TEACHERS ADVISORS INC
13F-HR, 2000-11-13
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                                 UNITED STATES
                      SECURITIES AND EXCHANGE COMMISSION
                            Washington, D.C. 20549

                                    FORM 13F

                             FORM 13F COVER PAGE

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

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

Institutional Investment Manager Filing this Report:

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

13F File Number:  28-04800

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

Person Signing this Report on Behalf of Reporting Manager:

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

Signature, Place and Date of Signing:

/s/ Richard Schlefer            New York, NY                November 10, 2000




Report Type (Check only one.):

[ X ] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager
       are reported in this report.)
[   ] 13F NOTICE. (Check here if no holdings of this reporting manager are
       reported in this report, and all holdings are reported by other reporting
       manager(s).)
[   ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this
       reporting manager are reported in this report and a portion are reported
       by other reporting manager(s).)
<PAGE>
                             FORM 13F SUMMARY PAGE

Report Summary:

Number of Other Included Managers:  5

Form 13F Information Table Entry Total:  3,288

Form 13F Information Table Value Total:  $  3,499,342 (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     2253    50527 SH       DEFINED    02    04 05       50527
TOTAL FINA WTS 08/05/03                         F9212D142       15      486 SH       DEFINED 01                     486
ACE LTD                        COM              G0070K103     2949    75125 SH       DEFINED    02    04 05       75125
AMDOCS LTD                     COM              G02602103       27      425 SH       DEFINED 01 02 03    05         425
APW LTD                        COM              G04397108        5      100 SH       DEFINED             05         100
GLOBAL CROSSING LTD            COM              G3921A100     1100    35492 SH       DEFINED 01 02    04 05       35492
GLOBAL CROSSING                PFD              G3921A134      501     2000 SH       DEFINED    02                 2000
GLOBAL SOURCES LTD             COM              G39300101        0       10 SH       DEFINED    02    04 05          10
OPENTV CORP                    COM              G67543101       13      397 SH       DEFINED 01 02    04 05         397
TRANSOCEAN SEDCO FOREX, INC    COM              G90078109      621    10588 SH       DEFINED    02    04 05       10588
TRENWICK GROUP LTD             COM              G9032C109       35     1838 SH       DEFINED 01 02    04 05        1838
TYCOM LTD                      COM              G9144B106     2705    70492 SH       DEFINED    02 03 04 05       70492
XL CAPITAL LTD                 COM              G98255105     1416    19261 SH       DEFINED    02    04 05       19261
CHECK POINT SOFTWARE TECHNOLOG COM              M22465104     5528    35100 SH       DEFINED    02    04 05       35100
FLEXTRONICS INTL               COM              Y2573F102     5026    61200 SH       DEFINED    02    04 05       61200
AAR CORP                       COM              000361105       16     1403 SH       DEFINED 01 02    04 05        1403
ABC-NACO, INC                  COM              000752105        1      140 SH       DEFINED    02       05         140
ACTV, INC                      COM              00088E104       94     6826 SH       DEFINED 01 02 03 04 05        6826
ADC TELECOMMUNICATIONS, INC    COM              000886101     4159   154660 SH       DEFINED 01 02 03 04 05      154660
ADE CORP                       COM              00089C107        2      100 SH       DEFINED          04            100
ABM INDUSTRIES, INC            COM              000957100       33     1219 SH       DEFINED 01 02    04 05        1219
ACT MANUFACTURING, INC         COM              000973107       90     1700 SH       DEFINED 01 02 03 04 05        1700
AEP INDUSTRIES, INC            COM              001031103        0       13 SH       DEFINED    02                   13
AFLAC, INC                     COM              001055102     2433    37982 SH       DEFINED 01 02 03 04 05       37982
AGCO CORP                      COM              001084102       72     6037 SH       DEFINED 01 02    04 05        6037
AGL RESOURCES, INC             COM              001204106      191     9506 SH       DEFINED 01 02    04 05        9506
AHL SERVICES, INC              COM              001296102       10     1130 SH       DEFINED 01 02 03              1130
AES CORP                       COM              00130H105     5048    73696 SH       DEFINED 01 02 03 04 05       73696
AK STEEL HOLDING CORP          COM              001547108       16     1744 SH       DEFINED    02 03 04 05        1744
AMB PROPERTY CORP              COM              00163T109      119     4843 SH       DEFINED 01 02    04 05        4843
AMC ENTERTAINMENT, INC         COM              001669100        5     2918 SH       DEFINED 01 02    04           2918
AMLI RESIDENTIAL PROPERTIES TR COM              001735109       49     2055 SH       DEFINED 01 02    04 05        2055
AMR CORP                       COM              001765106     2250    68836 SH       DEFINED 01 02    04 05       68836
ANC RENTAL CORP                COM              001813104       35     6042 SH       DEFINED 01 02 03 04 05        6042
APAC CUSTOMER SERVICES, INC    COM              00185E106       17     3200 SH       DEFINED 01 02 03 04 05        3200
AT & T CORP                    COM              001957109    17765   604752 SH       DEFINED 01 02    04 05      604752
AT & T CORP - LIBERTY MEDIA (C COM              001957208     7489   416034 SH       DEFINED 01 02 03 04 05      416034
AT&T WIRELESS GROUP            COM              001957406     1081    51800 SH       DEFINED 01 02 03 04 05       51800
A.S.V., INC                    COM              001963107        7      536 SH       DEFINED    02 03               536
ATMI, INC                      COM              00207R101      126     5399 SH       DEFINED 01 02 03 04 05        5399
ATS MEDICAL, INC               COM              002083103       32     2100 SH       DEFINED    02 03 04 05        2100
AVT CORP                       COM              002420107       24     4242 SH       DEFINED 01 02 03 04 05        4242
AVX CORP                       COM              002444107      249     9562 SH       DEFINED 01 02 03 04 05        9562
AXA FINANCIAL, INC             COM              002451102      716    14066 SH       DEFINED 01 02    04 05       14066
AXT, INC                       COM              00246W103      116     2771 SH       DEFINED 01 02 03 04 05        2771
AARON RENTS, INC               COM              002535201       38     2967 SH       DEFINED 01 02    04 05        2967
ABBOTT LABORATORIES CO         COM              002824100     9599   201824 SH       DEFINED 01 02 03 04 05      201824
ABERCROMBIE & FITCH CO (CLASS  COM              002896207      316    16587 SH       DEFINED 01 02 03 04 05       16587
ABGENIX, INC                   COM              00339B107     1031    12756 SH       DEFINED 01 02 03 04 05       12756
ABIOMED, INC                   COM              003654100       48      700 SH       DEFINED 01 02 03    05         700
ABOUT.COM, INC                 COM              003736105       72     2215 SH       DEFINED 01 02 03 04 05        2215
ACACIA RESEARCH CORP           COM              003881109       84     2400 SH       DEFINED 01 02 03 04 05        2400
ACCEPTANCE INSURANCE COS, INC  COM              004308102        1      144 SH       DEFINED    02       05         144
ACCLAIM ENTERTAINMENT, INC     COM              004325205       12     6657 SH       DEFINED 01 02    04 05        6657
ACCREDO HEALTH, INC            COM              00437V104       79     1618 SH       DEFINED 01 02 03 04 05        1618
ACCRUE SOFTWARE, INC           COM              00437W102       44     3700 SH       DEFINED 01 02 03 04 05        3700
ACKERLEY GROUP, INC            COM              004527107       15     1486 SH       DEFINED    02 03 04 05        1486
ACLARA BIOSCIENCES, INC        COM              00461P106       49     1600 SH       DEFINED 01 02 03 04 05        1600
ACME COMMUNICATION, INC        COM              004631107        1      100 SH       DEFINED          04            100
ACNEILSEN CORP                 COM              004833109      200     8408 SH       DEFINED 01 02 03 04 05        8408
ACTIVISION, INC                COM              004930202       14      951 SH       DEFINED    02    04 05         951
ACTION PERFORMANCE COS, INC    COM              004933107        7     2056 SH       DEFINED 01 02       05        2056
ACTEL CORP                     COM              004934105       75     2077 SH       DEFINED 01 02 03 04 05        2077
ACTUATE CORP                   COM              00508B102      349    10108 SH       DEFINED 01 02 03 04 05       10108
ACTUANT CORP                   COM              00508X104       23     5936 SH       DEFINED 01 02 03 04 05        5936
ACUSON CORP                    COM              005113105       83     3650 SH       DEFINED 01 02    04 05        3650
ACXIOM CORP                    COM              005125109      439    13837 SH       DEFINED 01 02 03 04 05       13837
ADAC LABORATORIES, INC         COM              005313200       75     3600 SH       DEFINED 01 02 03 04 05        3600
ADAPTIVE BROADBAND CORP        COM              00650M104       92     4736 SH       DEFINED 01 02 03 04 05        4736
ADAPTEC, INC                   COM              00651F108      225    11274 SH       DEFINED 01 02 03 04 05       11274
ADECCO S.A. ADR                ADR              006754105        3       35 SH       DEFINED          04 05          35
ADELPHIA BUSINESS SOLUTIONS, I COM              006847107       47     4010 SH       DEFINED 01 02 03 04 05        4010
ADELPHIA COMMUNICATIONS CORP ( COM              006848105      152     5497 SH       DEFINED 01 02    04 05        5497
ADEPT TECHNOLOGY, INC          COM              006854103       68     1300 SH       DEFINED 01 02 03 04 05        1300
ADMINSTAFF, INC                COM              007094105       83     1100 SH       DEFINED 01 02 03 04 05        1100
ADOBE SYSTEMS, INC             COM              00724F101     3896    25095 SH       DEFINED 01 02 03 04 05       25095
ADTRAN, INC                    COM              00738A106      136     3196 SH       DEFINED 01 02 03 04 05        3196
ADVANCE PARADIGM, INC          COM              007491103      156     3688 SH       DEFINED 01 02 03 04 05        3688
ADVANCED DIGITAL INFORMATION C COM              007525108       99     6496 SH       DEFINED 01 02 03 04 05        6496
ADVANCED LIGHTING TECHNOLOGIES COM              00753C102       20     1600 SH       DEFINED 01 02 03 04 05        1600
ADVANCED MARKETING SERVICES, I COM              00753T105       14      800 SH       DEFINED    02 03    05         800
ADVANCED FIBRE COMMUNICATIONS, COM              00754A105      497    13110 SH       DEFINED 01 02 03 04 05       13110
ADVANCED RADIO TELECOM CORP    COM              00754U101       59     6937 SH       DEFINED 01 02 03 04 05        6937
ADVANCED TISSUE SCIENCES, INC  COM              00755F103       65     8800 SH       DEFINED 01 02 03 04 05        8800
ADVEST GROUP, INC              COM              007566102       14      428 SH       DEFINED 01 02                  428
ADVANTAGE LEARNING SYSTEMS, IN COM              00757K100       35     1000 SH       DEFINED    02 03    05        1000
ADVANTICA RESTAURANT GROUP, IN COM              00758B109        1     1123 SH       DEFINED 01 02                 1123
ADVO, INC                      COM              007585102      113     3434 SH       DEFINED 01 02 03 04 05        3434
AEROFLEX, INC                  COM              007768104      207     4255 SH       DEFINED 01 02 03 04 05        4255
ADVANCED MICRO DEVICES, INC    COM              007903107     1327    56182 SH       DEFINED 01 02 03 04 05       56182
AEGON NV ARS                   ADR              007924103      115     3108 SH       DEFINED    02    04 05        3108
ADVANTA CORP (CLASS A)         COM              007942105       29     2571 SH       DEFINED 01 02    04 05        2571
ADVANCED ENERGY INDUSTRIES, IN COM              007973100       71     2139 SH       DEFINED 01 02 03 04 05        2139
ADVENT SOFTWARE, INC           COM              007974108      334     4782 SH       DEFINED 01 02 03 04 05        4782
AETHER SYSTEMS, INC            COM              00808V105      475     4500 SH       DEFINED 01 02 03 04 05        4500
AETNA, INC                     COM              008117103      942    16224 SH       DEFINED 01 02    04 05       16224
AFFILIATED COMPUTER SERVICES,I COM              008190100      250     5010 SH       DEFINED 01 02 03 04 05        5010
AFFILIATED MANAGERS GROUP, INC COM              008252108      221     3887 SH       DEFINED 01 02 03 04 05        3887
AFFYMETRIX, INC                COM              00826T108      362     7254 SH       DEFINED 01 02 03 04 05        7254
AFTERMARKET TECHNOLOGY CORP    COM              008318107        6     1050 SH       DEFINED 01 02       05        1050
AGENCY.COM LTD                 COM              008447104        1      100 SH       DEFINED             05         100
AGILENT TECHNOLOGIES, INC      COM              00846U101     5360   109535 SH       DEFINED 01 02 03 04 05      109535
AGILE SOFTWARE CORP            COM              00846X105      396     4400 SH       DEFINED 01 02 03 04 05        4400
AGRIBRANDS INTERNATIONAL, INC  COM              00849R105       88     2009 SH       DEFINED 01 02    04           2009
AIR PRODUCTS & CHEMICALS, INC  COM              009158106     1246    34615 SH       DEFINED 01 02    04 05       34615
AIRBORNE FREIGHT CORP          COM              009266107       28     2757 SH       DEFINED 01 02    04 05        2757
AIRGAS, INC                    COM              009363102       36     5258 SH       DEFINED 01 02    04 05        5258
AIRGATE PCS, INC               COM              009367103       63     1400 SH       DEFINED 01 02 03 04 05        1400
AIRNET COMMUNICATION CORP      COM              00941P106       16      700 SH       DEFINED 01 02 03               700
AIRTRAN HOLDINGS, INC          COM              00949P108       51    11427 SH       DEFINED 01 02 03 04 05       11427
AKAMAI TECHNOLOGIES, INC       COM              00971T101      368     7012 SH       DEFINED 01 02 03 04 05        7012
ALABAMA NATIONAL BANCORP       COM              010317105        1       36 SH       DEFINED    02                   36
ALAMOSA PCS HOLDINGS, INC      COM              011593100       16     1000 SH       DEFINED    02 03    05        1000
ALARIS MEDICAL, INC            COM              011637105        1      647 SH       DEFINED    02 03 04            647
ALASKA AIR GROUP, INC          COM              011659109       55     2293 SH       DEFINED 01 02    04 05        2293
ALBANY INTERNATIONAL CORP (CLA COM              012348108       39     3278 SH       DEFINED 01 02    04 05        3278
ALBANY MOLECULAR RESEARCH, INC COM              012423109      171     3046 SH       DEFINED 01 02 03 04 05        3046
ALBEMARLE CORP                 COM              012653101       44     2179 SH       DEFINED 01 02    04 05        2179
ALBERTO CULVER CO (CLASS B)    COM              013068101      201     6962 SH       DEFINED 01 02    04 05        6962
ALBERTSON'S, INC               COM              013104104      834    39722 SH       DEFINED 01 02    04 05       39722
ALCAN ALUMINIUM CO LTD (U.S.)  COM              013716105      206     7117 SH       DEFINED    02    04 05        7117
ALCOA, INC                     COM              013817101     2802   110714 SH       DEFINED 01 02    04 05      110714
ALEXANDER & BALDWIN, INC       COM              014482103       35     1362 SH       DEFINED 01 02    04 05        1362
ALEXANDER'S, INC               COM              014752109       16      200 SH       DEFINED    02                  200
ALEXANDRIA REAL ESTATE EQUITIE COM              015271109       19      544 SH       DEFINED    02    04            544
ALEXION PHARMACEUTICALS, INC   COM              015351109      251     2200 SH       DEFINED 01 02 03 04 05        2200
ALFA CORP                      COM              015385107       45     2590 SH       DEFINED 01 02    04 05        2590
ALKERMES, INC                  COM              01642T108      429    11102 SH       DEFINED 01 02 03 04 05       11102
ALLAIRE CORP                   COM              016714107       33     3850 SH       DEFINED 01 02 03 04 05        3850
ALLEGHANY CORP (DELAWARE)      COM              017175100      125      640 SH       DEFINED 01 02                  640
ALLEGHENY ENERGY, INC          COM              017361106      277     7244 SH       DEFINED 01 02    04 05        7244
ALLEGHENY TECHNOLOGIES, INC    COM              01741R102      211    11655 SH       DEFINED 01 02    04 05       11655
ALLEGIANCE TELECOM, INC        COM              01747T102      790    21208 SH       DEFINED 01 02 03 04 05       21208
ALLEN TELECOM, INC             COM              018091108       42     2504 SH       DEFINED 01 02    04 05        2504
ALLERGAN, INC                  COM              018490102     2375    28130 SH       DEFINED 01 02 03 04 05       28130
ALLERGAN SPECIALTY THERAPEUTIC COM              018494104        3      135 SH       DEFINED 01 02                  135
ALLIANCE BANCORP               COM              01852J105        1       39 SH       DEFINED    02                   39
ALLETE                         COM              018522102      145     6539 SH       DEFINED 01 02    04 05        6539
ALLIANCE SEMICONDUCTOR CORP    COM              01877H100      145     7292 SH       DEFINED 01 02 03 04 05        7292
ALLIANCE PHARMACEUTICAL CORP   COM              018773101      127     8300 SH       DEFINED 01 02 03 04 05        8300
ALLIANT ENERGY CORP            COM              018802108      114     3876 SH       DEFINED 01 02    04 05        3876
ALLIANT TECHSYSTEMS, INC       COM              018804104       68      832 SH       DEFINED 01 02 03 04            832
ALLIED CAPITAL CORP            COM              01903Q108      130     6259 SH       DEFINED 01 02    04 05        6259
ALLIED RISER COMMUNICATION COR COM              019496108       30     4600 SH       DEFINED 01 02    04 05        4600
ALLIED WASTE INDUSTRIES, INC   COM              019589308      202    21997 SH       DEFINED 01 02    04 05       21997
ALLMERICA FINANCIAL CORP       COM              019754100      301     4704 SH       DEFINED 01 02    04 05        4704
ALLSCRIPTS, INC                COM              019886100       40     2800 SH       DEFINED 01 02 03 04 05        2800
ALLSTATE CORP                  COM              020002101     4025   115822 SH       DEFINED 01 02    04 05      115822
ALLTEL CORP                    COM              020039103     2182    41804 SH       DEFINED 01 02 03 04 05       41804
ALLTRISTA CORP                 COM              020040101        7      325 SH       DEFINED 01 02                  325
ALPHA INDUSTRIES, INC          COM              020753109      212     6226 SH       DEFINED 01 02 03 04 05        6226
ALPHARMA, INC (CLASS A)        COM              020813101      166     2723 SH       DEFINED    02 03 04 05        2723
ALPINE GROUP, INC              COM              020825105        4      850 SH       DEFINED 01 02       05         850
ALTERA CORP                    COM              021441100     4255    89116 SH       DEFINED 01 02 03 04 05       89116
ALTEON WEBSYSTEMS, INC         COM              02145A109     1669    15400 SH       DEFINED 01 02 03 04 05       15400
ALTERRA HEALTHCARE CORP        COM              02146C104        1      283 SH       DEFINED    02                  283
ALZA CORP                      COM              022615108     1465    16933 SH       DEFINED 01 02 03 04 05       16933
AMAZON.COM, INC                COM              023135106     1295    33701 SH       DEFINED 01 02 03 04 05       33701
AMBAC FINANCIAL GROUP, INC     COM              023139108      323     4413 SH       DEFINED 01 02    04 05        4413
AMCOL INTERNATIONAL CORP       COM              02341W103       46     9401 SH       DEFINED 01 02 03 04 05        9401
AMERADA HESS CORP              COM              023551104      823    12295 SH       DEFINED 01 02    04 05       12295
AMERCO                         COM              023586100       12      632 SH       DEFINED 01 02    04            632
AMEREN CORP                    COM              023608102      632    15099 SH       DEFINED 01 02    04 05       15099
AMERICA ONLINE, INC            COM              02364J104    31838   592334 SH       DEFINED 01 02 03 04 05      592334
AMERICA WEST HOLDINGS CORP (CL COM              023657208       45     3724 SH       DEFINED 01 02    04 05        3724
AMCORE FINANCIAL, INC          COM              023912108      100     5106 SH       DEFINED 01 02    04 05        5106
AMERICAN AXLE & MANUFACTURING  COM              024061103        6      536 SH       DEFINED    02    04            536
AMERICAN CLASSIC VOYAGES CO    COM              024928103       25     1733 SH       DEFINED 01 02 03 04 05        1733
AMERICAN CAPITAL STRATEGIES LT COM              024937104       45     1900 SH       DEFINED 01 02    04           1900
AMERICAN EAGLE OUTFITTERS, INC COM              02553E106       89     2829 SH       DEFINED 01 02 03 04 05        2829
AMERICAN ELECTRIC POWER CO, IN COM              025537101     4421   112988 SH       DEFINED 01 02    04 05      112988
AMERICAN EXPRESS CO            COM              025816109    11878   195522 SH       DEFINED 01 02 03 04 05      195522
AMERICAN FINANCIAL GROUP, INC  COM              025932104       75     3243 SH       DEFINED 01 02    04 05        3243
AMERICAN FINANCIAL HOLDINGS, I COM              026075101        7      400 SH       DEFINED    02    04 05         400
AMERICAN FREIGHTWAYS CORP      COM              02629V108       54     3381 SH       DEFINED 01 02    04 05        3381
AMERICAN GENERAL CORP          COM              026351106     2652    33998 SH       DEFINED 01 02    04 05       33998
AMERICAN GREETINGS CORP (CLASS COM              026375105      122     6974 SH       DEFINED 01 02    04 05        6974
AMERICAN HOME PRODUCTS CORP    COM              026609107    20988   371053 SH       DEFINED 01 02 03 04 05      371053
AMERICAN INDUSTRIAL PROPERTIES COM              026791202       22     1567 SH       DEFINED 01 02    04 05        1567
AMERICAN INTERNATIONAL GROUP,  COM              026874107    32732   342069 SH       DEFINED 01 02    04 05      342069
AMERICAN ITALIAN PASTA CO (CLA COM              027070101       60     3134 SH       DEFINED 01 02 03 04 05        3134
AMERICAN MANAGEMENT SYSTEMS, I COM              027352103      133     7763 SH       DEFINED 01 02 03 04 05        7763
AMERICAN NATIONAL INSURANCE CO COM              028591105       38      600 SH       DEFINED 01       04            600
AMERICAN RETIREMENT CORP       COM              028913101        3      665 SH       DEFINED    02 03               665
AMERICAN POWER CONVERSION CORP COM              029066107      669    34864 SH       DEFINED 01 02 03 04 05       34864
AMERICAN STANDARD COS, INC     COM              029712106      312     7019 SH       DEFINED 01 02    04 05        7019
AMERICAN STATES WATER CO       COM              029899101        4      134 SH       DEFINED    02    04            134
AMERICAN TOWER CORP (CLASS A)  COM              029912201     3900   103479 SH       DEFINED 01 02 03 04 05      103479
AMERICAN SUPERCONDUCTOR CORP   COM              030111108      187     3813 SH       DEFINED 01 02 03 04 05        3813
AMERICAN TELESOURCE INTERNATIO COM              03018P108       17     7400 SH       DEFINED 01 02 03 04 05        7400
AMERICAN WATER WORKS CO, INC   COM              030411102      154     5574 SH       DEFINED 01 02    04 05        5574
AMERICAN WOODMARK CORP         COM              030506109        0       18 SH       DEFINED    02                   18
AMERICREDIT CORP               COM              03060R101      358    12436 SH       DEFINED 01 02 03 04 05       12436
AMERIPATH, INC                 COM              03071D109       47     3258 SH       DEFINED 01 02 03 04 05        3258
AMERISOURCE HEALTH CORP (CLASS COM              03071P102      380     8078 SH       DEFINED 01 02 03 04 05        8078
AMERITRADE HOLDINGS CORP (CLAS COM              03072H109      295    16630 SH       DEFINED 01 02 03 04 05       16630
AMERUS GROUP CO                COM              03072M108       74     2857 SH       DEFINED 01 02    04 05        2857
AMES DEPARTMENT STORES, INC    COM              030789507       17     2860 SH       DEFINED 01 02    04 05        2860
AMETEK, INC                    COM              031100100      140     6601 SH       DEFINED 01 02 03 04 05        6601
AMF BOWLING, INC               COM              03113V109        0      614 SH       DEFINED    02       05         614
AMGEN, INC                     COM              031162100    27158   388926 SH       DEFINED 01 02 03 04 05      388926
AMKOR TECHNOLOGY, INC          COM              031652100      566    21671 SH       DEFINED 01 02 03 04 05       21671
AMRESCO, INC                   COM              031909203        0       57 SH       DEFINED    02       05          57
AMPAL-AMERICAN ISRAEL CORP     COM              032015109       12      900 SH       DEFINED    02 03 04 05         900
AMPEX CORP (CLASS A)           COM              032092108        4     3531 SH       DEFINED 01 02 03 04 05        3531
AMPHENOL CORP (CLASS A)        COM              032095101      349     6138 SH       DEFINED 01 02 03 04 05        6138
AMSOUTH BANCORP                COM              032165102      546    43684 SH       DEFINED 01 02    04 05       43684
AMTRAN, INC                    COM              03234G106        0       13 SH       DEFINED    02                   13
AMYLIN PHARMACEUTICALS, INC    COM              032346108       94     8700 SH       DEFINED 01 02 03 04 05        8700
ANACOMP, INC                   COM              032371106        0      182 SH       DEFINED    02 03    05         182
ANADARKO PETROLEUM CORP        COM              032511107     2983    44878 SH       DEFINED 01 02 03 04 05       44878
ANADIGICS, INC                 COM              032515108      111     5014 SH       DEFINED 01 02 03 04 05        5014
ANALOG DEVICES, INC            COM              032654105    17845   216140 SH       DEFINED 01 02 03 04 05      216140
ANALOGIC CORP                  COM              032657207       16      423 SH       DEFINED 01 02                  423
ANALYSTS INTERNATIONAL CORP    COM              032681108       37     5130 SH       DEFINED 01 02 03 04 05        5130
ANAREN MICROWAVE, INC          COM              032744104      258     1900 SH       DEFINED 01 02 03 04 05        1900
ANCHOR BANCORP WISCONSIN, INC  COM              032839102        9      585 SH       DEFINED    02    04 05         585
ANCHOR GAMING CO               COM              033037102       74      927 SH       DEFINED 01 02                  927
ANDOVER BANCORP, INC           COM              034258103        1       25 SH       DEFINED    02                   25
ANDREW CORP                    COM              034425108      459    17513 SH       DEFINED 01 02 03 04 05       17513
ANDRX CORP                     COM              034553107      619     6630 SH       DEFINED 01 02 03 04 05        6630
ANESTA CORP                    COM              034603100       39     1688 SH       DEFINED 01 02 03 04 05        1688
ANHEUSER-BUSCH COS, INC        COM              035229103     8037   189949 SH       DEFINED 01 02 03 04 05      189949
ANICOM, INC                    COM              035250109       19     4885 SH       DEFINED 01 02 03    05        4885
ANIXTER INTERNATIONAL, INC     COM              035290105       31     1080 SH       DEFINED 01 02    04 05        1080
ANN TAYLOR STORES CORP         COM              036115103       72     1882 SH       DEFINED 01 02 03 04 05        1882
ANTEC CORP                     COM              03664P105      134     4550 SH       DEFINED 01 02 03 04 05        4550
ANSWERTHINK, INC               COM              036916104       82     5070 SH       DEFINED 01 02 03 04 05        5070
ANTIGENICS, INC                COM              037032109        1      100 SH       DEFINED             05         100
AON CORP                       COM              037389103     1010    25720 SH       DEFINED 01 02    04 05       25720
APACHE CORP                    COM              037411105     2739    46328 SH       DEFINED 01 02 03 04 05       46328
APARTMENT INVESTMENT & MANAGEM COM              03748R101      276     5996 SH       DEFINED 01 02    04 05        5996
APERIAN, INC                   COM              037531100       12     1903 SH       DEFINED 01 02 03 04 05        1903
APHTON CORP                    COM              03759P101       60     2100 SH       DEFINED 01 02 03 04 05        2100
APOGEE ENTERPRISES, INC        COM              037598109        9     1574 SH       DEFINED 01 02    04 05        1574
APOLLO GROUP, INC (CLASS A)    COM              037604105      539    13505 SH       DEFINED 01 02 03 04 05       13505
APPLE COMPUTER, INC            COM              037833100     1234    47906 SH       DEFINED 01 02 03 04 05       47906
APPLEBEE'S INTERNATIONAL, INC  COM              037899101      111     4842 SH       DEFINED 01 02 03 04 05        4842
APRIA HEALTHCARE GROUP, INC    COM              037933108      111     7982 SH       DEFINED 01 02 03 04 05        7982
APPLIED GRAPHICS TECHNOLOGIES, COM              037937109        1      161 SH       DEFINED    02       05         161
APPLIED ANALYTICAL INDUSTRIES, COM              037939105        5      637 SH       DEFINED    02 03    05         637
APPLICA, INC                   COM              03815A106        2      265 SH       DEFINED    02    04 05         265
APPLIED INDUSTRIAL TECHNOLOGIE COM              03820C105       19     1079 SH       DEFINED 01 02    04 05        1079
APPLIED MICRO CIRCUITS CORP    COM              03822W109    16512    79745 SH       DEFINED 01 02 03 04 05       79745
APPLIED MATERIALS, INC         COM              038222105    14916   251482 SH       DEFINED 01 02 03 04 05      251482
APPLIED SCIENCE AND TECHNOLOGY COM              038236105       16     1100 SH       DEFINED    02 03 04 05        1100
APPLIEDTHEORY CORP             COM              03828R104        7     1218 SH       DEFINED 01 02 03              1218
APTARGROUP, INC                COM              038336103      108     4519 SH       DEFINED 01 02 03 04 05        4519
ARADIGM CORP                   COM              038505103       69     3000 SH       DEFINED 01 02 03 04 05        3000
ARCH CAPITAL GROUP LTD         COM              03937L105       30     1933 SH       DEFINED 01 02    04           1933
ARCH CHEMICALS, INC            COM              03937R102       32     1759 SH       DEFINED 01 02    04 05        1759
ARCH COAL, INC                 COM              039380100       39     3892 SH       DEFINED 01 02    04 05        3892
ARCH WIRELESS, INC             COM              039392105       37     7300 SH       DEFINED 01 02 03 04 05        7300
ARCHER DANIELS MIDLAND CO      COM              039483102      773    89667 SH       DEFINED 01 02    04 05       89667
ARCHSTONE COMMUNITIES TRUST    COM              039581103      190     7725 SH       DEFINED 01 02    04 05        7725
ARCTIC CAT, INC                COM              039670104       12      932 SH       DEFINED 01 02    04 05         932
ARDEN REALTY GROUP, INC        COM              039793104      274    10206 SH       DEFINED 01 02    04 05       10206
AREA BANCSHARES CORP           COM              039872106        4      188 SH       DEFINED    02    04 05         188
AREMISSOFT CORP                COM              040026106       83     2200 SH       DEFINED 01 02 03 04 05        2200
ARGONAUT GROUP, INC            COM              040157109       27     1521 SH       DEFINED 01 02    04 05        1521
ARGOSY GAMING CORP             COM              040228108       91     5023 SH       DEFINED 01 02 03 04 05        5023
ARGUSS COMMUNICATIONS, INC     COM              040282105       19      941 SH       DEFINED 01 02 03 04 05         941
ARIAD PHARMACEUTICAL, INC      COM              04033A100       40     3200 SH       DEFINED 01 02 03 04 05        3200
ARIBA, INC                     COM              04033V104     6547    45700 SH       DEFINED 01 02 03 04 05       45700
ARKANSAS BEST CORP             COM              040790107        3      200 SH       DEFINED    02    04            200
ARMOR HOLDINGS, INC            COM              042260109       17     1100 SH       DEFINED    02 03 04           1100
ARMSTRONG HOLDINGS, INC        COM              042384107       96     8049 SH       DEFINED 01 02    04 05        8049
ARNOLD INDUSTRIES, INC         COM              042595108       71     4206 SH       DEFINED 01 02    04 05        4206
ARROW ELECTRONICS, INC         COM              042735100      399    11705 SH       DEFINED 01 02    04 05       11705
ARROW INTERNATIONAL, INC       COM              042764100       50     1384 SH       DEFINED 01 02    04 05        1384
ART TECHNOLOGY GROUP           COM              04289L107      891     9400 SH       DEFINED 01 02 03 04 05        9400
ARTESYN TECHNOLOGIES, INC      COM              043127109      128     4409 SH       DEFINED 01 02 03 04 05        4409
ARTHROCARE CORP                COM              043136100      105     5400 SH       DEFINED 01 02 03 04 05        5400
ARVINMERITOR, INC              COM              043353101      127     8651 SH       DEFINED 01 02 03 04 05        8651
ASHLAND, INC                   COM              044204105      246     7293 SH       DEFINED 01 02    04 05        7293
ASHTON TECHNOLOGY GROUP, INC   COM              045084100        2      883 SH       DEFINED 01 02       05         883
ASK JEEVES, INC                COM              045174109       81     4200 SH       DEFINED 01 02 03 04 05        4200
ASIAINFO HOLDINGS, INC         COM              04518A104       27     1400 SH       DEFINED 01 02                 1400
ASPECT TELECOMMUNICATIONS CORP COM              04523Q102      232    11229 SH       DEFINED 01 02 03 04 05       11229
ASPECT MEDICAL SYSTEMS, INC    COM              045235108        5      400 SH       DEFINED    02 03               400
ASPEN TECHNOLOGY, INC          COM              045327103      210     4645 SH       DEFINED 01 02 03 04 05        4645
ASSOCIATED BANC-CORP           COM              045487105      289    11010 SH       DEFINED 01 02    04 05       11010
ASSOCIATED ESTATES REALTY CORP COM              045604105        1      162 SH       DEFINED    02       05         162
EXCITE AT HOME                 COM              045919107      374    26482 SH       DEFINED 01 02 03 04 05       26482
ASSOCIATES FIRST CAPITAL CORP  COM              046008108     5454   143532 SH       DEFINED 01 02    04 05      143532
ASTEC INDUSTRIES, INC          COM              046224101       42     3807 SH       DEFINED 01 02 03 04 05        3807
ASTORIA FINANCIAL CORP         COM              046265104      206     5345 SH       DEFINED 01 02    04 05        5345
ASYST TECHNOLOGIES, INC        COM              04648X107      192     9463 SH       DEFINED 01 02 03 04 05        9463
AT&T LATIN AMERICA CORP (CLASS COM              04649A106       24     2800 SH       DEFINED 01 02 03 04 05        2800
ATLANTIC COAST AIRLINES HOLDIN COM              048396105       80     2484 SH       DEFINED 01 02 03 04 05        2484
ATLAS AIR, INC                 COM              049164106      112     2653 SH       DEFINED 01 02 03 04 05        2653
ATMEL CORP                     COM              049513104     3000   197540 SH       DEFINED 01 02 03 04 05      197540
ATMOS ENERGY CORP              COM              049560105       32     1543 SH       DEFINED 01 02    04 05        1543
ATWOOD OCEANICS, INC           COM              050095108       98     2340 SH       DEFINED 01 02 03 04 05        2340
AUDIOVOX CORP                  COM              050757103        5      300 SH       DEFINED    02    04 05         300
AURORA FOODS, INC              COM              05164B106        1      266 SH       DEFINED    02    04            266
AURORA BIOSCIENCE CORP         COM              051920106      177     2600 SH       DEFINED 01 02 03 04 05        2600
AUSPEX SYSTEMS, INC            COM              052116100        8      654 SH       DEFINED    02    04 05         654
AUTOBYTEL.COM, INC             COM              05275N106        3      732 SH       DEFINED 01 02                  732
AUTODESK, INC                  COM              052769106      213     8395 SH       DEFINED 01 02 03 04 05        8395
AUTOLIV, INC                   COM              052800109      188     9633 SH       DEFINED 01 02    04 05        9633
AUTOMATIC DATA PROCESSING, INC COM              053015103     8682   129818 SH       DEFINED 01 02 03 04 05      129818
AUTONATION, INC                COM              05329W102      244    40655 SH       DEFINED 01 02 03 04 05       40655
AUTOWEB.COM, INC               COM              053331104        2     1625 SH       DEFINED 01 02 03              1625
AUTOZONE, INC                  COM              053332102      430    18936 SH       DEFINED 01 02    04 05       18936
AVADO BRANDS, INC              COM              05336P108        1     1565 SH       DEFINED    02                 1565
AVANEX CORP                    COM              05348W109       86      800 SH       DEFINED 01 02 03               800
AVALONBAY COMMUNITIES, INC     COM              053484101      190     3983 SH       DEFINED 01 02    04 05        3983
AVANT CORP                     COM              053487104      112     6117 SH       DEFINED 01 02 03 04 05        6117
AVANT IMMUNOTHERAPEUTICS, INC  COM              053491106       80     7400 SH       DEFINED 01 02 03 04 05        7400
AVATAR HOLDINGS, INC           COM              053494100        2      100 SH       DEFINED 01                     100
AVERY DENNISON CORP            COM              053611109      831    17920 SH       DEFINED 01 02 03 04 05       17920
AVIALL, INC                    COM              05366B102        1      134 SH       DEFINED    02       05         134
AVICI SYSTEMS, INC             COM              05367L109      256     2691 SH       DEFINED    02 03 04 05        2691
AVID TECHNOLOGIES, INC         COM              05367P100       52     3684 SH       DEFINED 01 02    04 05        3684
AVIATION SALES CO              COM              053672101        4      743 SH       DEFINED    02 03               743
AVIGEN, INC                    COM              053690103      107     2700 SH       DEFINED 01 02 03 04 05        2700
AVIRON, INC                    COM              053762100      216     3699 SH       DEFINED 01 02 03 04 05        3699
AVISTA CORP                    COM              05379B107       95     4238 SH       DEFINED 01 02    04 05        4238
AVIS GROUP HOLDINGS, INC       COM              053790101       88     2983 SH       DEFINED 01 02    04 05        2983
AVNET, INC                     COM              053807103      345    12158 SH       DEFINED 01 02    04 05       12158
AVOCENT CORP                   COM              053893103      406     7367 SH       DEFINED 01 02 03 04 05        7367
AVON PRODUCTS, INC             COM              054303102     6501   159043 SH       DEFINED 01 02 03 04 05      159043
AWARE, INC                     COM              05453N100      161     4169 SH       DEFINED 01 02 03 04 05        4169
AXENT TECHNOLOGIES, INC        COM              05459C108      105     4875 SH       DEFINED 01 02 03 04 05        4875
AZTEC TECHNOLOGY PARTNERS, INC COM              05480L101        0       50 SH       DEFINED 01 02                   50
AZTAR CORP                     COM              054802103       73     4750 SH       DEFINED 01 02 03 04 05        4750
BB&T CORP                      COM              054937107     1530    50791 SH       DEFINED 01 02    04 05       50791
AZURIX CORP                    COM              05501M104       11     3100 SH       DEFINED 01 02 03 04 05        3100
BHC COMMUNICATIONS, INC (CLASS COM              055448104       66      417 SH       DEFINED 01 02                  417
BISYS GROUP, INC               COM              055472104      284     3671 SH       DEFINED 01 02 03 04 05        3671
BJ'S WHOLESALE CLUB, INC       COM              05548J106      222     6511 SH       DEFINED 01 02 03 04 05        6511
BJ SERVICES CO                 COM              055482103      844    13802 SH       DEFINED 01 02 03 04 05       13802
BMC INDUSTRIES, INC            COM              055607105        3      503 SH       DEFINED    02       05         503
BOK FINANCIAL CORP             COM              05561Q201        3      188 SH       DEFINED    02    04 05         188
BP AMOCO PLC (SPONS ADR)       ADR              055622104     1984    37438 SH       DEFINED    02    04 05       37438
BRE PROPERTIES, INC (CLASS A)  COM              05564E106       20      627 SH       DEFINED    02    04 05         627
BSB BANCORP, INC               COM              055652101       25     1131 SH       DEFINED 01 02    04           1131
BT FINANCIAL CORP              COM              055763106       24     1272 SH       DEFINED 01 02    04 05        1272
BMC SOFTWARE, INC              COM              055921100      990    51761 SH       DEFINED 01 02 03 04 05       51761
BACOU U.S.A., INC              COM              056439102       19      718 SH       DEFINED 01 02                  718
BAKER HUGHES, INC              COM              057224107     4800   129291 SH       DEFINED 01 02 03 04 05      129291
BALDOR ELECTRIC CO             COM              057741100       74     3644 SH       DEFINED 01 02    04 05        3644
BALDWIN & LYONS, INC (CLASS B) COM              057755209       41     2096 SH       DEFINED 01 02    04 05        2096
BALL CORP                      COM              058498106       81     2552 SH       DEFINED 01 02    04 05        2552
BALLY TOTAL FITNESS HOLDINGS C COM              05873K108      139     5540 SH       DEFINED 01 02 03 04 05        5540
BANCFIRST CORP                 COM              05945F103       23      716 SH       DEFINED 01 02 03 04            716
BANCFIRST OHIO CORP            COM              059450106        0       25 SH       DEFINED    02                   25
BANCORPSOUTH, INC              COM              059692103      126     8738 SH       DEFINED 01 02    04 05        8738
BANCWEST CORP                  COM              059790105      192     9890 SH       DEFINED 01 02    04 05        9890
BANDAG, INC                    COM              059815100       42     1182 SH       DEFINED 01 02    04 05        1182
BANK OF AMERICA CORP           COM              060505104    16017   305822 SH       DEFINED 01 02    04 05      305822
BANK OF GRANITE CORP           COM              062401104       16      684 SH       DEFINED    02 03 04 05         684
BANK OF NEW YORK CO, INC       COM              064057102     5682   101354 SH       DEFINED 01 02    04 05      101354
BANK ONE CORP                  COM              06423A103     5888   152431 SH       DEFINED 01 02    04 05      152431
BANK UNITED CORP (CLASS A)     COM              065412108      163     3222 SH       DEFINED 01 02    04 05        3222
BANKATLANTIC BANCORP, INC (CLA COM              065908501        1      220 SH       DEFINED 01       04            220
BANKNORTH GROUP, INC           COM              06646R107      238    13335 SH       DEFINED 01 02    04 05       13335
BANTA CORP                     COM              066821109       41     1700 SH       DEFINED 01 02    04 05        1700
BARD (C.R.), INC               COM              067383109      295     6994 SH       DEFINED 01 02    04 05        6994
BARNES & NOBLE, INC            COM              067774109      111     5657 SH       DEFINED 01 02 03 04 05        5657
BARNES GROUP, INC              COM              067806109        4      225 SH       DEFINED    02    04 05         225
BARNESANDNOBLE.COM, INC        COM              067846105       25     5165 SH       DEFINED 01 02 03 04 05        5165
BARRICK GOLD CORP (U.S.)       COM              067901108      194    12735 SH       DEFINED    02    04 05       12735
BARNETT, INC                   COM              068062108        9      700 SH       DEFINED 01                     700
BARR LABORATORIES, INC         COM              068306109      200     3020 SH       DEFINED 01 02 03 04 05        3020
BARRA, INC                     COM              068313105      120     1940 SH       DEFINED 01 02 03 04 05        1940
BARRETT RESOURCES CORP         COM              068480201      177     4679 SH       DEFINED 01 02 03 04 05        4679
BASIN EXPLORATION, INC         COM              070107107       37     1905 SH       DEFINED 01 02 03 04 05        1905
BASSETT FURNITURE INDUSTRIES,  COM              070203104        1       89 SH       DEFINED    02       05          89
BATTLE MOUNTAIN GOLD CO        COM              071593107       66    37817 SH       DEFINED 01 02 03 04 05       37817
BAUSCH & LOMB, INC             COM              071707103      163     4198 SH       DEFINED 01 02    04 05        4198
BAXTER INTERNATIONAL, INC      COM              071813109     7037    88165 SH       DEFINED 01 02    04 05       88165
BAY VIEW CAPITAL CORP          COM              07262L101       40     3683 SH       DEFINED 01 02    04 05        3683
BE AEROSPACE, INC              COM              073302101       27     1650 SH       DEFINED 01 02    04 05        1650
BE FREE, INC                   COM              073308108       16     3800 SH       DEFINED 01 02 03 04 05        3800
BEA SYSTEMS, INC               COM              073325102     8645   111014 SH       DEFINED 01 02 03 04 05      111014
BEAR STEARNS COS, INC          COM              073902108     1014    16101 SH       DEFINED 01 02    04 05       16101
BEASLEY BROADCAST GROUP (CLASS COM              074014101        6      600 SH       DEFINED    02 03               600
BEBE STORES, INC               COM              075571109        6      410 SH       DEFINED    02 03               410
BECKMAN COULTER, INC           COM              075811109      309     4002 SH       DEFINED 01 02    04 05        4002
BECTON DICKINSON & CO          COM              075887109      862    32599 SH       DEFINED 01 02    04 05       32599
BED BATH & BEYOND, INC         COM              075896100     1198    49128 SH       DEFINED 01 02 03 04 05       49128
BEDFORD PROPERTY INVESTORS, IN COM              076446301       85     4177 SH       DEFINED 01 02    04 05        4177
BELCO OIL & GAS CORP           COM              077410108       18     2035 SH       DEFINED 01 02    04 05        2035
BELDEN, INC                    COM              077459105       99     4192 SH       DEFINED 01 02    04 05        4192
BELL & HOWELL CO               COM              077852101       86     3909 SH       DEFINED 01 02 03 04 05        3909
BELLSOUTH CORP                 COM              079860102    10202   253474 SH       DEFINED 01 02    04 05      253474
BELO (A.H.) CORP SERIES A      COM              080555105      222    12065 SH       DEFINED 01 02    04 05       12065
BEMIS, INC                     COM              081437105      153     4775 SH       DEFINED 01 02    04 05        4775
BENCHMARK ELECTRONICS, INC     COM              08160H101      110     2119 SH       DEFINED 01 02 03 04 05        2119
BERGEN BRUNSWIG CORP (CLASS A) COM              083739102      157    13473 SH       DEFINED 01 02    04 05       13473
BERINGER WINE ESTATES HLDNGS,  COM              084102102      177     3184 SH       DEFINED 01 02 03 04 05        3184
BERKLEY (W.R.) CORP            COM              084423102       20      574 SH       DEFINED 01 02    04 05         574
BERLITZ INTERNATIONAL, INC     COM              08520F100        0       10 SH       DEFINED    02                   10
BERRY PETROLEUM CO (CLASS A)   COM              085789105       45     2482 SH       DEFINED    02 03 04 05        2482
BEST BUY CO, INC               COM              086516101     2406    37819 SH       DEFINED 01 02 03 04 05       37819
BESTFOODS, INC                 COM              08658U101     3252    44695 SH       DEFINED 01 02 03 04 05       44695
BETHLEHEM STEEL CORP           COM              087509105       46    15379 SH       DEFINED 01 02    04 05       15379
