     3978 SH       DEFINED 01 02 03 04 05        3978
MEDIMMUNE, INC                 COM              584699102     2532    34217 SH       DEFINED 01 02 03 04 05       34217
MEDQUIST, INC                  COM              584949101      184     5424 SH       DEFINED 01 02 03 04 05        5424
MEDITRUST CORP PAIRED          COM              58501T306       50    13321 SH       DEFINED 01 02 03 04 05       13321
MEDTRONIC, INC                 COM              585055106    16228   325774 SH       DEFINED 01 02 03 04 05      325774
MELLON FINANCIAL CORP          COM              58551A108     3795   104154 SH       DEFINED 01 02    04 05      104154
MEMBERWORKS, INC               COM              586002107       74     2190 SH       DEFINED 01 02 03 04 05        2190
MEN'S WEARHOUSE, INC           COM              587118100       65     2909 SH       DEFINED 01 02 03 04 05        2909
MENTOR CORP                    COM              587188103       57     2102 SH       DEFINED 01 02 03 04 05        2102
MENTOR GRAPHICS CORP           COM              587200106      199    10034 SH       DEFINED 01 02 03 04 05       10034
MERANT PLC ADR                 ADR              587336108        1       90 SH       DEFINED 01 02                   90
MERCANTILE BANKSHARES CORP     COM              587405101       85     2862 SH       DEFINED 01 02    04 05        2862
MERCATOR SOFTWARE, INC         COM              587587106      166     2413 SH       DEFINED 01 02 03 04 05        2413
MERCHANTS NEW YORK BANCORP, IN COM              589167105       34     1990 SH       DEFINED 01 02 03 04 05        1990
MERCK & CO, INC                COM              589331107    53202   694317 SH       DEFINED 01 02 03 04 05      694317
MERCURY COMPUTER SYSTEMS, INC  COM              589378108      100     3100 SH       DEFINED 01 02 03 04 05        3100
MERCURY GENERAL CORP           COM              589400100       31     1301 SH       DEFINED 01 02    04 05        1301
MERCURY INTERACTIVE CORP       COM              589405109     1157    11955 SH       DEFINED 01 02 03 04 05       11955
MEREDITH CORP                  COM              589433101      255     7561 SH       DEFINED 01 02 03 04 05        7561
MERIDIAN RESOURCE CORP         COM              58977Q109       21     3666 SH       DEFINED 01 02 03 04 05        3666
MERISTAR HOSPITALITY CORP      COM              58984Y103       93     4450 SH       DEFINED 01 02    04 05        4450
MERISEL, INC                   COM              589849108       11    14902 SH       DEFINED 01 02    04 05       14902
MERITOR AUTOMOTIVE, INC        COM              59000G100       89     8073 SH       DEFINED 01 02 03 04 05        8073
MERRILL LYNCH & CO, INC        COM              590188108     5578    48507 SH       DEFINED 01 02    04 05       48507
MERRY LAND PROPERTIES, INC     COM              590441101        1      285 SH       DEFINED 01                     285
MESA AIR GROUP, INC            COM              590479101        5      822 SH       DEFINED 01 02    04 05         822
MESABA HOLDINGS, INC           COM              59066B102       13     1346 SH       DEFINED 01 02 03 04 05        1346
MESSAGEMEDIA, INC              COM              590787107       22     6385 SH       DEFINED 01 02 03 04 05        6385
MESTEK, INC                    COM              590829107        0       11 SH       DEFINED    02                   11
METALS U.S.A., INC             COM              591324108       14     2922 SH       DEFINED 01 02 03 04 05        2922
METHODE ELECTRONICS, INC (CLAS COM              591520200      100     2598 SH       DEFINED 01 02 03 04 05        2598
METROPOLITAN LIFE INSURANCE CO COM              59156R108     2958   140419 SH       DEFINED    02 03 04 05      140419
METRICOM, INC                  COM              591596101       45     1611 SH       DEFINED 01 02 03 04 05        1611
METRIS COS, INC                COM              591598107      244     9718 SH       DEFINED 01 02 03 04 05        9718
METRO-GOLDWYN-MAYER, INC       COM              591610100       89     3421 SH       DEFINED 01 02    04 05        3421
METRO INFORMATION SERVICES, IN COM              59162P104       14     1425 SH       DEFINED 01 02 03              1425
METROMEDIA FIBER NETWORK, INC( COM              591689104     1382    34822 SH       DEFINED 01 02 03 04 05       34822
METROMEDIA INTERNATIONAL GROUP COM              591695101       68    14380 SH       DEFINED 01 02    04 05       14380
METTLER-TOLEDO INTERNATIONAL,  COM              592688105      278     6941 SH       DEFINED 01 02 03 04 05        6941
MICHAEL FOODS, INC             COM              594079105        5      205 SH       DEFINED    02    04 05         205
MICHAELS STORES, INC           COM              594087108      216     4705 SH       DEFINED 01 02 03 04 05        4705
MICREL, INC                    COM              594793101      333     7658 SH       DEFINED 01 02 03 04 05        7658
MICROS SYSTEMS, INC            COM              594901100       63     3371 SH       DEFINED 01 02 03 04 05        3371
MICROSOFT CORP                 COM              594918104   103514  1293919 SH       DEFINED 01 02 03 04 05     1293919
MICROSTRATEGY, INC             COM              594972101      374    12458 SH       DEFINED 01 02 03 04 05       12458
MICROCHIP TECHNOLOGY, INC      COM              595017104      792    13589 SH       DEFINED 01 02 03 04 05       13589
MICROMUSE, INC                 COM              595094103      613     3704 SH       DEFINED 01 02 03 04 05        3704
MICRON ELECTRONICS, INC        COM              595100108       29     2307 SH       DEFINED 01 02 03 04 05        2307
MICRON TECHNOLOGY, INC         COM              595112103     5949    67550 SH       DEFINED 01 02 03 04 05       67550
MID-AMERICA APARTMENT COMMUNIT COM              59522J103       11      469 SH       DEFINED 01 02    04 05         469
MID ATLANTIC MEDICAL SERVICES, COM              59523C107       32     2384 SH       DEFINED 01 02 03 04 05        2384
MID-STATE BANCSHARES           COM              595440108        8      282 SH       DEFINED    02    04 05         282
MIDAS, INC                     COM              595626102       51     2552 SH       DEFINED 01 02 03 04 05        2552
MID-AMERICA BANCORP            COM              595915109        1       32 SH       DEFINED    02                   32
MIDLAND CO                     COM              597486109        3      117 SH       DEFINED    02       05         117
MIDWEST EXPRESS HOLDINGS, INC  COM              597911106       17      803 SH       DEFINED    02 03 04 05         803
MIDWAY GAMES, INC              COM              598148104       22     2777 SH       DEFINED 01 02 03 04 05        2777
MIDWEST BANC HOLDINGS, INC     COM              598251106       14     1031 SH       DEFINED 01 02                 1031
MIKASA, INC                    COM              59862T109        1      126 SH       DEFINED    02       05         126
MILACRON, INC                  COM              598709103       51     3518 SH       DEFINED 01 02    04 05        3518
MILLENNIUM PHARMACEUTICALS, IN COM              599902103     1446    12924 SH       DEFINED 01 02 03 04 05       12924
MILLENNIUM CHEMICAL, INC       COM              599903101       87     5102 SH       DEFINED 01 02    04 05        5102
MILLER (HERMAN), INC           COM              600544100      315    12176 SH       DEFINED 01 02 03 04 05       12176
MILLER INDUSTRIES, INC         COM              600551105        3     1500 SH       DEFINED    02 03 04 05        1500
MILLIPORE CORP                 COM              601073109      546     7246 SH       DEFINED 01 02 03 04 05        7246
MILLS CORP                     COM              601148109       19     1010 SH       DEFINED    02 03 04 05        1010
MINE SAFETY APPLIANCE CO       COM              602720104       15      636 SH       DEFINED 01 02                  636
MINERALS TECHNOLOGIES, INC     COM              603158106       85     1838 SH       DEFINED 01 02    04 05        1838
MINIMED, INC                   COM              60365K108      378     3202 SH       DEFINED 01 02 03 04 05        3202
MINNESOTA MINING & MANUFACTURI COM              604059105     4889    59262 SH       DEFINED 01 02    04 05       59262
MINNESOTA POWER, INC           COM              604110106       39     2239 SH       DEFINED 01 02    04 05        2239
MIPS TECHNOLOGIES, INC         COM              604567107       76     1786 SH       DEFINED 01 02 03 04 05        1786
MISSISSIPPI CHEMICAL CORP      COM              605288208        2      498 SH       DEFINED 01 02    04 05         498
MISSISSIPPI VALLEY BANCSHARES  COM              605720101        8      324 SH       DEFINED    02 03               324
MITCHELL ENERGY & DEV CORP (CL COM              606592202      137     4279 SH       DEFINED 01 02    04 05        4279
MODEM MEDIA, INC               COM              607533106       13     1023 SH       DEFINED 01 02                 1023
MODINE MANUFACTURING CO        COM              607828100       45     1668 SH       DEFINED    02 03 04 05        1668
MODIS PROFESSIONAL SERVICES, I COM              607830106       85    10649 SH       DEFINED 01 02 03 04 05       10649
MOHAWK INDUSTRIES, INC         COM              608190104      105     4827 SH       DEFINED 01 02    04 05        4827
MOLECULAR DEVICES CORP         COM              60851C107       92     1336 SH       DEFINED 01 02 03 04 05        1336
MOLEX, INC                     COM              608554101      934    19400 SH       DEFINED 01 02 03 04 05       19400
MOMENTUM BUSINESS APPLICATIONS COM              60877P108        0       36 SH       DEFINED 01 02 03                36
MONACO COACH CORP              COM              60886R103       54     3927 SH       DEFINED 01 02 03 04 05        3927
ROBERT MONDAVI CORP (CLASS A)  COM              609200100       47     1532 SH       DEFINED 01 02                 1532
MONTANA POWER CO               COM              612085100      255     7210 SH       DEFINED 01 02    04 05        7210
MONY GROUP, INC                COM              615337102       62     1847 SH       DEFINED 01 02    04 05        1847
MOOG, INC (CLASS A)            COM              615394202       22      816 SH       DEFINED 01 02                  816
MORGAN (J.P.) & CO, INC        COM              616880100     2697    24490 SH       DEFINED 01 02    04 05       24490
MORGAN KEEGAN, INC             COM              617410105       17     1160 SH       DEFINED    02 03 04 05        1160
MORGAN STANLEY DEAN WITTER & C COM              617446448    15789   189661 SH       DEFINED 01 02    04 05      189661
MORRSION KNUDSEN CORP          COM              61844A109        3      420 SH       DEFINED    02    04 05         420
MORRISON MANAGEMENT SPECIALIST COM              618459101       54     1909 SH       DEFINED 01 02 03 04 05        1909
MOTIENT CORP                   COM              619908106      125     7985 SH       DEFINED 01 02 03 04 05        7985
MOTOROLA, INC                  COM              620076109    10760   370224 SH       DEFINED 01 02 03 04 05      370224
MOVADO GROUP, INC              COM              624580106       23     1934 SH       DEFINED 01 02                 1934
MUELLER INDUSTRIES, INC        COM              624756102      132     4732 SH       DEFINED 01 02    04 05        4732
MULTEX.COM, INC                COM              625367107       35     1399 SH       DEFINED 01 02 03 04 05        1399
MURPHY OIL CORP                COM              626717102      608    10236 SH       DEFINED 01 02    04 05       10236
MUSICLAND STORES CORP          COM              62758B109       50     6689 SH       DEFINED 01 02 03 04 05        6689
MYERS INDUSTRIES, INC          COM              628464109       34     3182 SH       DEFINED 01 02    04 05        3182
MYLAN LABORATORIES, INC        COM              628530107      272    14931 SH       DEFINED 01 02 03 04 05       14931
NBC INTERNET, INC              COM              62873D105       71     5686 SH       DEFINED 01 02 03 04 05        5686
NBT BANCORP, INC               COM              628778102        3      242 SH       DEFINED    02    04 05         242
NBTY, INC                      COM              628782104       22     3505 SH       DEFINED 01 02    04 05        3505
NCH CORP                       COM              628850109       23      638 SH       DEFINED 01 02    04            638
NCI BUILDING SYSTEMS, INC      COM              628852105       26     1269 SH       DEFINED 01 02 03 04 05        1269
NCO GROUP, INC                 COM              628858102       76     3288 SH       DEFINED 01 02 03 04 05        3288
NCR CORP                       COM              62886E108      114     2924 SH       DEFINED    02    04 05        2924
NCS HEALTHCARE, INC (CLASS A)  COM              628874109        2     2553 SH       DEFINED    02 03 04 05        2553
NL INDUSTRIES, INC             COM              629156407        9      559 SH       DEFINED    02 03 04 05         559
NPC INTERNATIONAL, INC         COM              629360306        8      937 SH       DEFINED    02 03 04 05         937
NTL, INC                       COM              629407107     1332    22250 SH       DEFINED 01 02 03 04 05       22250
NUI CORP                       COM              629430109       65     2393 SH       DEFINED 01 02    04 05        2393
NVR, INC                       COM              62944T105       76     1338 SH       DEFINED 01 02 03 04           1338
NABISCO GROUP HOLDINGS         COM              62952P102     3337   128666 SH       DEFINED 01 02    04 05      128666
NABISCO HOLDINGS CORP (CLASS A COM              629526104      109     2075 SH       DEFINED 01 02    04 05        2075
NABORS INDUSTRIES, INC         COM              629568106      611    14706 SH       DEFINED 01 02 03 04 05       14706
NACCO INDUSTRIES, INC (CLASS A COM              629579103       54     1550 SH       DEFINED 01 02    04           1550
NATIONAL BANCORP OF ALASKA, IN COM              632587101       86     2409 SH       DEFINED 01 02    04 05        2409
NATIONAL CITY CORP             COM              635405103     1505    88208 SH       DEFINED 01 02    04 05       88208
NATIONAL COMMERCE BANCORP      COM              635449101      145     9029 SH       DEFINED 01 02 03 04 05        9029
NATIONAL COMPUTER SYSTEMS, INC COM              635519101      286     5801 SH       DEFINED 01 02 03 04 05        5801
NATIONAL DATA CORP             COM              635621105      108     4701 SH       DEFINED 01 02 03 04 05        4701
NATIONAL DISCOUNT BROKERS GROU COM              635646102       52     1640 SH       DEFINED 01 02 03 04 05        1640
NATIONAL EQUIPMENT SERVICES, I COM              635847106        7     1124 SH       DEFINED    02 03 04 05        1124
NATIONAL FUEL GAS CO           COM              636180101      275     5646 SH       DEFINED 01 02    04 05        5646
NATIONAL GOLF PROPERTIES, INC  COM              63623G109       17      791 SH       DEFINED    02 03 04 05         791
NATIONAL HEALTH INVESTORS, INC COM              63633D104       60     5478 SH       DEFINED 01 02    04 05        5478
NATIONAL INSTRUMENTS CORP      COM              636518102      186     4262 SH       DEFINED 01 02 03 04 05        4262
NATIONAL-OILWELL, INC          COM              637071101      119     3612 SH       DEFINED 01 02    04 05        3612
NATIONAL PENN BANCSHARES, INC  COM              637138108       13      641 SH       DEFINED    02 03 04 05         641
NATIONAL PRESTO INDUSTRIES, IN COM              637215104        1       28 SH       DEFINED    02                   28
NATIONAL PROCESSING, INC       COM              637229105       14     1128 SH       DEFINED 01 02                 1128
NATIONAL R.V. HOLDINGS, INC    COM              637277104       21     2032 SH       DEFINED 01 02 03              2032
NATIONAL SEMICONDUCTOR CORP    COM              637640103     1395    24573 SH       DEFINED 01 02    04 05       24573
NATIONAL SERVICE INDUSTRIES, I COM              637657107      121     6195 SH       DEFINED 01 02    04 05        6195
NATIONAL STEEL CORP (CLASS B)  COM              637844309        1      248 SH       DEFINED    02    04 05         248
NATIONAL WESTERN LIFE INSURANC COM              638522102        8      108 SH       DEFINED 01 02                  108
NATIONSRENT, INC               COM              638588103        5     1253 SH       DEFINED    02 03 04 05        1253
NATIONWIDE FINANCIAL SVCS, INC COM              638612101      115     3490 SH       DEFINED 01 02    04 05        3490
NATIONWIDE HEALTH PROPERTIES,  COM              638620104       38     2738 SH       DEFINED 01 02    04 05        2738
NATURE'S SUNSHINE PRODUCTS, IN COM              639027101       22     3152 SH       DEFINED 01 02 03 04           3152
NAUTICA ENTERPRISES, INC       COM              639089101       30     2817 SH       DEFINED 01 02 03 04 05        2817
NAVARRE CORP                   COM              639208107        0      348 SH       DEFINED    02 03 04            348
NAVISTAR INTERNATIONAL CORP    COM              63934E108      243     7825 SH       DEFINED 01 02    04 05        7825
NAVIGANT CONSULTING CO         COM              63935N107       24     5732 SH       DEFINED 01 02 03 04 05        5732
NAVIGANT INTERNATIONAL, INC    COM              63935R108        0       25 SH       DEFINED 01 02                   25
NEFF CORP                      COM              640094108        9     2344 SH       DEFINED 01 02 03 04           2344
NEIMAN MARCUS GROUP, INC (CLAS COM              640204202      167     5664 SH       DEFINED 01 02 03 04 05        5664
NEIMAN MARCUS GROUP, INC (CLAS COM              640204301       23      813 SH       DEFINED 01          05         813
