TEACHERS ADVISORS INC
13F-HR, 2000-02-11
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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: December 31, 1999

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

Institutional Investment Manager Filing this Report:

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

13F File Number:  28-04800

The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.

Person Signing this Report on Behalf of Reporting Manager:

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

Signature, Place and Date of Signing:

/s/ Richard Schlefer            New York, NY                February 11, 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:  2,804

Form 13F Information Table Value Total:  $  2,500,272 (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     2000    25600 SH       DEFINED    02    04          25600
TOTAL FINA -WTS 8/05/03                         F9212D142       14      486 SH       DEFINED 01                     486
ACE LTD                        COM              G0070K103     1941   116333 SH       DEFINED 01 02    04         116333
AMDOCS LTD                     COM              G02602103       76     2199 SH       DEFINED 01 02 03 04 05        2199
FRUIT OF THE LOOM LTD (CLASS A COM              G3682L105        9     6600 SH       DEFINED    02    04           6600
GLOBAL CROSSING LTD            COM              G3921A100      914    18280 SH       DEFINED 01 02 03 04 05       18280
OPENTV CORP                    COM              G67543101      230     2862 SH       DEFINED    02 03 04           2862
PXRE GROUP ,LTD                COM              G73018106       23     1800 SH       DEFINED 01       04           1800
WHITE MOUNTAINS INSURANCE      COM              G9618E107       36      300 SH       DEFINED 01          05         300
XL CAPITAL LTD                 COM              G98255105     1453    28008 SH       DEFINED    02    04          28008
ABC RAIL PRODUCTS CORP         COM              000752105       26     3100 SH       DEFINED 01          05        3100
ACTV, INC                      COM              00088E104       91     2000 SH       DEFINED    02 03 04 05        2000
ADC TELECOMMUNICATIONS, INC    COM              000886101     1640    22600 SH       DEFINED 01 02 03 04 05       22600
ABM INDUSTRIES, INC            COM              000957100        8      400 SH       DEFINED    02 03               400
AFLAC, INC                     COM              001055102     1519    32200 SH       DEFINED 01 02 03 04 05       32200
AGCO CORP                      COM              001084102       71     5300 SH       DEFINED 01       04           5300
AGL RESOURCES, INC             COM              001204106      112     6600 SH       DEFINED 01       04           6600
AHL SERVICES, INC              COM              001296102       25     1200 SH       DEFINED 01 02       05        1200
AES CORP                       COM              00130H105     1585    21200 SH       DEFINED 01 02 03 04 05       21200
AK STEEL HOLDINGS CORP         COM              001547108       44     2330 SH       DEFINED 01 02 03 04           2330
AMB PROPERTY CORP              COM              00163T109       92     4600 SH       DEFINED 01       04 05        4600
AMC ENTERTAINMENT, INC         COM              001669100       35     4100 SH       DEFINED 01 02 03 04 05        4100
AMFM, INC                      COM              001693100    11149   142478 SH       DEFINED 01 02 03 04 05      142478
AMLI RESIDENTIAL PROPERTIES TR COM              001735109       38     1900 SH       DEFINED 01       04           1900
AMR CORP                       COM              001765106     1106    16500 SH       DEFINED 01 02    04 05       16500
APAC CUSTOMER SERVICES, INC    COM              00185E106       14     1000 SH       DEFINED 01                    1000
AT & T CORP                    COM              001957109    28494   561456 SH       DEFINED 01 02 03 04 05      561456
AT & T CORP - LIBERTY MEDIA (C COM              001957208    16549   291606 SH       DEFINED 01 02 03 04 05      291606
A.S.V., INC                    COM              001963107        5      400 SH       DEFINED    02    04            400
ATMI, INC                      COM              00207R101       46     1400 SH       DEFINED 01 02 03 04           1400
AVT CORP                       COM              002420107      103     2200 SH       DEFINED 01 02 03              2200
AVX CORP                       COM              002444107       25      500 SH       DEFINED 01       04 05         500
AXA FINANCIAL, INC             COM              002451102      522    15400 SH       DEFINED 01       04 05       15400
AAMES FINANCIAL CORP           COM              00253A101        1     1500 SH       DEFINED 01                    1500
AARON RENTS, INC               COM              002535201       78     4400 SH       DEFINED 01 02 03 04 05        4400
AAVID THERMAL TECHNOLOGIES, IN COM              002539104       27     1100 SH       DEFINED 01    03              1100
ABBOTT LABORATORIES CO         COM              002824100     8350   229943 SH       DEFINED 01 02 03 04 05      229943
ABERCROMBIE & FITCH CO (CLASS  COM              002896207      379    14200 SH       DEFINED 01 02 03 04 05       14200
ABGENIX INC                    COM              00339B107      212     1600 SH       DEFINED 01 02 03              1600
ABOUT.COM, INC                 COM              003736105      305     3400 SH       DEFINED 01 02       05        3400
ACCEPTANCE INSURANCE COS, INC  COM              004308102        1      100 SH       DEFINED          04            100
ACCLAIM ENTERTAINMENT, INC     COM              004325205       35     6800 SH       DEFINED 01 02 03 04           6800
ACKERLEY GROUP, INC            COM              004527107       25     1400 SH       DEFINED    02 03              1400
ACNEILSEN CORP                 COM              004833109      124     5033 SH       DEFINED 01 02 03 04           5033
ACTIVISION, INC                COM              004930202       20     1300 SH       DEFINED 01 02 03              1300
ACTION PERFORMANCE COS, INC    COM              004933107       21     1800 SH       DEFINED 01 02 03              1800
ACTEL CORP                     COM              004934105       38     1600 SH       DEFINED 01 02 03 04           1600
ACTUATE CORP                   COM              00508B102      116     2700 SH       DEFINED 01 02 03    05        2700
ACUSON CORP                    COM              005113105       46     3700 SH       DEFINED 01 02 03              3700
ACX TECHNOLOGIES, INC          COM              005123104       14     1300 SH       DEFINED 01                    1300
ACXIOM CORP                    COM              005125109      193     8060 SH       DEFINED 01 02 03 04 05        8060
ADAPTIVE BROADBAND CORP        COM              00650M104       96     1300 SH       DEFINED 01 02 03    05        1300
ADAPTEC, INC                   COM              00651F108      748    15000 SH       DEFINED 01 02 03 04 05       15000
ADELPHIA BUSINESS SOLUTIONS, I COM              006847107      134     2800 SH       DEFINED 01 02 03              2800
ADELPHIA COMMUNICATIONS CORP ( COM              006848105      512     7800 SH       DEFINED 01 02 03 04 05        7800
ADFORCE, INC                   COM              006867105       93     1300 SH       DEFINED 01 02       05        1300
ADMINSTAFF, INC                COM              007094105        6      200 SH       DEFINED 01    03               200
ADOBE SYSTEMS, INC             COM              00724F101     1432    21300 SH       DEFINED 01 02 03 04 05       21300
ADTRAN, INC                    COM              00738A106      134     2600 SH       DEFINED 01 02 03              2600
ADVANCE PARADIGM, INC          COM              007491103       15      700 SH       DEFINED    02 03 04            700
ADVANCED COMMUNICATIONS GROUP  COM              00751B106       31     2300 SH       DEFINED 01    03    05        2300
ADVANCED DIGITAL INFO CORP     COM              007525108      160     3300 SH       DEFINED 01 02 03 04           3300
ADVANCED LIGHTING TECHNOLOGIES COM              00753C102        1      200 SH       DEFINED 01                     200
ADVANCED FIBRE COMMUNICATIONS  COM              00754A105      358     8000 SH       DEFINED 01 02 03 04 05        8000
ADVANCED RADIO TELECOM CORP    COM              00754U101      101     4200 SH       DEFINED 01 02 03 04           4200
ADVANCED TISSUE SCIENCE CO     COM              00755F103        1      300 SH       DEFINED 01                     300
ADVEST GROUP, INC              COM              007566102        7      400 SH       DEFINED 01                     400
ADVANTAGE LEARNING SYSTEMS, IN COM              00757K100        4      400 SH       DEFINED    02 03               400
ADVANTICA RESTAURANT GROUP, IN COM              00758B109        4     2500 SH       DEFINED 01          05        2500
ADVO, INC                      COM              007585102       95     4000 SH       DEFINED 01 02 03              4000
AERIAL COMMUNICATIONS, INC     COM              007655103      140     2300 SH       DEFINED 01 02 03    05        2300
AEROFLEX, INC                  COM              007768104       25     2400 SH       DEFINED 01 02 03 04           2400
ADVANCED MICRO DEVICES, INC    COM              007903107      431    14900 SH       DEFINED 01 02 03 04 05       14900
AEGON NV ARS                   ADR              007924103        0        4 SH       DEFINED    02                    4
ADVANTA CORP (CLASS A)         COM              007942105       63     3425 SH       DEFINED 01                    3425
ADVANCED ENERGY INDUSTRIES, IN COM              007973100       79     1600 SH       DEFINED 01 02 03              1600
ADVENT SOFTWARE, INC           COM              007974108      122     1900 SH       DEFINED 01 02 03    05        1900
AETNA, INC                     COM              008117103      931    16685 SH       DEFINED 01 02    04 05       16685
AFFILIATED COMPUTER SERVICES,I COM              008190100      322     7000 SH       DEFINED 01 02 03 04 05        7000
AFFILIATED MANAGERS GROUP, INC COM              008252108      247     6100 SH       DEFINED 01 02 03 04 05        6100
AFFYMETRIX, INC                COM              00826T108      441     2600 SH       DEFINED 01 02 03    05        2600
AFTERMARKET TECHNOLOGY CORP    COM              008318107       11      900 SH       DEFINED 01                     900
AGRIBRANDS INTERNATIONAL, INC  COM              00849R105       95     2060 SH       DEFINED 01 02       05        2060
AGRIBIOTECH, INC               COM              008494106        0      200 SH       DEFINED          04            200
AIR EXPRESS INTERNATIONAL CORP COM              009104100        7      225 SH       DEFINED 01    03 04            225
AIR PRODUCTS & CHEMICALS, INC  COM              009158106      829    24700 SH       DEFINED 01 02    04 05       24700
AIRBORNE FREIGHT CORP          COM              009266107       70     3200 SH       DEFINED 01       04 05        3200
AIRGAS, INC                    COM              009363102       51     5400 SH       DEFINED 01 02 03 04 05        5400
AIRNET SYSTEMS, INC            COM              009417106        7     1000 SH       DEFINED 01                    1000
AIRTRAN HOLDINGS, INC          COM              00949P108       34     7500 SH       DEFINED 01    03 04           7500
ALABAMA NATIONAL BANCORP       COM              010317105        4      200 SH       DEFINED    02                  200
ALARIS MEDICAL, INC            COM              011637105        1      500 SH       DEFINED             05         500
ALASKA AIR GROUP, INC          COM              011659109       95     2700 SH       DEFINED 01          05        2700
ALBANY INTERNATIONAL CORP (CLA COM              012348108       47     3040 SH       DEFINED 01                    3040
ALBEMARLE CORP                 COM              012653101       69     3600 SH       DEFINED 01          05        3600
ALBERTO CULVER CO (CLASS B)    COM              013068101      157     6100 SH       DEFINED 01 02    04 05        6100
ALBERTSON'S, INC               COM              013104104     1518    47061 SH       DEFINED 01 02 03 04 05       47061
ALCAN ALUMINIUM CO LTD (U.S.)  COM              013716105      144     3500 SH       DEFINED    02                 3500
ALCOA, INC                     COM              013817101     5976    72000 SH       DEFINED 01 02    04 05       72000
ALCATEL S.A. ADR               ADR              013904305        5      100 SH       DEFINED 01                     100
ALEXANDER & BALDWIN, INC       COM              014482103        9      400 SH       DEFINED 01          05         400
ALEXANDRIA REAL ESTATE EQUITIE COM              015271109        3      100 SH       DEFINED          04            100
ALFA CORP                      COM              015385107       11      700 SH       DEFINED 01       04            700
ALGOS PHARMACEUTICAL CORP      COM              015869100        7      600 SH       DEFINED    02 03               600
ALKERMES, INC                  COM              01642T108      197     4000 SH       DEFINED 01 02 03 04 05        4000
ALLAIRE CORP                   COM              016714107       15      100 SH       DEFINED    02                  100
ALLEGHANY CORP (DELAWARE)      COM              017175100      113      610 SH       DEFINED 01                     610
ALLEGHENY ENERGY, INC          COM              017361106      471    17500 SH       DEFINED 01       04 05       17500
ALLEGHENY TECHNOLOGIES, INC    COM              01741R102      131     5854 SH       DEFINED 01 02    04 05        5854
ALLEGIANCE TELECOM, INC        COM              01747T102      655     7100 SH       DEFINED 01 02 03 04 05        7100
ALLEN TELECOM, INC             COM              018091108        1      100 SH       DEFINED          04            100
ALLERGAN, INC                  COM              018490102      925    18600 SH       DEFINED 01 02 03 04 05       18600
ALLERGAN SPECIALTY THERAPEUTIC COM              018494104        2      135 SH       DEFINED 01 02                  135
ALLIANCE SEMICONDUCTOR CORP    COM              01877H100       60     3600 SH       DEFINED 01       04           3600
ALLIANT ENERGY CORP            COM              018802108       88     3200 SH       DEFINED 01       04 05        3200
ALLIANT TECHSYSTEMS, INC       COM              018804104       19      300 SH       DEFINED 01 02                  300
ALLIED CAPITAL CORP            COM              01903Q108        4      200 SH       DEFINED       03               200
ALLIED WASTE INDUSTRIES, INC   COM              019589308      274    31100 SH       DEFINED 01 02 03 04 05       31100
ALLMERICA FINANCIAL CORP       COM              019754100      395     7100 SH       DEFINED 01       04 05        7100
ALLSTATE CORP                  COM              020002101     2186    91100 SH       DEFINED 01 02    04 05       91100
ALLTEL CORP                    COM              020039103     2791    33753 SH       DEFINED 01 02 03 04 05       33753
ALLTRISTA CORP                 COM              020040101        7      300 SH       DEFINED 01                     300
ALPHA INDUSTRIES, INC          COM              020753109      149     2600 SH       DEFINED 01 02 03    05        2600
ALPHARMA, INC (CLASS A)        COM              020813101      163     5300 SH       DEFINED 01 02 03 04 05        5300
ALPINE GROUP, INC              COM              020825105        9      700 SH       DEFINED 01    03 04            700
ALTERA CORP                    COM              021441100     1190    24000 SH       DEFINED 01 02 03 04 05       24000
ALTERRA HEALTHCARE CORP        COM              02146C104        5      600 SH       DEFINED    02 03 04            600
ALZA CORP                      COM              022615108      319     9200 SH       DEFINED 01 02 03 04 05        9200
AMAZON.COM, INC                COM              023135106     4446    58400 SH       DEFINED 01 02 03 04 05       58400
AMBAC FINANCIAL GROUP, INC     COM              023139108      324     6200 SH       DEFINED 01       04 05        6200
AMCOL INTERNATIONAL CORP       COM              02341W103      135     8400 SH       DEFINED 01 02    04 05        8400
AMERADA HESS CORP              COM              023551104      692    12200 SH       DEFINED 01 02    04 05       12200
AMERCO                         COM              023586100       15      600 SH       DEFINED 01       04            600
AMEREN CORP                    COM              023608102      631    19260 SH       DEFINED 01 02    04 05       19260
AMERICA ONLINE, INC            COM              02364J104    38597   511642 SH       DEFINED 01 02 03 04 05      511642
AMERICA WEST HOLDINGS CORP (CL COM              023657208       83     4000 SH       DEFINED 01       04 05        4000
AMERICAN ANNUITY GROUP, INC    COM              023840101        5      300 SH       DEFINED 01                     300
AMCORE FINANCIAL, INC          COM              023912108      113     4700 SH       DEFINED 01                    4700
AMERICAN CLASSIC VOYAGES CO    COM              024928103       28      800 SH       DEFINED 01    03 04            800
AMERICAN EAGLE OUTFITTERS, INC COM              02553E106      171     3800 SH       DEFINED 01 02 03 04 05        3800
AMERICAN ELECTRIC POWER CO, IN COM              025537101      437    13600 SH       DEFINED 01 02    04 05       13600
AMERICAN EXPRESS CO            COM              025816109    10923    65700 SH       DEFINED 01 02 03 04 05       65700
AMERICAN FINANCIAL GROUP, INC  COM              025932104       82     3100 SH       DEFINED 01       04 05        3100
AMERICAN FREIGHTWAYS CORP      COM              02629V108       57     3500 SH       DEFINED 01 02 03 04           3500
AMERICAN GENERAL CORP          COM              026351106     2340    30840 SH       DEFINED 01 02    04 05       30840
AMERICAN GREETINGS CORP (CLASS COM              026375105      128     5400 SH       DEFINED 01 02    04 05        5400
AMERICAN HOME PRODUCTS CORP    COM              026609107    13414   340123 SH       DEFINED 01 02 03 04 05      340123
AMERICAN INDUSTRIAL PROPERTIES COM              026791202        6      500 SH       DEFINED          04 05         500
AMERICAN INTERNATIONAL GROUP,  COM              026874107    17348   160448 SH       DEFINED 01 02 03 04 05      160448
AMERICAN ITALIAN PASTA CO (CLA COM              027070101       80     2600 SH       DEFINED 01 02 03              2600
AMERICAN MANAGEMENT SYSTEMS, I COM              027352103      356    11350 SH       DEFINED 01 02 03 04 05       11350
AMERICAN MOBILE SATELLITE CORP COM              02755R103       82     3900 SH       DEFINED 01 02 03 04 05        3900
AMERICAN NATIONAL CAN GROUP, I COM              027714104     1287    98965 SH       DEFINED    02    04          98965
AMERICAN NATIONAL INSURANCE CO COM              028591105       19      300 SH       DEFINED 01                     300
AMERICAN RETIREMENT CORP       COM              028913101        1      100 SH       DEFINED       03               100
AMERICAN POWER CONVERSION CORP COM              029066107      422    16000 SH       DEFINED 01 02 03 04 05       16000
AMERICAN STANDARD COS, INC     COM              029712106      349     7600 SH       DEFINED 01       04 05        7600
AMERICAN TOWER SYSTEMS (CLASS  COM              029912201     4349   142300 SH       DEFINED 01 02 03 04 05      142300
AMERICAN SUPERCONDUCTOR CORP   COM              030111108       95     3400 SH       DEFINED 01 02 03    05        3400
AMERICAN WATER WORKS CO, INC   COM              030411102        9      402 SH       DEFINED 01       04            402
AMERICAN WOODMARK CORP         COM              030506109        2      100 SH       DEFINED    02                  100
AMERICAN XTAL TECHNOLOGY INC   COM              030514103       12      700 SH       DEFINED 01 02 03               700
AMERICREDIT CORP               COM              03060R101      159     8600 SH       DEFINED 01 02 03 04 05        8600
AMERIPATH, INC                 COM              03071D109       21     2600 SH       DEFINED 01                    2600
AMERISOURCE HEALTH CORP (CLASS COM              03071P102      120     7900 SH       DEFINED 01 02 03 04 05        7900
AMERON INTERNATIONAL CORP      COM              030710107        4      100 SH       DEFINED 01                     100
AMERITRADE HOLDINGS CORP (CLAS COM              03072H109      187     8600 SH       DEFINED 01 02 03 04 05        8600
AMERUS LIFE HOLDINGS, INC (CLA COM              030732101       62     2700 SH       DEFINED 01       04           2700
AMES DEPARTMENT STORES, INC    COM              030789507       26      900 SH       DEFINED    02 03 04            900
AMETEK, INC                    COM              031100100      172     9000 SH       DEFINED 01 02 03 04 05        9000
AMF BOWLING, INC               COM              03113V109       48    15285 SH       DEFINED 01                   15285
AMGEN, INC                     COM              031162100    11702   194830 SH       DEFINED 01 02 03 04 05      194830
AMKOR TECHNOLOGY, INC          COM              031652100      653    23100 SH       DEFINED 01 02 03 04 05       23100
AMRESCO, INC                   COM              031909104        1      800 SH       DEFINED    02    04            800
AMPEX CORP (CLASS A)           COM              032092108        1      200 SH       DEFINED       03 04            200
AMPHENOL CORP (CLASS A)        COM              032095101      146     2200 SH       DEFINED 01 02 03 04 05        2200
AMSOUTH BANCORP                COM              032165102      878    45463 SH       DEFINED 01 02    04 05       45463
ANACOMP, INC                   COM              032371106       60     3300 SH       DEFINED 01 02 03              3300
ANADARKO PETROLEUM CORP        COM              032511107      416    12200 SH       DEFINED 01 02 03 04 05       12200
ANADIGICS, INC                 COM              032515108      146     3100 SH       DEFINED 01 02 03 04 05        3100
ANALOG DEVICES, INC            COM              032654105     8398    90296 SH       DEFINED 01 02 03 04 05       90296
ANALYSTS INTERNATIONAL CORP    COM              032681108       55     4400 SH       DEFINED 01 02 03 04 05        4400
ANCHOR GAMING CO               COM              033037102       83     1900 SH       DEFINED 01 02       05        1900
ANCOR COMMUNICATIONS, INC      COM              03332K108      231     3400 SH       DEFINED 01 02 03 04 05        3400
ANDREW CORP                    COM              034425108      272    14375 SH       DEFINED 01 02 03 04 05       14375
ANDRX CORP                     COM              034551101      245     5800 SH       DEFINED 01 02 03 04 05        5800
ANESTA CORP                    COM              034603100        9      500 SH       DEFINED    02 03               500
ANHEUSER BUSCH COS, INC        COM              035229103     5754    81186 SH       DEFINED 01 02 03 04 05       81186
ANICOM, INC                    COM              035250109       23     5300 SH       DEFINED 01    03 04 05        5300
ANIXTER INTERNATIONAL, INC     COM              035290105       14      700 SH       DEFINED 01       04            700
ANN TAYLOR STORES CORP         COM              036115103       52     1500 SH       DEFINED 01 02 03    05        1500
ANTEC CORP                     COM              03664P105       80     2200 SH       DEFINED 01 02 03              2200
ANSWERTHINK CONSULTING GROUP   COM              036916104      250     7300 SH       DEFINED 01 02 03 04 05        7300
AON CORP                       COM              037389103      935    23375 SH       DEFINED 01 02    04 05       23375
APACHE CORP                    COM              037411105     2350    63631 SH       DEFINED 01 02 03 04 05       63631
APARTMENT INVESTMENT & MANAGEM COM              03748R101      353     8871 SH       DEFINED 01 02    04 05        8871
APEX, INC                      COM              037548104       65     2000 SH       DEFINED 01 02 03              2000
APOGEE ENTERPRISES, INC        COM              037598109        7     1300 SH       DEFINED    02 03 04           1300
APOLLO GROUP, INC (CLASS A)    COM              037604105      115     5750 SH       DEFINED 01 02 03 04           5750
APPLE COMPUTER, INC            COM              037833100     1810    17600 SH       DEFINED 01 02 03 04 05       17600
APPLEBEE'S INTERNATIONAL, INC  COM              037899101      171     5800 SH       DEFINED 01 02 03 04 05        5800
APRIA HEALTHCARE GROUP, INC    COM              037933108       79     4400 SH       DEFINED 01       04           4400
APPLIED GRAPHICS TECHNOLOGIES, COM              037937109        1      100 SH       DEFINED          04            100
APPLIED ANALYTICAL INDUSTRIES, COM              037939105       14     1500 SH       DEFINED    02    04           1500
APPLIED INDUSTRIAL TECHNOLOGIE COM              03820C105       15      900 SH       DEFINED 01       04            900
APPLIED MAGNETICS CORP         COM              038213104        0      800 SH       DEFINED 01                     800
APPLIED MICRO CIRUCUITS CORP   COM              03822W109     2558    20100 SH       DEFINED 01 02 03 04 05       20100
APPLIED MATERIALS, INC         COM              038222105     8045    63500 SH       DEFINED 01 02 03 04 05       63500
APPLIED POWER, INC (CLASS A)   COM              038225108      118     3200 SH       DEFINED 01 02 03 04 05        3200
APPLIEDTHEORY CORP             COM              03828R104       17      600 SH       DEFINED 01 02                  600
APTARGROUP, INC                COM              038336103      113     4500 SH       DEFINED 01 02    04 05        4500
ARCADIA FINANCIAL LTD          COM              039101100       31     7000 SH       DEFINED 01       04 05        7000
ARCH CHEMICALS, INC            COM              03937R102       59     2800 SH       DEFINED 01          05        2800
ARCH COAL, INC                 COM              039380100       24     2100 SH       DEFINED 01                    2100
ARCH COMMUNICATIONS GROUP, INC COM              039381504        5      700 SH       DEFINED 01                     700
ARCHER DANIELS MIDLAND CO      COM              039483102      544    44604 SH       DEFINED 01 02    04 05       44604
ARCHSTONE COMMUNITIES TRUST    COM              039581103      289    14100 SH       DEFINED 01       04 05       14100
ARCTIC CAT, INC                COM              039670104       10     1000 SH       DEFINED 01          05        1000
ARDEN REALTY GROUP, INC        COM              039793104      207    10300 SH       DEFINED 01       04 05       10300
ARDENT SOFTWARE, INC           COM              039794102       70     1800 SH       DEFINED 01 02 03 04 05        1800
ARGOSY GAMING CORP             COM              040228108       87     5600 SH       DEFINED 01 02 03 04 05        5600
ARGUSS HOLDINGS, INC           COM              040282105        3      200 SH       DEFINED    02       05         200
ARMSTRONG WORLD INDUSTRIES, IN COM              042476101      397    11900 SH       DEFINED 01 02    04 05       11900
ARNOLD INDUSTRIES, INC         COM              042595108       48     3400 SH       DEFINED 01                    3400
ARROW ELECTRONICS, INC         COM              042735100      140     5500 SH       DEFINED 01       04 05        5500
ARROW INTERNATIONAL, INC       COM              042764100       15      500 SH       DEFINED 01    03               500
ARTESYN TECHNOLOGIES, INC      COM              043127109      130     6200 SH       DEFINED 01 02 03 04 05        6200
ARVIN INDUSTRIES, INC          COM              043339100      128     4500 SH       DEFINED 01       04 05        4500
ASCENT ENTERTAINMENT GROUP, IN COM              043628106       59     4622 SH       DEFINED 01       04           4622
ASHLAND, INC                   COM              044204105      277     8400 SH       DEFINED 01 02    04 05        8400
ASHTON TECHNOLOGY GROUP, INC   COM              045084100       20     3100 SH       DEFINED 01 02 03              3100
ASPECT TELECOMMUNICATIONS CORP COM              04523Q102      231     5900 SH       DEFINED 01 02 03 04 05        5900
ASPECT DEVELOPMENT, INC        COM              045234101      192     2800 SH       DEFINED 01 02 03 04           2800
ASPEN TECHNOLOGY, INC          COM              045327103       16      600 SH       DEFINED    02 03 04            600
ASSOCIATED BANC-CORP           COM              045487105      327     9540 SH       DEFINED 01       04 05        9540
ASSOCIATED ESTATES REALTY CORP COM              045604105        1      100 SH       DEFINED          04            100
ASSOCIATED GROUP, INC (CLASS A COM              045651106      274     3000 SH       DEFINED 01       04 05        3000
EXCITE AT HOME                 COM              045919107      696    16224 SH       DEFINED 01 02 03 04 05       16224
ASSOCIATES FIRST CAPITAL CORP  COM              046008108     5219   190201 SH       DEFINED 01 02 03 04 05      190201
ASTEC INDUSTRIES, INC          COM              046224101       51     2700 SH       DEFINED 01 02 03              2700
ASTORIA FINANCIAL CORP         COM              046265104      151     4945 SH       DEFINED 01       04 05        4945
ASYST TECHNOLOGIES, INC        COM              04648X107       46      700 SH       DEFINED    02 03    05         700
ATLANTIC RICHFIELD CO          COM              048825103     2578    29800 SH       DEFINED 01 02    04 05       29800
ATLAS AIR, INC                 COM              049164106       23      850 SH       DEFINED    02 03               850
ATMEL CORP                     COM              049513104     1830    61900 SH       DEFINED 01 02 03 04 05       61900
ATMOS ENERGY CORP              COM              049560105       24     1165 SH       DEFINED 01          05        1165
ATWOOD OCEANICS, INC           COM              050095108       50     1300 SH       DEFINED 01 02 03 04 05        1300
AURORA FOODS, INC              COM              05164B106        1      100 SH       DEFINED          04            100
AUSPEX SYSTEMS, INC            COM              052116100       33     3200 SH       DEFINED 01 02 03 04           3200
AUTOBYTEL.COM, INC             COM              05275N106       14      900 SH       DEFINED 01 02 03 04            900
AUTODESK, INC                  COM              052769106      101     3000 SH       DEFINED    02 03 04 05        3000
AUTOLIV, INC                   COM              052800109      137     4684 SH       DEFINED 01       04 05        4684
AUTOMATIC DATA PROCESSING, INC COM              053015103     5018    93140 SH       DEFINED 01 02 03 04 05       93140
AUTONATION, INC                COM              05329W102      275    29700 SH       DEFINED 01 02 03 04 05       29700
AUTOWEB.COM, INC               COM              053331104       15     1400 SH       DEFINED 01 02 03    05        1400
AUTOZONE, INC                  COM              053332102      494    15300 SH       DEFINED 01 02 03 04 05       15300
AVALONBAY COMMUNITIES, INC     COM              053484101      100     2900 SH       DEFINED 01       04 05        2900
AVANT CORP                     COM              053487104       26     1700 SH       DEFINED    02 03 04           1700
AVATAR HOLDINGS, INC           COM              053494100        2      100 SH       DEFINED 01                     100
AVERY DENNISON CORP            COM              053611109     1181    16200 SH       DEFINED 01 02 03 04 05       16200
AVIALL, INC                    COM              05366B102        2      200 SH       DEFINED 01                     200
AVID TECHNOLOGIES, INC         COM              05367P100       60     4600 SH       DEFINED 01 02    04           4600
AVIATION SALES CO              COM              053672101        7      400 SH       DEFINED    02 03               400
AVIRON, INC                    COM              053762100       41     2600 SH       DEFINED 01 02 03              2600
AVISTA CORP                    COM              05379B107       71     4600 SH       DEFINED 01       04 05        4600
AVIS RENT A CAR, INC           COM              053790101       66     2600 SH       DEFINED 01          05        2600
AVNET, INC                     COM              053807103       83     1375 SH       DEFINED 01       04 05        1375
AVON PRODUCTS, INC             COM              054303102     1333    40400 SH       DEFINED 01 02 03 04 05       40400
AWARE, INC                     COM              05453N100       40     1100 SH       DEFINED    02 03              1100
AXENT TECHNOLOGIES, INC        COM              05459C108       61     2900 SH       DEFINED 01 02 03 04           2900
AZTEC TECHNOLOGY PARTNERS, INC COM              05480L101        6     1250 SH       DEFINED 01 02                 1250
AZTAR CORP                     COM              054802103      121    11100 SH       DEFINED 01       04 05       11100
BB&T CORP                      COM              054937107      592    21622 SH       DEFINED 01 02    04 05       21622
BHC COMMUNICATIONS, INC (CLASS COM              055448104       48      300 SH       DEFINED 01                     300
BISYS GROUP, INC               COM              055472104      144     2200 SH       DEFINED 01 02 03 04           2200
BJ'S WHOLESALE CLUB, INC       COM              05548J106      223     6100 SH       DEFINED 01    03 04 05        6100
BJ SERVICES CO                 COM              055482103      188     4500 SH       DEFINED 01       04 05        4500
BMC INDUSTRIES, INC            COM              055607105       54    11100 SH       DEFINED 01 02 03 04 05       11100
BP AMOCO PLC (SPONS ADR)       ADR              055622104     2846    47988 SH       DEFINED    02    04 05       47988
BRE PROPERTIES, INC (CLASS A)  COM              05564E106        2      100 SH       DEFINED          04            100
BSB BANCORP, INC               COM              055652101       19     1000 SH       DEFINED 01                    1000
BT FINANCIAL CORP              COM              055763106       23     1050 SH       DEFINED 01                    1050
BMC SOFTWARE, INC              COM              055921100    13135   164316 SH       DEFINED 01 02 03 04 05      164316
BACOU U.S.A., INC              COM              056439102       11      700 SH       DEFINED 01                     700
BAKER HUGHES, INC              COM              057224107     1356    64365 SH       DEFINED 01 02 03 04 05       64365
BALDOR ELECTRIC CO             COM              057741100       11      600 SH       DEFINED    02    04            600
BALDWIN & LYONS, INC (CLASS B) COM              057755209       42     1900 SH       DEFINED 01                    1900
BALL CORP                      COM              058498106       72     1820 SH       DEFINED 01 02    04 05        1820
BALLY TOTAL FITNESS HOLDINGS C COM              05873K108       99     3700 SH       DEFINED 01 02 03 04           3700
BANCFIRST CORP                 COM              05945F103       24      701 SH       DEFINED 01    03    05         701
BANCFIRST OHIO CORP            COM              059450106       21      900 SH       DEFINED 01                     900
BANCO SANTANDER P R SAN JUAN   COM              059646109        5      300 SH       DEFINED       03 04            300
BANCORPSOUTH, INC              COM              059692103      127     7800 SH       DEFINED 01          05        7800
BANCWEST CORP                  COM              059790105      187     9600 SH       DEFINED 01       04 05        9600
BANDAG, INC                    COM              059815100       33     1300 SH       DEFINED 01       04 05        1300
BANK OF AMERICA CORP           COM              060505104    13073   260489 SH       DEFINED 01 02    04 05      260489
BANK OF GRANITE CORP           COM              062401104        6      300 SH       DEFINED    02 03               300
BANK OF NEW YORK CO, INC       COM              064057102     3064    76600 SH       DEFINED 01 02    04 05       76600
BANK ONE CORP                  COM              06423A103     4478   139667 SH       DEFINED 01 02    04 05      139667
BANK UNITED CORP (CLASS A)     COM              065412108       84     3100 SH       DEFINED 01       04 05        3100
BANKATLANTIC BANCORP, INC (CLA COM              065908105        6     1100 SH       DEFINED 01       04 05        1100
BANKATLANTIC BANCORP, INC (CLA COM              065908501        0      120 SH       DEFINED 01                     120
BANKNORTH GROUP, INC           COM              06646L100       75     2800 SH       DEFINED 01                    2800
BANKUNITED FINANCIAL CORP (CLA COM              06652B103        1      100 SH       DEFINED 01                     100
BANTA CORP                     COM              066821109      108     4800 SH       DEFINED 01       04 05        4800
BANYAN SYSTEMS, INC            COM              066908104       12      600 SH       DEFINED    02 03               600
BARD (C.R.), INC               COM              067383109      212     4000 SH       DEFINED 01 02    04 05        4000
BARNES & NOBLE, INC            COM              067774109      113     5500 SH       DEFINED 01 02 03 04 05        5500
BARNES GROUP, INC              COM              067806109        8      500 SH       DEFINED    02                  500
BARNESANDNOBLE.COM, INC        COM              067846105       23     1600 SH       DEFINED 01 02 03              1600
BARRICK GOLD CORP (U.S.)       COM              067901108       30     1700 SH       DEFINED    02    04           1700
BARNETT, INC                   COM              068062108        7      700 SH       DEFINED 01                     700
BARR LABORATORIES, INC         COM              068306109       16      500 SH       DEFINED    02 03               500
BARRA, INC                     COM              068313105       32     1000 SH       DEFINED 01 02    04           1000
BARRETT RESOURCES CORP         COM              068480201       79     2700 SH       DEFINED 01 02 03 04           2700
BASIN EXPLORATION, INC         COM              070107107       21     1200 SH       DEFINED 01          05        1200
BATTLE MOUNTAIN GOLD CO        COM              071593107       41    20000 SH       DEFINED 01 02 03 04 05       20000
BAUSCH & LOMB, INC             COM              071707103      281     4100 SH       DEFINED 01 02 03 04 05        4100
BAXTER INTERNATIONAL, INC      COM              071813109     4620    73552 SH       DEFINED 01 02 03 04 05       73552
BAY VIEW CAPITAL CORP          COM              07262L101       47     3300 SH       DEFINED 01                    3300
BE AEROSPACE, INC              COM              073302101        8     1000 SH       DEFINED 01    03 04 05        1000
BEA SYSTEMS, INC               COM              073325102     1406    20100 SH       DEFINED 01 02 03 04 05       20100
BEAR STEARNS COS, INC          COM              073902108      479    11198 SH       DEFINED 01 02    04 05       11198
BEBE STORES, INC               COM              075571109        5      200 SH       DEFINED    02 03               200
BECKMAN COULTER, INC           COM              075811109      336     6600 SH       DEFINED 01 02 03 04 05        6600
BECTON DICKINSON & CO          COM              075887109      891    33300 SH       DEFINED 01 02 03 04 05       33300
BED BATH & BEYOND, INC         COM              075896100      598    17200 SH       DEFINED 01 02 03 04 05       17200
BEDFORD PROPERTY INVESTORS, IN COM              076446301       73     4300 SH       DEFINED 01       04 05        4300
BELCO OIL & GAS CORP           COM              077410108        8     1400 SH       DEFINED 01       04           1400
BELDEN, INC                    COM              077459105      118     5600 SH       DEFINED 01 02    04 05        5600
BELL & HOWELL CO               COM              077852101      124     3900 SH       DEFINED 01 02 03              3900
BELL ATLANTIC CORP             COM              077853109    10787   175218 SH       DEFINED 01 02    04 05      175218
BELLSOUTH CORP                 COM              079860102     9966   212900 SH       DEFINED 01 02    04 05      212900
BELO (A.H.) CORP SERIES A      COM              080555105      334    17500 SH       DEFINED 01       04 05       17500
BEMIS, INC                     COM              081437105      112     3200 SH       DEFINED 01 02    04 05        3200
BENCHMARK ELECTRONICS, INC     COM              08160H101       18      800 SH       DEFINED    02 03               800
BENTON OIL & GAS CO            COM              083288100        8     4000 SH       DEFINED 01                    4000
BERGEN BRUNSWIG CORP (CLASS A) COM              083739102      124    14887 SH       DEFINED 01 02 03 04 05       14887
BERINGER WINE ESTATES HLDNGS,  COM              084102102       96     2400 SH       DEFINED 01 02 03              2400
BERKLEY (W.R.) CORP            COM              084423102        7      350 SH       DEFINED 01                     350
BERKSHIRE HATHAWAY, INC (CLASS COM              084670207      229      125 SH       DEFINED    02       05         125
BERRY PETROLEUM CO (CLASS A)   COM              085789105       24     1600 SH       DEFINED    02 03 04 05        1600
BEST BUY, INC                  COM              086516101     1295    25800 SH       DEFINED 01 02 03 04 05       25800
BEST SOFTWARE, INC             COM              086579109        9      300 SH       DEFINED    02    04            300
BESTFOODS, INC                 COM              08658U101     2145    40800 SH       DEFINED 01 02 03 04 05       40800
