PHILLIPS & DREW FUND MANAGEMENT LTD, 13F-HR, 2000-05-15

PHILLIPS & DREW FUND MANAGEMENT LTD
13F-HR, 2000-05-15
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                                UNITED STATES
                      SECURITIES AND EXCHANGE COMMISSION
                            Washington, D.C. 20549

                             FORM 13F COVER PAGE

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

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

Institutional Investment Manager Filing this Report:

Name:    Phillips & Drew Fund Management Limited
Address: Triton Court, 14 Finsbury Square,
         London, UK, EC2A 1PD

13F File Number:

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: JOHN D. ARDLEY
Title: DEPUTY SECRETARY
Phone: (44)207-901-5055
Signature, Place, and Date of Signing:

/s/ JOHN D. ARDLEY   LONDON, UK   May 8, 2000


Report Type (Check only one.):

[X]    13F HOLDINGS REPORT.

[ ]    13F NOTICE.

[ ]    13F COMBINATION REPORT.

<PAGE>


FORM 13F SUMMARY PAGE


Report Summary:

Number of Other Included Managers:       2

Form 13F Information Table Entry Total:  1336

Form 13F Information Table Value Total:  $2249557496




List of Other Included Managers:

No.      13F File Number    Name

2         N/A               P&DII Limited

3         N/A               P&D Life Limited
<PAGE>

<TABLE>
                                 <C>                                              <C>
                                                 Market                            Other   VOTING AUTHORITY
Issuer                     Sec.Class CUSIP         Value    Holding   Inv Disc      Mgrs    Sole     None