NEOMAGIC CORP                  COM              640497103       16     5358 SH       DEFINED 01 02 03 04 05        5358
NEON SYSTEMS, INC              COM              640509105        6      326 SH       DEFINED    02 03               326
NETBANK, INC                   COM              640933107       36     2924 SH       DEFINED 01 02 03 04 05        2924
NETWORKS ASSOCIATES, INC       COM              640938106      345    16911 SH       DEFINED 01 02 03 04 05       16911
NET PERCEPTIONS, INC           COM              64107U101       29     1840 SH       DEFINED 01 02 03 04           1840
NETOPIA, INC                   COM              64114K104       41     1029 SH       DEFINED 01 02 03              1029
NETOBJECTS, INC                COM              64114L102       14     1523 SH       DEFINED 01 02                 1523
NETWORK APPLIANCE, INC         COM              64120L104     4289    53280 SH       DEFINED 01 02 03 04 05       53280
NETWORK EQUIPMENT TECHNOLOGIES COM              641208103       24     2357 SH       DEFINED 01 02    04 05        2357
NETWORK PERIPHERALS, INC       COM              64121R100       72     4293 SH       DEFINED 01 02 03 04 05        4293
NETWORK PLUS CORP              COM              64122D506        3      210 SH       DEFINED             05         210
NEUROGEN CORP                  COM              64124E106       63     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      605    20174 SH       DEFINED 01 02    04 05       20174
NEW ENGLAND BUSINESS SERVICES, COM              643872104       19     1190 SH       DEFINED    02 03 04 05        1190
NEW ERA OF NETWORKS, INC       COM              644312100      172     4051 SH       DEFINED 01 02 03 04 05        4051
NEW FOCUS, INC                 COM              644383101      407     4951 SH       DEFINED    02 03 04 05        4951
NEW JERSEY RESOURCES CORP      COM              646025106       24      630 SH       DEFINED 01 02    04 05         630
NEW PLAN EXCEL REALTY TRUST    COM              648053106       40     3045 SH       DEFINED 01 02    04 05        3045
NEW YORK TIMES CO (CLASS A)    COM              650111107     1043    26399 SH       DEFINED 01 02    04 05       26399
NEWELL RUBBERMAID, INC         COM              651229106    10041   389931 SH       DEFINED 01 02 03 04 05      389931
NEWFIELD EXPLORATION CO        COM              651290108      170     4342 SH       DEFINED 01 02 03 04 05        4342
NEWMONT MINING CORP            COM              651639106      494    22825 SH       DEFINED 01 02    04 05       22825
NEWPARK RESOURCES, INC         COM              651718504       71     7478 SH       DEFINED 01 02 03 04 05        7478
NEWPORT NEWS SHIPBUILDING, INC COM              652228107      117     3194 SH       DEFINED 01 02 03 04 05        3194
NEWS CORP LTD ADR              ADR              652487802        4       82 SH       DEFINED 01                      82
NEXTERA ENTERPRISES, INC       COM              65332E101        1      236 SH       DEFINED    02 03               236
NEXTCARD, INC                  COM              65332K107       25     2920 SH       DEFINED 01 02                 2920
NEXTEL COMMUNICATIONS, INC (CL COM              65332V103     8438   137904 SH       DEFINED 01 02 03 04 05      137904
NEXTLINK COMMUNICATIONS, INC   COM              65333H707     1678    44236 SH       DEFINED 01 02 03 04 05       44236
NIAGARA MOHAWK HOLDINGS, INC   COM              653520106      242    17393 SH       DEFINED 01 02    04 05       17393
NICOR, INC                     COM              654086107      406    12456 SH       DEFINED 01 02    04 05       12456
NIKE, INC (CLASS B)            COM              654106103     3561    89435 SH       DEFINED 01 02 03 04 05       89435
99 CENTS ONLY STORES           COM              65440K106       45     1121 SH       DEFINED 01 02 03 04 05        1121
NISOURCE, INC                  COM              65473P105      288    15453 SH       DEFINED 01 02    04 05       15453
NOBLE AFFILIATES, INC          COM              654894104      421    11289 SH       DEFINED 01 02 03 04 05       11289
NOKIA OYJ ADR                  ADR              654902204    10510   210459 SH       DEFINED    02 03 04 05      210459
NOBLE DRILLING CORP            COM              655042109      730    17727 SH       DEFINED 01 02 03 04 05       17727
NORDSON CORP                   COM              655663102       70     1379 SH       DEFINED    02 03 04 05        1379
NORDSTROM, INC                 COM              655664100      407    16869 SH       DEFINED 01 02 03 04 05       16869
NORFOLK SOUTHERN CORP          COM              655844108      862    57936 SH       DEFINED 01 02    04 05       57936
NORTEK, INC                    COM              656559101        9      436 SH       DEFINED 01 02    04            436
NORTEL NETWORKS CORP (U.S.)    COM              656568102    12089   177129 SH       DEFINED    02    04 05      177129
NORTH FORK BANCORP, INC        COM              659424105      171    11323 SH       DEFINED 01 02    04 05       11323
NORTH PITTSBURGH SYSTEMS, INC  COM              661562108       29     1956 SH       DEFINED 01 02 03 04 05        1956
NORTHEAST OPTIC NETWORK, INC   COM              664334109       57      919 SH       DEFINED 01 02                  919
NORTHEAST UTILITIES CO         COM              664397106      112     5166 SH       DEFINED 01 02    04 05        5166
NORTHERN STATES POWER CO       COM              665772109      488    24193 SH       DEFINED 01 02    04 05       24193
NORTHERN TRUST CORP            COM              665859104     1951    29989 SH       DEFINED 01 02 03 04 05       29989
NORTHPOINT COMMUNICATIONS GROU COM              666610100       20     1812 SH       DEFINED 01 02 03 04 05        1812
NORTHROP GRUMMAN CORP          COM              666807102      692    10452 SH       DEFINED 01 02    04 05       10452
NORTHWEST AIRLINES CORP (CLASS COM              667280101        9      295 SH       DEFINED    02    04 05         295
NORTHWEST BANCORP, INC         COM              667328108        2      255 SH       DEFINED    02    04            255
NORTHWEST NATURAL GAS CO       COM              667655104       10      444 SH       DEFINED 01 02    04 05         444
NORTHWESTERN CORP              COM              668074107       74     3187 SH       DEFINED 01 02    04 05        3187
NOVA CORP (GEORGIA)            COM              669784100      216     7722 SH       DEFINED 01 02 03 04 05        7722
NOVELL, INC                    COM              670006105      479    51773 SH       DEFINED 01 02 03 04 05       51773
NOVELLUS SYSTEMS, INC          COM              670008101     9431   166731 SH       DEFINED 01 02 03 04 05      166731
NOVOSTE CORP                   COM              67010C100      147     2404 SH       DEFINED 01 02 03 04 05        2404
NU SKIN ENTERPRISES, INC (CLAS COM              67018T105       45     7849 SH       DEFINED 01 02 03 04 05        7849
NSTAR                          COM              67019E107      149     3673 SH       DEFINED 01 02    04 05        3673
NUCOR CORP                     COM              670346105      410    12344 SH       DEFINED 01 02    04 05       12344
NUEVO ENERGY CO                COM              670509108       58     3062 SH       DEFINED 01 02    04 05        3062
NVIDIA CORP                    COM              67066G104      391     6150 SH       DEFINED 01 02 03 04 05        6150
O'CHARLEY'S, INC               COM              670823103       25     1853 SH       DEFINED 01 02    04 05        1853
OGE ENERGY CORP                COM              670837103      349    18845 SH       DEFINED 01 02    04 05       18845
OM GROUP, INC                  COM              670872100       13      290 SH       DEFINED    02    04 05         290
OAKLEY, INC                    COM              673662102       22     1878 SH       DEFINED    02 03 04 05        1878
OAKWOOD HOMES CORP             COM              674098108        1      577 SH       DEFINED    02    04 05         577
OCCIDENTAL PETROLEUM CORP      COM              674599105     1078    51179 SH       DEFINED 01 02    04 05       51179
OCEAN ENERGY, INC (NEW)        COM              67481E106      314    22126 SH       DEFINED 01 02    04 05       22126
OCEANEERING INTERNATIONAL, INC COM              675232102       47     2479 SH       DEFINED 01 02    04 05        2479
OCEANFIRST FINANCIAL CORP      COM              675234108       42     2296 SH       DEFINED 01 02    04 05        2296
OCTEL CORP                     COM              675727101        4      520 SH       DEFINED 01 02    04 05         520
OCULAR SCIENCES, INC           COM              675744106       31     2615 SH       DEFINED 01 02 03 04 05        2615
OCWEN FINANCIAL CORP           COM              675746101        3      543 SH       DEFINED    02    04 05         543
OFFICEMAX, INC                 COM              67622M108       53    10633 SH       DEFINED 01 02 03 04 05       10633
OFFICE DEPOT, INC              COM              676220106      347    55559 SH       DEFINED 01 02 03 04 05       55559
OFFSHORE LOGISTICS, INC        COM              676255102       57     3979 SH       DEFINED 01 02    04 05        3979
OGDEN CORP                     COM              676346109       34     3813 SH       DEFINED 01 02 03 04 05        3813
OHIO CASUALTY CORP             COM              677240103       20     1839 SH       DEFINED 01 02    04 05        1839
OLD KENT FINANCIAL CORP        COM              679833103      353    13197 SH       DEFINED 01 02    04 05       13197
OLD NATIONAL BANCORP           COM              680033107       88     3010 SH       DEFINED 01 02    04 05        3010
OLD REPUBLIC INTERNATIONAL COR COM              680223104      215    13025 SH       DEFINED 01 02    04 05       13025
OLIN CORP                      COM              680665205       73     4396 SH       DEFINED 01 02    04 05        4396
OMNICARE, INC                  COM              681904108       78     8573 SH       DEFINED 01 02 03 04 05        8573
OMNICOM GROUP, INC             COM              681919106    10487   117746 SH       DEFINED 01 02 03 04 05      117746
OMEGA HEALTHCARE INVESTORS, IN COM              681936100        9     1975 SH       DEFINED 01 02    04 05        1975
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        2      816 SH       DEFINED    02 03               816
OMNOVA SOLUTIONS, INC          COM              682129101       30     4841 SH       DEFINED 01 02 03 04 05        4841
ON ASSIGNMENT, INC             COM              682159108       94     3082 SH       DEFINED 01 02 03 04 05        3082
ON COMMAND CORP                COM              682160106       28     1937 SH       DEFINED 01 02                 1937
ONE VALLEY BANCORP, INC        COM              682419106       19      619 SH       DEFINED 01 02    04 05         619
ONEIDA LTD                     COM              682505102       60     3401 SH       DEFINED 01 02 03 04 05        3401
ONEMAIN.COM, INC               COM              68267P109       39     3490 SH       DEFINED 01 02 03 04 05        3490
ONEOK, INC                     COM              682680103      126     4876 SH       DEFINED 01 02    04 05        4876
ONHEALTH NETWORK CO            COM              68272W107        3     1358 SH       DEFINED 01 02    04           1358
ONI SYSTEMS CORP               COM              68273F103      352     3000 SH       DEFINED    02 03 04 05        3000
ONYX SOFTWARE CORP             COM              683402101       56     1898 SH       DEFINED 01 02 03 04 05        1898
OPEN MARKET, INC               COM              68370M100       69     4961 SH       DEFINED 01 02 03 04 05        4961
OPTICAL CABLE CORP             COM              683827109        0        9 SH       DEFINED    02                    9
ORACLE CORP                    COM              68389X105    88621  1054227 SH       DEFINED 01 02 03 04 05     1054227
OPUS360 CORP                   COM              68400F109        1      145 SH       DEFINED 01 02    04 05         145
ORBITAL SCIENCES CORP          COM              685564106       68     5608 SH       DEFINED 01 02 03 04 05        5608
ORGANOGENESIS, INC             COM              685906109       75     6566 SH       DEFINED 01 02 03 04 05        6566
OREGON STEEL MILLS, INC        COM              686079104        3     1297 SH       DEFINED 01 02    04           1297
O'REILLY AUTOMOTIVE, INC       COM              686091109       73     5235 SH       DEFINED 01 02 03 04 05        5235
ORIENTAL FINANCIAL GROUP       COM              68618W100       13      883 SH       DEFINED    02 03 04 05         883
ORTHODONTIC CENTERS OF AMERICA COM              68750P103       90     3998 SH       DEFINED 01 02 03 04 05        3998
OSHKOSH B'GOSH, INC (CLASS A)  COM              688222207       30     1833 SH       DEFINED 01 02 03              1833
OSHKOSH TRUCK CORP             COM              688239201       52     1455 SH       DEFINED 01 02 03 04 05        1455
OSTEOTECH, INC                 COM              688582105       22     2104 SH       DEFINED 01 02 03 04 05        2104
OTTER TAIL POWER CO            COM              689648103       31     1474 SH       DEFINED 01 02    04 05        1474
OUTBACK STEAKHOUSE, INC        COM              689899102      259     8850 SH       DEFINED 01 02 03 04 05        8850
OVERSEAS SHIPHOLDING GROUP, IN COM              690368105       17      695 SH       DEFINED 01 02    04 05         695
OWENS CORNING CO               COM              69073F103       76     8195 SH       DEFINED 01 02    04 05        8195
OWENS & MINOR, INC             COM              690732102       69     4023 SH       DEFINED 01 02    04 05        4023
OWENS ILLINOIS, INC            COM              690768403      218    18656 SH       DEFINED 01 02    04 05       18656
OXFORD HEALTH PLANS, INC       COM              691471106      422    17701 SH       DEFINED 01 02 03 04 05       17701
OXFORD INDUSTRIES, INC         COM              691497309        9      524 SH       DEFINED 01 02       05         524
PC CONNECTION, INC             COM              69318J100       30      521 SH       DEFINED    02                  521
P-COM, INC                     COM              693262107       60    10587 SH       DEFINED 01 02 03 04 05       10587
PECO ENERGY CO                 COM              693304107     1052    26098 SH       DEFINED 01 02    04 05       26098
PG&E CORP                      COM              69331C108     1282    52045 SH       DEFINED 01 02    04 05       52045
PFF BANCORP, INC               COM              69331W104       53     2896 SH       DEFINED 01 02    04 05        2896
PE CORP-PE BIOSYSTEMS GROUP    COM              69332S102     2544    38616 SH       DEFINED 01 02 03 04 05       38616
PE CORP-CELERA GENOMICS GROUP  COM              69332S201      578     6184 SH       DEFINED 01 02    04 05        6184
P.F. CHANGS CHINA BISTRO, INC  COM              69333Y108        4      123 SH       DEFINED    02                  123
PICO HOLDINGS, INC             COM              693366205        2      138 SH       DEFINED    02    04            138
PLX TECHNOLOGY, INC            COM              693417107       74     1795 SH       DEFINED 01 02 03 04 05        1795
PMA CAPITAL CORP (CLASS A)     COM              693419202       24     1266 SH       DEFINED 01 02    04 05        1266
PMC-SIERRA, INC                COM              69344F106     7858    44226 SH       DEFINED 01 02 03 04 05       44226
PMI GROUP, INC                 COM              69344M101      162     3414 SH       DEFINED 01 02    04 05        3414
PNC FINANCIAL SERVICES GROUP,  COM              693475105     1777    37901 SH       DEFINED 01 02    04 05       37901
PPG INDUSTRIES, INC            COM              693506107     1342    30293 SH       DEFINED 01 02    04 05       30293
PPL CORP                       COM              69351T106      497    22639 SH       DEFINED 01 02    04 05       22639
PRI AUTOMATION, INC            COM              69357H106      189     2896 SH       DEFINED 01 02 03 04 05        2896
PS BUSINESS PARKS, INC         COM              69360J107        7      289 SH       DEFINED    02    04 05         289
PSS WORLD MEDICAL, INC         COM              69366A100       52     7679 SH       DEFINED 01 02 03 04 05        7679
PTEK HOLDINGS, INC             COM              69366M104       23     7132 SH       DEFINED 01 02 03 04 05        7132
PAC-WEST TELECOMM, INC         COM              69371Y101        4      200 SH       DEFINED 01 02 03 04 05         200
PACCAR, INC                    COM              693718108      246     6211 SH       DEFINED 01 02    04 05        6211
PACIFIC CAPITAL BANCORP        COM              69404P101       69     2740 SH       DEFINED 01 02 03 04 05        2740
PACIFIC CENTURY FINANCIAL CORP COM              694058108      152    10389 SH       DEFINED 01 02    04 05       10389
PACIFIC GATEWAY EXCHANGE, INC  COM              694327107        6     1905 SH       DEFINED 01 02 03 04 05        1905
PACIFIC GULF PROPERTIES, INC   COM              694396102       74     2967 SH       DEFINED 01 02    04 05        2967
PACIFIC SUNWEAR CALIFORNIA, IN COM              694873100       36     1922 SH       DEFINED 01 02 03 04 05        1922
PACIFICARE HEALTH SYSTEMS      COM              695112102      235     3905 SH       DEFINED 01 02    04 05        3905
PACTIV CORP                    COM              695257105      219    27814 SH       DEFINED 01 02 03 04 05       27814
PAGING NETWORK, INC            COM              695542100       35    48401 SH       DEFINED 01 02 03 04 05       48401
PAINE WEBBER GROUP, INC        COM              695629105      730    16036 SH       DEFINED 01 02    04 05       16036