BETHLEHEM STEEL CORP           COM              087509105      124    14800 SH       DEFINED 01 02    04 05       14800
BEVERLY ENTERPRISES, INC       COM              087851309       54    12400 SH       DEFINED 01       04 05       12400
BEYOND.COM CORP                COM              08860E101       16     2000 SH       DEFINED 01 02 03 04 05        2000
BILLING CONCEPTS CORP          COM              090063108        8     1300 SH       DEFINED    02 03 04           1300
BINDLEY WESTERN INDUSTRIES, IN COM              090324104       69     4550 SH       DEFINED 01    03 04           4550
BINDVIEW DEVELOPMENT CORP      COM              090327107       65     1300 SH       DEFINED 01 02 03 04 05        1300
BIO-RAD LABORATORIES, INC (CLA COM              090572207        9      400 SH       DEFINED 01                     400
BIO-TECHNOLOGY GENERAL CORP    COM              090578105       58     3800 SH       DEFINED 01 02 03 04           3800
BIOGEN, INC                    COM              090597105     1639    19400 SH       DEFINED 01 02 03 04 05       19400
BIOMATRIX, INC                 COM              09060P102       48     2500 SH       DEFINED 01 02 03              2500
BIOMET, INC                    COM              090613100      532    13300 SH       DEFINED 01 02 03 04 05       13300
BIOVAIL CORP INTERNATIONAL     COM              09067K106       12      124 SH       DEFINED 01    03               124
BIRMINGHAM STEEL CORP          COM              091250100       10     1900 SH       DEFINED          04           1900
BLACK & DECKER CORP            COM              091797100      627    12000 SH       DEFINED 01 02 03 04 05       12000
BLACK BOX CORP                 COM              091826107      101     1500 SH       DEFINED 01 02 03              1500
BLACK HILLS CORP               COM              092113109      140     6300 SH       DEFINED 01 02 03 04           6300
BLAIR CORP                     COM              092828102        3      200 SH       DEFINED 01                     200
BLANCH (E.W.) HOLDINGS, INC    COM              093210102       25      400 SH       DEFINED    02 03               400
BLOCK DRUG, INC (CLASS A)      COM              093644102       10      309 SH       DEFINED 01                     309
BLOCK (H&R), INC               COM              093671105      704    16100 SH       DEFINED 01 02 03 04 05       16100
BLOUNT INTERNATIONAL, INC      COM              095180105        3      200 SH       DEFINED       03               200
BLYTH INDUSTRIES, INC          COM              09643P108       81     3300 SH       DEFINED 01 02 03 04           3300
BOB EVANS FARMS, INC           COM              096761101      116     7500 SH       DEFINED 01       04 05        7500
BOCA RESORTS, INC (CLASS A)    COM              09688T106       24     2500 SH       DEFINED 01       04           2500
BOEING CO                      COM              097023105     4490   108034 SH       DEFINED 01 02 03 04 05      108034
BOISE CASCADE CORP             COM              097383103      207     5100 SH       DEFINED 01 02    04 05        5100
BOISE CASCADE OFFICE PRODUCTS  COM              097403109       32     2100 SH       DEFINED 01                    2100
BOMBAY, INC                    COM              097924104        0      100 SH       DEFINED          04            100
BORDERS GROUP, INC             COM              099709107      120     7500 SH       DEFINED 01 02 03 04 05        7500
BORG-WARNER AUTOMOTIVE, INC    COM              099724106      109     2698 SH       DEFINED 01 02    04 05        2698
BOSTON PROPERTIES, INC         COM              101121101      355    11400 SH       DEFINED 01 02 03 04 05       11400
BOSTON SCIENTIFIC CORP         COM              101137107     1008    46100 SH       DEFINED 01 02 03 04 05       46100
BOTTOMLINE TECHNOLOGIES, INC   COM              101388106       32      900 SH       DEFINED 01 02 03               900
BOWATER, INC                   COM              102183100      103     1900 SH       DEFINED 01       04 05        1900
BOWNE & CO, INC                COM              103043105        1      100 SH       DEFINED          04            100
BOYD GAMING CORP               COM              103304101       31     5400 SH       DEFINED 01       04 05        5400
BOYDS COLLECTION LTD           COM              103354106       10     1400 SH       DEFINED 01 02 03 04           1400
BOYKIN LODGING CO              COM              103430104       33     3000 SH       DEFINED 01                    3000
BRADLEY REAL ESTATE, INC       COM              104580105       12      707 SH       DEFINED 01       04            707
BRADY CORP (CLASS A)           COM              104674106      129     3800 SH       DEFINED 01 02 03    05        3800
BRANDYWINE REALTY TRUST        COM              105368203       66     4000 SH       DEFINED 01       04 05        4000
BRENTON BANKS, INC             COM              107211104       21     2090 SH       DEFINED 01                    2090
BRIGGS & STRATTON CORP         COM              109043109      113     2100 SH       DEFINED 01 02       05        2100
BRIGHT HORIZONS FAMILY SOLUTIO COM              109195107       45     2400 SH       DEFINED 01 02 03    05        2400
BRIGHTPOINT, INC               COM              109473108       32     2450 SH       DEFINED 01 02 03 04           2450
BRINKER INTERNATIONAL, INC     COM              109641100      166     6900 SH       DEFINED 01       04 05        6900
BRIO TECHNOLOGY, INC           COM              109704106       29      700 SH       DEFINED    02 03 04            700
BRISTOL HOTELS & RESORTS, INC  COM              110041100        0       50 SH       DEFINED 01                      50
BRISTOL MYERS SQUIBB CO        COM              110122108    22526   350934 SH       DEFINED 01 02 03 04 05      350934
BRITESMILE, INC                COM              110415106       17     2100 SH       DEFINED 01 02    04 05        2100
BROADCOM CORP (CLASS A)        COM              111320107     1770     6500 SH       DEFINED 01 02 03 04 05        6500
BROADVISION, INC               COM              111412102     1122     6600 SH       DEFINED 01 02 03 04 05        6600
BROADWING, INC                 COM              111620100      646    17515 SH       DEFINED 01 02 03 04 05       17515
BROCADE COMMUNICATIONS SYSTEMS COM              111621108      354     2000 SH       DEFINED 01 02       05        2000
BROOKE GROUP LTD               COM              112525100        5      315 SH       DEFINED          04 05         315
BROOKLINE BANCORP, INC         COM              113739106        9      900 SH       DEFINED 01                     900
BROOKTROUT, INC                COM              114580103       19     1000 SH       DEFINED 01    03              1000
BROWN & BROWN, INC             COM              115236101        4      100 SH       DEFINED       03               100
BROWN FORMAN, INC (CLASS B)    COM              115637209      195     3400 SH       DEFINED 01 02    04 05        3400
BROWN (TOM), INC               COM              115660201       88     6600 SH       DEFINED 01 02 03 04 05        6600
BROWN SHOE CO, INC             COM              115736100       40     2800 SH       DEFINED 01                    2800
BRUNSWICK CORP                 COM              117043109      487    21900 SH       DEFINED 01 02    04 05       21900
BUCKEYE TECHNOLOGIES, INC      COM              118255108       94     6300 SH       DEFINED 01 02 03 04 05        6300
BUCKLE, INC (THE)              COM              118440106        7      500 SH       DEFINED 01                     500
BUDGET GROUP, INC              COM              119003101       10     1100 SH       DEFINED 01       04           1100
BUFFETS, INC                   COM              119882108        2      200 SH       DEFINED             05         200
BUILDING ONE SERVICES CORP     COM              120114103        7      700 SH       DEFINED    02    04            700
BURLINGTON COAT FACTORY WAREHO COM              121579106       45     3220 SH       DEFINED 01 02 03 04 05        3220
BURLINGTON INDUSTRIES, INC     COM              121693105        1      200 SH       DEFINED          04            200
BURLINGTON NORTHERN SANTA FE C COM              12189T104     1325    54620 SH       DEFINED 01 02    04 05       54620
BURLINGTON RESOURCES, INC      COM              122014103      607    18354 SH       DEFINED 01 02    04 05       18354
BURNHAM PACIFIC PROPERTIES, IN COM              12232C108        1      100 SH       DEFINED          04            100
BURNS INTERNATIONAL SERVICES   COM              122374101       12     1100 SH       DEFINED 01    03              1100
BURR BROWN CORP                COM              122574106      133     3675 SH       DEFINED 01 02 03 04 05        3675
BUSH INDUSTRIES, INC (CLASS A) COM              123164105       15      900 SH       DEFINED 01       04            900
BUTLER MANUFACTURING CO        COM              123655102       49     2200 SH       DEFINED 01          05        2200
C&D TECHNOLOGIES, INC          COM              124661109       51     1200 SH       DEFINED 01    03              1200
CAIS INTERNET, INC             COM              12476Q102       36     1000 SH       DEFINED 01                    1000
CCC INFORMATION SERVICES GROUP COM              12487Q109       63     3700 SH       DEFINED 01 02 03 04           3700
CCB FINANCIAL CORP             COM              124875105      270     6200 SH       DEFINED 01       04 05        6200
CB RICHARD ELLIS SERVICES GROU COM              12489L108       31     2500 SH       DEFINED 01    03 04           2500
CBRL GROUP, INC                COM              12489V106       23     2400 SH       DEFINED 01       04 05        2400
CBS CORP                       COM              12490K107    19131   299221 SH       DEFINED 01 02 03 04 05      299221
CFW COMMUNICATIONS CO          COM              124923103        3      100 SH       DEFINED       03               100
C-COR.NET CORP                 COM              125010108      123     1600 SH       DEFINED 01 02 03              1600
C-CUBE MICROSYSTEMS, INC       COM              125015107      336     5400 SH       DEFINED 01 02 03 04 05        5400
CDI CORP                       COM              125071100       77     3200 SH       DEFINED 01 02    04 05        3200
CDNOW, INC                     COM              125086108       37     3779 SH       DEFINED 01 02 03 04 05        3779
CDW COMPUTER CENTERS, INC      COM              125129106      259     3300 SH       DEFINED 01 02 03 04 05        3300
CEC ENTERTAINMENT, INC         COM              125137109      207     7300 SH       DEFINED 01 02 03 04 05        7300
CH ENERGY GROUP, INC           COM              12541M102       43     1300 SH       DEFINED 01                    1300
C.H. ROBINSON WORLDWIDE, INC   COM              12541W100      155     3900 SH       DEFINED 01 02 03 04 05        3900
CHS ELECTRONICS, INC           COM              12542A206        1     1300 SH       DEFINED    02    04           1300
CIGNA CORP                     COM              125509109     1886    23405 SH       DEFINED 01 02    04 05       23405
CIT GROUP, INC (CLASS A)       COM              125577106       25     1200 SH       DEFINED 01       04 05        1200
CKE RESTAURANTS, INC           COM              12561E105       25     4200 SH       DEFINED 01 02 03 04 05        4200
CLECO CORP                     COM              12561W105       51     1600 SH       DEFINED 01                    1600
CK WITCO CORP                  COM              12562C108      183    13687 SH       DEFINED 01 02 03 04 05       13687
CMGI, INC                      COM              125750109     2686     9700 SH       DEFINED 01 02 03 04 05        9700
CMI CORP                       COM              125761304        7     1000 SH       DEFINED       03 04 05        1000
CMP GROUP, INC                 COM              125887109       56     2043 SH       DEFINED 01                    2043
CMS ENERGY CORP                COM              125896100      237     7600 SH       DEFINED 01 02    04 05        7600
CPI CORP                       COM              125902106       14      600 SH       DEFINED 01                     600
CSS INDUSTRIES, INC            COM              125906107       21     1000 SH       DEFINED 01                    1000
CNET, INC                      COM              125945105      301     5300 SH       DEFINED 01 02 03 04 05        5300
CSK AUTO CORP                  COM              125965103       88     5000 SH       DEFINED 01 02 03 04 05        5000
CNA FINANCIAL CORP             COM              126117100       90     2300 SH       DEFINED 01       04 05        2300
CNF TRANSPORTATION, INC        COM              12612W104      110     3200 SH       DEFINED 01       04 05        3200
CSG SYSTEMS INTERNATIONAL, INC COM              126349109      459    11500 SH       DEFINED 01 02 03 04 05       11500
CSX CORP                       COM              126408103      537    17100 SH       DEFINED 01 02    04 05       17100
CTC COMMUNICATIONS GROUP       COM              126419100       74     1900 SH       DEFINED 01 02 03              1900
CTS CORP                       COM              126501105      475     6300 SH       DEFINED 01 02 03 04 05        6300
CVB FINANCIAL CORP             COM              126600105        2      100 SH       DEFINED       03               100
CVS CORP                       COM              126650100     5081   127214 SH       DEFINED 01 02 03 04 05      127214
CABLEVISION SYSTEMS CORP (CLAS COM              12686C109     1102    14600 SH       DEFINED 01 02 03 04 05       14600
CABLETRON SYSTEMS, INC         COM              126920107      416    16000 SH       DEFINED 01 02 03 04 05       16000
CABLE DESIGN TECHNOLOGIES CO   COM              126924109        6      250 SH       DEFINED 01       04 05         250
CABOT CORP                     COM              127055101      185     9100 SH       DEFINED 01 02 03 04 05        9100
CABOT OIL & GAS CORP (CLASS A) COM              127097103       13      800 SH       DEFINED 01       04            800
CACI INTERNATIONAL, INC (CLASS COM              127190304       11      500 SH       DEFINED    02    04            500
CADENCE DESIGN SYSTEMS, INC    COM              127387108      588    24500 SH       DEFINED 01 02 03 04 05       24500
CADIZ, INC                     COM              127537108       18     1900 SH       DEFINED 01 02 03 04           1900
CAL DIVE INTERNATIONAL, INC    COM              127914109       33     1000 SH       DEFINED 01 02       05        1000
CALDOR CORP                    COM              128787108        0     2400 SH       DEFINED 01                    2400
CALGON CARBON CORP             COM              129603106        5      800 SH       DEFINED 01                     800
CALIFORNIA WATER SERVICE GROUP COM              130788102       21      700 SH       DEFINED 01                     700
CALLAWAY GOLF CO               COM              131193104      104     5900 SH       DEFINED 01    03 04 05        5900
CALPINE CORP                   COM              131347106      192     3000 SH       DEFINED 01 02 03 04 05        3000
CAMBREX CORP                   COM              132011107      141     4100 SH       DEFINED 01          05        4100
CAMBRIDGE TECHNOLOGY PARTNERS, COM              132524109       97     3700 SH       DEFINED 01 02 03 04           3700
CAMDEN PROPERTY TRUST          COM              133131102      219     8000 SH       DEFINED 01          05        8000
CAMPBELL SOUP CO               COM              134429109     1660    42900 SH       DEFINED 01 02 03 04 05       42900
CANADIAN NATIONAL RAILWAY CO   COM              136375102        3      100 SH       DEFINED 01                     100
CANANDAIGUA BRANDS, INC (CLASS COM              137219200      107     2100 SH       DEFINED 01 02    04 05        2100
CAPITAL AUTOMOTIVE REIT        COM              139733109       48     3900 SH       DEFINED 01       04 05        3900
CAPITAL ONE FINANCIAL CORP     COM              14040H105     1528    31700 SH       DEFINED 01 02 03 04 05       31700
CAPITAL SENIOR LIVING CORP     COM              140475104        1      100 SH       DEFINED          04            100
CAPITOL FEDERAL FINANCIAL      COM              14057C106        6      600 SH       DEFINED       03 04            600
CAPROCK COMMUNICATIONS CORP    COM              140667106       49     1500 SH       DEFINED    02 03 04           1500
CAPSTEAD MORTGAGE CORP         COM              14067E100       39     9239 SH       DEFINED 01       04           9239
CARBIDE/GRAPHITE GROUP, INC (T COM              140777103        1      200 SH       DEFINED 01                     200
CARAUSTAR INDUSTRIES, INC      COM              140909102       34     1400 SH       DEFINED 01                    1400
CARDINAL HEALTH, INC           COM              14149Y108    11730   245018 SH       DEFINED 01 02 03 04 05      245018
CAREER EDUCATION CORP          COM              141665109       12      300 SH       DEFINED 01       04 05         300
CAREERBUILDER, INC             COM              141684100        3      500 SH       DEFINED 01 02                  500
CAREMARK RX, INC               COM              141705103       59    11600 SH       DEFINED 01 02 03 04 05       11600
CAREMATRIX CORP                COM              141706101        6     2200 SH       DEFINED 01 02 03 04           2200
CAREY INTERNATIONAL, INC       COM              141750109        2      100 SH       DEFINED          04            100
CARLISLE COS, INC              COM              142339100       54     1500 SH       DEFINED 01       04 05        1500
CARMIKE CINEMAS, INC (CLASS A) COM              143436103        8     1000 SH       DEFINED 01          05        1000
CARNIVAL CORP (CLASS A)        COM              143658102     6360   133016 SH       DEFINED    02 03 04         133016
CARRIAGE SERVICES, INC (CLASS  COM              143905107        9     1500 SH       DEFINED 01       04 05        1500
CAROLINA POWER & LIGHT CO      COM              144141108      374    12300 SH       DEFINED 01 02    04 05       12300
CARPENTER TECHNOLOGY CORP      COM              144285103       96     3500 SH       DEFINED 01          05        3500
CARRAMERICA REALTY CORP        COM              144418100      268    12700 SH       DEFINED 01       04 05       12700
CARRIER ACCESS CORP            COM              144460102       40      600 SH       DEFINED 01 02 03               600
CARTER WALLACE, INC            COM              146285101       68     3800 SH       DEFINED 01       04           3800
CASCADE NATURAL GAS CORP       COM              147339105       18     1100 SH       DEFINED 01       04 05        1100
CASELLA WASTE SYSTEMS, INC (CL COM              147448104       23     1200 SH       DEFINED 01    03              1200
CASEY'S GENERAL STORES, INC    COM              147528103      116    11100 SH       DEFINED 01 02 03 04 05       11100
CASTLE (A.M.) & CO             COM              148411101        9      800 SH       DEFINED 01                     800
CASTLE & COOKE, INC            COM              148433105       33     2566 SH       DEFINED 01       04           2566
CATALINA MARKETING CORP        COM              148867104      208     1800 SH       DEFINED 01 02 03    05        1800
CATALYTICA, INC                COM              148885106      109     8000 SH       DEFINED 01 02 03 04 05        8000
CATAPULT COMMUNICATIONS CORP   COM              149016107       15     1500 SH       DEFINED 01 02    04 05        1500
CATELLUS DEVELOPMENT CORP      COM              149111106       60     4700 SH       DEFINED 01 02 03 04           4700
CATERPILLAR, INC               COM              149123101     1534    32600 SH       DEFINED 01 02    04 05       32600
CATHAY BANCORP, INC            COM              149150104       37      900 SH       DEFINED 01    03               900
CATO CORP (CLASS A)            COM              149205106       42     3300 SH       DEFINED 01 02    04 05        3300
CELLSTAR CORP                  COM              150925105       25     2500 SH       DEFINED 01 02 03 04           2500
CENTENNIAL HEALTHCARE CORP     COM              150937100        5     1700 SH       DEFINED 01                    1700
CELGENE CORP                   COM              151020104       63      900 SH       DEFINED    02 03               900
CELL PATHWAYS, INC             COM              15114R101       27     2900 SH       DEFINED 01 02 03 04 05        2900
CELLNET DATA SYSTEMS, INC      COM              15115M101       11    10200 SH       DEFINED 01 02 03 04 05       10200
CENDANT CORP                   COM              151313103     2539    95594 SH       DEFINED 01 02 03 04 05       95594
CENTENNIAL BANCORP             COM              15133T104       11      977 SH       DEFINED 01 02 03               977
CENTER TRUST, INC              COM              151845104        9      900 SH       DEFINED 01       04            900
CENTERPOINT PROPERTIES CORP    COM              151895109       11      300 SH       DEFINED          04 05         300
CENTEX CONSTRUCTION PRODUCTS,  COM              15231R109      148     3800 SH       DEFINED 01 02 03 04 05        3800
CENTEX CORP                    COM              152312104      244     9900 SH       DEFINED 01 02 03 04 05        9900
CENTRAL & SOUTH WEST CORP      COM              152357109      664    33200 SH       DEFINED 01 02    04 05       33200
CENTRAL GARDEN & PET CO        COM              153527106        4      400 SH       DEFINED    02                  400
CENTRAL NEWSPAPERS, INC (CLASS COM              154647101      158     4000 SH       DEFINED 01 02 03 04 05        4000
CENTRAL PARKING CORP           COM              154785109        3      150 SH       DEFINED 01    03               150
CENTURA BANKS, INC             COM              15640T100       62     1400 SH       DEFINED 01       04 05        1400
CENTURY BUSINESS SERVICES, INC COM              156490104       84     9900 SH       DEFINED 01 02 03 04 05        9900
CENTURYTEL, INC                COM              156700106      534    11275 SH       DEFINED 01 02    04 05       11275
CEPHALON, INC                  COM              156708109      218     6300 SH       DEFINED 01 02 03 04 05        6300
CERIDIAN CORP                  COM              15677T106     3548   164540 SH       DEFINED 01 02 03 04 05      164540
CERNER CORP                    COM              156782104       30     1500 SH       DEFINED    02 03              1500
CHAMPION ENTERPRISES, INC      COM              158496109       61     7100 SH       DEFINED 01 02 03 04           7100
CHAMPION INTERNATIONAL CORP    COM              158525105      545     8800 SH       DEFINED 01 02    04 05        8800
CHAMPIONSHIP AUTO RACING TEAMS COM              158711101       51     2200 SH       DEFINED 01 02 03              2200
CHARLES RIVER ASSOCIATES       COM              159852102       27      800 SH       DEFINED 01 02                  800
CHARTER ONE FINANCIAL, INC     COM              160903100      387    20257 SH       DEFINED 01       04 05       20257
CHARTER MUNICIPAL MORTGAGE ACC COM              160908109       29     2500 SH       DEFINED 01                    2500
CHARMING SHOPPES, INC          COM              161133103       50     7600 SH       DEFINED 01       04           7600
CHART INDUSTRIES, INC          COM              16115Q100       11     2700 SH       DEFINED 01    03 04           2700
CHARTERED SEMICONDUCTOR MANUFA ADR              16133R106     6461    88500 SH       DEFINED    02    04          88500
CHASE MANHATTAN CORP           COM              16161A108    10064   129539 SH       DEFINED 01 02    04 05      129539
CHATEAU PROPERTIES, INC        COM              161726104       47     1800 SH       DEFINED 01                    1800
CHATTEM, INC                   COM              162456107        4      200 SH       DEFINED    02 03               200
CHEAP TICKETS, INC             COM              162672109        1      100 SH       DEFINED    02                  100
CHECKFREE HOLDINGS CORP        COM              162816102      470     4500 SH       DEFINED 01 02 03 04 05        4500
CHECKPOINT SYSTEMS, INC        COM              162825103        2      200 SH       DEFINED          04            200
THE CHEESECAKE FACTORY CO      COM              163072101       49     1400 SH       DEFINED 01 02 03              1400
CHEMICAL FINANCIAL CORP        COM              163731102       16      500 SH       DEFINED 01                     500
CHESAPEAKE CORP                COM              165159104      116     3800 SH       DEFINED 01                    3800
CHESAPEAKE ENERGY CORP         COM              165167107       32    13500 SH       DEFINED 01    03 04          13500
CHEVRON CORP                   COM              166751107     6185    71400 SH       DEFINED 01 02    04 05       71400
CHICAGO TITLE CORP             COM              168228104      106     2300 SH       DEFINED 01                    2300
CHILDRENS PLACE RETAIL STORES  COM              168905107       58     3500 SH       DEFINED 01 02 03              3500
CHINA TELECOM HK LTD - SP ADR  ADR              169428109     5826    45320 SH       DEFINED    02    04          45320
CHOICE HOTELS INTERNATIONAL, I COM              169905106      111     6500 SH       DEFINED 01    03 04           6500
CHIQUITA BRANDS INTERNATIONAL, COM              170032106       26     5500 SH       DEFINED 01                    5500
CHIREX, INC                    COM              170038103       53     3600 SH       DEFINED 01 02 03 04 05        3600
CHIRON CORP                    COM              170040109      341     8040 SH       DEFINED 01 02 03 04 05        8040
CHITTENDEN CORP                COM              170228100      157     5300 SH       DEFINED 01 02 03 04 05        5300
CHOICEPOINT, INC               COM              170388102      135     3260 SH       DEFINED 01 02 03    05        3260
CHRIS CRAFT INDUSTRIES, INC    COM              170520100       11      149 SH       DEFINED 01                     149
CHUBB CORP                     COM              171232101      840    14917 SH       DEFINED 01 02    04 05       14917
CHURCH & DWIGHT CO, INC        COM              171340102      149     5600 SH       DEFINED 01 02 03 04           5600
CHURCHILL DOWNS, INC           COM              171484108        2      100 SH       DEFINED       03               100
CHYRON CORP                    COM              171605207        5     3500 SH       DEFINED 01                    3500
CIBER, INC                     COM              17163B102      154     5600 SH       DEFINED 01 02 03 04           5600
CIENA CORP                     COM              171779101     6680   116172 SH       DEFINED 01 02 03 04 05      116172
CINCINNATI FINANCIAL CORP      COM              172062101      611    19588 SH       DEFINED 01 02    04 05       19588
CINERGY CORP                   COM              172474108      526    21800 SH       DEFINED 01 02    04 05       21800
CIRCUIT CITY STORES-CIRCUIT CI COM              172737108     1257    27900 SH       DEFINED 01 02 03 04 05       27900
CISCO SYSTEMS, INC             COM              17275R102    83886   783065 SH       DEFINED 01 02 03 04 05      783065
CIRRUS LOGIC, INC              COM              172755100       75     5600 SH       DEFINED 01       04 05        5600
CITADEL COMMUNICATIONS CORP    COM              172853202       45      700 SH       DEFINED 01 02 03               700
CINTAS CORP                    COM              172908105      515     9700 SH       DEFINED 01 02 03 04 05        9700
CITIGROUP, INC                 COM              172967101    30873   555646 SH       DEFINED 01 02 03 04 05      555646
CITIZENS BANKING CORP (MICHIGA COM              174420109       65     2921 SH       DEFINED 01    03    05        2921
CITIZENS UTILITIES CO (CLASS B COM              177342201      129     9080 SH       DEFINED 01       04           9080
CITRIX SYSTEMS, INC            COM              177376100     1341    10900 SH       DEFINED 01 02 03 04 05       10900
CITY HOLDINGS CO               COM              177835105        1       88 SH       DEFINED 01                      88
CITY NATIONAL CORP             COM              178566105      201     6100 SH       DEFINED 01       04 05        6100
CLAIRES STORES, INC            COM              179584107      195     8700 SH       DEFINED 01 02 03 04 05        8700
CLARCOR, INC                   COM              179895107       76     4200 SH       DEFINED 01       04 05        4200
CLARIFY, INC                   COM              180492100      365     2900 SH       DEFINED 01 02 03    05        2900
CLAYTON HOMES, INC             COM              184190106      178    19407 SH       DEFINED 01 02 03 04 05       19407
CLEAR CHANNEL COMMUNICATIONS,  COM              184502102    12889   144418 SH       DEFINED 01 02 03 04 05      144418
CLEVELAND CLIFFS, INC          COM              185896107       62     2000 SH       DEFINED 01                    2000
CLINTRIALS, INC                COM              188767107        0       50 SH       DEFINED 01                      50
CLOROX CO                      COM              189054109     1750    34744 SH       DEFINED 01 02 03 04 05       34744
COAST FEDERAL LITIGATION CONTI                  19034Q110        2     1300 SH       DEFINED 01                    1300
COASTAL CORP                   COM              190441105      843    23800 SH       DEFINED 01 02    04 05       23800
COCA COLA CO                   COM              191216100    22884   392854 SH       DEFINED 01 02 03 04 05      392854
COCA COLA ENTERPRISES, INC     COM              191219104      976    48500 SH       DEFINED 01 02 03 04 05       48500
COGNEX CORP                    COM              192422103      187     4800 SH       DEFINED 01 02 03 04 05        4800
COGNIZANT TECH SOLUTIONS       COM              192446102       87      800 SH       DEFINED 01 02       05         800
COHERENT, INC                  COM              192479103       75     2800 SH       DEFINED 01                    2800
COHU, INC                      COM              192576106       19      600 SH       DEFINED 01                     600
COINMACH LAUNDRY CORP          COM              19259L101        1      100 SH       DEFINED       03               100
COINSTAR, INC                  COM              19259P300       25     1800 SH       DEFINED    02 03              1800
COLDWATER CREEK, INC           COM              193068103       12      600 SH       DEFINED 01          05         600
COLE NATIONAL CORP (CLASS A)   COM              193290103        2      300 SH       DEFINED 01                     300
KENNETH COLE PRODUCTIONS, INC  COM              193294105       18      400 SH       DEFINED 01 02       05         400
COLGATE PALMOLIVE CO           COM              194162103     8792   135263 SH       DEFINED 01 02 03 04 05      135263
COLLINS & AIKMAN CORP          COM              194830105       16     2700 SH       DEFINED 01       04           2700
COLONIAL BANCGROUP, INC        COM              195493309       68     6600 SH       DEFINED 01       04 05        6600
COLONIAL PROPERTIES TRUST      COM              195872106      102     4400 SH       DEFINED 01          05        4400
COLUMBIA ENERGY GROUP          COM              197648108      791    12500 SH       DEFINED 01 02    04 05       12500
COLUMBIA/HCA HEALTHCARE CORP   COM              197677107     1974    67338 SH       DEFINED 01 02    04 05       67338
COLUMBIA LABORATORIES, INC     COM              197779101        7      900 SH       DEFINED    02 03               900
COLUMBIA SPORTSWEAR CO         COM              198516106        6      300 SH       DEFINED 01                     300
COLUMBUS MCKINNON CORP         COM              199333105       10     1000 SH       DEFINED 01                    1000
COMFORT SYSTEMS U.S.A., INC    COM              199908104       10     1300 SH       DEFINED 01 02 03 04           1300
COMCAST CORP (CLASS A) SPECIAL COM              200300200     6031   119278 SH       DEFINED 01 02 03 04 05      119278
COMDISCO, INC                  COM              200336105      253     6800 SH       DEFINED 01    03 04 05        6800
COMERICA, INC                  COM              200340107      875    18750 SH       DEFINED 01 02    04 05       18750
COMMERCE BANCORP, INC          COM              200519106        8      200 SH       DEFINED       03    05         200
COMMERCE BANCSHARES, INC       COM              200525103      225     6654 SH       DEFINED 01       04 05        6654
COMMERCE GROUP, INC            COM              200641108        3      100 SH       DEFINED             05         100
COMMERCIAL FEDERAL CORP        COM              201647104        4      250 SH       DEFINED 01       04            250
COMMERCIAL METALS CO           COM              201723103      207     6100 SH       DEFINED 01       04 05        6100
COMMERCIAL NET LEASE REALTY, I COM              202218103        2      200 SH       DEFINED          04            200
COMMNET CELLULAR, INC          COM              202604203       10      300 SH       DEFINED    02 03               300
COMMONWEALTH INDUSTRIES, INC   COM              203004106        4      300 SH       DEFINED 01                     300
COMMONWEALTH TELEPHONE ENTERPR COM              203349105       32      600 SH       DEFINED 01 02 03               600
COMMSCOPE, INC                 COM              203372107      321     7966 SH       DEFINED 01 02 03 04 05        7966
COMMUNITY FIRST BANKSHARES, IN COM              203902101      143     9100 SH       DEFINED 01 02 03 04 05        9100
COMMUNITY TRUST BANCORP, INC   COM              204149108       33     1640 SH       DEFINED 01       04           1640
COMPASS BANCSHARES, INC        COM              20449H109      200     8950 SH       DEFINED 01       04 05        8950
COMPAQ COMPUTER CORP           COM              204493100     8499   314039 SH       DEFINED 01 02 03 04 05      314039
COMPLETE BUSINESS SOLUTIONS, I COM              20452F107      121     4800 SH       DEFINED 01 02 03 04           4800
COMPUCREDIT CORP               COM              20478N100       15      400 SH       DEFINED    02    04            400
COMPUCOM SYSTEMS, INC          COM              204780100        1      300 SH       DEFINED          04            300
COMPUTER ASSOCIATES INTERNATIO COM              204912109     4983    71250 SH       DEFINED 01 02 03 04 05       71250
COMPUTER NETWORK TECHNOLOGY CO COM              204925101       57     2500 SH       DEFINED 01 02 03 04           2500
COMPUSA, INC                   COM              204932107       37     7200 SH       DEFINED 01 02 03 04 05        7200
COMPUTER SCIENCES CORP         COM              205363104     2167    22896 SH       DEFINED 01 02 03 04 05       22896
COMPUTER TASK GROUP, INC       COM              205477102       33     2200 SH       DEFINED 01 02 03              2200
COMPX INTERNATIONAL, INC       COM              20563P101        6      300 SH       DEFINED    02                  300
COMPUWARE CORP                 COM              205638109     2239    60100 SH       DEFINED 01 02 03 04 05       60100
COMSAT CORP SERIES 1           COM              20564D107        2       91 SH       DEFINED 01                      91
COMSTOCK RESOURCES, INC        COM              205768203        1      400 SH       DEFINED 01                     400
COMVERSE TECHNOLOGY, INC       COM              205862402     1476    10194 SH       DEFINED 01 02 03 04 05       10194
CONAGRA, INC                   COM              205887102     1351    59900 SH       DEFINED 01 02    04 05       59900
CONCENTRIC NETWORK CORP        COM              20589R107      210     6800 SH       DEFINED 01 02 03 04 05        6800
COMPUTER HORIZONS CORP         COM              205908106       17     1050 SH       DEFINED 01 02 03 04           1050
COM21, INC                     COM              205937105       76     3400 SH       DEFINED 01 02 03              3400
CONCORD COMMUNICATIONS, INC    COM              206186108      120     2700 SH       DEFINED 01 02 03    05        2700
CONCORD EFS, INC               COM              206197105      642    24943 SH       DEFINED 01 02 03 04 05       24943
CONCUR TECHNOLOGIES, INC       COM              206708109       15      500 SH       DEFINED    02 03               500
CONCURRENT COMPUTER CORP       COM              206710204       47     2500 SH       DEFINED 01 02 03 04           2500
CONE MILLS CORP                COM              206814105        1      300 SH       DEFINED 01                     300
CONECTIV, INC                  COM              206829103      285    16925 SH       DEFINED 01       04 05       16925
CONECTIV, INC (CLASS A)        COM              206829202       16      537 SH       DEFINED 01                     537
CONEXANT SYSTEMS, INC          COM              207142100     1407    21200 SH       DEFINED 01 02 03 04 05       21200
CONMED CORP                    COM              207410101       75     2900 SH       DEFINED 01 02 03    05        2900
CONNECTICUT ENERGY CORP        COM              207567108       19      500 SH       DEFINED 01                     500
CONNING CORP                   COM              208215103       17     2000 SH       DEFINED 01    03              2000
CONOCO, INC (CLASS B)          COM              208251405     2477    99576 SH       DEFINED 01 02    04 05       99576
CONSECO, INC                   COM              208464107      548    30637 SH       DEFINED 01 02    04 05       30637
CONSOL ENERGY, INC             COM              20854P109       19     1900 SH       DEFINED    02 03    05        1900
CONSOLIDATED EDISON CO OF N.Y. COM              209115104      583    16900 SH       DEFINED 01 02    04 05       16900
CONSOLIDATED FREIGHTWAYS CORP  COM              209232107        3      350 SH       DEFINED 01       04 05         350
CONSOLIDATED GRAPHICS, INC     COM              209341106       33     2200 SH       DEFINED 01 02 03 04           2200
CONSOLIDATED NATURAL GAS CO    COM              209615103      935    14400 SH       DEFINED 01 02    04 05       14400
CONSOLIDATED PAPERS, INC       COM              209759109       16      500 SH       DEFINED          04            500
CONSOLIDATED PRODUCTS, INC     COM              209798107        8      797 SH       DEFINED    02 03               797
CONSOLIDATED STORES CORP       COM              210149100      132     8100 SH       DEFINED 01 02 03 04 05        8100
CONSTELLATION ENERGY GROUP     COM              210371100      806    27800 SH       DEFINED 01 02    04 05       27800
CONTIFINANCIAL CORP            COM              21075V107        1     2900 SH       DEFINED 01    03    05        2900
CONTINENTAL AIRLINES, INC (CLA COM              210795308      957    21577 SH       DEFINED 01 02    04 05       21577
CONTOUR ENERGY CO              COM              21220C103        1     1100 SH       DEFINED 01                    1100
CONVERGYS CORP                 COM              212485106      145     4700 SH       DEFINED 01 02 03 04 05        4700
COOPER CAMERON CORP            COM              216640102      152     3100 SH       DEFINED 01 02    04 05        3100
COOPER COS, INC                COM              216648402      108     3600 SH       DEFINED 01 02 03    05        3600
COOPER INDUSTRIES, INC         COM              216669101      251     6200 SH       DEFINED 01 02    04 05        6200
COOPER TIRE & RUBBER CO        COM              216831107      121     7800 SH       DEFINED 01 02    04 05        7800
COORS (ADOLPH) CO (CLASS B)    COM              217016104      105     2000 SH       DEFINED 01 02    04 05        2000
COPART, INC                    COM              217204106      135     3100 SH       DEFINED 01 02 03              3100
COPPER MOUNTAIN NETWORKS, INC  COM              217510106      176     3600 SH       DEFINED 01                    3600
COR THERAPEUTICS, INC          COM              217753102      153     5700 SH       DEFINED 01 02 03 04           5700
CORDANT TECHNOLOGIES, INC      COM              218412104      264     8000 SH       DEFINED 01 02    04 05        8000
CORINTHIAN COLLEGES, INC       COM              218868107        2      100 SH       DEFINED          04            100
CORIXA CORP                    COM              21887F100       36     2100 SH       DEFINED 01 02 03              2100
CORN PRODUCTS INTERNATIONAL, I COM              219023108      243     7425 SH       DEFINED 01 02    04 05        7425
CORNELL CORRECTIONS, INC       COM              219141108        2      200 SH       DEFINED          04            200
CORNERSTONE PROPERTIES, INC    COM              21922H103      208    14200 SH       DEFINED 01       04 05       14200
CORNERSTONE REALTY INCOME TRUS COM              21922V102        2      200 SH       DEFINED          04            200
CORNING, INC                   COM              219350105     5016    38900 SH       DEFINED 01 02 03 04 05       38900
CORPORATE EXECUTIVE BRD CO     COM              21988R102       17      300 SH       DEFINED    02                  300
CORT BUSINESS SERVICES CORP    COM              220493100       19     1100 SH       DEFINED 01 02                 1100
CORUS BANKSHARES, INC          COM              220873103       10      400 SH       DEFINED 01                     400
COST PLUS, INC                 COM              221485105      155     4350 SH       DEFINED 01 02 03    05        4350
COSTCO WHOLESALE CORP          COM              22160K105     2920    32000 SH       DEFINED 01 02 03 04 05       32000
