<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, 1999
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Security Management Company, LLC
Address: 700 SW Harrison Street
Topeka, KS 66636-0001
13F File Number: 28-1689
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: Amy J. Lee
Title: Secretary
Phone: 785-431-3226
Signature, Place and Date of Signing:
Amy J. Lee Topeka, Kansas ______________
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT.
[_] 13F NOTICE.
[_] 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager:
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: 1
Form 13F Information Table Entry Total: 3,079
Form 13F Information Table Value Total: $5,084,904,083.24
List of Other Included Managers:
No. 13F File Number Name
01 28-2805 Security Benefit Life Insurance Company
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FORM 13f INFORMATION TABLE
<TABLE>
<CAPTION>
VOTING AUTHORITY
TITLE OF FAIR --------------------------------
NAME OF ISSUER CLASS CUSIP NUMBER MARKET VALUE SHARES SHRD MGRS (A) SOLE (B) SHARED (C) NONE
- -------------- -------- ------------ ------------ ------ ---- ---- -------- ---------- --------
<S> <C> <C> <C> <C> <C> <C> <C>
3COM CORP COMMON 885535104 26,687.50 1,000 SOLE 19 1,000
3COM CORP COMMON 885535104 16,012.50 600 SOLE 38 600
3COM CORP COMMON 885535104 10,675.00 400 SOLE 51 400
99 CENTS ONLY STORES COMMON 65440K106 39,950.00 800 SOLE 36 800
99 CENTS ONLY STORES COMMON 65440K106 19,975.00 400 SOLE 50 400
ABBOTT LABORATORIES COMMON 002824100 9,555,000.00 210,000 SOLE 2 210,000
ABBOTT LABORATORIES COMMON 002824100 10,237,500.00 225,000 SOLE 10 225,000
ABBOTT LABORATORIES COMMON 002824100 6,825,000.00 150,000 SOLE 11 150,000
ABBOTT LABORATORIES COMMON 002824100 213,850.00 4,700 SOLE 19 4,700
ABBOTT LABORATORIES COMMON 002824100 1,501,500.00 33,000 SOLE 20 33,000
ABBOTT LABORATORIES COMMON 002824100 150,150.00 3,300 SOLE 32 3,300
ABBOTT LABORATORIES COMMON 002824100 81,900.00 1,800 SOLE 38 1,800
ABBOTT LABORATORIES COMMON 002824100 59,150.00 1,300 SOLE 51 1,300
ABBOTT LABORATORIES COMMON 002824100 273,000.00 6,000 SOLE 53 6,000
ABBOTT LABORATORIES COMMON 002824100 81,900.00 1,800 SOLE 500 1,800
ABBOTT LABORATORIES COMMON 002824100 27,300.00 600 SOLE 510 600
ABBOTT LABORATORIES COMMON 002824100 159,250.00 3,500 SOLE 520 3,500
ABBOTT LABORATORIES COMMON 002824100 150,150.00 3,300 SOLE 530 3,300
ABBOTT LABORATORIES COMMON 002824100 27,300.00 600 SOLE 540 600
ABBOTT LABORATORIES COMMON 002824100 159,250.00 3,500 SOLE 560 3,500
ABBOTT LABORATORIES COMMON 002824100 54,600.00 1,200 SOLE 570 1,200
ABITIBI-CONSOLIDATED INC COMMON 003924107 197,925.00 17,400 SOLE 18 17,400
ACXIOM CORP COMMON 005125109 1,745,625.00 70,000 SOLE 1 70,000
ACXIOM CORP COMMON 005125109 5,486,250.00 220,000 SOLE 15 220,000
ADAPTEC INC. COMMON 00651F108 211,875.00 6,000 SOLE 18 6,000
ADC TELECOMMUNICATIONS COMMON 000886101 1,713,150.00 37,600 SOLE 16 37,600
ADC TELECOMMUNICATIONS COMMON 000886101 218,700.00 4,800 SOLE 34 4,800
ADOBE SYSTEMS, INC. COMMON 00724F101 1,215,912.50 14,800 SOLE 16 14,800
ADOBE SYSTEMS, INC. COMMON 00724F101 57,509.38 700 SOLE 19 700
ADOBE SYSTEMS, INC. COMMON 00724F101 139,665.63 1,700 SOLE 34 1,700
ADOBE SYSTEMS, INC. COMMON 00724F101 24,646.88 300 SOLE 38 300
ADOBE SYSTEMS, INC. COMMON 00724F101 16,431.25 200 SOLE 51 200
ADVANCED ENERGY INDUSTRIE COMMON 007973100 174,418.75 4,300 SOLE 36 4,300
ADVANCED ENERGY INDUSTRIE COMMON 007973100 93,293.75 2,300 SOLE 50 2,300
ADVANCED MICRO DEVICESINC COMMON 007903107 541,875.00 30,000 SOLE 3 30,000
ADVANCED MICRO DEVICESINC COMMON 007903107 151,725.00 8,400 SOLE 6 8,400
ADVANCED MICRO DEVICESINC COMMON 007903107 7,225,000.00 400,000 SOLE 11 400,000
ADVANCED MICRO DEVICESINC COMMON 007903107 1,392,618.75 77,100 SOLE 13 77,100
ADVANCED MICRO DEVICESINC COMMON 007903107 7,225.00 400 SOLE 38 400
ADVANCED MICRO DEVICESINC COMMON 007903107 5,418.75 300 SOLE 51 300
ADVANCED NEUROMODULATION COMMON 00757T101 71,250.00 7,500 SOLE 36 7,500
ADVANCED NEUROMODULATION COMMON 00757T101 42,750.00 4,500 SOLE 50 4,500
AEP INDUSTRIES INC COMMON 001031103 242,000.00 8,000 SOLE 29 8,000
AEP INDUSTRIES INC COMMON 001031103 308,550.00 10,200 SOLE 35 10,200
AES CORPORATION COMMON 00130H105 34,875.00 600 SOLE 19 600
AETNA, INC. COMMON 008117103 715,500.00 8,000 SOLE 3 8,000
AETNA, INC. COMMON 008117103 8,943,750.00 100,000 SOLE 11 100,000
AETNA, INC. COMMON 008117103 66,541.50 744 SOLE 19 744
AFFILIATED COMPUTER SVCS COMMON 008190100 1,311,187.50 25,900 SOLE 16 25,900
AFFILIATED COMPUTER SVCS COMMON 008190100 156,937.50 3,100 SOLE 34 3,100
AFFYMETRIX INC COMMON 00826T108 335,750.00 6,800 SOLE 6 6,800
AFFYMETRIX INC COMMON 00826T108 2,848,937.50 57,700 SOLE 13 57,700
AFLAC INC COMMON 001055102 3,925,750.00 82,000 SOLE 1 82,000
AFLAC INC COMMON 001055102 10,053,750.00 210,000 SOLE 15 210,000
AFLAC INC COMMON 001055102 287,250.00 6,000 SOLE 29 6,000
AFLAC INC COMMON 001055102 574,500.00 12,000 SOLE 35 12,000
AFLAC INC COMMON 001055102 14,362.50 300 SOLE 38 300
AFLAC INC COMMON 001055102 9,575.00 200 SOLE 51 200
AGCO CORPORATION COMMON 001084102 33,937.50 3,000 SOLE 500 3,000
AGRIBRANDS INTERNATIONAL COMMON 00849R105 545,962.50 13,800 SOLE 29 13,800
AGRIBRANDS INTERNATIONAL COMMON 00849R105 648,825.00 16,400 SOLE 35 16,400
AIR PRODS & CHEMS INC COMMON 009158106 80,500.00 2,000 SOLE 19 2,000
AIR PRODS & CHEMS INC COMMON 009158106 213,325.00 5,300 SOLE 34 5,300
AIR PRODS & CHEMS INC COMMON 009158106 4,025.00 100 SOLE 38 100
AIR PRODS & CHEMS INC COMMON 009158106 4,025.00 100 SOLE 51 100
AKZO NOBEL NV-ADR COMMON 010199305 110,175.00 2,600 SOLE 19 2,600
ALBERTSON'S INC COMMON 013104104 10,312,500.00 200,000 SOLE 2 200,000
ALBERTSON'S INC COMMON 013104104 13,921,875.00 270,000 SOLE 10 270,000
ALBERTSON'S INC COMMON 013104104 11,730,468.75 227,500 SOLE 11 227,500
ALBERTSON'S INC COMMON 013104104 97,607.81 1,893 SOLE 19 1,893
ALBERTSON'S INC COMMON 013104104 103,125.00 2,000 SOLE 34 2,000
ALBERTSON'S INC COMMON 013104104 16,809.38 326 SOLE 38 326
ALBERTSON'S INC COMMON 013104104 8,404.69 163 SOLE 51 163
ALBERTSON'S INC COMMON 013104104 30,937.50 600 SOLE 510 600
ALBERTSON'S INC COMMON 013104104 154,687.50 3,000 SOLE 520 3,000
ALBERTSON'S INC COMMON 013104104 165,000.00 3,200 SOLE 530 3,200
ALBERTSON'S INC COMMON 013104104 25,781.25 500 SOLE 540 500
ALBERTSON'S INC COMMON 013104104 113,437.50 2,200 SOLE 560 2,200
ALBERTSON'S INC COMMON 013104104 30,937.50 600 SOLE 570 600
ALCAN ALUMINIUM, LTD. COMMON 013716105 3,193.75 100 SOLE 38 100
ALCAN ALUMINIUM, LTD. COMMON 013716105 3,193.75 100 SOLE 51 100
ALCOA, INC. COMMON 013817101 1,014,750.00 16,400 SOLE 16 16,400
ALCOA, INC. COMMON 013817101 136,125.00 2,200 SOLE 19 2,200
ALCOA, INC. COMMON 013817101 86,625.00 1,400 SOLE 34 1,400
ALCOA, INC. COMMON 013817101 49,500.00 800 SOLE 38 800
ALCOA, INC. COMMON 013817101 30,937.50 500 SOLE 51 500
ALEXANDER & BALDWIN INC COMMON 014482103 340,425.00 15,300 SOLE 20 15,300
ALIANT COMMUNICATIONS INC COMMON 016090102 13,856.25 300 SOLE 38 300
ALIANT COMMUNICATIONS INC COMMON 016090102 9,237.50 200 SOLE 51 200
ALLEGHENY ENERGY COMMON 017361106 416,812.50 13,000 SOLE 3 13,000
ALLEGHENY ENERGY COMMON 017361106 5,482,687.50 171,000 SOLE 11 171,000
ALLEGHENY TELEDYNE, INC. COMMON 017415100 2,262.50 100 SOLE 38 100
ALLIED WASTE INDUSTRIES COMMON 019589308 355,500.00 18,000 SOLE 3 18,000
ALLIED WASTE INDUSTRIES COMMON 019589308 452,275.00 22,900 SOLE 6 22,900
ALLIED WASTE INDUSTRIES COMMON 019589308 4,680,750.00 237,000 SOLE 11 237,000
ALLIED WASTE INDUSTRIES COMMON 019589308 3,837,425.00 194,300 SOLE 13 194,300
ALLIED-SIGNAL INC COMMON 019512102 20,160,000.00 320,000 SOLE 2 320,000
ALLIED-SIGNAL INC COMMON 019512102 20,160,000.00 320,000 SOLE 10 320,000
ALLIED-SIGNAL INC COMMON 019512102 151,200.00 2,400 SOLE 19 2,400
ALLIED-SIGNAL INC COMMON 019512102 1,770,300.00 28,100 SOLE 20 28,100
ALLIED-SIGNAL INC COMMON 019512102 31,500.00 500 SOLE 38 500
ALLIED-SIGNAL INC COMMON 019512102 25,200.00 400 SOLE 51 400
ALLIED-SIGNAL INC COMMON 019512102 252,000.00 4,000 SOLE 520 4,000
ALLIED-SIGNAL INC COMMON 019512102 12,600.00 200 SOLE 530 200
ALLIED-SIGNAL INC COMMON 019512102 50,400.00 800 SOLE 540 800
ALLSTATE CORP COMMON 020002101 86,100.00 2,400 SOLE 19 2,400
ALLSTATE CORP COMMON 020002101 17,937.50 500 SOLE 38 500
ALLSTATE CORP COMMON 020002101 14,350.00 400 SOLE 51 400
ALLTEL CORP COMMON 020039103 107,250.00 1,500 SOLE 19 1,500
ALLTEL CORP COMMON 020039103 4,447,300.00 62,200 SOLE 20 62,200
ALPHA INDUSTRIES INC COMMON 020753109 166,687.50 3,500 SOLE 36 3,500
ALPHA INDUSTRIES INC COMMON 020753109 95,250.00 2,000 SOLE 50 2,000
ALTERA COMMON 021441100 44,175.00 1,200 SOLE 19 1,200
ALZA CORP COMMON 022615108 600,325.00 11,800 SOLE 16 11,800
ALZA CORP COMMON 022615108 111,925.00 2,200 SOLE 34 2,200
ALZA CORP COMMON 022615108 15,262.50 300 SOLE 38 300
ALZA CORP COMMON 022615108 10,175.00 200 SOLE 51 200
AMB PROPERTY CORP. COMMON 00163T109 203,275.00 8,650 SOLE 1 8,650
AMER INT'L GROUP, INC. COMMON 026874107 17,559,375.00 150,000 SOLE 2 150,000
AMER INT'L GROUP, INC. COMMON 026874107 187,300.00 1,600 SOLE 6 1,600
AMER INT'L GROUP, INC. COMMON 026874107 19,754,296.88 168,750 SOLE 10 168,750
AMER INT'L GROUP, INC. COMMON 026874107 1,755,937.50 15,000 SOLE 13 15,000
AMER INT'L GROUP, INC. COMMON 026874107 5,475,364.31 46,773 SOLE 16 46,773
AMER INT'L GROUP, INC. COMMON 026874107 554,173.88 4,734 SOLE 19 4,734
AMER INT'L GROUP, INC. COMMON 026874107 152,181.25 1,300 SOLE 32 1,300
AMER INT'L GROUP, INC. COMMON 026874107 422,595.63 3,610 SOLE 34 3,610
AMER INT'L GROUP, INC. COMMON 026874107 199,006.25 1,700 SOLE 38 1,700
AMER INT'L GROUP, INC. COMMON 026874107 140,475.00 1,200 SOLE 51 1,200
AMER INT'L GROUP, INC. COMMON 026874107 61,457.81 525 SOLE 510 525
AMER INT'L GROUP, INC. COMMON 026874107 200,411.00 1,712 SOLE 520 1,712
AMER INT'L GROUP, INC. COMMON 026874107 266,317.19 2,275 SOLE 530 2,275
AMER INT'L GROUP, INC. COMMON 026874107 39,450.06 337 SOLE 540 337
AMER INT'L GROUP, INC. COMMON 026874107 228,271.88 1,950 SOLE 560 1,950
AMER INT'L GROUP, INC. COMMON 026874107 46,825.00 400 SOLE 570 400
AMERADA HESS CORP COMMON 023551104 59,500.00 1,000 SOLE 19 1,000
AMERADA HESS CORP COMMON 023551104 2,231,250.00 37,500 SOLE 20 37,500
AMEREN CORPORATION COMMON 023608102 3,837.50 100 SOLE 38 100
AMERICA ONLINE COMMON 02364J104 232,050.00 2,100 SOLE 18 2,100
AMERICA ONLINE COMMON 02364J104 475,150.00 4,300 SOLE 19 4,300
AMERICA ONLINE COMMON 02364J104 160,225.00 1,450 SOLE 38 1,450
AMERICA ONLINE COMMON 02364J104 110,500.00 1,000 SOLE 51 1,000
AMERICA ONLINE COMMON 02364J104 276,250.00 2,500 SOLE 53 2,500
AMERICA ONLINE COMMON 02364J104 961,350.00 8,700 SOLE 70 8,700
AMERICAN CLASSIC VOYAGES COMMON 024928103 84,000.00 3,500 SOLE 36 3,500
AMERICAN CLASSIC VOYAGES COMMON 024928103 43,200.00 1,800 SOLE 50 1,800
AMERICAN EAGLE OUTFITTERS COMMON 02553E106 241,150.00 5,300 SOLE 36 5,300
AMERICAN EAGLE OUTFITTERS COMMON 02553E106 131,950.00 2,900 SOLE 50 2,900
AMERICAN ELECTRIC POWER COMMON 025537101 694,906.25 18,500 SOLE 3 18,500
AMERICAN ELECTRIC POWER COMMON 025537101 9,390,625.00 250,000 SOLE 11 250,000
AMERICAN ELECTRIC POWER COMMON 025537101 41,318.75 1,100 SOLE 19 1,100
AMERICAN ELECTRIC POWER COMMON 025537101 18,781.25 500 SOLE 38 500
AMERICAN ELECTRIC POWER COMMON 025537101 15,025.00 400 SOLE 51 400
AMERICAN EXPRESS COMPANY COMMON 025816109 429,412.50 3,300 SOLE 6 3,300
AMERICAN EXPRESS COMPANY COMMON 025816109 4,007,850.00 30,800 SOLE 13 30,800
AMERICAN EXPRESS COMPANY COMMON 025816109 1,873,800.00 14,400 SOLE 16 14,400
AMERICAN EXPRESS COMPANY COMMON 025816109 234,225.00 1,800 SOLE 19 1,800
AMERICAN EXPRESS COMPANY COMMON 025816109 208,200.00 1,600 SOLE 34 1,600
AMERICAN EXPRESS COMPANY COMMON 025816109 91,087.50 700 SOLE 38 700
AMERICAN EXPRESS COMPANY COMMON 025816109 65,062.50 500 SOLE 51 500
AMERICAN EXPRESS COMPANY COMMON 025816109 91,087.50 700 SOLE 500 700
AMERICAN GENERAL CORP COMMON 026351106 11,306,250.00 150,000 SOLE 2 150,000
AMERICAN GENERAL CORP COMMON 026351106 753,750.00 10,000 SOLE 3 10,000
AMERICAN GENERAL CORP COMMON 026351106 13,567,500.00 180,000 SOLE 10 180,000
AMERICAN GENERAL CORP COMMON 026351106 9,421,875.00 125,000 SOLE 11 125,000
AMERICAN GENERAL CORP COMMON 026351106 1,590,412.50 21,100 SOLE 16 21,100
AMERICAN GENERAL CORP COMMON 026351106 75,375.00 1,000 SOLE 19 1,000
AMERICAN GENERAL CORP COMMON 026351106 2,216,025.00 29,400 SOLE 20 29,400
AMERICAN GENERAL CORP COMMON 026351106 158,287.50 2,100 SOLE 32 2,100
AMERICAN GENERAL CORP COMMON 026351106 188,437.50 2,500 SOLE 34 2,500
AMERICAN GENERAL CORP COMMON 026351106 22,612.50 300 SOLE 38 300
AMERICAN GENERAL CORP COMMON 026351106 15,075.00 200 SOLE 51 200
AMERICAN GENERAL CORP COMMON 026351106 173,362.50 2,300 SOLE 520 2,300
AMERICAN GENERAL CORP COMMON 026351106 15,075.00 200 SOLE 540 200
AMERICAN GREETINGS CORP-A COMMON 026375105 36,150.00 1,200 SOLE 38 1,200
AMERICAN GREETINGS CORP-A COMMON 026375105 24,100.00 800 SOLE 51 800
AMERICAN HOME PRODUCTS COMMON 026609107 14,950,000.00 260,000 SOLE 2 260,000
AMERICAN HOME PRODUCTS COMMON 026609107 14,950,000.00 260,000 SOLE 10 260,000
AMERICAN HOME PRODUCTS COMMON 026609107 322,000.00 5,600 SOLE 19 5,600
AMERICAN HOME PRODUCTS COMMON 026609107 3,536,250.00 61,500 SOLE 20 61,500
AMERICAN HOME PRODUCTS COMMON 026609107 97,750.00 1,700 SOLE 38 1,700
AMERICAN HOME PRODUCTS COMMON 026609107 69,000.00 1,200 SOLE 51 1,200
AMERICAN HOME PRODUCTS COMMON 026609107 46,000.00 800 SOLE 510 800
AMERICAN HOME PRODUCTS COMMON 026609107 178,250.00 3,100 SOLE 520 3,100
AMERICAN HOME PRODUCTS COMMON 026609107 310,500.00 5,400 SOLE 530 5,400
AMERICAN HOME PRODUCTS COMMON 026609107 23,000.00 400 SOLE 540 400
AMERICAN MANAGEMENT SYS COMMON 027352103 1,923,750.00 60,000 SOLE 1 60,000
AMERICAN MANAGEMENT SYS COMMON 027352103 4,488,750.00 140,000 SOLE 15 140,000
AMERICAN MANAGEMENT SYS COMMON 027352103 1,215,168.75 37,900 SOLE 16 37,900
AMERICAN MANAGEMENT SYS COMMON 027352103 147,487.50 4,600 SOLE 34 4,600
AMERICAN POWR CONVERSION COMMON 029066107 40,250.00 2,000 SOLE 500 2,000
AMERITECH CORPORATION COMMON 030954101 2,271,150.00 30,900 SOLE 16 30,900
AMERITECH CORPORATION COMMON 030954101 279,300.00 3,800 SOLE 18 3,800
AMERITECH CORPORATION COMMON 030954101 316,050.00 4,300 SOLE 19 4,300
AMERITECH CORPORATION COMMON 030954101 220,500.00 3,000 SOLE 34 3,000
AMERITECH CORPORATION COMMON 030954101 95,550.00 1,300 SOLE 38 1,300
AMERITECH CORPORATION COMMON 030954101 66,150.00 900 SOLE 51 900
AMES DEPT STORES INC COMMON 030789507 205,312.50 4,500 SOLE 36 4,500
AMES DEPT STORES INC COMMON 030789507 114,062.50 2,500 SOLE 50 2,500
AMGEN INC. COMMON 031162100 316,550.00 5,200 SOLE 6 5,200
AMGEN INC. COMMON 031162100 2,781,987.50 45,700 SOLE 13 45,700
AMGEN INC. COMMON 031162100 146,100.00 2,400 SOLE 19 2,400
AMGEN INC. COMMON 031162100 42,612.50 700 SOLE 38 700
AMGEN INC. COMMON 031162100 30,437.50 500 SOLE 51 500
AMR CORPORATION COMMON 001765106 1,289,925.00 18,900 SOLE 16 18,900
AMR CORPORATION COMMON 001765106 68,250.00 1,000 SOLE 19 1,000
AMR CORPORATION COMMON 001765106 122,850.00 1,800 SOLE 34 1,800
AMR CORPORATION COMMON 001765106 20,475.00 300 SOLE 38 300
AMR CORPORATION COMMON 001765106 13,650.00 200 SOLE 51 200
AMSOUTH BANCORPORATION COMMON 032165102 3,478.13 150 SOLE 38 150
AMSOUTH BANCORPORATION COMMON 032165102 5,796.88 250 SOLE 51 250
ANADARKO PETROLEUM CORP COMMON 032511107 2,282,375.00 62,000 SOLE 1 62,000
ANADARKO PETROLEUM CORP COMMON 032511107 6,920,750.00 188,000 SOLE 15 188,000
ANADARKO PETROLEUM CORP COMMON 032511107 2,054,137.50 55,800 SOLE 16 55,800
ANADARKO PETROLEUM CORP COMMON 032511107 22,087.50 600 SOLE 19 600
ANADARKO PETROLEUM CORP COMMON 032511107 478,562.50 13,000 SOLE 29 13,000
ANADARKO PETROLEUM CORP COMMON 032511107 202,468.75 5,500 SOLE 34 5,500
ANADARKO PETROLEUM CORP COMMON 032511107 625,812.50 17,000 SOLE 35 17,000
ANALOG DEVICES COMMON 032654105 1,656,187.50 33,000 SOLE 16 33,000
ANALOG DEVICES COMMON 032654105 160,600.00 3,200 SOLE 18 3,200
ANALOG DEVICES COMMON 032654105 33,475.06 667 SOLE 19 667
ANALOG DEVICES COMMON 032654105 160,600.00 3,200 SOLE 34 3,200
ANDREW CORPORATION COMMON 034425108 1,893.75 100 SOLE 38 100
ANDREW CORPORATION COMMON 034425108 1,893.75 100 SOLE 51 100
ANDRX COMMON 034551101 77,125.00 1,000 SOLE 36 1,000
ANDRX COMMON 034551101 46,275.00 600 SOLE 50 600
ANGELICA CORPORATION COMMON 034663104 3,177,787.50 180,300 SOLE 15 180,300
ANGELICA CORPORATION COMMON 034663104 528,750.00 30,000 SOLE 29 30,000
ANGELICA CORPORATION COMMON 034663104 687,375.00 39,000 SOLE 35 39,000
ANHEUSER-BUSCH CO INC COMMON 035229103 10,640,625.00 150,000 SOLE 02 150,000
ANHEUSER-BUSCH CO INC COMMON 035229103 13,123,437.50 185,000 SOLE 10 185,000
ANHEUSER-BUSCH CO INC COMMON 035229103 503,656.25 7,100 SOLE 18 7,100
ANHEUSER-BUSCH CO INC COMMON 035229103 85,125.00 1,200 SOLE 19 1,200
ANHEUSER-BUSCH CO INC COMMON 035229103 2,284,187.50 32,200 SOLE 20 32,200
ANHEUSER-BUSCH CO INC COMMON 035229103 148,968.75 2,100 SOLE 32 2,100
ANHEUSER-BUSCH CO INC COMMON 035229103 35,468.75 500 SOLE 38 500
ANHEUSER-BUSCH CO INC COMMON 035229103 28,375.00 400 SOLE 51 400
ANTEC CORP COMMON 03664P105 330,243.75 10,300 SOLE 36 10,300
ANTEC CORP COMMON 03664P105 176,343.75 5,500 SOLE 50 5,500
AON CORPORATION COMMON 037389103 6,187.50 150 SOLE 38 150
AON CORPORATION COMMON 037389103 4,125.00 100 SOLE 51 100
APACHE CORP COMMON 037411105 3,471,000.00 89,000 SOLE 1 89,000
APACHE CORP COMMON 037411105 624,000.00 16,000 SOLE 3 16,000
APACHE CORP COMMON 037411105 8,459,100.00 216,900 SOLE 11 216,900
APACHE CORP COMMON 037411105 7,800,000.00 200,000 SOLE 15 200,000
APACHE CORP COMMON 037411105 2,367,300.00 60,700 SOLE 16 60,700
APACHE CORP COMMON 037411105 19,500.00 500 SOLE 19 500
APACHE CORP COMMON 037411105 780,000.00 20,000 SOLE 29 20,000
APACHE CORP COMMON 037411105 288,600.00 7,400 SOLE 34 7,400
APACHE CORP COMMON 037411105 702,000.00 18,000 SOLE 35 18,000
APARTMENT IV & MGMT. COMMON 03748R101 230,850.00 5,400 SOLE 1 5,400
APPLE COMPUTER COMMON 037833100 18,525.00 400 SOLE 38 400
APPLE COMPUTER COMMON 037833100 13,893.75 300 SOLE 51 300
APPLEBEES INTL INC COMMON 037899101 225,937.50 7,500 SOLE 36 7,500
APPLEBEES INTL INC COMMON 037899101 120,500.00 4,000 SOLE 50 4,000
APPLIED MATERIALS INC COMMON 038222105 162,525.00 2,200 SOLE 19 2,200
APPLIED MATERIALS INC COMMON 038222105 96,037.50 1,300 SOLE 32 1,300
APPLIED MATERIALS INC COMMON 038222105 81,262.50 1,100 SOLE 38 1,100
APPLIED MATERIALS INC COMMON 038222105 51,712.50 700 SOLE 51 700
APPLIED MICRO CIRCUITS COMMON 03822W109 222,075.00 2,700 SOLE 36 2,700
APPLIED MICRO CIRCUITS COMMON 03822W109 115,150.00 1,400 SOLE 50 1,400
ARCH CHEMICALS INC COMMON 03937R102 213,950.00 8,800 SOLE 20 8,800
ARCHER DANIELS MIDLAND COMMON 039483102 432,250.00 28,000 SOLE 3 28,000
ARCHER DANIELS MIDLAND COMMON 039483102 5,634,687.50 365,000 SOLE 11 365,000
ARCHER DANIELS MIDLAND COMMON 039483102 38,917.94 2,521 SOLE 19 2,521
ARCHER DANIELS MIDLAND COMMON 039483102 3,087.50 200 SOLE 38 200
ARCHER DANIELS MIDLAND COMMON 039483102 1,543.75 100 SOLE 51 100
ARCHSTONE COMMUNITIES TRUST COMMON 39581103 314,810.00 14,350 SOLE 1 14,350
ARDEN REALTY INC. COMMON 39793104 155,138.00 6,300 SOLE 1 6,300
ARMSTRONG COMMON 042476101 17,343.75 300 SOLE 19 300
ARMSTRONG COMMON 042476101 1,693,906.25 29,300 SOLE 20 29,300
ASHLAND INC COMMON 044204105 722,250.00 18,000 SOLE 3 18,000
ASHLAND INC COMMON 044204105 10,031,250.00 250,000 SOLE 11 250,000
ASHLAND INC COMMON 044204105 12,037.50 300 SOLE 38 300
ASHLAND INC COMMON 044204105 8,025.00 200 SOLE 51 200
ASPECT DEVELOPMENT COMMON 045234101 980,500.00 53,000 SOLE 1 53,000
ASPECT DEVELOPMENT COMMON 045234101 1,702,000.00 92,000 SOLE 15 92,000
ASSOCIATES FIRST CAPITAL COMMON 046008108 203,837.50 4,600 SOLE 6 4,600
ASSOCIATES FIRST CAPITAL COMMON 046008108 1,892,143.75 42,700 SOLE 13 42,700
ASSOCIATES FIRST CAPITAL COMMON 046008108 163,956.25 3,700 SOLE 18 3,700
ASSOCIATES FIRST CAPITAL COMMON 046008108 129,747.00 2,928 SOLE 19 2,928
ASSOCIATES FIRST CAPITAL COMMON 046008108 35,450.00 800 SOLE 38 800
ASSOCIATES FIRST CAPITAL COMMON 046008108 26,587.50 600 SOLE 51 600
ASTEC INDUSTRIES INC COMMON 046224101 256,725.00 6,300 SOLE 36 6,300
ASTEC INDUSTRIES INC COMMON 046224101 138,550.00 3,400 SOLE 50 3,400
ASTRAZENECA PLC SPONS ADR COMMON 046353108 105,806.25 2,700 SOLE 19 2,700
AT&T CORP COMMON 001957109 10,464,843.75 187,500 SOLE 2 187,500
AT&T CORP COMMON 001957109 1,272,525.00 22,800 SOLE 3 22,800
AT&T CORP COMMON 001957109 407,431.25 7,300 SOLE 6 7,300
AT&T CORP COMMON 001957109 12,557,812.50 225,000 SOLE 10 225,000
AT&T CORP COMMON 001957109 17,006,068.75 304,700 SOLE 11 304,700
AT&T CORP COMMON 001957109 3,359,912.50 60,200 SOLE 13 60,200
AT&T CORP COMMON 001957109 5,810,751.00 104,112 SOLE 16 104,112
AT&T CORP COMMON 001957109 178,600.00 3,200 SOLE 18 3,200
AT&T CORP COMMON 001957109 745,599.19 13,359 SOLE 19 13,359
AT&T CORP COMMON 001957109 1,068,809.38 19,150 SOLE 20 19,150
AT&T CORP COMMON 001957109 515,930.75 9,244 SOLE 34 9,244
AT&T CORP COMMON 001957109 184,181.25 3,300 SOLE 38 3,300
AT&T CORP COMMON 001957109 128,368.75 2,300 SOLE 51 2,300
AT&T CORP COMMON 001957109 41,859.38 750 SOLE 510 750
AT&T CORP COMMON 001957109 256,737.50 4,600 SOLE 520 4,600
AT&T CORP COMMON 001957109 318,131.25 5,700 SOLE 530 5,700
AT&T CORP COMMON 001957109 39,068.75 700 SOLE 540 700
AT&T CORP COMMON 001957109 217,668.75 3,900 SOLE 560 3,900
AT&T CORP COMMON 001957109 50,231.25 900 SOLE 570 900
ATLANTIC RICHFIELD CO COMMON 048825103 501,375.00 6,000 SOLE 3 6,000
ATLANTIC RICHFIELD CO COMMON 048825103 6,267,187.50 75,000 SOLE 11 75,000
ATLANTIC RICHFIELD CO COMMON 048825103 1,938,650.00 23,200 SOLE 16 23,200
ATLANTIC RICHFIELD CO COMMON 048825103 116,987.50 1,400 SOLE 19 1,400
ATLANTIC RICHFIELD CO COMMON 048825103 3,476,200.00 41,600 SOLE 20 41,600
ATLANTIC RICHFIELD CO COMMON 048825103 192,193.75 2,300 SOLE 34 2,300
ATLANTIC RICHFIELD CO COMMON 048825103 16,712.50 200 SOLE 38 200
ATLANTIC RICHFIELD CO COMMON 048825103 8,356.25 100 SOLE 51 100
AUTODESK INC COMMON 052769106 443,437.50 15,000 SOLE 3 15,000
AUTODESK INC COMMON 052769106 5,912,500.00 200,000 SOLE 11 200,000
AUTOM DATA PROCESSING COMMON 053015103 145,200.00 3,300 SOLE 19 3,300
AUTOM DATA PROCESSING COMMON 053015103 26,400.00 600 SOLE 38 600
AUTOM DATA PROCESSING COMMON 053015103 22,000.00 500 SOLE 51 500
AUTOM DATA PROCESSING COMMON 053015103 277,200.00 6,300 SOLE 53 6,300
AUTOM DATA PROCESSING COMMON 053015103 919,600.00 20,900 SOLE 70 20,900
AUTOZONE INC COMMON 053332102 12,050.00 400 SOLE 38 400
AUTOZONE INC COMMON 053332102 9,037.50 300 SOLE 51 300
AVALONBAY COMMUNITIES INC. COMMON 53484101 238,650.00 6,450 SOLE 1 6,450
AVERY DENNISON COMMON 053611109 1,098,825.00 18,200 SOLE 16 18,200
AVERY DENNISON COMMON 053611109 150,937.50 2,500 SOLE 34 2,500
AVERY DENNISON COMMON 053611109 6,037.50 100 SOLE 38 100
AVON PRODUCTS, INC. COMMON 054303102 105,450.00 1,900 SOLE 19 1,900
AVON PRODUCTS, INC. COMMON 054303102 11,100.00 200 SOLE 38 200
AVON PRODUCTS, INC. COMMON 054303102 5,550.00 100 SOLE 51 100
AVONDALE INDUSTRIES INC. COMMON 054350103 74,100.00 1,900 SOLE 38 1,900
AVONDALE INDUSTRIES INC. COMMON 054350103 58,500.00 1,500 SOLE 51 1,500
AXENT TECHNOLOGIES INC COMMON 05459C108 1,246,000.00 112,000 SOLE 1 112,000
AXENT TECHNOLOGIES INC COMMON 05459C108 3,626,750.00 326,000 SOLE 15 326,000
AXENT TECHNOLOGIES INC COMMON 05459C108 289,250.00 26,000 SOLE 29 26,000
AXENT TECHNOLOGIES INC COMMON 05459C108 333,750.00 30,000 SOLE 35 30,000
BAKER HUGHES, INC. COMMON 057224107 2,184,200.00 65,200 SOLE 20 65,200
BANCO BILBAO VIZ SP ADR COMMON 059458208 131,625.00 9,000 SOLE 19 9,000
BANCO FRANCES DEL RI0 ADR COMMON 059591107 15,295.00 805 SOLE 19 805
BANK OF AMERICA CORP COMMON 060505104 11,730,000.00 160,000 SOLE 2 160,000
BANK OF AMERICA CORP COMMON 060505104 733,125.00 10,000 SOLE 3 10,000
BANK OF AMERICA CORP COMMON 060505104 13,196,250.00 180,000 SOLE 10 180,000
BANK OF AMERICA CORP COMMON 060505104 10,996,875.00 150,000 SOLE 11 150,000
BANK OF AMERICA CORP COMMON 060505104 1,906,125.00 26,000 SOLE 16 26,000
BANK OF AMERICA CORP COMMON 060505104 495,225.94 6,755 SOLE 19 6,755
BANK OF AMERICA CORP COMMON 060505104 1,473,581.25 20,100 SOLE 20 20,100
BANK OF AMERICA CORP COMMON 060505104 161,287.50 2,200 SOLE 32 2,200
BANK OF AMERICA CORP COMMON 060505104 205,275.00 2,800 SOLE 34 2,800
BANK OF AMERICA CORP COMMON 060505104 175,950.00 2,400 SOLE 38 2,400
BANK OF AMERICA CORP COMMON 060505104 124,631.25 1,700 SOLE 51 1,700
BANK OF AMERICA CORP COMMON 060505104 43,987.50 600 SOLE 510 600
BANK OF AMERICA CORP COMMON 060505104 197,943.75 2,700 SOLE 520 2,700
BANK OF AMERICA CORP COMMON 060505104 241,931.25 3,300 SOLE 530 3,300
BANK OF AMERICA CORP COMMON 060505104 29,325.00 400 SOLE 540 400
BANK OF AMERICA CORP COMMON 060505104 161,287.50 2,200 SOLE 560 2,200
BANK OF AMERICA CORP COMMON 060505104 36,656.25 500 SOLE 570 500
BANK OF NEW YORK CO. INC. COMMON 064057102 14,675,000.00 400,000 SOLE 2 400,000
BANK OF NEW YORK CO. INC. COMMON 064057102 14,675,000.00 400,000 SOLE 10 400,000
BANK OF NEW YORK CO. INC. COMMON 064057102 1,838,043.75 50,100 SOLE 16 50,100
BANK OF NEW YORK CO. INC. COMMON 064057102 106,393.75 2,900 SOLE 19 2,900
BANK OF NEW YORK CO. INC. COMMON 064057102 146,750.00 4,000 SOLE 32 4,000
BANK OF NEW YORK CO. INC. COMMON 064057102 179,768.75 4,900 SOLE 34 4,900
BANK OF NEW YORK CO. INC. COMMON 064057102 33,018.75 900 SOLE 38 900
BANK OF NEW YORK CO. INC. COMMON 064057102 25,681.25 700 SOLE 51 700
BANK OF NEW YORK CO. INC. COMMON 064057102 44,025.00 1,200 SOLE 510 1,200
BANK OF NEW YORK CO. INC. COMMON 064057102 190,775.00 5,200 SOLE 520 5,200
BANK OF NEW YORK CO. INC. COMMON 064057102 242,137.50 6,600 SOLE 530 6,600
BANK OF NEW YORK CO. INC. COMMON 064057102 29,350.00 800 SOLE 540 800
BANK OF NEW YORK CO. INC. COMMON 064057102 161,425.00 4,400 SOLE 560 4,400
BANK OF NEW YORK CO. INC. COMMON 064057102 33,018.75 900 SOLE 570 900