PALL CORP                      COM              696429307      228    12305 SH       DEFINED 01 02    04 05       12305
PALM HARBOR HOMES, INC         COM              696639103       21     1469 SH       DEFINED 01 02 03 04 05        1469
PANAMSAT CORP                  COM              697933109      237     5431 SH       DEFINED 01 02 03 04 05        5431
PAN PACIFIC RETAIL PROPERTIES, COM              69806L104        5      233 SH       DEFINED    02    04 05         233
PANAVISION, INC (NEW)          COM              69830E209        0       23 SH       DEFINED    02                   23
PAPA JOHN'S INTERNATIONAL, INC COM              698813102       62     2535 SH       DEFINED 01 02 03 04 05        2535
PARAMETRIC TECHNOLOGY CORP     COM              699173100      444    40350 SH       DEFINED 01 02 03 04 05       40350
PAREXEL INTERNATIONAL CORP     COM              699462107       16     1658 SH       DEFINED    02 03 04 05        1658
PARK ELECTROCHEMICAL CORP      COM              700416209       45     1235 SH       DEFINED 01 02    04           1235
PARK NATIONAL CORP             COM              700658107      125     1377 SH       DEFINED 01 02 03              1377
PARK PLACE ENTERTAINMENT CORP  COM              700690100      290    23828 SH       DEFINED 01 02    04 05       23828
PARKER DRILLING CO             COM              701081101       91    14774 SH       DEFINED 01 02    04 05       14774
PARKER-HANNIFIN CORP           COM              701094104      560    16360 SH       DEFINED 01 02    04 05       16360
PARKERVISION, INC              COM              701354102       57     1126 SH       DEFINED 01 02 03              1126
PARKWAY PROPERTIES, INC        COM              70159Q104       32     1038 SH       DEFINED 01 02    04 05        1038
PATHOGENESIS CORP              COM              70321E104       42     1621 SH       DEFINED 01 02 03 04 05        1621
PATTERSON DENTAL CO            COM              703412106      203     3988 SH       DEFINED 01 02 03 04 05        3988
PATTERSON ENERGY, INC          COM              703414102      118     4123 SH       DEFINED 01 02    04 05        4123
PAXAR CORP                     COM              704227107       12      982 SH       DEFINED 01 02    04 05         982
PAXSON COMMUNICATIONS CORP     COM              704231109       56     6986 SH       DEFINED 01 02 03 04 05        6986
PAYCHEX, INC                   COM              704326107     2657    63264 SH       DEFINED 01 02 03 04 05       63264
PAYLESS SHOESOURCE, INC        COM              704379106      162     3165 SH       DEFINED 01 02    04 05        3165
PCORDER.COM, INC               COM              70453H107        8     1009 SH       DEFINED 01 02                 1009
PEDIATRIX MEDICAL GROUP, INC   COM              705324101       15     1259 SH       DEFINED 01 02 03 04 05        1259
PEGASYSTEMS, INC               COM              705573103        8     1512 SH       DEFINED 01 02    04 05        1512
PEGASUS COMMUNICATIONS CORP    COM              705904100      303     6182 SH       DEFINED 01 02 03 04 05        6182
PEGASUS SOLUTIONS, INC         COM              705906105       22     2038 SH       DEFINED 01 02 03 04 05        2038
PENN TREATY AMERICAN CORP      COM              707874103       11      622 SH       DEFINED 01 02                  622
PENNEY, (J.C.) CO, INC         COM              708160106      415    22497 SH       DEFINED 01 02    04 05       22497
PENNSYLVANIA REAL ESTATE INVES COM              709102107       40     2345 SH       DEFINED 01 02    04 05        2345
PENNZOIL-QUAKER STATE CO       COM              709323109       60     5013 SH       DEFINED 01 02    04 05        5013
PENTAIR, INC                   COM              709631105      171     4814 SH       DEFINED 01 02    04 05        4814
PENTON MEDIA, INC              COM              709668107      151     4306 SH       DEFINED 01 02 03 04 05        4306
PEOPLES BANK OF BRIDGEPORT CO  COM              710198102        5      298 SH       DEFINED    02    04 05         298
PEOPLES ENERGY CORP            COM              711030106      319     9848 SH       DEFINED 01 02    04 05        9848
PEOPLES HOLDINGS CO            COM              711148106        0       23 SH       DEFINED    02                   23
PEOPLESOFT, INC                COM              712713106      679    40543 SH       DEFINED 01 02 03 04 05       40543
PEP BOYS MANNY, MOE, & JACK CO COM              713278109       19     3085 SH       DEFINED 01 02    04 05        3085
PEPSI BOTTLING GROUP, INC      COM              713409100      583    19982 SH       DEFINED 01 02 03 04 05       19982
PEPSICO, INC                   COM              713448108    15112   340066 SH       DEFINED 01 02 03 04 05      340066
PER SE TECHNOLOGIES, INC       COM              713569309       28     3005 SH       DEFINED 01 02 03 04 05        3005
PEREGRINE SYSTEMS, INC         COM              71366Q101      524    15100 SH       DEFINED 01 02 03 04 05       15100
PERFORMANCE FOOD GROUP CO      COM              713755106       77     2391 SH       DEFINED 01 02    04 05        2391
PERKINELMER, INC               COM              714046109      608     9201 SH       DEFINED 01 02 03 04 05        9201
PEROT SYSTEMS CORP (CLASS A)   COM              714265105       77     7005 SH       DEFINED 01 02 03 04 05        7005
PERRIGO CO                     COM              714290103      110    17352 SH       DEFINED 01 02    04 05       17352
PERSONNEL GROUP OF AMERICA, IN COM              715338109        6     2189 SH       DEFINED 01 02    04 05        2189
PERVASIVE SOFTWARE, INC        COM              715710109       14     2515 SH       DEFINED 01 02 03 04 05        2515
PETCO ANIMAL SUPPLIES, INC     COM              716016100       94     4779 SH       DEFINED 01 02    04 05        4779
PETSMART, INC                  COM              716768106       42    12497 SH       DEFINED 01 02 03 04 05       12497
PHARMACYCLICS INC              COM              716933106      135     2211 SH       DEFINED 01 02 03 04 05        2211
PFIZER, INC                    COM              717081103    82321  1715023 SH       DEFINED 01 02 03 04 05     1715023
PHARMACEUTICAL PRODUCT DEVELOP COM              717124101       35     1685 SH       DEFINED 01 02 03 04 05        1685
PHARMACEUTICAL RESOURCES, INC  COM              717125108        2      365 SH       DEFINED    02 03 04 05         365
PHARMACIA CORP                 COM              71713U102    10614   205345 SH       DEFINED 01 02 03 04 05      205345
PHELPS DODGE CORP              COM              717265102      446    11981 SH       DEFINED 01 02    04 05       11981
PHILADELPHIA CONSOLIDATED HOLD COM              717528103       16      932 SH       DEFINED 01 02       05         932
PHILADELPHIA SUBURBAN CORP     COM              718009608       12      561 SH       DEFINED    02    04 05         561
PHILIP MORRIS COS, INC         COM              718154107    10005   376641 SH       DEFINED 01 02 03 04 05      376641
PHILLIPS PETROLEUM CO          COM              718507106     1534    30261 SH       DEFINED 01 02    04 05       30261
PHILLIPS VAN HEUSEN CORP       COM              718592108        3      265 SH       DEFINED    02    04 05         265
PHOENIX INVESTMENT PARTNERS LT COM              719085102       33     3165 SH       DEFINED 01 02    04 05        3165
PHOENIX TECHNOLOGIES LTD       COM              719153108       28     1689 SH       DEFINED 01 02 03 04 05        1689
PHYCOR, INC                    COM              71940F100        6     9777 SH       DEFINED 01 02 03 04 05        9777
PHOTRONICS, INC                COM              719405102       86     3031 SH       DEFINED 01 02 03 04 05        3031
PICTURETEL CORP                COM              720035302       16     6098 SH       DEFINED 01 02    04 05        6098
PIEDMONT NATURAL GAS CO, INC   COM              720186105       14      520 SH       DEFINED 01 02    04 05         520
PIER 1 IMPORTS, INC            COM              720279108      141    14422 SH       DEFINED 01 02 03 04 05       14422
PILGRIMS PRIDE CORP (CLASS B)  COM              721467108       18     2461 SH       DEFINED 01 02 03 04           2461
PILGRIMS PRIDE CORP (CLASS A)  COM              721467207        2      300 SH       DEFINED 01                     300
PILLOWTEX CORP                 COM              721501104        0       34 SH       DEFINED    02                   34
PINNACLE ENTERTAINMENT, INC    COM              723456109       54     2788 SH       DEFINED 01 02    04 05        2788
PINNACLE HOLDINGS, INC         COM              72346N101      259     4805 SH       DEFINED 01 02    04 05        4805
PINNACLE SYSTEMS, INC          COM              723481107      137     6086 SH       DEFINED 01 02 03 04 05        6086
PINNACLE WEST CAPITAL CORP     COM              723484101      451    13321 SH       DEFINED 01 02    04 05       13321
PIONEER GROUP, INC             COM              723684106       79     1866 SH       DEFINED    02 03 04 05        1866
PIONEER NATURAL RESOURCES CO   COM              723787107      170    13337 SH       DEFINED 01 02    04 05       13337
PIONEER-STANDARD ELECTRONICS,  COM              723877106        4      286 SH       DEFINED    02    04 05         286
PITNEY BOWES, INC              COM              724479100     2163    54085 SH       DEFINED 01 02 03 04 05       54085
PITT-DES MOINES, INC           COM              724508106        0       16 SH       DEFINED    02                   16
PITTSTON BRINK'S GROUP CO      COM              725701106       80     5828 SH       DEFINED 01 02    04 05        5828
PIXAR, INC                     COM              725811103       84     2388 SH       DEFINED 01 02 03 04 05        2388
PLACER DOME, INC (U.S.)        COM              725906101      121    12622 SH       DEFINED 01 02    04 05       12622
PLAINS RESOURCES, INC          COM              726540503       37     2317 SH       DEFINED 01 02 03 04 05        2317
PLANTRONICS, INC               COM              727493108      337     2921 SH       DEFINED 01 02 03 04 05        2921
PLAYBOY ENTERPRISES, INC (CLAS COM              728117300       32     2496 SH       DEFINED 01 02 03 04 05        2496
PLAYTEX PRODUCTS, INC          COM              72813P100       36     3161 SH       DEFINED 01 02 03 04 05        3161
PLEXUS CORP                    COM              729132100      331     2929 SH       DEFINED 01 02 03 04 05        2929
POGO PRODUCING CO              COM              730448107      111     4995 SH       DEFINED 01 02 03 04 05        4995
POLARIS INDUSTRIES, INC        COM              731068102      152     4742 SH       DEFINED 01 02 03 04 05        4742
POLAROID CORP                  COM              731095105       33     1836 SH       DEFINED    02    04 05        1836
POLICY MANAGEMENT SYSTEMS CORP COM              731108106       77     5022 SH       DEFINED 01 02 03 04 05        5022
POLO RALPH LAUREN CORP         COM              731572103       79     5510 SH       DEFINED 01 02 03 04 05        5510
POLYCOM, INC                   COM              73172K104      349     3708 SH       DEFINED 01 02 03 04 05        3708
POLYMER GROUP, INC             COM              731745105       38     4078 SH       DEFINED 01 02    04 05        4078
POPULAR, INC                   COM              733174106      330    17296 SH       DEFINED 01 02    04 05       17296
PORTAL SOFTWARE, INC           COM              736126103      192     3010 SH       DEFINED 01 02 03 04 05        3010
POST PROPERTIES, INC           COM              737464107       98     2217 SH       DEFINED 01 02    04 05        2217
POTLATCH CORP                  COM              737628107       52     1557 SH       DEFINED 01 02    04 05        1557
POTOMAC ELECTRIC POWER CO      COM              737679100      350    14017 SH       DEFINED 01 02    04 05       14017
POWER INTEGRATIONS, INC        COM              739276103       74     3133 SH       DEFINED 01 02 03 04 05        3133
POWER-ONE, INC                 COM              739308104      360     3161 SH       DEFINED 01 02 03 04 05        3161
POWERTEL, INC                  COM              73936C109      273     3855 SH       DEFINED 01 02 03 04 05        3855
POWERWAVE TECHNOLOGIES, INC    COM              739363109      304     6915 SH       DEFINED 01 02 03 04 05        6915
PRAXAIR, INC                   COM              74005P104      999    26686 SH       DEFINED 01 02    04 05       26686
PREPAID LEGAL SERVICES, INC    COM              740065107      116     3892 SH       DEFINED 01 02 03 04 05        3892
PRECISION CAST PARTS CORP      COM              740189105       95     2092 SH       DEFINED 01 02    04 05        2092
PREMIER NATIONAL BANCORP, INC  COM              74053F107        3      244 SH       DEFINED    02    04 05         244
SIX FLAGS, INC                 COM              740540208     7652   336343 SH       DEFINED    02 03 04 05      336343
PRENTISS PROPERTIES TRUST      COM              740706106      174     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       56     3463 SH       DEFINED 01 02 03 04 05        3463
PRICE COMMUNICATIONS CORP      COM              741437305     1947    82652 SH       DEFINED 01 02 03 04 05       82652
PRICE (T. ROWE) ASSOCIATES, IN COM              741477103      828    19490 SH       DEFINED 01 02 03 04 05       19490
PRICELINE.COM, INC             COM              741503106      205     5391 SH       DEFINED 01 02 03 04 05        5391
PRIMEDIA, INC                  COM              74157K101      353    15512 SH       DEFINED 01 02 03 04 05       15512
PRIME RETAIL, INC              COM              741570105        1      563 SH       DEFINED    02    04 05         563
PRIME GROUP REALTY TRUST       COM              74158J103       14      934 SH       DEFINED 01 02    04 05         934
PRIMEX TECHNOLOGIES, INC       COM              741597108       25     1133 SH       DEFINED 01 02    04           1133
PRIMARK CORP                   COM              741903108        5      139 SH       DEFINED    02    04            139
PRIME HOSPITALITY CORP         COM              741917108       52     5484 SH       DEFINED 01 02    04 05        5484
PRIMUS TELECOMMUNICATIONS GROU COM              741929103      121     4879 SH       DEFINED 01 02 03 04 05        4879
PRIDE INTERNATIONAL, INC       COM              741932107      140     5643 SH       DEFINED 01 02 03 04 05        5643
PRISON REALTY TRUST, INC       COM              74264N105       26     8557 SH       DEFINED 01 02 03 04 05        8557
PRIORITY HEALTHCARE CORP (CLAS COM              74264T102       64      865 SH       DEFINED 01 02                  865
PRIVATE BUSINESS, INC          COM              74267D104        2      817 SH       DEFINED    02       05         817
PROBUSINESS SERVICES, INC      COM              742674104       32     1207 SH       DEFINED 01 02 03 04 05        1207
PROCTER & GAMBLE CO            COM              742718109    15773   275503 SH       DEFINED 01 02 03 04 05      275503
PRODIGY COMMUNICATIONS CORP (C COM              74283P206       23     2166 SH       DEFINED 01 02 03 04 05        2166
PROFESSIONALS GROUP, INC       COM              742954100        9      364 SH       DEFINED 01 02       05         364
PROFESSIONAL DETAILING, INC    COM              74312N107        4      114 SH       DEFINED    02                  114
PROFIT RECOVERY GROUP INTERNAT COM              743168106       79     4724 SH       DEFINED 01 02 03 04 05        4724
PROGRESS SOFTWARE CORP         COM              743312100      120     6705 SH       DEFINED 01 02 03 04 05        6705
PROGRESSIVE CORP               COM              743315103      552     7459 SH       DEFINED 01 02 03 04 05        7459
PROJECT SOFTWARE & DEVELOPMENT COM              74339P101       34     1896 SH       DEFINED 01 02 03 04 05        1896
PROLOGIS TRUST                 COM              743410102       65     3072 SH       DEFINED 01 02    04 05        3072
PROTECTION ONE, INC            COM              743663304        1      624 SH       DEFINED    02    04 05         624
PROTECTIVE LIFE CORP           COM              743674103       85     3179 SH       DEFINED 01 02    04 05        3179
PROTEIN DESIGN LABORATORIES, I COM              74369L103      501     3037 SH       DEFINED 01 02 03 04 05        3037
PROVANT, INC                   COM              743724106        6     1135 SH       DEFINED 01 02 03    05        1135
PROVIDENT BANKSHARES CORP      COM              743859100       10      720 SH       DEFINED 01 02    04 05         720
PROVIDENT FINANCIAL GROUP      COM              743866105       90     3780 SH       DEFINED 01 02    04 05        3780
PROVINCE HEALTHCARE CO         COM              743977100       86     2389 SH       DEFINED 01 02 03 04 05        2389
PROVIDIAN FINANCIAL CORP       COM              74406A102     2630    29220 SH       DEFINED 01 02 03 04 05       29220
PROXICOM, INC                  COM              744282104      141     2952 SH       DEFINED 01 02 03 04 05        2952
PROXIM, INC                    COM              744284100      167     1688 SH       DEFINED 01 02 03 04 05        1688
PROXYMED, INC                  COM              744290107        3     1518 SH       DEFINED    02 03 04 05        1518
PSINET, INC                    COM              74437C101     2013    80100 SH       DEFINED 01 02 03 04 05       80100
PUBLIC SERVICE CO OF NEW MEXIC COM              744499104       57     3664 SH       DEFINED 01 02    04 05        3664
PUBLIC SERVICE ENTERPRISE GROU COM              744573106      783    22611 SH       DEFINED 01 02    04 05       22611
PUBLIC STORAGE, INC            COM              74460D109      169     7228 SH       DEFINED 01 02    04 05        7228
