<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: September 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: 3,138
Form 13F Information Table Value Total: $4,647,359,192.90
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 FAIR --------------------------------
NAME OF ISSUER OF 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 28,750.00 1,000 SOLE 19 1,000
3COM CORP COMMON 885535104 34,500.00 1,200 SOLE 38 1,200
3COM CORP COMMON 885535104 23,000.00 800 SOLE 51 800
ABBOTT LABORATORIES COMMON 002824100 9,187,500.00 250,000 SOLE 10 250,000
ABBOTT LABORATORIES COMMON 002824100 7,350,000.00 200,000 SOLE 11 200,000
ABBOTT LABORATORIES COMMON 002824100 172,725.00 4,700 SOLE 19 4,700
ABBOTT LABORATORIES COMMON 002824100 1,370,775.00 37,300 SOLE 20 37,300
ABBOTT LABORATORIES COMMON 002824100 121,275.00 3,300 SOLE 32 3,300
ABBOTT LABORATORIES COMMON 002824100 66,150.00 1,800 SOLE 38 1,800
ABBOTT LABORATORIES COMMON 002824100 44,100.00 1,200 SOLE 51 1,200
ABBOTT LABORATORIES COMMON 002824100 128,625.00 3,500 SOLE 520 3,500
ABBOTT LABORATORIES COMMON 002824100 121,275.00 3,300 SOLE 530 3,300
ABBOTT LABORATORIES COMMON 002824100 22,050.00 600 SOLE 540 600
ABBOTT LABORATORIES COMMON 002824100 128,625.00 3,500 SOLE 560 3,500
ABBOTT LABORATORIES COMMON 002824100 44,100.00 1,200 SOLE 570 1,200
ABITIBI-CONSOLIDATED INC COMMON 003924107 209,887.50 17,400 SOLE 18 17,400
ABOUT.COM COMMON 003736105 158,200.00 2,800 SOLE 36 2,800
ABOUT.COM COMMON 003736105 152,550.00 2,700 SOLE 50 2,700
ACTIVISION INC COMMON 004930202 176,250.00 10,000 SOLE 36 10,000
ACTIVISION INC COMMON 004930202 149,812.50 8,500 SOLE 50 8,500
ACXIOM CORP COMMON 005125109 2,628,040.63 133,700 SOLE 1 133,700
ACXIOM CORP COMMON 005125109 7,534,240.63 383,300 SOLE 15 383,300
ACXIOM CORP COMMON 005125109 707,625.00 36,000 SOLE 29 36,000
ACXIOM CORP COMMON 005125109 766,593.75 39,000 SOLE 35 39,000
ADAPTEC INC. COMMON 00651F108 238,125.00 6,000 SOLE 18 6,000
ADC TELECOMMUNICATIONS COMMON 000886101 1,576,850.00 37,600 SOLE 16 37,600
ADC TELECOMMUNICATIONS COMMON 000886101 201,300.00 4,800 SOLE 34 4,800
ADC TELECOMMUNICATIONS COMMON 000886101 25,162.50 600 SOLE 38 600
ADC TELECOMMUNICATIONS COMMON 000886101 16,775.00 400 SOLE 51 400
ADOBE SYSTEMS, INC. COMMON 00724F101 1,679,800.00 14,800 SOLE 16 14,800
ADOBE SYSTEMS, INC. COMMON 00724F101 79,450.00 700 SOLE 19 700
ADOBE SYSTEMS, INC. COMMON 00724F101 192,950.00 1,700 SOLE 34 1,700
ADOBE SYSTEMS, INC. COMMON 00724F101 68,100.00 600 SOLE 38 600
ADOBE SYSTEMS, INC. COMMON 00724F101 45,400.00 400 SOLE 51 400
ADVANCED MICRO DEVICESINC COMMON 007903107 515,625.00 30,000 SOLE 3 30,000
ADVANCED MICRO DEVICESINC COMMON 007903107 6,875,000.00 400,000 SOLE 11 400,000
ADVANCED MICRO DEVICESINC COMMON 007903107 10,312.50 600 SOLE 38 600
ADVANCED MICRO DEVICESINC COMMON 007903107 6,875.00 400 SOLE 51 400
AEP INDUSTRIES INC COMMON 001031103 296,000.00 8,000 SOLE 29 8,000
AEP INDUSTRIES INC COMMON 001031103 377,400.00 10,200 SOLE 35 10,200
AES CORPORATION COMMON 00130H105 35,400.00 600 SOLE 19 600
AES CORPORATION COMMON 00130H105 5,900.00 100 SOLE 38 100
AES CORPORATION COMMON 00130H105 5,900.00 100 SOLE 51 100
AETNA, INC. COMMON 008117103 394,000.00 8,000 SOLE 3 8,000
AETNA, INC. COMMON 008117103 4,925,000.00 100,000 SOLE 11 100,000
AETNA, INC. COMMON 008117103 36,642.00 744 SOLE 19 744
AETNA, INC. COMMON 008117103 4,925.00 100 SOLE 38 100
AETNA, INC. COMMON 008117103 4,925.00 100 SOLE 51 100
AFFILIATED COMPUTER SVCS COMMON 008190100 1,052,187.50 25,900 SOLE 16 25,900
AFFILIATED COMPUTER SVCS COMMON 008190100 125,937.50 3,100 SOLE 34 3,100
AFFYMETRIX INC COMMON 00826T108 472,500.00 4,800 SOLE 6 4,800
AFFYMETRIX INC COMMON 00826T108 3,957,187.50 40,200 SOLE 13 40,200
AFLAC INC COMMON 001055102 3,433,750.00 82,000 SOLE 1 82,000
AFLAC INC COMMON 001055102 8,793,750.00 210,000 SOLE 15 210,000
AFLAC INC COMMON 001055102 251,250.00 6,000 SOLE 29 6,000
AFLAC INC COMMON 001055102 502,500.00 12,000 SOLE 35 12,000
AFLAC INC COMMON 001055102 20,937.50 500 SOLE 38 500
AFLAC INC COMMON 001055102 12,562.50 300 SOLE 51 300
AGRIBRANDS INTERNATIONAL COMMON 00849R105 684,825.00 13,800 SOLE 29 13,800
AGRIBRANDS INTERNATIONAL COMMON 00849R105 813,850.00 16,400 SOLE 35 16,400
AIR PRODUCTS & CHEMICALS COMMON 009158106 465,000.00 16,000 SOLE 3 16,000
AIR PRODUCTS & CHEMICALS COMMON 009158106 5,812,500.00 200,000 SOLE 11 200,000
AIR PRODUCTS & CHEMICALS COMMON 009158106 58,125.00 2,000 SOLE 19 2,000
AIR PRODUCTS & CHEMICALS COMMON 009158106 2,906.25 100 SOLE 38 100
AIR PRODUCTS & CHEMICALS COMMON 009158106 2,906.25 100 SOLE 51 100
AIRONET WIRELES COMM INC COMMON 00943A107 441,000.00 21,000 SOLE 36 21,000
AIRONET WIRELES COMM INC COMMON 00943A107 336,000.00 16,000 SOLE 50 16,000
AKZO NOBEL NV-ADR COMMON 010199305 111,150.00 2,600 SOLE 19 2,600
ALBERTSON'S INC COMMON 013104104 10,681,875.00 270,000 SOLE 10 270,000
ALBERTSON'S INC COMMON 013104104 9,000,468.75 227,500 SOLE 11 227,500
ALBERTSON'S INC COMMON 013104104 74,891.81 1,893 SOLE 19 1,893
ALBERTSON'S INC COMMON 013104104 20,809.88 526 SOLE 38 526
ALBERTSON'S INC COMMON 013104104 14,361.19 363 SOLE 51 363
ALBERTSON'S INC COMMON 013104104 118,687.50 3,000 SOLE 520 3,000
ALBERTSON'S INC COMMON 013104104 126,600.00 3,200 SOLE 530 3,200
ALBERTSON'S INC COMMON 013104104 19,781.25 500 SOLE 540 500
ALBERTSON'S INC COMMON 013104104 87,037.50 2,200 SOLE 560 2,200
ALBERTSON'S INC COMMON 013104104 23,737.50 600 SOLE 570 600
ALCAN ALUMINIUM, LTD. COMMON 013716105 6,250.00 200 SOLE 38 200
ALCAN ALUMINIUM, LTD. COMMON 013716105 3,125.00 100 SOLE 51 100
ALCOA, INC. COMMON 013817101 1,017,825.00 16,400 SOLE 16 16,400
ALCOA, INC. COMMON 013817101 136,537.50 2,200 SOLE 19 2,200
ALCOA, INC. COMMON 013817101 117,918.75 1,900 SOLE 34 1,900
ALCOA, INC. COMMON 013817101 49,650.00 800 SOLE 38 800
ALCOA, INC. COMMON 013817101 31,031.25 500 SOLE 51 500
ALEXANDER & BALDWIN INC COMMON 014482103 317,537.50 13,300 SOLE 20 13,300
ALLEGHENY ENERGY COMMON 017361106 413,562.50 13,000 SOLE 3 13,000
ALLEGHENY ENERGY COMMON 017361106 5,439,937.50 171,000 SOLE 11 171,000
ALLEGHENY TELEDYNE, INC. COMMON 017415100 1,687.50 100 SOLE 38 100
ALLEGHENY TELEDYNE, INC. COMMON 017415100 1,687.50 100 SOLE 51 100
ALLERGAN INC COMMON 018490102 1,287,000.00 11,700 SOLE 16 11,700
ALLERGAN INC COMMON 018490102 143,000.00 1,300 SOLE 34 1,300
ALLIED WASTE INDUSTRIES COMMON 019589308 3,506.25 300 SOLE 38 300
ALLIED WASTE INDUSTRIES COMMON 019589308 2,337.50 200 SOLE 51 200
ALLIED-SIGNAL INC COMMON 019512102 17,082,187.50 285,000 SOLE 2 285,000
ALLIED-SIGNAL INC COMMON 019512102 18,280,937.50 305,000 SOLE 10 305,000
ALLIED-SIGNAL INC COMMON 019512102 173,818.75 2,900 SOLE 18 2,900
ALLIED-SIGNAL INC COMMON 019512102 143,850.00 2,400 SOLE 19 2,400
ALLIED-SIGNAL INC COMMON 019512102 1,288,656.25 21,500 SOLE 20 21,500
ALLIED-SIGNAL INC COMMON 019512102 23,975.00 400 SOLE 38 400
ALLIED-SIGNAL INC COMMON 019512102 17,981.25 300 SOLE 51 300
ALLIED-SIGNAL INC COMMON 019512102 239,750.00 4,000 SOLE 520 4,000
ALLIED-SIGNAL INC COMMON 019512102 11,987.50 200 SOLE 530 200
ALLIED-SIGNAL INC COMMON 019512102 47,950.00 800 SOLE 540 800
ALLSTATE CORP COMMON 020002101 59,850.00 2,400 SOLE 19 2,400
ALLSTATE CORP COMMON 020002101 19,950.00 800 SOLE 38 800
ALLSTATE CORP COMMON 020002101 12,468.75 500 SOLE 51 500
ALLTEL CORP COMMON 020039103 105,562.50 1,500 SOLE 19 1,500
ALLTEL CORP COMMON 020039103 3,258,362.50 46,300 SOLE 20 46,300
ALLTEL CORP COMMON 020039103 28,220.38 401 SOLE 38 401
ALLTEL CORP COMMON 020039103 23,505.25 334 SOLE 51 334
ALPHA INDUSTRIES INC COMMON 020753109 315,875.00 5,600 SOLE 36 5,600
ALPHA INDUSTRIES INC COMMON 020753109 265,109.38 4,700 SOLE 50 4,700
ALTERA COMMON 021441100 52,050.00 1,200 SOLE 19 1,200
ALZA CORP COMMON 022615108 59,937.50 1,400 SOLE 38 1,400
ALZA CORP COMMON 022615108 38,531.25 900 SOLE 51 900
AMB PROPERTY CORP COMMON 00163T109 183,276.20 8,650 SOLE 1 8,650
AMER INT'L GROUP, INC. COMMON 026874107 16,300,781.25 187,500 SOLE 2 187,500
AMER INT'L GROUP, INC. COMMON 026874107 199,956.25 2,300 SOLE 6 2,300
AMER INT'L GROUP, INC. COMMON 026874107 18,338,335.44 210,937 SOLE 10 210,937
AMER INT'L GROUP, INC. COMMON 026874107 1,630,078.13 18,750 SOLE 13 18,750
AMER INT'L GROUP, INC. COMMON 026874107 5,082,887.88 58,466 SOLE 16 58,466
AMER INT'L GROUP, INC. COMMON 026874107 514,409.19 5,917 SOLE 19 5,917
AMER INT'L GROUP, INC. COMMON 026874107 141,273.44 1,625 SOLE 32 1,625
AMER INT'L GROUP, INC. COMMON 026874107 555,269.81 6,387 SOLE 34 6,387
AMER INT'L GROUP, INC. COMMON 026874107 267,332.81 3,075 SOLE 38 3,075
AMER INT'L GROUP, INC. COMMON 026874107 186,915.63 2,150 SOLE 51 2,150
AMER INT'L GROUP, INC. COMMON 026874107 186,046.25 2,140 SOLE 520 2,140
AMER INT'L GROUP, INC. COMMON 026874107 247,163.31 2,843 SOLE 530 2,843
AMER INT'L GROUP, INC. COMMON 026874107 36,600.69 421 SOLE 540 421
AMER INT'L GROUP, INC. COMMON 026874107 211,866.69 2,437 SOLE 560 2,437
AMER INT'L GROUP, INC. COMMON 026874107 43,468.75 500 SOLE 570 500
AMERADA HESS CORP COMMON 023551104 61,250.00 1,000 SOLE 19 1,000
AMERADA HESS CORP COMMON 023551104 2,296,875.00 37,500 SOLE 20 37,500
AMERADA HESS CORP COMMON 023551104 6,125.00 100 SOLE 38 100
AMEREN CORPORATION COMMON 023608102 3,781.25 100 SOLE 38 100
AMEREN CORPORATION COMMON 023608102 3,781.25 100 SOLE 51 100
AMERICA ONLINE COMMON 02364J104 6,240,000.00 60,000 SOLE 2 60,000
AMERICA ONLINE COMMON 02364J104 6,760,000.00 65,000 SOLE 10 65,000
AMERICA ONLINE COMMON 02364J104 239,200.00 2,300 SOLE 18 2,300
AMERICA ONLINE COMMON 02364J104 447,200.00 4,300 SOLE 19 4,300
AMERICA ONLINE COMMON 02364J104 70,200.00 675 SOLE 32 675
AMERICA ONLINE COMMON 02364J104 254,800.00 2,450 SOLE 38 2,450
AMERICA ONLINE COMMON 02364J104 187,200.00 1,800 SOLE 51 1,800
AMERICA ONLINE COMMON 02364J104 655,200.00 6,300 SOLE 53 6,300
AMERICA ONLINE COMMON 02364J104 1,331,200.00 12,800 SOLE 70 12,800
AMERICAN EAGLE OUTFITTERS COMMON 02553E109 111,406.25 2,300 SOLE 36 2,300
AMERICAN EAGLE OUTFITTERS COMMON 02553E109 67,812.50 1,400 SOLE 50 1,400
AMERICAN ELECTRIC POWER COMMON 025537101 836,062.50 24,500 SOLE 3 24,500
AMERICAN ELECTRIC POWER COMMON 025537101 11,090,625.00 325,000 SOLE 11 325,000
AMERICAN ELECTRIC POWER COMMON 025537101 37,537.50 1,100 SOLE 19 1,100
AMERICAN ELECTRIC POWER COMMON 025537101 13,650.00 400 SOLE 38 400
AMERICAN ELECTRIC POWER COMMON 025537101 6,825.00 200 SOLE 51 200
AMERICAN EXPRESS COMPANY COMMON 025816109 4,038,750.00 30,000 SOLE 2 30,000
AMERICAN EXPRESS COMPANY COMMON 025816109 498,112.50 3,700 SOLE 6 3,700
AMERICAN EXPRESS COMPANY COMMON 025816109 4,711,875.00 35,000 SOLE 10 35,000
AMERICAN EXPRESS COMPANY COMMON 025816109 4,146,450.00 30,800 SOLE 13 30,800
AMERICAN EXPRESS COMPANY COMMON 025816109 1,938,600.00 14,400 SOLE 16 14,400
AMERICAN EXPRESS COMPANY COMMON 025816109 242,325.00 1,800 SOLE 19 1,800
AMERICAN EXPRESS COMPANY COMMON 025816109 215,400.00 1,600 SOLE 34 1,600
AMERICAN EXPRESS COMPANY COMMON 025816109 134,625.00 1,000 SOLE 38 1,000
AMERICAN EXPRESS COMPANY COMMON 025816109 94,237.50 700 SOLE 51 700
AMERICAN EXPRESS COMPANY COMMON 025816109 94,237.50 700 SOLE 500 700
AMERICAN GENERAL CORP COMMON 026351106 9,478,125.00 150,000 SOLE 2 150,000
AMERICAN GENERAL CORP COMMON 026351106 884,625.00 14,000 SOLE 3 14,000
AMERICAN GENERAL CORP COMMON 026351106 11,373,750.00 180,000 SOLE 10 180,000
AMERICAN GENERAL CORP COMMON 026351106 11,057,812.50 175,000 SOLE 11 175,000
AMERICAN GENERAL CORP COMMON 026351106 1,333,256.25 21,100 SOLE 16 21,100
AMERICAN GENERAL CORP COMMON 026351106 63,187.50 1,000 SOLE 19 1,000
AMERICAN GENERAL CORP COMMON 026351106 2,034,637.50 32,200 SOLE 20 32,200
AMERICAN GENERAL CORP COMMON 026351106 132,693.75 2,100 SOLE 32 2,100
AMERICAN GENERAL CORP COMMON 026351106 157,968.75 2,500 SOLE 34 2,500
AMERICAN GENERAL CORP COMMON 026351106 25,275.00 400 SOLE 38 400
AMERICAN GENERAL CORP COMMON 026351106 18,956.25 300 SOLE 51 300
AMERICAN GENERAL CORP COMMON 026351106 145,331.25 2,300 SOLE 520 2,300
AMERICAN GENERAL CORP COMMON 026351106 12,637.50 200 SOLE 540 200
AMERICAN GREETINGS CORP-A COMMON 026375105 18,025.00 700 SOLE 38 700
AMERICAN GREETINGS CORP-A COMMON 026375105 12,875.00 500 SOLE 51 500
AMERICAN HOME PRODUCTS COMMON 026609107 10,790,000.00 260,000 SOLE 2 260,000
AMERICAN HOME PRODUCTS COMMON 026609107 10,790,000.00 260,000 SOLE 10 260,000
AMERICAN HOME PRODUCTS COMMON 026609107 232,400.00 5,600 SOLE 19 5,600
AMERICAN HOME PRODUCTS COMMON 026609107 3,249,450.00 78,300 SOLE 20 78,300
AMERICAN HOME PRODUCTS COMMON 026609107 91,300.00 2,200 SOLE 38 2,200
AMERICAN HOME PRODUCTS COMMON 026609107 62,250.00 1,500 SOLE 51 1,500
AMERICAN HOME PRODUCTS COMMON 026609107 128,650.00 3,100 SOLE 520 3,100
AMERICAN HOME PRODUCTS COMMON 026609107 224,100.00 5,400 SOLE 530 5,400
AMERICAN HOME PRODUCTS COMMON 026609107 16,600.00 400 SOLE 540 400
AMERICAN MANAGEMENT SYS COMMON 027352103 972,371.88 37,900 SOLE 16 37,900
AMERICAN MANAGEMENT SYS COMMON 027352103 118,018.75 4,600 SOLE 34 4,600
AMERICAN POWR CONVERSION COMMON 029066107 57,000.00 3,000 SOLE 500 3,000
AMERITECH CORPORATION COMMON 030954101 2,076,093.75 30,900 SOLE 16 30,900
AMERITECH CORPORATION COMMON 030954101 255,312.50 3,800 SOLE 18 3,800
AMERITECH CORPORATION COMMON 030954101 288,906.25 4,300 SOLE 19 4,300
AMERITECH CORPORATION COMMON 030954101 201,562.50 3,000 SOLE 34 3,000
AMERITECH CORPORATION COMMON 030954101 127,656.25 1,900 SOLE 38 1,900
AMERITECH CORPORATION COMMON 030954101 87,343.75 1,300 SOLE 51 1,300
AMFM, INC. COMMON 001693100 12,770,625.00 210,000 SOLE 2 210,000
AMFM, INC. COMMON 001693100 13,986,875.00 230,000 SOLE 10 230,000
AMFM, INC. COMMON 001693100 954,756.25 15,700 SOLE 16 15,700
AMFM, INC. COMMON 001693100 109,462.50 1,800 SOLE 34 1,800
AMFM, INC. COMMON 001693100 121,625.00 2,000 SOLE 520 2,000
AMFM, INC. COMMON 001693100 249,331.25 4,100 SOLE 530 4,100
AMFM, INC. COMMON 001693100 12,162.50 200 SOLE 540 200
AMFM, INC. COMMON 001693100 243,250.00 4,000 SOLE 560 4,000
AMFM, INC. COMMON 001693100 42,568.75 700 SOLE 570 700
AMGEN INC. COMMON 031162100 456,400.00 5,600 SOLE 6 5,600
AMGEN INC. COMMON 031162100 3,724,550.00 45,700 SOLE 13 45,700
AMGEN INC. COMMON 031162100 195,600.00 2,400 SOLE 19 2,400
AMGEN INC. COMMON 031162100 89,650.00 1,100 SOLE 38 1,100
AMGEN INC. COMMON 031162100 57,050.00 700 SOLE 51 700
AMR CORPORATION COMMON 001765106 54,500.00 1,000 SOLE 19 1,000
AMR CORPORATION COMMON 001765106 16,350.00 300 SOLE 38 300
AMR CORPORATION COMMON 001765106 10,900.00 200 SOLE 51 200
ANADARKO PETROLEUM CORP COMMON 032511107 1,894,875.00 62,000 SOLE 1 62,000
ANADARKO PETROLEUM CORP COMMON 032511107 5,745,750.00 188,000 SOLE 15 188,000
ANADARKO PETROLEUM CORP COMMON 032511107 1,705,387.50 55,800 SOLE 16 55,800
ANADARKO PETROLEUM CORP COMMON 032511107 18,337.50 600 SOLE 19 600
ANADARKO PETROLEUM CORP COMMON 032511107 397,312.50 13,000 SOLE 29 13,000
ANADARKO PETROLEUM CORP COMMON 032511107 168,093.75 5,500 SOLE 34 5,500
ANADARKO PETROLEUM CORP COMMON 032511107 519,562.50 17,000 SOLE 35 17,000
ANALOG DEVICES COMMON 032654105 1,691,250.00 33,000 SOLE 16 33,000
ANALOG DEVICES COMMON 032654105 164,000.00 3,200 SOLE 18 3,200
ANALOG DEVICES COMMON 032654105 34,183.75 667 SOLE 19 667
ANALOG DEVICES COMMON 032654105 164,000.00 3,200 SOLE 34 3,200
ANALYTICAL SURVEYS, INC. COMMON 032683302 58,275.00 3,700 SOLE 500 3,700
ANDREW CORPORATION COMMON 034425108 3,475.00 200 SOLE 38 200
ANDREW CORPORATION COMMON 034425108 1,737.50 100 SOLE 51 100
ANGELICA CORPORATION COMMON 034663104 1,130,450.00 98,300 SOLE 15 98,300
ANGELICA CORPORATION COMMON 034663104 862,500.00 75,000 SOLE 29 75,000
ANGELICA CORPORATION COMMON 034663104 874,000.00 76,000 SOLE 35 76,000
ANHEUSER-BUSCH CO INC COMMON 035229103 10,509,375.00 150,000 SOLE 2 150,000
ANHEUSER-BUSCH CO INC COMMON 035229103 12,961,562.50 185,000 SOLE 10 185,000
ANHEUSER-BUSCH CO INC COMMON 035229103 476,425.00 6,800 SOLE 18 6,800
ANHEUSER-BUSCH CO INC COMMON 035229103 84,075.00 1,200 SOLE 19 1,200
ANHEUSER-BUSCH CO INC COMMON 035229103 2,101,875.00 30,000 SOLE 20 30,000
ANHEUSER-BUSCH CO INC COMMON 035229103 105,093.75 1,500 SOLE 32 1,500
ANHEUSER-BUSCH CO INC COMMON 035229103 56,050.00 800 SOLE 38 800
ANHEUSER-BUSCH CO INC COMMON 035229103 35,031.25 500 SOLE 51 500
ANTEC CORP COMMON 03664P105 531,250.00 10,000 SOLE 36 10,000
ANTEC CORP COMMON 03664P105 377,187.50 7,100 SOLE 50 7,100
AON CORPORATION COMMON 037389103 10,346.88 350 SOLE 38 350
AON CORPORATION COMMON 037389103 5,912.50 200 SOLE 51 200
APACHE CORP COMMON 037411105 3,843,687.50 89,000 SOLE 1 89,000
APACHE CORP COMMON 037411105 8,637,500.00 200,000 SOLE 15 200,000
APACHE CORP COMMON 037411105 2,621,481.25 60,700 SOLE 16 60,700
APACHE CORP COMMON 037411105 21,593.75 500 SOLE 19 500
APACHE CORP COMMON 037411105 431,875.00 10,000 SOLE 29 10,000
APACHE CORP COMMON 037411105 319,587.50 7,400 SOLE 34 7,400
APACHE CORP COMMON 037411105 518,250.00 12,000 SOLE 35 12,000
APARTMENT IV & MGMT COMMON 03748R101 206,550.00 5,400 SOLE 1 5,400
APPLE COMPUTER COMMON 037833100 18,993.75 300 SOLE 38 300
APPLE COMPUTER COMMON 037833100 12,662.50 200 SOLE 51 200
APPLEBEES INTL INC COMMON 037899101 303,187.50 9,000 SOLE 36 9,000
APPLEBEES INTL INC COMMON 037899101 218,968.75 6,500 SOLE 50 6,500
APPLIED MATERIALS INC COMMON 038222105 171,325.00 2,200 SOLE 19 2,200
APPLIED MATERIALS INC COMMON 038222105 101,237.50 1,300 SOLE 32 1,300
APPLIED MATERIALS INC COMMON 038222105 93,450.00 1,200 SOLE 38 1,200
APPLIED MATERIALS INC COMMON 038222105 62,300.00 800 SOLE 51 800
ARCHER DANIELS MIDLAND COMMON 039483102 589,875.00 48,400 SOLE 3 48,400
ARCHER DANIELS MIDLAND COMMON 039483102 4,670,859.38 383,250 SOLE 11 383,250
ARCHER DANIELS MIDLAND COMMON 039483102 32,260.31 2,647 SOLE 19 2,647
ARCHER DANIELS MIDLAND COMMON 039483102 3,778.13 310 SOLE 38 310
ARCHER DANIELS MIDLAND COMMON 039483102 2,498.44 205 SOLE 51 205
ARCHSTONE COMM TRUST COMMON 039581103 283,412.50 14,350 SOLE 1 14,350
ARDEN REALTY INC COMMON 039793104 137,025.00 6,300 SOLE 1 6,300
ARMSTRONG COMMON 042476101 359,500.00 8,000 SOLE 3 8,000
ARMSTRONG COMMON 042476101 13,481.25 300 SOLE 19 300
ARMSTRONG COMMON 042476101 1,316,668.75 29,300 SOLE 20 29,300
ARMSTRONG COMMON 042476101 4,493.75 100 SOLE 38 100
ASARCO, INC. COMMON 043413103 2,681.25 100 SOLE 38 100
ASARCO, INC. COMMON 043413103 2,681.25 100 SOLE 51 100
ASHLAND INC COMMON 044204105 605,250.00 18,000 SOLE 3 18,000
ASHLAND INC COMMON 044204105 8,406,250.00 250,000 SOLE 11 250,000
ASHLAND INC COMMON 044204105 16,812.50 500 SOLE 38 500
ASHLAND INC COMMON 044204105 10,087.50 300 SOLE 51 300
ASPECT DEVELOPMENT COMMON 045234101 1,341,562.50 53,000 SOLE 1 53,000
ASPECT DEVELOPMENT COMMON 045234101 2,328,750.00 92,000 SOLE 15 92,000
ASSOCIATES FIRST CAP CL A COMMON 046008108 165,600.00 4,600 SOLE 6 4,600
ASSOCIATES FIRST CAP CL A COMMON 046008108 1,537,200.00 42,700 SOLE 13 42,700
ASSOCIATES FIRST CAP CL A COMMON 046008108 133,200.00 3,700 SOLE 18 3,700
ASSOCIATES FIRST CAP CL A COMMON 046008108 105,408.00 2,928 SOLE 19 2,928
ASSOCIATES FIRST CAP CL A COMMON 046008108 43,200.00 1,200 SOLE 38 1,200
ASSOCIATES FIRST CAP CL A COMMON 046008108 28,800.00 800 SOLE 51 800
ASTRAZENECA PLC SPONS ADR COMMON 046353108 114,075.00 2,700 SOLE 19 2,700
AT&T CORP COMMON 001957109 1,631,250.00 37,500 SOLE 3 37,500
AT&T CORP COMMON 001957109 11,745,000.00 270,000 SOLE 10 270,000
AT&T CORP COMMON 001957109 21,750,000.00 500,000 SOLE 11 500,000
AT&T CORP COMMON 001957109 4,528,872.00 104,112 SOLE 16 104,112
AT&T CORP COMMON 001957109 139,200.00 3,200 SOLE 18 3,200
AT&T CORP COMMON 001957109 494,116.50 11,359 SOLE 19 11,359
AT&T CORP COMMON 001957109 833,025.00 19,150 SOLE 20 19,150
AT&T CORP COMMON 001957109 402,114.00 9,244 SOLE 34 9,244
AT&T CORP COMMON 001957109 204,450.00 4,700 SOLE 38 4,700
AT&T CORP COMMON 001957109 139,200.00 3,200 SOLE 51 3,200
AT&T CORP COMMON 001957109 200,100.00 4,600 SOLE 520 4,600
AT&T CORP COMMON 001957109 247,950.00 5,700 SOLE 530 5,700
AT&T CORP COMMON 001957109 30,450.00 700 SOLE 540 700
AT&T CORP COMMON 001957109 169,650.00 3,900 SOLE 560 3,900
AT&T CORP COMMON 001957109 39,150.00 900 SOLE 570 900
AT&T CORP-LIBERTY MEDIA A COMMON 001957208 189,337.50 5,100 SOLE 18 5,100
ATLANTIC RICHFIELD CO COMMON 048825103 531,750.00 6,000 SOLE 3 6,000
ATLANTIC RICHFIELD CO COMMON 048825103 6,646,875.00 75,000 SOLE 11 75,000
ATLANTIC RICHFIELD CO COMMON 048825103 2,056,100.00 23,200 SOLE 16 23,200
ATLANTIC RICHFIELD CO COMMON 048825103 124,075.00 1,400 SOLE 19 1,400
ATLANTIC RICHFIELD CO COMMON 048825103 3,465,237.50 39,100 SOLE 20 39,100
ATLANTIC RICHFIELD CO COMMON 048825103 257,012.50 2,900 SOLE 34 2,900
ATLANTIC RICHFIELD CO COMMON 048825103 35,450.00 400 SOLE 38 400
ATLANTIC RICHFIELD CO COMMON 048825103 26,587.50 300 SOLE 51 300
AUTODESK INC COMMON 052769106 328,125.00 15,000 SOLE 3 15,000
AUTODESK INC COMMON 052769106 4,375,000.00 200,000 SOLE 11 200,000
AUTOM DATA PROCESSING COMMON 053015103 147,262.50 3,300 SOLE 19 3,300
AUTOM DATA PROCESSING COMMON 053015103 35,700.00 800 SOLE 38 800
AUTOM DATA PROCESSING COMMON 053015103 22,312.50 500 SOLE 51 500
AUTOM DATA PROCESSING COMMON 053015103 584,587.50 13,100 SOLE 53 13,100
AUTOM DATA PROCESSING COMMON 053015103 1,253,962.50 28,100 SOLE 70 28,100
AUTOZONE INC COMMON 053332102 8,418.75 300 SOLE 38 300
AUTOZONE INC COMMON 053332102 5,612.50 200 SOLE 51 200
AVALONBAY COMMON 053484101 218,493.75 6,450 SOLE 1 6,450
AVERY DENNISON COMMON 053611109 960,050.00 18,200 SOLE 16 18,200
AVERY DENNISON COMMON 053611109 131,875.00 2,500 SOLE 34 2,500
AVERY DENNISON COMMON 053611109 5,275.00 100 SOLE 38 100
AVERY DENNISON COMMON 053611109 5,275.00 100 SOLE 51 100
AVON PRODUCTS, INC. COMMON 054303102 1,985,000.00 80,000 SOLE 10 80,000
AVON PRODUCTS, INC. COMMON 054303102 47,143.75 1,900 SOLE 19 1,900
AVON PRODUCTS, INC. COMMON 054303102 7,443.75 300 SOLE 38 300
AVON PRODUCTS, INC. COMMON 54303102 4,962.50 200 SOLE 51 200
AXENT TECHNOLOGIES INC COMMON 05459C108 1,449,000.00 112,000 SOLE 1 112,000
AXENT TECHNOLOGIES INC COMMON 05459C108 4,217,625.00 326,000 SOLE 15 326,000
AXENT TECHNOLOGIES INC COMMON 05459C108 336,375.00 26,000 SOLE 29 26,000
AXENT TECHNOLOGIES INC COMMON 05459C108 388,125.00 30,000 SOLE 35 30,000
BAKER HUGHES, INC. COMMON 057224107 1,890,800.00 65,200 SOLE 20 65,200
BAKER HUGHES, INC. COMMON 057224107 5,800.00 200 SOLE 38 200
BAKER HUGHES, INC. COMMON 057224107 5,800.00 200 SOLE 51 200
BALLY TOTAL FITNESS HLDGS COMMON 05873K108 192,543.75 6,300 SOLE 36 6,300
BALLY TOTAL FITNESS HLDGS COMMON 05873K108 146,700.00 4,800 SOLE 50 4,800
BANCO BILBAO VIZ SP ADR COMMON 059458208 117,562.50 9,000 SOLE 19 9,000
BANCO FRANCES DEL RI0 ADR COMMON 059591107 15,999.38 805 SOLE 19 805
BANK OF AMERICA CORP COMMON 060505104 1,670,625.00 30,000 SOLE 3 30,000
BANK OF AMERICA CORP COMMON 060505104 10,023,750.00 180,000 SOLE 10 180,000
BANK OF AMERICA CORP COMMON 060505104 22,275,000.00 400,000 SOLE 11 400,000
BANK OF AMERICA CORP COMMON 060505104 2,272,050.00 40,800 SOLE 16 40,800