BANK ONE CORPORATION COMMON 06423A103 1,608,187.50 27,000 SOLE 3 27,000
BANK ONE CORPORATION COMMON 06423A103 21,621,187.50 363,000 SOLE 11 363,000
BANK ONE CORPORATION COMMON 06423A103 2,851,852.50 47,880 SOLE 16 47,880
BANK ONE CORPORATION COMMON 06423A103 250,400.75 4,204 SOLE 19 4,204
BANK ONE CORPORATION COMMON 06423A103 1,987,421.94 33,367 SOLE 20 33,367
BANK ONE CORPORATION COMMON 06423A103 278,156.88 4,670 SOLE 34 4,670
BANK ONE CORPORATION COMMON 06423A103 89,343.75 1,500 SOLE 38 1,500
BANK ONE CORPORATION COMMON 06423A103 65,518.75 1,100 SOLE 51 1,100
BANKBOSTON CORPORATION COMMON 06605R106 1,109,412.50 21,700 SOLE 1 21,700
BANKBOSTON CORPORATION COMMON 06605R106 3,287,337.50 64,300 SOLE 15 64,300
BANKBOSTON CORPORATION COMMON 06605R106 61,350.00 1,200 SOLE 19 1,200
BANKBOSTON CORPORATION COMMON 06605R106 1,308,800.00 25,600 SOLE 20 25,600
BANKBOSTON CORPORATION COMMON 06605R106 219,837.50 4,300 SOLE 29 4,300
BANKBOSTON CORPORATION COMMON 06605R106 270,962.50 5,300 SOLE 35 5,300
BANKBOSTON CORPORATION COMMON 06605R106 40,900.00 800 SOLE 38 800
BANKBOSTON CORPORATION COMMON 06605R106 30,675.00 600 SOLE 51 600
BARD (C.R.), INC. COMMON 067383109 138,656.25 2,900 SOLE 6 2,900
BARD (C.R.), INC. COMMON 067383109 1,180,968.75 24,700 SOLE 13 24,700
BARR LABORATORIES INC COMMON 068306109 99,687.50 2,500 SOLE 36 2,500
BARR LABORATORIES INC COMMON 068306109 59,812.50 1,500 SOLE 50 1,500
BARRICK GOLD CORP COMMON 067901108 1,121,812.50 57,900 SOLE 3 57,900
BARRICK GOLD CORP COMMON 067901108 11,625,000.00 600,000 SOLE 11 600,000
BARRICK GOLD CORP COMMON 067901108 46,500.00 2,400 SOLE 19 2,400
BARRICK GOLD CORP COMMON 067901108 5,812.50 300 SOLE 38 300
BARRICK GOLD CORP COMMON 067901108 3,875.00 200 SOLE 51 200
BAXTER INTERNATIONAL COMMON 071813109 12,125,000.00 200,000 SOLE 2 200,000
BAXTER INTERNATIONAL COMMON 071813109 909,375.00 15,000 SOLE 3 15,000
BAXTER INTERNATIONAL COMMON 071813109 13,337,500.00 220,000 SOLE 10 220,000
BAXTER INTERNATIONAL COMMON 071813109 12,125,000.00 200,000 SOLE 11 200,000
BAXTER INTERNATIONAL COMMON 071813109 78,812.50 1,300 SOLE 19 1,300
BAXTER INTERNATIONAL COMMON 071813109 139,437.50 2,300 SOLE 32 2,300
BAXTER INTERNATIONAL COMMON 071813109 18,187.50 300 SOLE 38 300
BAXTER INTERNATIONAL COMMON 071813109 12,125.00 200 SOLE 51 200
BAXTER INTERNATIONAL COMMON 071813109 30,312.50 500 SOLE 510 500
BAXTER INTERNATIONAL COMMON 071813109 151,562.50 2,500 SOLE 520 2,500
BAXTER INTERNATIONAL COMMON 071813109 151,562.50 2,500 SOLE 530 2,500
BAXTER INTERNATIONAL COMMON 071813109 30,312.50 500 SOLE 540 500
BAXTER INTERNATIONAL COMMON 071813109 218,250.00 3,600 SOLE 560 3,600
BAXTER INTERNATIONAL COMMON 071813109 48,500.00 800 SOLE 570 800
BB & T CORPORATION COMMON 054937107 36,687.50 1,000 SOLE 19 1,000
BB & T CORPORATION COMMON 054937107 14,675.00 400 SOLE 38 400
BB & T CORPORATION COMMON 054937107 11,006.25 300 SOLE 51 300
BCE INC COMMON 05534B109 1,666,762.50 33,800 SOLE 20 33,800
BEAR STEARNS COS, INC. COMMON 073902108 47,918.75 1,025 SOLE 19 1,025
BEAR STEARNS COS, INC. COMMON 073902108 37,400.00 800 SOLE 38 800
BEAR STEARNS COS, INC. COMMON 073902108 23,375.00 500 SOLE 51 500
BECTON DICKINSON & CO COMMON 075887109 9,000,000.00 300,000 SOLE 2 300,000
BECTON DICKINSON & CO COMMON 075887109 10,200,000.00 340,000 SOLE 10 340,000
BECTON DICKINSON & CO COMMON 075887109 42,000.00 1,400 SOLE 19 1,400
BECTON DICKINSON & CO COMMON 075887109 114,000.00 3,800 SOLE 32 3,800
BECTON DICKINSON & CO COMMON 075887109 3,000.00 100 SOLE 38 100
BECTON DICKINSON & CO COMMON 075887109 3,000.00 100 SOLE 51 100
BECTON DICKINSON & CO COMMON 075887109 27,000.00 900 SOLE 510 900
BECTON DICKINSON & CO COMMON 075887109 150,000.00 5,000 SOLE 520 5,000
BECTON DICKINSON & CO COMMON 075887109 168,000.00 5,600 SOLE 530 5,600
BECTON DICKINSON & CO COMMON 075887109 24,000.00 800 SOLE 540 800
BED BATH & BEYOND COMMON 075896100 204,050.00 5,300 SOLE 18 5,300
BEDFORD PROPERTY INVESTOR COMMON 076446301 42,900.00 2,400 SOLE 28 2,400
BEDFORD PROPERTY INVESTOR COMMON 076446301 21,450.00 1,200 SOLE 33 1,200
BELL ATLANTIC CORP COMMON 077853109 1,359,800.00 20,800 SOLE 3 20,800
BELL ATLANTIC CORP COMMON 077853109 17,782,000.00 272,000 SOLE 11 272,000
BELL ATLANTIC CORP COMMON 077853109 2,935,337.50 44,900 SOLE 16 44,900
BELL ATLANTIC CORP COMMON 077853109 732,200.00 11,200 SOLE 18 11,200
BELL ATLANTIC CORP COMMON 077853109 410,162.75 6,274 SOLE 19 6,274
BELL ATLANTIC CORP COMMON 077853109 2,667,300.00 40,800 SOLE 20 40,800
BELL ATLANTIC CORP COMMON 077853109 385,712.50 5,900 SOLE 34 5,900
BELL ATLANTIC CORP COMMON 077853109 117,675.00 1,800 SOLE 38 1,800
BELL ATLANTIC CORP COMMON 077853109 84,987.50 1,300 SOLE 51 1,300
BELLSOUTH CORPORATION COMMON 079860102 2,118,750.00 45,200 SOLE 16 45,200
BELLSOUTH CORPORATION COMMON 079860102 4,687.50 100 SOLE 18 100
BELLSOUTH CORPORATION COMMON 079860102 300,000.00 6,400 SOLE 19 6,400
BELLSOUTH CORPORATION COMMON 079860102 703,125.00 15,000 SOLE 20 15,000
BELLSOUTH CORPORATION COMMON 079860102 159,375.00 3,400 SOLE 34 3,400
BELLSOUTH CORPORATION COMMON 079860102 112,500.00 2,400 SOLE 38 2,400
BELLSOUTH CORPORATION COMMON 079860102 79,687.50 1,700 SOLE 51 1,700
BEMIS COMPANY, INC. COMMON 081437105 43,725.00 1,100 SOLE 19 1,100
BENCHMARK ELECTRONICS COMMON 08160H101 528,281.25 14,700 SOLE 29 14,700
BENCHMARK ELECTRONICS COMMON 08160H101 610,937.50 17,000 SOLE 35 17,000
BENETTON GROUP SPA -ADR COMMON 081795403 82,290.00 2,080 SOLE 19 2,080
BERGEN BRUNSWIG CORP-CL A COMMON 083739102 56,925.00 3,300 SOLE 18 3,300
BERKSHIRE HATHAWAY (CL A) COMMON 084670108 68,900.00 1 SOLE 500 1
BERKSHIRE HATHAWAY (CL B) COMMON 084670207 94,458.00 42 SOLE 19 42
BESTFOODS COMMON 08658U101 11,880,000.00 240,000 SOLE 2 240,000
BESTFOODS COMMON 08658U101 396,000.00 8,000 SOLE 3 8,000
BESTFOODS COMMON 08658U101 11,880,000.00 240,000 SOLE 10 240,000
BESTFOODS COMMON 08658U101 4,950,000.00 100,000 SOLE 11 100,000
BESTFOODS COMMON 08658U101 534,600.00 10,800 SOLE 16 10,800
BESTFOODS COMMON 08658U101 64,350.00 1,300 SOLE 19 1,300
BESTFOODS COMMON 08658U101 123,750.00 2,500 SOLE 34 2,500
BESTFOODS COMMON 08658U101 9,900.00 200 SOLE 38 200
BESTFOODS COMMON 08658U101 4,950.00 100 SOLE 51 100
BESTFOODS COMMON 08658U101 183,150.00 3,700 SOLE 520 3,700
BESTFOODS COMMON 08658U101 19,800.00 400 SOLE 540 400
BETHLEHEM STEEL CORP COMMON 087509105 23,831.25 3,100 SOLE 38 3,100
BETHLEHEM STEEL CORP COMMON 087509105 16,143.75 2,100 SOLE 51 2,100
BEVERLY ENTERPRISES-W/I COMMON 087851309 314,437.50 39,000 SOLE 29 39,000
BEVERLY ENTERPRISES-W/I COMMON 087851309 370,875.00 46,000 SOLE 35 46,000
BIOGEN, INC. COMMON 090597105 38,587.50 600 SOLE 19 600
BISYS GROUP INC COMMON 055472104 163,800.00 2,800 SOLE 18 2,800
BJ SERVICES CO COMMON 055482103 1,624,950.00 55,200 SOLE 16 55,200
BJ SERVICES CO COMMON 055482103 41,212.50 1,400 SOLE 19 1,400
BJ SERVICES CO COMMON 055482103 588,750.00 20,000 SOLE 29 20,000
BJ SERVICES CO COMMON 055482103 191,343.75 6,500 SOLE 34 6,500
BJ SERVICES CO COMMON 055482103 706,500.00 24,000 SOLE 35 24,000
BJ SERVICES CO COMMON 055482103 129,525.00 4,400 SOLE 36 4,400
BJ SERVICES CO COMMON 055482103 73,593.75 2,500 SOLE 50 2,500
BJ'S WHOLESALE CLUB INC COMMON 05548J106 60,125.00 2,000 SOLE 36 2,000
BJ'S WHOLESALE CLUB INC COMMON 05548J106 39,081.25 1,300 SOLE 50 1,300
BLACK & DECKER CORP COMMON 091797100 31,562.50 500 SOLE 19 500
BLACK & DECKER CORP COMMON 091797100 113,625.00 1,800 SOLE 34 1,800
BLACK & DECKER CORP COMMON 091797100 44,187.50 700 SOLE 510 700
BLACK & DECKER CORP COMMON 091797100 208,312.50 3,300 SOLE 530 3,300
BLACK & DECKER CORP COMMON 091797100 151,500.00 2,400 SOLE 560 2,400
BLACK & DECKER CORP COMMON 091797100 25,250.00 400 SOLE 570 400
BMC SOFTWARE COMMON 055921100 13,500,000.00 250,000 SOLE 2 250,000
BMC SOFTWARE COMMON 055921100 15,120,000.00 280,000 SOLE 10 280,000
BMC SOFTWARE COMMON 055921100 210,600.00 3,900 SOLE 18 3,900
BMC SOFTWARE COMMON 055921100 64,800.00 1,200 SOLE 19 1,200
BMC SOFTWARE COMMON 055921100 178,200.00 3,300 SOLE 32 3,300
BMC SOFTWARE COMMON 055921100 5,400.00 100 SOLE 38 100
BMC SOFTWARE COMMON 055921100 5,400.00 100 SOLE 51 100
BMC SOFTWARE COMMON 055921100 21,600.00 400 SOLE 510 400
BMC SOFTWARE COMMON 055921100 210,600.00 3,900 SOLE 520 3,900
BMC SOFTWARE COMMON 055921100 108,000.00 2,000 SOLE 530 2,000
BMC SOFTWARE COMMON 055921100 21,600.00 400 SOLE 540 400
BOEING COMPANY COMMON 097023105 1,657,031.25 37,500 SOLE 3 37,500
BOEING COMPANY COMMON 097023105 22,093,750.00 500,000 SOLE 11 500,000
BOEING COMPANY COMMON 097023105 155,274.88 3,514 SOLE 19 3,514
BOEING COMPANY COMMON 097023105 1,453,768.75 32,900 SOLE 20 32,900
BOEING COMPANY COMMON 097023105 8,837.50 200 SOLE 38 200
BOEING COMPANY COMMON 097023105 4,418.75 100 SOLE 51 100
BOSTON PROPERTIES INC. COMMON 101121101 220,631.00 6,150 SOLE 1 6,150
BOSTON SCIENTIFIC CORP COMMON 101137107 16,256,875.00 370,000 SOLE 10 370,000
BOSTON SCIENTIFIC CORP COMMON 101137107 1,159,950.00 26,400 SOLE 16 26,400
BOSTON SCIENTIFIC CORP COMMON 101137107 162,568.75 3,700 SOLE 18 3,700
BOSTON SCIENTIFIC CORP COMMON 101137107 123,025.00 2,800 SOLE 19 2,800
BOSTON SCIENTIFIC CORP COMMON 101137107 35,150.00 800 SOLE 32 800
BOSTON SCIENTIFIC CORP COMMON 101137107 114,237.50 2,600 SOLE 34 2,600
BOSTON SCIENTIFIC CORP COMMON 101137107 52,725.00 1,200 SOLE 38 1,200
BOSTON SCIENTIFIC CORP COMMON 101137107 35,150.00 800 SOLE 51 800
BOSTON SCIENTIFIC CORP COMMON 101137107 43,937.50 1,000 SOLE 510 1,000
BOSTON SCIENTIFIC CORP COMMON 101137107 219,687.50 5,000 SOLE 530 5,000
BOSTON SCIENTIFIC CORP COMMON 101137107 202,112.50 4,600 SOLE 560 4,600
BOSTON SCIENTIFIC CORP COMMON 101137107 35,150.00 800 SOLE 570 800
BP AMOCO PLC ADR COMMON 055622104 184,450.00 1,700 SOLE 6 1,700
BP AMOCO PLC ADR COMMON 055622104 1,681,750.00 15,500 SOLE 13 15,500
BP AMOCO PLC ADR COMMON 055622104 2,282,840.00 21,040 SOLE 16 21,040
BP AMOCO PLC ADR COMMON 055622104 151,900.00 1,400 SOLE 19 1,400
BP AMOCO PLC ADR COMMON 055622104 3,877,790.00 35,740 SOLE 20 35,740
BP AMOCO PLC ADR COMMON 055622104 218,519.00 2,014 SOLE 34 2,014
BP AMOCO PLC ADR COMMON 055622104 65,100.00 600 SOLE 39 600
BP AMOCO PLC ADR COMMON 055622104 54,250.00 500 SOLE 52 500
BRADLEY REAL ESTATE COMMON 104580105 48,763.00 2,350 SOLE 1 2,350
BRADY CORPORATION CL A COMMON 104674106 520,000.00 16,000 SOLE 35 16,000
BRANDYWINE REALTY TRUST COMMON 105368203 77,271.00 3,900 SOLE 1 3,900
BRAZIL REALTY SA-GDR 144A COMMON 105862106 274,232.20 22,000 SOLE 6 22,000
BRAZIL REALTY SA-GDR 144A COMMON 105862106 2,455,624.70 197,000 SOLE 13 197,000
BRE PROPERTIES COMMON 05564E 115,700.00 4,450 SOLE 1 4,450
BRIGGS & STRATTON CORP COMMON 109043109 23,100.00 400 SOLE 38 400
BRIGGS & STRATTON CORP COMMON 109043109 17,325.00 300 SOLE 51 300
BRINKER INTERNTL INC COMMON 109641100 40,781.25 1,500 SOLE 19 1,500
BRISTOL MYERS SQUIBB CO COMMON 110122108 17,609,375.00 250,000 SOLE 2 250,000
BRISTOL MYERS SQUIBB CO COMMON 110122108 21,131,250.00 300,000 SOLE 10 300,000
BRISTOL MYERS SQUIBB CO COMMON 110122108 577,587.50 8,200 SOLE 19 8,200
BRISTOL MYERS SQUIBB CO COMMON 110122108 154,962.50 2,200 SOLE 32 2,200
BRISTOL MYERS SQUIBB CO COMMON 110122108 176,093.75 2,500 SOLE 38 2,500
BRISTOL MYERS SQUIBB CO COMMON 110122108 126,787.50 1,800 SOLE 51 1,800
BRISTOL MYERS SQUIBB CO COMMON 110122108 274,706.25 3,900 SOLE 53 3,900
BRISTOL MYERS SQUIBB CO COMMON 110122108 929,775.00 13,200 SOLE 70 13,200
BRISTOL MYERS SQUIBB CO COMMON 110122108 56,350.00 800 SOLE 510 800
BRISTOL MYERS SQUIBB CO COMMON 110122108 197,225.00 2,800 SOLE 520 2,800
BRISTOL MYERS SQUIBB CO COMMON 110122108 338,100.00 4,800 SOLE 530 4,800
BRISTOL MYERS SQUIBB CO COMMON 110122108 42,262.50 600 SOLE 540 600
BRITISH TELECOM PLC - ADR COMMON 111021408 119,875.00 700 SOLE 19 700
BROADVISION INC COMMON 111412102 147,500.00 2,000 SOLE 36 2,000
BROADVISION INC COMMON 111412102 81,125.00 1,100 SOLE 50 1,100
BROWN-FORMAN CORP CL B COMMON 115637209 1,675,318.75 25,700 SOLE 20 25,700
BROWNING-FERRIS INDS. COMMON 115885105 989,000.00 23,000 SOLE 3 23,000
BROWNING-FERRIS INDS. COMMON 115885105 12,900,000.00 300,000 SOLE 11 300,000
BROWNING-FERRIS INDS. COMMON 115885105 63,382.00 1,474 SOLE 19 1,474
BROWNING-FERRIS INDS. COMMON 115885105 2,248,900.00 52,300 SOLE 20 52,300
BROWNING-FERRIS INDS. COMMON 115885105 189,200.00 4,400 SOLE 38 4,400
BROWNING-FERRIS INDS. COMMON 115885105 163,400.00 3,800 SOLE 51 3,800
BRUNSWICK CORPORATION COMMON 117043109 47,387.50 1,700 SOLE 19 1,700
BURLINGTON NORTHERN SANTA COMMON 12189T104 55,800.00 1,800 SOLE 19 1,800
BURLINGTON NORTHERN SANTA COMMON 12189T104 1,193,500.00 38,500 SOLE 20 38,500
BURLINGTON NORTHERN SANTA COMMON 12189T104 12,400.00 400 SOLE 38 400
BURLINGTON NORTHERN SANTA COMMON 12189T104 9,300.00 300 SOLE 51 300
BURLINGTON RESOURCES INC COMMON 122014103 1,730,000.00 40,000 SOLE 1 40,000
BURLINGTON RESOURCES INC COMMON 122014103 821,750.00 19,000 SOLE 3 19,000
BURLINGTON RESOURCES INC COMMON 122014103 10,596,250.00 245,000 SOLE 11 245,000
BURLINGTON RESOURCES INC COMMON 122014103 6,055,000.00 140,000 SOLE 15 140,000
BURLINGTON RESOURCES INC COMMON 122014103 51,900.00 1,200 SOLE 19 1,200
BURLINGTON RESOURCES INC COMMON 122014103 475,750.00 11,000 SOLE 29 11,000
BURLINGTON RESOURCES INC COMMON 122014103 605,500.00 14,000 SOLE 35 14,000
BURLINGTON RESOURCES INC COMMON 122014103 4,325.00 100 SOLE 38 100
BUSINESS OBJECTS COMMON 12328X107 226,300.00 6,200 SOLE 36 6,200
BUSINESS OBJECTS COMMON 12328X107 120,450.00 3,300 SOLE 50 3,300
C.H. ROBINSON WORLDWIDE COMMON 12541W100 73,500.00 2,000 SOLE 36 2,000
C.H. ROBINSON WORLDWIDE COMMON 12541W100 36,750.00 1,000 SOLE 50 1,000
CABLETRON SYSTEMS COMMON 126920107 7,800.00 600 SOLE 38 600
CABLETRON SYSTEMS COMMON 126920107 5,200.00 400 SOLE 51 400
CADENCE DESIGN SYS INC COMMON 127387108 288,150.00 22,600 SOLE 6 22,600
CADENCE DESIGN SYS INC COMMON 127387108 2,458,200.00 192,800 SOLE 13 192,800
CALLAWAY GOLF COMPANY COMMON 131193104 248,625.00 17,000 SOLE 3 17,000
CALLAWAY GOLF COMPANY COMMON 131193104 3,656,250.00 250,000 SOLE 11 250,000
CAMDEN PROPERTY TRUST COMMON 133131102 555,000.00 20,000 SOLE 3 20,000
CAMDEN PROPERTY TRUST COMMON 133131102 124,875.00 4,500 SOLE 1 4,500
CAMPBELL SOUP COMPANY COMMON 134429109 80,775.00 1,800 SOLE 19 1,800
CAMPBELL SOUP COMPANY COMMON 134429109 1,409,075.00 31,400 SOLE 20 31,400
CANADIAN NAT RAILWAY CO COMMON 136375102 415,400.00 6,200 SOLE 18 6,200
CAPITAL ONE FINANCIAL COR COMMON 14040H105 83,531.25 1,500 SOLE 19 1,500
CAPITAL ONE FINANCIAL COR COMMON 14040H105 5,568.75 100 SOLE 38 100
CAPITAL ONE FINANCIAL COR COMMON 14040H105 5,568.75 100 SOLE 51 100
CARDINAL HEALTH, INC. COMMON 14149Y108 12,825,000.00 200,000 SOLE 2 200,000
CARDINAL HEALTH, INC. COMMON 14149Y108 545,062.50 8,500 SOLE 3 8,500
CARDINAL HEALTH, INC. COMMON 14149Y108 211,612.50 3,300 SOLE 6 3,300
CARDINAL HEALTH, INC. COMMON 14149Y108 16,031,250.00 250,000 SOLE 10 250,000
CARDINAL HEALTH, INC. COMMON 14149Y108 1,785,881.25 27,850 SOLE 13 27,850
CARDINAL HEALTH, INC. COMMON 14149Y108 1,327,387.50 20,700 SOLE 16 20,700
CARDINAL HEALTH, INC. COMMON 14149Y108 67,331.25 1,050 SOLE 19 1,050
CARDINAL HEALTH, INC. COMMON 14149Y108 141,075.00 2,200 SOLE 32 2,200
CARDINAL HEALTH, INC. COMMON 14149Y108 62,521.88 975 SOLE 34 975
CARDINAL HEALTH, INC. COMMON 14149Y108 19,237.50 300 SOLE 38 300
CARDINAL HEALTH, INC. COMMON 14149Y108 12,825.00 200 SOLE 51 200
CARDINAL HEALTH, INC. COMMON 14149Y108 269,325.00 4,200 SOLE 53 4,200
CARDINAL HEALTH, INC. COMMON 14149Y108 942,637.50 14,700 SOLE 70 14,700
CARDINAL HEALTH, INC. COMMON 14149Y108 38,475.00 600 SOLE 510 600
CARDINAL HEALTH, INC. COMMON 14149Y108 144,281.25 2,250 SOLE 520 2,250
CARDINAL HEALTH, INC. COMMON 14149Y108 240,468.75 3,750 SOLE 530 3,750
CARDINAL HEALTH, INC. COMMON 14149Y108 19,237.50 300 SOLE 540 300
CARNIVAL CORP -CL A COMMON 143658102 17,945,000.00 370,000 SOLE 2 370,000
CARNIVAL CORP -CL A COMMON 143658102 21,340,000.00 440,000 SOLE 10 440,000
CARNIVAL CORP -CL A COMMON 143658102 121,250.00 2,500 SOLE 19 2,500
CARNIVAL CORP -CL A COMMON 143658102 38,800.00 800 SOLE 38 800
CARNIVAL CORP -CL A COMMON 143658102 24,250.00 500 SOLE 51 500
CARNIVAL CORP -CL A COMMON 143658102 77,600.00 1,600 SOLE 510 1,600
CARNIVAL CORP -CL A COMMON 143658102 189,150.00 3,900 SOLE 520 3,900
CARNIVAL CORP -CL A COMMON 143658102 426,800.00 8,800 SOLE 530 8,800
CARNIVAL CORP -CL A COMMON 143658102 38,800.00 800 SOLE 540 800
CARNIVAL CORP -CL A COMMON 143658102 300,700.00 6,200 SOLE 560 6,200
CARNIVAL CORP -CL A COMMON 143658102 53,350.00 1,100 SOLE 570 1,100
CAROLINA POWER & LIGHT COMMON 144141108 2,911,250.00 68,000 SOLE 11 68,000
CAROLINA POWER & LIGHT COMMON 144141108 8,562.50 200 SOLE 38 200
CAROLINA POWER & LIGHT COMMON 144141108 4,281.25 100 SOLE 51 100
CARRAMERICA REALTY CORP COMMON 144418100 168,750.00 6,750 SOLE 1 6,750
CASE CORPORATION COMMON 14743R103 2,853,812.50 59,300 SOLE 16 59,300
CASE CORPORATION COMMON 14743R103 274,312.50 5,700 SOLE 34 5,700
CASE CORPORATION COMMON 14743R103 86,625.00 1,800 SOLE 38 1,800
CASE CORPORATION COMMON 14743R103 67,375.00 1,400 SOLE 51 1,400
CATALYTICA, INC. COMMON 148885106 1,008,000.00 72,000 SOLE 1 72,000
CATALYTICA, INC. COMMON 148885106 3,192,000.00 228,000 SOLE 15 228,000
CATERPILLAR, INC. COMMON 149123101 96,000.00 1,600 SOLE 19 1,600
CATERPILLAR, INC. COMMON 149123101 42,000.00 700 SOLE 38 700
CATERPILLAR, INC. COMMON 149123101 30,000.00 500 SOLE 51 500
CBL & ASSOCIATES PROP COMMON 124830100 61,981.00 2,350 SOLE 1 2,350
CBRL GROUP, INC. COMMON 12489V106 3,202,812.50 185,000 SOLE 11 185,000
CBS CORPORATION COMMON 12490K107 108,593.75 2,500 SOLE 19 2,500
CBS CORPORATION COMMON 12490K107 26,062.50 600 SOLE 38 600
CBS CORPORATION COMMON 12490K107 17,375.00 400 SOLE 51 400
CENDANT CORPORATION COMMON 151313103 77,715.50 3,791 SOLE 19 3,791
CENTERPOINT PROPERTIES COMMON 151895109 32,046.88 875 SOLE 28 875
CENTERPOINT PROPERTIES COMMON 151895109 21,059.38 575 SOLE 33 575
CENTERPOINT PROPERTY TRUST COMMON 151895109 69,588.00 1,900 SOLE 1 1,900
CENTEX CORPORATION COMMON 152312104 30,050.00 800 SOLE 38 800
CENTEX CORPORATION COMMON 152312104 22,537.50 600 SOLE 51 600
CENTRAL NEWSPAPERS CL A COMMON 154647101 267,137.50 7,100 SOLE 18 7,100
CENTURYTEL, INC. COMMON 156700106 8,745,000.00 220,000 SOLE 2 220,000
CENTURYTEL, INC. COMMON 156700106 147,075.00 3,700 SOLE 32 3,700
CENTURYTEL, INC. COMMON 156700106 7,950.00 200 SOLE 38 200
CENTURYTEL, INC. COMMON 156700106 3,975.00 100 SOLE 51 100
CERIDIAN CORP COMMON 15677T106 9,806,250.00 300,000 SOLE 2 300,000
CERIDIAN CORP COMMON 15677T106 11,440,625.00 350,000 SOLE 10 350,000
CERIDIAN CORP COMMON 15677T106 39,225.00 1,200 SOLE 19 1,200
CERIDIAN CORP COMMON 15677T106 13,075.00 400 SOLE 38 400
CERIDIAN CORP COMMON 15677T106 9,806.25 300 SOLE 51 300
CERNER CORPORATION COMMON 156782104 1,782,343.75 85,000 SOLE 1 85,000
CERNER CORPORATION COMMON 156782104 5,347,031.25 255,000 SOLE 15 255,000
CERNER CORPORATION COMMON 156782104 440,343.75 21,000 SOLE 29 21,000
CERNER CORPORATION COMMON 156782104 524,218.75 25,000 SOLE 35 25,000
CHAMPION INTERNATIONAL COMMON 158525105 574,500.00 12,000 SOLE 3 12,000
CHAMPION INTERNATIONAL COMMON 158525105 7,181,250.00 150,000 SOLE 11 150,000
CHANCELLOR MEDIA CORPORAT COMMON 158915108 13,781,250.00 250,000 SOLE 2 250,000
CHANCELLOR MEDIA CORPORAT COMMON 158915108 14,883,750.00 270,000 SOLE 10 270,000
CHANCELLOR MEDIA CORPORAT COMMON 158915108 865,462.50 15,700 SOLE 16 15,700
CHANCELLOR MEDIA CORPORAT COMMON 158915108 99,225.00 1,800 SOLE 34 1,800
CHANCELLOR MEDIA CORPORAT COMMON 158915108 38,587.50 700 SOLE 510 700
CHANCELLOR MEDIA CORPORAT COMMON 158915108 110,250.00 2,000 SOLE 520 2,000
CHANCELLOR MEDIA CORPORAT COMMON 158915108 226,012.50 4,100 SOLE 530 4,100
CHANCELLOR MEDIA CORPORAT COMMON 158915108 11,025.00 200 SOLE 540 200
CHANCELLOR MEDIA CORPORAT COMMON 158915108 220,500.00 4,000 SOLE 560 4,000
CHANCELLOR MEDIA CORPORAT COMMON 158915108 38,587.50 700 SOLE 570 700
CHASE MANHATTAN CORP COMMON 16161A108 16,458,750.00 190,000 SOLE 2 190,000
CHASE MANHATTAN CORP COMMON 16161A108 17,325,000.00 200,000 SOLE 10 200,000
CHASE MANHATTAN CORP COMMON 16161A108 2,044,350.00 23,600 SOLE 16 23,600
CHASE MANHATTAN CORP COMMON 16161A108 164,587.50 1,900 SOLE 18 1,900
CHASE MANHATTAN CORP COMMON 16161A108 209,979.00 2,424 SOLE 19 2,424
CHASE MANHATTAN CORP COMMON 16161A108 1,647,261.00 19,016 SOLE 20 19,016
CHASE MANHATTAN CORP COMMON 16161A108 164,587.50 1,900 SOLE 32 1,900
CHASE MANHATTAN CORP COMMON 16161A108 225,225.00 2,600 SOLE 34 2,600
CHASE MANHATTAN CORP COMMON 16161A108 86,625.00 1,000 SOLE 38 1,000
CHASE MANHATTAN CORP COMMON 16161A108 60,637.50 700 SOLE 51 700
CHASE MANHATTAN CORP COMMON 16161A108 69,300.00 800 SOLE 510 800
CHASE MANHATTAN CORP COMMON 16161A108 207,900.00 2,400 SOLE 520 2,400
CHASE MANHATTAN CORP COMMON 16161A108 329,175.00 3,800 SOLE 530 3,800
CHASE MANHATTAN CORP COMMON 16161A108 34,650.00 400 SOLE 540 400
CHASE MANHATTAN CORP COMMON 16161A108 207,900.00 2,400 SOLE 560 2,400
CHASE MANHATTAN CORP COMMON 16161A108 43,312.50 500 SOLE 570 500
CHATEAU COMMUNITIES COMMON 161726104 83,826.00 2,800 SOLE 1 2,800
CHEESECAKE FACTORY, THE COMMON 163072101 2,436,950.00 79,900 SOLE 1 79,900
CHEESECAKE FACTORY, THE COMMON 163072101 3,248,250.00 106,500 SOLE 15 106,500
CHEESECAKE FACTORY, THE COMMON 163072101 244,000.00 8,000 SOLE 29 8,000
CHELSEA GCA REALTY COMMON 163262108 55,688.00 1,500 SOLE 1 1,500
CHEVRON CORP COMMON 166751107 10,470,625.00 110,000 SOLE 2 110,000
CHEVRON CORP COMMON 166751107 11,422,500.00 120,000 SOLE 10 120,000
CHEVRON CORP COMMON 166751107 257,006.25 2,700 SOLE 19 2,700
CHEVRON CORP COMMON 166751107 3,055,518.75 32,100 SOLE 20 32,100
CHEVRON CORP COMMON 166751107 104,706.25 1,100 SOLE 38 1,100
CHEVRON CORP COMMON 166751107 76,150.00 800 SOLE 51 800
CHEVRON CORP COMMON 166751107 28,556.25 300 SOLE 510 300
CHEVRON CORP COMMON 166751107 161,818.75 1,700 SOLE 520 1,700
CHEVRON CORP COMMON 166751107 161,818.75 1,700 SOLE 530 1,700
CHEVRON CORP COMMON 166751107 19,037.50 200 SOLE 540 200
CHEVRON CORP COMMON 166751107 114,225.00 1,200 SOLE 560 1,200
CHEVRON CORP COMMON 166751107 28,556.25 300 SOLE 570 300
CHIEFTAIN INTL INC COMMON 16867C101 525,000.00 30,000 SOLE 29 30,000
CHIEFTAIN INTL INC COMMON 16867C101 682,500.00 39,000 SOLE 35 39,000
CHILDREN'S PLACE COMMON 168905107 303,750.00 7,500 SOLE 36 7,500
CHILDREN'S PLACE COMMON 168905107 162,000.00 4,000 SOLE 50 4,000
CHIQUITA BRANDS INTL COMMON 170032106 351,000.00 39,000 SOLE 3 39,000
CHIQUITA BRANDS INTL COMMON 170032106 4,500,000.00 500,000 SOLE 11 500,000
CHUBB CORP COMMON 171232101 695,000.00 10,000 SOLE 3 10,000
CHUBB CORP COMMON 171232101 291,900.00 4,200 SOLE 6 4,200
CHUBB CORP COMMON 171232101 8,687,500.00 125,000 SOLE 11 125,000
CHUBB CORP COMMON 171232101 2,682,700.00 38,600 SOLE 13 38,600
CHUBB CORP COMMON 171232101 1,181,500.00 17,000 SOLE 16 17,000
CHUBB CORP COMMON 171232101 69,500.00 1,000 SOLE 19 1,000
CHUBB CORP COMMON 171232101 1,417,800.00 20,400 SOLE 20 20,400
CHUBB CORP COMMON 171232101 201,550.00 2,900 SOLE 34 2,900
CIGNA CORPORATION COMMON 125509109 106,800.00 1,200 SOLE 19 1,200
CIGNA CORPORATION COMMON 125509109 17,800.00 200 SOLE 38 200
CIGNA CORPORATION COMMON 125509109 8,900.00 100 SOLE 51 100
CINAR CORP-CL B COMMON 171905300 923,650.00 37,700 SOLE 1 37,700
CINAR CORP-CL B COMMON 171905300 2,751,350.00 112,300 SOLE 15 112,300
CINCINNATI FIN. CORP COMMON 172062101 7,512.50 200 SOLE 38 200
CINCINNATI FIN. CORP COMMON 172062101 3,756.25 100 SOLE 51 100
CINERGY CORP COMMON 172474108 640,000.00 20,000 SOLE 3 20,000
CIRCUIT CITY STORES COMMON 172737108 465,000.00 5,000 SOLE 6 5,000
CIRCUIT CITY STORES COMMON 172737108 3,906,000.00 42,000 SOLE 13 42,000
CIRCUIT CITY STORES COMMON 172737108 65,100.00 700 SOLE 19 700
CIRCUIT CITY STORES COMMON 172737108 46,500.00 500 SOLE 38 500
CIRCUIT CITY STORES COMMON 172737108 27,900.00 300 SOLE 51 300
CISCO SYSTEMS INC COMMON 17275R102 19,293,750.00 300,000 SOLE 2 300,000
CISCO SYSTEMS INC COMMON 17275R102 604,537.50 9,400 SOLE 6 9,400
CISCO SYSTEMS INC COMMON 17275R102 22,187,812.50 345,000 SOLE 10 345,000
CISCO SYSTEMS INC COMMON 17275R102 5,530,875.00 86,000 SOLE 13 86,000
CISCO SYSTEMS INC COMMON 17275R102 5,598,403.13 87,050 SOLE 16 87,050
CISCO SYSTEMS INC COMMON 17275R102 228,309.38 3,550 SOLE 18 3,550
CISCO SYSTEMS INC COMMON 17275R102 803,906.25 12,500 SOLE 19 12,500
CISCO SYSTEMS INC COMMON 17275R102 93,253.13 1,450 SOLE 32 1,450
CISCO SYSTEMS INC COMMON 17275R102 556,303.13 8,650 SOLE 34 8,650
CISCO SYSTEMS INC COMMON 17275R102 270,112.50 4,200 SOLE 38 4,200
CISCO SYSTEMS INC COMMON 17275R102 192,937.50 3,000 SOLE 51 3,000
CISCO SYSTEMS INC COMMON 17275R102 263,681.25 4,100 SOLE 53 4,100
CISCO SYSTEMS INC COMMON 17275R102 913,237.50 14,200 SOLE 70 14,200
CISCO SYSTEMS INC COMMON 17275R102 64,312.50 1,000 SOLE 510 1,000
CISCO SYSTEMS INC COMMON 17275R102 237,956.25 3,700 SOLE 520 3,700
CISCO SYSTEMS INC COMMON 17275R102 385,875.00 6,000 SOLE 530 6,000
CISCO SYSTEMS INC COMMON 17275R102 57,881.25 900 SOLE 540 900
CISCO SYSTEMS INC COMMON 17275R102 308,700.00 4,800 SOLE 560 4,800
CISCO SYSTEMS INC COMMON 17275R102 57,881.25 900 SOLE 570 900
CITIGROUP, INC. COMMON 172967101 691,125.00 14,550 SOLE 18 14,550
CITIGROUP, INC. COMMON 172967101 644,575.00 13,570 SOLE 19 13,570
CITIGROUP, INC. COMMON 172967101 2,971,125.00 62,550 SOLE 20 62,550
CITIGROUP, INC. COMMON 172967101 237,500.00 5,000 SOLE 38 5,000
CITIGROUP, INC. COMMON 172967101 166,250.00 3,500 SOLE 51 3,500
CLEAR CHANNEL COMM COMMON 184502102 103,406.25 1,500 SOLE 19 1,500
CLEAR CHANNEL COMM COMMON 184502102 151,662.50 2,200 SOLE 32 2,200
CLEAR CHANNEL COMM COMMON 184502102 41,362.50 600 SOLE 38 600
CLEAR CHANNEL COMM COMMON 184502102 27,575.00 400 SOLE 51 400
CLEAR CHANNEL COMM COMMON 184502102 282,643.75 4,100 SOLE 53 4,100
CLEAR CHANNEL COMM COMMON 184502102 944,443.75 13,700 SOLE 70 13,700
CLOROX CO DEL COMMON 189054109 64,087.50 600 SOLE 19 600
CLOROX CO DEL COMMON 189054109 149,537.50 1,400 SOLE 34 1,400