PUBLICARD, INC                 COM              744627100        7     2010 SH       DEFINED    02 03 04 05        2010
PUGET SOUND ENERGY, INC        COM              745332106      378    17717 SH       DEFINED 01 02    04 05       17717
PULITZER, INC                  COM              745769109        1       27 SH       DEFINED    02                   27
PULTE CORP                     COM              745867101       89     4126 SH       DEFINED 01 02    04 05        4126
QRS CORP                       COM              74726X105       53     2141 SH       DEFINED 01 02 03 04 05        2141
QLOGIC CORP                    COM              747277101      715    10819 SH       DEFINED 01 02 03 04 05       10819
QUADRAMED CORP                 COM              74730W101       14     5535 SH       DEFINED 01 02 03 04 05        5535
QUAKER OATS CO                 COM              747402105     1696    22572 SH       DEFINED 01 02 03 04 05       22572
QUALCOMM, INC                  COM              747525103    10588   176465 SH       DEFINED 01 02 03 04 05      176465
QUANTA SERVICES, INC           COM              74762E102      553    10063 SH       DEFINED 01 02 03 04 05       10063
QUANEX CORP                    COM              747620102       48     3254 SH       DEFINED 01 02    04 05        3254
QUANTUM CORP-DLT & STORAGE SYS COM              747906204      151    15560 SH       DEFINED 01 02 03 04 05       15560
QUANTUM CORP-HARD DISK DRIVE G COM              747906303      215    19390 SH       DEFINED 01 02 03 04 05       19390
QUEENS COUNTY BANCORP, INC     COM              748242104       22     1173 SH       DEFINED 01 02 03 04 05        1173
QUEST DIAGNOSTICS, INC         COM              74834L100      368     4959 SH       DEFINED 01 02    04 05        4959
QUESTAR CORP                   COM              748356102      205    10605 SH       DEFINED 01 02    04 05       10605
QUIKSILVER, INC                COM              74838C106       65     4208 SH       DEFINED 01 02 03 04 05        4208
QUINTILES TRANSNATIONAL CORP   COM              748767100      274    19375 SH       DEFINED 01 02 03 04 05       19375
QUORUM HEALTH GROUP, INC       COM              749084109      269    26069 SH       DEFINED 01 02    04 05       26069
R & B FALCON CORP              COM              74912E101      477    20240 SH       DEFINED 01 02 03 04 05       20240
QWEST COMMUNICATIONS INTERNATI COM              749121109      956    19245 SH       DEFINED 01 02 03 04 05       19245
R&G FINANCIAL CORP (CLASS B)   COM              749136107        1      138 SH       DEFINED    02                  138
RCN CORP                       COM              749361101     1626    64068 SH       DEFINED 01 02 03 04 05       64068
RFS HOTEL INVESTORS, INC       COM              74955J108       63     5394 SH       DEFINED 01 02    04 05        5394
R.H. DONNELLEY CORP            COM              74955W307       42     2177 SH       DEFINED 01 02 03 04 05        2177
RGS ENERGY GROUP, INC          COM              74956K104      150     6737 SH       DEFINED 01 02    04 05        6737
RLI CORP                       COM              749607107       18      530 SH       DEFINED 01 02                  530
RPC, INC                       COM              749660106       10      950 SH       DEFINED 01 02    04 05         950
RPM, INC                       COM              749685103      104    10225 SH       DEFINED 01 02    04 05       10225
RSA SECURITY, INC              COM              749719100      369     5326 SH       DEFINED 01 02 03 04 05        5326
RTI INTERNATIONAL METALS       COM              74973W107        5      457 SH       DEFINED 01 02    04            457
RWD TECHNOLOGIES, INC          COM              74975B101        0       17 SH       DEFINED    02                   17
RF MICRO DEVICES, INC          COM              749941100      667     7607 SH       DEFINED 01 02 03 04 05        7607
RACING CHAMPIONS CORP          COM              750069106        2     1344 SH       DEFINED 01 02 03 04 05        1344
RADIAN GROUP, INC              COM              750236101      230     4436 SH       DEFINED 01 02    04 05        4436
RADIANT SYSTEMS, INC           COM              75025N102       47     1957 SH       DEFINED 01 02 03 04 05        1957
RADIO ONE, INC                 COM              75040P108       39     1332 SH       DEFINED 01 02 03 04 05        1332
RADIO ONE, INC (CLASS D)       COM              75040P405       50     2264 SH       DEFINED 01 02 03 04           2264
RADIOSHACK CORP                COM              750438103     8594   181394 SH       DEFINED 01 02 03 04 05      181394
RADISYS CORP                   COM              750459109       76     1338 SH       DEFINED 01 02 03 04           1338
RAINFOREST CAFE, INC           COM              75086K104        0       50 SH       DEFINED 01                      50
RAMBUS, INC                    COM              750917106     1261    12244 SH       DEFINED 01 02 03 04 05       12244
RALCORP HOLDINGS, INC          COM              751028101       20     1610 SH       DEFINED 01 02    04 05        1610
RALSTON PURINA CO              COM              751277302      757    37946 SH       DEFINED 01 02 03 04 05       37946
RARE MEDIUM GROUP, INC         COM              75382N109       96     6067 SH       DEFINED 01 02 03 04 05        6067
RARE MEDIUM GROUP, INC         COM              753820109       32     1140 SH       DEFINED 01 02 03 04           1140
RATIONAL SOFTWARE CORP         COM              75409P202     1325    14255 SH       DEFINED 01 02 03 04 05       14255
RAYMOND JAMES FINANCIAL CORP   COM              754730109      194     8630 SH       DEFINED 01 02 03 04 05        8630
RAYONIER, INC                  COM              754907103       54     1504 SH       DEFINED 01 02    04 05        1504
RAYOVAC CORP                   COM              755081106       87     3872 SH       DEFINED 01 02 03 04 05        3872
RAYTHEON CO (CLASS A)          COM              755111309       84     4336 SH       DEFINED 01 02                 4336
RAYTHEON CO (CLASS B)          COM              755111408      602    31264 SH       DEFINED 01 02    04 05       31264
RAZORFISH, INC                 COM              755236106       45     2803 SH       DEFINED 01 02 03 04 05        2803
READ RITE CORP                 COM              755246105       28    12573 SH       DEFINED 01 02 03 04 05       12573
READERS DIGEST ASSOCIATION     COM              755267101      492    12377 SH       DEFINED 01 02 03 04 05       12377
REALNETWORKS, INC              COM              75605L104      528    10434 SH       DEFINED 01 02 03 04 05       10434
REALTY INCOME CORP             COM              756109104       61     2596 SH       DEFINED 01 02    04 05        2596
RECKSON ASSOCIATES REALTY CORP COM              75621K106      135     5695 SH       DEFINED 01 02    04 05        5695
REDBACK NETWORKS, INC          COM              757209101      299     1680 SH       DEFINED 01 02 03 04 05        1680
REDWOOD TRUST, INC             COM              758075402       11      767 SH       DEFINED 01 02                  767
REEBOK INTERNATIONAL LTD       COM              758110100       76     4794 SH       DEFINED 01 02    04 05        4794
REGAL-BELOIT CORP              COM              758750103       38     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       49     3936 SH       DEFINED 01 02 03 04 05        3936
REGENCY REALTY CORP            COM              758939102       10      433 SH       DEFINED    02    04 05         433
REGIONS FINANCIAL CORP         COM              758940100      489    24587 SH       DEFINED 01 02    04 05       24587
REINSURANCE GROUP OF AMERICA,  COM              759351109      106     3515 SH       DEFINED 01 02    04 05        3515
RELIANCE GROUP HOLDINGS, INC   COM              759464100        3     4540 SH       DEFINED 01 02    04 05        4540
RELIANCE STEEL & ALUMINUM CO   COM              759509102       38     1989 SH       DEFINED 01 02    04 05        1989
RELIANT ENERGY, INC            COM              75952J108      730    24689 SH       DEFINED 01 02    04 05       24689
RELIASTAR FINANCIAL CORP       COM              75952U103      309     5890 SH       DEFINED 01 02    04 05        5890
REMEC, INC                     COM              759543101       58     1381 SH       DEFINED 01 02    04 05        1381
REMEDY CORP                    COM              759548100      210     3758 SH       DEFINED 01 02 03 04 05        3758
RENAISSANCE WORLDWIDE, INC     COM              75968A109        5     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      137     5589 SH       DEFINED 01 02 03 04 05        5589
RENT-A-CENTER, INC             COM              76009N100       70     3116 SH       DEFINED 01 02 03 04 05        3116
RENT WAY, INC                  COM              76009U104      103     3513 SH       DEFINED 01 02 03 04 05        3513
REPUBLIC BANCORP, INC (KENTUCK COM              760281204        2      222 SH       DEFINED    02 03               222
REPUBLIC BANCORP, INC          COM              760282103       55     6203 SH       DEFINED 01 02    04 05        6203
REPUBLIC GROUP, INC            COM              760473108        4      436 SH       DEFINED 01 02    04            436
REPUBLIC SECURITY FINANCIAL CO COM              760758102        8     1587 SH       DEFINED 01 02    04 05        1587
REPUBLIC SERVICES, INC (CLASS  COM              760759100      150     9357 SH       DEFINED 01 02 03 04 05        9357
RES-CARE, INC                  COM              760943100        7     1392 SH       DEFINED 01 02 03 04 05        1392
RESTORATION HARDWARE, INC      COM              760981100        5      951 SH       DEFINED    02 03 04 05         951
RESMED, INC                    COM              761152107      145     5418 SH       DEFINED 01 02 03 04 05        5418
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       74     4099 SH       DEFINED 01 02 03 04 05        4099
REVLON, INC (CLASS A)          COM              761525500       18     2797 SH       DEFINED 01 02 03 04 05        2797
REYNOLDS & REYNOLDS CO (CLASS  COM              761695105      145     7937 SH       DEFINED 01 02    04 05        7937
RJR REYNOLDS TOBACCO HOLDINGS, COM              76182K105      246     8823 SH       DEFINED 01 02 03 04 05        8823
RHYTHMS NETCONNECTIONS, INC    COM              762430205      114     9103 SH       DEFINED 01 02 03 04 05        9103
RICHMOND COUNTY FINANCIAL CORP COM              764556106       23     1226 SH       DEFINED 01 02    04 05        1226
RIGGS NATIONAL CORP            COM              766570105       22     1740 SH       DEFINED 01 02    04 05        1740
RITE AID CORP                  COM              767754104      181    27519 SH       DEFINED 01 02    04 05       27519
RIVIANA FOODS, INC             COM              769536103       16      927 SH       DEFINED 01 02                  927
ROADWAY EXPRESS, INC           COM              769742107       63     2693 SH       DEFINED 01 02    04 05        2693
ROBBINS & MYERS, INC           COM              770196103       14      630 SH       DEFINED 01 02                  630
ROBERT HALF INTERNATIONAL, INC COM              770323103      709    24864 SH       DEFINED 01 02 03 04 05       24864
ROCK-TENN CO (CLASS A)         COM              772739207        6      746 SH       DEFINED 01 02    04            746
ROCKWELL INTERNATIONAL CORP    COM              773903109      714    22668 SH       DEFINED 01 02    04 05       22668
ROGERS CORP                    COM              775133101        6      158 SH       DEFINED    02    04            158
ROHM & HAAS CO                 COM              775371107      434    12591 SH       DEFINED 01 02    04 05       12591
ROLLINS, INC                   COM              775711104       72     4814 SH       DEFINED 01 02 03 04 05        4814
ROLLINS TRUCK LEASING CORP     COM              775741101       58     8392 SH       DEFINED 01 02    04 05        8392
ROPER INDUSTRIES, INC          COM              776696106      141     5489 SH       DEFINED 01 02 03 04 05        5489
ROSLYN BANCORP, INC            COM              778162107      109     6589 SH       DEFINED 01 02    04 05        6589
ROSS STORES, INC               COM              778296103      264    15452 SH       DEFINED 01 02 03 04 05       15452
ROUGE INDUSTRIES, INC (CLASS A COM              779088103        0       33 SH       DEFINED    02                   33
ROUSE CO                       COM              779273101       87     3521 SH       DEFINED 01 02    04 05        3521
ROWAN COS, INC                 COM              779382100      512    16864 SH       DEFINED 01 02    04 05       16864
ROYAL DUTCH PETROLEUM CO (NY R ADR              780257804     7518   122127 SH       DEFINED    02    04 05      122127
RUBY TUESDAY, INC              COM              781182100      170    13560 SH       DEFINED 01 02 03 04 05       13560
RUDDICK CORP                   COM              781258108       12     1022 SH       DEFINED 01 02    04 05        1022
RURAL/METRO CORP               COM              781748108        2     1000 SH       DEFINED 01                    1000
RUSS BERRIE & CO, INC          COM              782233100       32     1639 SH       DEFINED 01 02    04           1639
RUSSELL CORP                   COM              782352108      100     5014 SH       DEFINED 01 02    04 05        5014
RYAN'S FAMILY STEAK HOUSES, IN COM              783519101       57     6736 SH       DEFINED 01 02    04 05        6736
RYDER SYSTEM, INC              COM              783549108      248    13120 SH       DEFINED 01 02    04 05       13120
RYERSON TULL, INC              COM              78375P107       13     1260 SH       DEFINED 01 02    04 05        1260
RYLAND GROUP, INC              COM              783764103       60     2705 SH       DEFINED 01 02    04 05        2705
S & T BANCORP, INC             COM              783859101       34     1864 SH       DEFINED 01 02 03 04 05        1864
SBC COMMUNICATIONS, INC        COM              78387G103    29906   691467 SH       DEFINED 01 02 03 04 05      691467
SCG HOLDING CORP               COM              783884109     3017   137899 SH       DEFINED    02 03 04 05      137899
SCI SYSTEMS, INC               COM              783890106      708    18060 SH       DEFINED 01 02 03 04 05       18060
SCM MICROSYSTEMS, INC          COM              784018103      169     2792 SH       DEFINED 01 02 03 04 05        2792
SCPIE HOLDINGS, INC            COM              78402P104       47     2288 SH       DEFINED 01 02    04 05        2288
SCP POOL CORP                  COM              784028102       34     1457 SH       DEFINED    02 03 04 05        1457
SDL, INC                       COM              784076101     2642     9264 SH       DEFINED 01 02 03 04 05        9264
SEI INVESTMENTS CO             COM              784117103      333     8376 SH       DEFINED 01 02 03 04 05        8376
SEMCO ENERGY, INC              COM              78412D109        3      230 SH       DEFINED    02    04 05         230
SFX ENTERTAINMENT, INC (CLASS  COM              784178105     7672   169310 SH       DEFINED 01 02 03 04 05      169310
SJW CORP                       COM              784305104       37      308 SH       DEFINED 01 02                  308
SL GREEN REALTY CORP           COM              78440X101        8      281 SH       DEFINED    02    04 05         281
USA EDUCATION, INC             COM              78442A109     1061    28328 SH       DEFINED 01 02 03 04 05       28328
SLI, INC                       COM              78442T108       38     3135 SH       DEFINED 01 02 03 04 05        3135
SPSS, INC                      COM              78462K102       13      430 SH       DEFINED    02 03               430
SPS TECHNOLOGIES, INC          COM              784626103       61     1493 SH       DEFINED 01 02    04 05        1493
S1 CORP                        COM              78463B101      180     7731 SH       DEFINED 01 02 03 04 05        7731
SPX CORP                       COM              784635104      445     3683 SH       DEFINED 01 02 03 04 05        3683
S3, INC                        COM              784849101       78     5260 SH       DEFINED 01 02 03 04 05        5260
SVI HOLDINGS, INC              COM              784872103       21     4053 SH       DEFINED 01 02 03 04 05        4053
SABRE, INC                     COM              785905100     1650    57885 SH       DEFINED 01 02 03 04 05       57885
SAFECO CORP                    COM              786429100      211    10601 SH       DEFINED 01 02    04 05       10601
SAFEGUARD SCIENTIFICS, INC     COM              786449108      294     9183 SH       DEFINED 01 02 03 04 05        9183
SAFESCIENCE, INC               COM              786452102        4      834 SH       DEFINED    02 03    05         834
SAFETY-KLEEN CORP              COM              78648R203        0     5243 SH       DEFINED 01 02    04 05        5243
SAFEWAY, INC                   COM              786514208    11456   253863 SH       DEFINED 01 02 03 04 05      253863
SAGA COMMUNICATIONS, INC (CLAS COM              786598102       17      779 SH       DEFINED    02                  779
SAGA SYSTEMS, INC              COM              786610105       45     3579 SH       DEFINED 01 02 03 04 05        3579
SAGENT TECHNOLOGY, INC         COM              786693101       27     1896 SH       DEFINED 01 02 03 04 05        1896
ST. FRANCIS CAPITAL CORP       COM              789374105        0       32 SH       DEFINED    02                   32
ST. JOE CO                     COM              790148100      169     5638 SH       DEFINED 01 02 03 04 05        5638
ST. JUDE MEDICAL, INC          COM              790849103      460    10028 SH       DEFINED 01 02 03 04 05       10028