COSTAR GROUP                   COM              22160N109       61     1700 SH       DEFINED 01 02 03              1700
COTELLIGENT, INC               COM              221630106       23     4300 SH       DEFINED 01 02    04           4300
COULTER PHARMACEUTICAL, INC    COM              222116105       84     3700 SH       DEFINED 01 02 03 04 05        3700
COUNTRYWIDE CREDIT INDUSTRIES, COM              222372104      267    10571 SH       DEFINED 01 02    04 05       10571
COUSINS PROPERTIES, INC        COM              222795106      209     6169 SH       DEFINED 01 02 03 04 05        6169
COVAD COMMUNICATIONS GROUP     COM              222814204      470     8400 SH       DEFINED 01 02 03 04 05        8400
COVANCE, INC                   COM              222816100       88     8100 SH       DEFINED 01 02 03 04 05        8100
COVENANT TRANSPORT, INC (CLASS COM              22284P105       54     3100 SH       DEFINED 01 02    04 05        3100
COVENTRY HEALTH CARE, INC      COM              222862104       34     5000 SH       DEFINED 01                    5000
COX COMMUNICATIONS, INC (CLASS COM              224044107      569    11047 SH       DEFINED 01 02 03 04 05       11047
COX RADIO, INC (CLASS A)       COM              224051102      130     1300 SH       DEFINED 01 02 03              1300
CRANE CO                       COM              224399105      188     9450 SH       DEFINED 01 02    04 05        9450
CRAWFORD & CO (CLASS B)        COM              224633107       35     2600 SH       DEFINED 01 02 03 04 05        2600
CREATIVE COMPUTERS, INC        COM              22527E107        2      300 SH       DEFINED    02                  300
CREATIVE BIOMOLECULES, INC     COM              225270107        8     1700 SH       DEFINED 01 02                 1700
CREDENCE SYSTEMS CORP          COM              225302108      294     3400 SH       DEFINED 01 02 03 04 05        3400
CREDIT ACCEPTANCE CORP         COM              225310101        4     1100 SH       DEFINED 01                    1100
CREDITRUST CORP                COM              225429109        5      600 SH       DEFINED    02    04 05         600
CREE, INC                      COM              225447101      196     2300 SH       DEFINED 01 02 03 04 05        2300
CRESCENDO PHARMACEUTICALS CORP COM              225637107       13      725 SH       DEFINED 01 02                  725
CRESECENT OPERATING, INC       COM              22575M100        1      400 SH       DEFINED 01                     400
CRESCENT REAL ESTATE EQUITIES  COM              225756105      151     8200 SH       DEFINED 01       04 05        8200
CRESTLINE CAPITAL CORP         COM              226153104       57     2740 SH       DEFINED 01 02 03 04 05        2740
CRITICAL PATH, INC             COM              22674V100      179     1900 SH       DEFINED 01 02 03    05        1900
CROSS TIMBERS OIL CO           COM              227573102       76     8425 SH       DEFINED 01 02 03 04 05        8425
CROSSMAN COMMUNITIES, INC      COM              22764E109       11      700 SH       DEFINED 01          05         700
CROWN AMERICAN REALTY TRUST    COM              228186102       17     3000 SH       DEFINED 01                    3000
CROWN CASTLE INTERNATIONAL COR COM              228227104       51     1600 SH       DEFINED 01       04           1600
CROWN CORK & SEAL CO, INC      COM              228255105      452    20200 SH       DEFINED 01 02    04 05       20200
CUBIC CORP                     COM              229669106       15      700 SH       DEFINED 01                     700
CULLEN FROST BANKERS, INC      COM              229899109      247     9600 SH       DEFINED 01       04 05        9600
CUMMINS ENGINE CO, INC         COM              231021106      483    10000 SH       DEFINED 01 02    04 05       10000
CUMULUS MEDIA, INC             COM              231082108       91     1800 SH       DEFINED 01 02 03 04 05        1800
CURATIVE HEALTH SERVICES, INC  COM              231264102        2      200 SH       DEFINED    02                  200
CYBERIAN OUTPOST, INC          COM              231914102       29     2900 SH       DEFINED 01 02 03              2900
CYBERCASH, INC                 COM              232462101       17     1800 SH       DEFINED 01 02 03              1800
CYBERONICS, INC                COM              23251P102       21     1300 SH       DEFINED 01 02 03    05        1300
CYBEX COMPUTER PRODUCTS CORP   COM              232522102       45     1100 SH       DEFINED 01 02 03 04           1100
CYGNUS, INC                    COM              232560102       35     1900 SH       DEFINED 01 02 03 04 05        1900
CYLINK CORP                    COM              232565101        5      400 SH       DEFINED 01                     400
CYMER, INC                     COM              232572107      179     3900 SH       DEFINED 01 02 03 04 05        3900
CYPRESS SEMICONDUCTOR CORP     COM              232806109      350    10800 SH       DEFINED 01 02 03 04 05       10800
CYTEC INDUSTRIES, INC          COM              232820100      120     5200 SH       DEFINED 01       04 05        5200
CYTYC CORP                     COM              232946103      220     3600 SH       DEFINED 01 02 03 04 05        3600
DII GROUP, INC                 COM              232949107      383     5400 SH       DEFINED 01 02 03 04 05        5400
DBT ONLINE, INC                COM              233044106       63     2600 SH       DEFINED 01 02 03    05        2600
DQE, INC                       COM              23329J104       10      300 SH       DEFINED 01                     300
DPL, INC                       COM              233293109       69     4000 SH       DEFINED 01       04 05        4000
HORTON (D.R.), INC             COM              23331A109       61     4400 SH       DEFINED 01       04           4400
DSP GROUP, INC                 COM              23332B106       37      400 SH       DEFINED    02 03               400
DST SYSTEMS, INC               COM              233326107      201     2634 SH       DEFINED 01 02 03 04           2634
DTE ENERGY CO                  COM              233331107      781    24900 SH       DEFINED 01 02    04 05       24900
DAIN RAUSCHER CORP             COM              233856103       33      700 SH       DEFINED 01          05         700
DAISYTEK INTERNATIONAL CORP    COM              234053106       40     1700 SH       DEFINED 01    03              1700
DAL-TILE INTERNATIONAL, INC    COM              23426R108        5      500 SH       DEFINED       03 04            500
DALLAS SEMICONDUCTOR CORP      COM              235204104      245     3800 SH       DEFINED 01 02 03 04 05        3800
DAN RIVER, INC (CLASS A)       COM              235774106        9     1700 SH       DEFINED 01                    1700
DANA CORP                      COM              235811106      503    16795 SH       DEFINED 01 02    04 05       16795
DANAHER CORP                   COM              235851102      647    13400 SH       DEFINED 01 02 03 04 05       13400
DARDEN RESTAURANTS, INC        COM              237194105      355    19600 SH       DEFINED 01 02    04 05       19600
DATA BROADCASTING CORP         COM              237596101       10     1200 SH       DEFINED 01 02 03 04           1200
DATA DIMENSIONS, INC           COM              237654207        2      800 SH       DEFINED 01                     800
DATA TRANSMISSION NETWORK CORP COM              238017107       12      700 SH       DEFINED 01 02 03               700
DATASCOPE CORP                 COM              238113104       36      900 SH       DEFINED 01          05         900
DATASTREAM SYSTEMS, INC        COM              238124101      118     4800 SH       DEFINED 01 02 03 04           4800
DAVE & BUSTER'S, INC           COM              23833N104       17     2100 SH       DEFINED 01 02                 2100
DAY RUNNER, INC                COM              239545106        2      600 SH       DEFINED 01                     600
TARGET CORP                    COM              239753106     7101    96690 SH       DEFINED 01 02 03 04 05       96690
DEAN FOODS CO                  COM              242361103      187     4700 SH       DEFINED 01       04 05        4700
DEB SHOPS, INC                 COM              242728103       22     1200 SH       DEFINED    02       05        1200
DEERE & CO                     COM              244199105      993    22900 SH       DEFINED 01 02    04 05       22900
DEL MONTE FOODS CO             COM              24522P103       68     5500 SH       DEFINED 01 02 03 04 05        5500
DELCO REMY INTERNATIONAL, INC  COM              246626105       27     3300 SH       DEFINED 01    03 04           3300
DELHAIZE AMERICA, INC (CLASS B COM              246688204      180     8632 SH       DEFINED 01       04 05        8632
DELL COMPUTER CORP             COM              247025109    26850   526477 SH       DEFINED 01 02 03 04 05      526477
DELPHI AUTOMOTIVE SYSTEMS CORP COM              247126105      855    54273 SH       DEFINED 01 02    04 05       54273
DELTA & PINE LAND CO           COM              247357106       21     1200 SH       DEFINED    02 03 04           1200
DELTA AIRLINES, INC            COM              247361108      917    18400 SH       DEFINED 01 02    04 05       18400
DELTEK SYSTEMS, INC            COM              24785A108        3      200 SH       DEFINED 01                     200
DELTIC TIMBER CORP             COM              247850100       27     1242 SH       DEFINED 01                    1242
DELUXE CORP                    COM              248019101      406    14800 SH       DEFINED 01 02    04 05       14800
DENDRITE INTERNATIONAL, INC    COM              248239105      193     5700 SH       DEFINED 01 02 03              5700
DENTSPLY INTERNATIONAL, INC    COM              249030107      229     9700 SH       DEFINED 01 02    04 05        9700
DEPARTMENT 56, INC             COM              249509100       41     1800 SH       DEFINED 01 02       05        1800
DETROIT DIESEL CORP            COM              250837101       27     1400 SH       DEFINED 01                    1400
DEVELOPERS DIVERSIFIED REALTY  COM              251591103        1      100 SH       DEFINED             05         100
DEVON ENERGY CORP (NEW)        COM              25179M103      140     4270 SH       DEFINED 01 02 03 04 05        4270
DEVRY, INC                     COM              251893103      166     8900 SH       DEFINED 01 02 03 04 05        8900
DEXTER CORP                    COM              252165105       95     2400 SH       DEFINED 01    03              2400
DIAGNOSTIC PRODUCTS CORP       COM              252450101       32     1300 SH       DEFINED 01 02    04 05        1300
DIAL CORP                      COM              25247D101      277    11400 SH       DEFINED 01 02 03 04 05       11400
DIAMOND OFFSHORE DRILLING, INC COM              25271C102      281     9200 SH       DEFINED 01 02 03 04 05        9200
DIAMOND TECH PARTNERS, INC (CL COM              252762109      168     1950 SH       DEFINED 01 02 03              1950
DIEBOLD, INC                   COM              253651103      166     7050 SH       DEFINED 01       04 05        7050
DIGITAL MICROWAVE CORP         COM              253859102       66     2800 SH       DEFINED    02 03 04 05        2800
DIGITAL RIVER, INC             COM              25388B104       47     1400 SH       DEFINED 01 02 03              1400
DIME COMMUNITY BANCORP, INC    COM              253922108       37     2000 SH       DEFINED 01                    2000
DILLARDS, INC (CLASS A)        COM              254067101       95     4700 SH       DEFINED 01       04 05        4700
DIME BANCORP, INC              COM              25429Q102      166    11000 SH       DEFINED 01       04 05       11000
DIMON, INC                     COM              254394109        1      300 SH       DEFINED          04            300
DIONEX CORP                    COM              254546104      107     2600 SH       DEFINED 01 02 03              2600
DISNEY (WALT) CO               COM              254687106     7428   253934 SH       DEFINED 01 02 03 04 05      253934
GO.COM                         COM              254687205      158     6655 SH       DEFINED 01 02 03 04 05        6655
DISPATCH MANAGEMENT SERVICES C COM              254927106        2      800 SH       DEFINED 01                     800
DIRECT FOCUS, INC              COM              254931108        3      100 SH       DEFINED    02                  100
DOCUMENTUM, INC                COM              256159104       90     1500 SH       DEFINED 01 02 03    05        1500
DOLE FOOD, INC                 COM              256605106      104     6400 SH       DEFINED 01       04 05        6400
DOLLAR GENERAL CORP            COM              256669102      606    26625 SH       DEFINED 01 02 03 04 05       26625
DOLLAR THRIFTY AUTOMOTIVE GROU COM              256743105      115     4800 SH       DEFINED 01       04 05        4800
DOLLAR TREE STORES, INC        COM              256747106      434     8950 SH       DEFINED 01 02 03 04 05        8950
DOMINION RESOURCE              COM              257470104      691    17600 SH       DEFINED 01 02    04 05       17600
DONALDSON CO, INC              COM              257651109       84     3500 SH       DEFINED 01 02 03 04 05        3500
DONALDSON, LUFKIN & JENRETTE,  COM              257661108      102     2100 SH       DEFINED 01       04           2100
DLJDIRECT                      COM              257661504       19     1400 SH       DEFINED 01                    1400
DONNELLEY (R.R.) & SONS CO     COM              257867101      303    12200 SH       DEFINED 01 02    04 05       12200
DORAL FINANCIAL CORP           COM              25811P100       26     2100 SH       DEFINED 01 02 03 04           2100
DOUBLECLICK, INC               COM              258609304      988     3905 SH       DEFINED 01 02 03 04 05        3905
DOVER CORP                     COM              260003108      962    21200 SH       DEFINED 01 02    04 05       21200
DOVER DOWNS ENTERTAINMENT, INC COM              260086103       13      700 SH       DEFINED    02                  700
DOW CHEMICAL CO                COM              260543103     7079    52973 SH       DEFINED 01 02    04 05       52973
DOW JONES & CO, INC            COM              260561105      564     8300 SH       DEFINED 01 02 03 04 05        8300
DOWNEY FINANCIAL CORP          COM              261018105       19      930 SH       DEFINED 01       04 05         930
DREYERS GRAND ICE CREAM, INC   COM              261878102        3      200 SH       DEFINED 01    03               200
DRIL-QUIP, INC                 COM              262037104        6      200 SH       DEFINED       03 04            200
DU PONT (E.I.) DE NEMOURS & CO COM              263534109     8925   135481 SH       DEFINED 01 02 03 04 05      135481
DUANE READE, INC               COM              263578106       33     1200 SH       DEFINED    02 03              1200
DUFF & PHELPS CREDIT RATING CO COM              26432F109       62      700 SH       DEFINED 01 02                  700
DUKE ENERGY CORP               COM              264399106     1711    34133 SH       DEFINED 01 02    04 05       34133
DUKE-WEEKS REALTY CORP         COM              264411505       23     1205 SH       DEFINED 01       04 05        1205
DUN & BRADSTREET CORP          COM              26483B106      510    17300 SH       DEFINED 01 02    04 05       17300
DUPONT PHOTOMASKS, INC         COM              26613X101      135     2800 SH       DEFINED 01 02 03    05        2800
DURA PHARMACEUTICALS, INC      COM              26632S109       72     5200 SH       DEFINED 01 02 03 04           5200
DURAMED PHARMACEUTICALS, INC   COM              266354109       12     1700 SH       DEFINED 01 02 03              1700
DYCOM INDUSTRIES, INC          COM              267475101      123     2800 SH       DEFINED 01 02 03 04 05        2800
DYNEX CAPITAL, INC             COM              26817Q506        5      794 SH       DEFINED 01                     794
EEX CORP                       COM              26842V207       21     7316 SH       DEFINED 01    03 04           7316
E4L, INC                       COM              268452109        8     3000 SH       DEFINED    02 03              3000
EMC CORP                       COM              268648102    35677   326562 SH       DEFINED 01 02 03 04 05      326562
ENSCO INTERNATIONAL, INC       COM              26874Q100      474    20700 SH       DEFINED 01 02 03 04 05       20700
EOG RESOURCES, INC             COM              26875P101       68     3900 SH       DEFINED 01       04 05        3900
ESS TECHNOLOGY, INC            COM              269151106       95     4300 SH       DEFINED 01       04 05        4300
E.SPIRE COMMUNICATIONS, INC    COM              269153102       38     6500 SH       DEFINED 01 02 03 04 05        6500
ETEC SYSTEMS, INC              COM              26922C103       45     1000 SH       DEFINED    02 03 04           1000
E-TEK DYNAMICS, INC            COM              269240107      444     3300 SH       DEFINED 01 02 03 04 05        3300
E TRADE GROUP, INC             COM              269246104      583    22300 SH       DEFINED 01 02 03 04 05       22300
EAGLE U.S.A. AIRFREIGHT, INC   COM              270018104       58     1350 SH       DEFINED 01 02 03              1350
EARTHGRAINS CO                 COM              270319106      121     7516 SH       DEFINED 01 02 03 04 05        7516
EARTHSHELL CORP                COM              27032B100       19     4600 SH       DEFINED 01    03              4600
EARTHWEB, INC                  COM              27032C108       75     1500 SH       DEFINED 01 02       05        1500
EARTHLINK NETWORK, INC         COM              270322100       89     2100 SH       DEFINED 01 02 03    05        2100
EAST WEST BANCORP, INC         COM              27579R104        7      600 SH       DEFINED    02                  600
EASTERN ENTERPRISES CO         COM              27637F100      103     1800 SH       DEFINED 01 02       05        1800
EASTGROUP PROPERTIES, INC      COM              277276101       61     3300 SH       DEFINED 01       04 05        3300
EASTMAN CHEMICAL CO            COM              277432100      267     5600 SH       DEFINED 01 02    04 05        5600
EASTMAN KODAK CO               COM              277461109     2279    34400 SH       DEFINED 01 02    04 05       34400
EATON CORP                     COM              278058102      821    11300 SH       DEFINED 01 02    04 05       11300
EATON VANCE CORP               COM              278265103      175     4600 SH       DEFINED 01 02 03 04           4600
EBAY, INC                      COM              278642103      864     6900 SH       DEFINED 01 02 03 04 05        6900
ECHELON CORP                   COM              27874N105       14      700 SH       DEFINED    02 03 04            700
ECHELON INTERNATIONAL CORP     COM              278747100        1       40 SH       DEFINED 01                      40
ECHOSTAR COMMUNICATIONS CORP ( COM              278762109      780     8000 SH       DEFINED 01 02 03 04 05        8000
ECLIPSE SURGICAL TECHNOLOGY, I COM              278849104        2      300 SH       DEFINED    02 03               300
ECLIPSYS CORP                  COM              278856109       89     3462 SH       DEFINED 01 02 03 04 05        3462
ECOLAB, INC                    COM              278865100      818    20900 SH       DEFINED 01 02 03 04 05       20900
EDISON INTERNATIONAL CO        COM              281020107     1071    40900 SH       DEFINED 01 02    04 05       40900
EDUCATION MANAGEMENT CORP      COM              28139T101       63     4500 SH       DEFINED 01 02 03 04           4500
J.D. EDWARDS & CO              COM              281667105       33     1100 SH       DEFINED    02 03 04           1100
EDWARDS (A.G.), INC            COM              281760108      367    11450 SH       DEFINED 01       04 05       11450
EFAX.COM                       COM              282012103        6      800 SH       DEFINED    02    04            800
EGGHEAD.COM, INC               COM              282329101       43     2641 SH       DEFINED 01 02 03 04 05        2641
EL PASO ENERGY CORP            COM              283905107      831    21402 SH       DEFINED 01 02    04 05       21402
ELAN CORP PLC ADR              ADR              284131208     2884    97772 SH       DEFINED    02 03 04          97772
ELCOR CORP                     COM              284443108      158     5250 SH       DEFINED 01 02 03 04 05        5250
ELECTRIC LIGHTWAVE (CLASS A)   COM              284895109       32     1700 SH       DEFINED 01    03              1700
ELECTRO RENT CORP              COM              285218103        3      300 SH       DEFINED             05         300
ELECTRO SCIENTIFIC INDUSTRIES, COM              285229100       29      400 SH       DEFINED    02 03 04            400
ELECTROGLAS, INC               COM              285324109       79     3100 SH       DEFINED 01    03 04           3100
ELECTRONIC ARTS, INC           COM              285512109      731     8700 SH       DEFINED 01 02 03 04 05        8700
ELECTRONIC DATA SYSTEMS CORP   COM              285661104     9653   144209 SH       DEFINED 01 02 03 04 05      144209
ELECTRONICS BOUTIQUE HLDG CP   COM              286045109        5      300 SH       DEFINED       03    05         300
ELECTRONICS FOR IMAGING, INC   COM              286082102      430     7400 SH       DEFINED 01 02 03 04 05        7400
EMCOR GROUP, INC               COM              29084Q100        5      300 SH       DEFINED 01                     300
EMCORE CORP                    COM              290846104       54     1600 SH       DEFINED 01 02 03 04           1600
EMERSON ELECTRIC CO            COM              291011104     2794    48700 SH       DEFINED 01 02    04 05       48700
EMMIS COMMUNICATIONS (CLASS A) COM              291525103      150     1200 SH       DEFINED 01 02 03              1200
EMPLOYEE SOLUTIONS, INC        COM              292166105        4     5500 SH       DEFINED 01                    5500
EMULEX CORP                    COM              292475209      394     3500 SH       DEFINED 01 02 03 04 05        3500
ENCAD, INC                     COM              292503109        3      600 SH       DEFINED    02                  600
ENCORE WIRE CORP               COM              292562105        6      800 SH       DEFINED 01                     800
ENERGEN CORP                   COM              29265N108       90     5000 SH       DEFINED 01       04 05        5000
ENERGY EAST CORP               COM              29266M109      135     6500 SH       DEFINED 01       04 05        6500
ENGELHARD CORP                 COM              292845104      223    11800 SH       DEFINED 01 02    04 05       11800
ENGINEERING ANIMATION, INC     COM              292872108        6      700 SH       DEFINED    02 03               700
ENESCO GROUP, INC              COM              292973104        9      800 SH       DEFINED 01 02                  800
ENHANCE FINANCIAL SERVICES GRO COM              293310108       33     2000 SH       DEFINED 01          05        2000
ENRON CORP                     COM              293561106     3320    74822 SH       DEFINED 01 02 03 04 05       74822
ENTERCOM COMMUNICATIONS CORP   COM              293639100      139     2100 SH       DEFINED 01 02 03    05        2100
ENTERGY CORP                   COM              29364G103      461    17900 SH       DEFINED 01 02    04 05       17900
ENTERTAINMENT PROPERTIES TRUST COM              29380T105       30     2300 SH       DEFINED 01                    2300
ENTREMED, INC                  COM              29382F103       15      600 SH       DEFINED    02 03               600
ENTRUST TECHNOLOGIES, INC      COM              293848107       66     1100 SH       DEFINED 01 02 03    05        1100
ENZON, INC                     COM              293904108       87     2000 SH       DEFINED    02 03 04 05        2000
ENZO BIOCHEMICAL, INC          COM              294100102       51     1135 SH       DEFINED    02 03 04 05        1135
EPICOR SOFTWARE CORP           COM              29426L108       32     6400 SH       DEFINED 01 02 03 04 05        6400
EQUIFAX, INC                   COM              294429105      528    22400 SH       DEFINED 01 02 03 04 05       22400
EQUITABLE RESOURCES, INC       COM              294549100      247     7400 SH       DEFINED 01       04 05        7400
EQUITY INNS, INC               COM              294703103        1      100 SH       DEFINED          04            100
EQUITY OFFICE PROPERTIES TRUST COM              294741103      772    31350 SH       DEFINED 01       04 05       31350
EQUITY RESIDENTIAL PROPERTIES  COM              29476L107      644    15078 SH       DEFINED 01       04 05       15078
ERICSSON TELEFON (LM) SERIES B ADR              294821400     7988   121610 SH       DEFINED    02 03 04         121610
ERIE INDEMNITY CO (CLASS A)    COM              29530P102       71     2200 SH       DEFINED 01       04 05        2200
ESHARE TECHNOLOGIES, INC       COM              296428105        2      100 SH       DEFINED          04            100
ETHAN ALLEN INTERIORS, INC     COM              297602104      172     5350 SH       DEFINED 01 02 03 04 05        5350
ETOYS, INC                     COM              297862104       92     3500 SH       DEFINED 01 02                 3500
EVEREST REINSURANCE HOLDINGS,  COM              299808105      112     5000 SH       DEFINED 01          05        5000
EVERGREEN RESOURCES, INC       COM              299900308        6      300 SH       DEFINED          04            300
EXAR CORP                      COM              300645108       18      300 SH       DEFINED 01                     300
EXCALIBUR TECHNOLOGIES CORP    COM              300651205       25     1200 SH       DEFINED    02 03 04           1200
EXCHANGE APPLICATIONS, INC     COM              300867108       39      700 SH       DEFINED 01 02 03               700
ELOT, INC                      COM              301607107       21     3800 SH       DEFINED 01 02 03 04 05        3800
EXIDE CORP                     COM              302051107       12     1500 SH       DEFINED 01       04 05        1500
EXODUS COMMUNICATIONS, INC     COM              302088109     1892    21300 SH       DEFINED 01 02 03 04 05       21300
EXPEDITORS INTERNATIONAL OF WA COM              302130109      188     4300 SH       DEFINED 01 02 03 04 05        4300
EXPRESS SCRIPTS, INC           COM              302182100      282     4400 SH       DEFINED 01 02 03 04 05        4400
EXTENDED STAY AMERICA, INC     COM              30224P101      100    13100 SH       DEFINED 01 02 03 04 05       13100
EXTREME NETWORKS, INC          COM              30226D106      418     5000 SH       DEFINED 01 02 03 04 05        5000
EXXON MOBIL CORP               COM              30231G102    38615   479316 SH       DEFINED 01 02    04 05      479316
F & M NATIONAL CORP            COM              302374103        3      100 SH       DEFINED       03               100
FBL FINANCIAL GROUP, INC (CLAS COM              30239F106       50     2500 SH       DEFINED 01       04 05        2500
FMC CORP                       COM              302491303      304     5300 SH       DEFINED 01 02    04 05        5300
F.N.B. CORP                    COM              302520101        5      210 SH       DEFINED             05         210
FPIC INSURANCE GROUP, INC      COM              302563101        3      200 SH       DEFINED       03 04            200
FPL GROUP, INC                 COM              302571104      970    22655 SH       DEFINED 01 02    04 05       22655
FSI INTERNATIONAL, INC         COM              302633102       52     4500 SH       DEFINED 01 02    04 05        4500
F.Y.I., INC                    COM              302712104      105     3100 SH       DEFINED 01 02 03    05        3100
FCNB CORP                      COM              302920103        3      200 SH       DEFINED    02                  200
FACTORY 2-U STORES, INC        COM              303072102       11      400 SH       DEFINED    02 03               400
FACTSET RESEARCH SYSTEMS, INC  COM              303075105      123     1550 SH       DEFINED 01 02 03              1550
FAIR ISSAC & CO, INC           COM              303250104      122     2300 SH       DEFINED 01 02 03              2300
FAIRCHILD CORP (CLASS A)       COM              303698104        1      100 SH       DEFINED          04            100
FAIRFIELD COMMUNITIES, INC     COM              304231301       27     2500 SH       DEFINED 01 02 03 04 05        2500
FAMILY DOLLAR STORES, INC      COM              307000109      246    15100 SH       DEFINED 01 02 03 04 05       15100
FAMILY GOLF CENTERS, INC       COM              30701A106        0      100 SH       DEFINED       03               100
FARMER BROTHERS CO             COM              307675108       16      100 SH       DEFINED 01                     100
FARM FAMILY HOLDINGS, INC      COM              307901108       25      600 SH       DEFINED 01                     600
FARMERS CAPITAL BANK CORP      COM              309562106       18      600 SH       DEFINED 01                     600
FATBRAIN.COM, INC              COM              311889109       13      500 SH       DEFINED    02    04            500
FASTENAL CO                    COM              311900104      148     3300 SH       DEFINED 01 02 03              3300
FEDEX CORPORATION              COM              31304N107     1315    32120 SH       DEFINED 01 02    04 05       32120
FEDDERS CORP                   COM              313135105       27     4900 SH       DEFINED 01       04           4900
FEDERAL AGRICULTURAL MORTGAGE  COM              313148306       12      600 SH       DEFINED 01                     600
FREDDIE MAC                    COM              313400301     4543    96536 SH       DEFINED 01 02 03 04 05       96536
FEDERAL-MOGUL CORP             COM              313549107      105     5200 SH       DEFINED 01       04 05        5200
FEDERAL NATIONAL MORTGAGE ASSO COM              313586109     7361   117900 SH       DEFINED 01 02 03 04 05      117900
FEDERAL REALTY INVESTMENT TRUS COM              313747206      100     5300 SH       DEFINED 01    03    05        5300
FEDERAL SIGNAL CORP            COM              313855108       48     3000 SH       DEFINED 01 02 03 04           3000
FEDERATED DEPARTMENT STORES, I COM              31410H101     1419    28070 SH       DEFINED 01 02    04 05       28070
FEDERATED INVESTORS, INC       COM              314211103      213    10600 SH       DEFINED 01 02 03 04 05       10600
FELCOR LODGING TRUST, INC      COM              31430F101      158     9000 SH       DEFINED 01       04 05        9000
FERRO CORP                     COM              315405100       78     3550 SH       DEFINED 01 02 03 04 05        3550
FIDELITY HOLDINGS, INC         COM              31617J108       17      900 SH       DEFINED    02    04            900
FIDELITY NATIONAL FINANCIAL, I COM              316326107       10      720 SH       DEFINED 01       04 05         720
FIFTH THIRD BANCORP            COM              316773100     2422    33002 SH       DEFINED 01 02 03 04 05       33002
FILENET CORP                   COM              316869106      179     7000 SH       DEFINED 01 02 03 04           7000
FINANCIAL FEDERAL CORP         COM              317492106       32     1400 SH       DEFINED 01    03              1400
FINANCIAL SECURITY ASSURANCE H COM              31769P100      156     3000 SH       DEFINED 01       04 05        3000
FINISAR CORP                   COM              31787A101      149     1656 SH       DEFINED    02 03              1656
FINET.COM, INC                 COM              317922300        6     4700 SH       DEFINED 01 02 03 04 05        4700
FINISH LINE, INC (CLASS A)     COM              317923100       15     2800 SH       DEFINED 01    03 04           2800
FINOVA GROUP, INC              COM              317928109      171     4816 SH       DEFINED 01 02 03 04 05        4816
FIRST AMERICAN FINANCIAL CORP  COM              318522307       36     2900 SH       DEFINED 01       04 05        2900
FIRST BANCORP (PUERTO RICO)    COM              318672102       37     1800 SH       DEFINED 01 02 03              1800
FIRST CITIZENS BANCSHARES, INC COM              31946M103        7      100 SH       DEFINED 01                     100
FIRST COMMERCE BANCSHARES, INC COM              319777207       10      500 SH       DEFINED 01                     500
FIRST CONSULTING GROUP, INC    COM              31986R103       48     3100 SH       DEFINED 01 02 03 04           3100
FIRST FEDERAL CAPITAL CORP     COM              319960100        3      200 SH       DEFINED          04 05         200
FIRST DATA CORP                COM              319963104     2994    60706 SH       DEFINED 01 02 03 04 05       60706
FIRST FINANCIAL BANCORP        COM              320209109       14      641 SH       DEFINED 01 02 03               641
FIRST FINANCIAL HOLDINGS, INC  COM              320239106        6      400 SH       DEFINED    02 03               400
FIRST INDUSTRIAL REALTY TRUST, COM              32054K103      173     6300 SH       DEFINED 01       04 05        6300
FIRST INDIANA CORP             COM              32054R108       33     1500 SH       DEFINED 01                    1500
FIRST HEALTH GROUP CORP        COM              320960107       73     2700 SH       DEFINED 01 02 03 04 05        2700
SIERRACITIES, INC              COM              335944104       22     1300 SH       DEFINED 01 02 03              1300
FIRST SECURITY CORP            COM              336294103      340    13300 SH       DEFINED 01       04 05       13300
FIRST SENTINEL BANCORP, INC    COM              33640T103        3      400 SH       DEFINED 01                     400
FIRST TENNESSEE NATIONAL CORP  COM              337162101      200     7000 SH       DEFINED 01       04 05        7000
FIRST UNION CORP               COM              337358105     3658   111474 SH       DEFINED 01 02    04 05      111474
FIRST UNION REAL ESTATE INVEST COM              337400105        2      480 SH       DEFINED 01                     480
FIRST VIRGINIA BANKS, INC      COM              337477103      155     3600 SH       DEFINED 01       04 05        3600
FIRST WASHINGTON BANCORP, INC  COM              33748T104       22     1500 SH       DEFINED 01                    1500
FIRST WASHINGTON REALTY TRUST, COM              337489504        2      100 SH       DEFINED          04            100
FIRSTAR CORP                   COM              33763V109     5716   270590 SH       DEFINED 01 02 03 04 05      270590
FISERV, INC                    COM              337738108      511    13325 SH       DEFINED 01 02 03 04 05       13325
FIRSTFED FINANCIAL CORP        COM              337907109       18     1300 SH       DEFINED 01       04           1300
FIRSTMERIT CORP                COM              337915102       62     2700 SH       DEFINED 01       04           2700
FLAGSTAR BANCORP, INC          COM              337930101        2      100 SH       DEFINED          04            100
FIRSTENERGY CORP               COM              337932107      762    33602 SH       DEFINED 01 02    04 05       33602
FISHER SCIENTIFIC INTERNATIONA COM              338032204      141     3900 SH       DEFINED 01 02 03 04 05        3900
FLASHNET                       COM              338527104        1      100 SH       DEFINED    02                  100
FLEETBOSTON FINANCIAL CORP     COM              339030108     5138   147605 SH       DEFINED 01 02    04 05      147605
FLEETWOOD ENTERPRISES, INC     COM              339099103       97     4700 SH       DEFINED 01 02 03 04 05        4700
FLORIDA EAST COAST INDUSTRIES, COM              340632108       88     2100 SH       DEFINED 01       04           2100
FLORIDA PROGRESS CORP          COM              341109106      482    11400 SH       DEFINED 01 02    04 05       11400
FLORIDA ROCK INDUSTRIES, INC   COM              341140101       31      900 SH       DEFINED 01 02 03               900
FLOWERS INDUSTRIES, INC        COM              343496105      233    14650 SH       DEFINED 01 02    04 05       14650
FLOWSERVE CORP                 COM              34354P105      107     6300 SH       DEFINED 01       04 05        6300
FLUOR CORP                     COM              343861100      427     9300 SH       DEFINED 01 02    04 05        9300
FLYCAST COMMUNICATIONS CORP    COM              344067103      377     2900 SH       DEFINED 01 02                 2900
FOOTSTAR, INC                  COM              344912100      174     5700 SH       DEFINED 01 02 03 04 05        5700
FORD MOTOR CO                  COM              345370100     6445   120600 SH       DEFINED 01 02    04 05      120600
FOREMOST CORP OF AMERICA       COM              345469100       85     3000 SH       DEFINED 01       04           3000
FOREST CITY ENTERPRISES, INC ( COM              345550107       31     1100 SH       DEFINED 01    03 04           1100
FOREST LABORATORIES, INC       COM              345838106      633    10300 SH       DEFINED 01 02 03 04 05       10300
FOREST OIL CORP                COM              346091606       88     6700 SH       DEFINED 01 02 03 04 05        6700
FORT JAMES CORP                COM              347471104     2646    96662 SH       DEFINED 01 02 03 04 05       96662
FORTUNE BRANDS, INC            COM              349631101      493    14900 SH       DEFINED 01 02    04 05       14900
FORWARD AIR CORP               COM              349853101        4      100 SH       DEFINED          04            100
FOSSIL, INC                    COM              349882100       65     2800 SH       DEFINED 01 02 03 04           2800
FOSTER WHEELER CORP            COM              350244109       12     1300 SH       DEFINED 01 02    04 05        1300
FOUNDATION HEALTH SYSTEMS (CLA COM              350404109       75     7500 SH       DEFINED 01       04 05        7500
FOUNDRY NETWORKS, INC          COM              35063R100      379     1256 SH       DEFINED    02 03              1256
FOX ENTERTAINMENT GROUP, INC   COM              35138T107      307    12300 SH       DEFINED 01 02 03 04 05       12300
FRANCHISE FINANCE CORP OF AMER COM              351807102        7      300 SH       DEFINED          04 05         300
FRANKLIN COVEY CO              COM              353469109        2      200 SH       DEFINED          04            200
FRANKLIN RESOURCES, INC        COM              354613101      888    27700 SH       DEFINED 01 02 03 04 05       27700
FREEMARKETS, INC               COM              356602102      349     1022 SH       DEFINED    02                 1022
FREEPORT-MCMORAN COPPER & GOLD COM              35671D857      739    34963 SH       DEFINED 01 02 03 04 05       34963
FREMONT GENERAL CORP           COM              357288109        3      400 SH       DEFINED 01       04            400
FRIEDE GOLDMAN HALTER, INC     COM              358430106       29     4163 SH       DEFINED 01 02 03 04 05        4163
FRIEDMAN, BILLINGS, RAMSEY GRO COM              358433100       15     1900 SH       DEFINED 01 02 03 04           1900
FRITZ COS, INC                 COM              358846103        1      100 SH       DEFINED          04            100
FRONTIER AIRLINES, INC         COM              359065109        2      200 SH       DEFINED       03 04            200
FRONTIER FINANCIAL CORP        COM              35907K105       40     2000 SH       DEFINED 01 02       05        2000
FRONTIER INSURANCE GROUP, INC  COM              359081106       18     5200 SH       DEFINED 01       04           5200
FULLER (H.B.) CO               COM              359694106      135     2420 SH       DEFINED 01 02       05        2420
FULTON FINANCIAL CORP          COM              360271100      173     9619 SH       DEFINED 01       04 05        9619
FURNITURE BRANDS INTERNATIONAL COM              360921100      178     8100 SH       DEFINED 01 02 03 04 05        8100
G & K SERVICES, INC (CLASS A)  COM              361268105        3      100 SH       DEFINED       03               100
GATX CORP                      COM              361448103      199     5900 SH       DEFINED 01       04 05        5900
GBC BANCORP                    COM              361475106       21     1100 SH       DEFINED 01          05        1100
GC COS, INC                    COM              36155Q109       23      900 SH       DEFINED 01                     900
GPU, INC                       COM              36225X100      584    19500 SH       DEFINED 01 02    04 05       19500
GTE CORP                       COM              362320103     7889   111800 SH       DEFINED 01 02    04 05      111800
GT INTERACTIVE SOFTWARE CORP   COM              36236E109        7     4100 SH       DEFINED 01    03 04 05        4100
GABLES RESIDENTIAL TRUST       COM              362418105        2      100 SH       DEFINED          04            100
GADZOOKS, INC                  COM              362553109        8      800 SH       DEFINED 01                     800
GALILEO INTERNATIONAL, INC     COM              363547100      272     9100 SH       DEFINED 01 02 03 04 05        9100
GALLAGHER (ARTHUR J.) & CO     COM              363576109       13      200 SH       DEFINED    02 03               200
GANNETT CO, INC                COM              364730101     3072    37663 SH       DEFINED 01 02    04 05       37663
GAP, INC                       COM              364760108     5257   114275 SH       DEFINED 01 02 03 04 05      114275
GARDNER DENVER, INC            COM              365558105       43     2600 SH       DEFINED 01       04 05        2600
GARTNER GROUP, INC (CLASS A)   COM              366651107       73     4803 SH       DEFINED 01 02 03 04           4803