A D C TELECOMMUNICATIONS
COMMON
000886101
1245
23100

DEFINED
2
0
23100
A D C TELECOMMUNICATIONS
COMMON
000886101
334
6200

DEFINED
3
6200
0
AFLAC INC
COMMON
001055102
1208
26505

DEFINED
2
0
26505
AFLAC INC
COMMON
001055102
251
5500

DEFINED
3
5500
0
AES CORP
COMMON
00130H105
804
10207

DEFINED
2
0
10207
AES CORP
COMMON
00130H105
307
3900

DEFINED
3
3900
0
AMFM INC
COMMON
001693100
621
10000

DEFINED
2
0
10000
AMFM INC
COMMON
001693100
199
3200

DEFINED
3
3200
0
AMR CORP
COMMON
001765106
421
13195

DEFINED
2
0
13195
AMR CORP
COMMON
001765106
105
3300

DEFINED
3
3300
0
ATI TECHNOLOGIES INC
CA EQUITY
001941103
227
12600

DEFINED
2
0
12600
AT&T CORP
COMMON
001957109
6408
113792

DEFINED
1
113792
0
AT&T CORP
COMMON
001957109
14512
257703

DEFINED
2
2700
255003
AT&T CORP
COMMON
001957109
3912
69466

DEFINED
3
69466
0
AT&T CORP
COMMON
001957208
3998
67412

DEFINED
2
0
67412
AT&T CORP
COMMON
001957208
1489
25100

DEFINED
3
25100
0
AT & T CDA INC
CA EQUITY
00207Q202
3602
59150

DEFINED
1
59150
0
AXA FINL INC
COMMON
002451102
768
21400

DEFINED
2
0
21400
AXA FINL INC
COMMON
002451102
337
9400

DEFINED
3
9400
0
ABBOTT LABS
COMMON
002824100
5325
151324

DEFINED
1
151324
0
ABBOTT LABS
COMMON
002824100
4297
122105

DEFINED
2
0
122105
ABBOTT LABS
COMMON
002824100
1140
32400

DEFINED
3
32400
0
ABITIBI-CONSOLIDATED INC
CA EQUITY
003924107
34
3500

DEFINED
2
0
3500
ADAPTEC INC
COMMON
00651F108
382
9900

DEFINED
2
0
9900
ADAPTEC INC
COMMON
00651F108
66
1700

DEFINED
3
1700
0
ADOBE SYS INC
COMMON
00724F101
1310
11766

DEFINED
2
0
11766
ADOBE SYS INC
COMMON
00724F101
356
3200

DEFINED
3
3200
0
ADVANCED MICRO DEVICES INC
COMMON
007903107
465
8147

DEFINED
2
0
8147
ADVANCED MICRO DEVICES INC
COMMON
007903107
223
3900

DEFINED
3
3900
0
AEGON N V
NL EQUITY
007924103
75
933

DEFINED
2
0
933
AETNA INC
COMMON
008117103
10061
181273

DEFINED
1
181273
0
AETNA INC
COMMON
008117103
2835
51082

DEFINED
2
4600
46482
AETNA INC
COMMON
008117103
503
9072

DEFINED
3
9072
0
AIR PRODS & CHEMS INC
COMMON
009158106
518
18231

DEFINED
2
0
18231
AIR PRODS & CHEMS INC
COMMON
009158106
155
5456

DEFINED
3
5456
0
ALBERTA ENERGY LTD
CA EQUITY
012873105
154
5100

DEFINED
2
0
5100
ALBERTO CULVER CO
COMMON
013068101
18
759

DEFINED
2
0
759
ALBERTSONS INC
COMMON
013104104
4684
151709

DEFINED
1
151709
0
ALBERTSONS INC
COMMON
013104104
1286
41652

DEFINED
2
4274
37378
ALBERTSONS INC
COMMON
013104104
494
15990

DEFINED
3
15990
0
ALCAN ALUMINIUM LTD NEW
COMMON
013716105
2306
67698

DEFINED
1
67698
0
ALCAN ALUMINIUM LTD NEW
COMMON
013716105
41
1200

DEFINED
2
0
1200
ALCAN ALUMINIUM LTD NEW
CA EQUITY
013716105
592
17704

DEFINED
2
0
17704
ALCOA INC
COMMON
013817101
1835
26124

DEFINED
2
0
26124
ALCOA INC
COMMON
013817101
541
7700

DEFINED
3
7700
0
ALEXANDER & BALDWIN INC
COMMON
014482103
97
4700

DEFINED
2
0
4700
ALEXANDER & BALDWIN INC
COMMON
014482103
19
900

DEFINED
3
900
0
ALLEGHENY ENERGY INC
COMMON
017361106
307
11100

DEFINED
2
0
11100
ALLEGHENY ENERGY INC
COMMON
017361106
75
2700

DEFINED
3
2700
0
ALLEGHENY TECHNOLOGIES INC
COMMON
01741R102
133
6641

DEFINED
2
0
6641
ALLEGHENY TECHNOLOGIES INC
COMMON
01741R102
62
3101

DEFINED
3
3101
0
ALLERGAN INC
COMMON
018490102
95
1898

DEFINED
2
0
1898
ALLIED WASTE INDS INC
COMMON
019589308
18
2700

DEFINED
2
0
2700
ALLSTATE CORP
COMMON
020002101
1592
66863

DEFINED
2
0
66863
ALLSTATE CORP
COMMON
020002101
431
18090

DEFINED
3
18090
0
ALLTEL CORP
COMMON
020039103
9360
147988

DEFINED
1
147988
0
ALLTEL CORP
COMMON
020039103
6469
102280

DEFINED
2
3200
99080
ALLTEL CORP
COMMON
020039103
689
10900

DEFINED
3
10900
0
ALTERA CORP
COMMON
021441100
1125
12600

DEFINED
2
0
12600
ALTERA CORP
COMMON
021441100
402
4500

DEFINED
3
4500
0
ALZA CORP DEL
COMMON
022615108
55
1458

DEFINED
2
0
1458
AMAZON COM INC
COMMON
023135106
1146
17100

DEFINED
2
0
17100
AMAZON COM INC
COMMON
023135106
362
5400

DEFINED
3
5400
0
AMBAC FINL GROUP INC
COMMON
023139108
7579
150454

DEFINED
1
150454
0
AMBAC FINL GROUP INC
COMMON
023139108
166
3300

DEFINED
2
3300
0
AMBAC FINL GROUP INC
COMMON
023139108
363
7200

DEFINED
3
7200
0
AMERADA HESS CORP
COMMON
023551104
565
8749

DEFINED
2
0
8749
AMERADA HESS CORP
COMMON
023551104
103
1600

DEFINED
3
1600
0
AMEREN CORP
COMMON
023608102
223
7192

DEFINED
2
0
7192
AMEREN CORP
COMMON
023608102
99
3200

DEFINED
3
3200
0
AMERICA ONLINE INC DEL
COMMON
02364J104
11626
172394

DEFINED
2
0
172394
AMERICA ONLINE INC DEL
COMMON
02364J104
3250
48200

DEFINED
3
48200
0
AMERICAN ELEC PWR INC
COMMON
025537101
566
18972

DEFINED
2
0
18972
AMERICAN ELEC PWR INC
COMMON
025537101
149
5000

DEFINED
3
5000
0
AMERICAN EXPRESS CO
COMMON
025816109
5106
34285

DEFINED
2
0
34285
AMERICAN EXPRESS CO
COMMON
025816109
1415
9500

DEFINED
3
9500
0
AMERICAN FINL GROUP INC
OHIO
COMMON
025932104
177
6200

DEFINED
2
0
6200
AMERICAN GENERAL CORP
COMMON
026351106
3009
53620

DEFINED
1
53620
0
AMERICAN GENERAL CORP
COMMON
026351106
5246
93468

DEFINED
2
1300
92168
AMERICAN GENERAL CORP
COMMON
026351106
286
5100

DEFINED
3
5100
0
AMERICAN GREETINGS CORP
COMMON
026375105
2602
142553

DEFINED
1
142553
0
AMERICAN GREETINGS CORP
COMMON
026375105
216
11847

DEFINED
2
4200
7647
AMERICAN GREETINGS CORP
COMMON
026375105
141
7700

DEFINED
3
7700
0
AMERICAN HOME PRODS CORP
COMMON
026609107
31417
584505

DEFINED
1
584505
0
AMERICAN HOME PRODS CORP
COMMON
026609107
9780
181948

DEFINED
2
8250
173698
AMERICAN HOME PRODS CORP
COMMON
026609107
1801
33500

DEFINED
3
33500
0
AMERICAN INTL GROUP INC
COMMON
026874107
12768
116602

DEFINED
2
0
116602
AMERICAN INTL GROUP INC
COMMON
026874107
3675
33566

DEFINED
3
33566
0
AMERICAN NATL INS CO
COMMON
028591105
92
1600

DEFINED
2
0
1600
AMERICAN NATL INS CO
COMMON
028591105
34
600

DEFINED
3
600
0
AMERICAN PWR CONVERSION
CORP
COMMON
029066107
896
20900

DEFINED
2
0
20900
AMERICAN PWR CONVERSION
CORP
COMMON
029066107
223
5200

DEFINED
3
5200
0
AMGEN INC
COMMON
031162100
4993
81360

DEFINED
2
0
81360
AMGEN INC
COMMON
031162100
1284
20916

DEFINED
3
20916
0
AMSOUTH BANCORPORATION
COMMON
032165102
280
18757

DEFINED
2
0
18757
AMSOUTH BANCORPORATION
COMMON
032165102
175
11700

DEFINED
3
11700
0
ANADARKO PETE CORP
COMMON
032511107
71
1844

DEFINED
2
0
1844
ANALOG DEVICES INC
COMMON
032654105
2168
26934

DEFINED
2
0
26934
ANALOG DEVICES INC
COMMON
032654105
644
8000

DEFINED
3
8000
0
ANDREW CORP
COMMON
034425108
91
3998

DEFINED
2
0
3998
ANDREW CORP
COMMON
034425108
48
2100

DEFINED
3
2100
0
ANHEUSER BUSCH COS INC
COMMON
035229103
355
5700

DEFINED
1
5700
0
ANHEUSER BUSCH COS INC
COMMON
035229103
2291
36801

DEFINED
2
0
36801
ANHEUSER BUSCH COS INC
COMMON
035229103
629
10100

DEFINED
3
10100
0
AON CORP
COMMON
037389103
663
20566

DEFINED
2
0
20566
AON CORP
COMMON
037389103
206
6375

DEFINED
3
6375
0
APACHE CORP
COMMON
037411105
82
1645

DEFINED
2
0
1645
APACHE CORP
COMMON
037411105
119
2400

DEFINED
3
2400
0
APPLE COMPUTER INC
COMMON
037833100
1345
9907

DEFINED
2
0
9907
APPLE COMPUTER INC
COMMON
037833100
448
3300

DEFINED
3
3300
0
APPLIED MATLS INC
COMMON
038222105
5671
60172

DEFINED
2
0
60172
APPLIED MATLS INC
COMMON
038222105
1583
16800

DEFINED
3
16800
0
ARCH COAL INC
COMMON
039380100
12
1805

DEFINED
2
0
1805
ARCH COAL INC
COMMON
039380100
5
713

DEFINED
3
713
0
ARCHER DANIELS MIDLAND CO
COMMON
039483102
529
51283

DEFINED
2
0
51283
ARCHER DANIELS MIDLAND CO
COMMON
039483102
109
10526

DEFINED
3
10526
0
ARCHSTONE CMNTYS TR
COMMON
039581103
54
2700

DEFINED
3
2700
0
ARMSTRONG WORLD INDS INC
COMMON
042476101
61
3416

DEFINED
2
0
3416
ARMSTRONG WORLD INDS INC
COMMON
042476101
14
800

DEFINED
3
800
0
ARROW ELECTRS INC
COMMON
042735100
300
8500

DEFINED
2
0
8500
ARROW ELECTRS INC
COMMON
042735100
92
2600

DEFINED
3
2600
0
ASHLAND INC
COMMON
044204105
244
7342

DEFINED
2
0
7342
ASHLAND INC
COMMON
044204105
96
2900

DEFINED
3
2900
0
AT HOME CORP
COMMON
045919107
481
14600

DEFINED
2
0
14600
AT HOME CORP
COMMON
045919107
184
5600

DEFINED
3
5600
0
ASSOCIATES FIRST CAP CORP
COMMON
046008108
101
4716

DEFINED
1
4716
0
ASSOCIATES FIRST CAP CORP
COMMON
046008108
1164
54479

DEFINED
2
0
54479
ASSOCIATES FIRST CAP CORP
COMMON
046008108
335
15650

DEFINED
3
15650
0
ATLANTIC RICHFIELD CO
COMMON
048825103
2558
30100

DEFINED
1
30100
0
ATLANTIC RICHFIELD CO
COMMON
048825103
2224
26159

DEFINED
2
700
25459
ATLANTIC RICHFIELD CO
COMMON
048825103
585
6880

DEFINED
3
6880
0
ATLANTIC RICHFIELD CO
COMMON
048825103
2558
30100

DEFINED
1
30100
0
ATLANTIC RICHFIELD CO
COMMON
048825103
2224
26159

DEFINED
2
700
25459
ATLANTIC RICHFIELD CO
COMMON
048825103
585
6880

DEFINED
3
6880
0
ATMEL CORP
COMMON
049513104
299
5800

DEFINED
2
0
5800
AUTODESK INC
COMMON
052769106
230
5065

DEFINED
2
0
5065
AUTOMATIC DATA PROCESSING
INC
COMMON
053015103
5167
107092

DEFINED
1
107092
0
AUTOMATIC DATA PROCESSING
INC
COMMON
053015103
2364
48992

DEFINED
2
2200
46792
AUTOMATIC DATA PROCESSING
INC
COMMON
053015103
618
12800

DEFINED
3
12800
0
AUTONATION INC
COMMON
05329W102
249
31400

DEFINED
2
0
31400
AUTONATION INC
COMMON
05329W102
34
4300

DEFINED
3
4300
0
AUTOZONE INC
COMMON
053332102
353
12713

DEFINED
2
0
12713
AUTOZONE INC
COMMON
053332102
100
3600

DEFINED
3
3600
0
AVERY DENNISON CORP
COMMON
053611109
646
10585

DEFINED
2
0
10585
AVERY DENNISON CORP
COMMON
053611109
202
3300

DEFINED
3
3300
0
AVNET INC
COMMON
053807103
76
1200

DEFINED
3
1200
0
AVON PRODS INC
COMMON
054303102
3292
112547

DEFINED
1
112547
0
AVON PRODS INC
COMMON
054303102
603
20626

DEFINED
2
2700
17926
AVON PRODS INC
COMMON
054303102
181
6200

DEFINED
3
6200
0
BB&T CORP
COMMON
054937107
655
23337

DEFINED
2
0
23337
BB&T CORP
COMMON
054937107
213
7600

DEFINED
3
7600
0
BCE INC
CA EQUITY
05534B109
19867
159353

DEFINED
1
159353
0
BCE INC
CA EQUITY
05534B109
27002
216587

DEFINED
2
115310
101277
BMC SOFTWARE INC
COMMON
055921100
935
18939

DEFINED
2
0
18939
BMC SOFTWARE INC
COMMON
055921100
237
4800

DEFINED
3
4800
0
BAKER HUGHES INC
COMMON
057224107
840
27773

DEFINED
2
0
27773
BAKER HUGHES INC
COMMON
057224107
202
6670

DEFINED
3
6670
0
BALL CORP
COMMON
058498106
16
469

DEFINED
2
0
469
BALL CORP
COMMON
058498106
21
600

DEFINED
3
600
0
BALLARD PWR SYS INC
CA EQUITY
05858H104
359
4700

DEFINED
2
0
4700
BANK OF AMERICA CORPORATION
COMMON
060505104
11298
215466

DEFINED
1
215466
0
BANK OF AMERICA CORPORATION
COMMON
060505104
12353
235578

DEFINED
2
4500
231078
BANK OF AMERICA CORPORATION
COMMON
060505104
2185
41675

DEFINED
3
41675
0
BANK MONTREAL QUE
CA EQUITY
063671101
604
17200

DEFINED
2
0
17200
BANK NEW YORK INC
COMMON
064057102
2485
59780

DEFINED
2
0
59780
BANK NEW YORK INC
COMMON
064057102
653
15700

DEFINED
3
15700
0
BANK ONE CORP
COMMON
06423A103
3163
91684

DEFINED
2
0
91684
BANK ONE CORP
COMMON
06423A103
813
23553

DEFINED
3
23553
0
BARD C R INC
COMMON
067383109
30
781

DEFINED
2
0
781
BARRICK GOLD CORP
CA EQUITY
067901108
516
33278

DEFINED
2
0
33278
BARRICK GOLD CORP
COMMON
067901108
35
2200

DEFINED
2
0
2200
BAUSCH & LOMB INC
COMMON
071707103
326
6254

DEFINED
2
0
6254
BAUSCH & LOMB INC
COMMON
071707103
78
1500

DEFINED
3
1500
0
BAXTER INTL INC
COMMON
071813109
4534
72323

DEFINED
1
72323
0
BAXTER INTL INC
COMMON
071813109
1369
21844

DEFINED
2
0
21844
BAXTER INTL INC
COMMON
071813109
420
6700

DEFINED
3
6700
0
BEAR STEARNS COS INC
COMMON
073902108
575
12595

DEFINED
2
0
12595
BECTON DICKINSON & CO
COMMON
075887109
626
23790

DEFINED
2
0
23790
BECTON DICKINSON & CO
COMMON
075887109
153
5800

DEFINED
3
5800
0
BED BATH & BEYOND INC
COMMON
075896100
79
2000

DEFINED
2
0
2000
BELL ATLANTIC CORP
COMMON
077853109
14595
238779

DEFINED
1
238779
0
BELL ATLANTIC CORP
COMMON
077853109
7863
128633

DEFINED
2
5400
123233
BELL ATLANTIC CORP
COMMON
077853109
2370
38768

DEFINED
3
38768
0
BELLSOUTH CORP
COMMON
079860102
6960
148484

DEFINED
2
0
148484
BELLSOUTH CORP
COMMON
079860102
1795
38300

DEFINED
3
38300
0
BELO A H CORP DEL
COMMON
080555105
57
3200

DEFINED
2
0
3200
BEMIS INC
COMMON
081437105
26
705

DEFINED
2
0
705
BERKSHIRE HATHAWAY INC DEL
COMMON
084670108
515
9

DEFINED
1
9
0
BERKSHIRE HATHAWAY INC DEL
COMMON
084670108
4462
78

DEFINED
2
0
78