BEVERLY ENTERPRISES, INC       COM              087851309       93    15691 SH       DEFINED 01 02    04 05       15691
BEYOND.COM CORP                COM              08860E101        6     5436 SH       DEFINED 01 02    04 05        5436
BILLING CONCEPTS CORP          COM              090063108        9     2741 SH       DEFINED    02 03 04 05        2741
BINDLEY WESTERN INDUSTRIES, IN COM              090324104      152     4752 SH       DEFINED 01 02 03 04 05        4752
BINDVIEW DEVELOPMENT CORP      COM              090327107       58     7708 SH       DEFINED 01 02 03 04 05        7708
BIO-RAD LABORATORIES, INC (CLA COM              090572207       10      432 SH       DEFINED 01 02                  432
BIO-TECHNOLOGY GENERAL CORP    COM              090578105       95     8320 SH       DEFINED 01 02 03 04 05        8320
BIOCRYST PHARMACEUTICALS, INC  COM              09058V103       42     2000 SH       DEFINED 01 02 03 04 05        2000
BIOGEN, INC                    COM              090597105     1935    31725 SH       DEFINED 01 02 03 04 05       31725
BIOMATRIX, INC                 COM              09060P102       60     3407 SH       DEFINED 01 02 03 04 05        3407
BIOMARIN PHARMACEUTICAL, INC   COM              09061G101       33     1800 SH       DEFINED    02 03 04 05        1800
BIOMET, INC                    COM              090613100      837    23918 SH       DEFINED 01 02 03 04 05       23918
BIOPURE CORP                   COM              09065H105       38     2100 SH       DEFINED 01 02 03 04 05        2100
BIOVAIL CORP                   COM              09067J109        1       10 SH       DEFINED       03                10
BIOSITE DIAGNOSTICS, INC       COM              090945106      100     2500 SH       DEFINED 01 02 03 04 05        2500
BIRMINGHAM STEEL CORP          COM              091250100       10     3824 SH       DEFINED    02    04 05        3824
BLACK & DECKER CORP            COM              091797100      453    13236 SH       DEFINED 01 02    04 05       13236
BLACK BOX CORP                 COM              091826107      144     3090 SH       DEFINED 01 02 03 04 05        3090
BLACK HILLS CORP               COM              092113109      125     4456 SH       DEFINED 01 02 03 04 05        4456
BLACKROCK, INC                 COM              09247X101       96     3000 SH       DEFINED 01 02 03 04 05        3000
BLANCH (E.W.) HOLDINGS, INC    COM              093210102       23     1097 SH       DEFINED 01 02    04 05        1097
BLOCK DRUG, INC (CLASS A)      COM              093644102       40      918 SH       DEFINED 01 02    04 05         918
BLOCK (H&R), INC               COM              093671105      606    16343 SH       DEFINED 01 02 03 04 05       16343
BLOCKBUSTER, INC               COM              093679108       33     3800 SH       DEFINED 01 02 03 04 05        3800
BLOUNT INTERNATIONAL, INC      COM              095180105       18     1566 SH       DEFINED    02 03 04 05        1566
BLUESTONE SOFTWARE, INC        COM              09623P102       35     2000 SH       DEFINED 01 02 03 04 05        2000
BLYTH, INC                     COM              09643P108      129     5517 SH       DEFINED 01 02 03 04 05        5517
BOB EVANS FARMS, INC           COM              096761101      123     6645 SH       DEFINED 01 02    04 05        6645
BOCA RESORTS, INC (CLASS A)    COM              09688T106       31     2820 SH       DEFINED 01 02    04 05        2820
BOEING CO                      COM              097023105     7639   121248 SH       DEFINED 01 02 03 04 05      121248
BOISE CASCADE CORP             COM              097383103      176     6614 SH       DEFINED 01 02    04 05        6614
BOMBAY, INC                    COM              097924104        9     3537 SH       DEFINED 01 02 03    05        3537
BONE CARE INTERNATIONAL, INC   COM              098072101       12      600 SH       DEFINED    02 03               600
BOOKHAM TECHNOLOGY PLC (SPONS  ADR              09856Q108      402     9385 SH       DEFINED    02 03 04 05        9385
BORDERS GROUP, INC             COM              099709107      146    10461 SH       DEFINED 01 02 03 04 05       10461
BORGWARNER, INC                COM              099724106       93     2794 SH       DEFINED 01 02    04 05        2794
BOSTON PROPERTIES, INC         COM              101121101      205     4782 SH       DEFINED 01 02    04 05        4782
BOSTON SCIENTIFIC CORP         COM              101137107     1079    65637 SH       DEFINED 01 02 03 04 05       65637
BOTTOMLINE TECHNOLOGIES, INC   COM              101388106       46     1227 SH       DEFINED 01 02 03    05        1227
BOWATER, INC                   COM              102183100      315     6780 SH       DEFINED 01 02    04 05        6780
BOWNE & CO, INC                COM              103043105        4      439 SH       DEFINED    02    04 05         439
BOYD GAMING CORP               COM              103304101       25     5036 SH       DEFINED 01 02    04 05        5036
BOYDS COLLECTION LTD           COM              103354106       46     6257 SH       DEFINED 01 02 03 04 05        6257
BOYKIN LODGING CO              COM              103430104       38     3623 SH       DEFINED 01 02    04 05        3623
BRADY CORP (CLASS A)           COM              104674106       74     2454 SH       DEFINED 01 02 03 04 05        2454
BRANDYWINE REALTY TRUST        COM              105368203       82     4033 SH       DEFINED 01 02    04 05        4033
BRAUN CONSULTING, INC          COM              105651103       12      600 SH       DEFINED    02 03    05         600
BREAKAWAY SOLUTIONS, INC       COM              106372105       13     1500 SH       DEFINED 01 02 03 04 05        1500
BRENTON BANKS, INC             COM              107211104       34     2852 SH       DEFINED 01 02 03 04 05        2852
BRIGGS & STRATTON CORP         COM              109043109      134     3537 SH       DEFINED 01 02 03 04 05        3537
BRIGHT HORIZONS FAMILY SOLUTIO COM              109195107       74     2890 SH       DEFINED 01 02 03 04 05        2890
BRIGHTPOINT, INC               COM              109473108       43     8509 SH       DEFINED 01 02 03 04 05        8509
BRINKER INTERNATIONAL, INC     COM              109641100      171     5680 SH       DEFINED 01 02    04 05        5680
BRIO TECHNOLOGY, INC           COM              109704106       55     5233 SH       DEFINED 01 02 03 04 05        5233
BRISTOL MYERS SQUIBB CO        COM              110122108    27846   487456 SH       DEFINED 01 02 03 04 05      487456
BRITESMILE, INC                COM              110415106       13     1538 SH       DEFINED 01 02 03 04           1538
BROADBASE SOFTWARE, INC        COM              11130R100       58     4300 SH       DEFINED 01 02 03 04 05        4300
BROADCOM CORP (CLASS A)        COM              111320107     8495    34853 SH       DEFINED 01 02 03 04 05       34853
BROADVISION, INC               COM              111412102      887    34541 SH       DEFINED 01 02 03 04 05       34541
BROADWING, INC                 COM              111620100     1467    57378 SH       DEFINED 01 02    04 05       57378
BROCADE COMMUNICATIONS SYSTEMS COM              111621108     7172    30390 SH       DEFINED 01 02 03 04 05       30390
BROOKLINE BANCORP, INC         COM              113739106       12     1050 SH       DEFINED 01 02    04           1050
BROOKS AUTOMATION, INC         COM              11434A100      125     3782 SH       DEFINED 01 02 03 04 05        3782
BROOKTROUT, INC                COM              114580103       71     2141 SH       DEFINED 01 02 03 04 05        2141
BROWN & BROWN, INC             COM              115236101      101     3180 SH       DEFINED 01 02 03 04 05        3180
BROWN FORMAN, INC (CLASS B)    COM              115637209      329     6014 SH       DEFINED 01 02    04 05        6014
BROWN (TOM), INC               COM              115660201       52     2122 SH       DEFINED 01 02    04 05        2122
BROWN SHOE CO, INC             COM              115736100       15     1634 SH       DEFINED 01 02    04 05        1634
BRUNSWICK CORP                 COM              117043109      263    14405 SH       DEFINED 01 02    04 05       14405
BRUSH ENGINEERED MATERIALS, IN COM              117421107        5      219 SH       DEFINED    02    04 05         219
BSQUARE CORP                   COM              11776U102       25     1600 SH       DEFINED 01 02 03 04 05        1600
BUCA, INC                      COM              117769109        9      800 SH       DEFINED    02 03    05         800
BUCKEYE TECHNOLOGIES, INC      COM              118255108      110     5295 SH       DEFINED 01 02 03 04 05        5295
BUCKLE, INC (THE)              COM              118440106        8      730 SH       DEFINED 01 02                  730
BUDGET GROUP, INC              COM              119003101        0       99 SH       DEFINED    02                   99
BUFFETS, INC                   COM              119882108        7      508 SH       DEFINED    02    04 05         508
BURLINGTON COAT FACTORY WAREHO COM              121579106       12      853 SH       DEFINED 01 02    04 05         853
BURLINGTON INDUSTRIES, INC     COM              121693105        0      394 SH       DEFINED    02       05         394
BURLINGTON NORTHERN SANTA FE C COM              12189T104      997    46218 SH       DEFINED 01 02    04 05       46218
BURLINGTON RESOURCES, INC      COM              122014103     3344    90840 SH       DEFINED 01 02    04 05       90840
BURNHAM PACIFIC PROPERTIES, IN COM              12232C108       17     2821 SH       DEFINED 01 02    04 05        2821
BUSH BOAKE ALLEN, INC          COM              123162109        1       23 SH       DEFINED    02                   23
BUSH INDUSTRIES, INC (CLASS A) COM              123164105       10      834 SH       DEFINED 01 02                  834
BUTLER MANUFACTURING CO        COM              123655102        0       20 SH       DEFINED    02                   20
BUY.COM, INC                   COM              124269101        1      500 SH       DEFINED    02                  500
C&D TECHNOLOGIES, INC          COM              124661109      209     3688 SH       DEFINED 01 02 03 04 05        3688
CAIS INTERNET, INC             COM              12476Q102       11     2227 SH       DEFINED 01 02 03              2227
CBL & ASSOCIATES PROPERTIES, I COM              124830100       55     2185 SH       DEFINED 01 02    04 05        2185
CCC INFORMATION SERVICES GROUP COM              12487Q109       39     4810 SH       DEFINED 01 02 03 04 05        4810
CB RICHARD ELLIS SERVICES GROU COM              12489L108       32     2578 SH       DEFINED 01 02    04 05        2578
CBRL GROUP, INC                COM              12489V106       59     4131 SH       DEFINED 01 02    04 05        4131
CFW COMMUNICATIONS CO          COM              124923103       65     2396 SH       DEFINED 01 02 03 04 05        2396
C-BRIDGE INTERNET SOLUTIONS, I COM              12500B105        4      200 SH       DEFINED    02                  200
C-CUBE MICROSYSTEMS, INC (NEW) COM              12501N108       76     3699 SH       DEFINED 01 02    04 05        3699
C-COR.NET CORP                 COM              125010108       80     5243 SH       DEFINED 01 02 03 04 05        5243
CDI CORP                       COM              125071100       26     1642 SH       DEFINED 01 02    04           1642
CDW COMPUTER CENTERS, INC      COM              125129106      573     8306 SH       DEFINED 01 02 03 04 05        8306
CEC ENTERTAINMENT, INC         COM              125137109      169     5270 SH       DEFINED 01 02 03 04 05        5270
CFS BANCORP, INC               COM              12525D102        1      142 SH       DEFINED    02       05         142
CH ENERGY GROUP, INC           COM              12541M102       73     1823 SH       DEFINED 01 02    04 05        1823
C.H. ROBINSON WORLDWIDE, INC   COM              12541W100      377     6692 SH       DEFINED 01 02 03 04 05        6692
CIGNA CORP                     COM              125509109     2347    22479 SH       DEFINED 01 02    04 05       22479
CIT GROUP, INC (CLASS A)       COM              125577106      336    19198 SH       DEFINED 01 02    04 05       19198
CKE RESTAURANTS, INC           COM              12561E105       14     4434 SH       DEFINED 01 02 03 04 05        4434
CLECO CORP                     COM              12561W105      102     2185 SH       DEFINED 01 02    04 05        2185
CMGI, INC                      COM              125750109      979    35027 SH       DEFINED 01 02 03 04 05       35027
CMI CORP (CLASS A)             COM              125761304        1      820 SH       DEFINED    02    04 05         820
CMS ENERGY CORP                COM              125896100      245     9107 SH       DEFINED 01 02    04 05        9107
CPI CORP                       COM              125902106        9      430 SH       DEFINED    02 03               430
CPB, INC                       COM              125903104        1       32 SH       DEFINED    02                   32
CSS INDUSTRIES, INC            COM              125906107       21     1023 SH       DEFINED 01 02                 1023
CSK AUTO CORP                  COM              125965103       19     4321 SH       DEFINED 01 02 03 04 05        4321
CNA FINANCIAL CORP             COM              126117100       92     2405 SH       DEFINED 01 02    04 05        2405
CNA SURETY CORP                COM              12612L108        3      220 SH       DEFINED    02    04 05         220
CNF TRANSPORTATION, INC        COM              12612W104       96     4335 SH       DEFINED 01 02    04 05        4335
CNET NETWORKS, INC             COM              12613R104      220     9024 SH       DEFINED 01 02 03 04 05        9024
CP&L ENERGY, INC               COM              12614C106      657    15749 SH       DEFINED 01 02    04 05       15749
CSG SYSTEMS INTERNATIONAL, INC COM              126349109      254     8772 SH       DEFINED 01 02 03 04 05        8772
CSX CORP                       COM              126408103      495    22672 SH       DEFINED 01 02    04 05       22672
CTC COMMUNICATIONS GROUP, INC  COM              126419100       76     3749 SH       DEFINED 01 02 03 04 05        3749
CT COMMUNICATIONS, INC         COM              126426402       54     2670 SH       DEFINED 01 02 03 04 05        2670
CTS CORP                       COM              126501105      156     3072 SH       DEFINED 01 02 03 04 05        3072
CUNO, INC                      COM              126583103       25     1119 SH       DEFINED    02 03 04 05        1119
CVB FINANCIAL CORP             COM              126600105       22     1330 SH       DEFINED    02 03 04 05        1330
CVS CORP                       COM              126650100     4231    91356 SH       DEFINED 01 02 03 04 05       91356
CV THERAPEUTICS, INC           COM              126667104      272     3500 SH       DEFINED 01 02 03 04 05        3500
CABLEVISION SYSTEMS CORP (CLAS COM              12686C109      969    14613 SH       DEFINED 01 02 03 04 05       14613
CABLETRON SYSTEMS, INC         COM              126920107      742    25259 SH       DEFINED 01 02 03 04 05       25259
CABLE DESIGN TECHNOLOGIES CO   COM              126924109      145     5984 SH       DEFINED 01 02 03 04 05        5984
CACHEFLOW, INC                 COM              126946102      372     2600 SH       DEFINED 01 02 03 04 05        2600
CABOT CORP                     COM              127055101      341    10767 SH       DEFINED 01 02 03 04 05       10767
CABOT MICROELECTRONICS CORP    COM              12709P103       10      200 SH       DEFINED    02                  200
CABOT OIL & GAS CORP (CLASS A) COM              127097103       40     1986 SH       DEFINED 01 02 03 04 05        1986
CACI INTERNATIONAL, INC (CLASS COM              127190304       11      535 SH       DEFINED    02 03 04            535
CADENCE DESIGN SYSTEMS, INC    COM              127387108      815    31715 SH       DEFINED 01 02 03 04 05       31715
CADIZ, INC                     COM              127537108       45     4519 SH       DEFINED 01 02 03 04 05        4519
CAL DIVE INTERNATIONAL, INC    COM              127914109       98     1722 SH       DEFINED 01 02 03 04 05        1722
CALGON CARBON CORP             COM              129603106        9     1250 SH       DEFINED 01 02    04 05        1250
CALICO COMMERCE, INC           COM              129897104       13     2100 SH       DEFINED 01 02 03 04 05        2100
CALIFORNIA AMPLIFIER, INC      COM              129900106      131     5700 SH       DEFINED 01 02 03 04 05        5700
CALIFORNIA WATER SERVICE GROUP COM              130788102       29     1086 SH       DEFINED 01 02    04 05        1086
CALIPER TECHNOLOGIES CORP      COM              130876105       29      500 SH       DEFINED 01 02                  500
CALLAWAY GOLF CO               COM              131193104      173    11234 SH       DEFINED 01 02 03 04 05       11234
CALLON PETROLEUM CO            COM              13123X102        8      500 SH       DEFINED    02 03               500
CALPINE CORP                   COM              131347106     2666    25546 SH       DEFINED 01 02 03 04 05       25546
CAMBREX CORP                   COM              132011107      170     4588 SH       DEFINED 01 02 03 04 05        4588
CAMBRIDGE TECHNOLOGY PARTNERS, COM              132524109       28     6503 SH       DEFINED 01 02 03 04 05        6503
CAMDEN PROPERTY TRUST          COM              133131102      248     7994 SH       DEFINED 01 02    04 05        7994
CAMINUS CORP                   COM              133766105        4      100 SH       DEFINED    02                  100
CAMPBELL SOUP CO               COM              134429109     1399    54082 SH       DEFINED 01 02 03 04 05       54082
CAPITAL CITY BANK GROUP, INC   COM              139674105        0       21 SH       DEFINED    02                   21
CAPITAL AUTOMOTIVE REIT        COM              139733109       48     3681 SH       DEFINED 01 02    04 05        3681
CAPITAL ONE FINANCIAL CORP     COM              14040H105     2802    39992 SH       DEFINED 01 02 03 04 05       39992
CAPITAL SENIOR LIVING CORP     COM              140475104        1      241 SH       DEFINED    02 03    05         241
CAPITOL FEDERAL FINANCIAL      COM              14057C106       60     4072 SH       DEFINED 01 02 03 04 05        4072
CAPROCK COMMUNICATIONS CORP    COM              140667106       28     5507 SH       DEFINED 01 02 03 04 05        5507
CARBO CERAMICS, INC            COM              140781105        8      318 SH       DEFINED    02                  318
CARAUSTAR INDUSTRIES, INC      COM              140909102       20     1787 SH       DEFINED 01 02    04 05        1787
CARDINAL HEALTH, INC           COM              14149Y108    21786   247042 SH       DEFINED 01 02 03 04 05      247042
CARDIODYNAMICS INTERNATIONAL C COM              141597104       15     2800 SH       DEFINED    02 03 04 05        2800
CAREER EDUCATION CORP          COM              141665109      140     3156 SH       DEFINED 01 02 03 04 05        3156
CAREMARK RX, INC               COM              141705103      418    37161 SH       DEFINED 01 02 03 04 05       37161
CAREMATRIX CORP                COM              141706309        0       29 SH       DEFINED    02 03    05          29
CARLISLE COS, INC              COM              142339100       92     2213 SH       DEFINED 01 02 03 04 05        2213
CARMIKE CINEMAS, INC (CLASS A) COM              143436103        1      935 SH       DEFINED 01 02                  935
CARNIVAL CORP (CLASS A)        COM              143658102      490    19893 SH       DEFINED    02    04 05       19893
CARRIAGE SERVICES, INC (CLASS  COM              143905107        0      143 SH       DEFINED    02       05         143
CARPENTER TECHNOLOGY CORP      COM              144285103       85     2935 SH       DEFINED 01 02    04 05        2935
CARRAMERICA REALTY CORP        COM              144418100      286     9450 SH       DEFINED 01 02    04 05        9450
CARREKER CORP                  COM              144433109       21     1100 SH       DEFINED    02 03    05        1100
CARRIER ACCESS CORP            COM              144460102       62     3136 SH       DEFINED 01 02 03 04 05        3136
CARTER WALLACE, INC            COM              146285101      105     4281 SH       DEFINED 01 02    04 05        4281
CASCADE NATURAL GAS CORP       COM              147339105       11      642 SH       DEFINED 01 02    04            642
CASELLA WASTE SYSTEMS, INC (CL COM              147448104       22     2138 SH       DEFINED 01 02 03 04 05        2138
CASEY'S GENERAL STORES, INC    COM              147528103      121     9298 SH       DEFINED 01 02 03 04 05        9298
CASH AMERICA INTERNATIONAL, IN COM              14754D100        5      687 SH       DEFINED 01 02    04 05         687
CASTLE (A.M.) & CO             COM              148411101        0       41 SH       DEFINED    02                   41
CATALINA MARKETING CORP        COM              148867104      318     8445 SH       DEFINED 01 02 03 04 05        8445
CATALYTICA, INC                COM              148885106      101     8160 SH       DEFINED 01 02 03 04 05        8160
CATAPULT COMMUNICATIONS CORP   COM              149016107       15      818 SH       DEFINED 01 02                  818
CATELLUS DEVELOPMENT CORP      COM              149111106      219    12541 SH       DEFINED 01 02 03 04 05       12541
CATERPILLAR, INC               COM              149123101     1584    46947 SH       DEFINED 01 02    04 05       46947
CATHAY BANCORP, INC            COM              149150104       55     1134 SH       DEFINED 01 02 03 04           1134
CATO CORP (CLASS A)            COM              149205106       37     2957 SH       DEFINED 01 02    04           2957
CELL GENESYS, INC              COM              150921104       90     3000 SH       DEFINED 01 02    04 05        3000
CELLSTAR CORP                  COM              150925105        3      914 SH       DEFINED    02    04 05         914
CELERITEL, INC                 COM              150926103       68     1800 SH       DEFINED 01 02 03 04 05        1800
CELL THERAPEUTICS, INC         COM              150934107      307     4600 SH       DEFINED 01 02 03 04 05        4600
CELESTICA, INC                 COM              15101Q108     1874    27200 SH       DEFINED    02    04 05       27200
CELGENE CORP                   COM              151020104      633    10631 SH       DEFINED 01 02 03 04 05       10631
CELL PATHWAYS, INC             COM              15114R101       29     3598 SH       DEFINED 01 02 03 04 05        3598
CELSION CORP                   COM              15117N107       14     5600 SH       DEFINED 01 02 03 04 05        5600
CENDANT CORP                   COM              151313103     1072    98547 SH       DEFINED 01 02 03 04 05       98547
CENTENNIAL BANCORP             COM              15133T104       10     1649 SH       DEFINED 01 02 03 04 05        1649
CENTER TRUST, INC              COM              151845104        5      874 SH       DEFINED 01 02       05         874
CENTERPOINT PROPERTIES CORP    COM              151895109       13      278 SH       DEFINED    02    04 05         278
CENTEX CONSTRUCTION PRODUCTS,  COM              15231R109       40     1631 SH       DEFINED 01 02                 1631
CENTEX CORP                    COM              152312104      243     7559 SH       DEFINED 01 02    04 05        7559
CENTILUM COMMUNICATIONS, INC   COM              152319109       19      200 SH       DEFINED    02                  200
CENTRAL GARDEN & PET CO        COM              153527106        6      848 SH       DEFINED    02    04 05         848
CENTRAL PARKING CORP           COM              154785109       40     2040 SH       DEFINED 01 02 03 04 05        2040
CENTURA BANKS, INC             COM              15640T100       76     1976 SH       DEFINED 01 02 03 04 05        1976
CENTURY BUSINESS SERVICES, INC COM              156490104       13    10282 SH       DEFINED 01 02 03 04 05       10282
CENTURY SOUTH BANKS, INC       COM              156683104        3      139 SH       DEFINED    02    04            139
CENTURYTEL, INC                COM              156700106      458    16825 SH       DEFINED 01 02    04 05       16825
CEPHALON, INC                  COM              156708109      344     7091 SH       DEFINED 01 02 03 04 05        7091
CERIDIAN CORP                  COM              15677T106     6278   223729 SH       DEFINED 01 02 03 04 05      223729
CERNER CORP                    COM              156782104      179     3858 SH       DEFINED 01 02 03 04 05        3858
CERUS CORP                     COM              157085101       61     1100 SH       DEFINED 01 02 03 04           1100
CHAMPION ENTERPRISES, INC      COM              158496109       26     6036 SH       DEFINED 01 02    04 05        6036
CHAMPIONSHIP AUTO RACING TEAMS COM              158711101       67     2737 SH       DEFINED 01 02 03 04 05        2737
CHARLES RIVER ASSOCIATES, INC  COM              159852102       14     1127 SH       DEFINED 01 02 03              1127
CHARTER ONE FINANCIAL, INC     COM              160903100      461    18901 SH       DEFINED 01 02    04 05       18901
CHARTER MUNICIPAL MORTGAGE ACC COM              160908109       38     2749 SH       DEFINED 01 02    04 05        2749
CHARMING SHOPPES, INC          COM              161133103       45     8624 SH       DEFINED 01 02    04 05        8624
CHART INDUSTRIES, INC          COM              16115Q100       16     3061 SH       DEFINED 01 02                 3061
CHARTER COMMUNCATIONS (CLASS A COM              16117M107       62     3800 SH       DEFINED 01 02    04 05        3800
CHASE MANHATTAN CORP           COM              16161A108    10920   236417 SH       DEFINED 01 02    04 05      236417
CHATEAU COMMUNITIES, INC       COM              161726104       74     2755 SH       DEFINED 01 02 03 04 05        2755
CHATTEM, INC                   COM              162456107        5      537 SH       DEFINED    02 03               537
CHEAP TICKETS, INC             COM              162672109        6      617 SH       DEFINED    02    04 05         617
CHECKFREE CORP                 COM              162813109      315     7527 SH       DEFINED 01 02 03 04 05        7527
CHECKPOINT SYSTEMS, INC        COM              162825103       21     2808 SH       DEFINED 01 02    04 05        2808
THE CHEESECAKE FACTORY, INC    COM              163072101      180     4165 SH       DEFINED 01 02 03 04 05        4165
CHELSEA GCA REALTY, INC        COM              163262108       60     1715 SH       DEFINED 01 02    04 05        1715
CHEMED CORP                    COM              163596109        7      234 SH       DEFINED    02    04 05         234
CHEMFIRST, INC                 COM              16361A106        5      233 SH       DEFINED    02    04 05         233
CHEMICAL FINANCIAL CORP        COM              163731102       17      728 SH       DEFINED 01 02    04 05         728
CHESAPEAKE CORP                COM              165159104       65     3356 SH       DEFINED 01 02    04 05        3356
CHESAPEAKE ENERGY CORP         COM              165167107      144    20073 SH       DEFINED 01 02 03 04 05       20073
CHEVRON CORP                   COM              166751107     6696    78546 SH       DEFINED 01 02    04 05       78546
CHICO'S FAS, INC               COM              168615102       75     2197 SH       DEFINED 01 02 03 04 05        2197
CHILDREN'S PLACE RETAIL STORES COM              168905107      102     3975 SH       DEFINED 01 02 03 04 05        3975
CHINA MOBILE LTD (HONG KONG)(S ADR              16941M109     2599    80120 SH       DEFINED    02    04 05       80120
CHOICE HOTELS INTERNATIONAL, I COM              169905106      124    11232 SH       DEFINED 01 02 03 04 05       11232
CHIQUITA BRANDS INTERNATIONAL, COM              170032106       19     6106 SH       DEFINED 01 02    04 05        6106
CHIRON CORP                    COM              170040109      658    14614 SH       DEFINED 01 02 03 04 05       14614
CHITTENDEN CORP                COM              170228100       87     3406 SH       DEFINED 01 02 03 04 05        3406
CHOICE ONE COMMUNICATIONS, INC COM              17038P104       46     3800 SH       DEFINED 01 02 03 04 05        3800
CHOICEPOINT, INC               COM              170388102      248     5407 SH       DEFINED 01 02 03 04 05        5407
CHORDIANT SOFTWARE, INC        COM              170404107        2      300 SH       DEFINED    02       05         300
CHRIS CRAFT INDUSTRIES, INC    COM              170520100       57      686 SH       DEFINED 01 02    04 05         686
CHROMAVISION MEDICAL SYSTEMS,  COM              17111P104       11     1200 SH       DEFINED    02 03 04 05        1200
CHUBB CORP                     COM              171232101     1957    24732 SH       DEFINED 01 02    04 05       24732
CHURCH & DWIGHT CO, INC        COM              171340102      135     7343 SH       DEFINED 01 02 03 04 05        7343
CHURCHILL DOWNS, INC           COM              171484108       11      432 SH       DEFINED    02 03               432
CIBER, INC                     COM              17163B102       59     7144 SH       DEFINED 01 02 03 04 05        7144
CIENA CORP                     COM              171779101    20485   166800 SH       DEFINED 01 02 03 04 05      166800
CINCINNATI FINANCIAL CORP      COM              172062101      678    19102 SH       DEFINED 01 02    04 05       19102
CINERGY CORP                   COM              172474108      469    14176 SH       DEFINED 01 02    04 05       14176
CIRCLE INTERNATIONAL GROUP, IN COM              172574105       27      891 SH       DEFINED 01 02    04 05         891
CIRCUIT CITY STORES-CIRCUIT CI COM              172737108      794    34535 SH       DEFINED 01 02 03 04 05       34535
CISCO SYSTEMS, INC             COM              17275R102   138095  2499457 SH       DEFINED 01 02 03 04 05     2499457
CIRRUS LOGIC, INC              COM              172755100      382     9482 SH       DEFINED 01 02 03 04 05        9482
CITADEL COMMUNICATIONS CORP    COM              172853202      131     7735 SH       DEFINED 01 02 03 04 05        7735
CINTAS CORP                    COM              172908105      807    18520 SH       DEFINED 01 02 03 04 05       18520
CITIGROUP, INC                 COM              172967101    44352   820390 SH       DEFINED 01 02 03 04 05      820390
CITIZENS BANKING CORP (MICHIGA COM              174420109       72     3119 SH       DEFINED 01 02    04 05        3119
CITIZENS COMMUNICATIONS CO     COM              17453B101      320    23795 SH       DEFINED 01 02    04 05       23795
CITRIX SYSTEMS, INC            COM              177376100      725    36157 SH       DEFINED 01 02 03 04 05       36157
CITY BANK LYNNWOOD (WASHINGTON COM              17770A109        3      200 SH       DEFINED    02                  200
CITY HOLDINGS CO               COM              177835105        2      211 SH       DEFINED 01 02       05         211
CITY NATIONAL CORP             COM              178566105      191     4946 SH       DEFINED 01 02    04 05        4946
CLAIRE'S STORES, INC           COM              179584107       85     4742 SH       DEFINED 01 02 03 04 05        4742
CLARCOR, INC                   COM              179895107       84     4290 SH       DEFINED 01 02    04 05        4290
CLARENT CORP                   COM              180461105      139     3535 SH       DEFINED 01 02 03 04 05        3535
CLARUS CORP                    COM              182707109       64     2800 SH       DEFINED 01 02 03 04 05        2800
CLAYTON HOMES, INC             COM              184190106      102    10193 SH       DEFINED 01 02    04 05       10193
CLEAR CHANNEL COMMUNICATIONS,  COM              184502102    10631   188166 SH       DEFINED 01 02 03 04 05      188166
CLEVELAND CLIFFS, INC          COM              185896107       38     1682 SH       DEFINED 01 02    04 05        1682
CLICK2LEARN. COM, INC          COM              18681S106        7      500 SH       DEFINED    02 03               500
CLINTRIALS RESEARCH, INC       COM              188767107        0       50 SH       DEFINED 01                      50
CLOROX CO                      COM              189054109     3699    93487 SH       DEFINED 01 02    04 05       93487
CLOSURE MEDICAL CORP           COM              189093107       11      424 SH       DEFINED 01 02 03               424
COACHMEN INDUSTRIES, INC       COM              189873102        5      522 SH       DEFINED 01 02    04 05         522
COAST FEDERAL LITIGATION CONTI                  19034Q110        2     1300 SH       DEFINED 01                    1300
COASTAL CORP                   COM              190441105     2993    40373 SH       DEFINED 01 02    04 05       40373
COBALT NETWORKS, INC           COM              19074R101      398     6878 SH       DEFINED 01 02 03 04 05        6878
COCA COLA BOTTLING CO CONSOLID COM              191098102        4      100 SH       DEFINED    02                  100
COCA COLA CO                   COM              191216100    24024   435804 SH       DEFINED 01 02 03 04 05      435804
COCA COLA ENTERPRISES, INC     COM              191219104      866    54364 SH       DEFINED 01 02 03 04 05       54364
COGNEX CORP                    COM              192422103      300     7617 SH       DEFINED 01 02 03 04 05        7617
COGNIZANT TECHNOLOGY SOLUTIONS COM              192446102       52     1324 SH       DEFINED 01 02 03              1324
COHERENT, INC                  COM              192479103      312     4593 SH       DEFINED 01 02 03 04 05        4593
COHU, INC                      COM              192576106       50     3246 SH       DEFINED 01 02 03 04 05        3246
COINSTAR, INC                  COM              19259P300       33     2398 SH       DEFINED 01 02 03 04 05        2398
COLDWATER CREEK, INC           COM              193068103       19      710 SH       DEFINED 01 02                  710
KENNETH COLE PRODUCTIONS, INC  COM              193294105       35     1000 SH       DEFINED 01 02 03              1000
COLLATERAL THERAPEUTICS, INC   COM              193921103       26      900 SH       DEFINED 01 02 03    05         900
COLGATE PALMOLIVE CO           COM              194162103     7807   165403 SH       DEFINED 01 02 03 04 05      165403
COLLINS & AIKMAN CORP          COM              194830105       19     4133 SH       DEFINED 01 02    04 05        4133
COLONIAL BANCGROUP, INC        COM              195493309       76     7314 SH       DEFINED 01 02    04 05        7314
COLONIAL PROPERTIES TRUST      COM              195872106      118     4590 SH       DEFINED 01 02    04 05        4590
COLUMBIA ENERGY GROUP          COM              197648108      918    12935 SH       DEFINED 01 02    04 05       12935
COLUMBIA LABORATORIES, INC     COM              197779101       14     2419 SH       DEFINED 01 02 03 04 05        2419
COLUMBIA SPORTSWEAR CO         COM              198516106       38      833 SH       DEFINED 01 02 03               833
COLUMBUS MCKINNON CORP         COM              199333105       16     1192 SH       DEFINED 01 02    04 05        1192
COMFORT SYSTEMS U.S.A., INC    COM              199908104        8     1563 SH       DEFINED 01 02    04 05        1563
COMCAST CORP (CLASS A) SPECIAL COM              200300200     4636   113249 SH       DEFINED 01 02 03 04 05      113249
COMDISCO, INC                  COM              200336105      294    15447 SH       DEFINED 01 02 03 04 05       15447
COMERICA, INC                  COM              200340107     1079    18469 SH       DEFINED 01 02    04 05       18469
COMMERCE BANCORP, INC          COM              200519106      199     3425 SH       DEFINED 01 02 03 04 05        3425
COMMERCE BANCSHARES, INC       COM              200525103      269     7310 SH       DEFINED 01 02    04 05        7310
COMMERCE GROUP, INC            COM              200641108       11      396 SH       DEFINED    02    04 05         396
COMMERCE ONE, INC              COM              200693109     5462    69574 SH       DEFINED 01 02 03 04 05       69574
COMMERCIAL FEDERAL CORP        COM              201647104       72     3778 SH       DEFINED 01 02    04 05        3778
COMMERCIAL METALS CO           COM              201723103      131     5147 SH       DEFINED 01 02    04 05        5147
COMMERCIAL NET LEASE REALTY, I COM              202218103       11     1055 SH       DEFINED 01 02    04 05        1055
COMMONWEALTH BANCORP, INC      COM              20268X102        1       87 SH       DEFINED    02       05          87
COMMONWEALTH INDUSTRIES, INC   COM              203004106        2      300 SH       DEFINED 01                     300
COMMONWEALTH TELEPHONE ENTERPR COM              203349105       57     1539 SH       DEFINED 01 02 03 04 05        1539
COMMSCOPE, INC                 COM              203372107      135     5519 SH       DEFINED 01 02 03 04 05        5519
COMMUNITY FIRST BANKSHARES, IN COM              203902101      136     7739 SH       DEFINED 01 02    04 05        7739
COMMUNITY TRUST BANCORP, INC   COM              204149108       12      760 SH       DEFINED 01 02    04 05         760
COMPASS BANCSHARES, INC        COM              20449H109      203    10385 SH       DEFINED 01 02    04 05       10385
COMPAQ COMPUTER CORP           COM              204493100    15001   543895 SH       DEFINED 01 02 03 04 05      543895
COMPLETE BUSINESS SOLUTIONS, I COM              20452F107       61     4539 SH       DEFINED 01 02 03 04 05        4539
COMPUCREDIT CORP               COM              20478N100      108     1929 SH       DEFINED 01 02 03 04 05        1929
COMPUCOM SYSTEMS, INC          COM              204780100        1      379 SH       DEFINED    02       05         379
COMPUTER ASSOCIATES INTERNATIO COM              204912109     2593   102953 SH       DEFINED 01 02 03 04 05      102953
COMPUTER NETWORK TECHNOLOGY CO COM              204925101      135     3922 SH       DEFINED 01 02 03 04 05        3922
COMPUTER SCIENCES CORP         COM              205363104     2311    31126 SH       DEFINED 01 02 03 04 05       31126
COMPUTER TASK GROUP, INC       COM              205477102        5     1469 SH       DEFINED 01 02    04 05        1469
COMPX INTERNATIONAL, INC       COM              20563P101        4      208 SH       DEFINED    02                  208
COMPUWARE CORP                 COM              205638109      488    58310 SH       DEFINED 01 02 03 04 05       58310
COMSTOCK RESOURCES, INC        COM              205768203        2      200 SH       DEFINED    02    04            200
COMVERSE TECHNOLOGY, INC       COM              205862402     3684    34112 SH       DEFINED 01 02 03 04 05       34112
CONAGRA FOODS, INC             COM              205887102     1413    70442 SH       DEFINED 01 02 03 04 05       70442
COMPUTER HORIZONS CORP         COM              205908106       21     3144 SH       DEFINED 01 02 03 04 05        3144
COM21, INC                     COM              205937105       48     3575 SH       DEFINED 01 02 03 04 05        3575
CONCORD CAMERA CORP            COM              206156101       87     3400 SH       DEFINED 01 02 03 04 05        3400
CONCORD COMMUNICATIONS, INC    COM              206186108       77     2905 SH       DEFINED 01 02 03 04 05        2905
CONCORD EFS, INC               COM              206197105     1342    37796 SH       DEFINED 01 02 03 04 05       37796
CONCUR TECHNOLOGIES, INC       COM              206708109        3     1400 SH       DEFINED 01 02 03    05        1400
CONCURRENT COMPUTER CORP       COM              206710204      205    10810 SH       DEFINED 01 02 03 04 05       10810
CONECTIV, INC                  COM              206829103      217    12129 SH       DEFINED 01 02    04 05       12129
CONECTIV, INC (CLASS A)        COM              206829202       10      537 SH       DEFINED 01                     537
CONEXANT SYSTEMS, INC          COM              207142100     1979    47271 SH       DEFINED 01 02 03 04 05       47271
CONMED CORP                    COM              207410101       36     2613 SH       DEFINED 01 02 03 04 05        2613
CONNETICS CORP                 COM              208192104      106     4400 SH       DEFINED 01 02 03 04 05        4400
CONOCO, INC (CLASS B)          COM              208251405     3678   136537 SH       DEFINED 01 02    04 05      136537
CONSECO, INC                   COM              208464107      414    54253 SH       DEFINED 01 02    04 05       54253
CONSOL ENERGY, INC             COM              20854P109     2266   141060 SH       DEFINED    02 03 04 05      141060
CONSOLIDATED EDISON CO OF NEW  COM              209115104     1001    29337 SH       DEFINED 01 02    04 05       29337
CONSOLIDATED FREIGHTWAYS CORP  COM              209232107        1      225 SH       DEFINED 01 02       05         225
CONSOLIDATED GRAPHICS, INC     COM              209341106        6      493 SH       DEFINED    02       05         493
CONSOLIDATED PRODUCTS, INC     COM              209798107        8     1012 SH       DEFINED    02    04 05        1012
CONSOLIDATED STORES CORP       COM              210149100      247    18290 SH       DEFINED 01 02 03 04 05       18290
CONSTELLATION BRANDS, INC      COM              21036P108      110     2019 SH       DEFINED 01 02    04 05        2019
CONSTELLATION ENERGY GROUP     COM              210371100      808    16250 SH       DEFINED 01 02    04 05       16250
CONTIFINANCIAL CORP            COM              21075V107        0     2900 SH       DEFINED 01    03 04           2900
CONTINENTAL AIRLINES, INC (CLA COM              210795308     1179    25953 SH       DEFINED 01 02    04 05       25953
CONVERGENT COMMUNICATIONS, INC COM              211914403        1      300 SH       DEFINED       03 04 05         300
CONVERGYS CORP                 COM              212485106      231     5948 SH       DEFINED    02 03 04 05        5948
COOPER CAMERON CORP            COM              216640102      512     6944 SH       DEFINED 01 02 03 04 05        6944
COOPER COS, INC                COM              216648402      117     3302 SH       DEFINED 01 02 03 04 05        3302
COOPER INDUSTRIES, INC         COM              216669101      600    17008 SH       DEFINED 01 02    04 05       17008
COOPER TIRE & RUBBER CO        COM              216831107       82     8183 SH       DEFINED 01 02    04 05        8183
COORS (ADOLPH) CO (CLASS B)    COM              217016104      164     2603 SH       DEFINED 01 02    04 05        2603
COORSTEK, INC                  COM              217020106       16      425 SH       DEFINED 01 02                  425
COPART, INC                    COM              217204106      117     8460 SH       DEFINED 01 02 03 04 05        8460
COPPER MOUNTAIN NETWORKS, INC  COM              217510106      350     9331 SH       DEFINED 01 02 03 04 05        9331
COR THERAPEUTICS, INC          COM              217753102      727    11672 SH       DEFINED 01 02 03 04 05       11672
CORINTHIAN COLLEGES, INC       COM              218868107       25      417 SH       DEFINED    02       05         417
CORIXA CORP                    COM              21887F100      171     3409 SH       DEFINED 01 02 03 04 05        3409
CORN PRODUCTS INTERNATIONAL, I COM              219023108       80     3515 SH       DEFINED 01 02    04 05        3515
CORNELL COS, INC               COM              219141108        3      336 SH       DEFINED    02                  336
CORNERSTONE REALTY INCOME TRUS COM              21922V102       14     1347 SH       DEFINED 01 02    04 05        1347
CORNING, INC                   COM              219350105    25388    85480 SH       DEFINED 01 02 03 04 05       85480
CORPORATE EXECUTIVE BOARD CO   COM              21988R102      143     3564 SH       DEFINED 01 02 03 04 05        3564
CORSAIR COMMUNICATIONS, INC    COM              220406102       38     4800 SH       DEFINED 01 02 03 04 05        4800
CORUS BANKSHARES, INC          COM              220873103       19      535 SH       DEFINED 01 02    04            535
CORVEL CORP                    COM              221006109       19      700 SH       DEFINED    02 03 04 05         700
CORVIS CORP                    COM              221009103      413     6762 SH       DEFINED    02 03 04 05        6762
COST PLUS, INC                 COM              221485105      137     4550 SH       DEFINED 01 02 03 04 05        4550
COSTCO WHOLESALE CORP          COM              22160K105     2275    65121 SH       DEFINED 01 02 03 04 05       65121
COSTAR GROUP, INC              COM              22160N109       60     1624 SH       DEFINED 01 02    04           1624
COTELLIGENT, INC               COM              221630106        5     1544 SH       DEFINED 01 02                 1544
COULTER PHARMACEUTICALS, INC   COM              222116105       87     3023 SH       DEFINED 01 02 03 04 05        3023
COUNTRYWIDE CREDIT INDUSTRIES, COM              222372104      378    10019 SH       DEFINED 01 02    04 05       10019
COUSINS PROPERTIES, INC        COM              222795106      301     6991 SH       DEFINED 01 02 03 04 05        6991
COVAD COMMUNICATIONS GROUP, IN COM              222814204      174    13043 SH       DEFINED 01 02    04 05       13043
COVANCE, INC                   COM              222816100       61     7478 SH       DEFINED 01 02 03 04 05        7478
COVENANT TRANSPORT, INC (CLASS COM              22284P105        0       29 SH       DEFINED    02                   29
COVENTRY HEALTH CARE, INC      COM              222862104       88     5835 SH       DEFINED 01 02    04 05        5835
COX COMMUNICATIONS, INC (CLASS COM              224044107      870    22746 SH       DEFINED 01 02 03 04 05       22746
COX RADIO, INC (CLASS A)       COM              224051102      117     6702 SH       DEFINED 01 02 03 04 05        6702
CRANE CO                       COM              224399105      198     8642 SH       DEFINED 01 02    04 05        8642
CRAWFORD & CO (CLASS B)        COM              224633107       48     3957 SH       DEFINED 01 02 03 04 05        3957
CREDENCE SYSTEMS CORP          COM              225302108      321    10716 SH       DEFINED 01 02 03 04 05       10716
CREDIT ACCEPTANCE CORP         COM              225310101        8     1283 SH       DEFINED 01 02    04           1283
CREDITRUST CORP                COM              225429109        0      117 SH       DEFINED    02    04            117
CREE, INC                      COM              225447101      611     5257 SH       DEFINED 01 02 03 04 05        5257
CRESCENDO PHARMACEUTICALS CORP COM              225637107        5      225 SH       DEFINED 01 02    04            225
CRESCENT REAL ESTATE EQUITIES  COM              225756105      248    11120 SH       DEFINED 01 02    04 05       11120
CRESTLINE CAPITAL CORP         COM              226153104       56     2810 SH       DEFINED 01 02 03 04 05        2810
CRITICAL PATH, INC             COM              22674V100      334     5494 SH       DEFINED 01 02 03 04 05        5494
CROMPTON CORP                  COM              227116100      135    17201 SH       DEFINED 01 02 03 04 05       17201
CROSS TIMBERS OIL CO           COM              227573102      190     9880 SH       DEFINED 01 02 03 04 05        9880
CROSSMAN COMMUNITIES, INC      COM              22764E109        8      427 SH       DEFINED 01 02                  427
CROSSROADS SYSTEMS, INC        COM              22765D100        9     1000 SH       DEFINED 01 02 03    05        1000
CROWN AMERICAN REALTY TRUST    COM              228186102        1       87 SH       DEFINED    02                   87
CROWN CASTLE INTERNATIONAL COR COM              228227104      252     8119 SH       DEFINED 01 02    04 05        8119
CROWN CORK & SEAL CO, INC      COM              228255105      229    21396 SH       DEFINED 01 02    04 05       21396
CROWN MEDIA HOLDINGS, INC      COM              228411104       20     1400 SH       DEFINED 01 02 03 04           1400
CRYOLIFE, INC                  COM              228903100       45     1300 SH       DEFINED 01 02 03    05        1300
CUBIC CORP                     COM              229669106       22      920 SH       DEFINED 01 02                  920
CUBIST PHARMACEUTICALS, INC    COM              229678107      250     4800 SH       DEFINED 01 02 03 04 05        4800
CULLEN FROST BANKERS, INC      COM              229899109      250     7701 SH       DEFINED 01 02 03 04 05        7701
CUMMINS ENGINE CO, INC         COM              231021106      128     4273 SH       DEFINED 01 02    04 05        4273
CUMULUS MEDIA, INC             COM              231082108       25     4082 SH       DEFINED 01 02    04 05        4082
CURAGEN CORP                   COM              23126R101      320     6000 SH       DEFINED 01 02 03 04 05        6000
CURIS, INC                     COM              231269101       10      510 SH       DEFINED    02 03 04 05         510