GARTNER GROUP, INC (CLASS B)   COM              366651206       65     4706 SH       DEFINED 01 02 03 04 05        4706
GATEWAY, INC                   COM              367626108     1895    26300 SH       DEFINED 01 02 03 04 05       26300
GAYLORD ENTERTAINMENT CO       COM              367905106        2       54 SH       DEFINED 01                      54
GAYLORD CONTAINER CO           COM              368145108        3      400 SH       DEFINED       03 04            400
GENCORP, INC                   COM              368682100       42     4300 SH       DEFINED 01          05        4300
GENERAL CABLE CORP             COM              369300108       17     2300 SH       DEFINED 01    03 04           2300
GENERAL CIGAR HOLDINGS, INC (C COM              36933P100        2      300 SH       DEFINED          04            300
GENERAL CHEMICAL GROUP, INC    COM              369332101        1      300 SH       DEFINED          04            300
GENERAL COMMUNICATION (CLASS A COM              369385109       20     4600 SH       DEFINED 01       04           4600
GENERAL DATACOMM INDUSTRIES, I COM              369487103        4      600 SH       DEFINED 01                     600
GENERAL DYNAMICS CORP          COM              369550108     1134    21500 SH       DEFINED 01 02 03 04 05       21500
GENERAL ELECTRIC CO            COM              369604103   109007   704410 SH       DEFINED 01 02 03 04 05      704410
GENERAL GROWTH PROPERTIES, INC COM              370021107       11      400 SH       DEFINED 01       04 05         400
GENERAL INSTRUMENT CORP        COM              370120107     1794    21100 SH       DEFINED 01 02 03 04 05       21100
GENERAL MILLS, INC             COM              370334104     1280    35814 SH       DEFINED 01 02 03 04 05       35814
GENERAL MOTORS CORP            COM              370442105     5323    73226 SH       DEFINED 01 02    04 05       73226
GENERAL MOTORS CORP (CLASS H)  COM              370442832    10798   112484 SH       DEFINED 01 02 03 04 05      112484
GENERAL SEMICONDUCTOR, INC     COM              370787103       16     1150 SH       DEFINED 01 02 03              1150
GENESCO, INC                   COM              371532102      341    26200 SH       DEFINED 01 02 03 04 05       26200
GENTEX CORP                    COM              371901109      275     9900 SH       DEFINED 01 02 03 04 05        9900
GENESYS TELECOMM LABS, INC     COM              371931106       97     1800 SH       DEFINED 01 02 03              1800
GENRAD, INC                    COM              372447102       56     3500 SH       DEFINED 01 02 03 04           3500
GEON CO                        COM              37246W105      124     3800 SH       DEFINED 01          05        3800
GENUINE PARTS CO               COM              372460105      248    10000 SH       DEFINED 01 02    04 05       10000
GENZYME CORP (GENERAL DIVISION COM              372917104      383     8500 SH       DEFINED 01 02 03 04 05        8500
GENZYME CORP (TISSUE REPAIR DI COM              372917401        0      160 SH       DEFINED 01                     160
GENZYME-MOLECULAR ONCOLOGY     COM              372917500        1       94 SH       DEFINED 01 02                   94
GENZYME SURGICAL PRODUCTS      COM              372917609        2      274 SH       DEFINED 01 02 03 04 05         274
GEORGIA GULF CORP              COM              373200203        3      100 SH       DEFINED       03               100
GEORGIA-PACIFIC CORP (PACKING  COM              373298108     1325    26100 SH       DEFINED 01 02    04 05       26100
GEORGIA-PACIFIC CORP (TIMBER G COM              373298702       69     2800 SH       DEFINED 01       04 05        2800
GERBER SCIENTIFIC, INC         COM              373730100      103     4700 SH       DEFINED 01 02 03              4700
GETTY IMAGES, INC              COM              374276103      166     3400 SH       DEFINED 01 02 03 04 05        3400
GIBRALTAR STEEL CORP           COM              37476F103       23     1000 SH       DEFINED 01                    1000
GILEAD SCIENCES, INC           COM              375558103      285     5267 SH       DEFINED 01 02 03 04 05        5267
GILLETTE CO                    COM              375766102     7112   172678 SH       DEFINED 01 02 03 04 05      172678
GLACIER BANCORP, INC           COM              37637Q105        3      200 SH       DEFINED    02                  200
GLATFELTER (P.H.) CO           COM              377316104       74     5100 SH       DEFINED 01       04 05        5100
GLEASON CORP                   COM              377339106        2      100 SH       DEFINED 01                     100
GLENAYRE TECHNOLOGIES, INC     COM              377899109       70     6225 SH       DEFINED 01       04           6225
GLENBOROUGH REALTY TRUST, INC  COM              37803P105        3      200 SH       DEFINED          04            200
GLIATECH, INC                  COM              37929C103       15      900 SH       DEFINED    02 03    05         900
GLIMCHER REALTY TRUST          COM              379302102       30     2300 SH       DEFINED 01                    2300
GLOBAL INDUSTRIES LTD          COM              379336100       53     6100 SH       DEFINED 01 02 03 04 05        6100
GLOBAL IMAGING SYSTEMS, INC    COM              37934A100       43     3500 SH       DEFINED 01 02    04 05        3500
GLOBAL MARINE, INC             COM              379352404      276    16600 SH       DEFINED 01 02 03 04 05       16600
GLOBAL TELESYSTEMS GROUP, INC  COM              37936U104      720    20800 SH       DEFINED 01 02 03 04 05       20800
GLOBIX CORP                    COM              37957F101      108     1800 SH       DEFINED 01 02                 1800
GOLD BANC CORP, INC            COM              379907108        5      500 SH       DEFINED 01                     500
GOLDEN STATE BANCORP, INC      COM              381197102      223    12900 SH       DEFINED 01       04 05       12900
GOLDEN STATE BANCORP, INC WTS                   381197136        3     3400 SH       DEFINED 01                    3400
GOLDEN WEST FINANCIAL CORP     COM              381317106      871    26000 SH       DEFINED 01 02    04 05       26000
THE GOLDMAN SACHS GROUP, INC   COM              38141G104      867     9200 SH       DEFINED 01 02    04 05        9200
GOODRICH (B.F.) CO             COM              382388106      437    15874 SH       DEFINED 01 02    04 05       15874
GOODYEAR TIRE & RUBBER CO      COM              382550101      302    10700 SH       DEFINED 01 02    04 05       10700
GOODY'S FAMILY CLOTHING, INC   COM              382588101        2      400 SH       DEFINED 01                     400
GO2NET, INC                    COM              383486107      287     3300 SH       DEFINED 01 02 03 04 05        3300
GRACE W.R. & CO                COM              38388F108      347    25000 SH       DEFINED 01 02 03 04 05       25000
GRACO, INC                     COM              384109104      129     3600 SH       DEFINED 01 02 03 04           3600
GRAINGER (W.W.), INC           COM              384802104      440     9200 SH       DEFINED 01 02    04 05        9200
GRAND PREMIER FINANCIAL, INC   COM              386174106       22     1500 SH       DEFINED 01                    1500
GRAND UNION CO                 COM              386532402       26     2600 SH       DEFINED    02 03 04           2600
GRANITE CONSTRUCTION, INC      COM              387328107        8      450 SH       DEFINED 01                     450
GREAT ATLANTIC & PACIFIC TEA C COM              390064103      159     5700 SH       DEFINED 01 02    04 05        5700
GREAT LAKES CHEMICAL CORP      COM              390568103      241     6300 SH       DEFINED 01 02    04 05        6300
GREAT LAKES REIT, INC          COM              390752103       39     2700 SH       DEFINED 01       04           2700
GREAT SOUTHERN BANCORP         COM              390905107       13      600 SH       DEFINED       03    05         600
GREAT PLAINS SOFTWARE, INC     COM              39119E105      164     2200 SH       DEFINED 01 02 03              2200
GREATER BAY BANCORP            COM              391648102       26      600 SH       DEFINED 01 02                  600
GREENPOINT FINANCIAL CORP      COM              395384100      186     7800 SH       DEFINED 01       04 05        7800
GREIF BROTHERS CORP (CLASS A)  COM              397624107        9      300 SH       DEFINED 01                     300
GREY WOLF, INC                 COM              397888108       94    32800 SH       DEFINED 01 02 03 04 05       32800
GROUP 1 AUTOMOTIVE, INC        COM              398905109        3      200 SH       DEFINED       03 04            200
GROUP MAINTENANCE AMERICA CORP COM              39943E107        9      800 SH       DEFINED 01       04            800
GRUBB & ELLIS CO               COM              400095204        2      500 SH       DEFINED 01                     500
GTECH HOLDINGS CORP            COM              400518106      169     7700 SH       DEFINED 01 02 03 04 05        7700
GUESS ?, INC                   COM              401617105        4      200 SH       DEFINED    02                  200
GUIDANT CORP                   COM              401698105     3039    64660 SH       DEFINED 01 02 03 04 05       64660
GUILFORD PHARMACEUTICALS, INC  COM              401829106     1064    62611 SH       DEFINED 01 02 03 04          62611
GUITAR CENTER, INC             COM              402040109       19     1900 SH       DEFINED 01 02 03 04           1900
GULF ISLAND FABRICATION, INC   COM              402307102        8      800 SH       DEFINED 01                     800
GYMBOREE CORP                  COM              403777105        5      900 SH       DEFINED 01          05         900
HMT TECHNOLOGY CORP            COM              403917107        9     2200 SH       DEFINED 01 02                 2200
HCC INSURANCE HOLDINGS, INC    COM              404132102       11      800 SH       DEFINED 01    03 04            800
HNC SOFTWARE                   COM              40425P107      243     2300 SH       DEFINED 01 02 03 04 05        2300
HRPT PROPERTIES TRUST          COM              40426W101       43     4800 SH       DEFINED 01       04           4800
HSB GROUP, INC                 COM              40428N109       10      300 SH       DEFINED       03 04            300
HS RESOURCES, INC              COM              404297103       38     2200 SH       DEFINED 01       04           2200
HA-LO INDUSTRIES, INC          COM              404429102       14     1800 SH       DEFINED 01 02 03 04           1800
HADCO CORP                     COM              404681108       56     1100 SH       DEFINED 01 02                 1100
HAEMONETICS CORP               COM              405024100        2      100 SH       DEFINED       03               100
HAIN FOOD GROUP, INC           COM              405219106       29     1300 SH       DEFINED 01 02 03              1300
HALLIBURTON CO                 COM              406216101     2243    55732 SH       DEFINED 01 02 03 04 05       55732
HAMILTON BANCORP, INC          COM              407013101       39     2200 SH       DEFINED 01 02    04 05        2200
HANCOCK FABRICS, INC           COM              409900107        2      700 SH       DEFINED 01                     700
HANCOCK HOLDINGS CO            COM              410120109       39     1000 SH       DEFINED 01                    1000
HANDLEMAN CO                   COM              410252100       47     3500 SH       DEFINED 01                    3500
HANGER ORTHOPEDIC GROUP, INC   COM              41043F208       33     3300 SH       DEFINED 01    03 04           3300
HANNA (M.A.) CO                COM              410522106       51     4650 SH       DEFINED 01       04 05        4650
HANNAFORD BROTHERS, INC        COM              410550107      208     3000 SH       DEFINED 01 02    04           3000
HANOVER COMPRESSOR CO          COM              410768105       60     1600 SH       DEFINED 01 02 03 04           1600
HANOVER DIRECT, INC            COM              410783104       69    19100 SH       DEFINED 01 02 03 04          19100
HARBINGER CORP                 COM              41145C103      208     6550 SH       DEFINED 01 02 03 04 05        6550
HARCOURT GENERAL, INC          COM              41163G101      201     5000 SH       DEFINED 01 02    04 05        5000
HARKEN ENERGY CORP             COM              412552101       11    14400 SH       DEFINED 01          05       14400
HARLAND (JOHN H.) CO           COM              412693103       93     5100 SH       DEFINED 01 02    04 05        5100
HARLEY DAVIDSON, INC           COM              412822108     3380    52760 SH       DEFINED 01 02 03 04 05       52760
HARLEYSVILLE GROUP, INC        COM              412824104       11      800 SH       DEFINED 01       04            800
HARMAN INTERNATIONAL INDUSTRIE COM              413086109      159     2835 SH       DEFINED 01       04 05        2835
HARMONIC LIGHTWAVES, INC       COM              413160102      275     2900 SH       DEFINED 01 02 03 04 05        2900
HARRAH'S ENTERTAINMENT, INC    COM              413619107      349    13200 SH       DEFINED 01 02    04 05       13200
HARRIS CORP                    COM              413875105      133     5000 SH       DEFINED 01       04 05        5000
HARRIS FINANCIAL, INC          COM              414541102        9     1200 SH       DEFINED 01                    1200
HARSCO CORP                    COM              415864107      137     4300 SH       DEFINED 01       04 05        4300
HARTE-HANKS, INC               COM              416196103       98     4500 SH       DEFINED 01    03 04           4500
HARTFORD FINANCIAL SERVICES GR COM              416515104      971    20500 SH       DEFINED 01 02    04 05       20500
HARTFORD LIFE, INC (CLASS A)   COM              416592103       92     2100 SH       DEFINED 01       04 05        2100
HASBRO, INC                    COM              418056107      313    16400 SH       DEFINED 01 02    04 05       16400
HAVERTY FURNITURE COS, INC     COM              419596101       51     4000 SH       DEFINED 01 02    04 05        4000
HAWAIIAN ELECTRIC INDUSTRIES,  COM              419870100       55     1900 SH       DEFINED 01       04 05        1900
HAYES LEMMERZ INTERNATIONAL, I COM              420781106       63     3600 SH       DEFINED 01 02 03 04           3600
HEALTH CARE PROPERTY INVESTORS COM              421915109       48     2000 SH       DEFINED 01 02 03    05        2000
HEALTHSOUTH CORP               COM              421924101      339    63124 SH       DEFINED 01 02 03 04 05       63124
HEALTH MANAGEMENT ASSOCIATES,  COM              421933102     1793   134093 SH       DEFINED 01 02 03 04 05      134093
HEALTHCARE REALTY TRUST, INC   COM              421946104        2      100 SH       DEFINED          04            100
HEALTHEON/WEBMD CORP           COM              422209106       81     2147 SH       DEFINED 01 02 03    05        2147
HEARST-ARGYLE TELEVISION, INC  COM              422317107      162     6100 SH       DEFINED 01 02 03    05        6100
HEIDRICK & STRUGGLES INTL IN   COM              422819102        8      200 SH       DEFINED    02 03               200
HEILIG MEYERS CO               COM              422893107       10     3500 SH       DEFINED 01                    3500
HEINZ (H.J.) CO                COM              423074103     1656    41600 SH       DEFINED 01 02 03 04 05       41600
HELIX TECHNOLOGY CORP          COM              423319102      103     2300 SH       DEFINED 01 02 03 04 05        2300
HELLER FINANCIAL, INC          COM              423328103       47     2319 SH       DEFINED 01       04           2319
HELMERICH & PAYNE, INC         COM              423452101      185     8500 SH       DEFINED 01 02    04 05        8500
HEMISPHERX BIOPHARMA, INC      COM              42366C103       19     1900 SH       DEFINED    02 03              1900
JACK HENRY & ASSOCIATES, INC   COM              426281101       97     1800 SH       DEFINED 01 02 03              1800
HERBALIFE INTERNATIONAL, INC ( COM              426908208        0       33 SH       DEFINED 01                      33
HERBALIFE INTERNATIONAL, INC ( COM              426908307       34     2566 SH       DEFINED 01                    2566
HERCULES, INC                  COM              427056106      404    14500 SH       DEFINED 01 02    04 05       14500
HERSHEY FOODS CORP             COM              427866108      399     8400 SH       DEFINED 01 02 03 04 05        8400
HERTZ CORP (CLASS A)           COM              428040109       75     1500 SH       DEFINED 01    03 04 05        1500
HESKA CORP                     COM              42805E108        6     2800 SH       DEFINED 01                    2800
HEWLETT-PACKARD CO             COM              428236103    17190   150876 SH       DEFINED 01 02 03 04 05      150876
HEXCEL CORP                    COM              428291108        9     1700 SH       DEFINED 01                    1700
HI / FN INC                    COM              428358105       62     1600 SH       DEFINED 01 02       05        1600
HIBERNIA CORP (CLASS A)        COM              428656102      148    13916 SH       DEFINED 01       04 05       13916
HIGHWAYMASTER COMMUNICATIONS,  COM              431263102        7     3300 SH       DEFINED 01                    3300
HIGHWOODS PROPERTIES, INC      COM              431284108       16      700 SH       DEFINED 01       04 05         700
HILB, ROGAL & HAMILTON CO      COM              431294107        3      100 SH       DEFINED       03               100
HILLENBRAND INDUSTRIES, INC    COM              431573104       82     2600 SH       DEFINED 01       04           2600
HILTON HOTELS CORP             COM              432848109      245    25470 SH       DEFINED 01 02 03 04 05       25470
HINES HORTICULTURE, INC        COM              433245107        5      600 SH       DEFINED    02                  600
HISPANIC BROADCASTING CORP     COM              43357B104      424     4600 SH       DEFINED 01 02 03 04 05        4600
HOLLYWOOD ENTERTAINMENT CORP   COM              436141105       90     6200 SH       DEFINED 01 02 03 04 05        6200
HOLLYWOOD PARK, INC            COM              436255103       61     2700 SH       DEFINED 01    03 04 05        2700
HOLOGIC, INC                   COM              436440101        2      400 SH       DEFINED    02                  400
HOME DEPOT, INC                COM              437076102    28357   413587 SH       DEFINED 01 02 03 04 05      413587
HOME PROPERTIES OF NEW YORK, I COM              437306103        3      100 SH       DEFINED          04            100
HOMESTAKE MINING CO            COM              437614100       24     3100 SH       DEFINED    02    04 05        3100
HON INDUSTRIES, INC            COM              438092108      162     7400 SH       DEFINED 01 02    04 05        7400
HONEYWELL INT'L, INC           COM              438516106    11058   191689 SH       DEFINED 01 02 03 04 05      191689
HOOPER HOLMES, INC             COM              439104100      147     5700 SH       DEFINED 01 02 03 04           5700
HORACE MANN EDUCATORS CORP     COM              440327104        6      300 SH       DEFINED          04 05         300
HORMEL FOODS CORP              COM              440452100      228     5600 SH       DEFINED 01       04 05        5600
HOSPITALITY PROPERTIES TRUST   COM              44106M102       29     1500 SH       DEFINED 01          05        1500
HOST MARRIOTT CORP (NEW)       COM              44107P104       61     7349 SH       DEFINED 01       04           7349
HOUGHTON MIFFLIN CO            COM              441560109        8      200 SH       DEFINED       03 04            200
HOUSEHOLD INTERNATIONAL, INC   COM              441815107     2115    56786 SH       DEFINED 01 02 03 04 05       56786
HOUSTON EXPLORATION CO         COM              442120101       12      600 SH       DEFINED 01       04            600
HOWMET INTERNATIONAL, INC      COM              443208103       34     1900 SH       DEFINED    02                 1900
HUBBELL, INC (CLASS B)         COM              443510201       87     3200 SH       DEFINED 01       04           3200
HUDSON RIV BANCORP INC         COM              444128102        7      700 SH       DEFINED    02                  700
HUDSON UNITED BANCORP          COM              444165104      330    12910 SH       DEFINED 01 02 03 04 05       12910
HUGHES SUPPLY, INC             COM              444482103        2      100 SH       DEFINED          04            100
HUMANA, INC                    COM              444859102      100    12200 SH       DEFINED 01 02    04 05       12200
HUMAN GENOME SCIENCES, INC     COM              444903108      565     3700 SH       DEFINED 01 02 03 04 05        3700
HUNT CORP                      COM              445591100        5      500 SH       DEFINED 01                     500
HUNT (J.B.) TRANSPORT SERVICES COM              445658107       47     3400 SH       DEFINED 01       04           3400
HUNTINGTON BANCSHARES, INC     COM              446150104      550    23023 SH       DEFINED 01 02    04 05       23023
HUSSMANN INTERNATIONAL, INC    COM              448110106       88     5850 SH       DEFINED 01 02    04           5850
HUTCHINSON TECHNOLOGY, INC     COM              448407106        9      400 SH       DEFINED    02 03               400
HUTTIG BUILDING PRODUCTS, INC  COM              448451104       10     2098 SH       DEFINED 01 02    04 05        2098
ICN PHARMACEUTICALS, INC       COM              448924100      282    11151 SH       DEFINED 01 02 03 04 05       11151
IDT CORP                       COM              448947101       42     2200 SH       DEFINED 01 02 03              2200
HYPERCOM CORP                  COM              44913M105       12     1200 SH       DEFINED 01                    1200
HYPERION SOLUTIONS CORP        COM              44914M104       79     1815 SH       DEFINED 01 02 03 04           1815
IBP, INC                       COM              449223106      182    10100 SH       DEFINED 01       04 05       10100
ICG COMMUNICATIONS, INC        COM              449246107       47     2500 SH       DEFINED    02 03 04 05        2500
ICICI LTD SPONS ADR            ADR              44926P103     1317    94900 SH       DEFINED    02    04          94900
ICOS CORP                      COM              449295104      184     6300 SH       DEFINED 01 02 03 04 05        6300
IDEC PHARMACEUTICALS CORP      COM              449370105      432     4400 SH       DEFINED 01 02 03    05        4400
IDG BOOKS WORLDWIDE, INC       COM              449384106        1      100 SH       DEFINED             05         100
IDX SYSTEMS CORP               COM              449491109        3      100 SH       DEFINED       03               100
IGEN INTERNATIONAL, INC        COM              449536101        6      200 SH       DEFINED    02 03               200
IHOP CORP (NEW)                COM              449623107       57     3400 SH       DEFINED 01 02 03 04           3400
IMC GLOBAL, INC                COM              449669100      159     9700 SH       DEFINED 01       04 05        9700
IMC GLOBAL, INC WTS 12/22/00                    449669118        0      666 SH       DEFINED 01                     666
IMCO RECYCLING, INC            COM              449681105       28     2200 SH       DEFINED 01       04           2200
IPC COMMUNICATIONS INC         COM              44980K206       43      600 SH       DEFINED 01 02 03               600
IMS HEALTH, INC                COM              449934108     1389    51100 SH       DEFINED 01 02 03 04 05       51100
IRT PROPERTY CO                COM              450058102       14     1800 SH       DEFINED 01                    1800
ISS GROUP, INC                 COM              450306105      235     3300 SH       DEFINED 01 02 03 04 05        3300
ITC DELTACOM, INC              COM              45031T104      144     5200 SH       DEFINED 01 02 03 04 05        5200
ITI TECHNOLOGIES, INC          COM              450564109       18      600 SH       DEFINED 01                     600
ITT EDUCATIONAL SERVICES, INC  COM              45068B109       28     1800 SH       DEFINED 01 02 03              1800
ITT INDUSTRIES, INC            COM              450911102      632    18900 SH       DEFINED 01 02    04 05       18900
IDACORP, INC                   COM              451107106      158     5900 SH       DEFINED 01       04 05        5900
IDEX CORP                      COM              45167R104       71     2350 SH       DEFINED 01    03 04 05        2350
IDEXX LABORATORIES, INC        COM              45168D104       44     2700 SH       DEFINED 01 02 03 04           2700
IKON OFFICE SOLUTIONS, INC     COM              451713101      104    15200 SH       DEFINED 01 02 03 04 05       15200
IDENTIX, INC                   COM              451906101        6      700 SH       DEFINED    02 03 04            700
ILLINOIS TOOL WORKS, INC       COM              452308109     2679    39645 SH       DEFINED 01 02 03 04 05       39645
ILLINOVA CORP                  COM              452317100       10      300 SH       DEFINED 01       04            300
IMATION CORP                   COM              45245A107       82     2430 SH       DEFINED 01       04 05        2430
IMCLONE SYSTEMS, INC           COM              45245W109      139     3500 SH       DEFINED 01 02 03 04 05        3500
IMMUNE RESPONSE CORP           COM              45252T106        3      700 SH       DEFINED 01                     700
IMMUNEX CORP                   COM              452528102     1117    10200 SH       DEFINED 01 02 03 04 05       10200
IMPERIAL BANCORP               COM              452556103      156     6460 SH       DEFINED 01 02 03    05        6460
IMPERIAL CREDIT COMM MRTG IN   COM              45272T102       66     5800 SH       DEFINED 01    03              5800
IMPERIAL CREDIT INDUSTRIES, IN COM              452729106        3      500 SH       DEFINED 01                     500
IMATRON, INC                   COM              452906100        1      400 SH       DEFINED 01                     400
IN FOCUS SYSTEMS, INC          COM              452919103      148     6400 SH       DEFINED 01 02 03 04 05        6400
IMPERIAL SUGAR CO              COM              453096109        1      200 SH       DEFINED          04            200
IMRGLOBAL CORP                 COM              45321W106       30     2400 SH       DEFINED 01 02 03              2400
INACOM CORP                    COM              45323G109       12     1600 SH       DEFINED 01       04           1600
INCO LTD CO (U.S.)             COM              453258402      336    14300 SH       DEFINED    02                14300
INCYTE PHARMACEUTICALS, INC    COM              45337C102       48      800 SH       DEFINED    02 03 04            800
INDEPENDENCE COMMUNITY BANK CO COM              453414104      119     9500 SH       DEFINED 01       04 05        9500
INDEPENDENT BANK CORP          COM              453836108       29     2313 SH       DEFINED 01 02                 2313
INDIANA ENERGY, INC            COM              454707100      104     5833 SH       DEFINED 01       04 05        5833
INDUSTRI-MATEMATIK INTERNATION COM              455792101       12     2000 SH       DEFINED 01                    2000
INDYMAC MORTGAGE HOLDINGS, INC COM              456607100       84     6612 SH       DEFINED 01       04 05        6612
INFINITY BROADCASTING CORP (CL COM              45662S102     1352    37350 SH       DEFINED 01 02 03 04 05       37350
INET TECHNOLOGIES, INC         COM              45662V105       91     1300 SH       DEFINED 01 02                 1300
INFOCURE CORP                  COM              45665A108      137     4400 SH       DEFINED 01 02 03 04 05        4400
INFORMATICA CORP               COM              45666Q102       32      300 SH       DEFINED    02 03               300
INFORMATION ARCHITECTS CORP    COM              45669R107       13     1300 SH       DEFINED 01                    1300
INFORMIX CORP                  COM              456779107      343    30000 SH       DEFINED 01 02 03 04 05       30000
INFOSPACE.COM, INC             COM              45678T102      877     4100 SH       DEFINED 01 02 03 04 05        4100
INFOUSA, INC                   COM              456818301       84     6000 SH       DEFINED 01 02 03 04 05        6000
INGERSOLL-RAND CO              COM              456866102      842    15300 SH       DEFINED 01 02    04 05       15300
INFORMATION RESOURCES, INC     COM              456905108        1      100 SH       DEFINED             05         100
INGRAM MICRO, INC (CLASS A)    COM              457153104       74     5600 SH       DEFINED 01 02 03 04 05        5600
INHALE THERAPEUTIC SYSTEMS     COM              457191104       68     1600 SH       DEFINED 01 02 03              1600
INKTOMI CORP                   COM              457277101      710     8000 SH       DEFINED 01 02 03 04 05        8000
INNKEEPERS U.S.A. TRUST        COM              4576J0104       29     3600 SH       DEFINED 01       04           3600
INNOVEX, INC                   COM              457647105       11     1200 SH       DEFINED 01 02    04           1200
INSIGHT ENTERPRISES, INC       COM              45765U103      160     3950 SH       DEFINED 01 02 03 04 05        3950
INPUT/OUTPUT, INC              COM              457652105        1      100 SH       DEFINED          04            100
INSITUFORM TECHNOLOGIES, INC ( COM              457667103      150     5300 SH       DEFINED 01 02 03 04 05        5300
INSIGNIA FINANCIAL GROUP, INC  COM              45767A105        6      699 SH       DEFINED 01 02 03               699
INSPIRE INSURANCE SOLUTIONS, I COM              457732105        3      650 SH       DEFINED 01    03               650
INTEGRATED ELECTRICAL SERVICES COM              45811E103        2      200 SH       DEFINED       03 04            200
INTEGRATED DEVICE TECHNOLOGY,  COM              458118106      351    12100 SH       DEFINED 01       04 05       12100
INTEGRATED HEALTH SERVICES, IN COM              45812C106        0     1377 SH       DEFINED 01       04 05        1377
INTEGRATED SYSTEMS, INC        COM              45812M104       44     1300 SH       DEFINED    02 03 04           1300
INTEL CORP                     COM              458140100    68012   826271 SH       DEFINED 01 02 03 04 05      826271
INTELLIGROUP, INC              COM              45816A106       10      400 SH       DEFINED 01                     400
INTER-TEL, INC                 COM              458372109       85     3400 SH       DEFINED 01 02 03 04           3400
INTERDIGITAL COMMUNICATIONS CO COM              45866A105      180     2400 SH       DEFINED    02 03 04           2400
INTERFACE, INC (CLASS A)       COM              458665106       20     3400 SH       DEFINED 01                    3400
INTERIM SERVICES, INC          COM              45868P100       87     3500 SH       DEFINED 01 02 03 04 05        3500
INTERGRAPH CORP                COM              458683109       28     6000 SH       DEFINED 01       04 05        6000
INTERMEDIA COMMUNICATIONS, INC COM              458801107      194     5000 SH       DEFINED 01 02 03 04 05        5000
INTERMET CORP                  COM              45881K104       17     1500 SH       DEFINED 01                    1500
INTERNATIONAL BANCSHARES CORP  COM              459044103        9      200 SH       DEFINED 01                     200
INTERNATIONAL BUSINESS MACHINE COM              459200101    33778   312761 SH       DEFINED 01 02 03 04 05      312761
INTERNATIONAL FIBERCOM, INC    COM              45950T101        4      500 SH       DEFINED       03 04            500
INT'L FLAVORS & FRAGRANCES, IN COM              459506101      272     7200 SH       DEFINED 01 02    04 05        7200
INTERNATIONAL HOME FOODS, INC  COM              459655106      271    15600 SH       DEFINED 01 02 03 04 05       15600
INTERNATIONAL GAME TECHNOLOGY  COM              459902102      108     5300 SH       DEFINED 01    03 04 05        5300
INTERNATIONAL MULTIFOODS CORP  COM              460043102       69     5200 SH       DEFINED 01       04 05        5200
INTERNATIONAL PAPER CO         COM              460146103     2356    41751 SH       DEFINED 01 02    04 05       41751
INTERNATIONAL RECTIFIER CORP   COM              460254105       75     2900 SH       DEFINED 01 02 03 04           2900
INTERNATIONAL SPEEDWAY CORP (C COM              460335201      142     2812 SH       DEFINED 01 02 03              2812
INTERNATIONAL SPECIALTY PRODUC COM              460337108       22     2400 SH       DEFINED 01          05        2400
INTERNEURON PHARMACEUTICALS, I COM              460573108        1      200 SH       DEFINED 01                     200
INTERNET CAPITAL GROUP, INC    COM              46059C106       46      271 SH       DEFINED 01 02 03 04            271
INTERPOOL, INC                 COM              46062R108        7      900 SH       DEFINED 01       04            900
INTERPUBLIC GROUP OF COS, INC  COM              460690100     7335   127144 SH       DEFINED 01 02 03 04 05      127144
INTERSTATE BAKERIES CORP       COM              46072H108       83     4600 SH       DEFINED 01          05        4600
INTERSTATE HOTELS CORP         COM              46088R108        0       65 SH       DEFINED 01                      65
INTERWEST BANCORP, INC         COM              460931108        5      250 SH       DEFINED 01                     250
INTERVU, INC                   COM              46114R106      210     2000 SH       DEFINED 01 02 03              2000
INTERVOICE-BRITE, INC          COM              461142101      135     5800 SH       DEFINED 01 02 03 04 05        5800
INTIMATE BRANDS, INC (CLASS A) COM              461156101      148     3435 SH       DEFINED 01 02 03 04           3435
INTRAWARE, INC                 COM              46118M103      208     2600 SH       DEFINED 01 02 03    05        2600
INTUIT, INC                    COM              461202103     1313    21900 SH       DEFINED 01 02 03 04 05       21900
INVACARE CORP                  COM              461203101       46     2300 SH       DEFINED 01 02 03              2300
INVESTMENT TECHNOLOGY GROUP, I COM              46145F105       74     2559 SH       DEFINED 01 02 03 04           2559
INVESTORS FINANCIAL SERVICES C COM              461915100        9      200 SH       DEFINED    02 03               200
IOMEGA CORP                    COM              462030107      100    29600 SH       DEFINED 01 02 03 04          29600
IPALCO ENTERPRISES, INC        COM              462613100        5      300 SH       DEFINED          04 05         300
IRON MOUNTAIN, INC             COM              46284P104       94     2400 SH       DEFINED 01 02 03              2400
IRWIN FINANCIAL CORP           COM              464119106       11      600 SH       DEFINED 01    03               600
ISIS PHARMACEUTICALS, INC      COM              464330109       36     5700 SH       DEFINED 01 02 03              5700
IT GROUP, INC                  COM              465266104        6      600 SH       DEFINED 01       04 05         600
ITRON, INC                     COM              465741106        3      500 SH       DEFINED 01                     500
ITURF, INC                     COM              46575Q100       17     1400 SH       DEFINED 01 02       05        1400
I2 TECHNOLOGIES, INC           COM              465754109      800     4100 SH       DEFINED 01 02 03 04 05        4100
IVAX CORP                      COM              465823102      335    13000 SH       DEFINED 01 02 03 04 05       13000
IVEX PACKAGING CORP            COM              465855104       34     3400 SH       DEFINED 01       04 05        3400
IVILLAGE, INC                  COM              46588H105      101     5000 SH       DEFINED 01 02 03    05        5000
JDN REALTY CORP                COM              465917102       10      600 SH       DEFINED 01       04            600
JDS UNIPHASE CORP              COM              46612J101     4743    29400 SH       DEFINED 01 02 03 04 05       29400
JDA SOFTWARE GROUP, INC        COM              46612K108       34     2100 SH       DEFINED 01 02    04           2100
JLK DIRECT DISTRIBUTION, INC ( COM              46621C105       12     1200 SH       DEFINED    02       05        1200
JLG INDUSTRIES, INC            COM              466210101       97     6100 SH       DEFINED 01 02 03 04 05        6100
JP REALTY, INC                 COM              46624A106        2      100 SH       DEFINED          04            100
JSB FINANCIAL, INC             COM              46624M100       62     1200 SH       DEFINED 01                    1200
JABIL CIRCUIT, INC             COM              466313103      409     5600 SH       DEFINED 01 02 03 04 05        5600
JACK IN THE BOX, INC           COM              466367109      190     9200 SH       DEFINED 01 02 03 04 05        9200
JACOBS ENGINEERING GROUP, INC  COM              469814107       16      500 SH       DEFINED 01    03    05         500
CLEAR CHANNEL WTS 09/18/01                      469858138       22     1400 SH       DEFINED 01                    1400
JAKKS PACIFIC, INC             COM              47012E106       17      900 SH       DEFINED    02 03               900
JEFFERIES GROUP, INC (NEW)     COM              472319102       20      900 SH       DEFINED 01 02                  900
JEFFERSON-PILOT CORP           COM              475070108      723    10600 SH       DEFINED 01 02    04 05       10600
JO-ANN STORES, INC (CLASS A)   COM              47758P109        2      200 SH       DEFINED          04 05         200
JOHN NUVEEN CO (CLASS A)       COM              478035108       61     1700 SH       DEFINED 01 02 03              1700
JOHNS MANVILLE CORP            COM              478129109       43     3100 SH       DEFINED 01                    3100
JOHNSON & JOHNSON CO           COM              478160104    21512   231003 SH       DEFINED 01 02 03 04 05      231003
JOHNSON CONTROLS, INC          COM              478366107      569    10000 SH       DEFINED 01 02    04 05       10000
JONES APPAREL GROUP, INC       COM              480074103     1737    64049 SH       DEFINED 01 02 03 04 05       64049
JONES LANG LA SALLE            COM              48020Q107       18     1500 SH       DEFINED 01 02 03 04           1500
JONES INTERCABLE, INC (CLASS A COM              480206200      277     4000 SH       DEFINED 01 02 03    05        4000
JONES PHARMACEUTICAL, INC      COM              480236108      189     4350 SH       DEFINED 01 02 03 04 05        4350
JOSTENS, INC                   COM              481088102      216     8900 SH       DEFINED 01 02 03 04 05        8900
JOURNAL REGISTER CO            COM              481138105       19     1200 SH       DEFINED    02 03 04           1200
JUNO ONLINE SERVICES, INC      COM              482048105       36     1000 SH       DEFINED 01                    1000
JUST FOR FEET, INC             COM              48213P106        2     1550 SH       DEFINED 01 02    04           1550
KCS ENERGY, INC                COM              482434206        2     2000 SH       DEFINED 01                    2000
KLA-TENCOR CORP                COM              482480100     1381    12400 SH       DEFINED 01 02 03 04 05       12400
K MART CORP                    COM              482584109      529    52600 SH       DEFINED 01 02    04 05       52600
K2, INC                        COM              482732104        2      200 SH       DEFINED 01                     200
KV PHARMACEUTICAL CO (CLASS B) COM              482740107       49     2300 SH       DEFINED 01 02 03    05        2300
KANSAS CITY LIFE INSURANCE CO  COM              484836101       34     1000 SH       DEFINED 01                    1000
KANSAS CITY POWER & LIGHT CO   COM              485134100      240    10900 SH       DEFINED 01       04 05       10900
KANSAS CITY SOUTHERN INDUSTRIE COM              485170104     1590    21300 SH       DEFINED 01 02 03 04 05       21300
KAUFMAN & BROAD HOME CORP      COM              486168107       65     2700 SH       DEFINED 01 02    04 05        2700
KAYDON CORP                    COM              486587108        5      200 SH       DEFINED       03 04            200
KEANE, INC                     COM              486665102      181     5700 SH       DEFINED 01 02 03 04 05        5700
KEEBLER FOODS CO               COM              487256109      172     6100 SH       DEFINED 01 02 03 04 05        6100
KELLOGG CO                     COM              487836108      909    29500 SH       DEFINED 01 02 03 04 05       29500
KELLSTROM INDUSTRIES, INC      COM              488035106       17     1900 SH       DEFINED 01       04           1900
KELLWOOD CO                    COM              488044108        2      100 SH       DEFINED          04            100
KELLY SERVICES, INC (CLASS A)  COM              488152208       70     2800 SH       DEFINED 01                    2800
KEMET CORP                     COM              488360108       95     2100 SH       DEFINED 01 02 03 04 05        2100
KENDLE INTERNATIONAL, INC      COM              48880L107        8      800 SH       DEFINED 01                     800
KENNAMETAL, INC                COM              489170100      119     3548 SH       DEFINED 01                    3548
KENT ELECTRONICS CORP          COM              490553104       18      800 SH       DEFINED    02 03               800
KERR-MCGEE CORP                COM              492386107      928    14969 SH       DEFINED 01 02    04 05       14969
KEY ENERGY SERVICES, INC       COM              492914106      130    25100 SH       DEFINED 01 02    04          25100