BERKSHIRE HATHAWAY INC DEL
COMMON
084670108
1659
29

DEFINED
3
29
0
BERKSHIRE HATHAWAY INC DEL
COMMON
084670207
44
24

DEFINED
1
24
0
BEST BUY INC
COMMON
086516101
1238
14400

DEFINED
2
0
14400
BEST BUY INC
COMMON
086516101
378
4400

DEFINED
3
4400
0
BESTFOODS
COMMON
08658U101
935
19974

DEFINED
2
0
19974
BESTFOODS
COMMON
08658U101
272
5800

DEFINED
3
5800
0
BETHLEHEM STL CORP
COMMON
087509105
75
12417

DEFINED
2
0
12417
BETHLEHEM STL CORP
COMMON
087509105
13
2100

DEFINED
3
2100
0
BIOCHEM PHARMA INC
CA EQUITY
09058T108
146
6700

DEFINED
2
0
6700
BIOGEN INC
COMMON
090597105
734
10500

DEFINED
2
0
10500
BIOGEN INC
COMMON
090597105
224
3200

DEFINED
3
3200
0
BIOMET INC
COMMON
090613100
58
1595

DEFINED
2
0
1595
BLACK & DECKER CORP
COMMON
091797100
183
4880

DEFINED
2
0
4880
BLACK & DECKER CORP
COMMON
091797100
101
2700

DEFINED
3
2700
0
BLOCK H & R INC
COMMON
093671105
354
7900

DEFINED
1
7900
0
BLOCK H & R INC
COMMON
093671105
383
8564

DEFINED
2
0
8564
BLOCK H & R INC
COMMON
093671105
112
2500

DEFINED
3
2500
0
BLOCKBUSTER INC
COMMON
093679108
4894
489393

DEFINED
1
489393
0
BLOCKBUSTER INC
COMMON
093679108
112
11200

DEFINED
2
11200
0
BOEING CO
COMMON
097023105
2549
67424

DEFINED
2
0
67424
BOEING CO
COMMON
097023105
705
18634

DEFINED
3
18634
0
BOISE CASCADE CORP
COMMON
097383103
29
847

DEFINED
2
0
847
BOSTON SCIENTIFIC CORP
COMMON
101137107
600
28148

DEFINED
2
0
28148
BOSTON SCIENTIFIC CORP
COMMON
101137107
196
9200

DEFINED
3
9200
0
BOWATER INC
COMMON
102183100
197
3700

DEFINED
2
0
3700
BOWATER INC
COMMON
102183100
43
800

DEFINED
3
800
0
BRIGGS & STRATTON CORP
COMMON
109043109
45
1090

DEFINED
2
0
1090
BRIGGS & STRATTON CORP
COMMON
109043109
33
800

DEFINED
3
800
0
BRISTOL MYERS SQUIBB CO
COMMON
110122108
30984
534210

DEFINED
1
534210
0
BRISTOL MYERS SQUIBB CO
COMMON
110122108
14724
253857

DEFINED
2
4950
248907
BRISTOL MYERS SQUIBB CO
COMMON
110122108
2746
47348

DEFINED
3
47348
0
BROADWING INC
COMMON
111620100
443
11900

DEFINED
2
0
11900
BROADWING INC
COMMON
111620100
74
2000

DEFINED
3
2000
0
BROWN FORMAN CORP
COMMON
115637209
300
5518

DEFINED
2
0
5518
BROWN FORMAN CORP
COMMON
115637209
54
1000

DEFINED
3
1000
0
BRUNSWICK CORP
COMMON
117043109
78
4132

DEFINED
2
0
4132
BRUNSWICK CORP
COMMON
117043109
49
2600

DEFINED
3
2600
0
BURLINGTON INDS INC
COMMON
121693105
86
19700

DEFINED
1
19700
0
BURLINGTON NORTHN SANTA FE
CP
COMMON
12189T104
239
10500

DEFINED
1
10500
0
BURLINGTON NORTHN SANTA FE
CP
COMMON
12189T104
777
34162

DEFINED
2
0
34162
BURLINGTON NORTHN SANTA FE
CP
COMMON
12189T104
203
8929

DEFINED
3
8929
0
BURLINGTON RES INC
COMMON
122014103
462
12479

DEFINED
2
0
12479
BURLINGTON RES INC
COMMON
122014103
159
4300

DEFINED
3
4300
0
CBS CORP
COMMON
12490K107
3204
56575

DEFINED
2
0
56575
CBS CORP
COMMON
12490K107
860
15196

DEFINED
3
15196
0
CIGNA CORP
COMMON
125509109
1084
14308

DEFINED
2
0
14308
CIGNA CORP
COMMON
125509109
280
3700

DEFINED
3
3700
0
CK WITCO CORP
COMMON
12562C108
17
1663

DEFINED
2
0
1663
CMS ENERGY CORP
COMMON
125896100
181
9995

DEFINED
2
0
9995
CMS ENERGY CORP
COMMON
125896100
33
1800

DEFINED
3
1800
0
CSX CORP
COMMON
126408103
425
18075

DEFINED
2
0
18075
CSX CORP
COMMON
126408103
162
6900

DEFINED
3
6900
0
CVS CORP
COMMON
126650100
1166
31053

DEFINED
2
0
31053
CVS CORP
COMMON
126650100
297
7900

DEFINED
3
7900
0
CABLETRON SYS INC
COMMON
126920107
294
9997

DEFINED
2
0
9997
CABLETRON SYS INC
COMMON
126920107
129
4400

DEFINED
3
4400
0
CABOT CORP
COMMON
127055101
213
7000

DEFINED
2
0
7000
CADENCE DESIGN SYSTEM INC
COMMON
127387108
188
9100

DEFINED
2
0
9100
CADENCE DESIGN SYSTEM INC
COMMON
127387108
117
5680

DEFINED
3
5680
0
CAMECO CORP
CA EQUITY
13321L108
21
2000

DEFINED
2
0
2000
CAMPBELL SOUP CO
COMMON
134429109
1077
35021

DEFINED
2
0
35021
CAMPBELL SOUP CO
COMMON
134429109
283
9200

DEFINED
3
9200
0
CANADIAN PAC LTD NEW
CA EQUITY
135923100
600
26900

DEFINED
2
0
26900
CDN IMPERIAL BK OF COMMERCE
CA EQUITY
136069101
896
31400

DEFINED
2
0
31400
CANADIAN NATL RY CO
CA EQUITY
136375102
334
12680

DEFINED
2
0
12680
CANADIAN OCCIDENTAL PETE
LTD
CA EQUITY
136420106
252
11000

DEFINED
2
0
11000
CAPITAL ONE FINL CORP
COMMON
14040H105
806
16807

DEFINED
2
0
16807
CAPITAL ONE FINL CORP
COMMON
14040H105
182
3800

DEFINED
3
3800
0
CARDINAL HEALTH INC
COMMON
14149Y108
977
21299

DEFINED
2
0
21299
CARDINAL HEALTH INC
COMMON
14149Y108
261
5700

DEFINED
3
5700
0
CAREMARK RX INC
COMMON
141705103
24
5700

DEFINED
2
0
5700
CARNIVAL CORP
COMMON
143658102
1156
46590

DEFINED
2
0
46590
CARNIVAL CORP
COMMON
143658102
300
12100

DEFINED
3
12100
0
CAROLINA PWR & LT CO
COMMON
144141108
360
11097

DEFINED
2
0
11097
CAROLINA PWR & LT CO
COMMON
144141108
130
4000

DEFINED
3
4000
0
CATERPILLAR INC DEL
COMMON
149123101
1151
29197

DEFINED
2
0
29197
CATERPILLAR INC DEL
COMMON
149123101
314
7960

DEFINED
3
7960
0
CENDANT CORP
COMMON
151313103
4030
217832

DEFINED
1
217832
0
CENDANT CORP
COMMON
151313103
1241
67106

DEFINED
2
4700
62406
CENDANT CORP
COMMON
151313103
418
22594

DEFINED
3
22594
0
CENTEX CORP
COMMON
152312104
21
888

DEFINED
2
0
888
CENTRAL & SOUTH WEST CORP
COMMON
152357109
396
23150

DEFINED
2
0
23150
CENTRAL & SOUTH WEST CORP
COMMON
152357109
96
5600

DEFINED
3
5600
0
CENTURYTEL INC
COMMON
156700106
75
2013

DEFINED
2
0
2013
CERIDIAN CORP
COMMON
15677T106
309
16084

DEFINED
2
0
16084
CERIDIAN CORP
COMMON
15677T106
92
4800

DEFINED
3
4800
0
CHAMPION INTL CORP
COMMON
158525105
335
6285

DEFINED
2
0
6285
CHAMPION INTL CORP
COMMON
158525105
133
2500

DEFINED
3
2500
0
CHASE MANHATTAN CORP NEW
COMMON
16161A108
5863
67247

DEFINED
2
0
67247
CHASE MANHATTAN CORP NEW
COMMON
16161A108
1529
17540

DEFINED
3
17540
0
CHEVRON CORPORATION
COMMON
166751107
462
5000

DEFINED
1
5000
0
CHEVRON CORPORATION
COMMON
166751107
4761
51503

DEFINED
2
0
51503
CHEVRON CORPORATION
COMMON
166751107
1270
13740

DEFINED
3
13740
0
CHIRON CORP
COMMON
170040109
284
5700

DEFINED
3
5700
0
CHRIS CRAFT INDS INC
COMMON
170520100
49
765

DEFINED
2
0
765
CHRIS CRAFT INDS INC
COMMON
170520100
54
848

DEFINED
3
848
0
CHUBB CORP
COMMON
171232101
885
13105

DEFINED
2
0
13105
CHUBB CORP
COMMON
171232101
230
3400

DEFINED
3
3400
0
CIENA CORP
COMMON
171779101
214
1700

DEFINED
2
0
1700
CIENA CORP
COMMON
171779101
404
3200

DEFINED
3
3200
0
CINCINNATI FINL CORP
COMMON
172062101
547
14551

DEFINED
2
0
14551
CINCINNATI FINL CORP
COMMON
172062101
174
4614

DEFINED
3
4614
0
CINERGY CORP
COMMON
172474108
318
14802

DEFINED
2
0
14802
CINERGY CORP
COMMON
172474108
88
4100

DEFINED
3
4100
0
CIRCUIT CITY STORE INC
COMMON
172737108
1030
16914

DEFINED
2
0
16914
CIRCUIT CITY STORE INC
COMMON
172737108
280
4600

DEFINED
3
4600
0
CISCO SYS INC
COMMON
17275R102
1893
24482

DEFINED
1
24482
0
CISCO SYS INC
COMMON
17275R102
39970
516996

DEFINED
2
0
516996
CISCO SYS INC
COMMON
17275R102
11651
150700

DEFINED
3
150700
0
CITIGROUP INC
COMMON
172967101
2199
36721

DEFINED
1
36721
0
CITIGROUP INC
COMMON
172967101
15706
262306

DEFINED
2
0
262306
CITIGROUP INC
COMMON
172967101
4345
72573

DEFINED
3
72573
0
CITIZENS UTILS CO DEL
COMMON
177342201
122
7474

DEFINED
2
0
7474
CITIZENS UTILS CO DEL
COMMON
177342201
147
8991

DEFINED
3
8991
0
CITRIX SYS INC
COMMON
177376100
2936
44310

DEFINED
1
44310
0
CITRIX SYS INC
COMMON
177376100
252
3800

DEFINED
2
1200
2600
CLEAR CHANNEL
COMMUNICATIONS
COMMON
184502102
1638
23723

DEFINED
2
0
23723
CLEAR CHANNEL
COMMUNICATIONS
COMMON
184502102
463
6700

DEFINED
3
6700
0
CLOROX CO DEL
COMMON
189054109
707
21416

DEFINED
2
0
21416
CLOROX CO DEL
COMMON
189054109
165
5000

DEFINED
3
5000
0
COASTAL CORP
COMMON
190441105
9023
196152

DEFINED
1
196152
0
COASTAL CORP
COMMON
190441105
729
15852

DEFINED
2
4400
11452
COASTAL CORP
COMMON
190441105
483
10500

DEFINED
3
10500
0
COCA COLA CO
COMMON
191216100
3331
70976

DEFINED
1
70976
0
COCA COLA CO
COMMON
191216100
9110
194083

DEFINED
2
0
194083
COCA COLA CO
COMMON
191216100
2352
50100

DEFINED
3
50100
0
COCA COLA ENTERPRISES INC
COMMON
191219104
593
27509

DEFINED
2
0
27509
COCA COLA ENTERPRISES INC
COMMON
191219104
203
9400

DEFINED
3
9400
0
COLGATE PALMOLIVE CO
COMMON
194162103
2328
41288

DEFINED
2
0
41288
COLGATE PALMOLIVE CO
COMMON
194162103
665
11800

DEFINED
3
11800
0
COLUMBIA ENERGY GROUP
COMMON
197648108
202
3411

DEFINED
2
0
3411
COLUMBIA/HCA HEALTHCARE
CORP
COMMON
197677107
1074
42421

DEFINED
2
0
42421
COLUMBIA/HCA HEALTHCARE
CORP
COMMON
197677107
299
11800

DEFINED
3
11800
0
COMCAST CORP
COMMON
200300200
2365
54522

DEFINED
2
0
54522
COMCAST CORP
COMMON
200300200
755
17400

DEFINED
3
17400
0
COMERICA INC
COMMON
200340107
509
12157

DEFINED
2
0
12157
COMERICA INC
COMMON
200340107
140
3350

DEFINED
3
3350
0
COMINCO LTD
CA EQUITY
200435105
38
2600

DEFINED
2
0
2600
COMPANHIA PARANAENSE ENERG
COP
ADRS/GDRS
20441B407
1139
134000

DEFINED
1
134000
0
COMPAQ COMPUTER CORP
COMMON
204493100
11004
407571

DEFINED
1
407571
0
COMPAQ COMPUTER CORP
COMMON
204493100
3285
121652

DEFINED
2
4000
117652
COMPAQ COMPUTER CORP
COMMON
204493100
1165
43155

DEFINED
3
43155
0
COMPUTER ASSOC INTL INC
COMMON
204912109
2539
42890

DEFINED
2
0
42890
COMPUTER ASSOC INTL INC
COMMON
204912109
638
10775

DEFINED
3
10775
0
COMPUTER SCIENCES CORP
COMMON
205363104
8038
101591

DEFINED
1
101591
0
COMPUTER SCIENCES CORP
COMMON
205363104
3820
48283

DEFINED
2
1350
46933
COMPUTER SCIENCES CORP
COMMON
205363104
435
5500

DEFINED
3
5500
0
COMPUWARE CORP
COMMON
205638109
549
26060

DEFINED
2
0
26060
COMPUWARE CORP
COMMON
205638109
164
7800

DEFINED
3
7800
0
COMSAT CORP
COMMON
20564D107
23
1128

DEFINED
2
0
1128
COMSAT CORP
COMMON
20564D107
9
452

DEFINED
3
452
0
COMVERSE TECHNOLOGY INC
COMMON
205862402
208
1100

DEFINED
2
0
1100
CONAGRA INC
COMMON
205887102
690
38071

DEFINED
2
0
38071
CONAGRA INC
COMMON
205887102
210
11600

DEFINED
3
11600
0
CONECTIV INC
COMMON
206829103
6124
349963

DEFINED
1
349963
0
CONECTIV INC
COMMON
206829103
184
10500

DEFINED
2
8700
1800
CONECTIV INC
COMMON
206829103
175
10000

DEFINED
3
10000
0
CONEXANT SYSTEMS INC
COMMON
207142100
206
2900

DEFINED
2
0
2900
CONOCO INC
COMMON
208251405
1133
44200

DEFINED
2
0
44200
CONOCO INC
COMMON
208251405
346
13500

DEFINED
3
13500
0
CONSECO INC
COMMON
208464107
222
19451

DEFINED
2
0
19451
CONSECO INC
COMMON
208464107
76
6615

DEFINED
3
6615
0
CONSOLIDATED EDISON INC
COMMON
209115104
6455
221641

DEFINED
1
221641
0
CONSOLIDATED EDISON INC
COMMON
209115104
812
27895

DEFINED
2
6400
21495
CONSOLIDATED EDISON INC
COMMON
209115104
239
8200

DEFINED
3
8200
0
CONSOLIDATED PAPERS INC
COMMON
209759109
315
8200

DEFINED
2
0
8200
CONSOLIDATED PAPERS INC
COMMON
209759109
61
1600

DEFINED
3
1600
0
CONSOLIDATED STORES CORP
COMMON
210149100
19
1629

DEFINED
2
0
1629
CONSTELLATION ENERGY CORP
COMMON
210371100
448
14059

DEFINED
2
0
14059
CONSTELLATION ENERGY CORP
COMMON
210371100
113
3550

DEFINED
3
3550
0
COOPER INDS INC
COMMON
216669101
370
10567

DEFINED
2
0
10567
COOPER INDS INC
COMMON
216669101
107
3050

DEFINED
3
3050
0
COOPER TIRE & RUBR CO
COMMON
216831107
14
1119

DEFINED
2
0
1119
COORS ADOLPH CO
COMMON
217016104
23
483

DEFINED
2
0
483
CORNING INC
COMMON
219350105
3738
19267

DEFINED
2
0
19267
CORNING INC
COMMON
219350105
1164
6000

DEFINED
3
6000
0
COSTCO WHSL CORP NEW
COMMON
22160K105
1865
35486

DEFINED
2
0
35486
COSTCO WHSL CORP NEW
COMMON
22160K105
479
9112

DEFINED
3
9112
0
COUNTRYWIDE CR INDS INC DEL
COMMON
222372104
227
8332

DEFINED
2
0
8332
COUNTRYWIDE CR INDS INC DEL
COMMON
222372104
87
3200

DEFINED
3
3200
0
COX COMMUNICATIONS INC NEW
COMMON
224044107
1470
30300

DEFINED
2
0
30300
COX COMMUNICATIONS INC NEW
COMMON
224044107
579
11930

DEFINED
3
11930
0
CRANE CO
COMMON
224399105
23
960

DEFINED
2
0
960
CROWN CORK & SEAL INC
COMMON
228255105
158
9868

DEFINED
2
0
9868
CROWN CORK & SEAL INC
COMMON
228255105
70
4400

DEFINED
3
4400
0
CUMMINS ENGINE INC
COMMON
231021106
157
4183

DEFINED
2
0
4183
CUMMINS ENGINE INC
COMMON
231021106
23
600

DEFINED
3
600
0
CYPRESS SEMICONDUCTOR CORP
COMMON
232806109
98
2000

DEFINED
3
2000
0
DQE INC
COMMON
23329J104
105
2300

DEFINED
2
0
2300
DQE INC
COMMON
23329J104
105
2300

DEFINED