BANK OF AMERICA CORP COMMON 060505104 376,169.06 6,755 SOLE 19 6,755
BANK OF AMERICA CORP COMMON 060505104 1,119,318.75 20,100 SOLE 20 20,100
BANK OF AMERICA CORP COMMON 060505104 122,512.50 2,200 SOLE 32 2,200
BANK OF AMERICA CORP COMMON 060505104 250,593.75 4,500 SOLE 34 4,500
BANK OF AMERICA CORP COMMON 060505104 178,200.00 3,200 SOLE 38 3,200
BANK OF AMERICA CORP COMMON 060505104 122,512.50 2,200 SOLE 51 2,200
BANK OF AMERICA CORP COMMON 060505104 150,356.25 2,700 SOLE 520 2,700
BANK OF AMERICA CORP COMMON 060505104 183,768.75 3,300 SOLE 530 3,300
BANK OF AMERICA CORP COMMON 060505104 22,275.00 400 SOLE 540 400
BANK OF AMERICA CORP COMMON 060505104 122,512.50 2,200 SOLE 560 2,200
BANK OF AMERICA CORP COMMON 060505104 27,843.75 500 SOLE 570 500
BANK OF NEW YORK CO. INC. COMMON 064057102 13,375,000.00 400,000 SOLE 2 400,000
BANK OF NEW YORK CO. INC. COMMON 064057102 13,375,000.00 400,000 SOLE 10 400,000
BANK OF NEW YORK CO. INC. COMMON 064057102 1,992,875.00 59,600 SOLE 16 59,600
BANK OF NEW YORK CO. INC. COMMON 064057102 96,968.75 2,900 SOLE 19 2,900
BANK OF NEW YORK CO. INC. COMMON 064057102 133,750.00 4,000 SOLE 32 4,000
BANK OF NEW YORK CO. INC. COMMON 064057102 214,000.00 6,400 SOLE 34 6,400
BANK OF NEW YORK CO. INC. COMMON 064057102 46,812.50 1,400 SOLE 38 1,400
BANK OF NEW YORK CO. INC. COMMON 064057102 30,093.75 900 SOLE 51 900
BANK OF NEW YORK CO. INC. COMMON 064057102 173,875.00 5,200 SOLE 520 5,200
BANK OF NEW YORK CO. INC. COMMON 064057102 220,687.50 6,600 SOLE 530 6,600
BANK OF NEW YORK CO. INC. COMMON 064057102 26,750.00 800 SOLE 540 800
BANK OF NEW YORK CO. INC. COMMON 064057102 147,125.00 4,400 SOLE 560 4,400
BANK OF NEW YORK CO. INC. COMMON 064057102 30,093.75 900 SOLE 570 900
BANK ONE CORPORATION COMMON 06423A103 13,576,875.00 390,000 SOLE 11 390,000
BANK ONE CORPORATION COMMON 06423A103 146,351.75 4,204 SOLE 19 4,204
BANK ONE CORPORATION COMMON 06423A103 1,582,819.94 45,467 SOLE 20 45,467
BANK ONE CORPORATION COMMON 06423A103 90,512.50 2,600 SOLE 38 2,600
BANK ONE CORPORATION COMMON 06423A103 62,662.50 1,800 SOLE 51 1,800
BANKBOSTON CORPORATION COMMON 06605R106 941,237.50 21,700 SOLE 1 21,700
BANKBOSTON CORPORATION COMMON 06605R106 2,789,012.50 64,300 SOLE 15 64,300
BANKBOSTON CORPORATION COMMON 06605R106 52,050.00 1,200 SOLE 19 1,200
BANKBOSTON CORPORATION COMMON 06605R106 1,110,400.00 25,600 SOLE 20 25,600
BANKBOSTON CORPORATION COMMON 06605R106 186,512.50 4,300 SOLE 29 4,300
BANKBOSTON CORPORATION COMMON 06605R106 229,887.50 5,300 SOLE 35 5,300
BANKBOSTON CORPORATION COMMON 06605R106 56,387.50 1,300 SOLE 38 1,300
BANKBOSTON CORPORATION COMMON 06605R106 39,037.50 900 SOLE 51 900
BARRICK GOLD CORP COMMON 067901108 1,476,825.00 67,900 SOLE 3 67,900
BARRICK GOLD CORP COMMON 067901108 13,050,000.00 600,000 SOLE 11 600,000
BARRICK GOLD CORP COMMON 067901108 52,200.00 2,400 SOLE 19 2,400
BARRICK GOLD CORP COMMON 067901108 8,700.00 400 SOLE 38 400
BARRICK GOLD CORP COMMON 067901108 6,525.00 300 SOLE 51 300
BAXTER INTERNATIONAL COMMON 071813109 12,050,000.00 200,000 SOLE 2 200,000
BAXTER INTERNATIONAL COMMON 071813109 903,750.00 15,000 SOLE 3 15,000
BAXTER INTERNATIONAL COMMON 071813109 13,255,000.00 220,000 SOLE 10 220,000
BAXTER INTERNATIONAL COMMON 071813109 12,050,000.00 200,000 SOLE 11 200,000
BAXTER INTERNATIONAL COMMON 071813109 144,600.00 2,400 SOLE 18 2,400
BAXTER INTERNATIONAL COMMON 071813109 78,325.00 1,300 SOLE 19 1,300
BAXTER INTERNATIONAL COMMON 071813109 138,575.00 2,300 SOLE 32 2,300
BAXTER INTERNATIONAL COMMON 071813109 24,100.00 400 SOLE 38 400
BAXTER INTERNATIONAL COMMON 071813109 18,075.00 300 SOLE 51 300
BAXTER INTERNATIONAL COMMON 071813109 150,625.00 2,500 SOLE 520 2,500
BAXTER INTERNATIONAL COMMON 071813109 150,625.00 2,500 SOLE 530 2,500
BAXTER INTERNATIONAL COMMON 071813109 30,125.00 500 SOLE 540 500
BAXTER INTERNATIONAL COMMON 071813109 216,900.00 3,600 SOLE 560 3,600
BAXTER INTERNATIONAL COMMON 071813109 48,200.00 800 SOLE 570 800
BB&T CORPORATION COMMON 054937107 32,375.00 1,000 SOLE 19 1,000
BB&T CORPORATION COMMON 054937107 16,187.50 500 SOLE 38 500
BB&T CORPORATION COMMON 054937107 12,950.00 400 SOLE 51 400
BCE INC COMMON 05534B109 1,683,662.50 33,800 SOLE 20 33,800
BEAR STEARNS COS, INC. COMMON 073902108 39,398.44 1,025 SOLE 19 1,025
BEAR STEARNS COS, INC. COMMON 073902108 7,687.50 200 SOLE 38 200
BEAR STEARNS COS, INC. COMMON 073902108 3,843.75 100 SOLE 51 100
BECTON DICKINSON & CO COMMON 075887109 6,454,375.00 230,000 SOLE 2 230,000
BECTON DICKINSON & CO COMMON 075887109 631,406.25 22,500 SOLE 3 22,500
BECTON DICKINSON & CO COMMON 075887109 7,576,875.00 270,000 SOLE 10 270,000
BECTON DICKINSON & CO COMMON 075887109 8,418,750.00 300,000 SOLE 11 300,000
BECTON DICKINSON & CO COMMON 075887109 39,287.50 1,400 SOLE 19 1,400
BECTON DICKINSON & CO COMMON 075887109 420,937.50 15,000 SOLE 20 15,000
BECTON DICKINSON & CO COMMON 075887109 2,806.25 100 SOLE 38 100
BECTON DICKINSON & CO COMMON 075887109 2,806.25 100 SOLE 51 100
BECTON DICKINSON & CO COMMON 075887109 140,312.50 5,000 SOLE 520 5,000
BECTON DICKINSON & CO COMMON 075887109 157,150.00 5,600 SOLE 530 5,600
BECTON DICKINSON & CO COMMON 075887109 22,450.00 800 SOLE 540 800
BED BATH & BEYOND COMMON 075896100 185,168.75 5,300 SOLE 18 5,300
BEDFORD PROPERTY INVESTOR COMMON 076446301 40,500.00 2,400 SOLE 28 2,400
BEDFORD PROPERTY INVESTOR COMMON 076446301 20,250.00 1,200 SOLE 33 1,200
BELL ATLANTIC CORP COMMON 077853109 3,022,331.25 44,900 SOLE 16 44,900
BELL ATLANTIC CORP COMMON 077853109 397,143.75 5,900 SOLE 18 5,900
BELL ATLANTIC CORP COMMON 077853109 422,318.63 6,274 SOLE 19 6,274
BELL ATLANTIC CORP COMMON 077853109 2,746,350.00 40,800 SOLE 20 40,800
BELL ATLANTIC CORP COMMON 077853109 397,143.75 5,900 SOLE 34 5,900
BELL ATLANTIC CORP COMMON 077853109 181,743.75 2,700 SOLE 38 2,700
BELL ATLANTIC CORP COMMON 077853109 121,162.50 1,800 SOLE 51 1,800
BELLSOUTH CORPORATION COMMON 079860102 5,625,000.00 125,000 SOLE 2 125,000
BELLSOUTH CORPORATION COMMON 079860102 9,000,000.00 200,000 SOLE 10 200,000
BELLSOUTH CORPORATION COMMON 079860102 2,034,000.00 45,200 SOLE 16 45,200
BELLSOUTH CORPORATION COMMON 079860102 288,000.00 6,400 SOLE 19 6,400
BELLSOUTH CORPORATION COMMON 079860102 675,000.00 15,000 SOLE 20 15,000
BELLSOUTH CORPORATION COMMON 079860102 153,000.00 3,400 SOLE 32 3,400
BELLSOUTH CORPORATION COMMON 079860102 225,000.00 5,000 SOLE 34 5,000
BELLSOUTH CORPORATION COMMON 079860102 153,000.00 3,400 SOLE 38 3,400
BELLSOUTH CORPORATION COMMON 079860102 103,500.00 2,300 SOLE 51 2,300
BEMIS COMPANY, INC. COMMON 081437105 37,262.50 1,100 SOLE 19 1,100
BENCHMARK ELECTRONICS COMMON 08160H101 519,093.75 14,700 SOLE 29 14,700
BENCHMARK ELECTRONICS COMMON 08160H101 600,312.50 17,000 SOLE 35 17,000
BENETTON GROUP SPA -ADR COMMON 081795403 89,830.00 2,080 SOLE 19 2,080
BERKSHIRE HATHAWAY (CL A) COMMON 084670108 55,000.00 1 SOLE 500 1
BERKSHIRE HATHAWAY (CL B) COMMON 084670207 77,952.00 42 SOLE 19 42
BERKSHIRE HATHAWAY (CL B) COMMON 084670207 29,696.00 16 SOLE 500 16
BEST BUY CO., INC. COMMON 086516101 24,825.00 400 SOLE 38 400
BEST BUY CO., INC. COMMON 086516101 18,618.75 300 SOLE 51 300
BESTFOODS COMMON 08658U101 11,640,000.00 240,000 SOLE 2 240,000
BESTFOODS COMMON 08658U101 388,000.00 8,000 SOLE 3 8,000
BESTFOODS COMMON 08658U101 11,640,000.00 240,000 SOLE 10 240,000
BESTFOODS COMMON 08658U101 4,850,000.00 100,000 SOLE 11 100,000
BESTFOODS COMMON 08658U101 523,800.00 10,800 SOLE 16 10,800
BESTFOODS COMMON 08658U101 63,050.00 1,300 SOLE 19 1,300
BESTFOODS COMMON 08658U101 113,975.00 2,350 SOLE 32 2,350
BESTFOODS COMMON 08658U101 121,250.00 2,500 SOLE 34 2,500
BESTFOODS COMMON 08658U101 14,550.00 300 SOLE 38 300
BESTFOODS COMMON 08658U101 9,700.00 200 SOLE 51 200
BESTFOODS COMMON 08658U101 179,450.00 3,700 SOLE 520 3,700
BESTFOODS COMMON 08658U101 19,400.00 400 SOLE 540 400
BETHLEHEM STEEL CORP COMMON 087509105 32,450.00 4,400 SOLE 38 4,400
BETHLEHEM STEEL CORP COMMON 087509105 22,125.00 3,000 SOLE 51 3,000
BEVERLY ENTERPRISES-W/I COMMON 087851309 165,750.00 39,000 SOLE 29 39,000
BFGOODRICH COMPANY COMMON 0382388106 8,700.00 300 SOLE 38 300
BFGOODRICH COMPANY COMMON 0382388106 5,800.00 200 SOLE 51 200
BIOGEN, INC. COMMON 090597105 47,287.50 600 SOLE 19 600
BISYS GROUP INC COMMON 055472104 131,337.50 2,800 SOLE 18 2,800
BJ SERVICES CO COMMON 055482103 1,756,050.00 55,200 SOLE 16 55,200
BJ SERVICES CO COMMON 055482103 44,537.50 1,400 SOLE 19 1,400
BJ SERVICES CO COMMON 055482103 636,250.00 20,000 SOLE 29 20,000
BJ SERVICES CO COMMON 055482103 206,781.25 6,500 SOLE 34 6,500
BJ SERVICES CO COMMON 055482103 763,500.00 24,000 SOLE 35 24,000
BJ SERVICES CO COMMON 055482103 225,868.75 7,100 SOLE 36 7,100
BJ SERVICES CO COMMON 055482103 139,975.00 4,400 SOLE 50 4,400
BJ'S WHOLESALE CLUB INC COMMON 05548J106 59,125.00 2,000 SOLE 36 2,000
BJ'S WHOLESALE CLUB INC COMMON 05548J106 53,212.50 1,800 SOLE 50 1,800
BLACK & DECKER CORP COMMON 091797100 22,843.75 500 SOLE 19 500
BLACK & DECKER CORP COMMON 091797100 82,237.50 1,800 SOLE 34 1,800
BLACK BOX CORPORATION COMMON 091826107 52,500.00 1,000 SOLE 500 1,000
BMC SOFTWARE COMMON 055921100 16,817,187.50 235,000 SOLE 2 235,000
BMC SOFTWARE COMMON 055921100 18,964,062.50 265,000 SOLE 10 265,000
BMC SOFTWARE COMMON 055921100 279,093.75 3,900 SOLE 18 3,900
BMC SOFTWARE COMMON 055921100 85,875.00 1,200 SOLE 19 1,200
BMC SOFTWARE COMMON 055921100 164,593.75 2,300 SOLE 32 2,300
BMC SOFTWARE COMMON 055921100 28,625.00 400 SOLE 38 400
BMC SOFTWARE COMMON 055921100 21,468.75 300 SOLE 51 300
BMC SOFTWARE COMMON 055921100 279,093.75 3,900 SOLE 520 3,900
BMC SOFTWARE COMMON 055921100 143,125.00 2,000 SOLE 530 2,000
BMC SOFTWARE COMMON 055921100 28,625.00 400 SOLE 540 400
BOEING COMPANY COMMON 097023105 1,598,437.50 37,500 SOLE 3 37,500
BOEING COMPANY COMMON 097023105 21,312,500.00 500,000 SOLE 11 500,000
BOEING COMPANY COMMON 097023105 149,784.25 3,514 SOLE 19 3,514
BOEING COMPANY COMMON 097023105 1,402,362.50 32,900 SOLE 20 32,900
BOEING COMPANY COMMON 097023105 76,725.00 1,800 SOLE 38 1,800
BOEING COMPANY COMMON 097023105 51,150.00 1,200 SOLE 51 1,200
BOSTON PROPERTIES, INC COMMON 101121101 188,731.20 6,150 SOLE 1 6,150
BOSTON SCIENTIFIC CORP COMMON 101137107 6,665,625.00 270,000 SOLE 2 270,000
BOSTON SCIENTIFIC CORP COMMON 101137107 651,750.00 26,400 SOLE 16 26,400
BOSTON SCIENTIFIC CORP COMMON 101137107 69,125.00 2,800 SOLE 19 2,800
BOSTON SCIENTIFIC CORP COMMON 101137107 64,187.50 2,600 SOLE 34 2,600
BOSTON SCIENTIFIC CORP COMMON 101137107 12,343.75 500 SOLE 38 500
BOSTON SCIENTIFIC CORP COMMON 101137107 7,406.25 300 SOLE 51 300
BOSTON SCIENTIFIC CORP COMMON 101137107 123,437.50 5,000 SOLE 530 5,000
BOSTON SCIENTIFIC CORP COMMON 101137107 113,562.50 4,600 SOLE 560 4,600
BOSTON SCIENTIFIC CORP COMMON 101137107 19,750.00 800 SOLE 570 800
BP AMOCO PLC ADR COMMON 055622104 188,381.25 1,700 SOLE 6 1,700
BP AMOCO PLC ADR COMMON 055622104 1,717,593.75 15,500 SOLE 13 15,500
BP AMOCO PLC ADR COMMON 055622104 2,331,495.00 21,040 SOLE 16 21,040
BP AMOCO PLC ADR COMMON 055622104 155,137.50 1,400 SOLE 19 1,400
BP AMOCO PLC ADR COMMON 055622104 3,273,401.25 29,540 SOLE 20 29,540
BP AMOCO PLC ADR COMMON 055622104 223,176.38 2,014 SOLE 34 2,014
BP AMOCO PLC ADR COMMON 055622104 74,244.38 670 SOLE 39 670
BP AMOCO PLC ADR COMMON 055622104 62,055.00 560 SOLE 52 560
BRADLEY REAL ESTATE COMMON 104580105 43,181.25 2,350 SOLE 1 2,350
BRADY CORPORATION CL A COMMON 104674106 512,000.00 16,000 SOLE 35 16,000
BRANDYWINE REALTY TRUST COMMON 105368203 63,375.00 3,900 SOLE 1 3,900
BRE PROPERTIES COMMON 05564E106 106,524.10 4,450 SOLE 1 4,450
BRIGGS & STRATTON CORP COMMON 109043109 35,025.00 600 SOLE 38 600
BRIGGS & STRATTON CORP COMMON 109043109 23,350.00 400 SOLE 51 400
BRINKER INTERNTL INC COMMON 109641100 40,687.50 1,500 SOLE 19 1,500
BRISTOL MYERS SQUIBB CO COMMON 110122108 15,862,500.00 235,000 SOLE 2 235,000
BRISTOL MYERS SQUIBB CO COMMON 110122108 19,237,500.00 285,000 SOLE 10 285,000
BRISTOL MYERS SQUIBB CO COMMON 110122108 553,500.00 8,200 SOLE 19 8,200
BRISTOL MYERS SQUIBB CO COMMON 110122108 148,500.00 2,200 SOLE 32 2,200
BRISTOL MYERS SQUIBB CO COMMON 110122108 243,000.00 3,600 SOLE 38 3,600
BRISTOL MYERS SQUIBB CO COMMON 110122108 162,000.00 2,400 SOLE 51 2,400
BRISTOL MYERS SQUIBB CO COMMON 110122108 600,750.00 8,900 SOLE 53 8,900
BRISTOL MYERS SQUIBB CO COMMON 110122108 1,140,750.00 16,900 SOLE 70 16,900
BRISTOL MYERS SQUIBB CO COMMON 110122108 189,000.00 2,800 SOLE 520 2,800
BRISTOL MYERS SQUIBB CO COMMON 110122108 243,000.00 3,600 SOLE 530 3,600
BRISTOL MYERS SQUIBB CO COMMON 110122108 40,500.00 600 SOLE 540 600
BRITISH TELECOM PLC - ADR COMMON 111021408 108,456.25 700 SOLE 19 700
BROADVISION INC COMMON 111412102 266,125.00 2,000 SOLE 36 2,000
BROADVISION INC COMMON 111412102 186,287.50 1,400 SOLE 50 1,400
BROWN-FORMAN CORP CL B COMMON 115637209 1,603,037.50 25,700 SOLE 20 25,700
BRUNSWICK CORPORATION COMMON 117043109 42,287.50 1,700 SOLE 19 1,700
BURLINGTON NORTHERN SANTA COMMON 12189T104 49,500.00 1,800 SOLE 19 1,800
BURLINGTON NORTHERN SANTA COMMON 12189T104 1,058,750.00 38,500 SOLE 20 38,500
BURLINGTON NORTHERN SANTA COMMON 12189T104 16,500.00 600 SOLE 38 600
BURLINGTON NORTHERN SANTA COMMON 12189T104 11,000.00 400 SOLE 51 400
BURLINGTON RESOURCES INC COMMON 122014103 1,470,000.00 40,000 SOLE 1 40,000
BURLINGTON RESOURCES INC COMMON 122014103 698,250.00 19,000 SOLE 3 19,000
BURLINGTON RESOURCES INC COMMON 122014103 9,003,750.00 245,000 SOLE 11 245,000
BURLINGTON RESOURCES INC COMMON 122014103 5,145,000.00 140,000 SOLE 15 140,000
BURLINGTON RESOURCES INC COMMON 122014103 44,100.00 1,200 SOLE 19 1,200
BURLINGTON RESOURCES INC COMMON 122014103 404,250.00 11,000 SOLE 29 11,000
BURLINGTON RESOURCES INC COMMON 122014103 514,500.00 14,000 SOLE 35 14,000
BURLINGTON RESOURCES INC COMMON 122014103 7,350.00 200 SOLE 38 200
BURLINGTON RESOURCES INC COMMON 122014103 3,675.00 100 SOLE 51 100
BUSINESS OBJECTS COMMON 12328X107 324,500.00 5,500 SOLE 36 5,500
BUSINESS OBJECTS COMMON 12328X107 241,900.00 4,100 SOLE 50 4,100
C.R. BARD, INC. COMMON 67383109 258,843.75 5,500 SOLE 6 5,500
C.R. BARD, INC. COMMON 67383109 1,986,037.50 42,200 SOLE 13 42,200
C.R. BARD, INC. COMMON 67383109 9,412.50 200 SOLE 38 200
C.R. BARD, INC. COMMON 67383109 4,706.25 100 SOLE 51 100
CABLE & WIRELESS HKT LTD COMMON 126828102 17,400.00 800 SOLE 19 800
CABLETRON SYSTEMS COMMON 126920107 12,550.00 800 SOLE 38 800
CABLETRON SYSTEMS COMMON 126920107 9,412.50 600 SOLE 51 600
CADENCE DESIGN SYS INC COMMON 127387108 629,375.00 47,500 SOLE 6 47,500
CADENCE DESIGN SYS INC COMMON 127387108 5,192,675.00 391,900 SOLE 13 391,900
CALLAWAY GOLF COMPANY COMMON 131193104 255,937.50 21,000 SOLE 3 21,000
CALLAWAY GOLF COMPANY COMMON 131193104 3,656,250.00 300,000 SOLE 11 300,000
CALLON PETROLEUM CO. COMMON 13123X102 396,500.00 26,000 SOLE 29 26,000
CALLON PETROLEUM CO. COMMON 13123X102 427,000.00 28,000 SOLE 35 28,000
CAMDEN PROPERTY TRUST COMMON 133131102 537,500.00 20,000 SOLE 3 20,000
CAMDEN PROPERTY TRUST COMMON 133131102 120,937.50 4,500 SOLE 1 4,500
CAMPBELL SOUP COMPANY COMMON 134429109 70,425.00 1,800 SOLE 19 1,800
CAMPBELL SOUP COMPANY COMMON 134429109 1,291,125.00 33,000 SOLE 20 33,000
CANADIAN NAT RAILWAY CO COMMON 136375102 363,750.00 12,000 SOLE 18 12,000
CAPITAL ONE FINANCIAL COR COMMON 14040H105 58,500.00 1,500 SOLE 19 1,500
CAPITAL ONE FINANCIAL COR COMMON 14040H105 7,800.00 200 SOLE 38 200
CAPITAL ONE FINANCIAL COR COMMON 14040H105 3,900.00 100 SOLE 51 100
CARDINAL HEALTH, INC. COMMON 14149Y108 10,900,000.00 200,000 SOLE 2 200,000
CARDINAL HEALTH, INC. COMMON 14149Y108 463,250.00 8,500 SOLE 3 8,500
CARDINAL HEALTH, INC. COMMON 14149Y108 179,850.00 3,300 SOLE 6 3,300
CARDINAL HEALTH, INC. COMMON 14149Y108 13,625,000.00 250,000 SOLE 10 250,000
CARDINAL HEALTH, INC. COMMON 14149Y108 1,517,825.00 27,850 SOLE 13 27,850
CARDINAL HEALTH, INC. COMMON 14149Y108 1,128,150.00 20,700 SOLE 16 20,700
CARDINAL HEALTH, INC. COMMON 14149Y108 57,225.00 1,050 SOLE 19 1,050
CARDINAL HEALTH, INC. COMMON 14149Y108 119,900.00 2,200 SOLE 32 2,200
CARDINAL HEALTH, INC. COMMON 14149Y108 145,787.50 2,675 SOLE 34 2,675
CARDINAL HEALTH, INC. COMMON 14149Y108 21,800.00 400 SOLE 38 400
CARDINAL HEALTH, INC. COMMON 14149Y108 16,350.00 300 SOLE 51 300
CARDINAL HEALTH, INC. COMMON 14149Y108 561,350.00 10,300 SOLE 53 10,300
CARDINAL HEALTH, INC. COMMON 14149Y108 1,171,750.00 21,500 SOLE 70 21,500
CARDINAL HEALTH, INC. COMMON 14149Y108 122,625.00 2,250 SOLE 520 2,250
CARDINAL HEALTH, INC. COMMON 14149Y108 204,375.00 3,750 SOLE 530 3,750
CARDINAL HEALTH, INC. COMMON 14149Y108 27,250.00 500 SOLE 540 500
CARNIVAL CORP COMMON 143658102 14,790,000.00 340,000 SOLE 2 340,000
CARNIVAL CORP COMMON 143658102 17,400,000.00 400,000 SOLE 10 400,000
CARNIVAL CORP COMMON 143658102 108,750.00 2,500 SOLE 19 2,500
CARNIVAL CORP COMMON 143658102 47,850.00 1,100 SOLE 38 1,100
CARNIVAL CORP COMMON 143658102 30,450.00 700 SOLE 51 700
CARNIVAL CORP COMMON 143658102 169,650.00 3,900 SOLE 520 3,900
CARNIVAL CORP COMMON 143658102 252,300.00 5,800 SOLE 530 5,800
CARNIVAL CORP COMMON 143658102 34,800.00 800 SOLE 540 800
CARNIVAL CORP COMMON 143658102 152,250.00 3,500 SOLE 560 3,500
CARNIVAL CORP COMMON 143658102 34,800.00 800 SOLE 570 800
CAROLINA POWER & LIGHT COMMON 144141108 2,405,500.00 68,000 SOLE 11 68,000
CAROLINA POWER & LIGHT COMMON 144141108 10,612.50 300 SOLE 38 300
CAROLINA POWER & LIGHT COMMON 144141108 7,075.00 200 SOLE 51 200
CARRAMERICA REALTY CORP COMMON 144418100 148,078.13 6,750 SOLE 1 6,750
CASE CORPORATION COMMON 14743R103 2,953,881.25 59,300 SOLE 16 59,300
CASE CORPORATION COMMON 14743R103 283,931.25 5,700 SOLE 34 5,700
CASE CORPORATION COMMON 14743R103 104,606.25 2,100 SOLE 38 2,100
CASE CORPORATION COMMON 14743R103 69,737.50 1,400 SOLE 51 1,400
CATALYTICA, INC. COMMON 148885106 1,080,000.00 72,000 SOLE 1 72,000
CATALYTICA, INC. COMMON 148885106 3,420,000.00 228,000 SOLE 15 228,000
CATERPILLAR, INC. COMMON 149123101 87,700.00 1,600 SOLE 19 1,600
CATERPILLAR, INC. COMMON 149123101 54,812.50 1,000 SOLE 38 1,000
CATERPILLAR, INC. COMMON 149123101 38,368.75 700 SOLE 51 700
CBL AND ASSOC PROP COMMON 124830100 57,429.30 2,350 SOLE 1 2,350
CBRL GROUP, INC. COMMON 12489V106 2,867,500.00 185,000 SOLE 11 185,000
CBS CORPORATION COMMON 12490K107 115,625.00 2,500 SOLE 19 2,500
CBS CORPORATION COMMON 12490K107 9,250.00 200 SOLE 38 200
CBS CORPORATION COMMON 12490K107 9,250.00 200 SOLE 51 200
C-COR.NET CORPORATION COMMON 125010108 136,687.50 4,500 SOLE 36 4,500
C-COR.NET CORPORATION COMMON 125010108 151,875.00 5,000 SOLE 50 5,000
CEC ENTERTAINMENT INC COMMON 125137109 322,875.00 9,000 SOLE 36 9,000
CEC ENTERTAINMENT INC COMMON 125137109 279,825.00 7,800 SOLE 50 7,800
CELERA GENOMICS COMMON 69332S201 1,368,500.00 34,000 SOLE 1 34,000
CELERA GENOMICS COMMON 69332S201 3,622,500.00 90,000 SOLE 15 90,000
CENDANT CORPORATION COMMON 151313103 67,290.25 3,791 SOLE 19 3,791
CENTERPOINT PROPERTIES COMMON 151895109 28,929.69 875 SOLE 28 875
CENTERPOINT PROPERTIES COMMON 151895109 19,010.94 575 SOLE 33 575
CENTERPOINT PROPERTY TRUST COMMON 151895109 64,125.00 1,900 SOLE 1 1,900
CENTEX CORPORATION COMMON 152312104 2,956.25 100 SOLE 38 100
CENTEX CORPORATION COMMON 152312104 2,956.25 100 SOLE 51 100
CENTRAL & SOUTH WEST CORP COMMON 152357109 633,750.00 30,000 SOLE 3 30,000
CENTRAL NEWSPAPERS CL A COMMON 154647101 315,950.00 7,100 SOLE 18 7,100
CENTURYTEL, INC. COMMON 156700106 10,562,500.00 260,000 SOLE 2 260,000
CENTURYTEL, INC. COMMON 156700106 75,156.25 1,850 SOLE 32 1,850
CENTURYTEL, INC. COMMON 156700106 12,187.50 300 SOLE 38 300
CENTURYTEL, INC. COMMON 156700106 8,125.00 200 SOLE 51 200
CEPHALON INC COMMON 156708109 242,578.13 13,500 SOLE 36 13,500
CEPHALON INC COMMON 156708109 147,343.75 8,200 SOLE 50 8,200
CERIDIAN CORP COMMON 15677T106 8,706,250.00 350,000 SOLE 10 350,000
CERIDIAN CORP COMMON 15677T106 29,850.00 1,200 SOLE 19 1,200
CERIDIAN CORP COMMON 15677T106 14,925.00 600 SOLE 38 600
CERIDIAN CORP COMMON 15677T106 9,950.00 400 SOLE 51 400
CERNER CORPORATION COMMON 156782104 1,067,500.00 70,000 SOLE 1 70,000
CERNER CORPORATION COMMON 156782104 3,888,750.00 255,000 SOLE 15 255,000
CERNER CORPORATION COMMON 156782104 320,250.00 21,000 SOLE 29 21,000
CERNER CORPORATION COMMON 156782104 381,250.00 25,000 SOLE 35 25,000
CHAMPION INTERNATIONAL COMMON 158525105 616,500.00 12,000 SOLE 3 12,000
CHAMPION INTERNATIONAL COMMON 158525105 7,706,250.00 150,000 SOLE 11 150,000
CHAMPION INTERNATIONAL COMMON 158525105 5,137.50 100 SOLE 38 100
CHARLES SCHWAB CORP. COMMON 808513105 156,646.88 4,650 SOLE 19 4,650
CHARLES SCHWAB CORP. COMMON 808513105 50,531.25 1,500 SOLE 38 1,500
CHARLES SCHWAB CORP. COMMON 808513105 33,687.50 1,000 SOLE 51 1,000
CHASE MANHATTAN CORP COMMON 16161A108 14,321,250.00 190,000 SOLE 2 190,000
CHASE MANHATTAN CORP COMMON 16161A108 15,075,000.00 200,000 SOLE 10 200,000
CHASE MANHATTAN CORP COMMON 16161A108 1,778,850.00 23,600 SOLE 16 23,600
CHASE MANHATTAN CORP COMMON 16161A108 143,212.50 1,900 SOLE 18 1,900
CHASE MANHATTAN CORP COMMON 16161A108 182,709.00 2,424 SOLE 19 2,424
CHASE MANHATTAN CORP COMMON 16161A108 1,599,156.00 21,216 SOLE 20 21,216
CHASE MANHATTAN CORP COMMON 16161A108 143,212.50 1,900 SOLE 32 1,900
CHASE MANHATTAN CORP COMMON 16161A108 195,975.00 2,600 SOLE 34 2,600
CHASE MANHATTAN CORP COMMON 16161A108 113,062.50 1,500 SOLE 38 1,500
CHASE MANHATTAN CORP COMMON 16161A108 75,375.00 1,000 SOLE 51 1,000
CHASE MANHATTAN CORP COMMON 16161A108 180,900.00 2,400 SOLE 520 2,400
CHASE MANHATTAN CORP COMMON 16161A108 286,425.00 3,800 SOLE 530 3,800
CHASE MANHATTAN CORP COMMON 16161A108 30,150.00 400 SOLE 540 400
CHASE MANHATTAN CORP COMMON 16161A108 180,900.00 2,400 SOLE 560 2,400
CHASE MANHATTAN CORP COMMON 16161A108 37,687.50 500 SOLE 570 500
CHATEAU COMMUNITIES COMMON 161726104 72,800.00 2,800 SOLE 1 2,800
CHEESECAKE FACTORY, THE COMMON 163072101 2,217,225.00 79,900 SOLE 1 79,900
CHEESECAKE FACTORY, THE COMMON 163072101 2,955,375.00 106,500 SOLE 15 106,500
CHEESECAKE FACTORY, THE COMMON 163072101 222,000.00 8,000 SOLE 29 8,000
CHELSEA GCA REALTY COMMON 163262108 47,437.50 1,500 SOLE 1 1,500
CHEVRON CORP COMMON 166751107 9,762,500.00 110,000 SOLE 2 110,000
CHEVRON CORP COMMON 166751107 10,650,000.00 120,000 SOLE 10 120,000
CHEVRON CORP COMMON 166751107 239,625.00 2,700 SOLE 19 2,700
CHEVRON CORP COMMON 166751107 2,848,875.00 32,100 SOLE 20 32,100
CHEVRON CORP COMMON 166751107 142,000.00 1,600 SOLE 38 1,600
CHEVRON CORP COMMON 166751107 97,625.00 1,100 SOLE 51 1,100
CHEVRON CORP COMMON 166751107 150,875.00 1,700 SOLE 520 1,700
CHEVRON CORP COMMON 166751107 150,875.00 1,700 SOLE 530 1,700
CHEVRON CORP COMMON 166751107 17,750.00 200 SOLE 540 200
CHEVRON CORP COMMON 166751107 106,500.00 1,200 SOLE 560 1,200
CHEVRON CORP COMMON 166751107 26,625.00 300 SOLE 570 300
CHIEFTAIN INTL INC COMMON 16867C101 566,250.00 30,000 SOLE 29 30,000
CHIEFTAIN INTL INC COMMON 16867C101 736,125.00 39,000 SOLE 35 39,000