KEYCORP                        COM              493267108     1101    49760 SH       DEFINED 01 02    04 05       49760
KEYSPAN CORP                   COM              49337W100      183     7900 SH       DEFINED 01       04 05        7900
KEYSTONE AUTOMOTIVE INDUSTRIES COM              49338N109        2      300 SH       DEFINED    02 03               300
KEYSTONE FINANCIAL, INC        COM              493482103       37     1750 SH       DEFINED 01       04 05        1750
KILROY REALTY CORP             COM              49427F108      101     4600 SH       DEFINED 01       04           4600
KIMBALL INTERNATIONAL, INC (CL COM              494274103       86     5200 SH       DEFINED 01       04 05        5200
KIMBERLY-CLARK CORP            COM              494368103     4731    72500 SH       DEFINED 01 02 03 04 05       72500
KIMCO REALTY CORP              COM              49446R109       78     2300 SH       DEFINED 01       04 05        2300
KINDER MORGAN, INC             COM              49455P101        2      100 SH       DEFINED          04            100
KING PHARMACEUTICALS, INC      COM              495582108      129     2300 SH       DEFINED 01 02 03 04 05        2300
KIRBY CORP                     COM              497266106       14      700 SH       DEFINED 01    03               700
KNIGHT-RIDDER, INC             COM              499040103      333     5600 SH       DEFINED 01 02    04 05        5600
KNIGHT TRANSPORTATION, INC     COM              499064103        3      200 SH       DEFINED          04            200
KNIGHT/TRIMARK GROUP, INC      COM              499067106      400     8700 SH       DEFINED 01 02 03 04 05        8700
KOGER EQUITY, INC              COM              500228101        2      100 SH       DEFINED          04            100
KOHL'S CORP                    COM              500255104     1805    25000 SH       DEFINED 01 02 03 04 05       25000
KOMAG, INC                     COM              500453105       34    10800 SH       DEFINED 01 02 03 04 05       10800
KOPIN CORP                     COM              500600101       76     1800 SH       DEFINED    02 03 04           1800
KORN FERRY INTERNATIONAL       COM              500643200       18      500 SH       DEFINED    02 03 04 05         500
KROGER CO                      COM              501044101     2588   137108 SH       DEFINED 01 02 03 04 05      137108
KROLL- O'GARA CO               COM              501050108        2      100 SH       DEFINED    02                  100
KRONOS, INC                    COM              501052104      180     3000 SH       DEFINED 01 02 03 04 05        3000
KULICHE & SOFFA INDUSTRIES, IN COM              501242101       64     1500 SH       DEFINED 01 02       05        1500
LCA-VISION, INC                COM              501803209       21     4563 SH       DEFINED 01 02 03 04           4563
LOUISVILLE GAS & ELECTRIC ENER COM              501917108      371    21300 SH       DEFINED 01       04 05       21300
LTV CORP                       COM              501921100       56    13500 SH       DEFINED 01       04 05       13500
LHS GROUP, INC                 COM              501938104       59     2400 SH       DEFINED 01 02 03 04 05        2400
LNR PROPERTY CORP              COM              501940100       14      700 SH       DEFINED 01    03 04            700
LSI INDUSTRIES, INC            COM              50216C108       17      800 SH       DEFINED 01       04 05         800
LSI LOGIC CORP                 COM              502161102     4803    71156 SH       DEFINED 01 02 03 04 05       71156
LTC HEALTHCARE, INC            COM              50217R104        0      100 SH       DEFINED 01                     100
LTX CORP                       COM              502392103      141     6300 SH       DEFINED 01 02 03 04 05        6300
L-3 COMMUNICATIONS HOLDINGS, I COM              502424104      142     3400 SH       DEFINED 01 02 03 04 05        3400
LA-Z-BOY, INC                  COM              505336107       39     2300 SH       DEFINED 01       04 05        2300
LABORATORY CORP OF AMERICA HOL COM              50540R102       10     2600 SH       DEFINED 01    03              2600
LABOR READY, INC               COM              505401208       82     6800 SH       DEFINED 01 02 03 04 05        6800
LACLEDE GAS CO                 COM              505588103       65     3000 SH       DEFINED 01                    3000
LAFARGE CORP                   COM              505862102      174     6293 SH       DEFINED 01          05        6293
LAIDLAW, INC (U.S.)            COM              50730K503       11     2000 SH       DEFINED    02    04           2000
LAKES GAMING, INC              COM              51206P109        0       25 SH       DEFINED 01                      25
LAM RESEARCH CORP              COM              512807108      658     5900 SH       DEFINED 01 02 03 04 05        5900
LAMAR ADVERTISING CO (CLASS A) COM              512815101      270     4450 SH       DEFINED 01 02 03 04 05        4450
LANCASTER COLONY CORP          COM              513847103      164     4950 SH       DEFINED 01       04 05        4950
LANCE, INC                     COM              514606102       58     5800 SH       DEFINED 01 02 03 04 05        5800
LANDAUER, INC                  COM              51476K103       22     1000 SH       DEFINED    02 03              1000
LANDAMERICA FINANCIAL GROUP, I COM              514936103        4      200 SH       DEFINED          04 05         200
LANDRY'S SEAFOOD RESTAURANTS,  COM              51508L103       51     5900 SH       DEFINED 01       04 05        5900
LAND'S END, INC                COM              515086106       17      500 SH       DEFINED    02 03               500
LANDSTAR SYSTEM, INC           COM              515098101       86     2000 SH       DEFINED 01 02                 2000
LANIER WORLDWIDE, INC          COM              51589L105       29     7600 SH       DEFINED 01 02 03 04 05        7600
LASERSIGHT, INC                COM              517924106       33     3300 SH       DEFINED 01 02 03              3300
LASALLE HOTEL PROPERTIES       COM              517942108       25     2100 SH       DEFINED 01       04           2100
LASER VISION CENTERS, INC      COM              51807H100       38     3600 SH       DEFINED 01 02 03 04 05        3600
LASON, INC                     COM              51808R107       10      900 SH       DEFINED 01 02 03               900
LATTICE SEMICONDUCTOR CORP     COM              518415104      320     6800 SH       DEFINED 01 02 03 04 05        6800
LAUDER (ESTEE) CO (CLASS A)    COM              518439104      827    16400 SH       DEFINED 01 02 03 04 05       16400
LAUNCH MEDIA, INC              COM              518567102       38     2000 SH       DEFINED 01 02 03    05        2000
LAWSON PRODUCTS, INC           COM              520776105       28     1200 SH       DEFINED 01          05        1200
LEAP WIRELESS INTERNATIONAL, I COM              521863100      173     2200 SH       DEFINED 01 02 03    05        2200
LEAR CORP                      COM              521865105      214     6700 SH       DEFINED 01       04 05        6700
LEARN2.COM, INC                COM              522002104       20     6000 SH       DEFINED 01 02 03 04 05        6000
LEARNING TREE INTERNATIONAL, I COM              522015106       39     1400 SH       DEFINED 01 02 03 04 05        1400
LEASING SOLUTIONS, INC         COM              522113109        0      900 SH       DEFINED 01                     900
LEE ENTERPRISES, INC           COM              523768109      339    10600 SH       DEFINED 01 02 03 04 05       10600
LEGATO SYSTEMS, INC            COM              524651106     1328    19300 SH       DEFINED 01 02 03 04 05       19300
LEGGETT & PLATT, INC           COM              524660107      322    15000 SH       DEFINED 01 02    04 05       15000
LEGG MASON, INC                COM              524901105       98     2700 SH       DEFINED 01       04 05        2700
LEHMAN BROTHERS HOLDINGS, INC  COM              524908100     1160    13700 SH       DEFINED 01 02    04 05       13700
LENNAR CORP                    COM              526057104       33     2000 SH       DEFINED 01       04           2000
LEUCADIA NATIONAL CORP         COM              527288104      185     8000 SH       DEFINED 01       04 05        8000
LEVEL 3 COMMUNICATIONS, INC    COM              52729N100     2923    35700 SH       DEFINED 01 02 03 04 05       35700
LEXINGTON CORPORATE PROPERTIES COM              529043101        1      100 SH       DEFINED          04            100
LEXMARK INTERNATIONAL GROUP (C COM              529771107     1964    21700 SH       DEFINED 01 02 03 04 05       21700
LIBBEY, INC                    COM              529898108       98     3400 SH       DEFINED 01 02 03 04 05        3400
LIBERTY CORP                   COM              530370105       25      600 SH       DEFINED 01                     600
LIBERTY DIGITAL, INC (CLASS A) COM              530436104      386     5200 SH       DEFINED 01 02 03 04 05        5200
LIBERTY PROPERTY TRUST CO      COM              531172104       24     1000 SH       DEFINED 01       04 05        1000
LIFECORE BIOMEDICAL, INC       COM              532187101        8      400 SH       DEFINED 01                     400
LIFEPOINT HOSPITALS, INC       COM              53219L109       52     4433 SH       DEFINED 01 02 03 04 05        4433
LIGAND PHARMACEUTICALS CO (CLA COM              53220K207       21     1600 SH       DEFINED    02 03 04           1600
LILLY (ELI) & CO               COM              532457108    14409   216683 SH       DEFINED 01 02 03 04 05      216683
LILLY INDUSTRIES, INC (CLASS A COM              532491107       52     3900 SH       DEFINED 01    03    05        3900
LIMITED, INC                   COM              532716107      605    13978 SH       DEFINED 01 02 03 04 05       13978
LINCARE HOLDINGS, INC          COM              532791100      250     7200 SH       DEFINED 01 02 03 04 05        7200
LINCOLN ELECTRIC HOLDINGS CO   COM              533900106      155     7500 SH       DEFINED 01 02 03 04 05        7500
LINCOLN NATIONAL CORP          COM              534187109      992    24800 SH       DEFINED 01 02    04 05       24800
LINDSAY MANUFACTURING CO       COM              535555106       16      900 SH       DEFINED 01 02 03               900
LINEAR TECHNOLOGY CO           COM              535678106     1402    19590 SH       DEFINED 01 02 03 04 05       19590
LINENS 'N THINGS, INC          COM              535679104      181     6100 SH       DEFINED 01 02 03 04 05        6100
LIPOSOME CO, INC               COM              536310105       88     7200 SH       DEFINED 01 02 03 04 05        7200
LITHIA MOTORS, INC (CLASS A)   COM              536797103       18     1000 SH       DEFINED 01 02    04           1000
LITTLEFUSE, INC                COM              537008104      257    10600 SH       DEFINED 01 02 03 04 05       10600
LITTON INDUSTRIES, INC         COM              538021106      130     2600 SH       DEFINED 01       04 05        2600
LIZ CLAIBORNE, INC             COM              539320101      184     4900 SH       DEFINED 01 02    04 05        4900
LO-JACK CORP                   COM              539451104        2      300 SH       DEFINED 01                     300
LOCAL FINANCIAL CORP           COM              539553107       23     2200 SH       DEFINED 01       04 05        2200
LOCKHEED MARTIN CORP           COM              539830109      717    32792 SH       DEFINED 01 02    04 05       32792
LODGIAN, INC                   COM              54021P106       24     4800 SH       DEFINED 01       04           4800
LOEWS CINEPLEX ENTMT CORP      COM              540423100       15     2600 SH       DEFINED 01    03              2600
LOEWS CORP                     COM              540424108      552     9100 SH       DEFINED 01 02    04 05        9100
LONE STAR STEAKHOUSE & SALOON, COM              542307103       44     4900 SH       DEFINED 01       04           4900
LONE STAR TECHNOLOGIES, INC    COM              542312103      106     3800 SH       DEFINED 01    03              3800
LONGS DRUG STORES CORP         COM              543162101       26     1000 SH       DEFINED 01 02    04           1000
LONGVIEW FIBRE CO              COM              543213102       24     1700 SH       DEFINED 01       04           1700
LOUIS DREYFUS NATURAL GAS CORP COM              546011107       62     3400 SH       DEFINED 01       04           3400
LOUISIANA PACIFIC CORP         COM              546347105      326    22900 SH       DEFINED 01 02    04 05       22900
LOWE'S COS, INC                COM              548661107     5457    91328 SH       DEFINED 01 02 03 04 05       91328
LUBRIZOL CORP                  COM              549271104      182     5900 SH       DEFINED 01       04 05        5900
LUBY'S, INC                    COM              549282101       44     3900 SH       DEFINED 01                    3900
LUCENT TECHNOLOGIES, INC       COM              549463107    55441   741066 SH       DEFINED 01 02 03 04 05      741066
LUFKIN INDUSTRIES, INC         COM              549764108        9      600 SH       DEFINED 01                     600
LYCOS, INC                     COM              550818108      812    10200 SH       DEFINED 01 02 03 04 05       10200
LYDALL, INC                    COM              550819106       23     3500 SH       DEFINED 01       04 05        3500
LYONDELL CHEMICAL CO           COM              552078107        1      100 SH       DEFINED          04            100
M & T BANK CORP                COM              55261F104      327      790 SH       DEFINED 01          05         790
MAF BANCORP, INC               COM              55261R108        2       75 SH       DEFINED 01                      75
MBIA, INC                      COM              55262C100      356     6741 SH       DEFINED 01 02    04 05        6741
MBNA CORP                      COM              55262L100     3450   126605 SH       DEFINED 01 02 03 04 05      126605
MCN ENERGY GROUP, INC          COM              55267J100      209     8800 SH       DEFINED 01       04 05        8800
MDC HOLDINGS, INC              COM              552676108        2      100 SH       DEFINED          04            100
MCI WORLDCOM, INC              COM              55268B106    33510   631519 SH       DEFINED 01 02 03 04 05      631519
MDU RESOURCES GROUP, INC       COM              552690109      120     6000 SH       DEFINED 01    03              6000
MEMC ELECTRONIC MATERIALS, INC COM              552715104       39     3200 SH       DEFINED 01       04 05        3200
MGC COMMUNICATIONS, INC        COM              552763302       36      700 SH       DEFINED 01 02 03               700
MGIC INVESTMENT CORP           COM              552848103     1294    21500 SH       DEFINED 01 02    04 05       21500
MGM GRAND, INC                 COM              552953101       62     1227 SH       DEFINED 01 02    04 05        1227
MKS INSTRUMENTS INC            COM              55306N104       14      400 SH       DEFINED    02       05         400
MMC NETWORKS, INC              COM              55308N102      155     4500 SH       DEFINED 01 02 03 04 05        4500
MMI COS, INC                   COM              553087107       25     2900 SH       DEFINED 01       04           2900
MRV COMMUNICATIONS, INC        COM              553477100        6      100 SH       DEFINED          04            100
MSC INDUSTRIAL DIRECT CO (CLAS COM              553530106       36     2700 SH       DEFINED 01 02 03 04           2700
M.S. CARRIERS, INC             COM              553533100       50     2100 SH       DEFINED 01 02    04 05        2100
MTS SYSTEMS CORP               COM              553777103        1      100 SH       DEFINED          04            100
MTI TECHNOLOGY CORP            COM              553903105      229     6200 SH       DEFINED 01 02 03 04           6200
MACDERMID, INC                 COM              554273102       94     2300 SH       DEFINED 01 02 03              2300
MACERICH CO (THE)              COM              554382101        4      200 SH       DEFINED          04 05         200
MACK-CALI REALTY CORP          COM              554489104      128     4900 SH       DEFINED 01       04 05        4900
MACROCHEM CORP (DELAWARE)      COM              555903103       10     2500 SH       DEFINED 01    03              2500
MACROVISION CORP               COM              555904101      163     2200 SH       DEFINED 01 02 03              2200
MACROMEDIA, INC                COM              556100105      475     6500 SH       DEFINED 01 02 03 04 05        6500
MAGELLAN HEALTH SERVICES, INC  COM              559079108        8     1200 SH       DEFINED 01                    1200
MAGNETEK, INC                  COM              559424106        2      200 SH       DEFINED          04            200
MAIL-WELL, INC                 COM              560321200       95     7000 SH       DEFINED 01 02 03 04 05        7000
MAKER COMMUNICATIONS, INC      COM              560875106       13      300 SH       DEFINED 01                     300
MALLINCKRODT, INC              COM              561232109      490    15400 SH       DEFINED 01 02    04 05       15400
MANDALAY RESORT GROUP          COM              562567107       60     3000 SH       DEFINED 01       04 05        3000
MANHATTAN ASSOCIATES, INC      COM              562750109        1      100 SH       DEFINED          04            100
MANITOWOC, INC                 COM              563571108      110     3225 SH       DEFINED 01 02 03              3225
MANOR CARE, INC                COM              564055101       74     4600 SH       DEFINED 01 02 03 04           4600
MANPOWER, INC                  COM              56418H100      297     7900 SH       DEFINED 01 02    04 05        7900
MANUFACTURED HOME COMMUNITIES, COM              564682102        2      100 SH       DEFINED          04            100
MAPICS, INC                    COM              564910107       21     1700 SH       DEFINED 01 02 03 04 05        1700
MANULIFE FINANCIAL CORP-W/I    COM              56501R106     1604   126000 SH       DEFINED    02    04         126000
MANUGISTICS GROUP, INC         COM              565011103      100     3100 SH       DEFINED 01 02 03              3100
MAPQUEST.COM, INC              COM              565644101        7      300 SH       DEFINED 01    03               300
MARCUS CORP                    COM              566330106        1      100 SH       DEFINED          04            100
MARIMBA, INC                   COM              56781Q109       23      500 SH       DEFINED 01 02 03               500
MARINE TRANSPORT CORP          COM              567912100        2      950 SH       DEFINED 01                     950
MARINE DRILLING CO, INC        COM              568240204       67     3000 SH       DEFINED 01       04 05        3000
MARK IV INDUSTRIES, INC        COM              570387100       48     2700 SH       DEFINED 01       04 05        2700
MARKETING SERVICES GROUP       COM              570907105       32     1900 SH       DEFINED 01 02 03              1900
MARSH & MCLENNAN COS, INC      COM              571748102     2569    26850 SH       DEFINED 01 02    04 05       26850
MARSHALL & ILSLEY CORP         COM              571834100      462     7359 SH       DEFINED 01       04 05        7359
MARRIOTT INTERNATIONAL (CLASS  COM              571903202      871    27600 SH       DEFINED 01 02 03 04 05       27600
MARTIN MARIETTA MATERIALS, INC COM              573284106      205     5000 SH       DEFINED 01       04 05        5000
MARVEL ENTERPRISES             COM              57383M108        4      700 SH       DEFINED          04 05         700
MASCO CORP                     COM              574599106      939    37000 SH       DEFINED 01 02    04 05       37000
MASCOTECH, INC                 COM              574670105       75     5900 SH       DEFINED 01 02 03 04 05        5900
MASTECH CORP                   COM              57632N105      153     6200 SH       DEFINED 01 02 03 04 05        6200
MASTEC, INC                    COM              576323109      147     3300 SH       DEFINED 01 02 03 04 05        3300
MATRIA HEALTHCARE, INC         COM              576817100       21     5000 SH       DEFINED 01       04 05        5000
MATRIX PHARMACEUTICALS, INC    COM              576844104        0      100 SH       DEFINED 01                     100
MATTEL, INC                    COM              577081102      672    51169 SH       DEFINED 01 02 03 04 05       51169
MATTHEWS INTERNATIONAL CORP (C COM              577128101       33     1200 SH       DEFINED 01 02 03              1200
MAXIM INTEGRATED PRODUCTS      COM              57772K101     1628    34500 SH       DEFINED 01 02 03 04 05       34500
MAXTOR CORP                    COM              577729205       46     6400 SH       DEFINED 01 02 03 04 05        6400
MAXWELL TECHNOLOGIES, INC      COM              577767106        7      700 SH       DEFINED    02    04            700
MAY DEPARTMENT STORES CO       COM              577778103     1085    33650 SH       DEFINED 01 02    04 05       33650
MAXICARE HEALTH PLANS, INC     COM              577904204        5     1600 SH       DEFINED 01                    1600
MAXXAM, INC                    COM              577913106       30      700 SH       DEFINED 01          05         700
MAVERICK TUBE CORP             COM              577914104       32     1300 SH       DEFINED 01                    1300
MAXIMUS, INC                   COM              577933104       58     1700 SH       DEFINED 01 02 03              1700
MAYTAG CO                      COM              578592107      638    13300 SH       DEFINED 01 02 03 04 05       13300
MCCLATCHY CO (CLASS A)         COM              579489105       61     1400 SH       DEFINED 01       04           1400
MCCORMICK & CO, INC (NON-VOTE) COM              579780206      176     5900 SH       DEFINED 01       04 05        5900
MCDERMOTT INTERNATIONAL, INC   COM              580037109        5      600 SH       DEFINED    02    04            600
MCDONALD'S CORP                COM              580135101     7378   183028 SH       DEFINED 01 02 03 04 05      183028
MCGRATH RENTCORP               COM              580589109       16      900 SH       DEFINED 01    03 04            900
MCGRAW HILL COS, INC           COM              580645109     1300    21100 SH       DEFINED 01 02 03 04 05       21100
MCKESSON HBOC, INC             COM              58155Q103      810    35881 SH       DEFINED 01 02 03 04 05       35881
MCLEODUSA, INC (CLASS A)       COM              582266102      601    10200 SH       DEFINED 01 02 03 04 05       10200
MCMORAN EXPLORATION CO         COM              582411104       29     1363 SH       DEFINED 01       04           1363
MEAD CORP                      COM              582834107      417     9600 SH       DEFINED 01 02    04 05        9600
MECHANICAL TECHNOLOGY, INC     COM              583538103        7      300 SH       DEFINED    02                  300
MEDCO RESEARCH, INC            COM              584059109       54     1800 SH       DEFINED 01 02 03 04 05        1800
MEDIA ONE GROUP, INC           COM              58440J104     5177    67400 SH       DEFINED 01 02 03 04 05       67400
MEDIA METRIX, INC              COM              58440X103       18      500 SH       DEFINED 01                     500
MEDIA GENERAL, INC (CLASS A)   COM              584404107      201     3856 SH       DEFINED 01 02    04 05        3856
MEDICAL ASSURANCE, INC         COM              58449U100        2      100 SH       DEFINED          04            100
MEDICAL MANAGER CORP           COM              58461U103      331     3925 SH       DEFINED 01 02 03    05        3925
MEDICONSULT.COM, INC           COM              58469J100        3      500 SH       DEFINED    02 03               500
MEDICIS PHARMACEUTICAL CORP (C COM              584690309      140     3300 SH       DEFINED 01 02 03 04 05        3300
MEDIMMUNE, INC                 COM              584699102     1179     7105 SH       DEFINED 01 02 03 04 05        7105
MEDQUIST, INC                  COM              584949101      178     6900 SH       DEFINED 01 02 03 04 05        6900
MEDITRUST CORP PAIRED          COM              58501T306       29     5199 SH       DEFINED 01 02 03 04           5199
MEDTRONIC, INC                 COM              585055106     9141   250878 SH       DEFINED 01 02 03 04 05      250878
MELLON FINANCIAL CORP          COM              58551A108     2808    82449 SH       DEFINED 01 02    04 05       82449
MEMBERWORKS, INC               COM              586002107       53     1600 SH       DEFINED 01 02 03              1600
MEN'S WEARHOUSE, INC           COM              587118100       87     2950 SH       DEFINED 01 02 03 04 05        2950
MENTOR CORP                    COM              587188103       31     1200 SH       DEFINED 01 02 03 04 05        1200
MENTOR GRAPHICS CORP           COM              587200106      178    13500 SH       DEFINED 01 02 03 04 05       13500
MERANT PLC ADR                 ADR              587336108        3       90 SH       DEFINED 01 02                   90
MERCANTILE BANKSHARES CORP     COM              587405101       88     2755 SH       DEFINED 01       04 05        2755
MERCHANTS NEW YORK BANCORP, IN COM              589167105       12      700 SH       DEFINED 01    03               700
MERCK & CO, INC                COM              589331107    35533   529842 SH       DEFINED 01 02 03 04 05      529842
MERCURY COMPUTER SYSTEMS, INC  COM              589378108       28      800 SH       DEFINED    02 03               800
MERCURY GENERAL CORP           COM              589400100       22     1000 SH       DEFINED 01       04           1000
MERCURY INTERACTIVE CORP       COM              589405109      626     5800 SH       DEFINED 01 02 03 04 05        5800
MEREDITH CORP                  COM              589433101      409     9800 SH       DEFINED 01 02 03 04 05        9800
MERIDIAN RESOURCE CORP         COM              58977Q109        7     2200 SH       DEFINED 01    03 04 05        2200
MERISTAR HOSPITALITY CORP      COM              58984Y103       67     4200 SH       DEFINED 01       04 05        4200
MERISEL, INC                   COM              589849108       20    15000 SH       DEFINED 01       04 05       15000
MERITOR AUTOMOTIVE, INC        COM              59000G100      236    12166 SH       DEFINED 01 02 03 04 05       12166
MERRILL LYNCH & CO, INC        COM              590188108     3023    36200 SH       DEFINED 01 02    04 05       36200
MERRY LAND PROPERTIES, INC     COM              590441101        1      285 SH       DEFINED 01                     285
MESA AIR GROUP, INC            COM              590479101        2      400 SH       DEFINED 01                     400
MESABA HOLDINGS, INC           COM              59066B102       10      900 SH       DEFINED 01    03 04 05         900
MESSAGEMEDIA, INC              COM              590787107       39     2800 SH       DEFINED 01 02 03 04 05        2800
META GROUP, INC                COM              591002100        4      200 SH       DEFINED 01                     200
METAL MANAGEMENT, INC          COM              591097100        4     1000 SH       DEFINED 01                    1000
METALS U.S.A., INC             COM              591324108       18     2100 SH       DEFINED 01       04           2100
METAMOR WORLDWIDE, INC         COM              59133P100       58     2000 SH       DEFINED    02 03 04           2000
METHODE ELECTRONICS, INC (CLAS COM              591520200      138     4300 SH       DEFINED 01 02 03 04 05        4300
METRICOM, INC                  COM              591596101      189     2400 SH       DEFINED 01 02 03    05        2400
METRIS COS, INC                COM              591598107      497    13938 SH       DEFINED 01 02 03 04 05       13938
METRO-GOLDWYN-MAYER, INC       COM              591610100      139     5910 SH       DEFINED 01          05        5910
METRO INFORMATION SERVICES, IN COM              59162P104       26     1100 SH       DEFINED 01    03              1100
METROMEDIA FIBER NETWORK (CLAS COM              591689104      642    13401 SH       DEFINED 01 02 03 04 05       13401
METROMEDIA INTERNATIONAL GROUP COM              591695101       52    11000 SH       DEFINED 01       04 05       11000
METTLER-TOLEDO INTERNATIONAL,  COM              592688105      286     7500 SH       DEFINED 01 02 03 04 05        7500
MIAMI COMPUTER SUPPLY CORP     COM              593261100        7      200 SH       DEFINED       03    05         200
MICHAEL FOODS, INC             COM              594079105        2      100 SH       DEFINED       03               100
MICHAELS STORES, INC           COM              594087108      194     6800 SH       DEFINED 01 02 03 04 05        6800
MICREL, INC                    COM              594793101      188     3300 SH       DEFINED 01 02 03 04 05        3300
MICROS SYSTEMS, INC            COM              594901100      259     3500 SH       DEFINED 01 02 03 04 05        3500
MICROSOFT CORP                 COM              594918104   113630   973272 SH       DEFINED 01 02 03 04 05      973272
MICROAGE, INC                  COM              594928103        3      800 SH       DEFINED 01                     800
MICROSTRATEGY, INC             COM              594972101     1155     5500 SH       DEFINED 01 02 03 04 05        5500
MICRO WAREHOUSE, INC           COM              59501B105       35     1900 SH       DEFINED 01 02    04           1900
MICROCHIP TECHNOLOGY, INC      COM              595017104      577     8425 SH       DEFINED 01 02 03 04 05        8425
MICROMUSE, INC                 COM              595094103      340     2000 SH       DEFINED 01 02 03    05        2000
MICRON ELECTRONICS, INC        COM              595100108       17     1500 SH       DEFINED 01 02 03 04           1500
MICRON TECHNOLOGY, INC         COM              595112103     2068    26600 SH       DEFINED 01 02 03 04 05       26600
MID-AMERICA APARTMENT COMMUNIT COM              59522J103        2      100 SH       DEFINED          04            100
MID ATLANTIC MEDICAL SERVICES, COM              59523C107       11     1300 SH       DEFINED    02 03 04           1300
MIDAMERICAN ENERGY HOLDINGS CO COM              59562V107       94     2800 SH       DEFINED 01          05        2800
MIDAS, INC                     COM              595626102       37     1699 SH       DEFINED 01 02 03              1699
MIDLAND CO                     COM              597486109        2      100 SH       DEFINED          04            100
MIDWEST EXPRESS HOLDINGS, INC  COM              597911106       22      700 SH       DEFINED    02 03               700
MIDWAY GAMES, INC              COM              598148104       26     1100 SH       DEFINED    02 03 04 05        1100
MIDWEST BANC HOLDING, INC      COM              598251106       14     1000 SH       DEFINED 01                    1000
MIKASA, INC                    COM              59862T109        1      100 SH       DEFINED          04            100
MILACRON, INC                  COM              598709103       29     1900 SH       DEFINED 01 02    04           1900
MILLENNIUM PHARMACEUTICALS, IN COM              599902103      647     5300 SH       DEFINED 01 02 03 04 05        5300
MILLENNIUM CHEMICAL, INC       COM              599903101       10      500 SH       DEFINED          04 05         500
MILLER (HERMAN), INC           COM              600544100      265    11500 SH       DEFINED 01 02 03 04 05       11500
MILLER INDUSTRIES, INC         COM              600551105        1      300 SH       DEFINED          04            300
MILLIPORE CORP                 COM              601073109      236     6100 SH       DEFINED 01 02 03 04 05        6100
MILLS CORP                     COM              601148109        6      315 SH       DEFINED 01    03               315
MINDSPRING ENTERPRISES, INC    COM              602683104      100     3800 SH       DEFINED 01 02 03 04 05        3800
MINE SAFETY APPLIANCE CO       COM              602720104       13      200 SH       DEFINED 01                     200
MINERALS TECHNOLOGIES, INC     COM              603158106       64     1600 SH       DEFINED 01                    1600
MINIMED, INC                   COM              60365K108       88     1200 SH       DEFINED 01 02 03    05        1200
MINNESOTA MINING & MANUFACTURI COM              604059105     4923    50300 SH       DEFINED 01 02    04 05       50300
MINNESOTA POWER, INC           COM              604110106        3      200 SH       DEFINED          04            200
MIPS TECHNOLOGIES, INC         COM              604567107       36      700 SH       DEFINED    02 03               700
MIRAGE RESORTS, INC            COM              60462E104      159    10400 SH       DEFINED 01 02 03 04 05       10400
MISSISSIPPI CHEMICAL CORP      COM              605288208        2      300 SH       DEFINED 01       04            300
MITCHELL ENERGY & DEV CORP (CL COM              606592202       35     1600 SH       DEFINED 01       04           1600
MODEM MEDIA POPPE TYSON, INC   COM              607533106       35      500 SH       DEFINED 01                     500
MODINE MANUFACTURING CO        COM              607828100       15      600 SH       DEFINED    02    04            600
MODIS PROFESSIONAL SERVICES    COM              607830106      175    12283 SH       DEFINED 01 02 03 04 05       12283
MOHAWK INDUSTRIES, INC         COM              608190104      119     4500 SH       DEFINED 01       04 05        4500
MOLECULAR DEVICES CORP         COM              60851C107       36      700 SH       DEFINED    02 03 04            700
MOLEX, INC                     COM              608554101      405     7137 SH       DEFINED 01 02 03 04 05        7137
MOMENTUM BUSINESS APPLICATIONS COM              60877P108        0       36 SH       DEFINED 01 02 03                36
MONACO COACH CORP              COM              60886R103      111     4350 SH       DEFINED 01 02 03              4350
ROBERT MONDAVI CORP (CLASS A)  COM              609200100       56     1600 SH       DEFINED 01          05        1600
MONSANTO CO                    COM              611662107     3527    99000 SH       DEFINED 01 02 03 04 05       99000
MONTANA POWER CO               COM              612085100       43     1200 SH       DEFINED 01       04           1200
MONY GROUP, INC                COM              615337102       15      500 SH       DEFINED 01       04 05         500
MOOG, INC (CLASS A)            COM              615394202       22      800 SH       DEFINED 01                     800
MORGAN (J.P.) & CO, INC        COM              616880100     2393    18900 SH       DEFINED 01 02    04 05       18900
MORGAN KEEGAN, INC             COM              617410105        2      100 SH       DEFINED       03               100
MORGAN STANLEY, DEAN WITTER, & COM              617446448    10764    75404 SH       DEFINED 01 02    04 05       75404
MORRSION KNUDSEN CORP          COM              61844A109        1      100 SH       DEFINED          04            100
MORRISON MANAGEMENT SPECIALIST COM              618459101       25     1166 SH       DEFINED 01 02 03              1166
MOTOROLA, INC                  COM              620076109    11294    76700 SH       DEFINED 01 02 03 04 05       76700
MOVADO GROUP, INC              COM              624580106       44     2000 SH       DEFINED 01 02 03              2000
HEARME, INC                    COM              62473C101       35     1300 SH       DEFINED 01 02 03    05        1300
MUELLER INDUSTRIES, INC        COM              624756102      160     4400 SH       DEFINED 01       04 05        4400
MULTEX.COM, INC                COM              625367107        8      200 SH       DEFINED    02 03               200
MURPHY OIL CORP                COM              626717102      264     4600 SH       DEFINED 01       04 05        4600
MUSICLAND STORES CORP          COM              62758B109       56     6600 SH       DEFINED 01 02 03 04 05        6600
MYERS INDUSTRIES, INC          COM              628464109       52     3270 SH       DEFINED 01          05        3270
MYLAN LABORATORIES, INC        COM              628530107      360    14300 SH       DEFINED 01 02 03 04 05       14300
NABI, INC                      COM              628716102        4      800 SH       DEFINED 01                     800
NBC INTERNET, INC              COM              62873D105       93     1200 SH       DEFINED 01 02 03    05        1200
NBT BANCORP, INC               COM              628778102        3      210 SH       DEFINED             05         210
NBTY, INC                      COM              628782104       25     2200 SH       DEFINED 01       04 05        2200
NCH CORP                       COM              628850109        9      200 SH       DEFINED 01                     200
NCI BUILDING SYSTEMS, INC      COM              628852105       17      900 SH       DEFINED 01 02    04            900
NCO GROUP, INC                 COM              628858102      172     5700 SH       DEFINED 01 02 03 04 05        5700
NCS HEALTHCARE, INC (CLASS A)  COM              628874109        3     1300 SH       DEFINED    02 03 04           1300
NFO WORLDWIDE, INC             COM              62910N108       94     4200 SH       DEFINED 01 02 03 04           4200
NL INDUSTRIES, INC             COM              629156407        3      200 SH       DEFINED          04            200
NPC INTERNATIONAL, INC         COM              629360306        6      800 SH       DEFINED    02 03 04            800
NTL, INC                       COM              629407107     1843    14775 SH       DEFINED 01 02 03 04 05       14775
NUI CORP                       COM              629430109       58     2200 SH       DEFINED 01                    2200
NVR, INC                       COM              62944T105       57     1200 SH       DEFINED 01 02 03    05        1200
NABISCO GROUP HOLDINGS         COM              62952P102      494    46501 SH       DEFINED 01 02    04 05       46501
NABISCO HOLDINGS CORP (CLASS A COM              629526104       38     1200 SH       DEFINED 01       04           1200
NABORS INDUSTRIES, INC         COM              629568106      226     7300 SH       DEFINED 01    03 04 05        7300
NACCO INDUSTRIES, INC (CLASS A COM              629579103      117     2100 SH       DEFINED 01 02                 2100
NATIONAL BANCORP OF ALASKA, IN COM              632587101       65     2300 SH       DEFINED 01    03              2300
NATIONAL CITY CORP             COM              635405103     1798    75919 SH       DEFINED 01 02    04 05       75919
NATIONAL COMMERCE BANCORP      COM              635449101       70     3100 SH       DEFINED 01 02 03 04           3100
NATIONAL COMPUTER SYSTEMS, INC COM              635519101      162     4300 SH       DEFINED 01 02 03 04 05        4300
NATIONAL DATA CORP             COM              635621105      176     5200 SH       DEFINED 01 02 03 04 05        5200
NATIONAL DISCOUNT BROKERS GROU COM              635646102        5      200 SH       DEFINED    02 03               200
NATIONAL EQUIPMENT SERVICES, I COM              635847106        3      500 SH       DEFINED       03 04 05         500
NATIONAL HEALTHCARE CORP       COM              635906100        6     1100 SH       DEFINED 01                    1100
NATIONAL FUEL GAS CO           COM              636180101      344     7400 SH       DEFINED 01       04 05        7400
NATIONAL GOLF PROPERTIES, INC  COM              63623G109       12      600 SH       DEFINED    02 03               600
NATIONAL HEALTH INVESTORS, INC COM              63633D104       54     3600 SH       DEFINED 01                    3600
NATIONAL INSTRUMENTS CORP      COM              636518102      150     3925 SH       DEFINED 01 02 03 04           3925
NATIONAL-OILWELL, INC          COM              637071101        2      100 SH       DEFINED          04            100
NATIONAL PENN BANCSHARES, INC  COM              637138108        5      210 SH       DEFINED    02                  210
NATIONAL PROCESSING, INC       COM              637229105       12     1400 SH       DEFINED 01          05        1400
NATIONAL R.V. HOLDINGS, INC    COM              637277104       33     1700 SH       DEFINED 01       04           1700
NATIONAL SEMICONDUCTOR CORP    COM              637640103      749    17500 SH       DEFINED 01 02    04 05       17500
NATIONAL SERVICE INDUSTRIES, I COM              637657107      230     7800 SH       DEFINED 01 02    04 05        7800
NATIONAL STEEL CORP (CLASS B)  COM              637844309        4      600 SH       DEFINED 01                     600
NATIONAL WESTERN LIFE INSURANC COM              638522102        7      100 SH       DEFINED 01                     100
NATIONSRENT, INC               COM              638588103        3      500 SH       DEFINED       03 04            500
NATIONWIDE FINANCIAL SVCS, INC COM              638612101      154     5500 SH       DEFINED 01       04 05        5500
NATIONWIDE HEALTH PROPERTIES,  COM              638620104        1      100 SH       DEFINED          04            100
NATURE'S SUNSHINE PRODUCTS, IN COM              639027101       23     2900 SH       DEFINED 01 02                 2900
NAUTICA ENTERPRISES, INC       COM              639089101       40     3500 SH       DEFINED 01 02    04           3500
NAVARRE CORP                   COM              639208107        2      300 SH       DEFINED    02 03               300
NAVISTAR INTERNATIONAL CORP    COM              63934E108      360     7600 SH       DEFINED 01 02    04 05        7600