3
2300
0
DTE ENERGY CO
COMMON
233331107
95
3251

DEFINED
2
0
3251
DTE ENERGY CO
COMMON
233331107
111
3800

DEFINED
3
3800
0
DANA CORP
COMMON
235811106
335
11874

DEFINED
2
0
11874
DANAHER CORP DEL
COMMON
235851102
324
6350

DEFINED
2
0
6350
DANAHER CORP DEL
COMMON
235851102
117
2300

DEFINED
3
2300
0
DARDEN RESTAURANTS INC
COMMON
237194105
122
6864

DEFINED
2
0
6864
DARDEN RESTAURANTS INC
COMMON
237194105
55
3100

DEFINED
3
3100
0
DEERE & CO
COMMON
244199105
786
20674

DEFINED
2
0
20674
DEERE & CO
COMMON
244199105
163
4300

DEFINED
3
4300
0
DELHAIZE AMER INC
COMMON
246688105
145
8066

DEFINED
2
0
8066
DELHAIZE AMER INC
COMMON
246688105
53
2966

DEFINED
3
2966
0
DELHAIZE AMER INC
COMMON
246688204
83
4200

DEFINED
2
0
4200
DELL COMPUTER CORP
COMMON
247025109
10847
201098

DEFINED
2
0
201098
DELL COMPUTER CORP
COMMON
247025109
3004
55700

DEFINED
3
55700
0
DELPHI AUTOMOTIVE SYS CORP
COMMON
247126105
642
40132

DEFINED
2
0
40132
DELPHI AUTOMOTIVE SYS CORP
COMMON
247126105
207
12930

DEFINED
3
12930
0
DELTA AIR LINES INC DEL
COMMON
247361108
521
9780

DEFINED
2
0
9780
DELTA AIR LINES INC DEL
COMMON
247361108
160
3000

DEFINED
3
3000
0
DELUXE CORP
COMMON
248019101
168
6336

DEFINED
2
0
6336
DELUXE CORP
COMMON
248019101
45
1700

DEFINED
3
1700
0
DEVON ENERGY CORP NEW
COMMON
25179M103
2301
47379

DEFINED
1
47379
0
DIAL CORP NEW
COMMON
25247D101
2074
150863

DEFINED
1
150863
0
DIAMOND OFFSHORE DRILLING
INC
COMMON
25271C102
160
4000

DEFINED
2
0
4000
DIAMOND OFFSHORE DRILLING
INC
COMMON
25271C102
136
3400

DEFINED
3
3400
0
DIEBOLD INC
COMMON
253651103
160
5825

DEFINED
2
0
5825
DIEBOLD INC
COMMON
253651103
43
1575

DEFINED
3
1575
0
DILLARDS INC
COMMON
254067101
347
21100

DEFINED
1
21100
0
DILLARDS INC
COMMON
254067101
153
9316

DEFINED
2
0
9316
DILLARDS INC
COMMON
254067101
44
2700

DEFINED
3
2700
0
DISNEY WALT CO
COMMON
254687106
7051
170944

DEFINED
1
170944
0
DISNEY WALT CO
COMMON
254687106
9818
238009

DEFINED
2
3700
234309
DISNEY WALT CO
COMMON
254687106
2042
49500

DEFINED
3
49500
0
DOLE FOOD INC
COMMON
256605106
109
5600

DEFINED
2
0
5600
DOLE FOOD INC
COMMON
256605106
23
1200

DEFINED
3
1200
0
DOLLAR GEN CORP
COMMON
256669102
103
3825

DEFINED
2
0
3825
DOLLAR GEN CORP
COMMON
256669102
175
6500

DEFINED
3
6500
0
DOMINION RES INC VA NEW
COMMON
25746U109
712
18532

DEFINED
2
0
18532
DOMINION RES INC VA NEW
COMMON
25746U109
151
3922

DEFINED
3
3922
0
DOMTAR INC
CA EQUITY
257561100
187
18100

DEFINED
2
0
18100
DONNELLEY R R & SONS CO
COMMON
257867101
288
13778

DEFINED
2
0
13778
DONNELLEY R R & SONS CO
COMMON
257867101
90
4300

DEFINED
3
4300
0
DOVER CORP
COMMON
260003108
600
12540

DEFINED
2
0
12540
DOVER CORP
COMMON
260003108
230
4800

DEFINED
3
4800
0
DOW CHEM CO
COMMON
260543103
2047
17954

DEFINED
2
0
17954
DOW CHEM CO
COMMON
260543103
547
4800

DEFINED
3
4800
0
DOW JONES & CO INC
COMMON
260561105
438
6099

DEFINED
2
0
6099
DOW JONES & CO INC
COMMON
260561105
108
1500

DEFINED
3
1500
0
DU PONT E I DE NEMOURS & CO
COMMON
263534109
4226
79833

DEFINED
2
0
79833
DU PONT E I DE NEMOURS & CO
COMMON
263534109
1101
20800

DEFINED
3
20800
0
DUKE ENERGY CORP
COMMON
264399106
1472
28043

DEFINED
2
0
28043
DUKE ENERGY CORP
COMMON
264399106
373
7100

DEFINED
3
7100
0
DUN & BRADSTREET CORP DEL
COMMON
26483B106
9795
342192

DEFINED
1
342192
0
DUN & BRADSTREET CORP DEL
COMMON
26483B106
4097
143134

DEFINED
2
4400
138734
DUN & BRADSTREET CORP DEL
COMMON
26483B106
329
11500

DEFINED
3
11500
0
DYNEGY INC NEW
COMMON
26816Q101
301
4800

DEFINED
2
0
4800
E M C CORP MASS
COMMON
268648102
4788
38002

DEFINED
1
38002
0
E M C CORP MASS
COMMON
268648102
10061
79847

DEFINED
2
300
79547
E M C CORP MASS
COMMON
268648102
2785
22100

DEFINED
3
22100
0
ENSCO INTL INC
COMMON
26874Q100
354
9800

DEFINED
2
0
9800
ENSCO INTL INC
COMMON
26874Q100
102
2815

DEFINED
3
2815
0
EASTERN ENTERPRISES
COMMON
27637F100
25
412

DEFINED
2
0
412
EASTMAN CHEM CO
COMMON
277432100
280
6145

DEFINED
2
0
6145
EASTMAN CHEM CO
COMMON
277432100
119
2625

DEFINED
3
2625
0
EASTMAN KODAK CO
COMMON
277461109
1368
25187

DEFINED
2
0
25187
EASTMAN KODAK CO
COMMON
277461109
353
6500

DEFINED
3
6500
0
EATON CORP
COMMON
278058102
388
4972

DEFINED
2
0
4972
EATON CORP
COMMON
278058102
101
1300

DEFINED
3
1300
0
EBAY INC
COMMON
278642103
704
4000

DEFINED
2
0
4000
EBAY INC
COMMON
278642103
246
1400

DEFINED
3
1400
0
ECHO BAY MINES LTD
CA EQUITY
278751102
19
15200

DEFINED
2
0
15200
ECOLAB INC
COMMON
278865100
293
7982

DEFINED
2
0
7982
ECOLAB INC
COMMON
278865100
114
3100

DEFINED
3
3100
0
EDPERBRASCAN CORP
CA EQUITY
280905803
143
11500

DEFINED
2
0
11500
EDISON INTL
COMMON
281020107
411
24835

DEFINED
2
0
24835
EDISON INTL
COMMON
281020107
118
7100

DEFINED
3
7100
0
EDWARDS AG INC
COMMON
281760108
210
5250

DEFINED
2
0
5250
EL PASO ENERGY CORP DEL
COMMON
283905107
616
15265

DEFINED
2
0
15265
EL PASO ENERGY CORP DEL
COMMON
283905107
178
4400

DEFINED
3
4400
0
ELECTRONIC DATA SYS NEW
COMMON
285661104
7910
123230

DEFINED
1
123230
0
ELECTRONIC DATA SYS NEW
COMMON
285661104
2455
38247

DEFINED
2
0
38247
ELECTRONIC DATA SYS NEW
COMMON
285661104
616
9600

DEFINED
3
9600
0
ELECTRONIC DATA SYS NEW
COMMON
285661104
7910
123230

DEFINED
1
123230
0
ELECTRONIC DATA SYS NEW
COMMON
285661104
2455
38247

DEFINED
2
0
38247
ELECTRONIC DATA SYS NEW
COMMON
285661104
616
9600

DEFINED
3
9600
0
EMERSON ELEC CO
COMMON
291011104
11846
222991

DEFINED
1
222991
0
EMERSON ELEC CO
COMMON
291011104
1984
37346

DEFINED
2
2350
34996
EMERSON ELEC CO
COMMON
291011104
712
13400

DEFINED
3
13400
0
ENBRIDGE INC
CA EQUITY
29250N105
199
9800

DEFINED
2
0
9800
ENGELHARD CORP
COMMON
292845104
235
15540

DEFINED
2
0
15540
ENGELHARD CORP
COMMON
292845104
72
4750

DEFINED
3
4750
0
ENRON CORP
COMMON
293561106
3639
48598

DEFINED
2
0
48598
ENRON CORP
COMMON
293561106
1048
14000

DEFINED
3
14000
0
ENRON CORP
COMMON
293561106
3639
48598

DEFINED
2
0
48598
ENRON CORP
COMMON
293561106
1048
14000

DEFINED
3
14000
0
ENTERGY CORP NEW
COMMON
29364G103
506
25081

DEFINED
2
0
25081
ENTERGY CORP NEW
COMMON
29364G103
105
5200

DEFINED
3
5200
0
EQUANT N V
FR EQUITY
294409107
1523
18364

DEFINED
2
0
18364
EQUANT N V
FR EQUITY
294409107
1593
19200

DEFINED
3
19200
0
EQUIFAX INC
COMMON
294429105
386
15294

DEFINED
2
0
15294
EQUIFAX INC
COMMON
294429105
187
7400

DEFINED
3
7400
0
EQUITY INCOME FD
COMMON
294700703
138
700

DEFINED
2
0
700
EQUITY OFFICE PROPERTIES
TRUST
COMMON
294741103
407
16200

DEFINED
2
0
16200
EQUITY OFFICE PROPERTIES
TRUST
COMMON
294741103
146
5800

DEFINED
3
5800
0
EQUITY RESIDENTIAL PPTYS TR
COMMON
29476L107
36
900

DEFINED
2
0
900
EXXON MOBIL CORP
COMMON
30231G102
2422
31080

DEFINED
1
31080
0
EXXON MOBIL CORP
COMMON
30231G102
21329
273665

DEFINED
2
1200
272465
EXXON MOBIL CORP
COMMON
30231G102
5682
72910

DEFINED
3
72910
0
F M C CORP
COMMON
302491303
24
421

DEFINED
2
0
421
FPL GROUP INC
COMMON
302571104
646
14031

DEFINED
2
0
14031
FPL GROUP INC
COMMON
302571104
170
3700

DEFINED
3
3700
0
FEDERAL HOME LN MTG CORP
COMMON
313400301
2185
49454

DEFINED
2
0
49454
FEDERAL HOME LN MTG CORP
COMMON
313400301
632
14304

DEFINED
3
14304
0
FEDERAL NATL MTG ASSN
COMMON
313586109
4463
78903

DEFINED
2
0
78903
FEDERAL NATL MTG ASSN
COMMON
313586109
1193
21100

DEFINED
3
21100
0
FEDERATED DEPT STORES INC
DEL
COMMON
31410H101
743
17585

DEFINED
2
0
17585
FEDERATED DEPT STORES INC
DEL
COMMON
31410H101
186
4400

DEFINED
3
4400
0
FEDEX CORP
COMMON
31428X106
962
24782

DEFINED
2
0
24782
FEDEX CORP
COMMON
31428X106
248
6400

DEFINED
3
6400
0
FIFTH THIRD BANCORP
COMMON
316773100
1238
19652

DEFINED
2
0
19652
FIFTH THIRD BANCORP
COMMON
316773100
397
6300

DEFINED
3
6300
0
FIRST DATA CORP
COMMON
319963104
4666
105156

DEFINED
1
105156
0
FIRST DATA CORP
COMMON
319963104
1613
36341

DEFINED
2
1900
34441
FIRST DATA CORP
COMMON
319963104
488
11000

DEFINED
3
11000
0
FIRST SEC CORP DEL
COMMON
336294103
175
14586

DEFINED
2
0
14586
FIRST SEC CORP DEL
COMMON
336294103
77
6412

DEFINED
3
6412
0
FIRST TENN NATL CORP
COMMON
337162101
93
4600

DEFINED
3
4600
0
FIRST UN CORP
COMMON
337358105
2807
75360

DEFINED
2
0
75360
FIRST UN CORP
COMMON
337358105
742
19910

DEFINED
3
19910
0
FIRST VA BANKS INC
COMMON
337477103
99
2646

DEFINED
2
0
2646
FIRST VA BANKS INC
COMMON
337477103
56
1500

DEFINED
3
1500
0
FIRSTAR CORP NEW WIS
COMMON
33763V109
1591
69373

DEFINED
2
0
69373
FIRSTAR CORP NEW WIS
COMMON
33763V109
452
19695

DEFINED
3
19695
0
FIRSTENERGY CORP
COMMON
337932107
5114
247959

DEFINED
1
247959
0
FIRSTENERGY CORP
COMMON
337932107
4442
215387

DEFINED
2
4200
211187
FIRSTENERGY CORP
COMMON
337932107
330
16017

DEFINED
3
16017
0
FLEETBOSTON FINL CORP
COMMON
339030108
2663
72967

DEFINED
2
0
72967
FLEETBOSTON FINL CORP
COMMON
339030108
674
18464

DEFINED
3
18464
0
FLORIDA PROGRESS CORP
COMMON
341109106
197
4300

DEFINED
2
0
4300
FLORIDA PROGRESS CORP
COMMON
341109106
96
2100

DEFINED
3
2100
0
FLUOR CORP
COMMON
343861100
167
5371

DEFINED
2
0
5371
FLUOR CORP
COMMON
343861100
50
1600

DEFINED
3
1600
0
FORD MTR CO DEL
COMMON
345370100
413
9000

DEFINED
1
9000
0
FORD MTR CO DEL
COMMON
345370100
4175
90894

DEFINED
2
0
90894
FORD MTR CO DEL
COMMON
345370100
1139
24800

DEFINED
3
24800
0
FORT JAMES CORP
COMMON
347471104
350
15903

DEFINED
2
0
15903
FORT JAMES CORP
COMMON
347471104
125
5700

DEFINED
3
5700
0
FORTUNE BRANDS INC
COMMON
349631101
245
9809

DEFINED
2
0
9809
FORTUNE BRANDS INC
COMMON
349631101
102
4100

DEFINED
3
4100
0
FRANKLIN RES INC
COMMON
354613101
705
21074

DEFINED
2
0
21074
FRANKLIN RES INC
COMMON
354613101
204
6100

DEFINED
3
6100
0
FREEPORT-MCMORAN COPPER &
GOLD
COMMON
35671D105
27
2400

DEFINED
2
0
2400
FREEPORT-MCMORAN COPPER &
GOLD
COMMON
35671D857
140
11611

DEFINED
2
0
11611
FREEPORT-MCMORAN COPPER &
GOLD
COMMON
35671D857
43
3600

DEFINED
3
3600
0
GPU INC
COMMON
36225X100
365
13318

DEFINED
2
0
13318
GPU INC
COMMON
36225X100
93
3400

DEFINED
3
3400
0
GTE CORP
COMMON
362320103
12275
172890

DEFINED
1
172890
0
GTE CORP
COMMON
362320103
13863
195258

DEFINED
2
4650
190608
GTE CORP
COMMON
362320103
1832
25800

DEFINED
3
25800
0
GALLAHER GROUP PLC
ADRS/GDRS
363595109
154
7500

DEFINED
2
0
7500
GANNETT INC
COMMON
364730101
704
10000

DEFINED
1
10000
0
GANNETT INC
COMMON
364730101
1522
21633

DEFINED
2
0
21633
GANNETT INC
COMMON
364730101
387
5500

DEFINED
3
5500
0
GAP INC DEL
COMMON
364760108
3489
70043

DEFINED
2
0
70043
GAP INC DEL
COMMON
364760108
865
17375

DEFINED
3
17375
0
GATEWAY INC
COMMON
367626108
1126
21224

DEFINED
2
0
21224
GATEWAY INC
COMMON
367626108
340
6400

DEFINED
3
6400
0
GENERAL DYNAMICS CORP
COMMON
369550108
748
15038

DEFINED
2
0
15038
GENERAL DYNAMICS CORP
COMMON
369550108
219
4400

DEFINED
3
4400
0
GENERAL ELEC CO
COMMON
369604103
4352
27963

DEFINED
1
27963
0
GENERAL ELEC CO
COMMON
369604103
39238
252132

DEFINED
2
0
252132
GENERAL ELEC CO
COMMON
369604103
10519
67592

DEFINED
3
67592
0
GENERAL MLS INC
COMMON
370334104
948
26196

DEFINED
2
0
26196
GENERAL MLS INC
COMMON
370334104
210
5800

DEFINED
3
5800
0
GENERAL MTRS CORP
COMMON
370442105
4236
51153

DEFINED
2
0
51153
GENERAL MTRS CORP
COMMON
370442105
1052
12700

DEFINED
3
12700
0
GENERAL MTRS CORP
COMMON
370442832
2119
17017

DEFINED
1
17017
0
GENERAL MTRS CORP
COMMON
370442832
747
6000

DEFINED
2
0
6000
GENERAL MTRS CORP
COMMON
370442832
336
2700

DEFINED
3
2700
0
GENUINE PARTS CO
COMMON
372460105
220
9200

DEFINED
1
9200
0
GENUINE PARTS CO
COMMON
372460105
297
12449

DEFINED
2
0
12449
GENUINE PARTS CO
COMMON
372460105
110
4625

DEFINED
3
4625
0
GEORGIA PAC CORP
COMMON
373298108
1316
33271

DEFINED
1
33271
0
GEORGIA PAC CORP
COMMON
373298108
548
13862

DEFINED
2
0
13862
GEORGIA PAC CORP
COMMON
373298108
154
3900

DEFINED
3
3900
0
GILLETTE CO
COMMON
375766102
3285
87156

DEFINED
2
0
87156
GILLETTE CO
COMMON
375766102
826
21916

DEFINED
3
21916
0
GLOBAL MARINE INC
COMMON
379352404
246
9700

DEFINED
2
0
9700
GLOBAL MARINE INC
COMMON
379352404
117
4600

DEFINED
3
4600
0
GOLDEN WEST FINL CORP DEL
COMMON
381317106
493
15792

DEFINED
2
0
15792
GOLDEN WEST FINL CORP DEL
COMMON
381317106
150
4800

DEFINED
3
4800
0