CHIQUITA BRANDS INTL COMMON 170032106 3,200,312.50 539,000 SOLE 11 539,000
CHROMAVISION MEDICAL SYS COMMON 17111P104 362,500.00 29,000 SOLE 1 29,000
CHROMAVISION MEDICAL SYS COMMON 17111P104 1,037,500.00 83,000 SOLE 15 83,000
CHUBB CORPORATION COMMON 171232101 498,125.00 10,000 SOLE 3 10,000
CHUBB CORPORATION COMMON 171232101 6,724,687.50 135,000 SOLE 11 135,000
CHUBB CORPORATION COMMON 171232101 1,195,500.00 24,000 SOLE 16 24,000
CHUBB CORPORATION COMMON 171232101 49,812.50 1,000 SOLE 19 1,000
CHUBB CORPORATION COMMON 171232101 856,775.00 17,200 SOLE 20 17,200
CHUBB CORPORATION COMMON 171232101 144,456.25 2,900 SOLE 34 2,900
CHUBB CORPORATION COMMON 171232101 17,284.94 347 SOLE 38 347
CHUBB CORPORATION COMMON 171232101 11,108.19 223 SOLE 51 223
CHURCH & DWIGHT CO., INC. COMMON 171340102 212,500.00 8,500 SOLE 36 8,500
CHURCH & DWIGHT CO., INC. COMMON 171340102 227,500.00 9,100 SOLE 50 9,100
CIA TELECOM CHILE ADR COMMON 204449300 7,676.56 425 SOLE 19 425
CIGNA CORPORATION COMMON 125509109 93,300.00 1,200 SOLE 19 1,200
CIGNA CORPORATION COMMON 125509109 23,325.00 300 SOLE 38 300
CIGNA CORPORATION COMMON 125509109 15,550.00 200 SOLE 51 200
CINAR CORP-CL B COMMON 171905300 1,140,425.00 37,700 SOLE 1 37,700
CINAR CORP-CL B COMMON 171905300 3,397,075.00 112,300 SOLE 15 112,300
CINCINNATI FIN. CORP COMMON 172062101 11,259.38 300 SOLE 38 300
CINCINNATI FIN. CORP COMMON 172062101 7,506.25 200 SOLE 51 200
CINERGY CORP COMMON 172474108 2,831.25 100 SOLE 38 100
CIRCUIT CITY STORES COMMON 172737108 438,750.00 10,400 SOLE 6 10,400
CIRCUIT CITY STORES COMMON 172737108 3,543,750.00 84,000 SOLE 13 84,000
CIRCUIT CITY STORES COMMON 172737108 59,062.50 1,400 SOLE 19 1,400
CIRCUIT CITY STORES COMMON 172737108 37,968.75 900 SOLE 38 900
CIRCUIT CITY STORES COMMON 172737108 25,312.50 600 SOLE 51 600
CISCO SYSTEMS INC COMMON 17275R102 20,568,750.00 300,000 SOLE 2 300,000
CISCO SYSTEMS INC COMMON 17275R102 644,487.50 9,400 SOLE 6 9,400
CISCO SYSTEMS INC COMMON 17275R102 23,654,062.50 345,000 SOLE 10 345,000
CISCO SYSTEMS INC COMMON 17275R102 5,896,375.00 86,000 SOLE 13 86,000
CISCO SYSTEMS INC COMMON 17275R102 5,968,365.63 87,050 SOLE 16 87,050
CISCO SYSTEMS INC COMMON 17275R102 503,934.38 7,350 SOLE 18 7,350
CISCO SYSTEMS INC COMMON 17275R102 857,031.25 12,500 SOLE 19 12,500
CISCO SYSTEMS INC COMMON 17275R102 99,415.63 1,450 SOLE 32 1,450
CISCO SYSTEMS INC COMMON 17275R102 593,065.63 8,650 SOLE 34 8,650
CISCO SYSTEMS INC COMMON 17275R102 411,375.00 6,000 SOLE 38 6,000
CISCO SYSTEMS INC COMMON 17275R102 281,106.25 4,100 SOLE 51 4,100
CISCO SYSTEMS INC COMMON 17275R102 596,493.75 8,700 SOLE 53 8,700
CISCO SYSTEMS INC COMMON 17275R102 1,186,131.25 17,300 SOLE 70 17,300
CISCO SYSTEMS INC COMMON 17275R102 253,681.25 3,700 SOLE 520 3,700
CISCO SYSTEMS INC COMMON 17275R102 411,375.00 6,000 SOLE 530 6,000
CISCO SYSTEMS INC COMMON 17275R102 61,706.25 900 SOLE 540 900
CISCO SYSTEMS INC COMMON 17275R102 329,100.00 4,800 SOLE 560 4,800
CISCO SYSTEMS INC COMMON 17275R102 61,706.25 900 SOLE 570 900
CITIGROUP, INC. COMMON 172967101 5,280,000.00 120,000 SOLE 2 120,000
CITIGROUP, INC. COMMON 172967101 4,400,000.00 100,000 SOLE 10 100,000
CITIGROUP, INC. COMMON 172967101 609,400.00 13,850 SOLE 18 13,850
CITIGROUP, INC. COMMON 172967101 597,080.00 13,570 SOLE 19 13,570
CITIGROUP, INC. COMMON 172967101 2,752,200.00 62,550 SOLE 20 62,550
CITIGROUP, INC. COMMON 172967101 316,800.00 7,200 SOLE 38 7,200
CITIGROUP, INC. COMMON 172967101 215,600.00 4,900 SOLE 51 4,900
CK WITCO CORPORATION COMMON 12562C108 687,737.65 47,227 SOLE 20 47,227
CLARIFY, INC. COMMON 180492100 342,125.00 6,800 SOLE 36 6,800
CLARIFY, INC. COMMON 180492100 226,406.25 4,500 SOLE 50 4,500
CLEAR CHANNEL COMM COMMON 184502102 119,812.50 1,500 SOLE 19 1,500
CLEAR CHANNEL COMM COMMON 184502102 145,771.88 1,825 SOLE 32 1,825
CLEAR CHANNEL COMM COMMON 184502102 71,887.50 900 SOLE 38 900
CLEAR CHANNEL COMM COMMON 184502102 47,925.00 600 SOLE 51 600
CLEAR CHANNEL COMM COMMON 184502102 591,075.00 7,400 SOLE 53 7,400
CLEAR CHANNEL COMM COMMON 184502102 1,293,975.00 16,200 SOLE 70 16,200
CLOROX CO. COMMON 189054109 45,900.00 1,200 SOLE 19 1,200
CLOROX CO. COMMON 189054109 153,000.00 4,000 SOLE 20 4,000
CLOROX CO. COMMON 189054109 107,100.00 2,800 SOLE 34 2,800
CLOROX CO. COMMON 189054109 15,300.00 400 SOLE 38 400
CLOROX CO. COMMON 189054109 11,475.00 300 SOLE 51 300
CLOSURE MEDICAL CORPORATI COMMON 189093107 2,278,500.00 168,000 SOLE 1 168,000
CLOSURE MEDICAL CORPORATI COMMON 189093107 3,119,375.00 230,000 SOLE 15 230,000
CMS ENERGY CORPORATION COMMON 125896100 6,787.50 200 SOLE 38 200
CMS ENERGY CORPORATION COMMON 125896100 3,393.75 100 SOLE 51 100
COASTAL CORP COMMON 190441105 13,918,750.00 340,000 SOLE 2 340,000
COASTAL CORP COMMON 190441105 13,918,750.00 340,000 SOLE 10 340,000
COASTAL CORP COMMON 190441105 40,937.50 1,000 SOLE 38 1,000
COASTAL CORP COMMON 190441105 24,562.50 600 SOLE 51 600
COASTAL CORP COMMON 190441105 221,062.50 5,400 SOLE 520 5,400
COASTAL CORP COMMON 190441105 208,781.25 5,100 SOLE 530 5,100
COASTAL CORP COMMON 190441105 32,750.00 800 SOLE 540 800
COASTAL CORP COMMON 190441105 147,375.00 3,600 SOLE 560 3,600
COASTAL CORP COMMON 190441105 32,750.00 800 SOLE 570 800
COCA COLA COMPANY COMMON 191216100 720,937.50 15,000 SOLE 3 15,000
COCA COLA COMPANY COMMON 191216100 9,612,500.00 200,000 SOLE 11 200,000
COCA COLA COMPANY COMMON 191216100 2,282,968.75 47,500 SOLE 16 47,500
COCA COLA COMPANY COMMON 191216100 471,012.50 9,800 SOLE 19 9,800
COCA COLA COMPANY COMMON 191216100 254,731.25 5,300 SOLE 34 5,300
COCA COLA COMPANY COMMON 191216100 177,831.25 3,700 SOLE 38 3,700
COCA COLA COMPANY COMMON 191216100 120,156.25 2,500 SOLE 51 2,500
COCA COLA COMPANY COMMON 191216100 129,768.75 2,700 SOLE 530 2,700
COCA COLA COMPANY COMMON 191216100 96,125.00 2,000 SOLE 560 2,000
COCA COLA COMPANY COMMON 191216100 19,225.00 400 SOLE 570 400
COCA-COLA ENTERPRIS, INC. COMMON 191219104 38,356.25 1,700 SOLE 19 1,700
COCA-COLA ENTERPRIS, INC. COMMON 191219104 27,075.00 1,200 SOLE 38 1,200
COCA-COLA ENTERPRIS, INC. COMMON 191219104 18,050.00 800 SOLE 51 800
COLGATE-PALMOLIVE COMPANY COMMON 194162103 9,150,000.00 200,000 SOLE 2 200,000
COLGATE-PALMOLIVE COMPANY COMMON 194162103 11,895,000.00 260,000 SOLE 10 260,000
COLGATE-PALMOLIVE COMPANY COMMON 194162103 1,555,500.00 34,000 SOLE 16 34,000
COLGATE-PALMOLIVE COMPANY COMMON 194162103 118,950.00 2,600 SOLE 19 2,600
COLGATE-PALMOLIVE COMPANY COMMON 194162103 125,812.50 2,750 SOLE 32 2,750
COLGATE-PALMOLIVE COMPANY COMMON 194162103 73,200.00 1,600 SOLE 34 1,600
COLGATE-PALMOLIVE COMPANY COMMON 194162103 45,750.00 1,000 SOLE 38 1,000
COLGATE-PALMOLIVE COMPANY COMMON 194162103 32,025.00 700 SOLE 51 700
COLGATE-PALMOLIVE COMPANY COMMON 194162103 585,600.00 12,800 SOLE 53 12,800
COLGATE-PALMOLIVE COMPANY COMMON 194162103 1,175,775.00 25,700 SOLE 70 25,700
COLGATE-PALMOLIVE COMPANY COMMON 194162103 192,150.00 4,200 SOLE 520 4,200
COLGATE-PALMOLIVE COMPANY COMMON 194162103 256,200.00 5,600 SOLE 530 5,600
COLGATE-PALMOLIVE COMPANY COMMON 194162103 18,300.00 400 SOLE 540 400
COLGATE-PALMOLIVE COMPANY COMMON 194162103 183,000.00 4,000 SOLE 560 4,000
COLGATE-PALMOLIVE COMPANY COMMON 194162103 36,600.00 800 SOLE 570 800
COLONIAL PROPERTIES TRUST COMMON 195872106 70,887.50 2,650 SOLE 1 2,650
COLUMBIA ENERGY GROUP COMMON 197648108 5,537.50 100 SOLE 38 100
COLUMBIA/HCA HEALTHCARE COMMON 197677107 512,737.50 24,200 SOLE 3 24,200
COLUMBIA/HCA HEALTHCARE COMMON 197677107 6,746,100.00 318,400 SOLE 11 318,400
COLUMBIA/HCA HEALTHCARE COMMON 197677107 101,700.00 4,800 SOLE 18 4,800
COLUMBIA/HCA HEALTHCARE COMMON 197677107 63,562.50 3,000 SOLE 19 3,000
COLUMBIA/HCA HEALTHCARE COMMON 197677107 298,743.75 14,100 SOLE 35 14,100
COMCAST CORP CL A SPECIAL COMMON 200300200 1,642,850.00 41,200 SOLE 16 41,200
COMCAST CORP CL A SPECIAL COMMON 200300200 119,625.00 3,000 SOLE 19 3,000
COMCAST CORP CL A SPECIAL COMMON 200300200 199,375.00 5,000 SOLE 34 5,000
COMCAST CORP CL A SPECIAL COMMON 200300200 55,825.00 1,400 SOLE 38 1,400
COMCAST CORP CL A SPECIAL COMMON 200300200 35,887.50 900 SOLE 51 900
COMDISCO, INC. COMMON 200336105 1,158,750.00 60,000 SOLE 1 60,000
COMDISCO, INC. COMMON 200336105 3,476,250.00 180,000 SOLE 15 180,000
COMDISCO, INC. COMMON 200336105 270,375.00 14,000 SOLE 29 14,000
COMDISCO, INC. COMMON 200336105 309,000.00 16,000 SOLE 35 16,000
COMERICA, INC. COMMON 200340107 53,156.25 1,050 SOLE 19 1,050
COMERICA, INC. COMMON 200340107 10,125.00 200 SOLE 38 200
COMERICA, INC. COMMON 200340107 5,062.50 100 SOLE 51 100
COMPAQ COMPUTER CORP. COMMON 204493100 344,062.50 15,000 SOLE 3 15,000
COMPAQ COMPUTER CORP. COMMON 204493100 5,734,375.00 250,000 SOLE 10 250,000
COMPAQ COMPUTER CORP. COMMON 204493100 14,450,625.00 630,000 SOLE 11 630,000
COMPAQ COMPUTER CORP. COMMON 204493100 1,266,150.00 55,200 SOLE 16 55,200
COMPAQ COMPUTER CORP. COMMON 204493100 152,672.00 6,656 SOLE 19 6,656
COMPAQ COMPUTER CORP. COMMON 204493100 672,068.75 29,300 SOLE 20 29,300
COMPAQ COMPUTER CORP. COMMON 204493100 121,568.75 5,300 SOLE 34 5,300
COMPAQ COMPUTER CORP. COMMON 204493100 64,225.00 2,800 SOLE 38 2,800
COMPAQ COMPUTER CORP. COMMON 204493100 43,581.25 1,900 SOLE 51 1,900
COMPUTER ASSOCIATES INT COMMON 204912109 1,806,875.00 29,500 SOLE 16 29,500
COMPUTER ASSOCIATES INT COMMON 204912109 165,375.00 2,700 SOLE 19 2,700
COMPUTER ASSOCIATES INT COMMON 204912109 61,250.00 1,000 SOLE 38 1,000
COMPUTER ASSOCIATES INT COMMON 204912109 42,875.00 700 SOLE 51 700
COMPUTER SCIENCES CORP COMMON 205363104 1,898,437.50 27,000 SOLE 1 27,000
COMPUTER SCIENCES CORP COMMON 205363104 13,359,375.00 190,000 SOLE 2 190,000
COMPUTER SCIENCES CORP COMMON 205363104 15,468,750.00 220,000 SOLE 10 220,000
COMPUTER SCIENCES CORP COMMON 205363104 6,187,500.00 88,000 SOLE 15 88,000
COMPUTER SCIENCES CORP COMMON 205363104 84,375.00 1,200 SOLE 19 1,200
COMPUTER SCIENCES CORP COMMON 205363104 527,343.75 7,500 SOLE 29 7,500
COMPUTER SCIENCES CORP COMMON 205363104 618,750.00 8,800 SOLE 35 8,800
COMPUTER SCIENCES CORP COMMON 205363104 28,125.00 400 SOLE 38 400
COMPUTER SCIENCES CORP COMMON 205363104 21,093.75 300 SOLE 51 300
COMPUTER SCIENCES CORP COMMON 205363104 168,750.00 2,400 SOLE 520 2,400
COMPUTER SCIENCES CORP COMMON 205363104 267,187.50 3,800 SOLE 530 3,800
COMPUTER SCIENCES CORP COMMON 205363104 28,125.00 400 SOLE 540 400
COMPUTER SCIENCES CORP COMMON 205363104 154,687.50 2,200 SOLE 560 2,200
COMPUTER SCIENCES CORP COMMON 205363104 28,125.00 400 SOLE 570 400
COMPUWARE CORPORATION COMMON 205638109 36,487.50 1,400 SOLE 19 1,400
COMPUWARE CORPORATION COMMON 205638109 179,831.25 6,900 SOLE 34 6,900
COMPUWARE CORPORATION COMMON 205638109 15,637.50 600 SOLE 38 600
COMPUWARE CORPORATION COMMON 205638109 10,425.00 400 SOLE 51 400
COMVERSE TECHNOLOGY, INC. COMMON 205862402 8,016,562.50 85,000 SOLE 1 85,000
COMVERSE TECHNOLOGY, INC. COMMON 205862402 28,293,750.00 300,000 SOLE 15 300,000
COMVERSE TECHNOLOGY, INC. COMMON 205862402 2,122,031.25 22,500 SOLE 16 22,500
COMVERSE TECHNOLOGY, INC. COMMON 205862402 660,187.50 7,000 SOLE 29 7,000
COMVERSE TECHNOLOGY, INC. COMMON 205862402 212,203.13 2,250 SOLE 34 2,250
COMVERSE TECHNOLOGY, INC. COMMON 205862402 754,500.00 8,000 SOLE 35 8,000
CONAGRA INC. COMMON 205887102 7,220,000.00 320,000 SOLE 2 320,000
CONAGRA INC. COMMON 205887102 767,125.00 34,000 SOLE 3 34,000
CONAGRA INC. COMMON 205887102 10,153,125.00 450,000 SOLE 11 450,000
CONAGRA INC. COMMON 205887102 56,406.25 2,500 SOLE 19 2,500
CONAGRA INC. COMMON 205887102 11,281.25 500 SOLE 38 500
CONAGRA INC. COMMON 205887102 9,025.00 400 SOLE 51 400
CONAGRA INC. COMMON 205887102 103,787.50 4,600 SOLE 520 4,600
CONAGRA INC. COMMON 205887102 18,050.00 800 SOLE 540 800
CONOCO, INC. (CL. B) COMMON 208251405 268,999.07 9,826 SOLE 3 9,826
CONOCO, INC. (CL. B) COMMON 208251405 3,362,771.01 122,841 SOLE 11 122,841
CONOCO, INC. (CL. B) COMMON 208251405 20,093.25 734 SOLE 19 734
CONOCO, INC. (CL. B) COMMON 208251405 31,883.66 1,165 SOLE 38 1,165
CONOCO, INC. (CL. B) COMMON 208251405 21,134.87 772 SOLE 51 772
CONOCO, INC.- CL A COMMON 208251306 5,550,000.00 200,000 SOLE 2 200,000
CONOCO, INC.- CL A COMMON 208251306 6,660,000.00 240,000 SOLE 10 240,000
CONSECO INC. COMMON 208464107 482,812.50 25,000 SOLE 3 25,000
CONSECO INC. COMMON 208464107 4,828,125.00 250,000 SOLE 11 250,000
CONSECO INC. COMMON 208464107 31,846.31 1,649 SOLE 19 1,649
CONSOLIDATED EDISON, INC. COMMON 209115104 62,250.00 1,500 SOLE 19 1,500
CONSOLIDATED EDISON, INC. COMMON 209115104 45,650.00 1,100 SOLE 38 1,100
CONSOLIDATED EDISON, INC. COMMON 209115104 33,200.00 800 SOLE 51 800
CONSOLIDATED NATURAL GAS COMMON 209615103 6,237.50 100 SOLE 38 100
CONSOLIDATED PAPERS, INC. COMMON 209759109 1,209,375.00 45,000 SOLE 20 45,000
CONSOLIDATED STORES CORP COMMON 210149100 4,412.50 200 SOLE 38 200
CONSOLIDATED STORES CORP COMMON 210149100 2,206.25 100 SOLE 51 100
CONSTELLATION ENERGY GROU COMMON 210371100 281,250.00 10,000 SOLE 3 10,000
CONSTELLATION ENERGY GROU COMMON 210371100 7,031,250.00 250,000 SOLE 11 250,000
CONSTELLATION ENERGY GROU COMMON 210371100 39,375.00 1,400 SOLE 19 1,400
COOPER CAMERON CORPORATIO COMMON 216640102 79,275.00 2,100 SOLE 36 2,100
COOPER INDS INC COMMON 216669101 1,790,525.00 38,300 SOLE 16 38,300
COOPER INDS INC COMMON 216669101 1,233,639.00 26,388 SOLE 20 26,388
COOPER INDS INC COMMON 216669101 205,700.00 4,400 SOLE 34 4,400
COOPER INDS INC COMMON 216669101 4,675.00 100 SOLE 38 100
COPART INC COMMON 217204106 151,187.50 8,200 SOLE 36 8,200
COPART INC COMMON 217204106 99,562.50 5,400 SOLE 50 5,400
CORE LABORATORIES N.V. COMMON N22717107 94,062.50 5,000 SOLE 36 5,000
CORE LABORATORIES N.V. COMMON N22717107 56,437.50 3,000 SOLE 50 3,000
CORNERSTONE PROPERTIES COMMON 21922H103 195,962.50 12,850 SOLE 1 12,850
CORNERSTONE REALTY INCOME COMMON 21922V102 40,050.00 4,450 SOLE 1 4,450
CORNING, INC. COMMON 219350105 157,693.75 2,300 SOLE 18 2,300
CORNING, INC. COMMON 219350105 102,843.75 1,500 SOLE 19 1,500
CORNING, INC. COMMON 219350105 20,568.75 300 SOLE 38 300
CORNING, INC. COMMON 219350105 13,712.50 200 SOLE 51 200
CORPORATE EXECUTIVE BOARD COMMON 21988R102 61,125.00 1,500 SOLE 36 1,500
CORPORATE EXECUTIVE BOARD COMMON 21988R102 44,825.00 1,100 SOLE 50 1,100
COST PLUS, INC. COMMON 221485105 291,000.00 6,000 SOLE 36 6,000
COST PLUS, INC. COMMON 221485105 227,950.00 4,700 SOLE 50 4,700
COSTCO WHOLESALE CORP. COMMON 22160K105 72,000.00 1,000 SOLE 19 1,000
COSTCO WHOLESALE CORP. COMMON 22160K105 36,000.00 500 SOLE 38 500
COSTCO WHOLESALE CORP. COMMON 22160K105 28,800.00 400 SOLE 51 400
COSTCO WHOLESALE CORP. COMMON 22160K105 79,200.00 1,100 SOLE 500 1,100
COUNTRYWIDE CREDIT COMMON 222372104 3,225.00 100 SOLE 38 100
COUSINS PROPERTIES COMMON 222795106 108,601.60 3,200 SOLE 1 3,200
CREDENCE SYSTEMS COMMON 225302108 228,862.50 5,100 SOLE 36 5,100
CREDENCE SYSTEMS COMMON 225302108 170,525.00 3,800 SOLE 50 3,800
CRESCENT REAL ESTATE COMMON 225756105 477,000.00 26,500 SOLE 20 26,500
CRESCENT REAL ESTATE COMMON 225756105 224,100.00 12,450 SOLE 1 12,450
CROWN CORK & SEAL CO. INC COMMON 228255105 606,250.00 25,000 SOLE 3 25,000
CROWN CORK & SEAL CO. INC COMMON 228255105 7,153,750.00 295,000 SOLE 11 295,000
CROWN CORK & SEAL CO. INC COMMON 228255105 329,800.00 13,600 SOLE 29 13,600
CROWN CORK & SEAL CO. INC COMMON 228255105 2,425.00 100 SOLE 38 100
CROWN CORK & SEAL CO. INC COMMON 228255105 2,425.00 100 SOLE 51 100
CRYOLIFE, INC. COMMON 228903100 450,000.00 36,000 SOLE 1 36,000
CRYOLIFE, INC. COMMON 228903100 1,162,500.00 93,000 SOLE 15 93,000
CRYOLIFE, INC. COMMON 228903100 837,500.00 67,000 SOLE 29 67,000
CRYOLIFE, INC. COMMON 228903100 825,000.00 66,000 SOLE 35 66,000
CSX CORPORATION COMMON 126408103 635,625.00 15,000 SOLE 3 15,000
CSX CORPORATION COMMON 126408103 33,900.00 800 SOLE 19 800
CSX CORPORATION COMMON 126408103 12,712.50 300 SOLE 38 300
CSX CORPORATION COMMON 126408103 8,475.00 200 SOLE 51 200
CUMULUS MEDIA, INC. COMMON 231082108 65,375.00 2,000 SOLE 36 2,000
CUMULUS MEDIA, INC. COMMON 231082108 75,181.25 2,300 SOLE 50 2,300
CVS CORPORATION COMMON 126650100 1,338,650.00 32,800 SOLE 16 32,800
CVS CORPORATION COMMON 126650100 65,300.00 1,600 SOLE 19 1,600
CVS CORPORATION COMMON 126650100 155,087.50 3,800 SOLE 34 3,800
CVS CORPORATION COMMON 126650100 20,406.25 500 SOLE 38 500
CVS CORPORATION COMMON 126650100 16,325.00 400 SOLE 51 400
CYMER INC COMMON 232572107 190,781.25 5,500 SOLE 36 5,500
CYMER INC COMMON 232572107 163,031.25 4,700 SOLE 50 4,700
CYPRUS AMAX MINERAL CO COMMON 232809103 3,925.00 200 SOLE 38 200
CYPRUS AMAX MINERAL CO COMMON 232809103 1,962.50 100 SOLE 51 100
DANA CORP COMMON 235811106 556,875.00 15,000 SOLE 3 15,000
DANA CORP COMMON 235811106 7,425,000.00 200,000 SOLE 11 200,000
DANA CORP COMMON 235811106 267,300.00 7,200 SOLE 16 7,200
DANA CORP COMMON 235811106 53,571.38 1,443 SOLE 19 1,443
DANA CORP COMMON 235811106 115,087.50 3,100 SOLE 34 3,100
DANA CORP COMMON 235811106 3,712.50 100 SOLE 38 100
DANA CORP COMMON 235811106 3,712.50 100 SOLE 51 100
DANAHER CORPORATION COMMON 235851102 73,762.50 1,400 SOLE 19 1,400
DANAHER CORPORATION COMMON 235851102 5,268.75 100 SOLE 38 100
DANAHER CORPORATION COMMON 235851102 5,268.75 100 SOLE 51 100
DARDEN RESTAURANTS, INC. COMMON 237194105 27,387.50 1,400 SOLE 19 1,400
DARDEN RESTAURANTS, INC. COMMON 237194105 1,956.25 100 SOLE 38 100
DARDEN RESTAURANTS, INC. COMMON 237194105 1,956.25 100 SOLE 51 100
DATA GENERAL CORP. COMMON 237688106 6,318.75 300 SOLE 38 300
DATA GENERAL CORP. COMMON 237688106 4,212.50 200 SOLE 51 200
DAYTON HUDSON CORPORATION COMMON 239753106 9,610,000.00 160,000 SOLE 2 160,000
DAYTON HUDSON CORPORATION COMMON 239753106 12,012,500.00 200,000 SOLE 10 200,000
DAYTON HUDSON CORPORATION COMMON 239753106 1,970,050.00 32,800 SOLE 16 32,800
DAYTON HUDSON CORPORATION COMMON 239753106 144,150.00 2,400 SOLE 18 2,400
DAYTON HUDSON CORPORATION COMMON 239753106 108,112.50 1,800 SOLE 19 1,800
DAYTON HUDSON CORPORATION COMMON 239753106 138,143.75 2,300 SOLE 32 2,300
DAYTON HUDSON CORPORATION COMMON 239753106 210,218.75 3,500 SOLE 34 3,500
DAYTON HUDSON CORPORATION COMMON 239753106 42,043.75 700 SOLE 38 700
DAYTON HUDSON CORPORATION COMMON 239753106 30,031.25 500 SOLE 51 500
DAYTON HUDSON CORPORATION COMMON 239753106 132,137.50 2,200 SOLE 520 2,200
DAYTON HUDSON CORPORATION COMMON 239753106 12,012.50 200 SOLE 540 200
DEERE & CO COMMON 244199105 2,127,812.50 55,000 SOLE 2 55,000
DEERE & CO COMMON 244199105 1,528,156.25 39,500 SOLE 3 39,500
DEERE & CO COMMON 244199105 2,127,812.50 55,000 SOLE 10 55,000
DEERE & CO COMMON 244199105 20,310,937.50 525,000 SOLE 11 525,000
DEERE & CO COMMON 244199105 796,962.50 20,600 SOLE 16 20,600
DEERE & CO COMMON 244199105 50,293.75 1,300 SOLE 19 1,300
DEERE & CO COMMON 244199105 131,537.50 3,400 SOLE 34 3,400
DEERE & CO COMMON 244199105 154,750.00 4,000 SOLE 520 4,000
DEERE & CO COMMON 244199105 166,356.25 4,300 SOLE 530 4,300
DEERE & CO COMMON 244199105 27,081.25 700 SOLE 540 700
DEERE & CO COMMON 244199105 116,062.50 3,000 SOLE 560 3,000
DEERE & CO COMMON 244199105 27,081.25 700 SOLE 570 700
DELL COMPUTER CORP COMMON 247025109 7,108,125.00 170,000 SOLE 2 170,000
DELL COMPUTER CORP COMMON 247025109 8,362,500.00 200,000 SOLE 10 200,000
DELL COMPUTER CORP COMMON 247025109 158,887.50 3,800 SOLE 18 3,800
DELL COMPUTER CORP COMMON 247025109 426,487.50 10,200 SOLE 19 10,200
DELL COMPUTER CORP COMMON 247025109 209,062.50 5,000 SOLE 38 5,000
DELL COMPUTER CORP COMMON 247025109 142,162.50 3,400 SOLE 51 3,400
DELL COMPUTER CORP COMMON 247025109 564,468.75 13,500 SOLE 53 13,500
DELL COMPUTER CORP COMMON 247025109 1,195,837.50 28,600 SOLE 70 28,600
DELPHI AUTO SYSTEMS CORP COMMON 247126105 254,911.88 15,870 SOLE 18 15,870
DELPHI AUTO SYSTEMS CORP COMMON 247126105 32,542.63 2,026 SOLE 19 2,026
DELPHI AUTO SYSTEMS CORP COMMON 247126105 17,636.63 1,098 SOLE 38 1,098
DELPHI AUTO SYSTEMS CORP COMMON 247126105 12,673.31 789 SOLE 51 789
DELTA & PINE LAND CO COMMON 247357106 12,937.50 500 SOLE 38 500
DELTA & PINE LAND CO COMMON 247357106 7,762.50 300 SOLE 51 300
DELTA AIRLINES INC COMMON 247361108 38,800.00 800 SOLE 19 800
DELTA AIRLINES INC COMMON 247361108 29,100.00 600 SOLE 38 600
DELTA AIRLINES INC COMMON 247361108 19,400.00 400 SOLE 51 400
DELUXE CORP COMMON 248019101 3,400.00 100 SOLE 38 100
DELUXE CORP COMMON 248019101 3,400.00 100 SOLE 51 100
DENTSPLY INTERNATIONAL COMMON 249030107 546,000.00 24,000 SOLE 3 24,000
DENTSPLY INTERNATIONAL COMMON 249030107 6,825,000.00 300,000 SOLE 11 300,000
DEUTSCHE TELEKOM AG- ADR COMMON 251566105 112,893.75 2,700 SOLE 19 2,700
DEVELOPERS DIVERSIFIED REALTY COMMON 251591103 86,100.00 6,150 SOLE 1 6,150
DIAGEO PLC - SPONSOR. ADR COMMON 25243Q205 106,784.44 2,577 SOLE 19 2,577
DIAL CORP COMMON 25247D101 15,300,000.00 600,000 SOLE 10 600,000
DIAL CORP COMMON 25247D101 47,175.00 1,850 SOLE 32 1,850
DIAMOND TECH PARTNERS INC COMMON 252762109 107,700.00 2,400 SOLE 36 2,400
DIAMOND TECH PARTNERS INC COMMON 252762109 71,800.00 1,600 SOLE 50 1,600
DIGITAL MICROWAVE CORP COMMON 253859102 329,437.50 21,000 SOLE 36 21,000
DIGITAL MICROWAVE CORP COMMON 253859102 230,606.25 14,700 SOLE 50 14,700
DILLARDS, INC. COMMON 254067101 487,500.00 24,000 SOLE 3 24,000
DILLARDS, INC. COMMON 254067101 4,590,625.00 226,000 SOLE 11 226,000
DILLARDS, INC. COMMON 254067101 4,062.50 200 SOLE 38 200
DILLARDS, INC. COMMON 254067101 2,031.25 100 SOLE 51 100
DOLLAR GENERAL CORP COMMON 256669102 24,113.38 781 SOLE 19 781
DOLLAR GENERAL CORP COMMON 256669102 12,350.00 400 SOLE 38 400
DOLLAR GENERAL CORP COMMON 256669102 9,262.50 300 SOLE 51 300
DOLLAR TREE STORES, INC. COMMON 256747106 2,645,859.38 66,250 SOLE 15 66,250
DOMINION RESOURCES, INC. COMMON 257470104 72,200.00 1,600 SOLE 19 1,600
DOMINION RESOURCES, INC. COMMON 257470104 9,025.00 200 SOLE 38 200
DOMINION RESOURCES, INC. COMMON 257470104 4,512.50 100 SOLE 51 100
DOVER COMMON 260003108 61,312.50 1,500 SOLE 19 1,500
DOVER COMMON 260003108 12,262.50 300 SOLE 38 300
DOVER COMMON 260003108 8,175.00 200 SOLE 51 200
DOW CHEMICAL COMPANY COMMON 260543103 113,625.00 1,000 SOLE 19 1,000
DOW CHEMICAL COMPANY COMMON 260543103 2,488,387.50 21,900 SOLE 20 21,900
DOW CHEMICAL COMPANY COMMON 260543103 34,087.50 300 SOLE 38 300
DOW CHEMICAL COMPANY COMMON 260543103 22,725.00 200 SOLE 51 200
DOW JONES & COMPANY, INC. COMMON 260561105 854,000.00 16,000 SOLE 3 16,000
DOW JONES & COMPANY, INC. COMMON 260561105 10,675,000.00 200,000 SOLE 11 200,000
DOW JONES & COMPANY, INC. COMMON 260561105 1,323,700.00 24,800 SOLE 20 24,800
DQE INC COMMON 23329J104 1,040,725.00 26,600 SOLE 20 26,600
DST SYSTEMS, INC. COMMON 233326107 775,775.00 13,640 SOLE 1 13,640
DST SYSTEMS, INC. COMMON 233326107 2,599,187.50 45,700 SOLE 15 45,700
DTE ENERGY COMPANY COMMON 233331107 28,900.00 800 SOLE 38 800
DTE ENERGY COMPANY COMMON 233331107 21,675.00 600 SOLE 51 600
DUKE ENERGY CORPORATION COMMON 264399106 5,512,500.00 100,000 SOLE 11 100,000
DUKE ENERGY CORPORATION COMMON 264399106 104,737.50 1,900 SOLE 19 1,900
DUKE ENERGY CORPORATION COMMON 264399106 1,719,900.00 31,200 SOLE 20 31,200