CLOROX CO DEL COMMON 189054109 10,681.25 100 SOLE 38 100
CLOROX CO DEL COMMON 189054109 10,681.25 100 SOLE 51 100
CLOSURE MEDICAL CORPORATI COMMON 189093107 1,770,000.00 59,000 SOLE 1 59,000
CLOSURE MEDICAL CORPORATI COMMON 189093107 5,310,000.00 177,000 SOLE 15 177,000
CMS ENERGY CORPORATION COMMON 125896100 4,187.50 100 SOLE 38 100
CMS ENERGY CORPORATION COMMON 125896100 4,187.50 100 SOLE 51 100
COASTAL CORP COMMON 190441105 13,600,000.00 340,000 SOLE 2 340,000
COASTAL CORP COMMON 190441105 13,600,000.00 340,000 SOLE 10 340,000
COASTAL CORP COMMON 190441105 28,000.00 700 SOLE 38 700
COASTAL CORP COMMON 190441105 20,000.00 500 SOLE 51 500
COASTAL CORP COMMON 190441105 36,000.00 900 SOLE 510 900
COASTAL CORP COMMON 190441105 216,000.00 5,400 SOLE 520 5,400
COASTAL CORP COMMON 190441105 204,000.00 5,100 SOLE 530 5,100
COASTAL CORP COMMON 190441105 32,000.00 800 SOLE 540 800
COASTAL CORP COMMON 190441105 144,000.00 3,600 SOLE 560 3,600
COASTAL CORP COMMON 190441105 32,000.00 800 SOLE 570 800
COCA COLA COMPANY COMMON 191216100 5,012,500.00 80,200 SOLE 16 80,200
COCA COLA COMPANY COMMON 191216100 612,500.00 9,800 SOLE 19 9,800
COCA COLA COMPANY COMMON 191216100 443,750.00 7,100 SOLE 34 7,100
COCA COLA COMPANY COMMON 191216100 156,250.00 2,500 SOLE 38 2,500
COCA COLA COMPANY COMMON 191216100 106,250.00 1,700 SOLE 51 1,700
COCA COLA COMPANY COMMON 191216100 31,250.00 500 SOLE 510 500
COCA COLA COMPANY COMMON 191216100 168,750.00 2,700 SOLE 530 2,700
COCA COLA COMPANY COMMON 191216100 125,000.00 2,000 SOLE 560 2,000
COCA COLA COMPANY COMMON 191216100 25,000.00 400 SOLE 570 400
COCA-COLA ENTERPRIS, INC. COMMON 191219104 52,275.00 1,700 SOLE 19 1,700
COCA-COLA ENTERPRIS, INC. COMMON 191219104 6,150.00 200 SOLE 38 200
COCA-COLA ENTERPRIS, INC. COMMON 191219104 3,075.00 100 SOLE 51 100
COLGATE-PALMOLIVE COMPANY COMMON 194162103 9,875,000.00 100,000 SOLE 2 100,000
COLGATE-PALMOLIVE COMPANY COMMON 194162103 12,837,500.00 130,000 SOLE 10 130,000
COLGATE-PALMOLIVE COMPANY COMMON 194162103 1,678,750.00 17,000 SOLE 16 17,000
COLGATE-PALMOLIVE COMPANY COMMON 194162103 128,375.00 1,300 SOLE 19 1,300
COLGATE-PALMOLIVE COMPANY COMMON 194162103 158,000.00 1,600 SOLE 32 1,600
COLGATE-PALMOLIVE COMPANY COMMON 194162103 79,000.00 800 SOLE 34 800
COLGATE-PALMOLIVE COMPANY COMMON 194162103 39,500.00 400 SOLE 38 400
COLGATE-PALMOLIVE COMPANY COMMON 194162103 29,625.00 300 SOLE 51 300
COLGATE-PALMOLIVE COMPANY COMMON 194162103 256,750.00 2,600 SOLE 53 2,600
COLGATE-PALMOLIVE COMPANY COMMON 194162103 878,875.00 8,900 SOLE 70 8,900
COLGATE-PALMOLIVE COMPANY COMMON 194162103 49,375.00 500 SOLE 510 500
COLGATE-PALMOLIVE COMPANY COMMON 194162103 207,375.00 2,100 SOLE 520 2,100
COLGATE-PALMOLIVE COMPANY COMMON 194162103 276,500.00 2,800 SOLE 530 2,800
COLGATE-PALMOLIVE COMPANY COMMON 194162103 19,750.00 200 SOLE 540 200
COLGATE-PALMOLIVE COMPANY COMMON 194162103 197,500.00 2,000 SOLE 560 2,000
COLGATE-PALMOLIVE COMPANY COMMON 194162103 39,500.00 400 SOLE 570 400
COLONIAL PROPERTIES TRUST COMMON 195872106 74,863.00 2,650 SOLE 1 2,650
COLUMBIA/HCA HEALTHCARE COMMON 197677107 552,062.50 24,200 SOLE 3 24,200
COLUMBIA/HCA HEALTHCARE COMMON 197677107 7,263,500.00 318,400 SOLE 11 318,400
COLUMBIA/HCA HEALTHCARE COMMON 197677107 109,500.00 4,800 SOLE 18 4,800
COLUMBIA/HCA HEALTHCARE COMMON 197677107 68,437.50 3,000 SOLE 19 3,000
COLUMBIA/HCA HEALTHCARE COMMON 197677107 321,656.25 14,100 SOLE 35 14,100
COMCAST CORP CL A SPECIAL COMMON 200300200 1,583,625.00 41,200 SOLE 16 41,200
COMCAST CORP CL A SPECIAL COMMON 200300200 115,312.50 3,000 SOLE 19 3,000
COMCAST CORP CL A SPECIAL COMMON 200300200 192,187.50 5,000 SOLE 34 5,000
COMCAST CORP CL A SPECIAL COMMON 200300200 65,343.75 1,700 SOLE 38 1,700
COMCAST CORP CL A SPECIAL COMMON 200300200 46,125.00 1,200 SOLE 51 1,200
COMDISCO, INC. COMMON 200336105 1,281,250.00 50,000 SOLE 1 50,000
COMDISCO, INC. COMMON 200336105 2,818,750.00 110,000 SOLE 15 110,000
COMDISCO, INC. COMMON 200336105 358,750.00 14,000 SOLE 29 14,000
COMDISCO, INC. COMMON 200336105 410,000.00 16,000 SOLE 35 16,000
COMERICA INC COMMON 200340107 62,409.38 1,050 SOLE 19 1,050
COMERICA INC COMMON 200340107 5,943.75 100 SOLE 38 100
COMERICA INC COMMON 200340107 5,943.75 100 SOLE 51 100
COMPAQ COMPUTER CORP. COMMON 204493100 4,737,500.00 200,000 SOLE 2 200,000
COMPAQ COMPUTER CORP. COMMON 204493100 1,065,937.50 45,000 SOLE 3 45,000
COMPAQ COMPUTER CORP. COMMON 204493100 5,921,875.00 250,000 SOLE 10 250,000
COMPAQ COMPUTER CORP. COMMON 204493100 14,212,500.00 600,000 SOLE 11 600,000
COMPAQ COMPUTER CORP. COMMON 204493100 1,307,550.00 55,200 SOLE 16 55,200
COMPAQ COMPUTER CORP. COMMON 204493100 157,664.00 6,656 SOLE 19 6,656
COMPAQ COMPUTER CORP. COMMON 204493100 587,450.00 24,800 SOLE 20 24,800
COMPAQ COMPUTER CORP. COMMON 204493100 125,543.75 5,300 SOLE 34 5,300
COMPAQ COMPUTER CORP. COMMON 204493100 47,375.00 2,000 SOLE 38 2,000
COMPAQ COMPUTER CORP. COMMON 204493100 33,162.50 1,400 SOLE 51 1,400
COMPLETE BUSINESS SOLUTIO COMMON 20452F107 1,345,312.50 75,000 SOLE 1 75,000
COMPLETE BUSINESS SOLUTIO COMMON 20452F107 4,035,937.50 225,000 SOLE 15 225,000
COMPUTER ASSOCIATES INT COMMON 204912109 1,100,000.00 20,000 SOLE 16 20,000
COMPUTER ASSOCIATES INT COMMON 204912109 148,500.00 2,700 SOLE 19 2,700
COMPUTER NETWORK TECH CO COMMON 204925101 311,400.00 14,400 SOLE 36 14,400
COMPUTER NETWORK TECH CO COMMON 204925101 166,512.50 7,700 SOLE 50 7,700
COMPUTER SCIENCES CORP COMMON 205363104 1,868,062.50 27,000 SOLE 1 27,000
COMPUTER SCIENCES CORP COMMON 205363104 13,145,625.00 190,000 SOLE 2 190,000
COMPUTER SCIENCES CORP COMMON 205363104 15,221,250.00 220,000 SOLE 10 220,000
COMPUTER SCIENCES CORP COMMON 205363104 6,088,500.00 88,000 SOLE 15 88,000
COMPUTER SCIENCES CORP COMMON 205363104 83,025.00 1,200 SOLE 19 1,200
COMPUTER SCIENCES CORP COMMON 205363104 518,906.25 7,500 SOLE 29 7,500
COMPUTER SCIENCES CORP COMMON 205363104 608,850.00 8,800 SOLE 35 8,800
COMPUTER SCIENCES CORP COMMON 205363104 20,756.25 300 SOLE 38 300
COMPUTER SCIENCES CORP COMMON 205363104 13,837.50 200 SOLE 51 200
COMPUTER SCIENCES CORP COMMON 205363104 41,512.50 600 SOLE 510 600
COMPUTER SCIENCES CORP COMMON 205363104 166,050.00 2,400 SOLE 520 2,400
COMPUTER SCIENCES CORP COMMON 205363104 262,912.50 3,800 SOLE 530 3,800
COMPUTER SCIENCES CORP COMMON 205363104 27,675.00 400 SOLE 540 400
COMPUTER SCIENCES CORP COMMON 205363104 152,212.50 2,200 SOLE 560 2,200
COMPUTER SCIENCES CORP COMMON 205363104 27,675.00 400 SOLE 570 400
COMPUWARE CORPORATION COMMON 205638109 44,537.50 1,400 SOLE 19 1,400
COMPUWARE CORPORATION COMMON 205638109 117,706.25 3,700 SOLE 34 3,700
COMPUWARE CORPORATION COMMON 205638109 25,450.00 800 SOLE 38 800
COMPUWARE CORPORATION COMMON 205638109 15,906.25 500 SOLE 51 500
COMVERSE TECHNOLOGY, INC. COMMON 205862402 7,172,500.00 95,000 SOLE 1 95,000
COMVERSE TECHNOLOGY, INC. COMMON 205862402 22,650,000.00 300,000 SOLE 15 300,000
COMVERSE TECHNOLOGY, INC. COMMON 205862402 1,698,750.00 22,500 SOLE 16 22,500
COMVERSE TECHNOLOGY, INC. COMMON 205862402 528,500.00 7,000 SOLE 29 7,000
COMVERSE TECHNOLOGY, INC. COMMON 205862402 169,875.00 2,250 SOLE 34 2,250
COMVERSE TECHNOLOGY, INC. COMMON 205862402 604,000.00 8,000 SOLE 35 8,000
CONAGRA INC. COMMON 205887102 8,520,000.00 320,000 SOLE 2 320,000
CONAGRA INC. COMMON 205887102 798,750.00 30,000 SOLE 3 30,000
CONAGRA INC. COMMON 205887102 9,585,000.00 360,000 SOLE 10 360,000
CONAGRA INC. COMMON 205887102 10,650,000.00 400,000 SOLE 11 400,000
CONAGRA INC. COMMON 205887102 66,562.50 2,500 SOLE 19 2,500
CONAGRA INC. COMMON 205887102 10,650.00 400 SOLE 38 400
CONAGRA INC. COMMON 205887102 7,987.50 300 SOLE 51 300
CONAGRA INC. COMMON 205887102 122,475.00 4,600 SOLE 520 4,600
CONAGRA INC. COMMON 205887102 21,300.00 800 SOLE 540 800
CONMED CORP COMMON 207410101 122,500.00 4,000 SOLE 36 4,000
CONMED CORP COMMON 207410101 64,312.50 2,100 SOLE 50 2,100
CONSECO INC. COMMON 208464107 334,812.50 11,000 SOLE 3 11,000
CONSECO INC. COMMON 208464107 4,565,625.00 150,000 SOLE 11 150,000
CONSECO INC. COMMON 208464107 50,191.44 1,649 SOLE 19 1,649
CONSOLIDATED EDISON, INC. COMMON 209115104 67,875.00 1,500 SOLE 19 1,500
CONSOLIDATED EDISON, INC. COMMON 209115104 36,200.00 800 SOLE 38 800
CONSOLIDATED EDISON, INC. COMMON 209115104 22,625.00 500 SOLE 51 500
CONSOLIDATED NATURAL GAS COMMON 209615103 911,250.00 15,000 SOLE 3 15,000
CONSOLIDATED NATURAL GAS COMMON 209615103 12,150,000.00 200,000 SOLE 11 200,000
CONSOLIDATED PAPERS, INC. COMMON 209759109 1,203,750.00 45,000 SOLE 20 45,000
CONSOLIDATED STORES CORP COMMON 210149100 1,250,100.00 46,300 SOLE 16 46,300
CONSOLIDATED STORES CORP COMMON 210149100 124,200.00 4,600 SOLE 34 4,600
CONSOLIDATED STORES CORP COMMON 210149100 2,700.00 100 SOLE 38 100
CONSOLIDATED STORES CORP COMMON 210149100 2,700.00 100 SOLE 51 100
CONSTELLATION ENERGY GROU COMMON 210371100 296,250.00 10,000 SOLE 3 10,000
CONSTELLATION ENERGY GROU COMMON 210371100 7,406,250.00 250,000 SOLE 11 250,000
CONSTELLATION ENERGY GROU COMMON 210371100 41,475.00 1,400 SOLE 19 1,400
CONSTELLATION ENERGY GROU COMMON 210371100 435,487.50 14,700 SOLE 20 14,700
COOPER CAMERON CORPORATIO COMMON 216640102 37,062.50 1,000 SOLE 36 1,000
COOPER INDS INC COMMON 216669101 1,991,600.00 38,300 SOLE 16 38,300
COOPER INDS INC COMMON 216669101 1,372,176.00 26,388 SOLE 20 26,388
COOPER INDS INC COMMON 216669101 228,800.00 4,400 SOLE 34 4,400
COPART INC COMMON 217204106 131,750.00 6,200 SOLE 36 6,200
COPART INC COMMON 217204106 74,375.00 3,500 SOLE 50 3,500
CORNERSTONE PROPERTIES COMMON 21922H103 203,994.00 12,850 SOLE 1 12,850
CORNERSTONE REALTY INCOME COMMON 21922V102 47,838.00 4,450 SOLE 1 4,450
CORNING, INC. COMMON 219350105 161,287.50 2,300 SOLE 18 2,300
CORNING, INC. COMMON 219350105 105,187.50 1,500 SOLE 19 1,500
CORNING, INC. COMMON 219350105 14,025.00 200 SOLE 38 200
CORNING, INC. COMMON 219350105 7,012.50 100 SOLE 51 100
COST PLUS, INC. COMMON 221485105 222,950.00 4,900 SOLE 36 4,900
COST PLUS, INC. COMMON 221485105 118,300.00 2,600 SOLE 50 2,600
COSTCO COMPANIES, INC. COMMON 22160Q102 80,062.50 1,000 SOLE 19 1,000
COSTCO COMPANIES, INC. COMMON 22160Q102 32,025.00 400 SOLE 38 400
COSTCO COMPANIES, INC. COMMON 22160Q102 24,018.75 300 SOLE 51 300
COSTCO COMPANIES, INC. COMMON 22160Q102 88,068.75 1,100 SOLE 500 1,100
COUSINS PROPERTIES COMMON 222795106 108,202.00 3,200 SOLE 1 3,200
CRANE CO. COMMON 224399105 15,718,750.00 500,000 SOLE 10 500,000
CREDENCE SYSTEMS COMMON 225302108 155,925.00 4,200 SOLE 36 4,200
CREDENCE SYSTEMS COMMON 225302108 81,675.00 2,200 SOLE 50 2,200
CRESCENT REAL ESTATE COMMON 225756105 843,125.00 35,500 SOLE 20 35,500
CRESCENT REAL ESTATE COMMON 225756105 295,688.00 12,450 SOLE 1 12,450
CROWN CORK & SEAL CO. INC COMMON 228255105 570,000.00 20,000 SOLE 3 20,000
CROWN CORK & SEAL CO. INC COMMON 228255105 7,837,500.00 275,000 SOLE 11 275,000
CROWN CORK & SEAL CO. INC COMMON 228255105 387,600.00 13,600 SOLE 29 13,600
CROWN CORK & SEAL CO. INC COMMON 228255105 461,700.00 16,200 SOLE 35 16,200
CROWN CORK & SEAL CO. INC COMMON 228255105 2,850.00 100 SOLE 38 100
CRYOLIFE, INC. COMMON 228903100 441,000.00 36,000 SOLE 1 36,000
CRYOLIFE, INC. COMMON 228903100 1,139,250.00 93,000 SOLE 15 93,000
CRYOLIFE, INC. COMMON 228903100 477,750.00 39,000 SOLE 29 39,000
CRYOLIFE, INC. COMMON 228903100 808,500.00 66,000 SOLE 35 66,000
CSX CORPORATION COMMON 126408103 453,125.00 10,000 SOLE 3 10,000
CSX CORPORATION COMMON 126408103 36,250.00 800 SOLE 19 800
CSX CORPORATION COMMON 126408103 4,531.25 100 SOLE 38 100
CSX CORPORATION COMMON 126408103 4,531.25 100 SOLE 51 100
CUMULUS MEDIA, INC. COMMON 231082108 65,625.00 3,000 SOLE 36 3,000
CUMULUS MEDIA, INC. COMMON 231082108 43,750.00 2,000 SOLE 50 2,000
CVS CORPORATION COMMON 126650100 1,676,900.00 32,800 SOLE 16 32,800
CVS CORPORATION COMMON 126650100 81,800.00 1,600 SOLE 19 1,600
CVS CORPORATION COMMON 126650100 163,600.00 3,200 SOLE 34 3,200
CVS CORPORATION COMMON 126650100 20,450.00 400 SOLE 38 400
CVS CORPORATION COMMON 126650100 15,337.50 300 SOLE 51 300
DANA CORP COMMON 235811106 552,750.00 12,000 SOLE 3 12,000
DANA CORP COMMON 235811106 7,383,818.75 160,300 SOLE 11 160,300
DANA CORP COMMON 235811106 331,650.00 7,200 SOLE 16 7,200
DANA CORP COMMON 235811106 66,468.19 1,443 SOLE 19 1,443
DANA CORP COMMON 235811106 142,793.75 3,100 SOLE 34 3,100
DANA CORP COMMON 235811106 4,606.25 100 SOLE 38 100
DANA CORP COMMON 235811106 4,606.25 100 SOLE 51 100
DANA CORP COMMON 235811106 184,250.00 4,000 SOLE 520 4,000
DANA CORP COMMON 235811106 23,031.25 500 SOLE 540 500
DANAHER CORPORATION COMMON 235851102 81,375.00 1,400 SOLE 19 1,400
DARDEN RESTAURANTS, INC. COMMON 237194105 30,537.50 1,400 SOLE 19 1,400
DARDEN RESTAURANTS, INC. COMMON 237194105 2,181.25 100 SOLE 38 100
DARDEN RESTAURANTS, INC. COMMON 237194105 2,181.25 100 SOLE 51 100
DATA GENERAL CORP. COMMON 237688106 2,912.50 200 SOLE 38 200
DATA GENERAL CORP. COMMON 237688106 1,456.25 100 SOLE 51 100
DAYTON HUDSON CORPORATION COMMON 239753106 10,400,000.00 160,000 SOLE 2 160,000
DAYTON HUDSON CORPORATION COMMON 239753106 13,000,000.00 200,000 SOLE 10 200,000
DAYTON HUDSON CORPORATION COMMON 239753106 2,132,000.00 32,800 SOLE 16 32,800
DAYTON HUDSON CORPORATION COMMON 239753106 156,000.00 2,400 SOLE 18 2,400
DAYTON HUDSON CORPORATION COMMON 239753106 117,000.00 1,800 SOLE 19 1,800
DAYTON HUDSON CORPORATION COMMON 239753106 149,500.00 2,300 SOLE 32 2,300
DAYTON HUDSON CORPORATION COMMON 239753106 227,500.00 3,500 SOLE 34 3,500
DAYTON HUDSON CORPORATION COMMON 239753106 32,500.00 500 SOLE 38 500
DAYTON HUDSON CORPORATION COMMON 239753106 19,500.00 300 SOLE 51 300
DAYTON HUDSON CORPORATION COMMON 239753106 143,000.00 2,200 SOLE 520 2,200
DAYTON HUDSON CORPORATION COMMON 239753106 13,000.00 200 SOLE 540 200
DEERE & CO COMMON 244199105 1,176,862.50 29,700 SOLE 3 29,700
DEERE & CO COMMON 244199105 15,850,000.00 400,000 SOLE 11 400,000
DEERE & CO COMMON 244199105 51,512.50 1,300 SOLE 19 1,300
DELL COMPUTER CORP COMMON 247025109 377,400.00 10,200 SOLE 19 10,200
DELL COMPUTER CORP COMMON 247025109 125,800.00 3,400 SOLE 38 3,400
DELL COMPUTER CORP COMMON 247025109 88,800.00 2,400 SOLE 51 2,400
DELL COMPUTER CORP COMMON 247025109 170,200.00 4,600 SOLE 53 4,600
DELL COMPUTER CORP COMMON 247025109 706,700.00 19,100 SOLE 70 19,100
DELPHI AUTO SYSTEMS CORP COMMON 247126105 294,586.88 15,870 SOLE 18 15,870
DELPHI AUTO SYSTEMS CORP COMMON 247126105 37,607.63 2,026 SOLE 19 2,026
DELPHI AUTO SYSTEMS CORP COMMON 247126105 103,504.50 5,576 SOLE 20 5,576
DELPHI AUTO SYSTEMS CORP COMMON 247126105 14,812.88 798 SOLE 38 798
DELPHI AUTO SYSTEMS CORP COMMON 247126105 10,933.31 589 SOLE 51 589
DELTA & PINE LAND CO COMMON 247357106 9,450.00 300 SOLE 38 300
DELTA & PINE LAND CO COMMON 247357106 6,300.00 200 SOLE 51 200
DELTA AIRLINES INC COMMON 247361108 46,100.00 800 SOLE 19 800
DELTA AIRLINES INC COMMON 247361108 23,050.00 400 SOLE 38 400
DELTA AIRLINES INC COMMON 247361108 17,287.50 300 SOLE 51 300
DELUXE CORP COMMON 248019101 31,150.00 800 SOLE 38 800
DELUXE CORP COMMON 248019101 23,362.50 600 SOLE 51 600
DENTSPLY INTERNATIONAL COMMON 249030107 672,000.00 24,000 SOLE 3 24,000
DENTSPLY INTERNATIONAL COMMON 249030107 8,400,000.00 300,000 SOLE 11 300,000
DEUTSCHE TELEKOM AG- ADR COMMON 251566105 114,075.00 2,700 SOLE 19 2,700
DEVELOPERS DIVERSIFIED REALTY COMMON 251591103 103,781.00 6,150 SOLE 1 6,150
DIAGEO PLC - SPONSOR. ADR COMMON 25243Q205 110,811.00 2,577 SOLE 19 2,577
DIAL CORP COMMON 25247D101 22,312,500.00 600,000 SOLE 10 600,000
DIGITAL MICROWAVE CORP COMMON 253859102 138,975.00 10,900 SOLE 36 10,900
DIGITAL MICROWAVE CORP COMMON 253859102 73,950.00 5,800 SOLE 50 5,800
DILLARDS, INC. COMMON 254067101 562,000.00 16,000 SOLE 3 16,000
DILLARDS, INC. COMMON 254067101 7,376,250.00 210,000 SOLE 11 210,000
DILLARDS, INC. COMMON 254067101 3,512.50 100 SOLE 38 100
DILLARDS, INC. COMMON 254067101 3,512.50 100 SOLE 51 100
DOLLAR GENERAL CORP COMMON 256669102 22,649.00 781 SOLE 19 781
DOLLAR GENERAL CORP COMMON 256669102 8,700.00 300 SOLE 38 300
DOLLAR GENERAL CORP COMMON 256669102 5,800.00 200 SOLE 51 200
DOLLAR TREE STORES, INC. COMMON 256747106 4,455,000.00 101,250 SOLE 15 101,250
DOMINION RESOURCES, INC. COMMON 257470104 69,300.00 1,600 SOLE 19 1,600
DOVER COMMON 260003108 57,375.00 1,500 SOLE 19 1,500
DOVER COMMON 260003108 7,650.00 200 SOLE 38 200
DOVER COMMON 260003108 3,825.00 100 SOLE 51 100
DOW CHEMICAL COMPANY COMMON 260543103 126,875.00 1,000 SOLE 19 1,000
DOW CHEMICAL COMPANY COMMON 260543103 3,159,187.50 24,900 SOLE 20 24,900
DOW CHEMICAL COMPANY COMMON 260543103 63,437.50 500 SOLE 38 500
DOW CHEMICAL COMPANY COMMON 260543103 38,062.50 300 SOLE 51 300
DOW JONES & COMPANY, INC. COMMON 260561105 849,000.00 16,000 SOLE 3 16,000
DOW JONES & COMPANY, INC. COMMON 260561105 10,612,500.00 200,000 SOLE 11 200,000
DOW JONES & COMPANY, INC. COMMON 260561105 1,315,950.00 24,800 SOLE 20 24,800
DQE INC COMMON 23329J104 1,099,425.00 27,400 SOLE 20 27,400
DST SYSTEMS, INC. COMMON 233326107 857,615.00 13,640 SOLE 1 13,640
DST SYSTEMS, INC. COMMON 233326107 2,873,387.50 45,700 SOLE 15 45,700
DST SYSTEMS, INC. COMMON 233326107 188,625.00 3,000 SOLE 29 3,000
DTE ENERGY COMPANY COMMON 233331107 24,000.00 600 SOLE 38 600
DTE ENERGY COMPANY COMMON 233331107 16,000.00 400 SOLE 51 400
DU PONT COMMON 263534109 546,500.00 8,000 SOLE 3 8,000
DU PONT COMMON 263534109 6,831,250.00 100,000 SOLE 11 100,000
DU PONT COMMON 263534109 300,575.00 4,400 SOLE 19 4,400
DU PONT COMMON 263534109 2,623,200.00 38,400 SOLE 20 38,400
DU PONT COMMON 263534109 81,975.00 1,200 SOLE 38 1,200
DU PONT COMMON 263534109 54,650.00 800 SOLE 51 800
DUKE -WEEKS REALTY CORP. COMMON 264411505 28,767.19 1,275 SOLE 28 1,275
DUKE -WEEKS REALTY CORP. COMMON 264411505 19,178.13 850 SOLE 33 850
DUKE ENERGY CORPORATION COMMON 264399106 103,312.50 1,900 SOLE 19 1,900
DUKE ENERGY CORPORATION COMMON 264399106 1,484,437.50 27,300 SOLE 20 27,300
DUKE ENERGY CORPORATION COMMON 264399106 38,062.50 700 SOLE 38 700
DUKE ENERGY CORPORATION COMMON 264399106 27,187.50 500 SOLE 51 500
DUKE REALTY INVESTMENTS COMMON 264411505 191,786.00 8,500 SOLE 1 8,500
DUN & BRADSTREET CORP. COMMON 26483B106 14,175,000.00 400,000 SOLE 10 400,000
DUN & BRADSTREET CORP. COMMON 26483B106 14,175.00 400 SOLE 19 400
DUN & BRADSTREET CORP. COMMON 26483B106 1,116,281.25 31,500 SOLE 20 31,500
DURA PHARMACEUTICALS INC COMMON 26632S109 2,948,562.50 247,000 SOLE 15 247,000
DYCOM INDUSTRIES INC COMMON 267475101 257,600.00 4,600 SOLE 36 4,600
DYCOM INDUSTRIES INC COMMON 267475101 140,000.00 2,500 SOLE 50 2,500
E G & G INC COMMON 268457108 1,567,500.00 44,000 SOLE 1 44,000
E G & G INC COMMON 268457108 4,275,000.00 120,000 SOLE 15 120,000
E G & G INC COMMON 268457108 374,062.50 10,500 SOLE 29 10,500
E G & G INC COMMON 268457108 309,937.50 8,700 SOLE 35 8,700
E G & G INC COMMON 268457108 10,687.50 300 SOLE 38 300
E G & G INC COMMON 268457108 7,125.00 200 SOLE 51 200
E.W. SCRIPPS COMPANY COMMON 811054204 1,617,125.00 34,000 SOLE 1 34,000
E.W. SCRIPPS COMPANY COMMON 811054204 4,328,187.50 91,000 SOLE 15 91,000
E.W. SCRIPPS COMPANY COMMON 811054204 199,762.50 4,200 SOLE 29 4,200
E.W. SCRIPPS COMPANY COMMON 811054204 332,937.50 7,000 SOLE 35 7,000
EARTHGRAINS COMMON 270319106 3,304.00 128 SOLE 19 128
EASTMAN CHEMICAL COMPANY COMMON 277432100 5,175.00 100 SOLE 38 100
EASTMAN CHEMICAL COMPANY COMMON 277432100 5,175.00 100 SOLE 51 100
EASTMAN KODAK COMPANY COMMON 277461109 813,000.00 12,000 SOLE 3 12,000
EASTMAN KODAK COMPANY COMMON 277461109 10,162,500.00 150,000 SOLE 11 150,000
EASTMAN KODAK COMPANY COMMON 277461109 108,400.00 1,600 SOLE 19 1,600
EASTMAN KODAK COMPANY COMMON 277461109 2,439,000.00 36,000 SOLE 20 36,000
EASTMAN KODAK COMPANY COMMON 277461109 40,650.00 600 SOLE 38 600
EASTMAN KODAK COMPANY COMMON 277461109 27,100.00 400 SOLE 51 400
EATON CORP COMMON 278058102 64,400.00 700 SOLE 19 700
ECI TELECOM LTD. COMMON 268258100 73,012.50 2,200 SOLE 500 2,200
ECOLAB, INC. COMMON 278865100 13,960,000.00 320,000 SOLE 2 320,000
EDISON INTERNATIONAL COMMON 281020107 69,550.00 2,600 SOLE 19 2,600
EDISON INTERNATIONAL COMMON 281020107 42,800.00 1,600 SOLE 38 1,600
EDISON INTERNATIONAL COMMON 281020107 29,425.00 1,100 SOLE 51 1,100
EDWARDS (A.G.), INC. COMMON 281760108 377,325.00 11,700 SOLE 16 11,700
EL PASO ENERGY CORP COMMON 283905107 7,037,500.00 200,000 SOLE 2 200,000
ELAN CORPORATION PLC ADR COMMON 284131208 9,990,000.00 360,000 SOLE 2 360,000
ELAN CORPORATION PLC ADR COMMON 284131208 1,040,625.00 37,500 SOLE 3 37,500
ELAN CORPORATION PLC ADR COMMON 284131208 452,325.00 16,300 SOLE 6 16,300
ELAN CORPORATION PLC ADR COMMON 284131208 11,100,000.00 400,000 SOLE 10 400,000
ELAN CORPORATION PLC ADR COMMON 284131208 13,875,000.00 500,000 SOLE 11 500,000
ELAN CORPORATION PLC ADR COMMON 284131208 3,793,425.00 136,700 SOLE 13 136,700
ELAN CORPORATION PLC ADR COMMON 284131208 893,550.00 32,200 SOLE 70 32,200
ELAN CORPORATION PLC ADR COMMON 284131208 38,850.00 1,400 SOLE 510 1,400
ELAN CORPORATION PLC ADR COMMON 284131208 194,250.00 7,000 SOLE 520 7,000
ELAN CORPORATION PLC ADR COMMON 284131208 216,450.00 7,800 SOLE 530 7,800
ELAN CORPORATION PLC ADR COMMON 284131208 30,525.00 1,100 SOLE 540 1,100
ELAN CORPORATION PLC ADR COMMON 284131208 194,250.00 7,000 SOLE 560 7,000
ELAN CORPORATION PLC ADR COMMON 284131208 52,725.00 1,900 SOLE 570 1,900
ELECTRONIC DATA SYSTEMS COMMON 285661104 452,500.00 8,000 SOLE 3 8,000
ELECTRONIC DATA SYSTEMS COMMON 285661104 5,656,250.00 100,000 SOLE 11 100,000
ELECTRONIC DATA SYSTEMS COMMON 285661104 96,156.25 1,700 SOLE 19 1,700
ELECTRONIC DATA SYSTEMS COMMON 285661104 33,937.50 600 SOLE 38 600
ELECTRONIC DATA SYSTEMS COMMON 285661104 22,625.00 400 SOLE 51 400
ELECTRONIC PROCESSING INC COMMON 285798104 363,125.00 35,000 SOLE 1 35,000
ELECTRONIC PROCESSING INC COMMON 285798104 933,750.00 90,000 SOLE 15 90,000
ELECTRONICS FOR IMAGING COMMON 286082102 200,362.50 3,900 SOLE 36 3,900
ELECTRONICS FOR IMAGING COMMON 286082102 123,300.00 2,400 SOLE 50 2,400
ELI LILLY & COMPANY COMMON 532457108 307,987.50 4,300 SOLE 19 4,300
ELI LILLY & COMPANY COMMON 532457108 93,112.50 1,300 SOLE 38 1,300
ELI LILLY & COMPANY COMMON 532457108 64,462.50 900 SOLE 51 900
EMC CORP/MASS COMMON 268648102 1,804,000.00 32,800 SOLE 16 32,800
EMC CORP/MASS COMMON 268648102 253,000.00 4,600 SOLE 19 4,600
EMC CORP/MASS COMMON 268648102 77,000.00 1,400 SOLE 32 1,400
EMC CORP/MASS COMMON 268648102 176,000.00 3,200 SOLE 34 3,200
EMC CORP/MASS COMMON 268648102 71,500.00 1,300 SOLE 38 1,300
EMC CORP/MASS COMMON 268648102 49,500.00 900 SOLE 51 900
EMC CORP/MASS COMMON 268648102 275,000.00 5,000 SOLE 53 5,000
EMC CORP/MASS COMMON 268648102 940,500.00 17,100 SOLE 70 17,100
EMERSON ELECTRIC COMPANY COMMON 291011104 9,431,250.00 150,000 SOLE 2 150,000
EMERSON ELECTRIC COMPANY COMMON 291011104 943,125.00 15,000 SOLE 3 15,000
EMERSON ELECTRIC COMPANY COMMON 291011104 11,317,500.00 180,000 SOLE 10 180,000
EMERSON ELECTRIC COMPANY COMMON 291011104 12,575,000.00 200,000 SOLE 11 200,000
EMERSON ELECTRIC COMPANY COMMON 291011104 2,005,712.50 31,900 SOLE 16 31,900
EMERSON ELECTRIC COMPANY COMMON 291011104 138,325.00 2,200 SOLE 19 2,200
EMERSON ELECTRIC COMPANY COMMON 291011104 194,912.50 3,100 SOLE 34 3,100
EMERSON ELECTRIC COMPANY COMMON 291011104 25,150.00 400 SOLE 38 400
EMERSON ELECTRIC COMPANY COMMON 291011104 18,862.50 300 SOLE 51 300
EMERSON ELECTRIC COMPANY COMMON 291011104 176,050.00 2,800 SOLE 520 2,800
EMERSON ELECTRIC COMPANY COMMON 291011104 25,150.00 400 SOLE 540 400
EMPRESA NAC.ELE CHILE ADR COMMON 29244T101 4,037.63 333 SOLE 19 333
ENDESA SA ADR COMMON 29258N107 51,000.00 2,400 SOLE 19 2,400
ENRON CORPORATION COMMON 293561106 138,975.00 1,700 SOLE 19 1,700
ENRON CORPORATION COMMON 293561106 32,700.00 400 SOLE 38 400
ENRON CORPORATION COMMON 293561106 24,525.00 300 SOLE 51 300
ENRON OIL & GAS COMMON 293562104 810,000.00 40,000 SOLE 3 40,000
ENRON OIL & GAS COMMON 293562104 10,125,000.00 500,000 SOLE 11 500,000
ENSCO INTERNATIONAL INC COMMON 26874Q100 1,256,062.50 63,000 SOLE 1 63,000
ENSCO INTERNATIONAL INC COMMON 26874Q100 3,708,375.00 186,000 SOLE 15 186,000
ENSCO INTERNATIONAL INC COMMON 26874Q100 346,912.50 17,400 SOLE 35 17,400
ENTE NAZIONALE IDROC ADR COMMON 26874R108 78,000.00 1,300 SOLE 19 1,300
ENTERGY CORPORATION COMMON 29364G103 53,125.00 1,700 SOLE 19 1,700
ENTERGY CORPORATION COMMON 29364G103 868,750.00 27,800 SOLE 20 27,800
ENTERGY CORPORATION COMMON 29364G103 31,250.00 1,000 SOLE 38 1,000
ENTERGY CORPORATION COMMON 29364G103 21,875.00 700 SOLE 51 700
EQUIFAX COMMON 294429105 42,825.00 1,200 SOLE 19 1,200
EQUITABLE RESOURCES COMMON 294549100 641,750.00 17,000 SOLE 29 17,000
EQUITY OFFICE PROPERTIES COMMON 294741103 673,938.00 26,300 SOLE 1 26,300
EQUITY RESIDENTIAL PROPERTY COMMON 29476L107 540,756.00 12,000 SOLE 1 12,000
ERICSSON TEL CO ADR -CL.B COMMON 294821400 79,050.00 2,400 SOLE 19 2,400
ESSEX PROPERTY TRUST INC. COMMON 297178105 56,600.00 1,600 SOLE 1 1,600
EVERGREEN RESOURCES INC COMMON 299900308 302,250.00 12,000 SOLE 29 12,000
EVERGREEN RESOURCES INC COMMON 299900308 377,812.50 15,000 SOLE 35 15,000
EXECUTIVE RISK INC COMMON 301586103 17,012.50 200 SOLE 38 200
EXECUTIVE RISK INC COMMON 301586103 8,506.25 100 SOLE 51 100
EXODUS COMMUNICATIONS INC COMMON 302088109 59,968.75 500 SOLE 36 500
EXODUS COMMUNICATIONS INC COMMON 302088109 35,981.25 300 SOLE 50 300
EXPEDITORS INTL WASH INC COMMON 302130109 1,853,000.00 68,000 SOLE 1 68,000
EXPEDITORS INTL WASH INC COMMON 302130109 4,905,000.00 180,000 SOLE 15 180,000
EXXON CORPORATION COMMON 302290101 655,562.50 8,500 SOLE 19 8,500
EXXON CORPORATION COMMON 302290101 3,763,700.00 48,800 SOLE 20 48,800
EXXON CORPORATION COMMON 302290101 254,512.50 3,300 SOLE 38 3,300
EXXON CORPORATION COMMON 302290101 177,387.50 2,300 SOLE 51 2,300
FAMILY DOLLAR STORES COMMON 307000109 1,680,000.00 70,000 SOLE 16 70,000
FANNIE MAE COMMON 313586109 15,726,250.00 230,000 SOLE 2 230,000
FANNIE MAE COMMON 313586109 1,504,250.00 22,000 SOLE 3 22,000
FANNIE MAE COMMON 313586109 458,112.50 6,700 SOLE 6 6,700
FANNIE MAE COMMON 313586109 16,410,000.00 240,000 SOLE 10 240,000