CURTISS WRIGHT CORP            COM              231561101        1       19 SH       DEFINED    02                   19
CYBERIAN OUTPOST, INC          COM              231914102       11     2807 SH       DEFINED 01 02 03    05        2807
CYBER-CARE, INC                COM              23243T105       60     9500 SH       DEFINED 01 02 03 04 05        9500
CYBERCASH, INC                 COM              232462101        2      579 SH       DEFINED    02    04 05         579
CYBERSOURCE CORP               COM              23251J106       18     1600 SH       DEFINED    02 03 04 05        1600
CYBERONICS, INC                COM              23251P102       64     2981 SH       DEFINED 01 02 03 04 05        2981
CYBEROPTICS THERAPEUTICS CORP  COM              232517102        7      400 SH       DEFINED    02 03               400
CYGNUS, INC                    COM              232560102       50     4512 SH       DEFINED 01 02 03 04 05        4512
CYLINK CORP                    COM              232565101       30     2900 SH       DEFINED 01 02 03 04 05        2900
CYMER, INC                     COM              232572107      113     3676 SH       DEFINED 01 02 03 04 05        3676
CYPRESS SEMICONDUCTOR CORP     COM              232806109      915    22023 SH       DEFINED 01 02 03 04 05       22023
CYSIE, INC                     COM              23281T108        3      400 SH       DEFINED    02 03               400
CYTEC INDUSTRIES, INC          COM              232820100      141     4214 SH       DEFINED 01 02    04 05        4214
CYTOGEN CORP                   COM              232824102       81    12900 SH       DEFINED 01 02 03 04 05       12900
CYTYC CORP                     COM              232946103      320     7425 SH       DEFINED 01 02 03 04 05        7425
DDI CORP                       COM              233162106       75     1700 SH       DEFINED 01 02 03 04 05        1700
DMC STRATEX NETWORKS, INC      COM              23322L106      215    13369 SH       DEFINED 01 02 03 04 05       13369
DQE, INC                       COM              23329J104      142     3543 SH       DEFINED 01 02    04 05        3543
DPL, INC                       COM              233293109      246     8258 SH       DEFINED 01 02    04 05        8258
HORTON (D.R.), INC             COM              23331A109       99     5744 SH       DEFINED 01 02 03 04 05        5744
DSP GROUP, INC                 COM              23332B106      192     5149 SH       DEFINED 01 02 03 04 05        5149
DST SYSTEMS, INC               COM              233326107      420     3574 SH       DEFINED 01 02 03 04 05        3574
DTE ENERGY CO                  COM              233331107     4546   118860 SH       DEFINED 01 02    04 05      118860
DVI, INC                       COM              233343102        3      137 SH       DEFINED    02    04            137
DAIN RAUSCHER CORP             COM              233856103       69      745 SH       DEFINED 01       04 05         745
DAISYTEK INTERNATIONAL CORP    COM              234053106       13     2027 SH       DEFINED 01 02 03    05        2027
DAL-TILE INTERNATIONAL, INC    COM              23426R108       63     5000 SH       DEFINED    02 03 04 05        5000
DALEEN TECHNOLOGIES, INC       COM              23437N104       13      900 SH       DEFINED    02 03 04 05         900
DALLAS SEMICONDUCTOR CORP      COM              235204104      292     8867 SH       DEFINED 01 02 03 04 05        8867
DAN RIVER, INC (CLASS A)       COM              235774106        7     1658 SH       DEFINED 01 02                 1658
DANA CORP                      COM              235811106      305    14191 SH       DEFINED 01 02    04 05       14191
DANAHER CORP                   COM              235851102      593    11925 SH       DEFINED 01 02 03 04 05       11925
DARDEN RESTAURANTS, INC        COM              237194105      383    18387 SH       DEFINED 01 02    04 05       18387
DATA BROADCASTING CORP         COM              237596101       17     5188 SH       DEFINED 01 02 03 04 05        5188
DATA RETURN CORP               COM              23785M104       36     1800 SH       DEFINED 01 02 03 04 05        1800
DATASCOPE CORP                 COM              238113104       60     1789 SH       DEFINED 01 02 03 04 05        1789
DATASTREAM SYSTEMS, INC        COM              238124101       39     3067 SH       DEFINED 01 02 03 04 05        3067
DAVE & BUSTER'S, INC           COM              23833N104        4      444 SH       DEFINED    02                  444
DAVOX CORP                     COM              239208101        9      900 SH       DEFINED    02 03 04 05         900
DEAN FOODS CO                  COM              242361103      109     3287 SH       DEFINED 01 02    04 05        3287
DEB SHOPS, INC                 COM              242728103        0       13 SH       DEFINED    02                   13
DEERE & CO                     COM              244199105     1215    36532 SH       DEFINED 01 02    04 05       36532
DEL MONTE FOODS CO             COM              24522P103       30     4794 SH       DEFINED 01 02 03 04 05        4794
DELCO REMY INTERNATIONAL, INC  COM              246626105       20     2631 SH       DEFINED 01 02    04 05        2631
DELHAIZE AMERICA, INC (CLASS A COM              246688105        2      143 SH       DEFINED    02    04 05         143
DELHAIZE AMERICA, INC (CLASS B COM              246688204      158     9451 SH       DEFINED 01 02    04 05        9451
DELIA*S, INC                   COM              246885107        0       28 SH       DEFINED    02                   28
DELL COMPUTER CORP             COM              247025109    25141   815939 SH       DEFINED 01 02 03 04 05      815939
DELPHI AUTOMOTIVE SYSTEMS CORP COM              247126105     1204    79628 SH       DEFINED 01 02    04 05       79628
DELPHI FINANCIAL GROUP, INC    COM              247131105        9      211 SH       DEFINED    02    04 05         211
DELTA & PINE LAND CO           COM              247357106      147     5740 SH       DEFINED 01 02 03 04 05        5740
DELTA AIRLINES, INC            COM              247361108      852    19201 SH       DEFINED 01 02    04 05       19201
DELTATHREE.COM,INC             COM              24783N102        0      100 SH       DEFINED       03               100
DELTIC TIMBER CORP             COM              247850100       28     1633 SH       DEFINED 01 02    04 05        1633
DENBURY RESOURCES, INC         COM              247916208       13     1900 SH       DEFINED    02 03 04 05        1900
DELUXE CORP                    COM              248019101      193     9490 SH       DEFINED 01 02    04 05        9490
DENDRITE INTERNATIONAL, INC    COM              248239105      163     6089 SH       DEFINED 01 02 03 04 05        6089
DENTSPLY INTERNATIONAL, INC    COM              249030107      225     6430 SH       DEFINED 01 02    04 05        6430
DEPARTMENT 56, INC             COM              249509100        6      423 SH       DEFINED    02       05         423
DETROIT DIESEL CORP            COM              250837101       33     1432 SH       DEFINED 01 02                 1432
DEVELOPERS DIVERSIFIED REALTY  COM              251591103       22     1737 SH       DEFINED 01 02    04 05        1737
DEVON ENERGY CORP (NEW)        COM              25179M103      858    14257 SH       DEFINED 01 02 03 04 05       14257
DEVRY, INC                     COM              251893103      474    12590 SH       DEFINED 01 02 03 04 05       12590
DEXTER CORP                    COM              252165105       34      569 SH       DEFINED    02    04 05         569
DIAGNOSTIC PRODUCTS CORP       COM              252450101       72     1342 SH       DEFINED 01 02 03 04           1342
DIAL CORP                      COM              25247D101      114     9832 SH       DEFINED 01 02 03 04 05        9832
DIAMETRICS MEDICAL, INC        COM              252532106       17     2100 SH       DEFINED    02 03 04 05        2100
DIAMOND OFFSHORE DRILLING, INC COM              25271C102      163     3984 SH       DEFINED 01 02 03 04 05        3984
DIAMOND TECH PARTNERS, INC (CL COM              252762109      185     2495 SH       DEFINED 01 02 03 04 05        2495
DIEBOLD, INC                   COM              253651103      159     5975 SH       DEFINED 01 02    04 05        5975
DIGENE CORP                    COM              253752109       58     1600 SH       DEFINED 01 02 03 04 05        1600
DIGEX, INC                     COM              253756100      192     4100 SH       DEFINED 01 02 03 04 05        4100
DIGIMARC CORP                  COM              253807101       22     1200 SH       DEFINED 01 02 03    05        1200
DIGITAL COURIER TECHNOLOGIES,  COM              253838106        5     2500 SH       DEFINED 01       04           2500
DIGITAL IMPACT, INC            COM              25385G106        1      100 SH       DEFINED 01                     100
DIGITAL ISLAND, INC            COM              25385N101      249    13300 SH       DEFINED 01 02 03 04 05       13300
DIGITAL INSIGHT CO             COM              25385P106      122     3400 SH       DEFINED 01 02 03 04 05        3400
DIGITAL LIGHTWAVE, INC         COM              253855100      153     2100 SH       DEFINED 01 02 03 04 05        2100
DIGITAL RIVER, INC             COM              25388B104       25     3917 SH       DEFINED 01 02 03    05        3917
DIGITAS, INC                   COM              25388K104       20     1100 SH       DEFINED 01 02 03    05        1100
DIGITALTHINK INC               COM              25388M100       21      500 SH       DEFINED 01 02                  500
DIME COMMUNITY BANCORP, INC    COM              253922108       54     2193 SH       DEFINED 01 02    04 05        2193
DILLARDS, INC (CLASS A)        COM              254067101      112    10502 SH       DEFINED 01 02    04 05       10502
DIME BANCORP, INC              COM              25429Q102      341    15814 SH       DEFINED 01 02    04 05       15814
DIMON, INC                     COM              254394109        1      368 SH       DEFINED    02       05         368
DIONEX CORP                    COM              254546104       95     3433 SH       DEFINED 01 02 03 04 05        3433
DISCOUNT AUTO PARTS, INC       COM              254642101        0       34 SH       DEFINED    02                   34
DISNEY (WALT) CO               COM              254687106    17367   454044 SH       DEFINED 01 02 03 04 05      454044
WALT DISNEY INTERNET GROUP     COM              254687205      100     9374 SH       DEFINED 01 02 03 04 05        9374
DIRECT FOCUS, INC              COM              254931108       77     1949 SH       DEFINED 01 02 03 04 05        1949
DITECH COMMUNICATIONS CORP     COM              25500M103      189     4600 SH       DEFINED 01 02 03 04 05        4600
DIVERSA CORP                   COM              255064107       24      900 SH       DEFINED 01 02 03               900
DOBSON COMMUNICATIONS CORP     COM              256069105       43     2900 SH       DEFINED 01 02 03 04 05        2900
DOCUMENTUM, INC                COM              256159104      244     3008 SH       DEFINED 01 02 03 04 05        3008
DOLE FOOD, INC                 COM              256605106       88     5843 SH       DEFINED 01 02    04 05        5843
DOLLAR GENERAL CORP            COM              256669102      587    35043 SH       DEFINED 01 02 03 04 05       35043
DOLLAR THRIFTY AUTOMOTIVE GROU COM              256743105       89     4491 SH       DEFINED 01 02    04 05        4491
DOLLAR TREE STORES, INC        COM              256747106      843    20790 SH       DEFINED 01 02 03 04 05       20790
DOMINION RESOURCES, INC        COM              25746U109     1795    30907 SH       DEFINED 01 02    04 05       30907
DONALDSON CO, INC              COM              257651109       74     3347 SH       DEFINED 01 02 03 04 05        3347
DONALDSON, LUFKIN & JENRETTE,  COM              257661108      456     5100 SH       DEFINED 01 02    04 05        5100
DLJ DIRECT, INC                COM              257661504       24     3517 SH       DEFINED 01 02 03 04 05        3517
DONNA KARAN INTERNATIONAL, INC COM              257826107        0       50 SH       DEFINED    02                   50
DONNELLEY (R.R.) & SONS CO     COM              257867101      277    11278 SH       DEFINED 01 02    04 05       11278
DORAL FINANCIAL CORP           COM              25811P100       29     1781 SH       DEFINED 01 02    04 05        1781
DOT HILL SYSTEMS CORP          COM              25848T109        1      100 SH       DEFINED          04            100
DOUBLECLICK, INC               COM              258609304      613    19164 SH       DEFINED 01 02 03 04 05       19164
DOVER CORP                     COM              260003108     1280    27268 SH       DEFINED 01 02    04 05       27268
DOVER DOWNS ENTERTAINMENT, INC COM              260086103       28     2099 SH       DEFINED 01 02 03 04 05        2099
DOW CHEMICAL CO                COM              260543103     3416   136977 SH       DEFINED 01 02    04 05      136977
DOW JONES & CO, INC            COM              260561105      476     7869 SH       DEFINED 01 02 03 04 05        7869
DOWNEY FINANCIAL CORP          COM              261018105       71     1807 SH       DEFINED 01 02    04 05        1807
DRESS BARN, INC                COM              261570105        5      215 SH       DEFINED    02    04 05         215
DREYERS GRAND ICE CREAM, INC   COM              261878102       60     2801 SH       DEFINED 01 02 03 04 05        2801
DRIL-QUIP, INC                 COM              262037104       65     1635 SH       DEFINED 01 02 03 04 05        1635
DRUGSTORE.COM, INC             COM              262241102        1      200 SH       DEFINED          04            200
DSET CORP                      COM              262504103       29     1400 SH       DEFINED 01 02 03 04 05        1400
DSL.NET, INC                   COM              262506108       12     4000 SH       DEFINED 01 02 03 04 05        4000
DU PONT (E.I.) DE NEMOURS & CO COM              263534109     7494   180844 SH       DEFINED 01 02    04 05      180844
DUANE READE, INC               COM              263578106       64     2626 SH       DEFINED 01 02 03 04 05        2626
DUKE ENERGY CORP               COM              264399106     3599    41971 SH       DEFINED 01 02    04 05       41971
DUKE-WEEKS REALTY CORP         COM              264411505      225     9330 SH       DEFINED 01 02    04 05        9330
MOODY'S CORP                   COM              26483B106      675    19601 SH       DEFINED 01 02    04 05       19601
DURA AUTOMOTIVE SYSTEMS, INC   COM              265903104        5      513 SH       DEFINED    02    04 05         513
DUPONT PHOTOMASKS, INC         COM              26613X101       83     1418 SH       DEFINED 01 02 03              1418
DURA PHARMACEUTICALS, INC      COM              26632S109      215     6075 SH       DEFINED 01 02 03 04 05        6075
DURAMED PHARMACEUTICALS, INC   COM              266354109        5      910 SH       DEFINED    02    04 05         910
DUSA PHARMACEUTICALS, INC      COM              266898105       65     2100 SH       DEFINED 01 02 03 04 05        2100
DYCOM INDUSTRIES, INC          COM              267475101      335     8039 SH       DEFINED 01 02 03 04 05        8039
DYNEGY, INC                    COM              26816Q101     2215    38854 SH       DEFINED 01 02 03 04 05       38854
EEX CORP                       COM              26842V207       38     7875 SH       DEFINED 01 02 03 04 05        7875
E4L, INC                       COM              268452109        1     3313 SH       DEFINED 01 02 03 04 05        3313
EGL, INC                       COM              268484102       78     2563 SH       DEFINED 01 02 03 04 05        2563
E-LOAN, INC                    COM              26861P107        6     1500 SH       DEFINED    02 03 04 05        1500
EMC CORP                       COM              268648102    91992   928044 SH       DEFINED 01 02 03 04 05      928044
E-MEDSOFT.COM                  COM              26873Q101       10     3700 SH       DEFINED 01 02 03 04 05        3700
ENSCO INTERNATIONAL, INC       COM              26874Q100      761    19904 SH       DEFINED 01 02 03 04 05       19904
EOG RESOURCES, INC             COM              26875P101      692    17802 SH       DEFINED 01 02 03 04 05       17802
E.PIPHANY, INC                 COM              26881V100      432     5600 SH       DEFINED 01 02 03 04 05        5600
ESS TECHNOLOGY, INC            COM              269151106       82     5698 SH       DEFINED 01 02 03 04 05        5698
E.SPIRE COMMUNICATIONS, INC    COM              269153102       38    13102 SH       DEFINED 01 02 03 04 05       13102
E'TOWN CORP                    COM              269242103       76     1133 SH       DEFINED 01 02 03 04           1133
E TRADE GROUP, INC             COM              269246104      517    31440 SH       DEFINED 01 02 03 04 05       31440
EARTHGRAINS CO                 COM              270319106      126     6828 SH       DEFINED 01 02 03 04 05        6828
EARTHSHELL CORP                COM              27032B100        6     5100 SH       DEFINED 01 02 03 04 05        5100
EARTHWEB, INC                  COM              27032C108        0       24 SH       DEFINED    02                   24
EARTHLINK, INC                 COM              270321102       80     8796 SH       DEFINED 01 02 03 04 05        8796
EAST WEST BANCORP, INC         COM              27579R104       11      563 SH       DEFINED    02 03 04 05         563
EASTERN ENTERPRISES CO         COM              27637F100      137     2148 SH       DEFINED 01 02    04 05        2148
EASTGROUP PROPERTIES, INC      COM              277276101       70     3160 SH       DEFINED 01 02    04 05        3160
EASTMAN CHEMICAL CO            COM              277432100      438    11857 SH       DEFINED 01 02    04 05       11857
EASTMAN KODAK CO               COM              277461109     1626    39768 SH       DEFINED 01 02    04 05       39768
EATON CORP                     COM              278058102      450     7310 SH       DEFINED 01 02    04 05        7310
EATON VANCE CORP               COM              278265103      300     5888 SH       DEFINED 01 02 03 04 05        5888
EBAY, INC                      COM              278642103     1544    22472 SH       DEFINED 01 02 03 04 05       22472
ECHELON CORP                   COM              27874N105      117     3987 SH       DEFINED 01 02 03 04 05        3987
ECHOSTAR COMMUNICATIONS CORP ( COM              278762109     1050    19902 SH       DEFINED 01 02 03 04 05       19902
ECLIPSE SURGICAL TECHNOLOGY, I COM              278849104        2      389 SH       DEFINED    02    04 05         389
ECLIPSYS CORP                  COM              278856109       83     5181 SH       DEFINED 01 02 03 04 05        5181
ECOLAB, INC                    COM              278865100      733    20315 SH       DEFINED 01 02 03 04 05       20315
EDGEWATER TECHNOLOGY, INC      COM              280358102        5     1011 SH       DEFINED 01 02       05        1011
EDISON INTERNATIONAL CO        COM              281020107      936    48459 SH       DEFINED 01 02    04 05       48459
EDISON SCHOLLS, INC            COM              281033100       44     1400 SH       DEFINED 01 02    04           1400
EDUCATION MANAGEMENT CORP      COM              28139T101      140     5190 SH       DEFINED 01 02 03 04 05        5190
J.D. EDWARDS & CO              COM              281667105      279    10793 SH       DEFINED 01 02 03 04 05       10793
EDWARDS LIFESCIENCES CORP      COM              28176E108      262    12013 SH       DEFINED 01 02 03 04 05       12013
EDWARDS (A.G.), INC            COM              281760108      284     5427 SH       DEFINED 01 02    04 05        5427
EFFICIENT NETWORKS, INC        COM              282056100      153     4100 SH       DEFINED 01 02 03 04 05        4100
EGAIN COMMUNICATIONS CORP      COM              28225C103       34     3600 SH       DEFINED 01 02 03 04 05        3600
EGGHEAD.COM, INC               COM              282329101       12     5253 SH       DEFINED 01 02 03 04 05        5253
EGLOBE, INC                    COM              282339100        7     6000 SH       DEFINED 01 02 03 04 05        6000
EL PASO ELECTRIC CO            COM              283677854       24     1736 SH       DEFINED 01 02    04 05        1736
EL PASO ENERGY CORP            COM              283905107     1920    31151 SH       DEFINED 01 02    04 05       31151
ELAN CORP PLC ADR              ADR              284131208       13      230 SH       DEFINED    02       05         230
ELANTEC SEMICONDUCTOR, INC     COM              284155108      349     3500 SH       DEFINED 01 02 03 04 05        3500
ELCOR CORP                     COM              284443108       67     4644 SH       DEFINED 01 02 03 04 05        4644
ELECTRIC LIGHTWAVE (CLASS A)   COM              284895109       23     2733 SH       DEFINED 01 02 03 04 05        2733
ELECTRO RENT CORP              COM              285218103        3      205 SH       DEFINED    02    04 05         205
ELECTRO SCIENTIFIC INDUSTRIES, COM              285229100      167     4743 SH       DEFINED 01 02 03 04 05        4743
ELECTROGLAS, INC               COM              285324109       76     4446 SH       DEFINED 01 02 03 04 05        4446
ELECTRONIC ARTS, INC           COM              285512109      950    19244 SH       DEFINED 01 02 03 04 05       19244
ELECTRONIC DATA SYSTEMS CORP   COM              285661104     3310    79753 SH       DEFINED 01 02 03 04 05       79753
ELECTRONICS BOUTIQUE HOLDINGS  COM              286045109        9      421 SH       DEFINED    02                  421
ELECTRONICS FOR IMAGING, INC   COM              286082102      111     4383 SH       DEFINED 01 02 03 04 05        4383
ELOT, INC                      COM              290143106       11     6619 SH       DEFINED 01 02    04 05        6619
ELOYALTY CORP                  COM              290151109      101     7940 SH       DEFINED 01 02 03 04 05        7940
EMAGIN CORP                    COM              29076N107       30     2800 SH       DEFINED 01 02 03 04 05        2800
EMACHINES, INC                 COM              29076P102        0      200 SH       DEFINED          04 05         200
EMBARCADERO TECHNOLOGIES, INC  COM              290787100       15      300 SH       DEFINED    02                  300
EMCOR GROUP, INC               COM              29084Q100       11      432 SH       DEFINED 01 02    04            432
EMCORE CORP                    COM              290846104      183     4400 SH       DEFINED 01 02 03 04 05        4400
EMERGE INTERACTIVE, INC        COM              29088W103        8      500 SH       DEFINED 01 02 03 04 05         500
EMERSON ELECTRIC CO            COM              291011104     4036    60246 SH       DEFINED 01 02    04 05       60246
EMISPHERE TECHNOLOGIES, INC    COM              291345106       78     2600 SH       DEFINED 01 02 03 04 05        2600
EMMIS COMMUNICATIONS CORP (CLA COM              291525103       98     3972 SH       DEFINED 01 02 03 04 05        3972
EMPIRE DISTRICT ELECTRIC CO    COM              291641108       32     1226 SH       DEFINED 01 02    04 05        1226
EMULEX CORP                    COM              292475209      748     6104 SH       DEFINED 01 02 03 04 05        6104
ENCOMPASS SERVICES CORP        COM              29255U104       29     3536 SH       DEFINED 01 02 03 04 05        3536
ENDO PHARMACEUTICALS, INC WTS                   29264F114        4     1788 SH       DEFINED 01 02 03 04 05        1788
ENDO PHARMACEUTICALS, INC      COM              29264F205       15     1488 SH       DEFINED 01 02       05        1488
ENDOCARE, INC                  COM              29264P104       30     1500 SH       DEFINED 01 02 03    05        1500
ENERGEN CORP                   COM              29265N108       77     2601 SH       DEFINED 01 02    04 05        2601
ENERGY CONVERSION DEVICES, INC COM              292659109       71     1900 SH       DEFINED 01 02 03 04 05        1900
ENERGY EAST CORP               COM              29266M109      162     7174 SH       DEFINED 01 02 03 04 05        7174
ENERGIZER HOLDINGS, INC        COM              29266R108      100     4079 SH       DEFINED 01 02    04 05        4079
ENGAGE, INC                    COM              292827102       62     7600 SH       DEFINED 01 02 03 04 05        7600
ENGELHARD CORP                 COM              292845104      199    12227 SH       DEFINED 01 02    04 05       12227
ENGINEERING ANIMATION, INC     COM              292872108        8      588 SH       DEFINED    02       05         588
ENERGYNORTH, INC               COM              292925104       18      300 SH       DEFINED    02    04            300
ENESCO GROUP, INC              COM              292973104        2      351 SH       DEFINED    02 03               351
ENHANCE FINANCIAL SERVICES GRO COM              293310108       29     2198 SH       DEFINED 01 02    04 05        2198
ENRON CORP                     COM              293561106    14526   165771 SH       DEFINED 01 02 03 04 05      165771
ENTERCOM COMMUNICATIONS CORP   COM              293639100       59     1974 SH       DEFINED 01 02    04 05        1974
ENTERGY CORP                   COM              29364G103     1302    34951 SH       DEFINED 01 02    04 05       34951
ENTERTAINMENT PROPERTIES TRUST COM              29380T105       33     3108 SH       DEFINED 01 02    04 05        3108
ENTREMED, INC                  COM              29382F103       70     2500 SH       DEFINED 01 02 03 04 05        2500
ENTRUST TECHNOLOGIES, INC      COM              293848107      198     7167 SH       DEFINED 01 02 03 04 05        7167
ENZON, INC                     COM              293904108      504     7630 SH       DEFINED 01 02 03 04 05        7630
ENZO BIOCHEM, INC              COM              294100102      207     4268 SH       DEFINED 01 02 03 04 05        4268
EPICOR SOFTWARE CORP           COM              29426L108        6     1855 SH       DEFINED    02 03 04 05        1855
EPICEDGE, INC                  COM              29426X102        5     1700 SH       DEFINED 01 02 03 04 05        1700
EPLUS, INC                     COM              294268107       25     1200 SH       DEFINED 01 02                 1200
EPRESENCE, INC                 COM              294348107       19     2753 SH       DEFINED 01 02    04 05        2753
EQUIFAX, INC                   COM              294429105      763    28320 SH       DEFINED 01 02 03 04 05       28320
EQUITABLE RESOURCES, INC       COM              294549100      337     5312 SH       DEFINED 01 02    04 05        5312
EQUITY INNS, INC               COM              294703103       18     2740 SH       DEFINED 01 02    04 05        2740
EQUITY OFFICE PROPERTIES TRUST COM              294741103      859    27668 SH       DEFINED 01 02    04 05       27668
EQUITY RESIDENTIAL PROPERTIES  COM              29476L107      562    11706 SH       DEFINED 01 02    04 05       11706
ERICSSON TELEFON (LM) SERIES B ADR              294821400     2954   199420 SH       DEFINED    02 03 04 05      199420
ERIE INDEMNITY CO (CLASS A)    COM              29530P102       88     2980 SH       DEFINED 01 02    04 05        2980
ESHARE COMMUNICATIONS, INC     COM              296428105        1      516 SH       DEFINED 01 02                  516
ESPEED, INC                    COM              296643109       34     1200 SH       DEFINED 01 02 03    05        1200
ESSEX PROPERTY TRUST, INC      COM              297178105       13      232 SH       DEFINED    02    04 05         232
ESTERLINE CORP                 COM              297425100        4      226 SH       DEFINED    02    04 05         226
ETHAN ALLEN INTERIORS, INC     COM              297602104      161     5698 SH       DEFINED 01 02 03 04 05        5698
ETHYL CORP                     COM              297659104        1      857 SH       DEFINED    02    04 05         857
ETOYS, INC                     COM              297862104       57    10637 SH       DEFINED 01 02 03 04 05       10637
EVERGREEN RESOURCES, INC       COM              299900308       33      947 SH       DEFINED    02 03 04 05         947
EXAR CORP                      COM              300645108      294     2429 SH       DEFINED 01 02 03 04 05        2429
EXCALIBUR TECHNOLOGIES CORP    COM              300651205      144     2141 SH       DEFINED 01 02 03 04 05        2141
EXCEL LEGACY CORP     09.0000                   300665AA4        2     3000 PRN      DEFINED 01                    3000
EXCEL TECHNOLOGY, INC          COM              30067T103       45     1400 SH       DEFINED 01 02 03 04 05        1400
EXCELON CORP                   COM              300691102       52     4200 SH       DEFINED 01 02 03 04 05        4200
EXCHANGE APPLICATIONS, INC     COM              300867108       24     5272 SH       DEFINED 01 02 03 04 05        5272
EXELIXIS, INC                  COM              30161Q104       41     1300 SH       DEFINED 01 02 03 04 05        1300
EXTENDED SYSTEMS, INC          COM              301973103       59     1100 SH       DEFINED 01 02 03    05        1100
EXIDE CORP                     COM              302051107       11     1172 SH       DEFINED    02 03 04 05        1172
EXODUS COMMUNICATIONS, INC     COM              302088109     6188   125334 SH       DEFINED 01 02 03 04 05      125334
EXPEDIA, INC                   COM              302125109        3      200 SH       DEFINED    02                  200
EXPEDITORS INTERNATIONAL OF WA COM              302130109      346     7671 SH       DEFINED 01 02 03 04 05        7671
EXPRESS SCRIPTS, INC           COM              302182100      183     2529 SH       DEFINED 01 02 03 04 05        2529
EXTENDED STAY AMERICA, INC     COM              30224P101      147    11057 SH       DEFINED 01 02 03 04 05       11057
EXTENSITY, INC                 COM              302255104        4      200 SH       DEFINED    02                  200
EXTREME NETWORKS, INC          COM              30226D106     3020    26372 SH       DEFINED 01 02 03 04 05       26372
EXXON MOBIL CORP               COM              30231G102    50015   561176 SH       DEFINED 01 02    04 05      561176
F & M BANCORP, INC (MARYLAND)  COM              302367107        3      135 SH       DEFINED    02    04            135
F & M NATIONAL CORP            COM              302374103       53     2187 SH       DEFINED 01 02    04 05        2187
FBL FINANCIAL GROUP, INC (CLAS COM              30239F106       37     2300 SH       DEFINED 01 02    04 05        2300
FEI CO                         COM              30241L109       50     2300 SH       DEFINED 01 02 03 04 05        2300
FMC CORP                       COM              302491303      119     1768 SH       DEFINED 01 02    04 05        1768
F.N.B. CORP                    COM              302520101        6      269 SH       DEFINED    02    04 05         269
FPIC INSURANCE GROUP, INC      COM              302563101        9      637 SH       DEFINED 01 02                  637
FPL GROUP, INC                 COM              302571104     1354    20590 SH       DEFINED 01 02    04 05       20590
FSI INTERNATIONAL, INC         COM              302633102       50     3482 SH       DEFINED 01 02 03 04 05        3482
F.Y.I., INC                    COM              302712104      119     3187 SH       DEFINED 01 02 03 04 05        3187
FCNB CORP                      COM              302920103        1       40 SH       DEFINED    02                   40
FACTORY 2-U STORES, INC        COM              303072102       64     2091 SH       DEFINED 01 02 03 04 05        2091
FACTSET RESEARCH SYSTEMS, INC  COM              303075105      188     4992 SH       DEFINED 01 02 03 04 05        4992
FAIR ISSAC & CO, INC           COM              303250104      117     2738 SH       DEFINED 01 02 03 04 05        2738
FAIRCHILD CORP (CLASS A)       COM              303698104        5      859 SH       DEFINED 01 02       05         859
FAIRCHILD SEMICONDUCTOR INT'L, COM              303726103      343    12200 SH       DEFINED 01 02 03 04 05       12200
FAIRFIELD COMMUNITIES, INC     COM              304231301       50     4978 SH       DEFINED 01 02 03 04 05        4978
FAMILY DOLLAR STORES, INC      COM              307000109      542    28133 SH       DEFINED 01 02 03 04 05       28133
FARMER BROTHERS CO             COM              307675108       18      100 SH       DEFINED 01                     100
FARM FAMILY HOLDINGS, INC      COM              307901108        4      121 SH       DEFINED 01 02                  121
FARMERS CAPITAL BANK CORP      COM              309562106       22      624 SH       DEFINED 01 02                  624
FATBRAIN.COM, INC              COM              311889109        0       12 SH       DEFINED    02                   12
FASTENAL CO                    COM              311900104      264     4574 SH       DEFINED 01 02 03 04 05        4574
FEDDERS CORP                   COM              313135105       19     4813 SH       DEFINED 01 02    04 05        4813
FEDERAL AGRICULTURAL MORTGAGE  COM              313148306       13      729 SH       DEFINED 01 02                  729
FREDDIE MAC                    COM              313400301     5244    97000 SH       DEFINED 01 02    04 05       97000
FEDERAL-MOGUL CORP             COM              313549107       12     2298 SH       DEFINED    02    04 05        2298
FEDERAL NATIONAL MORTGAGE ASSO COM              313586109    10019   140130 SH       DEFINED 01 02    04 05      140130
FEDERAL REALTY INVESTMENT TRUS COM              313747206      116     6052 SH       DEFINED 01 02 03 04 05        6052
FEDERAL SIGNAL CORP            COM              313855108       55     2774 SH       DEFINED 01 02    04 05        2774
FEDERATED DEPARTMENT STORES, I COM              31410H101      651    24902 SH       DEFINED 01 02    04 05       24902
FEDERATED INVESTORS, INC       COM              314211103      446    18036 SH       DEFINED 01 02 03 04 05       18036
FEDEX CORP                     COM              31428X106     1844    41590 SH       DEFINED 01 02    04 05       41590
FELCOR LODGING TRUST, INC      COM              31430F101      216     9324 SH       DEFINED 01 02    04 05        9324
FERRO CORP                     COM              315405100       64     3383 SH       DEFINED 01 02 03 04 05        3383
F5 NETWORKS, INC               COM              315616102      105     3100 SH       DEFINED 01 02 03 04 05        3100
FIBERNET TELECOM GROUP, INC    COM              315653105       17     1000 SH       DEFINED    02 03    05        1000
FIDELITY HOLDINGS, INC         COM              31617J306        0       74 SH       DEFINED    02       05          74
FIDELITY NATIONAL FINANCIAL, I COM              316326107      101     4078 SH       DEFINED 01 02    04 05        4078
FIFTH THIRD BANCORP            COM              316773100     3067    56920 SH       DEFINED 01 02 03 04 05       56920
FILENET CORP                   COM              316869106      113     6198 SH       DEFINED 01 02 03 04 05        6198
FINANCIAL FEDERAL CORP         COM              317492106       47     1941 SH       DEFINED 01 02 03 04           1941
FINISAR CORP                   COM              31787A101      779    16100 SH       DEFINED 01 02 03 04 05       16100
FINET.COM, INC                 COM              317922300        2     3871 SH       DEFINED 01 02    04 05        3871
FINISH LINE, INC (CLASS A)     COM              317923100        3      465 SH       DEFINED    02       05         465
FINOVA GROUP, INC              COM              317928109       42     5747 SH       DEFINED 01 02    04 05        5747
FIREPOND, INC                  COM              318224102       10      700 SH       DEFINED 01 02       05         700
FIRST AMERICAN CORP            COM              318522307       69     3309 SH       DEFINED 01 02    04 05        3309
FIRST BANCORP (PUERTO RICO)    COM              318672102       43     1771 SH       DEFINED 01 02 03 04 05        1771
FIRST BUSEY CORP               COM              319383105        4      241 SH       DEFINED    02                  241
FIRST CHARTER CORP             COM              319439105       38     2615 SH       DEFINED 01 02    04 05        2615
FIRST CITIZENS BANCSHARES, INC COM              31946M103        9      120 SH       DEFINED 01 02                  120
FIRST COMMONWEALTH FINANCIAL C COM              319829107       42     4341 SH       DEFINED 01 02    04 05        4341
FIRST CONSULTING GROUP, INC    COM              31986R103       21     3814 SH       DEFINED 01 02 03 04 05        3814
FIRST FEDERAL CAPITAL CORP     COM              319960100        3      258 SH       DEFINED    02    04 05         258
FIRST DATA CORP                COM              319963104     2233    57155 SH       DEFINED 01 02    04 05       57155
FIRST FINANCIAL BANKSHARES, IN COM              32020R109        4      138 SH       DEFINED    02    04            138
FIRST FINANCIAL BANCORP        COM              320209109       80     5090 SH       DEFINED 01 02 03 04 05        5090
FIRST FINANCIAL CORP (INDIANA) COM              320218100        1       23 SH       DEFINED    02                   23
FIRST FINANCIAL HOLDINGS, INC  COM              320239106        5      297 SH       DEFINED    02    04 05         297
FIRST INDUSTRIAL REALTY TRUST, COM              32054K103      235     7643 SH       DEFINED 01 02    04 05        7643
FIRST INDIANA CORP             COM              32054R108       40     1535 SH       DEFINED 01 02                 1535
FIRST MERCHANTS CORP           COM              320817109        5      241 SH       DEFINED    02    04            241
FIRST MIDWEST BANCORP, INC     COM              320867104       20      734 SH       DEFINED    02    04 05         734
FIRST HEALTH GROUP CORP        COM              320960107      221     6862 SH       DEFINED 01 02 03 04 05        6862
FIRST NIAGARA FINANCIAL GROUP, COM              33582U100        1      147 SH       DEFINED    02    04            147
FIRST REPUBLIC BANK            COM              336158100        4      136 SH       DEFINED 01 02                  136
FIRST SECURITY CORP            COM              336294103      314    19239 SH       DEFINED 01 02    04 05       19239
FIRST SENTINEL BANCORP, INC    COM              33640T103        9      892 SH       DEFINED 01 02    04 05         892
FIRST SOURCE CORP              COM              336901103       12      574 SH       DEFINED    02 03 04 05         574
FIRST TENNESSEE NATIONAL CORP  COM              337162101      205    10054 SH       DEFINED 01 02    04 05       10054
FIRST UNION CORP               COM              337358105     4225   131269 SH       DEFINED 01 02    04 05      131269
FIRST VIRGINIA BANKS, INC      COM              337477103      169     3965 SH       DEFINED 01 02    04 05        3965
BANNER CORP                    COM              33748T104        1       83 SH       DEFINED    02       05          83
FIRST WASHINGTON REALTY TRUST, COM              337489504        3      131 SH       DEFINED    02    04            131
FIRSTAR CORP                   COM              33763V109     6736   301066 SH       DEFINED 01 02 03 04 05      301066
FISERV, INC                    COM              337738108     1080    18031 SH       DEFINED 01 02 03 04 05       18031
FIRSTFED FINANCIAL CORP        COM              337907109       34     1469 SH       DEFINED 01 02    04 05        1469
FIRSTMERIT CORP                COM              337915102      103     4494 SH       DEFINED 01 02    04 05        4494
FLAGSTAR BANCORP, INC          COM              337930101        0       27 SH       DEFINED    02                   27
FIRSTENERGY CORP               COM              337932107      837    31070 SH       DEFINED 01 02    04 05       31070
FISHER SCIENTIFIC INTERNATIONA COM              338032204      174     5155 SH       DEFINED 01 02 03 04 05        5155
FLEETBOSTON FINANCIAL CORP     COM              339030108     8253   211626 SH       DEFINED 01 02    04 05      211626
FLEETWOOD ENTERPRISES, INC     COM              339099103       81     5955 SH       DEFINED 01 02    04 05        5955
FLEMING COS, INC               COM              339130106        3      200 SH       DEFINED    02                  200
FLORIDA EAST COAST INDUSTRIES, COM              340632108       58     1417 SH       DEFINED 01 02    04 05        1417
FLORIDA PROGRESS CORP          COM              341109106      455     8597 SH       DEFINED 01 02    04 05        8597
FLORIDA ROCK INDUSTRIES, INC   COM              341140101       57     1438 SH       DEFINED 01 02 03 04 05        1438
FLOWERS INDUSTRIES, INC        COM              343496105      175     8986 SH       DEFINED 01 02    04 05        8986
FLOWSERVE CORP                 COM              34354P105      106     6441 SH       DEFINED 01 02    04 05        6441
FLUOR CORP                     COM              343861100      286     9531 SH       DEFINED 01 02    04 05        9531
FOCAL COMMUNICATIONS CORP      COM              344155106       57     3700 SH       DEFINED 01 02 03 04 05        3700
FOOTSTAR, INC                  COM              344912100       90     2773 SH       DEFINED 01 02    04 05        2773
FORCENERGY, INC (NEW)          COM              345206205       33     1254 SH       DEFINED 01 02    04           1254
FORD MOTOR CO (NEW)            COM              345370860     5776   228202 SH       DEFINED 01 02    04 05      228202
FOREST CITY ENTERPRISES, INC ( COM              345550107       67     1859 SH       DEFINED 01 02 03 04 05        1859
FOREST LABORATORIES, INC       COM              345838106     1767    15410 SH       DEFINED 01 02 03 04 05       15410
FOREST OIL CORP                COM              346091606       73     4488 SH       DEFINED 01 02 03 04 05        4488
FORRESTER RESEARCH, INC        COM              346563109      116     1821 SH       DEFINED 01 02 03 04 05        1821
FORT JAMES CORP                COM              347471104      832    27214 SH       DEFINED 01 02    04 05       27214
FORTUNE BRANDS, INC            COM              349631101      622    23485 SH       DEFINED 01 02    04 05       23485
FORWARD AIR CORP               COM              349853101       95     2705 SH       DEFINED 01 02 03 04 05        2705
FOSSIL, INC                    COM              349882100       49     3704 SH       DEFINED 01 02 03 04 05        3704
FOSTER WHEELER CORP            COM              350244109       24     3353 SH       DEFINED 01 02    04 05        3353
HEALTH NET, INC                COM              350404109      128     7729 SH       DEFINED 01 02    04 05        7729
FOUNDRY NETWORKS, INC          COM              35063R100     2692    40212 SH       DEFINED 01 02 03 04 05       40212
4 KIDS ENTERTAINMENT, INC      COM              350865101       44     2600 SH       DEFINED 01 02 03    05        2600
FOX ENTERTAINMENT GROUP, INC   COM              35138T107      345    13025 SH       DEFINED 01 02 03 04 05       13025
FRANCHISE FINANCE CORP OF AMER COM              351807102       38     1673 SH       DEFINED 01 02    04 05        1673
FRANKLIN COVEY CO              COM              353469109        5      649 SH       DEFINED 01 02       05         649
FRANKLIN ELECTRIC CO, INC      COM              353514102       29      417 SH       DEFINED    02    04            417
FRANKLIN RESOURCES, INC        COM              354613101     1142    25704 SH       DEFINED 01 02    04 05       25704
FRED'S, INC                    COM              356108100        2      100 SH       DEFINED          04            100
FREEMARKETS, INC               COM              356602102       34      600 SH       DEFINED 01 02                  600
FREEPORT-MCMORAN COPPER & GOLD COM              35671D857      258    29326 SH       DEFINED 01 02 03 04 05       29326
FREMONT GENERAL CORP           COM              357288109        9     2527 SH       DEFINED 01 02    04 05        2527
FRIEDMAN, BILLINGS, RAMSEY GRO COM              358433100       32     3420 SH       DEFINED 01 02    04 05        3420
FRITZ COS, INC                 COM              358846103       33     2775 SH       DEFINED 01 02 03 04 05        2775
FRONTIER AIRLINES, INC         COM              359065109       41     2129 SH       DEFINED 01 02 03 04 05        2129
FRONTIER FINANCIAL CORP        COM              35907K105       47     2507 SH       DEFINED 01 02 03 04 05        2507
FRONTIER INSURANCE GROUP, INC  COM              359081106        3     5314 SH       DEFINED 01 02       05        5314
FRONTIER OIL CORP              COM              35914P105       26     3500 SH       DEFINED    02 03 04 05        3500
FRONTLINE CAPITAL GROUP, INC   COM              35921N101       64     3864 SH       DEFINED 01 02 03 04 05        3864
FUELCELL ENERGY, INC           COM              35952H106      164     1700 SH       DEFINED 01 02 03 04 05        1700
FULLER (H.B.) CO               COM              359694106       72     2505 SH       DEFINED 01 02    04 05        2505
FULTON FINANCIAL CORP          COM              360271100      250    12623 SH       DEFINED 01 02 03 04 05       12623
FURNITURE BRANDS INTERNATIONAL COM              360921100       99     5943 SH       DEFINED 01 02 03 04 05        5943
FUTURELINK CORP                COM              36114Q208        9     3000 SH       DEFINED 01 02    04           3000
G & K SERVICES, INC (CLASS A)  COM              361268105       53     1890 SH       DEFINED 01 02 03 04 05        1890
GATX CORP                      COM              361448103      241     5761 SH       DEFINED 01 02    04 05        5761
GBC BANCORP                    COM              361475106       46     1340 SH       DEFINED 01 02    04           1340
GC COS, INC                    COM              36155Q109        3      921 SH       DEFINED 01 02                  921
GPU, INC                       COM              36225X100      467    14395 SH       DEFINED 01 02    04 05       14395
GABELLI ASSET MANAGEMENT, INC  COM              36239Y102       12      400 SH       DEFINED    02 03               400
GABLES RESIDENTIAL TRUST       COM              362418105       11      396 SH       DEFINED    02    04 05         396
GADZOOX NETWORKS, INC          COM              362555104        6      800 SH       DEFINED    02 03 04 05         800
GAIAM INC                      COM              36268Q103        7      400 SH       DEFINED    02 03               400
GALILEO INTERNATIONAL, INC     COM              363547100       73     4685 SH       DEFINED 01 02    04 05        4685
GALLAGHER (ARTHUR J.) & CO     COM              363576109      312     5270 SH       DEFINED 01 02 03 04 05        5270
GANNETT CO, INC                COM              364730101     1895    35750 SH       DEFINED 01 02    04 05       35750
GAP, INC                       COM              364760108     2642   131263 SH       DEFINED 01 02 03 04 05      131263
GARDNER DENVER, INC            COM              365558105       43     2648 SH       DEFINED 01 02    04 05        2648
GARTNER GROUP, INC (CLASS A)   COM              366651107      124    10624 SH       DEFINED 01 02 03 04 05       10624
GARTNER GROUP, INC (CLASS B)   COM              366651206       51     4706 SH       DEFINED 01 02 03 04 05        4706
GASONICS INTERNATIONAL CORP    COM              367278108       23     1900 SH       DEFINED 01 02 03 04 05        1900
GATEWAY, INC                   COM              367626108     2138    45722 SH       DEFINED 01 02 03 04 05       45722
GAYLORD ENTERTAINMENT CO       COM              367905106        7      286 SH       DEFINED 01 02    04 05         286
GAYLORD CONTAINER CO           COM              368145108        4     2242 SH       DEFINED    02 03 04 05        2242
GELTEX PHARMACEUTICALS, INC    COM              368538104      112     2398 SH       DEFINED 01 02 03 04 05        2398
GEMSTAR-TV GUIDE INTERNATIONAL COM              36866W106     2445    28045 SH       DEFINED 01 02 03 04 05       28045
GENCORP, INC                   COM              368682100       37     4545 SH       DEFINED 01 02    04 05        4545
GENE LOGIC, INC                COM              368689105      113     4900 SH       DEFINED 01 02 03 04 05        4900
GENENTECH, INC                 COM              368710406     5199    28000 SH       DEFINED 01 02 03 04 05       28000
GENERAL BINDING CORP           COM              369154109        0       22 SH       DEFINED    02                   22
GENERAL CABLE CORP             COM              369300108       24     3166 SH       DEFINED 01 02    04 05        3166
GENERAL CHEMICAL GROUP, INC    COM              369332101        0      300 SH       DEFINED             05         300
GENERAL COMMUNICATION, INC (CL COM              369385109       35     4942 SH       DEFINED 01 02    04 05        4942
GENERAL DYNAMICS CORP          COM              369550108     2239    35643 SH       DEFINED 01 02    04 05       35643