ST. MARY LAND & EXPLORATION CO COM              792228108       65     1542 SH       DEFINED 01 02    04 05        1542
ST. PAUL COS, INC              COM              792860108      862    25253 SH       DEFINED 01 02    04 05       25253
SAKS, INC                      COM              79377W108      160    15282 SH       DEFINED 01 02 03 04 05       15282
SALTON, INC                    COM              795757103       51     1384 SH       DEFINED 01 02 03 04           1384
SAMSONITE CORP                 COM              79604V105        3      773 SH       DEFINED 01 02                  773
SANCHEZ COMPUTER ASSOCIATES, I COM              799702105       54     2293 SH       DEFINED 01 02 03 04 05        2293
SANDERSON FARMS, INC           COM              800013104        0       22 SH       DEFINED    02                   22
SANDISK CORP                   COM              80004C101      479     7827 SH       DEFINED 01 02 03 04 05        7827
SANDY SPRING BANCORP, INC      COM              800363103       21     1036 SH       DEFINED 01 02                 1036
SANMINA CORP                   COM              800907107    13530   158247 SH       DEFINED 01 02 03 04 05      158247
SANGSTAT MEDICAL CORP          COM              801003104       58     2013 SH       DEFINED 01 02 03 04 05        2013
SANTA CRUZ OPERATION, INC      COM              801833104       24     3784 SH       DEFINED 01 02 03 04 05        3784
SANTA FE SNYDER CORP           COM              80218K105      286    25152 SH       DEFINED 01 02    04 05       25152
SANTANDER BANCORP              COM              802809103        3      231 SH       DEFINED    02 03    05         231
SAPIENT CORP                   COM              803062108      617     5766 SH       DEFINED 01 02 03 04 05        5766
SARA LEE CORP                  COM              803111103     2932   151840 SH       DEFINED 01 02 03 04 05      151840
SAUER-DANFOSS, INC             COM              804137107       18     1845 SH       DEFINED 01 02    04           1845
SAUL CENTERS, INC              COM              804395101        2      140 SH       DEFINED    02    04            140
SAWTEK, INC                    COM              805468105      228     3953 SH       DEFINED 01 02 03 04 05        3953
SCANA CORP                     COM              80589M102      104     4315 SH       DEFINED 01 02    04 05        4315
SCHAWK, INC (CLASS A)          COM              806373106       20     2134 SH       DEFINED 01 02 03              2134
SCHEIN (HENRY), INC            COM              806407102       95     5536 SH       DEFINED 01 02 03 04 05        5536
SCHEIN PHARMACEUTICAL, INC     COM              806416103       35     1619 SH       DEFINED 01 02                 1619
SCHERING-PLOUGH CORP           COM              806605101    26721   529133 SH       DEFINED 01 02 03 04 05      529133
SCHLUMBERGER LTD               COM              806857108     1358    18193 SH       DEFINED 01 02    04 05       18193
SCHOLASTIC CORP                COM              807066105      122     2002 SH       DEFINED 01 02    04 05        2002
SCHOOL SPECIALTY, INC          COM              807863105       98     5283 SH       DEFINED 01 02 03 04 05        5283
SCHULMAN (A.), INC             COM              808194104       78     6472 SH       DEFINED 01 02    04 05        6472
SCHWAB (CHARLES) CORP          COM              808513105     7742   230242 SH       DEFINED 01 02 03 04 05      230242
SCHWEITZER-MAUDUIT INTERNATION COM              808541106        7      548 SH       DEFINED 01 02    04 05         548
SCIENT CORP                    COM              80864H109       89     2024 SH       DEFINED 01 02                 2024
SCIENTIFIC-ATLANTA, INC        COM              808655104     2270    30466 SH       DEFINED 01 02 03 04 05       30466
SCIENTIFIC GAMES HOLDINGS CORP COM              808747109        3      137 SH       DEFINED    02    04            137
SCOTT TECHNOLOGIES, INC        COM              810022301       23     1355 SH       DEFINED    02 03 04 05        1355
SCOTTISH POWER PLC ADR         ADR              81013T705       86     2570 SH       DEFINED 01          05        2570
SCOTTS CO (CLASS A)            COM              810186106      138     3769 SH       DEFINED 01 02 03 04 05        3769
SCRIPPS (E.W.) CO (CLASS A)    COM              811054204      212     4299 SH       DEFINED 01 02    04 05        4299
SEACOAST FINANCIAL SERVICES CO COM              81170Q106        3      300 SH       DEFINED    02    04 05         300
SEAGATE TECHNOLOGY, INC        COM              811804103     1684    30613 SH       DEFINED 01 02 03 04 05       30613
SEAGRAMS CO LTD (U.S.)         COM              811850106      806    13890 SH       DEFINED    02    04 05       13890
SEACOR SMIT, INC               COM              811904101       11      273 SH       DEFINED    02    04 05         273
SEALED AIR CORP                COM              81211K100      690    13176 SH       DEFINED 01 02 03 04 05       13176
SEALED AIR CORP (CLASS A)      PFD              81211K209      142     2802 SH       DEFINED 01 02                 2802
SEARS ROEBUCK & CO             COM              812387108     1559    47794 SH       DEFINED 01 02    04 05       47794
SECOND BANCORP, INC            COM              813114105        1       40 SH       DEFINED    02                   40
SECURITY CAPITAL GROUP, INC (C COM              81413P204        8      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        1      468 SH       DEFINED    02 03 04 05         468
SELECTIVE INSURANCE GROUP, INC COM              816300107       97     5103 SH       DEFINED 01 02    04 05        5103
SEMTECH CORP                   COM              816850101      405     5299 SH       DEFINED 01 02 03 04 05        5299
SEMPRA ENERGY                  COM              816851109      554    32580 SH       DEFINED 01 02    04 05       32580
SENIOR HOUSING PROPERTIES TRUS COM              81721M109        5      740 SH       DEFINED 01 02    04 05         740
SENSORMATIC ELECTRONICS CORP   COM              817265101      137     8657 SH       DEFINED 01 02 03 04 05        8657
SEPRACOR, INC                  COM              817315104     1347    11164 SH       DEFINED 01 02 03 04 05       11164
SEQUA CORP (CLASS A)           COM              817320104        5      139 SH       DEFINED    02    04            139
SERENA SOFTWARE, INC           COM              817492101      161     3549 SH       DEFINED 01 02 03 04 05        3549
SEROLOGICALS CORP              COM              817523103       20     4041 SH       DEFINED 01 02    04 05        4041
SERVICE CORP INTERNATIONAL     COM              817565104       67    20999 SH       DEFINED 01 02    04 05       20999
SERVICEMASTER CO               COM              81760N109      529    46513 SH       DEFINED 01 02 03 04 05       46513
7-ELEVEN, INC                  COM              817826209       60     4365 SH       DEFINED 01 02 03 04 05        4365
SHARED MEDICAL SYSTEMS CORP    COM              819486101      219     3006 SH       DEFINED 01 02 03 04 05        3006
SHAW INDUSTRIES, INC           COM              820286102      132    10576 SH       DEFINED 01 02    04 05       10576
SHERWIN-WILLIAMS CO            COM              824348106      517    24418 SH       DEFINED 01 02    04 05       24418
SHIRE PHARMACEUTICALS GROUP PL ADR              82481R106        5       90 SH       DEFINED 01       04 05          90
SHOE CARNIVAL, INC             COM              824889109        3      532 SH       DEFINED 01 02 03               532
SHOPKO STORES, INC             COM              824911101       52     3414 SH       DEFINED 01 02    04 05        3414
SHOP AT HOME, INC              COM              825066301       16     3358 SH       DEFINED 01 02 03 04 05        3358
SHORELINE FINANCIAL CORP       COM              825190101        7      563 SH       DEFINED    02 03 04            563
SHURGARD STORAGE CENTERS, INC  COM              82567D104       99     4409 SH       DEFINED 01 02    04 05        4409
SICOR, INC                     COM              825846108       78     9801 SH       DEFINED 01 02 03 04 05        9801
SIEBEL SYSTEMS, INC            COM              826170102    10653    65129 SH       DEFINED 01 02 03 04 05       65129
SIERRA HEALTH SERVICES, INC    COM              826322109        3      851 SH       DEFINED 01 02    04 05         851
SIERRA PACIFIC RESOURCES (NEW) COM              826428104       19     1475 SH       DEFINED 01 02    04 05        1475
SIERRACITIES.COM, INC          COM              826521106        7     1971 SH       DEFINED 01 02 03 04 05        1971
SIGMA ALDRICH CORP             COM              826552101      354    12087 SH       DEFINED 01 02    04 05       12087
SILGAN HOLDINGS, INC           COM              827048109        1      141 SH       DEFINED    02    04            141
SILICON GRAPHICS, INC          COM              827056102       44    11675 SH       DEFINED 01 02    04 05       11675
SILICON VALLEY BANCSHARES      COM              827064106      104     2448 SH       DEFINED 01 02    04 05        2448
SILICON VALLEY GROUP, INC      COM              827066101       83     3226 SH       DEFINED 01 02    04 05        3226
SILICONIX, INC                 COM              827079203       76     1122 SH       DEFINED 01 02                 1122
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      306    13814 SH       DEFINED 01 02    04 05       13814
SIMPSON INDUSTRIES, INC        COM              829060102       23     3031 SH       DEFINED 01 02    04 05        3031
SIMPSON MANUFACTURING CO, INC  COM              829073105       54     1131 SH       DEFINED 01 02 03              1131
SINCLAIR BROADCASTING GROUP, I COM              829226109        3      284 SH       DEFINED    02    04 05         284
SIRIUS SATELLITE RADIO, INC    COM              82966U103      149     3369 SH       DEFINED 01 02 03 04 05        3369
SITEL CORP                     COM              82980K107       77    15549 SH       DEFINED 01 02 03 04 05       15549
SIPEX CORP                     COM              829909100       72     2583 SH       DEFINED 01 02 03 04 05        2583
SKY FINANCIAL GROUP, INC       COM              83080P103      228    14335 SH       DEFINED 01 02 03 04 05       14335
SKYLINE CORP                   COM              830830105        1       34 SH       DEFINED    02                   34
SKYWEST, INC                   COM              830879102       79     2129 SH       DEFINED 01 02 03 04 05        2129
SMART & FINAL, INC             COM              831683107        0       28 SH       DEFINED    02                   28
SMITH (A.O.) CORP              COM              831865209       56     2679 SH       DEFINED 01 02    04 05        2679
SMITH INTERNATIONAL, INC       COM              832110100      492     6753 SH       DEFINED 01 02 03 04 05        6753
CHARLES E. SMITH RESIDENTIAL R COM              832197107       72     1894 SH       DEFINED    02 03 04 05        1894
SMITHFIELD FOODS, INC          COM              832248108      149     5316 SH       DEFINED 01 02 03 04 05        5316
SMUCKER, (J.M.) CO (CLASS A)   COM              832696108        9      489 SH       DEFINED 01 02    04 05         489
SMURFIT-STONE CONTAINER CORP   COM              832727101     1662   129106 SH       DEFINED 01 02    04 05      129106
SNYDER COMMUNICATIONS, INC     COM              832914105      200     8417 SH       DEFINED 01 02 03 04 05        8417
CIRCLE.COM                     COM              832914204        8     2200 SH       DEFINED 01 02 03 04 05        2200
SNAP-ON, INC                   COM              833034101      236     8852 SH       DEFINED 01 02    04 05        8852
SODEXHO MARRIOTT SERVICES, INC COM              833793102       28     1732 SH       DEFINED    02 03 04 05        1732
SOFTNET SYSTEMS, INC           COM              833964109       45     4688 SH       DEFINED 01 02 03 04 05        4688
SOLA INTERNATIONAL, INC        COM              834092108        4      883 SH       DEFINED 01 02    04 05         883
SOLECTRON CORP                 COM              834182107    14469   345535 SH       DEFINED 01 02 03 04 05      345535
SOLUTIA, INC                   COM              834376105      138    10070 SH       DEFINED 01 02    04 05       10070
SONIC CORP                     COM              835451105      143     4884 SH       DEFINED 01 02 03 04 05        4884
SONOCO PRODUCTS CO             COM              835495102      360    17522 SH       DEFINED 01 02    04 05       17522
SONOSITE, INC                  COM              83568G104        1       33 SH       DEFINED 01                      33
SOTHEBY'S HOLDINGS, INC (CLASS COM              835898107       72     4107 SH       DEFINED 01 02 03 04 05        4107
SONUS NETWORKS, INC            COM              835916107      122      773 SH       DEFINED    02 03               773
SOURCE INFORMATION MANAGEMENT  COM              836151209       17     1100 SH       DEFINED 01 02 03 04           1100
SOURCE MEDIA, INC              COM              836153304       14     3600 SH       DEFINED 01 02 03 04 05        3600
SOUTH FINANCIAL GROUP, INC     COM              837841105       28     1923 SH       DEFINED 01 02 03 04 05        1923
SOUTH JERSEY INDUSTRIES, INC   COM              838518108       35     1330 SH       DEFINED 01 02                 1330
SOUTHDOWN, INC                 COM              841297104      119     2062 SH       DEFINED 01 02    04 05        2062
SOUTHERN CO                    COM              842587107     1905    81727 SH       DEFINED 01 02    04 05       81727
SOUTHERN PERU COPPER CORP      COM              843611104        4      295 SH       DEFINED    02    04 05         295
SOUTHERN UNION CO              COM              844030106       30     1903 SH       DEFINED    02 03 04 05        1903
SOUTHTRUST CORP                COM              844730101      451    19951 SH       DEFINED 01 02    04 05       19951
SOUTHWEST AIRLINES CO          COM              844741108     1179    62272 SH       DEFINED 01 02    04 05       62272
SOUTHWEST BANCORP OF TEXAS, IN COM              84476R109       47     2275 SH       DEFINED 01 02 03 04 05        2275
SOUTHWEST GAS CORP             COM              844895102        7      426 SH       DEFINED    02    04 05         426
SOUTHWEST SECURITIES GROUP, IN COM              845224104      110     2956 SH       DEFINED 01 02 03 04 05        2956
SOUTHWESTERN ENERGY CO         COM              845467109        6      994 SH       DEFINED 01 02    04 05         994
SOVEREIGN BANCORP, INC         COM              845905108       93    13191 SH       DEFINED 01 02    04 05       13191
SOVRAN SELF STORAGE, INC       COM              84610H108       35     1647 SH       DEFINED 01 02    04 05        1647
SPARTECH CORP                  COM              847220209       79     2911 SH       DEFINED 01 02 03 04 05        2911
SPECIALTY EQUIPMENT COS, INC   COM              847497203       81     2990 SH       DEFINED 01 02 03 04 05        2990
SPECTRASITE HOLDINGS, INC      COM              84760T100        0       10 SH       DEFINED    02                   10
SPEEDFAM-IPEC, INC             COM              847705100       30     1658 SH       DEFINED 01 02 03 04 05        1658
SPEEDWAY MOTORSPORTS, INC      COM              847788106       23      999 SH       DEFINED    02 03 04 05         999
SPIEGEL, INC (CLASS A)         COM              848457107        7      861 SH       DEFINED 01 02    04            861
SPIEKER PROPERTIES, INC        COM              848497103      365     7926 SH       DEFINED 01 02    04 05        7926
SPORTSLINE.COM, INC            COM              848934105       73     4269 SH       DEFINED 01 02 03 04 05        4269
SPRING INDUSTRIES, INC         COM              851783100       72     2240 SH       DEFINED 01 02    04           2240
SPRINT CORP (FON GROUP)        COM              852061100     5156   101096 SH       DEFINED 01 02    04 05      101096
SPRINT CORP (PCS GROUP)        COM              852061506     4773    80213 SH       DEFINED 01 02 03 04 05       80213
SPYGLASS, INC                  COM              852192103       93     2975 SH       DEFINED 01 02 03 04 05        2975
ST ASSEMBLY TEST SERVICES LTD  ADR              85227G102      196     7616 SH       DEFINED    02    04 05        7616
SS&C TECHNOLOGIES, INC         COM              85227Q100        4      841 SH       DEFINED    02       05         841
STAFF LEASING, INC             COM              852381102       14     3915 SH       DEFINED 01 02 03 04 05        3915
EDGEWATER TECHOLOGY, INC       COM              852389105        9     1411 SH       DEFINED 01 02    04 05        1411
STANCORP FINANCIAL GROUP, INC  COM              852891100       10      305 SH       DEFINED    02    04 05         305
STANDARD MOTOR PRODUCTS, INC ( COM              853666105        0       30 SH       DEFINED    02                   30
STANDARD-PACIFIC CORP          COM              85375C101       35     3495 SH       DEFINED 01 02 03 04 05        3495
STANDARD REGISTER, INC         COM              853887107        4      291 SH       DEFINED 01 02    04 05         291
STANDEX INTERNATIONAL CORP     COM              854231107       35     2185 SH       DEFINED 01 02 03 04 05        2185
STANLEY WORKS CO               COM              854616109      181     7613 SH       DEFINED 01 02    04 05        7613
STAR TELECOMMUNICATIONS, INC   COM              854923109       21     8326 SH       DEFINED 01 02 03 04 05        8326
STAPLES, INC                   COM              855030102     1312    85315 SH       DEFINED 01 02 03 04 05       85315
STARBUCKS CORP                 COM              855244109     1117    29243 SH       DEFINED 01 02 03 04 05       29243