NAVIGANT CONSULTING CO         COM              63935N107       59     5400 SH       DEFINED 01 02 03 04 05        5400
NAVIGANT INTERNATIONAL, INC    COM              63935R108        0       25 SH       DEFINED 01 02                   25
NEFF CORP                      COM              640094108       15     2300 SH       DEFINED 01    03              2300
NEIMAN MARCUS GROUP, INC (CLAS COM              640204202      134     4800 SH       DEFINED 01 02 03    05        4800
NEIMAN MARCUS GROUP, INC (CLAS COM              640204301       40     1475 SH       DEFINED 01 02    04           1475
NEOMAGIC CORP                  COM              640497103       32     2900 SH       DEFINED 01 02 03 04           2900
NEON SYSTEMS, INC              COM              640509105       12      300 SH       DEFINED    02    04            300
NETWORK EVENT THEATER, INC     COM              640924106       21      700 SH       DEFINED    02 03 04 05         700
NETBANK, INC                   COM              640933107       28     1500 SH       DEFINED    02 03 04           1500
NETWORKS ASSOCIATES, INC       COM              640938106      368    13799 SH       DEFINED 01 02 03 04 05       13799
NET PERCEPTIONS, INC           COM              64107U101       13      300 SH       DEFINED    02 03 04            300
NETOPIA, INC                   COM              64114K104       43      800 SH       DEFINED 01 02                  800
NETOBJECTS, INC                COM              64114L102       20     1200 SH       DEFINED    02 03 04           1200
NETWORK APPLIANCE, INC         COM              64120L104     1670    20100 SH       DEFINED 01 02 03 04 05       20100
NETWORK SOLUTIONS, INC         COM              64121Q102      479     2200 SH       DEFINED 01 02 03    05        2200
NETWORK PERIPHERALS, INC       COM              64121R100      123     2600 SH       DEFINED 01 02 03 04           2600
NETWORK PLUS CORP              COM              64122D506        4      210 SH       DEFINED          04            210
NEUROGEN CORP                  COM              64124E106       33     2000 SH       DEFINED 01                    2000
NEW CENTURY ENERGIES, INC      COM              64352U103      534    17585 SH       DEFINED 01 02    04 05       17585
NEW ENGLAND BUSINESS SERVICES, COM              643872104       29     1200 SH       DEFINED    02 03              1200
NEW ENGLAND ELECTRIC SYSTEMS C COM              644001109        5      100 SH       DEFINED          04            100
NEW ERA OF NETWORKS, INC       COM              644312100      157     3300 SH       DEFINED 01 02 03 04           3300
NEW JERSEY RESOURCES CORP      COM              646025106       16      400 SH       DEFINED 01                     400
NEW PLAN EXCEL REALTY TRUST    COM              648053106       29     1828 SH       DEFINED 01       04 05        1828
NEW YORK TIMES CO (CLASS A)    COM              650111107      693    14100 SH       DEFINED 01 02    04 05       14100
NEWBRIDGE NETWORKS CORP        COM              650901101       71     3160 SH       DEFINED          04           3160
NEWELL RUBBERMAID, INC         COM              651229106     4914   169460 SH       DEFINED 01 02 03 04 05      169460
NEWFIELD EXPLORATION CO        COM              651290108       64     2400 SH       DEFINED 01    03              2400
NEWMONT MINING CORP            COM              651639106      321    13100 SH       DEFINED 01 02    04 05       13100
NEWPARK RESOURCES, INC         COM              651718504       25     4000 SH       DEFINED 01 02 03 04           4000
NEWPORT NEWS SHIPBUILDING, INC COM              652228107        6      200 SH       DEFINED       03               200
NEWS CORP LTD PFD ADR          ADR              652487802        3       82 SH       DEFINED 01                      82
NEXTERA ENTERPRISES, INC       COM              65332E101        1      100 SH       DEFINED    02                  100
NEXTCARD, INC                  COM              65332K107      107     3700 SH       DEFINED 01 02    04 05        3700
NEXTEL COMMUNICATIONS, INC (CL COM              65332V103     3444    33400 SH       DEFINED 01 02 03 04 05       33400
NEXTLINK COMMUNICATIONS, INC   COM              65333H707     1072    12900 SH       DEFINED 01 02 03 04 05       12900
NEXT LEVEL COMMUNICATIONS, INC COM              65333U104      194     2595 SH       DEFINED    02 03 04           2595
NIAGARA MOHAWK HOLDINGS, INC   COM              653520106      200    14354 SH       DEFINED 01 02    04 05       14354
NICOR, INC                     COM              654086107      328    10100 SH       DEFINED 01 02    04 05       10100
NIKE, INC (CLASS B)            COM              654106103     3609    72822 SH       DEFINED 01 02 03 04 05       72822
99 CENTS ONLY STORES           COM              65440K106       24      625 SH       DEFINED    02 03               625
NISOURCE, INC                  COM              65473P105       75     4200 SH       DEFINED 01       04 05        4200
NOBLE AFFILIATES, INC          COM              654894104       99     4600 SH       DEFINED 01    03 04 05        4600
NOKIA OYJ ADR                  ADR              654902204     8366    44034 SH       DEFINED    02 03 04          44034
NOBLE DRILLING CORP            COM              655042109      400    12200 SH       DEFINED 01 02 03 04 05       12200
NORDSON CORP                   COM              655663102       19      400 SH       DEFINED       03 04            400
NORDSTROM, INC                 COM              655664100      162     6200 SH       DEFINED 01 02 03 04 05        6200
NORFOLK SOUTHERN CORP          COM              655844108      603    29400 SH       DEFINED 01 02    04 05       29400
NORTEK, INC                    COM              656559101        8      300 SH       DEFINED 01                     300
NORTEL NETWORKS CORP (U.S.)    COM              656569100     3695    36580 SH       DEFINED    02    04          36580
NORTH FORK BANCORP, INC        COM              659424105      276    15748 SH       DEFINED 01       04 05       15748
NORTH PITTSBURGH SYSTEMS, INC  COM              661562108       27     1800 SH       DEFINED 01       04 05        1800
NORTHEAST OPTIC NETWORK, INC   COM              664334109       75     1200 SH       DEFINED 01 02                 1200
NORTHEAST UTILITIES CO         COM              664397106       74     3600 SH       DEFINED 01       04 05        3600
NORTHERN STATES POWER CO       COM              665772109      495    25400 SH       DEFINED 01 02    04 05       25400
NORTHERN TRUST CORP            COM              665859104      885    16700 SH       DEFINED 01 02 03 04 05       16700
NORTHPOINT COMMUNICATIONS HL   COM              666610100       17      700 SH       DEFINED 01 02 03               700
NORTHROP GRUMMAN CORP          COM              666807102      523     9677 SH       DEFINED 01 02    04 05        9677
NORTHWEST AIRLINES CORP (CLASS COM              667280101       47     2100 SH       DEFINED 01       04           2100
NORTHWEST BANCORP, INC         COM              667328108        1      200 SH       DEFINED             05         200
NORTHWEST NATURAL GAS CO       COM              667655104        5      250 SH       DEFINED 01       04            250
NORTHWESTERN CORP              COM              668074107       64     2900 SH       DEFINED 01                    2900
NOVA CORP (GEORGIA)            COM              669784100      303     9600 SH       DEFINED 01 02 03 04 05        9600
NOVELL, INC                    COM              670006105     1977    49500 SH       DEFINED 01 02 03 04 05       49500
NOVELLUS SYSTEMS, INC          COM              670008101     5894    48100 SH       DEFINED 01 02 03 04 05       48100
NOVOSTE CORP                   COM              67010C100       43     2600 SH       DEFINED 01 02 03 04 05        2600
NU SKIN ENTERPRISES, INC (CLAS COM              67018T105       73     8000 SH       DEFINED 01 02 03 04 05        8000
NSTAR                          COM              67019E107       80     1972 SH       DEFINED 01       04           1972
NUCOR CORP                     COM              670346105      548    10000 SH       DEFINED 01 02    04 05       10000
NUEVO ENERGY CO                COM              670509108       56     3000 SH       DEFINED 01       04 05        3000
NVIDIA CORP                    COM              67066G104      164     3500 SH       DEFINED 01 02 03 04           3500
O'CHARLEY'S, INC               COM              670823103       20     1500 SH       DEFINED 01       04           1500
OGE ENERGY CORP                COM              670837103      312    16400 SH       DEFINED 01       04 05       16400
OAK INDUSTRIES, INC            COM              671400505      170     1600 SH       DEFINED 01 02 03    05        1600
OAKLEY, INC                    COM              673662102        4      700 SH       DEFINED    02 03               700
OAKWOOD HOMES CORP             COM              674098108        0      100 SH       DEFINED          04            100
OBJECTIVE SYSTEMS INTEGRATORS, COM              674424106       11     1600 SH       DEFINED 01                    1600
OCCIDENTAL PETROLEUM CORP      COM              674599105      727    33600 SH       DEFINED 01 02    04 05       33600
OCEAN ENERGY, INC (NEW)        COM              67481E106       80    10300 SH       DEFINED 01       04 05       10300
OCEANEERING INTERNATIONAL, INC COM              675232102       37     2500 SH       DEFINED 01    03 04 05        2500
OCEANFIRST FINANCIAL CORP      COM              675234108       36     2100 SH       DEFINED 01                    2100
OCTEL CORP                     COM              675727101        6      550 SH       DEFINED 01 02    04            550
OCULAR SCIENCES, INC           COM              675744106       40     2100 SH       DEFINED 01 02 03              2100
OCWEN FINANCIAL CORP           COM              675746101        1      142 SH       DEFINED          04            142
OFFICEMAX, INC                 COM              67622M108       24     4450 SH       DEFINED 01    03 04           4450
OFFICE DEPOT, INC              COM              676220106      570    52150 SH       DEFINED 01 02 03 04 05       52150
OFFSHORE LOGISTICS, INC        COM              676255102       38     4100 SH       DEFINED 01       04 05        4100
OGDEN CORP                     COM              676346109       45     3800 SH       DEFINED 01    03 04           3800
OLD KENT FINANCIAL CORP        COM              679833103      204     5765 SH       DEFINED 01       04 05        5765
OLD NATIONAL BANCORP           COM              680033107       75     2318 SH       DEFINED 01 02    04           2318
OLD REPUBLIC INTERNATIONAL COR COM              680223104      169    12400 SH       DEFINED 01       04 05       12400
OLSTEN CORP                    COM              681385100       94     8300 SH       DEFINED 01       04 05        8300
OMNICARE, INC                  COM              681904108      102     8500 SH       DEFINED 01 02 03 04           8500
OMNICOM GROUP, INC             COM              681919106     7230    72304 SH       DEFINED 01 02 03 04 05       72304
OMEGA HEALTHCARE INVESTORS, IN COM              681936100        1      100 SH       DEFINED          04            100
OMEGA FINANCIAL CORP           COM              682092101        3      100 SH       DEFINED    02                  100
OMEGA WORLDWIDE, INC           COM              68210B108        0       25 SH       DEFINED 01                      25
OMEGA RESEARCH, INC            COM              68211E101        7     1100 SH       DEFINED    02 03 04           1100
OMNIPOINT CORP                 COM              68212D102     2474    20513 SH       DEFINED 01 02 03 04 05       20513
OMNOVA SOLUTIONS, INC          COM              682129101       34     4400 SH       DEFINED 01    03    05        4400
ON ASSIGNMENT, INC             COM              682159108       33     1100 SH       DEFINED 01 02 03              1100
ON COMMAND CORP                COM              682160106       33     1800 SH       DEFINED 01                    1800
ONE VALLEY BANCORP, INC        COM              682419106       15      493 SH       DEFINED 01       04 05         493
ONEIDA LTD                     COM              682505102       52     2400 SH       DEFINED 01                    2400
ONEMAIN.COM, INC               COM              68267P109       42     2800 SH       DEFINED 01 02 03 04 05        2800
ONEOK, INC                     COM              682680103       70     2780 SH       DEFINED 01 02       05        2780
ONHEALTH NETWORK CO            COM              68272W107       12     1300 SH       DEFINED    02                 1300
ONYX SOFTWARE CORP             COM              683402101       15      400 SH       DEFINED    02                  400
OPEN MARKET, INC               COM              68370M100      199     4400 SH       DEFINED 01 02 03 04 05        4400
OPTICAL CABLE CORP             COM              683827109       16      800 SH       DEFINED          04 05         800
OPTICAL COATING LABORATORIES,  COM              683829105      355     1200 SH       DEFINED 01 02 03    05        1200
ORACLE CORP                    COM              68389X105    50942   454590 SH       DEFINED 01 02 03 04 05      454590
ORBITAL SCIENCES CORP          COM              685564106        6      300 SH       DEFINED       03 04            300
ORGANOGENESIS, INC             COM              685906109       15     1675 SH       DEFINED 01 02 03 04           1675
OREGON STEEL MILLS, INC        COM              686079104        9     1100 SH       DEFINED 01                    1100
O'REILLY AUTOMOTIVE, INC       COM              686091109       95     4400 SH       DEFINED 01 02 03              4400
ORIENTAL FINANCIAL GROUP       COM              68618W100        2      100 SH       DEFINED       03               100
ORTHODONTIC CENTERS OF AMERICA COM              68750P103       24     2000 SH       DEFINED 01 02 03 04           2000
OSHKOSH B'GOSH, INC (CLASS A)  COM              688222207       38     1800 SH       DEFINED 01    03    05        1800
OSHKOSH TRUCK CORP             COM              688239201       16      550 SH       DEFINED 01    03               550
OSTEOTECH, INC                 COM              688582105        3      200 SH       DEFINED    02 03               200
OTTER TAIL POWER CO            COM              689648103       19      500 SH       DEFINED 01                     500
OUTBACK STEAKHOUSE, INC        COM              689899102      163     6300 SH       DEFINED 01 02 03 04 05        6300
OVERSEAS SHIPHOLDING GROUP, IN COM              690368105        7      500 SH       DEFINED 01       04            500
OWENS CORNING CO               COM              69073F103      274    14200 SH       DEFINED 01 02    04 05       14200
OWENS & MINOR, INC             COM              690732102       30     3400 SH       DEFINED 01                    3400
OWENS ILLINOIS, INC            COM              690768403      426    16995 SH       DEFINED 01 02    04 05       16995
OXFORD HEALTH PLANS, INC       COM              691471106      176    13900 SH       DEFINED 01 02 03 04 05       13900
OXFORD INDUSTRIES, INC         COM              691497309       10      500 SH       DEFINED 01       04            500
PC CONNECTION, INC             COM              69318J100       17      500 SH       DEFINED    02       05         500
P-COM, INC                     COM              693262107       13     1500 SH       DEFINED    02 03 04           1500
PECO ENERGY CO                 COM              693304107     1036    29800 SH       DEFINED 01 02    04 05       29800
PG&E CORP                      COM              69331C108      673    32829 SH       DEFINED 01 02    04 05       32829
PFF BANCORP, INC               COM              69331W104       52     2700 SH       DEFINED 01                    2700
PE CORP-PE BIOSYSTEMS GROUP    COM              69332S102     1636    13600 SH       DEFINED 01 02 03 04 05       13600
PE CORP-CELERA GENOMICS GROUP  COM              69332S201      529     3550 SH       DEFINED 01    03 04 05        3550
P F CHANGS CHINA BISTRO, INC   COM              69333Y108       10      400 SH       DEFINED    02 03    05         400
PLX TECHNOLOGY, INC            COM              693417107       19     1000 SH       DEFINED    02 03              1000
PMA CAPITAL CORP (CLASS A)     COM              693419202       22     1100 SH       DEFINED 01       04           1100
PMC-SIERRA, INC                COM              69344F106     1379     8600 SH       DEFINED 01 02 03 04 05        8600
PMI GROUP, INC                 COM              69344M101      434     8900 SH       DEFINED 01       04 05        8900
PNC BANK CORP                  COM              693475105     1987    44650 SH       DEFINED 01 02    04 05       44650
PP&L RESOURCES, INC            COM              693499105      593    25941 SH       DEFINED 01 02    04 05       25941
PPG INDUSTRIES, INC            COM              693506107     1239    19800 SH       DEFINED 01 02    04 05       19800
PRI AUTOMATION, INC            COM              69357H106       74     1100 SH       DEFINED    02 03              1100
PS BUSINESS PARKS, INC         COM              69360J107        2      100 SH       DEFINED          04            100
PSS WORLD MEDICAL, INC         COM              69366A100       44     4700 SH       DEFINED 01 02 03 04           4700
PAC-WEST TELECOMM, INC         COM              69371Y101        8      300 SH       DEFINED 01 02 03 04 05         300
PACCAR, INC                    COM              693718108      580    13100 SH       DEFINED 01 02    04 05       13100
PACIFIC CAPITAL BANCORP        COM              69404P101       43     1400 SH       DEFINED 01 02 03              1400
PACIFIC CENTURY FINANCIAL CORP COM              694058108      230    12300 SH       DEFINED 01       04 05       12300
PACIFIC GATEWAY EXCHANGE, INC  COM              694327107       10      600 SH       DEFINED 01 02 03    05         600
PACIFIC GULF PROPERTIES, INC   COM              694396102       57     2800 SH       DEFINED 01       04           2800
PACIFIC SUNWEAR CALIFORNIA, IN COM              694873100      199     6250 SH       DEFINED 01 02 03 04 05        6250
PACIFICARE HEALTH SYSTEMS      COM              695112102      290     5464 SH       DEFINED 01 02 03 04 05        5464
PACTIV CORP                    COM              695257105      264    24800 SH       DEFINED 01 02 03 04 05       24800
PAGING NETWORK, INC            COM              695542100       59    72800 SH       DEFINED 01 02 03 04 05       72800
PAINE WEBBER GROUP, INC        COM              695629105      454    11700 SH       DEFINED 01 02    04 05       11700
PAIRGAIN TECHNOLOGIES, INC     COM              695934109       41     2900 SH       DEFINED    02 03 04           2900
PALL CORP                      COM              696429307      231    10700 SH       DEFINED 01 02    04 05       10700
PALM HARBOR HOMES, INC         COM              696639103       17      950 SH       DEFINED 01 02 03 04            950
PANAMSAT CORP                  COM              697933109      414     6969 SH       DEFINED 01 02 03 04 05        6969
PAN PACIFIC RETAIL PROPERTIES, COM              69806L104        7      400 SH       DEFINED          04 05         400
PANAVISION, INC (NEW)          COM              69830E209        0       23 SH       DEFINED    02                   23
PAPA JOHN'S INTERNATIONAL, INC COM              698813102       52     2000 SH       DEFINED 01 02 03              2000
PARAMETRIC TECHNOLOGY CORP     COM              699173100     1002    37010 SH       DEFINED 01 02 03 04 05       37010
PAREXEL INTERNATIONAL CORP     COM              699462107        5      400 SH       DEFINED    02 03 04            400
PARK ELECTROCHEMICAL CORP      COM              700416209       40     1500 SH       DEFINED 01                    1500
PARK NATIONAL CORP             COM              700658107      100     1045 SH       DEFINED 01    03              1045
PARK PLACE ENTERTAINMENT CORP  COM              700690100      210    16800 SH       DEFINED 01       04 05       16800
PARKER DRILLING CO             COM              701081101       43    13400 SH       DEFINED 01       04 05       13400
PARKER-HANNIFIN CORP           COM              701094104      557    10850 SH       DEFINED 01 02    04 05       10850
PARKERVISION, INC              COM              701354102       43     1400 SH       DEFINED 01 02 03              1400
PARKWAY PROPERTIES, INC        COM              70159Q104       26      900 SH       DEFINED 01       04            900
PARTNER COMMUNICATIONS CO LTD  COM              70211M109      530    20500 SH       DEFINED    02                20500
PATHOGENESIS CORP              COM              70321E104       13      600 SH       DEFINED    02 03               600
PATTERSON DENTAL CO            COM              703412106      177     4150 SH       DEFINED 01 02 03 04 05        4150
PATTERSON ENERGY, INC          COM              703414102       78     6000 SH       DEFINED 01       04 05        6000
PAXAR CORP                     COM              704227107        4      475 SH       DEFINED 01                     475
PAXSON COMMUNICATIONS CORP     COM              704231109       63     5300 SH       DEFINED 01 02 03 04 05        5300
PAYCHEX, INC                   COM              704326107     1548    38700 SH       DEFINED 01 02 03 04 05       38700
PAYLESS SHOESOURCE, INC        COM              704379106      146     3100 SH       DEFINED 01       04 05        3100
PCORDER.COM, INC               COM              70453H107       46      900 SH       DEFINED 01 02       05         900
PEDIATRIX MEDICAL GROUP, INC   COM              705324101        6      800 SH       DEFINED 01 02 03    05         800
PEGASYSTEMS, INC               COM              705573103        7      600 SH       DEFINED 01                     600
PEGASUS COMMUNICATIONS CORP    COM              705904100      205     2100 SH       DEFINED 01 02 03              2100
PEGASUS SYSTEMS, INC           COM              705906105       18      300 SH       DEFINED    02 03               300
PENN TREATY AMERICAN CORP      COM              707874103        9      600 SH       DEFINED 01                     600
PENNCORP FINANCIAL GROUP, INC  COM              708094107        2     4100 SH       DEFINED 01                    4100
PENNEY, (J.C.) CO, INC         COM              708160106      461    23145 SH       DEFINED 01 02    04 05       23145
PENNSYLVANIA REAL ESTATE INVES COM              709102107       39     2700 SH       DEFINED 01 02    04           2700
PENNZOIL-QUAKER STATE CO       COM              709323109       28     2740 SH       DEFINED 01       04 05        2740
PENTAIR, INC                   COM              709631105      173     4500 SH       DEFINED 01       04 05        4500
PENTON MEDIA, INC              COM              709668107       70     2900 SH       DEFINED 01 02 03              2900
PEOPLES BANK OF BRIDGEPORT CO  COM              710198102        2      100 SH       DEFINED          04            100
PEOPLES ENERGY CORP            COM              711030106      241     7200 SH       DEFINED 01 02    04 05        7200
PEOPLES HERITAGE FINANCIAL GRO COM              711147108       43     2868 SH       DEFINED 01       04 05        2868
PEOPLESOFT, INC                COM              712713106      520    24402 SH       DEFINED 01 02 03 04 05       24402
PEP BOYS MANNY, MOE, & JACK CO COM              713278109       28     3122 SH       DEFINED 01 02    04           3122
PEPSI BOTTLING GROUP, INC      COM              713409100      253    15300 SH       DEFINED 01 02 03 04 05       15300
PEPSICO, INC                   COM              713448108     9541   270669 SH       DEFINED 01 02 03 04 05      270669
PER SE TECHNOLOGIES, INC       COM              713569309       17     2031 SH       DEFINED 01 02 03 04           2031
PEREGRINE SYSTEMS, INC         COM              71366Q101      463     5500 SH       DEFINED 01 02 03 04 05        5500
PERFORMANCE FOOD GROUP CO      COM              713755106       46     1900 SH       DEFINED 01                    1900
PERKINELMER, INC               COM              714046109      163     3900 SH       DEFINED 01 02 03 04 05        3900
PEROT SYSTEMS CORP (CLASS A)   COM              714265105      133     7000 SH       DEFINED 01 02 03 04 05        7000
PERRIGO CO                     COM              714290103      161    20100 SH       DEFINED 01       04 05       20100
PERSONNEL GROUP OF AMERICA, IN COM              715338109       21     2100 SH       DEFINED 01       04           2100
PERVASIVE SOFTWARE, INC        COM              715710109       15      900 SH       DEFINED 01 02 03 04            900
PETCO ANIMAL SUPPLIES, INC     COM              716016100       60     4000 SH       DEFINED 01       04 05        4000
PETSMART, INC                  COM              716768106       56     9800 SH       DEFINED 01 02 03 04           9800
PHARMACYCLICS, INC             COM              716933106       62     1500 SH       DEFINED 01 02 03              1500
PHARMACIA & UPJOHN, INC        COM              716941109     2308    51296 SH       DEFINED 01 02 03 04 05       51296
PFIZER, INC                    COM              717081103    23344   719668 SH       DEFINED 01 02 03 04 05      719668
PHARMACEUTICAL PRODUCT DEVELOP COM              717124101        5      400 SH       DEFINED 01    03               400
PHARMACEUTICAL RESOURCES, INC  COM              717125108        1      300 SH       DEFINED       03    05         300
PHELPS DODGE CORP              COM              717265102      475     7069 SH       DEFINED 01 02    04 05        7069
PHILADELPHIA CONSOLIDATED HOLD COM              717528103       13      900 SH       DEFINED 01       04            900
PHILIP MORRIS COS, INC         COM              718154107     7455   321500 SH       DEFINED 01 02 03 04 05      321500
PHILLIPS PETROLEUM CO          COM              718507106     1053    22400 SH       DEFINED 01 02    04 05       22400
PHILLIPS VAN HEUSEN CORP       COM              718592108        7      900 SH       DEFINED 01          05         900
PHOENIX INVESTMENT PARTNERS LT COM              719085102       23     2800 SH       DEFINED 01       04           2800
PHOENIX TECHNOLOGIES LTD       COM              719153108        2      100 SH       DEFINED          04            100
PHYCOR, INC                    COM              71940F100       17     8800 SH       DEFINED 01 02 03 04 05        8800
PHOTRONICS, INC                COM              719405102       46     1600 SH       DEFINED 01 02 03              1600
PICTURETEL CORP                COM              720035302        7     1700 SH       DEFINED 01       04           1700
PIEDMONT NATURAL GAS CO, INC   COM              720186105        6      201 SH       DEFINED 01       04            201
PIER 1 IMPORTS, INC            COM              720279108       88    13800 SH       DEFINED 01 02 03 04 05       13800
PIERCE LEAHY CORP              COM              720722107       56     1300 SH       DEFINED 01 02                 1300
PILGRIMS PRIDE CORP (CLASS B)  COM              721467108       23     2800 SH       DEFINED 01 02 03              2800
PILGRIMS PRIDE COPR (CLASS A)  COM              721467207        2      300 SH       DEFINED 01                     300
PILLOWTEX CORP                 COM              721501104        2      300 SH       DEFINED 01       04            300
PINNACLE HOLDINGS, INC         COM              72346N101       42     1000 SH       DEFINED 01                    1000
PINNACLE SYSTEMS, INC          COM              723481107      138     3400 SH       DEFINED 01 02 03              3400
PINNACLE WEST CAPITAL CORP     COM              723484101      257     8400 SH       DEFINED 01 02    04 05        8400
PIONEER GROUP, INC             COM              723684106        5      300 SH       DEFINED       03 04            300
PIONEER NATURAL RESOURCES CO   COM              723787107      148    16600 SH       DEFINED 01       04 05       16600
PIONEER-STANDARD ELECTRONICS,  COM              723877106        1      100 SH       DEFINED          04            100
PITNEY BOWES, INC              COM              724479100     2218    45900 SH       DEFINED 01 02 03 04 05       45900
PITTSTON BRINK'S GROUP CO      COM              725701106      132     6000 SH       DEFINED 01       04 05        6000
PITTSTON BAX GROUP             COM              725701882       15     1400 SH       DEFINED 01          05        1400
PITTWAY CORP (CLASS A)         COM              725790208      220     4900 SH       DEFINED 01 02 03 04 05        4900
PIXAR, INC                     COM              725811103       81     2300 SH       DEFINED 01 02 03    05        2300
PLACER DOME, INC (U.S.)        COM              725906101      368    34240 SH       DEFINED 01 02    04          34240
PLAINS RESOURCES, INC          COM              726540503       16     1300 SH       DEFINED 01    03              1300
PLANTRONICS, INC               COM              727493108      451     6300 SH       DEFINED 01 02 03 04 05        6300
PLAYERS INTERNATIONAL, INC     COM              727903106        0       50 SH       DEFINED 01                      50
PLAYTEX PRODUCTS, INC          COM              72813P100       31     2000 SH       DEFINED 01    03              2000
PLEXUS CORP                    COM              729132100      128     2900 SH       DEFINED 01 02 03              2900
POGO PRODUCING CO              COM              730448107       55     2700 SH       DEFINED 01 02 03 04           2700
POLARIS INDUSTRIES, INC        COM              731068102      170     4700 SH       DEFINED 01 02 03 04 05        4700
POLAROID CORP                  COM              731095105       26     1400 SH       DEFINED    02    04 05        1400
POLICY MANAGEMENT SYSTEMS CORP COM              731108106      120     4700 SH       DEFINED 01 02 03 04 05        4700
POLO RALPH LAUREN CORP         COM              731572103       82     4800 SH       DEFINED 01 02 03 04           4800
POLYCOM, INC                   COM              73172K104      274     4300 SH       DEFINED 01 02 03    05        4300
POLYMER GROUP, INC             COM              731745105       71     3900 SH       DEFINED 01       04           3900
POPULAR, INC                   COM              733174106      450    16106 SH       DEFINED 01       04 05       16106
PORTAL SOFTWARE, INC           COM              736126103      288     2800 SH       DEFINED 01 02       05        2800
POST PROPERTIES, INC           COM              737464107       69     1810 SH       DEFINED 01       04 05        1810
POTLATCH CORP                  COM              737628107       18      400 SH       DEFINED    02    04 05         400
POTOMAC ELECTRIC POWER CO      COM              737679100       85     3700 SH       DEFINED 01       04 05        3700
POWER INTEGRATIONS, INC        COM              739276103       62     1300 SH       DEFINED    02 03              1300
POWER-ONE, INC                 COM              739308104       18      400 SH       DEFINED 01 02 03               400
POWERTEL, INC                  COM              73936C109      542     5400 SH       DEFINED 01 02 03 04 05        5400
POWERWAVE TECHNOLOGIES, INC    COM              739363109      134     2300 SH       DEFINED 01 02 03              2300
PREMIER BANCSHARES, INC        COM              739909109        7      500 SH       DEFINED    02 03               500
PRAXAIR, INC                   COM              74005P104      891    17700 SH       DEFINED 01 02    04 05       17700
PREPAID LEGAL SERVICES, INC    COM              740065107       82     3400 SH       DEFINED 01 02 03 04           3400
PRECISION CAST PARTS CORP      COM              740189105        5      200 SH       DEFINED 01       04            200
PREMIER NATIONAL BANCORP       COM              74053F107        4      200 SH       DEFINED             05         200
PREMIER PARKS, INC             COM              740540208     5754   199256 SH       DEFINED    02 03 04         199256
PREMIERE TECHNOLOGIES, INC     COM              74058F102       48     6900 SH       DEFINED 01 02 03 04 05        6900
PRENTISS PROPERTIES TRUST      COM              740706106      149     7100 SH       DEFINED 01       04 05        7100
PRESIDENTIAL LIFE CORP         COM              740884101       17      900 SH       DEFINED 01                     900
PRESSTEK, INC                  COM              741113104       17     1200 SH       DEFINED 01 02 03              1200
PREVIEW TRAVEL, INC            COM              74137R101      141     2700 SH       DEFINED 01 02 03              2700
PRICE COMMUNICATIONS CORP      COM              741437305       33     1200 SH       DEFINED    02 03 04           1200
PRICE (T. ROWE) ASSOCIATES, IN COM              741477103      591    16000 SH       DEFINED 01 02 03 04 05       16000
PRICELINE.COM, INC             COM              741503106      388     8200 SH       DEFINED 01 02 03 04 05        8200
PRIME BANCSHARES, INC          COM              74157H108        5      200 SH       DEFINED 01                     200
PRIMEDIA, INC                  COM              74157K101      167    10100 SH       DEFINED 01 02 03 04 05       10100
PRIME RETAIL, INC              COM              741570105        2      300 SH       DEFINED          04            300
PRIME GROUP REALTY TRUST       COM              74158J103       17     1100 SH       DEFINED 01       04 05        1100
PRIMEX TECHNOLOGIES, INC       COM              741597108       21     1000 SH       DEFINED 01                    1000
PRIME HOSPITALITY CORP         COM              741917108       44     5000 SH       DEFINED 01       04           5000
PRIMUS TELECOMMUNICATIONS GROU COM              741929103      394    10300 SH       DEFINED 01 02 03 04 05       10300
PRIDE INTERNATIONAL, INC       COM              741932107       23     1600 SH       DEFINED 01 02    04           1600
PRISON REALTY TRUST, INC       COM              74264N105        7     1387 SH       DEFINED 01    03 04 05        1387
PRIORITY HEALTHCARE CORP (CLAS COM              74264T102       39     1350 SH       DEFINED 01 02 03              1350
PRIVATE BUSINESS INC           COM              74267D104        3      700 SH       DEFINED    02    04            700
PROBUSINESS SERVICES, INC      COM              742674104       11      300 SH       DEFINED 01    03               300
PROCTER & GAMBLE CO            COM              742718109    26908   245599 SH       DEFINED 01 02 03 04 05      245599
PRODIGY COMMUNICATIONS CORP    COM              74283P107       19     1000 SH       DEFINED    02 03 04           1000
PROFESSIONALS GROUP, INC       COM              742954100        8      330 SH       DEFINED 01       04            330
PROFESSIONAL DETAILING, INC    COM              74312N107        3      100 SH       DEFINED             05         100
PROFIT RECOVERY GROUP INTERNAT COM              743168106       80     3000 SH       DEFINED 01 02 03 04           3000
PROGRESS SOFTWARE CORP         COM              743312100      247     4350 SH       DEFINED 01 02 03 04 05        4350
PROGRESSIVE CORP               COM              743315103      548     7500 SH       DEFINED 01 02 03 04 05        7500
PROJECT SOFTWARE & DEVELOPMENT COM              74339P101       50      900 SH       DEFINED 01 02 03               900
PROLOGIS TRUST                 COM              743410102       43     2210 SH       DEFINED 01       04 05        2210
PROTECTION ONE, INC            COM              743663304        0      200 SH       DEFINED          04            200
PROTECTIVE LIFE CORP           COM              743674103       67     2100 SH       DEFINED 01       04           2100
PROTEIN DESIGN LABORATORIES, I COM              74369L103       21      300 SH       DEFINED    02                  300
PROVANT, INC                   COM              743724106       10      400 SH       DEFINED          04 05         400
HEALTHAXIS, INC                COM              743832107        7      200 SH       DEFINED    02 03               200
PROVIDENT BANKSHARES CORP      COM              743859100       12      700 SH       DEFINED 01          05         700
PROVIDENT FINANCIAL GROUP      COM              743866105      147     4100 SH       DEFINED 01       04 05        4100
PROVINCE HEALTHCARE CO         COM              743977100       29     1500 SH       DEFINED 01    03              1500
PROVIDIAN FINANCIAL CORP       COM              74406A102     2536    27850 SH       DEFINED 01 02 03 04 05       27850
PROXICOM, INC                  COM              744282104      448     3600 SH       DEFINED 01 02 03    05        3600
PROXIM, INC                    COM              744284100       88      800 SH       DEFINED 01 02 03               800
PROXYMED, INC                  COM              744290107       11     1100 SH       DEFINED    02 03 04           1100
PSINET, INC                    COM              74437C101     3339    54072 SH       DEFINED 01 02 03 04 05       54072
PUBLIC SERVICE CO OF NEW MEXIC COM              744499104       52     3200 SH       DEFINED 01                    3200
PUBLIC SERVICE ENTERPRISE GROU COM              744573106      909    26100 SH       DEFINED 01 02    04 05       26100
PUBLIC STORAGE, INC            COM              74460D109      152     6700 SH       DEFINED 01       04 05        6700
PUBLICARD, INC                 COM              744627100       11     1600 SH       DEFINED    02 03              1600
PUGET SOUND ENERGY, INC        COM              745332106      251    12978 SH       DEFINED 01       04 05       12978
PULTE CORP                     COM              745867101       81     3600 SH       DEFINED 01 02    04           3600
QRS CORP                       COM              74726X105      284     2700 SH       DEFINED 01 02 03    05        2700
QLOGIC CORP                    COM              747277101      655     4100 SH       DEFINED 01 02 03 04 05        4100
QUADRAMED CORP                 COM              74730W101       44     5100 SH       DEFINED 01 02 03              5100
QUAKER OATS CO                 COM              747402105     1208    18400 SH       DEFINED 01 02 03 04 05       18400
QUALCOMM, INC                  COM              747525103    16415    93200 SH       DEFINED 01 02 03 04 05       93200
QUANTA SERVICES, INC           COM              74762E102       93     3300 SH       DEFINED 01 02 03 04 05        3300
QUANEX CORP                    COM              747620102      120     4700 SH       DEFINED 01 02    04 05        4700
QUANTUM CORP -DLT & STORAGE    COM              747906204      219    14500 SH       DEFINED 01 02 03 04 05       14500
QUANTUM CORP -HARD DISK DRIVE  COM              747906303       61     8850 SH       DEFINED 01 02 03 04 05        8850
QUEENS COUNTY BANCORP, INC     COM              748242104        4      150 SH       DEFINED 01    03               150
QUEST DIAGNOSTICS, INC         COM              74834L100      170     5562 SH       DEFINED 01       04 05        5562
QUESTAR CORP                   COM              748356102      254    16900 SH       DEFINED 01       04 05       16900
QUIKSILVER, INC                COM              74838C106       48     3100 SH       DEFINED 01 02 03              3100
QUINTILES TRANSNATIONAL CORP   COM              748767100      257    13779 SH       DEFINED 01 02 03 04 05       13779
QUORUM HEALTH GROUP, INC       COM              749084109      279    29950 SH       DEFINED 01       04 05       29950
R & B FALCON CORP              COM              74912E101      257    19400 SH       DEFINED 01 02 03 04 05       19400
QWEST COMMUNICATIONS INTERNATI COM              749121109      858    19946 SH       DEFINED 01 02 03 04 05       19946
R&G FINANCIAL CORP  -CL B      COM              749136107        1      100 SH       DEFINED    02                  100
RCN CORP                       COM              749361101     1525    31451 SH       DEFINED 01 02 03 04 05       31451
RFS HOTEL INVESTORS, INC       COM              74955J108       42     4000 SH       DEFINED 01       04           4000
R.H. DONNELLEY CORP            COM              74955W307        1       60 SH       DEFINED 01                      60
RGS ENERGY GROUP, INC          COM              74956K104      140     6800 SH       DEFINED 01       04 05        6800
RLI CORP                       COM              749607107       17      500 SH       DEFINED 01                     500
RPC, INC                       COM              749660106       10     1700 SH       DEFINED 01       04 05        1700
RPM, INC                       COM              749685103       52     5131 SH       DEFINED 01       04 05        5131
RSA SECURITY, INC              COM              749719100      155     2000 SH       DEFINED 01 02 03 04 05        2000
RWD TECHNOLOGIES, INC          COM              74975B101        1      100 SH       DEFINED          04            100
RF MICRO DEVICES, INC          COM              749941100      397     5800 SH       DEFINED 01 02 03 04 05        5800
RACING CHAMPIONS CORP          COM              750069106        5     1100 SH       DEFINED 01    03              1100
RADIAN GROUP, INC              COM              750236101      334     6999 SH       DEFINED 01 02    04 05        6999
RADIANT SYSTEMS, INC           COM              75025N102       12      300 SH       DEFINED    02 03 04            300
RADIO ONE, INC                 COM              75040P108       46      500 SH       DEFINED 01          05         500
RADISYS CORP                   COM              750459109       10      200 SH       DEFINED    02 03               200