GENERAL ELECTRIC CO            COM              369604103   172634  2992566 SH       DEFINED 01 02 03 04 05     2992566
GENERAL GROWTH PROPERTIES, INC COM              370021107       93     2879 SH       DEFINED 01 02    04 05        2879
GENERAL MILLS, INC             COM              370334104     1725    48600 SH       DEFINED 01 02 03 04 05       48600
GENERAL MOTORS CORP            COM              370442105     4488    69043 SH       DEFINED 01 02    04 05       69043
GENERAL MOTORS CORP (CLASS H)  COM              370442832    14909   401006 SH       DEFINED 01 02 03 04 05      401006
GENERAL SEMICONDUCTOR, INC     COM              370787103       62     5097 SH       DEFINED 01 02 03 04 05        5097
GENESCO, INC                   COM              371532102      195    11535 SH       DEFINED 01 02 03 04 05       11535
GENTEX CORP                    COM              371901109      311    12421 SH       DEFINED 01 02 03 04 05       12421
GENLYTE GROUP, INC             COM              372302109        7      289 SH       DEFINED    02    04 05         289
GENOME THERAPEUTICS CORP       COM              372430108       76     3700 SH       DEFINED 01 02 03 04 05        3700
GENRAD, INC                    COM              372447102       36     3268 SH       DEFINED 01 02    04 05        3268
GENTA, INC                     COM              37245M207        8      800 SH       DEFINED    02       05         800
GENTEK, INC                    COM              37245X104       11      711 SH       DEFINED    02 03 04 05         711
GENZYME TRANSGENICS CORP       COM              37246E105      123     3500 SH       DEFINED 01 02 03 04 05        3500
GENUINE PARTS CO               COM              372460105      484    25385 SH       DEFINED 01 02    04 05       25385
GENTIVA HEALTH SERVICES, INC   COM              37247A102       16     1228 SH       DEFINED 01 02 03 04 05        1228
GENZYME CORP (GENERAL DIVISION COM              372917104      650     9528 SH       DEFINED 01 02 03 04 05        9528
GENZYME CORP (TISSUE REPAIR DI COM              372917401        0       60 SH       DEFINED 01                      60
GENZYME-MOLECULAR ONCOLOGY     COM              372917500        6      402 SH       DEFINED 01 02    04            402
GENZYME SURGICAL PRODUCTS      COM              372917609        3      366 SH       DEFINED 01 02 03 04 05         366
GEORGIA GULF CORP              COM              373200203       56     4867 SH       DEFINED 01 02 03 04 05        4867
GEORGIA-PACIFIC CORP (PACKING  COM              373298108      426    18145 SH       DEFINED 01 02    04 05       18145
GEORGIA-PACIFIC CORP (TIMBER G COM              373298702      194     7234 SH       DEFINED 01 02 03 04 05        7234
GEOWORKS CORP                  COM              373692102        5      700 SH       DEFINED    02 03 04 05         700
GERBER SCIENTIFIC, INC         COM              373730100       31     3644 SH       DEFINED 01 02    04 05        3644
GERON CORP                     COM              374163103      105     3700 SH       DEFINED 01 02 03 04 05        3700
GETTHERE, INC                  COM              374266104        2      100 SH       DEFINED             05         100
GETTY IMAGES, INC              COM              374276103      130     4283 SH       DEFINED 01 02 03 04 05        4283
GETTY REALTY HOLDINGS CORP     COM              374297109        3      229 SH       DEFINED    02                  229
GIBRALTAR STEEL CORP           COM              37476F103       17     1028 SH       DEFINED 01 02                 1028
GILEAD SCIENCES, INC           COM              375558103      559     5098 SH       DEFINED 01 02 03 04 05        5098
GILLETTE CO                    COM              375766102    10580   342686 SH       DEFINED 01 02 03 04 05      342686
GLACIER BANCORP, INC           COM              37637Q105        1       56 SH       DEFINED    02                   56
GLATFELTER (P.H.) CO           COM              377316104       57     4688 SH       DEFINED 01 02    04 05        4688
GLAXO WELLCOME PLC (SPONS ADR) ADR              37733W105     6092   100800 SH       DEFINED    02 03 04 05      100800
GLENAYRE TECHNOLOGIES, INC     COM              377899109       61     5609 SH       DEFINED 01 02 03 04 05        5609
GLENBOROUGH REALTY TRUST, INC  COM              37803P105       47     2626 SH       DEFINED 01 02    04 05        2626
GLIATECH, INC                  COM              37929C103       16     2636 SH       DEFINED 01 02 03 04 05        2636
GLIMCHER REALTY TRUST          COM              379302102       38     2572 SH       DEFINED 01 02    04 05        2572
GLOBAL INDUSTRIES LTD          COM              379336100       82     6533 SH       DEFINED 01 02 03 04 05        6533
GLOBAL IMAGING SYSTEMS, INC    COM              37934A100        2      425 SH       DEFINED    02       05         425
GLOBAL MARINE, INC             COM              379352404      603    19525 SH       DEFINED 01 02 03 04 05       19525
GLOBAL TELESYSTEMS, INC        COM              37936U104      176    38670 SH       DEFINED 01 02 03 04 05       38670
GLOBAL SPORTS, INC             COM              37937A107       10     1319 SH       DEFINED 01 02                 1319
GLOBALNETFINANCIAL.COM, INC    COM              37937R209       12     1900 SH       DEFINED 01 02 03 04 05        1900
GLOBIX CORP                    COM              37957F101       79     3371 SH       DEFINED 01 02 03 04 05        3371
GLOBESPAN, INC                 COM              379571102     2648    21709 SH       DEFINED 01 02 03 04 05       21709
GOLD BANC CORP, INC            COM              379907108        1      200 SH       DEFINED          04            200
GOAMERICA, INC                 COM              38020R106       35     4000 SH       DEFINED 01 02 03 04 05        4000
GOLDEN STATE BANCORP, INC      COM              381197102      137     5797 SH       DEFINED 01 02    04 05        5797
GOLDEN STATE BANCORP, INC WTS                   381197136        4     3400 SH       DEFINED 01                    3400
GOLDEN TELECOM, INC            COM              38122G107       14      800 SH       DEFINED 01 02       05         800
GOLDEN WEST FINANCIAL CORP     COM              381317106      787    14675 SH       DEFINED 01 02    04 05       14675
THE GOLDMAN SACHS GROUP, INC   COM              38141G104     1882    16517 SH       DEFINED 01 02    04 05       16517
GOLF TRUST OF AMERICA, INC     COM              38168B103        0       29 SH       DEFINED    02                   29
GOODRICH (B.F.) CO             COM              382388106      392     9991 SH       DEFINED 01 02    04 05        9991
GOODYEAR TIRE & RUBBER CO      COM              382550101      250    13909 SH       DEFINED 01 02    04 05       13909
GOODY'S FAMILY CLOTHING, INC   COM              382588101        2      471 SH       DEFINED 01 02                  471
GOTO.COM, INC                  COM              38348T107       74     4500 SH       DEFINED 01 02 03 04 05        4500
GO2NET, INC                    COM              383486107      273     5036 SH       DEFINED 01 02 03 04 05        5036
GRACE W.R. & CO                COM              38388F108       56     8105 SH       DEFINED 01 02 03 04 05        8105
GRACO, INC                     COM              384109104      157     4865 SH       DEFINED 01 02 03 04 05        4865
GRAINGER (W.W.), INC           COM              384802104      369    14008 SH       DEFINED 01 02    04 05       14008
GRANITE CONSTRUCTION, INC      COM              387328107       39     1588 SH       DEFINED 01 02    04 05        1588
GRANT PRIDECO, INC             COM              38821G101      206     9374 SH       DEFINED 01 02 03 04 05        9374
GRAPHIC PACKAGING INTERNATIONA COM              388690109        3     1353 SH       DEFINED 01 02                 1353
GRAY COMMUNICATIONS SYSTEMS, I COM              389190109        1       93 SH       DEFINED    02       05          93
GREAT AMERICAN FINANCIAL RESOU COM              389915109       55     3030 SH       DEFINED 01 02    04 05        3030
GREAT ATLANTIC & PACIFIC TEA C COM              390064103       17     1569 SH       DEFINED    02    04 05        1569
GREAT LAKES CHEMICAL CORP      COM              390568103      159     5410 SH       DEFINED 01 02    04 05        5410
GREAT LAKES REIT, INC          COM              390752103       50     2862 SH       DEFINED 01 02    04 05        2862
GREAT SOUTHERN BANCORP         COM              390905107        3      225 SH       DEFINED    02 03               225
GREAT PLAINS SOFTWARE, INC     COM              39119E105       63     2238 SH       DEFINED 01 02 03 04 05        2238
GREATER BAY BANCORP            COM              391648102      167     2399 SH       DEFINED 01 02 03 04 05        2399
GREENPOINT FINANCIAL CORP      COM              395384100      253     8541 SH       DEFINED 01 02    04 05        8541
GREIF BROTHERS CORP (CLASS A)  COM              397624107       41     1248 SH       DEFINED 01 02    04 05        1248
GREY WOLF, INC                 COM              397888108      204    35463 SH       DEFINED 01 02 03 04 05       35463
GRIFFON CORP                   COM              398433102        5      723 SH       DEFINED    02    04 05         723
GROUP 1 AUTOMOTIVE, INC        COM              398905109       12     1059 SH       DEFINED    02 03 04 05        1059
GTECH HOLDINGS CORP            COM              400518106      122     7392 SH       DEFINED 01 02 03 04 05        7392
GUESS ?, INC                   COM              401617105        9      828 SH       DEFINED    02 03    05         828
GUIDANT CORP                   COM              401698105     6430    90965 SH       DEFINED 01 02 03 04 05       90965
GUILFORD MILLS, INC            COM              401794102        0       60 SH       DEFINED    02                   60
GUILFORD PHARMACEUTICALS, INC  COM              401829106     1570    68081 SH       DEFINED 01 02 03 04 05       68081
GUITAR CENTER, INC             COM              402040109       40     3233 SH       DEFINED 01 02 03 04 05        3233
GULF ISLAND FABRICATION, INC   COM              402307102       11      600 SH       DEFINED    02 03               600
GYMBOREE CORP                  COM              403777105        0       80 SH       DEFINED    02                   80
HCA-THE HEALTHCARE CO          COM              404119109     2698    72677 SH       DEFINED 01 02    04 05       72677
HCC INSURANCE HOLDINGS, INC    COM              404132102       54     2651 SH       DEFINED 01 02    04 05        2651
HNC SOFTWARE, INC              COM              40425P107      356     4353 SH       DEFINED 01 02 03 04 05        4353
HRPT PROPERTIES TRUST          COM              40426W101       82    11762 SH       DEFINED 01 02    04 05       11762
HSB GROUP, INC                 COM              40428N109       84     2082 SH       DEFINED 01 02 03 04 05        2082
HS RESOURCES, INC              COM              404297103      130     3863 SH       DEFINED 01 02 03 04 05        3863
HA-LO INDUSTRIES, INC          COM              404429102       24     5907 SH       DEFINED 01 02 03 04 05        5907
HAEMONETICS CORP               COM              405024100       65     2547 SH       DEFINED 01 02 03 04 05        2547
HAIN CELESTIAL GROUP, INC      COM              405217100      140     3983 SH       DEFINED 01 02 03 04 05        3983
HALL KINION & ASSOCIATES, INC  COM              406069104       34     1200 SH       DEFINED 01 02 03    05        1200
HALLIBURTON CO                 COM              406216101     3923    80173 SH       DEFINED 01 02 03 04 05       80173
HAMILTON BANCORP, INC          COM              407013101        4      232 SH       DEFINED 01 02                  232
HANCOCK HOLDINGS CO            COM              410120109       35     1135 SH       DEFINED 01 02    04           1135
JOHN HANCOCK FINANCIAL SERVICE COM              41014S106     3068   114152 SH       DEFINED 01 02    04 05      114152
HANDLEMAN CO                   COM              410252100       47     3805 SH       DEFINED 01 02    04 05        3805
HANGER ORTHOPEDIC GROUP, INC   COM              41043F208       19     5072 SH       DEFINED 01 02 03    05        5072
HANOVER COMPRESSOR CO          COM              410768105      288     8736 SH       DEFINED 01 02 03 04 05        8736
HANOVER DIRECT, INC            COM              410783104       13    22743 SH       DEFINED 01 02 03 04 05       22743
HARCOURT GENERAL, INC          COM              41163G101      404     6852 SH       DEFINED 01 02    04 05        6852
HARBOR FLORIDA BANCSHARES, INC COM              411901101        2      148 SH       DEFINED    02    04            148
HARKEN ENERGY CORP             COM              412552101        9    14984 SH       DEFINED 01 02       05       14984
HARLAND (JOHN H.) CO           COM              412693103       52     3414 SH       DEFINED 01 02 03 04 05        3414
HARLEY DAVIDSON, INC           COM              412822108     7843   163814 SH       DEFINED 01 02 03 04 05      163814
HARLEYSVILLE GROUP, INC        COM              412824104       18      950 SH       DEFINED 01 02    04            950
HARLEYSVILLE NATIONAL CORP     COM              412850109        1       30 SH       DEFINED    02                   30
HARMAN INTERNATIONAL INDUSTRIE COM              413086109      196     5008 SH       DEFINED 01 02 03 04 05        5008
HARMONIC, INC                  COM              413160102      194     8063 SH       DEFINED 01 02 03 04 05        8063
HARRAH'S ENTERTAINMENT, INC    COM              413619107      285    10352 SH       DEFINED 01 02    04 05       10352
HARRIS CORP                    COM              413875105      133     4681 SH       DEFINED 01 02 03 04 05        4681
HARRIS FINANCIAL, INC          COM              414541102       10     1333 SH       DEFINED 01 02    04           1333
HARSCO CORP                    COM              415864107       99     4495 SH       DEFINED 01 02    04 05        4495
HARTE-HANKS, INC               COM              416196103      145     5329 SH       DEFINED 01 02 03 04 05        5329
HARTFORD FINANCIAL SERVICES GR COM              416515104     1826    25035 SH       DEFINED 01 02    04 05       25035
HASBRO, INC                    COM              418056107      355    31060 SH       DEFINED 01 02    04 05       31060
HAVERTY FURNITURE COS, INC     COM              419596101       17     1568 SH       DEFINED 01 02    04 05        1568
HAWAIIAN ELECTRIC INDUSTRIES,  COM              419870100      102     2921 SH       DEFINED 01 02    04 05        2921
HAYES LEMMERZ INTERNATIONAL, I COM              420781106       42     3881 SH       DEFINED 01 02 03 04 05        3881
HEARME                         COM              421903105        0       82 SH       DEFINED    02       05          82
HEALTH CARE PROPERTY INVESTORS COM              421915109       86     2888 SH       DEFINED 01 02 03 04 05        2888
HEALTHSOUTH CORP 3.2  03.2500                   421924AF8      420   500000 PRN      DEFINED    02               500000
HEALTHSOUTH CORP               COM              421924101      536    65944 SH       DEFINED 01 02    04 05       65944
HEALTH MANAGEMENT ASSOCIATES,  COM              421933102     3450   165755 SH       DEFINED 01 02 03 04 05      165755
HEALTHCARE REALTY TRUST, INC   COM              421946104       75     3551 SH       DEFINED 01 02    04 05        3551
HEALTH CARE REIT, INC          COM              42217K106       31     1734 SH       DEFINED 01 02    04 05        1734
HEALTHAXIS, INC                COM              42219D100        8     2937 SH       DEFINED 01 02 03              2937
HEARST-ARGYLE TELEVISION, INC  COM              422317107       96     4781 SH       DEFINED 01 02 03 04 05        4781
HEARTLAND EXPRESS, INC         COM              422347104       11      626 SH       DEFINED    02 03 04 05         626
HEICO CORP                     COM              422806109        3      219 SH       DEFINED    02       05         219
HEICO CORP (CLASS A)           COM              422806208        0       21 SH       DEFINED    02                   21
HEIDRICK & STRUGGLES INTERNATI COM              422819102      165     3207 SH       DEFINED 01 02 03 04 05        3207
HEINZ (H.J.) CO                COM              423074103     1696    45774 SH       DEFINED 01 02    04 05       45774
HELIX TECHNOLOGY CORP          COM              423319102      138     4634 SH       DEFINED 01 02 03 04 05        4634
HELLER FINANCIAL, INC          COM              423328103       92     3227 SH       DEFINED 01 02    04 05        3227
HELMERICH & PAYNE, INC         COM              423452101      198     5471 SH       DEFINED 01 02 03 04 05        5471
HEMISPHERX BIOPHARMA, INC      COM              42366C103       15     2139 SH       DEFINED 01 02    04 05        2139
JACK HENRY & ASSOCIATES, INC   COM              426281101      232     5349 SH       DEFINED 01 02 03 04 05        5349
HERBALIFE INTERNATIONAL, INC ( COM              426908208        0       33 SH       DEFINED 01                      33
HERBALIFE INTERNATIONAL, INC ( COM              426908307       24     2767 SH       DEFINED 01 02    04 05        2767
HERCULES, INC                  COM              427056106      166    11724 SH       DEFINED 01 02    04 05       11724
HERSHEY FOODS CORP             COM              427866108      935    17284 SH       DEFINED 01 02    04 05       17284
HERTZ CORP (CLASS A)           COM              428040109       47     1478 SH       DEFINED 01 02    04 05        1478
HEWLETT-PACKARD CO             COM              428236103    14383   148283 SH       DEFINED 01 02 03 04 05      148283
HEXCEL CORP                    COM              428291108       25     1856 SH       DEFINED 01 02    04           1856
HI/FN, INC                     COM              428358105       90     1326 SH       DEFINED 01 02 03    05        1326
HIBERNIA CORP (CLASS A)        COM              428656102      206    16778 SH       DEFINED 01 02    04 05       16778
HICKORY TECH CORP              COM              429060106       18      800 SH       DEFINED    02    04            800
HIGH SPEED ACCESS CORP         COM              42979U102        9     2600 SH       DEFINED 01       04           2600
HIGHWOODS PROPERTIES, INC      COM              431284108       82     3455 SH       DEFINED 01 02    04 05        3455
HILB, ROGAL & HAMILTON CO      COM              431294107       96     2296 SH       DEFINED 01 02 03 04 05        2296
HILLENBRAND INDUSTRIES, INC    COM              431573104      173     3855 SH       DEFINED 01 02    04 05        3855
HILTON HOTELS CORP             COM              432848109      510    44088 SH       DEFINED 01 02    04 05       44088
HINES HORTICULTURE, INC        COM              433245107        5     1111 SH       DEFINED    02 03 04 05        1111
HISPANIC BROADCASTING CORP     COM              43357B104      363    13022 SH       DEFINED 01 02 03 04 05       13022
HOLLINGER INTERNATIONAL, INC   COM              435569108       57     3427 SH       DEFINED 01 02    04 05        3427
HOLLYWOOD.COM, INC             COM              436137103        2      300 SH       DEFINED    02    04 05         300
HOLLYWOOD ENTERTAINMENT CORP   COM              436141105       46     6197 SH       DEFINED 01 02 03 04 05        6197
HOME DEPOT, INC                COM              437076102    31387   591505 SH       DEFINED 01 02 03 04 05      591505
HOME PROPERTIES OF NEW YORK, I COM              437306103        8      273 SH       DEFINED    02    04 05         273
HOMEBASE, INC                  COM              43738E108       12     5326 SH       DEFINED 01 02                 5326
HOMESTAKE MINING CO            COM              437614100      175    33743 SH       DEFINED 01 02 03 04 05       33743
HOMESTORE.COM, INC             COM              437852106      360     7700 SH       DEFINED 01 02 03 04 05        7700
HON INDUSTRIES, INC            COM              438092108      205     8342 SH       DEFINED 01 02 03 04 05        8342
HONEYWELL INTERNATIONAL, INC   COM              438516106     8568   240506 SH       DEFINED 01 02 03 04 05      240506
HOOPER HOLMES, INC             COM              439104100      110    11562 SH       DEFINED 01 02 03 04 05       11562
HORACE MANN EDUCATORS CORP     COM              440327104       47     2900 SH       DEFINED 01 02    04 05        2900
HORIZON OFFSHORE, INC          COM              44043J105       35     2000 SH       DEFINED 01                    2000
HORMEL FOODS CORP              COM              440452100      118     7091 SH       DEFINED 01 02    04 05        7091
HOSPITALITY PROPERTIES TRUST   COM              44106M102       44     1890 SH       DEFINED 01 02    04 05        1890
HOST MARRIOTT CORP (NEW)       COM              44107P104      170    15112 SH       DEFINED 01 02    04 05       15112
HOT TOPIC, INC                 COM              441339108       18      600 SH       DEFINED    02 03    05         600
HOTEL RESERVATIONS NETWORK, IN COM              441451101       29      800 SH       DEFINED 01 02 03    05         800
HOTJOBS.COM LTD                COM              441474103       46     2700 SH       DEFINED 01 02 03 04 05        2700
HOUGHTON MIFFLIN CO            COM              441560109      102     2603 SH       DEFINED 01 02 03 04 05        2603
HOUSEHOLD INTERNATIONAL, INC   COM              441815107     3625    64009 SH       DEFINED 01 02    04 05       64009
HOUSTON EXPLORATION CO         COM              442120101       39     1531 SH       DEFINED 01 02 03 04 05        1531
HUB GROUP, INC (CLASS A)       COM              443320106        0       24 SH       DEFINED    02                   24
HUBBELL, INC (CLASS B)         COM              443510201      100     3975 SH       DEFINED 01 02    04 05        3975
HUDSON CITY BANCORP, INC       COM              443683107       12      700 SH       DEFINED    02    04 05         700
HUDSON RIVER BANCORP, INC      COM              444128102        2      119 SH       DEFINED    02       05         119
HUDSON UNITED BANCORP          COM              444165104      202     7302 SH       DEFINED 01 02    04 05        7302
HUGHES SUPPLY, INC             COM              444482103       39     1988 SH       DEFINED 01 02    04 05        1988
HUMANA, INC                    COM              444859102      225    20974 SH       DEFINED 01 02    04 05       20974
HUMAN GENOME SCIENCES, INC     COM              444903108     1724     9956 SH       DEFINED 01 02 03 04 05        9956
HUNT (J.B.) TRANSPORT SERVICES COM              445658107       46     3580 SH       DEFINED 01 02    04 05        3580
HUNTINGTON BANCSHARES, INC     COM              446150104      432    29432 SH       DEFINED 01 02    04 05       29432
HUTCHINSON TECHNOLOGY, INC     COM              448407106       51     2432 SH       DEFINED 01 02 03 04 05        2432
HUTTIG BUILDING PRODUCTS, INC  COM              448451104        0      110 SH       DEFINED          04 05         110
ICN PHARMACEUTICALS, INC       COM              448924100      320     9627 SH       DEFINED 01 02    04 05        9627
IDT CORP                       COM              448947101      202     5197 SH       DEFINED 01 02 03 04 05        5197
HYPERCOM CORP                  COM              44913M105       14     1389 SH       DEFINED 01 02    04 05        1389
HYPERION SOLUTIONS CORP        COM              44914M104      148     5716 SH       DEFINED 01 02 03 04 05        5716
HYSEQ, INC                     COM              449163302       59     1600 SH       DEFINED 01 02 03 04 05        1600
IBP, INC                       COM              449223106      116     6338 SH       DEFINED 01 02    04 05        6338
ICG COMMUNICATIONS, INC        COM              449246107        6    12667 SH       DEFINED 01 02 03 04 05       12667
ICOS CORP                      COM              449295104      414     7641 SH       DEFINED 01 02 03 04 05        7641
IDEC PHARMACEUTICALS CORP      COM              449370105      985     5616 SH       DEFINED 01 02 03 04 05        5616
IDG BOOKS WORLDWIDE, INC       COM              449384106        0       12 SH       DEFINED    02                   12
IDX SYSTEMS CORP               COM              449491109       29     1803 SH       DEFINED 01 02 03 04 05        1803
IGEN INTERNATIONAL, INC        COM              449536101       33     1637 SH       DEFINED 01 02 03 04 05        1637
IHOP CORP (NEW)                COM              449623107       67     3526 SH       DEFINED 01 02    04 05        3526
IMC GLOBAL, INC                COM              449669100      124     8534 SH       DEFINED 01 02    04 05        8534
IMC GLOBAL, INC WTS 12/22/00                    449669118        0      666 SH       DEFINED 01                     666
IMCO RECYCLING, INC            COM              449681105        1      155 SH       DEFINED    02       05         155
IMS HEALTH, INC                COM              449934108     1282    61798 SH       DEFINED 01 02 03 04 05       61798
IRT PROPERTY CO                COM              450058102       20     2241 SH       DEFINED 01 02    04 05        2241
ITC DELTACOM, INC              COM              45031T104       96     8376 SH       DEFINED 01 02 03 04 05        8376
ISTAR FINANCIAL, INC           COM              45031U101      245    10913 SH       DEFINED 01 02    04 05       10913
I-STAT CORP                    COM              450312103       68     3000 SH       DEFINED 01 02 03 04 05        3000
ITT EDUCATIONAL SERVICES, INC  COM              45068B109       84     3107 SH       DEFINED 01 02 03 04 05        3107
ITXC CORP                      COM              45069F109       15     1000 SH       DEFINED    02 03    05        1000
IXL ENTERPRISES, INC           COM              450718101       31     7000 SH       DEFINED 01 02 03 04 05        7000
IBEAM BROADCASTING CORP        COM              45073P101       13     1900 SH       DEFINED 01 02 03    05        1900
IBASIS, INC                    COM              450732102       27     1700 SH       DEFINED 01 02 03 04 05        1700
IBIS TECHNOLOGY CORP           COM              450909106       44     1200 SH       DEFINED 01 02 03    05        1200
ITT INDUSTRIES, INC            COM              450911102      333    10256 SH       DEFINED 01 02    04 05       10256
IDACORP, INC                   COM              451107106      391     8456 SH       DEFINED 01 02    04 05        8456
IDEAMALL, INC                  COM              451662100        0       19 SH       DEFINED    02                   19
IDEX CORP                      COM              45167R104       97     3462 SH       DEFINED 01 02 03 04 05        3462
IDEXX LABORATORIES, INC        COM              45168D104      161     6029 SH       DEFINED 01 02 03 04 05        6029
IGATE CAPITAL CORP             COM              45169U105       31     5719 SH       DEFINED 01 02 03 04 05        5719
IKON OFFICE SOLUTIONS, INC     COM              451713101       67    17033 SH       DEFINED 01 02 03 04 05       17033
IDENTIX, INC                   COM              451906101       39     3236 SH       DEFINED 01 02 03 04 05        3236
ILEX ONCOLOGY, INC             COM              451923106      133     4400 SH       DEFINED 01 02 03 04 05        4400
ILLINOIS TOOL WORKS, INC       COM              452308109     2187    39145 SH       DEFINED 01 02    04 05       39145
ILLUMINET HOLDINGS, INC        COM              452334105      100     3600 SH       DEFINED 01 02 03 04 05        3600
IMATION CORP                   COM              45245A107       57     3073 SH       DEFINED 01 02    04 05        3073
IMCLONE SYSTEMS, INC           COM              45245W109      641     5478 SH       DEFINED 01 02 03 04 05        5478
IMMUNE RESPONSE CORP           COM              45252T106       14     2000 SH       DEFINED    02 03 04 05        2000
IMMERSION CORP                 COM              452521107       31     2000 SH       DEFINED 01 02 03 04 05        2000
IMMUNEX CORP                   COM              452528102     1737    39923 SH       DEFINED 01 02 03 04 05       39923
IMMUNOGEN, INC                 COM              45253H101      198     5800 SH       DEFINED 01 02 03 04 05        5800
IMPATH, INC                    COM              45255G101      105     1660 SH       DEFINED 01 02 03 04 05        1660
IMPCO TECHNOLOGIES, INC        COM              45255W106        6      200 SH       DEFINED    02                  200
IMPERIAL BANCORP               COM              452556103      121     6324 SH       DEFINED 01 02 03 04 05        6324
IMPERIAL CREDIT INDUSTRIES, IN COM              452729106        1      597 SH       DEFINED 01 02                  597
IMATRON, INC                   COM              452906100       14     6200 SH       DEFINED 01 02 03 04 05        6200
IMMUNOMEDICS, INC              COM              452907108      126     6000 SH       DEFINED 01 02 03 04 05        6000
IMPERIAL SUGAR CO              COM              453096109        0      319 SH       DEFINED    02       05         319
IMPSAT FIBER NETWORKS, INC     COM              45321T103       21     1900 SH       DEFINED 01 02 03 04 05        1900
IMRGLOBAL CORP                 COM              45321W106       42     3595 SH       DEFINED 01 02 03 04 05        3595
INAMED CORP                    COM              453235103       59     2100 SH       DEFINED 01 02 03 04 05        2100
INCO LTD CO (U.S.)             COM              453258402     8908   552465 SH       DEFINED    02    04 05      552465
INCYTE GENOMICS, INC           COM              45337C102      403     9806 SH       DEFINED 01 02 03 04 05        9806
INDEPENDENCE COMMUNITY BANK CO COM              453414104      138     9839 SH       DEFINED 01 02    04 05        9839
INDEPENDENT BANK CORP          COM              453836108       10      805 SH       DEFINED 01 02    04            805
INDUSTRI-MATEMATIK INTERNATION COM              455792101        0      100 SH       DEFINED 01                     100
INDYMAC BANCORP, INC           COM              456607100      147     7137 SH       DEFINED 01 02    04 05        7137
INFINEON TECHNOLOGIES AG. ADR  ADR              45662N103      636    13390 SH       DEFINED    02 03 04 05       13390
INFINITY BROADCASTING CORP (CL COM              45662S102     1147    34759 SH       DEFINED 01 02 03 04 05       34759
INET TECHNOLOGIES, INC         COM              45662V105       50     1722 SH       DEFINED 01 02 03    05        1722
INFOCURE CORP                  COM              45665A108        5     1382 SH       DEFINED    02    04 05        1382
INFOCUS CORP                   COM              45665B106      259     4885 SH       DEFINED 01 02 03 04 05        4885
INFOGRAMES, INC                COM              45665T107        4      599 SH       DEFINED 01 02 03 04 05         599
INFORMATICA CORP               COM              45666Q102      450     4825 SH       DEFINED 01 02 03 04 05        4825
INFONET SERVICES CORP          COM              45666T106       73     6900 SH       DEFINED 01 02 03 04 05        6900
INFORMATION ARCHITECTS CORP    COM              45669R107        3     1000 SH       DEFINED    02 03 04 05        1000
INFORMATION HOLDINGS, INC      COM              456727106       61     1717 SH       DEFINED 01 02 03    05        1717
INFORMIX CORP                  COM              456779107       93    22613 SH       DEFINED 01 02 03 04 05       22613
INFOSPACE.COM, INC             COM              45678T102      739    24434 SH       DEFINED 01 02 03 04 05       24434
INFOUSA, INC                   COM              456818301       25     5016 SH       DEFINED 01 02 03 04 05        5016
INGERSOLL-RAND CO              COM              456866102      836    24675 SH       DEFINED 01 02    04 05       24675
INFORMATION RESOURCES, INC     COM              456905108        1      206 SH       DEFINED    02       05         206
INGLES MARKETS, INC (CLASS A)  COM              457030104        1      136 SH       DEFINED    02    04            136
INGRAM MICRO, INC (CLASS A)    COM              457153104       46     3321 SH       DEFINED 01 02 03 04 05        3321
INHALE THERAPEUTIC SYSTEMS, IN COM              457191104      332     5898 SH       DEFINED 01 02 03 04 05        5898
INKTOMI CORP                   COM              457277101     1642    14400 SH       DEFINED 01 02 03 04 05       14400
INNKEEPERS U.S.A. TRUST        COM              4576J0104       58     5631 SH       DEFINED 01 02    04 05        5631
INNOVEX, INC                   COM              457647105       10      756 SH       DEFINED 01 02                  756
INSIGHT ENTERPRISES, INC       COM              45765U103      156     5724 SH       DEFINED 01 02 03 04 05        5724
INPUT/OUTPUT, INC              COM              457652105       36     3770 SH       DEFINED 01 02    04 05        3770
INPRISE CORP                   COM              45766C102        4      800 SH       DEFINED    02    04 05         800
INSITUFORM TECHNOLOGIES, INC ( COM              457667103      161     4796 SH       DEFINED 01 02 03 04 05        4796
INSIGNIA FINANCIAL GROUP, INC  COM              45767A105       13     1264 SH       DEFINED 01 02    04 05        1264
INSIGHT COMMUNICATIONS CO, INC COM              45768V108       73     4600 SH       DEFINED 01 02 03 04 05        4600
INSPIRE INSURANCE SOLUTIONS, I COM              457732105        0      244 SH       DEFINED    02 03               244
INTEGRATED ELECTRICAL SERVICES COM              45811E103       10     1466 SH       DEFINED    02 03 04 05        1466
INTEGRATED CIRCUIT SYSTEMS, IN COM              45811K208       15      800 SH       DEFINED    02 03 04 05         800
INTEGRATED DEVICE TECHNOLOGY,  COM              458118106     1740    19223 SH       DEFINED 01 02 03 04 05       19223
INTEGRATED SILICON SOLUTION, I COM              45812P107      102     7200 SH       DEFINED 01 02 03 04 05        7200
INTEGRA BANK CORP              COM              45814P105        5      230 SH       DEFINED    02    04 05         230
INTELIDATA TECHNOLOGIES CORP   COM              45814T107       15     2900 SH       DEFINED    02 03 04 05        2900
INTEL CORP                     COM              458140100   101022  2430595 SH       DEFINED 01 02 03 04 05     2430595
INTELECT COMMUNICATIONS, INC   COM              458144102       11     7600 SH       DEFINED 01 02 03 04 05        7600
INTER-TEL, INC                 COM              458372109       53     4702 SH       DEFINED 01 02 03 04 05        4702
INTERACTIVE INTELLIGENCE, INC  COM              45839M103       12      300 SH       DEFINED    02       05         300
INTERACT COMMERCE CORP         COM              45839Y107       13     1213 SH       DEFINED 01 02 03 04 05        1213
INTERCEPT GROUP, INC           COM              45845L107       16      700 SH       DEFINED    02 03    05         700
INTERDIGITAL COMMUNICATIONS CO COM              45866A105      135     9678 SH       DEFINED 01 02 03 04 05        9678
INTERFACE, INC (CLASS A)       COM              458665106       32     4001 SH       DEFINED 01 02    04 05        4001
INTERGRAPH CORP                COM              458683109       45     6263 SH       DEFINED 01 02    04 05        6263
INTERLIANT, INC                COM              458742103       70     8800 SH       DEFINED 01 02 03 04 05        8800
INTERLINK ELECTRONICS, INC     COM              458751104       23     1200 SH       DEFINED 01 02 03 04 05        1200
INTERLOGIX, INC                COM              458763109        4      290 SH       DEFINED 01 02                  290
INTERMEDIA COMMUNICATIONS, INC COM              458801107      212     7174 SH       DEFINED 01 02 03 04 05        7174
INTERMET CORP                  COM              45881K104        5      666 SH       DEFINED 01 02       05         666
INTERNAP NETWORK SERVICES CORP COM              45885A102      488    15100 SH       DEFINED 01 02 03 04 05       15100
INTERMUNE PHARMACEUTICALS, INC COM              45885B100       22      400 SH       DEFINED    02 03               400
INTERNATIONAL BANCSHARES CORP  COM              459044103       21      688 SH       DEFINED 01 02    04 05         688
INTERNATIONAL BUSINESS MACHINE COM              459200101    58428   519360 SH       DEFINED 01 02 03 04 05      519360
INTERNATIONAL FIBERCOM, INC    COM              45950T101       81     5522 SH       DEFINED 01 02 03 04 05        5522
INT'L FLAVORS & FRAGRANCES, IN COM              459506101      247    13561 SH       DEFINED 01 02    04 05       13561
INTERNATIONAL GAME TECHNOLOGY  COM              459902102      368    10934 SH       DEFINED 01 02 03 04 05       10934
INTERNATIONAL MULTIFOODS CORP  COM              460043102       71     4064 SH       DEFINED 01 02    04 05        4064
INTERNATIONAL PAPER CO         COM              460146103     1611    56162 SH       DEFINED 01 02    04 05       56162
INTERNATIONAL RECTIFIER CORP   COM              460254105      451     8917 SH       DEFINED 01 02 03 04 05        8917
INTERNATIONAL SPEEDWAY CORP (C COM              460335201      124     3180 SH       DEFINED 01 02 03 04 05        3180
INTERNATIONAL SPECIALTY PRODUC COM              460337108       12     2256 SH       DEFINED 01 02    04           2256
INTERNEURON PHARMACEUTICALS, I COM              460573108        0      200 SH       DEFINED 01                     200
INTERNET CAPITAL GROUP, INC    COM              46059C106      269    15420 SH       DEFINED 01 02 03 04 05       15420
INTERNET PICTURES CORP         COM              46059S101       47     8700 SH       DEFINED 01 02 03 04 05        8700
INTERNET SECURITY SYSTEMS, INC COM              46060X107      327     4359 SH       DEFINED 01 02 03 04 05        4359
INTERPOOL, INC                 COM              46062R108       12     1049 SH       DEFINED 01 02    04 05        1049
INTERSIL HOLDINGS CORP         COM              46069S109      269     5400 SH       DEFINED 01 02 03 04 05        5400
INTERPUBLIC GROUP OF COS, INC  COM              460690100     5386   158125 SH       DEFINED 01 02 03 04 05      158125
INTERSTATE BAKERIES CORP       COM              46072H108       42     2897 SH       DEFINED 01 02    04 05        2897
INTERSTATE HOTELS CORP         COM              46088R108        0       65 SH       DEFINED 01                      65
INTRANET SOLUTIONS, INC        COM              460939309      150     3000 SH       DEFINED 01 02 03 04 05        3000
INTERNET.COM CORP              COM              460967102       53     1700 SH       DEFINED 01 02 03 04 05        1700
INTERTAN, INC                  COM              461120107       72     4958 SH       DEFINED 01 02 03 04 05        4958
INTERTRUST TECHNOLOGIES CORP   COM              46113Q109      146    12100 SH       DEFINED 01 02 03 04 05       12100
INTERWORLD CORP                COM              46114Q108       13     3300 SH       DEFINED 01 02 03 04 05        3300
INTERWOVEN, INC                COM              46114T102      701     6200 SH       DEFINED 01 02 03 04 05        6200
INTERVOICE-BRITE, INC          COM              461142101       62     5901 SH       DEFINED 01 02 03 04 05        5901
INTIMATE BRANDS, INC (CLASS A) COM              461156101      321    17190 SH       DEFINED 01 02 03 04 05       17190
INTRABIOTICS PHARMACEUTICALS,  COM              46116T100        8      500 SH       DEFINED 01                     500
INTRAWARE, INC                 COM              46118M103       41     5505 SH       DEFINED 01 02 03 04 05        5505
INTUIT, INC                    COM              461202103     1509    26469 SH       DEFINED 01 02 03 04 05       26469
INVACARE CORP                  COM              461203101       80     2475 SH       DEFINED 01 02 03 04 05        2475
INTRUSION.COM, INC             COM              46121E106       14     1200 SH       DEFINED    02 03 04 05        1200
INVESTMENT TECHNOLOGY GROUP, I COM              46145F105      190     4747 SH       DEFINED 01 02 03 04 05        4747
INVITROGEN CORP                COM              46185R100      194     2724 SH       DEFINED 01 02 03 04 05        2724
INVESTORS FINANCIAL SERVICES C COM              461915100      310     4914 SH       DEFINED 01 02 03 04 05        4914
IOMEGA CORP                    COM              462030107      198    39653 SH       DEFINED 01 02 03 04 05       39653
IONICS, INC                    COM              462218108       13      619 SH       DEFINED 01 02    04 05         619
IPALCO ENTERPRISES, INC        COM              462613100      136     5966 SH       DEFINED 01 02    04 05        5966
IRON MOUNTAIN, INC             COM              462846106      186     5037 SH       DEFINED 01 02 03 04 05        5037
IRWIN FINANCIAL CORP           COM              464119106       19     1141 SH       DEFINED 01 02    04 05        1141
ISIS PHARMACEUTICALS, INC      COM              464330109      115    10002 SH       DEFINED 01 02 03 04 05       10002
ISLE OF CAPRI CASINOS, INC     COM              464592104       53     3400 SH       DEFINED 01 02 03 04 05        3400
IT GROUP, INC                  COM              465266104        3      586 SH       DEFINED 01 02       05         586
ITURF, INC                     COM              46575Q100        2     1718 SH       DEFINED 01 02                 1718
I2 TECHNOLOGIES, INC           COM              465754109     6668    35647 SH       DEFINED 01 02 03 04 05       35647
IVAX CORP                      COM              465823102     1288    28001 SH       DEFINED 01 02 03 04 05       28001
IVEX PACKAGING CORP            COM              465855104       29     2979 SH       DEFINED 01 02 03 04 05        2979
IVILLAGE, INC                  COM              46588H105       14     3571 SH       DEFINED 01 02 03 04 05        3571
JDN REALTY CORP                COM              465917102       51     4527 SH       DEFINED 01 02    04 05        4527
IXYS CORP                      COM              46600W106       24      900 SH       DEFINED 01 02 03    05         900
J & J SNACK FOODS CORP         COM              466032109        0       23 SH       DEFINED    02                   23
JDS UNIPHASE CORP              COM              46612J101    26447   279308 SH       DEFINED 01 02 03 04 05      279308
JDA SOFTWARE GROUP, INC        COM              46612K108       29     2277 SH       DEFINED 01 02 03 04 05        2277
JLK DIRECT DISTRIBUTION, INC ( COM              46621C105        0       16 SH       DEFINED    02                   16
JLG INDUSTRIES, INC            COM              466210101       67     5537 SH       DEFINED 01 02    04 05        5537
JNI CORP                       COM              46622G105       80      900 SH       DEFINED 01 02 03               900
JP REALTY, INC                 COM              46624A106        3      148 SH       DEFINED    02    04            148
JABIL CIRCUIT, INC             COM              466313103     1140    20082 SH       DEFINED 01 02 03 04 05       20082
JACK IN THE BOX, INC           COM              466367109      171     7957 SH       DEFINED 01 02 03 04 05        7957
JACOBS ENGINEERING GROUP, INC  COM              469814107       24      583 SH       DEFINED 01 02    04 05         583
CLEAR CHANNEL COMM, INC WTS 09                  469858138       11     1400 SH       DEFINED 01                    1400
JAKKS PACIFIC, INC             COM              47012E106       21     2211 SH       DEFINED 01 02 03 04 05        2211
JEFFERIES GROUP, INC (NEW)     COM              472319102       58     2156 SH       DEFINED 01 02    04 05        2156
JEFFERSON-PILOT CORP           COM              475070108     1075    15831 SH       DEFINED 01 02    04 05       15831
JO-ANN STORES, INC (CLASS A)   COM              47758P109        1      161 SH       DEFINED    02       05         161
JOHN NUVEEN CO (CLASS A)       COM              478035108       45      927 SH       DEFINED 01 02 03    05         927
JOHNS MANVILLE CORP            COM              478129109       40     3520 SH       DEFINED 01 02    04 05        3520
JOHNSON & JOHNSON CO           COM              478160104    18198   193728 SH       DEFINED 01 02 03 04 05      193728
JOHNSON CONTROLS, INC          COM              478366107      475     8925 SH       DEFINED 01 02    04 05        8925
JONES APPAREL GROUP, INC       COM              480074103     2108    79541 SH       DEFINED 01 02 03 04 05       79541
JONES LANG LA SALLE            COM              48020Q107       35     2689 SH       DEFINED 01 02 03 04 05        2689
JOURNAL REGISTER CO            COM              481138105       73     4414 SH       DEFINED 01 02    04 05        4414
JUNIPER NETWORKS, INC          COM              48203R104    15063    68800 SH       DEFINED 01 02 03 04 05       68800
JUNO ONLINE SERVICES, INC      COM              482048105       13     3225 SH       DEFINED 01 02 03 04 05        3225
JUPITER MEDIA METRIX, INC      COM              48206U104       35     2180 SH       DEFINED 01 02 03 04 05        2180
KCS ENERGY, INC                COM              482434206        4     1900 SH       DEFINED 01                    1900
KLA-TENCOR CORP                COM              482480100     1653    40122 SH       DEFINED 01 02 03 04 05       40122
K MART CORP                    COM              482584109      284    47290 SH       DEFINED 01 02    04 05       47290
K-SWISS, INC (CLASS A)         COM              482686102        5      224 SH       DEFINED 01 02                  224
KV PHARMACEUTICAL CO (CLASS B) COM              482740107      161     4680 SH       DEFINED 01 02 03 04 05        4680
KAISER ALUMINUM CORP           COM              483007100        3      414 SH       DEFINED    02    04 05         414
KAMAN CORP (CLASS A)           COM              483548103        3      265 SH       DEFINED    02    04 05         265
KANA COMMUNICATIONS, INC       COM              483600102      289    12984 SH       DEFINED 01 02 03 04 05       12984
KANSAS CITY LIFE INSURANCE CO  COM              484836101       34     1026 SH       DEFINED 01 02                 1026
KANSAS CITY POWER & LIGHT CO   COM              485134100      258     9655 SH       DEFINED 01 02    04 05        9655
KANSAS CITY SOUTHERN INDUSTRIE COM              485170302      141    16220 SH       DEFINED 01 02 03 04 05       16220
KAUFMAN & BROAD HOME CORP      COM              486168107      185     6854 SH       DEFINED 01 02    04 05        6854
KAYDON CORP                    COM              486587108       19      816 SH       DEFINED 01 02    04 05         816
KEANE, INC                     COM              486665102      124     7154 SH       DEFINED 01 02 03 04 05        7154
KEEBLER FOODS CO               COM              487256109       20      476 SH       DEFINED    02    04 05         476
KEITHLEY INSTRUMENTS, INC      COM              487584104       56      800 SH       DEFINED    02 03 04 05         800
KELLOGG CO                     COM              487836108     1176    48625 SH       DEFINED 01 02 03 04 05       48625
KELLSTROM INDUSTRIES, INC      COM              488035106       10     1845 SH       DEFINED 01 02                 1845
KELLWOOD CO                    COM              488044108       13      704 SH       DEFINED 01 02    04 05         704
KELLY SERVICES, INC (CLASS A)  COM              488152208       74     3130 SH       DEFINED 01 02    04 05        3130
KEMET CORP                     COM              488360108      478    17288 SH       DEFINED 01 02 03 04 05       17288
KENNAMETAL, INC                COM              489170100      106     4130 SH       DEFINED 01 02    04 05        4130
KENT ELECTRONICS CORP          COM              490553104       86     3606 SH       DEFINED 01 02 03 04 05        3606
KERR-MCGEE CORP                COM              492386107      711    10728 SH       DEFINED 01 02    04 05       10728
KEY ENERGY SERVICES, INC       COM              492914106      196    20008 SH       DEFINED 01 02 03 04 05       20008
KEY PROCUDTION CO              COM              493138101        9      400 SH       DEFINED    02 03               400
KEY3MEDIA GROUP, INC           COM              49326R104       15     1398 SH       DEFINED 01 02    04 05        1398
KEYCORP                        COM              493267108     1592    62884 SH       DEFINED 01 02    04 05       62884
KEYNOTE SYSTEMS, INC           COM              493308100      102     3800 SH       DEFINED 01 02 03 04 05        3800
KEYSPAN CORP                   COM              49337W100     1014    25274 SH       DEFINED 01 02    04 05       25274
KEYSTONE AUTOMOTIVE INDUSTRIES COM              49338N109        2      458 SH       DEFINED    02 03    05         458
KEYSTONE FINANCIAL, INC        COM              493482103       41     1908 SH       DEFINED 01 02    04 05        1908
KFORCE.COM, INC                COM              493732101       20     5654 SH       DEFINED 01 02 03 04 05        5654
KILROY REALTY CORP             COM              49427F108      131     4905 SH       DEFINED 01 02    04 05        4905