GOLDMAN SACHS GROUP INC
COMMON
38141G104
463
4400

DEFINED
2
0
4400
GOLDMAN SACHS GROUP INC
COMMON
38141G104
253
2400

DEFINED
3
2400
0
GOODRICH B F CO
COMMON
382388106
143
4994

DEFINED
2
0
4994
GOODYEAR TIRE & RUBR CO
COMMON
382550101
282
12080

DEFINED
2
0
12080
GOODYEAR TIRE & RUBR CO
COMMON
382550101
96
4100

DEFINED
3
4100
0
GRACE W R & CO DEL NEW
COMMON
38388F108
74
5716

DEFINED
2
0
5716
GRACE W R & CO DEL NEW
COMMON
38388F108
17
1300

DEFINED
3
1300
0
GRAINGER W W INC
COMMON
384802104
635
11697

DEFINED
1
11697
0
GRAINGER W W INC
COMMON
384802104
372
6849

DEFINED
2
0
6849
GREAT ATLANTIC & PAC TEA
INC
COMMON
390064103
11
588

DEFINED
2
0
588
GREAT ATLANTIC & PAC TEA
INC
COMMON
390064103
14
700

DEFINED
3
700
0
GREAT LAKES CHEM CORP
COMMON
390568103
154
4525

DEFINED
2
0
4525
GREAT LAKES CHEM CORP
COMMON
390568103
64
1890

DEFINED
3
1890
0
GREENPOINT FINL CORP
COMMON
395384100
130
6600

DEFINED
2
0
6600
GROUPE CGI INC
CA EQUITY
39945C109
129
9200

DEFINED
2
0
9200
GUIDANT CORP
COMMON
401698105
1206
20480

DEFINED
2
0
20480
GUIDANT CORP
COMMON
401698105
377
6400

DEFINED
3
6400
0
HALLIBURTON CO
COMMON
406216101
1320
32104

DEFINED
2
0
32104
HALLIBURTON CO
COMMON
406216101
387
9400

DEFINED
3
9400
0
HANCOCK JOHN FINL SVCS INC
COMMON
41014S106
6754
373901

DEFINED
1
373901
0
HANCOCK JOHN FINL SVCS INC
COMMON
41014S106
135
7500

DEFINED
2
7500
0
HARCOURT GEN INC
COMMON
41163G101
230
6175

DEFINED
2
0
6175
HARCOURT GEN INC
COMMON
41163G101
45
1200

DEFINED
3
1200
0
HARCOURT GEN INC
COMMON
41163G101
230
6175

DEFINED
2
0
6175
HARCOURT GEN INC
COMMON
41163G101
45
1200

DEFINED
3
1200
0
HARLEY DAVIDSON INC
COMMON
412822108
833
10500

DEFINED
2
0
10500
HARLEY DAVIDSON INC
COMMON
412822108
198
2500

DEFINED
3
2500
0
HARRAHS ENTMT INC
COMMON
413619107
155
8343

DEFINED
2
0
8343
HARRAHS ENTMT INC
COMMON
413619107
39
2100

DEFINED
3
2100
0
HARRIS CORP DEL
COMMON
413875105
259
7500

DEFINED
2
0
7500
HARTFORD FINL SVCS GROUP
INC
COMMON
416515104
996
18890

DEFINED
2
0
18890
HARTFORD FINL SVCS GROUP
INC
COMMON
416515104
264
5000

DEFINED
3
5000
0
HASBRO INC
COMMON
418056107
205
12300

DEFINED
1
12300
0
HASBRO INC
COMMON
418056107
291
17426

DEFINED
2
0
17426
HASBRO INC
COMMON
418056107
65
3887

DEFINED
3
3887
0
HEALTHSOUTH CORP
COMMON
421924101
237
41624

DEFINED
2
0
41624
HEALTHSOUTH CORP
COMMON
421924101
54
9500

DEFINED
3
9500
0
HEINZ H J CO
COMMON
423074103
1013
29057

DEFINED
2
0
29057
HEINZ H J CO
COMMON
423074103
265
7600

DEFINED
3
7600
0
HERCULES INC
COMMON
427056106
145
8973

DEFINED
2
0
8973
HERCULES INC
COMMON
427056106
50
3100

DEFINED
3
3100
0
HERSHEY FOODS CORP
COMMON
427866108
277
5678

DEFINED
2
0
5678
HERSHEY FOODS CORP
COMMON
427866108
132
2700

DEFINED
3
2700
0
HEWLETT PACKARD CO
COMMON
428236103
10672
80316

DEFINED
2
0
80316
HEWLETT PACKARD CO
COMMON
428236103
2897
21800

DEFINED
3
21800
0
HILTON HOTELS CORP
COMMON
432848109
210
27161

DEFINED
2
0
27161
HILTON HOTELS CORP
COMMON
432848109
64
8300

DEFINED
3
8300
0
HOME DEPOT INC
COMMON
437076102
11333
175698

DEFINED
2
0
175698
HOME DEPOT INC
COMMON
437076102
3204
49670

DEFINED
3
49670
0
HOMESTAKE MNG CO
COMMON
437614100
38
6400

DEFINED
1
6400
0
HOMESTAKE MNG CO
COMMON
437614100
179
29911

DEFINED
2
0
29911
HONEYWELL INTL INC
COMMON
438516106
3118
59184

DEFINED
2
0
59184
HONEYWELL INTL INC
COMMON
438516106
835
15850

DEFINED
3
15850
0
HOST MARRIOTT CORP NEW
COMMON
44107P104
111
12475

DEFINED
1
12475
0
HOST MARRIOTT CORP NEW
COMMON
44107P104
101
11413

DEFINED
2
0
11413
HOST MARRIOTT CORP NEW
COMMON
44107P104
41
4674

DEFINED
3
4674
0
HOUSEHOLD INTL INC
COMMON
441815107
1375
36845

DEFINED
2
0
36845
HOUSEHOLD INTL INC
COMMON
441815107
387
10379

DEFINED
3
10379
0
HUBBELL INC
COMMON
443510201
49
1800

DEFINED
3
1800
0
HUMANA INC
COMMON
444859102
151
20601

DEFINED
2
0
20601
HUMANA INC
COMMON
444859102
49
6700

DEFINED
3
6700
0
HUNTINGTON BANCSHARES INC
COMMON
446150104
73
3281

DEFINED
2
0
3281
HUNTINGTON BANCSHARES INC
COMMON
446150104
139
6200

DEFINED
3
6200
0
IBP INC
COMMON
449223106
269
17100

DEFINED
1
17100
0
ICICI LTD
ADRS/GDRS
44926P103
4432
197000

DEFINED
1
197000
0
ICICI LTD
ADRS/GDRS
44926P202
4775
209900

DEFINED
1
206900
3000
IMC GLOBAL INC
COMMON
449669100
43
2940

DEFINED
2
0
2940
IMC GLOBAL INC
COMMON
449669100
54
3684

DEFINED
3
3684
0
IMC GLOBAL INC
COMMON
449669118
0
533

DEFINED
2
0
533
IMC GLOBAL INC
COMMON
449669118
0
105

DEFINED
3
105
0
IMS HEALTH INC
COMMON
449934108
8360
493600

DEFINED
1
493600
0
IMS HEALTH INC
COMMON
449934108
541
31966

DEFINED
2
6200
25766
IMS HEALTH INC
COMMON
449934108
266
15700

DEFINED
3
15700
0
ITT INDS INC IND
COMMON
450911102
14420
464216

DEFINED
1
464216
0
ITT INDS INC IND
COMMON
450911102
4372
140742

DEFINED
2
7850
132892
ITT INDS INC IND
COMMON
450911102
416
13400

DEFINED
3
13400
0
IKON OFFICE SOLUTIONS INC
COMMON
451713101
48
7824

DEFINED
2
0
7824
IKON OFFICE SOLUTIONS INC
COMMON
451713101
18
2900

DEFINED
3
2900
0
ILLINOIS TOOL WKS INC
COMMON
452308109
1190
21530

DEFINED
2
0
21530
ILLINOIS TOOL WKS INC
COMMON
452308109
309
5600

DEFINED
3
5600
0
IMMUNEX CORP NEW
COMMON
452528102
628
9900

DEFINED
2
0
9900
IMMUNEX CORP NEW
COMMON
452528102
343
5400

DEFINED
3
5400
0
IMPERIAL OIL LTD
CA EQUITY
453038408
723
35011

DEFINED
2
0
35011
INCO LTD
CA EQUITY
453258402
211
11500

DEFINED
2
0
11500
INCO LTD
COMMON
453258402
50
2744

DEFINED
2
0
2744
INGERSOLL-RAND CO
COMMON
456866102
2326
52559

DEFINED
1
52559
0
INGERSOLL-RAND CO
COMMON
456866102
352
7950

DEFINED
2
0
7950
INGERSOLL-RAND CO
COMMON
456866102
192
4350

DEFINED
3
4350
0
INTEL CORP
COMMON
458140100
21893
165938

DEFINED
1
165938
0
INTEL CORP
COMMON
458140100
37327
282916

DEFINED
2
1900
281016
INTEL CORP
COMMON
458140100
9579
72600

DEFINED
3
72600
0
INTERNATIONAL BUSINESS
MACHS
COMMON
459200101
6868
58200

DEFINED
1
58200
0
INTERNATIONAL BUSINESS
MACHS
COMMON
459200101
16979
143892

DEFINED
2
750
143142
INTERNATIONAL BUSINESS
MACHS
COMMON
459200101
4602
39000

DEFINED
3
39000
0
INTERNATIONAL
FLAVORS&FRAGRANC
COMMON
459506101
333
9489

DEFINED
2
0
9489
INTERNATIONAL
FLAVORS&FRAGRANC
COMMON
459506101
91
2600

DEFINED
3
2600
0
INTL PAPER CO
COMMON
460146103
1373
32123

DEFINED
2
0
32123
INTL PAPER CO
COMMON
460146103
396
9264

DEFINED
3
9264
0
INTERNET CAP GROUP INC
COMMON
46059C106
966
10700

DEFINED
2
0
10700
INTERNET CAP GROUP INC
COMMON
46059C106
370
4100

DEFINED
3
4100
0
INTERPUBLIC GROUP COS INC
COMMON
460690100
174
3679

DEFINED
1
3679
0
INTERPUBLIC GROUP COS INC
COMMON
460690100
777
16448

DEFINED
2
0
16448
INTERPUBLIC GROUP COS INC
COMMON
460690100
302
6400

DEFINED
3
6400
0
IVAX CORP
COMMON
465823102
368
13500

DEFINED
2
0
13500
JDS UNIPHASE CORP
COMMON
46612J101
3976
32976

DEFINED
2
0
32976
JDS UNIPHASE CORP
COMMON
46612J101
1865
15469

DEFINED
3
15469
0
JEFFERSON PILOT CORP
COMMON
475070108
511
7673

DEFINED
2
0
7673
JEFFERSON PILOT CORP
COMMON
475070108
168
2525

DEFINED
3
2525
0
JOHNSON & JOHNSON
COMMON
478160104
7467
106286

DEFINED
2
0
106286
JOHNSON & JOHNSON
COMMON
478160104
1989
28320

DEFINED
3
28320
0
JOHNSON CTLS INC
COMMON
478366107
350
6480

DEFINED
2
0
6480
JOHNSON CTLS INC
COMMON
478366107
103
1900

DEFINED
3
1900
0
JOSTENS INC
COMMON
481088102
12
495

DEFINED
2
0
495
JUNIPER NETWORKS INC
COMMON
48203R104
2293
8700

DEFINED
2
0
8700
JUNIPER NETWORKS INC
COMMON
48203R104
870
3300

DEFINED
3
3300
0
KLA-TENCOR CORP
COMMON
482480100
493
5850

DEFINED
2
0
5850
KLA-TENCOR CORP
COMMON
482480100
303
3600

DEFINED
3
3600
0
K MART CORP
COMMON
482584109
4124
425685

DEFINED
1
425685
0
K MART CORP
COMMON
482584109
375
38749

DEFINED
2
10400
28349
K MART CORP
COMMON
482584109
306
31600

DEFINED
3
31600
0
KANSAS CITY SOUTHN INDS INC
COMMON
485170104
516
6008

DEFINED
2
0
6008
KAUFMAN & BROAD HOME CORP
COMMON
486168107
15
698

DEFINED
2
0
698
KELLOGG CO
COMMON
487836108
752
29211

DEFINED
2
0
29211
KELLOGG CO
COMMON
487836108
216
8400

DEFINED
3
8400
0
KERR MCGEE CORP
COMMON
492386107
312
5408

DEFINED
2
0
5408
KERR MCGEE CORP
COMMON
492386107
126
2183

DEFINED
3
2183
0
KEYCORP NEW
COMMON
493267108
6130
322610

DEFINED
1
322610
0
KEYCORP NEW
COMMON
493267108
865
45530

DEFINED
2
9700
35830
KEYCORP NEW
COMMON
493267108
327
17200

DEFINED
3
17200
0
KEYSPAN CORP
COMMON
49337W100
1018
36838

DEFINED
1
36838
0
KEYSPAN CORP
COMMON
49337W100
395
14316

DEFINED
2
0
14316
KEYSPAN CORP
COMMON
49337W100
118
4280

DEFINED
3
4280
0
KIMBERLY CLARK CORP
COMMON
494368103
2463
43925

DEFINED
2
0
43925
KIMBERLY CLARK CORP
COMMON
494368103
612
10912

DEFINED
3
10912
0
KNIGHT RIDDER INC
COMMON
499040103
251
4894

DEFINED
2
0
4894
KNIGHT RIDDER INC
COMMON
499040103
92
1800

DEFINED
3
1800
0
KOHLS CORP
COMMON
500255104
1020
9950

DEFINED
2
0
9950
KOHLS CORP
COMMON
500255104
389
3800

DEFINED
3
3800
0
KOREA TELECOM
ADRS/GDRS
50063P103
22231
507422

DEFINED
1
506504
918
KOREA TELECOM
ADRS/GDRS
50063P103
1793
40923

DEFINED
2
173
40750
KOREA TELECOM
ADRS/GDRS
50063P103
40
924

DEFINED
3
924
0
KROGER CO
COMMON
501044101
18855
1073593

DEFINED
1
1073593
0
KROGER CO
COMMON
501044101
9090
517558

DEFINED
2
26100
491458
KROGER CO
COMMON
501044101
450
25600

DEFINED
3
25600
0
LSI LOGIC CORP
COMMON
502161102
1962
27020

DEFINED
2
0
27020
LSI LOGIC CORP
COMMON
502161102
494
6800

DEFINED
3
6800
0
LAIDLAW INC
CA EQUITY
50730K503
22
15500

DEFINED
2
0
15500
LAUDER ESTEE COS INC
COMMON
518439104
140
2800

DEFINED
3
2800
0
LEGGETT & PLATT INC
COMMON
524660107
396
18400

DEFINED
2
0
18400
LEHMAN BROS HLDGS INC
COMMON
524908100
164
1689

DEFINED
2
0
1689
LEHMAN BROS HLDGS INC
COMMON
524908100
281
2900

DEFINED
3
2900
0
LEUCADIA NATL CORP
COMMON
527288104
128
5400

DEFINED
2
0
5400
LEUCADIA NATL CORP
COMMON
527288104
33
1400

DEFINED
3
1400
0
LEVEL 3 COMMUNICATIONS INC
COMMON
52729N100
1946
18400

DEFINED
2
0
18400
LEVEL 3 COMMUNICATIONS INC
COMMON
52729N100
730
6900

DEFINED
3
6900
0
LEXMARK INTL GROUP INC
COMMON
529771107
962
9100

DEFINED
2
0
9100
LEXMARK INTL GROUP INC
COMMON
529771107
296
2800

DEFINED
3
2800
0
LILLY ELI & CO
COMMON
532457108
5439
86848

DEFINED
2
0
86848
LILLY ELI & CO
COMMON
532457108
1394
22264

DEFINED
3
22264
0
LIMITED INC
COMMON
532716107
692
16417

DEFINED
2
0
16417
LIMITED INC
COMMON
532716107
194
4604

DEFINED
3
4604
0
LINCOLN NATL CORP IND
COMMON
534187109
386
11520

DEFINED
2
0
11520
LINCOLN NATL CORP IND
COMMON
534187109
167
5000

DEFINED
3
5000
0
LINEAR TECHNOLOGY CORP
COMMON
535678106
660
12000

DEFINED
2
0
12000
LINEAR TECHNOLOGY CORP
COMMON
535678106
396
7200

DEFINED
3
7200
0
LITTON INDS INC
COMMON
538021106
208
4700

DEFINED
2
0
4700
LITTON INDS INC
COMMON
538021106
49
1100

DEFINED
3
1100
0
LIZ CLAIBORNE INC
COMMON
539320101
285
6216

DEFINED
2
0
6216
LIZ CLAIBORNE INC
COMMON
539320101
60
1300

DEFINED
3
1300
0
LOCKHEED MARTIN CORP
COMMON
539830109
11952
584818

DEFINED
1
584818
0
LOCKHEED MARTIN CORP
COMMON
539830109
5680
277913

DEFINED
2
15050
262863
LOCKHEED MARTIN CORP
COMMON
539830109
533
26094

DEFINED
3
26094
0
LOEWS CORP
COMMON
540424108
423
8466

DEFINED
2
0
8466
LOEWS CORP
COMMON
540424108
95
1900

DEFINED
3
1900
0
LONGS DRUG STORES CORP
COMMON
543162101
14
600

DEFINED
2
0
600
LOUISIANA PAC CORP
COMMON
546347105
22
1572

DEFINED
2
0
1572
LOWES COS INC
COMMON
548661107
1586
27171

DEFINED
2
0
27171
LOWES COS INC
COMMON
548661107
455
7800

DEFINED
3
7800
0
LUBRIZOL CORP
COMMON
549271104
133
4600

DEFINED
2
0
4600
LUBRIZOL CORP
COMMON
549271104
40
1400

DEFINED
3
1400
0
LUCENT TECHNOLOGIES INC
COMMON
549463107
15209
248308

DEFINED
2
0
248308
LUCENT TECHNOLOGIES INC
COMMON
549463107
4240
69231

DEFINED
3
69231
0
MBIA INC
COMMON
55262C100
250
4800

DEFINED
1
4800
0
MBIA INC
COMMON
55262C100
447
8582

DEFINED
2
0
8582
MBIA INC
COMMON
55262C100
146
2800

DEFINED
3
2800
0
MBNA CORP
COMMON
55262L100
1560
61163

DEFINED
2
0
61163
MBNA CORP
COMMON
55262L100
393
15418

DEFINED
3
15418
0
MCI WORLDCOM INC
COMMON
55268B106
9740
214950

DEFINED
2
0
214950
MCI WORLDCOM INC
COMMON
55268B106
2620
57830

DEFINED
3
57830
0
MGIC INVT CORP WIS
COMMON
552848103
67
1546

DEFINED
2
0
1546
MGIC INVT CORP WIS