FANNIE MAE COMMON 313586109 20,512,500.00 300,000 SOLE 11 300,000
FANNIE MAE COMMON 313586109 4,218,737.50 61,700 SOLE 13 61,700
FANNIE MAE COMMON 313586109 2,222,187.50 32,500 SOLE 16 32,500
FANNIE MAE COMMON 313586109 280,337.50 4,100 SOLE 19 4,100
FANNIE MAE COMMON 313586109 2,290,562.50 33,500 SOLE 20 33,500
FANNIE MAE COMMON 313586109 143,587.50 2,100 SOLE 32 2,100
FANNIE MAE COMMON 313586109 239,312.50 3,500 SOLE 34 3,500
FANNIE MAE COMMON 313586109 88,887.50 1,300 SOLE 38 1,300
FANNIE MAE COMMON 313586109 61,537.50 900 SOLE 51 900
FANNIE MAE COMMON 313586109 266,662.50 3,900 SOLE 53 3,900
FANNIE MAE COMMON 313586109 929,900.00 13,600 SOLE 70 13,600
FANNIE MAE COMMON 313586109 82,050.00 1,200 SOLE 500 1,200
FANNIE MAE COMMON 313586109 54,700.00 800 SOLE 510 800
FANNIE MAE COMMON 313586109 170,937.50 2,500 SOLE 520 2,500
FANNIE MAE COMMON 313586109 246,150.00 3,600 SOLE 530 3,600
FANNIE MAE COMMON 313586109 34,187.50 500 SOLE 540 500
FANNIE MAE COMMON 313586109 170,937.50 2,500 SOLE 560 2,500
FANNIE MAE COMMON 313586109 34,187.50 500 SOLE 570 500
FDX CORPORATION COMMON 31304N107 488,250.00 9,000 SOLE 16 9,000
FDX CORPORATION COMMON 31304N107 54,250.00 1,000 SOLE 34 1,000
FDX CORPORATION COMMON 31304N107 37,975.00 700 SOLE 38 700
FDX CORPORATION COMMON 31304N107 27,125.00 500 SOLE 51 500
FEDERAL-MOGUL CORPORATION COMMON 313549107 301,600.00 5,800 SOLE 16 5,800
FEDERAL-MOGUL CORPORATION COMMON 313549107 36,400.00 700 SOLE 34 700
FEDERAL REALTY INV. TRUST COMMON 313747206 91,752.00 4,000 SOLE 1 4,000
FEDERATED DEPARTMENT STOR COMMON 31410H101 79,406.25 1,500 SOLE 19 1,500
FEDERATED DEPARTMENT STOR COMMON 31410H101 26,468.75 500 SOLE 38 500
FEDERATED DEPARTMENT STOR COMMON 31410H101 15,881.25 300 SOLE 51 300
FELCOR LODGING TRUST COMMON 31430F101 144,213.00 6,950 SOLE 1 6,950
FIFTH THIRD BANCORP COMMON 316773100 74,882.81 1,125 SOLE 19 1,125
FIFTH THIRD BANCORP COMMON 316773100 19,968.75 300 SOLE 38 300
FIFTH THIRD BANCORP COMMON 316773100 13,312.50 200 SOLE 51 200
FINOVA GROUP INC COMMON 317928109 1,284,050.00 24,400 SOLE 16 24,400
FINOVA GROUP INC COMMON 317928109 147,350.00 2,800 SOLE 34 2,800
FIRST DATA CORPORATION COMMON 319963104 10,766,250.00 220,000 SOLE 2 220,000
FIRST DATA CORPORATION COMMON 319963104 12,234,375.00 250,000 SOLE 10 250,000
FIRST DATA CORPORATION COMMON 319963104 88,087.50 1,800 SOLE 19 1,800
FIRST DATA CORPORATION COMMON 319963104 19,575.00 400 SOLE 38 400
FIRST DATA CORPORATION COMMON 319963104 14,681.25 300 SOLE 51 300
FIRST INDUSTRIAL REALTY COMMON 32054K103 44,448.75 1,620 SOLE 28 1,620
FIRST INDUSTRIAL REALTY COMMON 32054K103 22,087.19 805 SOLE 33 805
FIRST REALTY TRUST COMMON 32054K103 104,264.00 3,800 SOLE 1 3,800
FIRST UNION CORPORATION COMMON 337358105 186,026.00 3,958 SOLE 19 3,958
FIRST UNION CORPORATION COMMON 337358105 79,900.00 1,700 SOLE 38 1,700
FIRST UNION CORPORATION COMMON 337358105 56,400.00 1,200 SOLE 51 1,200
FIRSTAR CORPORATION COMMON 33763V109 58,800.00 2,100 SOLE 19 2,100
FIRSTENERGY CORPORATION COMMON 337932107 24,800.00 800 SOLE 19 800
FIRSTENERGY CORPORATION COMMON 337932107 1,585,867.00 51,157 SOLE 20 51,157
FIRSTENERGY CORPORATION COMMON 337932107 40,300.00 1,300 SOLE 38 1,300
FIRSTENERGY CORPORATION COMMON 337932107 27,900.00 900 SOLE 51 900
FLEET FINANCIAL GRP INC COMMON 338915101 11,093,750.00 250,000 SOLE 11 250,000
FLEET FINANCIAL GRP INC COMMON 338915101 133,125.00 3,000 SOLE 19 3,000
FLEET FINANCIAL GRP INC COMMON 338915101 1,970,250.00 44,400 SOLE 20 44,400
FLEET FINANCIAL GRP INC COMMON 338915101 4,437.50 100 SOLE 38 100
FLEXTRONICS INTL LTD COMMON Y2573F102 144,300.00 2,600 SOLE 36 2,600
FLEXTRONICS INTL LTD COMMON Y2573F102 77,700.00 1,400 SOLE 50 1,400
FLORIDA PROGRESS CORP COMMON 341109106 8,262.50 200 SOLE 38 200
FLORIDA PROGRESS CORP COMMON 341109106 8,262.50 200 SOLE 51 200
FMC CORPORATION COMMON 302491303 751,437.50 11,000 SOLE 3 11,000
FMC CORPORATION COMMON 302491303 10,246,875.00 150,000 SOLE 11 150,000
FMC CORPORATION COMMON 302491303 40,987.50 600 SOLE 19 600
FMC CORPORATION COMMON 302491303 13,662.50 200 SOLE 38 200
FMC CORPORATION COMMON 302491303 6,831.25 100 SOLE 51 100
FORD MOTOR COMPANY COMMON 345370100 265,256.25 4,700 SOLE 19 4,700
FORD MOTOR COMPANY COMMON 345370100 95,943.75 1,700 SOLE 38 1,700
FORD MOTOR COMPANY COMMON 345370100 67,725.00 1,200 SOLE 51 1,200
FORT JAMES CORPORATION COMMON 347471104 53,025.00 1,400 SOLE 19 1,400
FORT JAMES CORPORATION COMMON 347471104 1,405,162.50 37,100 SOLE 20 37,100
FORTUNE BRANDS INC. COMMON 349631101 331,000.00 8,000 SOLE 3 8,000
FORTUNE BRANDS INC. COMMON 349631101 4,137,500.00 100,000 SOLE 11 100,000
FORTUNE BRANDS INC. COMMON 349631101 37,237.50 900 SOLE 19 900
FORTUNE BRANDS INC. COMMON 349631101 1,195,737.50 28,900 SOLE 20 28,900
FOSSIL INC COMMON 349882100 106,425.00 2,200 SOLE 36 2,200
FOSSIL INC COMMON 349882100 58,050.00 1,200 SOLE 50 1,200
FOSTER WHEELER CORP COMMON 350244109 226,000.00 16,000 SOLE 3 16,000
FOSTER WHEELER CORP COMMON 350244109 2,825,000.00 200,000 SOLE 11 200,000
FPL GROUP, INC COMMON 302571104 49,162.50 900 SOLE 19 900
FPL GROUP, INC COMMON 302571104 16,387.50 300 SOLE 38 300
FPL GROUP, INC COMMON 302571104 10,925.00 200 SOLE 51 200
FRANCE TELECOM SA ADR COMMON 35177Q105 107,800.00 1,400 SOLE 19 1,400
FRANCHISE FINANCE CORP COMMON 351807102 124,600.00 5,600 SOLE 1 5,600
FRANKLIN RESOURCES INC COMMON 354613101 48,750.00 1,200 SOLE 19 1,200
FREDDIE MAC COMMON 313400301 15,660,000.00 270,000 SOLE 2 270,000
FREDDIE MAC COMMON 313400301 17,400,000.00 300,000 SOLE 10 300,000
FREDDIE MAC COMMON 313400301 1,670,400.00 28,800 SOLE 16 28,800
FREDDIE MAC COMMON 313400301 150,800.00 2,600 SOLE 19 2,600
FREDDIE MAC COMMON 313400301 127,600.00 2,200 SOLE 34 2,200
FREDDIE MAC COMMON 313400301 46,400.00 800 SOLE 38 800
FREDDIE MAC COMMON 313400301 34,800.00 600 SOLE 51 600
FREDDIE MAC COMMON 313400301 81,200.00 1,400 SOLE 500 1,400
FREDDIE MAC COMMON 313400301 34,800.00 600 SOLE 510 600
FREDDIE MAC COMMON 313400301 179,800.00 3,100 SOLE 520 3,100
FREDDIE MAC COMMON 313400301 197,200.00 3,400 SOLE 530 3,400
FREDDIE MAC COMMON 313400301 34,800.00 600 SOLE 540 600
FREDDIE MAC COMMON 313400301 174,000.00 3,000 SOLE 560 3,000
FREDDIE MAC COMMON 313400301 34,800.00 600 SOLE 570 600
FREEPORT-MCMORAN COMMON 35671D105 120,600.00 7,200 SOLE 18 7,200
FRONTIER CORP COMMON 35906P105 14,160,000.00 240,000 SOLE 2 240,000
FRONTIER CORP COMMON 35906P105 23,600.00 400 SOLE 38 400
FRONTIER CORP COMMON 35906P105 11,800.00 200 SOLE 51 200
FRUIT OF THE LOOM - CL. A COMMON G3682L105 5,850.00 600 SOLE 38 600
FRUIT OF THE LOOM - CL. A COMMON G3682L105 3,900.00 400 SOLE 51 400
FTI CONSULTING INC COMMON 302941109 280,875.00 53,500 SOLE 1 53,500
FTI CONSULTING INC COMMON 302941109 752,325.00 143,300 SOLE 15 143,300
GABLES RESIDENTIAL TRUST COMMON 362418105 63,931.00 2,650 SOLE 1 2,650
GALILEO TECHNOLOGY LTD COMMON M47298100 203,906.25 4,500 SOLE 36 4,500
GALILEO TECHNOLOGY LTD COMMON M47298100 113,281.25 2,500 SOLE 50 2,500
GALLAHER GROUP PLC -ADR COMMON 363595109 12,218.75 500 SOLE 19 500
GANNETT INC COMMON 364730101 12,490,625.00 175,000 SOLE 2 175,000
GANNETT INC COMMON 364730101 428,250.00 6,000 SOLE 3 6,000
GANNETT INC COMMON 364730101 14,275,000.00 200,000 SOLE 10 200,000
GANNETT INC COMMON 364730101 5,710,000.00 80,000 SOLE 11 80,000
GANNETT INC COMMON 364730101 92,787.50 1,300 SOLE 19 1,300
GANNETT INC COMMON 364730101 149,887.50 2,100 SOLE 32 2,100
GANNETT INC COMMON 364730101 21,412.50 300 SOLE 38 300
GANNETT INC COMMON 364730101 14,275.00 200 SOLE 51 200
GANNETT INC COMMON 364730101 35,687.50 500 SOLE 510 500
GANNETT INC COMMON 364730101 171,300.00 2,400 SOLE 520 2,400
GANNETT INC COMMON 364730101 206,987.50 2,900 SOLE 530 2,900
GANNETT INC COMMON 364730101 14,275.00 200 SOLE 540 200
GAP INC COMMON 364760108 483,600.00 9,600 SOLE 18 9,600
GAP INC COMMON 364760108 186,992.00 3,712 SOLE 19 3,712
GAP INC COMMON 364760108 52,893.75 1,050 SOLE 38 1,050
GAP INC COMMON 364760108 37,781.25 750 SOLE 51 750
GATEWAY, INC. COMMON 367626108 17,700.00 300 SOLE 38 300
GATEWAY, INC. COMMON 367626108 11,800.00 200 SOLE 51 200
GATX CORP COMMON 361448103 768,862.50 20,200 SOLE 20 20,200
GENERAL ELECTRIC CO COMMON 369604103 22,600,000.00 200,000 SOLE 2 200,000
GENERAL ELECTRIC CO COMMON 369604103 22,600,000.00 200,000 SOLE 10 200,000
GENERAL ELECTRIC CO COMMON 369604103 248,600.00 2,200 SOLE 18 2,200
GENERAL ELECTRIC CO COMMON 369604103 1,423,800.00 12,600 SOLE 19 12,600
GENERAL ELECTRIC CO COMMON 369604103 1,683,700.00 14,900 SOLE 20 14,900
GENERAL ELECTRIC CO COMMON 369604103 203,400.00 1,800 SOLE 32 1,800
GENERAL ELECTRIC CO COMMON 369604103 474,600.00 4,200 SOLE 38 4,200
GENERAL ELECTRIC CO COMMON 369604103 327,700.00 2,900 SOLE 51 2,900
GENERAL ELECTRIC CO COMMON 369604103 259,900.00 2,300 SOLE 53 2,300
GENERAL ELECTRIC CO COMMON 369604103 926,600.00 8,200 SOLE 70 8,200
GENERAL ELECTRIC CO COMMON 369604103 113,000.00 1,000 SOLE 510 1,000
GENERAL ELECTRIC CO COMMON 369604103 372,900.00 3,300 SOLE 520 3,300
GENERAL ELECTRIC CO COMMON 369604103 339,000.00 3,000 SOLE 530 3,000
GENERAL ELECTRIC CO COMMON 369604103 90,400.00 800 SOLE 540 800
GENERAL ELECTRIC CO COMMON 369604103 440,700.00 3,900 SOLE 560 3,900
GENERAL ELECTRIC CO COMMON 369604103 90,400.00 800 SOLE 570 800
GENERAL GROWTH PROPERTIES COMMON 370021107 124,250.00 3,500 SOLE 1 3,500
GENERAL INSTRUMENT CORP COMMON 370120107 17,000.00 400 SOLE 38 400
GENERAL INSTRUMENT CORP COMMON 370120107 12,750.00 300 SOLE 51 300
GENERAL MILLS COMMON 370334104 651,037.50 8,100 SOLE 3 8,100
GENERAL MILLS COMMON 370334104 8,600,125.00 107,000 SOLE 11 107,000
GENERAL MILLS COMMON 370334104 1,004,687.50 12,500 SOLE 16 12,500
GENERAL MILLS COMMON 370334104 80,375.00 1,000 SOLE 19 1,000
GENERAL MILLS COMMON 370334104 3,223,037.50 40,100 SOLE 20 40,100
GENERAL MILLS COMMON 370334104 120,562.50 1,500 SOLE 34 1,500
GENERAL MILLS COMMON 370334104 8,037.50 100 SOLE 38 100
GENERAL MILLS COMMON 370334104 8,037.50 100 SOLE 51 100
GENERAL MOTORS CORPORATIO COMMON 370442105 92,400.00 1,400 SOLE 18 1,400
GENERAL MOTORS CORPORATIO COMMON 370442105 191,400.00 2,900 SOLE 19 2,900
GENERAL MOTORS CORPORATIO COMMON 370442105 838,200.00 12,700 SOLE 20 12,700
GENERAL MOTORS CORPORATIO COMMON 370442105 72,600.00 1,100 SOLE 38 1,100
GENERAL MOTORS CORPORATIO COMMON 370442105 52,800.00 800 SOLE 51 800
GENESIS MICROCHIP INC COMMON 371933102 118,125.00 5,000 SOLE 36 5,000
GENESIS MICROCHIP INC COMMON 371933102 35,437.50 1,500 SOLE 50 1,500
GENSET SPONSORED ADR COMMON 37244T104 390,625.00 25,000 SOLE 6 25,000
GENSET SPONSORED ADR COMMON 37244T104 3,125,000.00 200,000 SOLE 13 200,000
GENUINE PARTS COMPANY COMMON 372460105 700,000.00 20,000 SOLE 3 20,000
GENUINE PARTS COMPANY COMMON 372460105 8,750,000.00 250,000 SOLE 11 250,000
GENUINE PARTS COMPANY COMMON 372460105 40,250.00 1,150 SOLE 19 1,150
GENUINE PARTS COMPANY COMMON 372460105 1,687,000.00 48,200 SOLE 20 48,200
GENZYME CORPORATION COMMON 372917104 305,550.00 6,300 SOLE 6 6,300
GENZYME CORPORATION COMMON 372917104 2,623,850.00 54,100 SOLE 13 54,100
GENZYME-MOLECULAR ONC COMMON 372917500 99,825.00 36,300 SOLE 18 36,300
GEORGIA-PACIFIC (GP GRP) COMMON 373298108 37,900.00 800 SOLE 19 800
GEORGIA-PACIFIC (TIMBER) COMMON 373298702 30,300.00 1,200 SOLE 19 1,200
GILEAD SCIENCES, INC. COMMON 375558103 407,550.00 7,800 SOLE 6 7,800
GILEAD SCIENCES, INC. COMMON 375558103 3,714,975.00 71,100 SOLE 13 71,100
GILLETTE COMPANY COMMON 375766102 1,353,000.00 33,000 SOLE 16 33,000
GILLETTE COMPANY COMMON 375766102 184,500.00 4,500 SOLE 19 4,500
GILLETTE COMPANY COMMON 375766102 143,500.00 3,500 SOLE 34 3,500
GILLETTE COMPANY COMMON 375766102 24,600.00 600 SOLE 38 600
GILLETTE COMPANY COMMON 375766102 16,400.00 400 SOLE 51 400
GLAXO WELLCOME PLC ADR COMMON 37733W105 237,825.00 4,200 SOLE 6 4,200
GLAXO WELLCOME PLC ADR COMMON 37733W105 2,185,725.00 38,600 SOLE 13 38,600
GLAXO WELLCOME PLC ADR COMMON 37733W105 118,912.50 2,100 SOLE 19 2,100
GLENBOROUGH REALTY TRUST COMMON 37803P105 57,750.00 3,300 SOLE 1 3,300
GLOBAL CROSSING, LTD. COMMON G3921A100 29,793.75 700 SOLE 39 700
GLOBAL CROSSING, LTD. COMMON G3921A100 25,537.50 600 SOLE 52 600
GLOBAL INDUSTRIES LTD COMMON 379336100 179,375.00 14,000 SOLE 36 14,000
GLOBAL INDUSTRIES LTD COMMON 379336100 96,093.75 7,500 SOLE 50 7,500
GLOBAL TELESYSTEMS GROUP COMMON 37936U104 64,800.00 800 SOLE 39 800
GLOBAL TELESYSTEMS GROUP COMMON 37936U104 56,700.00 700 SOLE 52 700
GOLDEN WEST FINANCIAL COMMON 381317106 49,000.00 500 SOLE 19 500
GOLDEN WEST FINANCIAL COMMON 381317106 9,800.00 100 SOLE 38 100
GOLDMAN SACHS GROUP INC COMMON 38141G104 43,350.00 600 SOLE 6 600
GOLDMAN SACHS GROUP INC COMMON 38141G104 346,800.00 4,800 SOLE 13 4,800
GOODYEAR TIRE & RUBBER CO COMMON 382550101 52,931.25 900 SOLE 19 900
GOODYEAR TIRE & RUBBER CO COMMON 382550101 23,525.00 400 SOLE 38 400
GOODYEAR TIRE & RUBBER CO COMMON 382550101 17,643.75 300 SOLE 51 300
GPU, INC. COMMON 36225X100 3,210,468.75 76,100 SOLE 11 76,100
GPU, INC. COMMON 36225X100 556,875.00 13,200 SOLE 18 13,200
GPU, INC. COMMON 36225X100 21,093.75 500 SOLE 38 500
GPU, INC. COMMON 36225X100 16,875.00 400 SOLE 51 400
GRAINGER W.W. INC. COMMON 384802104 538,125.00 10,000 SOLE 3 10,000
GRAINGER W.W. INC. COMMON 384802104 6,726,562.50 125,000 SOLE 11 125,000
GRAINGER W.W. INC. COMMON 384802104 699,562.50 13,000 SOLE 16 13,000
GRANITE CONSTRUCTION, INC COMMON 387328107 1,163,706.25 39,700 SOLE 16 39,700
GRANITE CONSTRUCTION, INC COMMON 387328107 111,387.50 3,800 SOLE 34 3,800
GREAT ATLANTIC & PAC TEA COMMON 390064103 13,525.00 400 SOLE 38 400
GREAT ATLANTIC & PAC TEA COMMON 390064103 10,143.75 300 SOLE 51 300
GREAT LAKES CHEMICAL COMMON 390568103 944,281.25 20,500 SOLE 1 20,500
GREAT LAKES CHEMICAL COMMON 390568103 2,731,506.25 59,300 SOLE 15 59,300
GREAT LAKES CHEMICAL COMMON 390568103 32,243.75 700 SOLE 19 700
GREAT LAKES CHEMICAL COMMON 390568103 1,644,431.25 35,700 SOLE 20 35,700
GRUPO TELEVISA S.A.GDR COMMON 40049J206 681,150.00 15,200 SOLE 6 15,200
GRUPO TELEVISA S.A.GDR COMMON 40049J206 5,736,000.00 128,000 SOLE 13 128,000
GRUPO TELEVISA S.A.GDR COMMON 40049J206 35,850.00 800 SOLE 39 800
GRUPO TELEVISA S.A.GDR COMMON 40049J206 31,368.75 700 SOLE 52 700
GTE CORP COMMON 362320103 12,866,875.00 170,000 SOLE 2 170,000
GTE CORP COMMON 362320103 1,816,500.00 24,000 SOLE 3 24,000
GTE CORP COMMON 362320103 15,137,500.00 200,000 SOLE 10 200,000
GTE CORP COMMON 362320103 22,706,250.00 300,000 SOLE 11 300,000
GTE CORP COMMON 362320103 302,750.00 4,000 SOLE 19 4,000
GTE CORP COMMON 362320103 3,595,156.25 47,500 SOLE 20 47,500
GTE CORP COMMON 362320103 90,825.00 1,200 SOLE 38 1,200
GTE CORP COMMON 362320103 68,118.75 900 SOLE 51 900
GTE CORP COMMON 362320103 37,843.75 500 SOLE 10 500
GTE CORP COMMON 362320103 113,531.25 1,500 SOLE 520 1,500
GTE CORP COMMON 362320103 310,318.75 4,100 SOLE 530 4,100
GTE CORP COMMON 362320103 15,137.50 200 SOLE 540 200
GTE CORP COMMON 362320103 136,237.50 1,800 SOLE 560 1,800
GTE CORP COMMON 362320103 37,843.75 500 SOLE 570 500
GUIDANT CORP COMMON 401698105 740,700.00 14,400 SOLE 16 14,400
GUIDANT CORP COMMON 401698105 113,162.50 2,200 SOLE 19 2,200
GUIDANT CORP COMMON 401698105 41,150.00 800 SOLE 32 800
GUIDANT CORP COMMON 401698105 82,300.00 1,600 SOLE 34 1,600
GUIDANT CORP COMMON 401698105 15,431.25 300 SOLE 38 300
GUIDANT CORP COMMON 401698105 10,287.50 200 SOLE 51 200
GULFSTREAM AEROSPACE CORP COMMON 402734107 27,025.00 400 SOLE 38 400
GULFSTREAM AEROSPACE CORP COMMON 402734107 20,268.75 300 SOLE 51 300
H & R BLOCK INC. COMMON 093671105 70,000.00 1,400 SOLE 19 1,400
H & R BLOCK INC. COMMON 093671105 1,305,000.00 26,100 SOLE 20 26,100
H & R BLOCK INC. COMMON 093671105 5,000.00 100 SOLE 38 100
H & R BLOCK INC. COMMON 093671105 5,000.00 100 SOLE 51 100
H.B. FULLER CO COMMON 359694106 1,223,912.50 17,900 SOLE 16 17,900
H.B. FULLER CO COMMON 359694106 116,237.50 1,700 SOLE 34 1,700
HALLIBURTON COMPANY COMMON 406216101 1,434,425.00 31,700 SOLE 3 31,700
HALLIBURTON COMPANY COMMON 406216101 19,072,875.00 421,500 SOLE 11 421,500
HALLIBURTON COMPANY COMMON 406216101 76,925.00 1,700 SOLE 19 1,700
HALLIBURTON COMPANY COMMON 406216101 18,100.00 400 SOLE 38 400
HALLIBURTON COMPANY COMMON 406216101 13,575.00 300 SOLE 51 300
HAMBRECHT & QUIST GROUP COMMON 406545103 193,050.00 5,200 SOLE 36 5,200
HAMBRECHT & QUIST GROUP COMMON 406545103 103,950.00 2,800 SOLE 50 2,800
HARBINGER CORP COMMON 41145C103 1,250,000.00 100,000 SOLE 1 100,000
HARBINGER CORP COMMON 41145C103 3,375,000.00 270,000 SOLE 15 270,000
HARCOURT GENERAL, INC. COMMON 41163G101 618,750.00 12,000 SOLE 3 12,000
HARCOURT GENERAL, INC. COMMON 41163G101 7,734,375.00 150,000 SOLE 11 150,000
HARMONIC LIGHTWAVES INC COMMON 413160102 269,956.25 4,700 SOLE 36 4,700
HARMONIC LIGHTWAVES INC COMMON 413160102 143,593.75 2,500 SOLE 50 2,500
HARRAH'S ENTERTAINMENT COMMON 413619107 6,600.00 300 SOLE 38 300
HARRAH'S ENTERTAINMENT COMMON 413619107 4,400.00 200 SOLE 51 200
HARTFORD FINL SVCS GRP COMMON 416515104 9,621,562.50 165,000 SOLE 2 165,000
HARTFORD FINL SVCS GRP COMMON 416515104 11,662,500.00 200,000 SOLE 10 200,000
HARTFORD FINL SVCS GRP COMMON 416515104 489,825.00 8,400 SOLE 18 8,400
HARTFORD FINL SVCS GRP COMMON 416515104 64,143.75 1,100 SOLE 19 1,100
HARTFORD FINL SVCS GRP COMMON 416515104 11,662.50 200 SOLE 38 200
HARTFORD FINL SVCS GRP COMMON 416515104 5,831.25 100 SOLE 51 100
HARTFORD FINL SVCS GRP COMMON 416515104 34,987.50 600 SOLE 510 600
HARTFORD FINL SVCS GRP COMMON 416515104 198,262.50 3,400 SOLE 520 3,400
HARTFORD FINL SVCS GRP COMMON 416515104 221,587.50 3,800 SOLE 530 3,800
HARTFORD FINL SVCS GRP COMMON 416515104 23,325.00 400 SOLE 540 400
HARTFORD FINL SVCS GRP COMMON 416515104 128,287.50 2,200 SOLE 560 2,200
HARTFORD FINL SVCS GRP COMMON 416515104 23,325.00 400 SOLE 570 400
HASBRO INC COMMON 418056107 1,592,437.50 57,000 SOLE 1 57,000
HASBRO INC COMMON 418056107 407,887.50 14,600 SOLE 6 14,600
HASBRO INC COMMON 418056107 12,571,875.00 450,000 SOLE 10 450,000
HASBRO INC COMMON 418056107 3,521,521.88 126,050 SOLE 13 126,050
HASBRO INC COMMON 418056107 4,358,250.00 156,000 SOLE 15 156,000
HASBRO INC COMMON 418056107 419,062.50 15,000 SOLE 29 15,000
HASBRO INC COMMON 418056107 544,781.25 19,500 SOLE 35 19,500
HASBRO INC COMMON 418056107 2,793.75 100 SOLE 38 100
HCR MANOR CARE COMMON 404134108 532,125.00 22,000 SOLE 29 22,000
HCR MANOR CARE COMMON 404134108 580,500.00 24,000 SOLE 35 24,000
HEALTH MANAGEMENT ASS. COMMON 421933102 553,500.00 49,200 SOLE 16 49,200
HEALTH MANAGEMENT ASS. COMMON 421933102 110,250.00 9,800 SOLE 34 9,800
HEALTHSOUTH CORP COMMON 421924101 313,687.50 21,000 SOLE 3 21,000
HEALTHSOUTH CORP COMMON 421924101 4,481,250.00 300,000 SOLE 11 300,000
HEALTHSOUTH CORP COMMON 421924101 47,800.00 3,200 SOLE 19 3,200
HEALTHSOUTH CORP COMMON 421924101 2,987.50 200 SOLE 38 200
HEALTHSOUTH CORP COMMON 421924101 2,987.50 200 SOLE 51 200
HEINZ (H J) COMPANY COMMON 423074103 70,175.00 1,400 SOLE 19 1,400
HEINZ (H J) COMPANY COMMON 423074103 1,651,618.75 32,950 SOLE 20 32,950
HEINZ (H J) COMPANY COMMON 423074103 15,037.50 300 SOLE 38 300
HEINZ (H J) COMPANY COMMON 423074103 10,025.00 200 SOLE 51 200
HELMERICH & PAYNE INC COMMON 423452101 9,525.00 400 SOLE 19 400
HELMERICH & PAYNE INC COMMON 423452101 133,350.00 5,600 SOLE 36 5,600
HELMERICH & PAYNE INC COMMON 423452101 69,056.25 2,900 SOLE 50 2,900
HERCULES INC COMMON 427056106 2,162,187.50 55,000 SOLE 20 55,000
HERSHEY FOODS CORP COMMON 427866108 41,562.50 700 SOLE 19 700
HERSHEY FOODS CORP COMMON 427866108 1,371,562.50 23,100 SOLE 20 23,100
HEWLETT-PACKARD CO COMMON 428236103 2,301,450.00 22,900 SOLE 16 22,900
HEWLETT-PACKARD CO COMMON 428236103 402,000.00 4,000 SOLE 19 4,000
HEWLETT-PACKARD CO COMMON 428236103 2,542,650.00 25,300 SOLE 20 25,300
HEWLETT-PACKARD CO COMMON 428236103 221,100.00 2,200 SOLE 34 2,200
HEWLETT-PACKARD CO COMMON 428236103 120,600.00 1,200 SOLE 38 1,200
HEWLETT-PACKARD CO COMMON 428236103 90,450.00 900 SOLE 51 900
HIGHWOODS PROPERTIES INC COMMON 431284108 823,125.00 30,000 SOLE 3 30,000
HIGHWOODS PROPERTIES INC COMMON 431284108 6,036,250.00 220,000 SOLE 11 220,000
HIGHWOODS PROPERTIES INC COMMON 431284108 164,628.00 6,000 SOLE 1 6,000
HILTON HOTELS CORPORATION COMMON 432848109 113,500.00 8,000 SOLE 3 8,000
HILTON HOTELS CORPORATION COMMON 432848109 1,418,750.00 100,000 SOLE 11 100,000
HILTON HOTELS CORPORATION COMMON 432848109 590,200.00 41,600 SOLE 20 41,600
HITACHI LTD -ADR COMMON 433578507 75,550.00 800 SOLE 19 800
HNC SOFTWARE, INC. COMMON 40425P107 982,918.75 31,900 SOLE 1 31,900
HNC SOFTWARE, INC. COMMON 40425P107 2,745,393.75 89,100 SOLE 15 89,100
HOME DEPOT INC COMMON 437076102 180,425.00 2,800 SOLE 18 2,800
HOME DEPOT INC COMMON 437076102 367,293.75 5,700 SOLE 19 5,700
HOME DEPOT INC COMMON 437076102 154,650.00 2,400 SOLE 38 2,400
HOME DEPOT INC COMMON 437076102 109,543.75 1,700 SOLE 51 1,700
HOME DEPOT INC COMMON 437076102 270,637.50 4,200 SOLE 53 4,200
HOME DEPOT INC COMMON 437076102 947,231.25 14,700 SOLE 70 14,700
HOME DEPOT INC COMMON 437076102 347,962.50 5,400 SOLE 530 5,400
HOME DEPOT INC COMMON 437076102 141,762.50 2,200 SOLE 560 2,200
HOME DEPOT INC COMMON 437076102 38,662.50 600 SOLE 570 600
HOMESTAKE MINING COMMON 437614100 114,625.00 14,000 SOLE 29 14,000
HOMESTAKE MINING COMMON 437614100 818.75 100 SOLE 38 100
HONDA MOTOR CO LTD-ADR COMMON 438128308 138,800.00 1,600 SOLE 19 1,600
HONEYWELL INC. COMMON 438506107 104,287.50 900 SOLE 19 900
HONEYWELL INC. COMMON 438506107 1,680,187.50 14,500 SOLE 20 14,500
HONEYWELL INC. COMMON 438506107 11,587.50 100 SOLE 38 100
HONEYWELL INC. COMMON 438506107 11,587.50 100 SOLE 51 100
HONEYWELL INC. COMMON 438506107 92,700.00 800 SOLE 500 800
HONG KONG TELECOMM -ADR COMMON 438579203 21,550.00 800 SOLE 19 800
HOOPER HOLMES INC COMMON 439104100 71,312.50 3,500 SOLE 36 3,500
HOOPER HOLMES INC COMMON 439104100 42,787.50 2,100 SOLE 50 2,100
HORACE MANN EDUCATORS COMMON 440327104 3,099,375.00 114,000 SOLE 15 114,000
HORACE MANN EDUCATORS COMMON 440327104 391,500.00 14,400 SOLE 29 14,400
HORACE MANN EDUCATORS COMMON 440327104 353,437.50 13,000 SOLE 35 13,000
HORMEL FOODS CORP COMMON 440452100 346,150.00 8,600 SOLE 29 8,600
HORMEL FOODS CORP COMMON 440452100 644,000.00 16,000 SOLE 35 16,000
HOSPITALITY PROPERTIES TRUST COMMON 44106M102 8,137,500.00 300,000 SOLE 11 300,000
HOSPITALITY PROPERTIES TRUST COMMON 44106M102 113,925.00 4,200 SOLE 1 4,200
HOUSEHOLD INTERNTL INC COMMON 441815107 7,580,000.00 160,000 SOLE 10 160,000
HOUSEHOLD INTERNTL INC COMMON 441815107 1,383,350.00 29,200 SOLE 16 29,200
HOUSEHOLD INTERNTL INC COMMON 441815107 99,487.50 2,100 SOLE 19 2,100
HOUSEHOLD INTERNTL INC COMMON 441815107 151,600.00 3,200 SOLE 32 3,200
HOUSEHOLD INTERNTL INC COMMON 441815107 151,600.00 3,200 SOLE 34 3,200
HOUSEHOLD INTERNTL INC COMMON 441815107 23,687.50 500 SOLE 38 500
HOUSEHOLD INTERNTL INC COMMON 441815107 14,212.50 300 SOLE 51 300
HOUSEHOLD INTERNTL INC COMMON 441815107 42,637.50 900 SOLE 510 900
HOUSEHOLD INTERNTL INC COMMON 441815107 241,612.50 5,100 SOLE 530 5,100
HOUSEHOLD INTERNTL INC COMMON 441815107 165,812.50 3,500 SOLE 560 3,500
HOUSEHOLD INTERNTL INC COMMON 441815107 33,162.50 700 SOLE 570 700
HRPT PROPERTIES TRUST COMMON 40426W101 4,593,750.00 300,000 SOLE 11 300,000
HUBBELL INC, CLASS B COMMON 443510201 680,625.00 15,000 SOLE 3 15,000
HUBBELL INC, CLASS B COMMON 443510201 9,075,000.00 200,000 SOLE 11 200,000
HUBBELL INC, CLASS B COMMON 443510201 1,057,237.50 23,300 SOLE 16 23,300
HUBBELL INC, CLASS B COMMON 443510201 1,238,737.50 27,300 SOLE 20 27,300
HUBBELL INC, CLASS B COMMON 443510201 99,825.00 2,200 SOLE 34 2,200
HUMANA, INC. COMMON 444859102 7,626,656.25 589,500 SOLE 11 589,500
HUMANA, INC. COMMON 444859102 2,587.50 200 SOLE 38 200
HUMANA, INC. COMMON 444859102 2,587.50 200 SOLE 51 200
HUNTINGTON BANCSHARES COMMON 446150104 68,950.00 1,970 SOLE 19 1,970
HUNTINGTON BANCSHARES COMMON 446150104 7,000.00 200 SOLE 38 200
HUNTINGTON BANCSHARES COMMON 446150104 3,500.00 100 SOLE 51 100
IBM COMMON 459200101 15,510,000.00 120,000 SOLE 2 120,000
IBM COMMON 459200101 749,650.00 5,800 SOLE 6 5,800
IBM COMMON 459200101 15,510,000.00 120,000 SOLE 10 120,000
IBM COMMON 459200101 6,617,600.00 51,200 SOLE 13 51,200
IBM COMMON 459200101 5,738,700.00 44,400 SOLE 16 44,400
IBM COMMON 459200101 853,050.00 6,600 SOLE 18 6,600
IBM COMMON 459200101 956,450.00 7,400 SOLE 19 7,400
IBM COMMON 459200101 155,100.00 1,200 SOLE 32 1,200
IBM COMMON 459200101 439,450.00 3,400 SOLE 34 3,400
IBM COMMON 459200101 323,125.00 2,500 SOLE 38 2,500
IBM COMMON 459200101 232,650.00 1,800 SOLE 51 1,800
IBM COMMON 459200101 77,550.00 600 SOLE 510 600
IBM COMMON 459200101 258,500.00 2,000 SOLE 520 2,000
IBM COMMON 459200101 517,000.00 4,000 SOLE 530 4,000
IBM COMMON 459200101 51,700.00 400 SOLE 540 400
IBM COMMON 459200101 284,350.00 2,200 SOLE 560 2,200
IBM COMMON 459200101 64,625.00 500 SOLE 570 500
IDEC PHARMACEUTICALS CORP COMMON 449370105 308,250.00 4,000 SOLE 36 4,000
IDEC PHARMACEUTICALS CORP COMMON 449370105 161,831.25 2,100 SOLE 50 2,100
IGEN INTERNATIONAL INC. COMMON 449536101 72,812.50 2,500 SOLE 36 2,500
IGEN INTERNATIONAL INC. COMMON 449536101 37,862.50 1,300 SOLE 50 1,300
IKON OFFICE SOLUTIONS, IN COMMON 451713101 16,500.00 1,100 SOLE 19 1,100
ILLINOIS TOOL WORKS COMMON 452308109 1,426,800.00 17,400 SOLE 16 17,400
ILLINOIS TOOL WORKS COMMON 452308109 98,400.00 1,200 SOLE 19 1,200
ILLINOIS TOOL WORKS COMMON 452308109 188,600.00 2,300 SOLE 34 2,300
ILLINOIS TOOL WORKS COMMON 452308109 16,400.00 200 SOLE 38 200
ILLINOIS TOOL WORKS COMMON 452308109 16,400.00 200 SOLE 51 200
IMPERIAL CHEM INDUST ADR COMMON 452704505 55,650.00 1,400 SOLE 19 1,400
IMPERIAL CHEM INDUST ADR COMMON 452704505 818,850.00 20,600 SOLE 20 20,600
IMS HEALTH, INCORPORATED COMMON 449934108 50,000.00 1,600 SOLE 19 1,600
IMS HEALTH, INCORPORATED COMMON 449934108 9,375.00 300 SOLE 38 300
IMS HEALTH, INCORPORATED COMMON 449934108 6,250.00 200 SOLE 51 200
INCO, LTD. COMMON 453258402 999,000.00 55,500 SOLE 20 55,500
INFINITY BROADCASTING COMMON 45662S102 59,500.00 2,000 SOLE 28 2,000