DUKE ENERGY CORPORATION COMMON 264399106 60,637.50 1,100 SOLE 38 1,100
DUKE ENERGY CORPORATION COMMON 264399106 38,587.50 700 SOLE 51 700
DUKE REALTY INVESTMENTS COMMON 264411505 218,224.50 11,191 SOLE 1 11,191
DUKE -WEEKS REALTY CORP. COMMON 264411505 24,862.50 1,275 SOLE 28 1,275
DUKE -WEEKS REALTY CORP. COMMON 264411505 16,575.00 850 SOLE 33 850
DUN & BRADSTREET CORP. COMMON 26483B106 11,950.00 400 SOLE 19 400
DUN & BRADSTREET CORP. COMMON 26483B106 1,030,687.50 34,500 SOLE 20 34,500
DUN & BRADSTREET CORP. COMMON 26483B106 2,987.50 100 SOLE 38 100
DUN & BRADSTREET CORP. COMMON 26483B106 2,987.50 100 SOLE 51 100
DURA PHARMACEUTICALS INC COMMON 26632S109 3,442,562.50 247,000 SOLE 15 247,000
E G & G INC COMMON 268457108 1,751,750.00 44,000 SOLE 1 44,000
E G & G INC COMMON 268457108 4,777,500.00 120,000 SOLE 15 120,000
E G & G INC COMMON 268457108 418,031.25 10,500 SOLE 29 10,500
E G & G INC COMMON 268457108 346,368.75 8,700 SOLE 35 8,700
E G & G INC COMMON 268457108 19,906.25 500 SOLE 38 500
E G & G INC COMMON 268457108 11,943.75 300 SOLE 51 300
E.I. DU PONT DE NEMOURS COMMON 263534109 284,225.38 4,669 SOLE 3 4,669
E.I. DU PONT DE NEMOURS COMMON 263534109 3,552,604.13 58,359 SOLE 11 58,359
E.I. DU PONT DE NEMOURS COMMON 263534109 252,692.13 4,151 SOLE 19 4,151
E.I. DU PONT DE NEMOURS COMMON 263534109 2,343,687.50 38,500 SOLE 20 38,500
E.I. DU PONT DE NEMOURS COMMON 263534109 123,819.75 2,034 SOLE 38 2,034
E.I. DU PONT DE NEMOURS COMMON 263534109 79,198.38 1,301 SOLE 51 1,301
E.W. SCRIPPS COMPANY COMMON 811054204 1,670,250.00 34,000 SOLE 1 34,000
E.W. SCRIPPS COMPANY COMMON 811054204 4,470,375.00 91,000 SOLE 15 91,000
E.W. SCRIPPS COMPANY COMMON 811054204 309,487.50 6,300 SOLE 29 6,300
E.W. SCRIPPS COMPANY COMMON 811054204 343,875.00 7,000 SOLE 35 7,000
EARTHGRAINS COMMON 270319106 2,832.00 128 SOLE 19 128
EASTMAN CHEMICAL COMPANY COMMON 277432100 4,000.00 100 SOLE 38 100
EASTMAN CHEMICAL COMPANY COMMON 277432100 4,000.00 100 SOLE 51 100
EASTMAN KODAK COMPANY COMMON 277461109 905,250.00 12,000 SOLE 3 12,000
EASTMAN KODAK COMPANY COMMON 277461109 11,315,625.00 150,000 SOLE 11 150,000
EASTMAN KODAK COMPANY COMMON 277461109 120,700.00 1,600 SOLE 19 1,600
EASTMAN KODAK COMPANY COMMON 277461109 2,715,750.00 36,000 SOLE 20 36,000
EASTMAN KODAK COMPANY COMMON 277461109 45,262.50 600 SOLE 38 600
EASTMAN KODAK COMPANY COMMON 277461109 30,175.00 400 SOLE 51 400
EATON CORP COMMON 278058102 60,418.75 700 SOLE 19 700
ECOLAB, INC. COMMON 278865100 10,920,000.00 320,000 SOLE 2 320,000
ECOLAB, INC. COMMON 278865100 150,150.00 4,400 SOLE 520 4,400
ECOLAB, INC. COMMON 278865100 160,387.50 4,700 SOLE 530 4,700
ECOLAB, INC. COMMON 278865100 23,887.50 700 SOLE 540 700
ECOLAB, INC. COMMON 278865100 112,612.50 3,300 SOLE 560 3,300
ECOLAB, INC. COMMON 278865100 23,887.50 700 SOLE 570 700
EDISON INTERNATIONAL COMMON 281020107 63,212.50 2,600 SOLE 19 2,600
EDISON INTERNATIONAL COMMON 281020107 55,918.75 2,300 SOLE 38 2,300
EDISON INTERNATIONAL COMMON 281020107 36,468.75 1,500 SOLE 51 1,500
EL PASO ENERGY CORP COMMON 283905107 11,943,750.00 300,000 SOLE 2 300,000
ELAN CORPORATION PLC ADR COMMON 284131208 12,082,500.00 360,000 SOLE 2 360,000
ELAN CORPORATION PLC ADR COMMON 284131208 1,258,593.75 37,500 SOLE 3 37,500
ELAN CORPORATION PLC ADR COMMON 284131208 547,068.75 16,300 SOLE 6 16,300
ELAN CORPORATION PLC ADR COMMON 284131208 13,425,000.00 400,000 SOLE 10 400,000
ELAN CORPORATION PLC ADR COMMON 284131208 16,781,250.00 500,000 SOLE 11 500,000
ELAN CORPORATION PLC ADR COMMON 284131208 4,587,993.75 136,700 SOLE 13 136,700
ELAN CORPORATION PLC ADR COMMON 284131208 1,228,387.50 36,600 SOLE 70 36,600
ELAN CORPORATION PLC ADR COMMON 284131208 234,937.50 7,000 SOLE 520 7,000
ELAN CORPORATION PLC ADR COMMON 284131208 261,787.50 7,800 SOLE 530 7,800
ELAN CORPORATION PLC ADR COMMON 284131208 36,918.75 1,100 SOLE 540 1,100
ELAN CORPORATION PLC ADR COMMON 284131208 234,937.50 7,000 SOLE 560 7,000
ELAN CORPORATION PLC ADR COMMON 284131208 63,768.75 1,900 SOLE 570 1,900
ELECTRONIC DATA SYSTEMS COMMON 285661104 423,500.00 8,000 SOLE 3 8,000
ELECTRONIC DATA SYSTEMS COMMON 285661104 5,293,750.00 100,000 SOLE 11 100,000
ELECTRONIC DATA SYSTEMS COMMON 285661104 89,993.75 1,700 SOLE 19 1,700
ELECTRONIC DATA SYSTEMS COMMON 285661104 47,643.75 900 SOLE 38 900
ELECTRONIC DATA SYSTEMS COMMON 285661104 31,762.50 600 SOLE 51 600
ELECTRONIC PROCESSING INC COMMON 285798104 1,218,750.00 125,000 SOLE 15 125,000
ELECTRONICS FOR IMAGING COMMON 286082102 339,281.25 6,600 SOLE 36 6,600
ELECTRONICS FOR IMAGING COMMON 286082102 221,046.88 4,300 SOLE 50 4,300
ELI LILLY & COMPANY COMMON 532457108 275,200.00 4,300 SOLE 19 4,300
ELI LILLY & COMPANY COMMON 532457108 121,600.00 1,900 SOLE 38 1,900
ELI LILLY & COMPANY COMMON 532457108 83,200.00 1,300 SOLE 51 1,300
EMC CORP/MASS COMMON 268648102 2,343,150.00 32,800 SOLE 16 32,800
EMC CORP/MASS COMMON 268648102 328,612.50 4,600 SOLE 19 4,600
EMC CORP/MASS COMMON 268648102 100,012.50 1,400 SOLE 32 1,400
EMC CORP/MASS COMMON 268648102 228,600.00 3,200 SOLE 34 3,200
EMC CORP/MASS COMMON 268648102 128,587.50 1,800 SOLE 38 1,800
EMC CORP/MASS COMMON 268648102 85,725.00 1,200 SOLE 51 1,200
EMC CORP/MASS COMMON 268648102 600,075.00 8,400 SOLE 53 8,400
EMC CORP/MASS COMMON 268648102 1,378,743.75 19,300 SOLE 70 19,300
EMERSON ELECTRIC COMPANY COMMON 291011104 9,478,125.00 150,000 SOLE 2 150,000
EMERSON ELECTRIC COMPANY COMMON 291011104 1,232,156.25 19,500 SOLE 3 19,500
EMERSON ELECTRIC COMPANY COMMON 291011104 12,637,500.00 200,000 SOLE 11 200,000
EMERSON ELECTRIC COMPANY COMMON 291011104 2,015,681.25 31,900 SOLE 16 31,900
EMERSON ELECTRIC COMPANY COMMON 291011104 139,012.50 2,200 SOLE 19 2,200
EMERSON ELECTRIC COMPANY COMMON 291011104 227,475.00 3,600 SOLE 34 3,600
EMERSON ELECTRIC COMPANY COMMON 291011104 37,912.50 600 SOLE 38 600
EMERSON ELECTRIC COMPANY COMMON 291011104 25,275.00 400 SOLE 51 400
EMERSON ELECTRIC COMPANY COMMON 291011104 176,925.00 2,800 SOLE 520 2,800
EMERSON ELECTRIC COMPANY COMMON 291011104 25,275.00 400 SOLE 540 400
EMPRESA NAC.ELE CHILE ADR COMMON 29244T101 4,329.00 333 SOLE 19 333
ENDESA SA ADR COMMON 29258N107 45,900.00 2,400 SOLE 19 2,400
ENGELHARD CORP COMMON 292845104 14,550.00 800 SOLE 38 800
ENGELHARD CORP COMMON 292845104 9,093.75 500 SOLE 51 500
ENRON CORPORATION COMMON 293561106 140,250.00 3,400 SOLE 19 3,400
ENRON CORPORATION COMMON 293561106 45,375.00 1,100 SOLE 38 1,100
ENRON CORPORATION COMMON 293561106 28,875.00 700 SOLE 51 700
ENSCO INTERNATIONAL INC COMMON 26874Q100 1,535,312.50 85,000 SOLE 1 85,000
ENSCO INTERNATIONAL INC COMMON 26874Q100 4,515,625.00 250,000 SOLE 15 250,000
ENSCO INTERNATIONAL INC COMMON 26874Q100 487,687.50 27,000 SOLE 29 27,000
ENSCO INTERNATIONAL INC COMMON 26874Q100 487,687.50 27,000 SOLE 35 27,000
ENTE NAZIONALE IDROC ADR COMMON 26874R108 81,900.00 1,300 SOLE 19 1,300
ENTERGY CORPORATION COMMON 29364G103 49,193.75 1,700 SOLE 19 1,700
ENTERGY CORPORATION COMMON 29364G103 804,462.50 27,800 SOLE 20 27,800
ENTERGY CORPORATION COMMON 29364G103 43,406.25 1,500 SOLE 38 1,500
ENTERGY CORPORATION COMMON 29364G103 28,937.50 1,000 SOLE 51 1,000
ENZON INC COMMON 293904108 265,350.00 8,700 SOLE 36 8,700
ENZON INC COMMON 293904108 228,750.00 7,500 SOLE 50 7,500
EOG RESOURCES INC COMMON 26875P101 850,000.00 40,000 SOLE 3 40,000
EOG RESOURCES INC COMMON 26875P101 5,312,500.00 250,000 SOLE 11 250,000
EQUIFAX COMMON 294429105 33,750.00 1,200 SOLE 19 1,200
EQUITABLE RESOURCES COMMON 294549100 642,812.50 17,000 SOLE 29 17,000
EQUITY RESIDENTIAL PROPERTY COMMON 29476L107 508,500.00 26,300 SOLE 1 26,300
EQUTIY OFFICE PROPERTIES COMMON 294741103 611,475.00 12,000 SOLE 1 12,000
ERICSSON TEL CO ADR -CL.B COMMON 294821400 75,000.00 2,400 SOLE 19 2,400
ESSEX PROPERTY TRUST INC COMMON 297178105 55,900.00 1,600 SOLE 1 1,600
ETEC SYSTEMS, INC. COMMON 26922C103 210,700.00 5,600 SOLE 36 5,600
ETEC SYSTEMS, INC. COMMON 26922C103 135,450.00 3,600 SOLE 50 3,600
EVERGREEN RESOURCES INC COMMON 299900308 288,750.00 12,000 SOLE 29 12,000
EVERGREEN RESOURCES INC COMMON 299900308 360,937.50 15,000 SOLE 35 15,000
EXCEL SWITCHING CORP COMMON 30067V108 25,112.50 700 SOLE 38 700
EXCEL SWITCHING CORP COMMON 30067V108 17,937.50 500 SOLE 51 500
EXODUS COMMUNICATIONS INC COMMON 302088109 72,062.50 1,000 SOLE 36 1,000
EXODUS COMMUNICATIONS INC COMMON 302088109 43,237.50 600 SOLE 50 600
EXPEDITORS INTL WASH INC COMMON 302130109 2,182,375.00 68,000 SOLE 1 68,000
EXPEDITORS INTL WASH INC COMMON 302130109 5,776,875.00 180,000 SOLE 15 180,000
EXXON CORPORATION COMMON 302290101 645,468.75 8,500 SOLE 19 8,500
EXXON CORPORATION COMMON 302290101 3,705,750.00 48,800 SOLE 20 48,800
EXXON CORPORATION COMMON 302290101 364,500.00 4,800 SOLE 38 4,800
EXXON CORPORATION COMMON 302290101 243,000.00 3,200 SOLE 51 3,200
FAMILY DOLLAR STORES COMMON 307000109 1,478,750.00 70,000 SOLE 16 70,000
FAMILY DOLLAR STORES COMMON 307000109 211,250.00 10,000 SOLE 34 10,000
FANNIE MAE COMMON 313586109 14,418,125.00 230,000 SOLE 2 230,000
FANNIE MAE COMMON 313586109 1,629,875.00 26,000 SOLE 3 26,000
FANNIE MAE COMMON 313586109 463,887.50 7,400 SOLE 6 7,400
FANNIE MAE COMMON 313586109 15,045,000.00 240,000 SOLE 10 240,000
FANNIE MAE COMMON 313586109 21,940,625.00 350,000 SOLE 11 350,000
FANNIE MAE COMMON 313586109 3,867,818.75 61,700 SOLE 13 61,700
FANNIE MAE COMMON 313586109 2,037,343.75 32,500 SOLE 16 32,500
FANNIE MAE COMMON 313586109 257,018.75 4,100 SOLE 19 4,100
FANNIE MAE COMMON 313586109 2,394,662.50 38,200 SOLE 20 38,200
FANNIE MAE COMMON 313586109 131,643.75 2,100 SOLE 32 2,100
FANNIE MAE COMMON 313586109 219,406.25 3,500 SOLE 34 3,500
FANNIE MAE COMMON 313586109 119,106.25 1,900 SOLE 38 1,900
FANNIE MAE COMMON 313586109 81,493.75 1,300 SOLE 51 1,300
FANNIE MAE COMMON 313586109 589,262.50 9,400 SOLE 53 9,400
FANNIE MAE COMMON 313586109 1,203,600.00 19,200 SOLE 70 19,200
FANNIE MAE COMMON 313586109 87,762.50 1,400 SOLE 500 1,400
FANNIE MAE COMMON 313586109 156,718.75 2,500 SOLE 520 2,500
FANNIE MAE COMMON 313586109 225,675.00 3,600 SOLE 530 3,600
FANNIE MAE COMMON 313586109 31,343.75 500 SOLE 540 500
FANNIE MAE COMMON 313586109 156,718.75 2,500 SOLE 560 2,500
FANNIE MAE COMMON 313586109 31,343.75 500 SOLE 570 500
FDX CORPORATION COMMON 31304N107 348,750.00 9,000 SOLE 16 9,000
FDX CORPORATION COMMON 31304N107 38,750.00 1,000 SOLE 34 1,000
FDX CORPORATION COMMON 31304N107 23,250.00 600 SOLE 38 600
FDX CORPORATION COMMON 31304N107 15,500.00 400 SOLE 51 400
FEDERAL REALTY INV TRUST COMMON 313747206 83,752.00 4,000 SOLE 1 4,000
FEDERATED DEPARTMENT STOR COMMON 31410H101 65,531.25 1,500 SOLE 19 1,500
FEDERATED DEPARTMENT STOR COMMON 31410H101 30,581.25 700 SOLE 38 700
FEDERATED DEPARTMENT STOR COMMON 31410H101 17,475.00 400 SOLE 51 400
FELCOR LODGING TRUST COMMON 31430F101 121,625.00 6,950 SOLE 1 6,950
FIFTH THIRD BANCORP COMMON 316773100 68,449.22 1,125 SOLE 19 1,125
FIFTH THIRD BANCORP COMMON 316773100 30,421.88 500 SOLE 38 500
FIFTH THIRD BANCORP COMMON 316773100 18,253.13 300 SOLE 51 300
FINOVA GROUP INC COMMON 317928109 890,600.00 24,400 SOLE 16 24,400
FINOVA GROUP INC COMMON 317928109 102,200.00 2,800 SOLE 34 2,800
FIRST AMR CORP TENN COMMON 318900107 8,575.00 200 SOLE 38 200
FIRST AMR CORP TENN COMMON 318900107 4,287.50 100 SOLE 51 100
FIRST DATA CORPORATION COMMON 319963104 9,652,500.00 220,000 SOLE 2 220,000
FIRST DATA CORPORATION COMMON 319963104 10,968,750.00 250,000 SOLE 10 250,000
FIRST DATA CORPORATION COMMON 319963104 136,012.50 3,100 SOLE 18 3,100
FIRST DATA CORPORATION COMMON 319963104 78,975.00 1,800 SOLE 19 1,800
FIRST DATA CORPORATION COMMON 319963104 26,325.00 600 SOLE 38 600
FIRST DATA CORPORATION COMMON 319963104 17,550.00 400 SOLE 51 400
FIRST INDUSTRIAL REALTY COMMON 32054K103 40,095.00 1,620 SOLE 28 1,620
FIRST INDUSTRIAL REALTY COMMON 32054K103 19,923.75 805 SOLE 33 805
FIRST REALTY TRUST COMMON 32054K103 94,050.00 3,800 SOLE 1 3,800
FIRST UNION CORPORATION COMMON 337358105 140,756.38 3,958 SOLE 19 3,958
FIRST UNION CORPORATION COMMON 337358105 64,012.50 1,800 SOLE 38 1,800
FIRST UNION CORPORATION COMMON 337358105 42,675.00 1,200 SOLE 51 1,200
FIRSTAR CORPORATION COMMON 33763V109 107,394.38 4,191 SOLE 19 4,191
FIRSTAR CORPORATION COMMON 33763V109 48,223.69 1,882 SOLE 38 1,882
FIRSTAR CORPORATION COMMON 33763V109 32,149.13 1,255 SOLE 51 1,255
FIRSTENERGY CORPORATION COMMON 337932107 20,400.00 800 SOLE 19 800
FIRSTENERGY CORPORATION COMMON 337932107 1,304,503.50 51,157 SOLE 20 51,157
FIRSTENERGY CORPORATION COMMON 337932107 45,900.00 1,800 SOLE 38 1,800
FIRSTENERGY CORPORATION COMMON 337932107 30,600.00 1,200 SOLE 51 1,200
FLEET FINANCIAL GRP INC COMMON 338915101 988,875.00 27,000 SOLE 3 27,000
FLEET FINANCIAL GRP INC COMMON 338915101 9,156,250.00 250,000 SOLE 11 250,000
FLEET FINANCIAL GRP INC COMMON 338915101 109,875.00 3,000 SOLE 19 3,000
FLEET FINANCIAL GRP INC COMMON 338915101 1,461,337.50 39,900 SOLE 20 39,900
FLEET FINANCIAL GRP INC COMMON 338915101 3,662.50 100 SOLE 38 100
FLEET FINANCIAL GRP INC COMMON 338915101 3,662.50 100 SOLE 51 100
FLORIDA PROGRESS CORP COMMON 341109106 9,250.00 200 SOLE 38 200
FLORIDA PROGRESS CORP COMMON 341109106 4,625.00 100 SOLE 51 100
FMC CORPORATION COMMON 302491303 530,750.00 11,000 SOLE 3 11,000
FMC CORPORATION COMMON 302491303 7,237,500.00 150,000 SOLE 11 150,000
FMC CORPORATION COMMON 302491303 28,950.00 600 SOLE 19 600
FMC CORPORATION COMMON 302491303 14,475.00 300 SOLE 38 300
FMC CORPORATION COMMON 302491303 9,650.00 200 SOLE 51 200
FORD MOTOR COMPANY COMMON 345370100 235,881.25 4,700 SOLE 19 4,700
FORD MOTOR COMPANY COMMON 345370100 120,450.00 2,400 SOLE 38 2,400
FORD MOTOR COMPANY COMMON 345370100 80,300.00 1,600 SOLE 51 1,600
FORT JAMES CORPORATION COMMON 347471104 37,362.50 1,400 SOLE 19 1,400
FORT JAMES CORPORATION COMMON 347471104 1,673,306.25 62,700 SOLE 20 62,700
FORT JAMES CORPORATION COMMON 347471104 5,337.50 200 SOLE 38 200
FORT JAMES CORPORATION COMMON 347471104 2,668.75 100 SOLE 51 100
FORTUNE BRANDS INC. COMMON 349631101 258,000.00 8,000 SOLE 3 8,000
FORTUNE BRANDS INC. COMMON 349631101 3,225,000.00 100,000 SOLE 11 100,000
FORTUNE BRANDS INC. COMMON 349631101 29,025.00 900 SOLE 19 900
FORTUNE BRANDS INC. COMMON 349631101 932,025.00 28,900 SOLE 20 28,900
FORTUNE BRANDS INC. COMMON 349631101 3,225.00 100 SOLE 38 100
FORTUNE BRANDS INC. COMMON 349631101 3,225.00 100 SOLE 51 100
FOSTER WHEELER CORP COMMON 350244109 193,000.00 16,000 SOLE 3 16,000
FOSTER WHEELER CORP COMMON 350244109 2,412,500.00 200,000 SOLE 11 200,000
FPL GROUP, INC COMMON 302571104 45,337.50 900 SOLE 19 900
FPL GROUP, INC COMMON 302571104 15,112.50 300 SOLE 38 300
FPL GROUP, INC COMMON 302571104 10,075.00 200 SOLE 51 200
FRANCE TELECOM SA ADR COMMON 35177Q105 121,887.50 1,400 SOLE 19 1,400
FRANCHISE FINANCE CORP COMMON 351807102 130,900.00 5,600 SOLE 1 5,600
FRANKLIN RESOURCES INC COMMON 354613101 36,900.00 1,200 SOLE 19 1,200
FRANKLIN RESOURCES INC COMMON 354613101 6,150.00 200 SOLE 38 200
FRANKLIN RESOURCES INC COMMON 354613101 3,075.00 100 SOLE 51 100
FREDDIE MAC COMMON 313400301 14,040,000.00 270,000 SOLE 2 270,000
FREDDIE MAC COMMON 313400301 15,600,000.00 300,000 SOLE 10 300,000
FREDDIE MAC COMMON 313400301 1,497,600.00 28,800 SOLE 16 28,800
FREDDIE MAC COMMON 313400301 135,200.00 2,600 SOLE 19 2,600
FREDDIE MAC COMMON 313400301 161,200.00 3,100 SOLE 34 3,100
FREDDIE MAC COMMON 313400301 62,400.00 1,200 SOLE 38 1,200
FREDDIE MAC COMMON 313400301 41,600.00 800 SOLE 51 800
FREDDIE MAC COMMON 313400301 88,400.00 1,700 SOLE 500 1,700
FREDDIE MAC COMMON 313400301 161,200.00 3,100 SOLE 520 3,100
FREDDIE MAC COMMON 313400301 176,800.00 3,400 SOLE 530 3,400
FREDDIE MAC COMMON 313400301 31,200.00 600 SOLE 540 600
FREDDIE MAC COMMON 313400301 156,000.00 3,000 SOLE 560 3,000
FREDDIE MAC COMMON 313400301 31,200.00 600 SOLE 570 600
FREEPORT-MCMORAN COMMON 35671D105 99,900.00 7,200 SOLE 18 7,200
FTI CONSULTING INC COMMON 302941109 179,912.50 38,900 SOLE 1 38,900
FTI CONSULTING INC COMMON 302941109 662,762.50 143,300 SOLE 15 143,300
GABLES RESIDENTIAL TRUST COMMON 362418105 63,600.00 2,650 SOLE 1 2,650
GALLAHER GROUP PLC -ADR COMMON 363595109 13,593.75 500 SOLE 19 500
GANNETT INC COMMON 364730101 12,107,812.50 175,000 SOLE 2 175,000
GANNETT INC COMMON 364730101 415,125.00 6,000 SOLE 3 6,000
GANNETT INC COMMON 364730101 13,837,500.00 200,000 SOLE 10 200,000
GANNETT INC COMMON 364730101 5,535,000.00 80,000 SOLE 11 80,000
GANNETT INC COMMON 364730101 89,943.75 1,300 SOLE 19 1,300
GANNETT INC COMMON 364730101 145,293.75 2,100 SOLE 32 2,100
GANNETT INC COMMON 364730101 27,675.00 400 SOLE 38 400
GANNETT INC COMMON 364730101 20,756.25 300 SOLE 51 300
GANNETT INC COMMON 364730101 166,050.00 2,400 SOLE 520 2,400
GANNETT INC COMMON 364730101 200,643.75 2,900 SOLE 530 2,900
GANNETT INC COMMON 364730101 13,837.50 200 SOLE 540 200
GAP INC COMMON 364760108 25,600.00 800 SOLE 18 800
GAP INC COMMON 364760108 118,784.00 3,712 SOLE 19 3,712
GAP INC COMMON 364760108 49,600.00 1,550 SOLE 38 1,550
GAP INC COMMON 364760108 33,600.00 1,050 SOLE 51 1,050
GARTNER GROUP INC. (CL B) COMMON 366651206 3,471.00 208 SOLE 19 208
GATEWAY, INC. COMMON 367626108 44,437.50 1,000 SOLE 38 1,000
GATEWAY, INC. COMMON 367626108 26,662.50 600 SOLE 51 600
GATX CORP COMMON 361448103 627,462.50 20,200 SOLE 20 20,200
GENERAL DYNAMICS CORP COMMON 369550108 3,746,250.00 60,000 SOLE 2 60,000
GENERAL DYNAMICS CORP COMMON 369550108 3,746,250.00 60,000 SOLE 10 60,000
GENERAL DYNAMICS CORP COMMON 369550108 90,534.38 1,450 SOLE 32 1,450
GENERAL DYNAMICS CORP COMMON 369550108 24,975.00 400 SOLE 38 400
GENERAL DYNAMICS CORP COMMON 369550108 12,487.50 200 SOLE 51 200
GENERAL ELECTRIC CO COMMON 369604103 23,712,500.00 200,000 SOLE 2 200,000
GENERAL ELECTRIC CO COMMON 369604103 27,269,375.00 230,000 SOLE 10 230,000
GENERAL ELECTRIC CO COMMON 369604103 260,837.50 2,200 SOLE 18 2,200
GENERAL ELECTRIC CO COMMON 369604103 1,493,887.50 12,600 SOLE 19 12,600
GENERAL ELECTRIC CO COMMON 369604103 1,766,581.25 14,900 SOLE 20 14,900
GENERAL ELECTRIC CO COMMON 369604103 213,412.50 1,800 SOLE 32 1,800
GENERAL ELECTRIC CO COMMON 369604103 711,375.00 6,000 SOLE 38 6,000
GENERAL ELECTRIC CO COMMON 369604103 486,106.25 4,100 SOLE 51 4,100
GENERAL ELECTRIC CO COMMON 369604103 569,100.00 4,800 SOLE 53 4,800
GENERAL ELECTRIC CO COMMON 369604103 1,197,481.25 10,100 SOLE 70 10,100
GENERAL ELECTRIC CO COMMON 369604103 545,387.50 4,600 SOLE 520 4,600
GENERAL ELECTRIC CO COMMON 369604103 592,812.50 5,000 SOLE 530 5,000
GENERAL ELECTRIC CO COMMON 369604103 94,850.00 800 SOLE 540 800
GENERAL ELECTRIC CO COMMON 369604103 462,393.75 3,900 SOLE 560 3,900
GENERAL ELECTRIC CO COMMON 369604103 94,850.00 800 SOLE 570 800
GENERAL GROWTH PROP COMMON 370021107 110,250.00 3,500 SOLE 1 3,500
GENERAL INSTRUMENT CORP COMMON 370120107 28,875.00 600 SOLE 38 600
GENERAL INSTRUMENT CORP COMMON 370120107 19,250.00 400 SOLE 51 400
GENERAL MILLS COMMON 370334104 332,612.50 4,100 SOLE 3 4,100
GENERAL MILLS COMMON 370334104 4,624,125.00 57,000 SOLE 11 57,000
GENERAL MILLS COMMON 370334104 1,014,062.50 12,500 SOLE 16 12,500
GENERAL MILLS COMMON 370334104 81,125.00 1,000 SOLE 19 1,000
GENERAL MILLS COMMON 370334104 3,374,800.00 41,600 SOLE 20 41,600
GENERAL MILLS COMMON 370334104 121,687.50 1,500 SOLE 34 1,500
GENERAL MILLS COMMON 370334104 16,225.00 200 SOLE 38 200
GENERAL MILLS COMMON 370334104 8,112.50 100 SOLE 51 100
GENERAL MOTORS CORPORATIO COMMON 370442105 182,518.75 2,900 SOLE 19 2,900
GENERAL MOTORS CORPORATIO COMMON 370442105 799,306.25 12,700 SOLE 20 12,700
GENERAL MOTORS CORPORATIO COMMON 370442105 100,700.00 1,600 SOLE 38 1,600
GENERAL MOTORS CORPORATIO COMMON 370442105 69,231.25 1,100 SOLE 51 1,100
GENSET SPONSORED ADR COMMON 37244T104 376,225.00 29,800 SOLE 6 29,800
GENSET SPONSORED ADR COMMON 37244T104 3,040,100.00 240,800 SOLE 13 240,800
GENTEX CORPORATION COMMON 371901109 64,034.38 3,100 SOLE 500 3,100
GENUINE PARTS COMPANY COMMON 372460105 531,250.00 20,000 SOLE 3 20,000
GENUINE PARTS COMPANY COMMON 372460105 6,640,625.00 250,000 SOLE 11 250,000
GENUINE PARTS COMPANY COMMON 372460105 30,546.88 1,150 SOLE 19 1,150
GENUINE PARTS COMPANY COMMON 372460105 1,280,312.50 48,200 SOLE 20 48,200
GENUINE PARTS COMPANY COMMON 372460105 2,656.25 100 SOLE 38 100
GENUINE PARTS COMPANY COMMON 372460105 2,656.25 100 SOLE 51 100
GENZYME CORPORATION COMMON 372917104 306,425.00 6,800 SOLE 6 6,800
GENZYME CORPORATION COMMON 372917104 2,437,881.25 54,100 SOLE 13 54,100
GENZYME CORPORATION COMMON 372917104 189,262.50 4,200 SOLE 18 4,200
GENZYME-MOLECULAR ONC COMMON 372917500 170,775.00 29,700 SOLE 18 29,700
GEORGIA-PACIFIC (TIMBER) COMMON 373298702 27,450.00 1,200 SOLE 19 1,200
GEORGIA-PACIFIC GROUP COMMON 373298108 32,400.00 800 SOLE 19 800
GEORGIA-PACIFIC GROUP COMMON 373298108 4,050.00 100 SOLE 38 100
GILEAD SCIENCES, INC. COMMON 375558103 430,056.25 6,700 SOLE 6 6,700
GILEAD SCIENCES, INC. COMMON 375558103 3,652,268.75 56,900 SOLE 13 56,900
GILLETTE COMPANY COMMON 375766102 1,119,937.50 33,000 SOLE 16 33,000
GILLETTE COMPANY COMMON 375766102 152,718.75 4,500 SOLE 19 4,500
GILLETTE COMPANY COMMON 375766102 118,781.25 3,500 SOLE 34 3,500
GILLETTE COMPANY COMMON 375766102 57,693.75 1,700 SOLE 38 1,700
GILLETTE COMPANY COMMON 375766102 40,725.00 1,200 SOLE 51 1,200
GLAXO WELLCOME PLC ADR COMMON 37733W105 218,400.00 4,200 SOLE 6 4,200
GLAXO WELLCOME PLC ADR COMMON 37733W105 2,007,200.00 38,600 SOLE 13 38,600
GLAXO WELLCOME PLC ADR COMMON 37733W105 109,200.00 2,100 SOLE 19 2,100
GLENBOROUGH REALTY TRUST COMMON 37803P105 54,450.00 3,300 SOLE 1 3,300
GLOBAL CROSSING, LTD. COMMON G3921A100 34,980.00 1,320 SOLE 38 1,320
GLOBAL CROSSING, LTD. COMMON G3921A100 24,247.50 915 SOLE 51 915
GOLDEN WEST FINANCIAL COMMON 381317106 49,125.00 500 SOLE 19 500
GOLDEN WEST FINANCIAL COMMON 381317106 9,825.00 100 SOLE 38 100
GOLDEN WEST FINANCIAL COMMON 381317106 9,825.00 100 SOLE 51 100
GOLDMAN SACHS GROUP INC COMMON 38141G104 36,600.00 600 SOLE 6 600
GOLDMAN SACHS GROUP INC COMMON 38141G104 292,800.00 4,800 SOLE 13 4,800
GOLDMAN SACHS GROUP INC COMMON 38141G104 451,400.00 7,400 SOLE 29 7,400
GOLDMAN SACHS GROUP INC COMMON 38141G104 488,000.00 8,000 SOLE 35 8,000
GOODYEAR TIRE & RUBBER CO COMMON 382550101 43,312.50 900 SOLE 19 900
GOODYEAR TIRE & RUBBER CO COMMON 382550101 28,875.00 600 SOLE 38 600
GOODYEAR TIRE & RUBBER CO COMMON 382550101 19,250.00 400 SOLE 51 400
GPU, INC. COMMON 36225X100 815,625.00 25,000 SOLE 3 25,000
GPU, INC. COMMON 36225X100 3,262,500.00 100,000 SOLE 11 100,000
GPU, INC. COMMON 36225X100 6,525.00 200 SOLE 38 200
GPU, INC. COMMON 36225X100 6,525.00 200 SOLE 51 200
GRAINGER W.W. INC. COMMON 384802104 480,625.00 10,000 SOLE 3 10,000
GRAINGER W.W. INC. COMMON 384802104 6,007,812.50 125,000 SOLE 11 125,000
GRAINGER W.W. INC. COMMON 384802104 624,812.50 13,000 SOLE 16 13,000
GRAINGER W.W. INC. COMMON 384802104 4,806.25 100 SOLE 38 100
GRANITE CONSTRUCTION, INC COMMON 387328107 1,034,681.25 39,700 SOLE 16 39,700
GRANITE CONSTRUCTION, INC COMMON 387328107 99,037.50 3,800 SOLE 34 3,800