STARMEDIA NETWORK, INC         COM              855546107       27     1429 SH       DEFINED 01 02    04           1429
STARRETT (L.S.) CO (CLASS A)   COM              855668109        0       25 SH       DEFINED    02                   25
STARTEK, INC                   COM              85569C107       22      427 SH       DEFINED    02 03               427
STATE AUTO FINANCIAL CORP      COM              855707105       29     2452 SH       DEFINED 01 02    04 05        2452
STARWOOD HOTELS & RESORTS WORL COM              85590A203      628    19274 SH       DEFINED 01 02 03 04 05       19274
STATE STREET CORP              COM              857477103     2803    26428 SH       DEFINED 01 02 03 04 05       26428
STATEN ISLAND BANCORP, INC     COM              857550107       81     4590 SH       DEFINED 01 02    04 05        4590
STATION CASINOS, INC           COM              857689103      103     4125 SH       DEFINED 01 02 03 04 05        4125
STEEL DYNAMICS, INC            COM              858119100       34     3710 SH       DEFINED 01 02 03 04 05        3710
STEELCASE, INC                 COM              858155203       75     4428 SH       DEFINED 01 02    04 05        4428
STEIN MART, INC                COM              858375108       22     2156 SH       DEFINED 01 02 03 04 05        2156
STEINWAY MUSICAL INSTRUMENTS,  COM              858495104       29     1733 SH       DEFINED 01 02                 1733
STEPAN CO                      COM              858586100       24     1022 SH       DEFINED 01 02                 1022
STERLING BANCSHARES, INC       COM              858907108       19     1755 SH       DEFINED    02 03 04 05        1755
STERICYCLE, INC                COM              858912108       53     2199 SH       DEFINED 01 02 03 04 05        2199
STERIS CORP                    COM              859152100       85     9564 SH       DEFINED 01 02 03 04 05        9564
STERLING FINANCIAL CORP        COM              859317109       19      955 SH       DEFINED 01 02 03               955
STEWART & STEVENSON SERVICES,  COM              860342104       45     3005 SH       DEFINED 01 02    04 05        3005
STEWART ENTERPRISES, INC (CLAS COM              860370105       23     6503 SH       DEFINED 01 02 03 04 05        6503
STEWART INFORMATION SERVICES C COM              860372101       33     2244 SH       DEFINED 01 02    04 05        2244
STILLWATER MINING CO           COM              86074Q102      135     4836 SH       DEFINED 01 02 03 04 05        4836
STONE ENERGY CORP              COM              861642106      157     2621 SH       DEFINED 01 02 03 04 05        2621
STONERIDGE, INC                COM              86183P102        7      846 SH       DEFINED 01 02    04            846
STORAGE U.S.A., INC            COM              861907103       95     3206 SH       DEFINED 01 02    04 05        3206
STORAGE TECHNOLOGY CORP        COM              862111200       92     8385 SH       DEFINED 01 02    04 05        8385
STRAYER EDUCATION, INC         COM              863236105        8      328 SH       DEFINED    02                  328
STRIDE RITE CORP               COM              863314100       49     7967 SH       DEFINED 01 02 03 04 05        7967
STRUCTURAL DYNAMICS RESEARCH C COM              863555108      106     7018 SH       DEFINED 01 02 03 04 05        7018
STRYKER CORP                   COM              863667101      932    21306 SH       DEFINED 01 02 03 04 05       21306
STRUM, RUGER & CO, INC         COM              864159108        2      273 SH       DEFINED    02    04 05         273
SUIZA FOODS CORP               COM              865077101      167     3417 SH       DEFINED 01 02    04 05        3417
SUMMIT BANCORP                 COM              866005101      657    26660 SH       DEFINED 01 02    04 05       26660
SUMMIT PROPERTIES, INC         COM              866239106       19      905 SH       DEFINED 01 02    04 05         905
SUMMIT TECHNOLOGY, INC         COM              86627E101      119     6310 SH       DEFINED 01 02 03 04 05        6310
SUN COMMUNITIES, INC           COM              866674104       24      728 SH       DEFINED 01 02    04 05         728
SUN MICROSYSTEMS, INC          COM              866810104    45670   502214 SH       DEFINED 01 02 03 04 05      502214
SUNBEAM CORP                   COM              867071102       39    11378 SH       DEFINED 01 02    04 05       11378
SUNGLASS HUT INTERNATIONAL, IN COM              86736F106       50     6056 SH       DEFINED 01 02 03 04 05        6056
SUNGARD DATA SYSTEMS, INC      COM              867363103      578    18656 SH       DEFINED 01 02 03 04 05       18656
SUNOCO, INC                    COM              86764P109      478    16249 SH       DEFINED 01 02    04 05       16249
SUNQUEST INFORMATION SYSTEMS,  COM              867654105        0       14 SH       DEFINED    02                   14
SUNRISE ASSISTED LIVING, INC   COM              86768K106       26     1386 SH       DEFINED    02 03 04 05        1386
SUNRISE TECHNOLOGY INTERNATION COM              86769L103       94     9389 SH       DEFINED 01 02 03 04 05        9389
SUNRISE MEDICAL, INC           COM              867910101        7     1384 SH       DEFINED 01 02    04 05        1384
SUNTRUST BANKS, INC            COM              867914103     2032    44480 SH       DEFINED 01 02    04 05       44480
SUPERGEN, INC                  COM              868059106      119     3290 SH       DEFINED 01 02 03 04 05        3290
SUPERIOR CONSULTANT HOLDINGS C COM              868146101        6     1327 SH       DEFINED 01 02 03              1327
SUPERIOR INDUSTRIES INTERNATIO COM              868168105       12      474 SH       DEFINED 01 02    04 05         474
SUPERIOR TRUST I SERIES A      PFD              86836P202       13      503 SH       DEFINED 01                     503
SUPERIOR TELECOM, INC          COM              868365107       12     1162 SH       DEFINED 01 02 03 04           1162
SUPERVALU, INC                 COM              868536103      393    20604 SH       DEFINED 01 02    04 05       20604
SUSQUEHANNA BANCSHARES, INC    COM              869099101       97     6821 SH       DEFINED 01 02    04 05        6821
SWIFT ENERGY CO                COM              870738101        8      274 SH       DEFINED    02    04 05         274
SWIFT TRANSPORTATION CO, INC   COM              870756103       54     3889 SH       DEFINED 01 02 03 04 05        3889
SYBASE, INC                    COM              871130100      198     8599 SH       DEFINED 01 02 03 04 05        8599
SYBRON INTERNATIONAL CORP      COM              87114F106      321    16223 SH       DEFINED 01 02 03 04 05       16223
SYCAMORE NETWORKS, INC         COM              871206108      385     3487 SH       DEFINED    02 03 04 05        3487
SYKES ENTERPRISES, INC         COM              871237103       44     3434 SH       DEFINED 01 02 03 04 05        3434
SYLVAN LEARNING SYSTEMS, INC   COM              871399101       78     5685 SH       DEFINED 01 02 03 04 05        5685
SYMANTEC CORP                  COM              871503108      399     7392 SH       DEFINED 01 02 03 04 05        7392
SYMBOL TECHNOLOGIES, INC       COM              871508107     1059    19604 SH       DEFINED 01 02 03 04 05       19604
SYNCOR INTERNATIONAL CORP      COM              87157J106      183     2537 SH       DEFINED 01 02 03 04           2537
SYNOPSYS, INC                  COM              871607107      322     9314 SH       DEFINED 01 02 03 04 05        9314
SYNOVUS FINANCIAL CORP         COM              87161C105      628    35607 SH       DEFINED 01 02 03 04 05       35607
SYNTEL, INC                    COM              87162H103       10     1019 SH       DEFINED 01 02                 1019
SYNTROLEUM CORP                COM              871630109      112     6564 SH       DEFINED 01 02 03 04 05        6564
SYSCO CORP                     COM              871829107     2766    65665 SH       DEFINED 01 02 03 04 05       65665
SYSTEMAX, INC                  COM              871851101        7     1835 SH       DEFINED 01 02    04 05        1835
SYSTEMS & COMPUTER TECHNOLOGY  COM              871873105      118     5901 SH       DEFINED 01 02 03 04 05        5901
TCF FINANCIAL CORP             COM              872275102      329    12809 SH       DEFINED 01 02    04 05       12809
TECO ENERGY, INC               COM              872375100      509    25387 SH       DEFINED 01 02    04 05       25387
THQ, INC                       COM              872443403       50     4131 SH       DEFINED 01 02 03 04 05        4131
TJX COS, INC                   COM              872540109     1154    61573 SH       DEFINED 01 02 03 04 05       61573
TRW, INC                       COM              872649108      479    11033 SH       DEFINED 01 02    04 05       11033
TMP WORLDWIDE, INC             COM              872941109      748    10132 SH       DEFINED 01 02 03 04 05       10132
TV GUIDE, INC                  COM              87307Q109      186     5436 SH       DEFINED 01 02 03 04 05        5436
TXU CORP                       COM              873168108     1766    59880 SH       DEFINED 01 02    04 05       59880
TAIWAN SEMICONDUCTOR MNFG CO L ADR              874039100     2013    51954 SH       DEFINED    02    04 05       51954
TALBOTS, INC                   COM              874161102      114     2084 SH       DEFINED 01 02    04 05        2084
TALK.COM, INC                  COM              874264104       39     6760 SH       DEFINED 01 02 03 04 05        6760
TANGER FACTORY OUTLET CENTERS, COM              875465106       31     1320 SH       DEFINED 01 02                 1320
TARGET CORP                    COM              87612E106     7275   125437 SH       DEFINED 01 02 03 04 05      125437
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      258     5933 SH       DEFINED 01 02 03 04 05        5933
TECHNE CORP                    COM              878377100      523     4026 SH       DEFINED 01 02 03 04 05        4026
TECHNITROL, INC                COM              878555101      251     2586 SH       DEFINED 01 02 03 04 05        2586
TECHNOLOGY SOLUTIONS CO        COM              87872T108       49     7994 SH       DEFINED 01 02 03 04 05        7994
TECUMSEH PRODUCTS CO (CLASS A) COM              878895200      127     3331 SH       DEFINED 01 02    04 05        3331
TEJON RANCH CO                 COM              879080109       41     1825 SH       DEFINED 01 02 03              1825
TEKELEC                        COM              879101103      172     3572 SH       DEFINED 01 02 03 04 05        3572
TEKTRONIX, INC                 COM              879131100      302     4082 SH       DEFINED 01 02    04 05        4082
TELEDYNE TECHNOLOGIES, INC     COM              879360105       29     1733 SH       DEFINED 01 02 03 04 05        1733
TELEFLEX, INC                  COM              879369106      127     3543 SH       DEFINED 01 02    04 05        3543
TELEPHONE & DATA SYSTEMS, INC  COM              879433100      603     6017 SH       DEFINED 01 02    04 05        6017
TELESCAN, INC                  COM              879516102        8     1094 SH       DEFINED 01 02 03 04 05        1094
TELIGENT, INC                  COM              87959Y103       95     4033 SH       DEFINED 01 02 03 04 05        4033
TELLABS, INC                   COM              879664100    10554   154217 SH       DEFINED 01 02 03 04 05      154217
TEMPLE-INLAND, INC             COM              879868107      339     8079 SH       DEFINED 01 02    04 05        8079
TELETECH HOLDINGS, INC         COM              879939106      113     3633 SH       DEFINED 01 02 03 04 05        3633
TENFOLD CORP                   COM              88033A103        5      318 SH       DEFINED 01 02                  318
TENET HEALTHCARE CORP          COM              88033G100     7321   271131 SH       DEFINED 01 02 03 04 05      271131
TENNANT CO                     COM              880345103       80     2134 SH       DEFINED 01 02    04           2134
TENNECO INC 11.625%   11.6250                   880349AA3      222   250000 PRN      DEFINED    02               250000
TENNECO AUTOMOTIVE, INC        COM              880349105       19     3608 SH       DEFINED 01 02    04 05        3608
TERADYNE, INC                  COM              880770102     2361    32120 SH       DEFINED 01 02 03 04 05       32120
TERAYON COMMUNICATION SYSTEMS, COM              880775101      445     6924 SH       DEFINED 01 02 03 04 05        6924
TEREX CORP                     COM              880779103       57     4043 SH       DEFINED 01 02 03 04 05        4043
TERRA INDUSTRIES, INC          COM              880915103        3     2823 SH       DEFINED 01 02    04 05        2823
TESORO PETROLEUM CORP          COM              881609101       10     1022 SH       DEFINED 01 02    04 05        1022
TETRA TECH, INC                COM              88162G103      131     5707 SH       DEFINED 01 02 03 04 05        5707
TEXACO, INC                    COM              881694103     3661    68760 SH       DEFINED 01 02    04 05       68760
TEXAS INDUSTRIES, INC          COM              882491103       98     3379 SH       DEFINED 01 02 03 04 05        3379
TEXAS INSTRUMENTS, INC         COM              882508104    34146   497122 SH       DEFINED 01 02 03 04 05      497122
TEXAS REGIONAL BANCSHRS, INC ( COM              882673106       89     3505 SH       DEFINED 01 02    04 05        3505
TEXTRON, INC                   COM              883203101      998    18369 SH       DEFINED 01 02 03 04 05       18369
THEGLOBE.COM, INC              COM              88335R101        7     3942 SH       DEFINED 01 02 03 04           3942
THERAGENICS CORP               COM              883375107       27     3159 SH       DEFINED 01 02 03 04 05        3159
THERMO CARDIOSYSTEMS, INC      COM              88355K200       12     1215 SH       DEFINED 01 02 03 04 05        1215
THERMO ECOTEK CORP             COM              88355R106        0        8 SH       DEFINED    02                    8
THERMO FIBERTEK, INC           COM              88355W105        5     1023 SH       DEFINED 01 02 03              1023
THERMO ELECTRON CORP           COM              883556102      288    13653 SH       DEFINED 01 02 03 04 05       13653
THERMO INSTRUMENT SYSTEMS, INC COM              883559106       14      769 SH       DEFINED 01 02 03 04 05         769
THERMOLASE CORP                COM              883624108        3     1200 SH       DEFINED 01                    1200
THESTREET.COM, INC             COM              88368Q103        4      722 SH       DEFINED 01 02                  722
THERMEDICS, INC                COM              883901100        9      931 SH       DEFINED 01 02    04 05         931
THOMAS & BETTS CORP            COM              884315102      171     8924 SH       DEFINED 01 02    04 05        8924
THOMAS INDUSTRIES, INC         COM              884425109       13      716 SH       DEFINED 01 02    04 05         716
THOR INDUSTRIES, INC           COM              885160101       30     1426 SH       DEFINED 01 02                 1426
THORNBURG MORTGAGE, INC        COM              885218107       32     4468 SH       DEFINED 01 02    04 05        4468
3DFX INTERACTIVE, INC          COM              88553X103       17     2128 SH       DEFINED    02 03 04 05        2128
3COM CORP                      COM              885535104     3453    59929 SH       DEFINED 01 02 03 04 05       59929
THREE RIVERS BANCORP, INC      COM              88562Q107        0       75 SH       DEFINED    02    04             75
TIBCO SOFTWARE, INC            COM              88632Q103     3549    33100 SH       DEFINED    02    04 05       33100
TICKETMASTER ONLINE-CITYSEARCH COM              88633P203       56     3485 SH       DEFINED 01 02 03 04 05        3485
TIDEWATER, INC                 COM              886423102       83     2308 SH       DEFINED 01 02    04 05        2308
TIFFANY & CO                   COM              886547108      747    11074 SH       DEFINED 01 02 03 04 05       11074
TIMBERLAND CO                  COM              887100105      194     2737 SH       DEFINED 01 02 03 04           2737
TIME WARNER, INC               COM              887315109    24164   317946 SH       DEFINED 01 02 03 04 05      317946
TIME WARNER TELECOM, INC       COM              887319101      170     2639 SH       DEFINED 01 02 03 04 05        2639
TIMKEN CO                      COM              887389104      216    11598 SH       DEFINED 01 02    04 05       11598
TITAN CORP                     COM              888266103      318     7095 SH       DEFINED 01 02 03 04 05        7095
TITAN INTERNATIONAL, INC       COM              88830M102        2      460 SH       DEFINED 01 02    04 05         460
TITANIUM METALS CORP           COM              888339108        1      167 SH       DEFINED    02    04            167
TOLL BROTHERS, INC             COM              889478103       75     3678 SH       DEFINED 01 02    04 05        3678
TOO, INC                       COM              890333107       57     2237 SH       DEFINED 01 02 03 04 05        2237
TOOTSIE ROLL INDUSTRIES, INC   COM              890516107      193     5525 SH       DEFINED 01 02 03 04 05        5525
TOPPS, INC                     COM              890786106       84     7272 SH       DEFINED 01 02 03 04 05        7272
TORCHMARK CORP                 COM              891027104      488    19757 SH       DEFINED 01 02    04 05       19757
TORO CO                        COM              891092108       29      884 SH       DEFINED 01 02    04 05         884
TOSCO CORP                     COM              891490302      576    20339 SH       DEFINED 01 02    04 05       20339
TOTAL RENAL CARE HOLDINGS, INC COM              89151A107       60    10039 SH       DEFINED 01 02 03 04 05       10039