INFINITY BROADCASTING COMMON 45662S102 44,625.00 1,500 SOLE 33 1,500
INFOSPACE.COM INC COMMON 45678T102 37,600.00 800 SOLE 36 800
INGERSOLL-RAND COMMON 456866102 71,087.50 1,100 SOLE 19 1,100
INGERSOLL-RAND COMMON 456866102 6,462.50 100 SOLE 38 100
INGERSOLL-RAND COMMON 456866102 6,462.50 100 SOLE 51 100
INTEL CORPORATION COMMON 458140100 9,520,000.00 160,000 SOLE 2 160,000
INTEL CORPORATION COMMON 458140100 11,900,000.00 200,000 SOLE 10 200,000
INTEL CORPORATION COMMON 458140100 6,580,700.00 110,600 SOLE 16 110,600
INTEL CORPORATION COMMON 458140100 505,750.00 8,500 SOLE 18 8,500
INTEL CORPORATION COMMON 458140100 654,500.00 11,000 SOLE 19 11,000
INTEL CORPORATION COMMON 458140100 154,700.00 2,600 SOLE 32 2,600
INTEL CORPORATION COMMON 458140100 630,700.00 10,600 SOLE 34 10,600
INTEL CORPORATION COMMON 458140100 232,050.00 3,900 SOLE 38 3,900
INTEL CORPORATION COMMON 458140100 154,700.00 2,600 SOLE 51 2,600
INTEL CORPORATION COMMON 458140100 35,700.00 600 SOLE 510 600
INTEL CORPORATION COMMON 458140100 166,600.00 2,800 SOLE 520 2,800
INTEL CORPORATION COMMON 458140100 190,400.00 3,200 SOLE 530 3,200
INTEL CORPORATION COMMON 458140100 23,800.00 400 SOLE 540 400
INTEL CORPORATION COMMON 458140100 142,800.00 2,400 SOLE 560 2,400
INTEL CORPORATION COMMON 458140100 23,800.00 400 SOLE 570 400
INTERNATIONAL GAME TECH COMMON 459902102 327,450.00 17,700 SOLE 6 17,700
INTERNATIONAL GAME TECH COMMON 459902102 2,767,600.00 149,600 SOLE 13 149,600
INTERNATIONAL HOME FOODS COMMON 459655106 110,625.00 6,000 SOLE 29 6,000
INTERPUBLIC GRP OF CO COMMON 460690100 51,975.00 600 SOLE 19 600
INTERPUBLIC GRP OF CO COMMON 460690100 17,325.00 200 SOLE 38 200
INTERPUBLIC GRP OF CO COMMON 460690100 8,662.50 100 SOLE 51 100
INTL FLAVORS & FRAGRANCE COMMON 459506101 616,812.50 13,900 SOLE 6 13,900
INTL FLAVORS & FRAGRANCE COMMON 459506101 5,222,937.50 117,700 SOLE 13 117,700
INTL FLAVORS & FRAGRANCE COMMON 459506101 57,687.50 1,300 SOLE 19 1,300
INTL FLAVORS & FRAGRANCE COMMON 459506101 2,445,062.50 55,100 SOLE 20 55,100
INTL FLAVORS & FRAGRANCE COMMON 459506101 26,625.00 600 SOLE 38 600
INTL FLAVORS & FRAGRANCE COMMON 459506101 22,187.50 500 SOLE 51 500
INTL INTEGRATION INC COMMON 459698106 90,000.00 4,000 SOLE 36 4,000
INTL INTEGRATION INC COMMON 459698106 45,000.00 2,000 SOLE 50 2,000
INTL NETWORK SERVICES COMMON 460053101 129,200.00 3,200 SOLE 36 3,200
INTL NETWORK SERVICES COMMON 460053101 52,487.50 1,300 SOLE 50 1,300
INTL PAPER COMPANY COMMON 460146103 404,000.00 8,000 SOLE 3 8,000
INTL PAPER COMPANY COMMON 460146103 5,050,000.00 100,000 SOLE 11 100,000
INTL PAPER COMPANY COMMON 460146103 95,950.00 1,900 SOLE 19 1,900
INTL PAPER COMPANY COMMON 460146103 3,510,760.00 69,520 SOLE 20 69,520
INTL PAPER COMPANY COMMON 460146103 15,150.00 300 SOLE 38 300
INTL PAPER COMPANY COMMON 460146103 10,100.00 200 SOLE 51 200
INTL TELECOMM DATA SYST COMMON 46047F104 216,000.00 13,500 SOLE 36 13,500
INTL TELECOMM DATA SYST COMMON 46047F104 115,200.00 7,200 SOLE 50 7,200
IRSA INVERSIONES Y REP COMMON 450047204 146,471.00 4,744 SOLE 6 4,744
IRSA INVERSIONES Y REP COMMON 450047204 580,450.00 18,800 SOLE 13 18,800
ISS GROUP INC COMMON 450306105 188,750.00 5,000 SOLE 36 5,000
ISS GROUP INC COMMON 450306105 101,925.00 2,700 SOLE 50 2,700
ITT INDUSTRIES, INC. COMMON 450911102 3,812.50 100 SOLE 38 100
ITT INDUSTRIES, INC. COMMON 450911102 3,812.50 100 SOLE 51 100
J C PENNEY COMMON 708160106 14,568,750.00 300,000 SOLE 11 300,000
J C PENNEY COMMON 708160106 72,843.75 1,500 SOLE 19 1,500
J C PENNEY COMMON 708160106 1,442,306.25 29,700 SOLE 20 29,700
J C PENNEY COMMON 708160106 38,850.00 800 SOLE 38 800
J C PENNEY COMMON 708160106 24,281.25 500 SOLE 51 500
J P MORGAN & COMPANY INC. COMMON 616880100 702,500.00 5,000 SOLE 3 5,000
J P MORGAN & COMPANY INC. COMMON 616880100 9,132,500.00 65,000 SOLE 11 65,000
J P MORGAN & COMPANY INC. COMMON 616880100 112,400.00 800 SOLE 19 800
J P MORGAN & COMPANY INC. COMMON 616880100 2,571,150.00 18,300 SOLE 20 18,300
J P MORGAN & COMPANY INC. COMMON 616880100 56,200.00 400 SOLE 38 400
J P MORGAN & COMPANY INC. COMMON 616880100 42,150.00 300 SOLE 51 300
JDA SOFTWARE GROUP, INC. COMMON 46612K108 521,500.00 56,000 SOLE 29 56,000
JDA SOFTWARE GROUP, INC. COMMON 46612K108 651,875.00 70,000 SOLE 35 70,000
JDN REALTY CORP COMMON 465917102 74,956.00 3,350 SOLE 1 3,350
JEFFERSON-PILOT CORP COMMON 475070108 6,618.75 100 SOLE 38 100
JOHNSON & JOHNSON COMMON 478160104 11,760,000.00 120,000 SOLE 2 120,000
JOHNSON & JOHNSON COMMON 478160104 13,720,000.00 140,000 SOLE 10 140,000
JOHNSON & JOHNSON COMMON 478160104 4,560,136.00 46,532 SOLE 16 46,532
JOHNSON & JOHNSON COMMON 478160104 254,800.00 2,600 SOLE 18 2,600
JOHNSON & JOHNSON COMMON 478160104 509,600.00 5,200 SOLE 19 5,200
JOHNSON & JOHNSON COMMON 478160104 441,000.00 4,500 SOLE 34 4,500
JOHNSON & JOHNSON COMMON 478160104 166,600.00 1,700 SOLE 38 1,700
JOHNSON & JOHNSON COMMON 478160104 117,600.00 1,200 SOLE 51 1,200
JOHNSON & JOHNSON COMMON 478160104 68,600.00 700 SOLE 500 700
JOHNSON & JOHNSON COMMON 478160104 205,800.00 2,100 SOLE 520 2,100
JOHNSON & JOHNSON COMMON 478160104 29,400.00 300 SOLE 540 300
KANSAS CITY POWER & LIGHT COMMON 485134100 765,000.00 30,000 SOLE 3 30,000
KANSAS CITY POWER & LIGHT COMMON 485134100 7,731,600.00 303,200 SOLE 11 303,200
KANSAS CITY SO INDUSTRY COMMON 485170104 31,906.25 500 SOLE 19 500
KELLOGG COMPANY COMMON 487836108 891,000.00 27,000 SOLE 16 27,000
KELLOGG COMPANY COMMON 487836108 69,300.00 2,100 SOLE 19 2,100
KELLOGG COMPANY COMMON 487836108 1,194,600.00 36,200 SOLE 20 36,200
KELLWOOD COMPANY COMMON 488044108 542,500.00 20,000 SOLE 29 20,000
KELLWOOD COMPANY COMMON 488044108 542,500.00 20,000 SOLE 35 20,000
KERR-MCGEE CORPORATION COMMON 492386107 401,500.00 8,000 SOLE 3 8,000
KERR-MCGEE CORPORATION COMMON 492386107 5,018,750.00 100,000 SOLE 11 100,000
KERR-MCGEE CORPORATION COMMON 492386107 15,056.25 300 SOLE 38 300
KERR-MCGEE CORPORATION COMMON 492386107 10,037.50 200 SOLE 51 200
KEYCORP COMMON 493267108 963,750.00 30,000 SOLE 3 30,000
KEYCORP COMMON 493267108 12,850,000.00 400,000 SOLE 11 400,000
KEYCORP COMMON 493267108 57,825.00 1,800 SOLE 19 1,800
KEYCORP COMMON 493267108 517,212.50 16,100 SOLE 20 16,100
KEYCORP COMMON 493267108 6,425.00 200 SOLE 38 200
KEYCORP COMMON 493267108 6,425.00 200 SOLE 51 200
KEYCORP COMMON 493267108 38,550.00 1,200 SOLE 500 1,200
KEYSTONE AUTOMOTIVE INDS COMMON 49338N109 434,375.00 25,000 SOLE 15 25,000
KEYSTONE AUTOMOTIVE INDS COMMON 49338N109 234,562.50 13,500 SOLE 29 13,500
KEYSTONE AUTOMOTIVE INDS COMMON 49338N109 182,437.50 10,500 SOLE 35 10,500
KILROY REALTY CORP COMMON 49427F108 68,250.00 2,800 SOLE 1 2,800
KIMBERLY CLARK COMMON 494368103 627,000.00 11,000 SOLE 3 11,000
KIMBERLY CLARK COMMON 494368103 8,550,000.00 150,000 SOLE 11 150,000
KIMBERLY CLARK COMMON 494368103 912,000.00 16,000 SOLE 16 16,000
KIMBERLY CLARK COMMON 494368103 433,200.00 7,600 SOLE 18 7,600
KIMBERLY CLARK COMMON 494368103 125,400.00 2,200 SOLE 19 2,200
KIMBERLY CLARK COMMON 494368103 2,889,900.00 50,700 SOLE 20 50,700
KIMBERLY CLARK COMMON 494368103 114,000.00 2,000 SOLE 34 2,000
KIMBERLY CLARK COMMON 494368103 34,200.00 600 SOLE 38 600
KIMBERLY CLARK COMMON 494368103 22,800.00 400 SOLE 51 400
KIMCO REALTY CORP COMMON 49446R109 29,343.75 750 SOLE 28 750
KIMCO REALTY CORP COMMON 49446R109 19,562.50 500 SOLE 33 500
KIMCO REALTY CORP COMMON 49446R109 232,538.00 5,850 SOLE 1 5,850
KING WORLD PRODUCTIONS COMMON 495667107 17,406.25 500 SOLE 38 500
KING WORLD PRODUCTIONS COMMON 495667107 13,925.00 400 SOLE 51 400
KLM ROYL DUTCH AIRLNS -NY COMMON 482516101 22,850.00 800 SOLE 19 800
KMART CORP COMMON 482584109 1,676,625.00 102,000 SOLE 16 102,000
KMART CORP COMMON 482584109 164,375.00 10,000 SOLE 34 10,000
KMART CORP COMMON 482584109 9,862.50 600 SOLE 38 600
KMART CORP COMMON 482584109 6,575.00 400 SOLE 51 400
KNIGHT-RIDDER, INC. COMMON 499040103 1,889,850.00 34,400 SOLE 20 34,400
KNIGHT-RIDDER, INC. COMMON 499040103 16,481.25 300 SOLE 38 300
KNIGHT-RIDDER, INC. COMMON 499040103 10,987.50 200 SOLE 51 200
KOHLS CORP COMMON 500255104 1,018,875.00 13,200 SOLE 16 13,200
KOHLS CORP COMMON 500255104 77,187.50 1,000 SOLE 19 1,000
KOHLS CORP COMMON 500255104 123,500.00 1,600 SOLE 34 1,600
KOHLS CORP COMMON 500255104 46,312.50 600 SOLE 38 600
KOHLS CORP COMMON 500255104 30,875.00 400 SOLE 51 400
KONINKLIJKE PHILIPS EL-NV COMMON 500472204 185,610.00 1,840 SOLE 19 1,840
KOREA ELECTRIC POWER-ADR COMMON 500631106 32,800.00 1,600 SOLE 39 1,600
KOREA ELECTRIC POWER-ADR COMMON 500631106 26,650.00 1,300 SOLE 52 1,300
KOREA TELECOM CORP. ADR COMMON 50063P103 24,000.00 600 SOLE 39 600
KOREA TELECOM CORP. ADR COMMON 50063P103 20,000.00 500 SOLE 52 500
KROGER COMPANY COMMON 501044101 12,292,500.00 440,000 SOLE 2 440,000
KROGER COMPANY COMMON 501044101 14,527,500.00 520,000 SOLE 10 520,000
KROGER COMPANY COMMON 501044101 1,368,937.50 49,000 SOLE 16 49,000
KROGER COMPANY COMMON 501044101 111,750.00 4,000 SOLE 19 4,000
KROGER COMPANY COMMON 501044101 156,450.00 5,600 SOLE 32 5,600
KROGER COMPANY COMMON 501044101 167,625.00 6,000 SOLE 34 6,000
KROGER COMPANY COMMON 501044101 39,112.50 1,400 SOLE 38 1,400
KROGER COMPANY COMMON 501044101 27,937.50 1,000 SOLE 51 1,000
KROGER COMPANY COMMON 501044101 44,700.00 1,600 SOLE 510 1,600
KROGER COMPANY COMMON 501044101 156,450.00 5,600 SOLE 520 5,600
KROGER COMPANY COMMON 501044101 189,975.00 6,800 SOLE 530 6,800
KROGER COMPANY COMMON 501044101 27,937.50 1,000 SOLE 540 1,000
KROGER COMPANY COMMON 501044101 145,275.00 5,200 SOLE 560 5,200
KROGER COMPANY COMMON 501044101 33,525.00 1,200 SOLE 570 1,200
LABOR READY, INC. COMMON 505401208 178,750.00 5,500 SOLE 36 5,500
LABOR READY, INC. COMMON 505401208 97,500.00 3,000 SOLE 50 3,000
LABOR READY, INC. COMMON 505401208 74,750.00 2,300 SOLE 500 2,300
LAIDLAW INC COMMON 50730K503 295,000.00 40,000 SOLE 3 40,000
LAIDLAW INC COMMON 50730K503 4,793,750.00 650,000 SOLE 11 650,000
LAIDLAW INC COMMON 50730K503 737.50 100 SOLE 38 100
LAIDLAW INC COMMON 50730K503 737.50 100 SOLE 51 100
LASER VISION CENTERS INC COMMON 51807H100 220,500.00 3,500 SOLE 36 3,500
LASER VISION CENTERS INC COMMON 51807H100 119,700.00 1,900 SOLE 50 1,900
LEGG MASON, INC. COMMON 524901105 1,432,200.00 37,200 SOLE 1 37,200
LEGG MASON, INC. COMMON 524901105 254,100.00 6,600 SOLE 29 6,600
LEGG MASON, INC. COMMON 524901105 308,000.00 8,000 SOLE 35 8,000
LEGGETT & PLATT INC COMMON 524660107 12,821,562.50 461,000 SOLE 2 461,000
LEGGETT & PLATT INC COMMON 524660107 14,462,500.00 520,000 SOLE 10 520,000
LEGGETT & PLATT INC COMMON 524660107 1,563,062.50 56,200 SOLE 16 56,200
LEGGETT & PLATT INC COMMON 524660107 189,125.00 6,800 SOLE 34 6,800
LEGGETT & PLATT INC COMMON 524660107 216,937.50 7,800 SOLE 520 7,800
LEGGETT & PLATT INC COMMON 524660107 27,812.50 1,000 SOLE 540 1,000
LEGGETT & PLATT INC COMMON 524660107 133,500.00 4,800 SOLE 560 4,800
LEGGETT & PLATT INC COMMON 524660107 25,031.25 900 SOLE 570 900
LERNOUT & HAUSPIE SPEECH COMMON B5628B104 2,586,937.50 73,000 SOLE 1 73,000
LERNOUT & HAUSPIE SPEECH COMMON B5628B104 396,900.00 11,200 SOLE 6 11,200
LERNOUT & HAUSPIE SPEECH COMMON B5628B104 3,543,750.00 100,000 SOLE 13 100,000
LERNOUT & HAUSPIE SPEECH COMMON B5628B104 7,087,500.00 200,000 SOLE 15 200,000
LEXMARK INTL GROUP COMMON 529771107 92,487.50 1,400 SOLE 32 1,400
LG&E ENERGY CORP COMMON 501917108 210,000.00 10,000 SOLE 3 10,000
LG&E ENERGY CORP COMMON 501917108 2,100,000.00 100,000 SOLE 11 100,000
LIBERTY PROPERTY TRUST COMMON 531172104 597,000.00 24,000 SOLE 3 24,000
LIBERTY PROPERTY TRUST COMMON 531172104 10,198,750.00 410,000 SOLE 11 410,000
LIBERTY PROPERTY TRUST COMMON 531172104 169,150.00 6,800 SOLE 1 6,800
LIFEPOINT HOSPITALS INC COMMON 53219L109 2,109.69 157 SOLE 19 157
LIFEPOINT HOSPITALS INC COMMON 53219L109 9,970.63 742 SOLE 35 742
LIGAND PHARMACEUTICALS COMMON 53220K207 2,002,500.00 180,000 SOLE 1 180,000
LIGAND PHARMACEUTICALS COMMON 53220K207 5,095,250.00 458,000 SOLE 15 458,000
LIGAND PHARMACEUTICALS COMMON 53220K207 244,750.00 22,000 SOLE 29 22,000
LIGAND PHARMACEUTICALS COMMON 53220K207 289,250.00 26,000 SOLE 35 26,000
LINCOLN NATIONAL CORP COMMON 534187109 14,124,375.00 270,000 SOLE 2 270,000
LINCOLN NATIONAL CORP COMMON 534187109 15,693,750.00 300,000 SOLE 10 300,000
LINCOLN NATIONAL CORP COMMON 534187109 52,312.50 1,000 SOLE 19 1,000
LINCOLN NATIONAL CORP COMMON 534187109 1,307,812.50 25,000 SOLE 20 25,000
LINCOLN NATIONAL CORP COMMON 534187109 10,462.50 200 SOLE 38 200
LINCOLN NATIONAL CORP COMMON 534187109 10,462.50 200 SOLE 51 200
LINCOLN NATIONAL CORP COMMON 534187109 219,712.50 4,200 SOLE 520 4,200
LINCOLN NATIONAL CORP COMMON 534187109 240,637.50 4,600 SOLE 530 4,600
LINCOLN NATIONAL CORP COMMON 534187109 31,387.50 600 SOLE 540 600
LINCOLN NATIONAL CORP COMMON 534187109 94,162.50 1,800 SOLE 560 1,800
LINCOLN NATIONAL CORP COMMON 534187109 31,387.50 600 SOLE 570 600
LINENS 'N THINGS INC. COMMON 535679104 175,000.00 4,000 SOLE 36 4,000
LINENS 'N THINGS INC. COMMON 535679104 91,875.00 2,100 SOLE 50 2,100
LIPOSOME COMPANY INC COMMON 536310105 210,375.00 11,000 SOLE 36 11,000
LIPOSOME COMPANY INC COMMON 536310105 114,750.00 6,000 SOLE 50 6,000
LOCKHEED MARTIN CORP COMMON 539830109 96,850.00 2,600 SOLE 19 2,600
LOCKHEED MARTIN CORP COMMON 539830109 1,311,200.00 35,200 SOLE 20 35,200
LOEWS CORP COMMON 540424108 633,000.00 8,000 SOLE 3 8,000
LOEWS CORP COMMON 540424108 9,154,762.50 115,700 SOLE 11 115,700
LOEWS CORP COMMON 540424108 63,300.00 800 SOLE 19 800
LOUIS DREYFUS NATURAL GAS COMMON 546011107 150,937.50 7,000 SOLE 36 7,000
LOUIS DREYFUS NATURAL GAS COMMON 546011107 86,250.00 4,000 SOLE 50 4,000
LOUISIANA-PACIFIC CORP COMMON 546347105 950,000.00 40,000 SOLE 3 40,000
LOUISIANA-PACIFIC CORP COMMON 546347105 11,875,000.00 500,000 SOLE 11 500,000
LOWE'S COMPANIES COMMON 548661107 7,085,937.50 125,000 SOLE 2 125,000
LOWE'S COMPANIES COMMON 548661107 7,085,937.50 125,000 SOLE 10 125,000
LOWE'S COMPANIES COMMON 548661107 1,938,712.50 34,200 SOLE 16 34,200
LOWE'S COMPANIES COMMON 548661107 85,031.25 1,500 SOLE 19 1,500
LOWE'S COMPANIES COMMON 548661107 136,050.00 2,400 SOLE 32 2,400
LOWE'S COMPANIES COMMON 548661107 187,068.75 3,300 SOLE 34 3,300
LOWE'S COMPANIES COMMON 548661107 34,012.50 600 SOLE 38 600
LOWE'S COMPANIES COMMON 548661107 22,675.00 400 SOLE 51 400
LOWE'S COMPANIES COMMON 548661107 141,718.75 2,500 SOLE 520 2,500
LOWE'S COMPANIES COMMON 548661107 22,675.00 400 SOLE 540 400
LSI LOGIC CORP COMMON 502161102 23,062.50 500 SOLE 38 500
LSI LOGIC CORP COMMON 502161102 13,837.50 300 SOLE 51 300
LUCENT TECHNOLOGIES COMMON 549463107 14,161,875.00 210,000 SOLE 2 210,000
LUCENT TECHNOLOGIES COMMON 549463107 14,161,875.00 210,000 SOLE 10 210,000
LUCENT TECHNOLOGIES COMMON 549463107 1,602,315.00 23,760 SOLE 16 23,760
LUCENT TECHNOLOGIES COMMON 549463107 808,845.38 11,994 SOLE 19 11,994
LUCENT TECHNOLOGIES COMMON 549463107 53,950.00 800 SOLE 32 800
LUCENT TECHNOLOGIES COMMON 549463107 155,780.63 2,310 SOLE 34 2,310
LUCENT TECHNOLOGIES COMMON 549463107 281,551.56 4,175 SOLE 38 4,175
LUCENT TECHNOLOGIES COMMON 549463107 203,324.06 3,015 SOLE 51 3,015
LUCENT TECHNOLOGIES COMMON 549463107 256,262.50 3,800 SOLE 53 3,800
LUCENT TECHNOLOGIES COMMON 549463107 944,125.00 14,000 SOLE 70 14,000
LUCENT TECHNOLOGIES COMMON 549463107 53,950.00 800 SOLE 510 800
LUCENT TECHNOLOGIES COMMON 549463107 242,775.00 3,600 SOLE 520 3,600
LUCENT TECHNOLOGIES COMMON 549463107 350,675.00 5,200 SOLE 530 5,200
LUCENT TECHNOLOGIES COMMON 549463107 26,975.00 400 SOLE 540 400
LUCENT TECHNOLOGIES COMMON 549463107 215,800.00 3,200 SOLE 560 3,200
LUCENT TECHNOLOGIES COMMON 549463107 53,950.00 800 SOLE 570 800
LVMH MOET HENNESSYLOU ADR COMMON 502441207 65,725.00 1,100 SOLE 19 1,100
MACERICH CO COMMON 554382101 91,875.00 3,500 SOLE 1 3,500
MACK-CALI REALTY CORP COMMON 554489104 176,347.00 5,700 SOLE 1 5,700
MANDALAY RESORT GROUP COMMON 562567107 623,187.50 29,500 SOLE 29 29,500
MANDALAY RESORT GROUP COMMON 562567107 464,750.00 22,000 SOLE 35 22,000
MANUFACTURED HOME COMM COMMON 564682102 70,200.00 2,700 SOLE 1 2,700
MARRIOTT INTERNAT'L CL.A COMMON 571903202 56,062.50 1,500 SOLE 19 1,500
MARRIOTT INTERNAT'L CL.A COMMON 571903202 7,475.00 200 SOLE 38 200
MARRIOTT INTERNAT'L CL.A COMMON 571903202 3,737.50 100 SOLE 51 100
MARSH & MCLENNAN COS. COMMON 571748102 634,200.00 8,400 SOLE 18 8,400
MARSH & MCLENNAN COS. COMMON 571748102 90,600.00 1,200 SOLE 19 1,200
MARSH & MCLENNAN COS. COMMON 571748102 22,650.00 300 SOLE 38 300
MARSH & MCLENNAN COS. COMMON 571748102 15,100.00 200 SOLE 51 200
MASCO CORPORATION COMMON 574599106 9,095,625.00 315,000 SOLE 2 315,000
MASCO CORPORATION COMMON 574599106 10,539,375.00 365,000 SOLE 10 365,000
MASCO CORPORATION COMMON 574599106 40,425.00 1,400 SOLE 19 1,400
MASCO CORPORATION COMMON 574599106 5,775.00 200 SOLE 38 200
MASCO CORPORATION COMMON 574599106 5,775.00 200 SOLE 51 200
MASCO CORPORATION COMMON 574599106 101,062.50 3,500 SOLE 520 3,500
MASCO CORPORATION COMMON 574599106 11,550.00 400 SOLE 540 400
MATERIAL SCIENCES CORP COMMON 576674105 1,584,575.00 105,200 SOLE 1 105,200
MATERIAL SCIENCES CORP COMMON 576674105 331,375.00 22,000 SOLE 29 22,000
MATERIAL SCIENCES CORP COMMON 576674105 451,875.00 30,000 SOLE 35 30,000
MATTEL INCORPORATED COMMON 577081102 290,812.50 11,000 SOLE 3 11,000
MATTEL INCORPORATED COMMON 577081102 3,965,625.00 150,000 SOLE 11 150,000
MATTEL INCORPORATED COMMON 577081102 1,017,843.75 38,500 SOLE 16 38,500
MATTEL INCORPORATED COMMON 577081102 37,012.50 1,400 SOLE 19 1,400
MATTEL INCORPORATED COMMON 577081102 660,937.50 25,000 SOLE 29 25,000
MATTEL INCORPORATED COMMON 577081102 97,818.75 3,700 SOLE 34 3,700
MATTEL INCORPORATED COMMON 577081102 660,937.50 25,000 SOLE 35 25,000
MATTEL INCORPORATED COMMON 577081102 7,931.25 300 SOLE 38 300
MATTEL INCORPORATED COMMON 577081102 5,287.50 200 SOLE 51 200
MAXWELL TECHNOLOGIES INC COMMON 577767106 2,485,656.25 103,300 SOLE 1 103,300
MAXWELL TECHNOLOGIES INC COMMON 577767106 6,751,937.50 280,600 SOLE 15 280,600
MAXWELL TECHNOLOGIES INC COMMON 577767106 493,281.25 20,500 SOLE 29 20,500
MAXWELL TECHNOLOGIES INC COMMON 577767106 589,531.25 24,500 SOLE 35 24,500
MAY DEPARTMENT STORE CO COMMON 577778103 1,144,500.00 28,000 SOLE 3 28,000
MAY DEPARTMENT STORE CO COMMON 577778103 67,443.75 1,650 SOLE 19 1,650
MAY DEPARTMENT STORE CO COMMON 577778103 1,048,443.75 25,650 SOLE 20 25,650
MAY DEPARTMENT STORE CO COMMON 577778103 16,350.00 400 SOLE 38 400
MAY DEPARTMENT STORE CO COMMON 577778103 12,262.50 300 SOLE 51 300
MAYTAG CORPORATION COMMON 578592107 20,906.25 300 SOLE 38 300
MAYTAG CORPORATION COMMON 578592107 13,937.50 200 SOLE 51 200
MBNA CORPORATION COMMON 55262L100 91,875.00 3,000 SOLE 19 3,000
MBNA CORPORATION COMMON 55262L100 24,500.00 800 SOLE 38 800
MBNA CORPORATION COMMON 55262L100 18,375.00 600 SOLE 51 600
MBNA CORPORATION COMMON 55262L100 52,062.50 1,700 SOLE 510 1,700
MBNA CORPORATION COMMON 55262L100 297,062.50 9,700 SOLE 530 9,700
MBNA CORPORATION COMMON 55262L100 205,187.50 6,700 SOLE 560 6,700
MBNA CORPORATION COMMON 55262L100 42,875.00 1,400 SOLE 570 1,400
MCCORMICK & CO INC COMMON 579780206 1,521,312.50 48,200 SOLE 20 48,200
MCDONALD'S CORPORATION COMMON 580135101 11,360,937.50 275,000 SOLE 2 275,000
MCDONALD'S CORPORATION COMMON 580135101 14,459,375.00 350,000 SOLE 10 350,000
MCDONALD'S CORPORATION COMMON 580135101 1,710,337.50 41,400 SOLE 16 41,400
MCDONALD'S CORPORATION COMMON 580135101 206,562.50 5,000 SOLE 18 5,000
MCDONALD'S CORPORATION COMMON 580135101 214,825.00 5,200 SOLE 19 5,200
MCDONALD'S CORPORATION COMMON 580135101 33,050.00 800 SOLE 32 800
MCDONALD'S CORPORATION COMMON 580135101 173,512.50 4,200 SOLE 34 4,200
MCDONALD'S CORPORATION COMMON 580135101 66,100.00 1,600 SOLE 38 1,600
MCDONALD'S CORPORATION COMMON 580135101 45,443.75 1,100 SOLE 51 1,100
MCDONALD'S CORPORATION COMMON 580135101 33,050.00 800 SOLE 510 800
MCDONALD'S CORPORATION COMMON 580135101 165,250.00 4,000 SOLE 520 4,000
MCDONALD'S CORPORATION COMMON 580135101 206,562.50 5,000 SOLE 530 5,000
MCDONALD'S CORPORATION COMMON 580135101 24,787.50 600 SOLE 540 600
MCDONALD'S CORPORATION COMMON 580135101 214,825.00 5,200 SOLE 560 5,200
MCDONALD'S CORPORATION COMMON 580135101 33,050.00 800 SOLE 570 800
MCGRAW-HILL COMPANIES INC COMMON 580645109 11,866,250.00 220,000 SOLE 2 220,000
MCGRAW-HILL COMPANIES INC COMMON 580645109 15,102,500.00 280,000 SOLE 10 280,000
MCGRAW-HILL COMPANIES INC COMMON 580645109 765,912.50 14,200 SOLE 16 14,200
MCGRAW-HILL COMPANIES INC COMMON 580645109 64,725.00 1,200 SOLE 19 1,200
MCGRAW-HILL COMPANIES INC COMMON 580645109 97,087.50 1,800 SOLE 34 1,800
MCGRAW-HILL COMPANIES INC COMMON 580645109 10,787.50 200 SOLE 38 200
MCGRAW-HILL COMPANIES INC COMMON 580645109 5,393.75 100 SOLE 51 100
MCGRAW-HILL COMPANIES INC COMMON 580645109 86,300.00 1,600 SOLE 500 1,600
MCGRAW-HILL COMPANIES INC COMMON 580645109 43,150.00 800 SOLE 510 800
MCGRAW-HILL COMPANIES INC COMMON 580645109 172,600.00 3,200 SOLE 520 3,200
MCGRAW-HILL COMPANIES INC COMMON 580645109 237,325.00 4,400 SOLE 530 4,400
MCGRAW-HILL COMPANIES INC COMMON 580645109 26,968.75 500 SOLE 540 500
MCGRAW-HILL COMPANIES INC COMMON 580645109 124,056.25 2,300 SOLE 560 2,300
MCGRAW-HILL COMPANIES INC COMMON 580645109 32,362.50 600 SOLE 570 600
MCI WORLDCOM, INC. COMMON 55268B106 17,250,000.00 200,000 SOLE 2 200,000
MCI WORLDCOM, INC. COMMON 55268B106 414,000.00 4,800 SOLE 6 4,800
MCI WORLDCOM, INC. COMMON 55268B106 21,562,500.00 250,000 SOLE 10 250,000
MCI WORLDCOM, INC. COMMON 55268B106 3,501,750.00 40,600 SOLE 13 40,600
MCI WORLDCOM, INC. COMMON 55268B106 414,000.00 4,800 SOLE 18 4,800
MCI WORLDCOM, INC. COMMON 55268B106 645,322.50 7,482 SOLE 19 7,482
MCI WORLDCOM, INC. COMMON 55268B106 146,625.00 1,700 SOLE 32 1,700
MCI WORLDCOM, INC. COMMON 55268B106 146,625.00 1,700 SOLE 34 1,700
MCI WORLDCOM, INC. COMMON 55268B106 207,000.00 2,400 SOLE 38 2,400
MCI WORLDCOM, INC. COMMON 55268B106 146,625.00 1,700 SOLE 51 1,700
MCI WORLDCOM, INC. COMMON 55268B106 250,125.00 2,900 SOLE 53 2,900
MCI WORLDCOM, INC. COMMON 55268B106 845,250.00 9,800 SOLE 70 9,800
MCI WORLDCOM, INC. COMMON 55268B106 43,125.00 500 SOLE 510 500
MCI WORLDCOM, INC. COMMON 55268B106 189,750.00 2,200 SOLE 520 2,200
MCI WORLDCOM, INC. COMMON 55268B106 258,750.00 3,000 SOLE 530 3,000
MCI WORLDCOM, INC. COMMON 55268B106 43,125.00 500 SOLE 540 500
MCI WORLDCOM, INC. COMMON 55268B106 258,750.00 3,000 SOLE 560 3,000
MCI WORLDCOM, INC. COMMON 55268B106 51,750.00 600 SOLE 570 600
MCKESSON HBOC INC COMMON 58155Q103 23,772.50 740 SOLE 19 740
MCKESSON HBOC INC COMMON 58155Q103 12,850.00 400 SOLE 38 400
MCKESSON HBOC INC COMMON 58155Q103 6,425.00 200 SOLE 51 200
MCN ENERGY GROUP INC COMMON 55267J100 421,250.00 20,000 SOLE 3 20,000
MCN ENERGY GROUP INC COMMON 55267J100 6,318,750.00 300,000 SOLE 11 300,000
MCN ENERGY GROUP INC COMMON 55267J100 115,843.75 5,500 SOLE 29 5,500
MEAD CORP COMMON 582834107 1,887,100.00 45,200 SOLE 16 45,200
MEAD CORP COMMON 582834107 179,525.00 4,300 SOLE 34 4,300
MEDIAONE GROUP COMMON 58440J104 156,187.50 2,100 SOLE 19 2,100
MEDIAONE GROUP COMMON 58440J104 133,875.00 1,800 SOLE 38 1,800
MEDIAONE GROUP COMMON 58440J104 96,687.50 1,300 SOLE 51 1,300
MEDQUIST INC COMMON 584949101 240,625.00 5,500 SOLE 36 5,500
MEDQUIST INC COMMON 584949101 131,250.00 3,000 SOLE 50 3,000
MEDTRONIC, INC. COMMON 585055106 15,575,000.00 200,000 SOLE 2 200,000
MEDTRONIC, INC. COMMON 585055106 15,575,000.00 200,000 SOLE 10 200,000
MEDTRONIC, INC. COMMON 585055106 1,627,587.50 20,900 SOLE 16 20,900
MEDTRONIC, INC. COMMON 585055106 147,962.50 1,900 SOLE 19 1,900
MEDTRONIC, INC. COMMON 585055106 171,325.00 2,200 SOLE 32 2,200
MEDTRONIC, INC. COMMON 585055106 171,325.00 2,200 SOLE 34 2,200
MEDTRONIC, INC. COMMON 585055106 54,512.50 700 SOLE 38 700
MEDTRONIC, INC. COMMON 585055106 38,937.50 500 SOLE 51 500
MEDTRONIC, INC. COMMON 585055106 280,350.00 3,600 SOLE 53 3,600
MEDTRONIC, INC. COMMON 585055106 965,650.00 12,400 SOLE 70 12,400
MEDTRONIC, INC. COMMON 585055106 46,725.00 600 SOLE 510 600
MEDTRONIC, INC. COMMON 585055106 163,537.50 2,100 SOLE 520 2,100
MEDTRONIC, INC. COMMON 585055106 264,775.00 3,400 SOLE 530 3,400
MEDTRONIC, INC. COMMON 585055106 46,725.00 600 SOLE 540 600
MEDTRONIC, INC. COMMON 585055106 202,475.00 2,600 SOLE 560 2,600
MEDTRONIC, INC. COMMON 585055106 46,725.00 600 SOLE 570 600
MELLON BANK CORP COMMON 585509102 80,025.00 2,200 SOLE 19 2,200
MELLON BANK CORP COMMON 585509102 4,226,775.00 116,200 SOLE 20 116,200
MELLON BANK CORP COMMON 585509102 21,825.00 600 SOLE 38 600
MELLON BANK CORP COMMON 585509102 14,550.00 400 SOLE 51 400
MERCANTILE BANCORPORATION COMMON 587342106 57,125.00 1,000 SOLE 19 1,000
MERCANTILE BANCORPORATION COMMON 587342106 28,562.50 500 SOLE 38 500
MERCANTILE BANCORPORATION COMMON 587342106 22,850.00 400 SOLE 51 400
MERCANTILE BKSHRS CORP COMMON 587405101 979,887.50 27,700 SOLE 20 27,700
MERCK & COMPANY, INC. COMMON 589331107 5,846,000.00 79,000 SOLE 16 79,000
MERCK & COMPANY, INC. COMMON 589331107 680,800.00 9,200 SOLE 19 9,200
MERCK & COMPANY, INC. COMMON 589331107 976,800.00 13,200 SOLE 20 13,200
MERCK & COMPANY, INC. COMMON 589331107 569,800.00 7,700 SOLE 34 7,700
MERCK & COMPANY, INC. COMMON 589331107 229,400.00 3,100 SOLE 38 3,100
MERCK & COMPANY, INC. COMMON 589331107 155,400.00 2,100 SOLE 51 2,100
MERCK & COMPANY, INC. COMMON 589331107 88,800.00 1,200 SOLE 500 1,200
MERRILL LYNCH & CO. INC. COMMON 590188108 151,881.25 1,900 SOLE 18 1,900
MERRILL LYNCH & CO. INC. COMMON 590188108 119,906.25 1,500 SOLE 19 1,500
MERRILL LYNCH & CO. INC. COMMON 590188108 31,975.00 400 SOLE 38 400
MERRILL LYNCH & CO. INC. COMMON 590188108 23,981.25 300 SOLE 51 300
METRIS COMPANIES INC COMMON 591598107 268,950.00 6,600 SOLE 36 6,600
METRIS COMPANIES INC COMMON 591598107 146,700.00 3,600 SOLE 50 3,600
METROMEDIA INTL GROUP INC COMMON 591695101 900,000.00 120,000 SOLE 1 120,000
METROMEDIA INTL GROUP INC COMMON 591695101 3,502,500.00 467,000 SOLE 15 467,000
MGIC INVT CORP WIS COMMON 552848103 28,125.00 600 SOLE 19 600
MICREL COMMON 594793101 103,600.00 1,400 SOLE 36 1,400
MICREL COMMON 594793101 51,800.00 700 SOLE 50 700