GREAT ATLANTIC & PAC TEA COMMON 390064103 18,187.50 600 SOLE 38 600
GREAT ATLANTIC & PAC TEA COMMON 390064103 12,125.00 400 SOLE 51 400
GREAT LAKES CHEMICAL COMMON 390568103 780,281.25 20,500 SOLE 1 20,500
GREAT LAKES CHEMICAL COMMON 390568103 2,257,106.25 59,300 SOLE 15 59,300
GREAT LAKES CHEMICAL COMMON 390568103 26,643.75 700 SOLE 19 700
GREAT LAKES CHEMICAL COMMON 390568103 1,358,831.25 35,700 SOLE 20 35,700
GRUPO TELEVISA S.A.GDR COMMON 40049J206 379,406.25 9,500 SOLE 6 9,500
GRUPO TELEVISA S.A.GDR COMMON 40049J206 3,163,050.00 79,200 SOLE 13 79,200
GRUPO TELEVISA S.A.GDR COMMON 40049J206 35,943.75 900 SOLE 39 900
GRUPO TELEVISA S.A.GDR COMMON 40049J206 31,950.00 800 SOLE 52 800
GTE CORP COMMON 362320103 13,068,750.00 170,000 SOLE 2 170,000
GTE CORP COMMON 362320103 1,230,000.00 16,000 SOLE 3 16,000
GTE CORP COMMON 362320103 15,375,000.00 200,000 SOLE 10 200,000
GTE CORP COMMON 362320103 15,375,000.00 200,000 SOLE 11 200,000
GTE CORP COMMON 362320103 307,500.00 4,000 SOLE 19 4,000
GTE CORP COMMON 362320103 3,651,562.50 47,500 SOLE 20 47,500
GTE CORP COMMON 362320103 138,375.00 1,800 SOLE 38 1,800
GTE CORP COMMON 362320103 92,250.00 1,200 SOLE 51 1,200
GTE CORP COMMON 362320103 115,312.50 1,500 SOLE 520 1,500
GTE CORP COMMON 362320103 315,187.50 4,100 SOLE 530 4,100
GTE CORP COMMON 362320103 30,750.00 400 SOLE 540 400
GTE CORP COMMON 362320103 138,375.00 1,800 SOLE 560 1,800
GTE CORP COMMON 362320103 38,437.50 500 SOLE 570 500
GUIDANT CORP COMMON 401698105 8,043,750.00 150,000 SOLE 10 150,000
GUIDANT CORP COMMON 401698105 1,598,025.00 29,800 SOLE 16 29,800
GUIDANT CORP COMMON 401698105 117,975.00 2,200 SOLE 19 2,200
GUIDANT CORP COMMON 401698105 139,425.00 2,600 SOLE 32 2,600
GUIDANT CORP COMMON 401698105 171,600.00 3,200 SOLE 34 3,200
GUIDANT CORP COMMON 401698105 21,450.00 400 SOLE 38 400
GUIDANT CORP COMMON 401698105 16,087.50 300 SOLE 51 300
GUIDANT CORP COMMON 401698105 144,787.50 2,700 SOLE 520 2,700
GUIDANT CORP COMMON 401698105 166,237.50 3,100 SOLE 530 3,100
GUIDANT CORP COMMON 401698105 26,812.50 500 SOLE 540 500
GUIDANT CORP COMMON 401698105 112,612.50 2,100 SOLE 560 2,100
GUIDANT CORP COMMON 401698105 26,812.50 500 SOLE 570 500
H & R BLOCK INC. COMMON 93671105 60,812.50 1,400 SOLE 19 1,400
H & R BLOCK INC. COMMON 93671105 1,068,562.50 24,600 SOLE 20 24,600
H & R BLOCK INC. COMMON 93671105 13,031.25 300 SOLE 38 300
H & R BLOCK INC. COMMON 93671105 8,687.50 200 SOLE 51 200
H.B. FULLER CO COMMON 359694106 1,089,662.50 17,900 SOLE 16 17,900
H.B. FULLER CO COMMON 359694106 133,925.00 2,200 SOLE 34 2,200
H.J. HEINZ COMPANY COMMON 423074103 60,200.00 1,400 SOLE 19 1,400
H.J. HEINZ COMPANY COMMON 423074103 1,941,450.00 45,150 SOLE 20 45,150
H.J. HEINZ COMPANY COMMON 423074103 17,200.00 400 SOLE 38 400
H.J. HEINZ COMPANY COMMON 423074103 12,900.00 300 SOLE 51 300
HAIN FOOD GROUP INC COMMON 405219106 94,050.00 3,800 SOLE 36 3,800
HAIN FOOD GROUP INC COMMON 405219106 61,875.00 2,500 SOLE 50 2,500
HALLIBURTON COMPANY COMMON 406216101 922,500.00 22,500 SOLE 3 22,500
HALLIBURTON COMPANY COMMON 406216101 12,300,000.00 300,000 SOLE 11 300,000
HALLIBURTON COMPANY COMMON 406216101 69,700.00 1,700 SOLE 19 1,700
HALLIBURTON COMPANY COMMON 406216101 24,600.00 600 SOLE 38 600
HALLIBURTON COMPANY COMMON 406216101 16,400.00 400 SOLE 51 400
HAMBRECHT & QUIST GROUP COMMON 406545103 303,412.50 6,200 SOLE 36 6,200
HAMBRECHT & QUIST GROUP COMMON 406545103 215,325.00 4,400 SOLE 50 4,400
HANNAFORD BROS CO COMMON 410550107 84,525.00 1,200 SOLE 38 1,200
HANNAFORD BROS CO COMMON 410550107 56,350.00 800 SOLE 51 800
HARBINGER CORP COMMON 41145C103 2,362,500.00 140,000 SOLE 1 140,000
HARBINGER CORP COMMON 41145C103 7,003,125.00 415,000 SOLE 15 415,000
HARCOURT GENERAL, INC. COMMON 41163G101 6,243,750.00 150,000 SOLE 11 150,000
HARMONIC INC COMMON 413160102 405,518.75 3,100 SOLE 36 3,100
HARMONIC INC COMMON 413160102 261,625.00 2,000 SOLE 50 2,000
HARRAH'S ENTERTAINMENT COMMON 413619107 11,100.00 400 SOLE 38 400
HARRAH'S ENTERTAINMENT COMMON 413619107 8,325.00 300 SOLE 51 300
HARTFORD FINL SVCS GRP COMMON 416515104 6,744,375.00 165,000 SOLE 2 165,000
HARTFORD FINL SVCS GRP COMMON 416515104 8,175,000.00 200,000 SOLE 10 200,000
HARTFORD FINL SVCS GRP COMMON 416515104 286,125.00 7,000 SOLE 18 7,000
HARTFORD FINL SVCS GRP COMMON 416515104 44,962.50 1,100 SOLE 19 1,100
HARTFORD FINL SVCS GRP COMMON 416515104 12,262.50 300 SOLE 38 300
HARTFORD FINL SVCS GRP COMMON 416515104 8,175.00 200 SOLE 51 200
HARTFORD FINL SVCS GRP COMMON 416515104 138,975.00 3,400 SOLE 520 3,400
HARTFORD FINL SVCS GRP COMMON 416515104 155,325.00 3,800 SOLE 530 3,800
HARTFORD FINL SVCS GRP COMMON 416515104 16,350.00 400 SOLE 540 400
HARTFORD FINL SVCS GRP COMMON 416515104 89,925.00 2,200 SOLE 560 2,200
HARTFORD FINL SVCS GRP COMMON 416515104 16,350.00 400 SOLE 570 400
HASBRO INC COMMON 418056107 1,221,937.50 57,000 SOLE 1 57,000
HASBRO INC COMMON 418056107 330,137.50 15,400 SOLE 6 15,400
HASBRO INC COMMON 418056107 9,646,875.00 450,000 SOLE 10 450,000
HASBRO INC COMMON 418056107 2,702,196.88 126,050 SOLE 13 126,050
HASBRO INC COMMON 418056107 3,344,250.00 156,000 SOLE 15 156,000
HASBRO INC COMMON 418056107 643,125.00 30,000 SOLE 29 30,000
HASBRO INC COMMON 418056107 418,031.25 19,500 SOLE 35 19,500
HASBRO INC COMMON 418056107 38,587.50 1,800 SOLE 38 1,800
HASBRO INC COMMON 418056107 25,725.00 1,200 SOLE 51 1,200
HCR MANOR CARE COMMON 404134108 378,125.00 22,000 SOLE 29 22,000
HCR MANOR CARE COMMON 404134108 1,718.75 100 SOLE 38 100
HEALTHSOUTH CORP COMMON 421924101 19,400.00 3,200 SOLE 19 3,200
HEALTHSOUTH CORP COMMON 421924101 4,850.00 800 SOLE 38 800
HEALTHSOUTH CORP COMMON 421924101 2,425.00 400 SOLE 51 400
HELIX TECHNOLOGY CORP COMMON 423319102 232,750.00 7,000 SOLE 36 7,000
HELIX TECHNOLOGY CORP COMMON 423319102 169,575.00 5,100 SOLE 50 5,100
HELMERICH & PAYNE INC COMMON 423452101 10,125.00 400 SOLE 19 400
HELMERICH & PAYNE INC COMMON 423452101 177,187.50 7,000 SOLE 36 7,000
HELMERICH & PAYNE INC COMMON 423452101 5,062.50 200 SOLE 38 200
HELMERICH & PAYNE INC COMMON 423452101 103,781.25 4,100 SOLE 50 4,100
HELMERICH & PAYNE INC COMMON 423452101 2,531.25 100 SOLE 51 100
HERCULES INC COMMON 427056106 1,554,337.50 54,300 SOLE 20 54,300
HERSHEY FOODS CORP COMMON 427866108 34,081.25 700 SOLE 19 700
HERSHEY FOODS CORP COMMON 427866108 1,811,175.00 37,200 SOLE 20 37,200
HEWLETT-PACKARD CO COMMON 428236103 2,106,800.00 22,900 SOLE 16 22,900
HEWLETT-PACKARD CO COMMON 428236103 110,400.00 1,200 SOLE 18 1,200
HEWLETT-PACKARD CO COMMON 428236103 368,000.00 4,000 SOLE 19 4,000
HEWLETT-PACKARD CO COMMON 428236103 1,867,600.00 20,300 SOLE 20 20,300
HEWLETT-PACKARD CO COMMON 428236103 230,000.00 2,500 SOLE 34 2,500
HEWLETT-PACKARD CO COMMON 428236103 165,600.00 1,800 SOLE 38 1,800
HEWLETT-PACKARD CO COMMON 428236103 110,400.00 1,200 SOLE 51 1,200
HIGHWOODS PROPERTIES COMMON 431284108 155,250.00 6,000 SOLE 1 6,000
HIGHWOODS PROPERTIES INC COMMON 431284108 776,250.00 30,000 SOLE 3 30,000
HIGHWOODS PROPERTIES INC COMMON 431284108 5,692,500.00 220,000 SOLE 11 220,000
HILTON HOTELS CORPORATION COMMON 432848109 735,687.50 74,500 SOLE 20 74,500
HITACHI LTD -ADR COMMON 433578507 87,300.00 800 SOLE 19 800
HNC SOFTWARE, INC. COMMON 40425P107 1,266,031.25 31,900 SOLE 1 31,900
HNC SOFTWARE, INC. COMMON 40425P107 3,536,156.25 89,100 SOLE 15 89,100
HOME DEPOT INC COMMON 437076102 2,058,750.00 30,000 SOLE 10 30,000
HOME DEPOT INC COMMON 437076102 398,025.00 5,800 SOLE 18 5,800
HOME DEPOT INC COMMON 437076102 391,162.50 5,700 SOLE 19 5,700
HOME DEPOT INC COMMON 437076102 192,150.00 2,800 SOLE 38 2,800
HOME DEPOT INC COMMON 437076102 130,387.50 1,900 SOLE 51 1,900
HOME DEPOT INC COMMON 437076102 576,450.00 8,400 SOLE 53 8,400
HOME DEPOT INC COMMON 437076102 1,248,975.00 18,200 SOLE 70 18,200
HOME DEPOT INC COMMON 437076102 370,575.00 5,400 SOLE 530 5,400
HOME DEPOT INC COMMON 437076102 150,975.00 2,200 SOLE 560 2,200
HOME DEPOT INC COMMON 437076102 41,175.00 600 SOLE 570 600
HOMESTAKE MINING COMMON 437614100 918.75 100 SOLE 38 100
HOMESTAKE MINING COMMON 437614100 918.75 100 SOLE 51 100
HONDA MOTOR CO LTD-ADR COMMON 438128308 130,900.00 1,600 SOLE 19 1,600
HONEYWELL INC. COMMON 438506107 100,181.25 900 SOLE 19 900
HONEYWELL INC. COMMON 438506107 1,035,206.25 9,300 SOLE 20 9,300
HONEYWELL INC. COMMON 438506107 44,525.00 400 SOLE 38 400
HONEYWELL INC. COMMON 438506107 33,393.75 300 SOLE 51 300
HONEYWELL INC. COMMON 438506107 89,050.00 800 SOLE 500 800
HOOPER HOLMES INC COMMON 439104100 166,562.50 6,500 SOLE 36 6,500
HOOPER HOLMES INC COMMON 439104100 174,250.00 6,800 SOLE 50 6,800
HORACE MANN EDUCATORS COMMON 440327104 2,942,625.00 114,000 SOLE 15 114,000
HORACE MANN EDUCATORS COMMON 440327104 371,700.00 14,400 SOLE 29 14,400
HORACE MANN EDUCATORS COMMON 440327104 335,562.50 13,000 SOLE 35 13,000
HORMEL FOODS CORP COMMON 440452100 355,287.50 8,600 SOLE 29 8,600
HORMEL FOODS CORP COMMON 440452100 661,000.00 16,000 SOLE 35 16,000
HOSPITALITY PROP TRUST COMMON 44106M102 93,189.60 4,200 SOLE 1 4,200
HOSPITALITY PROPERTIES TR COMMON 44106M102 6,618,750.00 300,000 SOLE 11 300,000
HOUSEHOLD INTERNTL INC COMMON 441815107 7,423,125.00 185,000 SOLE 10 185,000
HOUSEHOLD INTERNTL INC COMMON 441815107 1,171,650.00 29,200 SOLE 16 29,200
HOUSEHOLD INTERNTL INC COMMON 441815107 84,262.50 2,100 SOLE 19 2,100
HOUSEHOLD INTERNTL INC COMMON 441815107 128,400.00 3,200 SOLE 32 3,200
HOUSEHOLD INTERNTL INC COMMON 441815107 128,400.00 3,200 SOLE 34 3,200
HOUSEHOLD INTERNTL INC COMMON 441815107 28,087.50 700 SOLE 38 700
HOUSEHOLD INTERNTL INC COMMON 441815107 20,062.50 500 SOLE 51 500
HOUSEHOLD INTERNTL INC COMMON 441815107 204,637.50 5,100 SOLE 530 5,100
HOUSEHOLD INTERNTL INC COMMON 441815107 140,437.50 3,500 SOLE 560 3,500
HOUSEHOLD INTERNTL INC COMMON 441815107 28,087.50 700 SOLE 570 700
HRPT PROPERTIES TRUST COMMON 40426W101 3,487,500.00 300,000 SOLE 11 300,000
HUBBELL INC, CLASS B COMMON 443510201 478,125.00 15,000 SOLE 3 15,000
HUBBELL INC, CLASS B COMMON 443510201 6,375,000.00 200,000 SOLE 11 200,000
HUBBELL INC, CLASS B COMMON 443510201 742,687.50 23,300 SOLE 16 23,300
HUBBELL INC, CLASS B COMMON 443510201 870,187.50 27,300 SOLE 20 27,300
HUBBELL INC, CLASS B COMMON 443510201 70,125.00 2,200 SOLE 34 2,200
HUMAN GENOME SCIENCES INC COMMON 444903108 103,250.00 1,400 SOLE 36 1,400
HUMAN GENOME SCIENCES INC COMMON 444903108 73,750.00 1,000 SOLE 50 1,000
HUMANA, INC. COMMON 444859102 4,125,000.00 600,000 SOLE 11 600,000
HUMANA, INC. COMMON 444859102 2,062.50 300 SOLE 38 300
HUMANA, INC. COMMON 444859102 1,375.00 200 SOLE 51 200
HUNTINGTON BANCSHARES COMMON 446150104 57,560.94 2,167 SOLE 19 2,167
HUNTINGTON BANCSHARES COMMON 446150104 5,312.50 200 SOLE 38 200
HUNTINGTON BANCSHARES COMMON 446150104 5,312.50 200 SOLE 51 200
IBM COMMON 459200101 14,565,000.00 120,000 SOLE 2 120,000
IBM COMMON 459200101 788,937.50 6,500 SOLE 6 6,500
IBM COMMON 459200101 14,565,000.00 120,000 SOLE 10 120,000
IBM COMMON 459200101 6,214,400.00 51,200 SOLE 13 51,200
IBM COMMON 459200101 5,389,050.00 44,400 SOLE 16 44,400
IBM COMMON 459200101 691,837.50 5,700 SOLE 18 5,700
IBM COMMON 459200101 898,175.00 7,400 SOLE 19 7,400
IBM COMMON 459200101 145,650.00 1,200 SOLE 32 1,200
IBM COMMON 459200101 461,225.00 3,800 SOLE 34 3,800
IBM COMMON 459200101 424,812.50 3,500 SOLE 38 3,500
IBM COMMON 459200101 291,300.00 2,400 SOLE 51 2,400
IBM COMMON 459200101 242,750.00 2,000 SOLE 520 2,000
IBM COMMON 459200101 400,537.50 3,300 SOLE 530 3,300
IBM COMMON 459200101 48,550.00 400 SOLE 540 400
IBM COMMON 459200101 267,025.00 2,200 SOLE 560 2,200
IBM COMMON 459200101 60,687.50 500 SOLE 570 500
IKON OFFICE SOLUTIONS, IN COMMON 451713101 11,756.25 1,100 SOLE 19 1,100
ILLINOIS TOOL WORKS COMMON 452308109 1,118,437.50 15,000 SOLE 2 15,000
ILLINOIS TOOL WORKS COMMON 452308109 1,297,387.50 17,400 SOLE 16 17,400
ILLINOIS TOOL WORKS COMMON 452308109 89,475.00 1,200 SOLE 19 1,200
ILLINOIS TOOL WORKS COMMON 452308109 171,493.75 2,300 SOLE 34 2,300
ILLINOIS TOOL WORKS COMMON 452308109 29,825.00 400 SOLE 38 400
ILLINOIS TOOL WORKS COMMON 452308109 22,368.75 300 SOLE 51 300
IMPERIAL CHEM INDUST ADR COMMON 452704505 60,462.50 1,400 SOLE 19 1,400
IMPERIAL CHEM INDUST ADR COMMON 452704505 889,662.50 20,600 SOLE 20 20,600
IMS HEALTH, INC. COMMON 449934108 36,500.00 1,600 SOLE 19 1,600
IMS HEALTH, INC. COMMON 449934108 9,125.00 400 SOLE 38 400
IMS HEALTH, INC. COMMON 449934108 6,843.75 300 SOLE 51 300
INCO, LTD. COMMON 453258402 938,362.50 43,900 SOLE 20 43,900
INFINITY BROADCASTING COMMON 45662S102 58,625.00 2,000 SOLE 28 2,000
INFINITY BROADCASTING COMMON 45662S102 43,968.75 1,500 SOLE 33 1,500
INGERSOLL-RAND COMMON 456866102 60,431.25 1,100 SOLE 19 1,100
INGERSOLL-RAND COMMON 456866102 10,987.50 200 SOLE 38 200
INGERSOLL-RAND COMMON 456866102 5,493.75 100 SOLE 51 100
INTEGRATED DEVICE TECH COMMON 458118106 166,500.00 9,000 SOLE 36 9,000
INTEGRATED DEVICE TECH COMMON 458118106 123,950.00 6,700 SOLE 50 6,700
INTEL CORPORATION COMMON 458140100 18,578,125.00 250,000 SOLE 2 250,000
INTEL CORPORATION COMMON 458140100 22,293,750.00 300,000 SOLE 10 300,000
INTEL CORPORATION COMMON 458140100 8,218,962.50 110,600 SOLE 16 110,600
INTEL CORPORATION COMMON 458140100 319,543.75 4,300 SOLE 18 4,300
INTEL CORPORATION COMMON 458140100 817,437.50 11,000 SOLE 19 11,000
INTEL CORPORATION COMMON 458140100 167,203.13 2,250 SOLE 32 2,250
INTEL CORPORATION COMMON 458140100 787,712.50 10,600 SOLE 34 10,600
INTEL CORPORATION COMMON 458140100 454,643.88 6,118 SOLE 38 6,118
INTEL CORPORATION COMMON 458140100 310,180.38 4,174 SOLE 51 4,174
INTEL CORPORATION COMMON 458140100 579,637.50 7,800 SOLE 53 7,800
INTEL CORPORATION COMMON 458140100 1,181,568.75 15,900 SOLE 70 15,900
INTEL CORPORATION COMMON 458140100 208,075.00 2,800 SOLE 520 2,800
INTEL CORPORATION COMMON 458140100 237,800.00 3,200 SOLE 530 3,200
INTEL CORPORATION COMMON 458140100 29,725.00 400 SOLE 540 400
INTEL CORPORATION COMMON 458140100 178,350.00 2,400 SOLE 560 2,400
INTEL CORPORATION COMMON 458140100 29,725.00 400 SOLE 570 400
INTERACTIVE PICTURES CORP COMMON 45839N101 53,750.00 2,500 SOLE 36 2,500
INTERACTIVE PICTURES CORP COMMON 45839N101 64,500.00 3,000 SOLE 50 3,000
INTERNATIONAL GAME TECH COMMON 459902102 349,200.00 19,400 SOLE 6 19,400
INTERNATIONAL GAME TECH COMMON 459902102 2,860,200.00 158,900 SOLE 13 158,900
INTERNATIONAL HOME FOODS COMMON 459655106 105,000.00 6,000 SOLE 29 6,000
INTERNET CAPITAL GROUP COMMON 46059C106 324,258.75 3,690 SOLE 1 3,690
INTERNET CAPITAL GROUP COMMON 46059C106 903,355.00 10,280 SOLE 15 10,280
INTERPUBLIC GRP OF CO COMMON 460690100 49,350.00 1,200 SOLE 19 1,200
INTERPUBLIC GRP OF CO COMMON 460690100 20,562.50 500 SOLE 38 500
INTERPUBLIC GRP OF CO COMMON 460690100 12,337.50 300 SOLE 51 300
INTL FLAVORS & FRAGRANCE COMMON 459506101 531,300.00 15,400 SOLE 6 15,400
INTL FLAVORS & FRAGRANCE COMMON 459506101 4,115,850.00 119,300 SOLE 13 119,300
INTL FLAVORS & FRAGRANCE COMMON 459506101 44,850.00 1,300 SOLE 19 1,300
INTL FLAVORS & FRAGRANCE COMMON 459506101 1,900,950.00 55,100 SOLE 20 55,100
INTL FLAVORS & FRAGRANCE COMMON 459506101 6,900.00 200 SOLE 38 200
INTL FLAVORS & FRAGRANCE COMMON 459506101 3,450.00 100 SOLE 51 100
INTL NETWORK SERVICES COMMON 460053101 174,000.00 3,200 SOLE 36 3,200
INTL NETWORK SERVICES COMMON 460053101 27,187.50 500 SOLE 38 500
INTL NETWORK SERVICES COMMON 460053101 70,687.50 1,300 SOLE 50 1,300
INTL NETWORK SERVICES COMMON 460053101 21,750.00 400 SOLE 51 400
INTL PAPER COMPANY COMMON 460146103 720,937.50 15,000 SOLE 3 15,000
INTL PAPER COMPANY COMMON 460146103 9,612,500.00 200,000 SOLE 11 200,000
INTL PAPER COMPANY COMMON 460146103 91,318.75 1,900 SOLE 19 1,900
INTL PAPER COMPANY COMMON 460146103 3,341,305.00 69,520 SOLE 20 69,520
INTL PAPER COMPANY COMMON 460146103 24,031.25 500 SOLE 38 500
INTL PAPER COMPANY COMMON 460146103 14,418.75 300 SOLE 51 300
IRON MOUNTAIN INC. COMMON 46284P104 159,212.50 4,700 SOLE 36 4,700
IRON MOUNTAIN INC. COMMON 46284P104 101,625.00 3,000 SOLE 50 3,000
IRSA INVERSIONES Y REP COMMON 450047204 133,425.00 4,744 SOLE 6 4,744
IRSA INVERSIONES Y REP COMMON 450047204 528,750.00 18,800 SOLE 13 18,800
ITT INDUSTRIES, INC. COMMON 450911102 6,362.50 200 SOLE 38 200
ITT INDUSTRIES, INC. COMMON 450911102 3,181.25 100 SOLE 51 100
ITXC CORP COMMON 45069F109 165,425.00 5,200 SOLE 36 5,200
ITXC CORP COMMON 45069F109 117,706.25 3,700 SOLE 50 3,700
J C PENNEY COMMON 708160106 825,000.00 24,000 SOLE 3 24,000
J C PENNEY COMMON 708160106 10,312,500.00 300,000 SOLE 11 300,000
J C PENNEY COMMON 708160106 51,562.50 1,500 SOLE 19 1,500
J C PENNEY COMMON 708160106 1,020,937.50 29,700 SOLE 20 29,700
J C PENNEY COMMON 708160106 17,187.50 500 SOLE 38 500
J C PENNEY COMMON 708160106 10,312.50 300 SOLE 51 300
J P MORGAN & COMPANY INC. COMMON 616880100 571,250.00 5,000 SOLE 3 5,000
J P MORGAN & COMPANY INC. COMMON 616880100 7,426,250.00 65,000 SOLE 11 65,000
J P MORGAN & COMPANY INC. COMMON 616880100 91,400.00 800 SOLE 19 800
J P MORGAN & COMPANY INC. COMMON 616880100 2,090,775.00 18,300 SOLE 20 18,300
J P MORGAN & COMPANY INC. COMMON 616880100 68,550.00 600 SOLE 38 600
J P MORGAN & COMPANY INC. COMMON 616880100 45,700.00 400 SOLE 51 400
JDA SOFTWARE GROUP, INC. COMMON 46612K108 654,500.00 56,000 SOLE 29 56,000
JDA SOFTWARE GROUP, INC. COMMON 46612K108 818,125.00 70,000 SOLE 35 70,000
JDN REALTY CORP COMMON 465917102 68,847.00 3,350 SOLE 1 3,350
JDS UNIPHASE CORP COMMON 46612J101 1,957,575.00 17,200 SOLE 1 17,200
JDS UNIPHASE CORP COMMON 46612J101 8,194,500.00 72,000 SOLE 15 72,000
JEFFERSON-PILOT CORP COMMON 475070108 6,318.75 100 SOLE 38 100
JEFFERSON-PILOT CORP COMMON 475070108 6,318.75 100 SOLE 51 100
JOHNSON & JOHNSON COMMON 478160104 11,025,000.00 120,000 SOLE 2 120,000
JOHNSON & JOHNSON COMMON 478160104 12,862,500.00 140,000 SOLE 10 140,000
JOHNSON & JOHNSON COMMON 478160104 4,275,127.50 46,532 SOLE 16 46,532
JOHNSON & JOHNSON COMMON 478160104 477,750.00 5,200 SOLE 19 5,200
JOHNSON & JOHNSON COMMON 478160104 477,750.00 5,200 SOLE 34 5,200
JOHNSON & JOHNSON COMMON 478160104 220,500.00 2,400 SOLE 38 2,400
JOHNSON & JOHNSON COMMON 478160104 156,187.50 1,700 SOLE 51 1,700
JOHNSON & JOHNSON COMMON 478160104 82,687.50 900 SOLE 500 900
JOHNSON & JOHNSON COMMON 478160104 192,937.50 2,100 SOLE 520 2,100
JOHNSON & JOHNSON COMMON 478160104 27,562.50 300 SOLE 540 300
JOSTENS, INC. COMMON 481088102 7,650.00 400 SOLE 38 400
JOSTENS, INC. COMMON 481088102 5,737.50 300 SOLE 51 300
KANSAS CITY POWER & LIGHT COMMON 485134100 725,625.00 30,000 SOLE 3 30,000
KANSAS CITY POWER & LIGHT COMMON 485134100 7,333,650.00 303,200 SOLE 11 303,200
KANSAS CITY SO INDUSTRY COMMON 485170104 23,218.75 500 SOLE 19 500
KANSAS CITY SO INDUSTRY COMMON 485170104 4,643.75 100 SOLE 38 100
KELLOGG COMPANY COMMON 487836108 1,096,918.75 29,300 SOLE 16 29,300
KELLOGG COMPANY COMMON 487836108 78,618.75 2,100 SOLE 19 2,100
KELLOGG COMPANY COMMON 487836108 1,242,925.00 33,200 SOLE 20 33,200
KELLOGG COMPANY COMMON 487836108 119,800.00 3,200 SOLE 34 3,200
KELLOGG COMPANY COMMON 487836108 7,487.50 200 SOLE 38 200
KELLOGG COMPANY COMMON 487836108 7,487.50 200 SOLE 51 200
KELLWOOD COMPANY COMMON 488044108 1,100,000.00 50,000 SOLE 29 50,000
KELLWOOD COMPANY COMMON 488044108 1,210,000.00 55,000 SOLE 35 55,000
KEMET CORP COMMON 488360108 111,890.63 3,500 SOLE 36 3,500
KEMET CORP COMMON 488360108 70,331.25 2,200 SOLE 50 2,200
KENSEY NASH CORPORATION COMMON 490057106 132,812.50 8,500 SOLE 1 8,500
KERR-MCGEE CORPORATION COMMON 492386107 11,012.50 200 SOLE 38 200
KERR-MCGEE CORPORATION COMMON 492386107 5,506.25 100 SOLE 51 100
KEY ENERGY GROUP, INC. COMMON 492914106 278,968.75 56,500 SOLE 36 56,500
KEY ENERGY GROUP, INC. COMMON 492914106 172,812.50 35,000 SOLE 50 35,000
KEYCORP COMMON 493267108 774,375.00 30,000 SOLE 3 30,000
KEYCORP COMMON 493267108 10,325,000.00 400,000 SOLE 11 400,000
KEYCORP COMMON 493267108 46,462.50 1,800 SOLE 19 1,800
KEYCORP COMMON 493267108 573,037.50 22,200 SOLE 20 22,200
KEYCORP COMMON 493267108 12,906.25 500 SOLE 38 500
KEYCORP COMMON 493267108 7,743.75 300 SOLE 51 300
KEYCORP COMMON 493267108 30,975.00 1,200 SOLE 500 1,200
KEYSTONE AUTOMOTIVE INDS COMMON 49338N109 273,437.50 25,000 SOLE 15 25,000
KEYSTONE AUTOMOTIVE INDS COMMON 49338N109 147,656.25 13,500 SOLE 29 13,500
KILROY REALTY CORP COMMON 49427F108 59,150.00 2,800 SOLE 1 2,800
KIMBERLY CLARK COMMON 494368103 577,500.00 11,000 SOLE 3 11,000
KIMBERLY CLARK COMMON 494368103 7,875,000.00 150,000 SOLE 11 150,000
KIMBERLY CLARK COMMON 494368103 840,000.00 16,000 SOLE 16 16,000
KIMBERLY CLARK COMMON 494368103 399,000.00 7,600 SOLE 18 7,600
KIMBERLY CLARK COMMON 494368103 115,500.00 2,200 SOLE 19 2,200
KIMBERLY CLARK COMMON 494368103 2,325,750.00 44,300 SOLE 20 44,300
KIMBERLY CLARK COMMON 494368103 105,000.00 2,000 SOLE 34 2,000
KIMBERLY CLARK COMMON 494368103 47,250.00 900 SOLE 38 900
KIMBERLY CLARK COMMON 494368103 31,500.00 600 SOLE 51 600
KIMCO REALTY CORP COMMON 49446R109 26,812.50 750 SOLE 28 750
KIMCO REALTY CORP COMMON 49446R109 17,875.00 500 SOLE 33 500
KIMCO REALTY CORP COMMON 49446R109 209,137.50 5,850 SOLE 1 5,850
KING PHARMACEUTICALS INC COMMON 495582108 210,000.00 6,000 SOLE 36 6,000
KING PHARMACEUTICALS INC COMMON 495582108 147,000.00 4,200 SOLE 50 4,200
KING WORLD PRODUCTIONS COMMON 495667107 60,000.00 1,600 SOLE 38 1,600
KING WORLD PRODUCTIONS COMMON 495667107 41,250.00 1,100 SOLE 51 1,100
KLA-TENCOR CORPORATION COMMON 482480100 13,000.00 200 SOLE 38 200
KLA-TENCOR CORPORATION COMMON 482480100 6,500.00 100 SOLE 51 100
KLM ROYL DUTCH AIRLNS -NY COMMON 482516101 20,900.00 800 SOLE 19 800
KMART CORP COMMON 482584109 10,518.75 900 SOLE 38 900
KMART CORP COMMON 482584109 7,012.50 600 SOLE 51 600
KN ENERGY INC COMMON 482620101 718,000.00 32,000 SOLE 29 32,000
KN ENERGY INC COMMON 482620101 785,312.50 35,000 SOLE 35 35,000
KNIGHT-RIDDER, INC. COMMON 499040103 2,079,762.50 37,900 SOLE 20 37,900
KNIGHT-RIDDER, INC. COMMON 499040103 16,462.50 300 SOLE 38 300
KNIGHT-RIDDER, INC. COMMON 499040103 10,975.00 200 SOLE 51 200
KOHL'S CORP COMMON 500255104 872,850.00 13,200 SOLE 16 13,200
KOHL'S CORP COMMON 500255104 66,125.00 1,000 SOLE 19 1,000
KOHL'S CORP COMMON 500255104 105,800.00 1,600 SOLE 34 1,600
KOHL'S CORP COMMON 500255104 59,512.50 900 SOLE 38 900
KOHL'S CORP COMMON 500255104 39,675.00 600 SOLE 51 600
KONINKLIJKE PHILIPS EL-NV COMMON 500472204 185,840.00 1,840 SOLE 19 1,840
KOREA ELECTRIC POWER-ADR COMMON 500631106 13,813.75 860 SOLE 39 860
KOREA ELECTRIC POWER-ADR COMMON 500631106 11,886.25 740 SOLE 52 740
KOREA TELECOM CORP. ADR COMMON 50063P103 29,230.00 790 SOLE 39 790
KOREA TELECOM CORP. ADR COMMON 50063P103 24,420.00 660 SOLE 52 660
KROGER COMPANY COMMON 501044101 9,707,500.00 440,000 SOLE 2 440,000
KROGER COMPANY COMMON 501044101 11,472,500.00 520,000 SOLE 10 520,000
KROGER COMPANY COMMON 501044101 1,081,062.50 49,000 SOLE 16 49,000
KROGER COMPANY COMMON 501044101 88,250.00 4,000 SOLE 19 4,000
KROGER COMPANY COMMON 501044101 123,550.00 5,600 SOLE 32 5,600
