<PAGE>

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

                                   FORM 13F

                              FORM 13F COVER PAGE

Report for the Calendar Year or Quarter ended: June 30, 2001

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:    American General Corporation
Address: 2929 Allen Parkway
         Houston, TX 77019

13F File Number: 28-609

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 W. Scott
Title: Vice Chairman and Group Executive - Investment Management
Phone: 713-522-1111

Signature, Place, and Date of Signing:

 /S/ RICHARD W. SCOTT                  Houston, Texas     August 13, 2001
------------------------               --------------     ---------------
Richard W. Scott                       City, State        Date
Vice Chairman and Group
Executive - Investment Management

Report Type (check only one.):
( ) 13F Holdings Report.
( ) 13F Notice.
(X) 13F Combination Report.

List of Other Managers Reporting for this Manager:

Name                                                    13F File No.
----                                                    ------------
Founders Asset Management, LLC                             28-00620
Morgan Stanley Investment Management,Inc.
Credit Suisse Asset Management, LLC                        28-3702
INVESCO Funds Group, Inc.                                  28-2871
Neuberger Berman Management Inc.                           28-454
T. Rowe Price Associates, Inc.                             28-115
Wellington Management Company LLP                          28-517
Goldman Sachs Asset Management                             28-4904
J.P. Morgan Investment Management, Inc.                    28-1482
Fiduciary Management Associates, Inc.                      28-1267
American Century Investment Management, Inc.               28-1091
Thompson, Siegel & Walmsley, Inc.                          28-04041
Putnam Investment Management, LLC                          28-90
SSgA Funds Management, Inc.                                801-60103


I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934.
<PAGE>

                             FORM 13F SUMMARY PAGE


Report Summary:

Number of Other Included Managers:             3

Form 13F Information Table Entry Total:        5,170

Form 13F Information Table Value Total:  $11,141,950 (thousands)


List of Other Included Managers:

No.    13F File Number     Name

01     28-1213             AGC Life Insurance Company
02     28-612              American General Life Insurance Company
03     28-87               The Variable Annuity Life Insurance Company
<PAGE>

<TABLE>
<CAPTION>
                                                      FORM 13F INFORMATION TABLE

                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
ALFA CORP                            COM            015385107  153      6200     SH       DEFINED              6200
ANALOG DEVICES INC                   SB NT C        032654AC9  9138     10000000 PRN      DEFINED  01          10000000
ATRIX LABS INC                       COM            04962L101  3        110      SH       DEFINED  01          110
CONTINENTAL AIRLS INC                CL B           210795308  28       566      SH       DEFINED  01          566
MATRIXONE INC                        COM            57685P304  19       801      SH       DEFINED  01          801
MATTEL INC                           COM            577081102  124      6562     SH       DEFINED  01          6562
PER-SE TECHNOLOGIES INC              COM NEW        713569309  3        377      SH       DEFINED  01          377
RF MONOLITHICS INC                   COM            74955F106  19       4973     SH       DEFINED  01          4973
SECURITY CAP GROUP INC               CL A           81413P105  206      196      SH       DEFINED  01          196
USLIFE INCOME FD INC                 COM            917324105  71       8400     SH       DEFINED              8400
AAR CORP                             COM            000361105  127      7400     SH       DEFINED  01 02 03    7400
AAR CORP                             COM            000361105  12       676      SH       DEFINED              676
A D C TELECOMMUNICATIONS             COM            000886101  2390     362050   SH       DEFINED  01 02 03    362050
A D C TELECOMMUNICATIONS             COM            000886101  14       2180     SH       DEFINED              2180
ACTV INC                             COM            00088E104  31       9259     SH       DEFINED  01 02 03    9259
ACTV INC                             COM            00088E104  3        912      SH       DEFINED              912
ADE CORP MASS                        COM            00089C107  50       2641     SH       DEFINED  01 02 03    2641
ADE CORP MASS                        COM            00089C107  5        241      SH       DEFINED              241
ABM INDS INC                         COM            000957100  177      4745     SH       DEFINED  01 02 03    4745
ABM INDS INC                         COM            000957100  16       433      SH       DEFINED              433
ACT MFG INC                          COM            000973107  31       2844     SH       DEFINED  01 02 03    2844
ACT MFG INC                          COM            000973107  3        280      SH       DEFINED              280
AFC ENTERPRISES INC                  COM            00104Q107  159      8285     SH       DEFINED  01 02 03    8285
AFLAC INC                            COM            001055102  13631    432870   SH       DEFINED  01 02 03    432870
AFLAC INC                            COM            001055102  66       2090     SH       DEFINED              2090
AGCO CORP                            COM            001084102  906      98974    SH       DEFINED  01 02 03    98974
AGCO CORP                            COM            001084102  14       1496     SH       DEFINED              1496
AGL RES INC                          COM            001204106  2578     108535   SH       DEFINED  01 02 03    108535
AGL RES INC                          COM            001204106  47       1971     SH       DEFINED              1971
AES CORP                             COM            00130H105  10063    233750   SH       DEFINED  01 02 03    233750
AES CORP                             COM            00130H105  64       1490     SH       DEFINED              1490
AK STL HLDG CORP                     COM            001547108  2038     162556   SH       DEFINED  01 02 03    162556
AK STL HLDG CORP                     COM            001547108  26       2069     SH       DEFINED              2069
AMLI RESIDENTIAL PPTYS TR            SH BEN INT     001735109  103      4194     SH       DEFINED  01 02 03    4194
AMLI RESIDENTIAL PPTYS TR            SH BEN INT     001735109  9        383      SH       DEFINED              383
AMR CORP                             COM            001765106  4053     112182   SH       DEFINED  01 02 03    112182
AMR CORP                             COM            001765106  47       1290     SH       DEFINED              1290
AOL TIME WARNER INC                  COM            00184A105  223873   4224022  SH       DEFINED  01 02 03    4224022
AOL TIME WARNER INC                  COM            00184A105  911      17180    SH       DEFINED              17180
APAC CUSTOMER SERVICES INC           COM            00185E106  19       5879     SH       DEFINED  01 02 03    5879
APAC CUSTOMER SERVICES INC           COM            00185E106  2        594      SH       DEFINED              594
AT&T CORP                            COM            001957109  38906    1768432  SH       DEFINED  01 02 03    1768432
AT&T CORP                            COM            001957109  275      12517    SH       DEFINED              12517
AT&T CORP                            COM LIB GRP A  001957208  15946    911734   SH       DEFINED  01 02 03    911734
AT&T CORP                            COM WIRLES GRP 001957406  25       1500     SH       DEFINED  01 02 03    1500
ATMI INC                             COM            00207R101  2610     86985    SH       DEFINED  01 02 03    86985
ATMI INC                             COM            00207R101  18       589      SH       DEFINED              589
ATS MED INC                          COM            002083103  85       5661     SH       DEFINED  01 02 03    5661
ATS MED INC                          COM            002083103  8        555      SH       DEFINED              555
ATSI COMMUNICATIONS INC              COM            00209G103  5        14879    SH       DEFINED  01 02 03    14879
</TABLE>

<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
ATSI COMMUNICATIONS INC              COM            00209G103  1        1639     SH       DEFINED              1639
AVX CORP NEW                         COM            002444107  1650     78550    SH       DEFINED  01 02 03    78550
AVX CORP NEW                         COM            002444107  22       1030     SH       DEFINED              1030
AXT INC                              COM            00246W103  5095     190834   SH       DEFINED  01 02 03    190834
AXT INC                              COM            00246W103  13       498      SH       DEFINED              498
AARON RENTS INC                      COM            002535201  82       4805     SH       DEFINED  01 02 03    4805
AARON RENTS INC                      COM            002535201  7        439      SH       DEFINED              439
ABBOTT LABS                          COM            002824100  57655    1200898  SH       DEFINED  01 02 03    1200898
ABBOTT LABS                          COM            002824100  307      6390     SH       DEFINED              6390
ABERCROMBIE & FITCH CO               CL A           002896207  6379     143342   SH       DEFINED  01 02 03    143342
ABERCROMBIE & FITCH CO               CL A           002896207  102      2295     SH       DEFINED              2295
ABGENIX INC                          COM            00339B107  1723     38295    SH       DEFINED  01 02 03    38295
ABIOMED INC                          COM            003654100  89       3786     SH       DEFINED  01 02 03    3786
ABIOMED INC                          COM            003654100  9        373      SH       DEFINED              373
ACACIA RESH CORP                     COM            003881109  72       4512     SH       DEFINED  01 02 03    4512
ACACIA RESH CORP                     COM            003881109  7        444      SH       DEFINED              444
ACCREDO HEALTH INC                   COM            00437V104  6881     185011   SH       DEFINED  01 02 03    185011
ACCREDO HEALTH INC                   COM            00437V104  17       451      SH       DEFINED              451
ACCRUE SOFTWARE INC                  COM            00437W102  3        6064     SH       DEFINED  01 02 03    6064
ACCRUE SOFTWARE INC                  COM            00437W102  0        210      SH       DEFINED              210
ACKERLEY GROUP INC                   COM            004527107  32       2882     SH       DEFINED  01 02 03    2882
ACKERLEY GROUP INC                   COM            004527107  3        290      SH       DEFINED              290
ACLARA BIOSCIENCES INC               COM            00461P106  20       2640     SH       DEFINED  01 02 03    2640
ACLARA BIOSCIENCES INC               COM            00461P106  2        259      SH       DEFINED              259
ACME COMMUNICATION INC               COM            004631107  22       2695     SH       DEFINED  01 02 03    2695
ACME COMMUNICATION INC               COM            004631107  2        251      SH       DEFINED              251
ACTIVISION INC NEW                   COM NEW        004930202  84       2150     SH       DEFINED  01 02 03    2150
ACTEL CORP                           COM            004934105  327      13323    SH       DEFINED  01 02 03    13323
ACTEL CORP                           COM            004934105  14       553      SH       DEFINED              553
ACTIVE POWER INC                     COM            00504W100  166      9955     SH       DEFINED  01 02 03    9955
ACTUATE CORP                         COM            00508B102  537      56237    SH       DEFINED  01 02 03    56237
ACTUATE CORP                         COM            00508B102  14       1471     SH       DEFINED              1471
ACTUANT CORP                         CL A NEW       00508X203  785      47742    SH       DEFINED  01 02 03    47742
ACTUANT CORP                         CL A NEW       00508X203  3        199      SH       DEFINED              199
ACXIOM CORP                          COM            005125109  1351     103200   SH       DEFINED  01 02 03    103200
ADELPHIA BUSINESS SOLUTIONS          CL A           006847107  30       7363     SH       DEFINED  01 02 03    7363
ADELPHIA BUSINESS SOLUTIONS          CL A           006847107  3        725      SH       DEFINED              725
ADELPHIA COMMUNICATIONS CORP         CL A           006848105  98       2390     SH       DEFINED  01 02 03    2390
ADEPT TECHNOLOGY INC                 COM            006854103  24       2400     SH       DEFINED  01 02 03    2400
ADEPT TECHNOLOGY INC                 COM            006854103  2        244      SH       DEFINED              244
ADMINISTAFF INC                      COM            007094105  182      6991     SH       DEFINED  01 02 03    6991
ADMINISTAFF INC                      COM            007094105  12       462      SH       DEFINED              462
ADOBE SYS INC                        COM            00724F101  45103    959645   SH       DEFINED  01 02 03    959645
ADOBE SYS INC                        COM            00724F101  60       1270     SH       DEFINED              1270
ADOLOR CORP                          COM            00724X102  107      4975     SH       DEFINED  01 02 03    4975
ADTRAN INC                           COM            00738A106  937      45700    SH       DEFINED  01 02 03    45700
ADVANCED DIGITAL INFORMATION         COM            007525108  233      13495    SH       DEFINED  01 02 03    13495
ADVANCED DIGITAL INFORMATION         COM            007525108  23       1305     SH       DEFINED              1305
ADVANCED LTG TECHNOLOGIES            COM            00753C102  17       3822     SH       DEFINED  01 02 03    3822
ADVANCED LTG TECHNOLOGIES            COM            00753C102  2        379      SH       DEFINED              379
</TABLE>

<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
ADVANCED MARKETING SVCS INC          COM            00753T105  62       2965     SH       DEFINED  01 02 03    2965
ADVANCED MARKETING SVCS INC          COM            00753T105  6        291      SH       DEFINED              291
ADVANCED FIBRE COMMUNICATIONS        COM            00754A105  2413     114885   SH       DEFINED  01 02 03    114885
ADVANCED TISSUE SCIENCES INC         COM            00755F103  82       16366    SH       DEFINED  01 02 03    16366
ADVANCED TISSUE SCIENCES INC         COM            00755F103  8        1611     SH       DEFINED              1611
ADVANCED NEUROMODULATION SYS         COM            00757T101  234      9000     SH       DEFINED  01 02 03    9000
ADVO INC                             COM            007585102  361      10573    SH       DEFINED  01 02 03    10573
ADVO INC                             COM            007585102  15       437      SH       DEFINED              437
AEROFLEX INC                         COM            007768104  156      14887    SH       DEFINED  01 02 03    14887
AEROFLEX INC                         COM            007768104  15       1466     SH       DEFINED              1466
ADVANCED MICRO DEVICES INC           COM            007903107  11921    412785   SH       DEFINED  01 02 03    412785
ADVANCED MICRO DEVICES INC           COM            007903107  62       2160     SH       DEFINED              2160
ADVANCEPCS                           COM            00790K109  514      8029     SH       DEFINED  01 02 03    8029
ADVANCEPCS                           COM            00790K109  51       791      SH       DEFINED              791
ADVANTA CORP                         CL A           007942105  97       6091     SH       DEFINED  01 02 03    6091
ADVANTA CORP                         CL A           007942105  9        556      SH       DEFINED              556
ADVANCED ENERGY INDS                 COM            007973100  131      3169     SH       DEFINED  01 02 03    3169
ADVANCED ENERGY INDS                 COM            007973100  13       312      SH       DEFINED              312
ADVENT SOFTWARE INC                  COM            007974108  2704     42579    SH       DEFINED  01 02 03    42579
ADVENT SOFTWARE INC                  COM            007974108  43       677      SH       DEFINED              677
AETHER SYS INC                       COM            00808V105  72       8100     SH       DEFINED  01 02 03    8100
AETNA INC NEW                        COM            00817Y108  1614     62390    SH       DEFINED  01 02 03    62390
AETNA INC NEW                        COM            00817Y108  10       400      SH       DEFINED              400
AFFILIATED COMPUTER SERVICES         CL A           008190100  4365     60700    SH       DEFINED  01 02 03    60700
AFFILIATED MANAGERS GROUP            COM            008252108  471      7663     SH       DEFINED  01 02 03    7663
AFFILIATED MANAGERS GROUP            COM            008252108  34       554      SH       DEFINED              554
AFFYMETRIX INC                       COM            00826T108  22       1000     SH       DEFINED  01 02 03    1000
AGENCY COM LTD                       COM            008447104  5        1613     SH       DEFINED  01 02 03    1613
AGENCY COM LTD                       COM            008447104  0        52       SH       DEFINED              52
AGERE SYS INC                        CL A           00845V100  48509    6645000  SH       DEFINED  01 02 03    6645000
AGILENT TECHNOLOGIES INC             COM            00846U101  7786     239567   SH       DEFINED  01 02 03    239567
AGILENT TECHNOLOGIES INC             COM            00846U101  55       1703     SH       DEFINED              1703
AGILE SOFTWARE CORP DEL              COM            00846X105  115      6775     SH       DEFINED  01 02 03    6775
AIR PRODS & CHEMS INC                COM            009158106  5285     115520   SH       DEFINED  01 02 03    115520
AIR PRODS & CHEMS INC                COM            009158106  29       640      SH       DEFINED              640
AIRBORNE INC                         COM            009269101  799      68918    SH       DEFINED  01 02 03    68918
AIRBORNE INC                         COM            009269101  14       1207     SH       DEFINED              1207
AIRGAS INC                           COM            009363102  2750     231053   SH       DEFINED  01 02 03    231053
AIRGAS INC                           COM            009363102  15       1293     SH       DEFINED              1293
AIRGATE PCS INC                      COM            009367103  982      18875    SH       DEFINED  01 02 03    18875
AIRGATE PCS INC                      COM            009367103  13       242      SH       DEFINED              242
AIRNET COMMUNICATIONS CORP           COM            00941P106  2        1641     SH       DEFINED  01 02 03    1641
AIRNET COMMUNICATIONS CORP           COM            00941P106  0        49       SH       DEFINED              49
AIRTRAN HLDGS INC                    COM            00949P108  162      15456    SH       DEFINED  01 02 03    15456
AIRTRAN HLDGS INC                    COM            00949P108  15       1467     SH       DEFINED              1467
AKAMAI TECHNOLOGIES INC              COM            00971T101  127      13800    SH       DEFINED  01 02 03    13800
AKZO NOBEL NV                        SPONSORED ADR  010199305  179      4200     SH       DEFINED  01 02 03    4200
ALABAMA NATL BANCORP DELA            COM            010317105  80       2450     SH       DEFINED  01 02 03    2450
ALABAMA NATL BANCORP DELA            COM            010317105  7        224      SH       DEFINED              224
ALAMOSA HLDGS INC                    COM            011589108  66       4055     SH       DEFINED  01 02 03    4055
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
ALAMOSA HLDGS INC                    COM            011589108  6        392      SH       DEFINED              392
ALASKA AIR GROUP INC                 COM            011659109  1286     44496    SH       DEFINED  01 02 03    44496
ALASKA AIR GROUP INC                 COM            011659109  18       621      SH       DEFINED              621
ALASKA COMMUNICATIONS SYS GRP        COM            01167P101  25       2743     SH       DEFINED  01 02 03    2743
ALASKA COMMUNICATIONS SYS GRP        COM            01167P101  2        245      SH       DEFINED              245
ALBANY INTL CORP                     CL A           012348108  768      40631    SH       DEFINED  01 02 03    40631
ALBANY INTL CORP                     CL A           012348108  8        441      SH       DEFINED              441
ALBANY MOLECULAR RESH INC            COM            012423109  3318     87297    SH       DEFINED  01 02 03    87297
ALBANY MOLECULAR RESH INC            COM            012423109  18       471      SH       DEFINED              471
ALBEMARLE CORP                       COM            012653101  1675     72280    SH       DEFINED  01 02 03    72280
ALBEMARLE CORP                       COM            012653101  14       601      SH       DEFINED              601
ALBERTO CULVER CO                    CL B CONV      013068101  1543     36703    SH       DEFINED  01 02 03    36703
ALBERTO CULVER CO                    CL B CONV      013068101  45       1073     SH       DEFINED              1073
ALBERTO CULVER CO                    CL A           013068200  135      3800     SH       DEFINED  01 02 03    3800
ALBERTSONS INC                       COM            013104104  5322     177450   SH       DEFINED  01 02 03    177450
ALBERTSONS INC                       COM            013104104  34       1130     SH       DEFINED              1130
ALCAN INC                            COM            013716105  10188    242457   SH       DEFINED  01 02 03    242457
ALCAN INC                            COM            013716105  58       1380     SH       DEFINED              1380
ALCOA INC                            COM            013817101  30456    773005   SH       DEFINED  01 02 03    773005
ALCOA INC                            COM            013817101  95       2410     SH       DEFINED              2410
ALEXANDER & BALDWIN INC              COM            014482103  1495     58041    SH       DEFINED  01 02 03    58041
ALEXANDER & BALDWIN INC              COM            014482103  26       1018     SH       DEFINED              1018
ALEXANDERS INC                       COM            014752109  51       853      SH       DEFINED  01 02 03    853
ALEXANDERS INC                       COM            014752109  5        84       SH       DEFINED              84
ALEXANDRIA REAL ESTATE EQ INC        COM            015271109  144      3609     SH       DEFINED  01 02 03    3609
ALEXANDRIA REAL ESTATE EQ INC        COM            015271109  13       332      SH       DEFINED              332
ALEXION PHARMACEUTICALS INC          COM            015351109  105      4355     SH       DEFINED  01 02 03    4355
ALEXION PHARMACEUTICALS INC          COM            015351109  9        380      SH       DEFINED              380
ALFA CORP                            COM            015385107  266      10758    SH       DEFINED  01 02 03    10758
ALFA CORP                            COM            015385107  24       983      SH       DEFINED              983
ALIGN TECHNOLOGY INC                 COM            016255101  897      114450   SH       DEFINED  01 02 03    114450
ALKERMES INC                         COM            01642T108  2120     60400    SH       DEFINED  01 02 03    60400
ALLEGHANY CORP DEL                   COM            017175100  263      1294     SH       DEFINED  01 02 03    1294
ALLEGHANY CORP DEL                   COM            017175100  24       118      SH       DEFINED              118
ALLEGHENY ENERGY INC                 COM            017361106  2737     56720    SH       DEFINED  01 02 03    56720
ALLEGHENY ENERGY INC                 COM            017361106  17       350      SH       DEFINED              350
ALLEGHENY TECHNOLOGIES INC           COM            01741R102  636      35180    SH       DEFINED  01 02 03    35180
ALLEGHENY TECHNOLOGIES INC           COM            01741R102  4        220      SH       DEFINED              220
ALLEGIANCE TELECOM INC               COM            01747T102  169      11290    SH       DEFINED  01 02 03    11290
ALLEN TELECOM INC                    COM            018091108  116      7712     SH       DEFINED  01 02 03    7712
ALLEN TELECOM INC                    COM            018091108  11       704      SH       DEFINED              704
ALLERGAN INC                         COM            018490102  8529     99750    SH       DEFINED  01 02 03    99750
ALLERGAN INC                         COM            018490102  76       890      SH       DEFINED              890
ALLETE INC                           COM            018522102  3026     134480   SH       DEFINED  01 02 03    134480
ALLETE INC                           COM            018522102  43       1898     SH       DEFINED              1898
ALLIANCE DATA SYSTEMS CORP           COM            018581108  953      63500    SH       DEFINED  01 02 03    63500
ALLIANCE PHARMACEUTICAL CORP         COM            018773101  28       12616    SH       DEFINED  01 02 03    12616
ALLIANCE PHARMACEUTICAL CORP         COM            018773101  3        1242     SH       DEFINED              1242
ALLIANCE SEMICONDUCTOR CORP          COM            01877H100  81       6744     SH       DEFINED  01 02 03    6744
ALLIANCE SEMICONDUCTOR CORP          COM            01877H100  8        664      SH       DEFINED              664
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       OF CLASS       CUSIP      (X$1000) PRN AMT  PRN CALL DSCRETN  MANAGERS      SOLE   SHARED  NONE
--------------                       --------       -----      -------- -------  --- ---- -------  --------      ----   ------  ----
<S>                                  <C>            <C>        <C>      <C>      <C> <C>  <C>      <C>         <C>      <C>    <C>
ALLIANT ENERGY CORP                  COM            018802108  2667     91500    SH       DEFINED  01 02 03    91500
ALLIANT TECHSYSTEMS INC              COM            018804104  464      5164     SH       DEFINED  01 02 03    5164
ALLIANT TECHSYSTEMS INC              COM            018804104  32       352      SH       DEFINED              352
ALLIED CAP CORP NEW                  COM            01903Q108  985      42568    SH       DEFINED  01 02 03    42568
ALLIED CAP CORP NEW                  COM            01903Q108  50       2155     SH       DEFINED              2155
ALLIED RISER COMMUNICATIONS CP       COM            019496108  8        14575    SH       DEFINED  01 02 03    14575
ALLIED RISER COMMUNICATIONS CP       COM            019496108  1        1426     SH       DEFINED              1426
ALLIED WASTE INDS INC                COM PAR$.01NEW 019589308  3319     177670   SH       DEFINED  01 02 03    177670
ALLIED WASTE INDS INC                COM PAR$.01NEW 019589308  30       1590     SH       DEFINED              1590
ALLMERICA FINL CORP                  COM            019754100  4083     71000    SH       DEFINED  01 02 03    71000
ALLOS THERAPEUTICS INC               COM            019777101  6        1345     SH       DEFINED  01 02 03    1345
ALLOS THERAPEUTICS INC               COM            019777101  0        40       SH       DEFINED              40
ALLSCRIPTS HEALTHCARE SOLUTION       COM            01988P108  44       4893     SH       DEFINED  01 02 03    4893
ALLSCRIPTS HEALTHCARE SOLUTION       COM            01988P108  4        493      SH       DEFINED              493
ALLSTATE CORP                        COM            020002101  19262    437870   SH       DEFINED  01 02 03    437870
ALLSTATE CORP                        COM            020002101  143      3260     SH       DEFINED              3260
ALLTEL CORP                          COM            020039103  13623    222380   SH       DEFINED  01 02 03    222380
ALLTEL CORP                          COM            020039103  120      1960     SH       DEFINED              1960
ALPHARMA INC                         CL A           020813101  1004     36851    SH       DEFINED  01 02 03    36851
ALPHARMA INC                         CL A           020813101  20       729      SH       DEFINED              729
ALTERA CORP                          COM            021441100  70766    2440200  SH       DEFINED  01 02 03    2440200
ALTERA CORP                          COM            021441100  31       1080     SH       DEFINED              1080
AMAZON COM INC                       COM            023135106  66       4650     SH       DEFINED  01 02 03    4650
AMBAC FINL GROUP INC                 COM            023139108  3540     60820    SH       DEFINED  01 02 03    60820
AMBAC FINL GROUP INC                 COM            023139108  17       300      SH       DEFINED              300
AMCOL INTL CORP                      COM            02341W103  45       7428     SH       DEFINED  01 02 03    7428
AMCOL INTL CORP                      COM            02341W103  4        702      SH       DEFINED              702
AMERADA HESS CORP                    COM            023551104  5072     62770    SH       DEFINED  01 02 03    62770
AMERADA HESS CORP                    COM            023551104  20       250      SH       DEFINED              250
AMERCO                               COM            023586100  51       2266     SH       DEFINED  01 02 03    2266
AMERCO                               COM            023586100  5        210      SH       DEFINED              210
AMEREN CORP                          COM            023608102  2769     64840    SH       DEFINED  01 02 03    64840
AMEREN CORP                          COM            023608102  16       380      SH       DEFINED              380
AMERICA WEST HLDG CORP               CL B           023657208  90       8982     SH       DEFINED  01 02 03    8982
AMERICA WEST HLDG CORP               CL B           023657208  8        820      SH       DEFINED              820
AMCORE FINL INC                      COM            023912108  172      7168     SH       DEFINED  01 02 03    7168
AMCORE FINL INC                      COM            023912108  16       655      SH       DEFINED              655
AMERICAN AXLE & MFG HLDGS INC        COM            024061103  39       2349     SH       DEFINED  01 02 03    2349
AMERICAN AXLE & MFG HLDGS INC        COM            024061103  4        217      SH       DEFINED              217
AMERICAN CLASSIC VOYAGES CO          COM            024928103  73       20789    SH       DEFINED  01 02 03    20789
AMERICAN CLASSIC VOYAGES CO          COM            024928103  1        253      SH       DEFINED              253
AMERICAN CAPITAL STRATEGIES          COM            024937104  351      12497    SH       DEFINED  01 02 03    12497
AMERICAN CAPITAL STRATEGIES          COM            024937104  17       614      SH       DEFINED              614
AMERICAN ELEC PWR INC                COM            025537101  7147     154800   SH       DEFINED  01 02 03    154800
AMERICAN ELEC PWR INC                COM            025537101  42       900      SH       DEFINED              900
AMERICAN EAGLE OUTFITTERS NEW        COM            02553E106  6453     183113   SH       DEFINED  01 02 03    183113
AMERICAN EAGLE OUTFITTERS NEW        COM            02553E106  30       843      SH       DEFINED              843
AMERICAN EXPRESS CO                  COM            025816109  28429    732710   SH       DEFINED  01 02 03    732710
AMERICAN EXPRESS CO                  COM            025816109  144      3700     SH       DEFINED              3700
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
AMERICAN FINL GROUP INC OHIO         COM            025932104  3286     108450   SH       DEFINED  01 02 03    108450
AMERICAN FINL HLDGS INC              COM            026075101  365      15445    SH       DEFINED  01 02 03    15445
AMERICAN FINL HLDGS INC              COM            026075101  16       689      SH       DEFINED              689
AMERICAN GENERAL CORP                COM            026351106  10157    218670   SH       DEFINED  01 02 03    218670
AMERICAN GENERAL CORP                COM            026351106  65       1390     SH       DEFINED              1390
AMERICAN GREETINGS CORP              CL A           026375105  498      45265    SH       DEFINED  01 02 03    45265
AMERICAN GREETINGS CORP              CL A           026375105  20       1773     SH       DEFINED              1773
AMERICAN HOME PRODS CORP             COM            026609107  57088    976863   SH       DEFINED  01 02 03    976863
AMERICAN HOME PRODS CORP             COM            026609107  214      3670     SH       DEFINED              3670
AMERICAN INTL GROUP INC              COM            026874107  132852   1544788  SH       DEFINED  01 02 03    1544788
AMERICAN INTL GROUP INC              COM            026874107  738      8580     SH       DEFINED              8580
AMERICAN ITALIAN PASTA CO            CL A           027070101  3289     70874    SH       DEFINED  01 02 03    70874
AMERICAN ITALIAN PASTA CO            CL A           027070101  20       437      SH       DEFINED              437
AMERICAN MGMT SYS INC                COM            027352103  33       1400     SH       DEFINED  01 02 03    1400
AMERICAN NATL INS CO                 COM            028591105  210      2816     SH       DEFINED  01 02 03    2816
AMERICAN NATL INS CO                 COM            028591105  19       257      SH       DEFINED              257
AMERICAN PWR CONVERSION CORP         COM            029066107  1347     85500    SH       DEFINED  01 02 03    85500
AMERICAN PWR CONVERSION CORP         COM            029066107  9        540      SH       DEFINED              540
AMERICAN STD COS INC DEL             COM            029712106  6490     107980   SH       DEFINED  01 02 03    107980
AMERICAN STD COS INC DEL             COM            029712106  18       300      SH       DEFINED              300
AMERICAN STS WTR CO                  COM            029899101  94       2769     SH       DEFINED  01 02 03    2769
AMERICAN STS WTR CO                  COM            029899101  9        253      SH       DEFINED              253
AMERICAN TOWER CORP                  CL A           029912201  8        400      SH       DEFINED  01 02 03    400
AMERICAN SUPERCONDUCTOR CORP         COM            030111108  1108     42950    SH       DEFINED  01 02 03    42950
AMERICAN SUPERCONDUCTOR CORP         COM            030111108  13       507      SH       DEFINED              507
AMERICAN TECHNICNAL CERAMICS         COM            030137103  8        797      SH       DEFINED  01 02 03    797
AMERICAN TECHNICNAL CERAMICS         COM            030137103  0        33       SH       DEFINED              33
AMERICAN WTR WKS INC                 COM            030411102  3782     114700   SH       DEFINED  01 02 03    114700
AMERICREDIT CORP                     COM            03060R101  7294     140407   SH       DEFINED  01 02 03    140407
AMERICREDIT CORP                     COM            03060R101  124      2380     SH       DEFINED              2380
AMERIPATH INC                        COM            03071D109  2907     99224    SH       DEFINED  01 02 03    99224
AMERIPATH INC                        COM            03071D109  18       626      SH       DEFINED              626
AMERISOURCE HEALTH CORP              CL A           03071P102  4499     81359    SH       DEFINED  01 02 03    81359
AMERISOURCE HEALTH CORP              CL A           03071P102  73       1315     SH       DEFINED              1315
AMERITRADE HLDG CORP                 CL A           03072H109  356      44690    SH       DEFINED  01 02 03    44690
AMES DEPT STORES INC                 COM NEW        030789507  11       7921     SH       DEFINED  01 02 03    7921
AMES DEPT STORES INC                 COM NEW        030789507  1        738      SH       DEFINED              738
AMETEK INC NEW                       COM            031100100  1422     46557    SH       DEFINED  01 02 03    46557
AMETEK INC NEW                       COM            031100100  25       823      SH       DEFINED              823
AMGEN INC                            COM            031162100  34661    571204   SH       DEFINED  01 02 03    571204
AMGEN INC                            COM            031162100  177      2920     SH       DEFINED              2920
AMPAL AMERN ISRAEL CORP              CL A           032015109  30       4914     SH       DEFINED  01 02 03    4914
AMPAL AMERN ISRAEL CORP              CL A           032015109  3        486      SH       DEFINED              486
AMPHENOL CORP NEW                    CL A           032095101  1535     38330    SH       DEFINED  01 02 03    38330
AMPHENOL CORP NEW                    CL A           032095101  8        200      SH       DEFINED              200
AMSOUTH BANCORPORATION               COM            032165102  3325     179810   SH       DEFINED  01 02 03    179810
AMSOUTH BANCORPORATION               COM            032165102  19       1030     SH       DEFINED              1030
AMYLIN PHARMACEUTICALS INC           COM            032346108  191      16998    SH       DEFINED  01 02 03    16998
AMYLIN PHARMACEUTICALS INC           COM            032346108  16       1425     SH       DEFINED              1425
ANADARKO PETE CORP                   COM            032511107  8728     161533   SH       DEFINED  01 02 03    161533
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
ANADARKO PETE CORP                   COM            032511107  38       697      SH       DEFINED              697
ANADIGICS INC                        COM            032515108  176      7669     SH       DEFINED  01 02 03    7669
ANADIGICS INC                        COM            032515108  17       755      SH       DEFINED              755
ANALOG DEVICES INC                   COM            032654105  85854    1985063  SH       DEFINED  01 02 03    1985063
ANALOG DEVICES INC                   COM            032654105  62       1430     SH       DEFINED              1430
ANALOGIC CORP                        COM PAR $0.05  032657207  3432     75340    SH       DEFINED  01 02 03    75340
ANALOGIC CORP                        COM PAR $0.05  032657207  7        159      SH       DEFINED              159
ANALYSTS INTL CORP                   COM            032681108  559      125340   SH       DEFINED  01 02 03    125340
ANALYSTS INTL CORP                   COM            032681108  2        556      SH       DEFINED              556
ANAREN MICROWAVE INC                 COM            032744104  416      20813    SH       DEFINED  01 02 03    20813
ANAREN MICROWAVE INC                 COM            032744104  11       563      SH       DEFINED              563
ANCHOR BANCORP WIS INC               COM            032839102  100      6274     SH       DEFINED  01 02 03    6274
ANCHOR BANCORP WIS INC               COM            032839102  9        575      SH       DEFINED              575
ANCHOR GAMING                        COM            033037102  557      8625     SH       DEFINED  01 02 03    8625
ANCHOR GAMING                        COM            033037102  14       215      SH       DEFINED              215
ANDOVER BANCORP INC DEL              COM            034258103  93       1841     SH       DEFINED  01 02 03    1841
ANDOVER BANCORP INC DEL              COM            034258103  8        168      SH       DEFINED              168
ANDREW CORP                          COM            034425108  658      35690    SH       DEFINED  01 02 03    35690
ANDREW CORP                          COM            034425108  4        230      SH       DEFINED              230
ANDRX GROUP                          COM            034553107  286      3710     SH       DEFINED  01 02 03    3710
ANHEUSER BUSCH COS INC               COM            035229103  17030    413350   SH       DEFINED  01 02 03    413350
ANHEUSER BUSCH COS INC               COM            035229103  103      2510     SH       DEFINED              2510
ANIXTER INTL INC                     COM            035290105  176      5740     SH       DEFINED  01 02 03    5740
ANIXTER INTL INC                     COM            035290105  16       527      SH       DEFINED              527
ANNTAYLOR STORES CORP                COM            036115103  248      6918     SH       DEFINED  01 02 03    6918
ANNTAYLOR STORES CORP                COM            036115103  23       641      SH       DEFINED              641
ANTEC CORP                           COM            03664P105  548      44200    SH       DEFINED  01 02 03    44200
ANSWERTHINK INC                      COM            036916104  684      68463    SH       DEFINED  01 02 03    68463
ANSWERTHINK INC                      COM            036916104  9        863      SH       DEFINED              863
ANTIGENICS INC DEL                   COM            037032109  20       1001     SH       DEFINED  01 02 03    1001
ANTIGENICS INC DEL                   COM            037032109  2        92       SH       DEFINED              92
AON CORP                             COM            037389103  4016     114750   SH       DEFINED  01 02 03    114750
AON CORP                             COM            037389103  26       730      SH       DEFINED              730
APACHE CORP                          COM            037411105  3475     68480    SH       DEFINED  01 02 03    68480
APACHE CORP                          COM            037411105  18       350      SH       DEFINED              350
APARTMENT INVT & MGMT CO             CL A           03748R101  1697     35200    SH       DEFINED  01 02 03    35200
APERIAN INC                          COM            037531100  2        3152     SH       DEFINED  01 02 03    3152
APERIAN INC                          COM            037531100  0        114      SH       DEFINED              114
APHTON CORP                          COM            03759P101  79       3596     SH       DEFINED  01 02 03    3596
APHTON CORP                          COM            03759P101  8        354      SH       DEFINED              354
APOLLO GROUP INC                     CL A           037604105  5765     135800   SH       DEFINED  01 02 03    135800
APOGENT TECHNOLOGIES INC             COM            03760A101  3006     122200   SH       DEFINED  01 02 03    122200
APPIANT TECHNOLOGIES INC             COM            03782R108  7        2760     SH       DEFINED  01 02 03    2760
APPIANT TECHNOLOGIES INC             COM            03782R108  0        95       SH       DEFINED              95
APPLE COMPUTER INC                   COM            037833100  4254     182950   SH       DEFINED  01 02 03    182950
APPLE COMPUTER INC                   COM            037833100  23       980      SH       DEFINED              980
APPLEBEES INTL INC                   COM            037899101  2460     76886    SH       DEFINED  01 02 03    76886
APPLEBEES INTL INC                   COM            037899101  26       822      SH       DEFINED              822
APRIA HEALTHCARE GROUP INC           COM            037933108  2815     97558    SH       DEFINED  01 02 03    97558
APRIA HEALTHCARE GROUP INC           COM            037933108  29       1013     SH       DEFINED              1013
</TABLE>