KIMBALL INTERNATIONAL, INC (CL COM              494274103       93     5220 SH       DEFINED 01 02    04 05        5220
KIMBERLY-CLARK CORP            COM              494368103     3654    65472 SH       DEFINED 01 02    04 05       65472
KIMCO REALTY CORP              COM              49446R109      112     2648 SH       DEFINED 01 02    04 05        2648
KINDER MORGAN, INC             COM              49455P101      264     6450 SH       DEFINED 01 02    04 05        6450
KING PHARMACEUTICALS, INC      COM              495582108      799    23899 SH       DEFINED 01 02 03 04 05       23899
KIRBY CORP                     COM              497266106       39     1979 SH       DEFINED 01 02 03 04 05        1979
KNIGHT-RIDDER, INC             COM              499040103      442     8706 SH       DEFINED 01 02    04 05        8706
KNIGHT TRADING GROUP, INC      COM              499063105      572    15885 SH       DEFINED 01 02 03 04 05       15885
KNIGHT TRANSPORTATION, INC     COM              499064103       11      725 SH       DEFINED    02 03    05         725
KOGER EQUITY, INC              COM              500228101       41     2401 SH       DEFINED 01 02    04 05        2401
KOHL'S CORP                    COM              500255104     3920    67956 SH       DEFINED 01 02 03 04 05       67956
KOMAG, INC                     COM              500453105        4      946 SH       DEFINED    02       05         946
KONOVER PROPERTY TRUST, INC    COM              50047R100        1      225 SH       DEFINED    02       05         225
KOPIN CORP                     COM              500600101      178     9874 SH       DEFINED 01 02 03 04 05        9874
KORN FERRY INTERNATIONAL       COM              500643200      226     5983 SH       DEFINED 01 02 03 04 05        5983
KOS PHARMACEUTICALS, INC       COM              500648100       10      500 SH       DEFINED    02 03 04            500
KROGER CO                      COM              501044101     3389   150191 SH       DEFINED 01 02 03 04 05      150191
KROLL-O'GARA CO                COM              501050108        4      684 SH       DEFINED    02 03    05         684
KRONOS, INC                    COM              501052104       84     2786 SH       DEFINED 01 02 03 04 05        2786
KULICKE & SOFFA INDUSTRIES, IN COM              501242101       78     5878 SH       DEFINED 01 02 03 04 05        5878
LCA-VISION, INC                COM              501803209       11     3745 SH       DEFINED 01 02 03 04 05        3745
LCC INTERNATIONAL, INC (CLASS  COM              501810105       19     1300 SH       DEFINED 01 02 03 04 05        1300
LOUISVILLE GAS & ELECTRIC ENER COM              501917108      609    24901 SH       DEFINED 01 02    04 05       24901
LTV CORP                       COM              501921100       16    12234 SH       DEFINED 01 02    04 05       12234
LNR PROPERTY CORP              COM              501940100       13      583 SH       DEFINED 01 02    04 05         583
LSI INDUSTRIES, INC            COM              50216C108       16      738 SH       DEFINED 01 02                  738
LSI LOGIC CORP                 COM              502161102     8145   278454 SH       DEFINED 01 02 03 04 05      278454
LTC HEALTHCARE, INC            COM              50217R104        0      100 SH       DEFINED 01                     100
LTC PROPERTIES, INC            COM              502175102        1      200 SH       DEFINED    02       05         200
LTX CORP                       COM              502392103      224    11819 SH       DEFINED 01 02 03 04 05       11819
L-3 COMMUNICATIONS HOLDINGS, I COM              502424104      221     3904 SH       DEFINED 01 02 03 04 05        3904
LA-Z-BOY, INC                  COM              505336107       52     3583 SH       DEFINED 01 02    04 05        3583
LABORATORY CORP OF AMERICA HOL COM              50540R409      432     3607 SH       DEFINED 01 02 03 04 05        3607
LABOR READY, INC               COM              505401208       29     6923 SH       DEFINED 01 02 03 04 05        6923
LABRANCHE & CO, INC            COM              505447102      150     4500 SH       DEFINED 01 02 03 04 05        4500
LACLEDE GAS CO                 COM              505588103       70     3238 SH       DEFINED 01 02    04 05        3238
LAFARGE CORP                   COM              505862102       98     4508 SH       DEFINED 01 02    04 05        4508
LAKES GAMING, INC              COM              51206P109        0       25 SH       DEFINED 01                      25
LAM RESEARCH CORP              COM              512807108      544    25989 SH       DEFINED 01 02 03 04 05       25989
LAMAR ADVERTISING CO (CLASS A) COM              512815101      256     6763 SH       DEFINED 01 02 03 04 05        6763
LANCASTER COLONY CORP          COM              513847103      120     4879 SH       DEFINED 01 02    04 05        4879
LANCE, INC                     COM              514606102       39     3991 SH       DEFINED 01 02    04 05        3991
LANDAUER, INC                  COM              51476K103        1       30 SH       DEFINED    02                   30
LANDAMERICA FINANCIAL GROUP, I COM              514936103        4      153 SH       DEFINED    02    04            153
LANDRY'S SEAFOOD RESTAURANTS,  COM              51508L103       16     2297 SH       DEFINED 01 02    04 05        2297
LAND'S END, INC                COM              515086106       27     1298 SH       DEFINED    02 03 04 05        1298
LANDSTAR SYSTEM, INC           COM              515098101      113     2536 SH       DEFINED 01 02 03    05        2536
LANIER WORLDWIDE, INC          COM              51589L105        2     2031 SH       DEFINED    02    04 05        2031
LANTE CORP                     COM              516540101       11     2200 SH       DEFINED 01 02 03 04 05        2200
LASERSIGHT, INC                COM              517924106       11     3581 SH       DEFINED 01 02 03 04 05        3581
LASALLE HOTEL PROPERTIES       COM              517942108       32     2145 SH       DEFINED 01 02    04           2145
LASER VISION CENTERS, INC      COM              51807H100       12     2758 SH       DEFINED 01 02    04 05        2758
LASON, INC                     COM              51808R107        1      289 SH       DEFINED    02 03 04 05         289
LATITUDE COMMUNICATIONS, INC   COM              518292107        8     1011 SH       DEFINED    02 03 04 05        1011
LATTICE SEMICONDUCTOR CORP     COM              518415104      395     7347 SH       DEFINED 01 02 03 04 05        7347
LAUDER (ESTEE) CO (CLASS A)    COM              518439104      511    13959 SH       DEFINED 01 02 03 04 05       13959
LAUNCH MEDIA, INC              COM              518567102        8     1136 SH       DEFINED 01 02                 1136
LAWSON PRODUCTS, INC           COM              520776105       25     1022 SH       DEFINED 01 02                 1022
LEAP WIRELESS INTERNATIONAL, I COM              521863100      344     5499 SH       DEFINED 01 02 03 04 05        5499
LEAR CORP                      COM              521865105      143     6952 SH       DEFINED 01 02    04 05        6952
LEARN2.COM, INC                COM              522002104       16     7813 SH       DEFINED 01 02    04 05        7813
LEARNING TREE INTERNATIONAL, I COM              522015106       88     1841 SH       DEFINED 01 02 03 04 05        1841
LEE ENTERPRISES, INC           COM              523768109      197     6834 SH       DEFINED 01 02 03 04 05        6834
LEGATO SYSTEMS, INC            COM              524651106      186    13841 SH       DEFINED 01 02 03 04 05       13841
LEGGETT & PLATT, INC           COM              524660107      302    19097 SH       DEFINED 01 02    04 05       19097
LEGG MASON, INC                COM              524901105      210     3620 SH       DEFINED 01 02    04 05        3620
LEHMAN BROTHERS HOLDINGS, INC  COM              524908100     3591    24307 SH       DEFINED 01 02    04 05       24307
LENNAR CORP                    COM              526057104       87     2931 SH       DEFINED 01 02    04 05        2931
LENNOX INTERNATIONAL, INC      COM              526107107        6      634 SH       DEFINED    02 03 04 05         634
LEUCADIA NATIONAL CORP         COM              527288104      189     7050 SH       DEFINED 01 02    04 05        7050
LEVEL 8 SYSTEMS, INC           COM              52729M102        9      500 SH       DEFINED    02 03    05         500
LEVEL 3 COMMUNICATIONS, INC    COM              52729N100     3221    41768 SH       DEFINED 01 02 03 04 05       41768
LEXICON GENETICS, INC          COM              528872104       25      800 SH       DEFINED    02 03 04 05         800
LEXINGTON CORPORATE PROPERTIES COM              529043101        3      265 SH       DEFINED    02    04 05         265
LEXMARK INTERNATIONAL, INC     COM              529771107      988    26352 SH       DEFINED 01 02 03 04 05       26352
LIBBEY, INC                    COM              529898108      106     3417 SH       DEFINED 01 02 03 04 05        3417
LIBERATE TECHNOLOGIES          COM              530129105      182     6300 SH       DEFINED 01 02 03 04 05        6300
LIBERTY CORP                   COM              530370105       28      818 SH       DEFINED 01 02    04 05         818
LIBERTY DIGITAL, INC (CLASS A) COM              530436104       72     3550 SH       DEFINED 01 02 03 04 05        3550
LIBERTY FINANCIAL COS, INC     COM              530512102       33     1397 SH       DEFINED 01 02    04 05        1397
LIBERTY PROPERTY TRUST CO      COM              531172104       81     2945 SH       DEFINED 01 02    04 05        2945
LIFEPOINT HOSPITALS, INC       COM              53219L109      203     5724 SH       DEFINED 01 02 03 04 05        5724
LIGAND PHARMACEUTICALS CO (CLA COM              53220K207      103     8043 SH       DEFINED 01 02 03 04 05        8043
LIFEMINDERS, INC               COM              53220Q105       50     2200 SH       DEFINED 01 02 03 04 05        2200
LIGHTBRIDGE, INC               COM              532226107       20     1700 SH       DEFINED    02 03 04 05        1700
LIGHTPATH TECHNOLOGIES, INC    COM              532257102      114     2400 SH       DEFINED 01 02 03 04 05        2400
LILLY (ELI) & CO               COM              532457108    25096   309350 SH       DEFINED 01 02 03 04 05      309350
LILLY INDUSTRIES, INC (CLASS A COM              532491107       61     2067 SH       DEFINED 01 02    04 05        2067
LIMITED, INC                   COM              532716107     1175    53248 SH       DEFINED 01 02 03 04 05       53248
LINCARE HOLDINGS, INC          COM              532791100      261     9095 SH       DEFINED 01 02 03 04 05        9095
LINCOLN ELECTRIC HOLDINGS CO   COM              533900106       94     7041 SH       DEFINED 01 02    04 05        7041
LINCOLN NATIONAL CORP          COM              534187109     1043    21679 SH       DEFINED 01 02    04 05       21679
LINDSAY MANUFACTURING CO       COM              535555106       30     1591 SH       DEFINED 01 02 03 04 05        1591
LINEAR TECHNOLOGY CO           COM              535678106     4209    65008 SH       DEFINED 01 02 03 04 05       65008
LINENS 'N THINGS, INC          COM              535679104      232     9088 SH       DEFINED 01 02 03 04 05        9088
LIQUI-BOX CORP                 COM              536314107        4      112 SH       DEFINED    02                  112
LITHIA MOTORS, INC (CLASS A)   COM              536797103        9      726 SH       DEFINED 01 02                  726
LITTELFUSE, INC                COM              537008104      215     7244 SH       DEFINED 01 02 03 04 05        7244
LITTON INDUSTRIES, INC         COM              538021106      131     2923 SH       DEFINED 01 02    04 05        2923
LIVEPERSIN, INC                COM              538146101        2      500 SH       DEFINED    02                  500
LIZ CLAIBORNE, INC             COM              539320101      231     6010 SH       DEFINED 01 02    04 05        6010
LO-JACK CORP                   COM              539451104        2      300 SH       DEFINED 01                     300
LOCAL FINANCIAL CORP           COM              539553107        2      177 SH       DEFINED    02       05         177
LOCKHEED MARTIN CORP           COM              539830109     1420    43092 SH       DEFINED 01 02    04 05       43092
LODGIAN, INC                   COM              54021P106        0       90 SH       DEFINED    02                   90
LODGENET ENTERTAINMENT CORP    COM              540211109       14      500 SH       DEFINED    02    04            500
LOEWS CINEPLEX ENTERTAINMENT C COM              540423100        4     2552 SH       DEFINED 01 02                 2552
LOEWS CORP                     COM              540424108      983    11785 SH       DEFINED 01 02    04 05       11785
LONE STAR STEAKHOUSE & SALOON, COM              542307103       39     5225 SH       DEFINED 01 02    04 05        5225
LONE STAR TECHNOLOGIES, INC    COM              542312103      235     5085 SH       DEFINED 01 02 03 04 05        5085
LONGS DRUG STORES CORP         COM              543162101       46     2426 SH       DEFINED 01 02    04 05        2426
LONGVIEW FIBRE CO              COM              543213102       42     3480 SH       DEFINED 01 02    04 05        3480
LOOKSMART LTD                  COM              543442107       78     7000 SH       DEFINED 01 02 03 04 05        7000
LOUIS DREYFUS NATURAL GAS CORP COM              546011107      146     3673 SH       DEFINED 01 02 03 04 05        3673
LOUISIANA PACIFIC CORP         COM              546347105       75     8111 SH       DEFINED 01 02    04 05        8111
LOWE'S COS, INC                COM              548661107     4791   106770 SH       DEFINED 01 02 03 04 05      106770
LUBRIZOL CORP                  COM              549271104       95     4806 SH       DEFINED 01 02    04 05        4806
LUBY'S, INC                    COM              549282101       11     2063 SH       DEFINED 01 02    04 05        2063
LUCENT TECHNOLOGIES, INC       COM              549463107    35219  1152353 SH       DEFINED 01 02 03 04 05     1152353
LUFKIN INDUSTRIES, INC         COM              549764108       12      600 SH       DEFINED 01                     600
LUMINEX CORP                   COM              55027E102       19      500 SH       DEFINED 01 02                  500
LYCOS, INC                     COM              550818108     1071    15576 SH       DEFINED 01 02 03 04 05       15576
LYDALL, INC                    COM              550819106        6      559 SH       DEFINED 01 02                  559
LYNX THERAPEUTICS, INC         COM              551812308       47     1500 SH       DEFINED 01 02 03 04 05        1500
LYONDELL CHEMICAL CO           COM              552078107       99     8401 SH       DEFINED 01 02    04 05        8401
M & T BANK CORP                COM              55261F104      326      639 SH       DEFINED 01 02    04            639
MAF BANCORP, INC               COM              55261R108       34     1352 SH       DEFINED 01 02    04 05        1352
MBIA, INC                      COM              55262C100      775    10901 SH       DEFINED 01 02    04 05       10901
MBNA CORP                      COM              55262L100     5717   148484 SH       DEFINED 01 02 03 04 05      148484
MCN ENERGY GROUP, INC          COM              55267J100      260    10162 SH       DEFINED 01 02    04 05       10162
MDC HOLDINGS, INC              COM              552676108        7      284 SH       DEFINED    02    04 05         284
MDU RESOURCES GROUP, INC       COM              552690109      182     6115 SH       DEFINED 01 02    04 05        6115
MCSI, INC                      COM              55270M108       55     1637 SH       DEFINED 01 02 03 04 05        1637
MEMC ELECTRONIC MATERIALS, INC COM              552715104       70     5425 SH       DEFINED 01 02 03 04 05        5425
MGIC INVESTMENT CORP           COM              552848103      747    12217 SH       DEFINED 01 02    04 05       12217
MGI PHARMA, INC                COM              552880106       84     2800 SH       DEFINED 01 02 03 04 05        2800
MGI PROPERTIES, INC            COM              552885105        0       52 SH       DEFINED    02                   52
MGM MIRAGE                     COM              552953101       58     1529 SH       DEFINED    02 03 04 05        1529
MKS INSTRUMENTS, INC           COM              55306N104       17      625 SH       DEFINED 01 02 03    05         625
MMC NETWORKS, INC              COM              55308N102      658     5198 SH       DEFINED 01 02 03 04 05        5198
MRV COMMUNICATIONS, INC        COM              553477100      384     8478 SH       DEFINED 01 02 03 04 05        8478
MSC INDUSTRIAL DIRECT CO (CLAS COM              553530106       54     3566 SH       DEFINED 01 02 03 04 05        3566
M.S. CARRIERS, INC             COM              553533100       24     1535 SH       DEFINED 01 02                 1535
MTS SYSTEMS CORP               COM              553777103        1      179 SH       DEFINED    02       05         179
MTI TECHNOLOGY CORP            COM              553903105       15     3991 SH       DEFINED 01 02 03 04 05        3991
MACDERMID, INC                 COM              554273102       65     3113 SH       DEFINED 01 02 03 04 05        3113
MACERICH CO                    COM              554382101       43     2014 SH       DEFINED 01 02    04 05        2014
MACK-CALI REALTY CORP          COM              554489104      150     5328 SH       DEFINED 01 02    04 05        5328
MACROCHEM CORP (DELAWARE)      COM              555903103        6     1604 SH       DEFINED 01 02 03 04 05        1604
MACROVISION CORP               COM              555904101      429     5296 SH       DEFINED 01 02 03 04 05        5296
MACROMEDIA, INC                COM              556100105      842    10420 SH       DEFINED 01 02 03 04 05       10420
MADISON GAS & ELECTRIC CO      COM              557497104        5      217 SH       DEFINED    02    04 05         217
MAGELLAN HEALTH SERVICES, INC  COM              559079108        1      234 SH       DEFINED    02       05         234
MAGNETEK, INC                  COM              559424106       16     1477 SH       DEFINED 01 02    04 05        1477
MAIL.COM, INC                  COM              560311102       15     2800 SH       DEFINED 01 02 03 04 05        2800
MAIL-WELL INC 5% NTS  05.0000                   560321AD3      589   750000 PRN      DEFINED    02               750000
MAIL-WELL, INC                 COM              560321200       30     6841 SH       DEFINED 01 02 03 04 05        6841
MALLINCKRODT, INC              COM              561232109      502    11005 SH       DEFINED 01 02    04 05       11005
MANAGEMENT NETWORK             COM              561693102       19      900 SH       DEFINED 01 02 03               900
MANDALAY RESORT GROUP          COM              562567107      275    10721 SH       DEFINED 01 02    04 05       10721
MANHATTAN ASSOCIATES, INC      COM              562750109       62     1016 SH       DEFINED 01 02       05        1016
MANITOWOC CO, INC              COM              563571108       74     3866 SH       DEFINED 01 02 03 04 05        3866
MANNATECH, INC                 COM              563771104        0       23 SH       DEFINED    02                   23
MANOR CARE, INC                COM              564055101      144     9193 SH       DEFINED 01 02 03 04 05        9193
MANPOWER, INC                  COM              56418H100      229     7158 SH       DEFINED 01 02 03 04 05        7158
MANUFACTURED HOME COMMUNITIES, COM              564682102       32     1276 SH       DEFINED    02 03 04 05        1276
MAPICS, INC                    COM              564910107       13     1879 SH       DEFINED 01 02 03 04 05        1879
MANULIFE FINANCIAL CORP        COM              56501R106     2945   140203 SH       DEFINED    02    04 05      140203
MANUGISTICS GROUP, INC         COM              565011103      388     3950 SH       DEFINED 01 02 03 04 05        3950
MAPINFO CORP                   COM              565105103       66     2100 SH       DEFINED 01 02 03 04 05        2100
MARCHFIRST, INC                COM              566244109      340    21662 SH       DEFINED 01 02 03 04 05       21662
MARCUS CORP                    COM              566330106        5      485 SH       DEFINED 01 02    04 05         485
MARIMBA, INC                   COM              56781Q109       27     2200 SH       DEFINED 01 02 03 04 05        2200
MARINE TRANSPORT CORP          COM              567912100        3      950 SH       DEFINED 01                     950
MARINE DRILLING COS, INC       COM              568240204      360    12620 SH       DEFINED 01 02 03 04 05       12620
MARKEL CORP                    COM              570535104       18      116 SH       DEFINED 01 02                  116
MARKETWATCH.COM, INC           COM              570619106        2      212 SH       DEFINED 01 02                  212
MARKETING SERVICES GROUP, INC  COM              570907105        7     2184 SH       DEFINED 01 02 03 04 05        2184
MARSH & MCLENNAN COS, INC      COM              571748102     4942    37228 SH       DEFINED 01 02    04 05       37228
MARSHALL & ILSLEY CORP         COM              571834100      474     9456 SH       DEFINED 01 02    04 05        9456
MARRIOTT INTERNATIONAL, INC (C COM              571903202     1017    27915 SH       DEFINED 01 02 03 04 05       27915
MARTHA STEWART LIVING OMNIMEDI COM              573083102       18      700 SH       DEFINED    02 03    05         700
MARTIN MARIETTA MATERIALS, INC COM              573284106      162     4243 SH       DEFINED 01 02    04 05        4243
MARVEL ENTERPRISES             COM              57383M108        0      130 SH       DEFINED    02       05         130
MASCO CORP                     COM              574599106     1046    56149 SH       DEFINED 01 02    04 05       56149
MASCOTECH, INC                 COM              574670105       94     5670 SH       DEFINED 01 02    04 05        5670
MASTEC, INC                    COM              576323109      120     3840 SH       DEFINED 01 02 03 04 05        3840
MATRIA HEALTHCARE, INC         COM              576817100       17     4738 SH       DEFINED 01 02       05        4738
MATRIX PHARMACEUTICALS, INC    COM              576844104       47     3000 SH       DEFINED 01 02 03 04 05        3000
MATRIXONE, INC                 COM              57685P304       24      600 SH       DEFINED 01 02                  600
MATTEL, INC                    COM              577081102      536    47933 SH       DEFINED 01 02    04 05       47933
MATTHEWS INTERNATIONAL CORP (C COM              577128101       44     1507 SH       DEFINED 01 02 03 04 05        1507
MATTSON TECHNOLOGY, INC        COM              577223100       22     1500 SH       DEFINED    02 03 04 05        1500
MAXIM INTEGRATED PRODUCTS, INC COM              57772K101     4851    60309 SH       DEFINED 01 02 03 04 05       60309
MAXIM PHARMACEUTICALS, INC     COM              57772M107      237     3900 SH       DEFINED 01 02 03 04 05        3900
MAXTOR CORP                    COM              577729205      176    16771 SH       DEFINED 01 02 03 04 05       16771
MAXWELL TECHNOLOGIES, INC      COM              577767106       12      636 SH       DEFINED    02 03               636
MAXYGEN, INC                   COM              577776107       67     1300 SH       DEFINED 01 02 03    05        1300
MAY DEPARTMENT STORES CO       COM              577778103      754    36802 SH       DEFINED 01 02    04 05       36802
MAXXAM, INC                    COM              577913106        0       16 SH       DEFINED    02                   16
MAVERICK TUBE CORP             COM              577914104       79     2931 SH       DEFINED 01 02 03 04 05        2931
MAXIMUS, INC                   COM              577933104       57     2583 SH       DEFINED 01 02 03 04 05        2583
MAYTAG CO                      COM              578592107      336    10808 SH       DEFINED 01 02    04 05       10808
MCAFEE.COM CORP                COM              579062100        6      400 SH       DEFINED    02 03               400
MCCLATCHY CO (CLASS A)         COM              579489105       55     1572 SH       DEFINED 01 02    04 05        1572
MCCORMICK & CO, INC (NON-VOTE) COM              579780206      194     6533 SH       DEFINED 01 02    04 05        6533
MCDERMOTT INTERNATIONAL, INC   COM              580037109       19     1722 SH       DEFINED    02    04           1722
MCDONALD'S CORP                COM              580135101     6722   222691 SH       DEFINED 01 02    04 05      222691
MCGRATH RENTCORP               COM              580589109       20     1034 SH       DEFINED 01 02 03              1034
MCGRAW HILL COS, INC           COM              580645109     1691    26597 SH       DEFINED 01 02    04 05       26597
MCK COMMUNICATIONS, INC        COM              581243102       32     1400 SH       DEFINED 01 02 03    05        1400
MCKESSON HBOC, INC             COM              58155Q103     1315    43027 SH       DEFINED 01 02 03 04 05       43027
MCLEODUSA, INC (CLASS A)       COM              582266102      994    69416 SH       DEFINED 01 02 03 04 05       69416
MCMORAN EXPLORATION CO         COM              582411104       18     1511 SH       DEFINED 01 02    04 05        1511
MEAD CORP                      COM              582834107      374    15988 SH       DEFINED 01 02    04 05       15988
MEADE INSTRUMENTS CO           COM              583062104       24     1200 SH       DEFINED 01 02 03    05        1200
MECHANICAL TECHNOLOGY, INC     COM              583538103       39     3587 SH       DEFINED 01 02 03 04 05        3587
MEDAREX, INC                   COM              583916101      786     6700 SH       DEFINED 01 02 03 04 05        6700
MEDALLION FINANCIAL CORP       COM              583928106       18     1082 SH       DEFINED    02 03 04 05        1082
MEDIA 100 INC                  COM              58440W105        7      600 SH       DEFINED    02 03 04 05         600
MEDIA GENERAL, INC (CLASS A)   COM              584404107       80     1862 SH       DEFINED 01 02    04 05        1862
MEDIAPLEX, INC                 COM              58446B105        3      700 SH       DEFINED    02 03 04 05         700
MEDIACOM COMMUNICATIONS CORP   COM              58446K105       37     2300 SH       DEFINED 01 02 03 04 05        2300
MEDICAL ASSURANCE, INC         COM              58449U100        5      394 SH       DEFINED 01 02    04 05         394
MEDICONSULT.COM, INC           COM              58469J100        1     1647 SH       DEFINED 01 02 03              1647
MEDICIS PHARMACEUTICAL CORP (C COM              584690309      349     5678 SH       DEFINED 01 02 03 04 05        5678
MEDIMMUNE, INC                 COM              584699102     3501    45317 SH       DEFINED 01 02 03 04 05       45317
MEDQUIST, INC                  COM              584949101       39     1913 SH       DEFINED 01 02 03 04 05        1913
MEDITRUST CORP PAIRED          COM              58501T306       32    10913 SH       DEFINED 01 02 03 04 05       10913
MEDTRONIC, INC                 COM              585055106    19739   380974 SH       DEFINED 01 02 03 04 05      380974
MELLON FINANCIAL CORP          COM              58551A108     4880   105222 SH       DEFINED 01 02    04 05      105222
MEMBERWORKS, INC               COM              586002107       75     2290 SH       DEFINED 01 02 03 04 05        2290
MEN'S WEARHOUSE, INC           COM              587118100       88     3109 SH       DEFINED 01 02 03 04 05        3109
MENTOR CORP                    COM              587188103       50     3202 SH       DEFINED 01 02 03 04 05        3202
MENTOR GRAPHICS CORP           COM              587200106      284    12034 SH       DEFINED 01 02 03 04 05       12034
MERANT PLC ADR                 ADR              587336108        1       90 SH       DEFINED 01 02                   90
MERCANTILE BANKSHARES CORP     COM              587405101      166     4562 SH       DEFINED 01 02    04 05        4562
MERCATOR SOFTWARE, INC         COM              587587106       65     3913 SH       DEFINED 01 02 03 04 05        3913
MERCHANTS NEW YORK BANCORP, IN COM              589167105       49     2390 SH       DEFINED 01 02 03 04 05        2390
MERCK & CO, INC                COM              589331107    43321   581980 SH       DEFINED 01 02 03 04 05      581980
MERCURY COMPUTER SYSTEMS, INC  COM              589378108      100     3600 SH       DEFINED 01 02 03 04 05        3600
MERCURY GENERAL CORP           COM              589400100       37     1301 SH       DEFINED 01 02    04 05        1301
MERCURY INTERACTIVE CORP       COM              589405109     2736    17455 SH       DEFINED 01 02 03 04 05       17455
MEREDITH CORP                  COM              589433101      202     6861 SH       DEFINED 01 02 03 04 05        6861
MERIDIAN RESOURCE CORP         COM              58977Q109       25     3566 SH       DEFINED 01 02 03 04 05        3566
MERISTAR HOSPITALITY CORP      COM              58984Y103       87     4280 SH       DEFINED 01 02    04 05        4280
MERISEL, INC                   COM              589849108       10    14002 SH       DEFINED 01 02       05       14002
MERRILL LYNCH & CO, INC        COM              590188108     8070   122276 SH       DEFINED 01 02    04 05      122276
MERRY LAND PROPERTIES, INC     COM              590441101        2      285 SH       DEFINED 01                     285
MESA AIR GROUP, INC            COM              590479101       15     2822 SH       DEFINED 01 02 03 04 05        2822
MESABA HOLDINGS, INC           COM              59066B102       14     1346 SH       DEFINED 01 02 03 04 05        1346
MESSAGEMEDIA, INC              COM              590787107        4     1485 SH       DEFINED    02 03 04 05        1485
MESTEK, INC                    COM              590829107        0       11 SH       DEFINED    02                   11
META GROUP, INC                COM              591002100       10      800 SH       DEFINED    02 03    05         800
METACREATIONS CORP             COM              591016100       36     3200 SH       DEFINED 01 02 03 04 05        3200
METALS U.S.A., INC             COM              591324108        5     1822 SH       DEFINED 01 02 03 04 05        1822
METASOLV SOFTWARE, INC         COM              591393103       65     1600 SH       DEFINED 01 02 03 04 05        1600
METAWAVE COMMUNICATIONS CORP   COM              591409107        5      300 SH       DEFINED    02                  300
METHODE ELECTRONICS, INC (CLAS COM              591520200      199     4498 SH       DEFINED 01 02 03 04 05        4498
METROPOLITAN LIFE INSURANCE CO COM              59156R108     4532   173072 SH       DEFINED 01 02 03 04 05      173072
METRICOM, INC                  COM              591596101       78     3011 SH       DEFINED 01 02 03 04 05        3011
METRIS COS, INC                COM              591598107      384     9718 SH       DEFINED 01 02 03 04 05        9718
METRO-GOLDWYN-MAYER, INC       COM              591610100       39     1621 SH       DEFINED 01 02    04 05        1621
METRO INFORMATION SERVICES, IN COM              59162P104       10     1425 SH       DEFINED 01 02 03              1425
METROCALL, INC                 COM              591647102       37    12400 SH       DEFINED 01 02 03 04 05       12400
METROMEDIA FIBER NETWORK, INC( COM              591689104     1447    59522 SH       DEFINED 01 02 03 04 05       59522
METROMEDIA INTERNATIONAL GROUP COM              591695101       54    14480 SH       DEFINED 01 02 03 04 05       14480
METTLER-TOLEDO INTERNATIONAL,  COM              592688105      371     8441 SH       DEFINED 01 02 03 04 05        8441
MICHAEL FOODS, INC             COM              594079105        5      205 SH       DEFINED    02    04 05         205
MICHAELS STORES, INC           COM              594087108      228     5705 SH       DEFINED 01 02 03 04 05        5705
MICREL, INC                    COM              594793101      727    10858 SH       DEFINED 01 02 03 04 05       10858
MICROS SYSTEMS, INC            COM              594901100       58     3871 SH       DEFINED 01 02 03 04 05        3871
MICROSOFT CORP                 COM              594918104    87555  1451694 SH       DEFINED 01 02 03 04 05     1451694
MICROVISION, INC               COM              594960106       69     1800 SH       DEFINED 01 02 03 04 05        1800
MICROSTRATEGY, INC             COM              594972101      150     5482 SH       DEFINED 01 02 03 04 05        5482
MICROCHIP TECHNOLOGY, INC      COM              595017104      780    23583 SH       DEFINED 01 02 03 04 05       23583
MICROMUSE, INC                 COM              595094103     1307     6504 SH       DEFINED 01 02 03 04 05        6504
MICRON ELECTRONICS, INC        COM              595100108       22     2407 SH       DEFINED 01 02 03 04 05        2407
MICRON TECHNOLOGY, INC         COM              595112103     8278   179950 SH       DEFINED 01 02 03 04 05      179950
MICROSEMI CORP                 COM              595137100       53     1400 SH       DEFINED 01 02 03 04 05        1400
MID-AMERICA APARTMENT COMMUNIT COM              59522J103       38     1569 SH       DEFINED 01 02    04 05        1569
MID ATLANTIC MEDICAL SERVICES, COM              59523C107       91     5984 SH       DEFINED 01 02 03 04 05        5984
MID-STATE BANCSHARES           COM              595440108        6      182 SH       DEFINED    02    04 05         182
MIDAS, INC                     COM              595626102       40     2852 SH       DEFINED 01 02 03 04 05        2852
MID-AMERICA BANCORP            COM              595915109        1       32 SH       DEFINED    02                   32
MIDLAND CO                     COM              597486109        3      117 SH       DEFINED    02       05         117
MIDWEST EXPRESS HOLDINGS, INC  COM              597911106       12      603 SH       DEFINED 01 02    04 05         603
MIDWAY GAMES, INC              COM              598148104       19     2777 SH       DEFINED 01 02 03 04 05        2777
MIDWEST BANC HOLDINGS, INC     COM              598251106        0       31 SH       DEFINED    02                   31
MIKASA, INC                    COM              59862T109        2      126 SH       DEFINED    02       05         126
MILACRON, INC                  COM              598709103       40     3018 SH       DEFINED 01 02    04 05        3018
MILLENNIUM PHARMACEUTICALS, IN COM              599902103     2165    14824 SH       DEFINED 01 02 03 04 05       14824
MILLENNIUM CHEMICAL, INC       COM              599903101       59     4002 SH       DEFINED 01 02    04 05        4002
MILLER (HERMAN), INC           COM              600544100      455    14176 SH       DEFINED 01 02 03 04 05       14176
MILLER INDUSTRIES, INC         COM              600551105        1     1100 SH       DEFINED    02    04 05        1100
MILLIPORE CORP                 COM              601073109      554    11446 SH       DEFINED 01 02 03 04 05       11446
MILLS CORP                     COM              601148109       30     1610 SH       DEFINED    02 03 04 05        1610
MINE SAFETY APPLIANCE CO       COM              602720104       16      736 SH       DEFINED 01 02    04            736
MINERALS TECHNOLOGIES, INC     COM              603158106       85     1838 SH       DEFINED 01 02    04 05        1838
MINIMED, INC                   COM              60365K108      751     8404 SH       DEFINED 01 02 03 04 05        8404
MINNESOTA MINING & MANUFACTURI COM              604059105     5400    59262 SH       DEFINED 01 02    04 05       59262
MIPS TECHNOLOGIES, INC         COM              604567107      262     5686 SH       DEFINED 01 02 03 04 05        5686
MIRAVANT MEDICAL TECHNOLOGIES  COM              604690107       52     2400 SH       DEFINED 01 02 03 04 05        2400
MISSISSIPPI CHEMICAL CORP      COM              605288208        1      198 SH       DEFINED    02       05         198
MISSISSIPPI VALLEY BANCSHARES  COM              605720101        6      224 SH       DEFINED    02                  224
MITCHELL ENERGY & DEV CORP (CL COM              606592202      288     6179 SH       DEFINED 01 02 03 04 05        6179
MOBILE MINI, INC               COM              60740F105       17      900 SH       DEFINED    02 03    05         900
MODEM MEDIA, INC               COM              607533106        4     1023 SH       DEFINED 01 02                 1023
MODINE MANUFACTURING CO        COM              607828100       84     2968 SH       DEFINED 01 02    04 05        2968
MODIS PROFESSIONAL SERVICES, I COM              607830106       55    10649 SH       DEFINED 01 02 03 04 05       10649
MOHAWK INDUSTRIES, INC         COM              608190104      110     5027 SH       DEFINED 01 02    04 05        5027
MOLECULAR DEVICES CORP         COM              60851C107      249     2536 SH       DEFINED 01 02 03 04 05        2536
MOLEX, INC                     COM              608554101     1764    32400 SH       DEFINED 01 02 03 04 05       32400
MOMENTUM BUSINESS APPLICATIONS COM              60877P108        0       36 SH       DEFINED 01 02 03                36
MONACO COACH CORP              COM              60886R103       25     1527 SH       DEFINED 01 02    04 05        1527
ROBERT MONDAVI CORP (CLASS A)  COM              609200100       63     1532 SH       DEFINED 01 02                 1532
MONTANA POWER CO               COM              612085100      244     7310 SH       DEFINED 01 02    04 05        7310
MONY GROUP, INC                COM              615337102       82     2047 SH       DEFINED 01 02    04 05        2047
MOOG, INC (CLASS A)            COM              615394202       25      816 SH       DEFINED 01 02                  816
MORGAN (J.P.) & CO, INC        COM              616880100     3789    23190 SH       DEFINED 01 02    04 05       23190
MORGAN KEEGAN, INC             COM              617410105       34     1960 SH       DEFINED 01 02    04 05        1960
MORGAN STANLEY DEAN WITTER & C COM              617446448    17551   191947 SH       DEFINED 01 02    04 05      191947
MORRISON MANAGEMENT SPECIALIST COM              618459101       74     2509 SH       DEFINED 01 02 03 04 05        2509
MOTIENT CORP                   COM              619908106      123     8685 SH       DEFINED 01 02 03 04 05        8685
MOTOROLA, INC                  COM              620076109    11573   409647 SH       DEFINED 01 02 03 04 05      409647
MOVADO GROUP, INC              COM              624580106       18     1034 SH       DEFINED 01 02                 1034
MPOWER COMMUNICATIONS CORP     COM              62473J106       90    10363 SH       DEFINED 01 02 03 04 05       10363
MP3.COM, INC                   COM              62473M109        1      200 SH       DEFINED          04 05         200
MUELLER INDUSTRIES, INC        COM              624756102       81     3632 SH       DEFINED 01 02    04 05        3632
MULTEX.COM, INC                COM              625367107       46     2699 SH       DEFINED 01 02 03 04 05        2699
MURPHY OIL CORP                COM              626717102      787    12136 SH       DEFINED 01 02 03 04 05       12136
MUSICLAND STORES CORP          COM              62758B109       29     4089 SH       DEFINED 01 02 03 04 05        4089
MYERS INDUSTRIES, INC          COM              628464109       43     3389 SH       DEFINED 01 02    04 05        3389
MYLAN LABORATORIES, INC        COM              628530107      278    10331 SH       DEFINED 01 02 03 04 05       10331
MYRIAD GENETICS, INC           COM              62855J104      285     3300 SH       DEFINED 01 02 03 04 05        3300
MYPOINTS.COM, INC              COM              62855T102       25     4500 SH       DEFINED 01 02 03 04 05        4500
MYND CORP                      COM              628551103       68     5022 SH       DEFINED 01 02 03 04 05        5022
NABI, INC                      COM              628716102       19     2700 SH       DEFINED    02 03 04 05        2700
NBC INTERNET, INC              COM              62873D105       26     3986 SH       DEFINED 01 02    04 05        3986
NBT BANCORP, INC               COM              628778102       10      842 SH       DEFINED    02 03 04 05         842
NBTY, INC                      COM              628782104       51     7805 SH       DEFINED 01 02 03 04 05        7805
NCH CORP                       COM              628850109       30      838 SH       DEFINED 01 02    04 05         838
NCI BUILDING SYSTEMS, INC      COM              628852105       62     4269 SH       DEFINED 01 02    04 05        4269
NCO GROUP, INC                 COM              628858102       81     6788 SH       DEFINED 01 02 03 04 05        6788
NCR CORP                       COM              62886E108      164     4324 SH       DEFINED    02    04 05        4324
NCS HEALTHCARE, INC (CLASS A)  COM              628874109        0      853 SH       DEFINED    02       05         853
NS GROUP, INC                  COM              628916108        6      300 SH       DEFINED    02    04 05         300
NL INDUSTRIES, INC             COM              629156407       12      559 SH       DEFINED    02 03 04 05         559
NPS PHARMACEUTICALS, INC       COM              62936P103      198     3500 SH       DEFINED 01 02 03 04 05        3500
NPC INTERNATIONAL, INC         COM              629360306        9      937 SH       DEFINED    02 03 04 05         937
NRG ENERGY, INC                COM              629377102      120     3300 SH       DEFINED 01 02 03 04 05        3300
NTL, INC                       COM              629407107      641    13850 SH       DEFINED 01 02 03 04 05       13850
NUI CORP                       COM              629430109       39     1293 SH       DEFINED 01 02    04 05        1293
NVR, INC                       COM              62944T105      108     1338 SH       DEFINED 01 02 03 04           1338
NX NETWORKS, INC               COM              629478108       31     4700 SH       DEFINED 01 02 03 04 05        4700
NABISCO GROUP HOLDINGS CORP    COM              62952P102     1132    39727 SH       DEFINED 01 02    04 05       39727
NABISCO HOLDINGS CORP (CLASS A COM              629526104      112     2075 SH       DEFINED 01 02    04 05        2075
NABORS INDUSTRIES, INC         COM              629568106     1268    24206 SH       DEFINED 01 02 03 04 05       24206
NACCO INDUSTRIES, INC (CLASS A COM              629579103       23      550 SH       DEFINED 01 02    04            550
NANOGEN, INC                   COM              630075109       52     2700 SH       DEFINED 01 02 03 04 05        2700
NANOMETRICS, INC               COM              630077105       32      600 SH       DEFINED 01 02       05         600
NATIONAL CITY CORP             COM              635405103     1862    84141 SH       DEFINED 01 02    04 05       84141
NATIONAL COMMERCE BANCORP      COM              635449101      398    19953 SH       DEFINED 01 02    04 05       19953
NATIONAL DATA CORP             COM              635621105      125     3801 SH       DEFINED 01 02 03 04 05        3801
NATIONAL DISCOUNT BROKERS GROU COM              635646102       51     1640 SH       DEFINED 01 02 03 04 05        1640
NATIONAL EQUIPMENT SERVICES, I COM              635847106        5      924 SH       DEFINED    02 03 04 05         924
NATIONAL FUEL GAS CO           COM              636180101      272     4846 SH       DEFINED 01 02    04 05        4846
NATIONAL GOLF PROPERTIES, INC  COM              63623G109        6      291 SH       DEFINED    02    04 05         291
NATIONAL HEALTH INVESTORS, INC COM              63633D104       17     2578 SH       DEFINED 01 02    04 05        2578
NATIONAL INFORMATION CONSORTIU COM              636491102        8     2100 SH       DEFINED 01 02 03 04 05        2100
NATIONAL INSTRUMENTS CORP      COM              636518102      219     4962 SH       DEFINED 01 02 03 04 05        4962
NATIONAL-OILWELL, INC          COM              637071101       47     1512 SH       DEFINED 01 02    04 05        1512
NATIONAL PENN BANCSHARES, INC  COM              637138108       20     1041 SH       DEFINED    02 03 04 05        1041
NATIONAL PRESTO INDUSTRIES, IN COM              637215104        1       28 SH       DEFINED    02                   28
NATIONAL PROCESSING, INC       COM              637229105       16     1128 SH       DEFINED 01 02                 1128
NATIONAL R.V. HOLDINGS, INC    COM              637277104       20     2032 SH       DEFINED 01 02 03              2032
NATIONAL SEMICONDUCTOR CORP    COM              637640103     1710    42473 SH       DEFINED 01 02 03 04 05       42473
NATIONAL SERVICE INDUSTRIES, I COM              637657107       98     4995 SH       DEFINED 01 02    04 05        4995
NATIONAL STEEL CORP (CLASS B)  COM              637844309        1      448 SH       DEFINED    02    04 05         448
NATIONAL WESTERN LIFE INSURANC COM              638522102        8      108 SH       DEFINED 01 02                  108
NATIONSRENT, INC               COM              638588103        5     1153 SH       DEFINED    02    04 05        1153
NATIONWIDE FINANCIAL SVCS, INC COM              638612101       67     1790 SH       DEFINED 01 02    04 05        1790
NATIONWIDE HEALTH PROPERTIES,  COM              638620104       44     2738 SH       DEFINED 01 02    04 05        2738
NATURAL MICROSYSTEMS CORP      COM              638882100      398     7400 SH       DEFINED 01 02 03 04 05        7400
NATURE'S SUNSHINE PRODUCTS, IN COM              639027101       10     1352 SH       DEFINED    02 03 04           1352
NAUTICA ENTERPRISES, INC       COM              639089101       26     2017 SH       DEFINED 01 02    04 05        2017
NAVARRE CORP                   COM              639208107        0      248 SH       DEFINED    02 03               248
NAVISTAR INTERNATIONAL CORP    COM              63934E108      141     4725 SH       DEFINED 01 02    04 05        4725
NAVISITE, INC                  COM              63935M109       59     2200 SH       DEFINED 01 02 03 04 05        2200
NAVIGANT CONSULTING CO         COM              63935N107       20     5832 SH       DEFINED 01 02 03 04 05        5832
NAVIGANT INTERNATIONAL, INC    COM              63935R108        0       25 SH       DEFINED 01 02                   25
NEFF CORP                      COM              640094108        0       44 SH       DEFINED    02                   44
NEIMAN MARCUS GROUP, INC (CLAS COM              640204202       99     3064 SH       DEFINED 01 02    04 05        3064
NEIMAN MARCUS GROUP, INC (CLAS COM              640204301       23      813 SH       DEFINED 01          05         813
NEOMAGIC CORP                  COM              640497103       19     4958 SH       DEFINED 01 02    04           4958
NEON COMMUNICATIONS, INC       COM              640506101       56     1619 SH       DEFINED 01 02 03    05        1619
NEON SYSTEMS, INC              COM              640509105        4      326 SH       DEFINED    02 03               326
NEORX CORP                     COM              640520300       71     2900 SH       DEFINED 01 02 03 04 05        2900
NEOSE TECHNOLOGIES, INC        COM              640522108       73     1500 SH       DEFINED 01 02 03 04 05        1500
NETBANK, INC                   COM              640933107       35     2924 SH       DEFINED 01 02 03 04 05        2924
NETWORK ASSOCIATES, INC        COM              640938106      512    22611 SH       DEFINED 01 02 03 04 05       22611
NET PERCEPTIONS, INC           COM              64107U101       11     2240 SH       DEFINED 01 02 03 04 05        2240
NET2PHONE, INC                 COM              64108N106       34     1500 SH       DEFINED 01 02 03 04 05        1500
NETCENTIVES, INC               COM              64108P101       28     3700 SH       DEFINED 01 02 03 04 05        3700
NETCREATIONS, INC              COM              64110N102        1      100 SH       DEFINED    02                  100
NETEGRITY, INC                 COM              64110P107      417     5950 SH       DEFINED 01 02 03 04 05        5950
NETOPIA, INC                   COM              64114K104       27     2429 SH       DEFINED 01 02 03 04 05        2429
NETOBJECTS, INC                COM              64114L102        6     1823 SH       DEFINED 01 02 03    05        1823
NETRO CORP                     COM              64114R109      415     7000 SH       DEFINED 01 02 03 04 05        7000
NETMANAGE, INC                 COM              641144100        5     2400 SH       DEFINED    02 03 04 05        2400
NETSOLVE, INC                  COM              64115J106        4      600 SH       DEFINED 01 02                  600
NETIQ CORP                     COM              64115P102      269     4100 SH       DEFINED 01 02 03 04 05        4100