KROGER COMPANY COMMON 501044101 132,375.00 6,000 SOLE 34 6,000
KROGER COMPANY COMMON 501044101 41,918.75 1,900 SOLE 38 1,900
KROGER COMPANY COMMON 501044101 28,681.25 1,300 SOLE 51 1,300
KROGER COMPANY COMMON 501044101 123,550.00 5,600 SOLE 520 5,600
KROGER COMPANY COMMON 501044101 150,025.00 6,800 SOLE 530 6,800
KROGER COMPANY COMMON 501044101 22,062.50 1,000 SOLE 540 1,000
KROGER COMPANY COMMON 501044101 114,725.00 5,200 SOLE 560 5,200
KROGER COMPANY COMMON 501044101 26,475.00 1,200 SOLE 570 1,200
LABOR READY, INC. COMMON 505401208 60,375.00 6,000 SOLE 500 6,000
LAIDLAW INC COMMON 50730K503 270,000.00 40,000 SOLE 3 40,000
LAIDLAW INC COMMON 50730K503 4,387,500.00 650,000 SOLE 11 650,000
LAIDLAW INC COMMON 50730K503 1,350.00 200 SOLE 38 200
LAIDLAW INC COMMON 50730K503 675.00 100 SOLE 51 100
LEGG MASON, INC. COMMON 524901105 1,425,225.00 37,200 SOLE 1 37,200
LEGG MASON, INC. COMMON 524901105 252,862.50 6,600 SOLE 29 6,600
LEGG MASON, INC. COMMON 524901105 306,500.00 8,000 SOLE 35 8,000
LEGGETT & PLATT INC COMMON 524660107 9,075,937.50 461,000 SOLE 2 461,000
LEGGETT & PLATT INC COMMON 524660107 10,237,500.00 520,000 SOLE 10 520,000
LEGGETT & PLATT INC COMMON 524660107 1,106,437.50 56,200 SOLE 16 56,200
LEGGETT & PLATT INC COMMON 524660107 31,500.00 1,600 SOLE 32 1,600
LEGGETT & PLATT INC COMMON 524660107 133,875.00 6,800 SOLE 34 6,800
LEGGETT & PLATT INC COMMON 524660107 153,562.50 7,800 SOLE 520 7,800
LEGGETT & PLATT INC COMMON 524660107 19,687.50 1,000 SOLE 540 1,000
LEGGETT & PLATT INC COMMON 524660107 94,500.00 4,800 SOLE 560 4,800
LEGGETT & PLATT INC COMMON 524660107 17,718.75 900 SOLE 570 900
LEHMAN BROTHERS HOLDING COMMON 524908100 466,500.00 8,000 SOLE 6 8,000
LEHMAN BROTHERS HOLDING COMMON 524908100 3,930,262.50 67,400 SOLE 13 67,400
LEHMAN BROTHERS HOLDING COMMON 524908100 11,662.50 200 SOLE 38 200
LEHMAN BROTHERS HOLDING COMMON 524908100 5,831.25 100 SOLE 51 100
LERNOUT & HAUSPIE SPEECH COMMON B5628B104 2,790,000.00 80,000 SOLE 1 80,000
LERNOUT & HAUSPIE SPEECH COMMON B5628B104 355,725.00 10,200 SOLE 6 10,200
LERNOUT & HAUSPIE SPEECH COMMON B5628B104 3,006,225.00 86,200 SOLE 13 86,200
LERNOUT & HAUSPIE SPEECH COMMON B5628B104 8,021,250.00 230,000 SOLE 15 230,000
LEXMARK INTL GROUP COMMON 529771107 112,700.00 1,400 SOLE 32 1,400
LEXMARK INTL GROUP COMMON 529771107 24,150.00 300 SOLE 38 300
LEXMARK INTL GROUP COMMON 529771107 16,100.00 200 SOLE 51 200
LG&E ENERGY CORP COMMON 501917108 212,500.00 10,000 SOLE 3 10,000
LG&E ENERGY CORP COMMON 501917108 2,125,000.00 100,000 SOLE 11 100,000
LIBERTY PROPERTY TRUST COMMON 531172104 544,500.00 24,000 SOLE 3 24,000
LIBERTY PROPERTY TRUST COMMON 531172104 9,301,875.00 410,000 SOLE 11 410,000
LIBERTY PROPERTY TRUST COMMON 531172104 154,278.40 6,800 SOLE 1 6,800
LIFEPOINT HOSPITALS INC COMMON 53219L109 1,363.94 157 SOLE 19 157
LIGAND PHARMACEUTICALS COMMON 53220K207 610,000.00 80,000 SOLE 1 80,000
LIGAND PHARMACEUTICALS COMMON 53220K207 4,254,750.00 558,000 SOLE 15 558,000
LIGAND PHARMACEUTICALS COMMON 53220K207 167,750.00 22,000 SOLE 29 22,000
LIGAND PHARMACEUTICALS COMMON 53220K207 198,250.00 26,000 SOLE 35 26,000
LINCOLN NATIONAL CORP COMMON 534187109 10,141,875.00 270,000 SOLE 2 270,000
LINCOLN NATIONAL CORP COMMON 534187109 11,268,750.00 300,000 SOLE 10 300,000
LINCOLN NATIONAL CORP COMMON 534187109 37,562.50 1,000 SOLE 19 1,000
LINCOLN NATIONAL CORP COMMON 534187109 1,074,287.50 28,600 SOLE 20 28,600
LINCOLN NATIONAL CORP COMMON 534187109 7,512.50 200 SOLE 38 200
LINCOLN NATIONAL CORP COMMON 534187109 3,756.25 100 SOLE 51 100
LINCOLN NATIONAL CORP COMMON 534187109 157,762.50 4,200 SOLE 520 4,200
LINCOLN NATIONAL CORP COMMON 534187109 172,787.50 4,600 SOLE 530 4,600
LINCOLN NATIONAL CORP COMMON 534187109 22,537.50 600 SOLE 540 600
LINCOLN NATIONAL CORP COMMON 534187109 67,612.50 1,800 SOLE 560 1,800
LINCOLN NATIONAL CORP COMMON 534187109 22,537.50 600 SOLE 570 600
LOCKHEED MARTIN CORP COMMON 539830109 84,987.50 2,600 SOLE 19 2,600
LOCKHEED MARTIN CORP COMMON 539830109 1,434,981.25 43,900 SOLE 20 43,900
LOEWS CORP COMMON 540424108 561,500.00 8,000 SOLE 3 8,000
LOEWS CORP COMMON 540424108 8,120,693.75 115,700 SOLE 11 115,700
LOEWS CORP COMMON 540424108 56,150.00 800 SOLE 19 800
LONE STAR INDUSTRIES COMMON 542290408 204,487.50 4,100 SOLE 38 4,100
LONE STAR INDUSTRIES COMMON 542290408 124,687.50 2,500 SOLE 51 2,500
LONGS DRUG STORES CORP COMMON 543162101 746,875.00 25,000 SOLE 3 25,000
LONGS DRUG STORES CORP COMMON 543162101 5,975.00 200 SOLE 38 200
LONGS DRUG STORES CORP COMMON 543162101 2,987.50 100 SOLE 51 100
LOUIS DREYFUS NATURAL GAS COMMON 546011107 205,800.00 9,600 SOLE 36 9,600
LOUIS DREYFUS NATURAL GAS COMMON 546011107 135,056.25 6,300 SOLE 50 6,300
LOUISIANA-PACIFIC CORP COMMON 546347105 625,000.00 40,000 SOLE 3 40,000
LOUISIANA-PACIFIC CORP COMMON 546347105 7,812,500.00 500,000 SOLE 11 500,000
LOUISIANA-PACIFIC CORP COMMON 546347105 15,625.00 1,000 SOLE 38 1,000
LOUISIANA-PACIFIC CORP COMMON 546347105 9,375.00 600 SOLE 51 600
LOWE'S COMPANIES COMMON 548661107 12,187,500.00 250,000 SOLE 2 250,000
LOWE'S COMPANIES COMMON 548661107 2,812,875.00 57,700 SOLE 16 57,700
LOWE'S COMPANIES COMMON 548661107 73,125.00 1,500 SOLE 19 1,500
LOWE'S COMPANIES COMMON 548661107 117,000.00 2,400 SOLE 32 2,400
LOWE'S COMPANIES COMMON 548661107 307,125.00 6,300 SOLE 34 6,300
LOWE'S COMPANIES COMMON 548661107 39,000.00 800 SOLE 38 800
LOWE'S COMPANIES COMMON 548661107 29,250.00 600 SOLE 51 600
LOWE'S COMPANIES COMMON 548661107 121,875.00 2,500 SOLE 520 2,500
LOWE'S COMPANIES COMMON 548661107 19,500.00 400 SOLE 540 400
LSI LOGIC CORP COMMON 502161102 20,600.00 400 SOLE 38 400
LSI LOGIC CORP COMMON 502161102 10,300.00 200 SOLE 51 200
LUCENT TECHNOLOGIES COMMON 549463107 14,596,875.00 225,000 SOLE 2 225,000
LUCENT TECHNOLOGIES COMMON 549463107 14,921,250.00 230,000 SOLE 10 230,000
LUCENT TECHNOLOGIES COMMON 549463107 1,541,430.00 23,760 SOLE 16 23,760
LUCENT TECHNOLOGIES COMMON 549463107 778,110.75 11,994 SOLE 19 11,994
LUCENT TECHNOLOGIES COMMON 549463107 87,581.25 1,350 SOLE 32 1,350
LUCENT TECHNOLOGIES COMMON 549463107 149,861.25 2,310 SOLE 34 2,310
LUCENT TECHNOLOGIES COMMON 549463107 309,778.13 4,775 SOLE 38 4,775
LUCENT TECHNOLOGIES COMMON 549463107 208,573.13 3,215 SOLE 51 3,215
LUCENT TECHNOLOGIES COMMON 549463107 596,850.00 9,200 SOLE 53 9,200
LUCENT TECHNOLOGIES COMMON 549463107 1,154,775.00 17,800 SOLE 70 17,800
LUCENT TECHNOLOGIES COMMON 549463107 272,475.00 4,200 SOLE 520 4,200
LUCENT TECHNOLOGIES COMMON 549463107 337,350.00 5,200 SOLE 530 5,200
LUCENT TECHNOLOGIES COMMON 549463107 45,412.50 700 SOLE 540 700
LUCENT TECHNOLOGIES COMMON 549463107 207,600.00 3,200 SOLE 560 3,200
LUCENT TECHNOLOGIES COMMON 549463107 51,900.00 800 SOLE 570 800
LVMH MOET HENNESSYLOU ADR COMMON 502441207 66,000.00 1,100 SOLE 19 1,100
MACERICH CO COMMON 554382101 80,937.50 3,500 SOLE 1 3,500
MACK-CALI REALTY CORP COMMON 554489104 152,834.10 5,700 SOLE 1 5,700
MANDALAY RESORT GROUP COMMON 562567107 582,625.00 29,500 SOLE 29 29,500
MANDALAY RESORT GROUP COMMON 562567107 434,500.00 22,000 SOLE 35 22,000
MANPOWER, INC. COMMON 56418H100 265,037.50 9,100 SOLE 6 9,100
MANPOWER, INC. COMMON 56418H100 2,030,012.50 69,700 SOLE 13 69,700
MANUFACTURED HOMES COMM COMMON 564682102 63,112.50 2,700 SOLE 1 2,700
MARIMBA COMMON 56781Q109 92,612.50 3,100 SOLE 36 3,100
MARIMBA COMMON 56781Q109 65,725.00 2,200 SOLE 50 2,200
MARINE DRILLING CO INC COMMON 568240204 189,750.00 12,000 SOLE 36 12,000
MARINE DRILLING CO INC COMMON 568240204 129,662.50 8,200 SOLE 50 8,200
MARRIOTT INT'L (CL.A) COMMON 571903202 49,031.25 1,500 SOLE 19 1,500
MARRIOTT INT'L (CL.A) COMMON 571903202 9,806.25 300 SOLE 38 300
MARRIOTT INT'L (CL.A) COMMON 571903202 6,537.50 200 SOLE 51 200
MARSH & MCLENNAN COS. COMMON 571748102 253,450.00 3,700 SOLE 18 3,700
MARSH & MCLENNAN COS. COMMON 571748102 82,200.00 1,200 SOLE 19 1,200
MARSH & MCLENNAN COS. COMMON 571748102 27,400.00 400 SOLE 38 400
MARSH & MCLENNAN COS. COMMON 571748102 13,700.00 200 SOLE 51 200
MASCO CORPORATION COMMON 574599106 10,850,000.00 350,000 SOLE 2 350,000
MASCO CORPORATION COMMON 574599106 12,400,000.00 400,000 SOLE 10 400,000
MASCO CORPORATION COMMON 574599106 43,400.00 1,400 SOLE 19 1,400
MASCO CORPORATION COMMON 574599106 38,750.00 1,250 SOLE 32 1,250
MASCO CORPORATION COMMON 574599106 12,400.00 400 SOLE 38 400
MASCO CORPORATION COMMON 574599106 6,200.00 200 SOLE 51 200
MASCO CORPORATION COMMON 574599106 108,500.00 3,500 SOLE 520 3,500
MASCO CORPORATION COMMON 574599106 12,400.00 400 SOLE 540 400
MATERIAL SCIENCES CORP COMMON 576674105 1,400,475.00 105,200 SOLE 1 105,200
MATERIAL SCIENCES CORP COMMON 576674105 292,875.00 22,000 SOLE 29 22,000
MATERIAL SCIENCES CORP COMMON 576674105 279,562.50 21,000 SOLE 35 21,000
MATTEL INCORPORATED COMMON 577081102 209,000.00 11,000 SOLE 3 11,000
MATTEL INCORPORATED COMMON 577081102 2,850,000.00 150,000 SOLE 11 150,000
MATTEL INCORPORATED COMMON 577081102 731,500.00 38,500 SOLE 16 38,500
MATTEL INCORPORATED COMMON 577081102 26,600.00 1,400 SOLE 19 1,400
MATTEL INCORPORATED COMMON 577081102 570,000.00 30,000 SOLE 29 30,000
MATTEL INCORPORATED COMMON 577081102 70,300.00 3,700 SOLE 34 3,700
MATTEL INCORPORATED COMMON 577081102 9,500.00 500 SOLE 38 500
MATTEL INCORPORATED COMMON 577081102 5,700.00 300 SOLE 51 300
MAXWELL TECHNOLOGIES INC COMMON 577767106 1,601,250.00 122,000 SOLE 1 122,000
MAXWELL TECHNOLOGIES INC COMMON 577767106 4,698,750.00 358,000 SOLE 15 358,000
MAXWELL TECHNOLOGIES INC COMMON 577767106 853,125.00 65,000 SOLE 29 65,000
MAXWELL TECHNOLOGIES INC COMMON 577767106 879,375.00 67,000 SOLE 35 67,000
MAY DEPARTMENT STORE CO COMMON 577778103 196,762.50 5,400 SOLE 18 5,400
MAY DEPARTMENT STORE CO COMMON 577778103 60,121.88 1,650 SOLE 19 1,650
MAY DEPARTMENT STORE CO COMMON 577778103 934,621.88 25,650 SOLE 20 25,650
MAY DEPARTMENT STORE CO COMMON 577778103 18,218.75 500 SOLE 38 500
MAY DEPARTMENT STORE CO COMMON 577778103 14,575.00 400 SOLE 51 400
MAYTAG CORPORATION COMMON 578592107 6,662.50 200 SOLE 38 200
MAYTAG CORPORATION COMMON 578592107 3,331.25 100 SOLE 51 100
MBIA, INC. COMMON 55262C100 4,662.50 100 SOLE 38 100
MBNA CORPORATION COMMON 55262L100 68,437.50 3,000 SOLE 19 3,000
MBNA CORPORATION COMMON 55262L100 27,375.00 1,200 SOLE 38 1,200
MBNA CORPORATION COMMON 55262L100 18,250.00 800 SOLE 51 800
MBNA CORPORATION COMMON 55262L100 221,281.25 9,700 SOLE 530 9,700
MBNA CORPORATION COMMON 55262L100 152,843.75 6,700 SOLE 560 6,700
MBNA CORPORATION COMMON 55262L100 31,937.50 1,400 SOLE 570 1,400
MCCORMICK & CO INC COMMON 579780206 1,573,775.00 47,600 SOLE 20 47,600
MCDERMOTT INTL INC COMMON 580037109 303,750.00 15,000 SOLE 3 15,000
MCDERMOTT INTL INC COMMON 580037109 4,050,000.00 200,000 SOLE 11 200,000
MCDONALD'S CORPORATION COMMON 580135101 11,825,000.00 275,000 SOLE 2 275,000
MCDONALD'S CORPORATION COMMON 580135101 15,050,000.00 350,000 SOLE 10 350,000
MCDONALD'S CORPORATION COMMON 580135101 1,780,200.00 41,400 SOLE 16 41,400
MCDONALD'S CORPORATION COMMON 580135101 223,600.00 5,200 SOLE 19 5,200
MCDONALD'S CORPORATION COMMON 580135101 77,400.00 1,800 SOLE 32 1,800
MCDONALD'S CORPORATION COMMON 580135101 180,600.00 4,200 SOLE 34 4,200
MCDONALD'S CORPORATION COMMON 580135101 98,900.00 2,300 SOLE 38 2,300
MCDONALD'S CORPORATION COMMON 580135101 68,800.00 1,600 SOLE 51 1,600
MCDONALD'S CORPORATION COMMON 580135101 172,000.00 4,000 SOLE 520 4,000
MCDONALD'S CORPORATION COMMON 580135101 215,000.00 5,000 SOLE 530 5,000
MCDONALD'S CORPORATION COMMON 580135101 25,800.00 600 SOLE 540 600
MCDONALD'S CORPORATION COMMON 580135101 223,600.00 5,200 SOLE 560 5,200
MCDONALD'S CORPORATION COMMON 580135101 34,400.00 800 SOLE 570 800
MCGRAW-HILL COMPANIES INC COMMON 580645109 10,642,500.00 220,000 SOLE 2 220,000
MCGRAW-HILL COMPANIES INC COMMON 580645109 13,545,000.00 280,000 SOLE 10 280,000
MCGRAW-HILL COMPANIES INC COMMON 580645109 686,925.00 14,200 SOLE 16 14,200
MCGRAW-HILL COMPANIES INC COMMON 580645109 58,050.00 1,200 SOLE 19 1,200
MCGRAW-HILL COMPANIES INC COMMON 580645109 87,075.00 1,800 SOLE 34 1,800
MCGRAW-HILL COMPANIES INC COMMON 580645109 9,675.00 200 SOLE 38 200
MCGRAW-HILL COMPANIES INC COMMON 580645109 4,837.50 100 SOLE 51 100
MCGRAW-HILL COMPANIES INC COMMON 580645109 154,800.00 3,200 SOLE 520 3,200
MCGRAW-HILL COMPANIES INC COMMON 580645109 212,850.00 4,400 SOLE 530 4,400
MCGRAW-HILL COMPANIES INC COMMON 580645109 24,187.50 500 SOLE 540 500
MCGRAW-HILL COMPANIES INC COMMON 580645109 111,262.50 2,300 SOLE 560 2,300
MCGRAW-HILL COMPANIES INC COMMON 580645109 29,025.00 600 SOLE 570 600
MCI WORLDCOM, INC. COMMON 55268B106 14,375,000.00 200,000 SOLE 2 200,000
MCI WORLDCOM, INC. COMMON 55268B106 345,000.00 4,800 SOLE 6 4,800
MCI WORLDCOM, INC. COMMON 55268B106 17,968,750.00 250,000 SOLE 10 250,000
MCI WORLDCOM, INC. COMMON 55268B106 2,918,125.00 40,600 SOLE 13 40,600
MCI WORLDCOM, INC. COMMON 55268B106 345,000.00 4,800 SOLE 18 4,800
MCI WORLDCOM, INC. COMMON 55268B106 537,768.75 7,482 SOLE 19 7,482
MCI WORLDCOM, INC. COMMON 55268B106 122,187.50 1,700 SOLE 32 1,700
MCI WORLDCOM, INC. COMMON 55268B106 122,187.50 1,700 SOLE 34 1,700
MCI WORLDCOM, INC. COMMON 55268B106 251,562.50 3,500 SOLE 38 3,500
MCI WORLDCOM, INC. COMMON 55268B106 172,500.00 2,400 SOLE 51 2,400
MCI WORLDCOM, INC. COMMON 55268B106 582,187.50 8,100 SOLE 53 8,100
MCI WORLDCOM, INC. COMMON 55268B106 1,214,687.50 16,900 SOLE 70 16,900
MCI WORLDCOM, INC. COMMON 55268B106 158,125.00 2,200 SOLE 520 2,200
MCI WORLDCOM, INC. COMMON 55268B106 215,625.00 3,000 SOLE 530 3,000
MCI WORLDCOM, INC. COMMON 55268B106 35,937.50 500 SOLE 540 500
MCI WORLDCOM, INC. COMMON 55268B106 215,625.00 3,000 SOLE 560 3,000
MCI WORLDCOM, INC. COMMON 55268B106 43,125.00 600 SOLE 570 600
MCKESSON HBOC INC COMMON 58155Q103 21,460.00 740 SOLE 19 740
MCKESSON HBOC INC COMMON 58155Q103 14,500.00 500 SOLE 38 500
MCKESSON HBOC INC COMMON 58155Q103 8,700.00 300 SOLE 51 300
MCN ENERGY GROUP INC COMMON 55267J100 343,750.00 20,000 SOLE 3 20,000
MCN ENERGY GROUP INC COMMON 55267J100 5,156,250.00 300,000 SOLE 11 300,000
MCN ENERGY GROUP INC COMMON 55267J100 94,531.25 5,500 SOLE 29 5,500
MEAD CORP COMMON 582834107 1,553,750.00 45,200 SOLE 16 45,200
MEAD CORP COMMON 582834107 147,812.50 4,300 SOLE 34 4,300
MEDIAONE GROUP COMMON 58440J104 245,925.00 3,600 SOLE 19 3,600
MEDIAONE GROUP COMMON 58440J104 198,106.25 2,900 SOLE 38 2,900
MEDIAONE GROUP COMMON 58440J104 129,793.75 1,900 SOLE 51 1,900
MEDICONSULT.COM INC COMMON 58469J100 418,500.00 54,000 SOLE 29 54,000
MEDICONSULT.COM INC COMMON 58469J100 511,500.00 66,000 SOLE 35 66,000
MEDTRONIC, INC. COMMON 585055106 14,200,000.00 400,000 SOLE 2 400,000
MEDTRONIC, INC. COMMON 585055106 14,200,000.00 400,000 SOLE 10 400,000
MEDTRONIC, INC. COMMON 585055106 1,483,900.00 41,800 SOLE 16 41,800
MEDTRONIC, INC. COMMON 585055106 134,900.00 3,800 SOLE 19 3,800
MEDTRONIC, INC. COMMON 585055106 134,900.00 3,800 SOLE 32 3,800
MEDTRONIC, INC. COMMON 585055106 156,200.00 4,400 SOLE 34 4,400
MEDTRONIC, INC. COMMON 585055106 71,000.00 2,000 SOLE 38 2,000
MEDTRONIC, INC. COMMON 585055106 49,700.00 1,400 SOLE 51 1,400
MEDTRONIC, INC. COMMON 585055106 568,000.00 16,000 SOLE 53 16,000
MEDTRONIC, INC. COMMON 585055106 1,164,400.00 32,800 SOLE 70 32,800
MEDTRONIC, INC. COMMON 585055106 149,100.00 4,200 SOLE 520 4,200
MEDTRONIC, INC. COMMON 585055106 241,400.00 6,800 SOLE 530 6,800
MEDTRONIC, INC. COMMON 585055106 42,600.00 1,200 SOLE 540 1,200
MEDTRONIC, INC. COMMON 585055106 184,600.00 5,200 SOLE 560 5,200
MEDTRONIC, INC. COMMON 585055106 42,600.00 1,200 SOLE 570 1,200
MELLON BANK CORP COMMON 585509102 74,250.00 2,200 SOLE 19 2,200
MELLON BANK CORP COMMON 585509102 3,638,250.00 107,800 SOLE 20 107,800
MELLON BANK CORP COMMON 585509102 30,375.00 900 SOLE 38 900
MELLON BANK CORP COMMON 585509102 20,250.00 600 SOLE 51 600
MERCANTILE BKSHRS CORP COMMON 587405101 1,005,468.75 32,500 SOLE 20 32,500
MERCK & COMPANY, INC. COMMON 589331107 2,916,562.50 45,000 SOLE 2 45,000
MERCK & COMPANY, INC. COMMON 589331107 3,240,625.00 50,000 SOLE 10 50,000
MERCK & COMPANY, INC. COMMON 589331107 5,489,618.75 84,700 SOLE 16 84,700
MERCK & COMPANY, INC. COMMON 589331107 596,275.00 9,200 SOLE 19 9,200
MERCK & COMPANY, INC. COMMON 589331107 855,525.00 13,200 SOLE 20 13,200
MERCK & COMPANY, INC. COMMON 589331107 71,293.75 1,100 SOLE 32 1,100
MERCK & COMPANY, INC. COMMON 589331107 589,793.75 9,100 SOLE 34 9,100
MERCK & COMPANY, INC. COMMON 589331107 278,693.75 4,300 SOLE 38 4,300
MERCK & COMPANY, INC. COMMON 589331107 187,956.25 2,900 SOLE 51 2,900
MERCK & COMPANY, INC. COMMON 589331107 77,775.00 1,200 SOLE 500 1,200
MERCK & COMPANY, INC. COMMON 589331107 226,843.75 3,500 SOLE 520 3,500
MERCK & COMPANY, INC. COMMON 589331107 246,287.50 3,800 SOLE 530 3,800
MERCK & COMPANY, INC. COMMON 589331107 38,887.50 600 SOLE 540 600
MERCK & COMPANY, INC. COMMON 589331107 174,993.75 2,700 SOLE 560 2,700
MERCK & COMPANY, INC. COMMON 589331107 38,887.50 600 SOLE 570 600
MERRILL LYNCH & CO. INC. COMMON 590188108 127,656.25 1,900 SOLE 18 1,900
MERRILL LYNCH & CO. INC. COMMON 590188108 100,781.25 1,500 SOLE 19 1,500
MERRILL LYNCH & CO. INC. COMMON 590188108 40,312.50 600 SOLE 38 600
MERRILL LYNCH & CO. INC. COMMON 590188108 26,875.00 400 SOLE 51 400
METROMEDIA INTL GROUP INC COMMON 591695101 825,000.00 200,000 SOLE 1 200,000
METROMEDIA INTL GROUP INC COMMON 591695101 2,392,500.00 580,000 SOLE 15 580,000
MGIC INVT CORP WIS COMMON 552848103 28,650.00 600 SOLE 19 600
MICREL COMMON 594793101 156,150.00 3,600 SOLE 36 3,600
MICREL COMMON 594793101 117,112.50 2,700 SOLE 50 2,700
MICROMUSE INC COMMON 595094103 160,625.00 2,500 SOLE 36 2,500
MICROMUSE INC COMMON 595094103 160,625.00 2,500 SOLE 50 2,500
MICRON TECHNOLOGY INC COMMON 595112103 838,687.50 12,600 SOLE 16 12,600
MICRON TECHNOLOGY INC COMMON 595112103 66,562.50 1,000 SOLE 19 1,000
MICRON TECHNOLOGY INC COMMON 595112103 93,187.50 1,400 SOLE 34 1,400
MICRON TECHNOLOGY INC COMMON 595112103 19,968.75 300 SOLE 38 300
MICRON TECHNOLOGY INC COMMON 595112103 13,312.50 200 SOLE 51 200
MICROSOFT CORPORATION COMMON 594918104 32,602,500.00 360,000 SOLE 2 360,000
MICROSOFT CORPORATION COMMON 594918104 36,225,000.00 400,000 SOLE 10 400,000
MICROSOFT CORPORATION COMMON 594918104 10,695,431.25 118,100 SOLE 16 118,100
MICROSOFT CORPORATION COMMON 594918104 1,122,975.00 12,400 SOLE 18 12,400
MICROSOFT CORPORATION COMMON 594918104 1,756,912.50 19,400 SOLE 19 19,400
MICROSOFT CORPORATION COMMON 594918104 217,350.00 2,400 SOLE 32 2,400
MICROSOFT CORPORATION COMMON 594918104 1,141,087.50 12,600 SOLE 34 12,600
MICROSOFT CORPORATION COMMON 594918104 860,343.75 9,500 SOLE 38 9,500
MICROSOFT CORPORATION COMMON 594918104 588,656.25 6,500 SOLE 51 6,500
MICROSOFT CORPORATION COMMON 594918104 561,487.50 6,200 SOLE 53 6,200
MICROSOFT CORPORATION COMMON 594918104 1,168,256.25 12,900 SOLE 70 12,900
MICROSOFT CORPORATION COMMON 594918104 425,643.75 4,700 SOLE 520 4,700
MICROSOFT CORPORATION COMMON 594918104 706,387.50 7,800 SOLE 530 7,800
MICROSOFT CORPORATION COMMON 594918104 108,675.00 1,200 SOLE 540 1,200
MICROSOFT CORPORATION COMMON 594918104 543,375.00 6,000 SOLE 560 6,000
MICROSOFT CORPORATION COMMON 594918104 117,731.25 1,300 SOLE 570 1,300
MID AMERICA APARTMENT COMM COMMON 59522J103 38,700.00 1,800 SOLE 1 1,800
MIDWAY GAMES INC COMMON 598148104 519,750.00 33,000 SOLE 29 33,000
MIDWAY GAMES INC COMMON 598148104 661,500.00 42,000 SOLE 35 42,000
MIDWAY GAMES INC COMMON 598148104 165,375.00 10,500 SOLE 36 10,500
MIDWAY GAMES INC COMMON 598148104 143,325.00 9,100 SOLE 50 9,100
MIH, LTD. COMMON G6116R101 29,163.75 1,010 SOLE 39 1,010
MIH, LTD. COMMON G6116R101 22,811.25 790 SOLE 52 790
MILACRON, INC COMMON 598709103 284,000.00 16,000 SOLE 3 16,000
MILACRON, INC COMMON 598709103 3,550,000.00 200,000 SOLE 11 200,000
MILACRON, INC COMMON 598709103 1,327,700.00 74,800 SOLE 16 74,800
MILACRON, INC COMMON 598709103 127,800.00 7,200 SOLE 34 7,200
MILLENNIUM PHARMACEUTICAL COMMON 599902103 4,550,000.00 70,000 SOLE 1 70,000
MILLENNIUM PHARMACEUTICAL COMMON 599902103 500,500.00 7,700 SOLE 6 7,700
MILLENNIUM PHARMACEUTICAL COMMON 599902103 3,913,000.00 60,200 SOLE 13 60,200
MILLENNIUM PHARMACEUTICAL COMMON 599902103 9,750,000.00 150,000 SOLE 15 150,000
MILLENNIUM PHARMACEUTICAL COMMON 599902103 221,000.00 3,400 SOLE 36 3,400
MILLENNIUM PHARMACEUTICAL COMMON 599902103 162,500.00 2,500 SOLE 50 2,500
MILLIPORE CORP COMMON 601073109 18,781.25 500 SOLE 38 500
MILLIPORE CORP COMMON 601073109 11,268.75 300 SOLE 51 300
MINNESOTA MINING & MFG CO COMMON 604059105 1,056,687.50 11,000 SOLE 3 11,000
MINNESOTA MINING & MFG CO COMMON 604059105 9,606,250.00 100,000 SOLE 11 100,000
MINNESOTA MINING & MFG CO COMMON 604059105 144,093.75 1,500 SOLE 19 1,500
MINNESOTA MINING & MFG CO COMMON 604059105 2,805,025.00 29,200 SOLE 20 29,200
MINNESOTA MINING & MFG CO COMMON 604059105 76,850.00 800 SOLE 38 800
MINNESOTA MINING & MFG CO COMMON 604059105 48,031.25 500 SOLE 51 500
MIRAGE RESORTS COMMON 60462E104 33,750.00 2,400 SOLE 19 2,400
MIRAGE RESORTS COMMON 60462E104 5,625.00 400 SOLE 38 400
MIRAGE RESORTS COMMON 60462E104 2,812.50 200 SOLE 51 200
MIRAGE RESORTS COMMON 60462E104 2,812.50 200 SOLE 530 200
MISSION CRITICAL SOFTWARE COMMON 605047109 133,500.00 3,000 SOLE 36 3,000
MISSION CRITICAL SOFTWARE COMMON 605047109 89,000.00 2,000 SOLE 50 2,000
MOBIL CORP COMMON 607059102 14,105,000.00 140,000 SOLE 2 140,000
MOBIL CORP COMMON 607059102 16,120,000.00 160,000 SOLE 10 160,000
MOBIL CORP COMMON 607059102 302,250.00 3,000 SOLE 19 3,000
MOBIL CORP COMMON 607059102 3,123,250.00 31,000 SOLE 20 31,000
MOBIL CORP COMMON 607059102 141,050.00 1,400 SOLE 38 1,400
MOBIL CORP COMMON 607059102 100,750.00 1,000 SOLE 51 1,000
MOBIL CORP COMMON 607059102 191,425.00 1,900 SOLE 520 1,900
MOBIL CORP COMMON 607059102 261,950.00 2,600 SOLE 530 2,600
MOBIL CORP COMMON 607059102 30,225.00 300 SOLE 540 300
MOBIL CORP COMMON 607059102 151,125.00 1,500 SOLE 560 1,500
MOBIL CORP COMMON 607059102 30,225.00 300 SOLE 570 300
MOLEX, INC. COMMON 608554101 1,775,100.00 48,800 SOLE 16 48,800
MOLEX, INC. COMMON 608554101 189,150.00 5,200 SOLE 34 5,200
MONSANTO COMPANY COMMON 611662107 374,718.75 10,500 SOLE 18 10,500
MONSANTO COMPANY COMMON 611662107 78,512.50 2,200 SOLE 19 2,200
MONSANTO COMPANY COMMON 611662107 32,118.75 900 SOLE 38 900
MONSANTO COMPANY COMMON 611662107 21,412.50 600 SOLE 51 600
MORGAN STANLEY DEAN WITTR COMMON 617446448 53,512.50 600 SOLE 6 600
MORGAN STANLEY DEAN WITTR COMMON 617446448 526,206.25 5,900 SOLE 13 5,900
MORGAN STANLEY DEAN WITTR COMMON 617446448 198,888.13 2,230 SOLE 19 2,230
MORGAN STANLEY DEAN WITTR COMMON 617446448 89,187.50 1,000 SOLE 38 1,000
MORGAN STANLEY DEAN WITTR COMMON 617446448 62,431.25 700 SOLE 51 700
MORRISON MANAGEMENT SPEC COMMON 618459101 562,500.00 25,000 SOLE 29 25,000
MORRISON MANAGEMENT SPEC COMMON 618459101 630,000.00 28,000 SOLE 35 28,000
MOTOR CARGO INDUSTRIES COMMON 619907108 94,875.00 13,800 SOLE 29 13,800
MOTOR CARGO INDUSTRIES COMMON 619907108 111,375.00 16,200 SOLE 35 16,200