<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
APPLERA CORP                         COM AP BIO GRP 038020103  3465     129541   SH       DEFINED  01 02 03    129541
APPLERA CORP                         COM AP BIO GRP 038020103  16       590      SH       DEFINED              590
APPLICA INC                          COM            03815A106  51       6347     SH       DEFINED  01 02 03    6347
APPLICA INC                          COM            03815A106  5        580      SH       DEFINED              580
APPLIED INDL TECHNOLOGIES INC        COM            03820C105  103      5442     SH       DEFINED  01 02 03    5442
APPLIED INDL TECHNOLOGIES INC        COM            03820C105  9        497      SH       DEFINED              497
APPLIED MATLS INC                    COM            038222105  43926    894616   SH       DEFINED  01 02 03    894616
APPLIED MATLS INC                    COM            038222105  153      3120     SH       DEFINED              3120
APPLIED MICRO CIRCUITS CORP          COM            03822W109  23372    1358830  SH       DEFINED  01 02 03    1358830
APPLIED MICRO CIRCUITS CORP          COM            03822W109  14       840      SH       DEFINED              840
APPLIEDTHEORY CORP                   COM            03828R104  1        1867     SH       DEFINED  01 02 03    1867
APPLIEDTHEORY CORP                   COM            03828R104  0        70       SH       DEFINED              70
APROPOS TECHNOLOGY INC               COM            038334108  19       7725     SH       DEFINED  01 02 03    7725
APTARGROUP INC                       COM            038336103  317      9772     SH       DEFINED  01 02 03    9772
APTARGROUP INC                       COM            038336103  29       896      SH       DEFINED              896
ARADIGM CORP                         COM            038505103  34       4900     SH       DEFINED  01 02 03    4900
ARADIGM CORP                         COM            038505103  3        482      SH       DEFINED              482
ARBITRON INC                         COM            03875Q108  133      5530     SH       DEFINED  01 02 03    5530
ARBITRON INC                         COM            03875Q108  3        110      SH       DEFINED              110
ARCH CHEMICALS INC                   COM            03937R102  3738     179475   SH       DEFINED  01 02 03    179475
ARCH CHEMICALS INC                   COM            03937R102  10       473      SH       DEFINED              473
ARCH COAL INC                        COM            039380100  283      10927    SH       DEFINED  01 02 03    10927
ARCH COAL INC                        COM            039380100  12       477      SH       DEFINED              477
ARCHER DANIELS MIDLAND CO            COM            039483102  5240     403055   SH       DEFINED  01 02 03    403055
ARCHER DANIELS MIDLAND CO            COM            039483102  23       1770     SH       DEFINED              1770
ARCHSTONE CMNTYS TR                  SH BEN INT     039581103  304      11800    SH       DEFINED  01 02 03    11800
ARCTIC CAT INC                       COM            039670104  69       4765     SH       DEFINED  01 02 03    4765
ARCTIC CAT INC                       COM            039670104  6        435      SH       DEFINED              435
ARDEN RLTY INC                       COM            039793104  3821     143125   SH       DEFINED  01 02 03    143125
ARDEN RLTY INC                       COM            039793104  40       1500     SH       DEFINED              1500
AREA BANCSHARES CORP NEW             COM            039872106  64       3856     SH       DEFINED  01 02 03    3856
AREA BANCSHARES CORP NEW             COM            039872106  6        352      SH       DEFINED              352
AREMISSOFT CORP DEL                  COM            040026106  105      6478     SH       DEFINED  01 02 03    6478
AREMISSOFT CORP DEL                  COM            040026106  10       638      SH       DEFINED              638
ARENA PHARMACEUTICALS INC            COM            040047102  9        300      SH       DEFINED  01 02 03    300
ARGONAUT GROUP INC                   COM            040157109  94       4680     SH       DEFINED  01 02 03    4680
ARGONAUT GROUP INC                   COM            040157109  9        432      SH       DEFINED              432
ARGOSY GAMING CO                     COM            040228108  145      5223     SH       DEFINED  01 02 03    5223
ARGOSY GAMING CO                     COM            040228108  14       514      SH       DEFINED              514
ARGUSS COMMUNICATIONS INC            COM            040282105  16       3258     SH       DEFINED  01 02 03    3258
ARGUSS COMMUNICATIONS INC            COM            040282105  2        310      SH       DEFINED              310
ARIAD PHARMACEUTICALS INC            COM            04033A100  31       6201     SH       DEFINED  01 02 03    6201
ARIAD PHARMACEUTICALS INC            COM            04033A100  3        611      SH       DEFINED              611
ARIBA INC                            COM            04033V104  165      30060    SH       DEFINED  01 02 03    30060
ARIBA INC                            COM            04033V104  3        520      SH       DEFINED              520
ARKANSAS BEST CORP DEL               COM            040790107  102      4411     SH       DEFINED  01 02 03    4411
ARKANSAS BEST CORP DEL               COM            040790107  9        403      SH       DEFINED              403
ARMOR HOLDINGS INC                   COM            042260109  3731     248760   SH       DEFINED  01 02 03    248760
ARMOR HOLDINGS INC                   COM            042260109  7        436      SH       DEFINED              436
ARMSTRONG HLDGS INC                  COM            042384107  37       10332    SH       DEFINED  01 02 03    10332
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
ARMSTRONG HLDGS INC                  COM            042384107  3        962      SH       DEFINED              962
ARNOLD INDS INC                      COM            042595108  109      5624     SH       DEFINED  01 02 03    5624
ARNOLD INDS INC                      COM            042595108  10       514      SH       DEFINED              514
ARROW ELECTRS INC                    COM            042735100  4727     194600   SH       DEFINED  01 02 03    194600
ARROW ELECTRS INC                    COM            042735100  20       820      SH       DEFINED              820
ARROW INTL INC                       COM            042764100  118      3075     SH       DEFINED  01 02 03    3075
ARROW INTL INC                       COM            042764100  11       283      SH       DEFINED              283
ART TECHNOLOGY GROUP INC             COM            04289L107  82       14090    SH       DEFINED  01 02 03    14090
ARTESYN TECHNOLOGIES INC             COM            043127109  1786     138413   SH       DEFINED  01 02 03    138413
ARTESYN TECHNOLOGIES INC             COM            043127109  11       833      SH       DEFINED              833
ARTHROCARE CORP                      COM            043136100  148      5646     SH       DEFINED  01 02 03    5646
ARTHROCARE CORP                      COM            043136100  13       497      SH       DEFINED              497
ARVINMERITOR INC                     COM            043353101  1575     94092    SH       DEFINED  01 02 03    94092
ARVINMERITOR INC                     COM            043353101  28       1646     SH       DEFINED              1646
ASHLAND INC                          COM            044204105  5111     127446   SH       DEFINED  01 02 03    127446
ASHLAND INC                          COM            044204105  54       1350     SH       DEFINED              1350
ASK JEEVES INC                       COM            045174109  10       5225     SH       DEFINED  01 02 03    5225
ASK JEEVES INC                       COM            045174109  1        529      SH       DEFINED              529
ASPECT MED SYS INC                   COM            045235108  227      14618    SH       DEFINED  01 02 03    14618
ASPECT MED SYS INC                   COM            045235108  1        35       SH       DEFINED              35
ASPEN TECHNOLOGY INC                 COM            045327103  186      7693     SH       DEFINED  01 02 03    7693
ASPEN TECHNOLOGY INC                 COM            045327103  18       758      SH       DEFINED              758
ASSOCIATED BANC CORP                 COM            045487105  2755     76540    SH       DEFINED  01 02 03    76540
AT HOME CORP                         COM SER A      045919107  10       4670     SH       DEFINED  01 02 03    4670
ASTEC INDS INC                       COM            046224101  68       3957     SH       DEFINED  01 02 03    3957
ASTEC INDS INC                       COM            046224101  7        388      SH       DEFINED              388
ASTORIA FINL CORP                    COM            046265104  4619     83975    SH       DEFINED  01 02 03    83975
ASTORIA FINL CORP                    COM            046265104  61       1103     SH       DEFINED              1103
ASTRAZENECA PLC                      SPONSORED ADR  046353108  743      15900    SH       DEFINED  01 02 03    15900
ASTROPOWER INC                       COM            04644A101  3478     66700    SH       DEFINED  01 02 03    66700
ASYST TECHNOLOGY CORP                COM            04648X107  170      12578    SH       DEFINED  01 02 03    12578
ASYST TECHNOLOGY CORP                COM            04648X107  12       879      SH       DEFINED              879
ATLANTIC COAST AIRLINES HLDGS        COM            048396105  261      8697     SH       DEFINED  01 02 03    8697
ATLANTIC COAST AIRLINES HLDGS        COM            048396105  26       856      SH       DEFINED              856
ATLAS AIR WORLDWIDE HLDGS INC        COM            049164106  683      48225    SH       DEFINED  01 02 03    48225
ATLAS AIR WORLDWIDE HLDGS INC        COM            049164106  6        394      SH       DEFINED              394
ATMEL CORP                           COM            049513104  7350     544840   SH       DEFINED  01 02 03    544840
ATMOS ENERGY CORP                    COM            049560105  261      10684    SH       DEFINED  01 02 03    10684
ATMOS ENERGY CORP                    COM            049560105  24       976      SH       DEFINED              976
ATWOOD OCEANICS INC                  COM            050095108  1824     51955    SH       DEFINED  01 02 03    51955
ATWOOD OCEANICS INC                  COM            050095108  8        222      SH       DEFINED              222
AUDIOVOX CORP                        CL A           050757103  47       4243     SH       DEFINED  01 02 03    4243
AUDIOVOX CORP                        CL A           050757103  4        396      SH       DEFINED              396
AUGUST TECHNOLOGY CORP               COM            05106U105  202      14115    SH       DEFINED  01 02 03    14115
AURORA FOODS INC                     COM            05164B106  28       5188     SH       DEFINED  01 02 03    5188
AURORA FOODS INC                     COM            05164B106  3        480      SH       DEFINED              480
AURORA BIOSCIENCES CORP              COM            051920106  1260     40637    SH       DEFINED  01 02 03    40637
AURORA BIOSCIENCES CORP              COM            051920106  18       565      SH       DEFINED              565
AUTODESK INC                         COM            052769106  2261     60630    SH       DEFINED  01 02 03    60630
AUTODESK INC                         COM            052769106  6        150      SH       DEFINED              150
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
AUTOLIV INC                          COM            052800109  527      30500    SH       DEFINED  01 02 03    30500
AUTOLIV INC                          COM            052800109  7        420      SH       DEFINED              420
AUTOMATIC DATA PROCESSING INC        COM            053015103  30005    603725   SH       DEFINED  01 02 03    603725
AUTOMATIC DATA PROCESSING INC        COM            053015103  124      2490     SH       DEFINED              2490
AUTOZONE INC                         COM            053332102  3840     102390   SH       DEFINED  01 02 03    102390
AUTOZONE INC                         COM            053332102  27       730      SH       DEFINED              730
AVALONBAY CMNTYS INC                 COM            053484101  309      6600     SH       DEFINED  01 02 03    6600
AVANT CORP                           COM            053487104  129      9710     SH       DEFINED  01 02 03    9710
AVANT CORP                           COM            053487104  12       939      SH       DEFINED              939
AVANT IMMUNOTHERAPEUTICS INC         COM            053491106  74       13061    SH       DEFINED  01 02 03    13061
AVANT IMMUNOTHERAPEUTICS INC         COM            053491106  7        1286     SH       DEFINED              1286
AVAYA INC                            COM            053499109  1946     142070   SH       DEFINED  01 02 03    142070
AVAYA INC                            COM            053499109  11       798      SH       DEFINED              798
AVENUE A INC                         COM            053566105  2        1310     SH       DEFINED  01 02 03    1310
AVENUE A INC                         COM            053566105  0        43       SH       DEFINED              43
AVERY DENNISON CORP                  COM            053611109  2464     48270    SH       DEFINED  01 02 03    48270
AVERY DENNISON CORP                  COM            053611109  16       310      SH       DEFINED              310
AVID TECHNOLOGY INC                  COM            05367P100  117      7456     SH       DEFINED  01 02 03    7456
AVID TECHNOLOGY INC                  COM            05367P100  11       681      SH       DEFINED              681
AVIGEN INC                           COM            053690103  91       4227     SH       DEFINED  01 02 03    4227
AVIGEN INC                           COM            053690103  9        416      SH       DEFINED              416
AVIRON                               COM            053762100  608      10664    SH       DEFINED  01 02 03    10664
AVIRON                               COM            053762100  36       638      SH       DEFINED              638
AVISTA CORP                          COM            05379B107  259      12978    SH       DEFINED  01 02 03    12978
AVISTA CORP                          COM            05379B107  24       1185     SH       DEFINED              1185
AVNET INC                            COM            053807103  3289     146700   SH       DEFINED  01 02 03    146700
AVNET INC                            COM            053807103  0        0        SH       DEFINED              0
AVOCENT CORP                         COM            053893103  1418     62335    SH       DEFINED  01 02 03    62335
AVOCENT CORP                         COM            053893103  25       1106     SH       DEFINED              1106
AVON PRODS INC                       COM            054303102  6416     138630   SH       DEFINED  01 02 03    138630
AVON PRODS INC                       COM            054303102  55       1180     SH       DEFINED              1180
AWARE INC MASS                       COM            05453N100  38       4180     SH       DEFINED  01 02 03    4180
AWARE INC MASS                       COM            05453N100  4        421      SH       DEFINED              421
AXCELIS TECHNOLOGIES INC             COM            054540109  50       3410     SH       DEFINED  01 02 03    3410
AZTAR CORP                           COM            054802103  113      9373     SH       DEFINED  01 02 03    9373
AZTAR CORP                           COM            054802103  11       869      SH       DEFINED              869
BB&T CORP                            COM            054937107  7288     198570   SH       DEFINED  01 02 03    198570
BB&T CORP                            COM            054937107  42       1140     SH       DEFINED              1140
BCE INC                              COM            05534B109  139      5300     SH       DEFINED  01 02 03    5300
BISYS GROUP INC                      COM            055472104  8897     150800   SH       DEFINED  01 02 03    150800
BJ SVCS CO                           COM            055482103  6933     244300   SH       DEFINED  01 02 03    244300
BJ SVCS CO                           COM            055482103  14       500      SH       DEFINED              500
BJS WHOLESALE CLUB INC               COM            05548J106  4676     87800    SH       DEFINED  01 02 03    87800
BOK FINL CORP                        COM NEW        05561Q201  80       2986     SH       DEFINED  01 02 03    2986
BOK FINL CORP                        COM NEW        05561Q201  7        268      SH       DEFINED              268
BP PLC                               SPONSORED ADR  055622104  2551     51178    SH       DEFINED  01 02 03    51178
BP PLC                               SPONSORED ADR  055622104  70       1400     SH       DEFINED  01 02 03    1400
BRE PROPERTIES INC                   CL A           05564E106  386      12730    SH       DEFINED  01 02 03    12730
BRE PROPERTIES INC                   CL A           05564E106  35       1163     SH       DEFINED              1163
BSB BANCORP                          COM            055652101  58       2503     SH       DEFINED  01 02 03    2503
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
BSB BANCORP                          COM            055652101  5        227      SH       DEFINED              227
BMC SOFTWARE INC                     COM            055921100  2407     106780   SH       DEFINED  01 02 03    106780
BMC SOFTWARE INC                     COM            055921100  15       680      SH       DEFINED              680
BACOU USA INC                        COM            056439102  36       1285     SH       DEFINED  01 02 03    1285
BACOU USA INC                        COM            056439102  3        120      SH       DEFINED              120
BAKER HUGHES INC                     COM            057224107  7824     233550   SH       DEFINED  01 02 03    233550
BAKER HUGHES INC                     COM            057224107  87       2590     SH       DEFINED              2590
BALDOR ELEC CO                       COM            057741100  140      6537     SH       DEFINED  01 02 03    6537
BALDOR ELEC CO                       COM            057741100  13       597      SH       DEFINED              597
BALDWIN & LYONS INC                  CL B           057755209  63       3010     SH       DEFINED  01 02 03    3010
BALDWIN & LYONS INC                  CL B           057755209  6        275      SH       DEFINED              275
BALL CORP                            COM            058498106  1532     32216    SH       DEFINED  01 02 03    32216
BALL CORP                            COM            058498106  37       769      SH       DEFINED              769
BALLY TOTAL FITNESS HLDG CORP        COM            05873K108  770      26008    SH       DEFINED  01 02 03    26008
BALLY TOTAL FITNESS HLDG CORP        COM            05873K108  21       725      SH       DEFINED              725
BANCFIRST CORP                       COM            05945F103  46       1152     SH       DEFINED  01 02 03    1152
BANCFIRST CORP                       COM            05945F103  4        105      SH       DEFINED              105
BANCORPSOUTH INC                     COM            059692103  393      23106    SH       DEFINED  01 02 03    23106
BANCORPSOUTH INC                     COM            059692103  36       2110     SH       DEFINED              2110
BANDAG INC                           COM            059815100  738      27042    SH       DEFINED  01 02 03    27042
BANDAG INC                           COM            059815100  8        287      SH       DEFINED              287
BANK OF AMERICA CORPORATION          COM            060505104  55527    924980   SH       DEFINED  01 02 03    924980
BANK OF AMERICA CORPORATION          COM            060505104  376      6260     SH       DEFINED              6260
BANK OF GRANITE CORP                 COM            062401104  69       3020     SH       DEFINED  01 02 03    3020
BANK OF GRANITE CORP                 COM            062401104  6        280      SH       DEFINED              280
BANK NEW YORK INC                    COM            064057102  18199    379150   SH       DEFINED  01 02 03    379150
BANK NEW YORK INC                    COM            064057102  138      2880     SH       DEFINED              2880
BANK ONE CORP                        COM            06423A103  29727    830370   SH       DEFINED  01 02 03    830370
BANK ONE CORP                        COM            06423A103  117      3260     SH       DEFINED              3260
BANK UTD CORP LITIGATN CONT TR       RT CONTINGENT  065416117  3        8028     SH       DEFINED  01 02 03    8028
BANK UTD CORP LITIGATN CONT TR       RT CONTINGENT  065416117  0        300      SH       DEFINED              300
BANKATLANTIC BANCORP                 CL A           065908501  54       6263     SH       DEFINED  01 02 03    6263
BANKATLANTIC BANCORP                 CL A           065908501  5        572      SH       DEFINED              572
BANKNORTH GROUP INC NEW              COM            06646R107  3692     163000   SH       DEFINED  01 02 03    163000
BANTA CORP                           COM            066821109  1033     35251    SH       DEFINED  01 02 03    35251
BANTA CORP                           COM            066821109  18       617      SH       DEFINED              617
BARD C R INC                         COM            067383109  1919     33690    SH       DEFINED  01 02 03    33690
BARD C R INC                         COM            067383109  8        140      SH       DEFINED              140
BARNES & NOBLE INC                   COM            067774109  3941     100152   SH       DEFINED  01 02 03    100152
BARNES & NOBLE INC                   COM            067774109  50       1266     SH       DEFINED              1266
BARNES GROUP INC                     COM            067806109  113      4592     SH       DEFINED  01 02 03    4592
BARNES GROUP INC                     COM            067806109  10       419      SH       DEFINED              419
BARNESANDNOBLE COM INC               CL A           067846105  5        2868     SH       DEFINED  01 02 03    2868
BARNESANDNOBLE COM INC               CL A           067846105  1        404      SH       DEFINED              404
BARRICK GOLD CORP                    COM            067901108  2629     173560   SH       DEFINED  01 02 03    173560
BARRICK GOLD CORP                    COM            067901108  17       1110     SH       DEFINED              1110
BARR LABS INC                        COM            068306109  4473     63534    SH       DEFINED  01 02 03    63534
BARR LABS INC                        COM            068306109  61       873      SH       DEFINED              873
BARRA INC                            COM            068313105  2413     61642    SH       DEFINED  01 02 03    61642
BARRA INC                            COM            068313105  17       423      SH       DEFINED              423
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
BARRETT RES CORP                     COM PAR $0.01  068480201  197      3331     SH       DEFINED  01 02 03    3331
BARRETT RES CORP                     COM PAR $0.01  068480201  19       326      SH       DEFINED              326
BAUSCH & LOMB INC                    COM            071707103  1005     27720    SH       DEFINED  01 02 03    27720
BAUSCH & LOMB INC                    COM            071707103  5        150      SH       DEFINED              150
BAXTER INTL INC                      COM            071813109  24400    497951   SH       DEFINED  01 02 03    497951
BAXTER INTL INC                      COM            071813109  81       1660     SH       DEFINED              1660
BAY VIEW CAP CORP DEL                COM            07262L101  58       7770     SH       DEFINED  01 02 03    7770
BAY VIEW CAP CORP DEL                COM            07262L101  5        710      SH       DEFINED              710
BE AEROSPACE INC                     COM            073302101  175      9200     SH       DEFINED  01 02 03    9200
BE FREE INC                          COM            073308108  7        5908     SH       DEFINED  01 02 03    5908
BE FREE INC                          COM            073308108  0        206      SH       DEFINED              206
BEA SYS INC                          COM            073325102  1621     52800    SH       DEFINED  01 02 03    52800
BEAR STEARNS COS INC                 COM            073902108  3329     56460    SH       DEFINED  01 02 03    56460
BEAR STEARNS COS INC                 COM            073902108  17       290      SH       DEFINED              290
BEASLEY BROADCAST GROUP INC          CL A           074014101  36       2115     SH       DEFINED  01 02 03    2115
BEASLEY BROADCAST GROUP INC          CL A           074014101  4        209      SH       DEFINED              209
BEBE STORES INC                      COM            075571109  19       654      SH       DEFINED  01 02 03    654
BEBE STORES INC                      COM            075571109  2        65       SH       DEFINED              65
BECKMAN COULTER INC                  COM            075811109  3635     89100    SH       DEFINED  01 02 03    89100
BECTON DICKINSON & CO                COM            075887109  8589     239985   SH       DEFINED  01 02 03    239985
BECTON DICKINSON & CO                COM            075887109  26       720      SH       DEFINED              720
BED BATH & BEYOND INC                COM            075896100  4006     133540   SH       DEFINED  01 02 03    133540
BED BATH & BEYOND INC                COM            075896100  24       810      SH       DEFINED              810
BEDFORD PPTY INVS INC                COM PAR $0.02  076446301  103      4895     SH       DEFINED  01 02 03    4895
BEDFORD PPTY INVS INC                COM PAR $0.02  076446301  9        447      SH       DEFINED              447
BEL FUSE INC                         CL B           077347300  78       2360     SH       DEFINED  01 02 03    2360
BEL FUSE INC                         CL B           077347300  7        216      SH       DEFINED              216
BELCO OIL & GAS CORP                 COM            077410108  39       4387     SH       DEFINED  01 02 03    4387
BELCO OIL & GAS CORP                 COM            077410108  4        405      SH       DEFINED              405
BELDEN INC                           COM            077459105  1803     67385    SH       DEFINED  01 02 03    67385
BELDEN INC                           COM            077459105  16       614      SH       DEFINED              614
BELLSOUTH CORP                       COM            079860102  45486    1129520  SH       DEFINED  01 02 03    1129520
BELLSOUTH CORP                       COM            079860102  346      8590     SH       DEFINED              8590
BELO CORP                            COM SER A      080555105  3252     172600   SH       DEFINED  01 02 03    172600
BEMIS INC                            COM            081437105  1117     27810    SH       DEFINED  01 02 03    27810
BEMIS INC                            COM            081437105  6        150      SH       DEFINED              150
BENCHMARK ELECTRS INC                COM            08160H101  2179     89467    SH       DEFINED  01 02 03    89467
BENCHMARK ELECTRS INC                COM            08160H101  12       492      SH       DEFINED              492
BERGEN BRUNSWIG CORP                 CL A           083739102  4710     245035   SH       DEFINED  01 02 03    245035
BERGEN BRUNSWIG CORP                 CL A           083739102  65       3392     SH       DEFINED              3392
BERKLEY W R CORP                     COM            084423102  3282     79232    SH       DEFINED  01 02 03    79232
BERKLEY W R CORP                     COM            084423102  20       481      SH       DEFINED              481
BERKSHIRE HATHAWAY INC DEL           CL B           084670207  10902    4740     SH       DEFINED  01 02 03    4740
BERRY PETE CO                        CL A           085789105  67       4637     SH       DEFINED  01 02 03    4637
BERRY PETE CO                        CL A           085789105  7        455      SH       DEFINED              455
BEST BUY INC                         COM            086516101  7836     123370   SH       DEFINED  01 02 03    123370
BEST BUY INC                         COM            086516101  50       790      SH       DEFINED              790
BETHLEHEM STL CORP                   COM            087509105  72       35632    SH       DEFINED  01 02 03    35632
BETHLEHEM STL CORP                   COM            087509105  7        3257     SH       DEFINED              3257
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
BEVERLY ENTERPRISES INC              COM NEW        087851309  305      28506    SH       DEFINED  01 02 03    28506
BEVERLY ENTERPRISES INC              COM NEW        087851309  28       2604     SH       DEFINED              2604
BHP LTD                              SPONSORED ADR  088606108  150      6890     SH       DEFINED  01 02 03    6890
BIG LOTS INC                         COM            089302103  679      49610    SH       DEFINED  01 02 03    49610
BIG LOTS INC                         COM            089302103  4        320      SH       DEFINED              320
BINDVIEW DEV CORP                    COM            090327107  20       9453     SH       DEFINED  01 02 03    9453
BINDVIEW DEV CORP                    COM            090327107  2        925      SH       DEFINED              925
BIO RAD LABS INC                     CL A           090572207  111      2222     SH       DEFINED  01 02 03    2222
BIO RAD LABS INC                     CL A           090572207  10       204      SH       DEFINED              204
BIO TECHNOLOGY GEN CORP              COM            090578105  183      13975    SH       DEFINED  01 02 03    13975
BIO TECHNOLOGY GEN CORP              COM            090578105  18       1376     SH       DEFINED              1376
BIOCRYST PHARMACEUTICALS             COM            09058V103  21       3203     SH       DEFINED  01 02 03    3203
BIOCRYST PHARMACEUTICALS             COM            09058V103  2        322      SH       DEFINED              322
BIOGEN INC                           COM            090597105  7989     146965   SH       DEFINED  01 02 03    146965
BIOGEN INC                           COM            090597105  23       420      SH       DEFINED              420
BIOMET INC                           COM            090613100  3935     81880    SH       DEFINED  01 02 03    81880
BIOMET INC                           COM            090613100  24       500      SH       DEFINED              500
BIOMARIN PHARMACEUTICAL INC          COM            09061G101  60       4534     SH       DEFINED  01 02 03    4534
BIOMARIN PHARMACEUTICAL INC          COM            09061G101  6        446      SH       DEFINED              446
BIOPURE CORP                         CL A           09065H105  91       3454     SH       DEFINED  01 02 03    3454
BIOPURE CORP                         CL A           09065H105  9        340      SH       DEFINED              340
BIOVAIL CORP                         COM            09067J109  1836     42200    SH       DEFINED  01 02 03    42200
BIOSITE DIAGNOSTICS INC              COM            090945106  162      3609     SH       DEFINED  01 02 03    3609
BIOSITE DIAGNOSTICS INC              COM            090945106  16       355      SH       DEFINED              355
BLACK & DECKER CORP                  COM            091797100  1523     38590    SH       DEFINED  01 02 03    38590
BLACK & DECKER CORP                  COM            091797100  9        230      SH       DEFINED              230
BLACK BOX CORP DEL                   COM            091826107  4640     68886    SH       DEFINED  01 02 03    68886
BLACK BOX CORP DEL                   COM            091826107  32       481      SH       DEFINED              481
BLACK HILLS CORP                     COM            092113109  1460     36280    SH       DEFINED  01 02 03    36280
BLACK HILLS CORP                     COM            092113109  24       588      SH       DEFINED              588
BLACKROCK INC                        CL A           09247X101  159      4647     SH       DEFINED  01 02 03    4647
BLACKROCK INC                        CL A           09247X101  16       455      SH       DEFINED              455
BLOCK H & R INC                      COM            093671105  4441     68795    SH       DEFINED  01 02 03    68795
BLOCK H & R INC                      COM            093671105  16       250      SH       DEFINED              250
BLOCKBUSTER INC                      CL A           093679108  115      6300     SH       DEFINED  01 02 03    6300
BLOUNT INTL INC NEW                  COM            095180105  2        979      SH       DEFINED  01 02 03    979
BLOUNT INTL INC NEW                  COM            095180105  0        30       SH       DEFINED              30
BLYTH INC                            COM            09643P108  1623     63130    SH       DEFINED  01 02 03    63130
BLYTH INC                            COM            09643P108  22       846      SH       DEFINED              846
BOB EVANS FARMS INC                  COM            096761101  897      49861    SH       DEFINED  01 02 03    49861
BOB EVANS FARMS INC                  COM            096761101  16       873      SH       DEFINED              873
BOCA RESORTS INC                     CL A           09688T106  112      7614     SH       DEFINED  01 02 03    7614
BOCA RESORTS INC                     CL A           09688T106  10       695      SH       DEFINED              695
BOEING CO                            COM            097023105  39732    714610   SH       DEFINED  01 02 03    714610
BOEING CO                            COM            097023105  136      2440     SH       DEFINED              2440
BOISE CASCADE CORP                   COM            097383103  885      25160    SH       DEFINED  01 02 03    25160
BOISE CASCADE CORP                   COM            097383103  6        160      SH       DEFINED              160
BON-TON STORES INC                   COM            09776J101  15       5000     SH       DEFINED  01 02 03    5000
BONE CARE INTL INC                   COM            098072101  56       2127     SH       DEFINED  01 02 03    2127
BONE CARE INTL INC                   COM            098072101  6        209      SH       DEFINED              209
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
BORDERS GROUP INC                    COM            099709107  2560     114276   SH       DEFINED  01 02 03    114276
BORDERS GROUP INC                    COM            099709107  45       2006     SH       DEFINED              2006
BORG WARNER INC                      COM            099724106  3563     71802    SH       DEFINED  01 02 03    71802
BORG WARNER INC                      COM            099724106  61       1228     SH       DEFINED              1228
BORLAND SOFTWARE CORP                COM            099849101  299      19186    SH       DEFINED  01 02 03    19186
BORLAND SOFTWARE CORP                COM            099849101  22       1399     SH       DEFINED              1399
BORON LEPORE & ASSOCS INC            COM            10001P102  8        600      SH       DEFINED  01 02 03    600
BOSTON COMMUNICATIONS GROUP          COM            100582105  173      12015    SH       DEFINED  01 02 03    12015
BOSTON PROPERTIES INC                COM            101121101  773      18900    SH       DEFINED  01 02 03    18900
BOSTON SCIENTIFIC CORP               COM            101137107  2990     175910   SH       DEFINED  01 02 03    175910
BOSTON SCIENTIFIC CORP               COM            101137107  19       1120     SH       DEFINED              1120
BOTTOMLINE TECH DEL INC              COM            101388106  12       2172     SH       DEFINED  01 02 03    2172
BOTTOMLINE TECH DEL INC              COM            101388106  0        72       SH       DEFINED              72
BOWATER INC                          COM            102183100  3622     80950    SH       DEFINED  01 02 03    80950
BOWATER INC                          COM            102183100  9        200      SH       DEFINED              200
BOWNE & CO INC                       COM            103043105  104      9078     SH       DEFINED  01 02 03    9078
BOWNE & CO INC                       COM            103043105  10       829      SH       DEFINED              829
BOYD GAMING CORP                     COM            103304101  59       10184    SH       DEFINED  01 02 03    10184
BOYD GAMING CORP                     COM            103304101  5        948      SH       DEFINED              948
BOYDS COLLECTION LTD                 COM            103354106  187      15078    SH       DEFINED  01 02 03    15078
BOYDS COLLECTION LTD                 COM            103354106  18       1485     SH       DEFINED              1485
BOYKIN LODGING CO                    COM            103430104  61       4713     SH       DEFINED  01 02 03    4713
BOYKIN LODGING CO                    COM            103430104  6        430      SH       DEFINED              430
BRADY CORP                           CL A           104674106  169      4672     SH       DEFINED  01 02 03    4672
BRADY CORP                           CL A           104674106  16       448      SH       DEFINED              448
BRANDYWINE RLTY TR                   SH BEN INT NEW 105368203  351      15622    SH       DEFINED  01 02 03    15622
BRANDYWINE RLTY TR                   SH BEN INT NEW 105368203  19       851      SH       DEFINED              851
BRAUN CONSULTING INC                 COM            105651103  1216     151005   SH       DEFINED  01 02 03    151005
BRAUN CONSULTING INC                 COM            105651103  2        221      SH       DEFINED              221
BREAKAWAY SOLUTIONS INC              COM            106372105  1        3271     SH       DEFINED  01 02 03    3271
BREAKAWAY SOLUTIONS INC              COM            106372105  0        114      SH       DEFINED              114
BRIGGS & STRATTON CORP               COM            109043109  243      5783     SH       DEFINED  01 02 03    5783
BRIGGS & STRATTON CORP               COM            109043109  23       542      SH       DEFINED              542
BRIGHT HORIZON FAMILY SOLUTION       COM            109195107  101      3213     SH       DEFINED  01 02 03    3213
BRIGHT HORIZON FAMILY SOLUTION       COM            109195107  10       316      SH       DEFINED              316
BRIGHTPOINT INC                      COM            109473108  38       13253    SH       DEFINED  01 02 03    13253
BRIGHTPOINT INC                      COM            109473108  4        1305     SH       DEFINED              1305
BRINKER INTL INC                     COM            109641100  3052     118050   SH       DEFINED  01 02 03    118050
BRIO TECHNOLOGY INC                  COM            109704106  24       3253     SH       DEFINED  01 02 03    3253
BRIO TECHNOLOGY INC                  COM            109704106  2        325      SH       DEFINED              325
BRISTOL MYERS SQUIBB CO              COM            110122108  78546    1501836  SH       DEFINED  01 02 03    1501836
BRISTOL MYERS SQUIBB CO              COM            110122108  453      8660     SH       DEFINED              8660
BRITISH AMERN TOB PLC                SPONSORED ADR  110448107  157      9908     SH       DEFINED  01 02 03    9908
BRITISH TELECOMMUNICATIONS PLC       ADR FINAL INST 111021408  186      2879     SH       DEFINED  01 02 03    2879
BROADCOM CORP                        CL A           111320107  5021     117430   SH       DEFINED  01 02 03    117430
BROADCOM CORP                        CL A           111320107  31       730      SH       DEFINED              730
BROADVISION INC                      COM            111412102  627      125470   SH       DEFINED  01 02 03    125470
BROADVISION INC                      COM            111412102  4        760      SH       DEFINED              760
BROADWING INC                        COM            111620100  7269     297300   SH       DEFINED  01 02 03    297300
BROCADE COMMUNICATIONS SYS INC       COM            111621108  23527    534815   SH       DEFINED  01 02 03    534815
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
BROOKLINE BANCORP INC                COM            113739106  49       3478     SH       DEFINED  01 02 03    3478
BROOKLINE BANCORP INC                COM            113739106  5        324      SH       DEFINED              324
BROOKS AUTOMATION INC                COM            11434A100  3140     68104    SH       DEFINED  01 02 03    68104
BROOKS AUTOMATION INC                COM            11434A100  20       434      SH       DEFINED              434
BROOKTROUT INC                       COM            114580103  24       3074     SH       DEFINED  01 02 03    3074
BROOKTROUT INC                       COM            114580103  2        304      SH       DEFINED              304
BROWN & BROWN INC                    COM            115236101  7573     180362   SH       DEFINED  01 02 03    180362
BROWN & BROWN INC                    COM            115236101  24       577      SH       DEFINED              577
BROWN FORMAN CORP                    CL B           115637209  1916     29970    SH       DEFINED  01 02 03    29970
BROWN FORMAN CORP                    CL B           115637209  12       190      SH       DEFINED              190
BROWN TOM INC                        COM NEW        115660201  193      8060     SH       DEFINED  01 02 03    8060
BROWN TOM INC                        COM NEW        115660201  18       736      SH       DEFINED              736
BROWN SHOE INC NEW                   COM            115736100  86       4750     SH       DEFINED  01 02 03    4750
BROWN SHOE INC NEW                   COM            115736100  8        438      SH       DEFINED              438
BRUKER DALTONICS INC                 COM            116795105  108      7170     SH       DEFINED  01 02 03    7170
BRUNSWICK CORP                       COM            117043109  1741     72450    SH       DEFINED  01 02 03    72450
BRUNSWICK CORP                       COM            117043109  6        250      SH       DEFINED              250
BRUSH ENGINEERED MATLS INC           COM            117421107  73       4545     SH       DEFINED  01 02 03    4545
BRUSH ENGINEERED MATLS INC           COM            117421107  7        415      SH       DEFINED              415
BUCA INC                             COM            117769109  2177     100101   SH       DEFINED  01 02 03    100101
BUCA INC                             COM            117769109  4        206      SH       DEFINED              206
BSQUARE CORP                         COM            11776U102  31       2919     SH       DEFINED  01 02 03    2919
BSQUARE CORP                         COM            11776U102  3        296      SH       DEFINED              296
BUCKEYE TECHNOLOGIES INC             COM            118255108  1719     119399   SH       DEFINED  01 02 03    119399
BUCKEYE TECHNOLOGIES INC             COM            118255108  10       675      SH       DEFINED              675
BUCKLE INC                           COM            118440106  41       2187     SH       DEFINED  01 02 03    2187
BUCKLE INC                           COM            118440106  4        200      SH       DEFINED              200
BURLINGTON COAT FACTORY              COM            121579106  95       4755     SH       DEFINED  01 02 03    4755
BURLINGTON COAT FACTORY              COM            121579106  9        434      SH       DEFINED              434
BURLINGTON NORTHN SANTA FE CP        COM            12189T104  7630     252890   SH       DEFINED  01 02 03    252890
BURLINGTON NORTHN SANTA FE CP        COM            12189T104  65       2140     SH       DEFINED              2140
BURLINGTON RES INC                   COM            122014103  4149     103860   SH       DEFINED  01 02 03    103860
BURLINGTON RES INC                   COM            122014103  24       590      SH       DEFINED              590
BURNHAM PAC PPTYS INC                COM            12232C108  43       8711     SH       DEFINED  01 02 03    8711
BURNHAM PAC PPTYS INC                COM            12232C108  4        812      SH       DEFINED              812
BUSH INDS INC                        CL A           123164105  29       2220     SH       DEFINED  01 02 03    2220
BUSH INDS INC                        CL A           123164105  3        208      SH       DEFINED              208
BUY COM INC                          COM            124269101  1        3762     SH       DEFINED  01 02 03    3762
BUY COM INC                          COM            124269101  0        128      SH       DEFINED              128
C&D TECHNOLOGIES INC                 COM            124661109  552      17801    SH       DEFINED  01 02 03    17801
C&D TECHNOLOGIES INC                 COM            124661109  20       660      SH       DEFINED              660
CAIS INTERNET INC                    COM            12476Q102  1        1682     SH       DEFINED  01 02 03    1682
CAIS INTERNET INC                    COM            12476Q102  0        56       SH       DEFINED              56
CBL & ASSOC PPTYS INC                COM            124830100  486      15838    SH       DEFINED  01 02 03    15838
CBL & ASSOC PPTYS INC                COM            124830100  19       634      SH       DEFINED              634
CCC INFORMATION SVCS GROUP INC       COM            12487Q109  33       5553     SH       DEFINED  01 02 03    5553
CCC INFORMATION SVCS GROUP INC       COM            12487Q109  3        547      SH       DEFINED              547
CB RICHARD ELLIS SVCS INC            COM            12489L108  89       5670     SH       DEFINED  01 02 03    5670
CB RICHARD ELLIS SVCS INC            COM            12489L108  8        518      SH       DEFINED              518
CBRL GROUP INC                       COM            12489V106  1346     79429    SH       DEFINED  01 02 03    79429
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
CBRL GROUP INC                       COM            12489V106  24       1409     SH       DEFINED              1409
C BRIDGE INTERNET SOL INC            COM            12500B105  2        1110     SH       DEFINED  01 02 03    1110
C BRIDGE INTERNET SOL INC            COM            12500B105  0        40       SH       DEFINED              40
C COR NET CORP                       COM            125010108  81       6714     SH       DEFINED  01 02 03    6714
C COR NET CORP                       COM            125010108  8        661      SH       DEFINED              661
C D I CORP                           COM            125071100  52       3033     SH       DEFINED  01 02 03    3033
C D I CORP                           COM            125071100  5        277      SH       DEFINED              277
CDW COMPUTER CTRS INC                COM            125129106  7512     189180   SH       DEFINED  01 02 03    189180
CEC ENTMT INC                        COM            125137109  6283     127310   SH       DEFINED  01 02 03    127310
CEC ENTMT INC                        COM            125137109  34       698      SH       DEFINED              698
CH ENERGY GROUP INC                  COM            12541M102  204      4633     SH       DEFINED  01 02 03    4633
CH ENERGY GROUP INC                  COM            12541M102  19       423      SH       DEFINED              423
C H ROBINSON WORLDWIDE INC           COM            12541W100  9827     352350   SH       DEFINED  01 02 03    352350
CIGNA CORP                           COM            125509109  15212    158760   SH       DEFINED  01 02 03    158760
CIGNA CORP                           COM            125509109  158      1650     SH       DEFINED              1650
CLECO CORP NEW                       COM            12561W105  8289     364362   SH       DEFINED  01 02 03    364362
CLECO CORP NEW                       COM            12561W105  26       1130     SH       DEFINED              1130
CMGI INC                             COM            125750109  21       7150     SH       DEFINED  01 02 03    7150
CMS ENERGY CORP                      COM            125896100  2008     72090    SH       DEFINED  01 02 03    72090
CMS ENERGY CORP                      COM            125896100  10       370      SH       DEFINED              370
CPI CORP                             COM            125902106  42       1701     SH       DEFINED  01 02 03    1701
CPI CORP                             COM            125902106  4        165      SH       DEFINED              165
CPB INC                              COM            125903104  62       2083     SH       DEFINED  01 02 03    2083
CPB INC                              COM            125903104  6        189      SH       DEFINED              189
CSS INDS INC                         COM            125906107  39       1513     SH       DEFINED  01 02 03    1513
CSS INDS INC                         COM            125906107  4        140      SH       DEFINED              140
CSK AUTO CORP                        COM            125965103  39       4696     SH       DEFINED  01 02 03    4696
CSK AUTO CORP                        COM            125965103  4        473      SH       DEFINED              473
CNA FINL CORP                        COM            126117100  252      6400     SH       DEFINED  01 02 03    6400
CNA SURETY CORP                      COM            12612L108  62       4453     SH       DEFINED  01 02 03    4453
CNA SURETY CORP                      COM            12612L108  6        413      SH       DEFINED              413
CNF INC                              COM            12612W104  3070     108688   SH       DEFINED  01 02 03    108688
CNF INC                              COM            12612W104  35       1223     SH       DEFINED              1223
CNET NETWORKS INC                    COM            12613R104  33       2540     SH       DEFINED  01 02 03    2540
CSG SYS INTL INC                     COM            126349109  3513     61900    SH       DEFINED  01 02 03    61900
CSX CORP                             COM            126408103  3388     93480    SH       DEFINED  01 02 03    93480
CSX CORP                             COM            126408103  22       600      SH       DEFINED              600
CTC COMMUNICATIONS GROUP INC         COM            126419100  12       3985     SH       DEFINED  01 02 03    3985
CTC COMMUNICATIONS GROUP INC         COM            126419100  1        401      SH       DEFINED              401
CT COMMUNICATIONS INC                COM NEW        126426402  77       4131     SH       DEFINED  01 02 03    4131
CT COMMUNICATIONS INC                COM NEW        126426402  8        407      SH       DEFINED              407
CTS CORP                             COM            126501105  145      7082     SH       DEFINED  01 02 03    7082
CTS CORP                             COM            126501105  14       697      SH       DEFINED              697
CUNO INC                             COM            126583103  2471     82376    SH       DEFINED  01 02 03    82376
CUNO INC                             COM            126583103  12       410      SH       DEFINED              410
CVB FINL CORP                        COM            126600105  96       4994     SH       DEFINED  01 02 03    4994
CVB FINL CORP                        COM            126600105  9        483      SH       DEFINED              483
CVS CORP                             COM            126650100  9391     243285   SH       DEFINED  01 02 03    243285
CVS CORP                             COM            126650100  67       1730     SH       DEFINED              1730
CV THERAPEUTICS INC                  COM            126667104  490      8592     SH       DEFINED  01 02 03    8592
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
CV THERAPEUTICS INC                  COM            126667104  24       413      SH       DEFINED              413
CABLEVISION SYS CORP                 CL A NY CABLVS 12686C109  1700     29060    SH       DEFINED  01 02 03    29060
CABLEVISION SYS CORP                 CL A NY CABLVS 12686C109  14       245      SH       DEFINED              245
CABLEVISION SYS CORP                 CL A RAINB MED 12686C844  79       3080     SH       DEFINED  01 02 03    3080
CABLETRON SYS INC                    COM            126920107  1891     82740    SH       DEFINED  01 02 03    82740
CABLETRON SYS INC                    COM            126920107  12       530      SH       DEFINED              530
CABLE DESIGN TECHNOLOGIES CORP       COM            126924109  191      11811    SH       DEFINED  01 02 03    11811
CABLE DESIGN TECHNOLOGIES CORP       COM            126924109  18       1099     SH       DEFINED              1099
CABOT CORP                           COM            127055101  2954     82000    SH       DEFINED  01 02 03    82000
CABOT INDUSTRIAL TRUST               COM            127072106  235      11172    SH       DEFINED  01 02 03    11172
CABOT INDUSTRIAL TRUST               COM            127072106  21       1020     SH       DEFINED              1020
CABOT OIL & GAS CORP                 CL A           127097103  176      7194     SH       DEFINED  01 02 03    7194
CABOT OIL & GAS CORP                 CL A           127097103  16       675      SH       DEFINED              675
CABOT MICROELECTRONICS CORP          COM            12709P103  4658     75132    SH       DEFINED  01 02 03    75132
CABOT MICROELECTRONICS CORP          COM            12709P103  37       598      SH       DEFINED              598
CACI INTL INC                        CL A           127190304  127      2705     SH       DEFINED  01 02 03    2705
CACI INTL INC                        CL A           127190304  12       250      SH       DEFINED              250
CADBURY SCHWEPPES PLC                ADR            127209302  214      7858     SH       DEFINED  01 02 03    7858
CADENCE DESIGN SYSTEM INC            COM            127387108  6038     324100   SH       DEFINED  01 02 03    324100
CADIZ INC                            COM            127537108  84       9103     SH       DEFINED  01 02 03    9103
CADIZ INC                            COM            127537108  8        896      SH       DEFINED              896
CAL DIVE INTL INC                    COM            127914109  2569     104433   SH       DEFINED  01 02 03    104433
CAL DIVE INTL INC                    COM            127914109  15       621      SH       DEFINED              621
CALDERA INTL INC                     COM            12877Q107  2        1284     SH       DEFINED  01 02 03    1284
CALDERA INTL INC                     COM            12877Q107  0        48       SH       DEFINED              48
CALGON CARBON CORP                   COM            129603106  74       9383     SH       DEFINED  01 02 03    9383
CALGON CARBON CORP                   COM            129603106  7        857      SH       DEFINED              857
CALICO COMM INC                      COM            129897104  1        4264     SH       DEFINED  01 02 03    4264
CALICO COMM INC                      COM            129897104  0        145      SH       DEFINED              145
CALIFORNIA AMPLIFIER INC             COM            129900106  14       3386     SH       DEFINED  01 02 03    3386
CALIFORNIA AMPLIFIER INC             COM            129900106  0        122      SH       DEFINED              122
CALIFORNIA PIZZA KITCHEN INC         COM            13054D109  67       2865     SH       DEFINED  01 02 03    2865
CALIFORNIA WTR SVC GROUP             COM            130788102  98       3808     SH       DEFINED  01 02 03    3808
CALIFORNIA WTR SVC GROUP             COM            130788102  9        348      SH       DEFINED              348
CALIPER TECHNOLOGIES CORP            COM            130876105  27       1277     SH       DEFINED  01 02 03    1277
CALIPER TECHNOLOGIES CORP            COM            130876105  3        126      SH       DEFINED              126
CALLAWAY GOLF CO                     COM            131193104  3122     197568   SH       DEFINED  01 02 03    197568
CALLAWAY GOLF CO                     COM            131193104  55       3461     SH       DEFINED              3461
CALLON PETE CO DEL                   COM            13123X102  20       1710     SH       DEFINED  01 02 03    1710
CALLON PETE CO DEL                   COM            13123X102  2        164      SH       DEFINED              164
CALPINE CORP                         COM            131347106  4964     131310   SH       DEFINED  01 02 03    131310
CALPINE CORP                         COM            131347106  31       830      SH       DEFINED              830
CAMBREX CORP                         COM            132011107  362      7164     SH       DEFINED  01 02 03    7164
CAMBREX CORP                         COM            132011107  35       695      SH       DEFINED              695
CAMBRIDGE TECH PARTNERS MASS         COM            132524109  55       15618    SH       DEFINED  01 02 03    15618
CAMBRIDGE TECH PARTNERS MASS         COM            132524109  5        1333     SH       DEFINED              1333
CAMDEN PPTY TR                       SH BEN INT     133131102  384      10474    SH       DEFINED  01 02 03    10474
CAMDEN PPTY TR                       SH BEN INT     133131102  35       957      SH       DEFINED              957
CAMINUS CORP                         COM            133766105  31       1135     SH       DEFINED  01 02 03    1135
CAMINUS CORP                         COM            133766105  3        115      SH       DEFINED              115
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
CAMPBELL SOUP CO                     COM            134429109  6058     235260   SH       DEFINED  01 02 03    235260
CAMPBELL SOUP CO                     COM            134429109  48       1880     SH       DEFINED              1880
CANADIAN PAC LTD NEW                 COM            135923100  4473     115420   SH       DEFINED  01 02 03    115420
CANON INC                            ADR            138006309  412      10000    SH       DEFINED  01 02 03    10000
CAPITAL CITY BK GROUP INC            COM            139674105  28       1108     SH       DEFINED  01 02 03    1108
CAPITAL CITY BK GROUP INC            COM            139674105  3        103      SH       DEFINED              103
CAPITAL AUTOMOTIVE REIT              COM SH BEN INT 139733109  106      5906     SH       DEFINED  01 02 03    5906
CAPITAL AUTOMOTIVE REIT              COM SH BEN INT 139733109  10       539      SH       DEFINED              539
CAPITAL ONE FINL CORP                COM            14040H105  6562     109360   SH       DEFINED  01 02 03    109360
CAPITAL ONE FINL CORP                COM            14040H105  35       580      SH       DEFINED              580
CAPITOL FED FINL                     COM            14057C106  173      8927     SH       DEFINED  01 02 03    8927
CAPITOL FED FINL                     COM            14057C106  16       815      SH       DEFINED              815
CAPSTONE TURBINE CORP                COM            14067D102  237      10545    SH       DEFINED  01 02 03    10545
CAPSTEAD MTG CORP                    COM NEW        14067E407  96       5380     SH       DEFINED  01 02 03    5380
CAPSTEAD MTG CORP                    COM NEW        14067E407  9        493      SH       DEFINED              493
CAPTARIS INC                         COM            14071N104  14       6763     SH       DEFINED  01 02 03    6763
CAPTARIS INC                         COM            14071N104  1        663      SH       DEFINED              663
CARBO CERAMICS INC                   COM            140781105  47       1274     SH       DEFINED  01 02 03    1274
CARBO CERAMICS INC                   COM            140781105  5        125      SH       DEFINED              125
CARAUSTAR INDS INC                   COM            140909102  70       7653     SH       DEFINED  01 02 03    7653
CARAUSTAR INDS INC                   COM            140909102  6        699      SH       DEFINED              699
CARDINAL HEALTH INC                  COM            14149Y108  14129    204774   SH       DEFINED  01 02 03    204774
CARDINAL HEALTH INC                  COM            14149Y108  86       1250     SH       DEFINED              1250
CARDIODYNAMICS INTL CORP             COM            141597104  41       7545     SH       DEFINED  01 02 03    7545
CARDIODYNAMICS INTL CORP             COM            141597104  4        760      SH       DEFINED              760
CAREER EDUCATION CORP                COM            141665109  316      5279     SH       DEFINED  01 02 03    5279
CAREER EDUCATION CORP                COM            141665109  31       518      SH       DEFINED              518
CARECENTRIC INC                      COM            14166Y106  2        647      SH       DEFINED  01 02 03    647
CARECENTRIC INC                      COM            14166Y106  0        3        SH       DEFINED              3
CAREMARK RX INC                      COM            141705103  1139     69220    SH       DEFINED  01 02 03    69220
CAREMARK RX INC                      COM            141705103  95       5791     SH       DEFINED              5791
CARLISLE COS INC                     COM            142339100  1507     43210    SH       DEFINED  01 02 03    43210
CARLISLE COS INC                     COM            142339100  26       759      SH       DEFINED              759
CARNIVAL CORP                        COM            143658102  11638    379090   SH       DEFINED  01 02 03    379090
CARNIVAL CORP                        COM            143658102  88       2860     SH       DEFINED              2860
CARPENTER TECHNOLOGY CORP            COM            144285103  896      30591    SH       DEFINED  01 02 03    30591
CARPENTER TECHNOLOGY CORP            COM            144285103  14       465      SH       DEFINED              465
CARRAMERICA RLTY CORP                COM            144418100  406      13300    SH       DEFINED  01 02 03    13300
CARREKER CORP                        COM            144433109  61       2838     SH       DEFINED  01 02 03    2838
CARREKER CORP                        COM            144433109  6        279      SH       DEFINED              279
CARRIER ACCESS CORP                  COM            144460102  15       2440     SH       DEFINED  01 02 03    2440
CARRIER ACCESS CORP                  COM            144460102  1        245      SH       DEFINED              245
CARTER WALLACE INC                   COM            146285101  1119     57847    SH       DEFINED  01 02 03    57847
CARTER WALLACE INC                   COM            146285101  10       508      SH       DEFINED              508
CASCADE NAT GAS CORP                 COM            147339105  65       3035     SH       DEFINED  01 02 03    3035
CASCADE NAT GAS CORP                 COM            147339105  6        277      SH       DEFINED              277
CASELLA WASTE SYS INC                CL A           147448104  63       5076     SH       DEFINED  01 02 03    5076
CASELLA WASTE SYS INC                CL A           147448104  6        474      SH       DEFINED              474
CASEYS GEN STORES INC                COM            147528103  4192     322446   SH       DEFINED  01 02 03    322446
CASEYS GEN STORES INC                COM            147528103  14       1102     SH       DEFINED              1102
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
CASH AMER INTL INC                   COM            14754D100  58       6829     SH       DEFINED  01 02 03    6829
CASH AMER INTL INC                   COM            14754D100  5        621      SH       DEFINED              621
CATALINA MARKETING CORP              COM            148867104  2304     75505    SH       DEFINED  01 02 03    75505
CATELLUS DEV CORP                    COM            149111106  473      27125    SH       DEFINED  01 02 03    27125
CATELLUS DEV CORP                    COM            149111106  45       2598     SH       DEFINED              2598
CATERPILLAR INC DEL                  COM            149123101  20012    399850   SH       DEFINED  01 02 03    399850
CATERPILLAR INC DEL                  COM            149123101  48       960      SH       DEFINED              960
CATHAY BANCORP INC                   COM            149150104  134      2442     SH       DEFINED  01 02 03    2442
CATHAY BANCORP INC                   COM            149150104  12       228      SH       DEFINED              228
CATO CORP NEW                        CL A           149205106  74       3815     SH       DEFINED  01 02 03    3815
CATO CORP NEW                        CL A           149205106  7        348      SH       DEFINED              348
CELL GENESYS INC                     COM            150921104  193      9431     SH       DEFINED  01 02 03    9431
CELL GENESYS INC                     COM            150921104  18       861      SH       DEFINED              861
CELERITEK INC                        COM            150926103  45       3038     SH       DEFINED  01 02 03    3038
CELERITEK INC                        COM            150926103  4        299      SH       DEFINED              299
CELL THERAPEUTICS INC                COM            150934107  237      8590     SH       DEFINED  01 02 03    8590
CELL THERAPEUTICS INC                COM            150934107  23       846      SH       DEFINED              846
CELESTICA INC                        SUB VTG SHS    15101Q108  27980    543300   SH       DEFINED  01 02 03    543300
CELGENE CORP                         COM            151020104  2333     80875    SH       DEFINED  01 02 03    80875
CELL PATHWAYS INC NEW                COM            15114R101  39       6096     SH       DEFINED  01 02 03    6096
CELL PATHWAYS INC NEW                COM            15114R101  4        600      SH       DEFINED              600
CELSION CORPORATION                  COM            15117N107  8        12893    SH       DEFINED  01 02 03    12893
CELSION CORPORATION                  COM            15117N107  1        1536     SH       DEFINED              1536
CENDANT CORP                         COM            151313103  9023     462720   SH       DEFINED  01 02 03    462720
CENDANT CORP                         COM            151313103  81       4140     SH       DEFINED              4140
CENTENNIAL COMMUNCTNS CORP NEW       CL A NEW       15133V208  26       1940     SH       DEFINED  01 02 03    1940
CENTENNIAL COMMUNCTNS CORP NEW       CL A NEW       15133V208  3        192      SH       DEFINED              192
CENTERPOINT PPTYS TR                 SH BEN INT     151895109  308      6134     SH       DEFINED  01 02 03    6134
CENTERPOINT PPTYS TR                 SH BEN INT     151895109  28       560      SH       DEFINED              560
CENTEX CORP                          COM            152312104  2460     60377    SH       DEFINED  01 02 03    60377
CENTEX CORP                          COM            152312104  68       1659     SH       DEFINED              1659
CENTILLIUM COMMUNICATIONS INC        COM            152319109  1696     68572    SH       DEFINED  01 02 03    68572
CENTILLIUM COMMUNICATIONS INC        COM            152319109  3        102      SH       DEFINED              102
CENTEX CONSTRUCTION PRODUCTS         COM            15231R109  63       1939     SH       DEFINED  01 02 03    1939
CENTEX CONSTRUCTION PRODUCTS         COM            15231R109  6        177      SH       DEFINED              177
CENTRAL GARDEN & PET CO              COM            153527106  37       3874     SH       DEFINED  01 02 03    3874
CENTRAL GARDEN & PET CO              COM            153527106  3        363      SH       DEFINED              363
CENTRAL PKG CORP                     COM            154785109  58       3092     SH       DEFINED  01 02 03    3092
CENTRAL PKG CORP                     COM            154785109  6        302      SH       DEFINED              302
CENTURY ALUM CO                      COM            156431108  54       3379     SH       DEFINED  01 02 03    3379
CENTURY ALUM CO                      COM            156431108  5        309      SH       DEFINED              309
CENTURY BUSINESS SVCS INC            COM            156490104  102      18911    SH       DEFINED  01 02 03    18911
CENTURY BUSINESS SVCS INC            COM            156490104  10       1862     SH       DEFINED              1862
CENTURYTEL INC                       COM            156700106  1872     61770    SH       DEFINED  01 02 03    61770
CENTURYTEL INC                       COM            156700106  12       390      SH       DEFINED              390
CEPHALON INC                         COM            156708109  8687     123225   SH       DEFINED  01 02 03    123225
CERIDIAN CORP NEW                    COM            156779100  3766     196470   SH       DEFINED  01 02 03    196470
CERIDIAN CORP NEW                    COM            156779100  11       550      SH       DEFINED              550
CERNER CORP                          COM            156782104  465      11079    SH       DEFINED  01 02 03    11079
CERNER CORP                          COM            156782104  27       642      SH       DEFINED              642
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
CERTICOM CORP                        COM            156915100  37       13650    SH       DEFINED  01 02 03    13650
CERUS CORP                           COM            157085101  186      2566     SH       DEFINED  01 02 03    2566
CERUS CORP                           COM            157085101  18       248      SH       DEFINED              248
CHAMPION ENTERPRISES INC             COM            158496109  149      13064    SH       DEFINED  01 02 03    13064
CHAMPION ENTERPRISES INC             COM            158496109  14       1193     SH       DEFINED              1193
CHAMPIONSHIP AUTO RACING TEAM        COM            158711101  46       2889     SH       DEFINED  01 02 03    2889
CHAMPIONSHIP AUTO RACING TEAM        COM            158711101  5        289      SH       DEFINED              289
CHARLES RIV LABS INTL INC            COM            159864107  498      14335    SH       DEFINED  01 02 03    14335
CHARTER ONE FINL INC                 COM            160903100  4021     126045   SH       DEFINED  01 02 03    126045
CHARTER ONE FINL INC                 COM            160903100  19       580      SH       DEFINED              580
CHARTER MUN MTG ACCEP CO             SH BEN INT     160908109  99       6237     SH       DEFINED  01 02 03    6237
CHARTER MUN MTG ACCEP CO             SH BEN INT     160908109  9        570      SH       DEFINED              570
CHARMING SHOPPES INC                 COM            161133103  156      25948    SH       DEFINED  01 02 03    25948
CHARMING SHOPPES INC                 COM            161133103  14       2370     SH       DEFINED              2370
CHATEAU CMNTYS INC                   COM            161726104  184      5869     SH       DEFINED  01 02 03    5869
CHATEAU CMNTYS INC                   COM            161726104  17       541      SH       DEFINED              541
CHATTEM INC                          COM            162456107  719      67800    SH       DEFINED  01 02 03    67800
CHEAP TICKETS INC                    COM            162672109  37       2438     SH       DEFINED  01 02 03    2438
CHEAP TICKETS INC                    COM            162672109  3        229      SH       DEFINED              229
CHECKFREE CORP NEW                   COM            162813109  3132     89300    SH       DEFINED  01 02 03    89300
CHECKPOINT SYS INC                   COM            162825103  141      7916     SH       DEFINED  01 02 03    7916
CHECKPOINT SYS INC                   COM            162825103  13       723      SH       DEFINED              723
CHEESECAKE FACTORY INC               COM            163072101  294      10393    SH       DEFINED  01 02 03    10393
CHEESECAKE FACTORY INC               COM            163072101  29       1023     SH       DEFINED              1023
CHELSEA PPTY GROUP INC               COM            163421100  206      4401     SH       DEFINED  01 02 03    4401
CHELSEA PPTY GROUP INC               COM            163421100  19       403      SH       DEFINED              403
CHEMED CORP                          COM            163596109  90       2502     SH       DEFINED  01 02 03    2502
CHEMED CORP                          COM            163596109  8        229      SH       DEFINED              229
CHEMFIRST INC                        COM            16361A106  102      3891     SH       DEFINED  01 02 03    3891
CHEMFIRST INC                        COM            16361A106  9        355      SH       DEFINED              355
CHEMICAL FINL CORP                   COM            163731102  174      5889     SH       DEFINED  01 02 03    5889
CHEMICAL FINL CORP                   COM            163731102  16       538      SH       DEFINED              538
CHESAPEAKE CORP                      COM            165159104  103      4148     SH       DEFINED  01 02 03    4148
CHESAPEAKE CORP                      COM            165159104  9        379      SH       DEFINED              379
CHESAPEAKE ENERGY CORP               COM            165167107  218      32094    SH       DEFINED  01 02 03    32094
CHESAPEAKE ENERGY CORP               COM            165167107  21       3160     SH       DEFINED              3160
CHEVRON CORPORATION                  COM            166751107  29237    323060   SH       DEFINED  01 02 03    323060
CHEVRON CORPORATION                  COM            166751107  162      1790     SH       DEFINED              1790
CHICOS FAS INC                       COM            168615102  155      5204     SH       DEFINED  01 02 03    5204
CHICOS FAS INC                       COM            168615102  15       513      SH       DEFINED              513
CHIEFTAIN INTL INC                   COM            16867C101  2578     89700    SH       DEFINED  01 02 03    89700
CHILDRENS PL RETAIL STORES INC       COM            168905107  117      4363     SH       DEFINED  01 02 03    4363
CHILDRENS PL RETAIL STORES INC       COM            168905107  12       430      SH       DEFINED              430
CHINA MOBILE HONG KONG LTD           SPONSORED ADR  16941M109  19       700      SH       DEFINED  01 02 03    700
CHINA UNICOM LTD                     SPONSORED ADR  16945R104  991      56000    SH       DEFINED  01 02 03    56000
CHOICE HOTELS INTL INC               COM            169905106  173      11550    SH       DEFINED  01 02 03    11550
CHOICE HOTELS INTL INC               COM            169905106  17       1137     SH       DEFINED              1137
CHIQUITA BRANDS INTL INC             COM            170032106  15       10129    SH       DEFINED  01 02 03    10129
CHIQUITA BRANDS INTL INC             COM            170032106  1        994      SH       DEFINED              994
CHIRON CORP                          COM            170040109  4442     87090    SH       DEFINED  01 02 03    87090
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
CHIRON CORP                          COM            170040109  27       530      SH       DEFINED              530
CHITTENDEN CORP                      COM            170228100  6254     185856   SH       DEFINED  01 02 03    185856
CHITTENDEN CORP                      COM            170228100  22       651      SH       DEFINED              651
CHOICEPOINT INC                      COM            170388102  3511     83500    SH       DEFINED  01 02 03    83500
CHOICE ONE COMMUNICATION INC         COM            17038P104  15       2275     SH       DEFINED  01 02 03    2275
CHOICE ONE COMMUNICATION INC         COM            17038P104  2        228      SH       DEFINED              228
CHORDIANT SOFTWARE INC               COM            170404107  5        1677     SH       DEFINED  01 02 03    1677
CHORDIANT SOFTWARE INC               COM            170404107  0        40       SH       DEFINED              40
CHRIS CRAFT INDS INC                 COM            170520100  2906     40703    SH       DEFINED  01 02 03    40703
CHROMAVISION MED SYS INC             COM            17111P104  18       3639     SH       DEFINED  01 02 03    3639
CHROMAVISION MED SYS INC             COM            17111P104  2        367      SH       DEFINED              367
CHUBB CORP                           COM            171232101  7873     101680   SH       DEFINED  01 02 03    101680
CHUBB CORP                           COM            171232101  61       790      SH       DEFINED              790
CHURCH & DWIGHT INC                  COM            171340102  1576     61936    SH       DEFINED  01 02 03    61936
CHURCH & DWIGHT INC                  COM            171340102  25       969      SH       DEFINED              969
CHURCHILL DOWNS INC                  COM            171484108  79       3135     SH       DEFINED  01 02 03    3135
CHURCHILL DOWNS INC                  COM            171484108  7        286      SH       DEFINED              286
CIBER INC                            COM            17163B102  108      11328    SH       DEFINED  01 02 03    11328
CIBER INC                            COM            17163B102  11       1110     SH       DEFINED              1110
CIENA CORP                           COM            171779101  41289    1086550  SH       DEFINED  01 02 03    1086550
CIMA LABS INC                        COM            171796105  1953     24875    SH       DEFINED  01 02 03    24875
CINCINNATI FINL CORP                 COM            172062101  2784     70470    SH       DEFINED  01 02 03    70470
CINCINNATI FINL CORP                 COM            172062101  18       450      SH       DEFINED              450
CINERGY CORP                         COM            172474108  2543     72750    SH       DEFINED  01 02 03    72750
CINERGY CORP                         COM            172474108  15       440      SH       DEFINED              440
CIRCUIT CITY STORE INC               CIRCT CITY GRP 172737108  1898     105430   SH       DEFINED  01 02 03    105430
CIRCUIT CITY STORE INC               CIRCT CITY GRP 172737108  10       580      SH       DEFINED              580
CIRRUS LOGIC INC                     COM            172755100  4992     216762   SH       DEFINED  01 02 03    216762
CIRRUS LOGIC INC                     COM            172755100  65       2808     SH       DEFINED              2808
CISCO SYS INC                        COM            17275R102  133149   7315867  SH       DEFINED  01 02 03    7315867
CISCO SYS INC                        COM            17275R102  474      26020    SH       DEFINED              26020
CINTAS CORP                          COM            172908105  3561     76990    SH       DEFINED  01 02 03    76990
CINTAS CORP                          COM            172908105  22       470      SH       DEFINED              470
CITIGROUP INC                        COM            172967101  185351   3507775  SH       DEFINED  01 02 03    3507775
CITIGROUP INC                        COM            172967101  978      18502    SH       DEFINED              18502
CITIZENS BKG CORP MICH               COM            174420109  4542     155282   SH       DEFINED  01 02 03    155282
CITIZENS BKG CORP MICH               COM            174420109  34       1167     SH       DEFINED              1167
CITIZENS COMMUNICATIONS CO           COM            17453B101  1502     124870   SH       DEFINED  01 02 03    124870
CITIZENS COMMUNICATIONS CO           COM            17453B101  9        740      SH       DEFINED              740
CITRIX SYS INC                       COM            177376100  2934     84080    SH       DEFINED  01 02 03    84080
CITRIX SYS INC                       COM            177376100  18       520      SH       DEFINED              520
CITY BK LYNNWOOD WASH                COM            17770A109  68       2534     SH       DEFINED  01 02 03    2534
CITY BK LYNNWOOD WASH                COM            17770A109  6        234      SH       DEFINED              234
CITY NATL CORP                       COM            178566105  3317     74900    SH       DEFINED  01 02 03    74900
CLAIRES STORES INC                   COM            179584107  1285     66351    SH       DEFINED  01 02 03    66351
CLAIRES STORES INC                   COM            179584107  19       966      SH       DEFINED              966
CLARCOR INC                          COM            179895107  180      6722     SH       DEFINED  01 02 03    6722
CLARCOR INC                          COM            179895107  16       614      SH       DEFINED              614
CLARENT CORP DEL                     COM            180461105  55       6036     SH       DEFINED  01 02 03    6036
CLARENT CORP DEL                     COM            180461105  5        594      SH       DEFINED              594
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
CLARUS CORP                          COM            182707109  24       3868     SH       DEFINED  01 02 03    3868
CLARUS CORP                          COM            182707109  2        389      SH       DEFINED              389
CLAYTON HOMES INC                    COM            184190106  2934     186620   SH       DEFINED  01 02 03    186620
CLAYTON HOMES INC                    COM            184190106  39       2477     SH       DEFINED              2477
CLEAR CHANNEL COMMUNICATIONS         COM            184502102  31702    505620   SH       DEFINED  01 02 03    505620
CLEAR CHANNEL COMMUNICATIONS         COM            184502102  115      1840     SH       DEFINED              1840
CLEVELAND CLIFFS INC                 COM            185896107  51       2767     SH       DEFINED  01 02 03    2767
CLEVELAND CLIFFS INC                 COM            185896107  5        255      SH       DEFINED              255
CLICK2LEARN INC                      COM            18681S106  4        2455     SH       DEFINED  01 02 03    2455
CLICK2LEARN INC                      COM            18681S106  0        82       SH       DEFINED              82
CLOROX CO DEL                        COM            189054109  4205     124210   SH       DEFINED  01 02 03    124210
CLOROX CO DEL                        COM            189054109  22       660      SH       DEFINED              660
CLOSURE MED CORP                     COM            189093107  37       1593     SH       DEFINED  01 02 03    1593
CLOSURE MED CORP                     COM            189093107  4        160      SH       DEFINED              160
COACH INC                            COM            189754104  2469     64880    SH       DEFINED  01 02 03    64880
COACHMEN INDS INC                    COM            189873102  51       3872     SH       DEFINED  01 02 03    3872
COACHMEN INDS INC                    COM            189873102  5        354      SH       DEFINED              354
COCA COLA BOTTLING CO CONS           COM            191098102  15       393      SH       DEFINED  01 02 03    393
COCA COLA BOTTLING CO CONS           COM            191098102  2        40       SH       DEFINED              40
COCA COLA CO                         COM            191216100  59684    1326310  SH       DEFINED  01 02 03    1326310
COCA COLA CO                         COM            191216100  392      8720     SH       DEFINED              8720
COCA COLA ENTERPRISES INC            COM            191219104  3012     184200   SH       DEFINED  01 02 03    184200
COCA COLA ENTERPRISES INC            COM            191219104  19       1170     SH       DEFINED              1170
COGNEX CORP                          COM            192422103  22680    670000   SH       DEFINED  01 02 03    670000
COGNIZANT TECHNOLOGY SOLUTIONS       CL A           192446102  66       1555     SH       DEFINED  01 02 03    1555
COGNIZANT TECHNOLOGY SOLUTIONS       CL A           192446102  6        153      SH       DEFINED              153
COHERENT INC                         COM            192479103  263      7279     SH       DEFINED  01 02 03    7279
COHERENT INC                         COM            192479103  25       687      SH       DEFINED              687
COHU INC                             COM            192576106  117      5189     SH       DEFINED  01 02 03    5189
COHU INC                             COM            192576106  11       511      SH       DEFINED              511
COINSTAR INC                         COM            19259P300  117      5249     SH       DEFINED  01 02 03    5249
COINSTAR INC                         COM            19259P300  12       517      SH       DEFINED              517
COLDWATER CREEK INC                  COM            193068103  18       686      SH       DEFINED  01 02 03    686
COLDWATER CREEK INC                  COM            193068103  2        69       SH       DEFINED              69
COLE KENNETH PRODTNS INC             CL A           193294105  37       1826     SH       DEFINED  01 02 03    1826
COLE KENNETH PRODTNS INC             CL A           193294105  4        180      SH       DEFINED              180
COLLATERAL THERAPEUTICS              COM            193921103  11       1833     SH       DEFINED  01 02 03    1833
COLLATERAL THERAPEUTICS              COM            193921103  1        186      SH       DEFINED              186
COLGATE PALMOLIVE CO                 COM            194162103  20993    355870   SH       DEFINED  01 02 03    355870
COLGATE PALMOLIVE CO                 COM            194162103  149      2520     SH       DEFINED              2520
COLLINS & AIKMAN CORP NEW            COM            194830105  146      23526    SH       DEFINED  01 02 03    23526
COLLINS & AIKMAN CORP NEW            COM            194830105  14       2186     SH       DEFINED              2186
COLONIAL BANCGROUP INC               COM            195493309  2230     155065   SH       DEFINED  01 02 03    155065
COLONIAL BANCGROUP INC               COM            195493309  35       2414     SH       DEFINED              2414
COLONIAL PPTYS TR                    COM SH BEN INT 195872106  176      5727     SH       DEFINED  01 02 03    5727
COLONIAL PPTYS TR                    COM SH BEN INT 195872106  16       523      SH       DEFINED              523
COLT TELECOM GROUP PLC               SPONSORED ADR  196877104  30       1070     SH       DEFINED  01 02 03    1070
COLUMBIA LABS INC                    COM            197779101  49       6028     SH       DEFINED  01 02 03    6028
COLUMBIA LABS INC                    COM            197779101  5        606      SH       DEFINED              606
COLUMBIA SPORTSWEAR CO               COM            198516106  3160     61968    SH       DEFINED  01 02 03    61968
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
COLUMBIA SPORTSWEAR CO               COM            198516106  13       246      SH       DEFINED              246
COLUMBUS MCKINNON CORP N Y           COM            199333105  38       3371     SH       DEFINED  01 02 03    3371
COLUMBUS MCKINNON CORP N Y           COM            199333105  4        314      SH       DEFINED              314
COMFORT SYS USA INC                  COM            199908104  47       12973    SH       DEFINED  01 02 03    12973
COMFORT SYS USA INC                  COM            199908104  3        725      SH       DEFINED              725
COMCAST CORP                         CL A SPL       200300200  31499    725779   SH       DEFINED  01 02 03    725779
COMCAST CORP                         CL A SPL       200300200  175      4040     SH       DEFINED              4040
COMERICA INC                         COM            200340107  6206     107740   SH       DEFINED  01 02 03    107740
COMERICA INC                         COM            200340107  29       500      SH       DEFINED              500
COMMERCE BANCORP INC NJ              COM            200519106  592      8444     SH       DEFINED  01 02 03    8444
COMMERCE BANCORP INC NJ              COM            200519106  56       804      SH       DEFINED              804
COMMERCE BANCSHARES INC              COM            200525103  1499     40630    SH       DEFINED  01 02 03    40630
COMMERCE BANCSHARES INC              COM            200525103  19       520      SH       DEFINED              520
COMMERCE GROUP INC MASS              COM            200641108  250      6807     SH       DEFINED  01 02 03    6807
COMMERCE GROUP INC MASS              COM            200641108  23       622      SH       DEFINED              622
COMMERCE ONE INC DEL                 COM            200693109  213      36400    SH       DEFINED  01 02 03    36400
COMMERCIAL FEDERAL CORPORATION       COM            201647104  330      14272    SH       DEFINED  01 02 03    14272
COMMERCIAL FEDERAL CORPORATION       COM            201647104  30       1304     SH       DEFINED              1304
COMMERCIAL METALS CO                 COM            201723103  114      3567     SH       DEFINED  01 02 03    3567
COMMERCIAL METALS CO                 COM            201723103  10       326      SH       DEFINED              326
COMMERCIAL NET LEASE RLTY INC        COM            202218103  119      8381     SH       DEFINED  01 02 03    8381
COMMERCIAL NET LEASE RLTY INC        COM            202218103  11       766      SH       DEFINED              766
COMMONWEALTH TEL ENTERPRISES         COM            203349105  121      2862     SH       DEFINED  01 02 03    2862
COMMONWEALTH TEL ENTERPRISES         COM            203349105  12       274      SH       DEFINED              274
COMMSCOPE INC                        COM            203372107  1396     59401    SH       DEFINED  01 02 03    59401
COMMUNITY HEALTH SYS INC NEWCO       COM            203668108  3257     110400   SH       DEFINED  01 02 03    110400
COMMUNITY FIRST BANKSHARES INC       COM            203902101  263      11430    SH       DEFINED  01 02 03    11430
COMMUNITY FIRST BANKSHARES INC       COM            203902101  24       1044     SH       DEFINED              1044
COMPAQ COMPUTER CORP                 COM            204493100  13578    876580   SH       DEFINED  01 02 03    876580
COMPAQ COMPUTER CORP                 COM            204493100  94       6070     SH       DEFINED              6070
COMPASS BANCSHARES INC               COM            20449H109  3927     148200   SH       DEFINED  01 02 03    148200
COMPUCREDIT CORP                     COM            20478N100  34       3067     SH       DEFINED  01 02 03    3067
COMPUCREDIT CORP                     COM            20478N100  3        308      SH       DEFINED              308
COMPUTER ASSOC INTL INC              COM            204912109  11398    316610   SH       DEFINED  01 02 03    316610
COMPUTER ASSOC INTL INC              COM            204912109  69       1930     SH       DEFINED              1930
COMPUTER NETWORK TECHNOLOGY CP       COM            204925101  79       7415     SH       DEFINED  01 02 03    7415
COMPUTER NETWORK TECHNOLOGY CP       COM            204925101  8        730      SH       DEFINED              730
COMPUTER SCIENCES CORP               COM            205363104  2555     73840    SH       DEFINED  01 02 03    73840
COMPUTER SCIENCES CORP               COM            205363104  16       470      SH       DEFINED              470
COMPUWARE CORP                       COM            205638109  2653     189670   SH       DEFINED  01 02 03    189670
COMPUWARE CORP                       COM            205638109  14       1030     SH       DEFINED              1030
COMPX INTERNATIONAL INC              CL A           20563P101  53       4411     SH       DEFINED  01 02 03    4411
COMPX INTERNATIONAL INC              CL A           20563P101  0        40       SH       DEFINED              40
COMSTOCK RES INC                     COM NEW        205768203  63       6121     SH       DEFINED  01 02 03    6121
COMSTOCK RES INC                     COM NEW        205768203  6        559      SH       DEFINED              559
COMVERSE TECHNOLOGY INC              COM PAR $0.10  205862402  9408     163276   SH       DEFINED  01 02 03    163276
COMVERSE TECHNOLOGY INC              COM PAR $0.10  205862402  28       480      SH       DEFINED              480
CONAGRA FOODS INC                    COM            205887102  8310     419480   SH       DEFINED  01 02 03    419480
CONAGRA FOODS INC                    COM            205887102  61       3100     SH       DEFINED              3100
COMPUTER HORIZONS CORP               COM            205908106  28       8972     SH       DEFINED  01 02 03    8972
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
COMPUTER HORIZONS CORP               COM            205908106  3        832      SH       DEFINED              832
COM21 INC                            COM            205937105  12       6975     SH       DEFINED  01 02 03    6975
COM21 INC                            COM            205937105  1        687      SH       DEFINED              687
CONCORD CAMERA CORP                  COM            206156101  85       14323    SH       DEFINED  01 02 03    14323
CONCORD CAMERA CORP                  COM            206156101  4        610      SH       DEFINED              610
CONCORD COMMUNICATIONS INC           COM            206186108  374      41604    SH       DEFINED  01 02 03    41604
CONCORD COMMUNICATIONS INC           COM            206186108  4        416      SH       DEFINED              416
CONCORD EFS INC                      COM            206197105  8964     172360   SH       DEFINED  01 02 03    172360
CONCORD EFS INC                      COM            206197105  35       670      SH       DEFINED              670
CONCURRENT COMPUTER CORP NEW         COM            206710204  98       14033    SH       DEFINED  01 02 03    14033
CONCURRENT COMPUTER CORP NEW         COM            206710204  10       1382     SH       DEFINED              1382
CONECTIV INC                         COM            206829103  2743     126976   SH       DEFINED  01 02 03    126976
CONECTIV INC                         COM            206829103  48       2227     SH       DEFINED              2227
CONEXANT SYSTEMS INC                 COM            207142100  1005     112260   SH       DEFINED  01 02 03    112260
CONEXANT SYSTEMS INC                 COM            207142100  6        690      SH       DEFINED              690
CONMED CORP                          COM            207410101  362      13909    SH       DEFINED  01 02 03    13909
CONMED CORP                          COM            207410101  9        362      SH       DEFINED              362
CONNECTICUT BANCSHARES INC           COM            207540105  188      7200     SH       DEFINED  01 02 03    7200
CONNETICS CORP                       COM            208192104  58       7586     SH       DEFINED  01 02 03    7586
CONNETICS CORP                       COM            208192104  6        747      SH       DEFINED              747
CONOCO INC                           CL B           208251405  16767    580190   SH       DEFINED  01 02 03    580190
CONOCO INC                           CL B           208251405  51       1750     SH       DEFINED              1750
CONSECO INC                          COM            208464107  2020     148000   SH       DEFINED  01 02 03    148000
CONSECO INC                          COM            208464107  13       940      SH       DEFINED              940
CONSOL ENERGY INC                    COM            20854P109  163      6452     SH       DEFINED  01 02 03    6452
CONSOL ENERGY INC                    COM            20854P109  16       635      SH       DEFINED              635
CONSOLIDATED EDISON INC              COM            209115104  3700     92970    SH       DEFINED  01 02 03    92970
CONSOLIDATED EDISON INC              COM            209115104  23       590      SH       DEFINED              590
CONSTELLATION BRANDS INC             CL A           21036P108  361      8796     SH       DEFINED  01 02 03    8796
CONSTELLATION BRANDS INC             CL A           21036P108  34       822      SH       DEFINED              822
CONSTELLATION ENERGY GROUP INC       COM            210371100  3059     71800    SH       DEFINED  01 02 03    71800
CONSTELLATION ENERGY GROUP INC       COM            210371100  20       460      SH       DEFINED              460
CONVERA CORP                         CL A           211919105  14       2813     SH       DEFINED  01 02 03    2813
CONVERA CORP                         CL A           211919105  1        283      SH       DEFINED              283
CONVERGYS CORP                       COM            212485106  2265     74870    SH       DEFINED  01 02 03    74870
CONVERGYS CORP                       COM            212485106  15       480      SH       DEFINED              480
COOLSAVINGS COM INC                  COM            216485102  0        776      SH       DEFINED  01 02 03    776
COOLSAVINGS COM INC                  COM            216485102  0        30       SH       DEFINED              30
COOPER CAMERON CORP                  COM            216640102  4581     82095    SH       DEFINED  01 02 03    82095
COOPER CAMERON CORP                  COM            216640102  16       280      SH       DEFINED              280
COOPER COS INC                       COM NEW        216648402  336      6535     SH       DEFINED  01 02 03    6535
COOPER COS INC                       COM NEW        216648402  19       366      SH       DEFINED              366
COOPER INDS INC                      COM            216669101  3051     77070    SH       DEFINED  01 02 03    77070
COOPER INDS INC                      COM            216669101  32       800      SH       DEFINED              800
COOPER TIRE & RUBR CO                COM            216831107  882      62092    SH       DEFINED  01 02 03    62092
COOPER TIRE & RUBR CO                COM            216831107  25       1788     SH       DEFINED              1788
COORS ADOLPH CO                      CL B           217016104  821      16360    SH       DEFINED  01 02 03    16360
COORS ADOLPH CO                      CL B           217016104  5        100      SH       DEFINED              100
COORSTEK INC                         COM            217020106  32       848      SH       DEFINED  01 02 03    848
COORSTEK INC                         COM            217020106  3        86       SH       DEFINED              86
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
COPART INC                           COM            217204106  280      9561     SH       DEFINED  01 02 03    9561
COPART INC                           COM            217204106  28       941      SH       DEFINED              941
COR THERAPEUTICS INC                 COM            217753102  3307     108425   SH       DEFINED  01 02 03    108425
CORILLIAN CORP                       COM            218725109  87       21683    SH       DEFINED  01 02 03    21683
CORILLIAN CORP                       COM            218725109  0        41       SH       DEFINED              41
CORINTHIAN COLLEGES INC              COM            218868107  4775     101443   SH       DEFINED  01 02 03    101443
CORINTHIAN COLLEGES INC              COM            218868107  11       226      SH       DEFINED              226
CORIXA CORP                          COM            21887F100  177      10392    SH       DEFINED  01 02 03    10392
CORIXA CORP                          COM            21887F100  17       1023     SH       DEFINED              1023
CORN PRODS INTL INC                  COM            219023108  310      9697     SH       DEFINED  01 02 03    9697
CORN PRODS INTL INC                  COM            219023108  28       886      SH       DEFINED              886
CORNERSTONE RLTY INCOME TR INC       COM            21922V102  109      9438     SH       DEFINED  01 02 03    9438
CORNERSTONE RLTY INCOME TR INC       COM            21922V102  10       862      SH       DEFINED              862
CORNING INC                          COM            219350105  8584     513718   SH       DEFINED  01 02 03    513718
CORNING INC                          COM            219350105  63       3770     SH       DEFINED              3770
CORPORATE EXECUTIVE BRD CO           COM            21988R102  4185     99643    SH       DEFINED  01 02 03    99643
CORPORATE EXECUTIVE BRD CO           COM            21988R102  22       531      SH       DEFINED              531
CORRECTIONS CORP AMER NEW            PFD CV B 12%   22025Y308  23       1625     SH       DEFINED  01 02 03    1625
CORRECTIONS CORP AMER NEW            PFD CV B 12%   22025Y308  1        56       SH       DEFINED              56
CORRECTIONS CORP AMER NEW            COM NEW        22025Y407  106      6623     SH       DEFINED  01 02 03    6623
CORRECTIONS CORP AMER NEW            COM NEW        22025Y407  10       626      SH       DEFINED              626
CORUS BANKSHARES INC                 COM            220873103  151      2504     SH       DEFINED  01 02 03    2504
CORUS BANKSHARES INC                 COM            220873103  14       229      SH       DEFINED              229
CORUS GROUP PLC                      SPONSORED ADR  22087M101  17       2000     SH       DEFINED  01 02 03    2000
CORVAS INTL INC                      COM            221005101  47       4000     SH       DEFINED  01 02 03    4000
CORVEL CORP                          COM            221006109  53       1417     SH       DEFINED  01 02 03    1417
CORVEL CORP                          COM            221006109  5        141      SH       DEFINED              141
CORVIS CORP                          COM            221009103  96       21935    SH       DEFINED  01 02 03    21935
COST PLUS INC CALIF                  COM            221485105  3197     106550   SH       DEFINED  01 02 03    106550
COST PLUS INC CALIF                  COM            221485105  16       527      SH       DEFINED              527
COSTCO WHSL CORP NEW                 COM            22160K105  9898     240945   SH       DEFINED  01 02 03    240945
COSTCO WHSL CORP NEW                 COM            22160K105  52       1260     SH       DEFINED              1260
COSTAR GROUP INC                     COM            22160N109  87       3308     SH       DEFINED  01 02 03    3308
COSTAR GROUP INC                     COM            22160N109  8        307      SH       DEFINED              307
COUNTRYWIDE CR INDS INC DEL          COM            222372104  3843     83760    SH       DEFINED  01 02 03    83760
COUNTRYWIDE CR INDS INC DEL          COM            222372104  15       330      SH       DEFINED              330
COUSINS PPTYS INC                    COM            222795106  275      10257    SH       DEFINED  01 02 03    10257
COUSINS PPTYS INC                    COM            222795106  27       999      SH       DEFINED              999
COVANCE INC                          COM            222816100  1882     83085    SH       DEFINED  01 02 03    83085
COVANCE INC                          COM            222816100  33       1463     SH       DEFINED              1463
COVANTA ENERGY CORP                  COM            22281N103  1316     71271    SH       DEFINED  01 02 03    71271
COVANTA ENERGY CORP                  COM            22281N103  23       1249     SH       DEFINED              1249
COVANSYS CORP                        COM            22281W103  60       5293     SH       DEFINED  01 02 03    5293
COVANSYS CORP                        COM            22281W103  6        521      SH       DEFINED              521
COVENTRY HEALTH CARE INC             COM            222862104  359      17784    SH       DEFINED  01 02 03    17784
COVENTRY HEALTH CARE INC             COM            222862104  33       1624     SH       DEFINED              1624
COX COMMUNICATIONS INC NEW           CL A           224044107  1351     30500    SH       DEFINED  01 02 03    30500
COX COMMUNICATIONS INC NEW           CL A           224044107  19       420      SH       DEFINED              420
COX RADIO INC                        CL A           224051102  788      28300    SH       DEFINED  01 02 03    28300
CRANE CO                             COM            224399105  812      26180    SH       DEFINED  01 02 03    26180
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
CRANE CO                             COM            224399105  5        170      SH       DEFINED              170
CRAWFORD & CO                        CL B           224633107  170      9459     SH       DEFINED  01 02 03    9459
CRAWFORD & CO                        CL B           224633107  16       887      SH       DEFINED              887
CREDENCE SYS CORP                    COM            225302108  1471     60700    SH       DEFINED  01 02 03    60700
CREDIT ACCEP CORP MICH               COM            225310101  33       4344     SH       DEFINED  01 02 03    4344
CREDIT ACCEP CORP MICH               COM            225310101  3        401      SH       DEFINED              401
CREDIT SUISSE FIRST BOSTON USA       COM CSFBDIRECT 22541L103  24       5101     SH       DEFINED  01 02 03    5101
CREDIT SUISSE FIRST BOSTON USA       COM CSFBDIRECT 22541L103  2        513      SH       DEFINED              513
CREE INC                             COM            225447101  1627     62225    SH       DEFINED  01 02 03    62225
CRESTLINE CAP CORP                   COM            226153104  118      3782     SH       DEFINED  01 02 03    3782
CRESTLINE CAP CORP                   COM            226153104  11       345      SH       DEFINED              345
CRITICAL PATH INC                    COM            22674V100  12       12000    SH       DEFINED  01 02 03    12000
CROMPTON CORP                        COM            227116100  1747     160315   SH       DEFINED  01 02 03    160315
CROMPTON CORP                        COM            227116100  31       2828     SH       DEFINED              2828
CROSSMANN CMNTYS INC                 COM            22764E109  77       1944     SH       DEFINED  01 02 03    1944
CROSSMANN CMNTYS INC                 COM            22764E109  7        177      SH       DEFINED              177
CROSSROADS SYS INC                   COM            22765D100  15       2336     SH       DEFINED  01 02 03    2336
CROSSROADS SYS INC                   COM            22765D100  2        235      SH       DEFINED              235
CROWN CASTLE INTL CORP               COM            228227104  157      9590     SH       DEFINED  01 02 03    9590
CROWN MEDIA HLDGS INC                CL A           228411104  50       2697     SH       DEFINED  01 02 03    2697
CROWN MEDIA HLDGS INC                CL A           228411104  5        256      SH       DEFINED              256
CRYOLIFE INC                         COM            228903100  162      3963     SH       DEFINED  01 02 03    3963
CRYOLIFE INC                         COM            228903100  16       388      SH       DEFINED              388
CUBIC CORP                           COM            229669106  43       1380     SH       DEFINED  01 02 03    1380
CUBIC CORP                           COM            229669106  4        134      SH       DEFINED              134
CUBIST PHARMACEUTICALS INC           COM            229678107  1228     32328    SH       DEFINED  01 02 03    32328
CUBIST PHARMACEUTICALS INC           COM            229678107  27       702      SH       DEFINED              702
CULLEN FROST BANKERS INC             COM            229899109  475      14019    SH       DEFINED  01 02 03    14019
CULLEN FROST BANKERS INC             COM            229899109  44       1294     SH       DEFINED              1294
CULP INC                             COM            230215105  9        1900     SH       DEFINED  01 02 03    1900
CUMMINS INC                          COM            231021106  1136     29366    SH       DEFINED  01 02 03    29366
CUMMINS INC                          COM            231021106  44       1139     SH       DEFINED              1139
CUMULUS MEDIA INC                    CL A           231082108  131      9676     SH       DEFINED  01 02 03    9676
CUMULUS MEDIA INC                    CL A           231082108  12       884      SH       DEFINED              884
CURAGEN CORP                         COM            23126R101  405      11138    SH       DEFINED  01 02 03    11138
CURAGEN CORP                         COM            23126R101  29       801      SH       DEFINED              801
CURTISS WRIGHT CORP                  COM            231561101  72       1347     SH       DEFINED  01 02 03    1347
CURTISS WRIGHT CORP                  COM            231561101  7        123      SH       DEFINED              123
CYBER-CARE INC                       COM            23243T105  15       12231    SH       DEFINED  01 02 03    12231
CYBER-CARE INC                       COM            23243T105  2        1235     SH       DEFINED              1235
CYBEROPTICS CORP                     COM            232517102  21       1747     SH       DEFINED  01 02 03    1747
CYBEROPTICS CORP                     COM            232517102  2        176      SH       DEFINED              176
CYBERSOURCE CORP                     COM            23251J106  10       6393     SH       DEFINED  01 02 03    6393
CYBERSOURCE CORP                     COM            23251J106  1        643      SH       DEFINED              643
CYBERONICS INC                       COM            23251P102  235      13891    SH       DEFINED  01 02 03    13891
CYBERONICS INC                       COM            23251P102  7        418      SH       DEFINED              418
CYGNUS INC                           COM            232560102  64       6275     SH       DEFINED  01 02 03    6275
CYGNUS INC                           COM            232560102  6        604      SH       DEFINED              604
CYLINK CORP                          COM            232565101  3        5822     SH       DEFINED  01 02 03    5822
CYLINK CORP                          COM            232565101  0        206      SH       DEFINED              206
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
CYMER INC                            COM            232572107  268      10588    SH       DEFINED  01 02 03    10588
CYMER INC                            COM            232572107  19       764      SH       DEFINED              764
CYPRESS COMMUNICATIONS INC           COM            232743104  1        2628     SH       DEFINED  01 02 03    2628
CYPRESS COMMUNICATIONS INC           COM            232743104  0        93       SH       DEFINED              93
CYPRESS SEMICONDUCTOR CORP           COM            232806109  4047     169690   SH       DEFINED  01 02 03    169690
CYPRESS SEMICONDUCTOR CORP           COM            232806109  2        70       SH       DEFINED              70
CYSIVE INC                           COM            23281T108  5        1708     SH       DEFINED  01 02 03    1708
CYSIVE INC                           COM            23281T108  0        62       SH       DEFINED              62
CYTEC INDS INC                       COM            232820100  2730     71846    SH       DEFINED  01 02 03    71846
CYTEC INDS INC                       COM            232820100  39       1018     SH       DEFINED              1018
CYTOGEN CORP                         COM            232824102  107      19724    SH       DEFINED  01 02 03    19724
CYTOGEN CORP                         COM            232824102  10       1942     SH       DEFINED              1942
CYTYC CORP                           COM            232946103  9946     431500   SH       DEFINED  01 02 03    431500
DDI CORP                             COM            233162106  3376     168792   SH       DEFINED  01 02 03    168792
DDI CORP                             COM            233162106  7        346      SH       DEFINED              346
DMC STRATEX NETWORKS INC             COM            23322L106  5786     578575   SH       DEFINED  01 02 03    578575
DPL INC                              COM            233293109  4605     159000   SH       DEFINED  01 02 03    159000
DQE INC                              COM            23329J104  2385     106000   SH       DEFINED  01 02 03    106000
DQE INC                              COM            23329J104  19       830      SH       DEFINED              830
D R HORTON INC                       COM            23331A109  368      16222    SH       DEFINED  01 02 03    16222
D R HORTON INC                       COM            23331A109  34       1488     SH       DEFINED              1488
DST SYS INC DEL                      COM            233326107  7478     141900   SH       DEFINED  01 02 03    141900
DSP GROUP INC                        COM            23332B106  803      37454    SH       DEFINED  01 02 03    37454
DSP GROUP INC                        COM            23332B106  14       666      SH       DEFINED              666
DTE ENERGY CO                        COM            233331107  3386     72910    SH       DEFINED  01 02 03    72910
DTE ENERGY CO                        COM            233331107  21       460      SH       DEFINED              460
DVI INC                              COM            233343102  47       2691     SH       DEFINED  01 02 03    2691
DVI INC                              COM            233343102  4        246      SH       DEFINED              246
DAI EI INC                           ADR            233798206  29       8000     SH       DEFINED  01 02 03    8000
DAL-TILE INTL INC                    COM            23426R108  2658     143307   SH       DEFINED  01 02 03    143307
DAL-TILE INTL INC                    COM            23426R108  26       1399     SH       DEFINED              1399
DALEEN TECHNOLOGIES INC              COM            23437N104  2        2444     SH       DEFINED  01 02 03    2444
DALEEN TECHNOLOGIES INC              COM            23437N104  0        85       SH       DEFINED              85
DAN RIV INC GA                       CL A           235774106  18       6800     SH       DEFINED  01 02 03    6800
DANA CORP                            COM            235811106  1513     64840    SH       DEFINED  01 02 03    64840
DANA CORP                            COM            235811106  10       410      SH       DEFINED              410
DANAHER CORP DEL                     COM            235851102  3707     66190    SH       DEFINED  01 02 03    66190
DANAHER CORP DEL                     COM            235851102  22       400      SH       DEFINED              400
DARDEN RESTAURANTS INC               COM            237194105  3001     107570   SH       DEFINED  01 02 03    107570
DARDEN RESTAURANTS INC               COM            237194105  24       850      SH       DEFINED              850
DATA RETURN CORP                     COM            23785M104  6        3190     SH       DEFINED  01 02 03    3190
DATA RETURN CORP                     COM            23785M104  0        107      SH       DEFINED              107
DATASCOPE CORP                       COM            238113104  144      3125     SH       DEFINED  01 02 03    3125
DATASCOPE CORP                       COM            238113104  14       301      SH       DEFINED              301
DATASTREAM SYS INC                   COM            238124101  31       4172     SH       DEFINED  01 02 03    4172
DATASTREAM SYS INC                   COM            238124101  3        409      SH       DEFINED              409
DAVITA INC                           COM            23918K108  415      20424    SH       DEFINED  01 02 03    20424
DAVITA INC                           COM            23918K108  38       1873     SH       DEFINED              1873
DAVOX CORP                           COM            239208101  20       2424     SH       DEFINED  01 02 03    2424
DAVOX CORP                           COM            239208101  2        241      SH       DEFINED              241
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
DEAN FOODS CO                        COM            242361103  2049     50980    SH       DEFINED  01 02 03    50980
DEAN FOODS CO                        COM            242361103  36       893      SH       DEFINED              893
DEERE & CO                           COM            244199105  4091     108090   SH       DEFINED  01 02 03    108090
DEERE & CO                           COM            244199105  25       660      SH       DEFINED              660
DEL MONTE FOODS CO                   COM            24522P103  119      14216    SH       DEFINED  01 02 03    14216
DEL MONTE FOODS CO                   COM            24522P103  11       1311     SH       DEFINED              1311
DELL COMPUTER CORP                   COM            247025109  51099    1969115  SH       DEFINED  01 02 03    1969115
DELL COMPUTER CORP                   COM            247025109  210      8090     SH       DEFINED              8090
DELPHI AUTOMOTIVE SYS CORP           COM            247126105  3909     245360   SH       DEFINED  01 02 03    245360
DELPHI AUTOMOTIVE SYS CORP           COM            247126105  25       1560     SH       DEFINED              1560
DELPHI FINL GROUP INC                CL A           247131105  159      4131     SH       DEFINED  01 02 03    4131
DELPHI FINL GROUP INC                CL A           247131105  15       377      SH       DEFINED              377
DELTA & PINE LD CO                   COM            247357106  195      9938     SH       DEFINED  01 02 03    9938
DELTA & PINE LD CO                   COM            247357106  19       967      SH       DEFINED              967
DELTA AIR LINES INC DEL              COM            247361108  10081    228700   SH       DEFINED  01 02 03    228700
DELTA AIR LINES INC DEL              COM            247361108  15       340      SH       DEFINED              340
DELTATHREE INC                       COM            24783N102  2        2311     SH       DEFINED  01 02 03    2311
DELTATHREE INC                       COM            24783N102  0        85       SH       DEFINED              85
DELTAGEN INC                         COM            24783R103  363      40400    SH       DEFINED  01 02 03    40400
DELTIC TIMBER CORP                   COM            247850100  78       2712     SH       DEFINED  01 02 03    2712
DELTIC TIMBER CORP                   COM            247850100  7        253      SH       DEFINED              253
DELTEK SYS INC                       COM            24785A108  15       2120     SH       DEFINED  01 02 03    2120
DELTEK SYS INC                       COM            24785A108  1        204      SH       DEFINED              204
DENBURY RES INC                      COM NEW        247916208  40       4278     SH       DEFINED  01 02 03    4278
DENBURY RES INC                      COM NEW        247916208  4        409      SH       DEFINED              409
DELUXE CORP                          COM            248019101  2910     100690   SH       DEFINED  01 02 03    100690
DELUXE CORP                          COM            248019101  6        200      SH       DEFINED              200
DENDRITE INTL INC                    COM            248239105  60       7958     SH       DEFINED  01 02 03    7958
DENDRITE INTL INC                    COM            248239105  6        784      SH       DEFINED              784
DENTSPLY INTL INC NEW                COM            249030107  2657     59900    SH       DEFINED  01 02 03    59900
DEVELOPERS DIVERSIFIED RLTY CO       COM            251591103  277      15080    SH       DEFINED  01 02 03    15080
DEVELOPERS DIVERSIFIED RLTY CO       COM            251591103  25       1377     SH       DEFINED              1377
DEVON ENERGY CORP NEW                COM            25179M103  3269     62260    SH       DEFINED  01 02 03    62260
DEVON ENERGY CORP NEW                COM            25179M103  19       360      SH       DEFINED              360
DEVRY INC DEL                        COM            251893103  9481     262499   SH       DEFINED  01 02 03    262499
DIAGNOSTIC PRODS CORP                COM            252450101  204      6156     SH       DEFINED  01 02 03    6156
DIAGNOSTIC PRODS CORP                COM            252450101  19       574      SH       DEFINED              574
DIAL CORP NEW                        COM            25247D101  1890     132639   SH       DEFINED  01 02 03    132639
DIAL CORP NEW                        COM            25247D101  31       2141     SH       DEFINED              2141
DIAMETRICS MED INC                   COM            252532106  17       6206     SH       DEFINED  01 02 03    6206
DIAMETRICS MED INC                   COM            252532106  2        625      SH       DEFINED              625
DIAMONDCLUSTER INTL INC              CL A           25278P106  216      16930    SH       DEFINED  01 02 03    16930
DIAMONDCLUSTER INTL INC              CL A           25278P106  7        523      SH       DEFINED              523
DIEBOLD INC                          COM            253651103  2662     82800    SH       DEFINED  01 02 03    82800
DIGENE CORP                          COM            253752109  115      2807     SH       DEFINED  01 02 03    2807
DIGENE CORP                          COM            253752109  11       276      SH       DEFINED              276
DIGEX INC DEL                        CL A           253756100  1        100      SH       DEFINED  01 02 03    100
DIGIMARC CORP                        COM            253807101  64       2668     SH       DEFINED  01 02 03    2668
DIGIMARC CORP                        COM            253807101  6        263      SH       DEFINED              263
DIGITAL LIGHTWAVE INC                COM            253855100  277      7500     SH       DEFINED  01 02 03    7500
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
DIGITAL IMPACT INC DEL               COM            25385G106  105      83799    SH       DEFINED  01 02 03    83799
DIGITAL IMPACT INC DEL               COM            25385G106  0        69       SH       DEFINED              69
DIGITAL INSIGHT CORP                 COM            25385P106  119      5363     SH       DEFINED  01 02 03    5363
DIGITAL INSIGHT CORP                 COM            25385P106  12       528      SH       DEFINED              528
DIGITAL RIV INC                      COM            25388B104  23       5023     SH       DEFINED  01 02 03    5023
DIGITAL RIV INC                      COM            25388B104  2        510      SH       DEFINED              510
DIGITAS INC                          COM            25388K104  10       2296     SH       DEFINED  01 02 03    2296
DIGITAS INC                          COM            25388K104  0        80       SH       DEFINED              80
DIGITALTHINK INC                     COM            25388M100  8        1114     SH       DEFINED  01 02 03    1114
DIGITALTHINK INC                     COM            25388M100  0        34       SH       DEFINED              34
DIME CMNTY BANCSHARES                COM            253922108  106      3139     SH       DEFINED  01 02 03    3139
DIME CMNTY BANCSHARES                COM            253922108  10       287      SH       DEFINED              287
DILLARDS INC                         CL A           254067101  908      59490    SH       DEFINED  01 02 03    59490
DILLARDS INC                         CL A           254067101  35       2273     SH       DEFINED              2273
DIME BANCORP INC NEW                 COM            25429Q102  6422     172400   SH       DEFINED  01 02 03    172400
DIONEX CORP                          COM            254546104  188      5648     SH       DEFINED  01 02 03    5648
DIONEX CORP                          COM            254546104  18       556      SH       DEFINED              556
DISNEY WALT CO                       COM DISNEY     254687106  40074    1387140  SH       DEFINED  01 02 03    1387140
DISNEY WALT CO                       COM DISNEY     254687106  249      8620     SH       DEFINED              8620
DIRECT FOCUS INC                     COM            254931108  235      4938     SH       DEFINED  01 02 03    4938
DIRECT FOCUS INC                     COM            254931108  23       486      SH       DEFINED              486
DITECH COMMUNICATIONS CORP           COM            25500M103  197      26600    SH       DEFINED  01 02 03    26600
DIVERSA CORP                         COM            255064107  138      6790     SH       DEFINED  01 02 03    6790
DIVERSA CORP                         COM            255064107  4        194      SH       DEFINED              194
DOCUMENTUM INC                       COM            256159104  2821     218347   SH       DEFINED  01 02 03    218347
DOCUMENTUM INC                       COM            256159104  11       854      SH       DEFINED              854
DOLE FOOD INC                        COM            256605106  1470     77153    SH       DEFINED  01 02 03    77153
DOLE FOOD INC                        COM            256605106  22       1147     SH       DEFINED              1147
DOLLAR GEN CORP                      COM            256669102  2824     144820   SH       DEFINED  01 02 03    144820
DOLLAR GEN CORP                      COM            256669102  18       920      SH       DEFINED              920
DOLLAR THRIFTY AUTOMOTIVE GP         COM            256743105  160      6652     SH       DEFINED  01 02 03    6652
DOLLAR THRIFTY AUTOMOTIVE GP         COM            256743105  15       608      SH       DEFINED              608
DOLLAR TREE STORES INC               COM            256747106  3614     129800   SH       DEFINED  01 02 03    129800
DOMINION RES INC VA NEW              COM            25746U109  7018     116710   SH       DEFINED  01 02 03    116710
DOMINION RES INC VA NEW              COM            25746U109  41       690      SH       DEFINED              690
DONALDSON INC                        COM            257651109  1920     61637    SH       DEFINED  01 02 03    61637
DONALDSON INC                        COM            257651109  30       975      SH       DEFINED              975
DONNELLEY R R & SONS CO              COM            257867101  1644     55340    SH       DEFINED  01 02 03    55340
DONNELLEY R R & SONS CO              COM            257867101  10       330      SH       DEFINED              330
DORAL FINL CORP                      COM            25811P100  314      9150     SH       DEFINED  01 02 03    9150
DORAL FINL CORP                      COM            25811P100  29       836      SH       DEFINED              836
DOT HILL SYS CORP                    COM            25848T109  6        3042     SH       DEFINED  01 02 03    3042
DOT HILL SYS CORP                    COM            25848T109  0        100      SH       DEFINED              100
DOUBLECLICK INC                      COM            258609304  13       900      SH       DEFINED  01 02 03    900
DOVER CORP                           COM            260003108  4898     130080   SH       DEFINED  01 02 03    130080
DOVER CORP                           COM            260003108  53       1400     SH       DEFINED              1400
DOVER DOWNS ENTMT INC                COM            260086103  49       3173     SH       DEFINED  01 02 03    3173
DOVER DOWNS ENTMT INC                COM            260086103  5        312      SH       DEFINED              312
DOW CHEM CO                          COM            260543103  25149    756352   SH       DEFINED  01 02 03    756352
DOW CHEM CO                          COM            260543103  83       2505     SH       DEFINED              2505
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
DOW JONES & CO INC                   COM            260561105  2259     37840    SH       DEFINED  01 02 03    37840
DOW JONES & CO INC                   COM            260561105  14       240      SH       DEFINED              240
DOWNEY FINL CORP                     COM            261018105  7105     150345   SH       DEFINED  01 02 03    150345
DOWNEY FINL CORP                     COM            261018105  25       534      SH       DEFINED              534
DRESS BARN INC                       COM            261570105  94       4119     SH       DEFINED  01 02 03    4119
DRESS BARN INC                       COM            261570105  9        376      SH       DEFINED              376
DREYERS GRAND ICE CREAM INC          COM            261878102  1040     37266    SH       DEFINED  01 02 03    37266
DREYERS GRAND ICE CREAM INC          COM            261878102  11       410      SH       DEFINED              410
DRIL-QUIP INC                        COM            262037104  51       2362     SH       DEFINED  01 02 03    2362
DRIL-QUIP INC                        COM            262037104  5        233      SH       DEFINED              233
DRUGSTORE COM INC                    COM            262241102  6        5681     SH       DEFINED  01 02 03    5681
DRUGSTORE COM INC                    COM            262241102  0        188      SH       DEFINED              188