RAINFOREST CAFE, INC           COM              75086K104        0       50 SH       DEFINED 01                      50
RAMBUS, INC                    COM              750917106      101     1500 SH       DEFINED 01 02 03    05        1500
RALCORP HOLDINGS, INC          COM              751028101       28     1400 SH       DEFINED 01       04           1400
RALSTON PURINA CO              COM              751277302     1062    38100 SH       DEFINED 01 02 03 04 05       38100
RARE MEDIUM GROUP, INC         COM              75382N109       96     2800 SH       DEFINED 01 02 03 04 05        2800
RARE MEDIUM GROUP, INC         COM              753820109       19      900 SH       DEFINED 01 02       05         900
RATIONAL SOFTWARE CORP         COM              75409P202      564    11483 SH       DEFINED 01 02 03 04 05       11483
RAYMOND JAMES FINANCIAL CORP   COM              754730109      147     7850 SH       DEFINED 01 02 03 04 05        7850
RAYONIER, INC                  COM              754907103       19      400 SH       DEFINED 01                     400
RAYOVAC CORP                   COM              755081106       60     3200 SH       DEFINED 01 02 03 04 05        3200
RAYTHEON CO (CLASS A)          COM              755111309      108     4336 SH       DEFINED 01 02                 4336
RAYTHEON CO (CLASS B)          COM              755111408      839    31591 SH       DEFINED 01 02    04 05       31591
RAZORFISH, INC                 COM              755236106      114     1200 SH       DEFINED 01 02 03    05        1200
READ RITE CORP                 COM              755246105       38     7900 SH       DEFINED 01    03 04 05        7900
READERS DIGEST ASSOCIATION     COM              755267101       99     3400 SH       DEFINED 01 02 03 04           3400
REALNETWORKS, INC              COM              75605L104      493     4100 SH       DEFINED 01 02 03 04 05        4100
REALTY INCOME CORP             COM              756109104       39     1900 SH       DEFINED 01                    1900
RECKSON SERVICES INDUSTRIES, I COM              75621J109        4       64 SH       DEFINED 01                      64
RECKSON ASSOCIATES REALTY CORP COM              75621K106      115     5600 SH       DEFINED 01       04 05        5600
RECOTON CORP                   COM              756268108        5      600 SH       DEFINED 01                     600
REDBACK NETWORKS, INC          COM              757209101      160      900 SH       DEFINED 01 02                  900
REDWOOD TRUST, INC             COM              758075402        9      709 SH       DEFINED 01                     709
REEBOK INTERNATIONAL LTD       COM              758110100       17     2100 SH       DEFINED 01 02 03 04           2100
REGAL-BELOIT CORP              COM              758750103       45     2200 SH       DEFINED 01       04           2200
REGENERON PHARMACEUTICALS, INC COM              75886F107       22     1700 SH       DEFINED 01                    1700
REGIS CORP                     COM              758932107       48     2550 SH       DEFINED 01 02 03 04           2550
REGIONS FINANCIAL CORP         COM              758940100      431    17159 SH       DEFINED 01 02    04 05       17159
REINSURANCE GROUP OF AMERICA,  COM              759351109       88     3175 SH       DEFINED 01          05        3175
RELIANCE BANCORP, INC          COM              759451107       14      400 SH       DEFINED 01                     400
RELIANCE GROUP HOLDINGS, INC   COM              759464100        1      200 SH       DEFINED          04            200
RELIANCE STEEL & ALUMINUM CO   COM              759509102       39     1650 SH       DEFINED 01                    1650
RELIANT ENERGY, INC            COM              75952J108      799    34913 SH       DEFINED 01 02    04 05       34913
RELIASTAR FINANCIAL CORP       COM              75952U103      200     5097 SH       DEFINED 01       04 05        5097
REMEC, INC                     COM              759543101        3      100 SH       DEFINED          04            100
REMEDY CORP                    COM              759548100      227     4800 SH       DEFINED 01 02 03 04 05        4800
RENAISSANCE WORLDWIDE, INC     COM              75968A109        4      600 SH       DEFINED    02 03               600
RENAL CARE GROUP, INC          COM              759930100       95     4050 SH       DEFINED 01 02 03 04 05        4050
RENT-A-CENTER, INC             COM              76009N100       63     3200 SH       DEFINED 01 02 03 04 05        3200
RENT WAY, INC                  COM              76009U104       80     4300 SH       DEFINED 01 02 03 04           4300
REPUBLIC BANCORP, INC (KENTUCK COM              760281204        2      200 SH       DEFINED    02 03               200
REPUBLIC BANCORP, INC          COM              760282103       71     5832 SH       DEFINED 01       04           5832
REPUBLIC GROUP, INC            COM              760473108        5      300 SH       DEFINED 01                     300
REPUBLIC NEW YORK CORP         COM              760719104     1051    14600 SH       DEFINED 01 02    04 05       14600
REPUBLIC SECURITY FINANCIAL CO COM              760758102        8     1100 SH       DEFINED 01       04           1100
REPUBLIC SERVICES, INC (CLASS  COM              760759100       39     2700 SH       DEFINED 01 02 03 04 05        2700
RES-CARE, INC                  COM              760943100       11      900 SH       DEFINED 01 02 03               900
RESTORATION HARDWARE, INC      COM              760981100        5      700 SH       DEFINED    02 03               700
RESMED, INC                    COM              761152107      150     3600 SH       DEFINED 01 02 03    05        3600
RESOURCE AMERICA, INC (CLASS A COM              761195205        2      300 SH       DEFINED 01                     300
RESOURCE BANCSHARES MTGE GROUP COM              761197102        0      100 SH       DEFINED          04            100
RESPIRONICS, INC               COM              761230101       18     2200 SH       DEFINED 01 02 03 04           2200
REVLON, INC (CLASS A)          COM              761525500        3      400 SH       DEFINED    02 03               400
REXALL SUNDOWN, INC            COM              761648104       66     6400 SH       DEFINED 01 02 03 04 05        6400
REYNOLDS & REYNOLDS CO (CLASS  COM              761695105      189     8400 SH       DEFINED 01       04 05        8400
REYNOLDS METALS CO             COM              761763101      245     3200 SH       DEFINED 01 02    04 05        3200
RJR REYNOLDS TOBACCO HOLDINGS, COM              76182K105      164     9333 SH       DEFINED 01    03 04 05        9333
RHYTHMS NETCONNECTIONS, INC    COM              762430205      285     9200 SH       DEFINED 01 02 03 04 05        9200
RICHMOND COUNTY FINANCIAL CORP COM              764556106        4      200 SH       DEFINED 01                     200
RIGGS NATIONAL CORP            COM              766570105       20     1500 SH       DEFINED 01                    1500
RISK CAPITAL HOLDINGS, INC     COM              767711104       23     1800 SH       DEFINED 01       04           1800
RITE AID CORP                  COM              767754104      263    23520 SH       DEFINED 01 02    04 05       23520
RIVIANA FOODS, INC             COM              769536103       14      800 SH       DEFINED 01                     800
ROADWAY EXPRESS, INC           COM              769742107       56     2600 SH       DEFINED 01          05        2600
ROBBINS & MYERS, INC           COM              770196103       14      600 SH       DEFINED 01                     600
ROBERT HALF INTERNATIONAL, INC COM              770323103      271     9500 SH       DEFINED 01 02 03 04 05        9500
ROCK-TENN CO (CLASS A)         COM              772739207       16     1100 SH       DEFINED 01          05        1100
ROCKWELL INTERNATIONAL CORP    COM              773903109      689    14400 SH       DEFINED 01 02    04 05       14400
ROHM & HAAS CO                 COM              775371107      520    12779 SH       DEFINED 01 02    04 05       12779
ROHN INDUSTRIES, INC           COM              775381106        7     2400 SH       DEFINED 01                    2400
ROLLINS, INC                   COM              775711104       69     4600 SH       DEFINED 01 02 03 04           4600
ROLLINS TRUCK LEASING CORP     COM              775741101      100     8350 SH       DEFINED 01       04           8350
ROMAC INTERNATIONAL, INC       COM              775835101       53     3954 SH       DEFINED 01 02 03 04           3954
ROPER INDUSTRIES, INC          COM              776696106      219     5800 SH       DEFINED 01 02 03 04 05        5800
ROSLYN BANCORP, INC            COM              778162107      110     5925 SH       DEFINED 01 02    04 05        5925
ROSS STORES, INC               COM              778296103      233    13000 SH       DEFINED 01 02 03 04 05       13000
ROUSE CO                       COM              779273101       30     1400 SH       DEFINED 01       04 05        1400
ROWAN COS, INC                 COM              779382100      147     6800 SH       DEFINED 01 02    04 05        6800
ROYAL DUTCH PETROLEUM CO (NY R ADR              780257804     3102    51328 SH       DEFINED    02    04          51328
RUBY TUESDAY, INC              COM              781182100      146     8000 SH       DEFINED 01 02 03 04 05        8000
RUDDICK CORP                   COM              781258108        9      600 SH       DEFINED 01                     600
RUDOLPH TECHNOLOGIES, INC      COM              781270103       55     1656 SH       DEFINED    02 03              1656
RURAL/METRO CORP               COM              781748108        4     1000 SH       DEFINED 01                    1000
RUSS BERRIE & CO, INC          COM              782233100       39     1500 SH       DEFINED 01                    1500
RUSSELL CORP                   COM              782352108       84     5000 SH       DEFINED 01 02    04 05        5000
RYAN'S FAMILY STEAK HOUSES, IN COM              783519101       54     6400 SH       DEFINED 01       04           6400
RYDER SYSTEM, INC              COM              783549108      239     9800 SH       DEFINED 01 02    04 05        9800
RYERSON TULL, INC              COM              78375P107       36     1861 SH       DEFINED 01                    1861
RYLAND GROUP, INC              COM              783764103       58     2500 SH       DEFINED 01                    2500
S & T BANCORP, INC             COM              783859101        7      300 SH       DEFINED 01 02 03               300
SBC COMMUNICATIONS, INC        COM              78387G103    27148   556879 SH       DEFINED 01 02 03 04 05      556879
SCI SYSTEMS, INC               COM              783890106      773     9400 SH       DEFINED 01 02 03 04 05        9400
SCM MICROSYSTEMS, INC          COM              784018103      217     3400 SH       DEFINED 01 02 03              3400
SCPIE HOLDINGS, INC            COM              78402P104       67     2100 SH       DEFINED 01                    2100
SCP POOL CORP                  COM              784028102       29     1100 SH       DEFINED    02 03 04 05        1100
SDL, INC                       COM              784076101      828     3800 SH       DEFINED 01 02 03 04 05        3800
SEI INVESTMENT CO              COM              784117103      381     3200 SH       DEFINED 01 02 03 04 05        3200
SEMCO ENERGY, INC              COM              78412D109        1      100 SH       DEFINED          04            100
SFX ENTERTAINMENT, INC (CLASS  COM              784178105     4248   117394 SH       DEFINED 01 02 03 04 05      117394
SL GREEN REALTY CORP           COM              78440X101        2      100 SH       DEFINED          04            100
SLM HOLDINGS CORP              COM              78442A109      716    16950 SH       DEFINED 01 02 03 04 05       16950
SLI, INC                       COM              78442T108       37     2750 SH       DEFINED 01 02 03 04           2750
SPSS, INC                      COM              78462K102        3      100 SH       DEFINED          04            100
SPS TECHNOLOGIES, INC          COM              784626103       42     1300 SH       DEFINED 01                    1300
S1 CORPORATION                 COM              78463B101      203     2597 SH       DEFINED 01 02 03 04 05        2597
SPX CORP                       COM              784635104      267     3303 SH       DEFINED 01 02 03 04 05        3303
S3, INC                        COM              784849101      109     9400 SH       DEFINED 01 02 03 04 05        9400
SVI HOLDINGS, INC              COM              784872103       20     1700 SH       DEFINED    02 03 04           1700
SPR, INC                       COM              784922106        4      700 SH       DEFINED 01                     700
SABRE GROUP HOLDINGS CORP      COM              785905100      226     4400 SH       DEFINED 01 02 03 04 05        4400
SAFECO CORP                    COM              786429100      122     4900 SH       DEFINED 01 02    04 05        4900
SAFEGUARD SCIENTIFICS, INC     COM              786449108      421     2600 SH       DEFINED 01 02    04 05        2600
SAFESCIENCE, INC               COM              786452102        8      700 SH       DEFINED    02    04            700
SAFESKIN CORP                  COM              786454108       82     6800 SH       DEFINED 01 02 03 04 05        6800
SAFETY-KLEEN CORP              COM              78648R203       58     5100 SH       DEFINED 01       04 05        5100
SAFEWAY, INC                   COM              786514208     6745   189659 SH       DEFINED 01 02 03 04 05      189659
SAGA COMMUNICATIONS, INC (CLAS COM              786598102       18      875 SH       DEFINED    02    04            875
SAGA SYSTEMS, INC              COM              786610105       50     2500 SH       DEFINED 01 02 03 04           2500
SAGENT TECHNOLOGY, INC         COM              786693101       48     1600 SH       DEFINED 01 02 03 04           1600
ST. JOE CO                     COM              790148100      119     4900 SH       DEFINED 01          05        4900
ST. JUDE MEDICAL, INC          COM              790849103      383    12488 SH       DEFINED 01 02 03 04 05       12488
ST. MARY LAND & EXPLORATION CO COM              792228108       32     1300 SH       DEFINED 01       04           1300
ST. PAUL COS, INC              COM              792860108      740    21972 SH       DEFINED 01 02    04 05       21972
SAKS, INC                      COM              79377W108      173    11100 SH       DEFINED 01 02 03 04 05       11100
SALESLOGIX CORP                COM              79466P105       21      500 SH       DEFINED 01       04            500
SALTON, INC                    COM              795757103       65     1950 SH       DEFINED 01 02 03 04           1950
SAMSONITE CORP                 COM              79604V105        4      773 SH       DEFINED 01 02                  773
SANCHEZ COMPUTER ASSOCIATES, I COM              799702105       91     2200 SH       DEFINED 01 02 03              2200
SANDISK CORP                   COM              80004C101      296     3073 SH       DEFINED 01 02 03 04 05        3073
SANDY SPRING BANCORP, INC      COM              800363103       24      900 SH       DEFINED 01 02                  900
SANMINA CORP                   COM              800907107      679     6800 SH       DEFINED 01 02 03 04 05        6800
SANGSTAT MEDICAL CORP          COM              801003104       27      900 SH       DEFINED 01 02 03               900
SANTA CRUZ OPERATION, INC      COM              801833104      149     4900 SH       DEFINED 01 02 03 04 05        4900
SANTA FE SNYDER CORP           COM              80218K105      146    18200 SH       DEFINED 01       04 05       18200
SAPIENT CORP                   COM              803062108      493     3500 SH       DEFINED 01 02 03 04 05        3500
SARA LEE CORP                  COM              803111103     2910   131900 SH       DEFINED 01 02 03 04 05      131900
SAUER, INC                     COM              804137107       14     1500 SH       DEFINED 01                    1500
SAWTEK, INC                    COM              805468105      300     4500 SH       DEFINED 01 02 03 04           4500
SCANA CORP                     COM              805898103      220     8200 SH       DEFINED 01       04 05        8200
SCHAWK, INC (CLASS A)          COM              806373106       14     1700 SH       DEFINED 01    03              1700
SCHEIN (HENRY), INC            COM              806407102       73     5500 SH       DEFINED 01 02 03 04           5500
SCHEIN PHARMACEUTICAL, INC     COM              806416103       33     2700 SH       DEFINED 01 02 03 04 05        2700
SCHERING-PLOUGH CORP           COM              806605101    17144   406383 SH       DEFINED 01 02 03 04 05      406383
SCHLUMBERGER LTD               COM              806857108      732    13016 SH       DEFINED 01 02    04          13016
SCHOLASTIC CORP                COM              807066105       12      200 SH       DEFINED 01                     200
SCHOOL SPECIALTY, INC          COM              807863105       97     6405 SH       DEFINED 01 02 03 04 05        6405
SCHULMAN (A.), INC             COM              808194104       78     4800 SH       DEFINED 01       04 05        4800
SCHWAB (CHARLES) CORP          COM              808513105     4233   110300 SH       DEFINED 01 02 03 04 05      110300
SCHWEITZER-MAUDUIT INTERNATION COM              808541106        5      340 SH       DEFINED 01                     340
SCIENT CORP                    COM              80864H109      363     4200 SH       DEFINED 01 02       05        4200
SCIENTIFIC-ATLANTA, INC        COM              808655104      679    12200 SH       DEFINED 01 02 03 04 05       12200
SCOTT TECHNOLOGIES, INC        COM              810022301       38     2000 SH       DEFINED    02    04 05        2000
SCOTTISH POWER PLC-ADR         ADR              81013T705      201     7192 SH       DEFINED 01       04 05        7192
SCOTTS CO (CLASS A)            COM              810186106      133     3300 SH       DEFINED 01 02 03 04 05        3300
SCRIPPS (E.W.) CO (CLASS A)    COM              811054204      341     7600 SH       DEFINED 01       04 05        7600
SEACOAST FINANCIAL SERVICES CO COM              81170Q106        1      100 SH       DEFINED          04            100
SEAGATE TECHNOLOGY, INC        COM              811804103     1404    30148 SH       DEFINED 01 02 03 04 05       30148
SEAGRAMS CO LTD (U.S.)         COM              811850106      728    16200 SH       DEFINED    02    04          16200
SEALED AIR CORP                COM              81211K100      630    12161 SH       DEFINED 01 02 03 04 05       12161
SEALED AIR CORP PFD (CLASS A)  PFD              81211K209      142     2802 SH       DEFINED 01 02                 2802
SEARS ROEBUCK & CO             COM              812387108     1406    46200 SH       DEFINED 01 02    04 05       46200
SEITEL, INC                    COM              816074306       18     2600 SH       DEFINED 01                    2600
SELECT COMFORT CORP            COM              81616X103        2      400 SH       DEFINED       03 04            400
SELECTIVE INSURANCE GROUP, INC COM              816300107       83     4800 SH       DEFINED 01       04           4800
SEMTECH CORP                   COM              816850101      313     6000 SH       DEFINED 01 02 03 04 05        6000
SEMPRA ENERGY                  COM              816851109      718    41320 SH       DEFINED 01 02    04 05       41320
SENIOR HOUSING PROPERTIES TRUS COM              81721M109        6      480 SH       DEFINED 01       04            480
SENSORMATIC ELECTRONICS CORP   COM              817265101       68     3900 SH       DEFINED 01    03 04 05        3900
SEPRACOR, INC                  COM              817315104      357     3600 SH       DEFINED 01 02 03 04 05        3600
SEQUA CORP (CLASS A)           COM              817320104        5      100 SH       DEFINED          04            100
SERENA SOFTWARE, INC           COM              817492101       37     1200 SH       DEFINED 01 02 03 04 05        1200
SEROLOGICALS CORP              COM              817523103        8     1400 SH       DEFINED 01                    1400
SERVICE CORP INTERNATIONAL     COM              817565104       51     7300 SH       DEFINED 01 02    04 05        7300
SERVICE EXPERTS, INC           COM              817567100        2      400 SH       DEFINED    02 03 04            400
SERVICE MERCHANDISE, INC       COM              817587108        0      900 SH       DEFINED 01                     900
SERVICEMASTER CO               COM              81760N109      345    28000 SH       DEFINED 01 02 03 04 05       28000
7-ELEVEN, INC                  COM              817826100       28    15700 SH       DEFINED 01                   15700
SHARED MEDICAL SYSTEMS CORP    COM              819486101      245     4800 SH       DEFINED 01 02 03 04 05        4800
SHAW INDUSTRIES, INC           COM              820286102      255    16500 SH       DEFINED 01       04 05       16500
SHERWIN-WILLIAMS CO            COM              824348106      424    20200 SH       DEFINED 01 02    04 05       20200
SHIRE PHARMACEUTICALS CORP     ADR              82481R106      137     4690 SH       DEFINED 01       04 05        4690
SHOE CARNIVAL, INC             COM              824889109        5      500 SH       DEFINED 01       04 05         500
SHOPKO STORES, INC             COM              824911101       74     3200 SH       DEFINED 01       04 05        3200
SHOP AT HOME, INC              COM              825066301        9      900 SH       DEFINED    02 03               900
SHORELINE FINANCIAL CORP       COM              825190101        7      400 SH       DEFINED    02    04            400
SHOREWOOD PACKAGING CORP       COM              825229107       55     2900 SH       DEFINED 01 02                 2900
SHURGARD STORAGE CENTERS, INC  COM              82567D104       95     4100 SH       DEFINED 01          05        4100
SICOR, INC                     COM              825846108       49     6300 SH       DEFINED 01 02 03 04           6300
SIEBEL SYSTEMS, INC            COM              826170102     3871    46084 SH       DEFINED 01 02 03 04 05       46084
SIERRA HEALTH SERVICES, INC    COM              826322109        4      550 SH       DEFINED 01       04            550
SIERRA PACIFIC RESOURCES (NEW) COM              826428104       12      700 SH       DEFINED          04 05         700
SIGMA ALDRICH CORP             COM              826552101      583    19400 SH       DEFINED 01 02    04 05       19400
SIG CORP, INC                  COM              826912107        9      400 SH       DEFINED          04 05         400
SILICON GRAPHICS, INC          COM              827056102      178    18100 SH       DEFINED 01 02    04 05       18100
SILICON VALLEY BANCSHARES      COM              827064106      173     3500 SH       DEFINED 01       04 05        3500
SILICON VALLEY GROUP, INC      COM              827066101       37     2100 SH       DEFINED 01    03 04 05        2100
SILICONIX, INC                 COM              827079203       79      600 SH       DEFINED 01          05         600
SILKNET SOFTWARE, INC          COM              827094103      166     1000 SH       DEFINED 01                    1000
SIMMONS FIRST NATIONAL CORP (C COM              828730200        3      100 SH       DEFINED 01                     100
SIMON PROPERTY GROUP, INC      COM              828806109      179     7800 SH       DEFINED 01       04 05        7800
SIMPSON INDUSTRIES, INC        COM              829060102       32     2800 SH       DEFINED 01                    2800
SIMPSON MANUFACTURING CO, INC  COM              829073105       74     1700 SH       DEFINED 01 02 03              1700
SIRIUS SATELLITE RADIO, INC    COM              82966U103      125     2800 SH       DEFINED 01 02 03    05        2800
SITEL CORP                     COM              82980K107      165    23600 SH       DEFINED 01 02 03 04 05       23600
SIPEX CORP                     COM              829909100       10      400 SH       DEFINED    02 03 04            400
SKY FINANCIAL GROUP, INC       COM              83080P103      322    15996 SH       DEFINED 01 02 03 04 05       15996
SKYWEST, INC                   COM              830879102       28     1000 SH       DEFINED 01    03              1000
SMART & FINAL, INC             COM              831683107        1      100 SH       DEFINED             05         100
SMITH (A.O.) CORP              COM              831865209       59     2700 SH       DEFINED 01       04 05        2700
SMITH INTERNATIONAL, INC       COM              832110100      283     5700 SH       DEFINED 01 02 03 04 05        5700
CHARLES E. SMITH RESIDENTIAL R COM              832197107        4      100 SH       DEFINED       03               100
SMITHFIELD FOODS, INC          COM              832248108      154     6400 SH       DEFINED 01 02 03 04 05        6400
SMUCKER, (J.M.) CO (CLASS A)   COM              832696108        4      200 SH       DEFINED 01                     200
SMURFIT-STONE CONTAINER CORP   COM              832727101      251    10236 SH       DEFINED 01 02    04 05       10236
SNYDER COMMUNICATIONS, INC     COM              832914105      164     8500 SH       DEFINED 01 02 03 04 05        8500
CIRCLE.COM                     COM              832914204       27     2200 SH       DEFINED 01 02 03 04 05        2200
SNAP-ON, INC                   COM              833034101      335    12600 SH       DEFINED 01 02    04 05       12600
SODEXHO MARRIOTT SERVICES, INC COM              833793102        5      350 SH       DEFINED    02 03               350
SOFTNET SYSTEMS, INC           COM              833964109       38     1500 SH       DEFINED 01 02 03              1500
SOLECTRON CORP                 COM              834182107     7318    76929 SH       DEFINED 01 02 03 04 05       76929
SOLUTIA, INC                   COM              834376105      144     9360 SH       DEFINED 01       04 05        9360
SONIC CORP                     COM              835451105      134     4700 SH       DEFINED 01 02 03 04 05        4700
SONOCO PRODUCTS CO             COM              835495102      303    13331 SH       DEFINED 01       04 05       13331
SONOSITE, INC                  COM              83568G104        1       33 SH       DEFINED 01                      33
SOTHEBYS HOLDINGS, INC (CLASS  COM              835898107       48     1600 SH       DEFINED 01 02 03 04           1600
SOURCE MEDIA, INC              COM              836153304       56     3000 SH       DEFINED 01 02 03    05        3000
SOUTH JERSEY INDUSTRIES, INC   COM              838518108       37     1300 SH       DEFINED 01                    1300
SOUTHDOWN, INC                 COM              841297104      140     2720 SH       DEFINED 01       04 05        2720
SOUTHERN CO                    COM              842587107     1478    62900 SH       DEFINED 01 02    04 05       62900
SOUTHERN PERU COPPER CORP      COM              843611104        2      100 SH       DEFINED          04            100
SOUTHERN UNION CO              COM              844030106        2      100 SH       DEFINED       03               100
SOUTHTRUST CORP                COM              844730101      569    15050 SH       DEFINED 01 02    04 05       15050
SOUTHWEST AIRLINES CO          COM              844741108     1684   104035 SH       DEFINED 01 02    04 05      104035
SOUTHWEST BANCORP OF TEXAS, IN COM              84476R109       10      500 SH       DEFINED    02 03               500
SOUTHWEST SECURITIES GROUP, IN COM              845224104       87     3170 SH       DEFINED 01 02 03    05        3170
SOUTHWESTERN ENERGY CO         COM              845467109        6      900 SH       DEFINED 01       04 05         900
SOVEREIGN BANCORP, INC         COM              845905108       63     8460 SH       DEFINED 01       04 05        8460
SOVRAN SELF STORAGE, INC       COM              84610H108       28     1500 SH       DEFINED 01       04           1500
SPARTECH CORP                  COM              847220209       74     2300 SH       DEFINED 01    03              2300
SPECIALTY EQUIPMENT COS, INC   COM              847497203       74     3100 SH       DEFINED 01 02 03 04           3100
SPECTRASITE HOLDINGS, INC      COM              84760T100        6      510 SH       DEFINED    02                  510
SPEEDFAM-IPEC, INC             COM              847705100       15     1165 SH       DEFINED 01 02 03 04           1165
SPEEDWAY MOTORSPORTS, INC      COM              847788106       17      600 SH       DEFINED    02 03               600
SPIEKER PROPERTIES, INC        COM              848497103      262     7200 SH       DEFINED 01       04 05        7200
SPLASH TECHNOLOGY HOLDINGS, IN COM              848623104        3      300 SH       DEFINED 01                     300
SPORTSLINE.COM                 COM              848934105      110     2200 SH       DEFINED 01 02 03    05        2200
THE SPORTS AUTHORITY, INC      COM              849176102        1      600 SH       DEFINED 01                     600
SPRING INDUSTRIES, INC         COM              851783100       72     1800 SH       DEFINED 01 02                 1800
SPRINT CORP (FON GROUP)        COM              852061100     5210    77400 SH       DEFINED 01 02    04 05       77400
SPRINT CORP (PCS GROUP)        COM              852061506     3321    32400 SH       DEFINED 01 02 03 04 05       32400
SPYGLASS, INC                  COM              852192103       46     1200 SH       DEFINED 01 02 03              1200
SS&C TECHNOLOGIES, INC         COM              85227Q100        6      900 SH       DEFINED    02    04            900
STAFF LEASING, INC             COM              852381102       27     2800 SH       DEFINED 01    03              2800
STAFFMARK, INC                 COM              852389105        9     1200 SH       DEFINED 01 02    04           1200
STANDARD-PACIFIC CORP          COM              85375C101       58     5300 SH       DEFINED 01 02 03 04 05        5300
STANDARD REGISTER, INC         COM              853887107        2      100 SH       DEFINED 01                     100
STANDEX INTERNATIONAL CORP     COM              854231107       40     1900 SH       DEFINED 01 02                 1900
STANLEY WORKS CO               COM              854616109      202     6700 SH       DEFINED 01 02    04 05        6700
STAR TELECOMMUNICATIONS, INC   COM              854923109       30     3800 SH       DEFINED 01 02 03 04 05        3800
STAPLES, INC                   COM              855030102     1435    69162 SH       DEFINED 01 02 03 04 05       69162
STARBUCKS CORP                 COM              855244109      437    18000 SH       DEFINED 01 02 03 04 05       18000
STARMEDIA NETWORK, INC         COM              855546107       56     1400 SH       DEFINED 01 02                 1400
STARTEK, INC                   COM              85569C107       11      300 SH       DEFINED    02 03               300
STARWOOD FINANCIAL TRUST       COM              85569R104      139     8207 SH       DEFINED 01 02 03 04 05        8207
STATE AUTO FINANCIAL CORP      COM              855707105       21     2300 SH       DEFINED 01       04           2300
STARWOOD HOTELS & RESORTS WORL COM              85590A203      392    16693 SH       DEFINED 01 02 03 04 05       16693
STATE STREET CORP              COM              857477103     1242    17000 SH       DEFINED 01 02 03 04 05       17000
STATEN ISLAND BANCORP, INC     COM              857550107       65     3600 SH       DEFINED 01       04 05        3600
STATION CASINOS, INC           COM              857689103       76     3400 SH       DEFINED 01 02 03 04           3400
STEEL DYNAMICS, INC            COM              858119100       35     2200 SH       DEFINED 01 02 03 04           2200
STEELCASE, INC                 COM              858155203       53     4400 SH       DEFINED 01       04 05        4400
STEIN MART, INC                COM              858375108        6     1100 SH       DEFINED    02 03 04           1100
STEINWAY MUSICAL INSTRUMENTS,  COM              858495104       30     1500 SH       DEFINED 01                    1500
STEPAN CO                      COM              858586100       30     1300 SH       DEFINED 01          05        1300
STERLING BANCSHARES, INC       COM              858907108        6      500 SH       DEFINED 01 02 03               500
STERICYCLE, INC                COM              858912108       30     1600 SH       DEFINED 01    03 04           1600
STERIS CORP                    COM              859152100       79     7700 SH       DEFINED 01 02 03 04 05        7700
STERLING COMMERCE, INC         COM              859205106      368    10800 SH       DEFINED 01 02 03 04 05       10800
STERLING FINANCIAL CORP        COM              859317109       19      625 SH       DEFINED 01                     625
STERLING SOFTWARE, INC         COM              859547101      230     7300 SH       DEFINED 01 02 03 04 05        7300
STEWART & STEVENSON SERVICES,  COM              860342104       31     2600 SH       DEFINED 01                    2600
STEWART ENTERPRISES, INC (CLAS COM              860370105        6     1300 SH       DEFINED 01    03 04 05        1300
STEWART INFORMATION SERVICES C COM              860372101       28     2100 SH       DEFINED 01       04           2100
STILLWATER MINING CO           COM              86074Q102       57     1800 SH       DEFINED 01 02 03 04 05        1800
STONE & WEBSTER, INC           COM              861572105        7      400 SH       DEFINED 01                     400
STONE ENERGY CORP              COM              861642106       68     1900 SH       DEFINED 01 02 03              1900
STONERIDGE, INC                COM              86183P102       12      800 SH       DEFINED 01       04            800
STORAGE U.S.A., INC            COM              861907103       85     2800 SH       DEFINED 01       04           2800
STORAGE TECHNOLOGY CORP        COM              862111200      138     7500 SH       DEFINED 01       04 05        7500
STRIDE RITE CORP               COM              863314100       45     6900 SH       DEFINED 01 02 03 04           6900
STRUCTURAL DYNAMICS RESEARCH C COM              863555108       92     7200 SH       DEFINED 01 02 03 04 05        7200
STRYKER CORP                   COM              863667101      550     7900 SH       DEFINED 01 02 03 04 05        7900
STRUM, RUGER & CO, INC         COM              864159108        1      100 SH       DEFINED          04            100
SUIZA FOODS CORP               COM              865077101      131     3300 SH       DEFINED 01       04 05        3300
SUMMIT BANCORP                 COM              866005101      777    25367 SH       DEFINED 01 02    04 05       25367
SUMMIT PROPERTIES, INC         COM              866239106       11      613 SH       DEFINED 01                     613
SUMMIT TECHNOLOGY, INC         COM              86627E101       47     4050 SH       DEFINED 01 02 03 04 05        4050
SUN COMMUNITIES, INC           COM              866674104       16      500 SH       DEFINED 01                     500
SUN MICROSYSTEMS, INC          COM              866810104    21824   281831 SH       DEFINED 01 02 03 04 05      281831
SUNBEAM CORP                   COM              867071102       64    15400 SH       DEFINED 01                   15400
SUNGLASS HUT INTERNATIONAL, IN COM              86736F106       52     4600 SH       DEFINED 01 02 03 04 05        4600
SUNGARD DATA SYSTEMS, INC      COM              867363103      349    14704 SH       DEFINED 01 02 03 04 05       14704
SUNOCO, INC                    COM              86764P109      214     9100 SH       DEFINED 01 02    04 05        9100
SUNRISE ASSISTED LIVING, INC   COM              86768K106        3      200 SH       DEFINED       03               200
SUNRISE TECHNOLOGY INTERNATION COM              86769L103       76     6400 SH       DEFINED 01 02 03 04 05        6400
SUNTERRA CORP                  COM              86787D109       32     2800 SH       DEFINED 01 02 03 04           2800
SUNRISE MEDICAL, INC           COM              867910101        8     1300 SH       DEFINED 01       04           1300
SUNTRUST BANKS, INC            COM              867914103     2227    32358 SH       DEFINED 01 02    04 05       32358
SUPERGEN, INC                  COM              868059106      115     3900 SH       DEFINED 01 02 03    05        3900
SUPERIOR CONSULTANT HOLDINGS C COM              868146101       14     1000 SH       DEFINED 01                    1000
SUPERIOR INDUSTRIES INTERNATIO COM              868168105        8      300 SH       DEFINED 01       04            300
SUPERIOR NATIONAL INSURANCE GR COM              868224106        1      100 SH       DEFINED          04            100
SUPERIOR TRUST I SERIES A      PFD              86836P202       17      503 SH       DEFINED 01                     503
SUPERIOR TELECOM, INC          COM              868365107       12      800 SH       DEFINED 01                     800
SUPERVALU, INC                 COM              868536103      550    27488 SH       DEFINED 01 02    04 05       27488
SUSQUEHANNA BANCSHARES, INC    COM              869099101      101     6350 SH       DEFINED 01                    6350
SWIFT ENERGY CO                COM              870738101        1      100 SH       DEFINED          04            100
SWIFT TRANSPORTATION CO, INC   COM              870756103       59     3325 SH       DEFINED 01 02 03 04           3325
SYBASE, INC                    COM              871130100      207    12200 SH       DEFINED 01 02 03 04 05       12200
SYBRON INTERNATIONAL CORP      COM              87114F106      336    13600 SH       DEFINED 01 02 03 04 05       13600
SYCAMORE NETWORKS, INC         COM              871206108      317     1029 SH       DEFINED    02 03              1029
SYKES ENTERPRISES, INC         COM              871237103      127     2900 SH       DEFINED 01 02 03              2900
SYLVAN LEARNING SYSTEMS, INC   COM              871399101       82     6300 SH       DEFINED 01 02 03 04 05        6300
SYMANTEC CORP                  COM              871503108      405     6900 SH       DEFINED 01 02 03 04 05        6900
SYMBOL TECHNOLOGIES, INC       COM              871508107      699    11000 SH       DEFINED 01 02 03 04 05       11000
SYNCOR INTERNATIONAL CORP      COM              87157J106       61     2100 SH       DEFINED 01 02       05        2100
SYNOPSYS, INC                  COM              871607107      549     8230 SH       DEFINED 01 02 03 04 05        8230
SYNOVUS FINANCIAL CORP         COM              87161C105      446    22450 SH       DEFINED 01 02 03 04 05       22450
SYNTEL, INC                    COM              87162H103       15      900 SH       DEFINED 01    03               900
SYNTROLEUM CORP                COM              871630109       46     5700 SH       DEFINED 01 02 03 04 05        5700
SYSCO CORP                     COM              871829107     1852    46800 SH       DEFINED 01 02 03 04 05       46800
SYSTEMAX, INC                  COM              871851101       16     1900 SH       DEFINED 01 02 03 04 05        1900
SYSTEMS & COMPUTER TECHNOLOGY  COM              871873105       76     4700 SH       DEFINED 01 02 03 04           4700
TCBY ENTERPRISES, INC          COM              872245105        8     2200 SH       DEFINED 01                    2200
TCF FINANCIAL CORP             COM              872275102      396    15900 SH       DEFINED 01       04 05       15900
TECO ENERGY, INC               COM              872375100      369    19900 SH       DEFINED 01       04 05       19900
THQ, INC                       COM              872443403      103     4450 SH       DEFINED 01 02 03 04 05        4450
TJ INTERNATIONAL, INC          COM              872534102        4      100 SH       DEFINED 01                     100
TJX COS, INC                   COM              872540109     1032    50500 SH       DEFINED 01 02 03 04 05       50500
TNP ENTERPRISES, INC           COM              872594106       62     1500 SH       DEFINED 01                    1500
TRW, INC                       COM              872649108      587    11300 SH       DEFINED 01 02    04 05       11300
TSI INTERNATIONAL SOFTWARE LTD COM              872879101      119     2100 SH       DEFINED 01 02 03 04           2100
TMP WORLDWIDE, INC             COM              872941109      398     2800 SH       DEFINED 01 02 03 04 05        2800
TV GUIDE, INC                  COM              87307Q109      159     3700 SH       DEFINED 01 02 03 04           3700
TALK.COM, INC                  COM              874264104      142     8000 SH       DEFINED 01 02 03 04 05        8000
TANDY CORP                     COM              875382103     6400   130110 SH       DEFINED 01 02 03 04 05      130110
TANGER FACTORY OUTLET CENTERS, COM              875465106       23     1100 SH       DEFINED 01          05        1100
TAUBMAN CENTERS, INC           COM              876664103        1      100 SH       DEFINED          04            100
TECH DATA CORP                 COM              878237106      114     4200 SH       DEFINED 01 02 03 04 05        4200
TECHNE CORP                    COM              878377100      259     4700 SH       DEFINED 01 02 03 04           4700
TECHNITROL, INC                COM              878555101      120     2700 SH       DEFINED 01 02 03 04 05        2700
TECHNOLOGY SOLUTIONS CO        COM              87872T108      122     3725 SH       DEFINED 01 02 03 04           3725