MOTORCAR PARTS & ACCESS. COMMON 620071100 114,480.00 54,000 SOLE 29 54,000
MOTORCAR PARTS & ACCESS. COMMON 620071100 106,000.00 50,000 SOLE 35 50,000
MOTOROLA, INC. COMMON 620076109 281,600.00 3,200 SOLE 18 3,200
MOTOROLA, INC. COMMON 620076109 220,000.00 2,500 SOLE 19 2,500
MOTOROLA, INC. COMMON 620076109 96,800.00 1,100 SOLE 38 1,100
MOTOROLA, INC. COMMON 620076109 70,400.00 800 SOLE 51 800
MTI TECHNOLOGY CORP COMMON 553903105 103,781.25 4,500 SOLE 36 4,500
MTI TECHNOLOGY CORP COMMON 553903105 115,312.50 5,000 SOLE 50 5,000
MURPHY OIL CORPORATION COMMON 626717102 648,750.00 12,000 SOLE 29 12,000
MURPHY OIL CORPORATION COMMON 626717102 702,812.50 13,000 SOLE 35 13,000
MYLAN LABORATORIES, INC. COMMON 628530107 2,320,762.50 126,300 SOLE 1 126,300
MYLAN LABORATORIES, INC. COMMON 628530107 6,407,362.50 348,700 SOLE 15 348,700
MYLAN LABORATORIES, INC. COMMON 628530107 367,500.00 20,000 SOLE 29 20,000
MYLAN LABORATORIES, INC. COMMON 628530107 441,000.00 24,000 SOLE 35 24,000
MYLAN LABORATORIES, INC. COMMON 628530107 110,250.00 6,000 SOLE 560 6,000
MYLAN LABORATORIES, INC. COMMON 628530107 31,237.50 1,700 SOLE 570 1,700
NABISCO GROUP HOLDINGS COMMON 62952P102 742,500.00 49,500 SOLE 20 49,500
NABISCO GROUP HOLDINGS COMMON 62952P102 7,500.00 500 SOLE 38 500
NABISCO GROUP HOLDINGS COMMON 62952P102 6,000.00 400 SOLE 51 400
NABORS INDUSTRIES, INC. COMMON 629568106 3,500,000.00 140,000 SOLE 15 140,000
NALCO CHEMICAL COMPANY COMMON 629853102 1,752,350.00 34,700 SOLE 20 34,700
NALCO CHEMICAL COMPANY COMMON 629853102 176,750.00 3,500 SOLE 38 3,500
NALCO CHEMICAL COMPANY COMMON 629853102 111,100.00 2,200 SOLE 51 2,200
NATIONAL CITY CORP COMMON 635405103 640,500.00 24,000 SOLE 3 24,000
NATIONAL CITY CORP COMMON 635405103 80,062.50 3,000 SOLE 19 3,000
NATIONAL CITY CORP COMMON 635405103 1,003,450.00 37,600 SOLE 20 37,600
NATIONAL CITY CORP COMMON 635405103 29,356.25 1,100 SOLE 38 1,100
NATIONAL CITY CORP COMMON 635405103 21,350.00 800 SOLE 51 800
NATIONAL INFO CONSORTIUM COMMON 636491102 148,125.00 6,000 SOLE 36 6,000
NATIONAL INFO CONSORTIUM COMMON 636491102 101,218.75 4,100 SOLE 50 4,100
NATIONAL SEMICONDUCTOR COMMON 637640103 732,000.00 24,000 SOLE 3 24,000
NATIONAL SEMICONDUCTOR COMMON 637640103 1,287,100.00 42,200 SOLE 6 42,200
NATIONAL SEMICONDUCTOR COMMON 637640103 10,943,400.00 358,800 SOLE 13 358,800
NATIONAL SEMICONDUCTOR COMMON 637640103 15,250.00 500 SOLE 38 500
NATIONAL SEMICONDUCTOR COMMON 637640103 12,200.00 400 SOLE 51 400
NATIONAL SRVC. INDUSTRIES COMMON 637657107 6,300.00 200 SOLE 38 200
NATIONAL SRVC. INDUSTRIES COMMON 637657107 3,150.00 100 SOLE 51 100
NAVISTAR INTER COMMON 6.3934E+112 18,600.00 400 SOLE 38 400
NAVISTAR INTER COMMON 6.3934E+112 13,950.00 300 SOLE 51 300
NETWORK APPLIANCE INC. COMMON 64120L104 7,162.50 100 SOLE 38 100
NETWORK APPLIANCE INC. COMMON 64120L104 7,162.50 100 SOLE 51 100
NEW PLAN EXCEL REALTY COMMON 648053106 156,754.40 8,800 SOLE 1 8,800
NEW YORK TIMES CO-CL A COMMON 650111107 1,102,500.00 29,400 SOLE 16 29,400
NEW YORK TIMES CO-CL A COMMON 650111107 116,250.00 3,100 SOLE 34 3,100
NEW YORK TIMES CO-CL A COMMON 650111107 3,750.00 100 SOLE 38 100
NEW YORK TIMES CO-CL A COMMON 650111107 3,750.00 100 SOLE 51 100
NEWELL RUBBERMAID, INC. COMMON 651229106 14,281.25 500 SOLE 38 500
NEWELL RUBBERMAID, INC. COMMON 651229106 8,568.75 300 SOLE 51 300
NEWFIELD EXPLORATION COMP COMMON 651290108 141,631.25 4,300 SOLE 36 4,300
NEWFIELD EXPLORATION COMP COMMON 651290108 88,931.25 2,700 SOLE 50 2,700
NEWMONT MINING CORP. COMMON 651639106 10,350,000.00 400,000 SOLE 11 400,000
NEWMONT MINING CORP. COMMON 651639106 1,122,975.00 43,400 SOLE 20 43,400
NEWS CORP LTD, ADR COMMON 652487802 10,675,000.00 400,000 SOLE 10 400,000
NEXTEL COMMUNICATIONS-A COMMON 65332V103 40,687.50 600 SOLE 38 600
NEXTEL COMMUNICATIONS-A COMMON 65332V103 27,125.00 400 SOLE 51 400
NEXTLINK COMMUNICATIONS-A COMMON 65333H707 269,587.50 5,200 SOLE 36 5,200
NEXTLINK COMMUNICATIONS-A COMMON 65333H707 165,900.00 3,200 SOLE 50 3,200
NIAGRA MOHAWK HOLDINGS COMMON 653520106 37,050.00 2,400 SOLE 19 2,400
NIAGRA MOHAWK HOLDINGS COMMON 653520106 464,668.75 30,100 SOLE 20 30,100
NIAGRA MOHAWK HOLDINGS COMMON 653520106 38,593.75 2,500 SOLE 38 2,500
NIAGRA MOHAWK HOLDINGS COMMON 653520106 26,243.75 1,700 SOLE 51 1,700
NICOR, INC. COMMON 654086107 11,156.25 300 SOLE 38 300
NICOR, INC. COMMON 654086107 7,437.50 200 SOLE 51 200
NIELSEN MEDIA RESEARCH COMMON 653929307 156,187.50 4,200 SOLE 38 4,200
NIELSEN MEDIA RESEARCH COMMON 653929307 100,406.25 2,700 SOLE 51 2,700
NIKE INC. (CL. B) COMMON 654106103 62,562.50 1,100 SOLE 19 1,100
NIKE INC. (CL. B) COMMON 654106103 79,625.00 1,400 SOLE 32 1,400
NIKE INC. (CL. B) COMMON 654106103 28,437.50 500 SOLE 38 500
NIKE INC. (CL. B) COMMON 654106103 17,062.50 300 SOLE 51 300
NOBLE DRILLING CORP. COMMON 655042109 1,117,812.50 51,100 SOLE 16 51,100
NOBLE DRILLING CORP. COMMON 655042109 124,687.50 5,700 SOLE 34 5,700
NOKIA CORP - ADR COMMON 654902204 404,156.25 4,500 SOLE 6 4,500
NOKIA CORP - ADR COMMON 654902204 3,493,706.25 38,900 SOLE 13 38,900
NOKIA CORP - ADR COMMON 654902204 107,775.00 1,200 SOLE 19 1,200
NOKIA CORP - ADR COMMON 654902204 107,775.00 1,200 SOLE 39 1,200
NOKIA CORP - ADR COMMON 654902204 89,812.50 1,000 SOLE 52 1,000
NORDSTOM,INC. COMMON 655664100 32,400.00 1,200 SOLE 19 1,200
NORDSTOM,INC. COMMON 655664100 10,800.00 400 SOLE 38 400
NORDSTOM,INC. COMMON 655664100 8,100.00 300 SOLE 51 300
NORFOLK SOUTHERN CORP COMMON 655844108 7,350,000.00 300,000 SOLE 11 300,000
NORFOLK SOUTHERN CORP COMMON 655844108 39,200.00 1,600 SOLE 19 1,600
NORFOLK SOUTHERN CORP COMMON 655844108 2,021,250.00 82,500 SOLE 20 82,500
NORFOLK SOUTHERN CORP COMMON 655844108 14,700.00 600 SOLE 38 600
NORFOLK SOUTHERN CORP COMMON 655844108 9,800.00 400 SOLE 51 400
NORTEL NETWORKS CORP COMMON 656569100 6,375,000.00 125,000 SOLE 2 125,000
NORTEL NETWORKS CORP COMMON 656569100 7,650,000.00 150,000 SOLE 10 150,000
NORTEL NETWORKS CORP COMMON 656569100 338,640.00 6,640 SOLE 19 6,640
NORTEL NETWORKS CORP COMMON 656569100 102,000.00 2,000 SOLE 32 2,000
NORTEL NETWORKS CORP COMMON 656569100 102,000.00 2,000 SOLE 38 2,000
NORTEL NETWORKS CORP COMMON 656569100 71,400.00 1,400 SOLE 51 1,400
NORTEL NETWORKS CORP COMMON 656569100 183,600.00 3,600 SOLE 520 3,600
NORTEL NETWORKS CORP COMMON 656569100 204,000.00 4,000 SOLE 530 4,000
NORTEL NETWORKS CORP COMMON 656569100 30,600.00 600 SOLE 540 600
NORTEL NETWORKS CORP COMMON 656569100 137,700.00 2,700 SOLE 560 2,700
NORTEL NETWORKS CORP COMMON 656569100 30,600.00 600 SOLE 570 600
NORTH FORK BANCORPORATION COMMON 659424105 360,750.00 18,500 SOLE 29 18,500
NORTHERN STATES POWER-MN COMMON 665772109 4,312,500.00 200,000 SOLE 11 200,000
NORTHERN TRUST CORP COMMON 665859104 2,171,000.00 26,000 SOLE 1 26,000
NORTHERN TRUST CORP COMMON 665859104 16,700,000.00 200,000 SOLE 2 200,000
NORTHERN TRUST CORP COMMON 665859104 16,700,000.00 200,000 SOLE 10 200,000
NORTHERN TRUST CORP COMMON 665859104 5,010,000.00 60,000 SOLE 15 60,000
NORTHERN TRUST CORP COMMON 665859104 2,171,000.00 26,000 SOLE 16 26,000
NORTHERN TRUST CORP COMMON 665859104 66,800.00 800 SOLE 19 800
NORTHERN TRUST CORP COMMON 665859104 233,800.00 2,800 SOLE 34 2,800
NORTHERN TRUST CORP COMMON 665859104 133,600.00 1,600 SOLE 35 1,600
NORTHERN TRUST CORP COMMON 665859104 8,350.00 100 SOLE 38 100
NORTHERN TRUST CORP COMMON 665859104 8,350.00 100 SOLE 51 100
NORTHERN TRUST CORP COMMON 665859104 167,000.00 2,000 SOLE 520 2,000
NORTHERN TRUST CORP COMMON 665859104 317,300.00 3,800 SOLE 530 3,800
NORTHERN TRUST CORP COMMON 665859104 33,400.00 400 SOLE 540 400
NORTHERN TRUST CORP COMMON 665859104 175,350.00 2,100 SOLE 560 2,100
NORTHERN TRUST CORP COMMON 665859104 41,750.00 500 SOLE 570 500
NORTHROP GRUMMAN CORP COMMON 666807102 38,137.50 600 SOLE 19 600
NOVELL, INC. COMMON 670006105 62,062.50 3,000 SOLE 19 3,000
NOVELL, INC. COMMON 670006105 22,756.25 1,100 SOLE 38 1,100
NOVELL, INC. COMMON 670006105 14,481.25 700 SOLE 51 700
NOVEN PHARMACEUTICALS INC COMMON 670009109 374,000.00 44,000 SOLE 29 44,000
NOVEN PHARMACEUTICALS INC COMMON 670009109 476,000.00 56,000 SOLE 35 56,000
NUCOR CORPORATION COMMON 670346105 42,862.50 900 SOLE 19 900
OCCIDENTAL PETROLEUM CORP COMMON 674599105 53,187.50 2,300 SOLE 19 2,300
OCCIDENTAL PETROLEUM CORP COMMON 674599105 23,125.00 1,000 SOLE 38 1,000
OCCIDENTAL PETROLEUM CORP COMMON 674599105 16,187.50 700 SOLE 51 700
OCEAN ENERGY INC COMMON 67481E106 1,100,250.00 108,000 SOLE 1 108,000
OCEAN ENERGY INC COMMON 67481E106 509,375.00 50,000 SOLE 29 50,000
OCEAN ENERGY INC COMMON 67481E106 611,250.00 60,000 SOLE 35 60,000
OFFICE DEPOT INC. COMMON 676220106 10,187.50 1,000 SOLE 38 1,000
OFFICE DEPOT INC. COMMON 676220106 7,131.25 700 SOLE 51 700
OLIN COMMON 680665205 262,962.50 19,300 SOLE 20 19,300
OMNICOM GROUP COMMON 681919106 15,441,562.50 195,000 SOLE 2 195,000
OMNICOM GROUP COMMON 681919106 20,192,812.50 255,000 SOLE 10 255,000
OMNICOM GROUP COMMON 681919106 2,130,143.75 26,900 SOLE 16 26,900
OMNICOM GROUP COMMON 681919106 79,187.50 1,000 SOLE 19 1,000
OMNICOM GROUP COMMON 681919106 166,293.75 2,100 SOLE 32 2,100
OMNICOM GROUP COMMON 681919106 205,887.50 2,600 SOLE 34 2,600
OMNICOM GROUP COMMON 681919106 15,837.50 200 SOLE 38 200
OMNICOM GROUP COMMON 681919106 15,837.50 200 SOLE 51 200
OMNICOM GROUP COMMON 681919106 585,987.50 7,400 SOLE 53 7,400
OMNICOM GROUP COMMON 681919106 1,251,162.50 15,800 SOLE 70 15,800
OMNICOM GROUP COMMON 681919106 87,106.25 1,100 SOLE 500 1,100
OMNICOM GROUP COMMON 681919106 229,643.75 2,900 SOLE 520 2,900
OMNICOM GROUP COMMON 681919106 292,993.75 3,700 SOLE 530 3,700
OMNICOM GROUP COMMON 681919106 39,593.75 500 SOLE 540 500
OMNICOM GROUP COMMON 681919106 253,400.00 3,200 SOLE 560 3,200
OMNICOM GROUP COMMON 681919106 47,512.50 600 SOLE 570 600
OPTICAL COATING LABORATOR COMMON 683829105 644,437.50 7,000 SOLE 36 7,000
OPTICAL COATING LABORATOR COMMON 683829105 414,281.25 4,500 SOLE 50 4,500
ORACLE CORPORATION COMMON 68389X105 559,650.00 12,300 SOLE 6 12,300
ORACLE CORPORATION COMMON 68389X105 4,668,300.00 102,600 SOLE 13 102,600
ORACLE CORPORATION COMMON 68389X105 262,762.50 5,775 SOLE 19 5,775
ORACLE CORPORATION COMMON 68389X105 127,400.00 2,800 SOLE 38 2,800
ORACLE CORPORATION COMMON 68389X105 86,450.00 1,900 SOLE 51 1,900
OWENS CORNING COMMON 69073F103 4,684,500.00 216,000 SOLE 11 216,000
OWENS-ILLINOIS, INC. COMMON 690768403 27,737.50 1,400 SOLE 19 1,400
PACIFICORP COMMON 695114108 998,200.00 49,600 SOLE 20 49,600
PACIFICORP COMMON 695114108 14,087.50 700 SOLE 38 700
PACIFICORP COMMON 695114108 10,062.50 500 SOLE 51 500
PACKETEER INC COMMON 695210104 44,281.25 1,300 SOLE 36 1,300
PACKETEER INC COMMON 695210104 27,250.00 800 SOLE 50 800
PAINE WEBBER GROUP, INC. COMMON 695629105 25,375.00 700 SOLE 19 700
PAINE WEBBER GROUP, INC. COMMON 695629105 10,875.00 300 SOLE 38 300
PAINE WEBBER GROUP, INC. COMMON 695629105 7,250.00 200 SOLE 51 200
PALL CORP COMMON 696429307 30,143.75 1,300 SOLE 19 1,300
PALL CORP COMMON 696429307 1,632,400.00 70,400 SOLE 20 70,400
PALL CORP COMMON 696429307 16,231.25 700 SOLE 38 700
PALL CORP COMMON 696429307 11,593.75 500 SOLE 51 500
PARAMETRIC TECHNOLOGY COMMON 699173100 16,200.00 1,200 SOLE 19 1,200
PARAMETRIC TECHNOLOGY COMMON 699173100 2,700.00 200 SOLE 38 200
PARAMETRIC TECHNOLOGY COMMON 699173100 1,350.00 100 SOLE 51 100
PARKER HANNIFIN CORP COMMON 701094104 4,481.25 100 SOLE 38 100
PAYCHEX INC COMMON 704326107 1,272,862.50 37,300 SOLE 16 37,300
PAYCHEX INC COMMON 704326107 51,187.50 1,500 SOLE 19 1,500
PAYCHEX INC COMMON 704326107 143,325.00 4,200 SOLE 34 4,200
PAYCHEX INC COMMON 704326107 13,650.00 400 SOLE 38 400
PAYCHEX INC COMMON 704326107 10,237.50 300 SOLE 51 300
PAYLESS SHOESOURCE, INC. COMMON 704379106 7,070,000.00 140,000 SOLE 10 140,000
PAYLESS SHOESOURCE, INC. COMMON 704379106 32,522.00 644 SOLE 19 644
PE CORP-PE BIOSYSTEMS GR COMMON 69332S102 4,046,000.00 56,000 SOLE 1 56,000
PE CORP-PE BIOSYSTEMS GR COMMON 69332S102 8,670,000.00 120,000 SOLE 15 120,000
PECO ENERGY COMPANY COMMON 693304107 33,750.00 900 SOLE 19 900
PECO ENERGY COMPANY COMMON 693304107 7,500.00 200 SOLE 38 200
PECO ENERGY COMPANY COMMON 693304107 3,750.00 100 SOLE 51 100
PEERLESS SYSTEMS CORP COMMON 705536100 59,625.00 4,500 SOLE 36 4,500
PEERLESS SYSTEMS CORP COMMON 705536100 42,400.00 3,200 SOLE 50 3,200
PEOPLES ENERGY CORP COMMON 711030106 1,055,625.00 30,000 SOLE 3 30,000
PEOPLES ENERGY CORP COMMON 711030106 12,315,625.00 350,000 SOLE 11 350,000
PEOPLES ENERGY CORP COMMON 711030106 7,037.50 200 SOLE 38 200
PEOPLES ENERGY CORP COMMON 711030106 3,518.75 100 SOLE 51 100
PEOPLESOFT COMMON 712713106 33,875.00 2,000 SOLE 500 2,000
PEPSICO, INC. COMMON 713448108 680,625.00 22,500 SOLE 3 22,500
PEPSICO, INC. COMMON 713448108 6,806,250.00 225,000 SOLE 10 225,000
PEPSICO, INC. COMMON 713448108 9,075,000.00 300,000 SOLE 11 300,000
PEPSICO, INC. COMMON 713448108 868,175.00 28,700 SOLE 16 28,700
PEPSICO, INC. COMMON 713448108 142,175.00 4,700 SOLE 19 4,700
PEPSICO, INC. COMMON 713448108 99,825.00 3,300 SOLE 34 3,300
PEPSICO, INC. COMMON 713448108 81,675.00 2,700 SOLE 38 2,700
PEPSICO, INC. COMMON 713448108 54,450.00 1,800 SOLE 51 1,800
PFIZER INC COMMON 717081103 549,843.75 15,300 SOLE 19 15,300
PFIZER INC COMMON 717081103 255,156.25 7,100 SOLE 38 7,100
PFIZER INC COMMON 717081103 172,500.00 4,800 SOLE 51 4,800
PFIZER INC COMMON 717081103 79,062.50 2,200 SOLE 500 2,200
PG & E CORPORATION COMMON 69331C108 54,337.50 2,100 SOLE 19 2,100
PG & E CORPORATION COMMON 69331C108 28,462.50 1,100 SOLE 38 1,100
PG & E CORPORATION COMMON 69331C108 20,700.00 800 SOLE 51 800
PHARMACIA & UPJOHN INC COMMON 716941109 119,100.00 2,400 SOLE 19 2,400
PHARMACIA & UPJOHN INC COMMON 716941109 3,031,839.38 61,095 SOLE 20 61,095
PHARMACIA & UPJOHN INC COMMON 716941109 39,700.00 800 SOLE 38 800
PHARMACIA & UPJOHN INC COMMON 716941109 24,812.50 500 SOLE 51 500
PHELPS DODGE CORPORATION COMMON 717265102 881,000.00 16,000 SOLE 20 16,000
PHELPS DODGE CORPORATION COMMON 717265102 5,506.25 100 SOLE 38 100
PHELPS DODGE CORPORATION COMMON 717265102 5,506.25 100 SOLE 51 100
PHILIP MORRIS COMPANIES COMMON 718154107 19,377,475.00 566,800 SOLE 11 566,800
PHILIP MORRIS COMPANIES COMMON 718154107 321,362.50 9,400 SOLE 18 9,400
PHILIP MORRIS COMPANIES COMMON 718154107 321,362.50 9,400 SOLE 19 9,400
PHILIP MORRIS COMPANIES COMMON 718154107 2,095,693.75 61,300 SOLE 20 61,300
PHILIP MORRIS COMPANIES COMMON 718154107 150,425.00 4,400 SOLE 38 4,400
PHILIP MORRIS COMPANIES COMMON 718154107 102,562.50 3,000 SOLE 51 3,000
PHILLIPS PETROLEUM COMPAN COMMON 718507106 731,250.00 15,000 SOLE 3 15,000
PHILLIPS PETROLEUM COMPAN COMMON 718507106 9,750,000.00 200,000 SOLE 11 200,000
PHILLIPS PETROLEUM COMPAN COMMON 718507106 97,500.00 2,000 SOLE 19 2,000
PHILLIPS PETROLEUM COMPAN COMMON 718507106 867,750.00 17,800 SOLE 20 17,800
PHILLIPS PETROLEUM COMPAN COMMON 718507106 24,375.00 500 SOLE 38 500
PHILLIPS PETROLEUM COMPAN COMMON 718507106 14,625.00 300 SOLE 51 300
PINNACLE HOLDINGS INC COMMON 72346N101 287,375.00 11,000 SOLE 36 11,000
PINNACLE HOLDINGS INC COMMON 72346N101 209,000.00 8,000 SOLE 50 8,000
PIONEER HI-BRED INTL COMMON 723686101 19,906.25 500 SOLE 38 500
PIONEER HI-BRED INTL COMMON 723686101 11,943.75 300 SOLE 51 300
PITNEY BOWES INC COMMON 724479100 10,664,062.50 175,000 SOLE 2 175,000
PITNEY BOWES INC COMMON 724479100 12,187,500.00 200,000 SOLE 10 200,000
PITNEY BOWES INC COMMON 724479100 987,187.50 16,200 SOLE 16 16,200
PITNEY BOWES INC COMMON 724479100 73,125.00 1,200 SOLE 19 1,200
PITNEY BOWES INC COMMON 724479100 134,062.50 2,200 SOLE 32 2,200
PITNEY BOWES INC COMMON 724479100 109,687.50 1,800 SOLE 34 1,800
PITNEY BOWES INC COMMON 724479100 24,375.00 400 SOLE 38 400
PITNEY BOWES INC COMMON 724479100 18,281.25 300 SOLE 51 300
PITNEY BOWES INC COMMON 724479100 146,250.00 2,400 SOLE 520 2,400
PITNEY BOWES INC COMMON 724479100 164,531.25 2,700 SOLE 530 2,700
PITNEY BOWES INC COMMON 724479100 24,375.00 400 SOLE 540 400
PITNEY BOWES INC COMMON 724479100 109,687.50 1,800 SOLE 560 1,800
PITNEY BOWES INC COMMON 724479100 36,562.50 600 SOLE 570 600
PLACER DOME, INC. COMMON 725906101 892,500.00 60,000 SOLE 3 60,000
PLACER DOME, INC. COMMON 725906101 8,925,000.00 600,000 SOLE 11 600,000
PLACER DOME, INC. COMMON 725906101 40,162.50 2,700 SOLE 19 2,700
PNC BANK CORPORATION COMMON 693475105 790,312.50 15,000 SOLE 3 15,000
PNC BANK CORPORATION COMMON 693475105 10,537,500.00 200,000 SOLE 11 200,000
PNC BANK CORPORATION COMMON 693475105 1,285,575.00 24,400 SOLE 16 24,400
PNC BANK CORPORATION COMMON 693475105 79,821.56 1,515 SOLE 19 1,515
PNC BANK CORPORATION COMMON 693475105 136,987.50 2,600 SOLE 34 2,600
PNC BANK CORPORATION COMMON 693475105 26,343.75 500 SOLE 38 500
PNC BANK CORPORATION COMMON 693475105 15,806.25 300 SOLE 51 300
POGO PRODUCING CO COMMON 730448107 197,125.00 9,500 SOLE 36 9,500
POGO PRODUCING CO COMMON 730448107 130,725.00 6,300 SOLE 50 6,300
POHANG IRON & STEEL ADR COMMON 730450103 40,706.25 1,300 SOLE 39 1,300
POHANG IRON & STEEL ADR COMMON 730450103 31,312.50 1,000 SOLE 52 1,000
POLAROID CORP COMMON 731095105 416,000.00 16,000 SOLE 3 16,000
POLAROID CORP COMMON 731095105 5,200,000.00 200,000 SOLE 11 200,000
POLYCOM INC. COMMON 73172K104 452,734.38 9,500 SOLE 36 9,500
POLYCOM INC. COMMON 73172K104 338,359.38 7,100 SOLE 50 7,100
POST PROPERTIES INC COMMON 737464107 147,423.75 3,750 SOLE 1 3,750
POTLATCH CORP COMMON 737628107 32,950.00 800 SOLE 38 800
POTLATCH CORP COMMON 737628107 24,712.50 600 SOLE 51 600
POWERTEL INC COMMON 73936C109 308,350.00 5,600 SOLE 36 5,600
POWERTEL INC COMMON 73936C109 192,718.75 3,500 SOLE 50 3,500
POWERWAVE TECHNOLOGIES COMMON 739363109 376,106.25 7,800 SOLE 36 7,800
POWERWAVE TECHNOLOGIES COMMON 739363109 298,956.25 6,200 SOLE 50 6,200
PP&L RESOURCES INC COMMON 693499105 8,118.75 300 SOLE 38 300
PP&L RESOURCES INC COMMON 693499105 5,412.50 200 SOLE 51 200
PPG INDUST COMMON 693506107 66,000.00 1,100 SOLE 19 1,100
PPG INDUST COMMON 693506107 1,236,000.00 20,600 SOLE 20 20,600
PPG INDUST COMMON 693506107 12,000.00 200 SOLE 38 200
PPG INDUST COMMON 693506107 6,000.00 100 SOLE 51 100
PRAXAIR INC COMMON 74005P104 736,000.00 16,000 SOLE 3 16,000
PRAXAIR INC COMMON 74005P104 9,200,000.00 200,000 SOLE 11 200,000
PRAXAIR INC COMMON 74005P104 1,991,800.00 43,300 SOLE 16 43,300
PRAXAIR INC COMMON 74005P104 184,000.00 4,000 SOLE 34 4,000
PRAXAIR INC COMMON 74005P104 4,600.00 100 SOLE 38 100
PRAXAIR INC COMMON 74005P104 4,600.00 100 SOLE 51 100
PRECISION DRILLING CORP COMMON 74022D100 92,750.00 4,000 SOLE 36 4,000
PRECISION DRILLING CORP COMMON 74022D100 57,968.75 2,500 SOLE 50 2,500
PRENTISS PROPERTIES COMMON 740706106 74,882.81 3,375 SOLE 28 3,375
PRENTISS PROPERTIES COMMON 740706106 31,062.50 1,400 SOLE 33 1,400
PRENTISS PROPERTIES TRUST COMMON 740706106 88,752.00 4,000 SOLE 1 4,000
PREPAID LEGAL SERVICES COMMON 740065107 106,312.50 2,700 SOLE 36 2,700
PREPAID LEGAL SERVICES COMMON 740065107 157,500.00 4,000 SOLE 50 4,000
PRI AUTOMATION INC COMMON 69357H106 57,800.00 1,600 SOLE 36 1,600
PRI AUTOMATION INC COMMON 69357H106 39,737.50 1,100 SOLE 50 1,100
PRIDE INTERNATIONAL, INC. COMMON 741932107 255,375.00 18,000 SOLE 36 18,000
PRIDE INTERNATIONAL, INC. COMMON 741932107 177,343.75 12,500 SOLE 50 12,500
PRISON REALTY TRUST INC COMMON 74264N105 113,412.50 10,550 SOLE 1 10,550
PROCTER & GAMBLE COMPANY COMMON 742718109 14,062,500.00 150,000 SOLE 2 150,000
PROCTER & GAMBLE COMPANY COMMON 742718109 14,062,500.00 150,000 SOLE 10 150,000
PROCTER & GAMBLE COMPANY COMMON 742718109 3,506,250.00 37,400 SOLE 16 37,400
PROCTER & GAMBLE COMPANY COMMON 742718109 290,625.00 3,100 SOLE 18 3,100
PROCTER & GAMBLE COMPANY COMMON 742718109 487,500.00 5,200 SOLE 19 5,200
PROCTER & GAMBLE COMPANY COMMON 742718109 103,125.00 1,100 SOLE 32 1,100
PROCTER & GAMBLE COMPANY COMMON 742718109 375,000.00 4,000 SOLE 34 4,000
PROCTER & GAMBLE COMPANY COMMON 742718109 225,000.00 2,400 SOLE 38 2,400
PROCTER & GAMBLE COMPANY COMMON 742718109 159,375.00 1,700 SOLE 51 1,700
PROCTER & GAMBLE COMPANY COMMON 742718109 187,500.00 2,000 SOLE 520 2,000
PROCTER & GAMBLE COMPANY COMMON 742718109 262,500.00 2,800 SOLE 530 2,800
PROCTER & GAMBLE COMPANY COMMON 742718109 18,750.00 200 SOLE 540 200
PROCTER & GAMBLE COMPANY COMMON 742718109 187,500.00 2,000 SOLE 560 2,000
PROCTER & GAMBLE COMPANY COMMON 742718109 37,500.00 400 SOLE 570 400
PROFIT RECOVERY GRP INT'L COMMON 743168106 334,687.50 7,500 SOLE 36 7,500
PROFIT RECOVERY GRP INT'L COMMON 743168106 214,200.00 4,800 SOLE 50 4,800
PROGRESSIVE CORP OHIO COMMON 743315103 32,675.00 400 SOLE 19 400
PROGRESSIVE CORP OHIO COMMON 743315103 8,168.75 100 SOLE 38 100
PROGRESSIVE CORP OHIO COMMON 743315103 8,168.75 100 SOLE 51 100
PROLOGIS TRUST COMMON 743410102 37,750.00 2,000 SOLE 28 2,000
PROLOGIS TRUST COMMON 743410102 17,459.38 925 SOLE 33 925
PROLOGIS TRUST COMMON 743410102 303,887.50 16,100 SOLE 1 16,100
PROTECTION ONE INC COMMON 743663304 260,000.00 65,000 SOLE 29 65,000
PROTECTION ONE INC COMMON 743663304 272,000.00 68,000 SOLE 35 68,000
PROTECTIVE LIFE CORP COMMON 743674103 7,250,000.00 250,000 SOLE 2 250,000
PROTECTIVE LIFE CORP COMMON 743674103 116,000.00 4,000 SOLE 32 4,000
PROTECTIVE LIFE CORP COMMON 743674103 116,000.00 4,000 SOLE 520 4,000
PROTECTIVE LIFE CORP COMMON 743674103 14,500.00 500 SOLE 540 500
PROVIDIAN FINANCIAL CORP COMMON 74406A102 23,756.25 300 SOLE 38 300
PROVIDIAN FINANCIAL CORP COMMON 74406A102 15,837.50 200 SOLE 51 200
PROXIM INC COMMON 744284100 55,200.00 1,200 SOLE 36 1,200
PROXIM INC COMMON 744284100 36,800.00 800 SOLE 50 800
PS BUSINESS PARKS COMMON 69360J107 62,400.00 2,400 SOLE 1 2,400
PUBLIC STORAGE COMMON 74460D109 311,071.80 12,350 SOLE 1 12,350
PUBLIC SVC ENTERPRISE GP COMMON 744573106 34,762.50 900 SOLE 19 900
PUBLIC SVC ENTERPRISE GP COMMON 744573106 38,625.00 1,000 SOLE 38 1,000
PUBLIC SVC ENTERPRISE GP COMMON 744573106 27,037.50 700 SOLE 51 700
PULTE CORPORATION COMMON 745867101 8,700.00 400 SOLE 38 400
PULTE CORPORATION COMMON 745867101 6,525.00 300 SOLE 51 300
QLT PHOTOTHERAPEUTICS INC COMMON 746927102 275,175.00 3,600 SOLE 36 3,600
QLT PHOTOTHERAPEUTICS INC COMMON 746927102 191,093.75 2,500 SOLE 50 2,500
QUAKER OATS CO COMMON 747402105 1,664,437.50 26,900 SOLE 20 26,900
QUAKER OATS CO COMMON 747402105 6,187.50 100 SOLE 38 100
QUAKER OATS CO COMMON 747402105 6,187.50 100 SOLE 51 100
QUALCOMM INC. COMMON 747525103 3,140,512.50 16,600 SOLE 6 16,600
QUALCOMM INC. COMMON 747525103 24,745,725.00 130,800 SOLE 13 130,800
QUALCOMM INC. COMMON 747525103 75,675.00 400 SOLE 38 400
QUALCOMM INC. COMMON 747525103 37,837.50 200 SOLE 51 200
QUINTILES TRANSNATIONAL COMMON 748767100 306,403.13 16,100 SOLE 6 16,100
QUINTILES TRANSNATIONAL COMMON 748767100 2,595,862.50 136,400 SOLE 13 136,400
QUORUM HEALTH GROUP INC COMMON 749084109 424,687.50 60,400 SOLE 1 60,400
QUORUM HEALTH GROUP INC COMMON 749084109 1,275,468.75 181,400 SOLE 15 181,400
QUORUM HEALTH GROUP INC COMMON 749084109 379,687.50 54,000 SOLE 29 54,000
R.R.DONNELLEY & SONS CO. COMMON 257867101 317,625.00 11,000 SOLE 3 11,000