DSET CORP                            COM            262504103  1        2483     SH       DEFINED  01 02 03    2483
DSET CORP                            COM            262504103  0        87       SH       DEFINED              87
DSL NET INC                          COM            262506108  6        7013     SH       DEFINED  01 02 03    7013
DSL NET INC                          COM            262506108  0        241      SH       DEFINED              241
DU PONT E I DE NEMOURS & CO          COM            263534109  28042    581303   SH       DEFINED  01 02 03    581303
DU PONT E I DE NEMOURS & CO          COM            263534109  140      2910     SH       DEFINED              2910
DUANE READE INC                      COM            263578106  3398     104555   SH       DEFINED  01 02 03    104555
DUANE READE INC                      COM            263578106  15       464      SH       DEFINED              464
DUKE ENERGY CORP                     COM            264399106  22440    575230   SH       DEFINED  01 02 03    575230
DUKE ENERGY CORP                     COM            264399106  84       2160     SH       DEFINED              2160
DUN & BRADSTREET CORP DEL NEW        COM            26483E100  3337     118350   SH       DEFINED  01 02 03    118350
DURA AUTOMOTIVE SYSTEMS CORP         CL A           265903104  54       3378     SH       DEFINED  01 02 03    3378
DURA AUTOMOTIVE SYSTEMS CORP         CL A           265903104  5        309      SH       DEFINED              309
DUPONT PHOTOMASKS INC                COM            26613X101  116      2407     SH       DEFINED  01 02 03    2407
DUPONT PHOTOMASKS INC                COM            26613X101  7        137      SH       DEFINED              137
DURECT CORP                          COM            266605104  28       2125     SH       DEFINED  01 02 03    2125
DUSA PHARMACEUTICALS INC             COM            266898105  50       3509     SH       DEFINED  01 02 03    3509
DUSA PHARMACEUTICALS INC             COM            266898105  5        346      SH       DEFINED              346
DYCOM INDS INC                       COM            267475101  3868     168675   SH       DEFINED  01 02 03    168675
DYNEGY INC NEW                       CL A           26816Q101  8591     184742   SH       DEFINED  01 02 03    184742
DYNEGY INC NEW                       CL A           26816Q101  42       910      SH       DEFINED              910
EEX CORP                             COM NEW        26842V207  21       7626     SH       DEFINED  01 02 03    7626
EEX CORP                             COM NEW        26842V207  2        714      SH       DEFINED              714
EGL INC                              COM            268484102  2096     120047   SH       DEFINED  01 02 03    120047
EGL INC                              COM            268484102  13       716      SH       DEFINED              716
E-LOAN INC                           COM            26861P107  3        3203     SH       DEFINED  01 02 03    3203
E-LOAN INC                           COM            26861P107  0        100      SH       DEFINED              100
E M C CORP MASS                      COM            268648102  85469    2942135  SH       DEFINED  01 02 03    2942135
E M C CORP MASS                      COM            268648102  233      8020     SH       DEFINED              8020
E MEDSOFT COM                        COM            26873Q101  12       10100    SH       DEFINED  01 02 03    10100
E MEDSOFT COM                        COM            26873Q101  0        352      SH       DEFINED              352
ENSCO INTL INC                       COM            26874Q100  3760     160700   SH       DEFINED  01 02 03    160700
EOG RES INC                          COM            26875P101  2827     79530    SH       DEFINED  01 02 03    79530
EOG RES INC                          COM            26875P101  11       320      SH       DEFINED              320
EPIX MEDICAL INC                     COM            26881Q101  1        100      SH       DEFINED  01 02 03    100
E PIPHANY INC                        COM            26881V100  7        700      SH       DEFINED  01 02 03    700
ESS TECHNOLOGY INC                   COM            269151106  48       6918     SH       DEFINED  01 02 03    6918
ESS TECHNOLOGY INC                   COM            269151106  5        681      SH       DEFINED              681
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
E TRADE GROUP INC                    COM            269246104  2393     371000   SH       DEFINED  01 02 03    371000
EARTHGRAINS CO                       COM            270319106  429      16515    SH       DEFINED  01 02 03    16515
EARTHGRAINS CO                       COM            270319106  28       1066     SH       DEFINED              1066
EARTHSHELL CORP                      COM            27032B100  27       8038     SH       DEFINED  01 02 03    8038
EARTHSHELL CORP                      COM            27032B100  3        791      SH       DEFINED              791
EAST WEST BANCORP INC                COM            27579R104  492      18234    SH       DEFINED  01 02 03    18234
EAST WEST BANCORP INC                COM            27579R104  16       579      SH       DEFINED              579
EASTGROUP PPTY INC                   COM            277276101  3068     135758   SH       DEFINED  01 02 03    135758
EASTGROUP PPTY INC                   COM            277276101  9        398      SH       DEFINED              398
EASTMAN CHEM CO                      COM            277432100  2451     51450    SH       DEFINED  01 02 03    51450
EASTMAN CHEM CO                      COM            277432100  10       210      SH       DEFINED              210
EASTMAN KODAK CO                     COM            277461109  6065     129930   SH       DEFINED  01 02 03    129930
EASTMAN KODAK CO                     COM            277461109  38       810      SH       DEFINED              810
EASYLINK SVCS CORP                   CL A           27784T101  6        10778    SH       DEFINED  01 02 03    10778
EASYLINK SVCS CORP                   CL A           27784T101  0        368      SH       DEFINED              368
EATON CORP                           COM            278058102  2837     40470    SH       DEFINED  01 02 03    40470
EATON CORP                           COM            278058102  13       190      SH       DEFINED              190
EATON VANCE CORP                     COM NON VTG    278265103  3305     94979    SH       DEFINED  01 02 03    94979
EATON VANCE CORP                     COM NON VTG    278265103  51       1455     SH       DEFINED              1455
EBAY INC                             COM            278642103  652      9520     SH       DEFINED  01 02 03    9520
EBENX INC                            COM            278668108  5        1521     SH       DEFINED  01 02 03    1521
EBENX INC                            COM            278668108  0        52       SH       DEFINED              52
ECHOSTAR COMMUNICATIONS NEW          CL A           278762109  413      12740    SH       DEFINED  01 02 03    12740
ECLIPSYS CORP                        COM            278856109  3494     124328   SH       DEFINED  01 02 03    124328
ECLIPSYS CORP                        COM            278856109  30       1084     SH       DEFINED              1084
ECOLAB INC                           COM            278865100  2292     55940    SH       DEFINED  01 02 03    55940
ECOLAB INC                           COM            278865100  15       360      SH       DEFINED              360
EDEN BIOSCIENCE CORP                 COM            279445100  154      15455    SH       DEFINED  01 02 03    15455
EDISON INTL                          COM            281020107  1592     142780   SH       DEFINED  01 02 03    142780
EDISON INTL                          COM            281020107  10       910      SH       DEFINED              910
EDISON SCHOOLS INC                   CL A           281033100  108      4724     SH       DEFINED  01 02 03    4724
EDISON SCHOOLS INC                   CL A           281033100  10       435      SH       DEFINED              435
EDUCATION MGMT CORP                  COM            28139T101  4491     112124   SH       DEFINED  01 02 03    112124
EDUCATION MGMT CORP                  COM            28139T101  21       524      SH       DEFINED              524
J D EDWARDS & CO                     COM            281667105  201      14214    SH       DEFINED  01 02 03    14214
J D EDWARDS & CO                     COM            281667105  20       1385     SH       DEFINED              1385
EDWARDS AG INC                       COM            281760108  4368     97060    SH       DEFINED  01 02 03    97060
EDWARDS LIFESCIENCES CORP            COM            28176E108  4330     164249   SH       DEFINED  01 02 03    164249
EDWARDS LIFESCIENCES CORP            COM            28176E108  39       1477     SH       DEFINED              1477
EFUNDS CORP                          COM            28224R101  203      10904    SH       DEFINED  01 02 03    10904
EGAIN COMMUNICATIONS                 COM            28225C103  16       6101     SH       DEFINED  01 02 03    6101
EGAIN COMMUNICATIONS                 COM            28225C103  2        618      SH       DEFINED              618
EL PASO CORP                         COM            28336L109  23482    446939   SH       DEFINED  01 02 03    446939
EL PASO CORP                         COM            28336L109  75       1427     SH       DEFINED              1427
EL PASO ELEC CO                      COM NEW        283677854  225      14074    SH       DEFINED  01 02 03    14074
EL PASO ELEC CO                      COM NEW        283677854  21       1286     SH       DEFINED              1286
ELAN PLC                             ADR            284131208  3361     55101    SH       DEFINED  01 02 03    55101
ELANTEC SEMICONDUCTOR INC            COM            284155108  193      5698     SH       DEFINED  01 02 03    5698
ELANTEC SEMICONDUCTOR INC            COM            284155108  19       561      SH       DEFINED              561
ELCOR CORP                           COM            284443108  100      4950     SH       DEFINED  01 02 03    4950
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
ELCOR CORP                           COM            284443108  10       482      SH       DEFINED              482
ELECTRIC LIGHTWAVE INC               CL A           284895109  3        2277     SH       DEFINED  01 02 03    2277
ELECTRIC LIGHTWAVE INC               CL A           284895109  0        80       SH       DEFINED              80
ELECTRO RENT CORP                    COM            285218103  1782     109255   SH       DEFINED  01 02 03    109255
ELECTRO RENT CORP                    COM            285218103  6        361      SH       DEFINED              361
ELECTRO SCIENTIFIC INDS              COM            285229100  262      6887     SH       DEFINED  01 02 03    6887
ELECTRO SCIENTIFIC INDS              COM            285229100  26       678      SH       DEFINED              678
ELECTROGLAS INC                      COM            285324109  96       5398     SH       DEFINED  01 02 03    5398
ELECTROGLAS INC                      COM            285324109  9        528      SH       DEFINED              528
ELECTRONIC ARTS INC                  COM            285512109  118153   2040640  SH       DEFINED  01 02 03    2040640
ELECTRONIC DATA SYS NEW              COM            285661104  19524    312380   SH       DEFINED  01 02 03    312380
ELECTRONIC DATA SYS NEW              COM            285661104  145      2320     SH       DEFINED              2320
ELECTRONICS BOUTIQUE HLDGS CP        COM            286045109  44       1396     SH       DEFINED  01 02 03    1396
ELECTRONICS BOUTIQUE HLDGS CP        COM            286045109  4        139      SH       DEFINED              139
ELOYALTY CORP                        COM            290151109  13       12736    SH       DEFINED  01 02 03    12736
ELOYALTY CORP                        COM            290151109  1        1254     SH       DEFINED              1254
EMAGIN CORP                          COM            29076N107  16       6304     SH       DEFINED  01 02 03    6304
EMAGIN CORP                          COM            29076N107  2        629      SH       DEFINED              629
EMBARCADERO TECHNOLOGIES INC         COM            290787100  25       1103     SH       DEFINED  01 02 03    1103
EMBARCADERO TECHNOLOGIES INC         COM            290787100  2        109      SH       DEFINED              109
EMBRAER-EMPRESA BRASILEIRA DE        SP ADR PFD SHS 29081M102  2515     64400    SH       DEFINED  01 02 03    64400
EMCORE CORP                          COM            290846104  3450     112208   SH       DEFINED  01 02 03    112208
EMCORE CORP                          COM            290846104  19       626      SH       DEFINED              626
EMCOR GROUP INC                      COM            29084Q100  92       2547     SH       DEFINED  01 02 03    2547
EMCOR GROUP INC                      COM            29084Q100  8        233      SH       DEFINED              233
EMERGE INTERACTIVE INC               CL A           29088W103  2        1734     SH       DEFINED  01 02 03    1734
EMERGE INTERACTIVE INC               CL A           29088W103  0        63       SH       DEFINED              63
EMERSON ELEC CO                      COM            291011104  24377    402920   SH       DEFINED  01 02 03    402920
EMERSON ELEC CO                      COM            291011104  135      2230     SH       DEFINED              2230
EMISPHERE TECHNOLOGIES INC           COM            291345106  108      3718     SH       DEFINED  01 02 03    3718
EMISPHERE TECHNOLOGIES INC           COM            291345106  11       366      SH       DEFINED              366
EMMIS COMMUNICATIONS CORP            CL A           291525103  4508     146600   SH       DEFINED  01 02 03    146600
EMPIRE DIST ELEC CO                  COM            291641108  100      4824     SH       DEFINED  01 02 03    4824
EMPIRE DIST ELEC CO                  COM            291641108  9        441      SH       DEFINED              441
EMULEX CORP                          COM NEW        292475209  16       400      SH       DEFINED  01 02 03    400
ENCOMPASS SVCS CORP                  COM            29255U104  156      17467    SH       DEFINED  01 02 03    17467
ENCOMPASS SVCS CORP                  COM            29255U104  14       1604     SH       DEFINED              1604
ENDESA S A                           SPONSORED ADR  29258N107  159      10000    SH       DEFINED  01 02 03    10000
ENDO PHARMACEUTICALS HLDGS INC       WT EXP 123102  29264F114  1        3251     SH       DEFINED  01 02 03    3251
ENDO PHARMACEUTICALS HLDGS INC       WT EXP 123102  29264F114  0        100      SH       DEFINED              100
ENDOCARE INC                         COM            29264P104  51       3162     SH       DEFINED  01 02 03    3162
ENDOCARE INC                         COM            29264P104  5        311      SH       DEFINED              311
ENERGY CONVERSION DEVICES INC        COM            292659109  115      4109     SH       DEFINED  01 02 03    4109
ENERGY CONVERSION DEVICES INC        COM            292659109  11       405      SH       DEFINED              405
ENERGEN CORP                         COM            29265N108  209      7571     SH       DEFINED  01 02 03    7571
ENERGEN CORP                         COM            29265N108  19       691      SH       DEFINED              691
ENERGY EAST CORP                     COM            29266M109  2814     134600   SH       DEFINED  01 02 03    134600
ENERGIZER HLDGS INC                  COM            29266R108  2495     108701   SH       DEFINED  01 02 03    108701
ENGELHARD CORP                       COM            292845104  2143     83080    SH       DEFINED  01 02 03    83080
ENGELHARD CORP                       COM            292845104  10       370      SH       DEFINED              370
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
ENRON CORP                           COM            293561106  17186    350735   SH       DEFINED  01 02 03    350735
ENRON CORP                           COM            293561106  102      2080     SH       DEFINED              2080
ENTERCOM COMMUNICATIONS CORP         CL A           293639100  5544     103410   SH       DEFINED  01 02 03    103410
ENTERGY CORP NEW                     COM            29364G103  6075     158250   SH       DEFINED  01 02 03    158250
ENTERGY CORP NEW                     COM            29364G103  24       620      SH       DEFINED              620
ENTERTAINMENT PPTYS TR               COM SH BEN INT 29380T105  74       4046     SH       DEFINED  01 02 03    4046
ENTERTAINMENT PPTYS TR               COM SH BEN INT 29380T105  7        370      SH       DEFINED              370
ENTREMED INC                         COM            29382F103  71       4426     SH       DEFINED  01 02 03    4426
ENTREMED INC                         COM            29382F103  7        436      SH       DEFINED              436
ENTRUST INC                          COM            293848107  1        100      SH       DEFINED  01 02 03    100
ENZON INC                            COM            293904108  1087     17391    SH       DEFINED  01 02 03    17391
ENZON INC                            COM            293904108  65       1047     SH       DEFINED              1047
ENZO BIOCHEM INC                     COM            294100102  198      5770     SH       DEFINED  01 02 03    5770
ENZO BIOCHEM INC                     COM            294100102  19       568      SH       DEFINED              568
EPLUS INC                            COM            294268107  13       1270     SH       DEFINED  01 02 03    1270
EPLUS INC                            COM            294268107  1        128      SH       DEFINED              128
EPICEDGE INC                         COM            29426X102  0        2628     SH       DEFINED  01 02 03    2628
EPICEDGE INC                         COM            29426X102  0        96       SH       DEFINED              96
EPRESENCE INC                        COM            294348107  26       6378     SH       DEFINED  01 02 03    6378
EPRESENCE INC                        COM            294348107  2        605      SH       DEFINED              605
EPRISE CORP                          COM            294352109  1        1073     SH       DEFINED  01 02 03    1073
EPRISE CORP                          COM            294352109  0        39       SH       DEFINED              39
EQUIFAX INC                          COM            294429105  2300     62700    SH       DEFINED  01 02 03    62700
EQUIFAX INC                          COM            294429105  15       400      SH       DEFINED              400
EQUITABLE RES INC                    COM            294549100  2515     75500    SH       DEFINED  01 02 03    75500
EQUITY INNS INC                      COM            294703103  99       10119    SH       DEFINED  01 02 03    10119
EQUITY INNS INC                      COM            294703103  9        924      SH       DEFINED              924
EQUITY RESIDENTIAL PPTYS TR          SH BEN INT     29476L107  492      8700     SH       DEFINED  01 02 03    8700
ERICSSON L M TEL CO                  ADR CL B SEK10 294821400  461      85000    SH       DEFINED  01 02 03    85000
ERICSSON L M TEL CO                  ADR CL B SEK10 294821400  75       13870    SH       DEFINED  01 02 03    13870
ESCO TECHNOLOGIES INC                COM            296315104  93       3096     SH       DEFINED  01 02 03    3096
ESCO TECHNOLOGIES INC                COM            296315104  9        286      SH       DEFINED              286
ESPEED INC                           CL A           296643109  514      23361    SH       DEFINED  01 02 03    23361
ESPEED INC                           CL A           296643109  5        242      SH       DEFINED              242
ESSEX PPTY TR INC                    COM            297178105  255      5139     SH       DEFINED  01 02 03    5139
ESSEX PPTY TR INC                    COM            297178105  23       469      SH       DEFINED              469
ESTERLINE TECHNOLOGIES CORP          COM            297425100  123      5676     SH       DEFINED  01 02 03    5676
ESTERLINE TECHNOLOGIES CORP          COM            297425100  11       518      SH       DEFINED              518
ETHAN ALLEN INTERIORS INC            COM            297602104  467      14360    SH       DEFINED  01 02 03    14360
ETHAN ALLEN INTERIORS INC            COM            297602104  32       989      SH       DEFINED              989
ETHYL CORP                           COM            297659104  23       16768    SH       DEFINED  01 02 03    16768
ETHYL CORP                           COM            297659104  2        1565     SH       DEFINED              1565
EVERGREEN RES INC                    COM NO PAR     299900308  155      4070     SH       DEFINED  01 02 03    4070
EVERGREEN RES INC                    COM NO PAR     299900308  15       390      SH       DEFINED              390
EXAR CORP                            COM            300645108  1600     80970    SH       DEFINED  01 02 03    80970
EXAR CORP                            COM            300645108  19       975      SH       DEFINED              975
EXCEL TECHNOLOGY INC                 COM            30067T103  51       2329     SH       DEFINED  01 02 03    2329
EXCEL TECHNOLOGY INC                 COM            30067T103  5        229      SH       DEFINED              229
EXCELON CORP                         COM            300691102  9        6420     SH       DEFINED  01 02 03    6420
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
EXCELON CORP                         COM            300691102  1        648      SH       DEFINED              648
EXCHANGE APPLICATIONS                COM            300867108  9        8044     SH       DEFINED  01 02 03    8044
EXCHANGE APPLICATIONS                COM            300867108  1        832      SH       DEFINED              832
EXELON CORP                          COM            30161N101  16855    262862   SH       DEFINED  01 02 03    262862
EXELON CORP                          COM            30161N101  58       900      SH       DEFINED              900
EXELIXIS INC                         COM            30161Q104  163      8612     SH       DEFINED  01 02 03    8612
EXELIXIS INC                         COM            30161Q104  5        246      SH       DEFINED              246
EXTENDED SYSTEMS INC                 COM            301973103  14       1983     SH       DEFINED  01 02 03    1983
EXTENDED SYSTEMS INC                 COM            301973103  1        195      SH       DEFINED              195
EXIDE CORP                           COM            302051107  71       6199     SH       DEFINED  01 02 03    6199
EXIDE CORP                           COM            302051107  7        574      SH       DEFINED              574
EXODUS COMMUNICATIONS INC            COM            302088109  11051    5364710  SH       DEFINED  01 02 03    5364710
EXPEDIA INC                          COM            302125109  79       1693     SH       DEFINED  01 02 03    1693
EXPEDIA INC                          COM            302125109  8        165      SH       DEFINED              165
EXPEDITORS INTL WASH INC             COM            302130109  7266     121100   SH       DEFINED  01 02 03    121100
EXPRESS SCRIPTS INC                  COM            302182100  6114     111100   SH       DEFINED  01 02 03    111100
EXPRESS SCRIPTS INC                  COM            302182100  22       400      SH       DEFINED              400
EXTENDED STAY AMER INC               COM            30224P101  291      19413    SH       DEFINED  01 02 03    19413
EXTENDED STAY AMER INC               COM            30224P101  27       1791     SH       DEFINED              1791
EXTENSITY INC                        COM            302255104  11       1096     SH       DEFINED  01 02 03    1096
EXTENSITY INC                        COM            302255104  0        39       SH       DEFINED              39
EXTREME NETWORKS INC                 COM            30226D106  165      5590     SH       DEFINED  01 02 03    5590
EXXON MOBIL CORP                     COM            30231G102  179703   2057270  SH       DEFINED  01 02 03    2057270
EXXON MOBIL CORP                     COM            30231G102  842      9640     SH       DEFINED              9640
F&M BANCORP MD                       COM            302367107  89       2994     SH       DEFINED  01 02 03    2994
F&M BANCORP MD                       COM            302367107  8        277      SH       DEFINED              277
F & M NATL CORP                      COM            302374103  312      7802     SH       DEFINED  01 02 03    7802
F & M NATL CORP                      COM            302374103  29       713      SH       DEFINED              713
FBL FINL GROUP INC                   CL A           30239F106  50       2795     SH       DEFINED  01 02 03    2795
FBL FINL GROUP INC                   CL A           30239F106  5        261      SH       DEFINED              261
FEI CO                               COM            30241L109  2097     51143    SH       DEFINED  01 02 03    51143
FEI CO                               COM            30241L109  15       359      SH       DEFINED              359
F M C CORP                           COM NEW        302491303  1680     24500    SH       DEFINED  01 02 03    24500
F M C CORP                           COM NEW        302491303  6        90       SH       DEFINED              90
FMC TECHNOLOGIES INC                 COM            30249U101  285      13800    SH       DEFINED  01 02 03    13800
FNB CORP PA                          COM            302520101  192      6496     SH       DEFINED  01 02 03    6496
FNB CORP PA                          COM            302520101  18       594      SH       DEFINED              594
FPL GROUP INC                        COM            302571104  16576    275310   SH       DEFINED  01 02 03    275310
FPL GROUP INC                        COM            302571104  30       490      SH       DEFINED              490
FSI INTL INC                         COM            302633102  85       6731     SH       DEFINED  01 02 03    6731
FSI INTL INC                         COM            302633102  8        644      SH       DEFINED              644
F Y I INC                            COM            302712104  4905     119624   SH       DEFINED  01 02 03    119624
F Y I INC                            COM            302712104  14       335      SH       DEFINED              335
FACTORY 2-U INC                      COM            303072102  96       3256     SH       DEFINED  01 02 03    3256
FACTORY 2-U INC                      COM            303072102  9        321      SH       DEFINED              321
FACTSET RESH SYS INC                 COM            303075105  188      5256     SH       DEFINED  01 02 03    5256
FACTSET RESH SYS INC                 COM            303075105  18       517      SH       DEFINED              517
FAIR ISAAC & CO INC                  COM            303250104  270      4365     SH       DEFINED  01 02 03    4365
FAIR ISAAC & CO INC                  COM            303250104  27       429      SH       DEFINED              429
FAIRCHILD SEMICONDUCTOR INTL         CL A           303726103  2220     96500    SH       DEFINED  01 02 03    96500
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
FAIRCHILD SEMICONDUCTOR INTL         CL A           303726103  29       1250     SH       DEFINED              1250
FAMILY DLR STORES INC                COM            307000109  5093     198700   SH       DEFINED  01 02 03    198700
FARMER BROS CO                       COM            307675108  57       246      SH       DEFINED  01 02 03    246
FARMER BROS CO                       COM            307675108  5        22       SH       DEFINED              22
FARMERS CAP BK CORP                  COM            309562106  68       1663     SH       DEFINED  01 02 03    1663
FARMERS CAP BK CORP                  COM            309562106  6        151      SH       DEFINED              151
FASTENAL CO                          COM            311900104  5989     96625    SH       DEFINED  01 02 03    96625
FEDDERS CORP                         COM            313135105  33       6416     SH       DEFINED  01 02 03    6416
FEDDERS CORP                         COM            313135105  3        594      SH       DEFINED              594
FEDERAL HOME LN MTG CORP             COM            313400301  31249    446420   SH       DEFINED  01 02 03    446420
FEDERAL HOME LN MTG CORP             COM            313400301  244      3480     SH       DEFINED              3480
FEDERAL MOGUL CORP                   COM            313549107  32       18985    SH       DEFINED  01 02 03    18985
FEDERAL MOGUL CORP                   COM            313549107  3        1772     SH       DEFINED              1772
FEDERAL NATL MTG ASSN                COM            313586109  49462    580880   SH       DEFINED  01 02 03    580880
FEDERAL NATL MTG ASSN                COM            313586109  353      4140     SH       DEFINED              4140
FEDERAL REALTY INVT TR               SH BEN INT NEW 313747206  223      10736    SH       DEFINED  01 02 03    10736
FEDERAL REALTY INVT TR               SH BEN INT NEW 313747206  21       993      SH       DEFINED              993
FEDERAL SIGNAL CORP                  COM            313855108  1530     65181    SH       DEFINED  01 02 03    65181
FEDERAL SIGNAL CORP                  COM            313855108  27       1140     SH       DEFINED              1140
FEDERATED DEPT STORES INC DEL        COM            31410H101  6900     162350   SH       DEFINED  01 02 03    162350
FEDERATED DEPT STORES INC DEL        COM            31410H101  45       1070     SH       DEFINED              1070
FEDERATED INVS INC PA                CL B           314211103  866      26900    SH       DEFINED  01 02 03    26900
FEDEX CORP                           COM            31428X106  5407     134500   SH       DEFINED  01 02 03    134500
FEDEX CORP                           COM            31428X106  35       860      SH       DEFINED              860
FELCOR LODGING TR INC                COM            31430F101  293      12531    SH       DEFINED  01 02 03    12531
FELCOR LODGING TR INC                COM            31430F101  27       1145     SH       DEFINED              1145
FERRO CORP                           COM            315405100  1590     72901    SH       DEFINED  01 02 03    72901
FERRO CORP                           COM            315405100  19       857      SH       DEFINED              857
F5 NETWORKS INC                      COM            315616102  77       4400     SH       DEFINED  01 02 03    4400
F5 NETWORKS INC                      COM            315616102  8        433      SH       DEFINED              433
FIBERNET TELECOM GRP INC             COM            315653105  3        2451     SH       DEFINED  01 02 03    2451
FIBERNET TELECOM GRP INC             COM            315653105  0        83       SH       DEFINED              83
FIDELITY NATL FINL INC               COM            316326107  1048     42665    SH       DEFINED  01 02 03    42665
FIDELITY NATL FINL INC               COM            316326107  38       1559     SH       DEFINED              1559
FIFTH THIRD BANCORP                  COM            316773100  20994    349616   SH       DEFINED  01 02 03    349616
FIFTH THIRD BANCORP                  COM            316773100  96       1604     SH       DEFINED              1604
FILENET CORP                         COM            316869106  133      8958     SH       DEFINED  01 02 03    8958
FILENET CORP                         COM            316869106  13       882      SH       DEFINED              882
FINANCIAL FED CORP                   COM            317492106  1692     58450    SH       DEFINED  01 02 03    58450
FINANCIAL FED CORP                   COM            317492106  9        300      SH       DEFINED              300
FINISAR                              COM            31787A101  146      7800     SH       DEFINED  01 02 03    7800
FINOVA GROUP INC                     COM            317928109  61       16493    SH       DEFINED  01 02 03    16493
FINOVA GROUP INC                     COM            317928109  6        1535     SH       DEFINED              1535
FIREPOND INC                         COM            318224102  2        1359     SH       DEFINED  01 02 03    1359
FIREPOND INC                         COM            318224102  0        46       SH       DEFINED              46
FIRST AMERN CORP CALIF               COM            318522307  291      15341    SH       DEFINED  01 02 03    15341
FIRST AMERN CORP CALIF               COM            318522307  27       1401     SH       DEFINED              1401
FIRST BANCORP P R                    COM            318672102  150      5561     SH       DEFINED  01 02 03    5561
FIRST BANCORP P R                    COM            318672102  14       525      SH       DEFINED              525
FIRST BELL BANCORP INC               COM            319301107  305      20900    SH       DEFINED  01 02 03    20900
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
FIRST BUSEY CORP                     COM            319383105  50       2327     SH       DEFINED  01 02 03    2327
FIRST BUSEY CORP                     COM            319383105  5        229      SH       DEFINED              229
FIRST CHARTER CORP                   COM            319439105  163      8713     SH       DEFINED  01 02 03    8713
FIRST CHARTER CORP                   COM            319439105  15       796      SH       DEFINED              796
FIRST CTZNS BANCSHARES INC N C       CL A           31946M103  177      1631     SH       DEFINED  01 02 03    1631
FIRST CTZNS BANCSHARES INC N C       CL A           31946M103  16       149      SH       DEFINED              149
FIRST COMWLTH FINL CORP PA           COM            319829107  239      15928    SH       DEFINED  01 02 03    15928
FIRST COMWLTH FINL CORP PA           COM            319829107  22       1461     SH       DEFINED              1461
FIRST CONSULTING GROUP INC           COM            31986R103  32       4429     SH       DEFINED  01 02 03    4429
FIRST CONSULTING GROUP INC           COM            31986R103  3        424      SH       DEFINED              424
FIRST FED CAP CORP                   COM            319960100  66       4095     SH       DEFINED  01 02 03    4095
FIRST FED CAP CORP                   COM            319960100  6        374      SH       DEFINED              374
FIRST DATA CORP                      COM            319963104  16036    249590   SH       DEFINED  01 02 03    249590
FIRST DATA CORP                      COM            319963104  137      2140     SH       DEFINED              2140
FIRST FINL BANCORP OH                COM            320209109  170      9982     SH       DEFINED  01 02 03    9982
FIRST FINL BANCORP OH                COM            320209109  16       926      SH       DEFINED              926
FIRST FINL BANKSHARES                COM            32020R109  105      3383     SH       DEFINED  01 02 03    3383
FIRST FINL BANKSHARES                COM            32020R109  10       309      SH       DEFINED              309
FIRST FINL CORP IND                  COM            320218100  89       1839     SH       DEFINED  01 02 03    1839
FIRST FINL CORP IND                  COM            320218100  8        168      SH       DEFINED              168
FIRST FINL HLDGS INC                 COM            320239106  84       3663     SH       DEFINED  01 02 03    3663
FIRST FINL HLDGS INC                 COM            320239106  8        335      SH       DEFINED              335
FIRST INDUSTRIAL REALTY TRUST        COM            32054K103  347      10799    SH       DEFINED  01 02 03    10799
FIRST INDUSTRIAL REALTY TRUST        COM            32054K103  32       986      SH       DEFINED              986
FIRST IND CORP                       COM            32054R108  66       2532     SH       DEFINED  01 02 03    2532
FIRST IND CORP                       COM            32054R108  6        231      SH       DEFINED              231
FIRST MERCHANTS CORP                 COM            320817109  75       3145     SH       DEFINED  01 02 03    3145
FIRST MERCHANTS CORP                 COM            320817109  7        291      SH       DEFINED              291
FIRST MIDWEST BANCORP DEL            COM            320867104  331      11151    SH       DEFINED  01 02 03    11151
FIRST MIDWEST BANCORP DEL            COM            320867104  30       1026     SH       DEFINED              1026
FIRST HEALTH GROUP CORP              COM            320960107  4993     207000   SH       DEFINED  01 02 03    207000
FIRST NIAGARA FINL GROUP INC         COM            33582U100  50       3215     SH       DEFINED  01 02 03    3215
FIRST NIAGARA FINL GROUP INC         COM            33582U100  5        299      SH       DEFINED              299
FIRST SENTINEL BANCORP INC           COM            33640T103  123      9070     SH       DEFINED  01 02 03    9070
FIRST SENTINEL BANCORP INC           COM            33640T103  11       820      SH       DEFINED              820
1ST SOURCE CORP                      COM            336901103  94       3345     SH       DEFINED  01 02 03    3345
1ST SOURCE CORP                      COM            336901103  9        306      SH       DEFINED              306
FIRST TENN NATL CORP                 COM            337162101  5262     151600   SH       DEFINED  01 02 03    151600
FIRST UN CORP                        COM            337358105  16040    459070   SH       DEFINED  01 02 03    459070
FIRST UN CORP                        COM            337358105  96       2740     SH       DEFINED              2740
FIRST VA BANKS INC                   COM            337477103  2987     63400    SH       DEFINED  01 02 03    63400
FISERV INC                           COM            337738108  3843     60060    SH       DEFINED  01 02 03    60060
FISERV INC                           COM            337738108  22       350      SH       DEFINED              350
FIRSTFED FINL CORP                   COM            337907109  345      11590    SH       DEFINED  01 02 03    11590
FIRSTFED FINL CORP                   COM            337907109  13       433      SH       DEFINED              433
FIRSTMERIT CORP                      COM            337915102  2614     99000    SH       DEFINED  01 02 03    99000
FIRSTENERGY CORP                     COM            337932107  3357     104380   SH       DEFINED  01 02 03    104380
FIRSTENERGY CORP                     COM            337932107  20       630      SH       DEFINED              630
FISHER SCIENTIFIC INTL INC           COM NEW        338032204  309      10641    SH       DEFINED  01 02 03    10641
FISHER SCIENTIFIC INTL INC           COM NEW        338032204  29       1007     SH       DEFINED              1007
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
FLEETBOSTON FINL CORP                COM            339030108  28824    730649   SH       DEFINED  01 02 03    730649
FLEETBOSTON FINL CORP                COM            339030108  201      5099     SH       DEFINED              5099
FLEETWOOD ENTERPRISES INC            COM            339099103  127      8997     SH       DEFINED  01 02 03    8997
FLEETWOOD ENTERPRISES INC            COM            339099103  12       822      SH       DEFINED              822
FLEMING COS INC                      COM            339130106  390      10931    SH       DEFINED  01 02 03    10931
FLEMING COS INC                      COM            339130106  36       998      SH       DEFINED              998
FLORIDA ROCK INDS INC                COM            341140101  236      5037     SH       DEFINED  01 02 03    5037
FLORIDA ROCK INDS INC                COM            341140101  22       466      SH       DEFINED              466
FLUOR CORP NEW                       COM            343412102  1642     36370    SH       DEFINED  01 02 03    36370
FLUOR CORP NEW                       COM            343412102  10       220      SH       DEFINED              220
FLOWSERVE CORP                       COM            34354P105  1910     62111    SH       DEFINED  01 02 03    62111
FLOWSERVE CORP                       COM            34354P105  29       951      SH       DEFINED              951
FOOTSTAR INC                         COM            344912100  174      5067     SH       DEFINED  01 02 03    5067
FOOTSTAR INC                         COM            344912100  16       467      SH       DEFINED              467
FORD MTR CO DEL                      COM PAR $0.01  345370860  23050    938902   SH       DEFINED  01 02 03    938902
FORD MTR CO DEL                      COM PAR $0.01  345370860  125      5111     SH       DEFINED              5111
FOREST CITY ENTERPRISES INC          CL A           345550107  234      4263     SH       DEFINED  01 02 03    4263
FOREST CITY ENTERPRISES INC          CL A           345550107  22       397      SH       DEFINED              397
FOREST LABS INC                      COM            345838106  6822     96080    SH       DEFINED  01 02 03    96080
FOREST LABS INC                      COM            345838106  35       490      SH       DEFINED              490
FOREST OIL CORP                      COM PAR $0.01  346091705  2589     92451    SH       DEFINED  01 02 03    92451
FOREST OIL CORP                      COM PAR $0.01  346091705  20       711      SH       DEFINED              711
FORRESTER RESH INC                   COM            346563109  67       2982     SH       DEFINED  01 02 03    2982
FORRESTER RESH INC                   COM            346563109  7        294      SH       DEFINED              294
FORTUNE BRANDS INC                   COM            349631101  2815     73390    SH       DEFINED  01 02 03    73390
FORTUNE BRANDS INC                   COM            349631101  16       430      SH       DEFINED              430
FORWARD AIR CORP                     COM            349853101  1937     64683    SH       DEFINED  01 02 03    64683
FORWARD AIR CORP                     COM            349853101  11       353      SH       DEFINED              353
FOSSIL INC                           COM            349882100  71       3401     SH       DEFINED  01 02 03    3401
FOSSIL INC                           COM            349882100  7        335      SH       DEFINED              335
4 KIDS ENTMT INC                     COM            350865101  43       2268     SH       DEFINED  01 02 03    2268
4 KIDS ENTMT INC                     COM            350865101  4        229      SH       DEFINED              229
FOX ENTMT GROUP INC                  CL A           35138T107  73       2600     SH       DEFINED  01 02 03    2600
FRANCHISE FIN CORP AMER              COM            351807102  387      15421    SH       DEFINED  01 02 03    15421
FRANCHISE FIN CORP AMER              COM            351807102  35       1409     SH       DEFINED              1409
FRANKFORT FIRST BANCORP INC          COM NEW        352128201  151      8800     SH       DEFINED  01 02 03    8800
FRANKLIN ELEC INC                    COM            353514102  84       1101     SH       DEFINED  01 02 03    1101
FRANKLIN ELEC INC                    COM            353514102  8        109      SH       DEFINED              109
FRANKLIN RES INC                     COM            354613101  10292    224855   SH       DEFINED  01 02 03    224855
FRANKLIN RES INC                     COM            354613101  34       740      SH       DEFINED              740
FREDS INC                            CL A           356108100  78       3041     SH       DEFINED  01 02 03    3041
FREDS INC                            CL A           356108100  7        278      SH       DEFINED              278
FREEPORT-MCMORAN COPPER & GOLD       CL B           35671D857  1589     143778   SH       DEFINED  01 02 03    143778
FREEPORT-MCMORAN COPPER & GOLD       CL B           35671D857  37       3391     SH       DEFINED              3391
FREMONT GEN CORP                     COM            357288109  105      16116    SH       DEFINED  01 02 03    16116
FREMONT GEN CORP                     COM            357288109  10       1472     SH       DEFINED              1472
FRIEDMAN BILLINGS RAMSEY GROUP       CL A           358433100  45       6427     SH       DEFINED  01 02 03    6427
FRIEDMAN BILLINGS RAMSEY GROUP       CL A           358433100  4        602      SH       DEFINED              602
FRONTIER AIRLINES INC NEW            COM            359065109  87       7140     SH       DEFINED  01 02 03    7140
FRONTIER AIRLINES INC NEW            COM            359065109  9        703      SH       DEFINED              703
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
FRONTIER FINL CORP WASH              COM            35907K105  132      4709     SH       DEFINED  01 02 03    4709
FRONTIER FINL CORP WASH              COM            35907K105  12       433      SH       DEFINED              433
FRONTIER OIL CORP                    COM            35914P105  90       6807     SH       DEFINED  01 02 03    6807
FRONTIER OIL CORP                    COM            35914P105  9        668      SH       DEFINED              668
FRONTLINE CAP GROUP                  COM            35921N101  10       6638     SH       DEFINED  01 02 03    6638
FRONTLINE CAP GROUP                  COM            35921N101  1        669      SH       DEFINED              669
FUELCELL ENERGY INC                  COM            35952H106  125      5434     SH       DEFINED  01 02 03    5434
FUELCELL ENERGY INC                  COM            35952H106  12       536      SH       DEFINED              536
FULLER H B CO                        COM            359694106  997      19982    SH       DEFINED  01 02 03    19982
FULLER H B CO                        COM            359694106  17       336      SH       DEFINED              336
FULTON FINL CORP PA                  COM            360271100  415      20260    SH       DEFINED  01 02 03    20260
FULTON FINL CORP PA                  COM            360271100  39       1901     SH       DEFINED              1901
FURNITURE BRANDS INTL INC            COM            360921100  2235     79813    SH       DEFINED  01 02 03    79813
FURNITURE BRANDS INTL INC            COM            360921100  35       1260     SH       DEFINED              1260
FUTURELINK CORP                      COM PAR 01     36114Q307  1        1475     SH       DEFINED  01 02 03    1475
FUTURELINK CORP                      COM PAR 01     36114Q307  0        49       SH       DEFINED              49
G & K SVCS INC                       CL A           361268105  2214     82313    SH       DEFINED  01 02 03    82313
G & K SVCS INC                       CL A           361268105  14       515      SH       DEFINED              515
GATX CORP                            COM            361448103  2250     56100    SH       DEFINED  01 02 03    56100
GBC BANCORP CALIF                    COM            361475106  84       2959     SH       DEFINED  01 02 03    2959
GBC BANCORP CALIF                    COM            361475106  8        279      SH       DEFINED              279
GPU INC                              COM            36225X100  2051     58360    SH       DEFINED  01 02 03    58360
GPU INC                              COM            36225X100  12       330      SH       DEFINED              330
GABELLI ASSET MGMT INC               CL A           36239Y102  59       1432     SH       DEFINED  01 02 03    1432
GABELLI ASSET MGMT INC               CL A           36239Y102  6        137      SH       DEFINED              137
GABLES RESIDENTIAL TR                SH BEN INT     362418105  3210     107190   SH       DEFINED  01 02 03    107190
GABLES RESIDENTIAL TR                SH BEN INT     362418105  17       584      SH       DEFINED              584
GADZOOX NETWORKS INC                 COM            362555104  8        2521     SH       DEFINED  01 02 03    2521
GADZOOX NETWORKS INC                 COM            362555104  0        85       SH       DEFINED              85
GAIAM INC                            CL A           36268Q103  9        644      SH       DEFINED  01 02 03    644
GAIAM INC                            CL A           36268Q103  0        20       SH       DEFINED              20
GALILEO INTERNATIONAL INC            COM            363547100  4071     125250   SH       DEFINED  01 02 03    125250
GALILEO INTERNATIONAL INC            COM            363547100  7        210      SH       DEFINED              210
GALLAGHER ARTHUR J & CO              COM            363576109  3246     124847   SH       DEFINED  01 02 03    124847
GALLAGHER ARTHUR J & CO              COM            363576109  53       2027     SH       DEFINED              2027
GANNETT INC                          COM            364730101  31084    471685   SH       DEFINED  01 02 03    471685
GANNETT INC                          COM            364730101  119      1800     SH       DEFINED              1800
GAP INC DEL                          COM            364760108  10921    376580   SH       DEFINED  01 02 03    376580
GAP INC DEL                          COM            364760108  70       2400     SH       DEFINED              2400
GARDNER DENVER INC                   COM            365558105  74       3603     SH       DEFINED  01 02 03    3603
GARDNER DENVER INC                   COM            365558105  7        329      SH       DEFINED              329
GARTNER INC                          COM            366651107  205      18613    SH       DEFINED  01 02 03    18613
GARTNER INC                          COM            366651107  20       1833     SH       DEFINED              1833
GARTNER INC                          CL B           366651206  924      100400   SH       DEFINED  01 02 03    100400
GATEWAY INC                          COM            367626108  2328     141550   SH       DEFINED  01 02 03    141550
GATEWAY INC                          COM            367626108  15       900      SH       DEFINED              900
GAYLORD ENTMT CO NEW                 COM            367905106  140      4863     SH       DEFINED  01 02 03    4863
GAYLORD ENTMT CO NEW                 COM            367905106  13       444      SH       DEFINED              444
GAYLORD CONTAINER CORP               CL A           368145108  15       14385    SH       DEFINED  01 02 03    14385
GAYLORD CONTAINER CORP               CL A           368145108  1        1402     SH       DEFINED              1402
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
GEMSTAR-TV GUIDE INTL INC            COM            36866W106  333      7820         SH   DEFINED  01 02 03    7820
GENCORP INC                          COM            368682100  120      9365         SH   DEFINED  01 02 03    9365
GENCORP INC                          COM            368682100  11       855          SH   DEFINED              855
GENE LOGIC INC                       COM            368689105  146      6706         SH   DEFINED  01 02 03    6706
GENE LOGIC INC                       COM            368689105  14       660          SH   DEFINED              660
GENENTECH INC                        COM NEW        368710406  6506     118075       SH   DEFINED  01 02 03    118075
GENENTECH INC                        COM NEW        368710406  11       200          SH   DEFINED              200
GENERAL CABLE CORP DEL NEW           COM            369300108  147      7907         SH   DEFINED  01 02 03    7907
GENERAL CABLE CORP DEL NEW           COM            369300108  13       727          SH   DEFINED              727
GENERAL COMMUNICATION INC            CL A           369385109  143      11780        SH   DEFINED  01 02 03    11780
GENERAL COMMUNICATION INC            CL A           369385109  13       1076         SH   DEFINED              1076
GENERAL DYNAMICS CORP                COM            369550108  7879     101260       SH   DEFINED  01 02 03    101260
GENERAL DYNAMICS CORP                COM            369550108  44       560          SH   DEFINED              560
GENERAL ELEC CO                      COM            369604103  303394   6223464      SH   DEFINED  01 02 03    6223464
GENERAL ELEC CO                      COM            369604103  1353     27760        SH   DEFINED              27760
GENERAL MLS INC                      COM            370334104  5458     124680       SH   DEFINED  01 02 03    124680
GENERAL MLS INC                      COM            370334104  35       800          SH   DEFINED              800
GENERAL MTRS CORP                    COM            370442105  17397    270350       SH   DEFINED  01 02 03    270350
GENERAL MTRS CORP                    COM            370442105  98       1530         SH   DEFINED              1530
GENERAL MTRS CORP                    CL H NEW       370442832  271      13400        SH   DEFINED  01 02 03    13400
GENERAL SEMICONDUCTOR INC            COM            370787103  94       8982         SH   DEFINED  01 02 03    8982
GENERAL SEMICONDUCTOR INC            COM            370787103  9        884          SH   DEFINED              884
GENESCO INC                          COM            371532102  184      5468         SH   DEFINED  01 02 03    5468
GENESCO INC                          COM            371532102  18       538          SH   DEFINED              538
GENTEX CORP                          COM            371901109  2536     90985        SH   DEFINED  01 02 03    90985
GENLYTE GROUP INC                    COM            372302109  101      3268         SH   DEFINED  01 02 03    3268
GENLYTE GROUP INC                    COM            372302109  9        299          SH   DEFINED              299
GENOME THERAPEUTICS CORP             COM            372430108  85       5724         SH   DEFINED  01 02 03    5724
GENOME THERAPEUTICS CORP             COM            372430108  8        564          SH   DEFINED              564
GENOMICA CORP                        COM            37243Q101  18       4200         SH   DEFINED  01 02 03    4200
GENOMIC SOLUTIONS INC                COM            37243R208  2        315          SH   DEFINED  01 02 03    315
GENOMIC SOLUTIONS INC                COM            37243R208  0        10           SH   DEFINED              10
GENRAD INC                           COM            372447102  42       7042         SH   DEFINED  01 02 03    7042
GENRAD INC                           COM            372447102  4        643          SH   DEFINED              643
GENTA INC                            COM NEW        37245M207  72       5358         SH   DEFINED  01 02 03    5358
GENTA INC                            COM NEW        37245M207  7        528          SH   DEFINED              528
GENTEK INC                           COM            37245X104  92       17283        SH   DEFINED  01 02 03    17283
GENTEK INC                           COM            37245X104  1        160          SH   DEFINED              160
GENUINE PARTS CO                     COM            372460105  2374     75380        SH   DEFINED  01 02 03    75380
GENUINE PARTS CO                     COM            372460105  15       480          SH   DEFINED              480
GENZYME TRANSGENICS CORP             COM            37246E105  49       4936         SH   DEFINED  01 02 03    4936
GENZYME TRANSGENICS CORP             COM            37246E105  5        486          SH   DEFINED              486
GENTIVA HEALTH SERVICES INC          COM            37247A102  85       4703         SH   DEFINED  01 02 03    4703
GENTIVA HEALTH SERVICES INC          COM            37247A102  8        460          SH   DEFINED              460
GENZYME CORP                         COM GENL DIV   372917104  14497    237660       SH   DEFINED  01 02 03    237660
GEORGIA GULF CORP                    COM PAR $0.01  373200203  159      10280        SH   DEFINED  01 02 03    10280
GEORGIA GULF CORP                    COM PAR $0.01  373200203  12       796          SH   DEFINED              796
GEORGIA PAC CORP                     COM GA PAC GRP 373298108  3961     117031       SH   DEFINED  01 02 03    117031
GEORGIA PAC CORP                     COM GA PAC GRP 373298108  21       632          SH   DEFINED              632
GEORGIA PAC CORP                     COM-TIMBER GRP 373298702  3335     93300        SH   DEFINED  01 02 03    93300
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
GEOWORKS CORP                        COM            373692102  6        3740     SH       DEFINED  01 02 03    3740
GEOWORKS CORP                        COM            373692102  0        128      SH       DEFINED              128
GERBER SCIENTIFIC INC                COM            373730100  57       5238     SH       DEFINED  01 02 03    5238
GERBER SCIENTIFIC INC                COM            373730100  5        488      SH       DEFINED              488
GERON CORP                           COM            374163103  78       5553     SH       DEFINED  01 02 03    5553
GERON CORP                           COM            374163103  8        547      SH       DEFINED              547
GETTY IMAGES INC                     COM            374276103  340      12955    SH       DEFINED  01 02 03    12955
GIBRALTAR STL CORP                   COM            37476F103  796      40618    SH       DEFINED  01 02 03    40618
GIBRALTAR STL CORP                   COM            37476F103  4        189      SH       DEFINED              189
GILEAD SCIENCES INC                  COM            375558103  9146     157170   SH       DEFINED  01 02 03    157170
GILLETTE CO                          COM            375766102  13396    462090   SH       DEFINED  01 02 03    462090
GILLETTE CO                          COM            375766102  86       2950     SH       DEFINED              2950
GLACIER BANCORP INC NEW              COM            37637Q105  67       3500     SH       DEFINED  01 02 03    3500
GLATFELTER P H CO                    COM            377316104  802      56212    SH       DEFINED  01 02 03    56212
GLATFELTER P H CO                    COM            377316104  9        650      SH       DEFINED              650
GLAXOSMITHKLINE PLC                  SPONSORED ADR  37733W105  4417     78600    SH       DEFINED  01 02 03    78600
GLAXOSMITHKLINE PLC                  SPONSORED ADR  37733W105  1680     29900    SH       DEFINED  01 02 03    29900
GLENAYRE TECHNOLOGIES INC            COM            377899109  22       17374    SH       DEFINED  01 02 03    17374
GLENAYRE TECHNOLOGIES INC            COM            377899109  2        1623     SH       DEFINED              1623
GLENBOROUGH RLTY TR INC              COM            37803P105  2442     126517   SH       DEFINED  01 02 03    126517
GLENBOROUGH RLTY TR INC              COM            37803P105  13       677      SH       DEFINED              677
GLIATECH INC                         COM            37929C103  10       2410     SH       DEFINED  01 02 03    2410
GLIATECH INC                         COM            37929C103  0        80       SH       DEFINED              80
GLIMCHER RLTY TR                     SH BEN INT     379302102  117      6549     SH       DEFINED  01 02 03    6549
GLIMCHER RLTY TR                     SH BEN INT     379302102  11       598      SH       DEFINED              598
GLOBAL INDS LTD                      COM            379336100  334      26810    SH       DEFINED  01 02 03    26810
GLOBAL MARINE INC                    COM            379352404  3861     207250   SH       DEFINED  01 02 03    207250
GLOBALNET FINANCIAL COM INC          COM NEW        37937R209  2        5807     SH       DEFINED  01 02 03    5807
GLOBALNET FINANCIAL COM INC          COM NEW        37937R209  0        196      SH       DEFINED              196
GLOBAL PMTS INC                      COM            37940X102  1613     53576    SH       DEFINED  01 02 03    53576
GLOBAL PMTS INC                      COM            37940X102  27       908      SH       DEFINED              908
GLOBAL POWER EQUIPMENT INC           COM            37941P108  226      7725     SH       DEFINED  01 02 03    7725
GLOBESPAN INC                        COM            379571102  81       5530     SH       DEFINED  01 02 03    5530
GLOBIX CORP                          COM            37957F101  10       5150     SH       DEFINED  01 02 03    5150
GLOBIX CORP                          COM            37957F101  1        507      SH       DEFINED              507
GOLD BANC CORP INC                   COM            379907108  60       7770     SH       DEFINED  01 02 03    7770
GOLD BANC CORP INC                   COM            379907108  6        714      SH       DEFINED              714
GOAMERICA INC                        COM            38020R106  6        2804     SH       DEFINED  01 02 03    2804
GOAMERICA INC                        COM            38020R106  0        99       SH       DEFINED              99
GOLDEN ST BANCORP INC                COM            381197102  7396     240140   SH       DEFINED  01 02 03    240140
GOLDEN ST BANCORP INC                COM            381197102  32       1040     SH       DEFINED              1040
GOLDEN TELECOM INC                   COM            38122G107  33       2347     SH       DEFINED  01 02 03    2347
GOLDEN TELECOM INC                   COM            38122G107  3        230      SH       DEFINED              230
GOLDEN WEST FINL CORP DEL            COM            381317106  5862     91250    SH       DEFINED  01 02 03    91250
GOLDEN WEST FINL CORP DEL            COM            381317106  28       440      SH       DEFINED              440
GOLDMAN SACHS GROUP INC              COM            38141G104  12705    148075   SH       DEFINED  01 02 03    148075
GOODRICH CORP                        COM            382388106  1721     45310    SH       DEFINED  01 02 03    45310
GOODRICH CORP                        COM            382388106  11       290      SH       DEFINED              290
GOODYEAR TIRE & RUBR CO              COM            382550101  1947     69550    SH       DEFINED  01 02 03    69550
GOODYEAR TIRE & RUBR CO              COM            382550101  12       440      SH       DEFINED              440
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
GOTO COM INC                         COM            38348T107  131      6752     SH       DEFINED  01 02 03    6752
GOTO COM INC                         COM            38348T107  13       665      SH       DEFINED              665
GRACE W R & CO DEL NEW               COM            38388F108  118      67417    SH       DEFINED  01 02 03    67417
GRACE W R & CO DEL NEW               COM            38388F108  4        2525     SH       DEFINED              2525
GRACO INC                            COM            384109104  259      7838     SH       DEFINED  01 02 03    7838
GRACO INC                            COM            384109104  25       772      SH       DEFINED              772
GRAINGER W W INC                     COM            384802104  1713     41630    SH       DEFINED  01 02 03    41630
GRAINGER W W INC                     COM            384802104  11       270      SH       DEFINED              270
GRANITE CONSTR INC                   COM            387328107  1409     55421    SH       DEFINED  01 02 03    55421
GRANITE CONSTR INC                   COM            387328107  18       720      SH       DEFINED              720
GRANT PRIDECO INC                    COM            38821G101  2624     150000   SH       DEFINED  01 02 03    150000
GREAT AMERN FINL RES INC             COM            389915109  35       1934     SH       DEFINED  01 02 03    1934
GREAT AMERN FINL RES INC             COM            389915109  3        181      SH       DEFINED              181
GREAT ATLANTIC & PAC TEA INC         COM            390064103  70       4752     SH       DEFINED  01 02 03    4752
GREAT ATLANTIC & PAC TEA INC         COM            390064103  6        434      SH       DEFINED              434
GREAT LAKES CHEM CORP                COM            390568103  1051     34077    SH       DEFINED  01 02 03    34077
GREAT LAKES CHEM CORP                COM            390568103  38       1244     SH       DEFINED              1244
GREAT LAKES REIT INC                 COM            390752103  84       4598     SH       DEFINED  01 02 03    4598
GREAT LAKES REIT INC                 COM            390752103  8        420      SH       DEFINED              420
GREATER BAY BANCORP                  COM            391648102  1824     73031    SH       DEFINED  01 02 03    73031
GREATER BAY BANCORP                  COM            391648102  27       1066     SH       DEFINED              1066
GREENPOINT FINL CORP                 COM            395384100  10211    265900   SH       DEFINED  01 02 03    265900
GREENPOINT FINL CORP                 COM            395384100  63       1650     SH       DEFINED              1650
GREIF BROS CORP                      CL A           397624107  110      3632     SH       DEFINED  01 02 03    3632
GREIF BROS CORP                      CL A           397624107  10       332      SH       DEFINED              332
GREY GLOBAL GROUP INC                COM            39787M108  138      207      SH       DEFINED  01 02 03    207
GREY GLOBAL GROUP INC                COM            39787M108  13       20       SH       DEFINED              20
GREY WOLF INC                        COM            397888108  184      45988    SH       DEFINED  01 02 03    45988
GREY WOLF INC                        COM            397888108  18       4528     SH       DEFINED              4528
GRIC COMMUNICATIONS INC              COM            398081109  4        1189     SH       DEFINED  01 02 03    1189
GRIC COMMUNICATIONS INC              COM            398081109  0        42       SH       DEFINED              42
GRIFFON CORP                         COM            398433102  77       6999     SH       DEFINED  01 02 03    6999
GRIFFON CORP                         COM            398433102  7        650      SH       DEFINED              650
GROUP 1 AUTOMOTIVE INC               COM            398905109  112      3794     SH       DEFINED  01 02 03    3794
GROUP 1 AUTOMOTIVE INC               COM            398905109  10       353      SH       DEFINED              353
GRUPO TELEVISA SA DE CV              SP ADR REP ORD 40049J206  2017     50400    SH       DEFINED  01 02 03    50400
GTECH HLDGS CORP                     COM            400518106  1680     47323    SH       DEFINED  01 02 03    47323
GTECH HLDGS CORP                     COM            400518106  26       738      SH       DEFINED              738
GUCCI GROUP N V                      COM NY REG     401566104  1298     15500    SH       DEFINED  01 02 03    15500
GUESS INC                            COM            401617105  12       1791     SH       DEFINED  01 02 03    1791
GUESS INC                            COM            401617105  1        181      SH       DEFINED              181
GUIDANT CORP                         COM            401698105  4842     134490   SH       DEFINED  01 02 03    134490
GUIDANT CORP                         COM            401698105  31       860      SH       DEFINED              860
GUILFORD PHARMACEUTICALS INC         COM            401829106  361      10630    SH       DEFINED  01 02 03    10630
GUILFORD PHARMACEUTICALS INC         COM            401829106  22       645      SH       DEFINED              645
GUITAR CTR MGMT INC                  COM            402040109  356      16835    SH       DEFINED  01 02 03    16835
GUITAR CTR MGMT INC                  COM            402040109  12       555      SH       DEFINED              555
GULF ISLAND FABRICATION INC          COM            402307102  99       6854     SH       DEFINED  01 02 03    6854
GULF ISLAND FABRICATION INC          COM            402307102  3        196      SH       DEFINED              196
HCA-HEALTHCARE CO                    COM            404119109  23654    523430   SH       DEFINED  01 02 03    523430
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
HCA-HEALTHCARE CO                    COM            404119109  105      2320     SH       DEFINED              2320
HCC INS HLDGS INC                    COM            404132102  2053     83796    SH       DEFINED  01 02 03    83796
HCC INS HLDGS INC                    COM            404132102  30       1229     SH       DEFINED              1229
HNC SOFTWARE INC                     COM            40425P107  239      12267    SH       DEFINED  01 02 03    12267
HNC SOFTWARE INC                     COM            40425P107  17       868      SH       DEFINED              868
HRPT PPTYS TR                        COM SH BEN INT 40426W101  350      35986    SH       DEFINED  01 02 03    35986
HRPT PPTYS TR                        COM SH BEN INT 40426W101  32       3287     SH       DEFINED              3287
HS RES INC                           COM            404297103  264      4073     SH       DEFINED  01 02 03    4073
HS RES INC                           COM            404297103  26       401      SH       DEFINED              401
HA-LO INDS INC                       COM            404429102  6        15582    SH       DEFINED  01 02 03    15582
HA-LO INDS INC                       COM            404429102  0        517      SH       DEFINED              517
HAEMONETICS CORP                     COM            405024100  202      6625     SH       DEFINED  01 02 03    6625
HAEMONETICS CORP                     COM            405024100  19       636      SH       DEFINED              636
HAIN CELESTIAL GROUP INC             COM            405217100  186      8469     SH       DEFINED  01 02 03    8469
HAIN CELESTIAL GROUP INC             COM            405217100  18       834      SH       DEFINED              834
HALL KINION ASSOCIATES INC           COM            406069104  18       2275     SH       DEFINED  01 02 03    2275
HALL KINION ASSOCIATES INC           COM            406069104  2        230      SH       DEFINED              230
HALLIBURTON CO                       COM            406216101  7488     210346   SH       DEFINED  01 02 03    210346
HALLIBURTON CO                       COM            406216101  59       1650     SH       DEFINED              1650
HANCOCK HLDG CO                      COM            410120109  106      2479     SH       DEFINED  01 02 03    2479
HANCOCK HLDG CO                      COM            410120109  10       226      SH       DEFINED              226
HANCOCK JOHN FINL SVCS INC           COM            41014S106  10083    250450   SH       DEFINED  01 02 03    250450
HANCOCK JOHN FINL SVCS INC           COM            41014S106  105      2610     SH       DEFINED              2610
HANDLEMAN CO DEL                     COM            410252100  116      6912     SH       DEFINED  01 02 03    6912
HANDLEMAN CO DEL                     COM            410252100  11       631      SH       DEFINED              631
HANOVER COMPRESSOR CO                COM            410768105  4841     146285   SH       DEFINED  01 02 03    146285
HANOVER DIRECT INC                   COM            410783104  11       37011    SH       DEFINED  01 02 03    37011
HANOVER DIRECT INC                   COM            410783104  0        1296     SH       DEFINED              1296
HARCOURT GEN INC                     COM            41163G101  35       600      SH       DEFINED  01 02 03    600
HARBOR FLA BANCSHARES INC            COM            411901101  116      6058     SH       DEFINED  01 02 03    6058
HARBOR FLA BANCSHARES INC            COM            411901101  11       553      SH       DEFINED              553
HARLAND JOHN H CO                    COM            412693103  182      7832     SH       DEFINED  01 02 03    7832
HARLAND JOHN H CO                    COM            412693103  17       718      SH       DEFINED              718
HARLEY DAVIDSON INC                  COM            412822108  9240     196263   SH       DEFINED  01 02 03    196263
HARLEY DAVIDSON INC                  COM            412822108  40       840      SH       DEFINED              840
HARLEYSVILLE GROUP INC               COM            412824104  1609     54070    SH       DEFINED  01 02 03    54070
HARLEYSVILLE GROUP INC               COM            412824104  10       335      SH       DEFINED              335
HARLEYSVILLE NATL CORP PA            COM            412850109  117      2529     SH       DEFINED  01 02 03    2529
HARLEYSVILLE NATL CORP PA            COM            412850109  11       231      SH       DEFINED              231
HARMAN INTL INDS INC                 COM            413086109  8055     211480   SH       DEFINED  01 02 03    211480
HARMAN INTL INDS INC                 COM            413086109  29       751      SH       DEFINED              751
HARMONIC INC                         COM            413160102  1089     108900   SH       DEFINED  01 02 03    108900
HARRAHS ENTMT INC                    COM            413619107  3064     86810    SH       DEFINED  01 02 03    86810
HARRAHS ENTMT INC                    COM            413619107  12       330      SH       DEFINED              330
HARRIS CORP DEL                      COM            413875105  7306     268500   SH       DEFINED  01 02 03    268500
HARSCO CORP                          COM            415864107  4619     170239   SH       DEFINED  01 02 03    170239
HARSCO CORP                          COM            415864107  27       999      SH       DEFINED              999
HARTE-HANKS INC                      COM            416196103  1820     73500    SH       DEFINED  01 02 03    73500
HARTFORD FINL SVCS GROUP INC         COM            416515104  16810    245760   SH       DEFINED  01 02 03    245760
HARTFORD FINL SVCS GROUP INC         COM            416515104  65       950      SH       DEFINED              950
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
HASBRO INC                           COM            418056107  1092     75580    SH       DEFINED  01 02 03    75580
HASBRO INC                           COM            418056107  7        480      SH       DEFINED              480
HAVERTY FURNITURE INC                COM            419596101  67       4502     SH       DEFINED  01 02 03    4502
HAVERTY FURNITURE INC                COM            419596101  6        411      SH       DEFINED              411
HAWAIIAN ELEC INDUSTRIES             COM            419870100  1783     46664    SH       DEFINED  01 02 03    46664
HAWAIIAN ELEC INDUSTRIES             COM            419870100  32       837      SH       DEFINED              837
HAYES LEMMERZ INTL INC               COM            420781106  29       4492     SH       DEFINED  01 02 03    4492
HAYES LEMMERZ INTL INC               COM            420781106  3        421      SH       DEFINED              421
HEALTH CARE PPTY INVS INC            COM            421915109  454      13189    SH       DEFINED  01 02 03    13189
HEALTH CARE PPTY INVS INC            COM            421915109  42       1212     SH       DEFINED              1212
HEALTHSOUTH CORP                     COM            421924101  2728     170800   SH       DEFINED  01 02 03    170800
HEALTHSOUTH CORP                     COM            421924101  17       1090     SH       DEFINED              1090
HEALTH MGMT ASSOC INC NEW            CL A           421933102  5967     283600   SH       DEFINED  01 02 03    283600
HEALTHCARE RLTY TR                   COM            421946104  293      11142    SH       DEFINED  01 02 03    11142
HEALTHCARE RLTY TR                   COM            421946104  27       1018     SH       DEFINED              1018
HEALTH CARE REIT INC                 COM            42217K106  188      7935     SH       DEFINED  01 02 03    7935
HEALTH CARE REIT INC                 COM            42217K106  17       725      SH       DEFINED              725
HEALTH NET INC                       COM            42222G108  3173     182365   SH       DEFINED  01 02 03    182365
HEALTH NET INC                       COM            42222G108  45       2609     SH       DEFINED              2609
HEARTLAND EXPRESS INC                COM            422347104  1020     44731    SH       DEFINED  01 02 03    44731
HEARTLAND EXPRESS INC                COM            422347104  10       459      SH       DEFINED              459
HEICO CORP NEW                       COM            422806109  43       2238     SH       DEFINED  01 02 03    2238
HEICO CORP NEW                       COM            422806109  4        204      SH       DEFINED              204
HEIDRICK & STRUGGLES INTL INC        COM            422819102  100      4939     SH       DEFINED  01 02 03    4939
HEIDRICK & STRUGGLES INTL INC        COM            422819102  10       486      SH       DEFINED              486
HEINZ H J CO                         COM            423074103  6960     170220   SH       DEFINED  01 02 03    170220
HEINZ H J CO                         COM            423074103  54       1320     SH       DEFINED              1320
HELIX TECHNOLOGY CORP                COM            423319102  175      5745     SH       DEFINED  01 02 03    5745
HELIX TECHNOLOGY CORP                COM            423319102  17       566      SH       DEFINED              566
HELLER FINANCIAL INC                 CL A           423328103  3905     97625    SH       DEFINED  01 02 03    97625
HELLER FINANCIAL INC                 CL A           423328103  33       820      SH       DEFINED              820
HELMERICH & PAYNE INC                COM            423452101  3714     119840   SH       DEFINED  01 02 03    119840
HELMERICH & PAYNE INC                COM            423452101  32       1040     SH       DEFINED              1040
HENRY JACK & ASSOC INC               COM            426281101  3193     103000   SH       DEFINED  01 02 03    103000
HERBALIFE INTL INC                   CL A           426908208  35       3531     SH       DEFINED  01 02 03    3531
HERBALIFE INTL INC                   CL A           426908208  3        329      SH       DEFINED              329
HERCULES INC                         COM            427056106  535      47350    SH       DEFINED  01 02 03    47350
HERCULES INC                         COM            427056106  3        300      SH       DEFINED              300
HERSHEY FOODS CORP                   COM            427866108  4945     80130    SH       DEFINED  01 02 03    80130
HERSHEY FOODS CORP                   COM            427866108  48       780      SH       DEFINED              780
HEWLETT PACKARD CO                   COM            428236103  39759    1390175  SH       DEFINED  01 02 03    1390175
HEWLETT PACKARD CO                   COM            428236103  187      6550     SH       DEFINED              6550
HEXCEL CORP NEW                      COM            428291108  66       5185     SH       DEFINED  01 02 03    5185
HEXCEL CORP NEW                      COM            428291108  6        474      SH       DEFINED              474
HI / FN INC                          COM            428358105  471      31148    SH       DEFINED  01 02 03    31148
HI / FN INC                          COM            428358105  3        197      SH       DEFINED              197
HIBERNIA CORP                        CL A           428656102  3348     188100   SH       DEFINED  01 02 03    188100
HICKORY TECH CORP                    COM            429060106  59       3683     SH       DEFINED  01 02 03    3683
HICKORY TECH CORP                    COM            429060106  6        349      SH       DEFINED              349
HIGH SPEED ACCESS CORP               COM            42979U102  11       8992     SH       DEFINED  01 02 03    8992
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
HIGH SPEED ACCESS CORP               COM            42979U102  0        295      SH       DEFINED              295
HIGHWOODS PPTYS INC                  COM            431284108  402      15074    SH       DEFINED  01 02 03    15074
HIGHWOODS PPTYS INC                  COM            431284108  37       1377     SH       DEFINED              1377
HILB ROGAL & HAMILTON CO             COM            431294107  150      3433     SH       DEFINED  01 02 03    3433
HILB ROGAL & HAMILTON CO             COM            431294107  15       338      SH       DEFINED              338
HILLENBRAND INDS INC                 COM            431573104  4129     72300    SH       DEFINED  01 02 03    72300
HILTON HOTELS CORP                   COM            432848109  3522     303600   SH       DEFINED  01 02 03    303600
HILTON HOTELS CORP                   COM            432848109  31       2630     SH       DEFINED              2630
HISPANIC BROADCASTING CORP           CL A           43357B104  3662     127640   SH       DEFINED  01 02 03    127640
HOLLINGER INTL INC                   CL A           435569108  150      10936    SH       DEFINED  01 02 03    10936
HOLLINGER INTL INC                   CL A           435569108  14       999      SH       DEFINED              999
HOLLYWOOD ENTMT CORP                 COM            436141105  76       9037     SH       DEFINED  01 02 03    9037
HOLLYWOOD ENTMT CORP                 COM            436141105  7        853      SH       DEFINED              853
HOLLYWOOD MEDIA CORP                 COM            436233100  25       4240     SH       DEFINED  01 02 03    4240
HOLLYWOOD MEDIA CORP                 COM            436233100  2        415      SH       DEFINED              415
HOME DEPOT INC                       COM            437076102  78171    1679287  SH       DEFINED  01 02 03    1679287
HOME DEPOT INC                       COM            437076102  400      8590     SH       DEFINED              8590
HOME PPTYS N Y INC                   COM            437306103  312      10359    SH       DEFINED  01 02 03    10359
HOME PPTYS N Y INC                   COM            437306103  17       553      SH       DEFINED              553
HOMESTAKE MNG CO                     COM            437614100  894      115370   SH       DEFINED  01 02 03    115370
HOMESTAKE MNG CO                     COM            437614100  6        740      SH       DEFINED              740
HOMESTORE COM INC                    COM            437852106  255      7300     SH       DEFINED  01 02 03    7300
HON INDS INC                         COM            438092108  2001     82635    SH       DEFINED  01 02 03    82635
HON INDS INC                         COM            438092108  32       1327     SH       DEFINED              1327
HONEYWELL INTL INC                   COM            438516106  12467    356290   SH       DEFINED  01 02 03    356290
HONEYWELL INTL INC                   COM            438516106  79       2260     SH       DEFINED              2260
HOOPER HOLMES INC                    COM            439104100  1927     188023   SH       DEFINED  01 02 03    188023
HOOPER HOLMES INC                    COM            439104100  17       1632     SH       DEFINED              1632
HORACE MANN EDUCATORS CORP NEW       COM            440327104  4294     199237   SH       DEFINED  01 02 03    199237
HORACE MANN EDUCATORS CORP NEW       COM            440327104  22       1017     SH       DEFINED              1017
HORIZON OFFSHORE INC                 COM            44043J105  38       2829     SH       DEFINED  01 02 03    2829
HORIZON OFFSHORE INC                 COM            44043J105  4        271      SH       DEFINED              271
HORMEL FOODS CORP                    COM            440452100  4092     168100   SH       DEFINED  01 02 03    168100
HOSPITALITY PPTYS TR                 COM SH BEN INT 44106M102  396      13911    SH       DEFINED  01 02 03    13911
HOSPITALITY PPTYS TR                 COM SH BEN INT 44106M102  36       1271     SH       DEFINED              1271
HOST MARRIOTT CORP NEW               COM            44107P104  1978     158000   SH       DEFINED  01 02 03    158000
HOST MARRIOTT CORP NEW               COM            44107P104  26       2070     SH       DEFINED              2070
HOT TOPIC INC                        COM            441339108  283      9094     SH       DEFINED  01 02 03    9094
HOT TOPIC INC                        COM            441339108  14       440      SH       DEFINED              440
HOTEL RESERVATIONS NETWORK INC       CL A           441451101  6253     134388   SH       DEFINED  01 02 03    134388
HOTEL RESERVATIONS NETWORK INC       CL A           441451101  6        137      SH       DEFINED              137
HOTJOBS COM INC                      COM            441474103  43       4742     SH       DEFINED  01 02 03    4742
HOTJOBS COM INC                      COM            441474103  4        467      SH       DEFINED              467
HOUGHTON MIFFLIN CO                  COM            441560109  6118     102094   SH       DEFINED  01 02 03    102094
HOUGHTON MIFFLIN CO                  COM            441560109  42       704      SH       DEFINED              704
HOUSEHOLD INTL INC                   COM            441815107  17979    269556   SH       DEFINED  01 02 03    269556
HOUSEHOLD INTL INC                   COM            441815107  145      2170     SH       DEFINED              2170
HOUSTON EXPL CO                      COM            442120101  71       2270     SH       DEFINED  01 02 03    2270
HOUSTON EXPL CO                      COM            442120101  7        224      SH       DEFINED              224
HUB GROUP INC                        CL A           443320106  277      21300    SH       DEFINED  01 02 03    21300
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
HUBBELL INC                          CL B           443510201  1963     67700    SH       DEFINED  01 02 03    67700
HUDSON UNITED BANCORP                COM            444165104  373      14628    SH       DEFINED  01 02 03    14628
HUDSON UNITED BANCORP                COM            444165104  34       1336     SH       DEFINED              1336
HUGHES SUPPLY INC                    COM            444482103  154      6494     SH       DEFINED  01 02 03    6494
HUGHES SUPPLY INC                    COM            444482103  14       593      SH       DEFINED              593
HUMANA INC                           COM            444859102  1166     118350   SH       DEFINED  01 02 03    118350
HUMANA INC                           COM            444859102  44       4489     SH       DEFINED              4489
HUMAN GENOME SCIENCES INC            COM            444903108  3321     55125    SH       DEFINED  01 02 03    55125
HUNT J B TRANS SVCS INC              COM            445658107  863      47241    SH       DEFINED  01 02 03    47241
HUNT J B TRANS SVCS INC              COM            445658107  8        433      SH       DEFINED              433
HUNTINGTON BANCSHARES INC            COM            446150104  2208     135040   SH       DEFINED  01 02 03    135040
HUNTINGTON BANCSHARES INC            COM            446150104  11       700      SH       DEFINED              700
HUTCHINSON TECHNOLOGY INC            COM            448407106  128      6745     SH       DEFINED  01 02 03    6745
HUTCHINSON TECHNOLOGY INC            COM            448407106  12       624      SH       DEFINED              624
HYDRIL CO                            COM            448774109  990      43500    SH       DEFINED  01 02 03    43500
ICN PHARMACEUTICALS INC NEW          COM            448924100  3397     107100   SH       DEFINED  01 02 03    107100
IDT CORP                             COM            448947101  71       5251     SH       DEFINED  01 02 03    5251
IDT CORP                             COM            448947101  7        517      SH       DEFINED              517
HYPERCOM CORP                        COM            44913M105  16       3416     SH       DEFINED  01 02 03    3416
HYPERCOM CORP                        COM            44913M105  2        316      SH       DEFINED              316
HYPERION SOLUTIONS CORP              COM            44914M104  123      8167     SH       DEFINED  01 02 03    8167
HYPERION SOLUTIONS CORP              COM            44914M104  12       804      SH       DEFINED              804
HYSEQ INC                            COM            449163302  29       2521     SH       DEFINED  01 02 03    2521
HYSEQ INC                            COM            449163302  3        255      SH       DEFINED              255
IBP INC                              COM            449223106  3098     122700   SH       DEFINED  01 02 03    122700
IDEC PHARMACEUTICALS CORP            COM            449370105  14096    208250   SH       DEFINED  01 02 03    208250
IDX SYS CORP                         COM            449491109  49       4058     SH       DEFINED  01 02 03    4058
IDX SYS CORP                         COM            449491109  5        389      SH       DEFINED              389
IGEN INC                             COM            449536101  71       2729     SH       DEFINED  01 02 03    2729
IGEN INC                             COM            449536101  7        269      SH       DEFINED              269
IHOP CORP                            COM            449623107  148      5501     SH       DEFINED  01 02 03    5501
IHOP CORP                            COM            449623107  13       502      SH       DEFINED              502
IMC GLOBAL INC                       COM            449669100  1415     138700   SH       DEFINED  01 02 03    138700
INT MEDIA GROUP INC                  COM            44979N104  11       2819     SH       DEFINED  01 02 03    2819
INT MEDIA GROUP INC                  COM            44979N104  0        102      SH       DEFINED              102
IMS HEALTH INC                       COM            449934108  5139     180320   SH       DEFINED  01 02 03    180320
IMS HEALTH INC                       COM            449934108  53       1850     SH       DEFINED              1850
IRT PPTY CO                          COM            450058102  91       8327     SH       DEFINED  01 02 03    8327
IRT PPTY CO                          COM            450058102  8        761      SH       DEFINED              761
I-STAT CORP                          COM            450312103  61       4146     SH       DEFINED  01 02 03    4146
I-STAT CORP                          COM            450312103  6        408      SH       DEFINED              408
ITC DELTACOM INC                     COM            45031T104  53       13316    SH       DEFINED  01 02 03    13316
ITC DELTACOM INC                     COM            45031T104  5        1311     SH       DEFINED              1311
ITLA CAP CORP                        COM            450565106  1235     68600    SH       DEFINED  01 02 03    68600
ITT EDUCATIONAL SERVICES INC         COM            45068B109  4444     98750    SH       DEFINED  01 02 03    98750
ITT EDUCATIONAL SERVICES INC         COM            45068B109  16       349      SH       DEFINED              349
ITXC CORP                            COM            45069F109  72       10285    SH       DEFINED  01 02 03    10285
ITXC CORP                            COM            45069F109  0        61       SH       DEFINED              61
IXL ENTERPRISES INC                  COM            450718101  13       10471    SH       DEFINED  01 02 03    10471
IXL ENTERPRISES INC                  COM            450718101  1        1103     SH       DEFINED              1103
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
IXIA                                 COM            45071R109  2230     117350   SH       DEFINED  01 02 03    117350
IBASIS INC                           COM            450732102  84       16707    SH       DEFINED  01 02 03    16707
IBASIS INC                           COM            450732102  0        99       SH       DEFINED              99
IBEAM BROADCASTING CORP              COM            45073P101  1        3295     SH       DEFINED  01 02 03    3295
IBEAM BROADCASTING CORP              COM            45073P101  0        109      SH       DEFINED              109
IBIS TECHNOLOGY CORP                 COM            450909106  23       2075     SH       DEFINED  01 02 03    2075
IBIS TECHNOLOGY CORP                 COM            450909106  2        210      SH       DEFINED              210
ITT INDS INC IND                     COM            450911102  4387     99130    SH       DEFINED  01 02 03    99130
ITT INDS INC IND                     COM            450911102  39       880      SH       DEFINED              880
IDACORP INC                          COM            451107106  1869     53580    SH       DEFINED  01 02 03    53580
IDACORP INC                          COM            451107106  33       939      SH       DEFINED              939
IDEX CORP                            COM            45167R104  951      27982    SH       DEFINED  01 02 03    27982
IDEX CORP                            COM            45167R104  26       762      SH       DEFINED              762
IDEXX LABS INC                       COM            45168D104  261      8362     SH       DEFINED  01 02 03    8362
IDEXX LABS INC                       COM            45168D104  26       823      SH       DEFINED              823
IGATE CAPITAL CORP                   COM            45169U105  423      84854    SH       DEFINED  01 02 03    84854
IGATE CAPITAL CORP                   COM            45169U105  4        896      SH       DEFINED              896
IKON OFFICE SOLUTIONS INC            COM            451713101  381      38853    SH       DEFINED  01 02 03    38853
IKON OFFICE SOLUTIONS INC            COM            451713101  35       3549     SH       DEFINED              3549
IDENTIX INC                          COM            451906101  43       6932     SH       DEFINED  01 02 03    6932
IDENTIX INC                          COM            451906101  4        683      SH       DEFINED              683
ILEX ONCOLOGY INC                    COM            451923106  201      6725     SH       DEFINED  01 02 03    6725
ILEX ONCOLOGY INC                    COM            451923106  20       662      SH       DEFINED              662
ILLINOIS TOOL WKS INC                COM            452308109  8430     133170   SH       DEFINED  01 02 03    133170
ILLINOIS TOOL WKS INC                COM            452308109  54       850      SH       DEFINED              850
ILLUMINET HLDGS INC                  COM            452334105  3321     105593   SH       DEFINED  01 02 03    105593
ILLUMINET HLDGS INC                  COM            452334105  18       563      SH       DEFINED              563
IMATION CORP                         COM            45245A107  1272     50478    SH       DEFINED  01 02 03    50478
IMATION CORP                         COM            45245A107  22       884      SH       DEFINED              884
IMCLONE SYS INC                      COM            45245W109  216      4100     SH       DEFINED  01 02 03    4100
IMMERSION CORP                       COM            452521107  26       3644     SH       DEFINED  01 02 03    3644
IMMERSION CORP                       COM            452521107  3        368      SH       DEFINED              368
IMMUNEX CORP NEW                     COM            452528102  4671     263170   SH       DEFINED  01 02 03    263170
IMMUNE RESPONSE CORP DEL             COM            45252T106  32       6809     SH       DEFINED  01 02 03    6809
IMMUNE RESPONSE CORP DEL             COM            45252T106  3        670      SH       DEFINED              670
IMMUNOGEN INC                        COM            45253H101  264      13199    SH       DEFINED  01 02 03    13199
IMMUNOGEN INC                        COM            45253H101  19       967      SH       DEFINED              967
IMPATH INC                           COM            45255G101  208      4685     SH       DEFINED  01 02 03    4685
IMPATH INC                           COM            45255G101  20       461      SH       DEFINED              461
IMPCO TECHNOLOGIES INC               COM            45255W106  41       1165     SH       DEFINED  01 02 03    1165
IMPCO TECHNOLOGIES INC               COM            45255W106  4        118      SH       DEFINED              118
IMPERIAL CHEM INDS PLC               ADR NEW        452704505  42       1750     SH       DEFINED  01 02 03    1750
IMATRON INC                          COM            452906100  47       23377    SH       DEFINED  01 02 03    23377
IMATRON INC                          COM            452906100  5        2361     SH       DEFINED              2361
IMMUNOMEDICS INC                     COM            452907108  175      8180     SH       DEFINED  01 02 03    8180
IMMUNOMEDICS INC                     COM            452907108  17       805      SH       DEFINED              805
IMPSAT FIBER NETWORKS INC            COM            45321T103  6        2970     SH       DEFINED  01 02 03    2970
IMPSAT FIBER NETWORKS INC            COM            45321T103  0        104      SH       DEFINED              104
IMRGLOBAL CORPORATION                COM            45321W106  63       5748     SH       DEFINED  01 02 03    5748
IMRGLOBAL CORPORATION                COM            45321W106  6        566      SH       DEFINED              566
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
INAMED CORP                          COM            453235103  81       3305     SH       DEFINED  01 02 03    3305
INAMED CORP                          COM            453235103  8        325      SH       DEFINED              325
INCO LTD                             COM            453258402  1857     107570   SH       DEFINED  01 02 03    107570
INCO LTD                             COM            453258402  9        510      SH       DEFINED              510
INCYTE GENOMICS INC                  COM            45337C102  2472     100800   SH       DEFINED  01 02 03    100800
INDEPENDENCE CMNTY BK CORP           COM            453414104  322      16326    SH       DEFINED  01 02 03    16326
INDEPENDENCE CMNTY BK CORP           COM            453414104  29       1491     SH       DEFINED              1491
INDEPENDENT BANK CORP MASS           COM            453836108  61       3096     SH       DEFINED  01 02 03    3096
INDEPENDENT BANK CORP MASS           COM            453836108  6        302      SH       DEFINED              302
INDUS INTL INC                       COM            45578L100  30       3703     SH       DEFINED  01 02 03    3703
INDUS INTL INC                       COM            45578L100  3        347      SH       DEFINED              347
INDYMAC BANCORP INC                  COM            456607100  2321     86591    SH       DEFINED  01 02 03    86591
INDYMAC BANCORP INC                  COM            456607100  39       1461     SH       DEFINED              1461
INFOCUS CORP                         COM            45665B106  1117     54792    SH       DEFINED  01 02 03    54792
INFOCUS CORP                         COM            45665B106  20       974      SH       DEFINED              974
INFOGRAMES INC                       COM            45665T107  30       3909     SH       DEFINED  01 02 03    3909
INFOGRAMES INC                       COM            45665T107  3        365      SH       DEFINED              365
INFORMATICA CORP                     COM            45666Q102  17627    1015378  SH       DEFINED  01 02 03    1015378
INFORMATICA CORP                     COM            45666Q102  24       1394     SH       DEFINED              1394
INFORMATION ARCHITECTS CORP          COM            45669R107  7        5389     SH       DEFINED  01 02 03    5389
INFORMATION ARCHITECTS CORP          COM            45669R107  0        184      SH       DEFINED              184
INFORMATION HLDGS INC                COM            456727106  77       2397     SH       DEFINED  01 02 03    2397
INFORMATION HLDGS INC                COM            456727106  8        236      SH       DEFINED              236
INFORMIX CORP                        COM            456779107  2062     353027   SH       DEFINED  01 02 03    353027
INFORTE CORP                         COM            45677R107  7        535      SH       DEFINED  01 02 03    535
INFORTE CORP                         COM            45677R107  0        19       SH       DEFINED              19
INFOSPACE INC                        COM            45678T102  4        1100     SH       DEFINED  01 02 03    1100
INFOUSA INC NEW                      COM            456818301  43       7221     SH       DEFINED  01 02 03    7221
INFOUSA INC NEW                      COM            456818301  4        702      SH       DEFINED              702
INGERSOLL-RAND CO                    COM            456866102  3661     88860    SH       DEFINED  01 02 03    88860
INGERSOLL-RAND CO                    COM            456866102  19       450      SH       DEFINED              450
INGLES MKTS INC                      CL A           457030104  33       2664     SH       DEFINED  01 02 03    2664
INGLES MKTS INC                      CL A           457030104  3        248      SH       DEFINED              248
INHALE THERAPEUTIC SYS INC           COM            457191104  2157     93777    SH       DEFINED  01 02 03    93777
INHALE THERAPEUTIC SYS INC           COM            457191104  23       994      SH       DEFINED              994
INKINE PHARMACEUTICALS INC           COM            457214104  10       2100     SH       DEFINED  01 02 03    2100
INKTOMI CORP                         COM            457277101  117      12230    SH       DEFINED  01 02 03    12230
INKTOMI CORP                         COM            457277101  2        200      SH       DEFINED              200
INPUT/OUTPUT INC                     COM            457652105  135      10609    SH       DEFINED  01 02 03    10609
INPUT/OUTPUT INC                     COM            457652105  12       969      SH       DEFINED              969
INSIGHT ENTERPRISES INC              COM            45765U103  7842     320078   SH       DEFINED  01 02 03    320078
INSIGHT ENTERPRISES INC              COM            45765U103  20       822      SH       DEFINED              822
INSITUFORM TECHNOLOGIES INC          CL A           457667103  7554     206959   SH       DEFINED  01 02 03    206959
INSITUFORM TECHNOLOGIES INC          CL A           457667103  19       510      SH       DEFINED              510
INSIGNIA FINL GROUP INC NEW          COM            45767A105  63       5133     SH       DEFINED  01 02 03    5133
INSIGNIA FINL GROUP INC NEW          COM            45767A105  6        469      SH       DEFINED              469
INSIGHT COMMUNICATIONS INC           CL A           45768V108  333      13334    SH       DEFINED  01 02 03    13334
INSIGHT COMMUNICATIONS INC           CL A           45768V108  25       998      SH       DEFINED              998
INNKEEPERS USA TR                    COM            4576J0104  175      14612    SH       DEFINED  01 02 03    14612
INNKEEPERS USA TR                    COM            4576J0104  10       872      SH       DEFINED              872
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
INSTINET GROUP INC                   COM            457750107  81       4360     SH       DEFINED  01 02 03    4360
INSURANCE AUTO AUCTIONS INC          COM            457875102  39       2308     SH       DEFINED  01 02 03    2308
INSURANCE AUTO AUCTIONS INC          COM            457875102  4        215      SH       DEFINED              215
INTEGRATED DEVICE TECHNOLOGY         COM            458118106  5636     177840   SH       DEFINED  01 02 03    177840
INTEGRATED DEVICE TECHNOLOGY         COM            458118106  8        250      SH       DEFINED              250
INTEGRATED ELECTRICAL SVC            COM            45811E103  88       9023     SH       DEFINED  01 02 03    9023
INTEGRATED ELECTRICAL SVC            COM            45811E103  8        829      SH       DEFINED              829
INTEGRATED CIRCUIT SYS INC           COM            45811K208  261      13613    SH       DEFINED  01 02 03    13613
INTEGRATED CIRCUIT SYS INC           COM            45811K208  6        325      SH       DEFINED              325
INTEGRATED SILICON SOLUTION          COM            45812P107  92       6585     SH       DEFINED  01 02 03    6585
INTEGRATED SILICON SOLUTION          COM            45812P107  9        648      SH       DEFINED              648
INTEL CORP                           COM            458140100  135975   4648728  SH       DEFINED  01 02 03    4648728
INTEL CORP                           COM            458140100  731      24980    SH       DEFINED              24980
INTEGRA BK CORP                      COM            45814P105  118      4775     SH       DEFINED  01 02 03    4775
INTEGRA BK CORP                      COM            45814P105  11       436      SH       DEFINED              436
INTELIDATA TECHNOLOGIES CORP         COM            45814T107  69       11627    SH       DEFINED  01 02 03    11627
INTELIDATA TECHNOLOGIES CORP         COM            45814T107  7        1145     SH       DEFINED              1145
INTER TEL INC                        COM            458372109  59       4985     SH       DEFINED  01 02 03    4985
INTER TEL INC                        COM            458372109  6        487      SH       DEFINED              487
INTERACTIVE INTELLIGENCE INC         COM            45839M103  12       1089     SH       DEFINED  01 02 03    1089
INTERACTIVE INTELLIGENCE INC         COM            45839M103  1        110      SH       DEFINED              110
INTERCEPT GROUP INC                  COM            45845L107  87       2291     SH       DEFINED  01 02 03    2291
INTERCEPT GROUP INC                  COM            45845L107  9        226      SH       DEFINED              226
INTERFACE INC                        CL A           458665106  93       12437    SH       DEFINED  01 02 03    12437
INTERFACE INC                        CL A           458665106  9        1144     SH       DEFINED              1144
INTERDIGITAL COMMUNICATIONS CP       COM            45866A105  183      13774    SH       DEFINED  01 02 03    13774
INTERDIGITAL COMMUNICATIONS CP       COM            45866A105  18       1356     SH       DEFINED              1356
INTERGRAPH CORP                      COM            458683109  187      12145    SH       DEFINED  01 02 03    12145
INTERGRAPH CORP                      COM            458683109  17       1109     SH       DEFINED              1109
INTERLIANT INC                       COM            458742103  7        12074    SH       DEFINED  01 02 03    12074
INTERLIANT INC                       COM            458742103  1        1241     SH       DEFINED              1241
INTERLINK ELECTRS                    COM            458751104  20       2431     SH       DEFINED  01 02 03    2431
INTERLINK ELECTRS                    COM            458751104  2        239      SH       DEFINED              239
INTERLOGIX INC                       COM            458763109  195      5348     SH       DEFINED  01 02 03    5348
INTERLOGIX INC                       COM            458763109  18       488      SH       DEFINED              488
INTERMEDIA COMMUNICATIONS INC        COM            458801107  203      13634    SH       DEFINED  01 02 03    13634
INTERMEDIA COMMUNICATIONS INC        COM            458801107  20       1319     SH       DEFINED              1319
INTERMUNE INC                        COM            45884X103  68       1902     SH       DEFINED  01 02 03    1902
INTERMUNE INC                        COM            45884X103  7        186      SH       DEFINED              186
INTERNATIONAL BANCSHARES CORP        COM            459044103  220      5236     SH       DEFINED  01 02 03    5236
INTERNATIONAL BANCSHARES CORP        COM            459044103  20       484      SH       DEFINED              484
INTERNATIONAL BUSINESS MACHS         COM            459200101  144576   1279430  SH       DEFINED  01 02 03    1279430
INTERNATIONAL BUSINESS MACHS         COM            459200101  744      6580     SH       DEFINED              6580
INTERNATIONAL FLAVORS&FRAGRANC       COM            459506101  1054     41930    SH       DEFINED  01 02 03    41930
INTERNATIONAL FLAVORS&FRAGRANC       COM            459506101  7        270      SH       DEFINED              270
INTERNATIONAL FIBERCOM INC           COM            45950T101  19       7708     SH       DEFINED  01 02 03    7708
INTERNATIONAL FIBERCOM INC           COM            45950T101  2        759      SH       DEFINED              759
INTERNATIONAL GAME TECHNOLOGY        COM            459902102  5971     95400    SH       DEFINED  01 02 03    95400
INTERNATIONAL MULTIFOODS CORP        COM            460043102  3442     165864   SH       DEFINED  01 02 03    165864
INTERNATIONAL MULTIFOODS CORP        COM            460043102  9        426      SH       DEFINED              426
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
INTL PAPER CO                        COM            460146103  7922     221910   SH       DEFINED  01 02 03    221910
INTL PAPER CO                        COM            460146103  48       1350     SH       DEFINED              1350
INTERNATIONAL RECTIFIER CORP         COM            460254105  3147     92300    SH       DEFINED  01 02 03    92300
INTERNATIONAL SHIPHOLDING CORP       COM NEW        460321201  10       1000     SH       DEFINED  01 02 03    1000
INTERNATIONAL SPEEDWAY CORP          CL A           460335201  2583     61500    SH       DEFINED  01 02 03    61500
INTL SPECIALTY PRODS INC NEW         COM            460337108  40       3751     SH       DEFINED  01 02 03    3751
INTL SPECIALTY PRODS INC NEW         COM            460337108  4        349      SH       DEFINED              349
INTERNET PICTURES CORP               COM            46059S101  3        11923    SH       DEFINED  01 02 03    11923
INTERNET PICTURES CORP               COM            46059S101  0        415      SH       DEFINED              415
INTERNET SEC SYS INC                 COM            46060X107  11576    238380   SH       DEFINED  01 02 03    238380
INTERPOOL INC                        COM            46062R108  52       3314     SH       DEFINED  01 02 03    3314
INTERPOOL INC                        COM            46062R108  5        309      SH       DEFINED              309
INTERPUBLIC GROUP COS INC            COM            460690100  5919     201666   SH       DEFINED  01 02 03    201666
INTERPUBLIC GROUP COS INC            COM            460690100  31       1050     SH       DEFINED              1050
INTERSTATE BAKERIES CORP DEL         COM            46072H108  1059     66159    SH       DEFINED  01 02 03    66159
INTERSTATE BAKERIES CORP DEL         COM            46072H108  11       718      SH       DEFINED              718
INTRANET SOLUTIONS INC               COM NEW        460939309  3181     83613    SH       DEFINED  01 02 03    83613
INTRANET SOLUTIONS INC               COM NEW        460939309  16       425      SH       DEFINED              425
INTERTAN INC                         COM            461120107  101      7184     SH       DEFINED  01 02 03    7184
INTERTAN INC                         COM            461120107  10       700      SH       DEFINED              700
INTERTRUST TECHNOLOGIES CORP         COM            46113Q109  19       16109    SH       DEFINED  01 02 03    16109
INTERTRUST TECHNOLOGIES CORP         COM            46113Q109  2        1751     SH       DEFINED              1751
INTERVOICE-BRITE INC                 COM            461142101  92       8394     SH       DEFINED  01 02 03    8394
INTERVOICE-BRITE INC                 COM            461142101  9        826      SH       DEFINED              826
INTERWOVEN INC                       COM            46114T102  396      23451    SH       DEFINED  01 02 03    23451
INTERWOVEN INC                       COM            46114T102  31       1809     SH       DEFINED              1809
INTRABIOTICS PHARMACEUTICALS         COM            46116T100  3        2034     SH       DEFINED  01 02 03    2034
INTRABIOTICS PHARMACEUTICALS         COM            46116T100  0        62       SH       DEFINED              62
INTRAWARE INC                        COM            46118M103  5        4080     SH       DEFINED  01 02 03    4080
INTRAWARE INC                        COM            46118M103  0        144      SH       DEFINED              144
INTUIT                               COM            461202103  5529     138250   SH       DEFINED  01 02 03    138250
INTUIT                               COM            461202103  54       1360     SH       DEFINED              1360
INVACARE CORP                        COM            461203101  381      9872     SH       DEFINED  01 02 03    9872
INVACARE CORP                        COM            461203101  24       613      SH       DEFINED              613
INTRUSION COM INC                    COM            46121E106  14       3949     SH       DEFINED  01 02 03    3949
INTRUSION COM INC                    COM            46121E106  1        398      SH       DEFINED              398
INVESTMENT TECHNOLOGY GRP NEW        COM            46145F105  2207     43876    SH       DEFINED  01 02 03    43876
INVESTMENT TECHNOLOGY GRP NEW        COM            46145F105  36       707      SH       DEFINED              707
INVITROGEN CORP                      COM            46185R100  1952     27180    SH       DEFINED  01 02 03    27180
INVITROGEN CORP                      COM            46185R100  64       896      SH       DEFINED              896
INVESTORS FINL SERVICES CORP         COM            461915100  3087     46081    SH       DEFINED  01 02 03    46081
INVESTORS FINL SERVICES CORP         COM            461915100  53       796      SH       DEFINED              796
IOMEGA CORP                          COM            462030107  167      69975    SH       DEFINED  01 02 03    69975
IOMEGA CORP                          COM            462030107  16       6782     SH       DEFINED              6782
IONICS INC                           COM            462218108  142      4510     SH       DEFINED  01 02 03    4510
IONICS INC                           COM            462218108  13       412      SH       DEFINED              412
IRON MTN INC PA                      COM            462846106  5107     113900   SH       DEFINED  01 02 03    113900
IRWIN FINL CORP                      COM            464119106  74       2936     SH       DEFINED  01 02 03    2936
IRWIN FINL CORP                      COM            464119106  7        268      SH       DEFINED              268
ISHARES TR                           S&P 500 INDEX  464287200  259      2100     SH       DEFINED  01 02 03    2100
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
ISHARES TR                           RUSL 2000 VALU 464287630  400      3100     SH       DEFINED  01 02 03    3100
ISIS PHARMACEUTICALS INC             COM            464330109  229      18470    SH       DEFINED  01 02 03    18470
ISIS PHARMACEUTICALS INC             COM            464330109  12       1007     SH       DEFINED              1007
ISLE OF CAPRI CASINOS INC            COM            464592104  62       6555     SH       DEFINED  01 02 03    6555
ISLE OF CAPRI CASINOS INC            COM            464592104  6        645      SH       DEFINED              645
IT GROUP INC                         COM            465266104  21       3300     SH       DEFINED  01 02 03    3300
I2 TECHNOLOGIES INC                  COM            465754109  4154     209820   SH       DEFINED  01 02 03    209820
IVAX CORP                            COM            465823102  13804    353957   SH       DEFINED  01 02 03    353957
IVAX CORP                            COM            465823102  63       1620     SH       DEFINED              1620
IVEX PACKAGING CORP DEL              COM            465855104  3792     199572   SH       DEFINED  01 02 03    199572
IVEX PACKAGING CORP DEL              COM            465855104  10       526      SH       DEFINED              526
IVILLAGE INC                         COM            46588H105  10       7019     SH       DEFINED  01 02 03    7019
IVILLAGE INC                         COM            46588H105  0        223      SH       DEFINED              223
JDN RLTY CORP                        COM            465917102  121      9033     SH       DEFINED  01 02 03    9033
JDN RLTY CORP                        COM            465917102  11       825      SH       DEFINED              825
IXYS CORP                            COM            46600W106  22       1384     SH       DEFINED  01 02 03    1384
IXYS CORP                            COM            46600W106  2        130      SH       DEFINED              130
JDS UNIPHASE CORP                    COM            46612J101  49117    3852296  SH       DEFINED  01 02 03    3852296
JDS UNIPHASE CORP                    COM            46612J101  58       4550     SH       DEFINED              4550
JDA SOFTWARE GROUP INC               COM            46612K108  96       5806     SH       DEFINED  01 02 03    5806
JDA SOFTWARE GROUP INC               COM            46612K108  9        535      SH       DEFINED              535
JLG INDS INC                         COM            466210101  133      10802    SH       DEFINED  01 02 03    10802
JLG INDS INC                         COM            466210101  12       987      SH       DEFINED              987
JNI CORP                             COM            46622G105  26       1830     SH       DEFINED  01 02 03    1830
JNI CORP                             COM            46622G105  3        180      SH       DEFINED              180
JP REALTY INC                        COM            46624A106  2962     120883   SH       DEFINED  01 02 03    120883
JP REALTY INC                        COM            46624A106  8        309      SH       DEFINED              309
J P MORGAN CHASE & CO                COM            46625H100  62213    1394918  SH       DEFINED  01 02 03    1394918
J P MORGAN CHASE & CO                COM            46625H100  340      7616     SH       DEFINED              7616
JABIL CIRCUIT INC                    COM            466313103  2675     86670    SH       DEFINED  01 02 03    86670
JABIL CIRCUIT INC                    COM            466313103  16       530      SH       DEFINED              530
JACK IN THE BOX INC                  COM            466367109  317      12143    SH       DEFINED  01 02 03    12143
JACK IN THE BOX INC                  COM            466367109  25       970      SH       DEFINED              970
JACOBS ENGR GROUP INC DEL            COM            469814107  4857     74460    SH       DEFINED  01 02 03    74460
JACOBS ENGR GROUP INC DEL            COM            469814107  37       570      SH       DEFINED              570
JAKKS PAC INC                        COM            47012E106  161      8583     SH       DEFINED  01 02 03    8583
JAKKS PAC INC                        COM            47012E106  8        452      SH       DEFINED              452
JEFFERIES GROUP INC NEW              COM            472319102  472      14566    SH       DEFINED  01 02 03    14566
JEFFERIES GROUP INC NEW              COM            472319102  21       645      SH       DEFINED              645
JEFFERSON PILOT CORP                 COM            475070108  3220     66635    SH       DEFINED  01 02 03    66635
JEFFERSON PILOT CORP                 COM            475070108  21       425      SH       DEFINED              425
JOHN NUVEEN CO                       CL A           478035108  97       1707     SH       DEFINED  01 02 03    1707
JOHN NUVEEN CO                       CL A           478035108  10       168      SH       DEFINED              168
JOHNSON & JOHNSON                    COM            478160104  112348   2246966  SH       DEFINED  01 02 03    2246966
JOHNSON & JOHNSON                    COM            478160104  608      12167    SH       DEFINED              12167
JOHNSON CTLS INC                     COM            478366107  6529     90090    SH       DEFINED  01 02 03    90090
JOHNSON CTLS INC                     COM            478366107  63       865      SH       DEFINED              865
JONES APPAREL GROUP INC              COM            480074103  6130     141900   SH       DEFINED  01 02 03    141900
JONES LANG LASALLE INC               COM            48020Q107  107      8110     SH       DEFINED  01 02 03    8110
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
JONES LANG LASALLE INC               COM            48020Q107  10       747      SH       DEFINED              747
JOURNAL REGISTER CO                  COM            481138105  189      11751    SH       DEFINED  01 02 03    11751
JOURNAL REGISTER CO                  COM            481138105  17       1073     SH       DEFINED              1073
JUNIPER NETWORKS INC                 COM            48203R104  24067    773874   SH       DEFINED  01 02 03    773874
JUNIPER NETWORKS INC                 COM            48203R104  26       820      SH       DEFINED              820
JUNO ONLINE SVCS INC                 COM            482048105  7        4844     SH       DEFINED  01 02 03    4844
JUNO ONLINE SVCS INC                 COM            482048105  1        521      SH       DEFINED              521
JUPITER MEDIA METRIX INC             COM            48206U104  6        4927     SH       DEFINED  01 02 03    4927
JUPITER MEDIA METRIX INC             COM            48206U104  0        169      SH       DEFINED              169
KLA-TENCOR CORP                      COM            482480100  25724    439960   SH       DEFINED  01 02 03    439960
KLA-TENCOR CORP                      COM            482480100  30       520      SH       DEFINED              520
K MART CORP                          COM            482584109  2462     214680   SH       DEFINED  01 02 03    214680
K MART CORP                          COM            482584109  16       1370     SH       DEFINED              1370
KPMG CONSULTING INC                  COM            48265R109  189      12300    SH       DEFINED  01 02 03    12300
K V PHARMACEUTICAL CO                CL B CONV      482740107  159      4736     SH       DEFINED  01 02 03    4736
K V PHARMACEUTICAL CO                CL B CONV      482740107  16       466      SH       DEFINED              466
KAISER ALUMINUM CORP                 COM            483007100  31       7886     SH       DEFINED  01 02 03    7886
KAISER ALUMINUM CORP                 COM            483007100  3        735      SH       DEFINED              735
KAMAN CORP                           CL A           483548103  105      5935     SH       DEFINED  01 02 03    5935
KAMAN CORP                           CL A           483548103  10       542      SH       DEFINED              542
KANA COMMUNICATIONS                  COM            483600102  30       14472.90 SH       DEFINED  01 02 03    14472.90
KANA COMMUNICATIONS                  COM            483600102  3        1442     SH       DEFINED              1442
KANSAS CITY LIFE INS CO              COM            484836101  75       1885     SH       DEFINED  01 02 03    1885
KANSAS CITY LIFE INS CO              COM            484836101  7        172      SH       DEFINED              172
KANSAS CITY PWR & LT CO              COM            485134100  2175     88594    SH       DEFINED  01 02 03    88594
KANSAS CITY PWR & LT CO              COM            485134100  38       1552     SH       DEFINED              1552
KAYDON CORP                          COM            486587108  1104     43045    SH       DEFINED  01 02 03    43045
KAYDON CORP                          COM            486587108  20       762      SH       DEFINED              762
KEANE INC                            COM            486665102  3466     157525   SH       DEFINED  01 02 03    157525
KB HOME                              COM            48666K109  1423     47163    SH       DEFINED  01 02 03    47163
KB HOME                              COM            48666K109  37       1224     SH       DEFINED              1224
KEITHLEY INSTRS INC                  COM            487584104  47       2189     SH       DEFINED  01 02 03    2189
KEITHLEY INSTRS INC                  COM            487584104  5        216      SH       DEFINED              216
KELLOGG CO                           COM            487836108  5402     186260   SH       DEFINED  01 02 03    186260
KELLOGG CO                           COM            487836108  33       1130     SH       DEFINED              1130
KELLWOOD CO                          COM            488044108  144      6243     SH       DEFINED  01 02 03    6243
KELLWOOD CO                          COM            488044108  13       570      SH       DEFINED              570
KELLY SVCS INC                       CL A           488152208  1120     46184    SH       DEFINED  01 02 03    46184
KELLY SVCS INC                       CL A           488152208  10       428      SH       DEFINED              428
KEMET CORP                           COM            488360108  4112     207570   SH       DEFINED  01 02 03    207570
KEMET CORP                           COM            488360108  22       1130     SH       DEFINED              1130
KENNAMETAL INC                       COM            489170100  1615     43767    SH       DEFINED  01 02 03    43767
KENNAMETAL INC                       COM            489170100  28       764      SH       DEFINED              764
KERR MCGEE CORP                      COM            492386107  6290     94920    SH       DEFINED  01 02 03    94920
KERR MCGEE CORP                      COM            492386107  17       260      SH       DEFINED              260
KEY ENERGY SVCS INC                  COM            492914106  2056     189700   SH       DEFINED  01 02 03    189700
KEY ENERGY SVCS INC                  COM            492914106  27       2471     SH       DEFINED              2471
KEY PRODTN INC                       COM            493138101  51       3074     SH       DEFINED  01 02 03    3074
KEY PRODTN INC                       COM            493138101  5        289      SH       DEFINED              289
KEYCORP NEW                          COM            493267108  5151     197740   SH       DEFINED  01 02 03    197740
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
KEYCORP NEW                          COM            493267108  31       1190     SH        DEFINED             1190
KEY3MEDIA GROUP INC                  COM            49326R104  61       5228     SH        DEFINED 01 02 03    5228
KEY3MEDIA GROUP INC                  COM            49326R104  6        500      SH        DEFINED             500
KEYNOTE SYS INC                      COM            493308100  639      58379    SH        DEFINED 01 02 03    58379
KEYNOTE SYS INC                      COM            493308100  5        431      SH        DEFINED             431
KEYSPAN CORP                         COM            49337W100  3084     84540    SH        DEFINED 01 02 03    84540
KEYSPAN CORP                         COM            49337W100  14       380      SH        DEFINED             380
KEYSTONE AUTOMOTIVE INDS INC         COM            49338N109  986      82500    SH        DEFINED 01 02 03    82500
KFORCE COM INC                       COM            493732101  56       8599     SH        DEFINED 01 02 03    8599
KFORCE COM INC                       COM            493732101  5        775      SH        DEFINED             775
KIMBALL INTL INC                     CL B           494274103  153      8448     SH        DEFINED 01 02 03    8448
KIMBALL INTL INC                     CL B           494274103  14       772      SH        DEFINED             772
KILROY RLTY CORP                     COM            49427F108  216      7409     SH        DEFINED 01 02 03    7409
KILROY RLTY CORP                     COM            49427F108  20       677      SH        DEFINED             677
KIMBERLY CLARK CORP                  COM            494368103  26309    470640   SH        DEFINED 01 02 03    470640
KIMBERLY CLARK CORP                  COM            494368103  164      2940     SH        DEFINED             2940
KINDER MORGAN INC KANS               COM            49455P101  2524     50220    SH        DEFINED 01 02 03    50220
KINDER MORGAN INC KANS               COM            49455P101  16       320      SH        DEFINED             320
KING PHARMACEUTICALS INC             COM            495582108  5724     106500   SH        DEFINED 01 02 03    106500
KING PHARMACEUTICALS INC             COM            495582108  26       480      SH        DEFINED             480
KIRBY CORP                           COM            497266106  159      6432     SH        DEFINED 01 02 03    6432
KIRBY CORP                           COM            497266106  15       603      SH        DEFINED             603
KNIGHT RIDDER INC                    COM            499040103  4937     83260    SH        DEFINED 01 02 03    83260
KNIGHT RIDDER INC                    COM            499040103  49       830      SH        DEFINED             830
KNIGHT TRANSN INC                    COM            499064103  56       2718     SH        DEFINED 01 02 03    2718