COMMON
552848103
135
3100

DEFINED
3
3100
0
MAGNA ENTMT CORP
CA EQUITY
559211107
3
840

DEFINED
2
0
840
MAGNA INTL INC
CA EQUITY
559222401
163
4200

DEFINED
2
0
4200
MALLINCKRODT INC NEW
COMMON
561232109
167
5808

DEFINED
2
0
5808
MALLINCKRODT INC NEW
COMMON
561232109
49
1700

DEFINED
3
1700
0
MANDALAY RESORT GROUP
COMMON
562567107
98
5800

DEFINED
2
0
5800
MANDALAY RESORT GROUP
COMMON
562567107
29
1700

DEFINED
3
1700
0
MANOR CARE INC NEW
COMMON
564055101
20
1513

DEFINED
2
0
1513
MANOR CARE INC NEW
COMMON
564055101
28
2050

DEFINED
3
2050
0
MARSH & MCLENNAN COS INC
COMMON
571748102
2318
21012

DEFINED
2
0
21012
MARSH & MCLENNAN COS INC
COMMON
571748102
612
5550

DEFINED
3
5550
0
MARSHALL & ILSLEY CORP
COMMON
571834100
433
7500

DEFINED
2
0
7500
MARRIOTT INTL INC NEW
COMMON
571903202
660
20944

DEFINED
2
0
20944
MARRIOTT INTL INC NEW
COMMON
571903202
180
5700

DEFINED
3
5700
0
MASCO CORP
COMMON
574599106
630
30726

DEFINED
2
0
30726
MASCO CORP
COMMON
574599106
201
9800

DEFINED
3
9800
0
MATTEL INC
COMMON
577081102
5863
558372

DEFINED
1
558372
0
MATTEL INC
COMMON
577081102
1713
163128

DEFINED
2
11560
151568
MATTEL INC
COMMON
577081102
271
25795

DEFINED
3
25795
0
MAXIM INTEGRATED PRODS INC
COMMON
57772K101
1251
17600

DEFINED
2
0
17600
MAXIM INTEGRATED PRODS INC
COMMON
57772K101
450
6328

DEFINED
3
6328
0
MAY DEPT STORES CO
COMMON
577778103
770
27031

DEFINED
2
0
27031
MAY DEPT STORES CO
COMMON
577778103
227
7950

DEFINED
3
7950
0
MAYTAG CORP
COMMON
578592107
220
6656

DEFINED
2
0
6656
MAYTAG CORP
COMMON
578592107
83
2500

DEFINED
3
2500
0
MCDERMOTT INTL INC
COMMON
580037109
8
845

DEFINED
2
0
845
MCDONALDS CORP
COMMON
580135101
4018
107508

DEFINED
2
0
107508
MCDONALDS CORP
COMMON
580135101
1143
30580

DEFINED
3
30580
0
MCGRAW HILL COS INC
COMMON
580645109
1226
26954

DEFINED
1
26954
0
MCGRAW HILL COS INC
COMMON
580645109
549
12066

DEFINED
2
0
12066
MCGRAW HILL COS INC
COMMON
580645109
205
4500

DEFINED
3
4500
0
MCKESSON HBOC INC
COMMON
58155Q103
501
23854

DEFINED
2
0
23854
MCKESSON HBOC INC
COMMON
58155Q103
145
6913

DEFINED
3
6913
0
MEAD CORP
COMMON
582834107
262
7508

DEFINED
2
0
7508
MEAD CORP
COMMON
582834107
84
2400

DEFINED
3
2400
0
MEDIAONE GROUP INC
COMMON
58440J104
3333
41149

DEFINED
2
0
41149
MEDIAONE GROUP INC
COMMON
58440J104
996
12300

DEFINED
3
12300
0
MEDITRUST CORP
COMMON
58501T306
14
7690

DEFINED
2
0
7690
MEDITRUST CORP
COMMON
58501T306
9
5222

DEFINED
3
5222
0
MEDTRONIC INC
COMMON
585055106
4302
83644

DEFINED
2
0
83644
MEDTRONIC INC
COMMON
585055106
1224
23800

DEFINED
3
23800
0
MELLON FINL CORP
COMMON
58551A108
1076
36172

DEFINED
2
0
36172
MELLON FINL CORP
COMMON
58551A108
345
11608

DEFINED
3
11608
0
MERANT PLC
ADRS/GDRS
587336108
224
8236

DEFINED
1
8236
0
MERANT PLC
ADRS/GDRS
587336108
609
22335

DEFINED
3
22335
0
MERCK & CO INC
COMMON
589331107
3818
61449

DEFINED
1
61449
0
MERCK & CO INC
COMMON
589331107
11230
180772

DEFINED
2
0
180772
MERCK & CO INC
COMMON
589331107
2963
47700

DEFINED
3
47700
0
MEREDITH CORP
COMMON
589433101
20
723

DEFINED
2
0
723
MERRILL LYNCH & CO INC
COMMON
590188108
2758
26267

DEFINED
2
0
26267
MERRILL LYNCH & CO INC
COMMON
590188108
861
8200

DEFINED
3
8200
0
METHANEX CORP
CA EQUITY
59151K108
9
4700

DEFINED
2
0
4700
MICROSOFT CORP
COMMON
594918104
11384
107148

DEFINED
1
107148
0
MICROSOFT CORP
COMMON
594918104
42869
403470

DEFINED
2
700
402770
MICROSOFT CORP
COMMON
594918104
11687
110000

DEFINED
3
110000
0
MICRON TECHNOLOGY INC
COMMON
595112103
2749
21818

DEFINED
2
0
21818
MICRON TECHNOLOGY INC
COMMON
595112103
743
5900

DEFINED
3
5900
0
MILACRON INC
COMMON
598709103
7
513

DEFINED
2
0
513
MILLIPORE CORP
COMMON
601073109
179
3166

DEFINED
2
0
3166
MILLIPORE CORP
COMMON
601073109
68
1200

DEFINED
3
1200
0
MINNESOTA MNG & MFG CO
COMMON
604059105
2813
31765

DEFINED
2
0
31765
MINNESOTA MNG & MFG CO
COMMON
604059105
708
8000

DEFINED
3
8000
0
MIRAGE RESORTS INC
COMMON
60462E104
130
6724

DEFINED
2
0
6724
MOLEX INC
COMMON
608554101
420
7150

DEFINED
2
0
7150
MOLEX INC
COMMON
608554101
129
2200

DEFINED
3
2200
0
MOLEX INC
COMMON
608554200
374
8436

DEFINED
2
0
8436
MONSANTO CO
COMMON
611662107
2478
48125

DEFINED
2
0
48125
MONSANTO CO
COMMON
611662107
693
13450

DEFINED
3
13450
0
MONSANTO CO
COMMON
611662107
2478
48125

DEFINED
2
0
48125
MONSANTO CO
COMMON
611662107
693
13450

DEFINED
3
13450
0
MOORE LTD
CA EQUITY
615785102
89
24100

DEFINED
2
0
24100
MORGAN J P & CO INC
COMMON
616880100
1827
13864

DEFINED
2
0
13864
MORGAN J P & CO INC
COMMON
616880100
461
3500

DEFINED
3
3500
0
MORGAN STANLEY DEAN
WITTER&CO
COMMON
617446448
6654
80284

DEFINED
2
0
80284
MORGAN STANLEY DEAN
WITTER&CO
COMMON
617446448
1968
23744

DEFINED
3
23744
0
MOTOROLA INC
COMMON
620076109
12684
86875

DEFINED
1
86875
0
MOTOROLA INC
COMMON
620076109
8426
57712

DEFINED
2
700
57012
MOTOROLA INC
COMMON
620076109
2211
15147

DEFINED
3
15147
0
MYLAN LABS INC
COMMON
628530107
360
13100

DEFINED
2
0
13100
NCR CORP NEW
COMMON
62886E108
43
1068

DEFINED
1
1068
0
NCR CORP NEW
COMMON
62886E108
181
4500

DEFINED
2
0
4500
NCR CORP NEW
COMMON
62886E108
124
3100

DEFINED
3
3100
0
NABISCO GROUP HLDG CORP
COMMON
62952P102
268
22182

DEFINED
2
0
22182
NABISCO GROUP HLDG CORP
COMMON
62952P102
95
7909

DEFINED
3
7909
0
NABISCO HLDGS CORP
COMMON
629526104
39
1200

DEFINED
2
0
1200
NACCO INDS INC
COMMON
629579103
6
126

DEFINED
2
0
126
NAMIBIAN MINERALS CORP
COMMON
629913104
439
90000

DEFINED
1
90000
0
NATIONAL CITY CORP
COMMON
635405103
961
46606

DEFINED
2
0
46606
NATIONAL CITY CORP
COMMON
635405103
293
14200

DEFINED
3
14200
0
NATIONAL SEMICONDUCTOR CORP
COMMON
637640103
927
15260

DEFINED
2
0
15260
NATIONAL SEMICONDUCTOR CORP
COMMON
637640103
273
4500

DEFINED
3
4500
0
NATIONAL SVC INDS INC
COMMON
637657107
81
3857

DEFINED
2
0
3857
NATIONAL SVC INDS INC
COMMON
637657107
23
1100

DEFINED
3
1100
0
NAVISTAR INTL CORP NEW
COMMON
63934E108
245
6094

DEFINED
2
0
6094
NETWORK APPLIANCE INC
COMMON
64120L104
364
4400

DEFINED
2
0
4400
NEW CENTURY ENERGIES INC
COMMON
64352U103
48
1610

DEFINED
2
0
1610
NEW YORK TIMES CO
COMMON
650111107
775
18056

DEFINED
2
0
18056
NEW YORK TIMES CO
COMMON
650111107
193
4500

DEFINED
3
4500
0
NEWBRIDGE NETWORKS CORP
CA EQUITY
650901101
425
13400

DEFINED
2
0
13400
NEWELL RUBBERMAID INC
COMMON
651229106
555
22373

DEFINED
2
0
22373
NEWELL RUBBERMAID INC
COMMON
651229106
165
6662

DEFINED
3
6662
0
NEWMONT MINING CORP
COMMON
651639106
295
13146

DEFINED
2
0
13146
NEWMONT MINING CORP
COMMON
651639106
115
5130

DEFINED
3
5130
0
NEXTEL COMMUNICATIONS INC
COMMON
65332V103
3371
22736

DEFINED
2
0
22736
NEXTEL COMMUNICATIONS INC
COMMON
65332V103
993
6700

DEFINED
3
6700
0
NIAGARA MOHAWK HLDGS INC
COMMON
653520106
216
15969

DEFINED
2
0
15969
NICOR INC
COMMON
654086107
182
5535

DEFINED
2
0
5535
NICOR INC
COMMON
654086107
72
2200

DEFINED
3
2200
0
NIKE INC
COMMON
654106103
8360
210990

DEFINED
1
210990
0
NIKE INC
COMMON
654106103
2940
74204

DEFINED
2
3400
70804
NIKE INC
COMMON
654106103
262
6600

DEFINED
3
6600
0
NORDSTROM INC
COMMON
655664100
258
8759

DEFINED
2
0
8759
NORFOLK SOUTHERN CORP
COMMON
655844108
432
30303

DEFINED
2
0
30303
NORFOLK SOUTHERN CORP
COMMON
655844108
171
12000

DEFINED
3
12000
0
NORTEL NETWORKS CORP
CA EQUITY
656569100
9201
73354

DEFINED
1
73354
0
NORTEL NETWORKS CORP
CA EQUITY
656569100
14163
112914

DEFINED
2
800
112114
NORTEL NETWORKS CORP
CA EQUITY
656569100
1158
9181

DEFINED
2
0
9181
NORTHEAST UTILS
COMMON
664397106
183
8500

DEFINED
2
0
8500
NORTHEAST UTILS
COMMON
664397106
58
2700

DEFINED
3
2700
0
NORTHN STS PWR CO MINN
COMMON
665772109
212
10662

DEFINED
2
0
10662
NORTHN STS PWR CO MINN
COMMON
665772109
52
2600

DEFINED
3
2600
0
NORTHERN TR CORP
COMMON
665859104
973
14400

DEFINED
2
0
14400
NORTHERN TR CORP
COMMON
665859104
324
4800

DEFINED
3
4800
0
NORTHROP GRUMMAN CORP
COMMON
666807102
276
5216

DEFINED
2
0
5216
NORTHROP GRUMMAN CORP
COMMON
666807102
90
1700

DEFINED
3
1700
0
NORTHWEST AIRLS CORP
COMMON
667280101
170
7500

DEFINED
2
0
7500
NORTHWEST AIRLS CORP
COMMON
667280101
86
3800

DEFINED
3
3800
0
NOVA CHEMICALS CORP
CA EQUITY
66977W109
6142
335251

DEFINED
1
335251
0
NOVA CHEMICALS CORP
CA EQUITY
66977W109
14173
773542

DEFINED
2
608947
164595
NOVELL INC
COMMON
670006105
4732
165322

DEFINED
1
165322
0
NOVELL INC
COMMON
670006105
633
22128

DEFINED
2
1500
20628
NOVELL INC
COMMON
670006105
263
9174

DEFINED
3
9174
0
NUCOR CORP
COMMON
670346105
389
7779

DEFINED
2
0
7779
NUCOR CORP
COMMON
670346105
140
2800

DEFINED
3
2800
0
OCCIDENTAL PETE CORP DEL
COMMON
674599105
640
30839

DEFINED
2
0
30839
OCCIDENTAL PETE CORP DEL
COMMON
674599105
185
8900

DEFINED
3
8900
0
OFFICE DEPOT INC
COMMON
676220106
201
17425

DEFINED
1
17425
0
OFFICE DEPOT INC
COMMON
676220106
228
19700

DEFINED
2
0
19700
OFFICE DEPOT INC
COMMON
676220106
50
4350

DEFINED
3
4350
0
OLD KENT FINL CORP
COMMON
679833103
350
10935

DEFINED
2
0
10935
OLD KENT FINL CORP
COMMON
679833103
113
3526

DEFINED
3
3526
0
OLD REP INTL CORP
COMMON
680223104
134
9725

DEFINED
2
0
9725
OLD REP INTL CORP
COMMON
680223104
67
4850

DEFINED
3
4850
0
OMNICOM GROUP INC
COMMON
681919106
1420
15164

DEFINED
2
0
15164
OMNICOM GROUP INC
COMMON
681919106
374
4000

DEFINED
3
4000
0
ONEOK INC NEW
COMMON
682680103
12
471

DEFINED
2
0
471
ORACLE CORP
COMMON
68389X105
27236
348898

DEFINED
1
348898
0
ORACLE CORP
COMMON
68389X105
21326
273196

DEFINED
2
4760
268436
ORACLE CORP
COMMON
68389X105
5108
65436

DEFINED
3
65436
0
OWENS CORNING
COMMON
69073F103
107
5501

DEFINED
2
0
5501
OWENS CORNING
COMMON
69073F103
10
500

DEFINED
3
500
0
OWENS ILL INC
COMMON
690768403
12222
724273

DEFINED
1
724273
0
OWENS ILL INC
COMMON
690768403
2430
144017

DEFINED
2
14700
129317
OWENS ILL INC
COMMON
690768403
275
16300

DEFINED
3
16300
0
OXFORD HEALTH PLANS INC
COMMON
691471106
17
1100

DEFINED
3
1100
0
PECO ENERGY CO
COMMON
693304107
620
16805

DEFINED
2
0
16805
PECO ENERGY CO
COMMON
693304107
144
3900

DEFINED
3
3900
0
PG&E CORP
COMMON
69331C108
669
31847

DEFINED
2
0
31847
PG&E CORP
COMMON
69331C108
166
7900

DEFINED
3
7900
0
PE CORP
COMMON
69332S102
1535
15904

DEFINED
2
0
15904
PE CORP
COMMON
69332S102
367
3800

DEFINED
3
3800
0
PE CORP
COMMON
69332S201
378
4100

DEFINED
2
0
4100
PMI GROUP INC
COMMON
69344M101
221
4650

DEFINED
2
0
4650
PNC BK CORP
COMMON
693475105
1127
24999

DEFINED
2
0
24999
PNC BK CORP
COMMON
693475105
286
6350

DEFINED
3
6350
0
PPG INDS INC
COMMON
693506107
6773
129478

DEFINED
1
129478
0
PPG INDS INC
COMMON
693506107
3371
64433

DEFINED
2
2480
61953
PPG INDS INC
COMMON
693506107
361
6900

DEFINED
3
6900
0
PPL CORP
COMMON
69351T106
194
9258

DEFINED
2
0
9258
PPL CORP
COMMON
69351T106
72
3436

DEFINED
3
3436
0
PACCAR INC
COMMON
693718108
255
5095

DEFINED
2
0
5095
PACCAR INC
COMMON
693718108
123
2470

DEFINED
3
2470
0
PACIFIC CENTY FINL CORP
COMMON
694058108
138
6800

DEFINED
2
0
6800
PACIFICARE HEALTH SYS DEL
COMMON
695112102
105
2100

DEFINED
1
2100
0
PACIFICARE HEALTH SYS DEL
COMMON
695112102
144
2896

DEFINED
2
0
2896
PACIFICARE HEALTH SYS DEL
COMMON
695112102
35
700

DEFINED
3
700
0
PACTIV CORP
COMMON
695257105
21
2415

DEFINED
2
0
2415
PAINE WEBBER GROUP INC
COMMON
695629105
528
12000

DEFINED
2
0
12000
PAINE WEBBER GROUP INC
COMMON
695629105
139
3150

DEFINED
3
3150
0
PALL CORP
COMMON
696429307
218
9701

DEFINED
2
0
9701
PALL CORP
COMMON
696429307
40
1800

DEFINED
3
1800
0
PARAMETRIC TECHNOLOGY CORP
COMMON
699173100
507
24062

DEFINED
2
0
24062
PARAMETRIC TECHNOLOGY CORP
COMMON
699173100
126
6000

DEFINED
3
6000
0
PARK PL ENTMT CORP
COMMON
700690100
52
4500

DEFINED
2
0
4500
PARKER HANNIFIN CORP
COMMON
701094104
410
9922

DEFINED
2
0
9922
PARKER HANNIFIN CORP
COMMON
701094104
87
2100

DEFINED
3
2100
0
PAYCHEX INC
COMMON
704326107
1179
22508

DEFINED
2
0
22508
PAYCHEX INC
COMMON
704326107
275
5250

DEFINED
3
5250
0
PENNEY J C INC
COMMON
708160106
260
17447

DEFINED
2
0
17447
PENNEY J C INC
COMMON
708160106
86
5800

DEFINED
3
5800
0
PENNZOIL-QUAKER STATE
COMPANY
COMMON
709323109
47
4500

DEFINED
2
0
4500
PEOPLES ENERGY CORP
COMMON
711030106
75
2738

DEFINED
2
0