TOWER AUTOMOTIVE, INC          COM              891707101       69     5495 SH       DEFINED 01 02 03 04 05        5495
TOTAL SYSTEM SERVICES, INC     COM              891906109       58     3670 SH       DEFINED 01 02 03 04 05        3670
TRACK DATA CORP                COM              891918104        1      647 SH       DEFINED    02 03 04            647
TOWN & COUNTRY TRUST           COM              892081100       66     3814 SH       DEFINED 01 02 03 04 05        3814
TOWNE SERVICES, INC            COM              892148107        1     1554 SH       DEFINED    02 03              1554
TOYS "R" US, INC               COM              892335100      365    25063 SH       DEFINED 01 02    04 05       25063
TRACTOR SUPPLY CO              COM              892356106        0       25 SH       DEFINED    02                   25
TRAMMELL CROW CO               COM              89288R106       33     3051 SH       DEFINED 01 02 03 04 05        3051
TRANS WORLD AIRLINES, INC      COM              893349837       24    11031 SH       DEFINED 01 02    04 05       11031
TRANS WORLD ENTERTAINMENT CORP COM              89336Q100       50     4122 SH       DEFINED 01 02 03 04 05        4122
TRANSACTION SYSTEMS ARCHITECTS COM              893416107       69     4004 SH       DEFINED 01 02 03 04 05        4004
TRANSATLANTIC HOLDINGS, INC    COM              893521104       19      230 SH       DEFINED    02    04 05         230
TRANSKARYOTIC THERAPIES, INC   COM              893735100      143     3896 SH       DEFINED 01 02 03 04 05        3896
TRANSMONTAIGNE, INC            COM              893934109        6      899 SH       DEFINED    02 03 04 05         899
TRAVELOCITY.COM, INC           COM              893953109       60     3692 SH       DEFINED 01 02 03 04 05        3692
TRANSWITCH CORP                COM              894065101      513     6641 SH       DEFINED 01 02 03 04 05        6641
TREDEGAR CORP                  COM              894650100       37     1948 SH       DEFINED 01 02 03 04 05        1948
TRENDWEST RESORTS, INC         COM              894917103        3      214 SH       DEFINED    02                  214
TRENWICK GROUP, INC            COM              895290104       25     1738 SH       DEFINED 01 02    04 05        1738
TREX CO, INC                   COM              89531P105        6      116 SH       DEFINED    02                  116
TREX MEDICAL CORP              COM              89531R101        0       32 SH       DEFINED    02                   32
TRIAD HOSPITALS, INC           COM              89579K109      115     4747 SH       DEFINED 01 02 03 04 05        4747
TRIANGLE PHARMACEUTICALS, INC  COM              89589H104       59     6504 SH       DEFINED 01 02 03 04 05        6504
TRIAD GUARANTY, INC            COM              895925105      114     4950 SH       DEFINED 01 02    04 05        4950
TRIARC COS, INC                COM              895927101       21     1009 SH       DEFINED    02 03 04 05        1009
TRICON GLOBAL RESTAURANTS, INC COM              895953107      767    27135 SH       DEFINED 01 02 03 04 05       27135
TRIBUNE CO                     COM              896047107     2765    79005 SH       DEFINED 01 02    04 05       79005
TRIGON HEALTHCARE, INC         COM              89618L100      170     3289 SH       DEFINED 01 02    04 05        3289
TRIMBLE NAVIGATION LTD         COM              896239100      216     4430 SH       DEFINED 01 02 03 04 05        4430
TRIMERIS, INC                  COM              896263100      490     7000 SH       DEFINED    02                 7000
TRINITY INDUSTRIES, INC        COM              896522109       78     4190 SH       DEFINED 01 02    04 05        4190
TRIQUINT SEMICONDUCTOR, INC    COM              89674K103      467     4885 SH       DEFINED 01 02 03 04 05        4885
TRIUMPH GROUP, INC             COM              896818101       39     1386 SH       DEFINED 01 02    04 05        1386
TROPICAL SPORTSWEAR INTERNATIO COM              89708P102        2      117 SH       DEFINED    02                  117
TRUE NORTH COMMUNICATIONS, INC COM              897844106      263     5984 SH       DEFINED 01 02 03 04 05        5984
TRUST CO OF NEW JERSEY         COM              898304100       64     3519 SH       DEFINED 01 02 03 04 05        3519
TRUSTCO BANK CORP (NEW YORK)   COM              898349105       47     3726 SH       DEFINED    02 03 04 05        3726
TRUSTMARK CORP                 COM              898402102      146     8368 SH       DEFINED 01 02    04 05        8368
TUCKER ANTHONY SUTRO CORP      COM              898647102        4      213 SH       DEFINED    02    04 05         213
TUESDAY MORNING CORP           COM              899035505        2      229 SH       DEFINED    02                  229
TUPPERWARE CORP                COM              899896104      253    11521 SH       DEFINED 01 02 03 04 05       11521
TUT SYSTEMS, INC               COM              901103101      120     2086 SH       DEFINED 01 02 03 04 05        2086
TWEETER HOME ENTERTAINMENT GRO COM              901167106       32     1040 SH       DEFINED 01 02 03 04           1040
21ST CENTURY INSURANCE GROUP   COM              90130N103       24     1539 SH       DEFINED 01 02    04 05        1539
24/7 MEDIA, INC                COM              901314104       64     4108 SH       DEFINED 01 02 03 04 05        4108
TWINLAB CORP                   COM              901774109       11     1667 SH       DEFINED 01 02    04 05        1667
TYCO INTERNATIONAL LTD         COM              902124106    43077   909280 SH       DEFINED    02 03 04 05      909280
TYLER TECHNOLOGIES, INC        COM              902252105        7     2613 SH       DEFINED    02 03 04 05        2613
TYSON FOODS, INC               COM              902494103      138    15721 SH       DEFINED 01 02    04 05       15721
UAL CORP                       COM              902549500     1147    19705 SH       DEFINED 01 02    04 05       19705
UCAR INTERNATIONAL, INC        COM              90262K109       40     3032 SH       DEFINED 01 02    04 05        3032
UGI CORP                       COM              902681105      124     6057 SH       DEFINED 01 02    04 05        6057
UICI                           COM              902737105       18     2743 SH       DEFINED 01 02 03 04 05        2743
UMB FINANCIAL CORP             COM              902788108       98     2986 SH       DEFINED 01 02    04 05        2986
USX-MARATHON GROUP, INC        COM              902905827     1133    45218 SH       DEFINED 01 02 03 04 05       45218
U.S.B. HOLDINGS CO, INC        COM              902910108        5      342 SH       DEFINED    02 03               342
UST, INC                       COM              902911106      245    16688 SH       DEFINED 01 02 03 04 05       16688
U.S.A. DETERGENTS, INC         COM              902938109        2      600 SH       DEFINED 01                     600
U.S. PLASTIC LUMBER CORP       COM              902948108       13     3011 SH       DEFINED 01 02 03 04 05        3011
U.S. FRANCHISE SYSTEMS, INC (C COM              902956309        4      851 SH       DEFINED    02 03 04            851
U.S. RESTAURANT PROPERTIES, IN COM              902971100        2      212 SH       DEFINED    02    04 05         212
U.S. BANCORP                   COM              902973106     1848    96023 SH       DEFINED 01 02    04 05       96023
U.S. LIQUIDS, INC              COM              902974104        5      950 SH       DEFINED 01 02    04 05         950
U.S.A. NETWORKS, INC           COM              902984103      231    10695 SH       DEFINED 01 02 03 04 05       10695
URS CORP                       COM              903236107       35     2293 SH       DEFINED 01 02    04 05        2293
U.S. CAN CORP                  COM              90328W105       16      935 SH       DEFINED    02 03 04 05         935
USG CORP                       COM              903293405       51     1663 SH       DEFINED 01 02    04 05        1663
U.S. LEC CORP (CLASS A)        COM              90331S109       24     1439 SH       DEFINED 01 02 03 04           1439
USEC, INC                      COM              90333E108        5     1041 SH       DEFINED    02    04 05        1041
US INTERACTIVE, INC            COM              90334M109        2      145 SH       DEFINED 01 02 03    05         145
USX-US STEEL GROUP, INC        COM              90337T101      291    15652 SH       DEFINED 01 02    04 05       15652
U.S. EXPRESS ENTERPRISES, INC  COM              90338N103        6      723 SH       DEFINED 01 02                  723
US ONCOLOGY, INC               COM              90338W103       36     7179 SH       DEFINED 01 02 03 04 05        7179
UTI ENERGY CORP                COM              903387108       44     1102 SH       DEFINED 01 02    04 05        1102
ULTICOM, INC                   COM              903844108      153     6359 SH       DEFINED    02 03 04 05        6359
ULTRAMAR DIAMOND SHAMROCK CORP COM              904000106      210     8462 SH       DEFINED 01 02    04 05        8462
ULTRATECH STEPPER, INC         COM              904034105       35     2381 SH       DEFINED 01 02 03 04 05        2381
UNICAPITAL CORP                COM              90459D108        4     7951 SH       DEFINED 01 02 03 04 05        7951
UNIFI, INC                     COM              904677101       36     2935 SH       DEFINED 01 02    04 05        2935
UNIFIRST CORP                  COM              904708104       13     1640 SH       DEFINED 01 02    04 05        1640
UNILEVER NV (NEW YORK SHS)     COM              904784709     1011    23511 SH       DEFINED    02    04 05       23511
UNICOM CORP                    COM              904911104     1010    26112 SH       DEFINED 01 02    04 05       26112
UNIGRAPHICS SOLUTIONS, INC     COM              904928108       22     1119 SH       DEFINED 01 02                 1119
UNION CARBIDE CORP             COM              905581104      682    13782 SH       DEFINED 01 02    04 05       13782
UNION PACIFIC CORP             COM              907818108     1092    29375 SH       DEFINED 01 02    04 05       29375
UNION PACIFIC RESOURCES GROUP, COM              907834105      735    33409 SH       DEFINED 01 02    04 05       33409
UNION PLANTERS CORP            COM              908068109      576    20625 SH       DEFINED 01 02    04 05       20625
UNIONBANCAL CORP               COM              908906100      113     6094 SH       DEFINED 01 02    04 05        6094
UNISOURCE ENERGY CORP HOLDINGS COM              909205106       25     1637 SH       DEFINED 01 02    04 05        1637
UNISYS CORP                    COM              909214108      838    57526 SH       DEFINED 01 02 03 04 05       57526
UNITED ASSET MANAGEMENT CORP   COM              909420101       71     3056 SH       DEFINED 01 02 03 04 05        3056
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       60     3320 SH       DEFINED 01 02 03 04 05        3320
UNITED DOMINION REALTY TRUST,  COM              910197102      137    12480 SH       DEFINED 01 02    04 05       12480
UNITED FIRE & CASULTY CO       COM              910331107        4      226 SH       DEFINED 01 02                  226
UIL HOLDINGS CORP              COM              910637107       57     1305 SH       DEFINED 01 02    04 05        1305
UNITED NATIONAL BANCORP        COM              910909100        4      223 SH       DEFINED    02    04 05         223
UNITED NATURAL FOODS, INC      COM              911163103        6      433 SH       DEFINED    02 03               433
UNITED RENTALS, INC            COM              911363109       93     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       39      621 SH       DEFINED    02 03 04 05         621
U.S. AIRWAYS GROUP, INC        COM              911905107      174     4469 SH       DEFINED 01 02    04 05        4469
U.S. INDUSTRIES, INC           COM              912080108      166    13709 SH       DEFINED 01 02    04 05       13709
U.S. OFFICE PRODUCTS CO        COM              912325305        1     3450 SH       DEFINED 01 02    04           3450
U.S. WEST, INC                 COM              91273H101     6907    80546 SH       DEFINED 01 02 03 04 05       80546
UNITED STATIONERS, INC         COM              913004107      124     3822 SH       DEFINED 01 02    04 05        3822
UNITED TECHNOLOGIES CORP       COM              913017109    13308   226041 SH       DEFINED 01 02 03 04 05      226041
UNITED TELEVISION, INC         COM              913066106       28      215 SH       DEFINED    02                  215
UNITED WATER RESOURCES, INC    COM              913190104       14      404 SH       DEFINED    02    04 05         404
UNITEDHEALTH GROUP, INC        COM              91324P102     1768    20616 SH       DEFINED 01 02 03 04 05       20616
UNITEDGLOBALCOM, INC (CLASS A) COM              913247508      587    12547 SH       DEFINED 01 02 03 04 05       12547
UNITRIN, INC                   COM              913275103       49     1657 SH       DEFINED 01 02    04 05        1657
UNIVERSAL CORP                 COM              913456109        9      417 SH       DEFINED    02    04 05         417
UNIVERSAL FOODS CORP           COM              913538104      130     7045 SH       DEFINED 01 02 03 04 05        7045
UNIVERSAL FOREST PRODUCTS, INC COM              913543104       37     2707 SH       DEFINED 01 02    04 05        2707
UNIVERSAL HEALTH SERVICES, INC COM              913903100      196     2987 SH       DEFINED 01 02 03 04 05        2987
UNIVISION COMMUNICATIONS, INC  COM              914906102     1260    12176 SH       DEFINED 01 02 03 04 05       12176
UNOCAL CORP                    COM              915289102     1087    32821 SH       DEFINED 01 02    04 05       32821
UNOVA, INC                     COM              91529B106       13     1812 SH       DEFINED 01 02    04 05        1812
UNUMPROVIDENT CORP             COM              91529Y106      394    19616 SH       DEFINED 01 02    04 05       19616
USFREIGHTWAYS CORP             COM              916906100       74     3000 SH       DEFINED 01 02    04 05        3000
URBAN OUTFITTERS, INC          COM              917047102        9     1038 SH       DEFINED 01 02 03 04 05        1038
URBAN SHOPPING CENTERS, INC    COM              917060105        5      138 SH       DEFINED    02    04            138
USBANCORP, INC                 COM              917292104        1      150 SH       DEFINED    02    04            150
USINTERNETWORKING, INC         COM              917311805      103     5035 SH       DEFINED 01 02 03 04 05        5035
UTILICORP UNITED, INC          COM              918005109      287    14457 SH       DEFINED 01 02    04 05       14457
V.F. CORP                      COM              918204108      282    11839 SH       DEFINED 01 02    04 05       11839
VAIL RESORTS, INC              COM              91879Q109       22     1364 SH       DEFINED 01 02    04 05        1364
VALASSIS COMMUNICATIONS, INC   COM              918866104      349     9154 SH       DEFINED 01 02 03 04 05        9154
VALHI, INC                     COM              918905100        9      830 SH       DEFINED 01 02                  830
VALENCE TECHNOLOGY, INC        COM              918914102      100     5440 SH       DEFINED 01 02 03 04 05        5440
VALERO ENERGY CORP             COM              91913Y100      262     8263 SH       DEFINED 01 02    04 05        8263
VALLEY MEDIA, INC              COM              91972C106        0      113 SH       DEFINED    02 03               113
VALLEY NATIONAL BANCORP        COM              919794107      198     8163 SH       DEFINED 01 02    04 05        8163
VALMONT INDUSTRIES, INC        COM              920253101       12      628 SH       DEFINED    02 03 04 05         628
VALSPAR CORP                   COM              920355104      164     4846 SH       DEFINED 01 02 03 04 05        4846
VALUE AMERICA, INC             COM              92038N102        5     4338 SH       DEFINED 01 02 03 04 05        4338
VALUE CITY DEPARTMENT STORES,  COM              920387107        2      254 SH       DEFINED    02    04 05         254
VALUE LINE, INC                COM              920437100        0        7 SH       DEFINED    02                    7
VALUEVISION INTERNATIONAL, INC COM              92047K107      116     4834 SH       DEFINED 01 02 03 04 05        4834
VARCO INTERNATIONAL, INC (NEW) COM              922122106      242    10413 SH       DEFINED 01 02    04 05       10413
VARIAN MEDICAL SYSTEMS, INC    COM              92220P105       91     2315 SH       DEFINED 01 02    04 05        2315
VARIAN, INC                    COM              922206107      193     4183 SH       DEFINED 01 02 03 04 05        4183
VARIAN SEMICONDUCTOR EQUIPMENT COM              922207105      274     4367 SH       DEFINED 01 02 03 04 05        4367
VASTAR RESOURCES, INC          COM              922380100      308     3745 SH       DEFINED    02 03 04 05        3745
VECTREN CORP                   COM              92240G101      102     5929 SH       DEFINED 01 02    04 05        5929
VECTOR GROUP LTD               COM              92240M108        5      351 SH       DEFINED    02    04            351
VEECO INSTRUMENTS, INC         COM              922417100      105     1437 SH       DEFINED 01 02 03 04 05        1437
VENTAS, INC                    COM              92276F100        8     2546 SH       DEFINED 01 02 03 04 05        2546
VENTANA MEDICAL SYSTEMS, INC   COM              92276H106       45     1900 SH       DEFINED 01 02 03 04 05        1900
VENTIV HEALTH, INC             COM              922793104       36     3210 SH       DEFINED 01 02 03 04 05        3210
VENATOR GROUP, INC             COM              922944103      108    10510 SH       DEFINED 01 02    04 05       10510