KNIGHT TRANSN INC                    COM            499064103  5        264      SH        DEFINED             264
KOGER EQUITY INC                     COM            500228101  121      7363     SH        DEFINED 01 02 03    7363
KOGER EQUITY INC                     COM            500228101  11       672      SH        DEFINED             672
KOHLS CORP                           COM            500255104  11835    188658   SH        DEFINED 01 02 03    188658
KOHLS CORP                           COM            500255104  58       930      SH        DEFINED             930
KONINKLIJKE PHILIPS ELECTRS NV       SP ADR NEW2000 500472303  1983     75032    SH        DEFINED 01 02 03    75032
KOREA ELECTRIC PWR                   SPONSORED ADR  500631106  471      49600    SH        DEFINED 01 02 03    49600
KORN FERRY INTL                      COM NEW        500643200  819      52845    SH        DEFINED 01 02 03    52845
KORN FERRY INTL                      COM NEW        500643200  15       940      SH        DEFINED             940
KOS PHARMACEUTICALS INC              COM            500648100  102      2570     SH        DEFINED 01 02 03    2570
KOS PHARMACEUTICALS INC              COM            500648100  10       251      SH        DEFINED             251
KRAFT FOODS INC                      CL A           50075N104  800      25800    SH        DEFINED 01 02 03    25800
KRISPY KREME DOUGHNUTS INC           COM            501014104  141      3520     SH        DEFINED 01 02 03    3520
KRISPY KREME DOUGHNUTS INC           COM            501014104  13       322      SH        DEFINED             322
KROGER CO                            COM            501044101  9035     361410   SH        DEFINED 01 02 03    361410
KROGER CO                            COM            501044101  57       2270     SH        DEFINED             2270
KRONOS INC                           COM            501052104  131      3187     SH        DEFINED 01 02 03    3187
KRONOS INC                           COM            501052104  13       314      SH        DEFINED             314
KUBOTA CORP                          ADR            501173207  107      1350     SH        DEFINED 01 02 03    1350
KULICKE & SOFFA INDS INC             COM            501242101  215      12537    SH        DEFINED 01 02 03    12537
KULICKE & SOFFA INDS INC             COM            501242101  21       1225     SH        DEFINED             1225
LCC INTERNATIONAL INC                CL A           501810105  17       2585     SH        DEFINED 01 02 03    2585
LCC INTERNATIONAL INC                CL A           501810105  2        261      SH        DEFINED             261
LNR PPTY CORP                        COM            501940100  219      6245     SH        DEFINED 01 02 03    6245
LNR PPTY CORP                        COM            501940100  20       570      SH        DEFINED             570
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
LSI LOGIC CORP                       COM            502161102  3339     177630   SH        DEFINED 01 02 03    177630
LSI LOGIC CORP                       COM            502161102  25       1341     SH        DEFINED             1341
LSI INDS INC                         COM            50216C108  73       3100     SH        DEFINED 01 02 03    3100
LTX CORP                             COM            502392103  1848     72290    SH        DEFINED 01 02 03    72290
LTX CORP                             COM            502392103  31       1201     SH        DEFINED             1201
L-3 COMMUNICATIONS HLDGS INC         COM            502424104  5065     66382    SH        DEFINED 01 02 03    66382
LA JOLLA PHARMACEUTICAL CO           COM            503459109  66       6440     SH        DEFINED 01 02 03    6440
LA Z BOY INC                         COM            505336107  306      16558    SH        DEFINED 01 02 03    16558
LA Z BOY INC                         COM            505336107  28       1512     SH        DEFINED             1512
LABOR READY INC                      COM NEW        505401208  43       8291     SH        DEFINED 01 02 03    8291
LABOR READY INC                      COM NEW        505401208  4        817      SH        DEFINED             817
LABORATORY CORP AMER HLDGS           COM NEW        50540R409  1934     25148    SH        DEFINED 01 02 03    25148
LABORATORY CORP AMER HLDGS           COM NEW        50540R409  68       890      SH        DEFINED             890
LABRANCHE & CO INC                   COM            505447102  2262     78009    SH        DEFINED 01 02 03    78009
LABRANCHE & CO INC                   COM            505447102  32       1093     SH       DEFINED              1093
LACLEDE GAS CO                       COM            505588103  132      5187     SH       DEFINED  01 02 03    5187
LACLEDE GAS CO                       COM            505588103  12       474      SH       DEFINED              474
LAM RESEARCH CORP                    COM            512807108  4901     165300   SH       DEFINED  01 02 03    165300
LAMAR ADVERTISING CO                 CL A           512815101  198      4490     SH       DEFINED  01 02 03    4490
LANCASTER COLONY CORP                COM            513847103  1697     51470    SH       DEFINED  01 02 03    51470
LANCASTER COLONY CORP                COM            513847103  25       765      SH       DEFINED              765
LANCE INC                            COM            514606102  546      40410    SH       DEFINED  01 02 03    40410
LANCE INC                            COM            514606102  9        631      SH       DEFINED              631
LANDAMERICA FINL GROUP INC           COM            514936103  116      3639     SH       DEFINED  01 02 03    3639
LANDAMERICA FINL GROUP INC           COM            514936103  11       332      SH       DEFINED              332
LANDS END INC                        COM            515086106  1498     37310    SH       DEFINED  01 02 03    37310
LANDS END INC                        COM            515086106  13       323      SH       DEFINED              323
LANDRYS SEAFOOD RESTAURANTS          COM            51508L103  100      5871     SH       DEFINED  01 02 03    5871
LANDRYS SEAFOOD RESTAURANTS          COM            51508L103  9        540      SH       DEFINED              540
LANDSTAR SYS INC                     COM            515098101  339      4982     SH       DEFINED  01 02 03    4982
LANDSTAR SYS INC                     COM            515098101  15       214      SH       DEFINED              214
LANTE CORP                           COM            516540101  3        3702     SH       DEFINED  01 02 03    3702
LANTE CORP                           COM            516540101  0        127      SH       DEFINED              127
LASALLE HOTEL PPTYS                  COM SH BEN INT 517942108  1438     80680    SH       DEFINED  01 02 03    80680
LASALLE HOTEL PPTYS                  COM SH BEN INT 517942108  5        290      SH       DEFINED              290
LATITUDE COMMUNICATIONS INC          COM            518292107  6        3218     SH       DEFINED  01 02 03    3218
LATITUDE COMMUNICATIONS INC          COM            518292107  0        114      SH       DEFINED              114
LATTICE SEMICONDUCTOR CORP           COM            518415104  3207     131425   SH       DEFINED  01 02 03    131425
LAUDER ESTEE COS INC                 CL A           518439104  56       1300     SH       DEFINED  01 02 03    1300
LAWSON PRODS INC                     COM            520776105  42       1442     SH       DEFINED  01 02 03    1442
LAWSON PRODS INC                     COM            520776105  4        134      SH       DEFINED              134
LAYNE CHRISTENSEN CO                 COM            521050104  1012     119100   SH       DEFINED  01 02 03    119100
LEAP WIRELESS INTL INC               COM            521863100  232      7658     SH       DEFINED  01 02 03    7658
LEAP WIRELESS INTL INC               COM            521863100  23       754      SH       DEFINED              754
LEAR CORP                            COM            521865105  4179     119747   SH       DEFINED  01 02 03    119747
LEAR CORP                            COM            521865105  56       1603     SH       DEFINED              1603
LEARNING TREE INTL INC               COM            522015106  63       2760     SH       DEFINED  01 02 03    2760
LEARNING TREE INTL INC               COM            522015106  6        272      SH       DEFINED              272
LEE ENTERPRISES INC                  COM            523768109  2047     62022    SH       DEFINED  01 02 03    62022
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
LEE ENTERPRISES INC                  COM            523768109  36       1097     SH       DEFINED              1097
LEGATO SYS INC                       COM            524651106  1998     125243   SH       DEFINED  01 02 03    125243
LEGATO SYS INC                       COM            524651106  35       2210     SH       DEFINED              2210
LEGGETT & PLATT INC                  COM            524660107  1895     86010    SH       DEFINED  01 02 03    86010
LEGGETT & PLATT INC                  COM            524660107  12       550      SH       DEFINED              550
LEGG MASON INC                       COM            524901105  3941     79200    SH       DEFINED  01 02 03    79200
LEHMAN BROS HLDGS INC                COM            524908100  15819    203465   SH       DEFINED  01 02 03    203465
LEHMAN BROS HLDGS INC                COM            524908100  101      1305     SH       DEFINED              1305
LENNAR CORP                          COM            526057104  4721     113222   SH       DEFINED  01 02 03    113222
LENNAR CORP                          COM            526057104  51       1217     SH       DEFINED              1217
LENNOX INTL INC                      COM            526107107  119      10873    SH       DEFINED  01 02 03    10873
LENNOX INTL INC                      COM            526107107  11       993      SH       DEFINED              993
LEUCADIA NATL CORP                   COM            527288104  2415     74408    SH       DEFINED  01 02 03    74408
LEUCADIA NATL CORP                   COM            527288104  31       951      SH       DEFINED              951
LEVEL 8 SYS INC                      COM            52729M102  7        1490     SH       DEFINED  01 02 03    1490
LEVEL 8 SYS INC                      COM            52729M102  0        52       SH       DEFINED              52
LEVEL 3 COMMUNICATIONS INC           COM            52729N100  26       4700     SH       DEFINED  01 02 03    4700
LEXICON GENETICS INC                 COM            528872104  32       2527     SH       DEFINED  01 02 03    2527
LEXICON GENETICS INC                 COM            528872104  3        255      SH       DEFINED              255
LEXINGTON CORP PPTYS TR              COM            529043101  75       4826     SH       DEFINED  01 02 03    4826
LEXINGTON CORP PPTYS TR              COM            529043101  7        441      SH       DEFINED              441
LEXMARK INTL NEW                     CL A           529771107  7027     104490   SH       DEFINED  01 02 03    104490
LEXMARK INTL NEW                     CL A           529771107  54       810      SH       DEFINED              810
LIBBEY INC                           COM            529898108  162      4070     SH       DEFINED  01 02 03    4070
LIBBEY INC                           COM            529898108  15       384      SH       DEFINED              384
LIBERATE TECHNOLOGIES                COM            530129105  76       6970     SH       DEFINED  01 02 03    6970
LIBERTY CORP S C                     COM            530370105  175      4382     SH       DEFINED  01 02 03    4382
LIBERTY CORP S C                     COM            530370105  16       400      SH       DEFINED              400
LIBERTY FINL COS INC                 COM            530512102  125      3843     SH       DEFINED  01 02 03    3843
LIBERTY FINL COS INC                 COM            530512102  11       351      SH       DEFINED              351
LIBERTY LIVEWIRE CORP                CL A           530709104  5        600      SH       DEFINED  01 02 03    600
LIBERTY LIVEWIRE CORP                CL A           530709104  0        20       SH       DEFINED              20
LIFELINE SYS INC                     COM            532192101  1255     63500    SH       DEFINED  01 02 03    63500
LIFEPOINT HOSPITALS INC              COM            53219L109  7275     164301   SH       DEFINED  01 02 03    164301
LIFEPOINT HOSPITALS INC              COM            53219L109  39       872      SH       DEFINED              872
LIGAND PHARMACEUTICALS INC           CL B           53220K207  481      42575    SH       DEFINED  01 02 03    42575
LIGAND PHARMACEUTICALS INC           CL B           53220K207  16       1404     SH       DEFINED              1404
LIFEMINDERS INC                      COM            53220Q105  5        3056     SH       DEFINED  01 02 03    3056
LIFEMINDERS INC                      COM            53220Q105  0        110      SH       DEFINED              110
LIGHTBRIDGE INC                      COM            532226107  137      7046     SH       DEFINED  01 02 03    7046
LIGHTBRIDGE INC                      COM            532226107  13       694      SH       DEFINED              694
LIGHTPATH TECHNOLOGIES INC           CL A           532257102  35       3901     SH       DEFINED  01 02 03    3901
LIGHTPATH TECHNOLOGIES INC           CL A           532257102  3        384      SH       DEFINED              384
LIGHTSPAN INC                        COM            53226T103  3        2104     SH       DEFINED  01 02 03    2104
LIGHTSPAN INC                        COM            53226T103  0        70       SH       DEFINED              70
LILLY ELI & CO                       COM            532457108  53594    724243   SH       DEFINED  01 02 03    724243
LILLY ELI & CO                       COM            532457108  386      5210     SH       DEFINED              5210
LIMITED INC                          COM            532716107  3087     186860   SH       DEFINED  01 02 03    186860
LIMITED INC                          COM            532716107  20       1190     SH       DEFINED              1190
LINCARE HLDGS INC                    COM            532791100  8648     288180   SH       DEFINED  01 02 03    288180
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
LINCARE HLDGS INC                    COM            532791100  62       2066     SH       DEFINED              2066
LINCOLN ELEC HLDGS INC               COM            533900106  243      9540     SH       DEFINED  01 02 03    9540
LINCOLN ELEC HLDGS INC               COM            533900106  22       871      SH       DEFINED              871
LINCOLN NATL CORP IND                COM            534187109  8070     155950   SH       DEFINED  01 02 03    155950
LINCOLN NATL CORP IND                COM            534187109  62       1200     SH       DEFINED              1200
LINDSAY MFG CO                       COM            535555106  58       3027     SH       DEFINED  01 02 03    3027
LINDSAY MFG CO                       COM            535555106  6        295      SH       DEFINED              295
LINEAR TECHNOLOGY CORP               COM            535678106  11068    250305   SH       DEFINED  01 02 03    250305
LINEAR TECHNOLOGY CORP               COM            535678106  39       890      SH       DEFINED              890
LINENS N THINGS INC                  COM            535679104  349      12767    SH       DEFINED  01 02 03    12767
LINENS N THINGS INC                  COM            535679104  28       1016     SH       DEFINED              1016
LIQUI BOX CORP                       COM            536314107  29       755      SH       DEFINED  01 02 03    755
LIQUI BOX CORP                       COM            536314107  3        76       SH       DEFINED              76
LITTELFUSE INC                       COM            537008104  4521     168740   SH       DEFINED  01 02 03    168740
LITTELFUSE INC                       COM            537008104  13       498      SH       DEFINED              498
LIVEPERSON INC                       COM            538146101  0        1026     SH       DEFINED  01 02 03    1026
LIVEPERSON INC                       COM            538146101  0        40       SH       DEFINED              40
LIZ CLAIBORNE INC                    COM            539320101  1746     34610    SH       DEFINED  01 02 03    34610
LIZ CLAIBORNE INC                    COM            539320101  8        150      SH       DEFINED              150
LO-JACK CORP                         COM            539451104  25       4300     SH       DEFINED  01 02 03    4300
LOCKHEED MARTIN CORP                 COM            539830109  8034     216840   SH       DEFINED  01 02 03    216840
LOCKHEED MARTIN CORP                 COM            539830109  45       1210     SH       DEFINED              1210
LODGENET ENTMT CORP                  COM            540211109  57       3241     SH       DEFINED  01 02 03    3241
LODGENET ENTMT CORP                  COM            540211109  5        306      SH       DEFINED              306
LOEWS CORP                           COM            540424108  9485     147220   SH       DEFINED  01 02 03    147220
LOEWS CORP                           COM            540424108  35       550      SH       DEFINED              550
LONDON PAC GROUP LTD                 SPONSORED ADR  542073101  782      133000   SH       DEFINED  01 02 03    133000
LONE STAR STEAKHOUSE SALOON          COM            542307103  447      34404    SH       DEFINED  01 02 03    34404
LONE STAR STEAKHOUSE SALOON          COM            542307103  8        603      SH       DEFINED              603
LONE STAR TECHNOLOGIES INC           COM            542312103  5523     152556   SH       DEFINED  01 02 03    152556
LONE STAR TECHNOLOGIES INC           COM            542312103  22       594      SH       DEFINED              594
LONGS DRUG STORES CORP               COM            543162101  1227     56915    SH       DEFINED  01 02 03    56915
LONGS DRUG STORES CORP               COM            543162101  16       741      SH       DEFINED              741
LONGVIEW FIBRE CO                    COM            543213102  904      73390    SH       DEFINED  01 02 03    73390
LONGVIEW FIBRE CO                    COM            543213102  16       1287     SH       DEFINED              1287
LOOKSMART LTD                        COM            543442107  11       10308    SH       DEFINED  01 02 03    10308
LOOKSMART LTD                        COM            543442107  1        1058     SH       DEFINED              1058
LOUDEYE TECHNOLOGIES INC             COM            545754103  2        1311     SH       DEFINED  01 02 03    1311
LOUDEYE TECHNOLOGIES INC             COM            545754103  0        44       SH       DEFINED              44
LOUIS DREYFUS NAT GAS CORP           COM            546011107  657      18849    SH       DEFINED  01 02 03    18849
LOUIS DREYFUS NAT GAS CORP           COM            546011107  19       534      SH       DEFINED              534
LOUISIANA PAC CORP                   COM            546347105  873      74396    SH       DEFINED  01 02 03    74396
LOUISIANA PAC CORP                   COM            546347105  34       2909     SH       DEFINED              2909
LOWES COS INC                        COM            548661107  13594    187370   SH       DEFINED  01 02 03    187370
LOWES COS INC                        COM            548661107  102      1410     SH       DEFINED              1410
LUBRIZOL CORP                        COM            549271104  2284     73564    SH       DEFINED  01 02 03    73564
LUBRIZOL CORP                        COM            549271104  41       1312     SH       DEFINED              1312
LUBYS INC                            COM            549282101  60       6162     SH       DEFINED  01 02 03    6162
LUBYS INC                            COM            549282101  6        563      SH       DEFINED              563
LUCENT TECHNOLOGIES INC              COM            549463107  10129    1633682  SH       DEFINED  01 02 03    1633682
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
LUCENT TECHNOLOGIES INC              COM            549463107  75       12100    SH       DEFINED              12100
LUMINEX CORP DEL                     COM            55027E102  25       1228     SH       DEFINED  01 02 03    1228
LUMINEX CORP DEL                     COM            55027E102  2        120      SH       DEFINED              120
LYNX THERAPEUTICS INC                COM NEW        551812308  17       2492     SH       DEFINED  01 02 03    2492
LYNX THERAPEUTICS INC                COM NEW        551812308  2        255      SH       DEFINED              255
LYONDELL CHEMICAL CO                 COM            552078107  2935     190800   SH       DEFINED  01 02 03    190800
M & T BK CORP                        COM            55261F104  8479     112300   SH       DEFINED  01 02 03    112300
MAF BANCORP INC                      COM            55261R108  193      6280     SH       DEFINED  01 02 03    6280
MAF BANCORP INC                      COM            55261R108  18       574      SH       DEFINED              574
MBIA INC                             COM            55262C100  4580     82250    SH       DEFINED  01 02 03    82250
MBIA INC                             COM            55262C100  23       410      SH       DEFINED              410
MBNA CORP                            COM            55262L100  18204    552480   SH       DEFINED  01 02 03    552480
MBNA CORP                            COM            55262L100  127      3850     SH       DEFINED              3850
M D C HLDGS INC                      COM            552676108  230      6507     SH       DEFINED  01 02 03    6507
M D C HLDGS INC                      COM            552676108  21       594      SH       DEFINED              594
MDU RES GROUP INC                    COM            552690109  3058     96660    SH       DEFINED  01 02 03    96660
MDU RES GROUP INC                    COM            552690109  52       1650     SH       DEFINED              1650
MCSI INC                             COM            55270M108  42       2788     SH       DEFINED  01 02 03    2788
MCSI INC                             COM            55270M108  4        269      SH       DEFINED              269
MEMC ELECTR MATLS INC                COM            552715104  68       8857     SH       DEFINED  01 02 03    8857
MEMC ELECTR MATLS INC                COM            552715104  6        835      SH       DEFINED              835
MGIC INVT CORP WIS                   COM            552848103  3541     48750    SH       DEFINED  01 02 03    48750
MGIC INVT CORP WIS                   COM            552848103  22       300      SH       DEFINED              300
MGI PHARMA INC                       COM            552880106  53       4219     SH       DEFINED  01 02 03    4219
MGI PHARMA INC                       COM            552880106  5        415      SH       DEFINED              415
MGM MIRAGE                           COM            552953101  407      13600    SH       DEFINED  01 02 03    13600
MKS INSTRUMENT INC                   COM            55306N104  3934     136589   SH       DEFINED  01 02 03    136589
MKS INSTRUMENT INC                   COM            55306N104  10       352      SH       DEFINED              352
MPW INDUSTRIAL SVCS GROUP            COM            553444100  5        3900     SH       DEFINED  01 02 03    3900
MRV COMMUNICATIONS INC               COM            553477100  154      16494    SH       DEFINED  01 02 03    16494
MRV COMMUNICATIONS INC               COM            553477100  15       1624     SH       DEFINED              1624
MRO SOFTWARE INC                     COM            55347W105  54       3415     SH       DEFINED  01 02 03    3415
MRO SOFTWARE INC                     COM            55347W105  5        336      SH       DEFINED              336
MSC INDL DIRECT INC                  CL A           553530106  1387     79700    SH       DEFINED  01 02 03    79700
M S CARRIERS INC                     COM            553533100  70       2289     SH       DEFINED  01 02 03    2289
M S CARRIERS INC                     COM            553533100  6        209      SH       DEFINED              209
MTI TECHNOLOGY CORP                  COM            553903105  16       8039     SH       DEFINED  01 02 03    8039
MTI TECHNOLOGY CORP                  COM            553903105  2        809      SH       DEFINED              809
MACDERMID INC                        COM            554273102  462      25650    SH       DEFINED  01 02 03    25650
MACDERMID INC                        COM            554273102  8        448      SH       DEFINED              448
MACERICH CO                          COM            554382101  213      8600     SH       DEFINED  01 02 03    8600
MACERICH CO                          COM            554382101  19       786      SH       DEFINED              786
MACROVISION CORP                     COM            555904101  9270     135325   SH       DEFINED  01 02 03    135325
MACROMEDIA INC                       COM            556100105  1261     70080    SH       DEFINED  01 02 03    70080
MADDEN STEVEN LTD                    COM            556269108  200      10936    SH       DEFINED  01 02 03    10936
MADDEN STEVEN LTD                    COM            556269108  4        230      SH       DEFINED              230
MADISON GAS & ELEC CO                COM            557497104  126      4543     SH       DEFINED  01 02 03    4543
MADISON GAS & ELEC CO                COM            557497104  12       415      SH       DEFINED              415
MAGNA INTL INC                       CL A           559222401  892      14500    SH       DEFINED  01 02 03    14500
MAGNETEK INC                         COM            559424106  62       4988     SH       DEFINED  01 02 03    4988
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
MAGNETEK INC                         COM            559424106  6        463      SH       DEFINED              463
MAIL-WELL INC                        COM            560321200  53       12573    SH       DEFINED  01 02 03    12573
MAIL-WELL INC                        COM            560321200  5        1167     SH       DEFINED              1167
MAKITA CORP                          ADR NEW        560877300  19       3000     SH       DEFINED  01 02 03    3000
MANAGEMENT NETWORK GROUP INC         COM            561693102  863      141496   SH       DEFINED  01 02 03    141496
MANAGEMENT NETWORK GROUP INC         COM            561693102  0        49       SH       DEFINED              49
MANDALAY RESORT GROUP                COM            562567107  2395     87400    SH       DEFINED  01 02 03    87400
MANHATTAN ASSOCS INC                 COM            562750109  48       1196     SH       DEFINED  01 02 03    1196
MANHATTAN ASSOCS INC                 COM            562750109  5        118      SH       DEFINED              118
MANITOWOC INC                        COM            563571108  189      6414     SH       DEFINED  01 02 03    6414
MANITOWOC INC                        COM            563571108  18       619      SH       DEFINED              619
MANOR CARE INC NEW                   COM            564055101  2138     67354    SH       DEFINED  01 02 03    67354
MANOR CARE INC NEW                   COM            564055101  74       2323     SH       DEFINED              2323
MANPOWER INC                         COM            56418H100  3676     122940   SH       DEFINED  01 02 03    122940
MANPOWER INC                         COM            56418H100  19       620      SH       DEFINED              620
MANUFACTURED HOME CMNTYS INC         COM            564682102  130      4621     SH       DEFINED  01 02 03    4621
MANUFACTURED HOME CMNTYS INC         COM            564682102  12       442      SH       DEFINED              442
MANUGISTICS GROUP INC                COM            565011103  343      13666    SH       DEFINED  01 02 03    13666
MANUGISTICS GROUP INC                COM            565011103  34       1346     SH       DEFINED              1346
MAPINFO CORP                         COM            565105103  81       3688     SH       DEFINED  01 02 03    3688
MAPINFO CORP                         COM            565105103  8        363      SH       DEFINED              363
MARCUS CORP                          COM            566330106  84       6029     SH       DEFINED  01 02 03    6029
MARCUS CORP                          COM            566330106  8        551      SH       DEFINED              551
MARIMBA INC                          COM            56781Q109  8        3597     SH       DEFINED  01 02 03    3597
MARIMBA INC                          COM            56781Q109  1        366      SH       DEFINED              366
MARINE DRILLING COS INC              COM PAR $0.01  568240204  1408     73675    SH       DEFINED  01 02 03    73675
MARINE PRODS CORP                    COM            568427108  9        2058     SH       DEFINED  01 02 03    2058
MARINE PRODS CORP                    COM            568427108  0        72       SH       DEFINED              72
MARKEL CORP                          COM            570535104  2837     14438    SH       DEFINED  01 02 03    14438
MARKEL CORP                          COM            570535104  33       169      SH       DEFINED              169
MARKETWATCH COM INC                  COM            570619106  2        979      SH       DEFINED  01 02 03    979
MARKETWATCH COM INC                  COM            570619106  0        39       SH       DEFINED              39
MARSH & MCLENNAN COS INC             COM            571748102  34900    345540   SH       DEFINED  01 02 03    345540
MARSH & MCLENNAN COS INC             COM            571748102  78       770      SH       DEFINED              770
MARSHALL & ILSLEY CORP               COM            571834100  6732     124900   SH       DEFINED  01 02 03    124900
MARRIOTT INTL INC NEW                CL A           571903202  5055     106780   SH       DEFINED  01 02 03    106780
MARRIOTT INTL INC NEW                CL A           571903202  32       680      SH       DEFINED              680
MARTEK BIOSCIENCES CORP              COM            572901106  139      4878     SH       DEFINED  01 02 03    4878
MARTEK BIOSCIENCES CORP              COM            572901106  14       480      SH       DEFINED              480
MARTHA STEWART LIVING OMNIMED        CL A           573083102  56       2414     SH       DEFINED  01 02 03    2414
MARTHA STEWART LIVING OMNIMED        CL A           573083102  5        238      SH       DEFINED              238
MARTIN MARIETTA MATLS INC            COM            573284106  2707     54700    SH       DEFINED  01 02 03    54700
MASCO CORP                           COM            574599106  6303     252515   SH       DEFINED  01 02 03    252515
MASCO CORP                           COM            574599106  32       1290     SH       DEFINED              1290
MASTEC INC                           COM            576323109  2364     179075   SH       DEFINED  01 02 03    179075
MATERIAL SCIENCIES CORP              COM            576674105  1189     120300   SH       DEFINED  01 02 03    120300
MATRIX PHARMACEUTICAL INC            COM            576844104  69       6659     SH       DEFINED  01 02 03    6659
MATRIX PHARMACEUTICAL INC            COM            576844104  7        656      SH       DEFINED              656
MATRIXONE INC                        COM            57685P304  177      7640     SH       DEFINED  01 02 03    7640
MATRIXONE INC                        COM            57685P304  3        143      SH       DEFINED              143
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
MATTEL INC                           COM            577081102  8314     439415   SH       DEFINED  01 02 03    439415
MATTEL INC                           COM            577081102  50       2650     SH       DEFINED              2650
MATTHEWS INTL CORP                   CL A           577128101  8274     188187   SH       DEFINED  01 02 03    188187
MATTHEWS INTL CORP                   CL A           577128101  16       353      SH       DEFINED              353
MATTSON TECHNOLOGY INC               COM            577223100  1857     106261   SH       DEFINED  01 02 03    106261
MATTSON TECHNOLOGY INC               COM            577223100  13       737      SH       DEFINED              737
MAXTOR CORP                          COM NEW        577729205  246      46918    SH       DEFINED  01 02 03    46918
MAXTOR CORP                          COM NEW        577729205  24       4571     SH       DEFINED              4571
MAXIM INTEGRATED PRODS INC           COM            57772K101  78610    1778100  SH       DEFINED  01 02 03    1778100
MAXIM INTEGRATED PRODS INC           COM            57772K101  41       920      SH       DEFINED              920
MAXIM PHARMACEUTICALS INC            COM            57772M107  37       5918     SH       DEFINED  01 02 03    5918
MAXIM PHARMACEUTICALS INC            COM            57772M107  4        583      SH       DEFINED              583
MAXYGEN INC                          COM            577776107  115      5915     SH       DEFINED  01 02 03    5915
MAXYGEN INC                          COM            577776107  4        195      SH       DEFINED              195
MAY DEPT STORES CO                   COM            577778103  11188    326560   SH       DEFINED  01 02 03    326560
MAY DEPT STORES CO                   COM            577778103  93       2700     SH       DEFINED              2700
MAVERICK TUBE CORP                   COM            577914104  146      8598     SH       DEFINED  01 02 03    8598
MAVERICK TUBE CORP                   COM            577914104  14       847      SH       DEFINED              847
MAXIMUS INC                          COM            577933104  8174     203893   SH       DEFINED  01 02 03    203893
MAXIMUS INC                          COM            577933104  11       286      SH       DEFINED              286
MAYTAG CORP                          COM            578592107  976      33340    SH       DEFINED  01 02 03    33340
MAYTAG CORP                          COM            578592107  6        210      SH       DEFINED              210
MCAFEE COM CORP                      CL A           579062100  19       1555     SH       DEFINED  01 02 03    1555
MCAFEE COM CORP                      CL A           579062100  2        157      SH       DEFINED              157
MCCLATCHY CO                         CL A           579489105  202      5160     SH       DEFINED  01 02 03    5160
MCCLATCHY CO                         CL A           579489105  18       471      SH       DEFINED              471
MCCORMICK & CO INC                   COM NON VTG    579780206  3345     79600    SH       DEFINED  01 02 03    79600
MCDATA CORP                          CL B           580031102  70       3200     SH       DEFINED  01 02 03    3200
MCDATA CORP                          CL A           580031201  55       3115     SH       DEFINED  01 02 03    3115
MCDERMOTT INTL INC                   COM            580037109  312      26800    SH       DEFINED  01 02 03    26800
MCDERMOTT INTL INC                   COM            580037109  2        170      SH       DEFINED              170
MCDONALDS CORP                       COM            580135101  20184    745910   SH       DEFINED  01 02 03    745910
MCDONALDS CORP                       COM            580135101  98       3610     SH       DEFINED              3610
MCGRATH RENTCORP                     COM            580589109  107      4413     SH       DEFINED  01 02 03    4413
MCGRATH RENTCORP                     COM            580589109  5        214      SH       DEFINED              214
MCGRAW HILL COS INC                  COM            580645109  5887     89000    SH       DEFINED  01 02 03    89000
MCGRAW HILL COS INC                  COM            580645109  36       540      SH       DEFINED              540
MCK COMMUNICATIONS INC               COM            581243102  5        2477     SH       DEFINED  01 02 03    2477
MCK COMMUNICATIONS INC               COM            581243102  0        82       SH       DEFINED              82
MCKESSON HBOC INC                    COM            58155Q103  4773     128580   SH       DEFINED  01 02 03    128580
MCKESSON HBOC INC                    COM            58155Q103  30       800      SH       DEFINED              800
MCLEODUSA INC                        CL A           582266102  92       20150    SH       DEFINED  01 02 03    20150
MCMORAN EXPLORATION CO               COM            582411104  65       4356     SH       DEFINED  01 02 03    4356
MCMORAN EXPLORATION CO               COM            582411104  6        398      SH       DEFINED              398
MEAD CORP                            COM            582834107  1180     43470    SH       DEFINED  01 02 03    43470
MEAD CORP                            COM            582834107  8        280      SH       DEFINED              280
MEADE INSTRUMENTS CORP               COM            583062104  97       14409    SH       DEFINED  01 02 03    14409
MEADE INSTRUMENTS CORP               COM            583062104  1        215      SH       DEFINED              215
MECHANICAL TECHNOLOGY INC            COM            583538103  43       5920     SH       DEFINED  01 02 03    5920
MECHANICAL TECHNOLOGY INC            COM            583538103  4        583      SH       DEFINED              583
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
MEDAREX INC                          COM            583916101  1009     42940    SH       DEFINED  01 02 03    42940
MEDALLION FINL CORP                  COM            583928106  30       2945     SH       DEFINED  01 02 03    2945
MEDALLION FINL CORP                  COM            583928106  3        293      SH       DEFINED              293
MEDIA GEN INC                        CL A           584404107  1463     31798    SH       DEFINED  01 02 03    3179
MEDIA GEN INC                        CL A           584404107  22       484      SH       DEFINED              484
MEDIA 100 INC                        COM            58440W105  4        2675     SH       DEFINED  01 02 03    2675
MEDIA 100 INC                        COM            58440W105  0        96       SH       DEFINED              96
MEDIAPLEX INC                        COM            58446B105  3        3204     SH       DEFINED  01 02 03    3204
MEDIAPLEX INC                        COM            58446B105  0        113      SH       DEFINED              113
MEDIACOM COMMUNICATIONS CORP         CL A           58446K105  2250     160721   SH       DEFINED  01 02 03    160721
MEDIACOM COMMUNICATIONS CORP         CL A           58446K105  7        501      SH       DEFINED              501
MEDICALOGIC/MEDSCAPE INC             COM            584642102  2        2693     SH       DEFINED  01 02 03    2693
MEDICALOGIC/MEDSCAPE INC             COM            584642102  0        91       SH       DEFINED              91
MEDICIS PHARMACEUTICAL CORP          CL A NEW       584690309  5473     103255   SH       DEFINED  01 02 03    103255
MEDICIS PHARMACEUTICAL CORP          CL A NEW       584690309  40       753      SH       DEFINED              753
MEDIMMUNE INC                        COM            584699102  5904     125090   SH       DEFINED  01 02 03    125090
MEDIMMUNE INC                        COM            584699102  28       600      SH       DEFINED              600
MEDQUIST INC                         COM            584949101  111      3739     SH       DEFINED  01 02 03    3739
MEDQUIST INC                         COM            584949101  11       368      SH       DEFINED              368
MEDTRONIC INC                        COM            585055106  29701    645529   SH       DEFINED  01 02 03    645529
MEDTRONIC INC                        COM            585055106  172      3730     SH       DEFINED              3730
MELLON FINL CORP                     COM            58551A108  11998    260820   SH       DEFINED  01 02 03    260820
MELLON FINL CORP                     COM            58551A108  75       1630     SH       DEFINED              1630
MEMBERWORKS INC                      COM            586002107  57       2455     SH       DEFINED  01 02 03    2455
MEMBERWORKS INC                      COM            586002107  6        243      SH       DEFINED              243
MENS WEARHOUSE INC                   COM            587118100  235      8497     SH       DEFINED  01 02 03    8497
MENS WEARHOUSE INC                   COM            587118100  22       813      SH       DEFINED              813
MENTOR CORP MINN                     COM            587188103  3754     131731   SH       DEFINED  01 02 03    131731
MENTOR CORP MINN                     COM            587188103  15       535      SH       DEFINED              535
MENTOR GRAPHICS CORP                 COM            587200106  2113     120731   SH       DEFINED  01 02 03    120731
MENTOR GRAPHICS CORP                 COM            587200106  29       1637     SH       DEFINED              1637
MERCANTILE BANKSHARES CORP           COM            587405101  3224     82400    SH       DEFINED  01 02 03    82400
MERCATOR SOFTWARE INC                COM            587587106  16       6294     SH       DEFINED  01 02 03    6294
MERCATOR SOFTWARE INC                COM            587587106  2        646      SH       DEFINED              646
MERCK & CO INC                       COM            589331107  98226    1536940  SH       DEFINED  01 02 03    1536940
MERCK & CO INC                       COM            589331107  660      10330    SH       DEFINED              10330
MERCURY COMPUTER SYS                 COM            589378108  298      6755     SH       DEFINED  01 02 03    6755
MERCURY COMPUTER SYS                 COM            589378108  24       543      SH       DEFINED              543
MERCURY GENL CORP NEW                COM            589400100  257      7357     SH       DEFINED  01 02 03    7357
MERCURY GENL CORP NEW                COM            589400100  23       672      SH       DEFINED              672
MERCURY INTERACTIVE CORP             COM            589405109  14388    240195   SH       DEFINED  01 02 03    240195
MERCURY INTERACTIVE CORP             COM            589405109  14       230      SH       DEFINED              230
MEREDITH CORP                        COM            589433101  1318     36805    SH       DEFINED  01 02 03    36805
MEREDITH CORP                        COM            589433101  38       1064     SH       DEFINED              1064
MERIDIAN RESOURCE CORP               COM            58977Q109  29       4026     SH       DEFINED  01 02 03    4026
MERIDIAN RESOURCE CORP               COM            58977Q109  3        396      SH       DEFINED              396
MERISTAR HOSPITALITY CORP            COM            58984Y103  222      9359     SH       DEFINED  01 02 03    9359
MERISTAR HOSPITALITY CORP            COM            58984Y103  20       855      SH       DEFINED              855
MERIX CORP                           COM            590049102  0        3000     SH       DEFINED  01 02 03    3000
MERRILL LYNCH & CO INC               COM            590188108  39313    663510   SH       DEFINED  01 02 03    663510
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
MERRILL LYNCH & CO INC               COM            590188108  207      3490     SH       DEFINED              3490
MESA AIR GROUP INC                   COM            590479101  104      8461     SH       DEFINED  01 02 03    8461
MESA AIR GROUP INC                   COM            590479101  10       801      SH       DEFINED              801
MESABA HLDGS INC                     COM            59066B102  30       3293     SH       DEFINED  01 02 03    3293
MESABA HLDGS INC                     COM            59066B102  3        309      SH       DEFINED              309
META GROUP INC                       COM            591002100  6        2132     SH       DEFINED  01 02 03    2132
META GROUP INC                       COM            591002100  0        77       SH       DEFINED              77
METALS USA INC                       COM            591324108  14       6705     SH       DEFINED  01 02 03    6705
METALS USA INC                       COM            591324108  1        631      SH       DEFINED              631
METASOLV INC                         COM            59139P104  91       11488    SH       DEFINED  01 02 03    11488
METASOLV INC                         COM            59139P104  2        247      SH       DEFINED              247
METAWAVE COMMUNICATIONS CP           COM            591409107  10       1870     SH       DEFINED  01 02 03    1870
METAWAVE COMMUNICATIONS CP           COM            591409107  0        61       SH       DEFINED              61
METHODE ELECTRS INC                  CL A           591520200  1397     162421   SH       DEFINED  01 02 03    162421
METHODE ELECTRS INC                  CL A           591520200  8        897      SH       DEFINED              897
METLIFE INC                          COM            59156R108  10617    342710   SH       DEFINED  01 02 03    342710
METLIFE INC                          COM            59156R108  65       2090     SH       DEFINED              2090
METRICOM INC                         COM            591596101  9        5341     SH       DEFINED  01 02 03    5341
METRICOM INC                         COM            591596101  1        531      SH       DEFINED              531
METRIS COS INC                       COM            591598107  1838     54530    SH       DEFINED  01 02 03    54530
METRIS COS INC                       COM            591598107  53       1568     SH       DEFINED              1568
METRO GOLDWYN MAYER INC              COM            591610100  1897     83740    SH       DEFINED  01 02 03    83740
METRO GOLDWYN MAYER INC              COM            591610100  14       620      SH       DEFINED              620
METROMEDIA FIBER NETWORK INC         CL A           591689104  22       10950    SH       DEFINED  01 02 03    10950
METROMEDIA INTL GROUP INC            COM            591695101  63       19097    SH       DEFINED  01 02 03    19097
METROMEDIA INTL GROUP INC            COM            591695101  6        1770     SH       DEFINED              1770
METTLER TOLEDO INTERNATIONAL         COM            592688105  429      10115    SH       DEFINED  01 02 03    10115
METTLER TOLEDO INTERNATIONAL         COM            592688105  42       996      SH       DEFINED              996
MICHAELS STORES INC                  COM            594087108  704      17172    SH       DEFINED  01 02 03    17172
MICHAELS STORES INC                  COM            594087108  30       734      SH       DEFINED              734
MICREL INC                           COM            594793101  3515     106500   SH       DEFINED  01 02 03    106500
MICROS SYS INC                       COM            594901100  97       4423     SH       DEFINED  01 02 03    4423
MICROS SYS INC                       COM            594901100  10       435      SH       DEFINED              435
MICROSOFT CORP                       COM            594918104  313522   4318487  SH       DEFINED  01 02 03    4318487
MICROSOFT CORP                       COM            594918104  1451     19990    SH       DEFINED              19990
MICROVISION INC WASH                 COM            594960106  53       3033     SH       DEFINED  01 02 03    3033
MICROVISION INC WASH                 COM            594960106  5        299      SH       DEFINED              299
MICROSTRATEGY INC                    CL A           594972101  19       6855     SH       DEFINED  01 02 03    6855
MICROSTRATEGY INC                    CL A           594972101  2        675      SH       DEFINED              675
MICROCHIP TECHNOLOGY INC             COM            595017104  5441     158870   SH       DEFINED  01 02 03    158870
MICROMUSE INC                        COM            595094103  158      5640     SH       DEFINED  01 02 03    5640
MICRON ELECTRONICS INC               COM            595100108  14       8974     SH       DEFINED  01 02 03    8974
MICRON ELECTRONICS INC               COM            595100108  1        882      SH       DEFINED              882
MICRON TECHNOLOGY INC                COM            595112103  18974    461655   SH       DEFINED  01 02 03    461655
MICRON TECHNOLOGY INC                COM            595112103  98       2390     SH       DEFINED              2390
MICROSEMI CORP                       COM            595137100  197      2780     SH       DEFINED  01 02 03    2780
MICROSEMI CORP                       COM            595137100  19       272      SH       DEFINED              272
MICROTUNE INC DEL                    COM            59514P109  3282     149200   SH       DEFINED  01 02 03    149200
MID-AMER APT CMNTYS INC              COM            59522J103  122      4783     SH       DEFINED  01 02 03    4783
MID-AMER APT CMNTYS INC              COM            59522J103  11       437      SH       DEFINED              437
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
MID ATLANTIC MED SVCS INC            COM            59523C107  208      11626    SH       DEFINED  01 02 03    11626
MID ATLANTIC MED SVCS INC            COM            59523C107  20       1107     SH       DEFINED              1107
MID-STATE BANCSHARES                 COM            595440108  110      6022     SH       DEFINED  01 02 03    6022
MID-STATE BANCSHARES                 COM            595440108  10       550      SH       DEFINED              550
MIDAS GROUP INC                      COM            595626102  48       3778     SH       DEFINED  01 02 03    3778
MIDAS GROUP INC                      COM            595626102  5        376      SH       DEFINED              376
MID AMER BANCORP                     COM            595915109  70       2405     SH       DEFINED  01 02 03    2405
MID AMER BANCORP                     COM            595915109  6        220      SH       DEFINED              220
MIDLAND CO                           COM            597486109  50       1126     SH       DEFINED  01 02 03    1126
MIDLAND CO                           COM            597486109  5        104      SH       DEFINED              104
MIDWEST EXPRESS HLDGS INC            COM            597911106  1884     108600   SH       DEFINED  01 02 03    108600
MIDWEST EXPRESS HLDGS INC            COM            597911106  6        347      SH       DEFINED              347
MIDWAY GAMES INC                     COM            598148104  146      7885     SH       DEFINED  01 02 03    7885
MIDWAY GAMES INC                     COM            598148104  14       736      SH       DEFINED              736
MILACRON INC                         COM            598709103  144      9165     SH       DEFINED  01 02 03    9165
MILACRON INC                         COM            598709103  13       837      SH       DEFINED              837
MILLENNIUM PHARMACEUTICALS INC       COM            599902103  9218     259080   SH       DEFINED  01 02 03    259080
MILLENNIUM CHEMICALS INC             COM            599903101  265      17635    SH       DEFINED  01 02 03    17635
MILLENNIUM CHEMICALS INC             COM            599903101  24       1611     SH       DEFINED              1611
MILLER HERMAN INC                    COM            600544100  3151     130200   SH       DEFINED  01 02 03    130200
MILLIPORE CORP                       COM            601073109  1627     26250    SH       DEFINED  01 02 03    26250
MILLIPORE CORP                       COM            601073109  8        130      SH       DEFINED              130
MILLS CORP                           COM            601148109  96       3918     SH       DEFINED  01 02 03    3918
MILLS CORP                           COM            601148109  9        386      SH       DEFINED              386
MINE SAFETY APPLIANCES CO            COM            602720104  78       2386     SH       DEFINED  01 02 03    2386
MINE SAFETY APPLIANCES CO            COM            602720104  7        218      SH       DEFINED              218
MINERALS TECHNOLOGIES INC            COM            603158106  1413     32918    SH       DEFINED  01 02 03    32918
MINERALS TECHNOLOGIES INC            COM            603158106  21       495      SH       DEFINED              495
MINIMED INC                          COM            60365K108  4028     83915    SH       DEFINED  01 02 03    83915
MINNESOTA MNG & MFG CO               COM            604059105  21503    188460   SH       DEFINED  01 02 03    188460
MINNESOTA MNG & MFG CO               COM            604059105  127      1110     SH       DEFINED              1110
MIPS TECHNOLOGIES INC                CL A           604567107  171      9889     SH       DEFINED  01 02 03    9889
MIPS TECHNOLOGIES INC                CL A           604567107  17       974      SH       DEFINED              974
MIPS TECHNOLOGIES INC                CL B           604567206  433      45100    SH       DEFINED  01 02 03    45100
MIRANT CORP                          COM            604675108  5129     149094   SH       DEFINED  01 02 03    149094
MIRANT CORP                          COM            604675108  33       951      SH       DEFINED              951
MIRAVANT MED TECHNOLOGIES            COM            604690107  47       3624     SH       DEFINED  01 02 03    3624
MIRAVANT MED TECHNOLOGIES            COM            604690107  5        357      SH       DEFINED              357
MISSISSIPPI VY BANCSHARES INC        COM            605720101  69       1730     SH       DEFINED  01 02 03    1730
MISSISSIPPI VY BANCSHARES INC        COM            605720101  6        159      SH       DEFINED              159
MITCHELL ENERGY & DEV CORP           CL A           606592202  674      14583    SH       DEFINED  01 02 03    14583
MITCHELL ENERGY & DEV CORP           CL A           606592202  24       520      SH       DEFINED              520
MOBILE MINI INC                      COM            60740F105  91       2764     SH       DEFINED  01 02 03    2764
MOBILE MINI INC                      COM            60740F105  9        272      SH       DEFINED              272
MODEM MEDIA INC                      CL A           607533106  11       2750     SH       DEFINED  01 02 03    2750
MODEM MEDIA INC                      CL A           607533106  1        273      SH       DEFINED              273
MODINE MFG CO                        COM            607828100  1106     40098    SH       DEFINED  01 02 03    40098
MODINE MFG CO                        COM            607828100  15       557      SH       DEFINED              557
MODIS PROFESSIONAL SVCS INC          COM            607830106  950      137648   SH       DEFINED  01 02 03    137648
MODIS PROFESSIONAL SVCS INC          COM            607830106  16       2289     SH       DEFINED              2289
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
MOHAWK INDS INC                      COM            608190104  2649     75258    SH       DEFINED  01 02 03    75258
MOHAWK INDS INC                      COM            608190104  36       1015     SH       DEFINED              1015
MOLECULAR DEVICES CORP               COM            60851C107  319      15889    SH       DEFINED  01 02 03    15889
MOLECULAR DEVICES CORP               COM            60851C107  8        415      SH       DEFINED              415
MOLEX INC                            COM            608554101  4222     115583   SH       DEFINED  01 02 03    115583
MOLEX INC                            COM            608554101  36       982      SH       DEFINED              982
MONACO COACH CORP                    COM            60886R103  143      4309     SH       DEFINED  01 02 03    4309
MONACO COACH CORP                    COM            60886R103  13       394      SH       DEFINED              394
MONDAVI ROBERT CORP                  CL A           609200100  278      6854     SH       DEFINED  01 02 03    6854
MONDAVI ROBERT CORP                  CL A           609200100  8        206      SH       DEFINED              206
MONTANA POWER CO                     COM            612085100  1393     120100   SH       DEFINED  01 02 03    120100
MONY GROUP INC                       COM            615337102  2303     57400    SH       DEFINED  01 02 03    57400
MOODYS CORP                          COM            615369105  2655     79240    SH       DEFINED  01 02 03    79240
MOODYS CORP                          COM            615369105  15       440      SH       DEFINED              440
MOOG INC                             CL A           615394202  77       1977     SH       DEFINED  01 02 03    1977
MOOG INC                             CL A           615394202  7        181      SH       DEFINED              181
MORGAN STANLEY DEAN WITTER&CO        COM NEW        617446448  38720    602830   SH       DEFINED  01 02 03    602830
MORGAN STANLEY DEAN WITTER&CO        COM NEW        617446448  256      3980     SH       DEFINED              3980
MOTIENT CORP                         COM            619908106  9        8497     SH       DEFINED  01 02 03    8497
MOTIENT CORP                         COM            619908106  0        292      SH       DEFINED              292
MOTOROLA INC                         COM            620076109  26366    1592155  SH       DEFINED  01 02 03    1592155
MOTOROLA INC                         COM            620076109  147      8860     SH       DEFINED              8860
MPOWER COMMUNICATIONS CORP           COM            62473J106  12       12466    SH       DEFINED  01 02 03    12466
MPOWER COMMUNICATIONS CORP           COM            62473J106  1        1324     SH       DEFINED              1324
MP3 COM INC                          COM            62473M109  27       5535     SH       DEFINED  01 02 03    5535
MP3 COM INC                          COM            62473M109  3        517      SH       DEFINED              517
MUELLER INDS INC                     COM            624756102  301      9136     SH       DEFINED  01 02 03    9136
MUELLER INDS INC                     COM            624756102  28       838      SH       DEFINED              838
MULTEX COM INC                       COM            625367107  311      19155    SH       DEFINED  01 02 03    19155
MULTEX COM INC                       COM            625367107  7        434      SH       DEFINED              434
MURPHY OIL CORP                      COM            626717102  3842     52200    SH       DEFINED  01 02 03    52200
MYERS INDS INC                       COM            628464109  68       4494     SH       DEFINED  01 02 03    4494
MYERS INDS INC                       COM            628464109  6        410      SH       DEFINED              410
MYLAN LABS INC                       COM            628530107  4068     144600   SH       DEFINED  01 02 03    144600
MYRIAD GENETICS INC                  COM            62855J104  1181     18644    SH       DEFINED  01 02 03    18644
MYRIAD GENETICS INC                  COM            62855J104  32       511      SH       DEFINED              511
MYPOINTS COM INC                     COM            62855T102  16       6091     SH       DEFINED  01 02 03    6091
MYPOINTS COM INC                     COM            62855T102  1        216      SH       DEFINED              216
NABI INC                             COM            628716102  72       9094     SH       DEFINED  01 02 03    9094
NABI INC                             COM            628716102  7        895      SH       DEFINED              895
NBC INTERNET INC                     CL A           62873D105  21       9612     SH       DEFINED  01 02 03    9612
NBC INTERNET INC                     CL A           62873D105  2        909      SH       DEFINED              909
NBT BANCORP INC                      COM            628778102  125      6464     SH       DEFINED  01 02 03    6464
NBT BANCORP INC                      COM            628778102  12       597      SH       DEFINED              597
NBTY INC                             COM            628782104  180      14500    SH       DEFINED  01 02 03    14500
NBTY INC                             COM            628782104  18       1428     SH       DEFINED              1428
NCH CORP                             COM            628850109  26       653      SH       DEFINED  01 02 03    653
NCH CORP                             COM            628850109  2        62       SH       DEFINED              62
NCI BUILDING SYS INC                 COM            628852105  91       4973     SH       DEFINED  01 02 03    4973
NCI BUILDING SYS INC                 COM            628852105  8        454      SH       DEFINED              454
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
NCO GROUP INC                        COM            628858102  1202     38862    SH       DEFINED  01 02 03    38862
NCO GROUP INC                        COM            628858102  15       485      SH       DEFINED              485
NCR CORP NEW                         COM            62886E108  2032     43240    SH       DEFINED  01 02 03    43240
NCR CORP NEW                         COM            62886E108  13       270      SH       DEFINED              270
NS GROUP INC                         COM            628916108  60       4467     SH       DEFINED  01 02 03    4467
NS GROUP INC                         COM            628916108  5        408      SH       DEFINED              408
NL INDS INC                          COM NEW        629156407  79       5704     SH       DEFINED  01 02 03    5704
NL INDS INC                          COM NEW        629156407  7        528      SH       DEFINED              528
NMS COMMUNICATIONS CORP              COM            629248105  62       8911     SH       DEFINED  01 02 03    8911
NMS COMMUNICATIONS CORP              COM            629248105  6        877      SH       DEFINED              877
NN INC                               COM            629337106  685      67600    SH       DEFINED  01 02 03    67600
NPC INTERNATIONAL INC                COM            629360306  25       2302     SH       DEFINED  01 02 03    2302
NPC INTERNATIONAL INC                COM            629360306  2        218      SH       DEFINED              218
NPS PHARMACEUTICALS INC              COM            62936P103  2273     56553    SH       DEFINED  01 02 03    56553
NPS PHARMACEUTICALS INC              COM            62936P103  24       606      SH       DEFINED              606
NTL INC                              COM            629407107  13       1100     SH       DEFINED  01 02 03    1100
NUI CORP                             COM            629431107  82       3556     SH       DEFINED  01 02 03    3556
NUI CORP                             COM            629431107  8        325      SH       DEFINED              325
NVR INC                              COM            62944T105  327      2209     SH       DEFINED  01 02 03    2209
NVR INC                              COM            62944T105  31       210      SH       DEFINED              210
NX NETWORKS INC                      COM            629478108  6        10407    SH       DEFINED  01 02 03    10407
NX NETWORKS INC                      COM            629478108  1        1114     SH       DEFINED              1114
NABORS INDS INC                      COM            629568106  2546     68450    SH       DEFINED  01 02 03    68450
NABORS INDS INC                      COM            629568106  15       410      SH       DEFINED              410
NACCO INDS INC                       CL A           629579103  139      1779     SH       DEFINED  01 02 03    1779
NACCO INDS INC                       CL A           629579103  13       162      SH       DEFINED              162
NANOGEN INC                          COM            630075109  25       3631     SH       DEFINED  01 02 03    3631
NANOGEN INC                          COM            630075109  2        367      SH       DEFINED              367
NANOMETRICS INC                      COM            630077105  32       1168     SH       DEFINED  01 02 03    1168
NANOMETRICS INC                      COM            630077105  3        115      SH       DEFINED              115
NATIONAL AUSTRALIA BK LTD            SPONSORED ADR  632525408  586      6619     SH       DEFINED  01 02 03    6619
NATIONAL CITY CORP                   COM            635405103  9027     293260   SH       DEFINED  01 02 03    293260
NATIONAL CITY CORP                   COM            635405103  52       1680     SH       DEFINED              1680
NATIONAL COMMERCE FINL CORP          COM            63545P104  5788     237525   SH       DEFINED  01 02 03    237525
NATIONAL DATA CORP                   COM            635621105  295      9115     SH       DEFINED  01 02 03    9115
NATIONAL DATA CORP                   COM            635621105  27       842      SH       DEFINED              842
NATIONAL FUEL GAS CO N J             COM            636180101  3394     65280    SH       DEFINED  01 02 03    65280
NATIONAL FUEL GAS CO N J             COM            636180101  21       400      SH       DEFINED              400
NATIONAL GOLF PPTYS INC              COM            63623G109  97       3566     SH       DEFINED  01 02 03    3566
NATIONAL GOLF PPTYS INC              COM            63623G109  9        326      SH       DEFINED              326
NATIONAL HEALTH INVS INC             COM            63633D104  69       6703     SH       DEFINED  01 02 03    6703
NATIONAL HEALTH INVS INC             COM            63633D104  6        612      SH       DEFINED              612
NATIONAL INFO CONSORTIUM INC         COM            636491102  8        4203     SH       DEFINED  01 02 03    4203
NATIONAL INFO CONSORTIUM INC         COM            636491102  1        423      SH       DEFINED              423
NATIONAL INSTRS CORP                 COM            636518102  1908     58800    SH       DEFINED  01 02 03    58800
NATIONAL-OILWELL INC                 COM            637071101  6290     234700   SH       DEFINED  01 02 03    234700
NATIONAL PENN BANCSHARES INC         COM            637138108  102      5062     SH       DEFINED  01 02 03    5062
NATIONAL PENN BANCSHARES INC         COM            637138108  10       487      SH       DEFINED              487
NATIONAL PRESTO INDS INC             COM            637215104  36       1206     SH       DEFINED  01 02 03    1206
NATIONAL PRESTO INDS INC             COM            637215104  3        112      SH       DEFINED              112
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
NATIONAL PROCESSING INC              COM            637229105  47       1679     SH       DEFINED  01 02 03    1679
NATIONAL PROCESSING INC              COM            637229105  4        153      SH       DEFINED              153
NATIONAL SEMICONDUCTOR CORP          COM            637640103  3726     127961   SH       DEFINED  01 02 03    127961
NATIONAL SEMICONDUCTOR CORP          COM            637640103  28       950      SH       DEFINED              950
NATIONAL SVC INDS INC                COM            637657107  722      31981    SH       DEFINED  01 02 03    31981
NATIONAL SVC INDS INC                COM            637657107  26       1150     SH       DEFINED              1150
NATIONAL STL CORP                    CL B           637844309  9        5445     SH       DEFINED  01 02 03    5445
NATIONAL STL CORP                    CL B           637844309  0        180      SH       DEFINED              180
NATIONAL WESTN LIFE INS CO           CL A           638522102  66       553      SH       DEFINED  01 02 03    553
NATIONAL WESTN LIFE INS CO           CL A           638522102  6        50       SH       DEFINED              50
NATIONSRENT INC                      COM            638588103  4        9666     SH       DEFINED  01 02 03    9666
NATIONSRENT INC                      COM            638588103  0        320      SH       DEFINED              320
NATIONWIDE HEALTH PPTYS INC          COM            638620104  257      12705    SH       DEFINED  01 02 03    12705
NATIONWIDE HEALTH PPTYS INC          COM            638620104  23       1160     SH       DEFINED              1160
NAUTICA ENTERPRISES INC              COM            639089101  160      7834     SH       DEFINED  01 02 03    7834
NAUTICA ENTERPRISES INC              COM            639089101  15       715      SH       DEFINED              715
NAVISTAR INTL CORP NEW               COM            63934E108  731      25980    SH       DEFINED  01 02 03    25980
NAVISTAR INTL CORP NEW               COM            63934E108  5        170      SH       DEFINED              170
NAVIGANT CONSULTING INC              COM            63935N107  80       9718     SH       DEFINED  01 02 03    9718
NAVIGANT CONSULTING INC              COM            63935N107  7        913      SH       DEFINED              913
NEIMAN MARCUS GROUP INC              CL A           640204202  5458     176061   SH       DEFINED  01 02 03    176061
NEIMAN MARCUS GROUP INC              CL A           640204202  28       919      SH       DEFINED              919
NEOFORMA COM INC                     COM            640475109  4        4326     SH       DEFINED  01 02 03    4326
NEOFORMA COM INC                     COM            640475109  0        147      SH       DEFINED              147
NEON COMMUNICATIONS INC              COM            640506101  12       1729     SH       DEFINED  01 02 03    1729
NEON COMMUNICATIONS INC              COM            640506101  1        170      SH       DEFINED              170
NEON SYS INC                         COM            640509105  9        1067     SH       DEFINED  01 02 03    1067
NEON SYS INC                         COM            640509105  0        41       SH       DEFINED              41
NEORX CORP                           COM PAR $0.02  640520300  16       5445     SH       DEFINED  01 02 03    5445
NEORX CORP                           COM PAR $0.02  640520300  2        548      SH       DEFINED              548
NEOSE TECHNOLOGIES INC               COM            640522108  524      11654    SH       DEFINED  01 02 03    11654
NEOSE TECHNOLOGIES INC               COM            640522108  13       281      SH       DEFINED              281
NETBANK INC                          COM            640933107  70       6187     SH       DEFINED  01 02 03    6187
NETBANK INC                          COM            640933107  7        588      SH       DEFINED              588
NETWORKS ASSOCS INC                  COM            640938106  1975     158600   SH       DEFINED  01 02 03    158600
NET GENESIS CORP                     COM            64107E107  24       30930    SH       DEFINED  01 02 03    30930
NET GENESIS CORP                     COM            64107E107  0        36       SH       DEFINED              36
NET PERCEPTIONS INC                  COM            64107U101  6        3346     SH       DEFINED  01 02 03    3346
NET PERCEPTIONS INC                  COM            64107U101  0        120      SH       DEFINED              120
NET2PHONE                            COM            64108N106  18       2984     SH       DEFINED  01 02 03    2984
NET2PHONE                            COM            64108N106  2        299      SH       DEFINED              299
NETCENTIVES INC                      COM            64108P101  3        5914     SH       DEFINED  01 02 03    5914
NETCENTIVES INC                      COM            64108P101  0        204      SH       DEFINED              204
NETEGRITY INC                        COM            64110P107  2427     80910    SH       DEFINED  01 02 03    80910
NETEGRITY INC                        COM            64110P107  21       687      SH       DEFINED              687
NETGURU COM INC                      COM            64111K107  3        1380     SH       DEFINED  01 02 03    1380
NETGURU COM INC                      COM            64111K107  0        50       SH       DEFINED              50
NETMANAGE INC                        COM            641144100  10       13396    SH       DEFINED  01 02 03    13396
NETMANAGE INC                        COM            641144100  1        1350     SH       DEFINED              1350
NETOPIA INC                          COM            64114K104  22       3582     SH       DEFINED  01 02 03    3582
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
NETOPIA INC                          COM            64114K104  2        366      SH       DEFINED              366
NETOBJECTS INC                       COM            64114L102  2        2823     SH       DEFINED  01 02 03    2823
NETOBJECTS INC                       COM            64114L102  0        100      SH       DEFINED              100
NETRO CORP                           COM            64114R109  38       9018     SH       DEFINED  01 02 03    9018
NETRO CORP                           COM            64114R109  4        888      SH       DEFINED              888
NETSOL INTERNATIONAL INC             COM            64115A105  2        997      SH       DEFINED  01 02 03    997
NETSOL INTERNATIONAL INC             COM            64115A105  0        31       SH       DEFINED              31
NETSOLVE INC                         COM            64115J106  17       1353     SH       DEFINED  01 02 03    1353
NETSOLVE INC                         COM            64115J106  1        51       SH       DEFINED              51
NETPLIANCE INC                       COM            64115K103  1        1805     SH       DEFINED  01 02 03    1805
NETPLIANCE INC                       COM            64115K103  0        60       SH       DEFINED              60
NETIQ CORP                           COM            64115P102  15321    489643   SH       DEFINED  01 02 03    489643
NETIQ CORP                           COM            64115P102  27       868      SH       DEFINED              868
NETSCOUT SYS INC                     COM            64115T104  24       3685     SH       DEFINED  01 02 03    3685
NETSCOUT SYS INC                     COM            64115T104  2        369      SH       DEFINED              369
NETSILICON INC                       COM            64115X105  7        1557     SH       DEFINED  01 02 03    1557
NETSILICON INC                       COM            64115X105  0        52       SH       DEFINED              52
NETRATINGS INC                       COM            64116M108  15       1053     SH       DEFINED  01 02 03    1053
NETRATINGS INC                       COM            64116M108  1        99       SH       DEFINED              99
NETWORK EQUIP TECHNOLOGIES           COM            641208103  19       5854     SH       DEFINED  01 02 03    5854
NETWORK EQUIP TECHNOLOGIES           COM            641208103  2        548      SH       DEFINED              548
NETWORK APPLIANCE INC                COM            64120L104  13191    962860   SH       DEFINED  01 02 03    962860
NETWORK APPLIANCE INC                COM            64120L104  15       1110     SH       DEFINED              1110
NETWORK ACCESS SOLUTIONS CORP        COM            64120S109  1        4118     SH       DEFINED  01 02 03    4118
NETWORK ACCESS SOLUTIONS CORP        COM            64120S109  0        145      SH       DEFINED              145
NETWORK PERIPHERALS INC              COM            64121R100  39       3333     SH       DEFINED  01 02 03    3333
NETWORK PERIPHERALS INC              COM            64121R100  4        322      SH       DEFINED              322
NETWORK PLUS CORP                    COM            64122D506  7        2757     SH       DEFINED  01 02 03    2757
NETWORK PLUS CORP                    COM            64122D506  0        94       SH       DEFINED              94
NET2000 COMMUNICATIONS INC           COM            64122G103  3        2833     SH       DEFINED  01 02 03    2833
NET2000 COMMUNICATIONS INC           COM            64122G103  0        100      SH       DEFINED              100
NETZERO INC                          COM            64122R109  8        9353     SH       DEFINED  01 02 03    9353
NETZERO INC                          COM            64122R109  0        329      SH       DEFINED              329
NEUBERGER BERMAN INC                 COM            641234109  3856     56700    SH       DEFINED  01 02 03    56700
NEUROGEN CORP                        COM            64124E106  82       3561     SH       DEFINED  01 02 03    3561
NEUROGEN CORP                        COM            64124E106  8        351      SH       DEFINED              351
NEUROCRINE BIOSCIENCES INC           COM            64125C109  2376     59416    SH       DEFINED  01 02 03    59416
NEUROCRINE BIOSCIENCES INC           COM            64125C109  24       589      SH       DEFINED              589
NEW CENTY EQUITY HLDGS CORP          COM            64353J107  10       9771     SH       DEFINED  01 02 03    9771
NEW CENTY EQUITY HLDGS CORP          COM            64353J107  0        320      SH       DEFINED              320
NEW ENGLAND BUSINESS SVC INC         COM            643872104  3715     193489   SH       DEFINED  01 02 03    193489
NEW ENGLAND BUSINESS SVC INC         COM            643872104  6        300      SH       DEFINED              300
NEW FOCUS INC                        COM            644383101  41       5000     SH       DEFINED  01 02 03    5000
NEW JERSEY RES                       COM            646025106  220      4863     SH       DEFINED  01 02 03    4863
NEW JERSEY RES                       COM            646025106  20       444      SH       DEFINED              444
NEW PLAN EXCEL RLTY TR INC           COM            648053106  367      23961    SH       DEFINED  01 02 03    23961
NEW PLAN EXCEL RLTY TR INC           COM            648053106  33       2189     SH       DEFINED              2189
NEW YORK CMNTY BANCORP INC           COM            649445103  351      9316     SH       DEFINED  01 02 03    9316
NEW YORK CMNTY BANCORP INC           COM            649445103  33       865      SH       DEFINED              865
NEW YORK TIMES CO                    CL A           650111107  3043     72450    SH       DEFINED  01 02 03    72450
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                       VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
NEW YORK TIMES CO                    CL A            650111107  18       440      SH       DEFINED              440
NEWELL RUBBERMAID INC                COM             651229106  3080     122700   SH       DEFINED  01 02 03    122700
NEWELL RUBBERMAID INC                COM             651229106  19       740      SH       DEFINED              740
NEWFIELD EXPL CO                     COM             651290108  107      3350     SH       DEFINED  01 02 03    3350
NEWMONT MINING CORP                  COM             651639106  2572     138191   SH       DEFINED  01 02 03    138191
NEWMONT MINING CORP                  COM             651639106  10       550      SH       DEFINED              550
NEWPARK RES INC                      COM PAR $.01NEW 651718504  198      17878    SH       DEFINED  01 02 03    17878
NEWPARK RES INC                      COM PAR $.01NEW 651718504  19       1752     SH       DEFINED              1752
NEWPORT CORP                         COM             651824104  1542     58200    SH       DEFINED  01 02 03    58200
NEWPORT NEWS SHIPBUILDING INC        COM             652228107  3166     51688    SH       DEFINED  01 02 03    51688
NEWPORT NEWS SHIPBUILDING INC        COM             652228107  51       833      SH       DEFINED              833
NEWS CORP LTD                        ADR NEW         652487703  372      10000    SH       DEFINED  01 02 03    10000
NEXELL THERAPEUTICS INC              COM NEW         65332H203  4        1931     SH       DEFINED  01 02 03    1931
NEXELL THERAPEUTICS INC              COM NEW         65332H203  0        67       SH       DEFINED              67
NEXTCARD INC                         COM             65332K107  93       8426     SH       DEFINED  01 02 03    8426
NEXTCARD INC                         COM             65332K107  9        808      SH       DEFINED              808
NEXTEL COMMUNICATIONS INC            CL A            65332V103  6633     379046   SH       DEFINED  01 02 03    379046
NEXTEL COMMUNICATIONS INC            CL A            65332V103  44       2540     SH       DEFINED              2540
NEXTEL PARTNERS INC                  CL A            65333F107  200      12890    SH       DEFINED  01 02 03    12890
NIAGARA MOHAWK HLDGS INC             COM             653520106  1243     70260    SH       DEFINED  01 02 03    70260
NIAGARA MOHAWK HLDGS INC             COM             653520106  8        450      SH       DEFINED              450
NICOR INC                            COM             654086107  1273     32670    SH       DEFINED  01 02 03    32670
NICOR INC                            COM             654086107  5        130      SH       DEFINED              130
NIKE INC                             CL B            654106103  6642     158175   SH       DEFINED  01 02 03    158175
NIKE INC                             CL B            654106103  32       760      SH       DEFINED              760
NIKU CORP                            COM             654113109  2        2302     SH       DEFINED  01 02 03    2302
NIKU CORP                            COM             654113109  0        84       SH       DEFINED              84
99 CENTS ONLY STORES                 COM             65440K106  141      4718     SH       DEFINED  01 02 03    4718
99 CENTS ONLY STORES                 COM             65440K106  14       465      SH       DEFINED              465
NISOURCE INC                         COM             65473P105  2474     90510    SH       DEFINED  01 02 03    90510
NISOURCE INC                         COM             65473P105  16       580      SH       DEFINED              580
NOBLE AFFILIATES INC                 COM             654894104  5709     161500   SH       DEFINED  01 02 03    161500
NOKIA CORP                           SPONSORED ADR   654902204  59797    2713113  SH       DEFINED  01 02 03    2713113
NOBLE DRILLING CORP                  COM             655042109  2582     78830    SH       DEFINED  01 02 03    78830
NOBLE DRILLING CORP                  COM             655042109  12       370      SH       DEFINED              370
NORDSON CORP                         COM             655663102  1053     45166    SH       DEFINED  01 02 03    45166
NORDSON CORP                         COM             655663102  16       701      SH       DEFINED              701
NORDSTROM INC                        COM             655664100  1087     58600    SH       DEFINED  01 02 03    58600
NORDSTROM INC                        COM             655664100  7        370      SH       DEFINED              370
NORFOLK SOUTHERN CORP                COM             655844108  3489     168550   SH       DEFINED  01 02 03    168550
NORFOLK SOUTHERN CORP                COM             655844108  22       1080     SH       DEFINED              1080
NORTEK INC                           COM             656559101  79       2518     SH       DEFINED  01 02 03    2518
NORTEK INC                           COM             656559101  7        230      SH       DEFINED              230
NORTEL NETWORKS CORP NEW             COM             656568102  14446    1589190  SH       DEFINED  01 02 03    1589190
NORTEL NETWORKS CORP NEW             COM             656568102  109      11980    SH       DEFINED              11980
NORTH FORK BANCORPORATION NY         COM             659424105  5803     187200   SH       DEFINED  01 02 03    187200
NORTH PITTSBURGH SYS INC             COM             661562108  63       3920     SH       DEFINED  01 02 03    3920
NORTH PITTSBURGH SYS INC             COM             661562108  6        377      SH       DEFINED              377
NORTHEAST UTILS                      COM             664397106  3436     165600   SH       DEFINED  01 02 03    165600
NORTHERN TR CORP                     COM             665859104  9251     148020   SH       DEFINED  01 02 03    148020
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
NORTHERN TR CORP                     COM            665859104  39       620      SH       DEFINED              620
NORTHROP GRUMMAN CORP                COM            666807102  4640     57930    SH       DEFINED  01 02 03    57930
NORTHROP GRUMMAN CORP                COM            666807102  19       240      SH       DEFINED              240
NORTHWEST BANCORP INC PA             COM            667328108  41       3890     SH       DEFINED  01 02 03    3890
NORTHWEST BANCORP INC PA             COM            667328108  4        363      SH       DEFINED              363
NORTHWEST NAT GAS CO                 COM            667655104  173      6932     SH       DEFINED  01 02 03    6932
NORTHWEST NAT GAS CO                 COM            667655104  16       633      SH       DEFINED              633
NORTHWESTERN CORP                    COM            668074107  366      16350    SH       DEFINED  01 02 03    16350
NORTHWESTERN CORP                    COM            668074107  13       589      SH       DEFINED              589
NOVA CORP GA                         COM            669784100  2390     76000    SH       DEFINED  01 02 03    76000
NOVATEL WIRELESS INC                 COM            66987M109  330      162725   SH       DEFINED  01 02 03    162725
NOVADIGM INC                         COM            669937104  38       3345     SH       DEFINED  01 02 03    3345
NOVADIGM INC                         COM            669937104  4        336      SH       DEFINED              336
NUANCE COMMUNICATIONS INC            COM            669967101  111      6152     SH       DEFINED  01 02 03    6152
NUANCE COMMUNICATIONS INC            COM            669967101  2        131      SH       DEFINED              131
NOVELL INC                           COM            670006105  823      144710   SH       DEFINED  01 02 03    144710
NOVELL INC                           COM            670006105  5        890      SH       DEFINED              890
NOVELLUS SYS INC                     COM            670008101  23465    413190   SH       DEFINED  01 02 03    413190
NOVELLUS SYS INC                     COM            670008101  23       400      SH       DEFINED              400
NOVEN PHARMACEUTICALS INC            COM            670009109  1013     25834    SH       DEFINED  01 02 03    25834
NOVEN PHARMACEUTICALS INC            COM            670009109  19       486      SH       DEFINED              486
NOVOSTE CORP                         COM            67010C100  105      4104     SH       DEFINED  01 02 03    4104
NOVOSTE CORP                         COM            67010C100  10       404      SH       DEFINED              404
NU SKIN ENTERPRISES INC              CL A           67018T105  104      12234    SH       DEFINED  01 02 03    12234
NU SKIN ENTERPRISES INC              CL A           67018T105  9        1117     SH       DEFINED              1117
NUCENTRIX BROADBAND NETWORKS         COM            670198100  18       2356     SH       DEFINED  01 02 03    2356
NUCENTRIX BROADBAND NETWORKS         COM            670198100  2        224      SH       DEFINED              224
NSTAR                                COM            67019E107  2613     61400    SH       DEFINED  01 02 03    61400
NTELOS INC                           COM            67019U101  129      4296     SH       DEFINED  01 02 03    4296
NTELOS INC                           COM            67019U101  13       423      SH       DEFINED              423
NUCOR CORP                           COM            670346105  1660     33960    SH       DEFINED  01 02 03    33960
NUCOR CORP                           COM            670346105  11       220      SH       DEFINED              220
NUEVO ENERGY CO                      COM            670509108  64       3941     SH       DEFINED  01 02 03    3941
NUEVO ENERGY CO                      COM            670509108  6        360      SH       DEFINED              360
NUMERICAL TECHNOLOGIES INC           COM            67053T101  34       1597     SH       DEFINED  01 02 03    1597
NUMERICAL TECHNOLOGIES INC           COM            67053T101  3        157      SH       DEFINED              157
NVIDIA CORP                          COM            67066G104  8133     87690    SH       DEFINED  01 02 03    87690
NYFIX INC                            COM            670712108  177      5555     SH       DEFINED  01 02 03    5555
NYFIX INC                            COM            670712108  17       547      SH       DEFINED              547
O CHARLEYS INC                       COM            670823103  3455     178255   SH       DEFINED  01 02 03    178255
O CHARLEYS INC                       COM            670823103  8        410      SH       DEFINED              410
OGE ENERGY CORP                      COM            670837103  3520     155672   SH       DEFINED  01 02 03    155672
OGE ENERGY CORP                      COM            670837103  64       2836     SH       DEFINED              2836
OM GROUP INC                         COM            670872100  793      14096    SH       DEFINED  01 02 03    14096
OM GROUP INC                         COM            670872100  34       601      SH       DEFINED              601
OSI PHARMACEUTICALS INC              COM            671040103  2026     38531    SH       DEFINED  01 02 03    38531
OSI PHARMACEUTICALS INC              COM            671040103  40       768      SH       DEFINED              768
OTG SOFTWARE INC                     COM            671059103  10       1387     SH       DEFINED  01 02 03    1387
OTG SOFTWARE INC                     COM            671059103  0        53       SH       DEFINED              53
OAK TECHNOLOGY INC                   COM            671802106  121      11396    SH       DEFINED  01 02 03    11396
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
OAK TECHNOLOGY INC                   COM            671802106  12       1122     SH       DEFINED              1122
OAKLEY INC                           COM            673662102  107      5810     SH       DEFINED  01 02 03    5810
OAKLEY INC                           COM            673662102  10       565      SH       DEFINED              565
OCCIDENTAL PETE CORP DEL             COM            674599105  8865     333410   SH       DEFINED  01 02 03    333410
OCCIDENTAL PETE CORP DEL             COM            674599105  28       1040     SH       DEFINED              1040
OCEAN ENERGY INC DEL                 COM            67481E106  3438     197000   SH       DEFINED  01 02 03    197000
OCEANEERING INTL INC                 COM            675232102  118      5710     SH       DEFINED  01 02 03    5710
OCEANEERING INTL INC                 COM            675232102  11       525      SH       DEFINED              525
OCEANFIRST FINL CORP                 COM            675234108  77       2960     SH       DEFINED  01 02 03    2960
OCEANFIRST FINL CORP                 COM            675234108  7        271      SH       DEFINED              271
OCULAR SCIENCES INC                  COM            675744106  109      4299     SH       DEFINED  01 02 03    4299
OCULAR SCIENCES INC                  COM            675744106  10       404      SH       DEFINED              404
OCWEN FINL CORP                      COM            675746101  240      23434    SH       DEFINED  01 02 03    23434
OCWEN FINL CORP                      COM            675746101  9        898      SH       DEFINED              898
ODYSSEY RE HLDGS CORP                COM            67612W108  401      22200    SH       DEFINED  01 02 03    22200
OFFICE DEPOT INC                     COM            676220106  1354     130400   SH       DEFINED  01 02 03    130400
OFFICE DEPOT INC                     COM            676220106  9        830      SH       DEFINED              830
OFFICEMAX INC                        COM            67622M108  115      31097    SH       DEFINED  01 02 03    31097
OFFICEMAX INC                        COM            67622M108  10       2840     SH       DEFINED              2840
OFFSHORE LOGISTICS INC               COM            676255102  112      5880     SH       DEFINED  01 02 03    5880
OFFSHORE LOGISTICS INC               COM            676255102  10       537      SH       DEFINED              537
OHIO CAS CORP                        COM            677240103  1375     106207   SH       DEFINED  01 02 03    106207
OHIO CAS CORP                        COM            677240103  20       1508     SH       DEFINED              1508
OLD REP INTL CORP                    COM            680223104  6383     220120   SH       DEFINED  01 02 03    220120
OLD REP INTL CORP                    COM            680223104  15       520      SH       DEFINED              520
OLIN CORP                            COM PAR $1     680665205  1451     85418    SH       DEFINED  01 02 03    85418
OLIN CORP                            COM PAR $1     680665205  15       886      SH       DEFINED              886
OMNICARE INC                         COM            681904108  4304     213077   SH       DEFINED  01 02 03    213077
OMNICARE INC                         COM            681904108  47       2343     SH       DEFINED              2343
OMNICOM GROUP INC                    COM            681919106  16732    194553   SH       DEFINED  01 02 03    194553
OMNICOM GROUP INC                    COM            681919106  98       1140     SH       DEFINED              1140
OMEGA FINL CORP                      COM            682092101  75       2321     SH       DEFINED  01 02 03    2321
OMEGA FINL CORP                      COM            682092101  7        210      SH       DEFINED              210
OMNOVA SOLUTIONS INC                 COM            682129101  68       9409     SH       DEFINED  01 02 03    9409
OMNOVA SOLUTIONS INC                 COM            682129101  6        859      SH       DEFINED              859
ON ASSIGNMENT INC                    COM            682159108  213      11860    SH       DEFINED  01 02 03    11860
ON ASSIGNMENT INC                    COM            682159108  10       564      SH       DEFINED              564
ON COMMAND CORP                      COM            682160106  10       2148     SH       DEFINED  01 02 03    2148
ON COMMAND CORP                      COM            682160106  1        216      SH       DEFINED              216
1 800 FLOWERS COM                    CL A           68243Q106  33       2251     SH       DEFINED  01 02 03    2251
1 800 FLOWERS COM                    CL A           68243Q106  3        217      SH       DEFINED              217
ONEIDA LTD                           COM            682505102  77       3773     SH       DEFINED  01 02 03    3773
ONEIDA LTD                           COM            682505102  7        347      SH       DEFINED              347
ONEOK INC NEW                        COM            682680103  1136     57654    SH       DEFINED  01 02 03    57654
ONEOK INC NEW                        COM            682680103  39       1958     SH       DEFINED              1958
ONI SYSTEMS CORP                     COM            68273F103  30048    1077000  SH       DEFINED  01 02 03    1077000
ON2 TECHNOLOGIES INC                 COM            68338A107  3        5275     SH       DEFINED  01 02 03    5275
ON2 TECHNOLOGIES INC                 COM            68338A107  0        189      SH       DEFINED              189
ONVIA COM INC                        COM            68338T106  2        2155     SH       DEFINED  01 02 03    2155
ONVIA COM INC                        COM            68338T106  0        75       SH       DEFINED              75
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
ONYX SOFTWARE CORP                   COM            683402101  48       5972     SH       DEFINED  01 02 03    5972
ONYX SOFTWARE CORP                   COM            683402101  5        588      SH       DEFINED              588
OPEN MKT INC                         COM            68370M100  11       8970     SH       DEFINED  01 02 03    8970
OPEN MKT INC                         COM            68370M100  1        906      SH       DEFINED              906
OPENWAVE SYS INC                     COM            683718100  48813    1406718  SH       DEFINED  01 02 03    1406718
OPENWAVE SYS INC                     COM            683718100  21       613      SH       DEFINED              613
OPLINK COMMUNICATIONS INC            COM            68375Q106  16       4288     SH       DEFINED  01 02 03    4288
OPTICAL CABLE CORP                   COM            683827109  9        915      SH       DEFINED  01 02 03    915
OPTICAL CABLE CORP                   COM            683827109  1        92       SH       DEFINED              92
OPTIMAL ROBOTICS CORP                CL A NEW       68388R208  1141     30035    SH       DEFINED  01 02 03    30035
ORACLE CORP                          COM            68389X105  91164    4798115  SH       DEFINED  01 02 03    4798115
ORACLE CORP                          COM            68389X105  369      19440    SH       DEFINED              19440
OPUS360 CORP                         COM            68400F109  0        1866     SH       DEFINED  01 02 03    1866
OPUS360 CORP                         COM            68400F109  0        70       SH       DEFINED              70
ORATEC INTERVENTIONS INC             COM            68554M108  10       1125     SH       DEFINED  01 02 03    1125
ORATEC INTERVENTIONS INC             COM            68554M108  0        38       SH       DEFINED              38
ORBITAL SCIENCES CORP                COM            685564106  38       9888     SH       DEFINED  01 02 03    9888
ORBITAL SCIENCES CORP                COM            685564106  4        947      SH       DEFINED              947
ORCHID BIOSCIENCES INC               COM            68571P100  35       4580     SH       DEFINED  01 02 03    4580
ORCHID BIOSCIENCES INC               COM            68571P100  0        57       SH       DEFINED              57
ORGANOGENESIS INC                    COM            685906109  65       8787     SH       DEFINED  01 02 03    8787
ORGANOGENESIS INC                    COM            685906109  6        865      SH       DEFINED              865
O REILLY AUTOMOTIVE INC              COM            686091109  279      9730     SH       DEFINED  01 02 03    9730
O REILLY AUTOMOTIVE INC              COM            686091109  26       909      SH       DEFINED              909
ORGANIC INC                          COM            68617E101  1        1642     SH       DEFINED  01 02 03    1642
ORGANIC INC                          COM            68617E101  0        57       SH       DEFINED              57
ORIENTAL FINL GROUP INC              COM            68618W100  58       3058     SH       DEFINED  01 02 03    3058
ORIENTAL FINL GROUP INC              COM            68618W100  5        286      SH       DEFINED              286
ORTHODONTIC CTRS AMER INC            COM            68750P103  2707     89036    SH       DEFINED  01 02 03    89036
ORTHODONTIC CTRS AMER INC            COM            68750P103  42       1377     SH       DEFINED              1377
OSHKOSH B GOSH INC                   CL A           688222207  93       2792     SH       DEFINED  01 02 03    2792
OSHKOSH B GOSH INC                   CL A           688222207  9        275      SH       DEFINED              275
OSHKOSH TRUCK CORP                   COM            688239201  500      11292    SH       DEFINED  01 02 03    11292
OSHKOSH TRUCK CORP                   COM            688239201  16       365      SH       DEFINED              365
OTTER TAIL CORP                      COM            689648103  184      6639     SH       DEFINED  01 02 03    6639
OTTER TAIL CORP                      COM            689648103  17       610      SH       DEFINED              610
OUTBACK STEAKHOUSE INC               COM            689899102  2537     88100    SH       DEFINED  01 02 03    88100
OVERSEAS SHIPHOLDING GROUP INC       COM            690368105  1420     46486    SH       DEFINED  01 02 03    46486
OVERSEAS SHIPHOLDING GROUP INC       COM            690368105  19       638      SH       DEFINED              638
OWENS & MINOR INC NEW                COM            690732102  174      9145     SH       DEFINED  01 02 03    9145
OWENS & MINOR INC NEW                COM            690732102  16       835      SH       DEFINED              835
OWENS CORNING                        COM            69073F103  27       13680    SH       DEFINED  01 02 03    13680
OWENS CORNING                        COM            69073F103  3        1274     SH       DEFINED              1274
OXFORD HEALTH PLANS INC              COM            691471106  5476     191470   SH       DEFINED  01 02 03    191470
OXFORD HEALTH PLANS INC              COM            691471106  21       730      SH       DEFINED              730
P C CONNECTION                       COM            69318J100  19       1207     SH       DEFINED  01 02 03    1207
P C CONNECTION                       COM            69318J100  2        121      SH       DEFINED              121
PC-TEL INC                           COM            69325Q105  32       3491     SH       DEFINED  01 02 03    3491
PC-TEL INC                           COM            69325Q105  3        344      SH       DEFINED              344
P-COM INC                            COM            693262107  11       20050    SH       DEFINED  01 02 03    20050
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
P-COM INC                            COM            693262107  1        2026     SH       DEFINED              2026
PG&E CORP                            COM            69331C108  1900     169680   SH       DEFINED  01 02 03    169680
PG&E CORP                            COM            69331C108  12       1080     SH       DEFINED              1080
PFF BANCORP INC                      COM            69331W104  84       3373     SH       DEFINED  01 02 03    3373
PFF BANCORP INC                      COM            69331W104  8        312      SH       DEFINED              312
P F CHANGS CHINA BISTRO INC          COM            69333Y108  69       1832     SH       DEFINED  01 02 03    1832
P F CHANGS CHINA BISTRO INC          COM            69333Y108  7        180      SH       DEFINED              180
PICO HLDGS INC                       COM NEW        693366205  52       3583     SH       DEFINED  01 02 03    3583
PICO HLDGS INC                       COM NEW        693366205  5        334      SH       DEFINED              334
PLX TECHNOLOGY INC                   COM            693417107  34       4049     SH       DEFINED  01 02 03    4049
PLX TECHNOLOGY INC                   COM            693417107  3        409      SH       DEFINED              409
PMA CAP CORP                         CL A           693419202  81       4506     SH       DEFINED  01 02 03    4506
PMA CAP CORP                         CL A           693419202  7        415      SH       DEFINED              415
PMC-SIERRA INC                       COM            69344F106  137      4420     SH       DEFINED  01 02 03    4420
PMI GROUP INC                        COM            69344M101  3904     54480    SH       DEFINED  01 02 03    54480
PMI GROUP INC                        COM            69344M101  5        70       SH       DEFINED              70
PNC FINL SVCS GROUP INC              COM            693475105  10337    157120   SH       DEFINED  01 02 03    157120
PNC FINL SVCS GROUP INC              COM            693475105  86       1310     SH       DEFINED              1310
PPG INDS INC                         COM            693506107  5278     100390   SH       DEFINED  01 02 03    100390
PPG INDS INC                         COM            693506107  53       1000     SH       DEFINED              1000
PPL CORP                             COM            69351T106  4918     89420    SH       DEFINED  01 02 03    89420
PPL CORP                             COM            69351T106  23       410      SH       DEFINED              410
PRI AUTOMATION INC                   COM            69357H106  1476     79680    SH       DEFINED  01 02 03    79680
PRI AUTOMATION INC                   COM            69357H106  10       557      SH       DEFINED              557
PS BUSINESS PKS INC CALIF            COM            69360J107  177      6312     SH       DEFINED  01 02 03    6312
PS BUSINESS PKS INC CALIF            COM            69360J107  16       577      SH       DEFINED              577
PSS WORLD MED INC                    COM            69366A100  126      19531    SH       DEFINED  01 02 03    19531
PSS WORLD MED INC                    COM            69366A100  11       1784     SH       DEFINED              1784
PACCAR INC                           COM            693718108  1789     34790    SH       DEFINED  01 02 03    34790
PACCAR INC                           COM            693718108  11       210      SH       DEFINED              210
PAC-WEST TELECOM INC                 COM            69371Y101  9        4515     SH       DEFINED  01 02 03    4515
PAC-WEST TELECOM INC                 COM            69371Y101  1        448      SH       DEFINED              448
PACIFIC CAP BANCORP NEW              COM            69404P101  208      6825     SH       DEFINED  01 02 03    6825
PACIFIC CAP BANCORP NEW              COM            69404P101  20       666      SH       DEFINED              666
PACIFIC CENTY FINL CORP              COM            694058108  2386     92500    SH       DEFINED  01 02 03    92500
PACIFIC GULF PPTYS INC               COM            694396102  31       6378     SH       DEFINED  01 02 03    6378
PACIFIC GULF PPTYS INC               COM            694396102  3        583      SH       DEFINED              583
PACIFIC NORTHWEST BANCORP            COM            69466M103  95       3812     SH       DEFINED  01 02 03    3812
PACIFIC NORTHWEST BANCORP            COM            69466M103  9        348      SH       DEFINED              348
PACIFIC SUNWEAR CALIF INC            COM            694873100  380      16923    SH       DEFINED  01 02 03    16923
PACIFIC SUNWEAR CALIF INC            COM            694873100  18       816      SH       DEFINED              816
PACIFICARE HEALTH SYS DEL            COM            695112102  654      40100    SH       DEFINED  01 02 03    40100
PACKAGING CORP AMER                  COM            695156109  492      31684    SH       DEFINED  01 02 03    31684
PACKAGING CORP AMER                  COM            695156109  18       1176     SH       DEFINED              1176
PACKARD BIOSCIENCE INC               COM            695172205  312      37611    SH       DEFINED  01 02 03    37611
PACKARD BIOSCIENCE INC               COM            695172205  3        341      SH       DEFINED              341
PACKETEER INC                        COM            695210104  1028     82041    SH       DEFINED  01 02 03    82041
PACKETEER INC                        COM            695210104  6        449      SH       DEFINED              449
PACTIV CORP                          COM            695257105  1829     136484   SH       DEFINED  01 02 03    136484
PACTIV CORP                          COM            695257105  60       4499     SH       DEFINED              4499
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
PALL CORP                            COM            696429307  2438     103600   SH       DEFINED  01 02 03    103600
PALL CORP                            COM            696429307  8        340      SH       DEFINED              340
PALM HARBOR HOMES                    COM            696639103  108      4980     SH       DEFINED  01 02 03    4980
PALM HARBOR HOMES                    COM            696639103  10       455      SH       DEFINED              455
PALM INC                             COM            696642107  1577     259734   SH       DEFINED  01 02 03    259734
PALM INC                             COM            696642107  10       1589     SH       DEFINED              1589
PANAMSAT CORP NEW                    COM            697933109  114      2920     SH       DEFINED  01 02 03    2920
PAN PACIFIC RETAIL PPTYS INC         COM            69806L104  140      5403     SH       DEFINED  01 02 03    5403
PAN PACIFIC RETAIL PPTYS INC         COM            69806L104  13       493      SH       DEFINED              493
PAPA JOHNS INTL INC                  COM            698813102  806      31792    SH       DEFINED  01 02 03    31792
PAPA JOHNS INTL INC                  COM            698813102  11       440      SH       DEFINED              440
PARADIGM GENETICS INC                COM            69900R106  12       1354     SH       DEFINED  01 02 03    1354
PARADIGM GENETICS INC                COM            69900R106  0        46       SH       DEFINED              46
PARADYNE NETWORKS INC                COM            69911G107  8        4241     SH       DEFINED  01 02 03    4241
PARADYNE NETWORKS INC                COM            69911G107  0        153      SH       DEFINED              153
PARAMETRIC TECHNOLOGY CORP           COM            699173100  1693     120980   SH       DEFINED  01 02 03    120980
PARAMETRIC TECHNOLOGY CORP           COM            699173100  10       740      SH       DEFINED              740
PAREXEL INTL CORP                    COM            699462107  131      6711     SH       DEFINED  01 02 03    6711
PAREXEL INTL CORP                    COM            699462107  12       617      SH       DEFINED              617
PARK ELECTROCHEMICAL CORP            COM            700416209  103      3920     SH       DEFINED  01 02 03    3920
PARK ELECTROCHEMICAL CORP            COM            700416209  9        358      SH       DEFINED              358
PARK NATL CORP                       COM            700658107  241      2386     SH       DEFINED  01 02 03    2386
PARK NATL CORP                       COM            700658107  24       235      SH       DEFINED              235
PARK PL ENTMT CORP                   COM            700690100  4153     343200   SH       DEFINED  01 02 03    343200
PARKER DRILLING CO                   COM            701081101  139      21315    SH       DEFINED  01 02 03    21315
PARKER DRILLING CO                   COM            701081101  13       1947     SH       DEFINED              1947
PARKER HANNIFIN CORP                 COM            701094104  2175     51240    SH       DEFINED  01 02 03    51240
PARKER HANNIFIN CORP                 COM            701094104  14       330      SH       DEFINED              330
PARKERVISION INC                     COM            701354102  56       2125     SH       DEFINED  01 02 03    2125
PARKERVISION INC                     COM            701354102  5        209      SH       DEFINED              209
PARKWAY PPTYS INC                    COM            70159Q104  256      7259     SH       DEFINED  01 02 03    7259
PARKWAY PPTYS INC                    COM            70159Q104  8        234      SH       DEFINED              234
PATINA OIL & GAS CORP                COM            703224105  98       3695     SH       DEFINED  01 02 03    3695
PATINA OIL & GAS CORP                COM            703224105  9        338      SH       DEFINED              338
PATTERSON DENTAL CO                  COM            703412106  1112     37075    SH       DEFINED  01 02 03    37075
PATTERSON UTI ENERGY INC             COM            703481101  901      50395    SH       DEFINED  01 02 03    50395
PATTERSON UTI ENERGY INC             COM            703481101  30       1664     SH       DEFINED              1664
PAXAR CORP                           COM            704227107  735      51008    SH       DEFINED  01 02 03    51008
PAXAR CORP                           COM            704227107  25       1734     SH       DEFINED              1734
PAXSON COMMUNICATIONS CORP           COM            704231109  116      8579     SH       DEFINED  01 02 03    8579
PAXSON COMMUNICATIONS CORP           COM            704231109  11       845      SH       DEFINED              845
PAYCHEX INC                          COM            704326107  8876     221895   SH       DEFINED  01 02 03    221895
PAYCHEX INC                          COM            704326107  69       1715     SH       DEFINED              1715
PAYLESS SHOESOURCE INC               COM            704379106  3563     55063    SH       DEFINED  01 02 03    55063
PAYLESS SHOESOURCE INC               COM            704379106  55       857      SH       DEFINED              857
PEC SOLUTIONS INC                    COM            705107100  17       786      SH       DEFINED  01 02 03    786
PEC SOLUTIONS INC                    COM            705107100  2        79       SH       DEFINED              79
PECO II INC                          COM            705221109  248      37900    SH       DEFINED  01 02 03    37900
PEGASUS COMMUNICATIONS CORP          CL A           705904100  1055     46900    SH       DEFINED  01 02 03    46900
PEGASUS SOLUTIONS INC                COM            705906105  78       6787     SH       DEFINED  01 02 03    6787
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
PEGASUS SOLUTIONS INC                COM            705906105  7        620      SH       DEFINED              620
PENN ENGR & MFG CORP                 COM NON VTG    707389300  58       3335     SH       DEFINED  01 02 03    3335
PENN ENGR & MFG CORP                 COM NON VTG    707389300  5        310      SH       DEFINED              310
PENN NATL GAMING INC                 COM            707569109  52       2054     SH       DEFINED  01 02 03    2054
PENN NATL GAMING INC                 COM            707569109  5        202      SH       DEFINED              202
PENN VA CORP                         COM            707882106  62       1873     SH       DEFINED  01 02 03    1873
PENN VA CORP                         COM            707882106  6        178      SH       DEFINED              178
PENNEY J C INC                       COM            708160106  3039     115270   SH       DEFINED  01 02 03    115270
PENNEY J C INC                       COM            708160106  20       740      SH       DEFINED              740
PENNSYLVANIA RL ESTATE INVT TR       SH BEN INT     709102107  85       3461     SH       DEFINED  01 02 03    3461
PENNSYLVANIA RL ESTATE INVT TR       SH BEN INT     709102107  8        316      SH       DEFINED              316
PENNZOIL-QUAKER STATE COMPANY        COM            709323109  1266     113044   SH       DEFINED  01 02 03    113044
PENNZOIL-QUAKER STATE COMPANY        COM            709323109  22       1977     SH       DEFINED              1977
PENTAIR INC                          COM            709631105  1954     57800    SH       DEFINED  01 02 03    57800
PENTON MEDIA INC                     COM            709668107  101      5787     SH       DEFINED  01 02 03    5787
PENTON MEDIA INC                     COM            709668107  9        535      SH       DEFINED              535
PEOPLES BK BRIDGEPORT CONN           COM            710198102  169      7237     SH       DEFINED  01 02 03    7237
PEOPLES BK BRIDGEPORT CONN           COM            710198102  15       661      SH       DEFINED              661
PEOPLES ENERGY CORP                  COM            711030106  1816     45164    SH       DEFINED  01 02 03    45164
PEOPLES ENERGY CORP                  COM            711030106  50       1238     SH       DEFINED              1238
PEOPLESOFT INC                       COM            712713106  8457     171780   SH       DEFINED  01 02 03    171780
PEOPLESOFT INC                       COM            712713106  40       820      SH       DEFINED              820
PEP BOYS MANNY MOE & JACK            COM            713278109  145      12926    SH       DEFINED  01 02 03    12926
PEP BOYS MANNY MOE & JACK            COM            713278109  13       1181     SH       DEFINED              1181
PEPSI BOTTLING GROUP INC             COM            713409100  2554     63700    SH       DEFINED  01 02 03    63700
PEPSI BOTTLING GROUP INC             COM            713409100  16       400      SH       DEFINED              400
PEPSIAMERICAS INC                    COM            71343P200  2405     180800   SH       DEFINED  01 02 03    180800
PEPSICO INC                          COM            713448108  57487    1300605  SH       DEFINED  01 02 03    1300605
PEPSICO INC                          COM            713448108  253      5720     SH       DEFINED              5720
PER-SE TECHNOLOGIES INC              COM NEW        713569309  61       7460     SH       DEFINED  01 02 03    7460
PER-SE TECHNOLOGIES INC              COM NEW        713569309  6        750      SH       DEFINED              750
PEREGRINE PHARMACEUTICALS INC        COM            713661106  56       21270    SH       DEFINED  01 02 03    21270
PEREGRINE PHARMACEUTICALS INC        COM            713661106  6        2131     SH       DEFINED              2131
PEREGRINE SYSTEMS INC                COM            71366Q101  387      13335    SH       DEFINED  01 02 03    13335
PERFORMANCE FOOD GROUP CO            COM            713755106  3315     109675   SH       DEFINED  01 02 03    109675
PERFORMANCE FOOD GROUP CO            COM            713755106  24       803      SH       DEFINED              803
PERICOM SEMICONDUCTOR CORP           COM            713831105  86       5455     SH       DEFINED  01 02 03    5455
PERICOM SEMICONDUCTOR CORP           COM            713831105  8        537      SH       DEFINED              537
PERKINELMER INC                      COM            714046109  2150     78080    SH       DEFINED  01 02 03    78080
PERKINELMER INC                      COM            714046109  8        280      SH       DEFINED              280
PEROT SYS CORP                       CL A           714265105  265      14628    SH       DEFINED  01 02 03    14628
PEROT SYS CORP                       CL A           714265105  26       1446     SH       DEFINED              1446
PERRIGO CO                           COM            714290103  1702     101977   SH       DEFINED  01 02 03    101977
PERRIGO CO                           COM            714290103  26       1551     SH       DEFINED              1551
PERSISTENCE SOFTWARE INC             COM            715329108  0        2743     SH       DEFINED  01 02 03    2743
PERSISTENCE SOFTWARE INC             COM            715329108  0        93       SH       DEFINED              93
PETROLEO BRASILEIRO SA PETROBR       SPONSORED ADR  71654V101  409      17500    SH       DEFINED  01 02 03    17500
PETSMART INC                         COM            716768106  209      29655    SH       DEFINED  01 02 03    29655
PETSMART INC                         COM            716768106  20       2796     SH       DEFINED              2796
PHARMACYCLICS INC                    COM            716933106  139      4100     SH       DEFINED  01 02 03    4100
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
PHARMACYCLICS INC                    COM            716933106  14       404      SH       DEFINED              404
PFIZER INC                           COM            717081103  176926   4417631  SH       DEFINED  01 02 03    4417631
PFIZER INC                           COM            717081103  893      22290    SH       DEFINED              22290
PHARMACEUTICAL PROD DEV INC          COM            717124101  304      9972     SH       DEFINED  01 02 03    9972
PHARMACEUTICAL PROD DEV INC          COM            717124101  29       962      SH       DEFINED              962
PHARMACOPEIA INC                     COM            71713B104  126      5254     SH       DEFINED  01 02 03    5254
PHARMACOPEIA INC                     COM            71713B104  12       517      SH       DEFINED              517
PHARMACIA CORP                       COM            71713U102  44122    960212   SH       DEFINED  01 02 03    960212
PHARMACIA CORP                       COM            71713U102  167      3640     SH       DEFINED              3640
PHELPS DODGE CORP                    COM            717265102  1431     34470    SH       DEFINED  01 02 03    34470
PHELPS DODGE CORP                    COM            717265102  9        220      SH       DEFINED              220
PHILADELPHIA CONS HLDG CORP          COM            717528103  67       1936     SH       DEFINED  01 02 03    1936
PHILADELPHIA CONS HLDG CORP          COM            717528103  6        177      SH       DEFINED              177
PHILADELPHIA SUBN CORP               COM PAR $0.50  718009608  310      12140    SH       DEFINED  01 02 03    12140
PHILADELPHIA SUBN CORP               COM PAR $0.50  718009608  29       1118     SH       DEFINED              1118
PHILIP MORRIS COS INC                COM            718154107  62235    1257280  SH       DEFINED  01 02 03    1257280
PHILIP MORRIS COS INC                COM            718154107  304      6150     SH       DEFINED              6150
PHILLIPS PETE CO                     COM            718507106  6651     116690   SH       DEFINED  01 02 03    116690
PHILLIPS PETE CO                     COM            718507106  40       710      SH       DEFINED              710
PHILLIPS VAN HEUSEN CORP             COM            718592108  83       5764     SH       DEFINED  01 02 03    5764
PHILLIPS VAN HEUSEN CORP             COM            718592108  8        526      SH       DEFINED              526
PHYSIOMETRIX INC                     COM            718928104  24       7945     SH       DEFINED  01 02 03    7945
PHOENIX TECHNOLOGY LTD               COM            719153108  86       5884     SH       DEFINED  01 02 03    5884
PHOENIX TECHNOLOGY LTD               COM            719153108  8        579      SH       DEFINED              579
PHOTOGEN TECHNOLOGIES INC            COM            71932A101  4        2284     SH       DEFINED  01 02 03    2284
PHOTOGEN TECHNOLOGIES INC            COM            71932A101  0        84       SH       DEFINED              84
PHOTON DYNAMICS INC                  COM            719364101  86       3188     SH       DEFINED  01 02 03    3188
PHOTON DYNAMICS INC                  COM            719364101  8        314      SH       DEFINED              314
PHOTRONICS INC                       COM            719405102  632      24617    SH       DEFINED  01 02 03    24617
PHOTRONICS INC                       COM            719405102  16       631      SH       DEFINED              631
PIEDMONT NAT GAS INC                 COM            720186105  313      8821     SH       DEFINED  01 02 03    8821
PIEDMONT NAT GAS INC                 COM            720186105  29       806      SH       DEFINED              806
PIER 1 IMPORTS INC                   COM            720279108  746      64877    SH       DEFINED  01 02 03    64877
PIER 1 IMPORTS INC                   COM            720279108  28       2407     SH       DEFINED              2407
PILGRIMS PRIDE CORP                  CL B           721467108  54       4341     SH       DEFINED  01 02 03    4341
PILGRIMS PRIDE CORP                  CL B           721467108  5        404      SH       DEFINED              404
PINNACLE ENTMT INC                   COM            723456109  35       4820     SH       DEFINED  01 02 03    4820
PINNACLE ENTMT INC                   COM            723456109  3        473      SH       DEFINED              473
PINNACLE SYS INC                     COM            723481107  71       11776    SH       DEFINED  01 02 03    11776
PINNACLE SYS INC                     COM            723481107  7        1159     SH       DEFINED              1159
PINNACLE WEST CAP CORP               COM            723484101  1760     37130    SH       DEFINED  01 02 03    37130
PINNACLE WEST CAP CORP               COM            723484101  11       240      SH       DEFINED              240
PIONEER NAT RES CO                   COM            723787107  2661     156042   SH       DEFINED  01 02 03    156042
PIONEER NAT RES CO                   COM            723787107  42       2470     SH       DEFINED              2470
PIONEER STD ELECTRS INC              COM            723877106  111      8687     SH       DEFINED  01 02 03    8687
PIONEER STD ELECTRS INC              COM            723877106  10       793      SH       DEFINED              793
PITNEY BOWES INC                     COM            724479100  5122     121610   SH       DEFINED  01 02 03    121610
PITNEY BOWES INC                     COM            724479100  29       690      SH       DEFINED              690
PITTSTON CO                          COM BRINKS GRP 725701106  1759     78927    SH       DEFINED  01 02 03    78927
PITTSTON CO                          COM BRINKS GRP 725701106  29       1300     SH       DEFINED              1300
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
PIXELWORKS INC                       COM            72581M107  2015     56374    SH       DEFINED  01 02 03    56374
PIXELWORKS INC                       COM            72581M107  6        164      SH       DEFINED              164
PJ AMER INC                          COM            72585Q104  103      12200    SH       DEFINED  01 02 03    12200
PLACER DOME INC                      COM            725906101  1407     143600   SH       DEFINED  01 02 03    143600
PLACER DOME INC                      COM            725906101  9        920      SH       DEFINED              920
PLAINS RES INC                       COM PAR $0.10  726540503  95       3979     SH       DEFINED  01 02 03    3979
PLAINS RES INC                       COM PAR $0.10  726540503  9        392      SH       DEFINED              392
PLANTRONICS INC NEW                  COM            727493108  1600     69133    SH       DEFINED  01 02 03    69133
PLANTRONICS INC NEW                  COM            727493108  29       1234     SH       DEFINED              1234
PLAYBOY ENTERPRISES INC              CL B           728117300  87       5583     SH       DEFINED  01 02 03    5583
PLAYBOY ENTERPRISES INC              CL B           728117300  8        512      SH       DEFINED              512
PLAYTEX PRODS INC                    COM            72813P100  83       7715     SH       DEFINED  01 02 03    7715
PLAYTEX PRODS INC                    COM            72813P100  8        721      SH       DEFINED              721
PLEXUS CORP                          COM            729132100  1927     58403    SH       DEFINED  01 02 03    58403
PLEXUS CORP                          COM            729132100  34       1034     SH       DEFINED              1034
PLUM CREEK TIMBER CO INC             COM            729251108  216      7700     SH       DEFINED  01 02 03    7700
POGO PRODUCING CO                    COM            730448107  249      10392    SH       DEFINED  01 02 03    10392
POGO PRODUCING CO                    COM            730448107  25       1023     SH       DEFINED              1023
POLARIS INDS INC                     COM            731068102  278      6070     SH       DEFINED  01 02 03    6070
POLARIS INDS INC                     COM            731068102  27       592      SH       DEFINED              592
POLAROID CORP                        COM            731095105  33       12631    SH       DEFINED  01 02 03    12631
POLAROID CORP                        COM            731095105  3        1154     SH       DEFINED              1154
POLO RALPH LAUREN CORP               CL A           731572103  378      14659    SH       DEFINED  01 02 03    14659
POLO RALPH LAUREN CORP               CL A           731572103  35       1344     SH       DEFINED              1344
POLYCOM INC                          COM            73172K104  2398     103865   SH       DEFINED  01 02 03    103865
POLYMEDICA CORP                      COM            731738100  107      2649     SH       DEFINED  01 02 03    2649
POLYMEDICA CORP                      COM            731738100  11       261      SH       DEFINED              261
POLYMER GROUP INC                    COM            731745105  19       8276     SH       DEFINED  01 02 03    8276
POLYMER GROUP INC                    COM            731745105  0        180      SH       DEFINED              180
POLYONE CORP                         COM            73179P106  269      25801    SH       DEFINED  01 02 03    25801
POLYONE CORP                         COM            73179P106  25       2357     SH       DEFINED              2357
POPE & TALBOT INC                    COM            732827100  49       3811     SH       DEFINED  01 02 03    3811
POPE & TALBOT INC                    COM            732827100  4        348      SH       DEFINED              348
PORTAL SOFTWARE INC                  COM            736126103  2        500      SH       DEFINED  01 02 03    500
POTASH CORP SASK INC                 COM            73755L107  61       1060     SH       DEFINED  01 02 03    1060
POTLATCH CORP                        COM            737628107  694      20155    SH       DEFINED  01 02 03    20155
POTLATCH CORP                        COM            737628107  27       790      SH       DEFINED              790