2738
PEOPLES ENERGY CORP
COMMON
711030106
25
900

DEFINED
3
900
0
PEOPLESOFT INC
COMMON
712713106
384
19194

DEFINED
2
0
19194
PEOPLESOFT INC
COMMON
712713106
104
5200

DEFINED
3
5200
0
PEP BOYS MANNY MOE & JACK
COMMON
713278109
4
731

DEFINED
2
0
731
PEPSICO INC
COMMON
713448108
11764
337326

DEFINED
1
337326
0
PEPSICO INC
COMMON
713448108
9411
269848

DEFINED
2
7480
262368
PEPSICO INC
COMMON
713448108
1399
40110

DEFINED
3
40110
0
PERKINELMER INC
COMMON
714046109
288
4328

DEFINED
2
0
4328
PERKINELMER INC
COMMON
714046109
73
1100

DEFINED
3
1100
0
PERRIGO CO
COMMON
714290103
295
38819

DEFINED
1
38819
0
P T TELEKOMUNIKASI
INDONESIA
ADRS/GDRS
715684106
369
38880

DEFINED
1
38880
0
PETRO-CDA
CA EQUITY
71644E102
72
4300

DEFINED
2
0
4300
PHARMACIA & UPJOHN INC
COMMON
716941109
2154
36198

DEFINED
2
0
36198
PHARMACIA & UPJOHN INC
COMMON
716941109
643
10810

DEFINED
3
10810
0
PHARMACIA & UPJOHN INC
COMMON
716941109
2154
36198

DEFINED
2
0
36198
PHARMACIA & UPJOHN INC
COMMON
716941109
643
10810

DEFINED
3
10810
0
PFIZER INC
COMMON
717081103
11054
302332

DEFINED
2
0
302332
PFIZER INC
COMMON
717081103
2892
79100

DEFINED
3
79100
0
PHELPS DODGE CORP
COMMON
717265102
319
6739

DEFINED
2
0
6739
PHELPS DODGE CORP
COMMON
717265102
46
966

DEFINED
3
966
0
PHILIP MORRIS COS INC
COMMON
718154107
10068
476569

DEFINED
1
476569
0
PHILIP MORRIS COS INC
COMMON
718154107
5587
264495

DEFINED
2
6500
257995
PHILIP MORRIS COS INC
COMMON
718154107
1260
59650

DEFINED
3
59650
0
PHILIPPINE LONG DISTANCE
TEL
ADRS/GDRS
718252604
2860
130360

DEFINED
1
130360
0
PHILIPPINE LONG DISTANCE
TEL
ADRS/GDRS
718252604
4
170

DEFINED
2
170
0
PHILLIPS PETE CO
COMMON
718507106
849
18352

DEFINED
2
0
18352
PHILLIPS PETE CO
COMMON
718507106
245
5300

DEFINED
3
5300
0
PINNACLE WEST CAP CORP
COMMON
723484101
189
6700

DEFINED
2
0
6700
PINNACLE WEST CAP CORP
COMMON
723484101
70
2500

DEFINED
3
2500
0
PITNEY BOWES INC
COMMON
724479100
8292
185552

DEFINED
1
185552
0
PITNEY BOWES INC
COMMON
724479100
3899
87261

DEFINED
2
4450
82811
PITNEY BOWES INC
COMMON
724479100
487
10900

DEFINED
3
10900
0
PITTSTON CO
COMMON
725701106
46
2700

DEFINED
2
0
2700
PITTSTON CO
COMMON
725701106
17
1000

DEFINED
3
1000
0
PITTSTON CO
COMMON
725701106
46
2700

DEFINED
2
0
2700
PITTSTON CO
COMMON
725701106
17
1000

DEFINED
3
1000
0
PITTSTON CO
COMMON
725701106
46
2700

DEFINED
2
0
2700
PITTSTON CO
COMMON
725701106
17
1000

DEFINED
3
1000
0
PITTSTON CO
COMMON
725701106
46
2700

DEFINED
2
0
2700
PITTSTON CO
COMMON
725701106
17
1000

DEFINED
3
1000
0
PITTSTON CO
COMMON
725701106
46
2700

DEFINED
2
0
2700
PITTSTON CO
COMMON
725701106
17
1000

DEFINED
3
1000
0
PITTSTON CO
COMMON
725701106
46
2700

DEFINED
2
0
2700
PITTSTON CO
COMMON
725701106
17
1000

DEFINED
3
1000
0
PLACER DOME INC
CA EQUITY
725906101
109
13700

DEFINED
2
0
13700
PLACER DOME INC
CA EQUITY
725906101
38
4683

DEFINED
2
0
4683
POLAROID CORP
COMMON
731095105
107
4499

DEFINED
2
0
4499
POLAROID CORP
COMMON
731095105
14
600

DEFINED
3
600
0
POTASH CORP SASK INC
CA EQUITY
73755L107
154
3100

DEFINED
2
0
3100
POTLATCH CORP
COMMON
737628107
19
444

DEFINED
2
0
444
POTOMAC ELEC PWR CO
COMMON
737679100
167
7400

DEFINED
2
0
7400
POTOMAC ELEC PWR CO
COMMON
737679100
70
3100

DEFINED
3
3100
0
PRAXAIR INC
COMMON
74005P104
12933
310699

DEFINED
1
310699
0
PRAXAIR INC
COMMON
74005P104
3521
84584

DEFINED
2
3900
80684
PRICE T ROWE & ASSOCIATES
COMMON
741477103
67
1700

DEFINED
2
0
1700
PROCTER & GAMBLE CO
COMMON
742718109
5796
102581

DEFINED
2
0
102581
PROCTER & GAMBLE CO
COMMON
742718109
1497
26500

DEFINED
3
26500
0
PROGRESSIVE CORP OHIO
COMMON
743315103
499
6555

DEFINED
2
0
6555
PROGRESSIVE CORP OHIO
COMMON
743315103
122
1600

DEFINED
3
1600
0
PROVIDIAN FINL CORP
COMMON
74406A102
824
9513

DEFINED
2
0
9513
PROVIDIAN FINL CORP
COMMON
74406A102
282
3250

DEFINED
3
3250
0
PUBLIC SVC ENTERPRISE GROUP
COMMON
744573106
434
14634

DEFINED
2
0
14634
PUBLIC SVC ENTERPRISE GROUP
COMMON
744573106
133
4500

DEFINED
3
4500
0
PUGET SOUND ENERGY INC
COMMON
745332106
89
4000

DEFINED
2
0
4000
PULTE CORP
COMMON
745867101
13
644

DEFINED
2
0
644
QUAKER OATS CO
COMMON
747402105
535
8821

DEFINED
2
0
8821
QUAKER OATS CO
COMMON
747402105
170
2800

DEFINED
3
2800
0
QUALCOMM INC
COMMON
747525103
7705
51600

DEFINED
2
0
51600
QUALCOMM INC
COMMON
747525103
2299
15400

DEFINED
3
15400
0
QUINTILES TRANSNATIONAL
CORP
COMMON
748767100
27
1600

DEFINED
2
0
1600
QWEST COMMUNICATIONS INTL
INC
COMMON
749121109
1296
27000

DEFINED
2
0
27000
QWEST COMMUNICATIONS INTL
INC
COMMON
749121109
389
8100

DEFINED
3
8100
0
RALSTON PURINA CO
COMMON
751277302
638
23193

DEFINED
2
0
23193
RALSTON PURINA CO
COMMON
751277302
190
6900

DEFINED
3
6900
0
RANGER OIL LTD
CA EQUITY
752805101
16
4000

DEFINED
2
0
4000
RAYTHEON CO
COMMON
755111309
100
5327

DEFINED
2
0
5327
RAYTHEON CO
COMMON
755111309
47
2499

DEFINED
3
2499
0
RAYTHEON CO
COMMON
755111408
389
21920

DEFINED
2
0
21920
RAYTHEON CO
COMMON
755111408
82
4600

DEFINED
3
4600
0
READERS DIGEST ASSN INC
COMMON
755267101
163
4600

DEFINED
2
0
4600
READERS DIGEST ASSN INC
COMMON
755267101
71
2000

DEFINED
3
2000
0
REEBOK INTL LTD
COMMON
758110100
48
5156

DEFINED
2
0
5156
REEBOK INTL LTD
COMMON
758110100
9
1000

DEFINED
3
1000
0
REGIONS FINL CORP
COMMON
758940100
264
11574

DEFINED
2
0
11574
REGIONS FINL CORP
COMMON
758940100
135
5900

DEFINED
3
5900
0
RELIANT ENERGY INC
COMMON
75952J108
11387
483256

DEFINED
1
483256
0
RELIANT ENERGY INC
COMMON
75952J108
7058
299535

DEFINED
2
10600
288935
RELIANT ENERGY INC
COMMON
75952J108
250
10600

DEFINED
3
10600
0
RELIASTAR FINL CORP
COMMON
75952U103
51
1500

DEFINED
2
0
1500
REYNOLDS METALS CO
COMMON
761763101
384
5739

DEFINED
2
0
5739
REYNOLDS METALS CO
COMMON
761763101
74
1100

DEFINED
3
1100
0
RIO ALGOM LTD
CA EQUITY
766889109
42
3800

DEFINED
2
0
3800
RITE AID CORP
COMMON
767754104
135
23952

DEFINED
2
0
23952
RITE AID CORP
COMMON
767754104
39
6900

DEFINED
3
6900
0
ROCKWELL INTL CORP NEW
COMMON
773903109
691
16535

DEFINED
2
0
16535
ROCKWELL INTL CORP NEW
COMMON
773903109
184
4400

DEFINED
3
4400
0
ROGERS COMMUNICATIONS INC
CA EQUITY
775109200
1250
42196

DEFINED
1
42196
0
ROGERS COMMUNICATIONS INC
CA EQUITY
775109200
483
16300

DEFINED
2
0
16300
ROHM & HAAS CO
COMMON
775371107
6700
150142

DEFINED
1
150142
0
ROHM & HAAS CO
COMMON
775371107
704
15768

DEFINED
2
2500
13268
ROHM & HAAS CO
COMMON
775371107
439
9848

DEFINED
3
9848
0
ROUSE CO
COMMON
779273101
175
8300

DEFINED
2
0
8300
ROWAN COS INC
COMMON
779382100
39
1316

DEFINED
2
0
1316
ROYAL BK CDA MONTREAL QUE
CA EQUITY
780087102
3738
79800

DEFINED
2
0
79800
ROYAL DUTCH PETE CO
NL EQUITY
780257804
1748
30233

DEFINED
2
0
30233
RUSSELL CORP
COMMON
782352108
7
488

DEFINED
2
0
488
RYDER SYS INC
COMMON
783549108
185
8167

DEFINED
2
0
8167
RYDER SYS INC
COMMON
783549108
50
2200

DEFINED
3
2200
0
SBC COMMUNICATIONS INC
COMMON
78387G103
1586
37659

DEFINED
1
37659
0
SBC COMMUNICATIONS INC
COMMON
78387G103
11233
266665

DEFINED
2
0
266665
SBC COMMUNICATIONS INC
COMMON
78387G103
2927
69486

DEFINED
3
69486
0
SK TELECOM LTD
ADRS/GDRS
78440P108
5580
144940

DEFINED
1
144940
0
SK TELECOM LTD
ADRS/GDRS
78440P108
15
400

DEFINED
2
400
0
SK TELECOM LTD
ADRS/GDRS
78440P108
56
1460

DEFINED
3
1460
0
SLM HLDG CORP
COMMON
78442A109
537
16109

DEFINED
2
0
16109
SLM HLDG CORP
COMMON
78442A109
138
4146

DEFINED
3
4146
0
SPX CORP
COMMON
784635104
179
1570

DEFINED
2
0
1570
SPX CORP
COMMON
784635104
50
443

DEFINED
3
443
0
SABRE HLDGS CORP
COMMON
785905100
360
9855

DEFINED
2
0
9855
SABRE HLDGS CORP
COMMON
785905100
87
2384

DEFINED
3
2384
0
SAFECO CORP
COMMON
786429100
355
13350

DEFINED
2
0
13350
SAFECO CORP
COMMON
786429100
104
3900

DEFINED
3
3900
0
SAFEWAY INC
COMMON
786514208
1633
36090

DEFINED
2
0
36090
SAFEWAY INC
COMMON
786514208
502
11100

DEFINED
3
11100
0
ST JOE CO
COMMON
790148100
87
3000

DEFINED
2
0
3000
ST JOE CO
COMMON
790148100
52
1800

DEFINED
3
1800
0
ST JUDE MED INC
COMMON
790849103
244
9472

DEFINED
2
0
9472
ST JUDE MED INC
COMMON
790849103
59
2300

DEFINED
3
2300
0
ST PAUL COS INC
COMMON
792860108
475
13914

DEFINED
2
0
13914
ST PAUL COS INC
COMMON
792860108
162
4758

DEFINED
3
4758
0
SARA LEE CORP
COMMON
803111103
1242
69004

DEFINED
2
0
69004
SARA LEE CORP
COMMON
803111103
283
15700

DEFINED
3
15700
0
SCHERING PLOUGH CORP
COMMON
806605101
12484
336264

DEFINED
1
336264
0
SCHERING PLOUGH CORP
COMMON
806605101
6469
174256

DEFINED
2
4250
170006
SCHERING PLOUGH CORP
COMMON
806605101
1322
35600

DEFINED
3
35600
0
SCHLUMBERGER LTD
COMMON
806857108
3037
39703

DEFINED
2
0
39703
SCHLUMBERGER LTD
COMMON
806857108
880
11500

DEFINED
3
11500
0
SCHWAB CHARLES CORP NEW
COMMON
808513105
3456
60828

DEFINED
2
0
60828
SCHWAB CHARLES CORP NEW
COMMON
808513105
957
16850

DEFINED
3
16850
0
SCIENTIFIC ATLANTA INC
COMMON
808655104
947
14978

DEFINED
2
0
14978
SCITEX LTD
IL EQUITY
809090103
2375
152600

DEFINED
1
152600
0
SCOOT COM PLC
ADRS/GDRS
809141104
11229
3046984

DEFINED
1
3046984
0
SCOOT COM PLC
ADRS/GDRS
809141104
16120
4374429

DEFINED
3
4374429
0
SCRIPPS E W CO OHIO
COMMON
811054204
92
1900

DEFINED
2
0
1900
SEAGATE TECHNOLOGY
COMMON
811804103
1427
23104

DEFINED
2
0
23104
SEAGATE TECHNOLOGY
COMMON
811804103
272
4400

DEFINED
3
4400
0
SEAGRAM LTD
CA EQUITY
811850106
149
2500

DEFINED
2
0
2500
SEAGRAM LTD
CA EQUITY
811850106
1769
29825

DEFINED
2
0
29825
SEALED AIR CORP NEW
COMMON
81211K100
438
8060

DEFINED
2
0
8060
SEALED AIR CORP NEW
COMMON
81211K100
146
2696

DEFINED
3
2696
0
SEARS ROEBUCK & CO
COMMON
812387108
952
31080

DEFINED
2
0
31080
SEARS ROEBUCK & CO
COMMON
812387108
276
9000

DEFINED
3
9000
0
SEMPRA ENERGY
COMMON
816851109
291
17356

DEFINED
2
0
17356
SEMPRA ENERGY
COMMON
816851109
97
5806

DEFINED
3
5806
0
SENSORMATIC ELECTRS CORP
COMMON
817265101
49
2200

DEFINED
2
0
2200
SERVICE CORP INTL
COMMON
817565104
58
19200

DEFINED
2
0
19200
SERVICE CORP INTL
COMMON
817565104
19
6400

DEFINED
3
6400
0
SERVICEMASTER CO
COMMON
81760N109
134
11930

DEFINED
2
0
11930
SHARED MED SYS CORP
COMMON
819486101
134
2580

DEFINED
2
0
2580
SHARED MED SYS CORP
COMMON
819486101
41
800

DEFINED
3
800
0
SHAW COMMUNICATIONS INC
CA EQUITY
82028K200
236
8800

DEFINED
2
0
8800
SHAW INDS INC
COMMON
820286102
39
2600

DEFINED
3
2600
0
SHERWIN WILLIAMS CO
COMMON
824348106
261
11811

DEFINED
2
0
11811
SIGMA ALDRICH CORP
COMMON
826552101
122
4538

DEFINED
2
0
4538
SIGMA ALDRICH CORP
COMMON
826552101
59
2200

DEFINED
3
2200
0
SIGNET GROUP PLC
ADRS/GDRS
82668L872
1729
2025865

DEFINED
1
2025865
0
SIGNET GROUP PLC
ADRS/GDRS
82668L872
413
484406

DEFINED
3
484406
0
SILICON GRAPHICS INC
COMMON
827056102
176
16645

DEFINED
2
0
16645
SILICON GRAPHICS INC
COMMON
827056102
34
3200

DEFINED
3
3200
0
SIMON PPTY GROUP INC NEW
COMMON
828806109
303
13000

DEFINED
2
0
13000
SIMON PPTY GROUP INC NEW
COMMON
828806109
98
4200

DEFINED
3
4200
0
SMURFIT-STONE CONTAINER
CORP
COMMON
832727101
2874
169700

DEFINED
1
169700
0
SMURFIT-STONE CONTAINER
CORP
COMMON
832727101
85
5000

DEFINED
2
5000
0
SNAP ON INC
COMMON
833034101
98
3737

DEFINED
2
0
3737
SNAP ON INC
COMMON
833034101
77
2950

DEFINED
3
2950
0
SOLECTRON CORP
COMMON
834182107
1900
47344

DEFINED
2
0
47344
SOLECTRON CORP
COMMON
834182107
542
13500

DEFINED
3
13500
0
SONOCO PRODS CO
COMMON
835495102
230
9993

DEFINED
2
0
9993
SOUTHERN CO
COMMON
842587107
1160
53333

DEFINED
2
0
53333
SOUTHERN CO
COMMON
842587107
298
13700

DEFINED
3
13700
0
SOUTHTRUST CORP
COMMON
844730101
359
14110

DEFINED
2
0
14110
SOUTHTRUST CORP
COMMON
844730101
76
3000

DEFINED
3
3000
0
SOUTHWEST AIRLS CO
COMMON
844741108
743
35689

DEFINED
2
0
35689
SOUTHWEST AIRLS CO
COMMON
844741108
225
10800

DEFINED
3
10800
0
SPRINGS INDS INC
COMMON
851783100
8
210

DEFINED
2
0
210
SPRINT CORP
COMMON
852061100
3431
54244

DEFINED
2
0
54244
SPRINT CORP
COMMON
852061100
968
15300

DEFINED
3
15300
0
SPRINT CORP
COMMON
852061506
3697
56440

DEFINED
2
0
56440
SPRINT CORP
COMMON
852061506
1153
17600

DEFINED
3
17600
0
STANLEY WKS
COMMON
854616109
218
8267

DEFINED
2
0
8267
STANLEY WKS
COMMON
854616109
50
1900

DEFINED
3
1900
0