NETSCOUT SYSTEMS, INC          COM              64115T104       43     1800 SH       DEFINED 01 02 03 04 05        1800
NETSILICON, INC                COM              64115X105        4      200 SH       DEFINED    02                  200
NETWORK APPLIANCE, INC         COM              64120L104    12493    98080 SH       DEFINED 01 02 03 04 05       98080
NETWORK ACCESS SOLUTIONS CORP  COM              64120S109       10     2500 SH       DEFINED 01 02 03 04 05        2500
NETWORK EQUIPMENT TECHNOLOGIES COM              641208103       25     2357 SH       DEFINED 01 02    04 05        2357
NETWORK PERIPHERALS, INC       COM              64121R100       85     4993 SH       DEFINED 01 02 03 04 05        4993
NETWORK PLUS CORP              COM              64122D506        9     1000 SH       DEFINED    02 03 04 05        1000
NET2000 COMMUNICATIONS, INC    COM              64122G103        8     1200 SH       DEFINED    02 03    05        1200
NETZERO, INC                   COM              64122R109       10     4500 SH       DEFINED 01 02 03 04 05        4500
NETWORK COMMERCE, INC          COM              64122T105       20     3500 SH       DEFINED 01 02 03 04 05        3500
NEUBERGER BERMAN, INC          COM              641234109       31      500 SH       DEFINED    02    04 05         500
NEUROGEN CORP                  COM              64124E106      105     3387 SH       DEFINED 01 02 03 04 05        3387
NEUROCRINE BIOSCIENCES, INC    COM              64125C109      158     3500 SH       DEFINED 01 02 03 04 05        3500
NEW CENTURY FINANCIAL CORP     COM              64352D101        0       37 SH       DEFINED    02                   37
NEW ENGLAND BUSINESS SERVICES, COM              643872104        5      290 SH       DEFINED    02    04 05         290
NEW ERA OF NETWORKS, INC       COM              644312100       91     3751 SH       DEFINED 01 02 03 04 05        3751
NEW FOCUS, INC                 COM              644383101      542     6851 SH       DEFINED 01 02 03 04 05        6851
NEW JERSEY RESOURCES CORP      COM              646025106       62     1530 SH       DEFINED 01 02    04 05        1530
NEW PLAN EXCEL REALTY TRUST    COM              648053106       96     6993 SH       DEFINED 01 02    04 05        6993
NEW YORK TIMES CO (CLASS A)    COM              650111107     1026    26099 SH       DEFINED 01 02    04 05       26099
NEWELL RUBBERMAID, INC         COM              651229106     5064   222005 SH       DEFINED 01 02 03 04 05      222005
NEWFIELD EXPLORATION CO        COM              651290108      254     5442 SH       DEFINED 01 02 03 04 05        5442
NEWMONT MINING CORP            COM              651639106      313    18425 SH       DEFINED 01 02 03 04 05       18425
NEWPARK RESOURCES, INC         COM              651718504       85     9178 SH       DEFINED 01 02 03 04 05        9178
NEWPORT CORP                   COM              651824104      828     5200 SH       DEFINED 01 02 03 04 05        5200
NEWPORT NEWS SHIPBUILDING, INC COM              652228107      121     2794 SH       DEFINED 01 02 03 04 05        2794
NEWS CORP LTD ADR              ADR              652487802        4       82 SH       DEFINED 01                      82
NEXTERA ENTERPRISES, INC       COM              65332E101        0       36 SH       DEFINED    02                   36
NEXELL THERAPEUTICS, INC       COM              65332H203        1      100 SH       DEFINED       03               100
NEXTCARD, INC                  COM              65332K107       41     4520 SH       DEFINED 01 02 03 04 05        4520
NEXTEL COMMUNICATIONS, INC (CL COM              65332V103     8612   184204 SH       DEFINED 01 02 03 04 05      184204
NEXTEL PARTNERS, INC           COM              65333F107       96     3300 SH       DEFINED 01 02    04 05        3300
XO COMMUNICATIONS, INC         COM              65333H707     1694    48135 SH       DEFINED 01 02 03 04 05       48135
NEXT LEVEL COMMUNICATIONS, INC COM              65333U104      265     4000 SH       DEFINED 01 02 03 04 05        4000
NHANCEMENT TECHNOLOGIES, INC   COM              65334P104        9      500 SH       DEFINED    02 03               500
NIAGARA MOHAWK HOLDINGS, INC   COM              653520106      337    21393 SH       DEFINED 01 02    04 05       21393
NICOR, INC                     COM              654086107      451    12456 SH       DEFINED 01 02    04 05       12456
NIKE, INC (CLASS B)            COM              654106103     3700    92368 SH       DEFINED 01 02 03 04 05       92368
NIKU CORP                      COM              654113109       29     1200 SH       DEFINED 01 02 03    05        1200
99 CENTS ONLY STORES           COM              65440K106       76     1521 SH       DEFINED 01 02 03 04 05        1521
NISOURCE, INC                  COM              65473P105      403    16553 SH       DEFINED 01 02    04 05       16553
NOBLE AFFILIATES, INC          COM              654894104      415    11189 SH       DEFINED 01 02    04 05       11189
NOKIA OYJ ADR                  ADR              654902204     8772   220326 SH       DEFINED    02 03 04 05      220326
NOBLE DRILLING CORP            COM              655042109     1172    23327 SH       DEFINED 01 02 03 04 05       23327
NORDSON CORP                   COM              655663102      141     4958 SH       DEFINED 01 02 03 04 05        4958
NORDSTROM, INC                 COM              655664100      209    13419 SH       DEFINED 01 02    04 05       13419
NORFOLK SOUTHERN CORP          COM              655844108      913    62436 SH       DEFINED 01 02    04 05       62436
NORTEK, INC                    COM              656559101        8      436 SH       DEFINED 01 02    04            436
NORTEL NETWORKS CORP (U.S.)    COM              656568102    12493   209748 SH       DEFINED    02    04 05      209748
NORTH FORK BANCORP, INC        COM              659424105      247    11423 SH       DEFINED 01 02    04 05       11423
NORTH PITTSBURGH SYSTEMS, INC  COM              661562108       27     1956 SH       DEFINED 01 02 03 04 05        1956
NORTHEAST UTILITIES CO         COM              664397106      212     9766 SH       DEFINED 01 02    04 05        9766
NORTHERN TRUST CORP            COM              665859104     2452    27589 SH       DEFINED 01 02    04 05       27589
NORTHPOINT COMMUNICATIONS GROU COM              666610100       84     9512 SH       DEFINED 01 02 03 04 05        9512
NORTHROP GRUMMAN CORP          COM              666807102      650     7152 SH       DEFINED 01 02    04 05        7152
NORTHWEST AIRLINES CORP (CLASS COM              667280101       37     1495 SH       DEFINED    02 03 04 05        1495
NORTHWEST BANCORP, INC         COM              667328108        2      255 SH       DEFINED    02    04            255
NORTHWEST NATURAL GAS CO       COM              667655104       47     2044 SH       DEFINED 01 02    04 05        2044
NORTHWESTERN CORP              COM              668074107       41     2087 SH       DEFINED 01 02    04 05        2087
NOVA CORP (GEORGIA)            COM              669784100      148     8622 SH       DEFINED 01 02 03 04 05        8622
NOVADIGM, INC                  COM              669937104       15     1000 SH       DEFINED    02 03 04 05        1000
NUANCE COMMUNICATIONS, INC     COM              669967101       61      500 SH       DEFINED 01 02                  500
NOVELL, INC                    COM              670006105      419    42173 SH       DEFINED 01 02 03 04 05       42173
NOVELLUS SYSTEMS, INC          COM              670008101     7642   164131 SH       DEFINED 01 02 03 04 05      164131
NOVEN PHARMACEUTICALS, INC     COM              670009109      141     3300 SH       DEFINED 01 02 03 04 05        3300
NOVOSTE CORP                   COM              67010C100      132     3104 SH       DEFINED 01 02 03 04 05        3104
NU SKIN ENTERPRISES, INC (CLAS COM              67018T105       35     5249 SH       DEFINED 01 02    04 05        5249
NSTAR                          COM              67019E107      148     3673 SH       DEFINED 01 02    04 05        3673
NUCENTRIX BROADBAND NETWORKS,  COM              670198100       23      900 SH       DEFINED 01 02    04            900
NUCOR CORP                     COM              670346105      363    12044 SH       DEFINED 01 02    04 05       12044
NUEVO ENERGY CO                COM              670509108       38     2062 SH       DEFINED 01 02    04 05        2062
NUMERICAL TECHNOLOGIES, INC    COM              67053T101       20      700 SH       DEFINED    02 03    05         700
NVIDIA CORP                    COM              67066G104      692     8450 SH       DEFINED 01 02 03 04 05        8450
NYFIX, INC                     COM              670712108      201     4500 SH       DEFINED 01 02 03 04 05        4500
O'CHARLEY'S, INC               COM              670823103       28     2253 SH       DEFINED 01 02 03 04           2253
OGE ENERGY CORP                COM              670837103      331    15545 SH       DEFINED 01 02    04 05       15545
OM GROUP, INC                  COM              670872100       74     1690 SH       DEFINED 01 02    04 05        1690
OSI PHARMACEUTICALS, INC       COM              671040103      175     2500 SH       DEFINED    02 03 04 05        2500
OTG SOFTWARE, INC              COM              671059103        8      200 SH       DEFINED    02       05         200
OAK TECHNOLOGY, INC            COM              671802106      263     9600 SH       DEFINED 01 02 03 04 05        9600
OAKLEY, INC                    COM              673662102       59     3378 SH       DEFINED 01 02 03 04 05        3378
OAKWOOD HOMES CORP             COM              674098108        0      277 SH       DEFINED    02       05         277
OBJECTIVE SYSTEMS INTEGRATORS, COM              674424106       23     2600 SH       DEFINED 01 02 03 04 05        2600
OCCIDENTAL PETROLEUM CORP      COM              674599105     1138    52179 SH       DEFINED 01 02    04 05       52179
OCEAN ENERGY, INC (NEW)        COM              67481E106      342    22126 SH       DEFINED 01 02    04 05       22126
OCEANEERING INTERNATIONAL, INC COM              675232102       41     2479 SH       DEFINED 01 02    04 05        2479
OCEANFIRST FINANCIAL CORP      COM              675234108       48     2296 SH       DEFINED 01 02    04 05        2296
OCTEL CORP                     COM              675727101        1      145 SH       DEFINED    02       05         145
OCULAR SCIENCES, INC           COM              675744106       31     2615 SH       DEFINED 01 02 03 04 05        2615
OCWEN FINANCIAL CORP           COM              675746101        3      543 SH       DEFINED    02    04 05         543
OFFICEMAX, INC                 COM              67622M108       38    10533 SH       DEFINED 01 02 03 04 05       10533
OFFICE DEPOT, INC              COM              676220106      250    31959 SH       DEFINED 01 02 03 04 05       31959
OFFSHORE LOGISTICS, INC        COM              676255102       71     3979 SH       DEFINED 01 02    04 05        3979
OGDEN CORP                     COM              676346109       41     3013 SH       DEFINED 01 02    04 05        3013
OHIO CASUALTY CORP             COM              677240103       24     3739 SH       DEFINED 01 02    04 05        3739
OLD KENT FINANCIAL CORP        COM              679833103      388    13397 SH       DEFINED 01 02    04 05       13397
OLD NATIONAL BANCORP           COM              680033107       97     3223 SH       DEFINED 01 02    04 05        3223
OLD REPUBLIC INTERNATIONAL COR COM              680223104      258    10725 SH       DEFINED 01 02    04 05       10725
OLIN CORP                      COM              680665205       71     4396 SH       DEFINED 01 02    04 05        4396
OMNICARE, INC                  COM              681904108      140     8673 SH       DEFINED 01 02 03 04 05        8673
OMNICOM GROUP, INC             COM              681919106     7910   108446 SH       DEFINED 01 02 03 04 05      108446
OMEGA HEALTHCARE INVESTORS, IN COM              681936100       12     1946 SH       DEFINED 01 02       05        1946
OMEGA FINANCIAL CORP           COM              682092101        4      133 SH       DEFINED    02    04            133
OMEGA WORLDWIDE, INC           COM              68210B108        0       25 SH       DEFINED 01                      25
OMEGA RESEARCH, INC            COM              68211E101        2      816 SH       DEFINED    02 03               816
OMNOVA SOLUTIONS, INC          COM              682129101       27     4841 SH       DEFINED 01 02 03 04 05        4841
ON ASSIGNMENT, INC             COM              682159108      112     3582 SH       DEFINED 01 02 03 04 05        3582
ON COMMAND CORP                COM              682160106       29     2337 SH       DEFINED 01 02    04           2337
ON SEMICONDUCTOR CORP          COM              682189105     1606   147653 SH       DEFINED 01 02 03 04 05      147653
1-800-FLOWERS.COM, INC         COM              68243Q106        0      100 SH       DEFINED          04            100
ONEIDA LTD                     COM              682505102       47     3401 SH       DEFINED 01 02 03 04 05        3401
ONEOK, INC                     COM              682680103      206     5176 SH       DEFINED 01 02    04 05        5176
ONI SYSTEMS CORP               COM              68273F103      259     3000 SH       DEFINED    02 03 04 05        3000
ON2.COM, INC                   COM              68338A107        1      300 SH       DEFINED       03 04 05         300
ONVIA.COM, INC                 COM              68338T106       20     4600 SH       DEFINED 01 02       05        4600
ONYX SOFTWARE CORP             COM              683402101       82     3998 SH       DEFINED 01 02 03 04 05        3998
OPEN MARKET, INC               COM              68370M100       36     5661 SH       DEFINED 01 02 03 04 05        5661
OPTICAL CABLE CORP             COM              683827109       15      613 SH       DEFINED    02 03               613
ORACLE CORP                    COM              68389X105    78043   991023 SH       DEFINED 01 02 03 04 05      991023
OPUS360 CORP                   COM              68400F109        0      145 SH       DEFINED 01 02    04 05         145
ORATEC INTERVENTIONS, INC      COM              68554M108        6      500 SH       DEFINED 01 02       05         500
ORBITAL SCIENCES CORP          COM              685564106       52     6208 SH       DEFINED 01 02 03 04 05        6208
ORCHID BIOSCIENCES, INC        COM              68571P100       27      800 SH       DEFINED 01 02 03               800
ORGANOGENESIS, INC             COM              685906109      113     7666 SH       DEFINED 01 02 03 04 05        7666
OREGON STEEL MILLS, INC        COM              686079104        2     1197 SH       DEFINED 01 02                 1197
O'REILLY AUTOMOTIVE, INC       COM              686091109       65     4435 SH       DEFINED 01 02 03 04 05        4435
ORIENTAL FINANCIAL GROUP       COM              68618W100       14      883 SH       DEFINED    02 03 04 05         883
ORTHODONTIC CENTERS OF AMERICA COM              68750P103      230     6898 SH       DEFINED 01 02 03 04 05        6898
OSHKOSH B'GOSH, INC (CLASS A)  COM              688222207       32     2133 SH       DEFINED 01 02 03    05        2133
OSHKOSH TRUCK CORP             COM              688239201       68     1755 SH       DEFINED 01 02 03 04 05        1755
OSICOM TECHNOLOGIES, INC       COM              688271501       35     1400 SH       DEFINED 01 02 03 04 05        1400
OSTEOTECH, INC                 COM              688582105       13     1404 SH       DEFINED 01 02 03    05        1404
OTTER TAIL POWER CO            COM              689648103       36     1574 SH       DEFINED 01 02 03 04 05        1574
OUTBACK STEAKHOUSE, INC        COM              689899102      250     9201 SH       DEFINED 01 02 03 04 05        9201
OVERSEAS SHIPHOLDING GROUP, IN COM              690368105       63     2295 SH       DEFINED 01 02    04 05        2295
OWENS CORNING CO               COM              69073F103       21     8095 SH       DEFINED 01 02    04 05        8095
OWENS & MINOR, INC             COM              690732102       60     3823 SH       DEFINED 01 02    04 05        3823
OWENS ILLINOIS, INC            COM              690768403      173    18756 SH       DEFINED 01 02    04 05       18756
OXFORD HEALTH PLANS, INC       COM              691471106      479    15601 SH       DEFINED 01 02 03 04 05       15601
OXFORD INDUSTRIES, INC         COM              691497309        0       24 SH       DEFINED    02                   24
PC CONNECTION, INC             COM              69318J100       47      821 SH       DEFINED 01 02                  821
PC-TEL, INC                    COM              69325Q105       56     2400 SH       DEFINED 01 02 03 04 05        2400
P-COM, INC                     COM              693262107       94    14187 SH       DEFINED 01 02 03 04 05       14187
EXELON CORP                    COM              693304107     1581    26098 SH       DEFINED 01 02    04 05       26098
PG&E CORP                      COM              69331C108     3068   126855 SH       DEFINED 01 02    04 05      126855
PFF BANCORP, INC               COM              69331W104       65     2996 SH       DEFINED 01 02    04 05        2996
PE CORP-PE BIOSYSTEMS GROUP    COM              69332S102     5303    45516 SH       DEFINED 01 02 03 04 05       45516
PE CORP-CELERA GENOMICS GROUP  COM              69332S201     1074    10784 SH       DEFINED 01 02 03 04 05       10784
P.F. CHANGS CHINA BISTRO, INC  COM              69333Y108       18      523 SH       DEFINED    02 03               523
PICO HOLDINGS, INC             COM              693366205        2      138 SH       DEFINED    02    04            138
PLX TECHNOLOGY, INC            COM              693417107       80     2995 SH       DEFINED 01 02 03 04 05        2995
PMA CAPITAL CORP (CLASS A)     COM              693419202       23     1266 SH       DEFINED 01 02    04 05        1266
PMC-SIERRA, INC                COM              69344F106    13009    60439 SH       DEFINED 01 02 03 04 05       60439
PMI GROUP, INC                 COM              69344M101      285     4200 SH       DEFINED 01 02    04 05        4200
PNC FINANCIAL SERVICES GROUP,  COM              693475105     5123    78821 SH       DEFINED 01 02    04 05       78821
PPG INDUSTRIES, INC            COM              693506107     1226    30893 SH       DEFINED 01 02    04 05       30893
PPL CORP                       COM              69351T106      853    20439 SH       DEFINED 01 02    04 05       20439
PRI AUTOMATION, INC            COM              69357H106       46     2496 SH       DEFINED 01 02 03 04 05        2496
PS BUSINESS PARKS, INC         COM              69360J107       54     1989 SH       DEFINED 01 02    04 05        1989
PSS WORLD MEDICAL, INC         COM              69366A100       28     7679 SH       DEFINED 01 02 03 04 05        7679
PTEK HOLDINGS, INC             COM              69366M104        8     2632 SH       DEFINED 01 02    04 05        2632
PAC-WEST TELECOMM, INC         COM              69371Y101       25     2700 SH       DEFINED 01 02 03 04 05        2700
PACCAR, INC                    COM              693718108      301     8111 SH       DEFINED 01 02    04 05        8111
PACIFIC CAPITAL BANCORP        COM              69404P101       84     3140 SH       DEFINED 01 02 03 04 05        3140
PACIFIC CENTURY FINANCIAL CORP COM              694058108      181    10589 SH       DEFINED 01 02    04 05       10589
PACIFIC GATEWAY EXCHANGE, INC  COM              694327107        3     1705 SH       DEFINED 01 02 03    05        1705
PACIFIC GULF PROPERTIES, INC   COM              694396102       79     2967 SH       DEFINED 01 02    04 05        2967
PACIFIC NORTHWEST BANCORP      COM              69466M103        6      466 SH       DEFINED 01 02    04 05         466
PACIFIC SUNWEAR CALIFORNIA, IN COM              694873100       94     5022 SH       DEFINED 01 02 03 04 05        5022
PACIFICARE HEALTH SYSTEMS, INC COM              695112102      151     4341 SH       DEFINED 01 02 03 04 05        4341
PACKAGING CORP OF AMERICA      COM              695156109       76     6900 SH       DEFINED 01 02 03 04 05        6900
PACKARD BIOSCIENCE CO          COM              695172205       33     1700 SH       DEFINED 01 02 03 04 05        1700
PACKETEER, INC                 COM              695210104      118     3100 SH       DEFINED 01 02 03 04 05        3100
PACTIV CORP                    COM              695257105      240    21414 SH       DEFINED 01 02    04 05       21414
PAINE WEBBER GROUP, INC        COM              695629105     1038    15236 SH       DEFINED 01 02    04 05       15236
PALL CORP                      COM              696429307      249    12505 SH       DEFINED 01 02    04 05       12505
PALM HARBOR HOMES, INC         COM              696639103       19     1369 SH       DEFINED 01 02 03 04 05        1369
PALM, INC                      COM              696642107     6601   124701 SH       DEFINED 01 02 03 04 05      124701
PANAMSAT CORP                  COM              697933109      105     3279 SH       DEFINED 01 02 03 04 05        3279
PAN PACIFIC RETAIL PROPERTIES, COM              69806L104       15      733 SH       DEFINED 01 02    04            733
PANAVISION, INC (NEW)          COM              69830E209        0       23 SH       DEFINED    02                   23
PAPA JOHN'S INTERNATIONAL, INC COM              698813102       71     2835 SH       DEFINED 01 02 03 04 05        2835
PARADYNE NETWORKS, INC         COM              69911G107       18     3300 SH       DEFINED 01 02 03 04 05        3300
PARAMETRIC TECHNOLOGY CORP     COM              699173100      590    53950 SH       DEFINED 01 02 03 04 05       53950
PAREXEL INTERNATIONAL CORP     COM              699462107       14     1658 SH       DEFINED    02 03 04 05        1658
PARK ELECTROCHEMICAL CORP      COM              700416209       67     1200 SH       DEFINED 01       04           1200
PARK NATIONAL CORP             COM              700658107      171     1777 SH       DEFINED 01 02 03 04 05        1777
PARK PLACE ENTERTAINMENT CORP  COM              700690100      383    25328 SH       DEFINED 01 02    04 05       25328
PARKER DRILLING CO             COM              701081101      104    14874 SH       DEFINED 01 02    04 05       14874
PARKER-HANNIFIN CORP           COM              701094104      559    16560 SH       DEFINED 01 02    04 05       16560
PARKERVISION, INC              COM              701354102       64     1326 SH       DEFINED 01 02 03 04 05        1326
PARKWAY PROPERTIES, INC        COM              70159Q104       29      938 SH       DEFINED 01 02    04            938
PATTERSON DENTAL CO            COM              703412106      191     8476 SH       DEFINED 01 02 03 04 05        8476
PATTERSON ENERGY, INC          COM              703414102      238     6923 SH       DEFINED 01 02 03 04 05        6923
PAXAR CORP                     COM              704227107       32     3582 SH       DEFINED 01 02    04 05        3582
PAXSON COMMUNICATIONS CORP     COM              704231109       92     7986 SH       DEFINED 01 02 03 04 05        7986
PAYCHEX, INC                   COM              704326107     3799    72364 SH       DEFINED 01 02 03 04 05       72364
PAYLESS SHOESOURCE, INC        COM              704379106      115     2046 SH       DEFINED 01 02    04 05        2046
PCORDER.COM, INC               COM              70453H107        3      709 SH       DEFINED 01 02                  709
PEDIATRIX MEDICAL GROUP, INC   COM              705324101        5      359 SH       DEFINED    02                  359
PEGASYSTEMS, INC               COM              705573103        9     1412 SH       DEFINED 01 02       05        1412
PEGASUS COMMUNICATIONS CORP    COM              705904100      197     4082 SH       DEFINED 01 02 03 04 05        4082
PEGASUS SOLUTIONS, INC         COM              705906105       22     1138 SH       DEFINED 01 02 03 04 05        1138
PENN ENGINEERING & MANUFACTURI COM              707389300        3      100 SH       DEFINED    02                  100
PENN NATIONAL GAMING, INC      COM              707569109        8      500 SH       DEFINED    02                  500
PENN TREATY AMERICAN CORP      COM              707874103        6      322 SH       DEFINED 01 02                  322
PENN VIRGINIA CORP             COM              707882106       29     1100 SH       DEFINED    02 03    05        1100
PENNACO ENERGY, INC            COM              708046107       24     1400 SH       DEFINED    02 03 04 05        1400
PENNEY, (J.C.) CO, INC         COM              708160106      272    22997 SH       DEFINED 01 02    04 05       22997
PENNSYLVANIA REAL ESTATE INVES COM              709102107       36     2045 SH       DEFINED 01 02    04           2045
PENNZOIL-QUAKER STATE CO       COM              709323109       35     3373 SH       DEFINED 01 02    04 05        3373
PENTAIR, INC                   COM              709631105      126     4714 SH       DEFINED 01 02    04 05        4714
PENTON MEDIA, INC              COM              709668107       90     3256 SH       DEFINED 01 02 03 04 05        3256
PEOPLES BANK OF BRIDGEPORT CO  COM              710198102        8      398 SH       DEFINED    02    04 05         398
PEOPLES ENERGY CORP            COM              711030106      325     9748 SH       DEFINED 01 02    04 05        9748
PEOPLES HOLDINGS CO            COM              711148106        0       23 SH       DEFINED    02                   23
PEOPLESOFT, INC                COM              712713106     1250    44743 SH       DEFINED 01 02 03 04 05       44743
PEP BOYS MANNY, MOE, & JACK CO COM              713278109       15     3085 SH       DEFINED 01 02    04 05        3085
PEPSI BOTTLING GROUP, INC      COM              713409100      366    12182 SH       DEFINED 01 02 03 04 05       12182
PEPSIAMERICAS, INC             COM              71343P101        9     2600 SH       DEFINED    02 03 04 05        2600
PEPSICO, INC                   COM              713448108    13899   302158 SH       DEFINED 01 02 03 04 05      302158
PER SE TECHNOLOGIES, INC       COM              713569309       48     3805 SH       DEFINED 01 02 03 04 05        3805
PEREGRINE SYSTEMS, INC         COM              71366Q101      477    25200 SH       DEFINED 01 02 03 04 05       25200
PERFORMANCE FOOD GROUP CO      COM              713755106      109     2891 SH       DEFINED 01 02 03 04 05        2891
PERICOM SEMICONDUCTOR CORP     COM              713831105      131     3500 SH       DEFINED 01 02 03 04 05        3500
PERKINELMER, INC               COM              714046109      485     4651 SH       DEFINED 01 02    04 05        4651
PEROT SYSTEMS CORP (CLASS A)   COM              714265105      106     9905 SH       DEFINED 01 02 03 04 05        9905
PERRIGO CO                     COM              714290103      106    15452 SH       DEFINED 01 02    04 05       15452
PERSISTENCE SOFTWARE, INC      COM              715329108       19     1700 SH       DEFINED 01 02 03 04 05        1700
PERSONNEL GROUP OF AMERICA, IN COM              715338109        6     1989 SH       DEFINED 01 02       05        1989
PERVASIVE SOFTWARE, INC        COM              715710109        5     2215 SH       DEFINED 01 02       05        2215
PETCO ANIMAL SUPPLIES, INC     COM              716016100      104     4779 SH       DEFINED 01 02    04 05        4779
PETSMART, INC                  COM              716768106       59    12497 SH       DEFINED 01 02 03 04 05       12497
PHARMACYCLICS, INC             COM              716933106      135     2711 SH       DEFINED 01 02 03 04 05        2711
PFIZER, INC                    COM              717081103   102631  2283859 SH       DEFINED 01 02 03 04 05     2283859
PFSWEB, INC                    COM              717098107        2     1123 SH       DEFINED 01 02 03 04 05        1123
PHARMACEUTICAL PRODUCT DEVELOP COM              717124101       50     1885 SH       DEFINED 01 02 03 04 05        1885
PHARMACEUTICAL RESOURCES, INC  COM              717125108        0       65 SH       DEFINED    02                   65
PHARMACOPEIA, INC              COM              71713B104       92     3600 SH       DEFINED 01 02 03 04 05        3600
PHARMACIA CORP                 COM              71713U102    15351   255045 SH       DEFINED 01 02 03 04 05      255045
PHELPS DODGE CORP              COM              717265102      500    11981 SH       DEFINED 01 02    04 05       11981
PHILADELPHIA CONSOLIDATED HOLD COM              717528103       17      832 SH       DEFINED 01 02                  832
PHILADELPHIA SUBURBAN CORP     COM              718009608       80     3468 SH       DEFINED 01 02 03 04 05        3468
PHILIP MORRIS COS, INC         COM              718154107     8088   274741 SH       DEFINED 01 02    04 05      274741
PHILLIPS PETROLEUM CO          COM              718507106     1930    30761 SH       DEFINED 01 02    04 05       30761
PHILLIPS VAN HEUSEN CORP       COM              718592108        3      265 SH       DEFINED    02    04 05         265
PHOENIX INVESTMENT PARTNERS LT COM              719085102       49     3165 SH       DEFINED 01 02    04 05        3165
PHOENIX TECHNOLOGIES LTD       COM              719153108       54     3389 SH       DEFINED 01 02 03 04 05        3389
PHONE.COM, INC                 COM              71920Q100      341     3000 SH       DEFINED 01 02 03 04 05        3000
PHOTON DYNAMICS, INC           COM              719364101       72     1900 SH       DEFINED 01 02 03 04 05        1900
PHOTRONICS, INC                COM              719405102       79     3631 SH       DEFINED 01 02 03 04 05        3631
PICTURETEL CORP                COM              720035302        1      198 SH       DEFINED    02       05         198
PIEDMONT NATURAL GAS CO, INC   COM              720186105       16      521 SH       DEFINED 01 02    04 05         521
PIER 1 IMPORTS, INC            COM              720279108      140    10310 SH       DEFINED 01 02 03 04 05       10310
PILGRIMS PRIDE CORP (CLASS B)  COM              721467108        7      961 SH       DEFINED 01 02 03 04            961
PILGRIMS PRIDE CORP (CLASS A)  COM              721467207        2      300 SH       DEFINED 01                     300
PILLOWTEX CORP                 COM              721501104        0       34 SH       DEFINED    02                   34
PINNACLE ENTERTAINMENT, INC    COM              723456109       61     2788 SH       DEFINED 01 02    04 05        2788
PINNACLE HOLDINGS, INC         COM              72346N101      123     4605 SH       DEFINED 01 02    04 05        4605
PINNACLE SYSTEMS, INC          COM              723481107       92     8186 SH       DEFINED 01 02 03 04 05        8186
PINNACLE WEST CAPITAL CORP     COM              723484101      398     7821 SH       DEFINED 01 02    04 05        7821
PIONEER GROUP, INC             COM              723684106       82     1866 SH       DEFINED    02 03 04 05        1866
PIONEER NATURAL RESOURCES CO   COM              723787107      128     9037 SH       DEFINED 01 02    04 05        9037
PIONEER-STANDARD ELECTRONICS,  COM              723877106       27     1986 SH       DEFINED 01 02    04 05        1986
PITNEY BOWES, INC              COM              724479100     1576    39962 SH       DEFINED 01 02    04 05       39962
PITT-DES MOINES, INC           COM              724508106        0       16 SH       DEFINED    02                   16
PITTSTON BRINK'S GROUP CO      COM              725701106       90     5828 SH       DEFINED 01 02    04 05        5828
PIXELWORKS, INC                COM              72581M107       33      700 SH       DEFINED 01 02       05         700
PIXAR, INC                     COM              725811103       80     2488 SH       DEFINED 01 02 03 04 05        2488
PLACER DOME, INC (U.S.)        COM              725906101       97    10322 SH       DEFINED 01 02    04 05       10322
PLAINS RESOURCES, INC          COM              726540503       57     3017 SH       DEFINED 01 02 03 04 05        3017
PLANTRONICS, INC               COM              727493108      272     7163 SH       DEFINED 01 02 03 04 05        7163
PLAYBOY ENTERPRISES, INC (CLAS COM              728117300       32     2146 SH       DEFINED 01 02 03 04 05        2146
PLAYTEX PRODUCTS, INC          COM              72813P100       37     3161 SH       DEFINED 01 02 03 04 05        3161
PLEXUS CORP                    COM              729132100      448     6358 SH       DEFINED 01 02 03 04 05        6358
PLUG POWER, INC                COM              72919P103       30      800 SH       DEFINED    02 03 04 05         800
PLUM CREEK TIMBER CO, INC      COM              729251108       58     2600 SH       DEFINED 01 02    04 05        2600
POGO PRODUCING CO              COM              730448107      155     6095 SH       DEFINED 01 02 03 04 05        6095
POLARIS INDUSTRIES, INC        COM              731068102      181     5142 SH       DEFINED 01 02 03 04 05        5142
POLAROID CORP                  COM              731095105       27     2036 SH       DEFINED    02    04 05        2036
POLO RALPH LAUREN CORP         COM              731572103       89     5510 SH       DEFINED 01 02 03 04 05        5510
POLYCOM, INC                   COM              73172K104      597     8916 SH       DEFINED 01 02 03 04 05        8916
POLYMEDIA CORP                 COM              731738100       64     1500 SH       DEFINED 01 02 03 04 05        1500
POLYMER GROUP, INC             COM              731745105       30     4078 SH       DEFINED 01 02    04 05        4078
POLYONE CORP                   COM              73179P106      102    13977 SH       DEFINED 01 02    04 05       13977
POPE & TALBOT, INC             COM              732827100        3      200 SH       DEFINED    02    04            200
POPULAR, INC                   COM              733174106      336    12408 SH       DEFINED 01 02    04 05       12408
PORTAL SOFTWARE, INC           COM              736126103      624    15610 SH       DEFINED 01 02 03 04 05       15610
POST PROPERTIES, INC           COM              737464107      102     2347 SH       DEFINED 01 02    04 05        2347
POTLATCH CORP                  COM              737628107      109     3457 SH       DEFINED 01 02    04 05        3457
POTOMAC ELECTRIC POWER CO      COM              737679100      421    16717 SH       DEFINED 01 02    04 05       16717
POWER INTEGRATIONS, INC        COM              739276103       53     3833 SH       DEFINED 01 02 03 04 05        3833
POWER-ONE, INC                 COM              739308104      546     9022 SH       DEFINED 01 02 03 04 05        9022
POWERTEL, INC                  COM              73936C109      400     5255 SH       DEFINED 01 02 03 04 05        5255
POWERWAVE TECHNOLOGIES, INC    COM              739363109      282     7415 SH       DEFINED 01 02 03 04 05        7415
PRAECIS PHARMACEUTICALS, INC   COM              739421105       26      600 SH       DEFINED 01                     600
PRAXAIR, INC                   COM              74005P104      796    21286 SH       DEFINED 01 02    04 05       21286
PREPAID LEGAL SERVICES, INC    COM              740065107      142     4392 SH       DEFINED 01 02 03 04 05        4392
PRECISION CAST PARTS CORP      COM              740189105      276     7184 SH       DEFINED 01 02    04 05        7184
PREDICTIVE SYSTEMS, INC        COM              74036W102        6      300 SH       DEFINED    02       05         300
PREMIER NATIONAL BANCORP, INC  COM              74053F107        5      244 SH       DEFINED    02    04 05         244
PRENTISS PROPERTIES TRUST      COM              740706106      192     7342 SH       DEFINED 01 02    04 05        7342
PRESIDENTIAL LIFE CORP         COM              740884101       17     1170 SH       DEFINED 01 02    04 05        1170
PRESSTEK, INC                  COM              741113104       82     4263 SH       DEFINED 01 02 03 04 05        4263
PREVIEW SYSTEMS, INC           COM              741379101        1      100 SH       DEFINED             05         100
PRICE COMMUNICATIONS CORP      COM              741437305     1696    86694 SH       DEFINED 01 02 03 04 05       86694
PRICE (T. ROWE) ASSOCIATES, IN COM              741477103      793    16890 SH       DEFINED 01 02 03 04 05       16890
PRICELINE.COM, INC             COM              741503106      133    11191 SH       DEFINED 01 02 03 04 05       11191
PRIMEDIA, INC                  COM              74157K101      306    18712 SH       DEFINED 01 02 03 04 05       18712
PRIME RETAIL, INC              COM              741570105        0      363 SH       DEFINED    02       05         363
PRIME GROUP REALTY TRUST       COM              74158J103       13      834 SH       DEFINED 01 02    04            834
PRIMEX TECHNOLOGIES, INC       COM              741597108       33     1133 SH       DEFINED 01 02    04           1133
PRIMUS KNOWLEDGE SOLUTIONS, IN COM              74163Q100       25     1700 SH       DEFINED 01 02 03 04 05        1700
PRIMA ENERGY CORP              COM              741901201       37      700 SH       DEFINED 01 02 03    05         700
PRIME HOSPITALITY CORP         COM              741917108       56     5484 SH       DEFINED 01 02    04 05        5484
PRIMUS TELECOMMUNICATIONS GROU COM              741929103       52     5479 SH       DEFINED 01 02 03 04 05        5479
PRIDE INTERNATIONAL, INC       COM              741932107      171     6443 SH       DEFINED 01 02 03 04 05        6443
CORRECTIONS CORP OF AMERICA    COM              74264N105       10     8557 SH       DEFINED 01 02 03 04 05        8557
CORRECTIONS CORP OF AMERICA -  PFD              74264N303        8      427 SH       DEFINED 01 02 03 04 05         427
PRIORITY HEALTHCARE CORP (CLAS COM              74264T102      157     2065 SH       DEFINED 01 02 03 04 05        2065
PRIVATE MEDIA GROUP            COM              74266R104        5      800 SH       DEFINED    02    04            800
PRIVATE BUSINESS, INC          COM              74267D104        1      817 SH       DEFINED    02       05         817
PROBUSINESS SERVICES, INC      COM              742674104       49     1607 SH       DEFINED 01 02 03 04 05        1607
PROCOM TECHNOLOGY, INC         COM              74270W107       18      600 SH       DEFINED 01 02       05         600
PROCTER & GAMBLE CO            COM              742718109    12225   182456 SH       DEFINED 01 02    04 05      182456
PRODIGY COMMUNICATIONS CORP (C COM              74283P206       17     3366 SH       DEFINED 01 02 03 04 05        3366
PROFESSIONALS GROUP, INC       COM              742954100        6      264 SH       DEFINED 01 02       05         264
PROFESSIONAL DETAILING, INC    COM              74312N107       35      614 SH       DEFINED 01 02                  614
PROFIT RECOVERY GROUP INTERNAT COM              743168106       56     5624 SH       DEFINED 01 02 03 04 05        5624
PROGRESS SOFTWARE CORP         COM              743312100      108     7905 SH       DEFINED 01 02 03 04 05        7905
PROGRESSIVE CORP               COM              743315103      693     8459 SH       DEFINED 01 02    04 05        8459
PROJECT SOFTWARE & DEVELOPMENT COM              74339P101       36     2296 SH       DEFINED 01 02 03 04 05        2296
PROLOGIS TRUST                 COM              743410102       75     3172 SH       DEFINED 01 02    04 05        3172
PROSOFTTRAINING.COM            COM              743477101       30     2100 SH       DEFINED 01 02 03 04 05        2100
PROTECTION ONE, INC            COM              743663304        1      524 SH       DEFINED    02    04 05         524
PROTECTIVE LIFE CORP           COM              743674103       95     3179 SH       DEFINED 01 02    04 05        3179
PROTEIN DESIGN LABORATORIES, I COM              74369L103      732     6074 SH       DEFINED 01 02 03 04 05        6074
PROVANT, INC                   COM              743724106        1      135 SH       DEFINED    02       05         135
PROVIDENT BANKSHARES CORP      COM              743859100       14      820 SH       DEFINED 01 02    04 05         820
PROVIDENT FINANCIAL GROUP, INC COM              743866105      111     3780 SH       DEFINED 01 02    04 05        3780
PROVINCE HEALTHCARE CO         COM              743977100      185     4633 SH       DEFINED 01 02 03 04 05        4633
PROVIDIAN FINANCIAL CORP       COM              74406A102     3952    31120 SH       DEFINED 01 02 03 04 05       31120
PROXICOM, INC                  COM              744282104       95     4852 SH       DEFINED 01 02 03 04 05        4852
PROXIM, INC                    COM              744284100      195     4376 SH       DEFINED 01 02 03 04 05        4376
PROXYMED, INC                  COM              744290107        1     1318 SH       DEFINED    02 03 04 05        1318
PSINET, INC                    COM              74437C101      842    87454 SH       DEFINED 01 02 03 04 05       87454
PUBLIC SERVICE CO OF NEW MEXIC COM              744499104       97     3764 SH       DEFINED 01 02    04 05        3764
PUBLIC SERVICE ENTERPRISE GROU COM              744573106     1024    22911 SH       DEFINED 01 02    04 05       22911
PUBLIC STORAGE, INC            COM              74460D109      173     7228 SH       DEFINED 01 02    04 05        7228
PUBLICARD, INC                 COM              744627100        4     1810 SH       DEFINED    02    04 05        1810
PUGET SOUND ENERGY, INC        COM              745332106      493    19417 SH       DEFINED 01 02    04 05       19417
PULITZER, INC                  COM              745769109       31      727 SH       DEFINED 01 02    04            727
PULTE CORP                     COM              745867101      136     4111 SH       DEFINED 01 02    04 05        4111
PUMA TECHNOLOGY, INC           COM              745887109       91     4500 SH       DEFINED 01 02 03 04 05        4500
PURCHASEPRO.COM, INC           COM              746144104      316     3600 SH       DEFINED 01 02 03 04 05        3600
PURE RESOURCES, INC            COM              74622E102      136     6400 SH       DEFINED 01 02 03 04 05        6400
QRS CORP                       COM              74726X105       37     2441 SH       DEFINED 01 02 03 04 05        2441
QLOGIC CORP                    COM              747277101     1426    16206 SH       DEFINED 01 02 03 04 05       16206
QUADRAMED CORP                 COM              74730W101        6     4935 SH       DEFINED 01 02 03 04 05        4935
QUAKER OATS CO                 COM              747402105     1810    22872 SH       DEFINED 01 02 03 04 05       22872
QUALCOMM, INC                  COM              747525103    17536   246124 SH       DEFINED 01 02 03 04 05      246124
QUANTA SERVICES, INC           COM              74762E102      123     4474 SH       DEFINED 01 02 03 04 05        4474
QUANEX CORP                    COM              747620102       26     1354 SH       DEFINED 01 02    04 05        1354
QUANTUM CORP-DLT & STORAGE SYS COM              747906204      224    14860 SH       DEFINED 01 02    04 05       14860
QUANTUM CORP-HARD DISK DRIVE G COM              747906303      150    15090 SH       DEFINED 01 02 03 04 05       15090
QUEENS COUNTY BANCORP, INC     COM              748242104       34     1173 SH       DEFINED 01 02 03 04 05        1173
QUEST DIAGNOSTICS, INC         COM              74834L100      615     5359 SH       DEFINED 01 02 03 04 05        5359
QUEST SOFTWARE, INC            COM              74834T103      267     4300 SH       DEFINED 01 02 03 04 05        4300
QUESTAR CORP                   COM              748356102      200     7205 SH       DEFINED 01 02    04 05        7205
QUICKLOGIC CORP                COM              74837P108       58     3500 SH       DEFINED 01 02 03 04 05        3500
QUICKSILVER, INC               COM              74838C106       81     4208 SH       DEFINED 01 02 03 04 05        4208
QUINTILES TRANSNATIONAL CORP   COM              748767100      266    16675 SH       DEFINED 01 02 03 04 05       16675
QUINTUS CORP                   COM              748798105       20     2300 SH       DEFINED 01 02 03 04 05        2300
QUOKKA SPORTS, INC             COM              749077103        8     2100 SH       DEFINED 01 02 03 04 05        2100
QUORUM HEALTH GROUP, INC       COM              749084109      284    21869 SH       DEFINED 01 02    04 05       21869
R & B FALCON CORP              COM              74912E101      801    28740 SH       DEFINED 01 02 03 04 05       28740
QWEST COMMUNICATIONS INTERNATI COM              749121109     9623   200227 SH       DEFINED 01 02 03 04 05      200227
R&G FINANCIAL CORP (CLASS B)   COM              749136107        1      138 SH       DEFINED    02    04            138
RCN CORP                       COM              749361101     1269    61139 SH       DEFINED 01 02 03 04 05       61139
RFS HOTEL INVESTORS, INC       COM              74955J108       68     5394 SH       DEFINED 01 02    04 05        5394
R.H. DONNELLEY CORP            COM              74955W307       60     2858 SH       DEFINED 01 02 03 04 05        2858
RGS ENERGY GROUP, INC          COM              74956K104      193     6837 SH       DEFINED 01 02    04 05        6837
RLI CORP                       COM              749607107       19      500 SH       DEFINED 01                     500
RPC, INC                       COM              749660106       10      850 SH       DEFINED 01 02    04            850
RPM, INC                       COM              749685103       94    10325 SH       DEFINED 01 02    04 05       10325
RSA SECURITY, INC              COM              749719100      212     4926 SH       DEFINED 01 02 03 04 05        4926
RTI INTERNATIONAL METALS, INC  COM              74973W107        8      557 SH       DEFINED 01 02    04 05         557
RWD TECHNOLOGIES, INC          COM              74975B101        0       17 SH       DEFINED    02                   17
RF MICRO DEVICES, INC          COM              749941100      682    21314 SH       DEFINED 01 02 03 04 05       21314
RACING CHAMPIONS CORP          COM              750069106        1     1244 SH       DEFINED 01 02 03    05        1244
RADIAN GROUP, INC              COM              750236101       99     1463 SH       DEFINED 01 02    04 05        1463
RADIANT SYSTEMS, INC           COM              75025N102       57     2657 SH       DEFINED 01 02 03 04 05        2657
RADIO ONE, INC                 COM              75040P108       36     4332 SH       DEFINED 01 02    04 05        4332
RADIO ONE, INC (CLASS D)       COM              75040P405        9     1264 SH       DEFINED 01 02    04           1264
RADIOSHACK CORP                COM              750438103    11593   179394 SH       DEFINED 01 02 03 04 05      179394
RADISYS CORP                   COM              750459109      123     2438 SH       DEFINED 01 02 03 04 05        2438
RAINFOREST CAFE, INC           COM              75086K104        0       50 SH       DEFINED 01                      50
RAINBOW TECHNOLOGIES, INC      COM              750862104       57     1600 SH       DEFINED 01 02 03 04 05        1600
RAMBUS, INC                    COM              750917106     1077    13644 SH       DEFINED 01 02 03 04 05       13644
RALCORP HOLDINGS, INC          COM              751028101       23     1610 SH       DEFINED 01 02    04 05        1610
RALSTON PURINA CO              COM              751277302      821    34680 SH       DEFINED 01 02    04 05       34680
RAMP NETWORKS, INC             COM              751567108        4     1200 SH       DEFINED    02 03 04 05        1200
RARE MEDIUM GROUP, INC         COM              75382N109       32     4367 SH       DEFINED 01 02 03 04 05        4367
RARE MEDIUM GROUP, INC         COM              753820109       39     1910 SH       DEFINED 01 02 03 04           1910
RATIONAL SOFTWARE CORP         COM              75409P202     2359    34010 SH       DEFINED 01 02 03 04 05       34010
RAYMOND JAMES FINANCIAL CORP   COM              754730109      143     4346 SH       DEFINED 01 02    04 05        4346
RAYONIER, INC                  COM              754907103       54     1504 SH       DEFINED 01 02    04 05        1504
RAYOVAC CORP                   COM              755081106       75     4372 SH       DEFINED 01 02 03 04 05        4372
RAYTHEON CO (CLASS A)          COM              755111309      119     4336 SH       DEFINED 01 02                 4336
RAYTHEON CO (CLASS B)          COM              755111408      952    33464 SH       DEFINED 01 02    04 05       33464
RAZORFISH, INC                 COM              755236106       45     4403 SH       DEFINED 01 02 03 04 05        4403
READ RITE CORP                 COM              755246105       43     3800 SH       DEFINED 01    03    05        3800
READER'S DIGEST ASSOCIATION, I COM              755267101      684    19377 SH       DEFINED 01 02 03 04 05       19377