POTOMAC ELEC PWR CO                  COM            737679100  3264     156000   SH       DEFINED  01 02 03    156000
POWER INTEGRATIONS INC               COM            739276103  224      14334    SH       DEFINED  01 02 03    14334
POWER INTEGRATIONS INC               COM            739276103  11       693      SH       DEFINED              693
POWER-ONE INC                        COM            739308104  841      50550    SH       DEFINED  01 02 03    50550
POWER-ONE INC                        COM            739308104  4        220      SH       DEFINED              220
POWERWAVE TECHNOLOGIES INC           COM            739363109  1074     74100    SH       DEFINED  01 02 03    74100
POZEN INC                            COM            73941U102  49       3267     SH       DEFINED  01 02 03    3267
PRAECIS PHARMACEUTICALS INC          COM            739421105  120      7279     SH       DEFINED  01 02 03    7279
PRAECIS PHARMACEUTICALS INC          COM            739421105  4        255      SH       DEFINED              255
PRAXAIR INC                          COM            74005P104  4195     89248    SH       DEFINED  01 02 03    89248
PRAXAIR INC                          COM            74005P104  39       830      SH       DEFINED              830
PRE PAID LEGAL SVCS INC              COM            740065107  102      4644     SH       DEFINED  01 02 03    4644
PRE PAID LEGAL SVCS INC              COM            740065107  10       457      SH       DEFINED              457
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
PRECISION CASTPARTS CORP             COM            740189105  3142     83974    SH       DEFINED  01 02 03    83974
PRECISION CASTPARTS CORP             COM            740189105  48       1285     SH       DEFINED              1285
PREDICTIVE SYS INC                   COM            74036W102  5        1169     SH       DEFINED  01 02 03    1169
PREDICTIVE SYS INC                   COM            74036W102  0        46       SH       DEFINED              46
PRENTISS PPTYS TR                    SH BEN INT     740706106  265      10077    SH       DEFINED  01 02 03    10077
PRENTISS PPTYS TR                    SH BEN INT     740706106  24       920      SH       DEFINED              920
PRESIDENTIAL LIFE CORP               COM            740884101  122      5433     SH       DEFINED  01 02 03    5433
PRESIDENTIAL LIFE CORP               COM            740884101  11       496      SH       DEFINED              496
PRESSTEK INC                         COM            741113104  89       7405     SH       DEFINED  01 02 03    7405
PRESSTEK INC                         COM            741113104  9        729      SH       DEFINED              729
PREVIEW SYS INC                      COM            741379101  3        980      SH       DEFINED  01 02 03    980
PREVIEW SYS INC                      COM            741379101  0        30       SH       DEFINED              30
PRICE COMMUNICATIONS CORP            COM NEW        741437305  1821     90182    SH       DEFINED  01 02 03    90182
PRICE COMMUNICATIONS CORP            COM NEW        741437305  23       1121     SH       DEFINED              1121
PRICE T ROWE GROUP INC               COM            74144T108  2124     56800    SH       DEFINED  01 02 03    56800
PRICE T ROWE GROUP INC               COM            74144T108  13       340      SH       DEFINED              340
PRICELINE COM INC                    COM            741503106  24       2675     SH       DEFINED  01 02 03    2675
PRICESMART INC                       COM            741511109  24       557      SH       DEFINED  01 02 03    557
PRICESMART INC                       COM            741511109  2        52       SH       DEFINED              52
PRIME RETAIL INC                     PFD CONV SER B 741570303  3        778      SH       DEFINED  01 02 03    778
PRIME GROUP REALTY TRUST             SH BEN INT     74158J103  34       2528     SH       DEFINED  01 02 03    2528
PRIME GROUP REALTY TRUST             SH BEN INT     74158J103  3        237      SH       DEFINED              237
PRIMUS KNOWLEDGE SOLUTIONS INC       COM            74163Q100  18       3011     SH       DEFINED  01 02 03    3011
PRIMUS KNOWLEDGE SOLUTIONS INC       COM            74163Q100  2        305      SH       DEFINED              305
PRIMA ENERGY CORP                    COM PAR $0.015 741901201  54       2255     SH       DEFINED  01 02 03    2255
PRIMA ENERGY CORP                    COM PAR $0.015 741901201  5        222      SH       DEFINED              222
PRIME HOSPITALITY CORP               COM            741917108  145      12264    SH       DEFINED  01 02 03    12264
PRIME HOSPITALITY CORP               COM            741917108  13       1120     SH       DEFINED              1120
PRIMUS TELECOMMUNICATIONS GRP        COM            741929103  6        6764     SH       DEFINED  01 02 03    6764
PRIMUS TELECOMMUNICATIONS GRP        COM            741929103  0        233      SH       DEFINED              233
PRIORITY HEALTHCARE CORP             CL B           74264T102  301      10635    SH       DEFINED  01 02 03    10635
PRIORITY HEALTHCARE CORP             CL B           74264T102  16       573      SH       DEFINED              573
PRIVATE MEDIA GROUP INC              COM            74266R104  32       3353     SH       DEFINED  01 02 03    3353
PRIVATE MEDIA GROUP INC              COM            74266R104  3        341      SH       DEFINED              341
PROBUSINESS SERVICES INC             COM            742674104  102      3832     SH       DEFINED  01 02 03    3832
PROBUSINESS SERVICES INC             COM            742674104  10       377      SH       DEFINED              377
PRIZE ENERGY CORP                    COM            74267L106  18       918      SH       DEFINED  01 02 03    918
PRIZE ENERGY CORP                    COM            74267L106  2        84       SH       DEFINED              84
PROCOM TECHNOLOGY INC                COM            74270W107  12       1294     SH       DEFINED  01 02 03    1294
PROCOM TECHNOLOGY INC                COM            74270W107  1        130      SH       DEFINED              130
PROCTER & GAMBLE CO                  COM            742718109  50310    788560   SH       DEFINED  01 02 03    788560
PROCTER & GAMBLE CO                  COM            742718109  322      5050     SH       DEFINED              5050
PRODIGY COMMUNICATIONS CORP          CL A           74283P206  30       5216     SH       DEFINED  01 02 03    5216
PRODIGY COMMUNICATIONS CORP          CL A           74283P206  3        539      SH       DEFINED              539
PROFESSIONAL DETAILING INC           COM            74312N107  6611     71863    SH       DEFINED  01 02 03    71863
PROFESSIONAL DETAILING INC           COM            74312N107  10       105      SH       DEFINED              105
PROFIT RECOVERY GROUP INTL INC       COM            743168106  114      9982     SH       DEFINED  01 02 03    9982
PROFIT RECOVERY GROUP INTL INC       COM            743168106  11       994      SH       DEFINED              994
PROGRESS ENERGY INC                  COM            743263105  4057     90310    SH       DEFINED  01 02 03    90310
PROGRESS ENERGY INC                  COM            743263105  26       580      SH       DEFINED              580
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
PROGRESS SOFTWARE CORP               COM            743312100  4234     261347   SH       DEFINED  01 02 03    261347
PROGRESS SOFTWARE CORP               COM            743312100  14       839      SH       DEFINED              839
PROGRESSIVE CORP OHIO                COM            743315103  4734     35020    SH       DEFINED  01 02 03    35020
PROGRESSIVE CORP OHIO                COM            743315103  28       210      SH       DEFINED              210
PROMISTAR FINL CORP                  COM            74342Y107  99       4109     SH       DEFINED  01 02 03    4109
PROMISTAR FINL CORP                  COM            74342Y107  9        375      SH       DEFINED              375
PROQUEST COMPANY                     COM            74346P102  117      3785     SH       DEFINED  01 02 03    3785
PROQUEST COMPANY                     COM            74346P102  12       372      SH       DEFINED              372
PROSOFTTRAINING COM INC              COM            743477101  6        5084     SH       DEFINED  01 02 03    5084
PROSOFTTRAINING COM INC              COM            743477101  1        499      SH       DEFINED              499
PROTECTION ONE INC                   COM            743663304  6        5170     SH       DEFINED  01 02 03    5170
PROTECTION ONE INC                   COM            743663304  0        170      SH       DEFINED              170
PROTECTIVE LIFE CORP                 COM            743674103  2946     85700    SH       DEFINED  01 02 03    85700
PROTEIN DESIGN LABS INC              COM            74369L103  4610     53140    SH       DEFINED  01 02 03    53140
PROTON ENERGY SYS INC                COM            74371K101  816      68025    SH       DEFINED  01 02 03    68025
PROVIDENT BANKSHARES CORP            COM            743859100  1360     54521    SH       DEFINED  01 02 03    54521
PROVIDENT BANKSHARES CORP            COM            743859100  16       651      SH       DEFINED              651
PROVIDENT FINL GROUP INC             COM            743866105  2128     64640    SH       DEFINED  01 02 03    64640
PROVIDENT FINL GROUP INC             COM            743866105  18       552      SH       DEFINED              552
PROVINCE HEALTHCARE CO               COM            743977100  2345     66448    SH       DEFINED  01 02 03    66448
PROVINCE HEALTHCARE CO               COM            743977100  28       785      SH       DEFINED              785
PROVIDIAN FINL CORP                  COM            74406A102  9818     165840   SH       DEFINED  01 02 03    165840
PROVIDIAN FINL CORP                  COM            74406A102  74       1250     SH       DEFINED              1250
PROXIM INC                           COM            744284100  97       6875     SH       DEFINED  01 02 03    6875
PROXIM INC                           COM            744284100  10       677      SH       DEFINED              677
PRUDENTIAL PLC                       ADR            74435K204  407      16850    SH       DEFINED  01 02 03    16850
PUBLIC SVC CO N MEX                  COM            744499104  1759     54792    SH       DEFINED  01 02 03    54792
PUBLIC SVC CO N MEX                  COM            744499104  28       867      SH       DEFINED              867
PUBLIC SVC ENTERPRISE GROUP          COM            744573106  4613     94330    SH       DEFINED  01 02 03    94330
PUBLIC SVC ENTERPRISE GROUP          COM            744573106  28       580      SH       DEFINED              580
PUGET ENERGY INC NEW                 COM            745310102  3795     144840   SH       DEFINED  01 02 03    144840
PUGET ENERGY INC NEW                 COM            745310102  16       620      SH       DEFINED              620
PULITZER INC                         COM            745769109  119      2257     SH       DEFINED  01 02 03    2257
PULITZER INC                         COM            745769109  11       206      SH       DEFINED              206
PULTE HOMES INC                      COM            745867101  2632     61735    SH       DEFINED  01 02 03    61735
PULTE HOMES INC                      COM            745867101  50       1183     SH       DEFINED              1183
PUMATECH INC                         COM            745887109  26       8710     SH       DEFINED  01 02 03    8710
PUMATECH INC                         COM            745887109  3        858      SH       DEFINED              858
PURCHASEPRO COM                      COM            746144104  9        5814     SH       DEFINED  01 02 03    5814
PURCHASEPRO COM                      COM            746144104  1        572      SH       DEFINED              572
PURE RES INC                         COM            74622E102  236      13120    SH       DEFINED  01 02 03    13120
PURE RES INC                         COM            74622E102  23       1256     SH       DEFINED              1256
QLT INC                              COM            746927102  59       3000     SH       DEFINED  01 02 03    3000
QRS CORP                             COM            74726X105  54       3276     SH       DEFINED  01 02 03    3276
QRS CORP                             COM            74726X105  5        323      SH       DEFINED              323
QLOGIC CORP                          COM            747277101  2949     45760    SH       DEFINED  01 02 03    45760
QLOGIC CORP                          COM            747277101  17       260      SH       DEFINED              260
QUAKER OATS CO                       COM            747402105  6564     71930    SH       DEFINED  01 02 03    71930
QUAKER OATS CO                       COM            747402105  59       650      SH       DEFINED              650
QUALCOMM INC                         COM            747525103  76514    1308385  SH       DEFINED  01 02 03    1308385
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
QUALCOMM INC                         COM            747525103  153      2620     SH       DEFINED              2620
QUANEX CORP                          COM            747620102  95       3687     SH       DEFINED  01 02 03    3687
QUANEX CORP                          COM            747620102  9        337      SH       DEFINED              337
QUANTA SVCS INC                      COM            74762E102  6156     279320   SH       DEFINED  01 02 03    279320
QUANTA SVCS INC                      COM            74762E102  12       550      SH       DEFINED              550
QUANTUM CORP                         COM DSSG       747906204  1765     174900   SH       DEFINED  01 02 03    174900
QUEST DIAGNOSTICS INC                COM            74834L100  8136     108700   SH       DEFINED  01 02 03    108700
QUEST SOFTWARE INC                   COM            74834T103  662      17540    SH       DEFINED  01 02 03    17540
QUESTAR CORP                         COM            748356102  2315     93500    SH       DEFINED  01 02 03    93500
QUICKLOGIC CORP                      COM            74837P108  590      98003    SH       DEFINED  01 02 03    98003
QUICKLOGIC CORP                      COM            74837P108  3        508      SH       DEFINED              508
QUIKSILVER INC                       COM            74838C106  1689     67547    SH       DEFINED  01 02 03    67547
QUIKSILVER INC                       COM            74838C106  14       570      SH       DEFINED              570
QUINTILES TRANSNATIONAL CORP         COM            748767100  1291     51140    SH       DEFINED  01 02 03    51140
QUINTILES TRANSNATIONAL CORP         COM            748767100  8        330      SH       DEFINED              330
QWEST COMMUNICATIONS INTL INC        COM            749121109  31341    983389   SH       DEFINED  01 02 03    983389
QWEST COMMUNICATIONS INTL INC        COM            749121109  169      5300     SH       DEFINED              5300
R & G FINANCIAL CORP                 CL B           749136107  45       2797     SH       DEFINED  01 02 03    2797
R & G FINANCIAL CORP                 CL B           749136107  4        256      SH       DEFINED              256
RFS HOTEL INVS INC                   COM            74955J108  108      6831     SH       DEFINED  01 02 03    6831
RFS HOTEL INVS INC                   COM            74955J108  10       624      SH       DEFINED              624
R H DONNELLEY CORP                   COM NEW        74955W307  256      7985     SH       DEFINED  01 02 03    7985
R H DONNELLEY CORP                   COM NEW        74955W307  25       775      SH       DEFINED              775
R G S ENERGY GROUP INC               COM            74956K104  356      9484     SH       DEFINED  01 02 03    9484
R G S ENERGY GROUP INC               COM            74956K104  32       866      SH       DEFINED              866
RLI CORP                             COM            749607107  98       2181     SH       DEFINED  01 02 03    2181
RLI CORP                             COM            749607107  9        199      SH       DEFINED              199
RPC INC                              COM            749660106  51       3624     SH       DEFINED  01 02 03    3624
RPC INC                              COM            749660106  5        334      SH       DEFINED              334
RPM INC OHIO                         COM            749685103  1347     146385   SH       DEFINED  01 02 03    146385
RPM INC OHIO                         COM            749685103  24       2565     SH       DEFINED              2565
RSA SEC INC                          COM            749719100  9        300      SH       DEFINED  01 02 03    300
RTI INTL METALS INC                  COM            74973W107  78       5133     SH       DEFINED  01 02 03    5133
RTI INTL METALS INC                  COM            74973W107  7        469      SH       DEFINED              469
RF MICRODEVICES INC                  COM            749941100  5322     198590   SH       DEFINED  01 02 03    198590
RADIAN GROUP INC                     COM            750236101  5275     130400   SH       DEFINED  01 02 03    130400
RADIANT SYSTEMS INC                  COM            75025N102  68       4240     SH       DEFINED  01 02 03    4240
RADIANT SYSTEMS INC                  COM            75025N102  7        417      SH       DEFINED              417
RADIO ONE INC                        CL D NON VTG   75040P405  3492     158375   SH       DEFINED  01 02 03    158375
RADIOSHACK CORP                      COM            750438103  4652     152534   SH       DEFINED  01 02 03    152534
RADIOSHACK CORP                      COM            750438103  36       1190     SH       DEFINED              1190
RADISYS CORP                         COM            750459109  85       3715     SH       DEFINED  01 02 03    3715
RADISYS CORP                         COM            750459109  8        366      SH       DEFINED              366
RAINBOW TECHNOLOGIES INC             COM            750862104  31       5521     SH       DEFINED  01 02 03    5521
RAINBOW TECHNOLOGIES INC             COM            750862104  3        544      SH       DEFINED              544
RALCORP HLDGS INC NEW                COM            751028101  144      7697     SH       DEFINED  01 02 03    7697
RALCORP HLDGS INC NEW                COM            751028101  13       703      SH       DEFINED              703
RALSTON PURINA CO                    COM            751277302  4074     135720   SH       DEFINED  01 02 03    135720
RALSTON PURINA CO                    COM            751277302  26       870      SH       DEFINED              870
RARE HOSPITALITY INTL INC            COM            753820109  110      4886     SH       DEFINED  01 02 03    4886
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
RARE HOSPITALITY INTL INC            COM            753820109  11       472      SH       DEFINED              472
RARE MEDIUM GROUP INC                COM            75382N109  4        8926     SH       DEFINED  01 02 03    8926
RARE MEDIUM GROUP INC                COM            75382N109  0        898      SH       DEFINED              898
RATIONAL SOFTWARE CORP               COM NEW        75409P202  7023     250380   SH       DEFINED  01 02 03    250380
RAYMOND JAMES FINANCIAL INC          COM            754730109  341      11140    SH       DEFINED  01 02 03    11140
RAYMOND JAMES FINANCIAL INC          COM            754730109  31       1017     SH       DEFINED              1017
RAYONIER INC                         COM            754907103  4194     90296    SH       DEFINED  01 02 03    90296
RAYONIER INC                         COM            754907103  60       1301     SH       DEFINED              1301
RAYOVAC CORP                         COM            755081106  150      7030     SH       DEFINED  01 02 03    7030
RAYOVAC CORP                         COM            755081106  15       692      SH       DEFINED              692
RAYTHEON CO                          COM NEW        755111507  4136     155770   SH       DEFINED  01 02 03    155770
RAYTHEON CO                          COM NEW        755111507  26       990      SH       DEFINED              990
RAZORFISH INC                        CL A           755236106  2        2958     SH       DEFINED  01 02 03    2958
RAZORFISH INC                        CL A           755236106  0        100      SH       DEFINED              100
READERS DIGEST ASSN INC              CL A NON VTG   755267101  3410     118600   SH       DEFINED  01 02 03    118600
REALNETWORKS INC                     COM            75605L104  10389    884180   SH       DEFINED  01 02 03    884180
REALTY INCOME CORP                   COM            756109104  216      7313     SH       DEFINED  01 02 03    7313
REALTY INCOME CORP                   COM            756109104  20       668      SH       DEFINED              668
RECKSON ASSOCS RLTY CORP             COM            75621K106  355      15414    SH       DEFINED  01 02 03    15414
RECKSON ASSOCS RLTY CORP             COM            75621K106  32       1408     SH       DEFINED              1408
RECKSON ASSOCS RLTY CORP             CL B           75621K304  1130     45900    SH       DEFINED  01 02 03    45900
REDBACK NETWORKS INC                 COM            757209101  107      12000    SH       DEFINED  01 02 03    12000
REEBOK INTL LTD                      COM            758110100  2553     79903    SH       DEFINED  01 02 03    79903
REEBOK INTL LTD                      COM            758110100  42       1314     SH       DEFINED              1314
REGAL BELOIT CORP                    COM            758750103  120      5732     SH       DEFINED  01 02 03    5732
REGAL BELOIT CORP                    COM            758750103  11       524      SH       DEFINED              524
REGENCY CTRS CORP                    COM            758849103  219      8615     SH       DEFINED  01 02 03    8615
REGENCY CTRS CORP                    COM            758849103  20       787      SH       DEFINED              787
REGENT COMMUNICATIONS INC DEL        COM            758865109  48       3989     SH       DEFINED  01 02 03    3989
REGENT COMMUNICATIONS INC DEL        COM            758865109  5        391      SH       DEFINED              391
REGENERON PHARMACEUTICALS            COM            75886F107  712      20557    SH       DEFINED  01 02 03    20557
REGENERON PHARMACEUTICALS            COM            75886F107  21       606      SH       DEFINED              606
REGIS CORP MINN                      COM            758932107  193      9200     SH       DEFINED  01 02 03    9200
REGIS CORP MINN                      COM            758932107  18       864      SH       DEFINED              864
REGIONS FINL CORP                    COM            758940100  3191     99720    SH       DEFINED  01 02 03    99720
REGIONS FINL CORP                    COM            758940100  20       640      SH       DEFINED              640
REHABCARE GROUP INC                  COM            759148109  451      9367     SH       DEFINED  01 02 03    9367
REHABCARE GROUP INC                  COM            759148109  17       362      SH       DEFINED              362
REGISTER COM INC                     COM            75914G101  648      41810    SH       DEFINED  01 02 03    41810
REGISTER COM INC                     COM            75914G101  2        149      SH       DEFINED              149
RELIANCE STEEL & ALUMINUM CO         COM            759509102  951      37659    SH       DEFINED  01 02 03    37659
RELIANCE STEEL & ALUMINUM CO         COM            759509102  11       451      SH       DEFINED              451
RELIANT ENERGY INC                   COM            75952J108  6532     202800   SH       DEFINED  01 02 03    202800
RELIANT ENERGY INC                   COM            75952J108  27       830      SH       DEFINED              830
REMEC INC                            COM            759543101  4633     373593   SH       DEFINED  01 02 03    373593
REMEC INC                            COM            759543101  12       954      SH       DEFINED              954
REMEDY CORP                          COM            759548100  224      6451     SH       DEFINED  01 02 03    6451
REMEDY CORP                          COM            759548100  22       635      SH       DEFINED              635
RENAISSANCE LEARNING INC             COM            75968L105  120      2372     SH       DEFINED  01 02 03    2372
RENAISSANCE LEARNING INC             COM            75968L105  12       234      SH       DEFINED              234
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
RENAL CARE GROUP INC                 COM            759930100  487      14806    SH       DEFINED  01 02 03    14806
RENAL CARE GROUP INC                 COM            759930100  39       1182     SH       DEFINED              1182
RENT A CTR INC NEW                   COM            76009N100  9208     175060   SH       DEFINED  01 02 03    175060
RENT A CTR INC NEW                   COM            76009N100  23       437      SH       DEFINED              437
RENT WAY INC                         COM            76009U104  67       6181     SH       DEFINED  01 02 03    6181
RENT WAY INC                         COM            76009U104  7        612      SH       DEFINED              612
REPSOL YPF S A                       SPONSORED ADR  76026T205  175      10500    SH       DEFINED  01 02 03    10500
REPUBLIC BANCORP INC                 COM            760282103  398      28614    SH       DEFINED  01 02 03    28614
REPUBLIC BANCORP INC                 COM            760282103  17       1243     SH       DEFINED              1243
RESEARCH FRONTIERS INC               COM            760911107  68       2523     SH       DEFINED  01 02 03    2523
RESEARCH FRONTIERS INC               COM            760911107  7        250      SH       DEFINED              250
RES-CARE INC                         COM            760943100  42       5105     SH       DEFINED  01 02 03    5105
RES-CARE INC                         COM            760943100  4        487      SH       DEFINED              487
RESEARCH IN MOTION LTD               COM            760975102  190      5900     SH       DEFINED  01 02 03    5900
RESMED INC                           COM            761152107  402      7943     SH       DEFINED  01 02 03    7943
RESMED INC                           COM            761152107  40       782      SH       DEFINED              782
RESORTQUEST INTL INC                 COM            761183102  60       5225     SH       DEFINED  01 02 03    5225
RESPIRONICS INC                      COM            761230101  264      8882     SH       DEFINED  01 02 03    8882
RESPIRONICS INC                      COM            761230101  25       849      SH       DEFINED              849
RETEK INC                            COM            76128Q109  3776     78764    SH       DEFINED  01 02 03    78764
RETEK INC                            COM            76128Q109  58       1214     SH       DEFINED              1214
REVLON INC                           CL A           761525500  17       2346     SH       DEFINED  01 02 03    2346
REVLON INC                           CL A           761525500  2        220      SH       DEFINED              220
REYNOLDS & REYNOLDS CO               CL A           761695105  1864     84900    SH       DEFINED  01 02 03    84900
REYNOLDS R J TOB HLDGS INC           COM            76182K105  6661     122000   SH       DEFINED  01 02 03    122000
RIBOZYME PHARMACEUTICALS INC         COM            762567105  24       2448     SH       DEFINED  01 02 03    2448
RIBOZYME PHARMACEUTICALS INC         COM            762567105  2        241      SH       DEFINED              241
RICA FOODS INC                       COM NEW        762582203  7        1778     SH       DEFINED  01 02 03    1778
RICA FOODS INC                       COM NEW        762582203  0        58       SH       DEFINED              58
RICHMOND CNTY FINL CORP              COM            764556106  274      7293     SH       DEFINED  01 02 03    7293
RICHMOND CNTY FINL CORP              COM            764556106  25       666      SH       DEFINED              666
RIGGS NATL CORP WASH DC              COM            766570105  90       5277     SH       DEFINED  01 02 03    5277
RIGGS NATL CORP WASH DC              COM            766570105  8        482      SH       DEFINED              482
RIGHTCHOICE MANAGED CARE DEL         COM            76657T102  43       978      SH       DEFINED  01 02 03    978
RIGHTCHOICE MANAGED CARE DEL         COM            76657T102  4        94       SH       DEFINED              94
RIVIANA FOODS INC                    COM            769536103  34       1875     SH       DEFINED  01 02 03    1875
RIVIANA FOODS INC                    COM            769536103  3        174      SH       DEFINED              174
ROADWAY CORP                         COM            769742107  81       3416     SH       DEFINED  01 02 03    3416
ROADWAY CORP                         COM            769742107  7        312      SH       DEFINED              312
ROBBINS & MYERS INC                  COM            770196103  61       2180     SH       DEFINED  01 02 03    2180
ROBBINS & MYERS INC                  COM            770196103  6        199      SH       DEFINED              199
ROBERT HALF INTL INC                 COM            770323103  2117     85040    SH       DEFINED  01 02 03    85040
ROBERT HALF INTL INC                 COM            770323103  12       490      SH       DEFINED              490
ROBOTIC VISION SYS INC               COM            771074101  15       8824     SH       DEFINED  01 02 03    8824
ROBOTIC VISION SYS INC               COM            771074101  1        900      SH       DEFINED              900
ROCK-TENN CO                         CL A           772739207  39       3151     SH       DEFINED  01 02 03    3151
ROCK-TENN CO                         CL A           772739207  4        294      SH       DEFINED              294
ROCKWELL INTL CORP NEW               COM            773903109  6263     164300   SH       DEFINED  01 02 03    164300
ROCKWELL INTL CORP NEW               COM            773903109  71       1860     SH       DEFINED              1860
ROGERS CORP                          COM            775133101  103      3870     SH       DEFINED  01 02 03    3870
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
ROGERS CORP                          COM            775133101  10       381      SH       DEFINED              381
ROHM & HAAS CO                       COM            775371107  3173     96450    SH       DEFINED  01 02 03    96450
ROHM & HAAS CO                       COM            775371107  20       610      SH       DEFINED              610
ROLLINS INC                          COM            775711104  781      39249    SH       DEFINED  01 02 03    39249
ROLLINS INC                          COM            775711104  9        428      SH       DEFINED              428
ROPER INDS INC NEW                   COM            776696106  410      9817     SH       DEFINED  01 02 03    9817
ROPER INDS INC NEW                   COM            776696106  32       770      SH       DEFINED              770
ROSLYN BANCORP INC                   COM            778162107  2316     88050    SH       DEFINED  01 02 03    88050
ROSLYN BANCORP INC                   COM            778162107  41       1554     SH       DEFINED              1554
ROSS STORES INC                      COM            778296103  2984     124600   SH       DEFINED  01 02 03    124600
ROWAN COS INC                        COM            779382100  1629     73720    SH       DEFINED  01 02 03    73720
ROWAN COS INC                        COM            779382100  15       670      SH       DEFINED              670
ROYAL DUTCH PETE CO                  NY REG GLD1.25 780257804  1188     20392    SH       DEFINED  01 02 03    20392
ROYAL DUTCH PETE CO                  NY REG GLD1.25 780257804  67128    1152020  SH       DEFINED  01 02 03    1152020
ROYAL DUTCH PETE CO                  NY REG GLD1.25 780257804  349      5990     SH       DEFINED              5990
RUBY TUESDAY INC                     COM            781182100  6792     397198   SH       DEFINED  01 02 03    397198
RUBY TUESDAY INC                     COM            781182100  28       1610     SH       DEFINED              1610
RUDDICK CORP                         COM            781258108  1049     61876    SH       DEFINED  01 02 03    61876
RUDDICK CORP                         COM            781258108  13       756      SH       DEFINED              756
RUDOLPH TECHNOLOGIES INC             COM            781270103  66       1395     SH       DEFINED  01 02 03    1395
RUDOLPH TECHNOLOGIES INC             COM            781270103  6        137      SH       DEFINED              137
RURAL CELLULAR CORP                  CL A           781904107  887      19589    SH       DEFINED  01 02 03    19589
RURAL CELLULAR CORP                  CL A           781904107  11       245      SH       DEFINED              245
RUSS BERRIE & CO                     COM            782233100  80       2738     SH       DEFINED  01 02 03    2738
RUSS BERRIE & CO                     COM            782233100  7        250      SH       DEFINED              250
RUSSELL CORP                         COM            782352108  125      7345     SH       DEFINED  01 02 03    7345
RUSSELL CORP                         COM            782352108  11       671      SH       DEFINED              671
RYANS FAMILY STEAK HOUSE INC         COM            783519101  105      8578     SH       DEFINED  01 02 03    8578
RYANS FAMILY STEAK HOUSE INC         COM            783519101  10       781      SH       DEFINED              781
RYDER SYS INC                        COM            783549108  841      42923    SH       DEFINED  01 02 03    42923
RYDER SYS INC                        COM            783549108  33       1671     SH       DEFINED              1671
RYERSON TULL INC NEW                 COM            78375P107  472      34957    SH       DEFINED  01 02 03    34957
RYERSON TULL INC NEW                 COM            78375P107  8        571      SH       DEFINED              571
RYLAND GROUP INC                     COM            783764103  186      3679     SH       DEFINED  01 02 03    3679
RYLAND GROUP INC                     COM            783764103  17       336      SH       DEFINED              336
S & T BANCORP INC                    COM            783859101  199      7370     SH       DEFINED  01 02 03    7370
S & T BANCORP INC                    COM            783859101  18       677      SH       DEFINED              677
SBC COMMUNICATIONS INC               COM            78387G103  86573    2161079  SH       DEFINED  01 02 03    2161079
SBC COMMUNICATIONS INC               COM            78387G103  559      13950    SH       DEFINED              13950
SBS TECHNOLOGIES INC                 COM            78387P103  62       3298     SH       DEFINED  01 02 03    3298
SBS TECHNOLOGIES INC                 COM            78387P103  6        311      SH       DEFINED              311
SBA COMMUNICATIONS CORP              COM            78388J106  508      20538    SH       DEFINED  01 02 03    20538
SBA COMMUNICATIONS CORP              COM            78388J106  18       715      SH       DEFINED              715
SCI SYS INC                          COM            783890106  24738    970100   SH       DEFINED  01 02 03    970100
SCM MICROSYSTEMS INC                 COM            784018103  36       3478     SH       DEFINED  01 02 03    3478
SCM MICROSYSTEMS INC                 COM            784018103  4        342      SH       DEFINED              342
SCP POOL CORP                        COM            784028102  6484     188268   SH       DEFINED  01 02 03    188268
SCP POOL CORP                        COM            784028102  13       371      SH       DEFINED              371
SCPIE HLDGS INC                      COM            78402P104  55       2704     SH       DEFINED  01 02 03    2704
SCPIE HLDGS INC                      COM            78402P104  5        247      SH       DEFINED              247
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
SEI INVESTMENTS CO                   COM            784117103  6121     129140   SH       DEFINED  01 02 03    129140
SEMCO ENERGY INC                     COM            78412D109  74       4962     SH       DEFINED  01 02 03    4962
SEMCO ENERGY INC                     COM            78412D109  7        453      SH       DEFINED              453
SJW CORP                             COM            784305104  45       532      SH       DEFINED  01 02 03    532
SJW CORP                             COM            784305104  4        51       SH       DEFINED              51
SK TELECOM LTD                       SPONSORED ADR  78440P108  505      29906    SH       DEFINED  01 02 03    29906
SL GREEN RLTY CORP                   COM            78440X101  184      6065     SH       DEFINED  01 02 03    6065
SL GREEN RLTY CORP                   COM            78440X101  17       554      SH       DEFINED              554
SLI INC                              COM            78442T108  38       4648     SH       DEFINED  01 02 03    4648
SLI INC                              COM            78442T108  4        445      SH       DEFINED              445
SPS TECHNOLOGIES INC                 COM            784626103  168      3535     SH       DEFINED  01 02 03    3535
SPS TECHNOLOGIES INC                 COM            784626103  15       323      SH       DEFINED              323
SPDR TR                              UNIT SER 1     78462F103  49       400      SH       DEFINED              400
SPSS INC                             COM            78462K102  998      63154    SH       DEFINED  01 02 03    63154
SPSS INC                             COM            78462K102  4        222      SH       DEFINED              222
SPX CORP                             COM            784635104  8531     68150    SH       DEFINED  01 02 03    68150
SPX CORP                             COM            784635104  25       200      SH       DEFINED              200
SVI SOLUTIONS INC                    COM NEW        784872301  3        3557     SH       DEFINED  01 02 03    3557
SVI SOLUTIONS INC                    COM NEW        784872301  0        120      SH       DEFINED              120
SABA SOFTWARE INC                    COM            784932105  415      25279    SH       DEFINED  01 02 03    25279
SABA SOFTWARE INC                    COM            784932105  1        31       SH       DEFINED              31
SABRE HLDGS CORP                     CL A           785905100  3847     76943    SH       DEFINED  01 02 03    76943
SABRE HLDGS CORP                     CL A           785905100  18       369      SH       DEFINED              369
SAFECO CORP                          COM            786429100  1651     55950    SH       DEFINED  01 02 03    55950
SAFECO CORP                          COM            786429100  11       360      SH       DEFINED              360
SAFENET INC                          COM            78645R107  56       5595     SH       DEFINED  01 02 03    5595
SAFEWAY INC                          COM NEW        786514208  24995    520730   SH       DEFINED  01 02 03    520730
SAFEWAY INC                          COM NEW        786514208  108      2240     SH       DEFINED              2240
SAGA COMMUNICATIONS                  CL A           786598102  38       1594     SH       DEFINED  01 02 03    1594
SAGA COMMUNICATIONS                  CL A           786598102  4        160      SH       DEFINED              160
SAGENT TECHNOLOGY INC                COM            786693101  6        3714     SH       DEFINED  01 02 03    3714
SAGENT TECHNOLOGY INC                COM            786693101  0        130      SH       DEFINED              130
ST JUDE MED INC                      COM            790849103  2846     47440    SH       DEFINED  01 02 03    47440
ST JUDE MED INC                      COM            790849103  14       240      SH       DEFINED              240
ST MARY LD & EXPL CO                 COM            792228108  168      7179     SH       DEFINED  01 02 03    7179
ST MARY LD & EXPL CO                 COM            792228108  17       707      SH       DEFINED              707
ST PAUL COS INC                      COM            792860108  4764     93990    SH       DEFINED  01 02 03    93990
ST PAUL COS INC                      COM            792860108  30       600      SH       DEFINED              600
SAKS INC                             COM            79377W108  1575     164100   SH       DEFINED  01 02 03    164100
SALEM COMMUNICATIONS CORP DEL        CL A           794093104  141      6442     SH       DEFINED  01 02 03    6442
SALEM COMMUNICATIONS CORP DEL        CL A           794093104  13       588      SH       DEFINED              588
SALTON INC                           COM            795757103  46       2570     SH       DEFINED  01 02 03    2570
SALTON INC                           COM            795757103  5        253      SH       DEFINED              253
SAN PAOLO-IMI S P A                  SPONSORED ADR  799175104  95       3660     SH       DEFINED  01 02 03    3660
SANCHEZ COMPUTER ASSOCS INC          COM            799702105  45       3384     SH       DEFINED  01 02 03    3384
SANCHEZ COMPUTER ASSOCS INC          COM            799702105  4        333      SH       DEFINED              333
SANDISK CORP                         COM            80004C101  2195     78700    SH       DEFINED  01 02 03    78700
SANDY SPRING BANCORP INC             COM            800363103  85       2625     SH       DEFINED  01 02 03    2625
SANDY SPRING BANCORP INC             COM            800363103  8        240      SH       DEFINED              240
SANMINA CORP                         COM            800907107  25708    1098160  SH       DEFINED  01 02 03    1098160
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
SANMINA CORP                         COM            800907107  21       890      SH       DEFINED              890
SANGSTAT MED CORP                    COM            801003104  73       4478     SH       DEFINED  01 02 03    4478
SANGSTAT MED CORP                    COM            801003104  7        431      SH       DEFINED              431
SANTANDER BANCORP                    COM            802809103  43       2192     SH       DEFINED  01 02 03    2192
SANTANDER BANCORP                    COM            802809103  4        199      SH       DEFINED              199
SANYO ELEC LTD                       ADR 5 COM      803038306  110      3400     SH       DEFINED  01 02 03    3400
SAPIENT CORP                         COM            803062108  565      57960    SH       DEFINED  01 02 03    57960
SAPIENT CORP                         COM            803062108  3        340      SH       DEFINED              340
SARA LEE CORP                        COM            803111103  7541     398140   SH       DEFINED  01 02 03    398140
SARA LEE CORP                        COM            803111103  58       3080     SH       DEFINED              3080
SATCON TECHNOLOGY CORP               COM            803893106  20       1916     SH       DEFINED  01 02 03    1916
SATCON TECHNOLOGY CORP               COM            803893106  2        193      SH       DEFINED              193
SAUER-DANFOSS INC                    COM            804137107  54       5666     SH       DEFINED  01 02 03    5666
SAUER-DANFOSS INC                    COM            804137107  5        518      SH       DEFINED              518
SAUL CTRS INC                        COM            804395101  57       3040     SH       DEFINED  01 02 03    3040
SAUL CTRS INC                        COM            804395101  5        279      SH       DEFINED              279
SAVVIS COMMUNICATIONS CORP           COM            805423100  3        4249     SH       DEFINED  01 02 03    4249
SAVVIS COMMUNICATIONS CORP           COM            805423100  0        145      SH       DEFINED              145
SAWTEK INC                           COM            805468105  2758     117200   SH       DEFINED  01 02 03    117200
SCANA CORP NEW                       COM            80589M102  3442     121200   SH       DEFINED  01 02 03    121200
SCHEIN HENRY INC                     COM            806407102  443      11061    SH       DEFINED  01 02 03    11061
SCHEIN HENRY INC                     COM            806407102  24       590      SH       DEFINED              590
SCHERING PLOUGH CORP                 COM            806605101  40259    1110890  SH       DEFINED  01 02 03    1110890
SCHERING PLOUGH CORP                 COM            806605101  238      6570     SH       DEFINED              6570
SCHLUMBERGER LTD                     COM            806857108  23615    448530   SH       DEFINED  01 02 03    448530
SCHLUMBERGER LTD                     COM            806857108  116      2210     SH       DEFINED              2210
SCHOLASTIC CORP                      COM            807066105  2297     51038    SH       DEFINED  01 02 03    51038
SCHOLASTIC CORP                      COM            807066105  33       739      SH       DEFINED              739
SCHOOL SPECIALTY INC                 COM            807863105  193      7482     SH       DEFINED  01 02 03    7482
SCHOOL SPECIALTY INC                 COM            807863105  11       441      SH       DEFINED              441
SCHULMAN A INC                       COM            808194104  565      41816    SH       DEFINED  01 02 03    41816
SCHULMAN A INC                       COM            808194104  10       732      SH       DEFINED              732
SCHWAB CHARLES CORP NEW              COM            808513105  9477     619420   SH       DEFINED  01 02 03    619420
SCHWAB CHARLES CORP NEW              COM            808513105  59       3870     SH       DEFINED              3870
SCHWEITZER-MAUDUIT INTL INC          COM            808541106  90       3805     SH       DEFINED  01 02 03    3805
SCHWEITZER-MAUDUIT INTL INC          COM            808541106  8        351      SH       DEFINED              351
SCICLONE PHARMACEUTICALS INC         COM            80862K104  48       8220     SH       DEFINED  01 02 03    8220
SCICLONE PHARMACEUTICALS INC         COM            80862K104  5        809      SH       DEFINED              809
SCIENTIFIC ATLANTA INC               COM            808655104  4709     115990   SH       DEFINED  01 02 03    115990
SCIENTIFIC ATLANTA INC               COM            808655104  36       880      SH       DEFINED              880
SCIENTIFIC LEARNING CORP             COM            808760102  2        892      SH       DEFINED  01 02 03    892
SCIENTIFIC LEARNING CORP             COM            808760102  0        30       SH       DEFINED              30
SCIQUEST COM INC                     COM            80908Q107  5        5044     SH       DEFINED  01 02 03    5044
SCIQUEST COM INC                     COM            80908Q107  0        171      SH       DEFINED              171
SCOTTS CO                            CL A           810186106  170      4094     SH       DEFINED  01 02 03    4094
SCOTTS CO                            CL A           810186106  16       394      SH       DEFINED              394
SCRIPPS E W CO OHIO                  CL A           811054204  1848     26780    SH       DEFINED  01 02 03    26780
SCRIPPS E W CO OHIO                  CL A           811054204  28       400      SH       DEFINED              400
SEABOARD CORP                        COM            811543107  20       98       SH       DEFINED  01 02 03    98
SEACHANGE INTL INC                   COM            811699107  78       4302     SH       DEFINED  01 02 03    4302
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
SEACHANGE INTL INC                   COM            811699107  8        422      SH       DEFINED              422
SEACOAST FINL SVCS CORP              COM            81170Q106  110      6769     SH       DEFINED  01 02 03    6769
SEACOAST FINL SVCS CORP              COM            81170Q106  10       624      SH       DEFINED              624
SEACOR SMIT INC                      COM            811904101  3886     83133    SH       DEFINED  01 02 03    83133
SEACOR SMIT INC                      COM            811904101  23       483      SH       DEFINED              483
SEALED AIR CORP NEW                  COM            81211K100  1364     36620    SH       DEFINED  01 02 03    36620
SEALED AIR CORP NEW                  COM            81211K100  9        230      SH       DEFINED              230
SEARS ROEBUCK & CO                   COM            812387108  13130    310338   SH       DEFINED  01 02 03    310338
SEARS ROEBUCK & CO                   COM            812387108  74       1750     SH       DEFINED              1750
SECURE COMPUTING CORP                COM            813705100  3379     215089   SH       DEFINED  01 02 03    215089
SECURE COMPUTING CORP                COM            813705100  11       698      SH       DEFINED              698
SECURITY CAP GROUP INC               CL B           81413P204  355      16574    SH       DEFINED  01 02 03    16574
SECURITY CAP GROUP INC               CL B           81413P204  32       1514     SH       DEFINED              1514
SEEBEYOND TECHNOLOGIES CORP          COM            815704101  1517     126453   SH       DEFINED  01 02 03    126453
SEEBEYOND TECHNOLOGIES CORP          COM            815704101  1        106      SH       DEFINED              106
SEITEL INC                           COM NEW        816074306  70       5312     SH       DEFINED  01 02 03    5312
SEITEL INC                           COM NEW        816074306  6        485      SH       DEFINED              485
SELECTICA INC                        COM            816288104  5        1114     SH       DEFINED  01 02 03    1114
SELECTICA INC                        COM            816288104  0        38       SH       DEFINED              38
SELECTIVE INS GROUP INC              COM            816300107  856      32069    SH       DEFINED  01 02 03    32069
SELECTIVE INS GROUP INC              COM            816300107  17       637      SH       DEFINED              637
SEMINIS INC                          CL A           816658108  4        3336     SH       DEFINED  01 02 03    3336
SEMINIS INC                          CL A           816658108  0        110      SH       DEFINED              110
SEMTECH CORP                         COM            816850101  2508     83605    SH       DEFINED  01 02 03    83605
SEMPRA ENERGY                        COM            816851109  3997     146210   SH       DEFINED  01 02 03    146210
SEMPRA ENERGY                        COM            816851109  16       580      SH       DEFINED              580
SEMITOOL INC                         COM            816909105  46       3870     SH       DEFINED  01 02 03    3870
SEMITOOL INC                         COM            816909105  5        381      SH       DEFINED              381
SENECA FOODS CORP NEW                CL B           817070105  374      28400    SH       DEFINED  01 02 03    28400
SENECA FOODS CORP NEW                CL A           817070501  191      13900    SH       DEFINED  01 02 03    13900
SENIOR HSG PPTYS TR                  SH BEN INT     81721M109  45       3482     SH       DEFINED  01 02 03    3482
SENIOR HSG PPTYS TR                  SH BEN INT     81721M109  4        327      SH       DEFINED              327
SENSIENT TECHNOLOGIES CORP           COM            81725T100  1385     67513    SH       DEFINED  01 02 03    67513
SENSIENT TECHNOLOGIES CORP           COM            81725T100  23       1116     SH       DEFINED              1116
SENSORMATIC ELECTRS CORP             COM            817265101  2266     133277   SH       DEFINED  01 02 03    133277
SENSORMATIC ELECTRS CORP             COM            817265101  38       2246     SH       DEFINED              2246
SEPRACOR INC                         COM            817315104  3777     94900    SH       DEFINED  01 02 03    94900
SEQUA CORPORATION                    CL A           817320104  621      13657    SH       DEFINED  01 02 03    13657
SEQUA CORPORATION                    CL A           817320104  7        151      SH       DEFINED              151
SEQUENOM INC                         COM            817337108  19       1364     SH       DEFINED  01 02 03    1364
SEQUENOM INC                         COM            817337108  2        134      SH       DEFINED              134
SERENA SOFTWARE INC                  COM            817492101  144      3961     SH       DEFINED  01 02 03    3961
SERENA SOFTWARE INC                  COM            817492101  14       388      SH       DEFINED              388
SEROLOGICALS CORP                    COM            817523103  145      6800     SH       DEFINED  01 02 03    6800
SERVICE CORP INTL                    COM            817565104  486      76388    SH       DEFINED  01 02 03    76388
SERVICE CORP INTL                    COM            817565104  44       6977     SH       DEFINED              6977
724 SOLUTIONS INC                    COM            81788Q100  17       2300     SH       DEFINED  01 02 03    2300
SHAW GROUP INC                       COM            820280105  7285     181679   SH       DEFINED  01 02 03    181679
SHAW GROUP INC                       COM            820280105  36       894      SH       DEFINED              894
SHERWIN WILLIAMS CO                  COM            824348106  1623     73130    SH       DEFINED  01 02 03    73130
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
SHERWIN WILLIAMS CO                  COM            824348106  10       440      SH       DEFINED              440
SHIRE PHARMACEUTICALS GRP PLC        SPONSORED ADR  82481R106  2155     38825    SH       DEFINED  01 02 03    38825
SHOPKO STORES INC                    COM            824911101  57       7885     SH       DEFINED  01 02 03    7885
SHOPKO STORES INC                    COM            824911101  5        720      SH       DEFINED              720
SHURGARD STORAGE CTRS INC            COM            82567D104  256      8177     SH       DEFINED  01 02 03    8177
SHURGARD STORAGE CTRS INC            COM            82567D104  23       747      SH       DEFINED              747
SICOR INC                            COM            825846108  2585     111911   SH       DEFINED  01 02 03    111911
SICOR INC                            COM            825846108  26       1146     SH       DEFINED              1146
SIEBEL SYS INC                       COM            826170102  35394    754670   SH       DEFINED  01 02 03    754670
SIEBEL SYS INC                       COM            826170102  60       1270     SH       DEFINED              1270
SIERRA PAC RES NEW                   COM            826428104  1797     112356   SH       DEFINED  01 02 03    112356
SIERRA PAC RES NEW                   COM            826428104  31       1969     SH       DEFINED              1969
SIGMA ALDRICH CORP                   COM            826552101  1322     34240    SH       DEFINED  01 02 03    34240
SIGMA ALDRICH CORP                   COM            826552101  8        210      SH       DEFINED              210
SILICON GRAPHICS INC                 COM            827056102  73       52581    SH       DEFINED  01 02 03    52581
SILICON GRAPHICS INC                 COM            827056102  7        4803     SH       DEFINED              4803
SILICON IMAGE INC                    COM            82705T102  166      33109    SH       DEFINED  01 02 03    33109
SILICON IMAGE INC                    COM            82705T102  4        833      SH       DEFINED              833
SILICON VY BANCSHARES                COM            827064106  2311     105029   SH       DEFINED  01 02 03    105029
SILICON VY BANCSHARES                COM            827064106  30       1383     SH       DEFINED              1383
SILVERSTREAM SOFTWARE INC            COM            827907106  23       3209     SH       DEFINED  01 02 03    3209
SILVERSTREAM SOFTWARE INC            COM            827907106  2        316      SH       DEFINED              316
SIMPSON MANUFACTURING CO INC         COM            829073105  2108     34841    SH       DEFINED  01 02 03    34841
SIMPSON MANUFACTURING CO INC         COM            829073105  12       206      SH       DEFINED              206
SINCLAIR BROADCAST GROUP INC         CL A           829226109  2823     274032   SH       DEFINED  01 02 03    274032
SINCLAIR BROADCAST GROUP INC         CL A           829226109  11       1041     SH       DEFINED              1041
SIRIUS SATELLITE RADIO INC           COM            82966U103  136      11133    SH       DEFINED  01 02 03    11133
SIRIUS SATELLITE RADIO INC           COM            82966U103  13       1096     SH       DEFINED              1096
SITEL CORP                           COM            82980K107  19       11636    SH       DEFINED  01 02 03    11636
SITEL CORP                           COM            82980K107  2        1174     SH       DEFINED              1174
SIPEX CORP                           COM            829909100  1144     75839    SH       DEFINED  01 02 03    75839
SIPEX CORP                           COM            829909100  9        565      SH       DEFINED              565
SIX FLAGS INC                        COM            83001P109  2306     109600   SH       DEFINED  01 02 03    109600
SKECHERS U S A INC                   CL A           830566105  166      5669     SH       DEFINED  01 02 03    5669
SKECHERS U S A INC                   CL A           830566105  11       364      SH       DEFINED              364
SKY FINL GROUP INC                   COM            83080P103  431      22787    SH       DEFINED  01 02 03    22787
SKY FINL GROUP INC                   COM            83080P103  39       2081     SH       DEFINED              2081
SKYLINE CORP                         COM            830830105  44       1630     SH       DEFINED  01 02 03    1630
SKYLINE CORP                         COM            830830105  4        159      SH       DEFINED              159
SKYWEST INC                          COM            830879102  575      20528    SH       DEFINED  01 02 03    20528
SKYWEST INC                          COM            830879102  34       1230     SH       DEFINED              1230
SMART & FINAL INC                    COM            831683107  35       3206     SH       DEFINED  01 02 03    3206
SMART & FINAL INC                    COM            831683107  3        299      SH       DEFINED              299
SMARTSERV ONLINE INC                 COM NE         83169M203  11       1150     SH       DEFINED  01 02 03    1150
SMARTSERV ONLINE INC                 COM NE         83169M203  1        113      SH       DEFINED              113
SMARTDISK CORP                       COM            83169Q105  6        1495     SH       DEFINED  01 02 03    1495
SMARTDISK CORP                       COM            83169Q105  0        57       SH       DEFINED              57
SMARTFORCE PUB LTD CO                SPONSORED ADR  83170A206  631      17925    SH       DEFINED  01 02 03    17925
SMITH A O                            COM            831865209  1944     108624   SH       DEFINED  01 02 03    108624
SMITH A O                            COM            831865209  10       532      SH       DEFINED              532
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
SMITH INTL INC                       COM            832110100  7452     124399   SH       DEFINED  01 02 03    124399
SMITH CHARLES E RESDNTL RLTY         COM            832197107  290      5786     SH       DEFINED  01 02 03    5786
SMITH CHARLES E RESDNTL RLTY         COM            832197107  29       570      SH       DEFINED              570
SMITHFIELD FOODS INC                 COM            832248108  717      17787    SH       DEFINED  01 02 03    17787
SMITHFIELD FOODS INC                 COM            832248108  54       1332     SH       DEFINED              1332
SMUCKER J M CO                       COM            832696306  884      33988    SH       DEFINED  01 02 03    33988
SMUCKER J M CO                       COM            832696306  14       538      SH       DEFINED              538
SMURFIT-STONE CONTAINER CORP         COM            832727101  881      54360    SH       DEFINED  01 02 03    54360
SNAP ON INC                          COM            833034101  996      41241    SH       DEFINED  01 02 03    41241
SNAP ON INC                          COM            833034101  39       1611     SH       DEFINED              1611
SOFTNET SYS INC                      COM            833964109  14       7187     SH       DEFINED  01 02 03    7187
SOFTNET SYS INC                      COM            833964109  0        237      SH       DEFINED              237
SOLA INTL INC                        COM            834092108  2667     189000   SH       DEFINED  01 02 03    189000
SOLECTRON CORP                       COM            834182107  37296    2038020  SH       DEFINED  01 02 03    2038020
SOLECTRON CORP                       COM            834182107  33       1830     SH       DEFINED              1830
SOLUTIA INC                          COM            834376105  1877     147184   SH       DEFINED  01 02 03    147184
SOLUTIA INC                          COM            834376105  33       2600     SH       DEFINED              2600
SOMERA COMMUNICATION                 COM            834458101  54       7552     SH       DEFINED  01 02 03    7552
SOMERA COMMUNICATION                 COM            834458101  5        744      SH       DEFINED              744
SONIC CORP                           COM            835451105  2502     78858    SH       DEFINED  01 02 03    78858
SONIC CORP                           COM            835451105  21       665      SH       DEFINED              665
SONIC AUTOMOTIVE INC                 CL A           83545G102  94       4945     SH       DEFINED  01 02 03    4945
SONIC AUTOMOTIVE INC                 CL A           83545G102  9        466      SH       DEFINED              466
SONIC INNOVATIONS INC                COM            83545M109  6        901      SH       DEFINED  01 02 03    901
SONIC INNOVATIONS INC                COM            83545M109  0        30       SH       DEFINED              30
SONIC FDRY INC                       COM            83545R108  4        2640     SH       DEFINED  01 02 03    2640
SONIC FDRY INC                       COM            83545R108  0        96       SH       DEFINED              96
SONICBLUE INC                        COM            83546Q109  68       20528    SH       DEFINED  01 02 03    20528
SONICBLUE INC                        COM            83546Q109  7        2021     SH       DEFINED              2021
SONICWALL INC                        COM            835470105  8341     330850   SH       DEFINED  01 02 03    330850
SONICWALL INC                        COM            835470105  18       704      SH       DEFINED              704
SONOCO PRODS CO                      COM            835495102  2834     113900   SH       DEFINED  01 02 03    113900
SONOSITE INC                         COM            83568G104  47       2412     SH       DEFINED  01 02 03    2412
SONOSITE INC                         COM            83568G104  5        241      SH       DEFINED              241
SORRENTO NETWORKS CORP               COM            83586Q100  35       2887     SH       DEFINED  01 02 03    2887
SORRENTO NETWORKS CORP               COM            83586Q100  3        277      SH       DEFINED              277
SOTHEBYS HLDGS INC                   CL A           835898107  1321     81872    SH       DEFINED  01 02 03    81872
SOTHEBYS HLDGS INC                   CL A           835898107  17       1042     SH       DEFINED              1042
SONUS NETWORKS INC                   COM            835916107  18847    806800   SH       DEFINED  01 02 03    806800
SOURCE INFORMATION MGMT CO           COM NEW        836151209  17       2985     SH       DEFINED  01 02 03    2985
SOURCE INFORMATION MGMT CO           COM NEW        836151209  1        100      SH       DEFINED              100
SOUTH FINL GROUP INC                 COM            837841105  221      11693    SH       DEFINED  01 02 03    11693
SOUTH FINL GROUP INC                 COM            837841105  20       1068     SH       DEFINED              1068
SOUTH JERSEY INDS INC                COM            838518108  99       3183     SH       DEFINED  01 02 03    3183
SOUTH JERSEY INDS INC                COM            838518108  9        291      SH       DEFINED              291
SOUTHERN CO                          COM            842587107  6979     300180   SH       DEFINED  01 02 03    300180
SOUTHERN CO                          COM            842587107  44       1910     SH       DEFINED              1910
SOUTHERN PERU COPPER CORP            COM            843611104  86       6946     SH       DEFINED  01 02 03    6946
SOUTHERN PERU COPPER CORP            COM            843611104  8        634      SH       DEFINED              634
SOUTHERN UN CO NEW                   COM            844030106  180      8823     SH       DEFINED  01 02 03    8823
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
SOUTHERN UN CO NEW                   COM            844030106  16       806      SH       DEFINED              806
SOUTHTRUST CORP                      COM            844730101  4733     182020   SH       DEFINED  01 02 03    182020
SOUTHTRUST CORP                      COM            844730101  25       950      SH       DEFINED              950
SOUTHWEST AIRLS CO                   COM            844741108  6503     351730   SH       DEFINED  01 02 03    351730
SOUTHWEST AIRLS CO                   COM            844741108  39       2125     SH       DEFINED              2125
SOUTHWEST BANCORPORATION TEX         COM            84476R109  5289     175061   SH       DEFINED  01 02 03    175061
SOUTHWEST BANCORPORATION TEX         COM            84476R109  25       822      SH       DEFINED              822
SOUTHWEST GAS CORP                   COM            844895102  207      8761     SH       DEFINED  01 02 03    8761
SOUTHWEST GAS CORP                   COM            844895102  19       800      SH       DEFINED              800
SOUTHWEST SECS GROUP INC             COM            845224104  507      24509    SH       DEFINED  01 02 03    24509
SOUTHWEST SECS GROUP INC             COM            845224104  8        399      SH       DEFINED              399
SOUTHWESTERN ENERGY CO               COM            845467109  85       6922     SH       DEFINED  01 02 03    6922
SOUTHWESTERN ENERGY CO               COM            845467109  8        632      SH       DEFINED              632
SOVEREIGN BANCORP INC                COM            845905108  3788     291400   SH       DEFINED  01 02 03    291400
SOVRAN SELF STORAGE INC              COM            84610H108  91       3316     SH       DEFINED  01 02 03    3316
SOVRAN SELF STORAGE INC              COM            84610H108  8        303      SH       DEFINED              303
SPANISH BROADCASTING SYS INC         CL A           846425882  69       8406     SH       DEFINED  01 02 03    8406
SPANISH BROADCASTING SYS INC         CL A           846425882  7        828      SH       DEFINED              828
SPARTECH CORP                        COM NEW        847220209  93       3838     SH       DEFINED  01 02 03    3838
SPARTECH CORP                        COM NEW        847220209  9        372      SH       DEFINED              372
SPECTRA-PHYSICS LASERS INC           COM            847568102  21       888      SH       DEFINED  01 02 03    888
SPECTRA-PHYSICS LASERS INC           COM            847568102  2        90       SH       DEFINED              90
SPECTRALINK CORP                     COM            847580107  38       2928     SH       DEFINED  01 02 03    2928
SPECTRALINK CORP                     COM            847580107  4        295      SH       DEFINED              295
SPEEDFAM-IPEC INC                    COM            847705100  21       6688     SH       DEFINED  01 02 03    6688
SPEEDFAM-IPEC INC                    COM            847705100  2        637      SH       DEFINED              637
SPEEDWAY MOTORSPORTS INC             COM            847788106  91       3626     SH       DEFINED  01 02 03    3626
SPEEDWAY MOTORSPORTS INC             COM            847788106  9        353      SH       DEFINED              353
SPHERION CORP                        COM            848420105  129      14406    SH       DEFINED  01 02 03    14406
SPHERION CORP                        COM            848420105  12       1337     SH       DEFINED              1337
SPIEGEL INC                          CL A           848457107  38       3955     SH       DEFINED  01 02 03    3955
SPIEGEL INC                          CL A           848457107  4        377      SH       DEFINED              377
SPINNAKER EXPL CO                    COM            84855W109  544      13645    SH       DEFINED  01 02 03    13645
SPINNAKER EXPL CO                    COM            84855W109  10       247      SH       DEFINED              247
SPORTSLINE COM INC                   COM            848934105  11       4699     SH       DEFINED  01 02 03    4699
SPORTSLINE COM INC                   COM            848934105  1        472      SH       DEFINED              472
SPRINGS INDS INC                     CL A           851783100  157      3550     SH       DEFINED  01 02 03    3550
SPRINGS INDS INC                     CL A           851783100  14       324      SH       DEFINED              324
SPRINT CORP                          COM FON GROUP  852061100  9807     459120   SH       DEFINED  01 02 03    459120
SPRINT CORP                          COM FON GROUP  852061100  70       3300     SH       DEFINED              3300
SPRINT CORP                          PCS COM SER 1  852061506  11808    488958   SH       DEFINED  01 02 03    488958
SPRINT CORP                          PCS COM SER 1  852061506  78       3220     SH       DEFINED              3220
STAAR SURGICAL CO                    COM PAR $0.01  852312305  53       10923    SH       DEFINED  01 02 03    10923
STAAR SURGICAL CO                    COM PAR $0.01  852312305  2        342      SH       DEFINED              342
STAMPS COM INC                       COM            852857101  30       8124     SH       DEFINED  01 02 03    8124
STAMPS COM INC                       COM            852857101  3        768      SH       DEFINED              768
STANCORP FINL GROUP INC              COM            852891100  472      9950     SH       DEFINED  01 02 03    9950
STANCORP FINL GROUP INC              COM            852891100  37       790      SH       DEFINED              790
STANDARD MICROSYSTEMS CORP           COM            853626109  69       3844     SH       DEFINED  01 02 03    3844
STANDARD MICROSYSTEMS CORP           COM            853626109  6        358      SH       DEFINED              358
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
STANDARD PAC CORP NEW                COM            85375C101  159      6861     SH       DEFINED  01 02 03    6861
STANDARD PAC CORP NEW                COM            85375C101  15       627      SH       DEFINED              627
STANDARD REGISTER CO                 COM            853887107  66       3577     SH       DEFINED  01 02 03    3577
STANDARD REGISTER CO                 COM            853887107  6        327      SH       DEFINED              327
STANDEX INTL CORP                    COM            854231107  70       2964     SH       DEFINED  01 02 03    2964
STANDEX INTL CORP                    COM            854231107  6        275      SH       DEFINED              275
STANFORD MICRODEVICES INC            COM            854399102  20       1170     SH       DEFINED  01 02 03    1170
STANFORD MICRODEVICES INC            COM            854399102  2        114      SH       DEFINED              114
STANLEY WKS                          COM            854616109  2476     59130    SH       DEFINED  01 02 03    59130
STANLEY WKS                          COM            854616109  10       240      SH       DEFINED              240
STARBASE CORP                        COM NEW        854910205  46       12541    SH       DEFINED  01 02 03    12541
STARBASE CORP                        COM NEW        854910205  5        1262     SH       DEFINED              1262
STAPLES INC                          COM            855030102  3268     204390   SH       DEFINED  01 02 03    204390
STAPLES INC                          COM            855030102  20       1280     SH       DEFINED              1280
STAR SCIENTIFIC INC                  COM            85517P101  14       4981     SH       DEFINED  01 02 03    4981
STAR SCIENTIFIC INC                  COM            85517P101  1        495      SH       DEFINED              495
STARBUCKS CORP                       COM            855244109  4118     179060   SH       DEFINED  01 02 03    179060
STARBUCKS CORP                       COM            855244109  24       1060     SH       DEFINED              1060
STARMEDIA NETWORK INC                COM            855546107  17       9110     SH       DEFINED  01 02 03    9110
STARMEDIA NETWORK INC                COM            855546107  2        932      SH       DEFINED              932
STARTEK INC                          COM            85569C107  40       1780     SH       DEFINED  01 02 03    1780
STARTEK INC                          COM            85569C107  4        180      SH       DEFINED              180
STATE AUTO FINL CORP                 COM            855707105  55       3339     SH       DEFINED  01 02 03    3339
STATE AUTO FINL CORP                 COM            855707105  5        305      SH       DEFINED              305
STARWOOD HOTELS&RESORTS WRLDWD       PAIRED CTF     85590A203  3249     87140    SH       DEFINED  01 02 03    87140
STARWOOD HOTELS&RESORTS WRLDWD       PAIRED CTF     85590A203  21       560      SH       DEFINED              560
STATE STR CORP                       COM            857477103  22658    457820   SH       DEFINED  01 02 03    457820
STATE STR CORP                       COM            857477103  45       910      SH       DEFINED              910
STATEN IS BANCORP INC                COM            857550107  258      9276     SH       DEFINED  01 02 03    9276
STATEN IS BANCORP INC                COM            857550107  24       847      SH       DEFINED              847
STATION CASINOS INC                  COM            857689103  133      8343     SH       DEFINED  01 02 03    8343
STATION CASINOS INC                  COM            857689103  13       821      SH       DEFINED              821
STEAK N SHAKE CO                     COM            857873103  59       6370     SH       DEFINED  01 02 03    6370
STEAK N SHAKE CO                     COM            857873103  5        587      SH       DEFINED              587
STEEL DYNAMICS INC                   COM            858119100  136      10907    SH       DEFINED  01 02 03    10907
STEEL DYNAMICS INC                   COM            858119100  13       1015     SH       DEFINED              1015
STEIN MART INC                       COM            858375108  72       6998     SH       DEFINED  01 02 03    6998
STEIN MART INC                       COM            858375108  7        643      SH       DEFINED              643
STEPAN CO                            COM            858586100  40       1539     SH       DEFINED  01 02 03    1539
STEPAN CO                            COM            858586100  4        141      SH       DEFINED              141
STERLING BANCSHARES INC              COM            858907108  135      7052     SH       DEFINED  01 02 03    7052
STERLING BANCSHARES INC              COM            858907108  13       658      SH       DEFINED              658
STERICYCLE INC                       COM            858912108  4265     90841    SH       DEFINED  01 02 03    90841
STERICYCLE INC                       COM            858912108  17       354      SH       DEFINED              354
STERIS CORP                          COM            859152100  4201     209550   SH       DEFINED  01 02 03    209550
STERIS CORP                          COM            859152100  35       1722     SH       DEFINED              1722
STEWART & STEVENSON SVCS INC         COM            860342104  3362     101889   SH       DEFINED  01 02 03    101889
STEWART & STEVENSON SVCS INC         COM            860342104  23       705      SH       DEFINED              705
STEWART ENTERPRISES INC              CL A           860370105  185      25397    SH       DEFINED  01 02 03    25397
STEWART ENTERPRISES INC              CL A           860370105  17       2320     SH       DEFINED              2320
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
STEWART INFORMATION SVCS CORP        COM            860372101  56       2866     SH       DEFINED  01 02 03    2866
STEWART INFORMATION SVCS CORP        COM            860372101  5        262      SH       DEFINED              262
STILLWATER MNG CO                    COM            86074Q102  289      9865     SH       DEFINED  01 02 03    9865
STILLWATER MNG CO                    COM            86074Q102  28       971      SH       DEFINED              971
STILWELL FINL INC                    COM            860831106  3226     96140    SH       DEFINED  01 02 03    96140
STILWELL FINL INC                    COM            860831106  20       610      SH       DEFINED              610
STMICROELECTRONICS N V               NY REGISTRY    861012102  1636     48105    SH       DEFINED  01 02 03    48105
STOCKWALK GROUP INC                  COM            86149C104  4        1971     SH       DEFINED  01 02 03    1971
STOCKWALK GROUP INC                  COM            86149C104  0        70       SH       DEFINED              70
STONE ENERGY CORP                    COM            861642106  607      13693    SH       DEFINED  01 02 03    13693
STONE ENERGY CORP                    COM            861642106  25       556      SH       DEFINED              556
STONERIDGE INC                       COM            86183P102  36       3394     SH       DEFINED  01 02 03    3394
STONERIDGE INC                       COM            86183P102  3        316      SH       DEFINED              316
STORAGE USA INC                      COM            861907103  268      7439     SH       DEFINED  01 02 03    7439
STORAGE USA INC                      COM            861907103  24       679      SH       DEFINED              679
STORAGE TECHNOLOGY CORP              COM PAR $0.10  862111200  2080     151160   SH       DEFINED  01 02 03    151160
STORAGE TECHNOLOGY CORP              COM PAR $0.10  862111200  33       2408     SH       DEFINED              2408
STRATOS LIGHTWAVE INC                COM            863100103  3031     233145   SH       DEFINED  01 02 03    233145
STRATOS LIGHTWAVE INC                COM            863100103  18       1357     SH       DEFINED              1357
STRATTEC SEC CORP                    COM            863111100  49       1400     SH       DEFINED  01 02 03    1400
STRAYER ED INC                       COM            863236105  2864     58748    SH       DEFINED  01 02 03    58748
STRAYER ED INC                       COM            863236105  9        184      SH       DEFINED              184
STRIDE RITE CORP                     COM            863314100  1730     203483   SH       DEFINED  01 02 03    203483
STRIDE RITE CORP                     COM            863314100  9        1046     SH       DEFINED              1046
STRUCTURAL DYNAMICS RESH CORP        COM            863555108  1264     51573    SH       DEFINED  01 02 03    51573
STRUCTURAL DYNAMICS RESH CORP        COM            863555108  23       920      SH       DEFINED              920
STRYKER CORP                         COM            863667101  4800     87510    SH       DEFINED  01 02 03    87510
STRYKER CORP                         COM            863667101  30       550      SH       DEFINED              550
STUDENT LN CORP                      COM            863902102  77       1100     SH       DEFINED  01 02 03    1100
STUDENT LN CORP                      COM            863902102  7        100      SH       DEFINED              100
STURM RUGER & CO INC                 COM            864159108  52       5347     SH       DEFINED  01 02 03    5347
STURM RUGER & CO INC                 COM            864159108  5        488      SH       DEFINED              488
SUIZA FOODS CORP                     COM            865077101  2992     56345    SH       DEFINED  01 02 03    56345
SUIZA FOODS CORP                     COM            865077101  37       689      SH       DEFINED              689
SUMMIT PPTYS INC                     COM            866239106  186      6949     SH       DEFINED  01 02 03    6949
SUMMIT PPTYS INC                     COM            866239106  17       635      SH       DEFINED              635
SUN COMMUNITIES INC                  COM            866674104  172      4866     SH       DEFINED  01 02 03    4866
SUN COMMUNITIES INC                  COM            866674104  16       444      SH       DEFINED              444
SUN LIFE FINL SVCS CDA INC           COM            866796105  105      4400     SH       DEFINED  01 02 03    4400
SUN MICROSYSTEMS INC                 COM            866810104  30726    1954553  SH       DEFINED  01 02 03    1954553
SUN MICROSYSTEMS INC                 COM            866810104  200      12700    SH       DEFINED              12700
SUNGARD DATA SYS INC                 COM            867363103  9327     310800   SH       DEFINED  01 02 03    310800
SUNOCO INC                           COM            86764P109  1407     38420    SH       DEFINED  01 02 03    38420
SUNOCO INC                           COM            86764P109  8        230      SH       DEFINED              230
SUNRISE ASSISTED LIVING INC          COM            86768K106  130      4938     SH       DEFINED  01 02 03    4938
SUNRISE ASSISTED LIVING INC          COM            86768K106  12       465      SH       DEFINED              465
SUNRISE TECHNOLOGIES INTL INC        COM            86769L103  16       12649    SH       DEFINED  01 02 03    12649
SUNRISE TECHNOLOGIES INTL INC        COM            86769L103  2        1284     SH       DEFINED              1284
SUNTRUST BKS INC                     COM            867914103  12806    197681   SH       DEFINED  01 02 03    197681
SUNTRUST BKS INC                     COM            867914103  109      1690     SH       DEFINED              1690
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
SUPERCONDUCTOR TECHNOLOGIES          COM            867931107  27       4468     SH       DEFINED  01 02 03    4468
SUPERCONDUCTOR TECHNOLOGIES          COM            867931107  3        449      SH       DEFINED              449
SUPERGEN INC                         COM            868059106  95       6470     SH       DEFINED  01 02 03    6470
SUPERGEN INC                         COM            868059106  9        642      SH       DEFINED              642
SUPERIOR ENERGY SVCS INC             COM            868157108  865      109528   SH       DEFINED  01 02 03    109528
SUPERIOR ENERGY SVCS INC             COM            868157108  9        1125     SH       DEFINED              1125
SUPERIOR INDS INTL INC               COM            868168105  1345     35121    SH       DEFINED  01 02 03    35121
SUPERIOR INDS INTL INC               COM            868168105  18       468      SH       DEFINED              468
SUPERIOR TELECOM INC                 COM            868365107  7        2487     SH       DEFINED  01 02 03    2487
SUPERIOR TELECOM INC                 COM            868365107  0        80       SH       DEFINED              80
SUPERIOR TR I                        PFD CV 8.50%   86836P202  12       711      SH       DEFINED  01 02 03    711
SUPERTEX INC                         COM            868532102  24       1955     SH       DEFINED  01 02 03    1955
SUPERTEX INC                         COM            868532102  2        197      SH       DEFINED              197
SUPERVALU INC                        COM            868536103  2316     131990   SH       DEFINED  01 02 03    131990
SUPERVALU INC                        COM            868536103  6        370      SH       DEFINED              370
SUREBEAM CORP                        CL A           86866R102  59       3465     SH       DEFINED  01 02 03    3465
SURMODICS INC                        COM            868873100  192      3266     SH       DEFINED  01 02 03    3266
SURMODICS INC                        COM            868873100  19       322      SH       DEFINED              322
SUSQUEHANNA BANCSHARES INC PA        COM            869099101  219      10778    SH       DEFINED  01 02 03    10778
SUSQUEHANNA BANCSHARES INC PA        COM            869099101  20       984      SH       DEFINED              984
SWIFT ENERGY CO                      COM            870738101  282      9366     SH       DEFINED  01 02 03    9366
SWIFT ENERGY CO                      COM            870738101  17       568      SH       DEFINED              568
SWIFT TRANSN CO                      COM            870756103  4113     213571   SH       DEFINED  01 02 03    213571
SWIFT TRANSN CO                      COM            870756103  21       1083     SH       DEFINED              1083
SWITCHBOARD INC                      COM            871045100  8        1373     SH       DEFINED  01 02 03    1373
SWITCHBOARD INC                      COM            871045100  0        45       SH       DEFINED              45
SYBASE INC                           COM            871130100  2797     170020   SH       DEFINED  01 02 03    170020
SYBASE INC                           COM            871130100  10       601      SH       DEFINED              601
SYCAMORE NETWORKS INC                COM            871206108  30       3200     SH       DEFINED  01 02 03    3200
SYKES ENTERPRISES INC                COM            871237103  571      51905    SH       DEFINED  01 02 03    51905
SYKES ENTERPRISES INC                COM            871237103  6        579      SH       DEFINED              579
SYLVAN LEARNING SYS INC              COM            871399101  1248     51348    SH       DEFINED  01 02 03    51348
SYLVAN LEARNING SYS INC              COM            871399101  17       704      SH       DEFINED              704
SYMANTEC CORP                        COM            871503108  4078     93330    SH       DEFINED  01 02 03    93330
SYMANTEC CORP                        COM            871503108  1        20       SH       DEFINED              20
SYMBOL TECHNOLOGIES INC              COM            871508107  2239     100860   SH       DEFINED  01 02 03    100860
SYMBOL TECHNOLOGIES INC              COM            871508107  14       635      SH       DEFINED              635
SYMMETRICOM INC                      COM            871543104  89       6060     SH       DEFINED  01 02 03    6060
SYMMETRICOM INC                      COM            871543104  9        589      SH       DEFINED              589
SYMYX TECHNOLOGIES                   COM            87155S108  821      31216    SH       DEFINED  01 02 03    31216
SYMYX TECHNOLOGIES                   COM            87155S108  14       537      SH       DEFINED              537
SYNCOR INTL CORP DEL                 COM            87157J106  155      4996     SH       DEFINED  01 02 03    4996
SYNCOR INTL CORP DEL                 COM            87157J106  15       492      SH       DEFINED              492
SYNOPSYS INC                         COM            871607107  3474     71800    SH       DEFINED  01 02 03    71800
SYNGENTA AG                          SPONSORED ADR  87160A100  15       1354     SH       DEFINED  01 02 03    1354
SYNQUEST INC                         COM            87160X100  11       3116     SH       DEFINED  01 02 03    3116
SYNOVUS FINL CORP                    COM            87161C105  4115     131130   SH       DEFINED  01 02 03    131130
SYNOVUS FINL CORP                    COM            87161C105  25       810      SH       DEFINED              810
SYNTEL INC                           COM            87162H103  10       1298     SH       DEFINED  01 02 03    1298
SYNTEL INC                           COM            87162H103  0        43       SH       DEFINED              43
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
SYNTROLEUM CORP                      COM            871630109  77       8452     SH       DEFINED  01 02 03    8452
SYNTROLEUM CORP                      COM            871630109  8        832      SH       DEFINED              832
SYSCO CORP                           COM            871829107  8914     328330   SH       DEFINED  01 02 03    328330
SYSCO CORP                           COM            871829107  62       2280     SH       DEFINED              2280
SYSTEMAX INC                         COM            871851101  6        2653     SH       DEFINED  01 02 03    2653
SYSTEMAX INC                         COM            871851101  0        90       SH       DEFINED              90
SYSTEMS & COMPUTER TECHNOLOGY        COM            871873105  76       8356     SH       DEFINED  01 02 03    8356
SYSTEMS & COMPUTER TECHNOLOGY        COM            871873105  7        823      SH       DEFINED              823
TCF FINL CORP                        COM            872275102  4214     91000    SH       DEFINED  01 02 03    91000
TECO ENERGY INC                      COM            872375100  5420     177700   SH       DEFINED  01 02 03    177700
THQ INC                              COM NEW        872443403  278      5640     SH       DEFINED  01 02 03    5640
THQ INC                              COM NEW        872443403  26       527      SH       DEFINED              527
TJX COS INC NEW                      COM            872540109  6672     209340   SH       DEFINED  01 02 03    209340
TJX COS INC NEW                      COM            872540109  64       2010     SH       DEFINED              2010
TRW INC                              COM            872649108  2244     54720    SH       DEFINED  01 02 03    54720
TRW INC                              COM            872649108  14       350      SH       DEFINED              350
TMP WORLDWIDE INC                    COM            872941109  3472     58730    SH       DEFINED  01 02 03    58730
TMP WORLDWIDE INC                    COM            872941109  18       300      SH       DEFINED              300
TXU CORP                             COM            873168108  6675     138510   SH       DEFINED  01 02 03    138510
TXU CORP                             COM            873168108  35       720      SH       DEFINED              720
TAKE-TWO INTERACTIVE SOFTWARE        COM            874054109  144      7763     SH       DEFINED  01 02 03    7763
TAKE-TWO INTERACTIVE SOFTWARE        COM            874054109  14       732      SH       DEFINED              732
TALBOTS INC                          COM            874161102  436      9975     SH       DEFINED  01 02 03    9975
TALK AMERICA HLDGS INC               COM            87426R103  16       17394    SH       DEFINED  01 02 03    17394
TALK AMERICA HLDGS INC               COM            87426R103  2        1759     SH       DEFINED              1759
TANGER FACTORY OUTLET CTRS INC       COM            875465106  32       1403     SH       DEFINED  01 02 03    1403
TANGER FACTORY OUTLET CTRS INC       COM            875465106  3        131      SH       DEFINED              131
TANNING TECHNOLOGY CORP              COM            87588P101  15       3131     SH       DEFINED  01 02 03    3131
TANNING TECHNOLOGY CORP              COM            87588P101  2        322      SH       DEFINED              322
TARGET CORP                          COM            87612E106  15754    455330   SH       DEFINED  01 02 03    455330
TARGET CORP                          COM            87612E106  126      3640     SH       DEFINED              3640
TARGETED GENETICS CORP               COM            87612M108  53       8217     SH       DEFINED  01 02 03    8217
TARGETED GENETICS CORP               COM            87612M108  5        804      SH       DEFINED              804
TAUBMAN CTRS INC                     COM            876664103  125      8960     SH       DEFINED  01 02 03    8960
TAUBMAN CTRS INC                     COM            876664103  11       813      SH       DEFINED              813
TECH DATA CORP                       COM            878237106  3990     119600   SH       DEFINED  01 02 03    119600
TECHNITROL INC                       COM            878555101  2495     95953    SH       DEFINED  01 02 03    95953
TECHNITROL INC                       COM            878555101  16       606      SH       DEFINED              606
TECHNOLOGY SOLUTIONS CO              COM            87872T108  21       11554    SH       DEFINED  01 02 03    11554
TECHNOLOGY SOLUTIONS CO              COM            87872T108  2        1108     SH       DEFINED              1108
TECUMSEH PRODS CO                    CL A           878895200  1276     25786    SH       DEFINED  01 02 03    25786
TECUMSEH PRODS CO                    CL A           878895200  19       391      SH       DEFINED              391
TEJON RANCH CO DEL                   COM            879080109  50       1832     SH       DEFINED  01 02 03    1832
TEJON RANCH CO DEL                   COM            879080109  5        180      SH       DEFINED              180
TEKELEC                              COM            879101103  1103     40700    SH       DEFINED  01 02 03    40700
TEKTRONIX INC                        COM            879131100  1499     55210    SH       DEFINED  01 02 03    55210
TEKTRONIX INC                        COM            879131100  7        260      SH       DEFINED              260
TELAXIS COMMUNICATIONS CORP          COM            879202109  1        1045     SH       DEFINED  01 02 03    1045
TELAXIS COMMUNICATIONS CORP          COM            879202109  0        36       SH       DEFINED              36
TELECOM CORP NEW ZEALAND LTD         SPONSORED ADR  879278208  47       2600     SH       DEFINED  01 02 03    2600
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
TELECOMMUNICATION SYS INC            CL A           87929J103  13       4200     SH       DEFINED  01 02 03    4200
TELEDYNE TECHNOLOGIES INC            COM            879360105  123      8066     SH       DEFINED  01 02 03    8066
TELEDYNE TECHNOLOGIES INC            COM            879360105  12       794      SH       DEFINED              794
TELEFLEX INC                         COM            879369106  2419     54970    SH       DEFINED  01 02 03    54970
TELEFLEX INC                         COM            879369106  42       965      SH       DEFINED              965
TELEFONICA S A                       SPONSORED ADR  879382208  388      10425    SH       DEFINED  01 02 03    10425
TELEFONOS DE MEXICO S A              SPON ADR ORD L 879403780  2416     68860    SH       DEFINED  01 02 03    68860
TELEPHONE & DATA SYS INC             COM            879433100  8483     78000    SH       DEFINED  01 02 03    78000
TELIK INC                            COM            87959M109  89       9000     SH       DEFINED  01 02 03    9000
TELLABS INC                          COM            879664100  7795     404300   SH       DEFINED  01 02 03    404300
TELLABS INC                          COM            879664100  29       1510     SH       DEFINED              1510
TEMPLE INLAND INC                    COM            879868107  1150     21580    SH       DEFINED  01 02 03    21580
TEMPLE INLAND INC                    COM            879868107  7        140      SH       DEFINED              140
TENFOLD CORP                         COM            88033A103  1        3350     SH       DEFINED  01 02 03    3350
TENFOLD CORP                         COM            88033A103  0        117      SH       DEFINED              117
TENET HEALTHCARE CORP                COM            88033G100  14764    286175   SH       DEFINED  01 02 03    286175
TENET HEALTHCARE CORP                COM            88033G100  79       1530     SH       DEFINED              1530
TENNANT CO                           COM            880345103  98       2441     SH       DEFINED  01 02 03    2441
TENNANT CO                           COM            880345103  9        228      SH       DEFINED              228
TENNECO AUTOMOTIVE INC               COM            880349105  33       10177    SH       DEFINED  01 02 03    10177
TENNECO AUTOMOTIVE INC               COM            880349105  3        930      SH       DEFINED              930
TERADYNE INC                         COM            880770102  3280     99080    SH       DEFINED  01 02 03    99080
TERADYNE INC                         COM            880770102  24       720      SH       DEFINED              720
TEREX CORP NEW                       COM            880779103  146      6902     SH       DEFINED  01 02 03    6902
TEREX CORP NEW                       COM            880779103  13       630      SH       DEFINED              630
TERREMARK WORLDWIDE INC              COM            881448104  48       31678    SH       DEFINED  01 02 03    31678
TERREMARK WORLDWIDE INC              COM            881448104  5        3188     SH       DEFINED              3188
TESORO PETE CORP                     COM            881609101  107      8499     SH       DEFINED  01 02 03    8499
TESORO PETE CORP                     COM            881609101  10       776      SH       DEFINED              776
TEVA PHARMACEUTICAL INDS LTD         ADR            881624209  260      4180     SH       DEFINED  01 02 03    4180
TETRA TECH INC NEW                   COM            88162G103  3870     142284   SH       DEFINED  01 02 03    142284
TETRA TECH INC NEW                   COM            88162G103  25       904      SH       DEFINED              904
TEXACO INC                           COM            881694103  16082    241470   SH       DEFINED  01 02 03    241470
TEXACO INC                           COM            881694103  103      1540     SH       DEFINED              1540
TEXAS BIOTECHNOLOGY CORP             COM            88221T104  93       11157    SH       DEFINED  01 02 03    11157
TEXAS BIOTECHNOLOGY CORP             COM            88221T104  9        1099     SH       DEFINED              1099
TEXAS INDS INC                       COM            882491103  396      11511    SH       DEFINED  01 02 03    11511
TEXAS INDS INC                       COM            882491103  18       522      SH       DEFINED              522
TEXAS INSTRS INC                     COM            882508104  61998    1968175  SH       DEFINED  01 02 03    1968175
TEXAS INSTRS INC                     COM            882508104  202      6420     SH       DEFINED              6420
TEXAS REGL BANCSHARES INC            CL A VTG       882673106  384      9519     SH       DEFINED  01 02 03    9519
TEXAS REGL BANCSHARES INC            CL A VTG       882673106  16       404      SH       DEFINED              404
TEXTRON INC                          COM            883203101  3400     61770    SH       DEFINED  01 02 03    61770
TEXTRON INC                          COM            883203101  21       390      SH       DEFINED              390
THERAGENICS CORP                     COM            883375107  77       6878     SH       DEFINED  01 02 03    6878
THERAGENICS CORP                     COM            883375107  7        659      SH       DEFINED              659
THERMA-WAVE INC                      COM            88343A108  1388     72789    SH       DEFINED  01 02 03    72789
THERMA-WAVE INC                      COM            88343A108  6        299      SH       DEFINED              299
THERMO ELECTRON CORP                 COM            883556102  1904     86470    SH       DEFINED  01 02 03    86470
THERMO ELECTRON CORP                 COM            883556102  11       510      SH       DEFINED              510
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
THERMO FIBERTEK INC                  COM            88355W105  5        1585     SH       DEFINED  01 02 03    1585
THERMO FIBERTEK INC                  COM            88355W105  0        50       SH       DEFINED              50
THOMAS & BETTS CORP                  COM            884315102  562      25470    SH       DEFINED  01 02 03    25470
THOMAS & BETTS CORP                  COM            884315102  4        160      SH       DEFINED              160
THOMAS INDS INC                      COM            884425109  123      4164     SH       DEFINED  01 02 03    4164
THOMAS INDS INC                      COM            884425109  11       380      SH       DEFINED              380
THOR INDS INC                        COM            885160101  61       1846     SH       DEFINED  01 02 03    1846
THOR INDS INC                        COM            885160101  6        170      SH       DEFINED              170
THORATEC CORP                        COM NEW        885175307  111      7143     SH       DEFINED  01 02 03    7143
THORATEC CORP                        COM NEW        885175307  11       703      SH       DEFINED              703
3COM CORP                            COM            885535104  1878     395390   SH       DEFINED  01 02 03    395390
3DO CO                               COM            88553W105  61       8319     SH       DEFINED  01 02 03    8319
3DO CO                               COM            88553W105  6        838      SH       DEFINED              838
THREE FIVE SYS INC                   COM            88554L108  98       5440     SH       DEFINED  01 02 03    5440
THREE FIVE SYS INC                   COM            88554L108  10       536      SH       DEFINED              536
TIBCO SOFTWARE INC                   COM            88632Q103  10       800      SH       DEFINED  01 02 03    800
TIDEWATER INC                        COM            886423102  4377     116090   SH       DEFINED  01 02 03    116090
TIDEWATER INC                        COM            886423102  31       830      SH       DEFINED              830
TIFFANY & CO NEW                     COM            886547108  2435     67220    SH       DEFINED  01 02 03    67220
TIFFANY & CO NEW                     COM            886547108  15       410      SH       DEFINED              410
TIMBERLAND CO                        CL A           887100105  1697     42948    SH       DEFINED  01 02 03    42948
TIMBERLAND CO                        CL A           887100105  17       436      SH       DEFINED              436
TIME WARNER TELECOM INC              CL A           887319101  305      9090     SH       DEFINED  01 02 03    9090
TIMKEN CO                            COM            887389104  673      39715    SH       DEFINED  01 02 03    39715
TIMKEN CO                            COM            887389104  24       1397     SH       DEFINED              1397
TITAN CORP                           COM            888266103  3204     139900   SH       DEFINED  01 02 03    139900
TITAN PHARMACEUTICALS INC DEL        COM            888314101  228      7609     SH       DEFINED  01 02 03    7609
TITAN PHARMACEUTICALS INC DEL        COM            888314101  19       621      SH       DEFINED              621
TIVO INC                             COM            888706108  24       4312     SH       DEFINED  01 02 03    4312
TIVO INC                             COM            888706108  2        436      SH       DEFINED              436
TOLL BROTHERS INC                    COM            889478103  223      5673     SH       DEFINED  01 02 03    5673
TOLL BROTHERS INC                    COM            889478103  20       518      SH       DEFINED              518
TOLLGRADE COMMUNICATIONS INC         COM            889542106  87       3063     SH       DEFINED  01 02 03    3063
TOLLGRADE COMMUNICATIONS INC         COM            889542106  9        302      SH       DEFINED              302
TOO INC                              COM            890333107  215      7862     SH       DEFINED  01 02 03    7862
TOO INC                              COM            890333107  21       774      SH       DEFINED              774
TOOTSIE ROLL INDS INC                COM            890516107  2251     58400    SH       DEFINED  01 02 03    58400
TOPPS INC                            COM            890786106  125      10681    SH       DEFINED  01 02 03    10681
TOPPS INC                            COM            890786106  12       1052     SH       DEFINED              1052
TORCH OFFSHORE INC                   COM            891019101  20       2025     SH       DEFINED  01 02 03    2025
TORCHMARK CORP                       COM            891027104  4253     105760   SH       DEFINED  01 02 03    105760
TORCHMARK CORP                       COM            891027104  39       970      SH       DEFINED              970
TORO CO                              COM            891092108  140      3107     SH       DEFINED  01 02 03    3107
TORO CO                              COM            891092108  13       284      SH       DEFINED              284
TOSCO CORP                           COM NEW        891490302  3102     70410    SH       DEFINED  01 02 03    70410
TOSCO CORP                           COM NEW        891490302  19       430      SH       DEFINED              430
TOTAL FINA ELF S A                   SPONSORED ADR  89151E109  194      2757     SH       DEFINED  01 02 03    2757
TOWER AUTOMOTIVE INC                 COM            891707101  106      10358    SH       DEFINED  01 02 03    10358
TOWER AUTOMOTIVE INC                 COM            891707101  10       938      SH       DEFINED              938
TOWN & CTRY TR                       SH BEN INT     892081100  84       4095     SH       DEFINED  01 02 03    4095
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
TOWN & CTRY TR                       SH BEN INT     892081100  8        403      SH       DEFINED              403
TOYS R US INC                        COM            892335100  3950     159580   SH       DEFINED  01 02 03    159580
TOYS R US INC                        COM            892335100  35       1420     SH       DEFINED              1420
TRAMMELL CROW CO                     COM            89288R106  76       6834     SH       DEFINED  01 02 03    6834
TRAMMELL CROW CO                     COM            89288R106  7        624      SH       DEFINED              624
TRANS WORLD ENTMT CORP               COM            89336Q100  75       7844     SH       DEFINED  01 02 03    7844
TRANS WORLD ENTMT CORP               COM            89336Q100  7        722      SH       DEFINED              722
TRANSACTION SYS ARCHITECTS           CL A           893416107  799      51539    SH       DEFINED  01 02 03    51539
TRANSACTION SYS ARCHITECTS           CL A           893416107  14       876      SH       DEFINED              876
TRANSGENOMIC INC                     COM            89365K206  126      6610     SH       DEFINED  01 02 03    6610
TRANSKARYOTIC THERAPIES INC          COM            893735100  225      7636     SH       DEFINED  01 02 03    7636
TRANSKARYOTIC THERAPIES INC          COM            893735100  15       502      SH       DEFINED              502
TRANSMONTAIGNE INC                   COM            893934109  43       7477     SH       DEFINED  01 02 03    7477
TRANSMONTAIGNE INC                   COM            893934109  4        683      SH       DEFINED              683
TRAVELOCITY COM INC                  COM            893953109  127      4129     SH       DEFINED  01 02 03    4129
TRAVELOCITY COM INC                  COM            893953109  12       394      SH       DEFINED              394
TRANSWITCH CORP                      COM            894065101  1197     111310   SH       DEFINED  01 02 03    111310
TREDEGAR CORP                        COM            894650100  128      6700     SH       DEFINED  01 02 03    6700
TREDEGAR CORP                        COM            894650100  12       639      SH       DEFINED              639
TRENDWEST RESORTS INC                COM            894917103  33       1407     SH       DEFINED  01 02 03    1407
TRENDWEST RESORTS INC                COM            894917103  3        140      SH       DEFINED              140
TREX INC                             COM            89531P105  254      13190    SH       DEFINED  01 02 03    13190
TREX INC                             COM            89531P105  3        139      SH       DEFINED              139
TRIAD HOSPITALS INC                  COM            89579K109  2920     99080    SH       DEFINED  01 02 03    99080
TRIAD HOSPITALS INC                  COM            89579K109  48       1620     SH       DEFINED              1620
TRIANGLE PHARMACEUTICALS INC         COM            89589H104  579      123791   SH       DEFINED  01 02 03    123791
TRIANGLE PHARMACEUTICALS INC         COM            89589H104  5        1010     SH       DEFINED              1010
TRIAD GTY INC                        COM            895925105  145      3623     SH       DEFINED  01 02 03    3623
TRIAD GTY INC                        COM            895925105  13       335      SH       DEFINED              335
TRIARC COS INC                       CL A           895927101  89       3411     SH       DEFINED  01 02 03    3411
TRIARC COS INC                       CL A           895927101  8        324      SH       DEFINED              324
TRICON GLOBAL RESTAURANTS            COM            895953107  3627     82630    SH       DEFINED  01 02 03    82630
TRICON GLOBAL RESTAURANTS            COM            895953107  18       410      SH       DEFINED              410
TRIBUNE CO NEW                       COM            896047107  5234     130810   SH       DEFINED  01 02 03    130810
TRIBUNE CO NEW                       COM            896047107  33       830      SH       DEFINED              830
TRICO MARINE SERVICES INC            COM            896106101  72       6783     SH       DEFINED  01 02 03    6783
TRICO MARINE SERVICES INC            COM            896106101  7        620      SH       DEFINED              620
TRICORD SYSTEMS INC                  COM            896121100  12       4255     SH       DEFINED  01 02 03    4255
TRICORD SYSTEMS INC                  COM            896121100  1        427      SH       DEFINED              427
TRIGON HEALTHCARE INC                COM            89618L100  2730     42100    SH       DEFINED  01 02 03    42100
TRIMBLE NAVIGATION LTD               COM            896239100  120      6181     SH       DEFINED  01 02 03    6181
TRIMBLE NAVIGATION LTD               COM            896239100  12       609      SH       DEFINED              609
TRIMERIS INC                         COM            896263100  1505     30066    SH       DEFINED  01 02 03    30066
TRIMERIS INC                         COM            896263100  20       400      SH       DEFINED              400
TRINITY INDS INC                     COM            896522109  1101     52724    SH       DEFINED  01 02 03    52724
TRINITY INDS INC                     COM            896522109  19       925      SH       DEFINED              925
TRIQUINT SEMICONDUCTOR INC           COM            89674K103  2124     94400    SH       DEFINED  01 02 03    94400
TRIUMPH GROUP INC NEW                COM            896818101  252      5141     SH       DEFINED  01 02 03    5141
TRIUMPH GROUP INC NEW                COM            896818101  23       470      SH       DEFINED              470
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
TRIZETTO GROUP INC                   COM            896882107  53       5719     SH       DEFINED  01 02 03    5719
TRIZETTO GROUP INC                   COM            896882107  5        563      SH       DEFINED              563
TRUST CO NJ JERSEY CITY NEW          COM            898304100  152      4460     SH       DEFINED  01 02 03    4460
TRUST CO NJ JERSEY CITY NEW          COM            898304100  14       407      SH       DEFINED              407
TRUSTCO BK CORP N Y                  COM            898349105  209      15690    SH       DEFINED  01 02 03    15690
TRUSTCO BK CORP N Y                  COM            898349105  21       1545     SH       DEFINED              1545
TRUSTMARK CORP                       COM            898402102  320      15759    SH       DEFINED  01 02 03    15759
TRUSTMARK CORP                       COM            898402102  29       1439     SH       DEFINED              1439
TUCKER ANTHONY SUTRO                 COM            898647102  106      4828     SH       DEFINED  01 02 03    4828
TUCKER ANTHONY SUTRO                 COM            898647102  10       441      SH       DEFINED              441
TUESDAY MORNING CORP                 COM NEW        899035505  34       2545     SH       DEFINED  01 02 03    2545
TUESDAY MORNING CORP                 COM NEW        899035505  3        257      SH       DEFINED              257
TULARIK INC                          COM            899165104  87       3366     SH       DEFINED  01 02 03    3366
TULARIK INC                          COM            899165104  7        282      SH       DEFINED              282
TUMBLEWEED COMMUNICATIONS CORP       COM            899690101  87       22857    SH       DEFINED  01 02 03    22857
TUMBLEWEED COMMUNICATIONS CORP       COM            899690101  0        82       SH       DEFINED              82
TUPPERWARE CORP                      COM            899896104  2518     107472   SH       DEFINED  01 02 03    107472
TUPPERWARE CORP                      COM            899896104  38       1612     SH       DEFINED              1612
TURNSTONE SYSTEMS INC                COM            900423104  161      22940    SH       DEFINED  01 02 03    22940
TUT SYSTEMS                          COM            901103101  7        3968     SH       DEFINED  01 02 03    3968
TUT SYSTEMS                          COM            901103101  1        408      SH       DEFINED              408
TWEETER HOME ENTMT GROUP INC         COM            901167106  3094     87656    SH       DEFINED  01 02 03    87656
TWEETER HOME ENTMT GROUP INC         COM            901167106  15       414      SH       DEFINED              414
24 / 7 MEDIA INC                     COM            901314104  2        7218     SH       DEFINED  01 02 03    7218
24 / 7 MEDIA INC                     COM            901314104  0        241      SH       DEFINED              241
TWINLAB CORP                         COM            901774109  15       5756     SH       DEFINED  01 02 03    5756
TWINLAB CORP                         COM            901774109  1        541      SH       DEFINED              541
II VI INC                            COM            902104108  44       2496     SH       DEFINED  01 02 03    2496
II VI INC                            COM            902104108  4        252      SH       DEFINED              252
TYCO INTL LTD NEW                    COM            902124106  102220   1875603  SH       DEFINED  01 02 03    1875603
TYCO INTL LTD NEW                    COM            902124106  408      7480     SH       DEFINED              7480
TYSON FOODS INC                      CL A           902494103  2406     261200   SH       DEFINED  01 02 03    261200
UCAR INTL INC                        COM            90262K109  778      65086    SH       DEFINED  01 02 03    65086
UCAR INTL INC                        COM            90262K109  14       1150     SH       DEFINED              1150
UCBH HOLDINGS INC                    COM            90262T308  156      5125     SH       DEFINED  01 02 03    5125
UCBH HOLDINGS INC                    COM            90262T308  14       473      SH       DEFINED              473
UGI CORP NEW                         COM            902681105  201      7433     SH       DEFINED  01 02 03    7433
UGI CORP NEW                         COM            902681105  18       679      SH       DEFINED              679
UICI                                 COM            902737105  135      10557    SH       DEFINED  01 02 03    10557
UICI                                 COM            902737105  12       964      SH       DEFINED              964
UIL HLDG CORP                        COM            902748102  191      3935     SH       DEFINED  01 02 03    3935
UIL HLDG CORP                        COM            902748102  17       359      SH       DEFINED              359
UMB FINL CORP                        COM            902788108  188      4370     SH       DEFINED  01 02 03    4370
UMB FINL CORP                        COM            902788108  17       399      SH       DEFINED              399
USX MARATHON GROUP                   COM NEW        902905827  5705     193310   SH       DEFINED  01 02 03    193310
USX MARATHON GROUP                   COM NEW        902905827  25       860      SH       DEFINED              860
U S B HLDG INC                       COM            902910108  40       2629     SH       DEFINED  01 02 03    2629
U S B HLDG INC                       COM            902910108  4        248      SH       DEFINED              248
UST INC                              COM            902911106  2190     75890    SH       DEFINED  01 02 03    75890
UST INC                              COM            902911106  13       460      SH       DEFINED              460
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
US BANCORP DEL                       COM NEW        902973304  29061    1275168  SH       DEFINED  01 02 03    1275168
US BANCORP DEL                       COM NEW        902973304  137      5999     SH       DEFINED              5999
USA NETWORKS INC                     COM            902984103  1669     59190    SH       DEFINED  01 02 03    59190
URS CORP NEW                         COM            903236107  102      3785     SH       DEFINED  01 02 03    3785
URS CORP NEW                         COM            903236107  9        346      SH       DEFINED              346
US LEC CORP                          CL A           90331S109  7        2446     SH       DEFINED  01 02 03    2446
US LEC CORP                          CL A           90331S109  1        247      SH       DEFINED              247
USEC INC                             COM            90333E108  186      22101    SH       DEFINED  01 02 03    22101
USEC INC                             COM            90333E108  17       2019     SH       DEFINED              2019
U S AGGREGATES INC                   COM            90334D109  126      93063    SH       DEFINED  01 02 03    93063
U S AGGREGATES INC                   COM            90334D109  0        45       SH       DEFINED              45
USX-U S STL                          COM            90337T101  1085     53870    SH       DEFINED  01 02 03    53870
USX-U S STL                          COM            90337T101  5        250      SH       DEFINED              250
US ONCOLOGY INC                      COM            90338W103  182      20518    SH       DEFINED  01 02 03    20518
US ONCOLOGY INC                      COM            90338W103  17       1874     SH       DEFINED              1874
U S WIRELESS CORP                    COM            90339C106  6        11164    SH       DEFINED  01 02 03    11164
U S WIRELESS CORP                    COM            90339C106  0        331      SH       DEFINED              331
ULTICOM INC                          COM            903844108  37       1109     SH       DEFINED  01 02 03    1109
ULTICOM INC                          COM            903844108  4        112      SH       DEFINED              112
ULTIMATE ELECTRS INC                 COM            903849107  2870     88527    SH       DEFINED  01 02 03    88527
ULTIMATE ELECTRS INC                 COM            903849107  7        214      SH       DEFINED              214
USA ED INC                           COM            90390U102  5450     74660    SH       DEFINED  01 02 03    74660
USA ED INC                           COM            90390U102  33       450      SH       DEFINED              450
ULTRAMAR DIAMOND SHAMROCK CORP       COM            904000106  5509     116600   SH       DEFINED  01 02 03    116600
ULTRATECH STEPPER INC                COM            904034105  149      5810     SH       DEFINED  01 02 03    5810
ULTRATECH STEPPER INC                COM            904034105  14       553      SH       DEFINED              553
UNIFI INC                            COM            904677101  1502     176648   SH       DEFINED  01 02 03    176648
UNIFI INC                            COM            904677101  11       1347     SH       DEFINED              1347
UNILAB CORP NEW                      COM NEW        904763208  835      33120    SH       DEFINED  01 02 03    33120
UNILEVER N V                         N Y SHS NEW    904784709  16028    269070   SH       DEFINED  01 02 03    269070
UNILEVER N V                         N Y SHS NEW    904784709  551      9242     SH       DEFINED  01 02 03    9242
UNILEVER N V                         N Y SHS NEW    904784709  95       1600     SH       DEFINED              1600
UNIGRAPHICS SOLUTIONS INC            CL A           904928108  37       1168     SH       DEFINED  01 02 03    1168
UNIGRAPHICS SOLUTIONS INC            CL A           904928108  4        118      SH       DEFINED              118
UNION PAC CORP                       COM            907818108  8243     150120   SH       DEFINED  01 02 03    150120
UNION PAC CORP                       COM            907818108  79       1440     SH       DEFINED              1440
UNION PLANTERS CORP                  COM            908068109  4875     111810   SH       DEFINED  01 02 03    111810
UNION PLANTERS CORP                  COM            908068109  44       1020     SH       DEFINED              1020
UNIONBANCAL CORP                     COM            908906100  869      25800    SH       DEFINED  01 02 03    25800
UNIROYAL TECHNOLOGY CORP             COM            909163107  30       3570     SH       DEFINED  01 02 03    3570
UNIROYAL TECHNOLOGY CORP             COM            909163107  3        360      SH       DEFINED              360
UNISOURCE ENERGY CORP                COM            909205106  816      35527    SH       DEFINED  01 02 03    35527
UNISOURCE ENERGY CORP                COM            909205106  17       761      SH       DEFINED              761
UNISYS CORP                          COM            909214108  2072     140890   SH       DEFINED  01 02 03    140890
UNISYS CORP                          COM            909214108  13       880      SH       DEFINED              880
UNIT CORP                            COM            909218109  134      8426     SH       DEFINED  01 02 03    8426
UNIT CORP                            COM            909218109  13       805      SH       DEFINED              805
UNITED AUTO GROUP INC                COM            909440109  31       1787     SH       DEFINED  01 02 03    1787
UNITED AUTO GROUP INC                COM            909440109  3        163      SH       DEFINED              163
UNITED CMNTY FINL CORP OHIO          COM            909839102  78       9009     SH       DEFINED  01 02 03    9009
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
UNITED CMNTY FINL CORP OHIO          COM            909839102  7        829      SH       DEFINED              829
UNITED BANKSHARES INC WEST VA        COM            909907107  251      9359     SH       DEFINED  01 02 03    9359
UNITED BANKSHARES INC WEST VA        COM            909907107  23       860      SH       DEFINED              860
UNITED DOMINION REALTY TR INC        COM            910197102  394      27850    SH       DEFINED  01 02 03    27850
UNITED DOMINION REALTY TR INC        COM            910197102  36       2544     SH       DEFINED              2544
UNITED NATL BANCORP N J              COM            910909100  91       3998     SH       DEFINED  01 02 03    3998
UNITED NATL BANCORP N J              COM            910909100  9        380      SH       DEFINED              380
UNITED NAT FOODS INC                 COM            911163103  48       2298     SH       DEFINED  01 02 03    2298
UNITED NAT FOODS INC                 COM            911163103  5        224      SH       DEFINED              224
UNITED PARCEL SERVICE INC            CL B           911312106  2792     48300    SH       DEFINED  01 02 03    48300
UNITED PARCEL SERVICE INC            CL B           911312106  39       670      SH       DEFINED              670
UNITED RENTALS INC                   COM            911363109  2331     89813    SH       DEFINED  01 02 03    89813
UNITED RENTALS INC                   COM            911363109  21       820      SH       DEFINED              820
UNITED STATES CELLULAR CORP          COM            911684108  138      2400     SH       DEFINED  01 02 03    2400
US AIRWAYS GROUP INC                 COM            911905107  713      29350    SH       DEFINED  01 02 03    29350
US AIRWAYS GROUP INC                 COM            911905107  5        190      SH       DEFINED              190
U S INDS INC NEW                     COM            912080108  84       20410    SH       DEFINED  01 02 03    20410
U S INDS INC NEW                     COM            912080108  8        1864     SH       DEFINED              1864
UNITED STATIONERS INC                COM            913004107  3561     112825   SH       DEFINED  01 02 03    112825
UNITED STATIONERS INC                COM            913004107  25       794      SH       DEFINED              794
UNITED TECHNOLOGIES CORP             COM            913017109  30834    420890   SH       DEFINED  01 02 03    420890
UNITED TECHNOLOGIES CORP             COM            913017109  96       1310     SH       DEFINED              1310
UNITED TELEVISION INC                COM            913066106  128      1019     SH       DEFINED  01 02 03    1019
UNITED TELEVISION INC                COM            913066106  13       100      SH       DEFINED              100
UNITED THERAPEUTICS CORP DEL         COM            91307C102  51       3807     SH       DEFINED  01 02 03    3807
UNITED THERAPEUTICS CORP DEL         COM            91307C102  5        375      SH       DEFINED              375
UNITEDHEALTH GROUP INC               COM            91324P102  14886    241065   SH       DEFINED  01 02 03    241065
UNITEDHEALTH GROUP INC               COM            91324P102  55       890      SH       DEFINED              890
UNITRIN INC                          COM            913275103  2999     78100    SH       DEFINED  01 02 03    78100
UNIVERSAL ACCESS INC                 COM            913363107  18       2969     SH       DEFINED  01 02 03    2969
UNIVERSAL ACCESS INC                 COM            913363107  2        299      SH       DEFINED              299
UNIVERSAL COMPRESSION HLDGS          COM            913431102  59       2089     SH       DEFINED  01 02 03    2089
UNIVERSAL COMPRESSION HLDGS          COM            913431102  6        199      SH       DEFINED              199
UNIVERSAL CORP VA                    COM            913456109  1549     39065    SH       DEFINED  01 02 03    39065
UNIVERSAL CORP VA                    COM            913456109  27       682      SH       DEFINED              682
UNIVERSAL DISPLAY CORP               COM            91347P105  70       3557     SH       DEFINED  01 02 03    3557
UNIVERSAL DISPLAY CORP               COM            91347P105  7        350      SH       DEFINED              350
UNIVERSAL ELECTRS INC                COM            913483103  64       3534     SH       DEFINED  01 02 03    3534
UNIVERSAL ELECTRS INC                COM            913483103  6        348      SH       DEFINED              348
UNIVERSAL FST PRODS INC              COM            913543104  65       2911     SH       DEFINED  01 02 03    2911
UNIVERSAL FST PRODS INC              COM            913543104  6        268      SH       DEFINED              268
UNIVERSAL HLTH SVCS INC              CL B           913903100  73       1600     SH       DEFINED  01 02 03    1600
UNO RESTAURANT CORP                  COM            914900105  26       2700     SH       DEFINED  01 02 03    2700
UNIVISION COMMUNICATIONS INC         CL A           914906102  3970     92810    SH       DEFINED  01 02 03    92810
UNIVISION COMMUNICATIONS INC         CL A           914906102  25       580      SH       DEFINED              580
UNOCAL CORP                          COM            915289102  3643     106670   SH       DEFINED  01 02 03    106670
UNOCAL CORP                          COM            915289102  23       680      SH       DEFINED              680
UNOVA INC                            COM            91529B106  83       12046    SH       DEFINED  01 02 03    12046
UNOVA INC                            COM            91529B106  8        1100     SH       DEFINED              1100
UNUMPROVIDENT CORP                   COM            91529Y106  4110     127950   SH       DEFINED  01 02 03    127950
</TABLE>