MICRON TECHNOLOGY INC COMMON 595112103 40,312.50 1,000 SOLE 19 1,000
MICRON TECHNOLOGY INC COMMON 595112103 16,125.00 400 SOLE 38 400
MICRON TECHNOLOGY INC COMMON 595112103 12,093.75 300 SOLE 51 300
MICROSOFT CORPORATION COMMON 594918104 32,467,500.00 360,000 SOLE 2 360,000
MICROSOFT CORPORATION COMMON 594918104 36,075,000.00 400,000 SOLE 10 400,000
MICROSOFT CORPORATION COMMON 594918104 9,406,556.25 104,300 SOLE 16 104,300
MICROSOFT CORPORATION COMMON 594918104 1,307,718.75 14,500 SOLE 18 14,500
MICROSOFT CORPORATION COMMON 594918104 1,749,637.50 19,400 SOLE 19 19,400
MICROSOFT CORPORATION COMMON 594918104 216,450.00 2,400 SOLE 32 2,400
MICROSOFT CORPORATION COMMON 594918104 983,043.75 10,900 SOLE 34 10,900
MICROSOFT CORPORATION COMMON 594918104 595,237.50 6,600 SOLE 38 6,600
MICROSOFT CORPORATION COMMON 594918104 414,862.50 4,600 SOLE 51 4,600
MICROSOFT CORPORATION COMMON 594918104 261,543.75 2,900 SOLE 53 2,900
MICROSOFT CORPORATION COMMON 594918104 937,950.00 10,400 SOLE 70 10,400
MICROSOFT CORPORATION COMMON 594918104 126,262.50 1,400 SOLE 510 1,400
MICROSOFT CORPORATION COMMON 594918104 423,881.25 4,700 SOLE 520 4,700
MICROSOFT CORPORATION COMMON 594918104 703,462.50 7,800 SOLE 530 7,800
MICROSOFT CORPORATION COMMON 594918104 108,225.00 1,200 SOLE 540 1,200
MICROSOFT CORPORATION COMMON 594918104 541,125.00 6,000 SOLE 560 6,000
MICROSOFT CORPORATION COMMON 594918104 117,243.75 1,300 SOLE 570 1,300
MID AMERICA APARTMENT COMM COMMON 59522J103 41,625.00 1,800 SOLE 1 1,800
MIDWAY GAMES INC COMMON 598148104 426,937.50 33,000 SOLE 29 33,000
MIDWAY GAMES INC COMMON 598148104 543,375.00 42,000 SOLE 35 42,000
MIDWEST EXPRESS HOLDINGS COMMON 597911106 146,200.00 4,300 SOLE 36 4,300
MIDWEST EXPRESS HOLDINGS COMMON 597911106 78,200.00 2,300 SOLE 50 2,300
MIH, LTD. COMMON G6116R101 23,850.00 900 SOLE 39 900
MIH, LTD. COMMON G6116R101 18,550.00 700 SOLE 52 700
MILACRON, INC COMMON 598709103 296,000.00 16,000 SOLE 3 16,000
MILACRON, INC COMMON 598709103 3,700,000.00 200,000 SOLE 11 200,000
MILACRON, INC COMMON 598709103 1,383,800.00 74,800 SOLE 16 74,800
MILACRON, INC COMMON 598709103 133,200.00 7,200 SOLE 34 7,200
MILLENNIUM PHARMACEUTICAL COMMON 599902103 2,520,000.00 70,000 SOLE 1 70,000
MILLENNIUM PHARMACEUTICAL COMMON 599902103 252,000.00 7,000 SOLE 6 7,000
MILLENNIUM PHARMACEUTICAL COMMON 599902103 2,167,200.00 60,200 SOLE 13 60,200
MILLENNIUM PHARMACEUTICAL COMMON 599902103 5,400,000.00 150,000 SOLE 15 150,000
MILLENNIUM PHARMACEUTICAL COMMON 599902103 144,000.00 4,000 SOLE 36 4,000
MILLENNIUM PHARMACEUTICAL COMMON 599902103 79,200.00 2,200 SOLE 50 2,200
MINNESOTA MINING & MFG CO COMMON 604059105 652,031.25 7,500 SOLE 3 7,500
MINNESOTA MINING & MFG CO COMMON 604059105 8,693,750.00 100,000 SOLE 11 100,000
MINNESOTA MINING & MFG CO COMMON 604059105 130,406.25 1,500 SOLE 19 1,500
MINNESOTA MINING & MFG CO COMMON 604059105 2,538,575.00 29,200 SOLE 20 29,200
MINNESOTA MINING & MFG CO COMMON 604059105 43,468.75 500 SOLE 38 500
MINNESOTA MINING & MFG CO COMMON 604059105 34,775.00 400 SOLE 51 400
MIRAGE RESORTS COMMON 60462E104 40,200.00 2,400 SOLE 19 2,400
MIRAGE RESORTS COMMON 60462E104 10,050.00 600 SOLE 38 600
MIRAGE RESORTS COMMON 60462E104 6,700.00 400 SOLE 51 400
MIRAGE RESORTS COMMON 60462E104 3,350.00 200 SOLE 530 200
MOBIL CORP COMMON 607059102 13,860,000.00 140,000 SOLE 2 140,000
MOBIL CORP COMMON 607059102 15,840,000.00 160,000 SOLE 10 160,000
MOBIL CORP COMMON 607059102 297,000.00 3,000 SOLE 19 3,000
MOBIL CORP COMMON 607059102 3,098,700.00 31,300 SOLE 20 31,300
MOBIL CORP COMMON 607059102 99,000.00 1,000 SOLE 38 1,000
MOBIL CORP COMMON 607059102 69,300.00 700 SOLE 51 700
MOBIL CORP COMMON 607059102 39,600.00 400 SOLE 510 400
MOBIL CORP COMMON 607059102 188,100.00 1,900 SOLE 520 1,900
MOBIL CORP COMMON 607059102 257,400.00 2,600 SOLE 530 2,600
MOBIL CORP COMMON 607059102 29,700.00 300 SOLE 540 300
MOBIL CORP COMMON 607059102 148,500.00 1,500 SOLE 560 1,500
MOBIL CORP COMMON 607059102 29,700.00 300 SOLE 570 300
MOLEX, INC. COMMON 608554101 1,213,600.00 32,800 SOLE 16 32,800
MOLEX, INC. COMMON 608554101 192,400.00 5,200 SOLE 34 5,200
MONSANTO COMPANY COMMON 611662107 86,762.50 2,200 SOLE 19 2,200
MONSANTO COMPANY COMMON 611662107 11,831.25 300 SOLE 38 300
MONSANTO COMPANY COMMON 611662107 7,887.50 200 SOLE 51 200
MORGAN STANLEY DEAN WITTR COMMON 617446448 61,500.00 600 SOLE 6 600
MORGAN STANLEY DEAN WITTR COMMON 617446448 604,750.00 5,900 SOLE 13 5,900
MORGAN STANLEY DEAN WITTR COMMON 617446448 228,575.00 2,230 SOLE 19 2,230
MORGAN STANLEY DEAN WITTR COMMON 617446448 92,250.00 900 SOLE 38 900
MORGAN STANLEY DEAN WITTR COMMON 617446448 61,500.00 600 SOLE 51 600
MORRISON HEALTH CARE INC COMMON 61841L108 400,000.00 16,000 SOLE 29 16,000
MORRISON HEALTH CARE INC COMMON 61841L108 525,000.00 21,000 SOLE 35 21,000
MOTOR CARGO INDUSTRIES COMMON 619907108 19,550.00 2,300 SOLE 29 2,300
MOTOR CARGO INDUSTRIES COMMON 619907108 22,950.00 2,700 SOLE 35 2,700
MOTORCAR PARTS & ACCESS. COMMON 620071100 290,250.00 54,000 SOLE 29 54,000
MOTORCAR PARTS & ACCESS. COMMON 620071100 268,750.00 50,000 SOLE 35 50,000
MOTOROLA, INC. COMMON 620076109 303,200.00 3,200 SOLE 18 3,200
MOTOROLA, INC. COMMON 620076109 236,875.00 2,500 SOLE 19 2,500
MOTOROLA, INC. COMMON 620076109 66,325.00 700 SOLE 38 700
MOTOROLA, INC. COMMON 620076109 47,375.00 500 SOLE 51 500
MYLAN LABORATORIES, INC. COMMON 628530107 3,346,950.00 126,300 SOLE 1 126,300
MYLAN LABORATORIES, INC. COMMON 628530107 9,240,550.00 348,700 SOLE 15 348,700
MYLAN LABORATORIES, INC. COMMON 628530107 530,000.00 20,000 SOLE 29 20,000
MYLAN LABORATORIES, INC. COMMON 628530107 42,400.00 1,600 SOLE 32 1,600
MYLAN LABORATORIES, INC. COMMON 628530107 636,000.00 24,000 SOLE 35 24,000
MYLAN LABORATORIES, INC. COMMON 628530107 159,000.00 6,000 SOLE 560 6,000
MYLAN LABORATORIES, INC. COMMON 628530107 45,050.00 1,700 SOLE 570 1,700
NABISCO GROUP HOLDINGS COMMON 62952P102 968,343.75 49,500 SOLE 20 49,500
NABISCO GROUP HOLDINGS COMMON 62952P102 7,825.00 400 SOLE 38 400
NABISCO GROUP HOLDINGS COMMON 62952P102 5,868.75 300 SOLE 51 300
NABORS INDUSTRIES, INC. COMMON 629568106 3,421,250.00 140,000 SOLE 15 140,000
NALCO CHEMICAL COMPANY COMMON 629853102 534,312.50 10,300 SOLE 16 10,300
NALCO CHEMICAL COMPANY COMMON 629853102 1,800,062.50 34,700 SOLE 20 34,700
NALCO CHEMICAL COMPANY COMMON 629853102 25,937.50 500 SOLE 38 500
NALCO CHEMICAL COMPANY COMMON 629853102 15,562.50 300 SOLE 51 300
NATIONAL CITY CORP COMMON 635405103 786,000.00 12,000 SOLE 3 12,000
NATIONAL CITY CORP COMMON 635405103 641,900.00 9,800 SOLE 18 9,800
NATIONAL CITY CORP COMMON 635405103 98,250.00 1,500 SOLE 19 1,500
NATIONAL CITY CORP COMMON 635405103 1,231,400.00 18,800 SOLE 20 18,800
NATIONAL CITY CORP COMMON 635405103 26,200.00 400 SOLE 38 400
NATIONAL CITY CORP COMMON 635405103 19,650.00 300 SOLE 51 300
NATIONAL SEMICONDUCTOR COMMON 637640103 987,187.50 39,000 SOLE 3 39,000
NATIONAL SEMICONDUCTOR COMMON 637640103 1,068,187.50 42,200 SOLE 6 42,200
NATIONAL SEMICONDUCTOR COMMON 637640103 12,656,250.00 500,000 SOLE 11 500,000
NATIONAL SEMICONDUCTOR COMMON 637640103 9,082,125.00 358,800 SOLE 13 358,800
NATIONAL SEMICONDUCTOR COMMON 637640103 12,656.25 500 SOLE 38 500
NATIONAL SEMICONDUCTOR COMMON 637640103 10,125.00 400 SOLE 51 400
NAVISTAR INTER COMMON 63934E108 15,000.00 300 SOLE 38 300
NAVISTAR INTER COMMON 63934E108 10,000.00 200 SOLE 51 200
NETWORK APPLIANCE INC. COMMON 64120L104 5,587.50 100 SOLE 38 100
NETWORK APPLIANCE INC. COMMON 64120L104 5,587.50 100 SOLE 51 100
NEW ERA OF NETWORKS INC COMMON 644312100 109,843.75 2,500 SOLE 36 2,500
NEW ERA OF NETWORKS INC COMMON 644312100 65,906.25 1,500 SOLE 50 1,500
NEW PLAN EXCEL REALTY TR COMMON 648053106 158,400.00 8,800 SOLE 1 8,800
NEW YORK TIMES COMPANY COMMON 650111107 1,082,287.50 29,400 SOLE 16 29,400
NEW YORK TIMES COMPANY COMMON 650111107 114,118.75 3,100 SOLE 34 3,100
NEWELL RUBBERMAID, INC. COMMON 651229106 27,900.00 600 SOLE 38 600
NEWELL RUBBERMAID, INC. COMMON 651229106 18,600.00 400 SOLE 51 400
NEWMONT MINING CORP. COMMON 651639106 437,250.00 22,000 SOLE 3 22,000
NEWMONT MINING CORP. COMMON 651639106 7,950,000.00 400,000 SOLE 11 400,000
NEWMONT MINING CORP. COMMON 651639106 862,575.00 43,400 SOLE 20 43,400
NEXTEL COMMUN., INC. CL A COMMON 65332V103 30,112.50 600 SOLE 38 600
NEXTEL COMMUN., INC. CL A COMMON 65332V103 20,075.00 400 SOLE 51 400
NEXTLINK COMMUNICATIONS-A COMMON 65333H707 133,875.00 1,800 SOLE 36 1,800
NEXTLINK COMMUNICATIONS-A COMMON 65333H707 74,375.00 1,000 SOLE 50 1,000
NIAGRA MOHAWK HOLDINGS COMMON 653520106 38,550.00 2,400 SOLE 19 2,400
NIAGRA MOHAWK HOLDINGS COMMON 653520106 483,481.25 30,100 SOLE 20 30,100
NIAGRA MOHAWK HOLDINGS COMMON 653520106 35,337.50 2,200 SOLE 38 2,200
NIAGRA MOHAWK HOLDINGS COMMON 653520106 24,093.75 1,500 SOLE 51 1,500
NICOR, INC. COMMON 654086107 7,612.50 200 SOLE 38 200
NICOR, INC. COMMON 654086107 7,612.50 200 SOLE 51 200
NIKE INC. (CL. B) COMMON 654106103 69,643.75 1,100 SOLE 19 1,100
NIKE INC. (CL. B) COMMON 654106103 113,962.50 1,800 SOLE 32 1,800
NIKE INC. (CL. B) COMMON 654106103 18,993.75 300 SOLE 38 300
NIKE INC. (CL. B) COMMON 654106103 12,662.50 200 SOLE 51 200
NOBLE DRILLING CORP. COMMON 655042109 1,006,031.25 51,100 SOLE 16 51,100
NOBLE DRILLING CORP. COMMON 655042109 112,218.75 5,700 SOLE 34 5,700
NOKIA OYJ ADR A COMMON 654902204 412,031.25 4,500 SOLE 6 4,500
NOKIA OYJ ADR A COMMON 654902204 3,561,781.25 38,900 SOLE 13 38,900
NOKIA OYJ ADR A COMMON 654902204 109,875.00 1,200 SOLE 19 1,200
NOKIA OYJ ADR A COMMON 654902204 36,625.00 400 SOLE 39 400
NOKIA OYJ ADR A COMMON 654902204 27,468.75 300 SOLE 52 300
NORDSTOM,INC. COMMON 655664100 40,200.00 1,200 SOLE 19 1,200
NORDSTOM,INC. COMMON 655664100 3,350.00 100 SOLE 38 100
NORDSTOM,INC. COMMON 655664100 3,350.00 100 SOLE 51 100
NORFOLK SOUTHERN CORP COMMON 655844108 6,244,912.50 207,300 SOLE 11 207,300
NORFOLK SOUTHERN CORP COMMON 655844108 430,787.50 14,300 SOLE 16 14,300
NORFOLK SOUTHERN CORP COMMON 655844108 48,200.00 1,600 SOLE 19 1,600
NORFOLK SOUTHERN CORP COMMON 655844108 2,485,312.50 82,500 SOLE 20 82,500
NORFOLK SOUTHERN CORP COMMON 655844108 51,212.50 1,700 SOLE 34 1,700
NORFOLK SOUTHERN CORP COMMON 655844108 12,050.00 400 SOLE 38 400
NORFOLK SOUTHERN CORP COMMON 655844108 9,037.50 300 SOLE 51 300
NORTEL NETWORKS CORP COMMON 656569100 288,217.50 3,320 SOLE 19 3,320
NORTEL NETWORKS CORP COMMON 656569100 86,812.50 1,000 SOLE 32 1,000
NORTEL NETWORKS CORP COMMON 656569100 52,087.50 600 SOLE 38 600
NORTEL NETWORKS CORP COMMON 656569100 43,406.25 500 SOLE 51 500
NORTHERN STATES POWER-MN COMMON 665772109 387,000.00 16,000 SOLE 3 16,000
NORTHERN STATES POWER-MN COMMON 665772109 4,837,500.00 200,000 SOLE 11 200,000
NORTHERN TRUST CORP COMMON 665859104 2,522,000.00 26,000 SOLE 1 26,000
NORTHERN TRUST CORP COMMON 665859104 19,400,000.00 200,000 SOLE 2 200,000
NORTHERN TRUST CORP COMMON 665859104 19,400,000.00 200,000 SOLE 10 200,000
NORTHERN TRUST CORP COMMON 665859104 5,820,000.00 60,000 SOLE 15 60,000
NORTHERN TRUST CORP COMMON 665859104 2,192,200.00 22,600 SOLE 16 22,600
NORTHERN TRUST CORP COMMON 665859104 77,600.00 800 SOLE 19 800
NORTHERN TRUST CORP COMMON 665859104 213,400.00 2,200 SOLE 34 2,200
NORTHERN TRUST CORP COMMON 665859104 155,200.00 1,600 SOLE 35 1,600
NORTHERN TRUST CORP COMMON 665859104 9,700.00 100 SOLE 38 100
NORTHERN TRUST CORP COMMON 665859104 9,700.00 100 SOLE 51 100
NORTHERN TRUST CORP COMMON 665859104 67,900.00 700 SOLE 510 700
NORTHERN TRUST CORP COMMON 665859104 194,000.00 2,000 SOLE 520 2,000
NORTHERN TRUST CORP COMMON 665859104 368,600.00 3,800 SOLE 530 3,800
NORTHERN TRUST CORP COMMON 665859104 38,800.00 400 SOLE 540 400
NORTHERN TRUST CORP COMMON 665859104 203,700.00 2,100 SOLE 560 2,100
NORTHERN TRUST CORP COMMON 665859104 48,500.00 500 SOLE 570 500
NORTHPOINT COMMUNICATIONS COMMON 666610100 40,150.00 1,100 SOLE 36 1,100
NORTHROP GRUMMAN CORP COMMON 666807102 39,787.50 600 SOLE 19 600
NOVELL, INC. COMMON 670006105 79,500.00 3,000 SOLE 19 3,000
NOVELL, INC. COMMON 670006105 21,200.00 800 SOLE 38 800
NOVELL, INC. COMMON 670006105 13,250.00 500 SOLE 51 500
NOVEN PHARMACEUTICALS INC COMMON 670009109 266,062.50 44,000 SOLE 29 44,000
NOVEN PHARMACEUTICALS INC COMMON 670009109 338,625.00 56,000 SOLE 35 56,000
NPC INTERNATIONAL INC COMMON 629360306 63,037.50 4,100 SOLE 36 4,100
NPC INTERNATIONAL INC COMMON 629360306 35,362.50 2,300 SOLE 50 2,300
NUCOR CORPORATION COMMON 670346105 42,693.75 900 SOLE 19 900
OCCIDENTAL PETROLEUM CORP COMMON 674599105 48,587.50 2,300 SOLE 19 2,300
OCCIDENTAL PETROLEUM CORP COMMON 674599105 4,225.00 200 SOLE 38 200
OCCIDENTAL PETROLEUM CORP COMMON 674599105 4,225.00 200 SOLE 51 200
OCEAN ENERGY INC COMMON 67481E106 1,039,500.00 108,000 SOLE 1 108,000
OCEAN ENERGY INC COMMON 67481E106 481,250.00 50,000 SOLE 29 50,000
OCEAN ENERGY INC COMMON 67481E106 577,500.00 60,000 SOLE 35 60,000
OFFICE DEPOT INC. COMMON 676220106 11,031.25 500 SOLE 38 500
OFFICE DEPOT INC. COMMON 676220106 11,031.25 500 SOLE 51 500
OLIN COMMON 680665205 402,218.75 30,500 SOLE 20 30,500
OMNICOM GROUP COMMON 681919106 19,200,000.00 240,000 SOLE 2 240,000
OMNICOM GROUP COMMON 681919106 25,600,000.00 320,000 SOLE 10 320,000
OMNICOM GROUP COMMON 681919106 2,152,000.00 26,900 SOLE 16 26,900
OMNICOM GROUP COMMON 681919106 80,000.00 1,000 SOLE 19 1,000
OMNICOM GROUP COMMON 681919106 168,000.00 2,100 SOLE 32 2,100
OMNICOM GROUP COMMON 681919106 208,000.00 2,600 SOLE 34 2,600
OMNICOM GROUP COMMON 681919106 8,000.00 100 SOLE 38 100
OMNICOM GROUP COMMON 681919106 8,000.00 100 SOLE 51 100
OMNICOM GROUP COMMON 681919106 288,000.00 3,600 SOLE 53 3,600
OMNICOM GROUP COMMON 681919106 984,000.00 12,300 SOLE 70 12,300
OMNICOM GROUP COMMON 681919106 88,000.00 1,100 SOLE 500 1,100
OMNICOM GROUP COMMON 681919106 72,000.00 900 SOLE 510 900
OMNICOM GROUP COMMON 681919106 232,000.00 2,900 SOLE 520 2,900
OMNICOM GROUP COMMON 681919106 416,000.00 5,200 SOLE 530 5,200
OMNICOM GROUP COMMON 681919106 40,000.00 500 SOLE 540 500
OMNICOM GROUP COMMON 681919106 256,000.00 3,200 SOLE 560 3,200
OMNICOM GROUP COMMON 681919106 48,000.00 600 SOLE 570 600
OPTICAL COATING LABORATOR COMMON 683829105 393,037.50 4,700 SOLE 36 4,700
OPTICAL COATING LABORATOR COMMON 683829105 209,062.50 2,500 SOLE 50 2,500
ORACLE CORPORATION COMMON 68389X105 214,396.88 5,775 SOLE 19 5,775
ORACLE CORPORATION COMMON 68389X105 70,537.50 1,900 SOLE 38 1,900
ORACLE CORPORATION COMMON 68389X105 48,262.50 1,300 SOLE 51 1,300
OWENS CORNING COMMON 69073F103 550,000.00 16,000 SOLE 3 16,000
OWENS CORNING COMMON 69073F103 6,875,000.00 200,000 SOLE 11 200,000
OWENS-ILLINOIS, INC. COMMON 690768403 45,762.50 1,400 SOLE 19 1,400
PACIFICORP COMMON 695114108 911,400.00 49,600 SOLE 20 49,600
PACIFICORP COMMON 695114108 3,675.00 200 SOLE 38 200
PACIFICORP COMMON 695114108 1,837.50 100 SOLE 51 100
PAINE WEBBER GROUP, INC. COMMON 695629105 32,725.00 700 SOLE 19 700
PAINE WEBBER GROUP, INC. COMMON 695629105 32,725.00 700 SOLE 38 700
PAINE WEBBER GROUP, INC. COMMON 695629105 23,375.00 500 SOLE 51 500
PALL CORP COMMON 696429307 28,843.75 1,300 SOLE 19 1,300
PALL CORP COMMON 696429307 1,562,000.00 70,400 SOLE 20 70,400
PARAMETRIC TECHNOLOGY COMMON 699173100 16,650.00 1,200 SOLE 19 1,200
PAYCHEX INC COMMON 704326107 47,812.50 1,500 SOLE 19 1,500
PAYCHEX INC COMMON 704326107 36,656.25 1,150 SOLE 38 1,150
PAYCHEX INC COMMON 704326107 27,093.75 850 SOLE 51 850
PAYLESS SHOESOURCE, INC. COMMON 704379106 34,454.00 644 SOLE 19 644
PE CORP-PE BIOSYSTEMS GR COMMON 69332S102 3,213,000.00 28,000 SOLE 01 28,000
PE CORP-PE BIOSYSTEMS GR COMMON 69332S102 6,885,000.00 60,000 SOLE 15 60,000
PECO ENERGY COMPANY COMMON 693304107 37,856.25 900 SOLE 19 900
PECO ENERGY COMPANY COMMON 693304107 8,412.50 200 SOLE 38 200
PECO ENERGY COMPANY COMMON 693304107 4,206.25 100 SOLE 51 100
PEOPLE'S ENERGY CORP COMMON 711030106 1,130,625.00 30,000 SOLE 3 30,000
PEOPLE'S ENERGY CORP COMMON 711030106 13,190,625.00 350,000 SOLE 11 350,000
PEOPLESOFT COMMON 712713106 34,500.00 2,000 SOLE 500 2,000
PEPSICO, INC. COMMON 713448108 181,831.25 4,700 SOLE 19 4,700
PEPSICO, INC. COMMON 713448108 626,737.50 16,200 SOLE 20 16,200
PEPSICO, INC. COMMON 713448108 50,293.75 1,300 SOLE 38 1,300
PEPSICO, INC. COMMON 713448108 34,818.75 900 SOLE 51 900
PETSMART, INC. COMMON 716768106 117,875.00 11,500 SOLE 36 11,500
PETSMART, INC. COMMON 716768106 61,500.00 6,000 SOLE 50 6,000
PFIZER INC COMMON 717081103 559,725.00 5,100 SOLE 19 5,100
PFIZER INC COMMON 717081103 186,575.00 1,700 SOLE 38 1,700
PFIZER INC COMMON 717081103 131,700.00 1,200 SOLE 51 1,200
PFIZER INC COMMON 717081103 43,900.00 400 SOLE 500 400
PG & E CORPORATION COMMON 69331C108 68,250.00 2,100 SOLE 19 2,100
PG & E CORPORATION COMMON 69331C108 26,000.00 800 SOLE 38 800
PG & E CORPORATION COMMON 69331C108 19,500.00 600 SOLE 51 600
PHARMACIA & UPJOHN INC COMMON 716941109 136,350.00 2,400 SOLE 19 2,400
PHARMACIA & UPJOHN INC COMMON 716941109 3,283,478.44 57,795 SOLE 20 57,795
PHARMACIA & UPJOHN INC COMMON 716941109 28,406.25 500 SOLE 38 500
PHARMACIA & UPJOHN INC COMMON 716941109 17,043.75 300 SOLE 51 300
PHELPS DODGE CORPORATION COMMON 717265102 991,000.00 16,000 SOLE 20 16,000
PHELPS DODGE CORPORATION COMMON 717265102 6,193.75 100 SOLE 38 100
PHELPS DODGE CORPORATION COMMON 717265102 6,193.75 100 SOLE 51 100
PHILIP MORRIS COMPANIES COMMON 718154107 1,595,443.75 39,700 SOLE 3 39,700
PHILIP MORRIS COMPANIES COMMON 718154107 21,182,831.25 527,100 SOLE 11 527,100
PHILIP MORRIS COMPANIES COMMON 718154107 377,762.50 9,400 SOLE 18 9,400
PHILIP MORRIS COMPANIES COMMON 718154107 377,762.50 9,400 SOLE 19 9,400
PHILIP MORRIS COMPANIES COMMON 718154107 2,463,493.75 61,300 SOLE 20 61,300
PHILIP MORRIS COMPANIES COMMON 718154107 152,712.50 3,800 SOLE 38 3,800
PHILIP MORRIS COMPANIES COMMON 718154107 108,506.25 2,700 SOLE 51 2,700
PHILLIPS PETROLEUM COMPAN COMMON 718507106 754,687.50 15,000 SOLE 3 15,000
PHILLIPS PETROLEUM COMPAN COMMON 718507106 10,062,500.00 200,000 SOLE 11 200,000
PHILLIPS PETROLEUM COMPAN COMMON 718507106 100,625.00 2,000 SOLE 19 2,000
PHILLIPS PETROLEUM COMPAN COMMON 718507106 895,562.50 17,800 SOLE 20 17,800
PHILLIPS PETROLEUM COMPAN COMMON 718507106 15,093.75 300 SOLE 38 300
PHILLIPS PETROLEUM COMPAN COMMON 718507106 10,062.50 200 SOLE 51 200
PIER 1 IMPORTS INC/DEL COMMON 720279108 106,875.00 9,500 SOLE 36 9,500
PIER 1 IMPORTS INC/DEL COMMON 720279108 56,250.00 5,000 SOLE 50 5,000
PIERCE LEAHY CORP COMMON 720722107 61,718.75 2,500 SOLE 36 2,500
PIERCE LEAHY CORP COMMON 720722107 39,500.00 1,600 SOLE 50 1,600
PINNACLE HOLDINGS INC COMMON 72346N101 181,300.00 7,400 SOLE 36 7,400
PINNACLE HOLDINGS INC COMMON 72346N101 98,000.00 4,000 SOLE 50 4,000
PIONEER HI-BRED INTL COMMON 723686101 11,681.25 300 SOLE 38 300
PIONEER HI-BRED INTL COMMON 723686101 7,787.50 200 SOLE 1 200
PITNEY BOWES INC COMMON 724479100 11,243,750.00 175,000 SOLE 2 175,000
PITNEY BOWES INC COMMON 724479100 12,850,000.00 200,000 SOLE 10 200,000
PITNEY BOWES INC COMMON 724479100 1,040,850.00 16,200 SOLE 16 16,200
PITNEY BOWES INC COMMON 724479100 77,100.00 1,200 SOLE 19 1,200
PITNEY BOWES INC COMMON 724479100 141,350.00 2,200 SOLE 32 2,200
PITNEY BOWES INC COMMON 724479100 115,650.00 1,800 SOLE 34 1,800
PITNEY BOWES INC COMMON 724479100 19,275.00 300 SOLE 38 300
PITNEY BOWES INC COMMON 724479100 12,850.00 200 SOLE 51 200
PITNEY BOWES INC COMMON 724479100 38,550.00 600 SOLE 510 600
PITNEY BOWES INC COMMON 724479100 154,200.00 2,400 SOLE 520 2,400
PITNEY BOWES INC COMMON 724479100 173,475.00 2,700 SOLE 530 2,700
PITNEY BOWES INC COMMON 724479100 25,700.00 400 SOLE 540 400
PITNEY BOWES INC COMMON 724479100 115,650.00 1,800 SOLE 560 1,800
PITNEY BOWES INC COMMON 724479100 38,550.00 600 SOLE 570 600
PLACER DOME, INC. COMMON 725906101 472,500.00 40,000 SOLE 3 40,000
PLACER DOME, INC. COMMON 725906101 7,087,500.00 600,000 SOLE 11 600,000
PLACER DOME, INC. COMMON 725906101 31,893.75 2,700 SOLE 19 2,700
PNC BANK CORPORATION COMMON 693475105 230,500.00 4,000 SOLE 3 4,000
PNC BANK CORPORATION COMMON 693475105 2,881,250.00 50,000 SOLE 11 50,000
PNC BANK CORPORATION COMMON 693475105 87,301.88 1,515 SOLE 19 1,515
PNC BANK CORPORATION COMMON 693475105 17,287.50 300 SOLE 38 300
PNC BANK CORPORATION COMMON 693475105 11,525.00 200 SOLE 51 200
POGO PRODUCING CO COMMON 730448107 111,750.00 6,000 SOLE 36 6,000
POGO PRODUCING CO COMMON 730448107 59,600.00 3,200 SOLE 50 3,200
POLAROID CORP COMMON 731095105 442,000.00 16,000 SOLE 3 16,000
POLAROID CORP COMMON 731095105 5,525,000.00 200,000 SOLE 11 200,000
POLYCOM INC. COMMON 73172K104 97,500.00 2,500 SOLE 36 2,500
POLYCOM INC. COMMON 73172K104 46,800.00 1,200 SOLE 50 1,200
PORTAL SOFTWARE COMMON 736126103 69,468.75 1,500 SOLE 36 1,500
POST PROPERTIES INC COMMON 737464107 153,750.00 3,750 SOLE 1 3,750
POTLATCH CORP COMMON 737628107 26,362.50 600 SOLE 38 600
POTLATCH CORP COMMON 737628107 17,575.00 400 SOLE 51 400
POTOMAC ELECTRIC POWER COMMON 737679100 235,500.00 8,000 SOLE 3 8,000
POTOMAC ELECTRIC POWER COMMON 737679100 2,943,750.00 100,000 SOLE 11 100,000
POWERWAVE TECHNOLOGIES COMMON 739363109 180,600.00 5,600 SOLE 36 5,600
POWERWAVE TECHNOLOGIES COMMON 739363109 96,750.00 3,000 SOLE 50 3,000
PP&L RESOURCES INC COMMON 693499105 30,750.00 1,000 SOLE 38 1,000
PP&L RESOURCES INC COMMON 693499105 21,525.00 700 SOLE 51 700
PPG INDUST COMMON 693506107 64,968.75 1,100 SOLE 19 1,100
PPG INDUST COMMON 693506107 1,216,687.50 20,600 SOLE 20 20,600
PPG INDUST COMMON 693506107 5,906.25 100 SOLE 38 100
PPG INDUST COMMON 693506107 5,906.25 100 SOLE 51 100
PRAXAIR INC COMMON 74005P104 783,000.00 16,000 SOLE 3 16,000
PRAXAIR INC COMMON 74005P104 9,787,500.00 200,000 SOLE 11 200,000
PRAXAIR INC COMMON 74005P104 2,118,993.75 43,300 SOLE 16 43,300
PRENTISS PROPERTIES COMMON 740706106 79,312.50 3,375 SOLE 28 3,375
PRENTISS PROPERTIES COMMON 740706106 32,900.00 1,400 SOLE 33 1,400
PRENTISS PROPERTIES TRUST COMMON 740706106 94,500.00 4,000 SOLE 1 4,000
PRI AUTOMATION INC COMMON 69357H106 203,000.00 5,600 SOLE 36 5,600
PRI AUTOMATION INC COMMON 69357H106 112,375.00 3,100 SOLE 50 3,100
PRIORITY HEALTHCARE-CL B COMMON 74264T102 207,000.00 6,000 SOLE 36 6,000
PRIORITY HEALTHCARE-CL B COMMON 74264T102 108,675.00 3,150 SOLE 50 3,150
PRISON REALTY TRUST COMMON 74264N105 103,527.00 10,550 SOLE 1 10,550
PROCTER & GAMBLE COMPANY COMMON 742718109 13,387,500.00 150,000 SOLE 2 150,000
PROCTER & GAMBLE COMPANY COMMON 742718109 13,387,500.00 150,000 SOLE 10 150,000
PROCTER & GAMBLE COMPANY COMMON 742718109 3,337,950.00 37,400 SOLE 16 37,400
PROCTER & GAMBLE COMPANY COMMON 742718109 383,775.00 4,300 SOLE 18 4,300
PROCTER & GAMBLE COMPANY COMMON 742718109 464,100.00 5,200 SOLE 19 5,200
PROCTER & GAMBLE COMPANY COMMON 742718109 142,800.00 1,600 SOLE 32 1,600
PROCTER & GAMBLE COMPANY COMMON 742718109 357,000.00 4,000 SOLE 34 4,000
PROCTER & GAMBLE COMPANY COMMON 742718109 151,725.00 1,700 SOLE 38 1,700
PROCTER & GAMBLE COMPANY COMMON 742718109 107,100.00 1,200 SOLE 51 1,200
PROCTER & GAMBLE COMPANY COMMON 742718109 44,625.00 500 SOLE 510 500
PROCTER & GAMBLE COMPANY COMMON 742718109 178,500.00 2,000 SOLE 520 2,000
PROCTER & GAMBLE COMPANY COMMON 742718109 249,900.00 2,800 SOLE 530 2,800
PROCTER & GAMBLE COMPANY COMMON 742718109 17,850.00 200 SOLE 540 200
PROCTER & GAMBLE COMPANY COMMON 742718109 178,500.00 2,000 SOLE 560 2,000
PROCTER & GAMBLE COMPANY COMMON 742718109 35,700.00 400 SOLE 570 400
PROFIT RECOVERY GRP INT'L COMMON 743168106 141,937.50 3,000 SOLE 36 3,000
PROFIT RECOVERY GRP INT'L COMMON 743168106 75,700.00 1,600 SOLE 50 1,600
PROGRESSIVE CORP OHIO COMMON 743315103 58,000.00 400 SOLE 19 400
PROGRESSIVE CORP OHIO COMMON 743315103 14,500.00 100 SOLE 38 100
PROLOGIS TRUST COMMON 743410102 40,500.00 2,000 SOLE 28 2,000
PROLOGIS TRUST COMMON 743410102 18,731.25 925 SOLE 33 925
PROLOGIS TRUST COMMON 743410102 326,025.00 16,100 SOLE 1 16,100
PROTECTIVE LIFE CORP COMMON 743674103 8,250,000.00 250,000 SOLE 2 250,000
PROTECTIVE LIFE CORP COMMON 743674103 132,000.00 4,000 SOLE 32 4,000
PROTECTIVE LIFE CORP COMMON 743674103 132,000.00 4,000 SOLE 520 4,000
PROTECTIVE LIFE CORP COMMON 743674103 16,500.00 500 SOLE 540 500
PROVIDENT COMPANIES INC COMMON 743862104 24,000.00 600 SOLE 19 600
PROVIDENT COMPANIES INC COMMON 743862104 4,000.00 100 SOLE 38 100
PROVIDIAN FINANCIAL CORP COMMON 74406A102 18,700.00 200 SOLE 38 200
PROVIDIAN FINANCIAL CORP COMMON 74406A102 9,350.00 100 SOLE 51 100
PROXIM INC COMMON 744284100 232,000.00 4,000 SOLE 36 4,000
PROXIM INC COMMON 744284100 145,000.00 2,500 SOLE 50 2,500
PS BUSINESS PARKS COMMON 69360J107 58,500.00 2,400 SOLE 1 2,400
PUBLIC STORAGE, INC. COMMON 74460D109 345,800.00 12,350 SOLE 1 12,350
PUBLIC SVC ENTERPRISE GP COMMON 744573106 36,787.50 900 SOLE 19 900
PUBLIC SVC ENTERPRISE GP COMMON 744573106 28,612.50 700 SOLE 38 700
PUBLIC SVC ENTERPRISE GP COMMON 744573106 20,437.50 500 SOLE 51 500
PULTE CORPORATION COMMON 745867101 13,875.00 600 SOLE 38 600
PULTE CORPORATION COMMON 745867101 11,562.50 500 SOLE 51 500
QLT PHOTOTHERAPEUTICS INC COMMON 746927102 99,000.00 1,800 SOLE 36 1,800
QLT PHOTOTHERAPEUTICS INC COMMON 746927102 60,500.00 1,100 SOLE 50 1,100
QUAKER OATS CO COMMON 747402105 1,951,425.00 29,400 SOLE 20 29,400
QUAKER OATS CO COMMON 747402105 6,637.50 100 SOLE 38 100
QUAKER OATS CO COMMON 747402105 6,637.50 100 SOLE 51 100
QUALCOMM INC. COMMON 747525103 3,874,500.00 27,000 SOLE 6 27,000
QUALCOMM INC. COMMON 747525103 33,205,900.00 231,400 SOLE 13 231,400
QUANTA SERVICES INC COMMON 74762E102 176,000.00 4,000 SOLE 36 4,000
QUANTA SERVICES INC COMMON 74762E102 92,400.00 2,100 SOLE 50 2,100
QUINTILES TRANSNATIONAL COMMON 748767100 487,200.00 11,600 SOLE 6 11,600
QUINTILES TRANSNATIONAL COMMON 748767100 4,145,400.00 98,700 SOLE 13 98,700
QUORUM HEALTH GROUP INC COMMON 749084109 758,775.00 60,400 SOLE 1 60,400
QUORUM HEALTH GROUP INC COMMON 749084109 2,278,837.50 181,400 SOLE 15 181,400
QUORUM HEALTH GROUP INC COMMON 749084109 452,250.00 36,000 SOLE 29 36,000
R.R.DONNELLEY & SONS CO. COMMON 257867101 407,687.50 11,000 SOLE 3 11,000