VERITY, INC                    COM              92343C106      178     4694 SH       DEFINED 01 02 03 04 05        4694
VERISIGN, INC                  COM              92343E102     3029    17162 SH       DEFINED 01 02 03 04 05       17162
VERITAS DGC, INC               COM              92343P107       72     2788 SH       DEFINED 01 02    04 05        2788
VERIO, INC                     COM              923433106      581    10468 SH       DEFINED 01 02 03 04 05       10468
VERITAS SOFTWARE CORP          COM              923436109    15638   138374 SH       DEFINED 01 02 03 04 05      138374
VERTEX PHARMACEUTICALS, INC    COM              92532F100      379     3597 SH       DEFINED 01 02    04 05        3597
VERTICALNET, INC               COM              92532L107      451    12204 SH       DEFINED 01 02 03 04 05       12204
VETERINARY CENTERS OF AMERICA, COM              925514101       22     1581 SH       DEFINED 01 02 03 04 05        1581
VIAD CORP                      COM              92552R109      288    10581 SH       DEFINED 01 02 03 04 05       10581
VIACOM, INC (CLASS A)          COM              925524100      609     8914 SH       DEFINED 01       04           8914
VIACOM, INC (CLASS B)          COM              925524308    34324   503378 SH       DEFINED 01 02 03 04 05      503378
VIATEL, INC                    COM              925529208     5194   181844 SH       DEFINED 01 02 03 04 05      181844
VICAL, INC                     COM              925602104       63     3269 SH       DEFINED 01 02 03 04 05        3269
VICOR CORP                     COM              925815102      114     3286 SH       DEFINED 01 02 03 04 05        3286
VIGNETTE CORP                  COM              926734104      741    14253 SH       DEFINED 01 02 03 04 05       14253
VINTAGE PETROLEUM, INC         COM              927460105      109     4826 SH       DEFINED 01 02 03 04 05        4826
VIRCO MANUFACTURING CORP       COM              927651109        0       21 SH       DEFINED    02                   21
VISHAY INTERTECHNOLOGY, INC    COM              928298108      517    13617 SH       DEFINED 01 02    04 05       13617
VISTEON CORP                   COM              92839U107      225    18521 SH       DEFINED 01 02    04 05       18521
VISX, INC                      COM              92844S105      243     8657 SH       DEFINED 01 02 03 04 05        8657
VISUAL NETWORKS, INC           COM              928444108      112     3944 SH       DEFINED 01 02 03 04 05        3944
VITAL SIGNS, INC               COM              928469105        0       24 SH       DEFINED    02                   24
VITESSE SEMICONDUCTOR CORP     COM              928497106     1821    24748 SH       DEFINED 01 02 03 04 05       24748
VLASIC FOODS INTERNATIONAL, IN COM              928559103        4     2487 SH       DEFINED 01 02 03 04 05        2487
VODAFONE GROUP PLC ADR         ADR              92857T107     2943    71015 SH       DEFINED    02    04 05       71015
VOICESTREAM WIRELESS CORP      COM              928615103     2381    20474 SH       DEFINED 01 02 03 04 05       20474
VOLT INFORMATION SCIENCES, INC COM              928703107        1       31 SH       DEFINED    02                   31
VORNADO REALTY TRUST           COM              929042109      338     9731 SH       DEFINED 01 02    04 05        9731
VULCAN MATERIALS CO            COM              929160109      367     8600 SH       DEFINED 01 02    04 05        8600
WFS FINANCIAL, INC             COM              92923B106        0       16 SH       DEFINED    02                   16
WD-40 CO                       COM              929236107       51     2480 SH       DEFINED 01 02 03 04 05        2480
W HOLDING CO, INC              COM              929251106       31     3764 SH       DEFINED 01 02 03 04 05        3764
WMS INDUSTRIES, INC            COM              929297109       38     2436 SH       DEFINED 01 02 03 04 05        2436
WPS RESOURCES CORP             COM              92931B106       18      601 SH       DEFINED 01 02    04 05         601
WABASH NATIONAL CORP           COM              929566107       13     1057 SH       DEFINED 01 02    04 05        1057
WABTEC CORP                    COM              929740108       66     6319 SH       DEFINED 01 02 03 04 05        6319
WACHOVIA CORP                  COM              929771103     1562    28795 SH       DEFINED 01 02    04 05       28795
WACKENHUT CORP SERIES A        COM              929794105       38     2949 SH       DEFINED 01 02 03 04 05        2949
WACKENHUT CORRECTIONS CORP     COM              929798106       10     1338 SH       DEFINED    02 03 04 05        1338
WADDELL & REED FINANCIAL,INC ( COM              930059100      571    17404 SH       DEFINED 01 02 03 04 05       17404
WADDELL & REED FINANCIAL,INC ( COM              930059209        2       85 SH       DEFINED 01                      85
WAL-MART STORES, INC           COM              931142103    48490   841475 SH       DEFINED 01 02 03 04 05      841475
WALGREEN CO                    COM              931422109     6270   194781 SH       DEFINED 01 02 03 04 05      194781
WALLACE COMPUTER SERVICES, INC COM              932270101       53     5347 SH       DEFINED 01 02    04 05        5347
WALTER INDUSTRIES, INC         COM              93317Q105        5      459 SH       DEFINED    02    04 05         459
WARNACO GROUP, INC (CLASS A)   COM              934390105       54     7008 SH       DEFINED 01 02    04 05        7008
WASHINGTON FEDERAL, INC        COM              938824109      184    10064 SH       DEFINED 01 02    04 05       10064
WASHINGTON GAS LIGHT CO        COM              938837101      107     4441 SH       DEFINED 01 02    04 05        4441
WASHINGTON MUTUAL, INC         COM              939322103     2267    78525 SH       DEFINED 01 02    04 05       78525
WASHINGTON POST CO (CLASS B)   COM              939640108      302      632 SH       DEFINED 01 02       05         632
WASHINGTON REAL ESTATE INVESTM COM              939653101      147     8209 SH       DEFINED 01 02 03 04 05        8209
WASHINGTON TRUST BANCORP, INC  COM              940610108        6      400 SH       DEFINED 01                     400
WASTE CONNECTIONS, INC         COM              941053100       23     1159 SH       DEFINED    02 03 04 05        1159
WASTE INDUSTRIES, INC          COM              941058109        1      111 SH       DEFINED    02 03               111
WASTE MANAGEMENT, INC          COM              94106L109     2162   113797 SH       DEFINED 01 02 03 04 05      113797
WATER PIK TECHNOLOGIES, INC    COM              94113U100        1      235 SH       DEFINED    02    04 05         235
WATERS CORP                    COM              941848103     1150     9212 SH       DEFINED 01 02 03 04 05        9212
WATSCO, INC                    COM              942622200       12      925 SH       DEFINED    02 03 04 05         925
WATSON PHARMACEUTICALS, INC    COM              942683103      884    16448 SH       DEFINED 01 02 03 04 05       16448
WATTS INDUSTRIES, INC (CLASS A COM              942749102        3      223 SH       DEFINED    02    04 05         223
WAUSAU-MOSINEE PAPER CORP      COM              943315101       78     9160 SH       DEFINED 01 02 03 04 05        9160
WAVE SYSTEMS CORP (CLASS A)    COM              943526103       93     5863 SH       DEFINED 01 02 03 04 05        5863
WAVO CORP                      COM              944027101        5     7208 SH       DEFINED 01 02 03 04 05        7208
WEATHERFORD INTERNATIONAL, INC COM              947074100      446    11204 SH       DEFINED 01 02 03 04 05       11204
WEBB (DEL) CORP                COM              947423109        7      457 SH       DEFINED 01 02    04 05         457
WEBLINK WIRELESS, INC          COM              94769A101       91     6854 SH       DEFINED 01 02 03 04 05        6854
WEBSTER FINANCIAL CORP         COM              947890109      123     5543 SH       DEFINED 01 02    04 05        5543
WEBTRENDS CORP                 COM              94844D104      104     2697 SH       DEFINED 01 02 03 04 05        2697
WEINGARTEN REALTY INVESTORS, I COM              948741103      230     5703 SH       DEFINED 01 02    04 05        5703
WEIS MARKETS, INC              COM              948849104       69     2115 SH       DEFINED 01 02    04 05        2115
WELLMAN, INC                   COM              949702104       30     1828 SH       DEFINED 01 02    04 05        1828
WELLPOINT HEALTH NETWORKS, INC COM              94973H108      668     9224 SH       DEFINED 01 02 03 04 05        9224
WELLS FARGO CO                 COM              949746101     8530   220121 SH       DEFINED 01 02    04 05      220121
WELLSFORD REAL PROPERTIES, INC COM              950240200       26     1689 SH       DEFINED 01 02    04 05        1689
WENDY'S INTERNATIONAL, INC     COM              950590109      294    16533 SH       DEFINED 01 02    04 05       16533
WERNER ENTERPRISES, INC        COM              950755108       62     5366 SH       DEFINED 01 02    04 05        5366
WESBANCO, INC                  COM              950810101        6      246 SH       DEFINED    02    04 05         246
WESCO FINANCIAL CORP           COM              950817106       45      220 SH       DEFINED 01                     220
WESCO INTERNATIONAL, INC       COM              95082P105       19     2015 SH       DEFINED 01 02 03 04 05        2015
WESLEY JESSEN VISIONCARE, INC  COM              951018100      240     6379 SH       DEFINED 01 02 03 04 05        6379
WEST COAST BANCORP (OREGON)    COM              952145100       33     3303 SH       DEFINED 01 02 03 04 05        3303
WEST MARINE, INC               COM              954235107        1      130 SH       DEFINED    02    04            130
WEST PHARMACEUTICAL SERVICES,  COM              955306105       54     2493 SH       DEFINED 01 02    04 05        2493
WEST TELESERVICES CORP         COM              956188106       39     1535 SH       DEFINED 01 02 03 04           1535
WESTAMERICA BANCORP            COM              957090103       43     1642 SH       DEFINED 01 02    04 05        1642
WESTELL TECHNOLOGIES, INC (CLA COM              957541105       57     3775 SH       DEFINED 01 02 03 04 05        3775
WESTCORP                       COM              957907108        2      160 SH       DEFINED    02       05         160
WESTERN DIGITAL CORP           COM              958102105      203    40508 SH       DEFINED 01 02 03 04 05       40508
WESTERN GAS RESOURCES, INC     COM              958259103       55     2611 SH       DEFINED 01 02    04 05        2611
WESTERN PROPERTIES TRUST       COM              959261108       11      924 SH       DEFINED 01 02    04 05         924
WESTERN RESOURCES, INC         COM              959425109       81     5199 SH       DEFINED 01 02    04 05        5199
WESTERN WIRELESS CORP (CLASS A COM              95988E204     2325    42667 SH       DEFINED 01 02 03 04 05       42667
WESTFIELD AMERICA, INC         COM              959910100       18     1311 SH       DEFINED 01 02    04 05        1311
WESTPOINT STEVENS, INC         COM              961238102       76     6833 SH       DEFINED 01 02 03 04 05        6833
WESTVACO CORP                  COM              961548104      364    14674 SH       DEFINED 01 02    04 05       14674
WESTWOOD ONE, INC              COM              961815107      339     9928 SH       DEFINED 01 02 03 04 05        9928
WET SEAL, INC (CLASS A)        COM              961840105       27     2041 SH       DEFINED 01 02 03 04           2041
WEYERHAEUSER CO                COM              962166104     2568    59732 SH       DEFINED 01 02    04 05       59732
WHIRLPOOL CORP                 COM              963320106      554    11876 SH       DEFINED 01 02    04 05       11876
WHITEHALL JEWELLERS, INC       COM              965063100       29     1567 SH       DEFINED    02 03 04 05        1567
WHITMAN CORP                   COM              96647R107      164    13248 SH       DEFINED 01 02 03 04 05       13248
WHITNEY HOLDINGS CORP          COM              966612103       57     1666 SH       DEFINED 01 02    04 05        1666
WHOLE FOODS MARKET, INC        COM              966837106      131     3164 SH       DEFINED 01 02 03 04 05        3164
WILD OATS MARKETS, INC         COM              96808B107       79     6272 SH       DEFINED 01 02 03 04 05        6272
WILEY (JOHN) & SONS, INC (CLAS COM              968223206      222     9860 SH       DEFINED 01 02 03 04 05        9860
WILLAMETTE INDUSTRIES, INC     COM              969133107      423    15510 SH       DEFINED 01 02    04 05       15510
WILLIAMS COMMUNICATI  10.8750                   969455AB0      490   500000 PRN      DEFINED    02               500000
WILLIAMS COS, INC              COM              969457100     3398    81506 SH       DEFINED 01 02 03 04 05       81506
WILLIAMS-SONOMA, INC           COM              969904101      277     8528 SH       DEFINED 01 02 03 04 05        8528
WILMINGTON TRUST CORP          COM              971807102       18      423 SH       DEFINED    02    04 05         423
WIND RIVER SYSTEMS, INC        COM              973149107      297     7838 SH       DEFINED 01 02 03 04 05        7838
WINN DIXIE STORES, INC         COM              974280109      131     9126 SH       DEFINED 01 02    04 05        9126
WINNEBAGO INDUSTRIES, INC      COM              974637100       42     3205 SH       DEFINED 01 02 03 04 05        3205
WINSTAR COMMUNICATIONS, INC    COM              975515107      368    10875 SH       DEFINED 01 02 03 04 05       10875
WISCONSIN CENTRAL TRANSIT CORP COM              976592105       49     3776 SH       DEFINED 01 02 03 04 05        3776
WISCONSIN ENERGY CORP          COM              976657106      120     6066 SH       DEFINED 01 02    04 05        6066
WOLVERINE TUBE, INC            COM              978093102        3      193 SH       DEFINED    02    04 05         193
WOLVERINE WORLD WIDE, INC      COM              978097103        6      627 SH       DEFINED 01 02    04 05         627
WOODWARD GOVERNOR CO           COM              980745103       15      531 SH       DEFINED 01 02                  531
WORKFLOW MANAGEMENT, INC       COM              98137N109        1       66 SH       DEFINED 01 02                   66
WORLD ACCESS, INC              COM              98141A101       91     8244 SH       DEFINED 01 02 03 04 05        8244
WORLDGATE COMMUNICATIONS, INC  COM              98156L307       24     1341 SH       DEFINED 01 02 03 04 05        1341
WORLDCOM, INC                  COM              98157D106    31230   680753 SH       DEFINED 01 02 03 04 05      680753
WORTHINGTON INDUSTRIES, INC    COM              981811102      231    21968 SH       DEFINED 01 02    04 05       21968
WORLDPAGES.COM, INC            COM              981922107       19     3145 SH       DEFINED 01 02 03 04 05        3145
WRIGLEY (WM) JR CO             COM              982526105     1174    14638 SH       DEFINED 01 02 03 04 05       14638
WYNDHAM INTERNATIONAL, INC     COM              983101106       28    11380 SH       DEFINED 01 02    04 05       11380
WYNN'S INTERNATIONAL, INC      COM              983195108       34     1505 SH       DEFINED 01 02 03 04 05        1505
XCEED, INC                     COM              98388N105       11     1193 SH       DEFINED 01 02 03 04 05        1193
XILINX, INC                    COM              983919101    10139   122799 SH       DEFINED 01 02 03 04 05      122799
XIRCOM, INC                    COM              983922105      188     3966 SH       DEFINED 01 02 03 04 05        3966
XEROX CORP                     COM              984121103     3697   178186 SH       DEFINED 01 02 03 04 05      178186
XTRA CORP                      COM              984138107       87     2197 SH       DEFINED 01 02    04 05        2197
YAHOO, INC                     COM              984332106    10217    82478 SH       DEFINED 01 02 03 04 05       82478
YELLOW CORP                    COM              985509108       60     4094 SH       DEFINED 01 02    04 05        4094
YORK INTERNATIONAL CORP        COM              986670107      113     4487 SH       DEFINED 01 02    04 05        4487
YOUNG & RUBICAM, INC           COM              987425105      347     6072 SH       DEFINED 01 02 03 04 05        6072
YOUNG BROADCASTING, INC (CLASS COM              987434107       37     1435 SH       DEFINED 01 02 03 04           1435
YOUTHSTREAM MEDIA NETWORKS, IN COM              987819109       16     2694 SH       DEFINED 01 02 03 04 05        2694
ZALE CORP                      COM              988858106      213     5833 SH       DEFINED 01 02 03 04 05        5833
ZAPATA CORP                    COM              989070503        0      151 SH       DEFINED    02    04            151
ZEBRA TECHNOLOGY CORP          COM              989207105      153     3453 SH       DEFINED 01 02 03 04 05        3453
ZENITH NATIONAL INSURANCE CORP COM              989390109        3      136 SH       DEFINED    02    04            136
ZIFF-DAVIS, INC -ZD            COM              989511100       10     1096 SH       DEFINED 01 02    04 05        1096
ZIFF-DAVIS, INC -ZDNET         COM              989511209       14     1501 SH       DEFINED 01 02 03 04 05        1501
ZIONS BANCORP                  COM              989701107      346     7532 SH       DEFINED 01 02 03 04 05        7532
ZIXIT CORP                     COM              98974P100       88     1913 SH       DEFINED 01 02 03 04 05        1913
ZONAGEN, INC                   COM              98975L108        2      500 SH       DEFINED 01                     500
ZOMAX, INC                     COM              989929104       55     4182 SH       DEFINED 01 02 03 04 05        4182
</TABLE>


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