<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
UNUMPROVIDENT CORP                   COM            91529Y106  22       680      SH       DEFINED              680
USFREIGHTWAYS CORP                   COM            916906100  1707     57880    SH       DEFINED  01 02 03    57880
USFREIGHTWAYS CORP                   COM            916906100  19       658      SH       DEFINED              658
URBAN OUTFITTERS INC                 COM            917047102  917      85400    SH       DEFINED  01 02 03    85400
UROCOR INC                           COM            91727P105  139      8900     SH       DEFINED  01 02 03    8900
USINTERNETWORKING INC                COM            917311805  253      210600   SH       DEFINED  01 02 03    210600
UTILICORP UTD INC                    COM            918005109  4855     158100   SH       DEFINED  01 02 03    158100
UTSTARCOM INC                        COM            918076100  126      5400     SH       DEFINED  01 02 03    5400
V F CORP                             COM            918204108  2513     69090    SH       DEFINED  01 02 03    69090
V F CORP                             COM            918204108  11       310      SH       DEFINED              310
VYYO INC                             COM            918458100  32       21694    SH       DEFINED  01 02 03    21694
VYYO INC                             COM            918458100  0        67       SH       DEFINED              67
VAIL RESORTS INC                     COM            91879Q109  79       4175     SH       DEFINED  01 02 03    4175
VAIL RESORTS INC                     COM            91879Q109  7        384      SH       DEFINED              384
VALASSIS COMMUNICATIONS INC          COM            918866104  2517     70300    SH       DEFINED  01 02 03    70300
VALHI INC NEW                        COM            918905100  28       2184     SH       DEFINED  01 02 03    2184
VALHI INC NEW                        COM            918905100  3        204      SH       DEFINED              204
VALENCE TECHNOLOGY INC               COM            918914102  53       8222     SH       DEFINED  01 02 03    8222
VALENCE TECHNOLOGY INC               COM            918914102  5        810      SH       DEFINED              810
VALENTIS INC                         COM            91913E104  46       7345     SH       DEFINED  01 02 03    7345
VALENTIS INC                         COM            91913E104  5        740      SH       DEFINED              740
VALERO ENERGY CORP NEW               COM            91913Y100  2703     73500    SH       DEFINED  01 02 03    73500
VALICERT INC                         COM            91915Q105  190      61000    SH       DEFINED  01 02 03    61000
VALLEY NATL BANCORP                  COM            919794107  4471     157710   SH       DEFINED  01 02 03    157710
VALMONT INDS INC                     COM            920253101  68       3740     SH       DEFINED  01 02 03    3740
VALMONT INDS INC                     COM            920253101  7        361      SH       DEFINED              361
VALSPAR CORP                         COM            920355104  2390     67311    SH       DEFINED  01 02 03    67311
VALSPAR CORP                         COM            920355104  38       1061     SH       DEFINED              1061
VALUE CITY DEPT STORES INC           COM            920387107  48       4161     SH       DEFINED  01 02 03    4161
VALUE CITY DEPT STORES INC           COM            920387107  4        388      SH       DEFINED              388
VALUE LINE INC                       COM            920437100  22       511      SH       DEFINED  01 02 03    511
VALUE LINE INC                       COM            920437100  2        49       SH       DEFINED              49
VALUECLICK INC                       COM            92046N102  3        982      SH       DEFINED  01 02 03    982
VALUECLICK INC                       COM            92046N102  0        30       SH       DEFINED              30
VALUEVISION INTL INC                 CL A           92047K107  215      9908     SH       DEFINED  01 02 03    9908
VALUEVISION INTL INC                 CL A           92047K107  21       971      SH       DEFINED              971
VANS INC                             COM            921930103  317      13488    SH       DEFINED  01 02 03    13488
VANS INC                             COM            921930103  8        330      SH       DEFINED              330
VARCO INTL INC DEL                   COM            922122106  2060     110698   SH       DEFINED  01 02 03    110698
VARIAN INC                           COM            922206107  271      8379     SH       DEFINED  01 02 03    8379
VARIAN INC                           COM            922206107  27       825      SH       DEFINED              825
VARIAN SEMICONDUCTOR EQUIPMNT        COM            922207105  406      9657     SH       DEFINED  01 02 03    9657
VARIAN SEMICONDUCTOR EQUIPMNT        COM            922207105  35       823      SH       DEFINED              823
VARIAN MED SYS INC                   COM            92220P105  748      10457    SH       DEFINED  01 02 03    10457
VARIAN MED SYS INC                   COM            92220P105  59       823      SH       DEFINED              823
VASCO DATA SEC INTL INC              COM            92230Y104  10       3021     SH       DEFINED  01 02 03    3021
VASCO DATA SEC INTL INC              COM            92230Y104  1        303      SH       DEFINED              303
VASOMEDICAL INC                      COM            922321104  56       12904    SH       DEFINED  01 02 03    12904
VASOMEDICAL INC                      COM            922321104  5        1271     SH       DEFINED              1271
VAXGEN INC                           COM NEW        922390208  41       2178     SH       DEFINED  01 02 03    2178
</TABLE>