STAPLES INC
COMMON
855030102
652
32614

DEFINED
2
0
32614
STAPLES INC
COMMON
855030102
174
8700

DEFINED
3
8700
0
STARWOOD HOTELS&RESORTS
WRLDWD
COMMON
85590A203
269
10459

DEFINED
2
0
10459
STARWOOD HOTELS&RESORTS
WRLDWD
COMMON
85590A203
119
4628

DEFINED
3
4628
0
STATE STR CORP
COMMON
857477103
1215
12545

DEFINED
2
0
12545
STATE STR CORP
COMMON
857477103
358
3700

DEFINED
3
3700
0
SUMMIT BANCORP
COMMON
866005101
160
6077

DEFINED
2
0
6077
SUMMIT BANCORP
COMMON
866005101
126
4800

DEFINED
3
4800
0
SUN MICROSYSTEMS INC
COMMON
866810104
10607
113196

DEFINED
2
0
113196
SUN MICROSYSTEMS INC
COMMON
866810104
3551
37900

DEFINED
3
37900
0
SUNCOR ENERGY INC
CA EQUITY
867229106
312
7200

DEFINED
2
0
7200
SUNOCO INC
COMMON
86764P109
236
8623

DEFINED
2
0
8623
SUNOCO INC
COMMON
86764P109
41
1483

DEFINED
3
1483
0
SUNTRUST BKS INC
COMMON
867914103
1246
21569

DEFINED
1
21569
0
SUNTRUST BKS INC
COMMON
867914103
1353
23433

DEFINED
2
0
23433
SUNTRUST BKS INC
COMMON
867914103
415
7180

DEFINED
3
7180
0
SUPERVALU INC
COMMON
868536103
167
8834

DEFINED
2
0
8834
SUPERVALU INC
COMMON
868536103
40
2100

DEFINED
3
2100
0
SYNOVUS FINL CORP
COMMON
87161C105
498
26374

DEFINED
2
0
26374
SYSCO CORP
COMMON
871829107
1001
27702

DEFINED
2
0
27702
SYSCO CORP
COMMON
871829107
249
6906

DEFINED
3
6906
0
TJX COS INC NEW
COMMON
872540109
590
26602

DEFINED
2
0
26602
TJX COS INC NEW
COMMON
872540109
135
6100

DEFINED
3
6100
0
TRW INC
COMMON
872649108
634
10844

DEFINED
2
0
10844
TRW INC
COMMON
872649108
187
3200

DEFINED
3
3200
0
TVX GOLD INC
CA EQUITY
87308K101
4
6100

DEFINED
2
0
6100
TALISMAN ENERGY INC
CA EQUITY
87425E103
205
7200

DEFINED
2
0
7200
TANDY CORP
COMMON
875382103
593
11676

DEFINED
2
0
11676
TANDY CORP
COMMON
875382103
228
4500

DEFINED
3
4500
0
TARGET CORP
COMMON
87612E106
5146
68842

DEFINED
1
68842
0
TARGET CORP
COMMON
87612E106
2731
36535

DEFINED
2
2300
34235
TARGET CORP
COMMON
87612E106
710
9500

DEFINED
3
9500
0
TEKTRONIX INC
COMMON
879131100
188
3362

DEFINED
2
0
3362
TELECOMUNICACOES DE SAO
PAULO
ADRS/GDRS
87929A102
1434
48300

DEFINED
1
48300
0
TELEFONOS DE MEXICO S A
ADRS/GDRS
879403780
1839
27600

DEFINED
1
27600
0
TELEGLOBE INC
CA EQUITY
87941V100
4840
177880

DEFINED
1
177880
0
TELEGLOBE INC
CA EQUITY
87941V100
340
12500

DEFINED
2
0
12500
TELLABS INC
COMMON
879664100
1747
27731

DEFINED
2
0
27731
TELLABS INC
COMMON
879664100
579
9200

DEFINED
3
9200
0
TEMPLE INLAND INC
COMMON
879868107
170
3407

DEFINED
2
0
3407
TEMPLE INLAND INC
COMMON
879868107
55
1100

DEFINED
3
1100
0
TENET HEALTHCARE CORP
COMMON
88033G100
588
25276

DEFINED
2
0
25276
TENET HEALTHCARE CORP
COMMON
88033G100
170
7300

DEFINED
3
7300
0
TERADYNE INC
COMMON
880770102
746
9100

DEFINED
2
0
9100
TERADYNE INC
COMMON
880770102
320
3900

DEFINED
3
3900
0
TEXACO INC
COMMON
881694103
19172
356687

DEFINED
1
356687
0
TEXACO INC
COMMON
881694103
4503
83784

DEFINED
2
5200
78584
TEXACO INC
COMMON
881694103
978
18200

DEFINED
3
18200
0
TEXAS INSTRS INC
COMMON
882508104
9701
60630

DEFINED
2
0
60630
TEXAS INSTRS INC
COMMON
882508104
2832
17700

DEFINED
3
17700
0
TEXAS UTILS CO
COMMON
882848104
679
22859

DEFINED
2
0
22859
TEXAS UTILS CO
COMMON
882848104
122
4100

DEFINED
3
4100
0
TEXTRON INC
COMMON
883203101
694
11408

DEFINED
2
0
11408
TEXTRON INC
COMMON
883203101
207
3400

DEFINED
3
3400
0
THERMO ELECTRON CORP
COMMON
883556102
122
5992

DEFINED
2
0
5992
THOMAS & BETTS CORP
COMMON
884315102
23
818

DEFINED
2
0
818
3COM CORP
COMMON
885535104
1493
26836

DEFINED
2
0
26836
3COM CORP
COMMON
885535104
489
8800

DEFINED
3
8800
0
TIME WARNER INC
COMMON
887315109
9027
90272

DEFINED
2
0
90272
TIME WARNER INC
COMMON
887315109
2404
24040

DEFINED
3
24040
0
TIMES MIRROR CO NEW
COMMON
887364107
757
8148

DEFINED
2
0
8148
TIMES MIRROR CO NEW
COMMON
887364107
112
1200

DEFINED
3
1200
0
TIMKEN CO
COMMON
887389104
14
862

DEFINED
2
0
862
TORCHMARK CORP
COMMON
891027104
308
13309

DEFINED
2
0
13309
TORCHMARK CORP
COMMON
891027104
81
3500

DEFINED
3
3500
0
TORONTO DOMINION BK ONT
CA EQUITY
891160509
920
34800

DEFINED
2
0
34800
TOSCO CORP
COMMON
891490302
309
10100

DEFINED
2
0
10100
TOSCO CORP
COMMON
891490302
118
3848

DEFINED
3
3848
0
TOYS R US INC
COMMON
892335100
362
24406

DEFINED
2
0
24406
TOYS R US INC
COMMON
892335100
106
7167

DEFINED
3
7167
0
TRANSATLANTIC HLDGS INC
COMMON
893521104
94
1100

DEFINED
2
0
1100
TRANSATLANTIC HLDGS INC
COMMON
893521104
77
900

DEFINED
3
900
0
TRANSCANADA PIPELINES LTD
CA EQUITY
893526103
214
29208

DEFINED
2
0
29208
TRI CONTL CORP
COMMON
895436103
105
4100

DEFINED
2
0
4100
TRI CONTL CORP
COMMON
895436103
85
3322

DEFINED
3
3322
0
TRICON GLOBAL RESTAURANTS
COMMON
895953107
31
1010

DEFINED
1
1010
0
TRICON GLOBAL RESTAURANTS
COMMON
895953107
258
8311

DEFINED
2
0
8311
TRICON GLOBAL RESTAURANTS
COMMON
895953107
101
3241

DEFINED
3
3241
0
TRIBUNE CO NEW
COMMON
896047107
861
23560

DEFINED
2
0
23560
TRIBUNE CO NEW
COMMON
896047107
197
5400

DEFINED
3
5400
0
TRINITY INDS INC
COMMON
896522109
28
1200

DEFINED
2
0
1200
TRIZEC HAHN CORP
CA EQUITY
896938107
132
8740

DEFINED
2
0
8740
TUPPERWARE CORP
COMMON
899896104
94
5957

DEFINED
2
0
5957
TUPPERWARE CORP
COMMON
899896104
19
1200

DEFINED
3
1200
0
TYCO INTL LTD NEW
COMMON
902124106
5065
101043

DEFINED
1
101043
0
TYCO INTL LTD NEW
COMMON
902124106
5977
119232

DEFINED
2
2300
116932
TYCO INTL LTD NEW
COMMON
902124106
1898
37874

DEFINED
3
37874
0
TYSON FOODS INC
COMMON
902494103
70
6300

DEFINED
2
0
6300
TYSON FOODS INC
COMMON
902494103
46
4100

DEFINED
3
4100
0
UAL CORP
COMMON
902549500
315
5200

DEFINED
2
0
5200
UAL CORP
COMMON
902549500
133
2200

DEFINED
3
2200
0
USX MARATHON GROUP
COMMON
902905827
685
26280

DEFINED
2
0
26280
USX MARATHON GROUP
COMMON
902905827
182
7000

DEFINED
3
7000
0
UST INC
COMMON
902911106
217
13897

DEFINED
2
0
13897
UST INC
COMMON
902911106
70
4500

DEFINED
3
4500
0
US BANCORP DEL
COMMON
902973106
1277
58364

DEFINED
2
0
58364
US BANCORP DEL
COMMON
902973106
359
16400

DEFINED
3
16400
0
USX-U S STL
COMMON
90337T101
160
6404

DEFINED
2
0
6404
USX-U S STL
COMMON
90337T101
69
2742

DEFINED
3
2742
0
UNILEVER N V
COMMON
904784709
395
8200

DEFINED
2
0
8200
UNICOM CORP
COMMON
904911104
486
13318

DEFINED
2
0
13318
UNICOM CORP
COMMON
904911104
150
4100

DEFINED
3
4100
0
UNION CARBIDE CORP
COMMON
905581104
5118
87767

DEFINED
1
87767
0
UNION CARBIDE CORP
COMMON
905581104
709
12164

DEFINED
2
0
12164
UNION CARBIDE CORP
COMMON
905581104
315
5400

DEFINED
3
5400
0
UNION PAC CORP
COMMON
907818108
290
7400

DEFINED
1
7400
0
UNION PAC CORP
COMMON
907818108
753
19248

DEFINED
2
0
19248
UNION PAC CORP
COMMON
907818108
210
5380

DEFINED
3
5380
0
UNION PAC RES GROUP INC
COMMON
907834105
6668
459831

DEFINED
1
459831
0
UNION PAC RES GROUP INC
COMMON
907834105
517
35642

DEFINED
2
12300
23342
UNION PLANTERS CORP
COMMON
908068109
61
1982

DEFINED
2
0
1982
UNISYS CORP
COMMON
909214108
382
14872

DEFINED
2
0
14872
UNISYS CORP
COMMON
909214108
159
6200

DEFINED
3
6200
0
UNITED DOMINION INDS LTD
CA EQUITY
909914103
38
2200

DEFINED
2
0
2200
UNITED HEALTHCARE CORP
COMMON
910581107
901
15113

DEFINED
2
0
15113
UNITED HEALTHCARE CORP
COMMON
910581107
215
3600

DEFINED
3
3600
0
US AIRWAYS GROUP INC
COMMON
911905107
133
4773

DEFINED
2
0
4773
US AIRWAYS GROUP INC
COMMON
911905107
75
2700

DEFINED
3
2700
0
U S WEST INC NEW
COMMON
91273H101
2518
34671

DEFINED
2
0
34671
U S WEST INC NEW
COMMON
91273H101
811
11173

DEFINED
3
11173
0
UNITED TECHNOLOGIES CORP
COMMON
913017109
2410
38140

DEFINED
2
0
38140
UNITED TECHNOLOGIES CORP
COMMON
913017109
614
9720

DEFINED
3
9720
0
UNITRIN INC
COMMON
913275103
223
5600

DEFINED
2
0
5600
UNITRIN INC
COMMON
913275103
79
2000

DEFINED
3
2000
0
UNOCAL CORP
COMMON
915289102
675
22705

DEFINED
2
0
22705
UNOCAL CORP
COMMON
915289102
176
5900

DEFINED
3
5900
0
UNUMPROVIDENT CORP
COMMON
91529Y106
5621
331859

DEFINED
1
331859
0
UNUMPROVIDENT CORP
COMMON
91529Y106
438
25839

DEFINED
2
5972
19867
UNUMPROVIDENT CORP
COMMON
91529Y106
271
16000

DEFINED
3
16000
0
V F CORP
COMMON
918204108
278
11564

DEFINED
2
0
11564
V F CORP
COMMON
918204108
82
3400

DEFINED
3
3400
0
VENATOR GROUP INC
COMMON
922944103
89
10000

DEFINED
2
0
10000
VERITAS SOFTWARE CO
COMMON
923436109
2810
21450

DEFINED
2
0
21450
VERITAS SOFTWARE CO
COMMON
923436109
1081
8250

DEFINED
3
8250
0
VIAD CORP
COMMON
92552R109
137
6000

DEFINED
2
0
6000
VIAD CORP
COMMON
92552R109
50
2200

DEFINED
3
2200
0
VIACOM INC
COMMON
925524100
235
4400

DEFINED
2
0
4400
VIACOM INC
COMMON
925524100
208
3900

DEFINED
3
3900
0
VIACOM INC
COMMON
925524308
2809
53246

DEFINED
2
0
53246
VIACOM INC
COMMON
925524308
570
10806

DEFINED
3
10806
0
VODAFONE AIRTOUCH PLC
ADRS/GDRS
92857T107
2270
40850

DEFINED
1
40850
0
VODAFONE AIRTOUCH PLC
ADRS/GDRS
92857T107
508
9150

DEFINED
3
9150
0
VULCAN MATLS CO
COMMON
929160109
412
9000

DEFINED
2
0
9000
VULCAN MATLS CO
COMMON
929160109
82
1800

DEFINED
3
1800
0
WACHOVIA CORP
COMMON
929771103
1100
16287

DEFINED
2
0
16287
WACHOVIA CORP
COMMON
929771103
291
4300

DEFINED
3
4300
0
WAL MART STORES INC
COMMON
931142103
659
11671

DEFINED
1
11671
0
WAL MART STORES INC
COMMON
931142103
19843
351212

DEFINED
2
0
351212
WAL MART STORES INC
COMMON
931142103
5430
96100

DEFINED
3
96100
0
WALGREEN CO
COMMON
931422109
1940
75346

DEFINED
2
0
75346
WALGREEN CO
COMMON
931422109
520
20200

DEFINED
3
20200
0
WARNER LAMBERT CO
COMMON
934488107
19752
202192

DEFINED
1
202192
0
WARNER LAMBERT CO
COMMON
934488107
11402
116715

DEFINED
2
2780
113935
WARNER LAMBERT CO
COMMON
934488107
2120
21700

DEFINED
3
21700
0
WASHINGTON GAS LT CO
COMMON
938837101
71
2600

DEFINED
2
0
2600
WASHINGTON MUT INC
COMMON
939322103
1193
45025

DEFINED
2
0
45025
WASHINGTON MUT INC
COMMON
939322103
342
12890

DEFINED
3
12890
0
WASHINGTON POST CO
COMMON
939640108
433
800

DEFINED
2
0
800
WASHINGTON POST CO
COMMON
939640108
108
200

DEFINED
3
200
0
WASTE MGMT INC DEL
COMMON
94106L109
130
9497

DEFINED
1
9497
0
WASTE MGMT INC DEL
COMMON
94106L109
575
41989

DEFINED
2
0
41989
WASTE MGMT INC DEL
COMMON
94106L109
195
14255

DEFINED
3
14255
0
WATSON PHARMACEUTICALS INC
COMMON
942683103
56
1407

DEFINED
2
0
1407
WELLPOINT HEALTH NETWORK
NEW
COMMON
94973H108
98
1400

DEFINED
2
0
1400
WELLS FARGO & CO NEW
COMMON
949746101
5292
129858

DEFINED
2
0
129858
WELLS FARGO & CO NEW
COMMON
949746101
1447
35500

DEFINED
3
35500
0
WENDYS INTL INC
COMMON
950590109
164
8148

DEFINED
2
0
8148
WESTCOAST ENERGY INC
CA EQUITY
95751D102
99
5900

DEFINED
2
0
5900
WESTVACO CORP
COMMON
961548104
358
10717

DEFINED
2
0
10717
WESTVACO CORP
COMMON
961548104
67
2000

DEFINED
3
2000
0
WEYERHAEUSER CO
COMMON
962166104
1058
18554

DEFINED
2
0
18554
WEYERHAEUSER CO
COMMON
962166104
251
4400

DEFINED
3
4400
0
WHIRLPOOL CORP
COMMON
963320106
313
5343

DEFINED
2
0
5343
WHIRLPOOL CORP
COMMON
963320106
82
1400

DEFINED
3
1400
0
WHITMAN CORP NEW
COMMON
96647R107
83
5945

DEFINED
1
5945
0
WHITMAN CORP NEW
COMMON
96647R107
26
1900

DEFINED
3
1900
0
WILLAMETTE INDS INC
COMMON
969133107
466
11602

DEFINED
2
0
11602
WILLAMETTE INDS INC
COMMON
969133107
104
2600

DEFINED
3
2600
0
WILLIAMS COS INC DEL
COMMON
969457100
1409
32069

DEFINED
2
0
32069
WILLIAMS COS INC DEL
COMMON
969457100
422
9600

DEFINED
3
9600
0
WINN DIXIE STORES INC
COMMON
974280109
179
9202

DEFINED
2
0
9202
WINN DIXIE STORES INC
COMMON
974280109
76
3900

DEFINED
3
3900
0
WISCONSIN ENERGY CORP
COMMON
976657106
134
6700

DEFINED
2
0
6700
WORTHINGTON INDS INC
COMMON
981811102
51
4085

DEFINED
2
0
4085
WRIGLEY WM JR CO
COMMON
982526105
462
6018

DEFINED
2
0
6018
WRIGLEY WM JR CO
COMMON
982526105
123
1600

DEFINED
3
1600
0
XILINX INC
COMMON
983919101
1416
17100

DEFINED
2
0
17100
XILINX INC
COMMON
983919101
605
7300

DEFINED
3
7300
0
XEROX CORP
COMMON
984121103
1261
48510

DEFINED
1
48510
0
XEROX CORP
COMMON
984121103
1416
54444

DEFINED
2
2700
51744
XEROX CORP
COMMON
984121103
369
14200

DEFINED
3
14200
0
YAHOO INC
COMMON
984332106
6075
35450

DEFINED
2
0
35450
YAHOO INC
COMMON
984332106
1851
10800

DEFINED
3
10800
0
YOUNG & RUBICAM INC
COMMON
987425105
47
1000

DEFINED
2
0
1000
</TABLE>