R.R.DONNELLEY & SONS CO. COMMON 257867101 5,559,375.00 150,000 SOLE 11 150,000
R.R.DONNELLEY & SONS CO. COMMON 257867101 37,062.50 1,000 SOLE 19 1,000
R.R.DONNELLEY & SONS CO. COMMON 257867101 1,241,593.75 33,500 SOLE 20 33,500
R.R.DONNELLEY & SONS CO. COMMON 257867101 7,412.50 200 SOLE 38 200
R.R.DONNELLEY & SONS CO. COMMON 257867101 3,706.25 100 SOLE 51 100
RADIAN GROUP INC. COMMON 750236101 102,506.25 2,100 SOLE 36 2,100
RADIAN GROUP INC. COMMON 750236101 58,575.00 1,200 SOLE 50 1,200
RAILAMERICA, INC. COMMON 750753105 1,546,875.00 150,000 SOLE 1 150,000
RAILAMERICA, INC. COMMON 750753105 721,875.00 70,000 SOLE 29 70,000
RAILAMERICA, INC. COMMON 750753105 825,000.00 80,000 SOLE 35 80,000
RALSTON - RALSTON PURINA COMMON 751277302 57,831.25 1,900 SOLE 19 1,900
RALSTON - RALSTON PURINA COMMON 751277302 3,043.75 100 SOLE 38 100
RALSTON - RALSTON PURINA COMMON 751277302 3,043.75 100 SOLE 51 100
RATIONAL SOFTWARE CORP COMMON 75409P202 4,446,562.50 135,000 SOLE 1 135,000
RATIONAL SOFTWARE CORP COMMON 75409P202 12,252,750.00 372,000 SOLE 15 372,000
RATIONAL SOFTWARE CORP COMMON 75409P202 395,250.00 12,000 SOLE 35 12,000
RAYTHEON COMPANY - CL. A COMMON 755111309 658,789.38 9,565 SOLE 11 9,565
RAYTHEON COMPANY - CL. A COMMON 755111309 28,996.38 421 SOLE 19 421
RAYTHEON COMPANY - CL. B COMMON 755111408 492,625.00 7,000 SOLE 3 7,000
RAYTHEON COMPANY - CL. B COMMON 755111408 7,037,500.00 100,000 SOLE 11 100,000
RAYTHEON COMPANY - CL. B COMMON 755111408 77,412.50 1,100 SOLE 19 1,100
RAYTHEON COMPANY - CL. B COMMON 755111408 21,112.50 300 SOLE 38 300
RAYTHEON COMPANY - CL. B COMMON 755111408 14,075.00 200 SOLE 51 200
READERS DGST ASSN,INC CLA COMMON 755267101 1,252,125.00 31,500 SOLE 20 31,500
REALTY INCOME CORP COMMON 756109104 62,938.00 2,650 SOLE 1 2,650
REALTY INFORMATION GROUP COMMON 75612B107 187,050.00 4,300 SOLE 36 4,300
REALTY INFORMATION GROUP COMMON 75612B107 100,050.00 2,300 SOLE 50 2,300
RECKSON ASSOCIATES REALTY COMMON 75621K106 42,182.50 1,795 SOLE 28 1,795
RECKSON ASSOCIATES REALTY COMMON 75621K106 21,855.00 930 SOLE 33 930
RECKSON ASSOCIATES REALTY COMMON 75621K106 96,608.00 4,100 SOLE 1 4,100
REEBOK INTERNATIONAL COMMON 758110100 5,587.50 300 SOLE 38 300
REEBOK INTERNATIONAL COMMON 758110100 3,725.00 200 SOLE 51 200
REGENCY REALTY CORP COMMON 758939102 128,337.00 5,850 SOLE 1 5,850
REGIONS FINANCIAL CORP. COMMON 758940100 53,812.50 1,400 SOLE 19 1,400
REGIONS FINANCIAL CORP. COMMON 758940100 3,843.75 100 SOLE 38 100
REGIONS FINANCIAL CORP. COMMON 758940100 3,843.75 100 SOLE 51 100
RELIANT ENERGY, INC. COMMON 75952J108 27,625.00 1,000 SOLE 19 1,000
RELIANT ENERGY, INC. COMMON 75952J108 925,437.50 33,500 SOLE 20 33,500
RELIANT ENERGY, INC. COMMON 75952J108 24,862.50 900 SOLE 38 900
RELIANT ENERGY, INC. COMMON 75952J108 19,337.50 700 SOLE 51 700
REPSOL SA SPONSORED ADR COMMON 76026T205 24,375.00 1,200 SOLE 19 1,200
REPUBLIC NEW YORK CORP COMMON 760719104 6,818.75 100 SOLE 38 100
REPUBLIC NEW YORK CORP COMMON 760719104 6,818.75 100 SOLE 51 100
RESEARCH IN MOTION COMMON 760975102 121,500.00 6,000 SOLE 36 6,000
RESEARCH IN MOTION COMMON 760975102 70,875.00 3,500 SOLE 50 3,500
REYNOLDS METALS COMPANY COMMON 761763101 1,657,900.00 28,100 SOLE 20 28,100
RICHFOOD HOLDINGS INC COMMON 763408101 24,675.00 1,400 SOLE 38 1,400
RICHFOOD HOLDINGS INC COMMON 763408101 24,675.00 1,400 SOLE 51 1,400
RITE AID CORP COMMON 767754104 8,372,500.00 340,000 SOLE 2 340,000
RITE AID CORP COMMON 767754104 923,437.50 37,500 SOLE 3 37,500
RITE AID CORP COMMON 767754104 9,850,000.00 400,000 SOLE 10 400,000
RITE AID CORP COMMON 767754104 12,312,500.00 500,000 SOLE 11 500,000
RITE AID CORP COMMON 767754104 36,937.50 1,500 SOLE 19 1,500
RITE AID CORP COMMON 767754104 2,462.50 100 SOLE 38 100
RITE AID CORP COMMON 767754104 2,462.50 100 SOLE 51 100
RITE AID CORP COMMON 767754104 24,625.00 1,000 SOLE 510 1,000
RITE AID CORP COMMON 767754104 93,575.00 3,800 SOLE 520 3,800
RITE AID CORP COMMON 767754104 142,825.00 5,800 SOLE 530 5,800
RITE AID CORP COMMON 767754104 19,700.00 800 SOLE 540 800
RITE AID CORP COMMON 767754104 113,275.00 4,600 SOLE 560 4,600
RITE AID CORP COMMON 767754104 22,162.50 900 SOLE 570 900
RJ REYNOLDS TOBACCO COMMON 76182K105 519,750.00 16,500 SOLE 20 16,500
RJ REYNOLDS TOBACCO COMMON 76182K105 31.50 1 SOLE 51 1
ROCKWELL INTL CORP COMMON 773903109 85,050.00 1,400 SOLE 19 1,400
ROCKWELL INTL CORP COMMON 773903109 346,275.00 5,700 SOLE 29 5,700
ROCKWELL INTL CORP COMMON 773903109 6,075.00 100 SOLE 38 100
ROCKWELL INTL CORP COMMON 773903109 6,075.00 100 SOLE 51 100
ROHM & HAAS COMMON 775371107 98,185.53 2,290 SOLE 19 2,290
ROHM & HAAS COMMON 775371107 4,287.50 100 SOLE 38 100
ROHM & HAAS COMMON 775371107 4,287.50 100 SOLE 51 100
ROUSE COMPANY COMMON 779273101 591,237.50 23,300 SOLE 20 23,300
ROUSE COMPANY COMMON 779273101 189,044.00 7,450 SOLE 1 7,450
ROWAN COMPANIES INC COMMON 779382100 79,281.25 4,300 SOLE 36 4,300
ROWAN COMPANIES INC COMMON 779382100 49,781.25 2,700 SOLE 50 2,700
ROYAL DUTCH PETRO-NY SHRS COMMON 780257804 12,050,000.00 200,000 SOLE 2 200,000
ROYAL DUTCH PETRO-NY SHRS COMMON 780257804 2,626,900.00 43,600 SOLE 3 43,600
ROYAL DUTCH PETRO-NY SHRS COMMON 780257804 12,050,000.00 200,000 SOLE 10 200,000
ROYAL DUTCH PETRO-NY SHRS COMMON 780257804 35,939,125.00 596,500 SOLE 11 596,500
ROYAL DUTCH PETRO-NY SHRS COMMON 780257804 885,675.00 14,700 SOLE 19 14,700
ROYAL DUTCH PETRO-NY SHRS COMMON 780257804 2,319,625.00 38,500 SOLE 20 38,500
ROYAL DUTCH PETRO-NY SHRS COMMON 780257804 156,650.00 2,600 SOLE 38 2,600
ROYAL DUTCH PETRO-NY SHRS COMMON 780257804 108,450.00 1,800 SOLE 51 1,800
ROYAL DUTCH PETRO-NY SHRS COMMON 780257804 30,125.00 500 SOLE 510 500
ROYAL DUTCH PETRO-NY SHRS COMMON 780257804 216,900.00 3,600 SOLE 520 3,600
ROYAL DUTCH PETRO-NY SHRS COMMON 780257804 216,900.00 3,600 SOLE 530 3,600
ROYAL DUTCH PETRO-NY SHRS COMMON 780257804 24,100.00 400 SOLE 540 400
ROYAL DUTCH PETRO-NY SHRS COMMON 780257804 72,300.00 1,200 SOLE 560 1,200
ROYAL DUTCH PETRO-NY SHRS COMMON 780257804 18,075.00 300 SOLE 570 300
RUSSELL CORP COMMON 782352108 364,650.00 18,700 SOLE 3 18,700
RUSSELL CORP COMMON 782352108 4,549,350.00 233,300 SOLE 11 233,300
RYANAIR HOLDINGS PLC ADR COMMON 783513104 111,300.00 2,100 SOLE 18 2,100
S3 INCORPORATED COMMON 784849101 918,468.75 101,000 SOLE 1 101,000
S3 INCORPORATED COMMON 784849101 2,709,937.50 298,000 SOLE 15 298,000
S3 INCORPORATED COMMON 784849101 175,509.38 19,300 SOLE 29 19,300
S3 INCORPORATED COMMON 784849101 215,521.88 23,700 SOLE 35 23,700
SAFECO CORPORATION COMMON 786429100 838,375.00 19,000 SOLE 3 19,000
SAFECO CORPORATION COMMON 786429100 11,031,250.00 250,000 SOLE 11 250,000
SAFECO CORPORATION COMMON 786429100 1,831,187.50 41,500 SOLE 20 41,500
SAFEGUARD SCIENTIFICS INC COMMON 786449108 2,542,000.00 41,000 SOLE 1 41,000
SAFEGUARD SCIENTIFICS INC COMMON 786449108 7,006,000.00 113,000 SOLE 15 113,000
SAFEWAY, INC. COMMON 786514208 14,850,000.00 300,000 SOLE 2 300,000
SAFEWAY, INC. COMMON 786514208 15,840,000.00 320,000 SOLE 10 320,000
SAFEWAY, INC. COMMON 786514208 94,050.00 1,900 SOLE 19 1,900
SAFEWAY, INC. COMMON 786514208 148,500.00 3,000 SOLE 32 3,000
SAFEWAY, INC. COMMON 786514208 39,600.00 800 SOLE 38 800
SAFEWAY, INC. COMMON 786514208 24,750.00 500 SOLE 51 500
SAFEWAY, INC. COMMON 786514208 39,600.00 800 SOLE 510 800
SAFEWAY, INC. COMMON 786514208 158,400.00 3,200 SOLE 520 3,200
SAFEWAY, INC. COMMON 786514208 232,650.00 4,700 SOLE 530 4,700
SAFEWAY, INC. COMMON 786514208 29,700.00 600 SOLE 540 600
SAFEWAY, INC. COMMON 786514208 178,200.00 3,600 SOLE 560 3,600
SAFEWAY, INC. COMMON 786514208 39,600.00 800 SOLE 570 800
SAKS, INCORPORATED COMMON 79377W108 14,437,500.00 500,000 SOLE 10 500,000
SARA LEE CORP COMMON 803111103 90,750.00 4,000 SOLE 19 4,000
SARA LEE CORP COMMON 803111103 13,612.50 600 SOLE 38 600
SARA LEE CORP COMMON 803111103 9,075.00 400 SOLE 51 400
SAWTEK INC COMMON 805468105 4,220,500.00 92,000 SOLE 15 92,000
SAWTEK INC COMMON 805468105 238,550.00 5,200 SOLE 36 5,200
SAWTEK INC COMMON 805468105 128,450.00 2,800 SOLE 50 2,800
SBC COMMUNICATIONS, INC. COMMON 78387G103 13,340,000.00 230,000 SOLE 2 230,000
SBC COMMUNICATIONS, INC. COMMON 78387G103 14,500,000.00 250,000 SOLE 10 250,000
SBC COMMUNICATIONS, INC. COMMON 78387G103 3,526,400.00 60,800 SOLE 16 60,800
SBC COMMUNICATIONS, INC. COMMON 78387G103 336,400.00 5,800 SOLE 18 5,800
SBC COMMUNICATIONS, INC. COMMON 78387G103 414,932.00 7,154 SOLE 19 7,154
SBC COMMUNICATIONS, INC. COMMON 78387G103 5,112,816.00 88,152 SOLE 20 88,152
SBC COMMUNICATIONS, INC. COMMON 78387G103 162,400.00 2,800 SOLE 32 2,800
SBC COMMUNICATIONS, INC. COMMON 78387G103 377,000.00 6,500 SOLE 34 6,500
SBC COMMUNICATIONS, INC. COMMON 78387G103 139,200.00 2,400 SOLE 38 2,400
SBC COMMUNICATIONS, INC. COMMON 78387G103 98,600.00 1,700 SOLE 51 1,700
SBC COMMUNICATIONS, INC. COMMON 78387G103 34,800.00 600 SOLE 510 600
SBC COMMUNICATIONS, INC. COMMON 78387G103 191,400.00 3,300 SOLE 520 3,300
SBC COMMUNICATIONS, INC. COMMON 78387G103 203,000.00 3,500 SOLE 530 3,500
SBC COMMUNICATIONS, INC. COMMON 78387G103 46,400.00 800 SOLE 540 800
SBC COMMUNICATIONS, INC. COMMON 78387G103 208,800.00 3,600 SOLE 560 3,600
SBC COMMUNICATIONS, INC. COMMON 78387G103 58,000.00 1,000 SOLE 570 1,000
SCHERING-PLOUGH CORP COMMON 806605101 18,020,000.00 340,000 SOLE 2 340,000
SCHERING-PLOUGH CORP COMMON 806605101 18,550,000.00 350,000 SOLE 10 350,000
SCHERING-PLOUGH CORP COMMON 806605101 2,920,300.00 55,100 SOLE 16 55,100
SCHERING-PLOUGH CORP COMMON 806605101 254,400.00 4,800 SOLE 19 4,800
SCHERING-PLOUGH CORP COMMON 806605101 174,900.00 3,300 SOLE 32 3,300
SCHERING-PLOUGH CORP COMMON 806605101 280,900.00 5,300 SOLE 34 5,300
SCHERING-PLOUGH CORP COMMON 806605101 90,100.00 1,700 SOLE 38 1,700
SCHERING-PLOUGH CORP COMMON 806605101 63,600.00 1,200 SOLE 51 1,200
SCHERING-PLOUGH CORP COMMON 806605101 280,900.00 5,300 SOLE 53 5,300
SCHERING-PLOUGH CORP COMMON 806605101 1,022,900.00 19,300 SOLE 70 19,300
SCHERING-PLOUGH CORP COMMON 806605101 42,400.00 800 SOLE 510 800
SCHERING-PLOUGH CORP COMMON 806605101 169,600.00 3,200 SOLE 520 3,200
SCHERING-PLOUGH CORP COMMON 806605101 275,600.00 5,200 SOLE 530 5,200
SCHERING-PLOUGH CORP COMMON 806605101 37,100.00 700 SOLE 540 700
SCHLUMBERGER, LTD. COMMON 806857108 1,910,625.00 30,000 SOLE 3 30,000
SCHLUMBERGER, LTD. COMMON 806857108 25,475,000.00 400,000 SOLE 11 400,000
SCHLUMBERGER, LTD. COMMON 806857108 165,587.50 2,600 SOLE 19 2,600
SCHWAB, CHARLES COMMON 808513105 255,459.38 2,325 SOLE 19 2,325
SCHWAB, CHARLES COMMON 808513105 54,937.50 500 SOLE 38 500
SCHWAB, CHARLES COMMON 808513105 43,950.00 400 SOLE 51 400
SCIENTIFIC ATLANTA INC COMMON 808655104 507,600.00 14,100 SOLE 6 14,100
SCIENTIFIC ATLANTA INC COMMON 808655104 4,636,800.00 128,800 SOLE 13 128,800
SCIENTIFIC ATLANTA INC COMMON 808655104 878,400.00 24,400 SOLE 16 24,400
SCIENTIFIC ATLANTA INC COMMON 808655104 111,600.00 3,100 SOLE 34 3,100
SCIENTIFIC ATLANTA INC COMMON 808655104 7,200.00 200 SOLE 38 200
SCIENTIFIC ATLANTA INC COMMON 808655104 3,600.00 100 SOLE 51 100
SEAGATE TECHNOLOGY INC COMMON 811804103 99,937.50 3,900 SOLE 18 3,900
SEAGATE TECHNOLOGY INC COMMON 811804103 28,187.50 1,100 SOLE 19 1,100
SEAGATE TECHNOLOGY INC COMMON 811804103 17,937.50 700 SOLE 38 700
SEAGATE TECHNOLOGY INC COMMON 811804103 12,812.50 500 SOLE 51 500
SEAGRAM COMPANY, LTD. COMMON 811850106 10,075,000.00 200,000 SOLE 10 200,000
SEAGRAM COMPANY, LTD. COMMON 811850106 70,525.00 1,400 SOLE 19 1,400
SEAGRAM COMPANY, LTD. COMMON 811850106 141,050.00 2,800 SOLE 32 2,800
SEAGRAM COMPANY, LTD. COMMON 811850106 20,150.00 400 SOLE 38 400
SEAGRAM COMPANY, LTD. COMMON 811850106 15,112.50 300 SOLE 51 300
SEALED AIR COMMON 81211K100 45,412.50 700 SOLE 19 700
SEALED AIR COMMON 81211K100 6,487.50 100 SOLE 38 100
SEARS ROEBUCK AND CO COMMON 812387108 601,593.75 13,500 SOLE 16 13,500
SEARS ROEBUCK AND CO COMMON 812387108 84,668.75 1,900 SOLE 19 1,900
SEARS ROEBUCK AND CO COMMON 812387108 66,843.75 1,500 SOLE 34 1,500
SECURITY DYNAMICS TECH COMMON 814208104 78,625.00 3,700 SOLE 36 3,700
SECURITY DYNAMICS TECH COMMON 814208104 42,500.00 2,000 SOLE 50 2,000
SELECTIVE INS GROUP COMMON 816300107 15,250.00 800 SOLE 19 800
SEMPRA ENERGY COMMON 816851109 6,787.50 300 SOLE 38 300
SEMPRA ENERGY COMMON 816851109 4,525.00 200 SOLE 51 200
SEQUENT COMPUTER SYSTEMS COMMON 817338106 710,000.00 40,000 SOLE 3 40,000
SEQUENT COMPUTER SYSTEMS COMMON 817338106 8,875,000.00 500,000 SOLE 11 500,000
SERVICE CORP INTL COMMON 817565104 32,725.00 1,700 SOLE 19 1,700
SHELL TRAN & TRAD NYS-ADR COMMON 822703609 171,587.50 3,700 SOLE 19 3,700
SHERWIN-WILLIAMS CO COMMON 824348106 33,300.00 1,200 SOLE 32 1,200
SHIRE PARMACEUTICALS GRP COMMON 82481R106 1,690,000.00 65,000 SOLE 1 65,000
SHIRE PARMACEUTICALS GRP COMMON 82481R106 4,394,000.00 169,000 SOLE 15 169,000
SHOPKO STORES INC COMMON 824911101 68,875.00 1,900 SOLE 36 1,900
SHOPKO STORES INC COMMON 824911101 36,250.00 1,000 SOLE 50 1,000
SHURGARD STORAGE CENTERS COMMON 82567D104 75,950.00 2,800 SOLE 1 2,800
SIGMA-ALDRICH COMMON 826552101 306,493.75 8,900 SOLE 16 8,900
SIGMA-ALDRICH COMMON 826552101 37,881.25 1,100 SOLE 34 1,100
SILICON GRAPHICS INC. COMMON 827056102 311,125.00 19,000 SOLE 29 19,000
SILICON GRAPHICS INC. COMMON 827056102 360,250.00 22,000 SOLE 35 22,000
SILICON GRAPHICS INC. COMMON 827056102 13,100.00 800 SOLE 38 800
SILICON GRAPHICS INC. COMMON 827056102 9,825.00 600 SOLE 51 600
SIMON PROPERTY COMMON 828806109 422,494.00 16,650 SOLE 1 16,650
SIMON PROPERTY GROUP INC. COMMON 828806109 304,500.00 12,000 SOLE 3 12,000
SIMON PROPERTY GROUP INC. COMMON 828806109 3,496,675.00 137,800 SOLE 11 137,800
SIMON PROPERTY GROUP INC. COMMON 828806109 1,538,638.50 60,636 SOLE 20 60,636
SL GREEN REALTY CORP COMMON 78440X101 48,029.00 2,350 SOLE 1 2,350
SLM HOLDING CORP COMMON 78442A109 4,581.25 100 SOLE 38 100
SLM HOLDING CORP COMMON 78442A109 4,581.25 100 SOLE 51 100
SMITH CHARLES E RES REALTY COMMON 832197107 61,088.00 1,800 SOLE 1 1,800
SMITH INTERNATIONAL COMMON 832110100 573,375.00 13,200 SOLE 16 13,200
SMITH INTERNATIONAL COMMON 832110100 56,468.75 1,300 SOLE 34 1,300
SMITH INTERNATIONAL COMMON 832110100 21,718.75 500 SOLE 50 500
SMITHKLINE BEECHAM-PLCADR COMMON 832378301 13,212,500.00 200,000 SOLE 2 200,000
SMITHKLINE BEECHAM-PLCADR COMMON 832378301 13,212,500.00 200,000 SOLE 10 200,000
SMITHKLINE BEECHAM-PLCADR COMMON 832378301 39,637.50 600 SOLE 510 600
SMITHKLINE BEECHAM-PLCADR COMMON 832378301 184,975.00 2,800 SOLE 520 2,800
SMITHKLINE BEECHAM-PLCADR COMMON 832378301 237,825.00 3,600 SOLE 530 3,600
SMITHKLINE BEECHAM-PLCADR COMMON 832378301 26,425.00 400 SOLE 540 400
SNAP-ON TOOL COMMON 833034101 922,781.25 25,500 SOLE 16 25,500
SODEXHO MARRIOTT SERVICES COMMON 833793102 1,439.06 75 SOLE 19 75
SOLECTRON CORPORATION COMMON 834182107 33,343.75 500 SOLE 38 500
SOLECTRON CORPORATION COMMON 834182107 20,006.25 300 SOLE 51 300
SOLECTRON CORPORATION COMMON 834182107 226,737.50 3,400 SOLE 560 3,400
SOLECTRON CORPORATION COMMON 834182107 66,687.50 1,000 SOLE 570 1,000
SOLUTIA, INCORPORATED COMMON 834376105 27,280.00 1,280 SOLE 19 1,280
SONAT INC COMMON 835415100 530,000.00 16,000 SOLE 3 16,000
SONAT INC COMMON 835415100 6,625,000.00 200,000 SOLE 11 200,000
SONAT INC COMMON 835415100 26,500.00 800 SOLE 19 800
SONAT INC COMMON 835415100 3,312.50 100 SOLE 38 100
SONAT INC COMMON 835415100 3,312.50 100 SOLE 51 100
SONIC CORP COMMON 835451105 652,500.00 20,000 SOLE 29 20,000
SONIC CORP COMMON 835451105 783,000.00 24,000 SOLE 35 24,000
SOUTHERN CO COMMON 842587107 5,565,000.00 210,000 SOLE 11 210,000
SOUTHERN CO COMMON 842587107 76,850.00 2,900 SOLE 19 2,900
SOUTHERN CO COMMON 842587107 1,518,450.00 57,300 SOLE 20 57,300
SOUTHERN CO COMMON 842587107 47,700.00 1,800 SOLE 38 1,800
SOUTHERN CO COMMON 842587107 34,450.00 1,300 SOLE 51 1,300
SOUTHTRUST CORP COMMON 844730101 7,675.00 200 SOLE 38 200
SOUTHTRUST CORP COMMON 844730101 3,837.50 100 SOLE 51 100
SOUTHWEST AIRLINES CO COMMON 844741108 56,025.00 1,800 SOLE 19 1,800
SOUTHWEST AIRLINES CO COMMON 844741108 6,225.00 200 SOLE 38 200
SOUTHWEST AIRLINES CO COMMON 844741108 6,225.00 200 SOLE 51 200
SPIEKER PROPERTIES,INC. COMMON 848497103 244,913.00 6,300 SOLE 1 6,300
SPRINGS INDUSTRIES COMMON 851783100 13,087.50 300 SOLE 19 300
SPRINGS INDUSTRIES COMMON 851783100 13,087.50 300 SOLE 38 300
SPRINGS INDUSTRIES COMMON 851783100 8,725.00 200 SOLE 51 200
SPRINT CORP. (FON GROUP) COMMON 852061100 17,956,250.00 340,000 SOLE 2 340,000
SPRINT CORP. (FON GROUP) COMMON 852061100 18,484,375.00 350,000 SOLE 10 350,000
SPRINT CORP. (FON GROUP) COMMON 852061100 1,637,187.50 31,000 SOLE 16 31,000
SPRINT CORP. (FON GROUP) COMMON 852061100 179,562.50 3,400 SOLE 19 3,400
SPRINT CORP. (FON GROUP) COMMON 852061100 116,187.50 2,200 SOLE 34 2,200
SPRINT CORP. (FON GROUP) COMMON 852061100 63,375.00 1,200 SOLE 38 1,200
SPRINT CORP. (FON GROUP) COMMON 852061100 42,250.00 800 SOLE 51 800
SPRINT CORP. (FON GROUP) COMMON 852061100 47,531.25 900 SOLE 510 900
SPRINT CORP. (FON GROUP) COMMON 852061100 264,062.50 5,000 SOLE 520 5,000
SPRINT CORP. (FON GROUP) COMMON 852061100 269,343.75 5,100 SOLE 530 5,100
SPRINT CORP. (FON GROUP) COMMON 852061100 31,687.50 600 SOLE 540 600
SPRINT CORP. (FON GROUP) COMMON 852061100 132,031.25 2,500 SOLE 560 2,500
SPRINT CORP. (FON GROUP) COMMON 852061100 42,250.00 800 SOLE 570 800
SPRINT CORP. (PCS GROUP) COMMON 852061506 16,566,250.00 290,000 SOLE 2 290,000
SPRINT CORP. (PCS GROUP) COMMON 852061506 18,851,250.00 330,000 SOLE 10 330,000
SPRINT CORP. (PCS GROUP) COMMON 852061506 1,293,881.25 22,650 SOLE 16 22,650
SPRINT CORP. (PCS GROUP) COMMON 852061506 99,968.75 1,750 SOLE 19 1,750
SPRINT CORP. (PCS GROUP) COMMON 852061506 139,956.25 2,450 SOLE 34 2,450
SPRINT CORP. (PCS GROUP) COMMON 852061506 17,137.50 300 SOLE 38 300
SPRINT CORP. (PCS GROUP) COMMON 852061506 11,425.00 200 SOLE 51 200
SPRINT CORP. (PCS GROUP) COMMON 852061506 71,406.25 1,250 SOLE 520 1,250
SPRINT CORP. (PCS GROUP) COMMON 852061506 8,568.75 150 SOLE 540 150
ST. JOHN KNITS, INC. COMMON 790289102 127,237.50 4,350 SOLE 38 4,350
ST. JOHN KNITS, INC. COMMON 790289102 122,850.00 4,200 SOLE 51 4,200
ST. JUDE MEDICAL INC. COMMON 790849103 933,375.00 26,200 SOLE 3 26,200
ST. JUDE MEDICAL INC. COMMON 790849103 14,250,000.00 400,000 SOLE 11 400,000
ST. JUDE MEDICAL INC. COMMON 790849103 7,125.00 200 SOLE 38 200
ST. JUDE MEDICAL INC. COMMON 790849103 7,125.00 200 SOLE 51 200
ST. PAUL COMPANIES, INC. COMMON 792860108 849,393.75 26,700 SOLE 3 26,700
ST. PAUL COMPANIES, INC. COMMON 792860108 10,924,412.50 343,400 SOLE 11 343,400
ST. PAUL COMPANIES, INC. COMMON 792860108 2,017,039.75 63,404 SOLE 20 63,404
ST. PAUL COMPANIES, INC. COMMON 792860108 9,543.75 300 SOLE 38 300
ST. PAUL COMPANIES, INC. COMMON 792860108 6,362.50 200 SOLE 51 200
STANLEY WORKS (THE) COMMON 854616109 939,875.00 29,200 SOLE 20 29,200
STAPLES INC COMMON 855030102 18,562,500.00 600,000 SOLE 10 600,000
STAPLES INC COMMON 855030102 51,046.88 1,650 SOLE 19 1,650
STAPLES INC COMMON 855030102 152,367.19 4,925 SOLE 32 4,925
STAPLES INC COMMON 855030102 18,562.50 600 SOLE 38 600
STAPLES INC COMMON 855030102 12,375.00 400 SOLE 51 400
STAPLES INC COMMON 855030102 257,554.69 8,325 SOLE 560 8,325
STAPLES INC COMMON 855030102 48,726.56 1,575 SOLE 570 1,575
STARBUCKS CORP COMMON 855244109 1,389,812.50 37,000 SOLE 16 37,000
STARWOOD HOTELS & RESORTS COMMON 85590A203 11,216.44 367 SOLE 19 367
STARWOOD HOTELS & RESORTS COMMON 85590A203 2,064,466.31 67,549 SOLE 20 67,549
STATE STREET BOSTON COMMON 857477103 76,837.50 900 SOLE 19 900
STATE STREET BOSTON COMMON 857477103 8,537.50 100 SOLE 38 100
STATE STREET BOSTON COMMON 857477103 8,537.50 100 SOLE 51 100
STERLING COMMERCE COMMON 859205106 730,000.00 20,000 SOLE 1 20,000
STERLING COMMERCE COMMON 859205106 2,190,000.00 60,000 SOLE 15 60,000
STMICROELECTRONICS N.V. COMMON 861012102 471,750.00 6,800 SOLE 6 6,800
STMICROELECTRONICS N.V. COMMON 861012102 5,217,000.00 75,200 SOLE 13 75,200
STONE ENERGY CORP. COMMON 861642106 190,687.50 4,500 SOLE 36 4,500
STONE ENERGY CORP. COMMON 861642106 101,700.00 2,400 SOLE 50 2,400
STORAGE USA INC COMMON 861907103 91,200.00 2,850 SOLE 1 2,850
STRYKER CORP COMMON 863667101 1,322,750.00 22,000 SOLE 1 22,000
STRYKER CORP COMMON 863667101 3,487,250.00 58,000 SOLE 15 58,000
SUMMIT BANCORP COMMON 866005101 20,906.25 500 SOLE 19 500
SUMMIT BANCORP COMMON 866005101 8,362.50 200 SOLE 38 200
SUMMIT BANCORP COMMON 866005101 4,181.25 100 SOLE 51 100
SUN COMMUNITIES INC COMMON 866674104 58,575.00 1,650 SOLE 1 1,650
SUN MICROSYSTEMS INC COMMON 866810104 19,285,000.00 280,000 SOLE 2 280,000
SUN MICROSYSTEMS INC COMMON 866810104 936,700.00 13,600 SOLE 6 13,600
SUN MICROSYSTEMS INC COMMON 866810104 19,973,750.00 290,000 SOLE 10 290,000
SUN MICROSYSTEMS INC COMMON 866810104 8,044,600.00 116,800 SOLE 13 116,800
SUN MICROSYSTEMS INC COMMON 866810104 275,500.00 4,000 SOLE 19 4,000
SUN MICROSYSTEMS INC COMMON 866810104 75,762.50 1,100 SOLE 38 1,100
SUN MICROSYSTEMS INC COMMON 866810104 55,100.00 800 SOLE 51 800
SUN MICROSYSTEMS INC COMMON 866810104 261,725.00 3,800 SOLE 53 3,800
SUN MICROSYSTEMS INC COMMON 866810104 943,587.50 13,700 SOLE 70 13,700
SUN MICROSYSTEMS INC COMMON 866810104 48,212.50 700 SOLE 510 700
SUN MICROSYSTEMS INC COMMON 866810104 413,250.00 6,000 SOLE 520 6,000
SUN MICROSYSTEMS INC COMMON 866810104 275,500.00 4,000 SOLE 530 4,000
SUN MICROSYSTEMS INC COMMON 866810104 41,325.00 600 SOLE 540 600
SUN MICROSYSTEMS INC COMMON 866810104 185,962.50 2,700 SOLE 560 2,700
SUN MICROSYSTEMS INC COMMON 866810104 41,325.00 600 SOLE 570 600
SUNGARD DATA SYS INC COMMON 867363103 10,350,000.00 300,000 SOLE 10 300,000
SUNGARD DATA SYS INC COMMON 867363103 983,250.00 28,500 SOLE 16 28,500
SUNGARD DATA SYS INC COMMON 867363103 120,750.00 3,500 SOLE 34 3,500
SUNGARD DATA SYS INC COMMON 867363103 886,650.00 25,700 SOLE 70 25,700
SUNGARD DATA SYS INC COMMON 867363103 44,850.00 1,300 SOLE 510 1,300
SUNGARD DATA SYS INC COMMON 867363103 276,000.00 8,000 SOLE 520 8,000
SUNGARD DATA SYS INC COMMON 867363103 251,850.00 7,300 SOLE 530 7,300
SUNGARD DATA SYS INC COMMON 867363103 41,400.00 1,200 SOLE 540 1,200
SUNGARD DATA SYS INC COMMON 867363103 234,600.00 6,800 SOLE 560 6,800
SUNGARD DATA SYS INC COMMON 867363103 44,850.00 1,300 SOLE 570 1,300
SUNRISE MEDICAL, INC. COMMON 867910101 712,500.00 100,000 SOLE 1 100,000
SUNRISE MEDICAL, INC. COMMON 867910101 1,567,500.00 220,000 SOLE 15 220,000
SUNRISE MEDICAL, INC. COMMON 867910101 391,875.00 55,000 SOLE 29 55,000
SUNRISE MEDICAL, INC. COMMON 867910101 498,750.00 70,000 SOLE 35 70,000
SUNTRUST BANKS, INC. COMMON 867914103 62,493.75 900 SOLE 19 900
SUNTRUST BANKS, INC. COMMON 867914103 27,775.00 400 SOLE 38 400
SUNTRUST BANKS, INC. COMMON 867914103 20,831.25 300 SOLE 51 300
SUPERVALU INC COMMON 868536103 462,375.00 18,000 SOLE 3 18,000
SUPERVALU INC COMMON 868536103 6,421,875.00 250,000 SOLE 11 250,000
SUPERVALU INC COMMON 868536103 15,412.50 600 SOLE 38 600
SUPERVALU INC COMMON 868536103 10,275.00 400 SOLE 51 400
SYSCO CORP COMMON 871829107 29,812.50 1,000 SOLE 19 1,000
SYSCO CORP COMMON 871829107 5,962.50 200 SOLE 38 200
SYSCO CORP COMMON 871829107 5,962.50 200 SOLE 51 200
TALBOTS, INC. COMMON 874161102 895,937.50 23,500 SOLE 16 23,500
TALBOTS, INC. COMMON 874161102 381,250.00 10,000 SOLE 29 10,000
TALBOTS, INC. COMMON 874161102 114,375.00 3,000 SOLE 34 3,000
TALBOTS, INC. COMMON 874161102 419,375.00 11,000 SOLE 35 11,000
TALBOTS, INC. COMMON 874161102 171,562.50 4,500 SOLE 36 4,500
TALBOTS, INC. COMMON 874161102 95,312.50 2,500 SOLE 50 2,500
TANDY CORP. COMMON 875382103 58,650.00 1,200 SOLE 19 1,200
TAUBMAN CENTERS COMMON 876664103 71,215.00 5,400 SOLE 1 5,400
TECO ENERGY, INC. COMMON 872375100 536,900.00 23,600 SOLE 20 23,600
TELEBRAS -SPON ADR COMMON 879287100 43.75 700 SOLE 19 700
TELEBRAS -SPON ADR COMMON 879287100 856.25 13,700 SOLE 20 13,700
TELECOM NEW ZEALAND - ADR COMMON 879278208 13,975.00 400 SOLE 19 400
TELECOMUNICACOES BRASILER COMMON 879287308 63,131.25 700 SOLE 19 700
TELECOMUNICACOES BRASILER COMMON 879287308 1,235,568.75 13,700 SOLE 20 13,700
TELECOMUNICACOES BRASILER COMMON 879287308 27,056.25 300 SOLE 39 300
TELECOMUNICACOES BRASILER COMMON 879287308 18,037.50 200 SOLE 52 200
TELEFONICA SA ADR COMMON 879382208 61,227.54 416 SOLE 19 416
TELEFONOS DE MEXICO S.A. COMMON 879403780 145,462.50 1,800 SOLE 19 1,800
TELEFONOS DE MEXICO S.A. COMMON 879403780 24,243.75 300 SOLE 39 300
TELEFONOS DE MEXICO S.A. COMMON 879403780 16,162.50 200 SOLE 52 200
TELLABS INC COMMON 879664100 2,040,387.50 30,200 SOLE 16 30,200
TELLABS INC COMMON 879664100 94,587.50 1,400 SOLE 19 1,400
TELLABS INC COMMON 879664100 81,075.00 1,200 SOLE 32 1,200
TELLABS INC COMMON 879664100 162,150.00 2,400 SOLE 34 2,400
TELLABS INC COMMON 879664100 40,537.50 600 SOLE 38 600
TELLABS INC COMMON 879664100 27,025.00 400 SOLE 51 400
TELLABS INC COMMON 879664100 47,293.75 700 SOLE 500 700
TEMPLE-INLAND INC COMMON 879868107 232,050.00 3,400 SOLE 18 3,400
TEMPLE-INLAND INC COMMON 879868107 20,475.00 300 SOLE 38 300
TEMPLE-INLAND INC COMMON 879868107 13,650.00 200 SOLE 51 200
TENET HEALTHCARE CORP COMMON 88033G100 556,875.00 30,000 SOLE 3 30,000
TENET HEALTHCARE CORP COMMON 88033G100 29,700.00 1,600 SOLE 19 1,600
TENNECO INC COMMON 88037E101 907,250.00 38,000 SOLE 3 38,000
TENNECO INC COMMON 88037E101 11,937,500.00 500,000 SOLE 11 500,000
TENNECO INC COMMON 88037E101 4,775.00 200 SOLE 38 200
TENNECO INC COMMON 88037E101 4,775.00 200 SOLE 51 200
TESORO PETROLEUM CORP COMMON 881609101 2,003,343.75 125,700 SOLE 1 125,700
TESORO PETROLEUM CORP COMMON 881609101 5,021,906.25 315,100 SOLE 15 315,100
TESORO PETROLEUM CORP COMMON 881609101 726,750.00 45,600 SOLE 29 45,600
TESORO PETROLEUM CORP COMMON 881609101 910,031.25 57,100 SOLE 35 57,100
TEVA PHARMACEUTICAL COMMON 881624209 2,695,000.00 55,000 SOLE 1 55,000
TEVA PHARMACEUTICAL COMMON 881624209 784,000.00 16,000 SOLE 3 16,000
TEVA PHARMACEUTICAL COMMON 881624209 9,800,000.00 200,000 SOLE 11 200,000
TEVA PHARMACEUTICAL COMMON 881624209 7,105,000.00 145,000 SOLE 15 145,000
TEVA PHARMACEUTICAL COMMON 881624209 333,200.00 6,800 SOLE 29 6,800