<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
VAXGEN INC                           COM NEW        922390208  4        207      SH       DEFINED              207
VECTREN CORP                         COM            92240G101  2008     97006    SH       DEFINED  01 02 03    97006
VECTREN CORP                         COM            92240G101  35       1699     SH       DEFINED              1699
VECTOR GROUP LTD                     COM            92240M108  122      3812     SH       DEFINED  01 02 03    3812
VECTOR GROUP LTD                     COM            92240M108  11       356      SH       DEFINED              356
VEECO INSTRS INC DEL                 COM            922417100  326      8192     SH       DEFINED  01 02 03    8192
VEECO INSTRS INC DEL                 COM            922417100  25       620      SH       DEFINED              620
VENTAS INC                           COM            92276F100  169      15393    SH       DEFINED  01 02 03    15393
VENTAS INC                           COM            92276F100  17       1516     SH       DEFINED              1516
VENTANA MED SYS INC                  COM            92276H106  84       2679     SH       DEFINED  01 02 03    2679
VENTANA MED SYS INC                  COM            92276H106  8        264      SH       DEFINED              264
VENTIV HEALTH INC                    COM            922793104  380      18411    SH       DEFINED  01 02 03    18411
VENTIV HEALTH INC                    COM            922793104  8        390      SH       DEFINED              390
VENTRO CORP                          COM            922815105  2        5505     SH       DEFINED  01 02 03    5505
VENTRO CORP                          COM            922815105  0        189      SH       DEFINED              189
VENATOR GROUP INC                    COM            922944103  829      54180    SH       DEFINED  01 02 03    54180
VENATOR GROUP INC                    COM            922944103  53       3478     SH       DEFINED              3478
VERADO HLDGS INC                     COM SER B      92335X100  0        1786     SH       DEFINED  01 02 03    1786
VERADO HLDGS INC                     COM SER B      92335X100  0        56       SH       DEFINED              56
VERITAS SOFTWARE CO                  COM            923436109  42282    635537   SH       DEFINED  01 02 03    635537
VERITAS SOFTWARE CO                  COM            923436109  104      1563     SH       DEFINED              1563
VERITY INC                           COM            92343C106  1020     51113    SH       DEFINED  01 02 03    51113
VERITY INC                           COM            92343C106  15       759      SH       DEFINED              759
VERISIGN INC                         COM            92343E102  131101   2184647  SH       DEFINED  01 02 03    2184647
VERITAS DGC INC                      COM            92343P107  3687     132859   SH       DEFINED  01 02 03    132859
VERITAS DGC INC                      COM            92343P107  22       798      SH       DEFINED              798
VERIZON COMMUNICATIONS               COM            92343V104  83734    1565119  SH       DEFINED  01 02 03    1565119
VERIZON COMMUNICATIONS               COM            92343V104  603      11280    SH       DEFINED              11280
VERTEL CORP                          COM            924907108  9        7056     SH       DEFINED  01 02 03    7056
VERTEL CORP                          COM            924907108  1        712      SH       DEFINED              712
VERSATA INC                          COM            925298101  1        1015     SH       DEFINED  01 02 03    1015
VERSATA INC                          COM            925298101  0        34       SH       DEFINED              34
VERSICOR INC                         COM            925314106  34       2700     SH       DEFINED  01 02 03    2700
VERTEX INTERACTIVE INC               COM            925322109  9        4323     SH       DEFINED  01 02 03    4323
VERTEX INTERACTIVE INC               COM            925322109  1        444      SH       DEFINED              444
VERTEX PHARMACEUTICALS INC           COM            92532F100  3485     70400    SH       DEFINED  01 02 03    70400
VERTICALNET INC                      COM            92532L107  1        300      SH       DEFINED  01 02 03    300
VIACOM INC                           CL B           925524308  55735    1077007  SH       DEFINED  01 02 03    1077007
VIACOM INC                           CL B           925524308  309      5976     SH       DEFINED              5976
VIALINK CO                           COM            92552Q101  8        4934     SH       DEFINED  01 02 03    4934
VIALINK CO                           COM            92552Q101  1        486      SH       DEFINED              486
VIAD CORP                            COM            92552R109  4789     181400   SH       DEFINED  01 02 03    181400
VIASAT INC                           COM            92552V100  99       4151     SH       DEFINED  01 02 03    4151
VIASAT INC                           COM            92552V100  10       409      SH       DEFINED              409
VIASYSTEMS GROUP INC                 COM            92553H100  35       11766    SH       DEFINED  01 02 03    11766
VIASYSTEMS GROUP INC                 COM            92553H100  3        1154     SH       DEFINED              1154
VIANT CORP                           COM            92553N107  18       9654     SH       DEFINED  01 02 03    9654
VIANT CORP                           COM            92553N107  2        1005     SH       DEFINED              1005
VIADOR INC                           COM            92553R108  1        2891     SH       DEFINED  01 02 03    2891
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
VIADOR INC                           COM            92553R108  0        97       SH       DEFINED              97
VICAL INC                            COM            925602104  71       5102     SH       DEFINED  01 02 03    5102
VICAL INC                            COM            925602104  7        502      SH       DEFINED              502
VICINITY CORP                        COM            925653107  3        1864     SH       DEFINED  01 02 03    1864
VICINITY CORP                        COM            925653107  0        65       SH       DEFINED              65
VICOR CORP                           COM            925815102  81       4980     SH       DEFINED  01 02 03    4980
VICOR CORP                           COM            925815102  8        490      SH       DEFINED              490
VIA NET WRKS INC                     COM            925912107  6        3785     SH       DEFINED  01 02 03    3785
VIA NET WRKS INC                     COM            925912107  0        132      SH       DEFINED              132
VIEWPOINT CORP                       COM            92672P108  66       7749     SH       DEFINED  01 02 03    7749
VIEWPOINT CORP                       COM            92672P108  6        763      SH       DEFINED              763
VIGNETTE CORP                        COM            926734104  9        1000     SH       DEFINED  01 02 03    1000
VINTAGE PETE INC                     COM            927460105  243      12973    SH       DEFINED  01 02 03    12973
VINTAGE PETE INC                     COM            927460105  23       1230     SH       DEFINED              1230
VIRATA CORP                          COM            927646109  177      14900    SH       DEFINED  01 02 03    14900
VIROPHARMA INC                       COM            928241108  1234     36300    SH       DEFINED  01 02 03    36300
VISHAY INTERTECHNOLOGY INC           COM            928298108  4916     213745   SH       DEFINED  01 02 03    213745
VISHAY INTERTECHNOLOGY INC           COM            928298108  10       445      SH       DEFINED              445
VISTEON CORP                         COM            92839U107  1054     57347    SH       DEFINED  01 02 03    57347
VISTEON CORP                         COM            92839U107  7        364      SH       DEFINED              364
VISUAL NETWORKS INC                  COM            928444108  74       8514     SH       DEFINED  01 02 03    8514
VISUAL NETWORKS INC                  COM            928444108  7        838      SH       DEFINED              838
VISX INC DEL                         COM            92844S105  1516     78369    SH       DEFINED  01 02 03    78369
VISX INC DEL                         COM            92844S105  25       1267     SH       DEFINED              1267
VITAL SIGNS INC                      COM            928469105  51       1528     SH       DEFINED  01 02 03    1528
VITAL SIGNS INC                      COM            928469105  5        140      SH       DEFINED              140
VITESSE SEMICONDUCTOR CORP           COM            928497106  1925     91470    SH       DEFINED  01 02 03    91470
VITESSE SEMICONDUCTOR CORP           COM            928497106  11       510      SH       DEFINED              510
VITRIA TECHNOLOGY                    COM            92849Q104  2        500      SH       DEFINED  01 02 03    500
VIVUS INC                            COM            928551100  25       8084     SH       DEFINED  01 02 03    8084
VIVUS INC                            COM            928551100  3        815      SH       DEFINED              815
VODAFONE GROUP PLC NEW               SPONSORED ADR  92857W100  916      41000    SH       DEFINED  01 02 03    41000
VODAFONE GROUP PLC NEW               SPONSORED ADR  92857W100  35899    1606200  SH       DEFINED  01 02 03    1606200
VOLT INFORMATION SCIENCES INC        COM            928703107  39       2204     SH       DEFINED  01 02 03    2204
VOLT INFORMATION SCIENCES INC        COM            928703107  4        206      SH       DEFINED              206
VORNADO RLTY TR                      SH BEN INT     929042109  832      21300    SH       DEFINED  01 02 03    21300
VULCAN MATLS CO                      COM            929160109  2961     55090    SH       DEFINED  01 02 03    55090
VULCAN MATLS CO                      COM            929160109  15       280      SH       DEFINED              280
WD-40 CO                             COM            929236107  87       3345     SH       DEFINED  01 02 03    3345
WD-40 CO                             COM            929236107  9        329      SH       DEFINED              329
WFS FINL INC                         COM            92923B106  76       2487     SH       DEFINED  01 02 03    2487
WFS FINL INC                         COM            92923B106  7        227      SH       DEFINED              227
WGL HLDGS INC                        COM            92924F106  1805     66575    SH       DEFINED  01 02 03    66575
WGL HLDGS INC                        COM            92924F106  32       1167     SH       DEFINED              1167
W HLDG CO INC                        COM            929251106  99       7584     SH       DEFINED  01 02 03    7584
W HLDG CO INC                        COM            929251106  9        693      SH       DEFINED              693
W-H ENERGY SVCS INC                  COM            92925E108  590      31050    SH       DEFINED  01 02 03    31050
WMS INDS INC                         COM            929297109  346      10764    SH       DEFINED  01 02 03    10764
WMS INDS INC                         COM            929297109  19       584      SH       DEFINED              584
WPS RESOURCES CORP                   COM            92931B106  257      7281     SH       DEFINED  01 02 03    7281
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
WPS RESOURCES CORP                   COM            92931B106  23       665      SH       DEFINED              665
WABASH NATL CORP                     COM            929566107  72       5946     SH       DEFINED  01 02 03    5946
WABASH NATL CORP                     COM            929566107  7        548      SH       DEFINED              548
WABTEC CORP                          COM            929740108  110      7323     SH       DEFINED  01 02 03    7323
WABTEC CORP                          COM            929740108  10       687      SH       DEFINED              687
WACHOVIA CORP                        COM            929771103  6556     92150    SH       DEFINED  01 02 03    92150
WACHOVIA CORP                        COM            929771103  42       590      SH       DEFINED              590
WACKENHUT CORP                       COM SER A      929794105  42       2434     SH       DEFINED  01 02 03    2434
WACKENHUT CORP                       COM SER A      929794105  4        232      SH       DEFINED              232
WADDELL & REED FINL INC              CL A           930059100  3475     109450   SH       DEFINED  01 02 03    109450
WADDELL & REED FINL INC              CL A           930059100  5        170      SH       DEFINED              170
WAL MART STORES INC                  COM            931142103  144391   2958834  SH       DEFINED  01 02 03    2958834
WAL MART STORES INC                  COM            931142103  811      16610    SH       DEFINED              16610
WALGREEN CO                          COM            931422109  18217    533430   SH       DEFINED  01 02 03    533430
WALGREEN CO                          COM            931422109  131      3840     SH       DEFINED              3840
WALLACE COMPUTER SERVICES INC        COM            932270101  957      57856    SH       DEFINED  01 02 03    57856
WALLACE COMPUTER SERVICES INC        COM            932270101  16       955      SH       DEFINED              955
WALTER INDS INC                      COM            93317Q105  105      8813     SH       DEFINED  01 02 03    8813
WALTER INDS INC                      COM            93317Q105  10       805      SH       DEFINED              805
WASHINGTON FED INC                   COM            938824109  527      21500    SH       DEFINED  01 02 03    21500
WASHINGTON FED INC                   COM            938824109  35       1440     SH       DEFINED              1440
WASHINGTON MUT INC                   COM            939322103  21916    583650   SH       DEFINED  01 02 03    583650
WASHINGTON MUT INC                   COM            939322103  185      4935     SH       DEFINED              4935
WASHINGTON POST CO                   CL B           939640108  6314     11000    SH       DEFINED  01 02 03    11000
WASHINGTON REAL ESTATE INVT TR       SH BEN INT     939653101  2614     110571   SH       DEFINED  01 02 03    110571
WASHINGTON REAL ESTATE INVT TR       SH BEN INT     939653101  21       904      SH       DEFINED              904
WASTE CONNECTIONS INC                COM            941053100  2137     59371    SH       DEFINED  01 02 03    59371
WASTE CONNECTIONS INC                COM            941053100  19       525      SH       DEFINED              525
WASTE MGMT INC DEL                   COM            94106L109  10063    326500   SH       DEFINED  01 02 03    326500
WASTE MGMT INC DEL                   COM            94106L109  54       1750     SH       DEFINED              1750
WATCHGUARD TECHNOLOGIES INC          COM            941105108  33       3175     SH       DEFINED  01 02 03    3175
WATCHGUARD TECHNOLOGIES INC          COM            941105108  3        325      SH       DEFINED              325
WATERS CORP                          COM            941848103  6631     240175   SH       DEFINED  01 02 03    240175
WATSCO INC                           COM            942622200  854      60552    SH       DEFINED  01 02 03    60552
WATSCO INC                           COM            942622200  7        504      SH       DEFINED              504
WATSON PHARMACEUTICALS INC           COM            942683103  4126     66930    SH       DEFINED  01 02 03    66930
WATSON PHARMACEUTICALS INC           COM            942683103  44       720      SH       DEFINED              720
WATTS INDS INC                       CL A           942749102  78       4574     SH       DEFINED  01 02 03    4574
WATTS INDS INC                       CL A           942749102  7        418      SH       DEFINED              418
WAUSAU-MOSINEE PAPER CORP            COM            943315101  950      73720    SH       DEFINED  01 02 03    73720
WAUSAU-MOSINEE PAPER CORP            COM            943315101  17       1290     SH       DEFINED              1290
WAVE SYSTEMS CORP                    CL A           943526103  67       12527    SH       DEFINED  01 02 03    12527
WAVE SYSTEMS CORP                    CL A           943526103  7        1233     SH       DEFINED              1233
WEATHERFORD INTL INC                 COM            947074100  7867     163900   SH       DEFINED  01 02 03    163900
WEBB DEL CORP                        COM            947423109  180      4651     SH       DEFINED  01 02 03    4651
WEBB DEL CORP                        COM            947423109  16       425      SH       DEFINED              425
WEBEX INC                            COM            94767L109  1278     47930    SH       DEFINED  01 02 03    47930
WEBSENSE INC                         COM            947684106  21       1028     SH       DEFINED  01 02 03    1028
WEBSENSE INC                         COM            947684106  2        105      SH       DEFINED              105
WEBMETHODS INC                       COM            94768C108  195      9200     SH       DEFINED  01 02 03    9200
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
WEBMD CORP                           COM            94769M105  7        929      SH       DEFINED  01 02 03    929
WEBSTER FINL CORP CONN               COM            947890109  2383     72693    SH       DEFINED  01 02 03    72693
WEBSTER FINL CORP CONN               COM            947890109  40       1232     SH       DEFINED              1232
WEINGARTEN RLTY INVS                 SH BEN INT     948741103  381      8695     SH       DEFINED  01 02 03    8695
WEINGARTEN RLTY INVS                 SH BEN INT     948741103  35       794      SH       DEFINED              794
WEIRTON STL CORP                     COM            948774104  5        8481     SH       DEFINED  01 02 03    8481
WEIRTON STL CORP                     COM            948774104  0        283      SH       DEFINED              283
WELLMAN INC                          COM            949702104  555      31033    SH       DEFINED  01 02 03    31033
WELLMAN INC                          COM            949702104  14       798      SH       DEFINED              798
WELLPOINT HEALTH NETWORK NEW         COM            94973H108  4205     44620    SH       DEFINED  01 02 03    44620
WELLPOINT HEALTH NETWORK NEW         COM            94973H108  17       180      SH       DEFINED              180
WELLS FARGO & CO NEW                 COM            949746101  50142    1079950  SH       DEFINED  01 02 03    1079950
WELLS FARGO & CO NEW                 COM            949746101  269      5800     SH       DEFINED              5800
WENDYS INTL INC                      COM            950590109  1272     49810    SH       DEFINED  01 02 03    49810
WENDYS INTL INC                      COM            950590109  8        320      SH       DEFINED              320
WERNER ENTERPRISES INC               COM            950755108  186      7673     SH       DEFINED  01 02 03    7673
WERNER ENTERPRISES INC               COM            950755108  17       701      SH       DEFINED              701
WESBANCO INC                         COM            950810101  126      5030     SH       DEFINED  01 02 03    5030
WESBANCO INC                         COM            950810101  12       463      SH       DEFINED              463
WESCO INTL INC                       COM            95082P105  50       5509     SH       DEFINED  01 02 03    5509
WESCO INTL INC                       COM            95082P105  5        542      SH       DEFINED              542
WEST CORP                            COM            952355105  1296     58900    SH       DEFINED  01 02 03    58900
WEST PHARMACEUTICAL SVSC INC         COM            955306105  76       2832     SH       DEFINED  01 02 03    2832
WEST PHARMACEUTICAL SVSC INC         COM            955306105  7        259      SH       DEFINED              259
WESTAMERICA BANCORPORATION           COM            957090103  8642     220170   SH       DEFINED  01 02 03    220170
WESTAMERICA BANCORPORATION           COM            957090103  49       1245     SH       DEFINED              1245
WESTELL TECHNOLOGIES INC             CL A           957541105  11       7122     SH       DEFINED  01 02 03    7122
WESTELL TECHNOLOGIES INC             CL A           957541105  1        717      SH       DEFINED              717
WESTCORP INC                         COM            957907108  57       2686     SH       DEFINED  01 02 03    2686
WESTCORP INC                         COM            957907108  5        250      SH       DEFINED              250
WESTERN DIGITAL CORP                 COM            958102105  188      46886    SH       DEFINED  01 02 03    46886
WESTERN DIGITAL CORP                 COM            958102105  18       4380     SH       DEFINED              4380
WESTERN GAS RES INC                  COM            958259103  1405     43101    SH       DEFINED  01 02 03    43101
WESTERN GAS RES INC                  COM            958259103  16       502      SH       DEFINED              502
WESTERN RES INC                      COM            959425109  3113     144808   SH       DEFINED  01 02 03    144808
WESTERN RES INC                      COM            959425109  46       2120     SH       DEFINED              2120
WESTERN WIRELESS CORP                CL A           95988E204  1442     33530    SH       DEFINED  01 02 03    33530
WESTFIELD AMER INC                   COM            959910100  128      7941     SH       DEFINED  01 02 03    7941
WESTFIELD AMER INC                   COM            959910100  12       723      SH       DEFINED              723
WESTPAC BKG CORP                     SPONSORED ADR  961214301  340      9300     SH       DEFINED  01 02 03    9300
WESTPOINT STEVENS INC                COM            961238102  12       8426     SH       DEFINED  01 02 03    8426
WESTPOINT STEVENS INC                COM            961238102  1        838      SH       DEFINED              838
WESTPORT RES CORP                    COM            961415106  210      9980     SH       DEFINED  01 02 03    9980
WESTVACO CORP                        COM            961548104  1464     60280    SH       DEFINED  01 02 03    60280
WESTVACO CORP                        COM            961548104  7        280      SH       DEFINED              280
WESTWOOD ONE INC                     COM            961815107  5513     149600   SH       DEFINED  01 02 03    149600
WEYERHAEUSER CO                      COM            962166104  6481     117900   SH       DEFINED  01 02 03    117900
WEYERHAEUSER CO                      COM            962166104  33       600      SH       DEFINED              600
WHIRLPOOL CORP                       COM            963320106  1991     31850    SH       DEFINED  01 02 03    31850
WHIRLPOOL CORP                       COM            963320106  12       190      SH       DEFINED              190
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
WHITE ELECTR DESIGNS CORP            COM            963801105  17       4013     SH       DEFINED  01 02 03    4013
WHITE ELECTR DESIGNS CORP            COM            963801105  2        392      SH       DEFINED              392
WHITEHALL JEWELLERS INC              COM            965063100  28       3071     SH       DEFINED  01 02 03    3071
WHITEHALL JEWELLERS INC              COM            965063100  3        295      SH       DEFINED              295
WHITNEY HLDG CORP                    COM            966612103  338      7213     SH       DEFINED  01 02 03    7213
WHITNEY HLDG CORP                    COM            966612103  31       659      SH       DEFINED              659
WHOLE FOODS MKT INC                  COM            966837106  2037     75174    SH       DEFINED  01 02 03    75174
WHOLE FOODS MKT INC                  COM            966837106  36       1340     SH       DEFINED              1340
WILD OATS MARKETS INC                COM            96808B107  795      76367    SH       DEFINED  01 02 03    76367
WILD OATS MARKETS INC                COM            96808B107  5        515      SH       DEFINED              515
WILEY JOHN & SONS INC                CL A           968223206  275      11630    SH       DEFINED  01 02 03    11630
WILEY JOHN & SONS INC                CL A           968223206  27       1145     SH       DEFINED              1145
WILLAMETTE INDS INC                  COM            969133107  2379     48070    SH       DEFINED  01 02 03    48070
WILLAMETTE INDS INC                  COM            969133107  15       310      SH       DEFINED              310
WILLIAMS COS INC DEL                 COM            969457100  6996     212330   SH       DEFINED  01 02 03    212330
WILLIAMS COS INC DEL                 COM            969457100  44       1350     SH       DEFINED              1350
WILLIAMS CLAYTON ENERGY INC          COM            969490101  19       1106     SH       DEFINED  01 02 03    1106
WILLIAMS CLAYTON ENERGY INC          COM            969490101  2        111      SH       DEFINED              111
WILLIAMS SONOMA INC                  COM            969904101  3003     77355    SH       DEFINED  01 02 03    77355
WILMINGTON TRUST CORP                COM            971807102  2356     37600    SH       DEFINED  01 02 03    37600
WILSON GREATBATCH TECHNOLOGIES       COM            972232102  1786     61600    SH       DEFINED  01 02 03    61600
WILSONS THE LEATHER EXPERTS          COM            972463103  50       2718     SH       DEFINED  01 02 03    2718
WILSONS THE LEATHER EXPERTS          COM            972463103  5        249      SH       DEFINED              249
WIND RIVER SYSTEMS INC               COM            973149107  1502     86000    SH       DEFINED  01 02 03    86000
WINK COMMUNICATIONS                  COM            974168106  14       5474     SH       DEFINED  01 02 03    5474
WINK COMMUNICATIONS                  COM            974168106  1        553      SH       DEFINED              553
WINN DIXIE STORES INC                COM            974280109  1609     61570    SH       DEFINED  01 02 03    61570
WINN DIXIE STORES INC                COM            974280109  10       390      SH       DEFINED              390
WINNEBAGO INDS INC                   COM            974637100  111      3604     SH       DEFINED  01 02 03    3604
WINNEBAGO INDS INC                   COM            974637100  10       329      SH       DEFINED              329
WISCONSIN CENT TRANSN CORP           COM            976592105  1112     66450    SH       DEFINED  01 02 03    66450
WISCONSIN CENT TRANSN CORP           COM            976592105  19       1165     SH       DEFINED              1165
WISCONSIN ENERGY CORP                COM            976657106  3240     136300   SH       DEFINED  01 02 03    136300
WIT SOUNDVIEW GROUP INC              COM            977383108  45       24530    SH       DEFINED  01 02 03    24530
WIT SOUNDVIEW GROUP INC              COM            977383108  4        2415     SH       DEFINED              2415
WITNESS SYS INC                      COM            977424100  147      13405    SH       DEFINED  01 02 03    13405
WOLVERINE TUBE INC                   COM            978093102  37       2219     SH       DEFINED  01 02 03    2219
WOLVERINE TUBE INC                   COM            978093102  3        207      SH       DEFINED              207
WOLVERINE WORLD WIDE INC             COM            978097103  205      11455    SH       DEFINED  01 02 03    11455
WOLVERINE WORLD WIDE INC             COM            978097103  19       1046     SH       DEFINED              1046
WOODHEAD INDS INC                    COM            979438108  2106     123907   SH       DEFINED  01 02 03    123907
WOODHEAD INDS INC                    COM            979438108  5        287      SH       DEFINED              287
WOODWARD GOVERNOR CO                 COM            980745103  2827     33517    SH       DEFINED  01 02 03    33517
WOODWARD GOVERNOR CO                 COM            980745103  18       212      SH       DEFINED              212
WORLDGATE COMMUNICATIONS INC         COM            98156L307  17       3370     SH       DEFINED  01 02 03    3370
WORLDGATE COMMUNICATIONS INC         COM            98156L307  2        341      SH       DEFINED              341
WORLD WRESTLING FEDN ENTMT INC       CL A           98156Q108  43       3132     SH       DEFINED  01 02 03    3132
WORLD WRESTLING FEDN ENTMT INC       CL A           98156Q108  4        309      SH       DEFINED              309
WORLDCOM INC GA NEW                  WRLDCOM GP COM 98157D106  80072    5352385  SH       DEFINED  01 02 03    5352385
WORLDCOM INC GA NEW                  WRLDCOM GP COM 98157D106  179      11990    SH       DEFINED              11990
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
WORLDCOM INC GA NEW                  MCI GROUP COM  98157D304  39       2403     SH       DEFINED  01 02 03    2403
WORLDCOM INC GA NEW                  MCI GROUP COM  98157D304  0        1        SH       DEFINED              1
WORTHINGTON INDS INC                 COM            981811102  771      56690    SH       DEFINED  01 02 03    56690
WORTHINGTON INDS INC                 COM            981811102  27       1999     SH       DEFINED              1999
WRIGLEY WM JR CO                     COM            982526105  4638     99000    SH       DEFINED  01 02 03    99000
WRIGLEY WM JR CO                     COM            982526105  30       630      SH       DEFINED              630
WYNDHAM INTL INC                     CL A           983101106  103      41380    SH       DEFINED  01 02 03    41380
WYNDHAM INTL INC                     CL A           983101106  9        3780     SH       DEFINED              3780
XM SATELLITE RADIO HLDGS INC         CL A           983759101  61       3747     SH       DEFINED  01 02 03    3747
XM SATELLITE RADIO HLDGS INC         CL A           983759101  6        364      SH       DEFINED              364
XO COMMUNICATIONS INC                CL A           983764101  19       9970     SH       DEFINED  01 02 03    9970
X-RITE INC                           COM            983857103  38       4244     SH       DEFINED  01 02 03    4244
X-RITE INC                           COM            983857103  4        426      SH       DEFINED              426
XTO ENERGY CORP                      COM            98385X106  4201     292725   SH       DEFINED  01 02 03    292725
XTO ENERGY CORP                      COM            98385X106  44       3074     SH       DEFINED              3074
XCEL ENERGY INC                      COM            98389B100  4318     151770   SH       DEFINED  01 02 03    151770
XCEL ENERGY INC                      COM            98389B100  27       960      SH       DEFINED              960
XILINX INC                           COM            983919101  62319    1511130  SH       DEFINED  01 02 03    1511130
XILINX INC                           COM            983919101  47       1130     SH       DEFINED              1130
XEROX CORP                           COM            984121103  2912     304270   SH       DEFINED  01 02 03    304270
XEROX CORP                           COM            984121103  19       1940     SH       DEFINED              1940
XTRA CORP                            COM            984138107  161      3249     SH       DEFINED  01 02 03    3249
XTRA CORP                            COM            984138107  15       297      SH       DEFINED              297
XYBERNAUT CORP                       COM            984149104  46       9659     SH       DEFINED  01 02 03    9659
XYBERNAUT CORP                       COM            984149104  5        945      SH       DEFINED              945
YAHOO INC                            COM            984332106  5081     254180   SH       DEFINED  01 02 03    254180
YAHOO INC                            COM            984332106  32       1580     SH       DEFINED              1580
YANKEE CANDLE INC                    COM            984757104  70       3710     SH       DEFINED  01 02 03    3710
YANKEE CANDLE INC                    COM            984757104  7        365      SH       DEFINED              365
YELLOW CORP                          COM            985509108  126      6634     SH       DEFINED  01 02 03    6634
YELLOW CORP                          COM            985509108  12       606      SH       DEFINED              606
YORK INTL CORP NEW                   COM            986670107  2453     70054    SH       DEFINED  01 02 03    70054
YORK INTL CORP NEW                   COM            986670107  34       964      SH       DEFINED              964
YOUNG BROADCASTING INC               CL A           987434107  2032     60504    SH       DEFINED  01 02 03    60504
YOUNG BROADCASTING INC               CL A           987434107  10       299      SH       DEFINED              299
Z TEL TECHNOLOGIES INC               COM            988792107  2        1598     SH       DEFINED  01 02 03    1598
Z TEL TECHNOLOGIES INC               COM            988792107  0        52       SH       DEFINED              52
ZALE CORP NEW                        COM            988858106  612      18153    SH       DEFINED  01 02 03    18153
ZALE CORP NEW                        COM            988858106  29       862      SH       DEFINED              862
ZEBRA TECHNOLOGIES CORP              CL A           989207105  1948     39658    SH       DEFINED  01 02 03    39658
ZEBRA TECHNOLOGIES CORP              CL A           989207105  32       656      SH       DEFINED              656
ZENITH NATL INS CORP                 COM            989390109  70       2586     SH       DEFINED  01 02 03    2586
ZENITH NATL INS CORP                 COM            989390109  6        236      SH       DEFINED              236
ZIONS BANCORPORATION                 COM            989701107  2850     48300    SH       DEFINED  01 02 03    48300
ZIONS BANCORPORATION                 COM            989701107  15       260      SH       DEFINED              260
ZIXIT CORP                           COM            98974P100  40       4344     SH       DEFINED  01 02 03    4344
ZIXIT CORP                           COM            98974P100  4        428      SH       DEFINED              428
ZORAN CORP                           COM            98975F101  132      4450     SH       DEFINED  01 02 03    4450
ZORAN CORP                           COM            98975F101  13       438      SH       DEFINED              438
ZYGO CORP                            COM            989855101  85       3839     SH       DEFINED  01 02 03    3839
</TABLE>
<PAGE>