REALNETWORKS, INC              COM              75605L104      490    12334 SH       DEFINED 01 02 03 04 05       12334
REALTY INCOME CORP             COM              756109104       63     2696 SH       DEFINED 01 02    04 05        2696
RECKSON ASSOCIATES REALTY CORP COM              75621K106      153     5995 SH       DEFINED 01 02    04 05        5995
RED HAT, INC                   COM              756577102      246    14400 SH       DEFINED 01 02 03 04 05       14400
REDBACK NETWORKS, INC          COM              757209101     3128    19080 SH       DEFINED 01 02 03 04 05       19080
REDWOOD TRUST, INC             COM              758075402        0       28 SH       DEFINED    02                   28
REEBOK INTERNATIONAL LTD       COM              758110100       98     5194 SH       DEFINED 01 02    04 05        5194
REGAL-BELOIT CORP              COM              758750103       40     2379 SH       DEFINED 01 02    04 05        2379
REGENERON PHARMACEUTICALS, INC COM              75886F107      125     3819 SH       DEFINED 01 02 03 04 05        3819
REGENT COMMUNICATIONS, INC     COM              758865109        4      700 SH       DEFINED    02 03    05         700
REGIS CORP                     COM              758932107       61     4036 SH       DEFINED 01 02 03 04 05        4036
REGENCY REALTY CORP            COM              758939102       63     2733 SH       DEFINED 01 02    04 05        2733
REGIONS FINANCIAL CORP         COM              758940100      583    25687 SH       DEFINED 01 02    04 05       25687
REGISTER.COM, INC              COM              75914G101        4      400 SH       DEFINED 01 02                  400
REHABCARE GROUP, INC           COM              759148109       81     1900 SH       DEFINED 01 02 03 04 05        1900
REINSURANCE GROUP OF AMERICA,  COM              759351109      117     3415 SH       DEFINED 01 02    04 05        3415
RELIANCE GROUP HOLDINGS, INC   COM              759464100        0      840 SH       DEFINED    02    04 05         840
RELIANCE STEEL & ALUMINUM CO   COM              759509102       42     1989 SH       DEFINED 01 02    04 05        1989
RELIANT ENERGY, INC            COM              75952J108     1334    28689 SH       DEFINED 01 02    04 05       28689
REMEC, INC                     COM              759543101      192     6521 SH       DEFINED 01 02 03 04 05        6521
REMEDY CORP                    COM              759548100       80     4258 SH       DEFINED 01 02 03 04 05        4258
RENAISSANCE WORLDWIDE, INC     COM              75968A109        4     2360 SH       DEFINED 01 02    04 05        2360
REPUBLIC BANCSHARES, INC       COM              759929102        0       21 SH       DEFINED    02                   21
RENAL CARE GROUP, INC          COM              759930100      123     6589 SH       DEFINED 01 02 03 04 05        6589
RENT-A-CENTER, INC             COM              76009N100       91     2616 SH       DEFINED 01 02 03 04 05        2616
RENT WAY, INC                  COM              76009U104      146     4813 SH       DEFINED 01 02 03 04 05        4813
REPUBLIC BANCORP, INC (KENTUCK COM              760281204        2      222 SH       DEFINED    02 03               222
REPUBLIC BANCORP, INC          COM              760282103       61     6403 SH       DEFINED 01 02    04 05        6403
REPUBLIC GROUP, INC            COM              760473108        6      336 SH       DEFINED 01 02                  336
REPUBLIC SECURITY FINANCIAL CO COM              760758102        8     1587 SH       DEFINED 01 02    04 05        1587
REPUBLIC SERVICES, INC (CLASS  COM              760759100      196    14957 SH       DEFINED 01 02 03 04 05       14957
RESEARCH FRONTIERS, INC        COM              760911107       33     1700 SH       DEFINED 01 02 03 04 05        1700
RES-CARE, INC                  COM              760943100        6     1392 SH       DEFINED 01 02 03 04 05        1392
RESTORATION HARDWARE, INC      COM              760981100        2      651 SH       DEFINED    02                  651
RESMED, INC                    COM              761152107      194     6218 SH       DEFINED 01 02 03 04 05        6218
RESOURCE AMERICA, INC (CLASS A COM              761195205        1      171 SH       DEFINED    02       05         171
RESOURCE BANCSHARES MTGE GROUP COM              761197102        1      175 SH       DEFINED    02       05         175
RESPIRONICS, INC               COM              761230101       68     4099 SH       DEFINED 01 02 03 04 05        4099
RETEK, INC                     COM              76128Q109       48      900 SH       DEFINED 01 02 03               900
REVLON, INC (CLASS A)          COM              761525500       19     2797 SH       DEFINED 01 02 03 04 05        2797
REYNOLDS & REYNOLDS CO (CLASS  COM              761695105      160     8037 SH       DEFINED 01 02    04 05        8037
RJR REYNOLDS TOBACCO HOLDINGS, COM              76182K105      291     9023 SH       DEFINED 01 02    04 05        9023
RHYTHMS NETCONNECTIONS, INC    COM              762430205       72     9803 SH       DEFINED 01 02 03 04 05        9803
RIBOZYME PHARMACEUTICALS, INC  COM              762567105       38     1300 SH       DEFINED 01 02 03    05        1300
RICHMOND COUNTY FINANCIAL CORP COM              764556106       61     2526 SH       DEFINED 01 02    04 05        2526
RIGGS NATIONAL CORP            COM              766570105       21     1740 SH       DEFINED 01 02    04 05        1740
RITE AID CORP                  COM              767754104       95    23819 SH       DEFINED 01 02    04 05       23819
RIVIANA FOODS, INC             COM              769536103       14      827 SH       DEFINED 01 02                  827
ROADWAY EXPRESS, INC           COM              769742107       50     2793 SH       DEFINED 01 02    04 05        2793
ROBBINS & MYERS, INC           COM              770196103       15      630 SH       DEFINED 01 02                  630
ROBERT HALF INTERNATIONAL, INC COM              770323103     1046    30164 SH       DEFINED 01 02 03 04 05       30164
ROBOTIC VISION SYSTEMS, INC    COM              771074101       51     8600 SH       DEFINED 01 02 03 04 05        8600
ROCK-TENN CO (CLASS A)         COM              772739207        7      746 SH       DEFINED 01 02    04            746
ROCKWELL INTERNATIONAL CORP    COM              773903109      698    23068 SH       DEFINED 01 02    04 05       23068
ROGERS CORP                    COM              775133101       81     2558 SH       DEFINED 01 02 03 04 05        2558
ROHM & HAAS CO                 COM              775371107      354    12191 SH       DEFINED 01 02    04 05       12191
ROLLINS, INC                   COM              775711104       74     4964 SH       DEFINED 01 02 03 04 05        4964
ROLLINS TRUCK LEASING CORP     COM              775741101       53     8392 SH       DEFINED 01 02    04 05        8392
ROPER INDUSTRIES, INC          COM              776696106      215     6489 SH       DEFINED 01 02 03 04 05        6489
ROSLYN BANCORP, INC            COM              778162107      150     6689 SH       DEFINED 01 02    04 05        6689
ROSS STORES, INC               COM              778296103      111     7752 SH       DEFINED 01 02    04 05        7752
ROUGE INDUSTRIES, INC (CLASS A COM              779088103        0       33 SH       DEFINED    02                   33
ROUSE CO                       COM              779273101       93     3721 SH       DEFINED 01 02    04 05        3721
ROWAN COS, INC                 COM              779382100      614    21164 SH       DEFINED 01 02 03 04 05       21164
ROYAL DUTCH PETROLEUM CO (NY R ADR              780257804     7965   132881 SH       DEFINED    02    04 05      132881
RUBY TUESDAY, INC              COM              781182100      177    15760 SH       DEFINED 01 02 03 04 05       15760
RUDDICK CORP                   COM              781258108       36     2622 SH       DEFINED 01 02    04 05        2622
RUDOLPH TECHNOLOGIES, INC      COM              781270103       23      700 SH       DEFINED 01 02       05         700
RURAL/METRO CORP               COM              781748108        2     1000 SH       DEFINED 01                    1000
RURAL CELLULAR CORP            COM              781904107      177     2600 SH       DEFINED 01 02 03 04 05        2600
RUSS BERRIE & CO, INC          COM              782233100       32     1639 SH       DEFINED 01 02    04           1639
RUSSELL CORP                   COM              782352108       78     4914 SH       DEFINED 01 02    04 05        4914
RYAN'S FAMILY STEAK HOUSES, IN COM              783519101       44     5736 SH       DEFINED 01 02    04 05        5736
RYDER SYSTEM, INC              COM              783549108      246    13320 SH       DEFINED 01 02    04 05       13320
RYERSON TULL, INC              COM              78375P107       12     1260 SH       DEFINED 01 02    04 05        1260
RYLAND GROUP, INC              COM              783764103       84     2705 SH       DEFINED 01 02    04 05        2705
S & T BANCORP, INC             COM              783859101       51     2664 SH       DEFINED 01 02 03 04 05        2664
SBC COMMUNICATIONS, INC        COM              78387G103    30899   617987 SH       DEFINED 01 02 03 04 05      617987
SBS TECHNOLOGIES, INC          COM              78387P103        5      200 SH       DEFINED    02                  200
SBA COMMUNICATIONS CORP        COM              78388J106      185     4400 SH       DEFINED 01 02 03 04 05        4400
SCI SYSTEMS, INC               COM              783890106      880    21460 SH       DEFINED 01 02 03 04 05       21460
SCM MICROSYSTEMS, INC          COM              784018103      121     3192 SH       DEFINED 01 02 03 04 05        3192
SCPIE HOLDINGS, INC            COM              78402P104       46     2288 SH       DEFINED 01 02    04 05        2288
SCP POOL CORP                  COM              784028102       49     1657 SH       DEFINED    02 03 04 05        1657
SDL, INC                       COM              784076101     5587    18064 SH       DEFINED 01 02 03 04 05       18064
SEI INVESTMENTS CO             COM              784117103      569     8041 SH       DEFINED 01 02 03 04 05        8041
SEMCO ENERGY, INC              COM              78412D109        4      230 SH       DEFINED    02    04 05         230
SJW CORP                       COM              784305104       37      308 SH       DEFINED 01 02                  308
SL GREEN REALTY CORP           COM              78440X101       53     1881 SH       DEFINED 01 02    04 05        1881
SLI, INC                       COM              78442T108       23     3135 SH       DEFINED 01 02 03 04 05        3135
SPSS, INC                      COM              78462K102       17      630 SH       DEFINED    02 03    05         630
SPS TECHNOLOGIES, INC          COM              784626103       77     1593 SH       DEFINED 01 02    04 05        1593
S1 CORP                        COM              78463B101       60     5031 SH       DEFINED 01 02 03 04 05        5031
SPX CORP                       COM              784635104      438     3083 SH       DEFINED 01 02    04 05        3083
S3, INC                        COM              784849101      150    14560 SH       DEFINED 01 02 03 04 05       14560
SVI HOLDINGS, INC              COM              784872103       21     4153 SH       DEFINED 01 02 03 04 05        4153
SABA SOFTWARE, INC             COM              784932105        6      200 SH       DEFINED    02                  200
SABRE HOLDINGS CORP            COM              785905100     1533    52993 SH       DEFINED 01 02 03 04 05       52993
SAFECO CORP                    COM              786429100      332    12201 SH       DEFINED 01 02    04 05       12201
SAFEGUARD SCIENTIFICS, INC     COM              786449108      191     9583 SH       DEFINED 01 02 03 04 05        9583
SAFESCIENCE, INC               COM              786452102        1      634 SH       DEFINED    02                  634
SAFEWAY, INC                   COM              786514208     9832   210599 SH       DEFINED 01 02 03 04 05      210599
SAGA COMMUNICATIONS, INC (CLAS COM              786598102       15      879 SH       DEFINED    02 03 04 05         879
SAGA SYSTEMS, INC              COM              786610105       46     4379 SH       DEFINED 01 02 03 04 05        4379
SAGENT TECHNOLOGY, INC         COM              786693101       18     2396 SH       DEFINED 01 02 03 04 05        2396
ST. FRANCIS CAPITAL CORP       COM              789374105        0       32 SH       DEFINED    02                   32
ST. JOE CO                     COM              790148100       78     2822 SH       DEFINED 01 02    04 05        2822
ST. JUDE MEDICAL, INC          COM              790849103      478     9367 SH       DEFINED 01 02 03 04 05        9367
ST. MARY LAND & EXPLORATION CO COM              792228108      126     5484 SH       DEFINED 01 02 03 04 05        5484
ST. PAUL COS, INC              COM              792860108     1245    25253 SH       DEFINED 01 02    04 05       25253
SAKS, INC                      COM              79377W108      222    22464 SH       DEFINED 01 02    04 05       22464
SALEM COMMUNICATIONS CORP      COM              794093104        3      200 SH       DEFINED    02    04            200
SALTON, INC                    COM              795757103      122     3784 SH       DEFINED 01 02 03 04 05        3784
SAMSONITE CORP                 COM              79604V105        3      773 SH       DEFINED 01 02                  773
SANCHEZ COMPUTER ASSOCIATES, I COM              799702105       46     2993 SH       DEFINED 01 02 03 04 05        2993
SANDERSON FARMS, INC           COM              800013104        0       22 SH       DEFINED    02                   22
SANDISK CORP                   COM              80004C101      603     9027 SH       DEFINED 01 02 03 04 05        9027
SANDY SPRING BANCORP, INC      COM              800363103       23      936 SH       DEFINED 01 02    04            936
SANMINA CORP                   COM              800907107    15741   168131 SH       DEFINED 01 02 03 04 05      168131
SANGSTAT MEDICAL CORP          COM              801003104       31     2413 SH       DEFINED 01 02 03 04 05        2413
SANTA CRUZ OPERATION, INC      COM              801833104        9     3084 SH       DEFINED 01 02 03 04 05        3084
SANTANDER BANCORP              COM              802809103       14      831 SH       DEFINED    02    04 05         831
SAPIENT CORP                   COM              803062108      705    17332 SH       DEFINED 01 02 03 04 05       17332
SARA LEE CORP                  COM              803111103     2861   140840 SH       DEFINED 01 02 03 04 05      140840
SATCON TECHNOLOGY CO           COM              803893106       29      800 SH       DEFINED    02 03 04 05         800
SAUER-DANFOSS, INC             COM              804137107       19     1745 SH       DEFINED 01 02    04 05        1745
SAUL CENTERS, INC              COM              804395101        7      440 SH       DEFINED    02 03 04            440
SAVVIS COMMUNICATIONS CORP     COM              805423100       21     2300 SH       DEFINED 01 02 03 04 05        2300
SAWTEK, INC                    COM              805468105      249     6453 SH       DEFINED 01 02 03 04 05        6453
SCANA CORP                     COM              80589M102      226     7315 SH       DEFINED 01 02    04 05        7315
SCHAWK, INC (CLASS A)          COM              806373106        6      634 SH       DEFINED    02    04            634
SCHEIN (HENRY), INC            COM              806407102       88     4436 SH       DEFINED 01 02 03 04 05        4436
SCHERING-PLOUGH CORP           COM              806605101    26710   574405 SH       DEFINED 01 02 03 04 05      574405
SCHLUMBERGER LTD               COM              806857108     1555    18893 SH       DEFINED 01 02    04 05       18893
SCHOLASTIC CORP                COM              807066105      215     2702 SH       DEFINED 01 02 03 04 05        2702
SCHOOL SPECIALTY, INC          COM              807863105      108     5083 SH       DEFINED 01 02 03 04 05        5083
SCHULMAN (A.), INC             COM              808194104       72     6572 SH       DEFINED 01 02    04 05        6572
SCHWAB (CHARLES) CORP          COM              808513105     8926   251442 SH       DEFINED 01 02 03 04 05      251442
SCHWEITZER-MAUDUIT INTERNATION COM              808541106        7      548 SH       DEFINED 01 02    04 05         548
SCICLONE PHARMACEUTICALS, INC  COM              80862K104       57     5200 SH       DEFINED 01 02 03 04 05        5200
SCIENT CORP                    COM              80864H109      111     5324 SH       DEFINED 01 02 03 04 05        5324
SCIENTIFIC-ATLANTA, INC        COM              808655104     2091    32866 SH       DEFINED 01 02 03 04 05       32866
SCIQUEST.COM, INC              COM              80908Q107       15     2100 SH       DEFINED 01 02 03 04 05        2100
SCOTT TECHNOLOGIES, INC        COM              810022301       26     1455 SH       DEFINED    02 03 04 05        1455
SCOTTISH POWER PLC ADR         ADR              81013T705       74     2470 SH       DEFINED 01          05        2470
SCOTTS CO (CLASS A)            COM              810186106       79     2369 SH       DEFINED 01 02 03 04 05        2369
SCRIPPS (E.W.) CO (CLASS A)    COM              811054204      130     2399 SH       DEFINED 01 02    04 05        2399
SEACHANGE INTERNATIONAL, INC   COM              811699107      103     3100 SH       DEFINED 01 02 03 04 05        3100
SEACOAST FINANCIAL SERVICES CO COM              81170Q106        4      400 SH       DEFINED    02    04 05         400
SEAGATE TECHNOLOGY, INC        COM              811804103     2423    35113 SH       DEFINED 01 02 03 04 05       35113
SEAGRAMS CO LTD (U.S.)         COM              811850106      832    14490 SH       DEFINED    02    04 05       14490
SEACOR SMIT, INC               COM              811904101       73     1573 SH       DEFINED 01 02    04 05        1573
SEALED AIR CORP                COM              81211K100      727    16076 SH       DEFINED 01 02 03 04 05       16076
SEALED AIR CORP (CLASS A)      PFD              81211K209      126     2802 SH       DEFINED 01 02                 2802
SEARS ROEBUCK & CO             COM              812387108     1556    47994 SH       DEFINED 01 02    04 05       47994
SECOND BANCORP, INC            COM              813114105        1       40 SH       DEFINED    02                   40
SECURE COMPUTING CORP          COM              813705100       96     3700 SH       DEFINED 01 02 03 04 05        3700
SECURITY CAPITAL GROUP, INC (C COM              81413P204       50     2652 SH       DEFINED 01 02    04 05        2652
SEITEL, INC                    COM              816074306       41     2877 SH       DEFINED 01 02    04 05        2877
SELECT COMFORT CORP            COM              81616X103        0      268 SH       DEFINED    02 03    05         268
SELECTICA, INC                 COM              816288104       12      300 SH       DEFINED 01 02                  300
SELECTIVE INSURANCE GROUP, INC COM              816300107       82     4603 SH       DEFINED 01 02    04 05        4603
SEMA GROUP PLC ADR             ADR              81661R100      114     3535 SH       DEFINED 01 02 03 04 05        3535
SEMINIS, INC                   COM              816658108        0      100 SH       DEFINED          04            100
SEMTECH CORP                   COM              816850101      513    11898 SH       DEFINED 01 02 03 04 05       11898
SEMPRA ENERGY                  COM              816851109      549    26380 SH       DEFINED 01 02    04 05       26380
SEMITOOL, INC                  COM              816909105       21     1600 SH       DEFINED 01 02 03 04 05        1600
SENIOR HOUSING PROPERTIES TRUS COM              81721M109        7      740 SH       DEFINED 01 02    04 05         740
SENSORMATIC ELECTRONICS CORP   COM              817265101      149     9957 SH       DEFINED 01 02 03 04 05        9957
SEPRACOR, INC                  COM              817315104     1321    10764 SH       DEFINED 01 02 03 04 05       10764
SEQUA CORP (CLASS A)           COM              817320104       19      439 SH       DEFINED 01 02    04            439
SEQUENOM, INC                  COM              817337108       29      700 SH       DEFINED 01 02                  700
SEQUOIA SOFTWARE CORP          COM              817439102        1      200 SH       DEFINED    02                  200
SERENA SOFTWARE, INC           COM              817492101      145     3149 SH       DEFINED 01 02 03 04 05        3149
SEROLOGICALS CORP              COM              817523103       10     1441 SH       DEFINED 01 02       05        1441
SERVICE CORP INTERNATIONAL     COM              817565104       51    21099 SH       DEFINED 01 02    04 05       21099
SERVICEMASTER CO               COM              81760N109      272    27582 SH       DEFINED 01 02    04 05       27582
7-ELEVEN, INC                  COM              817826209       56     4363 SH       DEFINED 01 02 03 04 05        4363
SHAW GROUP, INC                COM              820280105       71     1000 SH       DEFINED    02 03 04 05        1000
SHAW INDUSTRIES, INC           COM              820286102      198    10676 SH       DEFINED 01 02    04 05       10676
SHERWIN-WILLIAMS CO            COM              824348106      276    12918 SH       DEFINED 01 02    04 05       12918
SHIRE PHARMACEUTICALS GROUP PL ADR              82481R106        5       90 SH       DEFINED 01       04 05          90
SHOE CARNIVAL, INC             COM              824889109        3      532 SH       DEFINED 01 02 03               532
SHOPKO STORES, INC             COM              824911101       35     3414 SH       DEFINED 01 02    04 05        3414
SHOP AT HOME, INC              COM              825066301        7     2958 SH       DEFINED 01 02    04 05        2958
SHORELINE FINANCIAL CORP       COM              825190101        7      463 SH       DEFINED    02 03 04            463
SHURGARD STORAGE CENTERS, INC  COM              82567D104       99     4409 SH       DEFINED 01 02    04 05        4409
SICOR, INC                     COM              825846108      117    11401 SH       DEFINED 01 02 03 04 05       11401
SIEBEL SYSTEMS, INC            COM              826170102    15445   138758 SH       DEFINED 01 02 03 04 05      138758
SIERRA HEALTH SERVICES, INC    COM              826322109        3      651 SH       DEFINED 01 02       05         651
SIERRA PACIFIC RESOURCES (NEW) COM              826428104      127     7075 SH       DEFINED 01 02    04 05        7075
SIERRACITIES.COM, INC          COM              826521106        5     1671 SH       DEFINED 01 02    04 05        1671
SIGMA ALDRICH CORP             COM              826552101      448    13587 SH       DEFINED 01 02    04 05       13587
SILICON LABRATORIES, INC       COM              826919102        8      200 SH       DEFINED    02                  200
SILGAN HOLDINGS, INC           COM              827048109        0       41 SH       DEFINED    02                   41
SILICON IMAGE, INC             COM              82705T102      146     5900 SH       DEFINED 01 02 03 04 05        5900
SILICON GRAPHICS, INC          COM              827056102      113    27451 SH       DEFINED 01 02    04 05       27451
SILICON STORAGE TECHNOLOGY, IN COM              827057100      421    15500 SH       DEFINED 01 02 03 04 05       15500
SILICON VALLEY BANCSHARES      COM              827064106      486     8348 SH       DEFINED 01 02 03 04 05        8348
SILICON VALLEY GROUP, INC      COM              827066101       88     3326 SH       DEFINED 01 02    04 05        3326
SILICONIX, INC                 COM              827079203       62     1322 SH       DEFINED 01 02 03              1322
SILVERSTREAM SOFTWARE, INC     COM              827907106       54     1800 SH       DEFINED 01 02 03 04 05        1800
SIMIONE CENTRAL HOLDINGS, INC  COM              828654301        0        1 SH       DEFINED    02                    1
SIMMONS FIRST NATIONAL CORP (C COM              828730200        3      128 SH       DEFINED 01 02                  128
SIMON PROPERTY GROUP, INC      COM              828806109      293    12514 SH       DEFINED 01 02    04 05       12514
SIMPSON INDUSTRIES, INC        COM              829060102        9      731 SH       DEFINED 01 02       05         731
SIMPSON MANUFACTURING CO, INC  COM              829073105       55     1231 SH       DEFINED 01 02 03 04           1231
SINCLAIR BROADCASTING GROUP, I COM              829226109       45     4084 SH       DEFINED 01 02    04 05        4084
SIRIUS SATELLITE RADIO, INC    COM              82966U103      342     6469 SH       DEFINED 01 02 03 04 05        6469
SITEL CORP                     COM              82980K107       47    15849 SH       DEFINED 01 02 03 04 05       15849
SIPEX CORP                     COM              829909100      176     4183 SH       DEFINED 01 02 03 04 05        4183
SIX FLAGS, INC                 COM              83001P109     1448    93430 SH       DEFINED    02 03 04 05       93430
SKECHERS USA, INC              COM              830566105       18     1200 SH       DEFINED    02 03 04 05        1200
SKY FINANCIAL GROUP, INC       COM              83080P103      190    10678 SH       DEFINED 01 02 03 04 05       10678
SKYLINE CORP                   COM              830830105        3      134 SH       DEFINED    02                  134
SKYWEST, INC                   COM              830879102      191     3729 SH       DEFINED 01 02 03 04 05        3729
SMART & FINAL, INC             COM              831683107        1      128 SH       DEFINED    02    04            128
SMARTSERV ONLINE, INC          COM              83169M203       18      500 SH       DEFINED 01 02                  500
SMARTDISK CORP                 COM              83169Q105        6      400 SH       DEFINED    02 03               400
SMITH (A.O.) CORP              COM              831865209       34     2679 SH       DEFINED 01 02    04 05        2679
SMITH INTERNATIONAL, INC       COM              832110100      861    10553 SH       DEFINED 01 02 03 04 05       10553
CHARLES E. SMITH RESIDENTIAL R COM              832197107      100     2194 SH       DEFINED    02 03 04 05        2194
SMITHFIELD FOODS, INC          COM              832248108       82     3116 SH       DEFINED 01 02    04 05        3116
SMUCKER (J.M) CO               COM              832696306       12      489 SH       DEFINED 01 02    04 05         489
SMURFIT-STONE CONTAINER CORP   COM              832727101     1569   130762 SH       DEFINED 01 02    04 05      130762
CIRCLE.COM                     COM              832914204        6     2200 SH       DEFINED 01 02 03 04 05        2200
SNAP-ON, INC                   COM              833034101      169     7152 SH       DEFINED 01 02    04 05        7152
SODEXHO MARRIOTT SERVICES, INC COM              833793102        8      482 SH       DEFINED    02    04 05         482
SOFTNET SYSTEMS, INC           COM              833964109       26     4388 SH       DEFINED 01 02    04 05        4388
SOFTWARE.COM, INC              COM              83402P104      907     5000 SH       DEFINED 01 02 03 04 05        5000
SEEBEYOND TECHNOLOGY CORP      COM              834040107        2      100 SH       DEFINED    02                  100
SOLA INTERNATIONAL, INC        COM              834092108        5      783 SH       DEFINED 01 02       05         783
SOLECTRON CORP                 COM              834182107    17353   376221 SH       DEFINED 01 02 03 04 05      376221
SOLUTIA, INC                   COM              834376105      166    14570 SH       DEFINED 01 02 03 04 05       14570
SOMERA COMMUNICATIONS, INC     COM              834458101       38     4000 SH       DEFINED 01 02 03 04 05        4000
SONIC AUTOMOTIVE, INC          COM              83545G102       76     9200 SH       DEFINED 01 02 03 04 05        9200
SONIC FOUNDRY, INC             COM              83545R108       12     1300 SH       DEFINED 01 02 03 04 05        1300
SONIC CORP                     COM              835451105      103     3284 SH       DEFINED 01 02 03 04 05        3284
SONICWALL, INC                 COM              835470105      180     6300 SH       DEFINED 01 02 03 04 05        6300
SONOCO PRODUCTS CO             COM              835495102      264    14622 SH       DEFINED 01 02    04 05       14622
SONOSITE, INC                  COM              83568G104       21     1133 SH       DEFINED 01 02 03    05        1133
SOTHEBY'S HOLDINGS, INC (CLASS COM              835898107      128     5159 SH       DEFINED 01 02 03 04 05        5159
SONUS NETWORKS, INC            COM              835916107      237     1873 SH       DEFINED 01 02 03    05        1873
SOURCE INFORMATION MANAGEMENT  COM              836151209        7     1100 SH       DEFINED 01 02 03 04           1100
SOURCE MEDIA, INC              COM              836153304       18     3400 SH       DEFINED 01 02 03    05        3400
SOUTH FINANCIAL GROUP, INC     COM              837841105       37     2923 SH       DEFINED 01 02 03 04 05        2923
SOUTH JERSEY INDUSTRIES, INC   COM              838518108       45     1530 SH       DEFINED 01 02    04           1530
SOUTHDOWN, INC                 COM              841297104      147     2062 SH       DEFINED 01 02    04 05        2062
SOUTHERN CO                    COM              842587107     2450    75527 SH       DEFINED 01 02    04 05       75527
SOUTHERN PERU COPPER CORP      COM              843611104        6      395 SH       DEFINED    02    04 05         395
SOUTHERN UNION CO              COM              844030106       69     3463 SH       DEFINED 01 02 03 04 05        3463
SOUTHTRUST CORP                COM              844730101      646    20551 SH       DEFINED 01 02    04 05       20551
SOUTHWEST AIRLINES CO          COM              844741108     1643    67772 SH       DEFINED 01 02    04 05       67772
SOUTHWEST BANCORP OF TEXAS, IN COM              84476R109       65     1975 SH       DEFINED 01 02 03 04 05        1975
SOUTHWEST GAS CORP             COM              844895102       21     1026 SH       DEFINED 01 02    04 05        1026
SOUTHWEST SECURITIES GROUP, IN COM              845224104       47     1623 SH       DEFINED 01 02    04 05        1623
SOUTHWESTERN ENERGY CO         COM              845467109       10     1094 SH       DEFINED 01 02    04 05        1094
SOVEREIGN BANCORP, INC         COM              845905108      123    13291 SH       DEFINED 01 02    04 05       13291
SOVRAN SELF STORAGE, INC       COM              84610H108       34     1647 SH       DEFINED 01 02    04           1647
SPANISH BROADCASTING SYSTEM, I COM              846425882       55     4700 SH       DEFINED 01 02 03 04 05        4700
SPARTECH CORP                  COM              847220209       34     2211 SH       DEFINED 01 02 03 04 05        2211
SPECIALTY EQUIPMENT COS, INC   COM              847497203       76     3090 SH       DEFINED 01 02 03 04 05        3090
SPECTRA-PHYSICS LASERS, INC    COM              847568102       16      300 SH       DEFINED 01 02                  300
SPECTRALINK CORP               COM              847580107        8      900 SH       DEFINED    02 03 04 05         900
SPECTRASITE HOLDINGS, INC      COM              84760T100       86     4610 SH       DEFINED 01 02    04 05        4610
SPEEDFAM-IPEC, INC             COM              847705100       37     3258 SH       DEFINED 01 02 03 04 05        3258
SPEEDWAY MOTORSPORTS, INC      COM              847788106       21      999 SH       DEFINED    02 03 04 05         999
SPHERION CORP                  COM              848420105       52     4352 SH       DEFINED 01 02 03 04 05        4352
SPIEGEL, INC (CLASS A)         COM              848457107        6      861 SH       DEFINED 01 02    04            861
SPIEKER PROPERTIES, INC        COM              848497103      341     5926 SH       DEFINED 01 02    04 05        5926
SPINNAKER EXPLORATION CO       COM              84855W109       24      700 SH       DEFINED    02 03 04 05         700
SPORTSLINE.COM, INC            COM              848934105       59     4269 SH       DEFINED 01 02 03 04 05        4269
SPRING INDUSTRIES, INC         COM              851783100       66     2340 SH       DEFINED 01 02    04           2340
SPRINT CORP (FON GROUP)        COM              852061100     3007   102596 SH       DEFINED 01 02    04 05      102596
SPRINT CORP (PCS GROUP)        COM              852061506     4653   132713 SH       DEFINED 01 02 03 04 05      132713
SS&C TECHNOLOGIES, INC         COM              85227Q100        1      141 SH       DEFINED    02       05         141
STAAR SURGICAL CO              COM              852312305       17     1000 SH       DEFINED    02 03 04 05        1000
STAFF LEASING, INC             COM              852381102       14     3815 SH       DEFINED 01 02 03 04 05        3815
STAMPS.COM, INC                COM              852857101        9     2400 SH       DEFINED 01       04           2400
STANCORP FINANCIAL GROUP, INC  COM              852891100      116     2705 SH       DEFINED 01 02    04 05        2705
STANDARD MICROSYSTEM, INC      COM              853626109        2      100 SH       DEFINED          04            100
STANDARD MOTOR PRODUCTS, INC ( COM              853666105        0       30 SH       DEFINED    02                   30
STANDARD-PACIFIC CORP          COM              85375C101       58     3195 SH       DEFINED 01 02    04 05        3195
STANDARD REGISTER, INC         COM              853887107        5      291 SH       DEFINED 01 02    04 05         291
STANDEX INTERNATIONAL CORP     COM              854231107       36     1885 SH       DEFINED 01 02    04 05        1885
STANFORD MICRODEVICES, INC     COM              854399102        5      100 SH       DEFINED    02                  100
STANLEY WORKS CO               COM              854616109      180     7813 SH       DEFINED 01 02    04 05        7813
STARBASE CORP                  COM              854910205       42     7300 SH       DEFINED 01 02 03 04 05        7300
STAR TELECOMMUNICATIONS, INC   COM              854923109        4     2226 SH       DEFINED    02    04 05        2226
STAPLES, INC                   COM              855030102     1111    78315 SH       DEFINED 01 02 03 04 05       78315
STAR SCIENTIFIC, INC           COM              85517P101        8     1900 SH       DEFINED    02 03 04 05        1900
STARBUCKS CORP                 COM              855244109     1596    39843 SH       DEFINED 01 02 03 04 05       39843
STARMEDIA NETWORK, INC         COM              855546107       38     5129 SH       DEFINED 01 02 03 04 05        5129
STARRETT (L.S.) CO (CLASS A)   COM              855668109        0       25 SH       DEFINED    02                   25
STARTEK, INC                   COM              85569C107       12      427 SH       DEFINED    02 03               427
STATE AUTO FINANCIAL CORP      COM              855707105       32     2452 SH       DEFINED 01 02    04 05        2452
STARWOOD HOTELS & RESORTS WORL COM              85590A203      443    14183 SH       DEFINED 01 02    04 05       14183
STATE STREET CORP              COM              857477103     2658    20449 SH       DEFINED 01 02 03 04 05       20449
STATEN ISLAND BANCORP, INC     COM              857550107       92     4590 SH       DEFINED 01 02    04 05        4590
STATION CASINOS, INC           COM              857689103      104     7287 SH       DEFINED 01 02 03 04 05        7287
STEEL DYNAMICS, INC            COM              858119100       31     3410 SH       DEFINED 01 02 03 04 05        3410
STEELCASE, INC                 COM              858155203      118     7028 SH       DEFINED 01 02    04 05        7028
STEIN MART, INC                COM              858375108       23     2156 SH       DEFINED 01 02 03 04 05        2156
STEINWAY MUSICAL INSTRUMENTS,  COM              858495104        4      233 SH       DEFINED 01 02                  233
STEPAN CO                      COM              858586100       21     1022 SH       DEFINED 01 02                 1022
STERLING BANCSHARES, INC       COM              858907108       27     1755 SH       DEFINED    02 03 04 05        1755
STERICYCLE, INC                COM              858912108       54     2199 SH       DEFINED 01 02 03 04 05        2199
STERIS CORP                    COM              859152100       70     5796 SH       DEFINED 01 02    04 05        5796
STERLING FINANCIAL CORP        COM              859317109       16      855 SH       DEFINED 01 02 03               855
STEWART & STEVENSON SERVICES,  COM              860342104       52     3005 SH       DEFINED 01 02    04 05        3005
STEWART ENTERPRISES, INC (CLAS COM              860370105       12     6303 SH       DEFINED 01 02 03 04 05        6303
STEWART INFORMATION SERVICES C COM              860372101       33     2144 SH       DEFINED 01 02    04           2144
STILLWATER MINING CO           COM              86074Q102      204     7536 SH       DEFINED 01 02 03 04 05        7536
STILWELL FINANCIAL, INC        COM              860831106     1791    41182 SH       DEFINED 01 02 03 04 05       41182
STONE ENERGY CORP              COM              861642106      166     3021 SH       DEFINED 01 02 03 04 05        3021
STONERIDGE, INC                COM              86183P102        8      846 SH       DEFINED 01 02    04            846
STORAGE U.S.A., INC            COM              861907103       98     3206 SH       DEFINED 01 02    04 05        3206
STORA ENSO OYJ (SPONS ADR)     ADR              86210M106      233    28292 SH       DEFINED 01 02    04 05       28292
STORAGE TECHNOLOGY CORP        COM              862111200      115     8485 SH       DEFINED 01 02    04 05        8485
STRAYER EDUCATION, INC         COM              863236105       12      528 SH       DEFINED    02 03               528
STRIDE RITE CORP               COM              863314100       40     7967 SH       DEFINED 01 02 03 04 05        7967
STRUCTURAL DYNAMICS RESEARCH C COM              863555108       82     5018 SH       DEFINED 01 02    04 05        5018
STRYKER CORP                   COM              863667101     1142    26606 SH       DEFINED 01 02 03 04 05       26606
STRUM, RUGER & CO, INC         COM              864159108        2      273 SH       DEFINED    02    04 05         273
SUIZA FOODS CORP               COM              865077101      158     3117 SH       DEFINED 01 02    04 05        3117
SUMMIT BANCORP                 COM              866005101      696    20160 SH       DEFINED 01 02    04 05       20160
SUMMIT PROPERTIES, INC         COM              866239106       24     1017 SH       DEFINED 01 02    04 05        1017
SUN COMMUNITIES, INC           COM              866674104       23      728 SH       DEFINED 01 02    04 05         728
SUN MICROSYSTEMS, INC          COM              866810104    66391   568656 SH       DEFINED 01 02 03 04 05      568656
SUNBEAM CORP                   COM              867071102       15    11378 SH       DEFINED 01 02    04 05       11378
SUNGLASS HUT INTERNATIONAL, IN COM              86736F106       41     6256 SH       DEFINED 01 02 03 04 05        6256
SUNGARD DATA SYSTEMS, INC      COM              867363103      580    13556 SH       DEFINED 01 02 03 04 05       13556
SUNOCO, INC                    COM              86764P109      435    16149 SH       DEFINED 01 02    04 05       16149
SUNQUEST INFORMATION SYSTEMS,  COM              867654105        0       14 SH       DEFINED    02                   14
SUNRISE ASSISTED LIVING, INC   COM              86768K106       28     1286 SH       DEFINED    02 03 04 05        1286
SUNRISE TECHNOLOGY INTERNATION COM              86769L103       78    10889 SH       DEFINED 01 02 03 04 05       10889
SUNRISE MEDICAL, INC           COM              867910101        8     1284 SH       DEFINED 01 02       05        1284
SUNTRUST BANKS, INC            COM              867914103     2141    42980 SH       DEFINED 01 02    04 05       42980
SUPERCONDUCTOR TECHNOLOGIES, I COM              867931107       54     3000 SH       DEFINED 01 02 03 04 05        3000
SUPERGEN, INC                  COM              868059106       90     4690 SH       DEFINED 01 02 03 04 05        4690
SUPERIOR CONSULTANT HOLDINGS C COM              868146101        3     1327 SH       DEFINED 01 02 03              1327
SUPERIOR ENERGY SERVICES, INC  COM              868157108       83     7900 SH       DEFINED 01 02 03 04 05        7900
SUPERIOR INDUSTRIES INTERNATIO COM              868168105       50     1674 SH       DEFINED 01 02    04 05        1674
SUPERIOR TRUST I SERIES A      PFD              86836P202       11      503 SH       DEFINED 01                     503
SUPERIOR TELECOM, INC          COM              868365107        6     1062 SH       DEFINED 01 02    04           1062
SUPERTEX, INC                  COM              868532102       55     1100 SH       DEFINED 01 02 03    05        1100
SUPERVALU, INC                 COM              868536103      243    16104 SH       DEFINED 01 02    04 05       16104
SURMODICS, INC                 COM              868873100       27      500 SH       DEFINED    02 03    05         500
SUSQUEHANNA BANCSHARES, INC    COM              869099101      104     6821 SH       DEFINED 01 02    04 05        6821
SWIFT ENERGY CO                COM              870738101       70     1674 SH       DEFINED    02 03 04 05        1674
SWIFT TRANSPORTATION CO, INC   COM              870756103       38     2889 SH       DEFINED 01 02 03 04 05        2889
SYBASE, INC                    COM              871130100      235    10199 SH       DEFINED 01 02    04 05       10199
SYBRON INTERNATIONAL CORP      COM              87114F106      473    19723 SH       DEFINED 01 02 03 04 05       19723
SYCAMORE NETWORKS, INC         COM              871206108     3044    28187 SH       DEFINED 01 02 03 04 05       28187
SYKES ENTERPRISES, INC         COM              871237103       19     3534 SH       DEFINED 01 02 03 04 05        3534
SYMANTEC CORP                  COM              871503108      545    12392 SH       DEFINED 01 02 03 04 05       12392
SYMBOL TECHNOLOGIES, INC       COM              871508107      827    23004 SH       DEFINED 01 02 03 04 05       23004
SYMMETRICOM, INC               COM              871543104       52     3350 SH       DEFINED 01 02 03 04 05        3350
SYMYX TECHNOLOGIES, INC        COM              87155S108      130     3000 SH       DEFINED 01 02 03 04 05        3000
SYNAVANT, INC                  COM              87157A105       24     3592 SH       DEFINED 01 02 03 04 05        3592
SYNCOR INTERNATIONAL CORP      COM              87157J106      209     5674 SH       DEFINED 01 02 03 04 05        5674
SYNOPSYS, INC                  COM              871607107      292     7714 SH       DEFINED 01 02 03 04 05        7714
SYNOVUS FINANCIAL CORP         COM              87161C105      663    31307 SH       DEFINED 01 02 03 04 05       31307
SYNTEL, INC                    COM              87162H103        8     1019 SH       DEFINED 01 02                 1019
SYNTROLEUM CORP                COM              871630109      152     7464 SH       DEFINED 01 02 03 04 05        7464
SYSCO CORP                     COM              871829107     2754    59465 SH       DEFINED 01 02 03 04 05       59465
SYSTEMAX, INC                  COM              871851101        4     1535 SH       DEFINED 01 02    04 05        1535
SYSTEMS & COMPUTER TECHNOLOGY  COM              871873105      111     6301 SH       DEFINED 01 02 03 04 05        6301
TCF FINANCIAL CORP             COM              872275102      158     4209 SH       DEFINED 01 02    04 05        4209
TECO ENERGY, INC               COM              872375100      575    19987 SH       DEFINED 01 02    04 05       19987
THQ, INC                       COM              872443403       84     3631 SH       DEFINED 01 02 03 04 05        3631
TJX COS, INC                   COM              872540109     1271    56473 SH       DEFINED 01 02 03 04 05       56473
TRW, INC                       COM              872649108      432    10633 SH       DEFINED 01 02    04 05       10633
TMP WORLDWIDE, INC             COM              872941109      944    11732 SH       DEFINED 01 02 03 04 05       11732
TXU CORP                       COM              873168108     2289    57760 SH       DEFINED 01 02    04 05       57760
TAKE-TWO INTERACTIVE SOFTWARE, COM              874054109       20     1600 SH       DEFINED 01 02 03 04 05        1600
TALBOTS, INC                   COM              874161102      211     3184 SH       DEFINED 01 02    04 05        3184
TALK.COM, INC                  COM              874264104       43     9860 SH       DEFINED 01 02 03 04 05        9860
TANGER FACTORY OUTLET CENTERS, COM              875465106        9      420 SH       DEFINED 01 02                  420
TANNING TECHNOLOGY, INC        COM              87588P101       25     1800 SH       DEFINED 01 02 03 04 05        1800
TANOX, INC                     COM              87588Q109       30      900 SH       DEFINED    02 03    05         900
TARGET CORP                    COM              87612E106     5406   210973 SH       DEFINED 01 02 03 04 05      210973
TARGETED GENETICS CORP         COM              87612M108       50     4200 SH       DEFINED 01 02 03 04 05        4200
TARRANT APPAREL GROUP          COM              876289109        0       20 SH       DEFINED    02                   20
TAUBMAN CENTERS, INC           COM              876664103       33     2830 SH       DEFINED 01 02    04 05        2830
TECH DATA CORP                 COM              878237106      219     5133 SH       DEFINED 01 02 03 04 05        5133
TECHNE CORP                    COM              878377100      451     4026 SH       DEFINED 01 02 03 04 05        4026
PEREGRINE PHARMACEUTICALS, INC COM              878517309       24     9900 SH       DEFINED 01 02 03 04 05        9900
TECHNITROL, INC                COM              878555101      120     1186 SH       DEFINED    02 03 04 05        1186
TECHNOLOGY SOLUTIONS CO        COM              87872T108       20     8094 SH       DEFINED 01 02 03 04 05        8094
TECUMSEH PRODUCTS CO (CLASS A) COM              878895200      139     3331 SH       DEFINED 01 02    04 05        3331
TEJON RANCH CO                 COM              879080109       51     2025 SH       DEFINED 01 02 03 04 05        2025
TEKELEC                        COM              879101103      209     6372 SH       DEFINED 01 02 03 04 05        6372
TEKTRONIX, INC                 COM              879131100      306     3982 SH       DEFINED 01 02    04 05        3982
TELAXIS COMMUNICATIONS CORP    COM              879202109        1      100 SH       DEFINED             05         100
TELCOM SEMICONDUCTOR, INC      COM              87921P107       22     1500 SH       DEFINED    02 03 04 05        1500
TELECORP PCS, INC              COM              879299105       59     3100 SH       DEFINED 01 02 03 04 05        3100
TELEDYNE TECHNOLOGIES, INC     COM              879360105      103     3533 SH       DEFINED 01 02 03 04 05        3533
TELEFLEX, INC                  COM              879369106      142     4143 SH       DEFINED 01 02 03 04 05        4143
TELEPHONE & DATA SYSTEMS, INC  COM              879433100      456     4123 SH       DEFINED 01 02    04 05        4123
TELESCAN, INC                  COM              879516102        2      794 SH       DEFINED 01 02       05         794
TELIGENT, INC                  COM              87959Y103       57     4383 SH       DEFINED 01 02 03 04 05        4383
TELLABS, INC                   COM              879664100     8023   168017 SH       DEFINED 01 02 03 04 05      168017
TELXON CORP                    COM              879700102       28     1600 SH       DEFINED    02 03 04 05        1600
TELOCITY, INC                  COM              87971D103       10     3100 SH       DEFINED 01 02 03    05        3100
TEMPLE-INLAND, INC             COM              879868107      136     3579 SH       DEFINED 01 02    04 05        3579
TELETECH HOLDINGS, INC         COM              879939106      117     4733 SH       DEFINED 01 02 03 04 05        4733
TENFOLD CORP                   COM              88033A103        3      618 SH       DEFINED 01 02 03 04 05         618
TENET HEALTHCARE CORP          COM              88033G100    10000   274923 SH       DEFINED 01 02 03 04 05      274923
TENNANT CO                     COM              880345103       94     2134 SH       DEFINED 01 02    04           2134
TENNECO AUTOMOTIVE, INC        COM              880349105       12     2408 SH       DEFINED 01 02    04 05        2408
TERADYNE, INC                  COM              880770102     1359    38820 SH       DEFINED 01 02 03 04 05       38820
TERAYON COMMUNICATION SYSTEMS, COM              880775101      252     7424 SH       DEFINED 01 02 03 04 05        7424