TEVA PHARMACEUTICAL COMMON 881624209 436,100.00 8,900 SOLE 35 8,900
TEXACO, INC. COMMON 881694103 1,243,750.00 19,900 SOLE 3 19,900
TEXACO, INC. COMMON 881694103 16,193,750.00 259,100 SOLE 11 259,100
TEXACO, INC. COMMON 881694103 125,000.00 2,000 SOLE 19 2,000
TEXACO, INC. COMMON 881694103 2,606,250.00 41,700 SOLE 20 41,700
TEXACO, INC. COMMON 881694103 31,250.00 500 SOLE 38 500
TEXACO, INC. COMMON 881694103 25,000.00 400 SOLE 51 400
TEXACO, INC. COMMON 881694103 37,500.00 600 SOLE 510 600
TEXACO, INC. COMMON 881694103 212,500.00 3,400 SOLE 520 3,400
TEXACO, INC. COMMON 881694103 150,000.00 2,400 SOLE 530 2,400
TEXACO, INC. COMMON 881694103 25,000.00 400 SOLE 540 400
TEXACO, INC. COMMON 881694103 125,000.00 2,000 SOLE 560 2,000
TEXACO, INC. COMMON 881694103 18,750.00 300 SOLE 570 300
TEXAS INSTRUMENTS, INC. COMMON 882508104 855,500.00 5,900 SOLE 16 5,900
TEXAS INSTRUMENTS, INC. COMMON 882508104 246,500.00 1,700 SOLE 18 1,700
TEXAS INSTRUMENTS, INC. COMMON 882508104 275,500.00 1,900 SOLE 19 1,900
TEXAS INSTRUMENTS, INC. COMMON 882508104 87,000.00 600 SOLE 34 600
TEXAS INSTRUMENTS, INC. COMMON 882508104 72,500.00 500 SOLE 38 500
TEXAS INSTRUMENTS, INC. COMMON 882508104 43,500.00 300 SOLE 51 300
TEXAS UTILITIES COMMON 882848104 1,155,000.00 28,000 SOLE 3 28,000
TEXAS UTILITIES COMMON 882848104 15,468,750.00 375,000 SOLE 11 375,000
TEXAS UTILITIES COMMON 882848104 74,250.00 1,800 SOLE 19 1,800
TEXAS UTILITIES COMMON 882848104 16,500.00 400 SOLE 38 400
TEXAS UTILITIES COMMON 882848104 12,375.00 300 SOLE 51 300
TEXTRON INC COMMON 883203101 8,642,812.50 105,000 SOLE 2 105,000
TEXTRON INC COMMON 883203101 13,581,562.50 165,000 SOLE 10 165,000
TEXTRON INC COMMON 883203101 74,081.25 900 SOLE 19 900
TEXTRON INC COMMON 883203101 32,925.00 400 SOLE 38 400
TEXTRON INC COMMON 883203101 24,693.75 300 SOLE 51 300
THE LIMITED, INC. COMMON 532716107 8,712.00 192 SOLE 38 192
THE LIMITED, INC. COMMON 532716107 4,356.00 96 SOLE 51 96
THERMO ELECTRON COMMON 883556102 42,131.25 2,100 SOLE 19 2,100
THOMAS & BETTS CORP COMMON 884315102 2,112,075.00 44,700 SOLE 16 44,700
THOMAS & BETTS CORP COMMON 884315102 203,175.00 4,300 SOLE 34 4,300
TIER TECHNOLOGIES INC-CL COMMON 88650Q100 595,000.00 85,000 SOLE 29 85,000
TIER TECHNOLOGIES INC-CL COMMON 88650Q100 700,000.00 100,000 SOLE 35 100,000
TIME WARNER INC COMMON 887315109 11,520,000.00 160,000 SOLE 2 160,000
TIME WARNER INC COMMON 887315109 9,360,000.00 130,000 SOLE 10 130,000
TIME WARNER INC COMMON 887315109 2,059,200.00 28,600 SOLE 16 28,600
TIME WARNER INC COMMON 887315109 302,400.00 4,200 SOLE 19 4,200
TIME WARNER INC COMMON 887315109 244,800.00 3,400 SOLE 34 3,400
TIME WARNER INC COMMON 887315109 108,000.00 1,500 SOLE 38 1,500
TIME WARNER INC COMMON 887315109 79,200.00 1,100 SOLE 51 1,100
TIME WARNER INC COMMON 887315109 280,800.00 3,900 SOLE 53 3,900
TIME WARNER INC COMMON 887315109 936,000.00 13,000 SOLE 70 13,000
TIME WARNER INC COMMON 887315109 50,400.00 700 SOLE 510 700
TIME WARNER INC COMMON 887315109 216,000.00 3,000 SOLE 520 3,000
TIME WARNER INC COMMON 887315109 273,600.00 3,800 SOLE 530 3,800
TIME WARNER INC COMMON 887315109 28,800.00 400 SOLE 540 400
TIME WARNER INC COMMON 887315109 187,200.00 2,600 SOLE 560 2,600
TIME WARNER INC COMMON 887315109 43,200.00 600 SOLE 570 600
TIMKEN CO COMMON 887389104 1,950.00 100 SOLE 38 100
TIMKEN CO COMMON 887389104 1,950.00 100 SOLE 51 100
TJX COMPANIES, INC. COMMON 872540109 14,657,500.00 440,000 SOLE 2 440,000
TJX COMPANIES, INC. COMMON 872540109 17,988,750.00 540,000 SOLE 10 540,000
TJX COMPANIES, INC. COMMON 872540109 46,637.50 1,400 SOLE 19 1,400
TJX COMPANIES, INC. COMMON 872540109 173,225.00 5,200 SOLE 34 5,200
TJX COMPANIES, INC. COMMON 872540109 6,662.50 200 SOLE 38 200
TJX COMPANIES, INC. COMMON 872540109 6,662.50 200 SOLE 51 200
TJX COMPANIES, INC. COMMON 872540109 39,975.00 1,200 SOLE 510 1,200
TJX COMPANIES, INC. COMMON 872540109 279,825.00 8,400 SOLE 520 8,400
TJX COMPANIES, INC. COMMON 872540109 253,175.00 7,600 SOLE 530 7,600
TJX COMPANIES, INC. COMMON 872540109 33,312.50 1,000 SOLE 540 1,000
TJX COMPANIES, INC. COMMON 872540109 133,250.00 4,000 SOLE 560 4,000
TJX COMPANIES, INC. COMMON 872540109 33,312.50 1,000 SOLE 570 1,000
TOMKINS PLC -ADR COMMON 890030208 4,526.00 248 SOLE 19 248
TORCHMARK CORPORATION COMMON 891027104 40,950.00 1,200 SOLE 19 1,200
TOTAL S.A. -ADR COMMON 89151E109 64,437.50 1,000 SOLE 19 1,000
TOYS R US INC. COMMON 892335100 413,750.00 20,000 SOLE 3 20,000
TOYS R US INC. COMMON 892335100 5,171,875.00 250,000 SOLE 11 250,000
TOYS R US INC. COMMON 892335100 43,443.75 2,100 SOLE 19 2,100
TOYS R US INC. COMMON 892335100 1,040,581.25 50,300 SOLE 20 50,300
TRANSAMERICA CORPORATION COMMON 893485102 1,665,000.00 22,200 SOLE 20 22,200
TRANSAMERICA CORPORATION COMMON 893485102 7,500.00 100 SOLE 38 100
TRANSAMERICA CORPORATION COMMON 893485102 7,500.00 100 SOLE 51 100
TRANSOCEAN OFFSHORE INC COMMON G90076103 1,050,000.00 40,000 SOLE 1 40,000
TRANSOCEAN OFFSHORE INC COMMON G90076103 1,575,000.00 60,000 SOLE 15 60,000
TRANSOCEAN OFFSHORE INC COMMON G90076103 787,500.00 30,000 SOLE 29 30,000
TRANSOCEAN OFFSHORE INC COMMON G90076103 892,500.00 34,000 SOLE 35 34,000
TRANSWITCH CORP COMMON 894065101 355,312.50 7,500 SOLE 36 7,500
TRANSWITCH CORP COMMON 894065101 189,500.00 4,000 SOLE 50 4,000
TRIAD HOSPITALS INC COMMON 89579K109 2,119.50 157 SOLE 19 157
TRIAD HOSPITALS INC COMMON 89579K109 10,017.00 742 SOLE 35 742
TRIBUNE COMPANY COMMON 896047107 14,375,625.00 165,000 SOLE 2 165,000
TRIBUNE COMPANY COMMON 896047107 14,811,250.00 170,000 SOLE 10 170,000
TRIBUNE COMPANY COMMON 896047107 95,837.50 1,100 SOLE 19 1,100
TRIBUNE COMPANY COMMON 896047107 165,537.50 1,900 SOLE 32 1,900
TRIBUNE COMPANY COMMON 896047107 8,712.50 100 SOLE 38 100
TRIBUNE COMPANY COMMON 896047107 235,237.50 2,700 SOLE 520 2,700
TRIBUNE COMPANY COMMON 896047107 26,137.50 300 SOLE 540 300
TRICON GLOBAL RESTAURANTS COMMON 895953107 61,702.50 1,140 SOLE 19 1,140
TRICON GLOBAL RESTAURANTS COMMON 895953107 43,300.00 800 SOLE 32 800
TRICON GLOBAL RESTAURANTS COMMON 895953107 16,237.50 300 SOLE 38 300
TRICON GLOBAL RESTAURANTS COMMON 895953107 10,825.00 200 SOLE 51 200
TRIMERIS, INC. COMMON 896263100 156,600.00 10,800 SOLE 1 10,800
TRIMERIS, INC. COMMON 896263100 423,400.00 29,200 SOLE 15 29,200
TRINET CORP REALTY TRUST COMMON 896287109 66,451.00 2,400 SOLE 1 2,400
TRUE NORTH COMM., INC. COMMON 897844106 1,050,000.00 35,000 SOLE 1 35,000
TRUE NORTH COMM., INC. COMMON 897844106 3,600,000.00 120,000 SOLE 15 120,000
TRUE NORTH COMM., INC. COMMON 897844106 309,000.00 10,300 SOLE 29 10,300
TRUE NORTH COMM., INC. COMMON 897844106 393,000.00 13,100 SOLE 35 13,100
TRW INC COMMON 872649108 439,000.00 8,000 SOLE 3 8,000
TRW INC COMMON 872649108 5,487,500.00 100,000 SOLE 11 100,000
TRW INC COMMON 872649108 60,362.50 1,100 SOLE 19 1,100
TRW INC COMMON 872649108 1,092,012.50 19,900 SOLE 20 19,900
TUPPERWARE CORPORATION COMMON 899896104 711,450.00 27,900 SOLE 20 27,900
TUT SYSTEMS INC COMMON 901103101 48,937.50 1,000 SOLE 36 1,000
TUT SYSTEMS INC COMMON 901103101 29,362.50 600 SOLE 50 600
TYCO INTERNATIONAL LTD COMMON 902124106 20,845,000.00 220,000 SOLE 2 220,000
TYCO INTERNATIONAL LTD COMMON 902124106 28,425,000.00 300,000 SOLE 10 300,000
TYCO INTERNATIONAL LTD COMMON 902124106 265,300.00 2,800 SOLE 19 2,800
TYCO INTERNATIONAL LTD COMMON 902124106 161,075.00 1,700 SOLE 32 1,700
TYCO INTERNATIONAL LTD COMMON 902124106 90,012.50 950 SOLE 38 950
TYCO INTERNATIONAL LTD COMMON 902124106 66,325.00 700 SOLE 51 700
TYCO INTERNATIONAL LTD COMMON 902124106 274,775.00 2,900 SOLE 53 2,900
TYCO INTERNATIONAL LTD COMMON 902124106 947,500.00 10,000 SOLE 70 10,000
TYCO INTERNATIONAL LTD COMMON 902124106 56,850.00 600 SOLE 510 600
TYCO INTERNATIONAL LTD COMMON 902124106 312,675.00 3,300 SOLE 520 3,300
TYCO INTERNATIONAL LTD COMMON 902124106 350,575.00 3,700 SOLE 530 3,700
TYCO INTERNATIONAL LTD COMMON 902124106 47,462.74 500 SOLE 540 500
TYCO INTERNATIONAL LTD COMMON 902124106 236,875.00 2,500 SOLE 560 2,500
TYCO INTERNATIONAL LTD COMMON 902124106 56,850.00 600 SOLE 570 600
TYSON FOODS INC, CL.A COMMON 902494103 780,750.00 34,700 SOLE 3 34,700
TYSON FOODS INC, CL.A COMMON 902494103 9,987,750.00 443,900 SOLE 11 443,900
U S WEST, INC. COMMON 91273H101 143,878.75 2,449 SOLE 19 2,449
U S WEST, INC. COMMON 91273H101 1,321,875.00 22,500 SOLE 20 22,500
U S WEST, INC. COMMON 91273H101 35,250.00 600 SOLE 38 600
U S WEST, INC. COMMON 91273H101 29,375.00 500 SOLE 51 500
U.S. BANCORP COMMON 902973106 79,254.00 2,331 SOLE 19 2,331
U.S. BANCORP COMMON 902973106 17,000.00 500 SOLE 38 500
U.S. BANCORP COMMON 902973106 13,600.00 400 SOLE 51 400
U.S. BANCORP COMMON 902973106 85,000.00 2,500 SOLE 500 2,500
UNICOM CORP COMMON 904911104 57,843.75 1,500 SOLE 19 1,500
UNICOM CORP COMMON 904911104 1,550,212.50 40,200 SOLE 20 40,200
UNICOM CORP COMMON 904911104 34,706.25 900 SOLE 38 900
UNICOM CORP COMMON 904911104 23,137.50 600 SOLE 51 600
UNILEVER NV COMMON 904784709 264,003.75 3,785 SOLE 19 3,785
UNILEVER NV COMMON 904784709 41,850.00 600 SOLE 38 600
UNILEVER NV COMMON 904784709 34,875.00 500 SOLE 51 500
UNION CARBIDE CORP COMMON 905581104 4,875.00 100 SOLE 38 100
UNION PACIFIC CORPORATION COMMON 907818108 933,000.00 16,000 SOLE 3 16,000
UNION PACIFIC CORPORATION COMMON 907818108 11,662,500.00 200,000 SOLE 11 200,000
UNION PACIFIC CORPORATION COMMON 907818108 87,468.75 1,500 SOLE 19 1,500
UNION PACIFIC CORPORATION COMMON 907818108 2,979,768.75 51,100 SOLE 20 51,100
UNION PACIFIC CORPORATION COMMON 907818108 11,662.50 200 SOLE 38 200
UNION PACIFIC CORPORATION COMMON 907818108 5,831.25 100 SOLE 51 100
UNION PACIFIC RES GRP COMMON 907834105 33,244.88 2,038 SOLE 19 2,038
UNION PLANTERS CORP COMMON 908068109 40,218.75 900 SOLE 19 900
UNION PLANTERS CORP COMMON 908068109 31,281.25 700 SOLE 38 700
UNION PLANTERS CORP COMMON 908068109 22,343.75 500 SOLE 51 500
UNIONBANCAL CORPORATION COMMON 908906100 242,037.50 6,700 SOLE 18 6,700
UNIPHASE CORP COMMON 909149106 1,842,600.00 11,100 SOLE 1 11,100
UNIPHASE CORP COMMON 909149106 5,976,000.00 36,000 SOLE 15 36,000
UNISYS CORP COMMON 909214108 23,362.50 600 SOLE 38 600
UNISYS CORP COMMON 909214108 15,575.00 400 SOLE 51 400
UNITED DOMINION REALTY COMMON 910197102 121,025.00 10,300 SOLE 1 10,300
UNITED DOMINION REALTY TR COMMON 910197102 352,500.00 30,000 SOLE 3 30,000
UNITED DOMINION REALTY TR COMMON 910197102 4,700,000.00 400,000 SOLE 11 400,000
UNITED HEALTHCARE CORP COMMON 910581107 814,125.00 13,000 SOLE 1 13,000
UNITED HEALTHCARE CORP COMMON 910581107 501,000.00 8,000 SOLE 3 8,000
UNITED HEALTHCARE CORP COMMON 910581107 6,262,500.00 100,000 SOLE 11 100,000
UNITED HEALTHCARE CORP COMMON 910581107 2,755,500.00 44,000 SOLE 15 44,000
UNITED HEALTHCARE CORP COMMON 910581107 43,837.50 700 SOLE 19 700
UNITED HEALTHCARE CORP COMMON 910581107 6,262.50 100 SOLE 38 100
UNITED HEALTHCARE CORP COMMON 910581107 6,262.50 100 SOLE 51 100
UNITED TECHNOLOGIES CORP COMMON 913017109 16,488,125.00 230,000 SOLE 2 230,000
UNITED TECHNOLOGIES CORP COMMON 913017109 18,638,750.00 260,000 SOLE 10 260,000
UNITED TECHNOLOGIES CORP COMMON 913017109 702,537.50 9,800 SOLE 18 9,800
UNITED TECHNOLOGIES CORP COMMON 913017109 129,037.50 1,800 SOLE 19 1,800
UNITED TECHNOLOGIES CORP COMMON 913017109 57,350.00 800 SOLE 38 800
UNITED TECHNOLOGIES CORP COMMON 913017109 35,843.75 500 SOLE 51 500
UNITED TECHNOLOGIES CORP COMMON 913017109 43,012.50 600 SOLE 510 600
UNITED TECHNOLOGIES CORP COMMON 913017109 358,437.50 5,000 SOLE 520 5,000
UNITED TECHNOLOGIES CORP COMMON 913017109 286,750.00 4,000 SOLE 530 4,000
UNITED TECHNOLOGIES CORP COMMON 913017109 28,675.00 400 SOLE 540 400
UNITED TECHNOLOGIES CORP COMMON 913017109 186,387.50 2,600 SOLE 560 2,600
UNITED TECHNOLOGIES CORP COMMON 913017109 43,012.50 600 SOLE 570 600
UNIVERSAL FOODS CORP COMMON 913538104 316,875.00 15,000 SOLE 3 15,000
UNIVERSAL FOODS CORP COMMON 913538104 4,225,000.00 200,000 SOLE 11 200,000
UNOCAL CORPORATION COMMON 915289102 43,587.50 1,100 SOLE 19 1,100
UNOCAL CORPORATION COMMON 915289102 1,668,212.50 42,100 SOLE 20 42,100
UNOCAL CORPORATION COMMON 915289102 7,925.00 200 SOLE 38 200
UNOCAL CORPORATION COMMON 915289102 3,962.50 100 SOLE 51 100
UNUM CORP. COMMON 903192102 10,950,000.00 200,000 SOLE 2 200,000
UNUM CORP. COMMON 903192102 985,500.00 18,000 SOLE 3 18,000
UNUM CORP. COMMON 903192102 12,318,750.00 225,000 SOLE 10 225,000
UNUM CORP. COMMON 903192102 13,687,500.00 250,000 SOLE 11 250,000
UNUM CORP. COMMON 903192102 3,011,250.00 55,000 SOLE 15 55,000
UNUM CORP. COMMON 903192102 1,303,050.00 23,800 SOLE 16 23,800
UNUM CORP. COMMON 903192102 60,225.00 1,100 SOLE 19 1,100
UNUM CORP. COMMON 903192102 492,750.00 9,000 SOLE 29 9,000
UNUM CORP. COMMON 903192102 153,300.00 2,800 SOLE 34 2,800
UNUM CORP. COMMON 903192102 547,500.00 10,000 SOLE 35 10,000
UNUM CORP. COMMON 903192102 27,375.00 500 SOLE 510 500
UNUM CORP. COMMON 903192102 136,875.00 2,500 SOLE 520 2,500
UNUM CORP. COMMON 903192102 158,775.00 2,900 SOLE 530 2,900
UNUM CORP. COMMON 903192102 16,425.00 300 SOLE 540 300
UNUM CORP. COMMON 903192102 104,025.00 1,900 SOLE 560 1,900
UNUM CORP. COMMON 903192102 16,425.00 300 SOLE 570 300
URBAN SHOPPING CENTERS COMMON 917060105 53,550.00 1,700 SOLE 1 1,700
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UST INC COMMON 902911106 8,775,000.00 300,000 SOLE 11 300,000
UST INC COMMON 902911106 1,930,500.00 66,000 SOLE 20 66,000
UST INC COMMON 902911106 35,100.00 1,200 SOLE 38 1,200
UST INC COMMON 902911106 23,400.00 800 SOLE 51 800
USX MARATHON GROUP COMMON 902905827 602,406.25 18,500 SOLE 3 18,500
USX MARATHON GROUP COMMON 902905827 8,140,625.00 250,000 SOLE 11 250,000
USX MARATHON GROUP COMMON 902905827 42,331.25 1,300 SOLE 19 1,300
USX MARATHON GROUP COMMON 902905827 983,387.50 30,200 SOLE 20 30,200
USX MARATHON GROUP COMMON 902905827 9,768.75 300 SOLE 38 300
USX MARATHON GROUP COMMON 902905827 6,512.50 200 SOLE 51 200
USX-US STEEL GROUP, INC. COMMON 90337T101 810,000.00 30,000 SOLE 3 30,000
USX-US STEEL GROUP, INC. COMMON 90337T101 10,800,000.00 400,000 SOLE 11 400,000
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VERITAS SOFTWARE COMMON 923436109 6,645,625.00 70,000 SOLE 15 70,000
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VERITY INC. COMMON 92343C106 189,656.25 3,500 SOLE 50 3,500
VIACOM INC -CL B COMMON 925524308 1,091,200.00 24,800 SOLE 16 24,800
VIACOM INC -CL B COMMON 925524308 123,200.00 2,800 SOLE 19 2,800
VIACOM INC -CL B COMMON 925524308 228,800.00 5,200 SOLE 34 5,200
VIACOM INC -CL B COMMON 925524308 44,000.00 1,000 SOLE 38 1,000
VIACOM INC -CL B COMMON 925524308 30,800.00 700 SOLE 51 700
VIAD CORPORATION COMMON 92552R109 13,921,875.00 450,000 SOLE 2 450,000
VIAD CORPORATION COMMON 92552R109 11,756,250.00 380,000 SOLE 10 380,000
VIAD CORPORATION COMMON 92552R109 154,687.50 5,000 SOLE 32 5,000
VIAD CORPORATION COMMON 92552R109 247,500.00 8,000 SOLE 520 8,000
VIAD CORPORATION COMMON 92552R109 30,937.50 1,000 SOLE 540 1,000
VIATEL INC COMMON 925529208 252,562.50 4,500 SOLE 36 4,500
VIATEL INC COMMON 925529208 134,700.00 2,400 SOLE 50 2,400
VODAFONE AIRTOUCH PLC ADR COMMON 92857T107 344,750.00 1,750 SOLE 19 1,750
VODAFONE AIRTOUCH PLC ADR COMMON 92857T107 78,800.00 400 SOLE 38 400
VODAFONE AIRTOUCH PLC ADR COMMON 92857T107 59,100.00 300 SOLE 51 300
VORNADO REALTY TRUST COMMON 929042109 300,161.00 8,500 SOLE 1 8,500
VULCAN MATERIALS CO COMMON 929160109 4,775.00 100 SOLE 38 100
VULCAN MATERIALS CO COMMON 929160109 4,775.00 100 SOLE 51 100
VWR SCIENTIFIC PRODUCTS COMMON 918435108 66,037.50 1,800 SOLE 38 1,800
VWR SCIENTIFIC PRODUCTS COMMON 918435108 66,037.50 1,800 SOLE 51 1,800
W R GRACE & CO COMMON 38388F108 1,837.50 100 SOLE 38 100
W R GRACE & CO COMMON 38388F108 1,837.50 100 SOLE 51 100
WACHOVIA CORP COMMON 929771103 162,568.75 1,900 SOLE 18 1,900
WACHOVIA CORP COMMON 929771103 111,231.25 1,300 SOLE 34 1,300
WACHOVIA CORP COMMON 929771103 25,668.75 300 SOLE 38 300
WACHOVIA CORP COMMON 929771103 17,112.50 200 SOLE 51 200
WADDELL & REED FIN (CL A) COMMON 930059100 932.88 34 SOLE 19 34
WADDELL & REED FIN (CL B) COMMON 930059209 3,942.00 146 SOLE 19 146
WAL-MART STORES, INC COMMON 931142103 11,580,000.00 240,000 SOLE 2 240,000
WAL-MART STORES, INC COMMON 931142103 12,545,000.00 260,000 SOLE 10 260,000
WAL-MART STORES, INC COMMON 931142103 839,550.00 17,400 SOLE 18 17,400
WAL-MART STORES, INC COMMON 931142103 752,700.00 15,600 SOLE 19 15,600
WAL-MART STORES, INC COMMON 931142103 154,400.00 3,200 SOLE 32 3,200
WAL-MART STORES, INC COMMON 931142103 303,975.00 6,300 SOLE 38 6,300
WAL-MART STORES, INC COMMON 931142103 212,300.00 4,400 SOLE 51 4,400
WAL-MART STORES, INC COMMON 931142103 275,025.00 5,700 SOLE 53 5,700
WAL-MART STORES, INC COMMON 931142103 960,175.00 19,900 SOLE 70 19,900
WAL-MART STORES, INC COMMON 931142103 67,550.00 1,400 SOLE 510 1,400
WAL-MART STORES, INC COMMON 931142103 328,100.00 6,800 SOLE 520 6,800
WAL-MART STORES, INC COMMON 931142103 337,750.00 7,000 SOLE 530 7,000
WAL-MART STORES, INC COMMON 931142103 53,075.00 1,100 SOLE 540 1,100
WAL-MART STORES, INC COMMON 931142103 260,550.00 5,400 SOLE 560 5,400
WAL-MART STORES, INC COMMON 931142103 57,900.00 1,200 SOLE 570 1,200
WALGREEN CO COMMON 931422109 13,806,250.00 470,000 SOLE 2 470,000
WALGREEN CO COMMON 931422109 14,687,500.00 500,000 SOLE 10 500,000
WALGREEN CO COMMON 931422109 94,000.00 3,200 SOLE 19 3,200
WALGREEN CO COMMON 931422109 173,312.50 5,900 SOLE 32 5,900
WALGREEN CO COMMON 931422109 29,375.00 1,000 SOLE 38 1,000
WALGREEN CO COMMON 931422109 20,562.50 700 SOLE 51 700
WALGREEN CO COMMON 931422109 267,312.50 9,100 SOLE 53 9,100
WALGREEN CO COMMON 931422109 58,750.00 2,000 SOLE 510 2,000
WALGREEN CO COMMON 931422109 235,000.00 8,000 SOLE 520 8,000
WALGREEN CO COMMON 931422109 346,625.00 11,800 SOLE 530 11,800
WALGREEN CO COMMON 931422109 29,375.00 1,000 SOLE 540 1,000
WALGREEN CO COMMON 931422109 146,875.00 5,000 SOLE 560 5,000
WALGREEN CO COMMON 931422109 41,125.00 1,400 SOLE 570 1,400
WALT DISNEY COMPANY COMMON 254687106 10,784,375.00 350,000 SOLE 2 350,000
WALT DISNEY COMPANY COMMON 254687106 1,155,468.75 37,500 SOLE 3 37,500
WALT DISNEY COMPANY COMMON 254687106 13,865,625.00 450,000 SOLE 10 450,000
WALT DISNEY COMPANY COMMON 254687106 15,406,250.00 500,000 SOLE 11 500,000
WALT DISNEY COMPANY COMMON 254687106 1,602,250.00 52,000 SOLE 16 52,000
WALT DISNEY COMPANY COMMON 254687106 220,062.88 7,142 SOLE 19 7,142
WALT DISNEY COMPANY COMMON 254687106 496,081.25 16,100 SOLE 20 16,100
WALT DISNEY COMPANY COMMON 254687106 154,062.50 5,000 SOLE 34 5,000
WALT DISNEY COMPANY COMMON 254687106 61,625.00 2,000 SOLE 38 2,000
WALT DISNEY COMPANY COMMON 254687106 43,137.50 1,400 SOLE 51 1,400
WARNER-LAMBERT COMPANY COMMON 934488107 11,100,000.00 160,000 SOLE 2 160,000
WARNER-LAMBERT COMPANY COMMON 934488107 12,140,625.00 175,000 SOLE 10 175,000
WARNER-LAMBERT COMPANY COMMON 934488107 222,000.00 3,200 SOLE 19 3,200
WARNER-LAMBERT COMPANY COMMON 934488107 62,437.50 900 SOLE 38 900
WARNER-LAMBERT COMPANY COMMON 934488107 48,562.50 700 SOLE 51 700
WARNER-LAMBERT COMPANY COMMON 934488107 277,500.00 4,000 SOLE 53 4,000
WARNER-LAMBERT COMPANY COMMON 934488107 180,375.00 2,600 SOLE 520 2,600
WARNER-LAMBERT COMPANY COMMON 934488107 27,750.00 400 SOLE 540 400
WASHINGTON MUTUAL, INC. COMMON 939322103 534,870.00 15,120 SOLE 16 15,120
WASHINGTON MUTUAL, INC. COMMON 939322103 84,900.00 2,400 SOLE 19 2,400
WASHINGTON MUTUAL, INC. COMMON 939322103 59,430.00 1,680 SOLE 34 1,680
WASHINGTON MUTUAL, INC. COMMON 939322103 21,225.00 600 SOLE 38 600
WASHINGTON MUTUAL, INC. COMMON 939322103 14,150.00 400 SOLE 51 400
WASHINGTON REIT COMMON 939653101 61,824.00 3,650 SOLE 1 3,650
WASTE MANAGEMENT, INC. COMMON 94106L109 11,825,000.00 220,000 SOLE 2 220,000
WASTE MANAGEMENT, INC. COMMON 94106L109 403,125.00 7,500 SOLE 6 7,500
WASTE MANAGEMENT, INC. COMMON 94106L109 13,437,500.00 250,000 SOLE 10 250,000
WASTE MANAGEMENT, INC. COMMON 94106L109 3,407,750.00 63,400 SOLE 13 63,400
WASTE MANAGEMENT, INC. COMMON 94106L109 124,270.00 2,312 SOLE 19 2,312
WASTE MANAGEMENT, INC. COMMON 94106L109 484,932.50 9,022 SOLE 20 9,022
WASTE MANAGEMENT, INC. COMMON 94106L109 37,625.00 700 SOLE 38 700
WASTE MANAGEMENT, INC. COMMON 94106L109 26,875.00 500 SOLE 51 500
WASTE MANAGEMENT, INC. COMMON 94106L109 26,875.00 500 SOLE 510 500
WASTE MANAGEMENT, INC. COMMON 94106L109 107,500.00 2,000 SOLE 520 2,000
WASTE MANAGEMENT, INC. COMMON 94106L109 150,500.00 2,800 SOLE 530 2,800
WASTE MANAGEMENT, INC. COMMON 94106L109 26,875.00 500 SOLE 540 500
WASTE MANAGEMENT, INC. COMMON 94106L109 155,875.00 2,900 SOLE 560 2,900
WASTE MANAGEMENT, INC. COMMON 94106L109 26,875.00 500 SOLE 570 500
WATSON PHARMACEUTICALS COMMON 942683103 9,116,250.00 260,000 SOLE 10 260,000
WATSON PHARMACEUTICALS COMMON 942683103 31,556.25 900 SOLE 32 900
WATSON PHARMACEUTICALS COMMON 942683103 3,506.25 100 SOLE 38 100
WATSON PHARMACEUTICALS COMMON 942683103 3,506.25 100 SOLE 51 100
WATSON PHARMACEUTICALS COMMON 942683103 599,568.75 17,100 SOLE 70 17,100
WATSON PHARMACEUTICALS COMMON 942683103 35,062.50 1,000 SOLE 510 1,000
WATSON PHARMACEUTICALS COMMON 942683103 147,262.50 4,200 SOLE 520 4,200
WATSON PHARMACEUTICALS COMMON 942683103 129,731.25 3,700 SOLE 530 3,700
WATSON PHARMACEUTICALS COMMON 942683103 21,037.50 600 SOLE 540 600
WEEKS CORPORATION COMMON 94856P102 59,475.00 1,950 SOLE 1 1,950
WEINGARTEN REALTY INVEST COMMON 948741103 106,463.00 2,550 SOLE 1 2,550
WELLPOINT HEALTH NETWORKS COMMON 94973H108 8,487.50 100 SOLE 38 100
WELLPOINT HEALTH NETWORKS COMMON 94973H108 8,487.50 100 SOLE 51 100
WELLS FARGO COMPANY COMMON 949746101 10,260,000.00 240,000 SOLE 2 240,000
WELLS FARGO COMPANY COMMON 949746101 10,260,000.00 240,000 SOLE 10 240,000
WELLS FARGO COMPANY COMMON 949746101 2,193,075.00 51,300 SOLE 16 51,300
WELLS FARGO COMPANY COMMON 949746101 286,425.00 6,700 SOLE 19 6,700
WELLS FARGO COMPANY COMMON 949746101 1,581,750.00 37,000 SOLE 20 37,000
WELLS FARGO COMPANY COMMON 949746101 183,825.00 4,300 SOLE 34 4,300
WELLS FARGO COMPANY COMMON 949746101 85,500.00 2,000 SOLE 38 2,000
WELLS FARGO COMPANY COMMON 949746101 59,850.00 1,400 SOLE 51 1,400
WELLS FARGO COMPANY COMMON 949746101 34,200.00 800 SOLE 510 800
WELLS FARGO COMPANY COMMON 949746101 158,175.00 3,700 SOLE 520 3,700
WELLS FARGO COMPANY COMMON 949746101 153,900.00 3,600 SOLE 530 3,600
WELLS FARGO COMPANY COMMON 949746101 17,100.00 400 SOLE 540 400
WELLS FARGO COMPANY COMMON 949746101 64,125.00 1,500 SOLE 560 1,500
WELLS FARGO COMPANY COMMON 949746101 17,100.00 400 SOLE 570 400
WERNER ENTERPRISES INC COMMON 950755108 498,000.00 24,000 SOLE 3 24,000
WERNER ENTERPRISES INC COMMON 950755108 6,225,000.00 300,000 SOLE 11 300,000
WESTERN BANCORP COMMON 957683105 13,050.00 300 SOLE 38 300
WESTERN BANCORP COMMON 957683105 8,700.00 200 SOLE 51 200
WESTFIELD AMERICA COMMON 959910100 112,219.00 7,450 SOLE 1 7,450
WESTVACO CORP COMMON 961548104 626,400.00 21,600 SOLE 16 21,600
WESTVACO CORP COMMON 961548104 142,100.00 4,900 SOLE 34 4,900
WESTVACO CORP COMMON 961548104 2,900.00 100 SOLE 38 100
WESTVACO CORP COMMON 961548104 2,900.00 100 SOLE 51 100
WEYERHAEUSER COMPANY COMMON 962166104 268,125.00 3,900 SOLE 18 3,900
WEYERHAEUSER COMPANY COMMON 962166104 27,500.00 400 SOLE 19 400
WEYERHAEUSER COMPANY COMMON 962166104 34,375.00 500 SOLE 38 500
WEYERHAEUSER COMPANY COMMON 962166104 27,500.00 400 SOLE 51 400
WHIRLPOOL CORPORATION COMMON 963320106 1,480,000.00 20,000 SOLE 3 20,000
WHIRLPOOL CORPORATION COMMON 963320106 19,469,400.00 263,100 SOLE 11 263,100
WHIRLPOOL CORPORATION COMMON 963320106 1,872,200.00 25,300 SOLE 20 25,300
WHIRLPOOL CORPORATION COMMON 963320106 37,000.00 500 SOLE 38 500
WHIRLPOOL CORPORATION COMMON 963320106 29,600.00 400 SOLE 51 400
WHITMAN CORPORATION COMMON 96647R107 144,000.00 8,000 SOLE 560 8,000
WHITMAN CORPORATION COMMON 96647R107 25,200.00 1,400 SOLE 570 1,400
WILLIAMS COS INC COMMON 969457100 12,768,750.00 300,000 SOLE 2 300,000
WILLIAMS COS INC COMMON 969457100 12,768,750.00 300,000 SOLE 10 300,000
WILLIAMS COS INC COMMON 969457100 119,175.00 2,800 SOLE 19 2,800
WILLIAMS COS INC COMMON 969457100 17,025.00 400 SOLE 38 400
WILLIAMS COS INC COMMON 969457100 12,768.75 300 SOLE 51 300
WILLIAMS COS INC COMMON 969457100 191,531.25 4,500 SOLE 520 4,500
WILLIAMS COS INC COMMON 969457100 21,281.25 500 SOLE 540 500
WINN-DIXIE STORES INC COMMON 974280109 923,437.50 25,000 SOLE 3 25,000
WITCO CORPORATION COMMON 977385103 1,022,000.00 51,100 SOLE 20 51,100
WM. WRIGLEY JR. COMPANY COMMON 982526105 36,000.00 400 SOLE 19 400
WORTHINGTON INDUSTRIES COMMON 981811102 11,506.25 700 SOLE 38 700
WORTHINGTON INDUSTRIES COMMON 981811102 8,218.75 500 SOLE 51 500
WYMAN-GORDON CO. COMMON 983085101 90,768.75 4,700 SOLE 38 4,700
WYMAN-GORDON CO. COMMON 983085101 79,181.25 4,100 SOLE 51 4,100
XEROX CORP COMMON 984121103 11,812,500.00 200,000 SOLE 2 200,000
XEROX CORP COMMON 984121103 12,993,750.00 220,000 SOLE 10 220,000
XEROX CORP COMMON 984121103 1,169,437.50 19,800 SOLE 16 19,800
XEROX CORP COMMON 984121103 189,000.00 3,200 SOLE 19 3,200
XEROX CORP COMMON 984121103 141,750.00 2,400 SOLE 34 2,400
XEROX CORP COMMON 984121103 41,343.75 700 SOLE 38 700
XEROX CORP COMMON 984121103 29,531.25 500 SOLE 51 500
XEROX CORP COMMON 984121103 47,250.00 800 SOLE 510 800
XEROX CORP COMMON 984121103 236,250.00 4,000 SOLE 520 4,000
XEROX CORP COMMON 984121103 236,250.00 4,000 SOLE 530 4,000
XEROX CORP COMMON 984121103 35,437.50 600 SOLE 540 600
XEROX CORP COMMON 984121103 159,468.75 2,700 SOLE 560 2,700
XEROX CORP COMMON 984121103 29,531.25 500 SOLE 570 500
XILINX INC COMMON 983919101 45,800.00 800 SOLE 19 800
XILINX INC COMMON 983919101 103,050.00 1,800 SOLE 34 1,800
XL CAPITAL LTD (CL. A) COMMON G98255105 864,450.00 15,300 SOLE 20 15,300
XOMED SURGICAL PRODUCTS I COMMON 98412V107 214,225.00 4,400 SOLE 36 4,400
XOMED SURGICAL PRODUCTS I COMMON 98412V107 121,718.75 2,500 SOLE 50 2,500
ZANY BRAINY INC COMMON 98906Q101 74,593.75 7,700 SOLE 36 7,700
ZANY BRAINY INC COMMON 98906Q101 40,687.50 4,200 SOLE 50 4,200
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