<TABLE>
<CAPTION>
                                     TITLE                      VALUE   SHARES/  SH/ PUT/ INVSTMT   OTHER          VOTING AUTHORITY
NAME OF ISSUER                       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>    <C>
ZYGO CORP                            COM            989855101  8        378      SH       DEFINED              378
ZOLL MED CORP                        COM            989922109  62       2247     SH       DEFINED  01 02 03    2247
ZOLL MED CORP                        COM            989922109  6        221      SH       DEFINED              221
ZOMAX INC MINN                       COM            989929104  64       7157     SH       DEFINED  01 02 03    7157
ZOMAX INC MINN                       COM            989929104  6        716      SH       DEFINED              716
ACE LTD                              ORD            G0070K103  176      4500     SH       DEFINED  01 02 03    4500
AMDOCS LTD                           ORD            G02602103  3072     57050    SH       DEFINED  01 02 03    57050
ASIA GLOBAL CROSSING LTD             CL A           G05330108  62       10500    SH       DEFINED  01 02 03    10500
EVEREST RE GROUP LTD                 COM            G3223R108  4084     54600    SH       DEFINED  01 02 03    54600
GARMIN LTD                           ORD            G37260109  2976     130230   SH       DEFINED  01 02 03    130230
GLOBAL CROSSING LTD                  COM            G3921A100  3822     442405   SH       DEFINED  01 02 03    442405
GLOBAL CROSSING LTD                  COM            G3921A100  26       3030     SH       DEFINED              3030
PARTNERRE LTD                        COM            G6852T105  5540     100000   SH       DEFINED  01 02 03    100000
UTI WORLDWIDE INC                    ORD            G87210103  1490     93600    SH       DEFINED  01 02 03    93600
TRANSOCEAN SEDCO FOREX INC           ORD            G90078109  9640     233700   SH       DEFINED  01 02 03    233700
TRANSOCEAN SEDCO FOREX INC           ORD            G90078109  37       890      SH       DEFINED              890
TYCOM LTD                            COM            G9144B106  3406     197996   SH       DEFINED  01 02 03    197996
XL CAP LTD                           CL A           G98255105  977      11900    SH       DEFINED  01 02 03    11900
XOMA LTD                             ORD            G9825R107  41       2400     SH       DEFINED  01 02 03    2400
MILLICOM INTL CELLULAR S A           ORD            L6388F102  8002     318800   SH       DEFINED  01 02 03    318800
CHECK POINT SOFTWARE TECH LTD        ORD            M22465104  9136     180662   SH       DEFINED  01 02 03    180662
PRECISE SOFTWARE SOLUTIONS LTD       ORD            M41450103  429      13990    SH       DEFINED  01 02 03    13990
ASML HLDG NV                         N Y SHS        N07059111  23705    1065400  SH       DEFINED  01 02 03    1065400
ASML HLDG NV                         N Y SHS        N07059111  0        1        SH       DEFINED              1
CORE LABORATORIES N V                COM            N22717107  3950     210675   SH       DEFINED  01 02 03    210675
FLEXTRONICS INTL LTD                 ORD            Y2573F102  70082    2684100  SH       DEFINED  01 02 03    2684100
TEEKAY SHIPPING MARSHALL ISLND       COM            Y8564W103  720      18000    SH       DEFINED  01 02 03    18000

          GRAND TOTAL      11,141,950,000
</TABLE>