TEREX CORP                     COM              880779103       38     2893 SH       DEFINED 01 02    04 05        2893
TERRA INDUSTRIES, INC          COM              880915103        6     2623 SH       DEFINED 01 02       05        2623
TERREMARK WORLDWIDE, INC       COM              881448104       49    19200 SH       DEFINED 01 02 03 04 05       19200
TESORO PETROLEUM CORP          COM              881609101       10     1022 SH       DEFINED 01 02    04 05        1022
TETRA TECH, INC                COM              88162G103      183     6407 SH       DEFINED 01 02 03 04 05        6407
TEXACO, INC                    COM              881694103     3426    65260 SH       DEFINED 01 02    04 05       65260
TEXAS BIOTECHNOLOGY CORP       COM              88221T104      116     7100 SH       DEFINED 01 02 03 04 05        7100
TEXAS INDUSTRIES, INC          COM              882491103       92     2879 SH       DEFINED 01 02    04 05        2879
TEXAS INSTRUMENTS, INC         COM              882508104    26812   568201 SH       DEFINED 01 02 03 04 05      568201
TEXAS REGIONAL BANCSHRS, INC ( COM              882673106       88     3105 SH       DEFINED 01 02    04 05        3105
TEXTRON, INC                   COM              883203101      829    17969 SH       DEFINED 01 02    04 05       17969
THEGLOBE.COM, INC              COM              88335R101        3     3642 SH       DEFINED 01 02                 3642
THERAGENICS CORP               COM              883375107       21     3159 SH       DEFINED 01 02 03 04 05        3159
THERMA-WAVE, INC               COM              88343A108       46     1600 SH       DEFINED 01 02 03 04 05        1600
THERMO CARDIOSYSTEMS, INC      COM              88355K200       11     1215 SH       DEFINED 01 02 03 04 05        1215
THERMO FIBERTEK, INC           COM              88355W105        4     1023 SH       DEFINED 01 02 03              1023
THERMO ELECTRON CORP           COM              883556102      571    21965 SH       DEFINED 01 02 03 04 05       21965
THESTREET.COM, INC             COM              88368Q103        1      322 SH       DEFINED 01 02                  322
THOMAS & BETTS CORP            COM              884315102      159     9124 SH       DEFINED 01 02    04 05        9124
THOMAS INDUSTRIES, INC         COM              884425109       14      716 SH       DEFINED 01 02    04 05         716
THOR INDUSTRIES, INC           COM              885160101       28     1226 SH       DEFINED 01 02                 1226
THORATEC LABORATORIES CORP     COM              885175307       31     1400 SH       DEFINED    02 03 04 05        1400
THORNBURG MORTGAGE, INC        COM              885218107       11     1122 SH       DEFINED 01 02       05        1122
3DO CO                         COM              88553W105       13     1900 SH       DEFINED    02 03 04 05        1900
3DFX INTERACTIVE, INC          COM              88553X103        6     1328 SH       DEFINED    02 03 04 05        1328
3COM CORP                      COM              885535104     1023    53329 SH       DEFINED 01 02 03 04 05       53329
THREE-FIVE SYSTEMS, INC        COM              88554L108      108     3700 SH       DEFINED 01 02 03 04 05        3700
THREE RIVERS BANCORP, INC      COM              88562Q107        1       75 SH       DEFINED    02    04             75
TIBCO SOFTWARE, INC            COM              88632Q103     1908    22600 SH       DEFINED 01 02 03 04 05       22600
TICKETMASTER ONLINE-CITYSEARCH COM              88633P203       59     3485 SH       DEFINED 01 02 03 04 05        3485
TIDEWATER, INC                 COM              886423102      210     4608 SH       DEFINED 01 02 03 04 05        4608
TIFFANY & CO                   COM              886547108     1124    29148 SH       DEFINED 01 02 03 04 05       29148
TIMBERLAND CO                  COM              887100105       69     1674 SH       DEFINED    02 03 04 05        1674
TIME WARNER, INC               COM              887315109    25631   327559 SH       DEFINED 01 02 03 04 05      327559
TIME WARNER TELECOM, INC       COM              887319101      495    10239 SH       DEFINED 01 02 03 04 05       10239
TIMKEN CO                      COM              887389104      161    11798 SH       DEFINED 01 02    04 05       11798
TITAN CORP                     COM              888266103      167    10095 SH       DEFINED 01 02 03 04 05       10095
TITAN INTERNATIONAL, INC       COM              88830M102        1      160 SH       DEFINED    02       05         160
TITAN PHARMACEUTICALS, INC     COM              888314101      325     5000 SH       DEFINED 01 02 03 04 05        5000
TITANIUM METALS CORP           COM              888339108        1       67 SH       DEFINED    02                   67
TIVO, INC                      COM              888706108       62     3200 SH       DEFINED 01 02 03 04 05        3200
TOLL BROTHERS, INC             COM              889478103      116     3378 SH       DEFINED 01 02    04 05        3378
TOLLGRADE COMMUNICATIONS, INC  COM              889542106      305     2200 SH       DEFINED 01 02 03 04 05        2200
TOO, INC                       COM              890333107       91     3837 SH       DEFINED 01 02 03 04 05        3837
TOOTSIE ROLL INDUSTRIES, INC   COM              890516107      120     3065 SH       DEFINED 01 02    04 05        3065
TOPPS, INC                     COM              890786106       73     7972 SH       DEFINED 01 02 03 04 05        7972
TORCHMARK CORP                 COM              891027104      460    16557 SH       DEFINED 01 02    04 05       16557
TORO CO                        COM              891092108       31      984 SH       DEFINED 01 02    04 05         984
TOSCO CORP                     COM              891490302      469    15039 SH       DEFINED 01 02    04 05       15039
DAVITA, INC                    COM              89151A107       48     6453 SH       DEFINED 01 02 03 04 05        6453
TOWER AUTOMOTIVE      05.0000                   891707AE1      460   600000 PRN      DEFINED    02               600000
TOWER AUTOMOTIVE, INC          COM              891707101       46     4895 SH       DEFINED 01 02    04 05        4895
TOTAL SYSTEM SERVICES, INC     COM              891906109       75     4470 SH       DEFINED 01 02 03 04 05        4470
TRACK DATA CORP                COM              891918104        0      147 SH       DEFINED    02 03               147
TOWN & COUNTRY TRUST           COM              892081100       70     3914 SH       DEFINED 01 02 03 04 05        3914
TOWNE SERVICES, INC            COM              892148107        2     1554 SH       DEFINED    02 03              1554
TOYS "R" US, INC               COM              892335100      547    33663 SH       DEFINED 01 02    04 05       33663
TRACTOR SUPPLY CO              COM              892356106        0       25 SH       DEFINED    02                   25
TRAMMELL CROW CO               COM              89288R106       23     1551 SH       DEFINED 01 02    04 05        1551
TRANS WORLD AIRLINES, INC      COM              893349837       10     5031 SH       DEFINED 01 02       05        5031
TRANS WORLD ENTERTAINMENT CORP COM              89336Q100       40     4022 SH       DEFINED 01 02 03 04 05        4022
TRANSACTION SYSTEMS ARCHITECTS COM              893416107       65     4004 SH       DEFINED 01 02 03 04 05        4004
TRANSATLANTIC HOLDINGS, INC    COM              893521104       86      930 SH       DEFINED 01 02    04 05         930
TRANSKARYOTIC THERAPIES, INC   COM              893735100      168     3896 SH       DEFINED 01 02 03 04 05        3896
TRANSMONTAIGNE, INC            COM              893934109        4      799 SH       DEFINED    02    04 05         799
TRAVELOCITY.COM, INC           COM              893953109       51     3592 SH       DEFINED 01 02 03 04 05        3592
TRANSWITCH CORP                COM              894065101      961    15082 SH       DEFINED 01 02 03 04 05       15082
TREDEGAR CORP                  COM              894650100       41     2348 SH       DEFINED 01 02 03 04 05        2348
TRENDWEST RESORTS, INC         COM              894917103        4      214 SH       DEFINED    02                  214
TREX CO, INC                   COM              89531P105       19      616 SH       DEFINED 01 02                  616
TREX MEDICAL CORP              COM              89531R101        0       32 SH       DEFINED    02                   32
TRIAD HOSPITALS, INC           COM              89579K109      151     5147 SH       DEFINED 01 02 03 04 05        5147
TRIANGLE PHARMACEUTICALS, INC  COM              89589H104       52     6104 SH       DEFINED 01 02 03 04 05        6104
TRIAD GUARANTY, INC            COM              895925105      126     4250 SH       DEFINED 01 02    04           4250
TRIARC COS, INC                COM              895927101       25     1009 SH       DEFINED    02 03 04 05        1009
TRICON GLOBAL RESTAURANTS, INC COM              895953107      574    18735 SH       DEFINED 01 02 03 04 05       18735
TRIBUNE CO                     COM              896047107     3806    87251 SH       DEFINED 01 02    04 05       87251
TRICO MARINE SERVICES, INC     COM              896106101       32     2000 SH       DEFINED 01 02    04 05        2000
TRICORD SYSTEMS, INC           COM              896121100       42     2800 SH       DEFINED 01 02 03 04 05        2800
TRIGON HEALTHCARE, INC         COM              89618L100       66     1248 SH       DEFINED 01 02    04 05        1248
TRIMBLE NAVIGATION LTD         COM              896239100       95     4230 SH       DEFINED 01 02 03 04 05        4230
TRIMERIS, INC                  COM              896263100      815    11648 SH       DEFINED 01 02 03 04 05       11648
TRINITY INDUSTRIES, INC        COM              896522109       98     4190 SH       DEFINED 01 02    04 05        4190
TRIQUINT SEMICONDUCTOR, INC    COM              89674K103      436    11970 SH       DEFINED 01 02 03 04 05       11970
TRITEL, INC                    COM              89675X104       14     1000 SH       DEFINED 01 02                 1000
TRITON PCS HOLDINGS, INC (CLAS COM              89677M106      168     6100 SH       DEFINED 01 02 03 04 05        6100
TRIUMPH GROUP, INC             COM              896818101       50     1386 SH       DEFINED 01 02    04 05        1386
TRIZETTO GROUP, INC            COM              896882107       31     2000 SH       DEFINED 01 02 03 04 05        2000
TROPICAL SPORTSWEAR INTERNATIO COM              89708P102        0       17 SH       DEFINED    02                   17
TRUE NORTH COMMUNICATIONS, INC COM              897844106      172     4817 SH       DEFINED 01 02 03 04 05        4817
TRUST CO OF NEW JERSEY         COM              898304100       49     2919 SH       DEFINED 01 02 03 04 05        2919
TRUSTCO BANK CORP (NEW YORK)   COM              898349105       69     5626 SH       DEFINED 01 02 03 04 05        5626
TRUSTMARK CORP                 COM              898402102      167     8568 SH       DEFINED 01 02    04 05        8568
TUCKER ANTHONY SUTRO CORP      COM              898647102       36     1413 SH       DEFINED 01 02    04 05        1413
TUESDAY MORNING CORP           COM              899035505        3      329 SH       DEFINED    02 03               329
TULARIK, INC                   COM              899165104       66     2000 SH       DEFINED 01 02 03 04 05        2000
TUMBLEWEED COMMUNICATIONS CORP COM              899690101       82     1600 SH       DEFINED 01 02 03 04 05        1600
TUPPERWARE CORP                COM              899896104      177     9821 SH       DEFINED 01 02 03 04 05        9821
TURNSTONE SYSTEMS, INC         COM              900423104      111     2400 SH       DEFINED 01 02 03              2400
TUT SYSTEMS, INC               COM              901103101      327     3786 SH       DEFINED 01 02 03 04 05        3786
TWEETER HOME ENTERTAINMENT GRO COM              901167106       89     2440 SH       DEFINED 01 02 03 04 05        2440
21ST CENTURY INSURANCE GROUP   COM              90130N103       18     1039 SH       DEFINED 01 02    04 05        1039
24/7 MEDIA, INC                COM              901314104       43     4308 SH       DEFINED 01 02 03 04 05        4308
TWINLAB CORP                   COM              901774109        7     1667 SH       DEFINED 01 02    04 05        1667
II-VI, INC                     COM              902104108       19     1000 SH       DEFINED 01 02                 1000
TYCO INTERNATIONAL LTD         COM              902124106    25393   489495 SH       DEFINED    02 03 04 05      489495
TYLER TECHNOLOGIES, INC        COM              902252105        4     1913 SH       DEFINED    02    04 05        1913
TYSON FOODS, INC               COM              902494103      158    15821 SH       DEFINED 01 02    04 05       15821
UAL CORP                       COM              902549500      750    17860 SH       DEFINED 01 02    04 05       17860
UCAR INTERNATIONAL, INC        COM              90262K109       38     3032 SH       DEFINED 01 02    04 05        3032
UGI CORP                       COM              902681105      147     6057 SH       DEFINED 01 02    04 05        6057
UICI                           COM              902737105       19     2643 SH       DEFINED 01 02 03 04 05        2643
UIL HOLDINGS CORP              COM              902748102       67     1305 SH       DEFINED 01 02    04 05        1305
UMB FINANCIAL CORP             COM              902788108      111     2986 SH       DEFINED 01 02    04 05        2986
USX-MARATHON GROUP, INC        COM              902905827     1250    44068 SH       DEFINED 01 02    04 05       44068
U.S.B. HOLDINGS CO, INC        COM              902910108        6      442 SH       DEFINED    02 03 04            442
UST, INC                       COM              902911106      446    19488 SH       DEFINED 01 02 03 04 05       19488
U.S.A. DETERGENTS, INC         COM              902938109        2      600 SH       DEFINED 01                     600
U.S. PLASTIC LUMBER CORP       COM              902948108        7     1711 SH       DEFINED    02 03 04 05        1711
U.S. FRANCHISE SYSTEMS, INC (C COM              902956309        4      751 SH       DEFINED    02 03               751
U.S. RESTAURANT PROPERTIES, IN COM              902971100        1      112 SH       DEFINED    02       05         112
U.S. BANCORP                   COM              902973106     2157    94823 SH       DEFINED 01 02    04 05       94823
U.S. LIQUIDS, INC              COM              902974104        3      850 SH       DEFINED 01 02       05         850
U.S.A. NETWORKS, INC           COM              902984103      134     6095 SH       DEFINED 01 02 03 04 05        6095
URS CORP                       COM              903236107       29     2193 SH       DEFINED 01 02    04 05        2193
U.S. CAN CORP                  COM              90328W105       21     1035 SH       DEFINED    02 03 04 05        1035
USG CORP                       COM              903293405       42     1663 SH       DEFINED 01 02    04 05        1663
U.S. LEC CORP (CLASS A)        COM              90331S109       14     1639 SH       DEFINED 01 02 03 04 05        1639
USEC, INC                      COM              90333E108        4     1041 SH       DEFINED    02    04 05        1041
US INTERACTIVE, INC            COM              90334M109        4     1645 SH       DEFINED 01 02 03 04 05        1645
USX-US STEEL GROUP, INC        COM              90337T101      245    16152 SH       DEFINED 01 02    04 05       16152
U.S. EXPRESS ENTERPRISES, INC  COM              90338N103        5      723 SH       DEFINED 01 02                  723
US ONCOLOGY, INC               COM              90338W103       31     6779 SH       DEFINED 01 02    04 05        6779
UTI ENERGY CORP                COM              903387108      107     2402 SH       DEFINED 01 02 03 04 05        2402
US WIRELESS CORP               COM              90339C106       22     1400 SH       DEFINED 01 02 03    05        1400
ULTICOM, INC                   COM              903844108      309     6559 SH       DEFINED    02 03 04 05        6559
ULTIMATE ELECTRONICS, INC      COM              903849107       25      600 SH       DEFINED    02 03    05         600
USA EDUCATION, INC             COM              90390U102     1283    26628 SH       DEFINED 01 02 03 04 05       26628
ULTRAMAR DIAMOND SHAMROCK CORP COM              904000106      159     6262 SH       DEFINED 01 02    04 05        6262
ULTRATECH STEPPER, INC         COM              904034105       40     2481 SH       DEFINED 01 02 03 04 05        2481
UNICAPITAL CORP                COM              90459D108        1     7351 SH       DEFINED 01 02 03 04 05        7351
UNIFI, INC                     COM              904677101       52     5135 SH       DEFINED 01 02    04 05        5135
UNIFIRST CORP                  COM              904708104        0       40 SH       DEFINED    02                   40
UNIFY CORP                     COM              904743101        1      300 SH       DEFINED          04 05         300
UNILEVER NV (NEW YORK SHS)     COM              904784709     1192    24711 SH       DEFINED    02    04 05       24711
UNICOM CORP                    COM              904911104     1130    20112 SH       DEFINED 01 02    04 05       20112
UNIGRAPHICS SOLUTIONS, INC     COM              904928108       24     1219 SH       DEFINED 01 02 03              1219
UNION CARBIDE CORP             COM              905581104      664    17582 SH       DEFINED 01 02    04 05       17582
UNION PACIFIC CORP             COM              907818108     1080    27775 SH       DEFINED 01 02    04 05       27775
UNION PLANTERS CORP            COM              908068109      689    20825 SH       DEFINED 01 02    04 05       20825
UNIONBANCAL CORP               COM              908906100      122     5238 SH       DEFINED 01 02    04 05        5238
UNIROYAL TECHNOLOGY CORP       COM              909163107       18     1200 SH       DEFINED    02 03 04 05        1200
UNISOURCE ENERGY CORP HOLDINGS COM              909205106       43     2637 SH       DEFINED 01 02    04 05        2637
UNISYS CORP                    COM              909214108      462    41026 SH       DEFINED 01 02 03 04 05       41026
UNIT CORP                      COM              909218109       28     1900 SH       DEFINED    02 03 04 05        1900
UNITED AUTO GROUP, INC         COM              909440109        2      257 SH       DEFINED    02    04 05         257
UNITED COMMUNITY FINANCIAL COR COM              909839102        3      459 SH       DEFINED    02    04 05         459
UNITED BANKSHARES, INC         COM              909907107       40     2020 SH       DEFINED 01 02 03 04 05        2020
UNITED DOMINION REALTY TRUST,  COM              910197102      138    12680 SH       DEFINED 01 02    04 05       12680
UNITED FIRE & CASULTY CO       COM              910331107        4      226 SH       DEFINED 01 02                  226
UNITED NATIONAL BANCORP        COM              910909100        4      223 SH       DEFINED    02    04 05         223
UNITED NATURAL FOODS, INC      COM              911163103        7      533 SH       DEFINED    02 03    05         533
UNITED PARCEL SERVICE, INC (CL COM              911312106      530     9400 SH       DEFINED 01 02 03 04 05        9400
UNITED RENTALS, INC            COM              911363109      146     6037 SH       DEFINED 01 02 03 04 05        6037
UNITED RETAIL GROUP, INC       COM              911380103        1       97 SH       DEFINED    02       05          97
U.S. CELLULAR CORP             COM              911684108      148     2121 SH       DEFINED 01 02 03 04 05        2121
U.S. AIRWAYS GROUP, INC        COM              911905107      188     6169 SH       DEFINED 01 02 03 04 05        6169
U.S. INDUSTRIES, INC           COM              912080108      129    13009 SH       DEFINED 01 02    04 05       13009
UNITED STATIONERS, INC         COM              913004107      140     5222 SH       DEFINED 01 02 03 04 05        5222
UNITED TECHNOLOGIES CORP       COM              913017109     9342   134901 SH       DEFINED 01 02 03 04 05      134901
UNITED TELEVISION, INC         COM              913066106       32      215 SH       DEFINED    02                  215
UNITED THERAPEUTICS CORP       COM              91307C102      306     3500 SH       DEFINED 01 02 03 04 05        3500
UNITEDHEALTH GROUP, INC        COM              91324P102     2204    22316 SH       DEFINED 01 02 03 04 05       22316
UNITEDGLOBALCOM, INC (CLASS A) COM              913247508      250     8347 SH       DEFINED 01 02 03 04 05        8347
UNITRIN, INC                   COM              913275103       53     1657 SH       DEFINED 01 02    04 05        1657
UNIVERSAL ACCESS, INC          COM              913363107       31     2600 SH       DEFINED 01 02 03 04 05        2600
UNIVERSAL COMPRESSION HOLDINGS COM              913431102       22      700 SH       DEFINED 01 02                  700
UNIVERSAL CORP                 COM              913456109       45     1517 SH       DEFINED 01 02    04 05        1517
UNIVERSAL DISPLAY CO           COM              91347P105       42     1900 SH       DEFINED 01 02 03 04 05        1900
UNIVERSAL ELECTRONICS, INC     COM              913483103       46     1900 SH       DEFINED 01 02 03 04 05        1900
SENSIENT TECHNOLOGIES CORP     COM              913538104      131     6445 SH       DEFINED 01 02    04 05        6445
UNIVERSAL FOREST PRODUCTS, INC COM              913543104       31     2707 SH       DEFINED 01 02    04 05        2707
UNIVERSAL HEALTH SERVICES, INC COM              913903100      170     1987 SH       DEFINED 01 02 03 04 05        1987
UNIVISION COMMUNICATIONS, INC  COM              914906102     1026    27452 SH       DEFINED 01 02 03 04 05       27452
UNOCAL CORP                    COM              915289102      949    26793 SH       DEFINED 01 02    04 05       26793
UNOVA, INC                     COM              91529B106        8     1912 SH       DEFINED 01 02    04 05        1912
UNUMPROVIDENT CORP             COM              91529Y106      804    29516 SH       DEFINED 01 02    04 05       29516
USFREIGHTWAYS CORP             COM              916906100       70     3100 SH       DEFINED 01 02    04 05        3100
URBAN OUTFITTERS, INC          COM              917047102        9      838 SH       DEFINED 01 02 03               838
URBAN SHOPPING CENTERS, INC    COM              917060105       40      838 SH       DEFINED 01 02    04            838
USBANCORP, INC                 COM              917292104        0       50 SH       DEFINED    02                   50
USINTERNETWORKING, INC         COM              917311805       34     5035 SH       DEFINED 01 02 03 04 05        5035
UTILICORP UNITED, INC          COM              918005109      329    12716 SH       DEFINED 01 02    04 05       12716
UTSTARCOM, INC                 COM              918076100       44     2100 SH       DEFINED 01          05        2100
VA LINUX SYSTEMS, INC          COM              91819B105       88     1900 SH       DEFINED 01 02 03 04 05        1900
V.F. CORP                      COM              918204108      297    12039 SH       DEFINED 01 02    04 05       12039
VYYO INC                       COM              918458100       27      900 SH       DEFINED 01 02 03               900
VAIL RESORTS, INC              COM              91879Q109       28     1364 SH       DEFINED 01 02    04 05        1364
VALASSIS COMMUNICATIONS, INC   COM              918866104      215     9654 SH       DEFINED 01 02 03 04 05        9654
VALHI, INC                     COM              918905100       10      830 SH       DEFINED 01 02                  830
VALENCE TECHNOLOGY, INC        COM              918914102      115     6640 SH       DEFINED 01 02 03 04 05        6640
VALENTIS, INC                  COM              91913E104       20     2400 SH       DEFINED    02 03 04 05        2400
VALERO ENERGY CORP             COM              91913Y100      291     8263 SH       DEFINED 01 02    04 05        8263
VALLEY MEDIA, INC              COM              91972C106        0       13 SH       DEFINED    02                   13
VALLEY NATIONAL BANCORP        COM              919794107      226     8263 SH       DEFINED 01 02    04 05        8263
VALMONT INDUSTRIES, INC        COM              920253101       38     1928 SH       DEFINED 01 02 03 04 05        1928
VALSPAR CORP                   COM              920355104      121     5246 SH       DEFINED 01 02 03 04 05        5246
VALUE CITY DEPARTMENT STORES,  COM              920387107        2      254 SH       DEFINED    02    04 05         254
VALUE LINE, INC                COM              920437100        0        7 SH       DEFINED    02                    7
VALUEVISION INTERNATIONAL, INC COM              92047K107      157     6234 SH       DEFINED 01 02 03 04 05        6234
VANS, INC                      COM              921930103       11      700 SH       DEFINED    02 03 04            700
VARCO INTERNATIONAL, INC (NEW) COM              922122106       79     3813 SH       DEFINED 01 02    04 05        3813
VARIAN MEDICAL SYSTEMS, INC    COM              92220P105      236     5215 SH       DEFINED 01 02 03 04 05        5215
VARIAN, INC                    COM              922206107      253     5883 SH       DEFINED 01 02 03 04 05        5883
VARIAN SEMICONDUCTOR EQUIPMENT COM              922207105      242     6467 SH       DEFINED 01 02 03 04 05        6467
VASCO DATA SECURITY INTERNATIO COM              92230Y104       10      600 SH       DEFINED    02       05         600
VASOMEDICAL INC                COM              922321104       17     3400 SH       DEFINED    02 03 04 05        3400
VAXGEN, INC                    COM              922390208       21      900 SH       DEFINED 01 02       05         900
VECTREN CORP                   COM              92240G101      124     6129 SH       DEFINED 01 02    04 05        6129
VECTOR GROUP LTD               COM              92240M108        8      473 SH       DEFINED    02 03 04            473
VEECO INSTRUMENTS, INC         COM              922417100      414     3900 SH       DEFINED 01 02 03 04 05        3900
VENTAS, INC                    COM              92276F100       31     6146 SH       DEFINED 01 02 03 04 05        6146
VENTANA MEDICAL SYSTEMS, INC   COM              92276H106       48     1900 SH       DEFINED 01 02 03 04 05        1900
VENTIV HEALTH, INC             COM              922793104       42     3310 SH       DEFINED 01 02 03 04 05        3310
VENTRO CORP                    COM              922815105       23     2100 SH       DEFINED    02 03 04 05        2100
VENATOR GROUP, INC             COM              922944103      218    17610 SH       DEFINED 01 02    04 05       17610
VERITY, INC                    COM              92343C106      175     4894 SH       DEFINED 01 02 03 04 05        4894
VERISIGN, INC                  COM              92343E102    11660    57562 SH       DEFINED 01 02 03 04 05       57562
VERITAS DGC, INC               COM              92343P107      127     4388 SH       DEFINED 01 02 03 04 05        4388
VERIZON COMMUNICATIONS         COM              92343V104    17047   351947 SH       DEFINED 01 02    04 05      351947
VERITAS SOFTWARE CORP          COM              923436109    24406   171874 SH       DEFINED 01 02 03 04 05      171874
VERTEL CORP                    COM              924907108       42     4500 SH       DEFINED 01 02 03 04 05        4500
VERSATA, INC                   COM              925298101       40     1500 SH       DEFINED 01 02                 1500
VERTEX PHARMACEUTICALS, INC    COM              92532F100      946    11194 SH       DEFINED 01 02 03 04 05       11194
VERTICALNET, INC               COM              92532L107      481    13704 SH       DEFINED 01 02 03 04 05       13704
VERTEX INTERACTIVE, INC        COM              925322109        5      300 SH       DEFINED       03 04 05         300
VIALINK CO                     COM              92552Q101       21     2400 SH       DEFINED 01 02 03 04 05        2400
VIAD CORP                      COM              92552R109      233     8781 SH       DEFINED 01 02 03 04 05        8781
VIASAT, INC                    COM              92552V100       56     2500 SH       DEFINED 01 02 03 04 05        2500
VIACOM, INC (CLASS A)          COM              925524100      521     8914 SH       DEFINED 01       04           8914
VIACOM, INC (CLASS B)          COM              925524308    23525   402137 SH       DEFINED 01 02 03 04 05      402137
VIATEL, INC                    COM              925529208     1897   185082 SH       DEFINED 01 02 03 04 05      185082
VIASYSTEMS GROUP, INC          COM              92553H100      136     8000 SH       DEFINED 01 02 03 04 05        8000
VIANT CORP                     COM              92553N107       36     6100 SH       DEFINED 01 02 03 04 05        6100
VIADOR, INC                    COM              92553R108       11     1300 SH       DEFINED 01 02 03 04 05        1300
VICAL, INC                     COM              925602104       92     3569 SH       DEFINED 01 02 03 04 05        3569
VICINITY CORP                  COM              925653107        1      100 SH       DEFINED       03               100
VICOR CORP                     COM              925815102      200     3686 SH       DEFINED 01 02 03 04 05        3686
VIA NET.WORKS, INC             COM              925912107       17     1800 SH       DEFINED 01 02 03 04 05        1800
VIGNETTE CORP                  COM              926734104     1059    35453 SH       DEFINED 01 02 03 04 05       35453
VINTAGE PETROLEUM, INC         COM              927460105      110     4826 SH       DEFINED 01 02 03 04 05        4826
VIRATA CORP                    COM              927646109      357     5400 SH       DEFINED 01 02 03 04 05        5400
VIRCO MANUFACTURING CORP       COM              927651109        0       23 SH       DEFINED    02                   23
VISHAY INTERTECHNOLOGY, INC    COM              928298108      345    11217 SH       DEFINED 01 02 03 04 05       11217
VISTEON CORP                   COM              92839U107      144     9521 SH       DEFINED 01 02    04 05        9521
VISX, INC                      COM              92844S105      292    10857 SH       DEFINED 01 02 03 04 05       10857
VISUAL NETWORKS, INC           COM              928444108       34     5244 SH       DEFINED 01 02 03 04 05        5244
VITAL SIGNS, INC               COM              928469105        1       24 SH       DEFINED    02                   24
VITRIA TECHNOLOGY, INC         COM              92849Q104      546    11700 SH       DEFINED 01 02 03 04 05       11700
VITESSE SEMICONDUCTOR CORP     COM              928497106     2868    32248 SH       DEFINED 01 02 03 04 05       32248
VIVUS, INC                     COM              928551100       10     2300 SH       DEFINED    02 03 04 05        2300
VLASIC FOODS INTERNATIONAL, IN COM              928559103        0      307 SH       DEFINED 01 02                  307
VODAFONE GROUP PLC ADR         ADR              92857W100     3168    85628 SH       DEFINED    02    04 05       85628
VOICESTREAM WIRELESS CORP      COM              928615103     3885    33474 SH       DEFINED 01 02 03 04 05       33474
VOLT INFORMATION SCIENCES, INC COM              928703107        3      131 SH       DEFINED    02    04            131
VORNADO REALTY TRUST           COM              929042109      213     5731 SH       DEFINED 01 02    04 05        5731
VOYAGER.NET, INC               COM              92906W101        2      300 SH       DEFINED       03 04            300
VULCAN MATERIALS CO            COM              929160109      386     9600 SH       DEFINED 01 02    04 05        9600
WFS FINANCIAL, INC             COM              92923B106        2      116 SH       DEFINED    02    04            116
WD-40 CO                       COM              929236107       59     2780 SH       DEFINED 01 02 03 04 05        2780
W HOLDING CO, INC              COM              929251106       22     2164 SH       DEFINED 01 02    04 05        2164
WMS INDUSTRIES, INC            COM              929297109       51     2286 SH       DEFINED 01 02 03 04 05        2286
WPS RESOURCES CORP             COM              92931B106       79     2401 SH       DEFINED 01 02    04 05        2401
WABASH NATIONAL CORP           COM              929566107       10     1057 SH       DEFINED 01 02    04 05        1057
WABTEC CORP                    COM              929740108       64     6319 SH       DEFINED 01 02 03 04 05        6319
WACHOVIA CORP                  COM              929771103     1638    28895 SH       DEFINED 01 02    04 05       28895
WACKENHUT CORP SERIES A        COM              929794105       28     1849 SH       DEFINED 01 02 03 04 05        1849
WACKENHUT CORRECTIONS CORP     COM              929798106        0       38 SH       DEFINED    02                   38
WADDELL & REED FINANCIAL,INC ( COM              930059100      471    15204 SH       DEFINED 01 02 03 04 05       15204
WADDELL & REED FINANCIAL,INC ( COM              930059209        2       85 SH       DEFINED 01                      85
WAL-MART STORES, INC           COM              931142103    43355   900885 SH       DEFINED 01 02 03 04 05      900885
WALGREEN CO                    COM              931422109     8015   211281 SH       DEFINED 01 02 03 04 05      211281
WALLACE COMPUTER SERVICES, INC COM              932270101       82     5347 SH       DEFINED 01 02    04 05        5347
WALTER INDUSTRIES, INC         COM              93317Q105       24     2759 SH       DEFINED 01 02    04 05        2759
WARNACO GROUP, INC (CLASS A)   COM              934390105        8     2008 SH       DEFINED 01 02    04 05        2008
WASHINGTON FEDERAL, INC        COM              938824109      229    10064 SH       DEFINED 01 02    04 05       10064
WGL HOLDINGS, INC              COM              938837101      119     4441 SH       DEFINED 01 02    04 05        4441
WASHINGTON GROUP INTERNATIONAL COM              938862109        5      420 SH       DEFINED    02    04 05         420
WASHINGTON MUTUAL, INC         COM              939322103     2983    74925 SH       DEFINED 01 02    04 05       74925
WASHINGTON POST CO (CLASS B)   COM              939640108      165      312 SH       DEFINED 01 02                  312
WASHINGTON REAL ESTATE INVESTM COM              939653101      157     7809 SH       DEFINED 01 02 03 04 05        7809
WASHINGTON TRUST BANCORP, INC  COM              940610108        6      400 SH       DEFINED 01                     400
WASTE CONNECTIONS, INC         COM              941053100       68     2659 SH       DEFINED 01 02 03 04 05        2659
WASTE INDUSTRIES, INC          COM              941058109        0       11 SH       DEFINED    02                   11
WASTE MANAGEMENT, INC          COM              94106L109     1348    77303 SH       DEFINED 01 02    04 05       77303
WATCHGUARD TECHNOLOGIES, INC   COM              941105108      144     2400 SH       DEFINED 01 02 03 04 05        2400
WATER PIK TECHNOLOGIES, INC    COM              94113U100        1       55 SH       DEFINED          04 05          55
WATERS CORP                    COM              941848103     1907    21424 SH       DEFINED 01 02 03 04 05       21424
WATSCO, INC                    COM              942622200       10      925 SH       DEFINED    02 03 04 05         925
WATSON PHARMACEUTICALS, INC    COM              942683103     1127    17372 SH       DEFINED 01 02 03 04 05       17372
WATTS INDUSTRIES, INC (CLASS A COM              942749102        2      223 SH       DEFINED    02    04 05         223
WAUSAU-MOSINEE PAPER CORP      COM              943315101       59     7660 SH       DEFINED 01 02    04 05        7660
WAVE SYSTEMS CORP (CLASS A)    COM              943526103      142     8463 SH       DEFINED 01 02 03 04 05        8463
WAVO CORP                      COM              944027101        5     7008 SH       DEFINED 01 02    04 05        7008
WEATHERFORD INTERNATIONAL, INC COM              947074100      692    16104 SH       DEFINED 01 02 03 04 05       16104
DEL WEBB CORP                  COM              947423109       13      457 SH       DEFINED 01 02    04 05         457
WEBMETHODS, INC                COM              94768C108      276     2397 SH       DEFINED 01 02 03 04 05        2397
WEBSENSE, INC                  COM              947684106        5      200 SH       DEFINED    02                  200
WEBLINK WIRELESS, INC          COM              94769A101       59     7654 SH       DEFINED 01 02 03 04 05        7654
WEBMD CORP                     COM              94769M105      468    30718 SH       DEFINED 01 02 03 04 05       30718
WEBSTER FINANCIAL CORP         COM              947890109      155     5743 SH       DEFINED 01 02    04 05        5743
WEBTRENDS CORP                 COM              94844D104      108     2897 SH       DEFINED 01 02 03 04 05        2897
WEBVAN GROUP, INC              COM              94845V103       56    24411 SH       DEFINED 01 02 03 04 05       24411
WEINGARTEN REALTY INVESTORS, I COM              948741103      220     5403 SH       DEFINED 01 02    04 05        5403
WEIRTON STEEL CORP             COM              948774104        0      100 SH       DEFINED          04            100
WEIS MARKETS, INC              COM              948849104       84     2115 SH       DEFINED 01 02    04 05        2115
WELLMAN, INC                   COM              949702104       26     1828 SH       DEFINED 01 02    04 05        1828
WELLPOINT HEALTH NETWORKS, INC COM              94973H108      626     6524 SH       DEFINED 01 02    04 05        6524
WELLS FARGO CO                 COM              949746101    10132   220567 SH       DEFINED 01 02 03 04 05      220567
WELLSFORD REAL PROPERTIES, INC COM              950240200       32     1638 SH       DEFINED 01 02       05        1638
WENDY'S INTERNATIONAL, INC     COM              950590109      263    13133 SH       DEFINED 01 02    04 05       13133
WERNER ENTERPRISES, INC        COM              950755108       63     5366 SH       DEFINED 01 02    04 05        5366
WESBANCO, INC                  COM              950810101       27     1246 SH       DEFINED 01 02    04 05        1246
WESCO FINANCIAL CORP           COM              950817106       55      220 SH       DEFINED 01                     220
WESCO INTERNATIONAL, INC       COM              95082P105       23     2815 SH       DEFINED 01 02 03 04 05        2815
WESLEY JESSEN VISIONCARE, INC  COM              951018100      245     6379 SH       DEFINED 01 02 03 04 05        6379
WEST COAST BANCORP (OREGON)    COM              952145100       38     3203 SH       DEFINED 01 02 03    05        3203
WEST MARINE, INC               COM              954235107        0       30 SH       DEFINED    02                   30
WEST PHARMACEUTICAL SERVICES,  COM              955306105       51     2193 SH       DEFINED 01 02    04 05        2193
WEST TELESERVICES CORP         COM              956188106       36     1635 SH       DEFINED 01 02 03 04 05        1635
WESTAMERICA BANCORP            COM              957090103       85     2542 SH       DEFINED 01 02 03 04 05        2542
WESTELL TECHNOLOGIES, INC (CLA COM              957541105      101     7875 SH       DEFINED 01 02 03 04 05        7875
WESTCORP                       COM              957907108        2      140 SH       DEFINED    02    04            140
WESTERN DIGITAL CORP           COM              958102105      173    29508 SH       DEFINED 01 02 03 04 05       29508
WESTERN GAS RESOURCES, INC     COM              958259103       65     2611 SH       DEFINED 01 02    04 05        2611
WESTERN PROPERTIES TRUST       COM              959261108       11      924 SH       DEFINED 01 02    04 05         924
WESTERN RESOURCES, INC         COM              959425109      112     5199 SH       DEFINED 01 02    04 05        5199
WESTERN WIRELESS CORP (CLASS A COM              95988E204     1702    47768 SH       DEFINED 01 02 03 04 05       47768
WESTFIELD AMERICA, INC         COM              959910100       35     2511 SH       DEFINED 01 02    04 05        2511
WESTPOINT STEVENS, INC         COM              961238102       84     6833 SH       DEFINED 01 02 03 04 05        6833
WESTVACO CORP                  COM              961548104      424    15874 SH       DEFINED 01 02    04 05       15874
WESTWOOD ONE, INC              COM              961815107      134     6258 SH       DEFINED 01 02    04 05        6258
WET SEAL, INC (CLASS A)        COM              961840105       12      741 SH       DEFINED    02                  741
WEYERHAEUSER CO                COM              962166104     2458    60877 SH       DEFINED 01 02    04 05       60877
WHIRLPOOL CORP                 COM              963320106      291     7476 SH       DEFINED 01 02    04 05        7476
WHITE ELECTRONIC DESIGNS CORP  COM              963801105        8      700 SH       DEFINED    02 03 04 05         700
WHITEHALL JEWELLERS, INC       COM              965063100       13     1667 SH       DEFINED    02 03 04 05        1667
WHITMAN CORP                   COM              96647R107      120    10364 SH       DEFINED 01 02    04 05       10364
WHITNEY HOLDINGS CORP          COM              966612103       60     1666 SH       DEFINED 01 02    04 05        1666
WHOLE FOODS MARKET, INC        COM              966837106      234     4364 SH       DEFINED 01 02 03 04 05        4364
WILD OATS MARKETS, INC         COM              96808B107       77     6572 SH       DEFINED 01 02 03 04 05        6572
WILEY (JOHN) & SONS, INC (CLAS COM              968223206      245    10660 SH       DEFINED 01 02 03 04 05       10660
WILLAMETTE INDUSTRIES, INC     COM              969133107      269     9610 SH       DEFINED 01 02    04 05        9610
WILLIAMS COMMUNICATIONS GROUP, COM              969455104      152     7600 SH       DEFINED 01 02 03 04 05        7600
WILLIAMS COS, INC              COM              969457100     2779    65774 SH       DEFINED 01 02    04 05       65774
CLAYTON WILLIAMS ENERGY INC    COM              969490101       16      400 SH       DEFINED    02 03               400
WILLIAMS-SONOMA, INC           COM              969904101      307     8828 SH       DEFINED 01 02 03 04 05        8828
WILMINGTON TRUST CORP          COM              971807102       98     1823 SH       DEFINED 01 02    04 05        1823
WIND RIVER SYSTEMS, INC        COM              973149107      462     9638 SH       DEFINED 01 02 03 04 05        9638
WINK COMMUNICATIONS, INC       COM              974168106       42     3500 SH       DEFINED 01 02 03 04 05        3500
WINN DIXIE STORES, INC         COM              974280109      147    10226 SH       DEFINED 01 02    04 05       10226
WINNEBAGO INDUSTRIES, INC      COM              974637100       20     1605 SH       DEFINED 01 02    04 05        1605
WINSTAR COMMUNICATIONS, INC    COM              975515107      249    16075 SH       DEFINED 01 02 03 04 05       16075
WIRELESS FACILITIES, INC       COM              97653A103      121     2100 SH       DEFINED 01 02 03 04 05        2100
WISCONSIN CENTRAL TRANSIT CORP COM              976592105       39     3676 SH       DEFINED 01 02 03 04 05        3676
WISCONSIN ENERGY CORP          COM              976657106      187     9366 SH       DEFINED 01 02    04 05        9366
WIT SOUNDVIEW GROUP, INC       COM              977383108       78     8700 SH       DEFINED 01 02 03 04 05        8700
WOLVERINE TUBE, INC            COM              978093102        3      193 SH       DEFINED    02    04 05         193
WOLVERINE WORLD WIDE, INC      COM              978097103        6      627 SH       DEFINED 01 02    04 05         627
WOMEN.COM NETWORKS             COM              978149102        0      100 SH       DEFINED          04            100
WOODHEAD INDUSTRIES, INC       COM              979438108        2      100 SH       DEFINED       03               100
WOODWARD GOVERNOR CO           COM              980745103       24      531 SH       DEFINED 01 02                  531
WORKFLOW MANAGEMENT, INC       COM              98137N109        0       66 SH       DEFINED 01 02                   66
WORLD ACCESS, INC              COM              98141A101       46     8444 SH       DEFINED 01 02 03 04 05        8444
WORLDGATE COMMUNICATIONS, INC  COM              98156L307       41     1941 SH       DEFINED 01 02 03 04 05        1941
WORLD WRESTLING FEDERATION ENT COM              98156Q108       11      700 SH       DEFINED    02 03 04 05         700
WORLDCOM, INC                  COM              98157D106    18840   620255 SH       DEFINED 01 02 03 04 05      620255
WORTHINGTON INDUSTRIES, INC    COM              981811102      211    22468 SH       DEFINED 01 02    04 05       22468
WORLDPAGES.COM, INC            COM              981922107       12     2845 SH       DEFINED 01 02    04           2845
WRIGLEY (WM) JR CO             COM              982526105     1027    13720 SH       DEFINED 01 02    04 05       13720
WYNDHAM INTERNATIONAL, INC     COM              983101106       21    11680 SH       DEFINED 01 02    04 05       11680
XM SATELLITE RADIO HOLDINGS, I COM              983759101       78     1800 SH       DEFINED 01 02 03 04 05        1800
X-RITE, INC                    COM              983857103       10     1100 SH       DEFINED    02    04 05        1100
XCEED, INC                     COM              98388N105        4     1693 SH       DEFINED 01 02 03 04 05        1693
XCEL ENERGY, INC               COM              98389B100     1305    47457 SH       DEFINED 01 02    04 05       47457
XILINX, INC                    COM              983919101    14504   169387 SH       DEFINED 01 02 03 04 05      169387
XIRCOM, INC                    COM              983922105       62     2466 SH       DEFINED    02 03 04 05        2466
XEROX CORP                     COM              984121103     1229    81565 SH       DEFINED 01 02    04 05       81565
XPEDIOR, INC                   COM              98413B100        1      300 SH       DEFINED       03 04 05         300
XTRA CORP                      COM              984138107       75     1697 SH       DEFINED 01 02    04 05        1697
XYBERNAUT CORP                 COM              984149104       27     4500 SH       DEFINED 01 02 03 04 05        4500
YAHOO, INC                     COM              984332106     8172    89807 SH       DEFINED 01 02 03 04 05       89807
YANKEE CANDLE, INC             COM              984757104       30     1500 SH       DEFINED    02 03 04 05        1500
YELLOW CORP                    COM              985509108       62     4094 SH       DEFINED 01 02    04 05        4094
YORK INTERNATIONAL CORP        COM              986670107       14      547 SH       DEFINED    02    04 05         547
YOUNG & RUBICAM, INC           COM              987425105      504    10172 SH       DEFINED 01 02 03 04 05       10172
YOUNG BROADCASTING, INC (CLASS COM              987434107       48     1535 SH       DEFINED 01 02 03 04 05        1535
YOUTHSTREAM MEDIA NETWORKS, IN COM              987819109        9     2394 SH       DEFINED 01 02       05        2394
Z-TEL TECHNOLOGIES, INC        COM              988792107        3      400 SH       DEFINED    02 03               400
ZALE CORP                      COM              988858106      218     6733 SH       DEFINED 01 02 03 04 05        6733
ZAPATA CORP                    COM              989070503        0      151 SH       DEFINED    02    04            151
ZEBRA TECHNOLOGIES CORP        COM              989207105      209     4353 SH       DEFINED 01 02 03 04 05        4353
ZENITH NATIONAL INSURANCE CORP COM              989390109       18      836 SH       DEFINED 01 02    04            836
ZIFF-DAVIS, INC -ZD            COM              989511100       23     2796 SH       DEFINED 01 02    04 05        2796
ZIFF-DAVIS, INC -ZDNET         COM              989511209       17     1201 SH       DEFINED 01 02       05        1201
ZIONS BANCORP                  COM              989701107      487     9532 SH       DEFINED 01 02    04 05        9532
ZIXIT CORP                     COM              98974P100       77     2513 SH       DEFINED 01 02 03 04 05        2513
ZORAN CORP                     COM              98975F101      176     3600 SH       DEFINED 01 02 03 04 05        3600
ZONAGEN, INC                   COM              98975L108        2      500 SH       DEFINED 01                     500
ZYGO CORP                      COM              989855101      183     2100 SH       DEFINED 01 02 03 04 05        2100
ZOLL MEDICAL CORP              COM              989922109       59     1200 SH       DEFINED 01 02 03    05        1200
ZOMAX, INC                     COM              989929104       34     4882 SH       DEFINED 01 02 03 04 05        4882
</TABLE>


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