TECUMSEH PRODUCTS CO (CLASS A) COM              878895200      156     3300 SH       DEFINED 01          05        3300
TEJON RANCH CO                 COM              879080109       45     1900 SH       DEFINED 01 02 03    05        1900
TEKELEC                        COM              879101103       43     1900 SH       DEFINED    02 03 04 05        1900
TEKTRONIX, INC                 COM              879131100      437    11250 SH       DEFINED 01 02    04 05       11250
TELEBANC FINANCIAL CORP        COM              87925R109      107     4100 SH       DEFINED 01 02 03 04 05        4100
TELEDYNE TECHNOLOGIES, INC     COM              879360105       18     1855 SH       DEFINED 01 02 03 04 05        1855
TELEFLEX, INC                  COM              879369106       97     3100 SH       DEFINED 01       04 05        3100
TELEPHONE & DATA SYSTEMS, INC  COM              879433100      379     3007 SH       DEFINED 01       04 05        3007
TELECAN, INC                   COM              879516102       15      600 SH       DEFINED    02 03               600
TELIGENT, INC                  COM              87959Y103      136     2200 SH       DEFINED 01 02 03    05        2200
TELLABS, INC                   COM              879664100     3873    60332 SH       DEFINED 01 02 03 04 05       60332
TEMPLE-INLAND, INC             COM              879868107      376     5700 SH       DEFINED 01 02    04 05        5700
TELETECH HOLDINGS, INC         COM              879939106       78     2300 SH       DEFINED 01 02 03 04           2300
TENET HEALTHCARE CORP          COM              88033G100     3514   149539 SH       DEFINED 01 02    04 05      149539
TENNANT CO                     COM              880345103       66     2000 SH       DEFINED 01 02                 2000
TENNECO AUTOMOTIVE, INC        COM              880349105       46     4920 SH       DEFINED 01 02    04 05        4920
TERADYNE, INC                  COM              880770102     1591    24100 SH       DEFINED 01 02 03 04 05       24100
TERAYON COMMUNCIATION SYSTEMS, COM              880775101      226     3600 SH       DEFINED 01 02 03    05        3600
TEREX CORP                     COM              880779103      108     3900 SH       DEFINED 01 02 03 04 05        3900
TERRA INDUSTRIES, INC          COM              880915103        6     3600 SH       DEFINED 01          05        3600
TESORO PETROLEUM CORP          COM              881609101        5      400 SH       DEFINED          04 05         400
TETRA TECH, INC                COM              88162G103       64     4193 SH       DEFINED 01 02 03 04 05        4193
TEXACO, INC                    COM              881694103     3091    56913 SH       DEFINED 01 02    04 05       56913
TEXAS INDUSTRIES, INC          COM              882491103      115     2700 SH       DEFINED 01    03              2700
TEXAS INSTRUMENTS, INC         COM              882508104    18782   193876 SH       DEFINED 01 02 03 04 05      193876
TEXAS REGIONAL BANCSHRS, INC ( COM              882673106      113     3900 SH       DEFINED 01 02    04 05        3900
TEXAS UTILITIES CO             COM              882848104     1536    43191 SH       DEFINED 01 02    04 05       43191
TEXTRON, INC                   COM              883203101     1035    13500 SH       DEFINED 01 02 03 04 05       13500
THEGLOBE.COM, INC              COM              88335R101       28     3300 SH       DEFINED 01 02 03 04           3300
THERAGENICS CORP               COM              883375107       29     3200 SH       DEFINED 01 02 03 04 05        3200
THERMO BIOANALYSIS CORP        COM              88355H108       13      700 SH       DEFINED 01 02    04            700
THERMO CARDIOSYSTEMS, INC      COM              88355K200        6      900 SH       DEFINED 01 02 03               900
THERMO FIBERTEK, INC           COM              88355W105       10     1400 SH       DEFINED 01    03              1400
THERMO ELECTRON CORP           COM              883556102      198    13175 SH       DEFINED 01 02 03 04 05       13175
THERMO INSTRUMENT SYSTEMS, INC COM              883559106        0       25 SH       DEFINED 01                      25
THERMOLASE CORP                COM              883624108        2     1200 SH       DEFINED 01                    1200
THERMOQUEST CORP               COM              883655102       12     1200 SH       DEFINED 01          05        1200
THESTREET.COM                  COM              88368Q103       12      600 SH       DEFINED    02       05         600
THERMEDICS, INC                COM              883901100        4      700 SH       DEFINED 01                     700
THOMAS & BETTS CORP            COM              884315102      344    10799 SH       DEFINED 01 02    04 05       10799
THOMAS INDUSTRIES, INC         COM              884425109       10      500 SH       DEFINED 01                     500
THOR INDUSTRIES, INC           COM              885160101       37     1200 SH       DEFINED 01                    1200
THORNBURG MORTGAGE ASSET CORP  COM              885218107       33     3985 SH       DEFINED 01                    3985
3DFX INTERACTIVE, INC          COM              88553X103       17     1700 SH       DEFINED    02 03 04           1700
3COM CORP                      COM              885535104     2460    52342 SH       DEFINED 01 02 03 04 05       52342
TICKETMASTER ONLINE-CITYSEAR   COM              88633P203      108     2800 SH       DEFINED 01 02 03    05        2800
TIDEWATER, INC                 COM              886423102      356     9900 SH       DEFINED 01       04 05        9900
TIFFANY & CO                   COM              886547108      759     8500 SH       DEFINED 01 02 03 04 05        8500
TIMBERLAND CO                  COM              887100105      106     2000 SH       DEFINED 01 02 03    05        2000
TIME WARNER, INC               COM              887315109    16600   229167 SH       DEFINED 01 02 03 04 05      229167
TIME WARNER TELECOM, INC       COM              887319101      170     3400 SH       DEFINED 01 02 03              3400
TIMES MIRROR CO SERIES A       COM              887364107      355     5300 SH       DEFINED 01 02 03 04           5300
TIMKEN CO                      COM              887389104      162     7929 SH       DEFINED 01 02    04 05        7929
TITAN CORP                     COM              888266103      254     5400 SH       DEFINED 01 02 03 04 05        5400
TITAN EXPLORATION, INC         COM              888289105        3      600 SH       DEFINED 01                     600
TITAN INTERNATIONAL, INC       COM              88830M102        2      300 SH       DEFINED 01       04            300
TOLL BROTHERS, INC             COM              889478103       69     3700 SH       DEFINED 01 02 03 04           3700
TOO, INC                       COM              890333107       31     1794 SH       DEFINED 01 02 03 04 05        1794
TOOTSIE ROLL INDUSTRIES, INC   COM              890516107      199     6047 SH       DEFINED 01 02 03 04 05        6047
TOPPS, INC                     COM              890786106       28     2700 SH       DEFINED 01 02 03 04           2700
TORCHMARK CORP                 COM              891027104      395    13600 SH       DEFINED 01 02    04 05       13600
TORO CO                        COM              891092108       26      700 SH       DEFINED 01                     700
TOSCO CORP                     COM              891490302      684    25148 SH       DEFINED 01 02    04 05       25148
TOTAL RENAL CARE HOLDINGS, INC COM              89151A107       60     9001 SH       DEFINED 01 02 03 04 05        9001
TOWER AUTOMOTIVE, INC          COM              891707101       97     6300 SH       DEFINED 01 02 03 04 05        6300
TOTAL SYSTEM SERVICES, INC     COM              891906109       31     1900 SH       DEFINED 01 02 03 04           1900
TRACK DATA CORP                COM              891918104        5      500 SH       DEFINED    02 03               500
TOWN & COUNTRY TRUST           COM              892081100       66     3700 SH       DEFINED 01 02 03    05        3700
TOWNE SERVICES, INC            COM              892148107        6     1500 SH       DEFINED    02 03              1500
TOYS "R" US, INC               COM              892335100      496    34687 SH       DEFINED 01 02    04 05       34687
TRAMMELL CROW CO               COM              89288R106       35     3000 SH       DEFINED 01 02 03 04 05        3000
TRANS WORLD AIRLINES, INC      COM              893349837       24     8600 SH       DEFINED 01                    8600
TRANS WORLD ENTERTAINMENT CORP COM              89336Q100       37     3550 SH       DEFINED 01 02 03 04           3550
TRANSACTION SYSTEM ARCHITECTUR COM              893416107       53     1900 SH       DEFINED 01 02 03 04           1900
TRANSKARYOTIC THERAPIES, INC   COM              893735100      142     3700 SH       DEFINED 01 02 03 04 05        3700
TRANSMONTAIGNE, INC            COM              893934109        3      400 SH       DEFINED       03 04            400
TRAVELERS PROPERTY CASUALTY CO COM              893939108      209     6100 SH       DEFINED 01       04 05        6100
TRANSWITCH CORP                COM              894065101      203     2800 SH       DEFINED 01 02 03 04 05        2800
TREDEGAR CORP                  COM              894650100       29     1400 SH       DEFINED 01 02 03              1400
TRENDWEST RESORTS, INC         COM              894917103        2      100 SH       DEFINED             05         100
TRENWICK GROUP, INC            COM              895290104       27     1600 SH       DEFINED 01       04           1600
TRIAD HOSPITALS, INC           COM              89579K109       52     3433 SH       DEFINED 01 02 03 04 05        3433
TRIANGLE BANCORP, INC          COM              895835106       17      900 SH       DEFINED    02 03 04            900
TRIANGLE PHARMACEUTICALS, INC  COM              89589H104       78     6100 SH       DEFINED 01 02 03 04 05        6100
TRIAD GUARANTY, INC            COM              895925105      121     5300 SH       DEFINED 01 02    04 05        5300
TRIARC COS, INC                COM              895927101        2      100 SH       DEFINED       03               100
TRICON GLOBAL RESTAURANTS, INC COM              895953107      744    19250 SH       DEFINED 01 02 03 04 05       19250
TRIBUNE CO                     COM              896047107     3852    69953 SH       DEFINED 01 02    04 05       69953
TRICO MARINE SERVICES, INC     COM              896106101        3      400 SH       DEFINED 01                     400
TRIGON HEALTHCARE, INC         COM              89618L100       83     2800 SH       DEFINED 01       04 05        2800
TRIMBLE NAVIGATION LTD         COM              896239100      123     5700 SH       DEFINED 01 02 03 04           5700
TRINITY INDUSTRIES, INC        COM              896522109      156     5500 SH       DEFINED 01       04 05        5500
TRIQUINT SEMICONDUCTOR, INC    COM              89674K103      278     2500 SH       DEFINED 01 02 03    05        2500
TRIUMPH GROUP, INC             COM              896818101       27     1100 SH       DEFINED 01                    1100
TROPICAL SPORTSWARE INTERNATIO COM              89708P102        2      100 SH       DEFINED          04            100
TRUE NORTH COMMUNICATIONS, INC COM              897844106      335     7500 SH       DEFINED 01 02 03 04 05        7500
TRUST CO OF N.J. (THE)         COM              898304100       73     3200 SH       DEFINED 01 02 03              3200
TRUSTCO BANK CORP              COM              898349105       11      800 SH       DEFINED    02 03               800
TRUSTMARK CORP                 COM              898402102      171     7900 SH       DEFINED 01       04 05        7900
TUBOSCOPE, INC                 COM              898600101       57     3600 SH       DEFINED 01       04           3600
TUESDAY MORNING CORP           COM              899035505        4      200 SH       DEFINED    02                  200
TUPPERWARE CORP                COM              899896104      312    18400 SH       DEFINED 01 02 03 04 05       18400
TUT SYSTEMS, INC               COM              901103101      102     1900 SH       DEFINED 01 02 03              1900
TWEETER HOME ENTERTAINMENT GRO COM              901167106       11      300 SH       DEFINED       03 04            300
21ST CENTURY INSURANCE GROUP   COM              901272203       12      600 SH       DEFINED          04 05         600
24/7 MEDIA, INC                COM              901314104       62     1100 SH       DEFINED 01 02 03    05        1100
TWINLAB CORP                   COM              901774109       12     1500 SH       DEFINED 01       04           1500
TYCO INTERNATIONAL LTD         COM              902124106    28842   741905 SH       DEFINED 01 02 03 04         741905
TYLER TECHNOLOGIES, INC        COM              902252105        6     1000 SH       DEFINED    02 03 04 05        1000
TYSON FOODS, INC               COM              902494103      341    21000 SH       DEFINED 01       04 05       21000
UAL CORP                       COM              902549500      147     1900 SH       DEFINED 01       04 05        1900
UCAR INTERNATIONAL, INC        COM              90262K109      134     7500 SH       DEFINED 01       04 05        7500
UGI CORP                       COM              902681105      127     6237 SH       DEFINED 01       04 05        6237
UICI                           COM              902737105       25     2400 SH       DEFINED 01    03 04           2400
UMB FINANCIAL CORP             COM              902788108      108     2860 SH       DEFINED 01          05        2860
UST CORP                       COM              902900109       64     2000 SH       DEFINED 01    03    05        2000
USX-MARATHON GROUP, INC        COM              902905827      901    36500 SH       DEFINED 01 02 03 04 05       36500
UST, INC                       COM              902911106      811    32200 SH       DEFINED 01 02 03 04 05       32200
U.S.A. DETERGENTS, INC         COM              902938109        2      600 SH       DEFINED 01                     600
U.S. PLASTIC LUMBER CORP       COM              902948108        8     1000 SH       DEFINED    02 03 04 05        1000
U.S. BANCORP                   COM              902973106     1976    83000 SH       DEFINED 01 02    04 05       83000
U.S. LIQUIDS, INC              COM              902974104        7      800 SH       DEFINED 01       04            800
U.S.A. NETWORKS, INC           COM              902984103      367     6650 SH       DEFINED 01 02    04 05        6650
URS CORP                       COM              903236107       50     2300 SH       DEFINED 01 02 03              2300
U.S. CAN CORP                  COM              90328W105       20     1000 SH       DEFINED    02    04 05        1000
USG CORP                       COM              903293405      160     3400 SH       DEFINED 01       04 05        3400
U.S. FOODSERVICE, INC          COM              90331R101       74     4420 SH       DEFINED 01 02 03 04           4420
U.S. LEC CORP (CLASS A)        COM              90331S109       77     2400 SH       DEFINED 01 02 03              2400
U.S.A. FLORAL PRODUCTS, INC    COM              90331T107        1      600 SH       DEFINED 01                     600
USEC, INC                      COM              90333E108        6      900 SH       DEFINED          04 05         900
US INTERACTIVE, INC            COM              90334M109        6      145 SH       DEFINED 01 02 03 04            145
USX-US STEEL GROUP, INC        COM              90337T101      340    10300 SH       DEFINED 01 02    04 05       10300
U.S. EXPRESS ENTERPRISES, INC  COM              90338N103        7      900 SH       DEFINED 01       04            900
US ONCOLOGY, INC               COM              90338W103       26     5180 SH       DEFINED 01    03 04           5180
UTI ENERGY CORP                COM              903387108        9      400 SH       DEFINED 01                     400
ULTRAMAR DIAMOND SHAMROCK CORP COM              904000106      409    18026 SH       DEFINED 01       04 05       18026
ULTRATECH STEPPER, INC         COM              904034105       45     2800 SH       DEFINED 01 02 03 04           2800
UNICAPITAL CORP                COM              90459D108       27     7400 SH       DEFINED 01    03 04           7400
UNIFI, INC                     COM              904677101        5      400 SH       DEFINED 01       04            400
UNIFIRST CORP                  COM              904708104       19     1500 SH       DEFINED 01       04           1500
UNILEVER NV (N.Y.) SHS         COM              904784709      817    15017 SH       DEFINED    02    04          15017
UNICOM CORP                    COM              904911104      626    18700 SH       DEFINED 01 02    04 05       18700
UNIGRAPHICS SOLUTIONS, INC     COM              904928108       38     1400 SH       DEFINED 01 02 03 04           1400
UNION CARBIDE CORP             COM              905581104      501     7500 SH       DEFINED 01 02    04 05        7500
UNION PACIFIC CORP             COM              907818108     1081    24782 SH       DEFINED 01 02    04 05       24782
UNION PACIFIC RESOURCES GROUP, COM              907834105      413    32414 SH       DEFINED 01 02    04 05       32414
UNION PLANTERS CORP            COM              908068109      830    21050 SH       DEFINED 01 02    04 05       21050
UNIONBANCAL CORP               COM              908906100      408    10351 SH       DEFINED 01       04 05       10351
UNISOURCE ENERGY CORP HOLDINGS COM              909205106       13     1200 SH       DEFINED 01                    1200
UNISYS CORP                    COM              909214108     1431    44808 SH       DEFINED 01 02 03 04 05       44808
UNITED ASSET MANAGEMENT CORP   COM              909420101       41     2200 SH       DEFINED 01 02 03 04 05        2200
UNITED AUTO GROUP, INC         COM              909440109        2      200 SH       DEFINED          04            200
UNITED BANKSHARES, INC         COM              909907107       26     1100 SH       DEFINED    02 03 04           1100
UNITED DOMINION REALTY TRUST,  COM              910197102      109    11036 SH       DEFINED 01          05       11036
UNITED FIRE & CASULTY CO       COM              910331107        5      200 SH       DEFINED 01                     200
UNITED HEALTHCARE CORP         COM              910581107     1217    22900 SH       DEFINED 01 02 03 04 05       22900
UNITED ILLUMINATING CO         COM              910637107       41      800 SH       DEFINED 01                     800
UNITED NATIONAL BANCORP        COM              910909100        2      106 SH       DEFINED          04            106
UNITED PAYORS & UNITED PROVIDE COM              911319101        8      500 SH       DEFINED 01    03 04            500
UNITED RENTALS, INC            COM              911363109      142     8270 SH       DEFINED 01 02 03 04 05        8270
U.S. CELLULAR CORP             COM              911684108       10      100 SH       DEFINED       03               100
U.S. AIRWAYS GROUP, INC        COM              911905107      266     8300 SH       DEFINED 01 02    04 05        8300
U.S. INDUSTRIES, INC           COM              912080108      291    20750 SH       DEFINED 01       04 05       20750
U.S. OFFICE PRODUCTS CO        COM              912325305       10     3112 SH       DEFINED 01 02                 3112
U.S. WEST, INC                 COM              91273H101     5264    73117 SH       DEFINED 01 02 03 04 05       73117
U.S. TRUST CORP                COM              91288L105      265     3300 SH       DEFINED 01 02 03    05        3300
UNITED STATIONERS, INC         COM              913004107      137     4800 SH       DEFINED 01       04 05        4800
UNITED TECHNOLOGIES CORP       COM              913017109    11410   175546 SH       DEFINED 01 02 03 04 05      175546
UNITEDGLOBALCOM, INC (CLASS A) COM              913247508      777    11000 SH       DEFINED 01 02 03 04 05       11000
UNITRIN, INC                   COM              913275103       41     1100 SH       DEFINED 01       04           1100
UNIVERSAL CORP                 COM              913456109        2      100 SH       DEFINED          04            100
UNIVERSAL FOODS CORP           COM              913538104      218    10700 SH       DEFINED 01 02 03 04 05       10700
UNIVERSAL FOREST PRODUCTS, INC COM              913543104       37     2500 SH       DEFINED 01                    2500
UNIVERSAL HEALTH SERVICES, INC COM              913903100      104     2900 SH       DEFINED 01 02       05        2900
UNIVISION COMMUNICATIONS, INC  COM              914906102     1083    10600 SH       DEFINED 01 02 03 04 05       10600
UNOCAL CORP                    COM              915289102      732    21813 SH       DEFINED 01 02    04 05       21813
UNOVA, INC                     COM              91529B106       18     1400 SH       DEFINED 01       04           1400
UNUMPROVIDENT CORP             COM              91529Y106      708    22089 SH       DEFINED 01 02    04 05       22089
USFREIGHTWAYS CORP             COM              916906100      225     4700 SH       DEFINED 01       04 05        4700
URBAN OUTFITTERS, INC          COM              917047102       12      400 SH       DEFINED 01    03               400
USINTERNETWORKING, INC         COM              917311805       59      850 SH       DEFINED 01 02 03    05         850
USWEB CORP                     COM              917327108      564    12700 SH       DEFINED 01 02 03 04 05       12700
UTILICORP UNITED, INC          COM              918005109      259    13324 SH       DEFINED 01       04 05       13324
VA LINUX SYSTEMS, INC          COM              91819B105       44      215 SH       DEFINED    02                  215
VF CORP                        COM              918204108      285     9500 SH       DEFINED 01 02    04 05        9500
VAIL RESORTS, INC              COM              91879Q109       11      600 SH       DEFINED    02                  600
VALASSIS COMMUNICATIONS, INC   COM              918866104      351     8300 SH       DEFINED 01 02 03 04 05        8300
VALHI, INC                     COM              918905100       13     1200 SH       DEFINED 01    03              1200
VALENCE TECHNOLOGY, INC        COM              918914102       34     1800 SH       DEFINED    02 03 04           1800
VALERO ENERGY CORP             COM              91913Y100      137     6900 SH       DEFINED 01       04 05        6900
VALLEY NATIONAL BANCORP        COM              919794107      205     7337 SH       DEFINED 01       04 05        7337
VALSPAR CORP                   COM              920355104      209     5000 SH       DEFINED 01 02 03 04 05        5000
VALUE AMERICA, INC             COM              92038N102        4      800 SH       DEFINED    02                  800
VALUE CITY DEPARTMENT STORES,  COM              920387107        5      300 SH       DEFINED 01       04            300
VALUEVISION INTERNATIONAL, INC COM              92047K107      155     2700 SH       DEFINED 01 02 03    05        2700
VARCO INTERNATIONAL, INC       COM              922126107       92     9000 SH       DEFINED 01       04 05        9000
VARIAN, INC                    COM              922206107       32     1400 SH       DEFINED 01 02 03              1400
VARIAN SEMICONDUCTOR EQUIPMENT COM              922207105       48     1400 SH       DEFINED 01 02 03    05        1400
VASTAR RESOURCES, INC          COM              922380100      425     7200 SH       DEFINED 01 02 03 04 05        7200
VEECO INSTRUMENTS, INC         COM              922417100       51     1100 SH       DEFINED 01 02 03              1100
VENTAS, INC                    COM              92276F100       12     2841 SH       DEFINED 01 02    04 05        2841
VENTANA MEDICAL SYSTEMS, INC   COM              92276H106       27     1100 SH       DEFINED 01 02 03              1100
VENTIV HEALTH, INC             COM              922793104       28     3098 SH       DEFINED 01 02 03 04 05        3098
VENATOR GROUP, INC             COM              922944103       51     7300 SH       DEFINED 01       04 05        7300
VERITY, INC                    COM              92343C106      272     6400 SH       DEFINED 01 02 03 04 05        6400
VERISIGN, INC                  COM              92343E102     1776     9300 SH       DEFINED 01 02 03 04 05        9300
VERITAS DGC, INC               COM              92343P107       27     1900 SH       DEFINED 01                    1900
VERIO, INC                     COM              923433106      522    11300 SH       DEFINED 01 02 03 04 05       11300
VERITAS SOFTWARE CORP          COM              923436109     8949    62525 SH       DEFINED 01 02 03 04 05       62525
VERTEX PHARMACEUTICALS, INC    COM              92532F100       56     1600 SH       DEFINED 01 02                 1600
VERTICALNET, INC               COM              92532L107      640     3900 SH       DEFINED 01 02 03 04 05        3900
VESTA INSURANCE GROUP, INC     COM              925391104        4     1100 SH       DEFINED 01                    1100
VETERINARY CENTERS OF AMERICA, COM              925514101       17     1300 SH       DEFINED 01 02    04           1300
VIAD CORP                      COM              92552R109       61     2200 SH       DEFINED    02 03 04 05        2200
VIASOFT, INC                   COM              92552U102        7     1200 SH       DEFINED 01                    1200
VIACOM, INC (CLASS A)          COM              925524100      447     7400 SH       DEFINED 01                    7400
VIACOM, INC (CLASS B)          COM              925524308     4509    74600 SH       DEFINED 01 02 03 04 05       74600
VIATEL, INC                    COM              925529208     5656   105478 SH       DEFINED 01 02 03 04 05      105478
VICAL, INC                     COM              925602104      105     3500 SH       DEFINED 01 02 03              3500
VICOR CORP                     COM              925815102       85     2100 SH       DEFINED 01 02 03 04           2100
VIGNETTE CORP                  COM              926734104      945     5800 SH       DEFINED 01 02 03 04 05        5800
VINTAGE PETROLEUM, INC         COM              927460105       35     2900 SH       DEFINED 01 02 03 04 05        2900
VISIO CORP                     COM              927914101      143     3000 SH       DEFINED 01 02 03 04 05        3000
VISHAY INTERTECHNOLOGY, INC    COM              928298108      251     7925 SH       DEFINED 01       04 05        7925
VISX, INC                      COM              92844S105      481     9300 SH       DEFINED 01 02 03 04 05        9300
VISUAL NETWORKS, INC           COM              928444108      301     3800 SH       DEFINED 01 02 03    05        3800
VITAL SIGNS, INC               COM              928469105        5      200 SH       DEFINED             05         200
VITESSE SEMICONDUCTOR CORP     COM              928497106     1101    21000 SH       DEFINED 01 02 03 04 05       21000
VLASIC FOODS INTERNATIONAL, IN COM              928559103       13     2360 SH       DEFINED 01 02 03    05        2360
VODAFONE AIRTOUCH PLC ADR      ADR              92857T107       35      700 SH       DEFINED          04            700
VOICESTREAM WIRELESS CORP      COM              928615103     1466    10300 SH       DEFINED 01 02 03 04 05       10300
VORNADO REALTY TRUST           COM              929042109      293     9000 SH       DEFINED 01       04 05        9000
VULCAN MATERIALS CO            COM              929160109      144     3600 SH       DEFINED 01 02    04 05        3600
WD-40 CO                       COM              929236107       49     2200 SH       DEFINED 01 02 03 04           2200
W HOLDING CO, INC              COM              929251106       32     3100 SH       DEFINED 01 02 03 04           3100
WICOR, INC                     COM              929253102       23      800 SH       DEFINED 01                     800
WMS INDUSTRIES, INC            COM              929297109        4      300 SH       DEFINED       03 04            300
WPS RESOURCES CORP             COM              92931B106       15      600 SH       DEFINED 01       04 05         600
WABASH NATIONAL CORP           COM              929566107       12      800 SH       DEFINED 01                     800
WACHOVIA CORP                  COM              929771103     1437    21136 SH       DEFINED 01 02    04 05       21136
WACKENHUT CORP SERIES A        COM              929794105       40     2700 SH       DEFINED 01 02 03 04           2700
WACKENHUT CORRECTIONS CORP     COM              929798106       14     1200 SH       DEFINED    02    04           1200
WADDELL & REED FINANCIAL INC ( COM              930059100      271    10001 SH       DEFINED 01 02 03 04 05       10001
WADDELL & REED FINANCIAL INC ( COM              930059209       10      401 SH       DEFINED 01 02                  401
WAL-MART STORES, INC           COM              931142103    41315   597682 SH       DEFINED 01 02 03 04 05      597682
WALDEN RESIDENTIAL PROPERTIES, COM              931210108        4      205 SH       DEFINED 01                     205
WALGREEN CO                    COM              931422109     4781   163436 SH       DEFINED 01 02 03 04 05      163436
WALLACE COMPUTER SERVICES, INC COM              932270101       86     5200 SH       DEFINED 01       04 05        5200
WALTER INDUSTRIES, INC         COM              93317Q105        1      100 SH       DEFINED          04            100
WARNACO GROUP, INC (CLASS A)   COM              934390105       95     7700 SH       DEFINED 01 02    04 05        7700
WARNER-LAMBERT CO              COM              934488107    14264   174078 SH       DEFINED 01 02 03 04 05      174078
WASHINGTON FEDERAL, INC        COM              938824109      191     9662 SH       DEFINED 01       04 05        9662
WASHINGTON GAS LIGHT CO        COM              938837101      107     3900 SH       DEFINED 01       04           3900
WASHINGTON MUTUAL, INC         COM              939322103     1710    65752 SH       DEFINED 01 02    04 05       65752
WASHINGTON POST CO (CLASS B)   COM              939640108      500      900 SH       DEFINED 01          05         900
WASHINGTON REAL ESTATE INVESTM COM              939653101       99     6600 SH       DEFINED 01    03 04 05        6600
WASHINGTON TRUST BANCORP, INC  COM              940610108       12      700 SH       DEFINED 01                     700
WASTE CONNECTIONS, INC         COM              941053100       13      900 SH       DEFINED    02 03 04            900
WASTE INDUSTRIES, INC          COM              941058109        2      200 SH       DEFINED       03 04            200
WASTE MANAGEMENT, INC          COM              94106L109     1725   100336 SH       DEFINED 01 02 03 04 05      100336
WATER PIK TECHNOLOGIES, INC    COM              94113U100        6      615 SH       DEFINED 01 02    04 05         615
WATERS CORP                    COM              941848103      323     6100 SH       DEFINED 01 02 03 04 05        6100
WATKINS-JOHNSON CO             COM              942486101       20      500 SH       DEFINED 01 02                  500
WATSCO, INC                    COM              942622200        5      400 SH       DEFINED    02 03               400
WATSON PHARMACEUTICALS, INC    COM              942683103      462    12900 SH       DEFINED 01 02 03 04 05       12900
WAUSAU-MOSINEE PAPER CORP      COM              943315101       89     7600 SH       DEFINED 01 02 03              7600
WAVE SYSTEMS CORP (CLASS A)    COM              943526103       26     2200 SH       DEFINED 01 02 03 04           2200
WAVO CORP                      COM              944027101       20     5100 SH       DEFINED 01 02 03 04 05        5100
WEATHERFORD INTERNATIONAL      COM              947074100      281     7030 SH       DEFINED 01 02 03 04 05        7030
WEBB (DEL) CORP                COM              947423109        7      300 SH       DEFINED 01       04            300
WEBLINK WIRELESS, INC          COM              94769A101      211    13600 SH       DEFINED 01 02 03 04 05       13600
WEBSTER FINANCIAL CORP         COM              947890109      127     5400 SH       DEFINED 01       04 05        5400
WEBTRENDS CORP                 COM              94844D104       97     1200 SH       DEFINED 01 02                 1200
WEINGARTEN REALTY INVESTORS, I COM              948741103      210     5400 SH       DEFINED 01 02 03 04 05        5400
WEIS MARKETS, INC              COM              948849104       83     1900 SH       DEFINED 01                    1900
WELLMAN, INC                   COM              949702104       13      700 SH       DEFINED 01          05         700
WELLPOINT HEALTH NETWORKS, INC COM              94973H108      409     6200 SH       DEFINED 01 02 03 04 05        6200
WELLS FARGO CO                 COM              949746101     7369   182240 SH       DEFINED 01 02    04 05      182240
WELLSFORD REAL PROPERTIES, INC COM              950240101       27     3200 SH       DEFINED 01       04           3200
WENDY'S INTERNATIONAL, INC     COM              950590109      182     8800 SH       DEFINED 01 02    04 05        8800
WERNER ENTERPRISES, INC        COM              950755108       72     5150 SH       DEFINED 01       04 05        5150
WESCO FINANCIAL CORP           COM              950817106       54      220 SH       DEFINED 01                     220
WESCO INTERNATIONAL, INC       COM              95082P105       10     1100 SH       DEFINED 01    03 04           1100
WESLEY JESSEN VISIONCARE, INC  COM              951018100      276     7300 SH       DEFINED 01 02 03 04 05        7300
WEST COAST BANCORP (OREGON)    COM              952145100       43     3190 SH       DEFINED 01 02 03              3190
WEST MARINE, INC               COM              954235107        2      200 SH       DEFINED             05         200
WEST PHARMACEUTICAL SERVICES   COM              955306105       77     2500 SH       DEFINED 01 02       05        2500
WEST TELESERVICES CORP         COM              956188106       64     2600 SH       DEFINED 01 02    04 05        2600
WESTAMERICA BANCORP            COM              957090103       45     1600 SH       DEFINED 01    03 04 05        1600
WESTELL TECHNOLOGIES, INC (CLA COM              957541105       27     2500 SH       DEFINED 01 02 03              2500
WESTCORP                       COM              957907108        4      300 SH       DEFINED          04 05         300
WESTERN DIGITAL CORP           COM              958102105       44    10600 SH       DEFINED 01 02 03 04 05       10600
WESTERN GAS RESOURCES, INC     COM              958259103       38     2900 SH       DEFINED 01          05        2900
WESTERN PROPERTIES TRUST       COM              959261108        7      700 SH       DEFINED 01                     700
WESTERN RESOURCES, INC         COM              959425109       75     4400 SH       DEFINED 01       04           4400
WESTERN WIRELESS CORP (CLASS A COM              95988E204      561     8400 SH       DEFINED 01 02 03 04 05        8400
WESTFIELD AMERICA, INC         COM              959910100       12     1000 SH       DEFINED 01    03              1000
WESTINGHOUSE AIR BRAKE CO      COM              960386100      109     6159 SH       DEFINED 01 02 03 04 05        6159
WESTPOINT STEVENS, INC         COM              961238102      140     8000 SH       DEFINED 01 02 03 04 05        8000
WESTVACO CORP                  COM              961548104      245     7500 SH       DEFINED 01 02    04 05        7500
WESTWOOD ONE, INC              COM              961815107      296     3900 SH       DEFINED 01 02 03 04           3900
WET SEAL, INC (CLASS A)        COM              961840105       25     2000 SH       DEFINED 01 02 03 04           2000
WEYERHAEUSER CO                COM              962166104     1714    23867 SH       DEFINED 01 02    04 05       23867
WHIRLPOOL CORP                 COM              963320106      478     7342 SH       DEFINED 01 02    04 05        7342
WHITEHALL JEWELLERS, INC       COM              965063100       11      300 SH       DEFINED    02 03    05         300
WHITMAN CORP                   COM              96647R107      152    11300 SH       DEFINED 01 02 03 04 05       11300
WHITNEY HOLDINGS CORP          COM              966612103       52     1400 SH       DEFINED 01                    1400
WHITTMAN HART, INC             COM              966834103      215     4000 SH       DEFINED 01 02 03 04 05        4000
WHOLE FOODS MARKET, INC        COM              966837106       51     1100 SH       DEFINED    02 03 04 05        1100
WILD OATS MARKETS, INC         COM              96808B107      229    10300 SH       DEFINED 01 02 03 04 05       10300
WILEY (JOHN) & SONS, INC (CLAS COM              968223206      131     7800 SH       DEFINED 01 02 03 04 05        7800
WILLAMETTE INDUSTRIES, INC     COM              969133107      525    11300 SH       DEFINED 01 02    04 05       11300
WILLIAMS COMMUNICATIONS GROUP, COM              969455104      398    13750 SH       DEFINED    02 03 04          13750
WILLIAMS COS, INC              COM              969457100     1679    54929 SH       DEFINED 01 02 03 04 05       54929
WILLIAMS-SONOMA, INC           COM              969904101      156     3400 SH       DEFINED 01 02 03 04 05        3400
WILMINGTON TRUST CORP          COM              971807102       10      200 SH       DEFINED             05         200
WIND RIVER SYSTEMS, INC        COM              973149107       56     1525 SH       DEFINED 01 02 03 04 05        1525
WINN DIXIE STORES, INC         COM              974280109      144     6000 SH       DEFINED 01 02    04 05        6000
WINNEBAGO INDUSTRIES, INC      COM              974637100       54     2700 SH       DEFINED 01    03              2700
WINSTAR COMMUNICATIONS, INC    COM              975515107      594     7900 SH       DEFINED 01 02 03 04 05        7900
WISCONSIN CENTRAL TRANSIT CORP COM              976592105       58     4300 SH       DEFINED 01 02 03 04           4300
WISCONSIN ENERGY CORP          COM              976657106       79     4100 SH       DEFINED 01       04 05        4100
WOLVERINE WORLD WIDE, INC      COM              978097103        1      125 SH       DEFINED 01       04            125
WOODWARD GOVERNOR CO           COM              980745103       17      600 SH       DEFINED 01          05         600
WORKFLOW MANAGEMENT, INC       COM              98137N109        2       66 SH       DEFINED 01 02                   66
WORLD ACCESS, INC              COM              98141A101      129     6700 SH       DEFINED 01 02 03 04 05        6700
WORLDGATE COMMUNICATIONS, INC  COM              98156L307       10      200 SH       DEFINED    02 03               200
WORTHINGTON INDUSTRIES, INC    COM              981811102      296    17900 SH       DEFINED 01 02    04 05       17900
WRIGLEY (WM) JR CO             COM              982526105      688     8301 SH       DEFINED 01 02 03 04 05        8301
WYNDHAM INTERNATIONAL, INC     COM              983101106       30    10371 SH       DEFINED 01       04          10371
WYNN'S INTERNATIONAL, INC      COM              983195108       14     1000 SH       DEFINED 01                    1000
XCEED, INC                     COM              98388N105       17      400 SH       DEFINED 01 02 03               400
XILINX, INC                    COM              983919101     4389    96532 SH       DEFINED 01 02 03 04 05       96532
XIRCOM, INC                    COM              983922105      780    10400 SH       DEFINED 01 02 03 04 05       10400
XEROX CORP                     COM              984121103     3246   143071 SH       DEFINED 01 02 03 04 05      143071
XTRA CORP                      COM              984138107       85     2000 SH       DEFINED 01                    2000
YAHOO, INC                     COM              984332106    13580    31385 SH       DEFINED 01 02 03 04 05       31385
YANKEE ENERGY SYSTEMS, INC     COM              984779108        4      100 SH       DEFINED 01                     100
YELLOW CORP                    COM              985509108       66     3900 SH       DEFINED 01       04           3900
YORK INTERNATIONAL CORP        COM              986670107      266     9700 SH       DEFINED 01       04 05        9700
YOUNG & RUBICAM, INC           COM              987425105     3099    43800 SH       DEFINED 01 02 03 04 05       43800
YOUNG BROADCASTING, INC (CLASS COM              987434107       61     1200 SH       DEFINED 01 02 03              1200
ZALE CORP                      COM              988858106      247     5100 SH       DEFINED 01 02    04 05        5100
ZEBRA TECHNOLOGY CORP          COM              989207105      170     2900 SH       DEFINED 01 02 03 04 05        2900
ZIFF-DAVIS, INC                COM              989511100        2      100 SH       DEFINED             05         100
ZIFF-DAVIS, INC -ZDNET         COM              989511209        2      100 SH       DEFINED       03               100
ZILA, INC                      COM              989513205       10     3500 SH       DEFINED 01 02                 3500
ZIONS BANCORP                  COM              989701107      385     6500 SH       DEFINED 01 02 03 04 05        6500
ZIXIT CORP                     COM              98974P100       48     1200 SH       DEFINED 01 02 03              1200
ZONAGEN, INC                   COM              98975L108        2      500 SH       DEFINED 01                     500
ZOMAX, INC                     COM              989929104      113     2500 SH       DEFINED 01 02 03              2500
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