R.R.DONNELLEY & SONS CO. COMMON 257867101 4,331,250.00 150,000 SOLE 11 150,000
R.R.DONNELLEY & SONS CO. COMMON 257867101 28,875.00 1,000 SOLE 19 1,000
R.R.DONNELLEY & SONS CO. COMMON 257867101 967,312.50 33,500 SOLE 20 33,500
R.R.DONNELLEY & SONS CO. COMMON 257867101 8,662.50 300 SOLE 38 300
R.R.DONNELLEY & SONS CO. COMMON 257867101 5,775.00 200 SOLE 51 200
RAILAMERICA, INC. COMMON 750753105 1,481,250.00 150,000 SOLE 1 150,000
RAILAMERICA, INC. COMMON 750753105 691,250.00 70,000 SOLE 29 70,000
RAILAMERICA, INC. COMMON 750753105 790,000.00 80,000 SOLE 35 80,000
RALSTON - RALSTON PURINA COMMON 751277302 52,843.75 1,900 SOLE 19 1,900
RALSTON - RALSTON PURINA COMMON 751277302 8,343.75 300 SOLE 38 300
RALSTON - RALSTON PURINA COMMON 751277302 5,562.50 200 SOLE 51 200
RATIONAL SOFTWARE CORP COMMON 75409P202 3,660,156.25 125,000 SOLE 1 125,000
RATIONAL SOFTWARE CORP COMMON 75409P202 10,892,625.00 372,000 SOLE 15 372,000
RATIONAL SOFTWARE CORP COMMON 75409P202 351,375.00 12,000 SOLE 35 12,000
RAYTHEON COMPANY - CL. A COMMON 755111309 463,902.50 9,565 SOLE 11 9,565
RAYTHEON COMPANY - CL. A COMMON 755111309 20,418.50 421 SOLE 19 421
RAYTHEON COMPANY - CL. B COMMON 755111408 545,875.00 11,000 SOLE 3 11,000
RAYTHEON COMPANY - CL. B COMMON 755111408 7,443,750.00 150,000 SOLE 11 150,000
RAYTHEON COMPANY - CL. B COMMON 755111408 54,587.50 1,100 SOLE 19 1,100
RAYTHEON COMPANY - CL. B COMMON 755111408 19,850.00 400 SOLE 38 400
RAYTHEON COMPANY - CL. B COMMON 755111408 14,887.50 300 SOLE 51 300
READERS DGST ASSN,INC CLA COMMON 755267101 921,375.00 31,500 SOLE 20 31,500
REALTY INCOME CORP COMMON 756109104 61,281.25 2,650 SOLE 1 2,650
RECKSON ASSOC REALTY COMMON 75621K106 85,333.30 4,100 SOLE 1 4,100
RECKSON ASSOCIATES REALTY COMMON 75621K106 37,358.44 1,795 SOLE 28 1,795
RECKSON ASSOCIATES REALTY COMMON 75621K106 19,355.63 930 SOLE 33 930
REEBOK INTERNATIONAL COMMON 758110100 4,275.00 400 SOLE 38 400
REEBOK INTERNATIONAL COMMON 758110100 3,206.25 300 SOLE 51 300
REGENCY REALTY CORP COMMON 758939102 122,850.00 5,850 SOLE 1 5,850
REGIONS FINANCIAL CORP. COMMON 758940100 42,000.00 1,400 SOLE 19 1,400
REGIONS FINANCIAL CORP. COMMON 758940100 6,000.00 200 SOLE 38 200
REGIONS FINANCIAL CORP. COMMON 758940100 3,000.00 100 SOLE 51 100
RELIANT ENERGY, INC. COMMON 75952J108 27,062.50 1,000 SOLE 19 1,000
RELIANT ENERGY, INC. COMMON 75952J108 906,593.75 33,500 SOLE 20 33,500
RELIANT ENERGY, INC. COMMON 75952J108 35,181.25 1,300 SOLE 38 1,300
RELIANT ENERGY, INC. COMMON 75952J108 24,356.25 900 SOLE 51 900
REPSOL SA SPONSORED ADR COMMON 76026T205 23,925.00 1,200 SOLE 19 1,200
REPUBLIC NEW YORK CORP COMMON 760719104 24,575.00 400 SOLE 38 400
REPUBLIC NEW YORK CORP COMMON 760719104 18,431.25 300 SOLE 51 300
RESEARCH IN MOTION COMMON 760975102 315,562.50 10,200 SOLE 36 10,200
RESEARCH IN MOTION COMMON 760975102 207,281.25 6,700 SOLE 50 6,700
REYNOLDS METALS COMPANY COMMON 761763101 1,340,325.00 22,200 SOLE 20 22,200
REYNOLDS METALS COMPANY COMMON 761763101 6,037.50 100 SOLE 38 100
REYNOLDS METALS COMPANY COMMON 761763101 6,037.50 100 SOLE 51 100
RITE AID CORP COMMON 767754104 7,424,218.75 537,500 SOLE 11 537,500
RITE AID CORP COMMON 767754104 20,718.75 1,500 SOLE 19 1,500
RITE AID CORP COMMON 767754104 686,481.25 49,700 SOLE 20 49,700
RITE AID CORP COMMON 767754104 6,906.25 500 SOLE 38 500
RITE AID CORP COMMON 767754104 4,143.75 300 SOLE 51 300
RITE AID CORP COMMON 767754104 52,487.50 3,800 SOLE 520 3,800
RITE AID CORP COMMON 767754104 80,112.50 5,800 SOLE 530 5,800
RITE AID CORP COMMON 767754104 11,050.00 800 SOLE 540 800
RITE AID CORP COMMON 767754104 63,537.50 4,600 SOLE 560 4,600
RITE AID CORP COMMON 767754104 12,431.25 900 SOLE 570 900
RJ REYNOLDS TOBACCO COMMON 76182K105 1,080,000.00 40,000 SOLE 3 40,000
RJ REYNOLDS TOBACCO COMMON 76182K105 27.00 1 SOLE 51 1
ROBERT HALF INTL INC COMMON 770323103 48,000.00 2,000 SOLE 500 2,000
ROCKWELL INTL CORP COMMON 773903109 73,500.00 1,400 SOLE 19 1,400
ROCKWELL INTL CORP COMMON 773903109 10,500.00 200 SOLE 38 200
ROCKWELL INTL CORP COMMON 773903109 10,500.00 200 SOLE 51 200
ROHM & HAAS COMMON 775371107 82,726.25 2,290 SOLE 19 2,290
ROHM & HAAS COMMON 775371107 7,225.00 200 SOLE 38 200
ROHM & HAAS COMMON 775371107 7,225.00 200 SOLE 51 200
ROUSE COMPANY COMMON 779273101 949,900.00 41,300 SOLE 20 41,300
ROUSE COMPANY COMMON 779273101 171,350.00 7,450 SOLE 1 7,450
ROWAN COMPANIES INC COMMON 779382100 1,625.00 100 SOLE 38 100
ROYAL DUTCH PETRO-NY COMMON 780257804 11,812,500.00 200,000 SOLE 2 200,000
ROYAL DUTCH PETRO-NY COMMON 780257804 2,575,125.00 43,600 SOLE 3 43,600
ROYAL DUTCH PETRO-NY COMMON 780257804 11,812,500.00 200,000 SOLE 10 200,000
ROYAL DUTCH PETRO-NY COMMON 780257804 35,230,781.25 596,500 SOLE 11 596,500
ROYAL DUTCH PETRO-NY COMMON 780257804 868,218.75 14,700 SOLE 19 14,700
ROYAL DUTCH PETRO-NY COMMON 780257804 2,250,281.25 38,100 SOLE 20 38,100
ROYAL DUTCH PETRO-NY COMMON 780257804 224,437.50 3,800 SOLE 38 3,800
ROYAL DUTCH PETRO-NY COMMON 780257804 153,562.50 2,600 SOLE 51 2,600
ROYAL DUTCH PETRO-NY COMMON 780257804 212,625.00 3,600 SOLE 520 3,600
ROYAL DUTCH PETRO-NY COMMON 780257804 212,625.00 3,600 SOLE 530 3,600
ROYAL DUTCH PETRO-NY COMMON 780257804 23,625.00 400 SOLE 540 400
ROYAL DUTCH PETRO-NY COMMON 780257804 70,875.00 1,200 SOLE 560 1,200
ROYAL DUTCH PETRO-NY COMMON 780257804 17,718.75 300 SOLE 570 300
RSA SECURITY INC COMMON 749719100 292,187.50 11,000 SOLE 36 11,000
RSA SECURITY INC COMMON 749719100 185,937.50 7,000 SOLE 50 7,000
RUSSELL CORP COMMON 782352108 3,575,250.00 252,000 SOLE 11 252,000
RYANAIR HOLDINGS PLC ADR COMMON 783513104 96,337.50 2,100 SOLE 18 2,100
S3 INCORPORATED COMMON 784849101 1,054,187.50 101,000 SOLE 1 101,000
S3 INCORPORATED COMMON 784849101 3,110,375.00 298,000 SOLE 15 298,000
S3 INCORPORATED COMMON 784849101 201,443.75 19,300 SOLE 29 19,300
S3 INCORPORATED COMMON 784849101 247,368.75 23,700 SOLE 35 23,700
SAFECO CORPORATION COMMON 786429100 532,000.00 19,000 SOLE 3 19,000
SAFECO CORPORATION COMMON 786429100 7,000,000.00 250,000 SOLE 11 250,000
SAFECO CORPORATION COMMON 786429100 1,237,600.00 44,200 SOLE 20 44,200
SAFEGUARD SCIENTIFICS INC COMMON 786449108 2,788,000.00 41,000 SOLE 1 41,000
SAFEGUARD SCIENTIFICS INC COMMON 786449108 7,684,000.00 113,000 SOLE 15 113,000
SAFEWAY, INC. COMMON 786514208 11,418,750.00 300,000 SOLE 2 300,000
SAFEWAY, INC. COMMON 786514208 12,180,000.00 320,000 SOLE 10 320,000
SAFEWAY, INC. COMMON 786514208 72,318.75 1,900 SOLE 19 1,900
SAFEWAY, INC. COMMON 786514208 114,187.50 3,000 SOLE 32 3,000
SAFEWAY, INC. COMMON 786514208 41,868.75 1,100 SOLE 38 1,100
SAFEWAY, INC. COMMON 786514208 26,643.75 700 SOLE 51 700
SAFEWAY, INC. COMMON 786514208 494,812.50 13,000 SOLE 53 13,000
SAFEWAY, INC. COMMON 786514208 1,115,231.25 29,300 SOLE 70 29,300
SAFEWAY, INC. COMMON 786514208 121,800.00 3,200 SOLE 520 3,200
SAFEWAY, INC. COMMON 786514208 178,893.75 4,700 SOLE 530 4,700
SAFEWAY, INC. COMMON 786514208 22,837.50 600 SOLE 540 600
SAFEWAY, INC. COMMON 786514208 137,025.00 3,600 SOLE 560 3,600
SAFEWAY, INC. COMMON 786514208 30,450.00 800 SOLE 570 800
SALTON INC COMMON 795757103 105,656.25 3,500 SOLE 36 3,500
SALTON INC COMMON 795757103 75,468.75 2,500 SOLE 50 2,500
SARA LEE CORP COMMON 803111103 93,750.00 4,000 SOLE 19 4,000
SARA LEE CORP COMMON 803111103 18,750.00 800 SOLE 38 800
SARA LEE CORP COMMON 803111103 11,718.75 500 SOLE 51 500
SAWTEK INC COMMON 805468105 266,000.00 7,600 SOLE 36 7,600
SAWTEK INC COMMON 805468105 154,000.00 4,400 SOLE 50 4,400
SBC COMMUNICATIONS, INC. COMMON 78387G103 12,765,625.00 250,000 SOLE 2 250,000
SBC COMMUNICATIONS, INC. COMMON 78387G103 15,318,750.00 300,000 SOLE 10 300,000
SBC COMMUNICATIONS, INC. COMMON 78387G103 3,104,600.00 60,800 SOLE 16 60,800
SBC COMMUNICATIONS, INC. COMMON 78387G103 365,301.13 7,154 SOLE 19 7,154
SBC COMMUNICATIONS, INC. COMMON 78387G103 4,108,080.25 80,452 SOLE 20 80,452
SBC COMMUNICATIONS, INC. COMMON 78387G103 142,975.00 2,800 SOLE 32 2,800
SBC COMMUNICATIONS, INC. COMMON 78387G103 331,906.25 6,500 SOLE 34 6,500
SBC COMMUNICATIONS, INC. COMMON 78387G103 178,718.75 3,500 SOLE 38 3,500
SBC COMMUNICATIONS, INC. COMMON 78387G103 122,550.00 2,400 SOLE 51 2,400
SBC COMMUNICATIONS, INC. COMMON 78387G103 168,506.25 3,300 SOLE 520 3,300
SBC COMMUNICATIONS, INC. COMMON 78387G103 178,718.75 3,500 SOLE 530 3,500
SBC COMMUNICATIONS, INC. COMMON 78387G103 40,850.00 800 SOLE 540 800
SBC COMMUNICATIONS, INC. COMMON 78387G103 183,825.00 3,600 SOLE 560 3,600
SBC COMMUNICATIONS, INC. COMMON 78387G103 51,062.50 1,000 SOLE 570 1,000
SCHERING-PLOUGH CORP COMMON 806605101 14,832,500.00 340,000 SOLE 2 340,000
SCHERING-PLOUGH CORP COMMON 806605101 15,268,750.00 350,000 SOLE 10 350,000
SCHERING-PLOUGH CORP COMMON 806605101 2,403,737.50 55,100 SOLE 16 55,100
SCHERING-PLOUGH CORP COMMON 806605101 209,400.00 4,800 SOLE 19 4,800
SCHERING-PLOUGH CORP COMMON 806605101 122,150.00 2,800 SOLE 32 2,800
SCHERING-PLOUGH CORP COMMON 806605101 231,212.50 5,300 SOLE 34 5,300
SCHERING-PLOUGH CORP COMMON 806605101 113,425.00 2,600 SOLE 38 2,600
SCHERING-PLOUGH CORP COMMON 806605101 74,162.50 1,700 SOLE 51 1,700
SCHERING-PLOUGH CORP COMMON 806605101 571,487.50 13,100 SOLE 53 13,100
SCHERING-PLOUGH CORP COMMON 806605101 1,064,450.00 24,400 SOLE 70 24,400
SCHERING-PLOUGH CORP COMMON 806605101 139,600.00 3,200 SOLE 520 3,200
SCHERING-PLOUGH CORP COMMON 806605101 213,762.50 4,900 SOLE 530 4,900
SCHERING-PLOUGH CORP COMMON 806605101 30,537.50 700 SOLE 540 700
SCHLUMBERGER, LTD. COMMON 806857108 1,869,375.00 30,000 SOLE 3 30,000
SCHLUMBERGER, LTD. COMMON 806857108 24,925,000.00 400,000 SOLE 11 400,000
SCHLUMBERGER, LTD. COMMON 806857108 162,012.50 2,600 SOLE 19 2,600
SCHLUMBERGER, LTD. COMMON 806857108 62,312.50 1,000 SOLE 38 1,000
SCHLUMBERGER, LTD. COMMON 806857108 43,618.75 700 SOLE 51 700
SCIENTIFIC ATLANTA INC COMMON 808655104 822,737.50 16,600 SOLE 6 16,600
SCIENTIFIC ATLANTA INC COMMON 808655104 6,383,650.00 128,800 SOLE 13 128,800
SCIENTIFIC ATLANTA INC COMMON 808655104 1,209,325.00 24,400 SOLE 16 24,400
SCIENTIFIC ATLANTA INC COMMON 808655104 153,643.75 3,100 SOLE 34 3,100
SCIENTIFIC ATLANTA INC COMMON 808655104 9,912.50 200 SOLE 38 200
SCIENTIFIC ATLANTA INC COMMON 808655104 9,912.50 200 SOLE 51 200
SDL INC COMMON 784076101 190,781.25 2,500 SOLE 36 2,500
SDL INC COMMON 784076101 129,731.25 1,700 SOLE 50 1,700
SEAGATE TECHNOLOGY INC COMMON 811804103 33,893.75 1,100 SOLE 19 1,100
SEAGATE TECHNOLOGY INC COMMON 811804103 30,812.50 1,000 SOLE 38 1,000
SEAGATE TECHNOLOGY INC COMMON 811804103 21,568.75 700 SOLE 51 700
SEAGRAM COMPANY, LTD. COMMON 811850106 10,920,000.00 240,000 SOLE 10 240,000
SEAGRAM COMPANY, LTD. COMMON 811850106 63,700.00 1,400 SOLE 19 1,400
SEAGRAM COMPANY, LTD. COMMON 811850106 127,400.00 2,800 SOLE 32 2,800
SEAGRAM COMPANY, LTD. COMMON 811850106 36,400.00 800 SOLE 38 800
SEAGRAM COMPANY, LTD. COMMON 811850106 22,750.00 500 SOLE 51 500
SEALED AIR COMMON 81211K100 35,918.75 700 SOLE 19 700
SEALED AIR COMMON 81211K100 5,131.25 100 SOLE 38 100
SEALED AIR COMMON 81211K100 5,131.25 100 SOLE 51 100
SEARS ROEBUCK AND CO COMMON 812387108 59,612.50 1,900 SOLE 19 1,900
SEARS ROEBUCK AND CO COMMON 812387108 6,275.00 200 SOLE 38 200
SEARS ROEBUCK AND CO COMMON 812387108 3,137.50 100 SOLE 51 100
SELECTIVE INS GROUP COMMON 816300107 15,100.00 800 SOLE 19 800
SEMPRA ENERGY COMMON 816851109 8,325.00 400 SOLE 38 400
SEMPRA ENERGY COMMON 816851109 6,243.75 300 SOLE 51 300
SEQUENT COMPUTER SYSTEMS COMMON 817338106 720,000.00 40,000 SOLE 3 40,000
SEQUENT COMPUTER SYSTEMS COMMON 817338106 36,000.00 2,000 SOLE 38 2,000
SEQUENT COMPUTER SYSTEMS COMMON 817338106 23,400.00 1,300 SOLE 51 1,300
SERVICE CORP INTL COMMON 817565104 17,956.25 1,700 SOLE 19 1,700
SHELL TRAN & TRAD NYS-ADR COMMON 822703609 168,350.00 3,700 SOLE 19 3,700
SHIRE PARMACEUTICALS GRP COMMON 82481R106 1,872,812.50 65,000 SOLE 1 65,000
SHIRE PARMACEUTICALS GRP COMMON 82481R106 4,869,312.50 169,000 SOLE 15 169,000
SHURGARD STORAGE CENTERS COMMON 82567D104 69,300.00 2,800 SOLE 1 2,800
SILICON GRAPHICS INC. COMMON 827056102 656,250.00 60,000 SOLE 3 60,000
SILICON GRAPHICS INC. COMMON 827056102 207,812.50 19,000 SOLE 29 19,000
SILICON GRAPHICS INC. COMMON 827056102 240,625.00 22,000 SOLE 35 22,000
SILICON GRAPHICS INC. COMMON 827056102 13,125.00 1,200 SOLE 38 1,200
SILICON GRAPHICS INC. COMMON 827056102 8,750.00 800 SOLE 51 800
SIMON PROPERTY COMMON 828806109 373,592.70 16,650 SOLE 1 16,650
SIMON PROPERTY GROUP INC. COMMON 828806109 269,250.00 12,000 SOLE 3 12,000
SIMON PROPERTY GROUP INC. COMMON 828806109 3,091,887.50 137,800 SOLE 11 137,800
SIMON PROPERTY GROUP INC. COMMON 828806109 1,360,520.25 60,636 SOLE 20 60,636
SK TELECOM CO., LTD. COMMON 78440P108 19,593.75 1,900 SOLE 39 1,900
SK TELECOM CO., LTD. COMMON 78440P108 16,500.00 1,600 SOLE 52 1,600
SL GREEN REALTY CORP COMMON 78440X101 48,175.00 2,350 SOLE 1 2,350
SLM HOLDING CORP COMMON 78442A109 8,600.00 200 SOLE 38 200
SLM HOLDING CORP COMMON 78442A109 4,300.00 100 SOLE 51 100
SMITH CHARLES E RES REALTY COMMON 832197107 61,538.40 1,800 SOLE 1 1,800
SMITH INTERNATIONAL COMMON 832110100 534,600.00 13,200 SOLE 16 13,200
SMITH INTERNATIONAL COMMON 832110100 52,650.00 1,300 SOLE 34 1,300
SMITHKLINE BEECHAM-PLCADR COMMON 832378301 7,203,125.00 125,000 SOLE 2 125,000
SMITHKLINE BEECHAM-PLCADR COMMON 832378301 7,779,375.00 135,000 SOLE 10 135,000
SNAP-ON TOOL COMMON 833034101 828,750.00 25,500 SOLE 16 25,500
SODEXHO MARRIOTT SERVICES COMMON 833793102 1,275.00 75 SOLE 19 75
SOLECTRON CORPORATION COMMON 834182107 35,906.25 500 SOLE 38 500
SOLECTRON CORPORATION COMMON 834182107 28,725.00 400 SOLE 51 400
SOLUTIA, INCORPORATED COMMON 834376105 22,880.00 1,280 SOLE 19 1,280
SOLUTIA, INCORPORATED COMMON 834376105 550,550.00 30,800 SOLE 29 30,800
SOLUTIA, INCORPORATED COMMON 834376105 575,575.00 32,200 SOLE 35 32,200
SONAT INC COMMON 835415100 635,000.00 16,000 SOLE 3 16,000
SONAT INC COMMON 835415100 7,937,500.00 200,000 SOLE 11 200,000
SONAT INC COMMON 835415100 31,750.00 800 SOLE 19 800
SONAT INC COMMON 835415100 7,937.50 200 SOLE 38 200
SONAT INC COMMON 835415100 7,937.50 200 SOLE 51 200
SONIC CORP COMMON 835451105 608,750.00 20,000 SOLE 29 20,000
SONIC CORP COMMON 835451105 730,500.00 24,000 SOLE 35 24,000
SOUTHERN CO COMMON 842587107 10,300,000.00 400,000 SOLE 11 400,000
SOUTHERN CO COMMON 842587107 74,675.00 2,900 SOLE 19 2,900
SOUTHERN CO COMMON 842587107 1,475,475.00 57,300 SOLE 20 57,300
SOUTHERN CO COMMON 842587107 66,950.00 2,600 SOLE 38 2,600
SOUTHERN CO COMMON 842587107 46,350.00 1,800 SOLE 51 1,800
SOUTHTRUST CORP COMMON 844730101 10,762.50 300 SOLE 38 300
SOUTHTRUST CORP COMMON 844730101 7,175.00 200 SOLE 51 200
SOUTHWEST AIRLINES CO COMMON 844741108 1,518,750.00 100,000 SOLE 2 100,000
SOUTHWEST AIRLINES CO COMMON 844741108 836,831.25 55,100 SOLE 16 55,100
SOUTHWEST AIRLINES CO COMMON 844741108 41,006.25 2,700 SOLE 19 2,700
SOUTHWEST AIRLINES CO COMMON 844741108 89,606.25 5,900 SOLE 34 5,900
SOUTHWEST AIRLINES CO COMMON 844741108 8,353.13 550 SOLE 38 550
SOUTHWEST AIRLINES CO COMMON 844741108 6,075.00 400 SOLE 51 400
SPIEKER PROPERTIES COMMON 848497103 218,534.40 6,300 SOLE 1 6,300
SPRINGS INDUSTRIES COMMON 851783100 10,181.25 300 SOLE 19 300
SPRINT CORP. (FON GROUP) COMMON 852061100 18,445,000.00 340,000 SOLE 2 340,000
SPRINT CORP. (FON GROUP) COMMON 852061100 18,987,500.00 350,000 SOLE 10 350,000
SPRINT CORP. (FON GROUP) COMMON 852061100 1,681,750.00 31,000 SOLE 16 31,000
SPRINT CORP. (FON GROUP) COMMON 852061100 184,450.00 3,400 SOLE 19 3,400
SPRINT CORP. (FON GROUP) COMMON 852061100 450,275.00 8,300 SOLE 20 8,300
SPRINT CORP. (FON GROUP) COMMON 852061100 92,225.00 1,700 SOLE 32 1,700
SPRINT CORP. (FON GROUP) COMMON 852061100 119,350.00 2,200 SOLE 34 2,200
SPRINT CORP. (FON GROUP) COMMON 852061100 86,800.00 1,600 SOLE 38 1,600
SPRINT CORP. (FON GROUP) COMMON 852061100 59,675.00 1,100 SOLE 51 1,100
SPRINT CORP. (FON GROUP) COMMON 852061100 271,250.00 5,000 SOLE 520 5,000
SPRINT CORP. (FON GROUP) COMMON 852061100 276,675.00 5,100 SOLE 530 5,100
SPRINT CORP. (FON GROUP) COMMON 852061100 32,550.00 600 SOLE 540 600
SPRINT CORP. (FON GROUP) COMMON 852061100 135,625.00 2,500 SOLE 560 2,500
SPRINT CORP. (FON GROUP) COMMON 852061100 43,400.00 800 SOLE 570 800
SPRINT CORP. (PCS GROUP) COMMON 852061506 11,184,375.00 150,000 SOLE 2 150,000
SPRINT CORP. (PCS GROUP) COMMON 852061506 13,794,062.50 185,000 SOLE 10 185,000
SPRINT CORP. (PCS GROUP) COMMON 852061506 1,688,840.63 22,650 SOLE 16 22,650
SPRINT CORP. (PCS GROUP) COMMON 852061506 130,484.38 1,750 SOLE 19 1,750
SPRINT CORP. (PCS GROUP) COMMON 852061506 182,678.13 2,450 SOLE 34 2,450
SPRINT CORP. (PCS GROUP) COMMON 852061506 67,106.25 900 SOLE 38 900
SPRINT CORP. (PCS GROUP) COMMON 852061506 44,737.50 600 SOLE 51 600
SPRINT CORP. (PCS GROUP) COMMON 852061506 93,203.13 1,250 SOLE 520 1,250
SPRINT CORP. (PCS GROUP) COMMON 852061506 11,184.38 150 SOLE 540 150
ST. JUDE MEDICAL INC. COMMON 790849103 825,300.00 26,200 SOLE 3 26,200
ST. JUDE MEDICAL INC. COMMON 790849103 11,025,000.00 350,000 SOLE 11 350,000
ST. JUDE MEDICAL INC. COMMON 790849103 9,450.00 300 SOLE 38 300
ST. JUDE MEDICAL INC. COMMON 790849103 6,300.00 200 SOLE 51 200
ST. PAUL COMPANIES, INC. COMMON 792860108 734,250.00 26,700 SOLE 3 26,700
ST. PAUL COMPANIES, INC. COMMON 792860108 9,443,500.00 343,400 SOLE 11 343,400
ST. PAUL COMPANIES, INC. COMMON 792860108 1,743,610.00 63,404 SOLE 20 63,404
ST. PAUL COMPANIES, INC. COMMON 792860108 11,000.00 400 SOLE 38 400
ST. PAUL COMPANIES, INC. COMMON 792860108 8,250.00 300 SOLE 51 300
STANLEY WORKS (THE) COMMON 854616109 1,040,243.75 41,300 SOLE 20 41,300
STAPLES INC COMMON 855030102 13,087,500.00 600,000 SOLE 10 600,000
STAPLES INC COMMON 855030102 35,990.63 1,650 SOLE 19 1,650
STAPLES INC COMMON 855030102 107,426.56 4,925 SOLE 32 4,925
STAPLES INC COMMON 855030102 19,631.25 900 SOLE 38 900
STAPLES INC COMMON 855030102 13,087.50 600 SOLE 51 600
STAPLES INC COMMON 855030102 181,589.06 8,325 SOLE 560 8,325
STAPLES INC COMMON 855030102 34,354.69 1,575 SOLE 570 1,575
STARBUCKS CORP COMMON 855244109 916,906.25 37,000 SOLE 16 37,000
STARWOOD HOTELS & RESORTS COMMON 85590A203 8,188.69 367 SOLE 19 367
STARWOOD HOTELS & RESORTS COMMON 85590A203 1,272,905.81 57,049 SOLE 20 57,049
STATE STREET CORP. COMMON 857477103 58,162.50 900 SOLE 19 900
STATE STREET CORP. COMMON 857477103 12,925.00 200 SOLE 38 200
STATE STREET CORP. COMMON 857477103 6,462.50 100 SOLE 51 100
STMICROELECTRONICS N.V. COMMON 861012102 873,200.00 11,800 SOLE 6 11,800
STMICROELECTRONICS N.V. COMMON 861012102 7,326,000.00 99,000 SOLE 13 99,000
STMICROELECTRONICS N.V. COMMON 861012102 62,160.00 840 SOLE 39 840
STMICROELECTRONICS N.V. COMMON 861012102 55,500.00 750 SOLE 52 750
STONE ENERGY CORP. COMMON 861642106 381,562.50 7,500 SOLE 36 7,500
STONE ENERGY CORP. COMMON 861642106 254,375.00 5,000 SOLE 50 5,000
STORAGE USA INC COMMON 861907103 78,375.00 2,850 SOLE 1 2,850
STRYKER CORP COMMON 863667101 1,124,750.00 22,000 SOLE 1 22,000
STRYKER CORP COMMON 863667101 2,965,250.00 58,000 SOLE 15 58,000
SUMMIT BANCORP COMMON 866005101 16,218.75 500 SOLE 19 500
SUMMIT BANCORP COMMON 866005101 16,218.75 500 SOLE 38 500
SUMMIT BANCORP COMMON 866005101 9,731.25 300 SOLE 51 300
SUN COMMUNITIES INC COMMON 866674104 54,553.95 1,650 SOLE 1 1,650
SUN MICROSYSTEMS INC COMMON 866810104 15,810,000.00 170,000 SOLE 2 170,000
SUN MICROSYSTEMS INC COMMON 866810104 1,422,900.00 15,300 SOLE 6 15,300
SUN MICROSYSTEMS INC COMMON 866810104 17,205,000.00 185,000 SOLE 10 185,000
SUN MICROSYSTEMS INC COMMON 866810104 10,862,400.00 116,800 SOLE 13 116,800
SUN MICROSYSTEMS INC COMMON 866810104 372,000.00 4,000 SOLE 19 4,000
SUN MICROSYSTEMS INC COMMON 866810104 148,800.00 1,600 SOLE 38 1,600
SUN MICROSYSTEMS INC COMMON 866810104 102,300.00 1,100 SOLE 51 1,100
SUN MICROSYSTEMS INC COMMON 866810104 567,300.00 6,100 SOLE 53 6,100
SUN MICROSYSTEMS INC COMMON 866810104 1,422,900.00 15,300 SOLE 70 15,300
SUN MICROSYSTEMS INC COMMON 866810104 558,000.00 6,000 SOLE 520 6,000
SUN MICROSYSTEMS INC COMMON 866810104 372,000.00 4,000 SOLE 530 4,000
SUN MICROSYSTEMS INC COMMON 866810104 55,800.00 600 SOLE 540 600
SUN MICROSYSTEMS INC COMMON 866810104 251,100.00 2,700 SOLE 560 2,700
SUN MICROSYSTEMS INC COMMON 866810104 55,800.00 600 SOLE 570 600
SUNGARD DATA SYS INC COMMON 867363103 210,500.00 8,000 SOLE 520 8,000
SUNGARD DATA SYS INC COMMON 867363103 192,081.25 7,300 SOLE 530 7,300
SUNGARD DATA SYS INC COMMON 867363103 31,575.00 1,200 SOLE 540 1,200
SUNGARD DATA SYS INC COMMON 867363103 178,925.00 6,800 SOLE 560 6,800
SUNGARD DATA SYS INC COMMON 867363103 34,206.25 1,300 SOLE 570 1,300
SUNRISE MEDICAL, INC. COMMON 867910101 600,000.00 100,000 SOLE 1 100,000
SUNRISE MEDICAL, INC. COMMON 867910101 1,320,000.00 220,000 SOLE 15 220,000
SUNRISE MEDICAL, INC. COMMON 867910101 330,000.00 55,000 SOLE 29 55,000
SUNRISE MEDICAL, INC. COMMON 867910101 420,000.00 70,000 SOLE 35 70,000
SUNTRUST BANKS, INC. COMMON 867914103 59,175.00 900 SOLE 19 900
SUNTRUST BANKS, INC. COMMON 867914103 32,875.00 500 SOLE 38 500
SUNTRUST BANKS, INC. COMMON 867914103 19,725.00 300 SOLE 51 300
SUPERVALU INC COMMON 868536103 392,625.00 18,000 SOLE 3 18,000
SUPERVALU INC COMMON 868536103 5,453,125.00 250,000 SOLE 11 250,000
SUPERVALU INC COMMON 868536103 17,450.00 800 SOLE 38 800
SUPERVALU INC COMMON 868536103 13,087.50 600 SOLE 51 600
SYNOPSYS INC COMMON 871607107 190,931.25 3,400 SOLE 6 3,400
SYNOPSYS INC COMMON 871607107 1,566,759.38 27,900 SOLE 13 27,900
SYNOVUS FINANCIAL CORP COMMON 87161C105 1,868.75 100 SOLE 38 100
SYSCO CORP COMMON 871829107 35,062.50 1,000 SOLE 19 1,000
SYSCO CORP COMMON 871829107 10,518.75 300 SOLE 38 300
SYSCO CORP COMMON 871829107 7,012.50 200 SOLE 51 200
TAKE-TWO INTERACTIVE COMMON 874054109 553,125.00 50,000 SOLE 1 50,000
TAKE-TWO INTERACTIVE COMMON 874054109 1,659,375.00 150,000 SOLE 15 150,000
TALBOTS, INC. COMMON 874161102 1,056,031.25 23,500 SOLE 16 23,500
TALBOTS, INC. COMMON 874161102 449,375.00 10,000 SOLE 29 10,000
TALBOTS, INC. COMMON 874161102 134,812.50 3,000 SOLE 34 3,000
TALBOTS, INC. COMMON 874161102 494,312.50 11,000 SOLE 35 11,000
TANDY CORP. COMMON 875382103 62,025.00 1,200 SOLE 19 1,200
TANDY CORP. COMMON 875382103 10,337.50 200 SOLE 38 200
TANDY CORP. COMMON 875382103 5,168.75 100 SOLE 51 100
TAUBMAN CENTERS COMMON 876664103 62,100.00 5,400 SOLE 1 5,400
TECH SOLUTIONS CO COMMON 87872T108 155,375.00 11,000 SOLE 36 11,000
TECH SOLUTIONS CO COMMON 87872T108 113,000.00 8,000 SOLE 50 8,000
TECO ENERGY, INC. COMMON 872375100 673,887.50 31,900 SOLE 20 31,900
TELEBRAS -SPON ADR COMMON 879287100 21.88 700 SOLE 19 700
TELECOM NEW ZEALAND - ADR COMMON 879278208 12,800.00 400 SOLE 19 400
TELECOMUNICACOES BRASILER COMMON 879287308 52,456.25 700 SOLE 19 700
TELECOMUNICACOES BRASILER COMMON 879287308 1,026,643.75 13,700 SOLE 20 13,700
TELEFONICA SA ADR COMMON 879382208 59,904.00 1,248 SOLE 19 1,248
TELEFONOS DE MEXICO S.A. COMMON 879403780 128,250.00 1,800 SOLE 19 1,800
TELEFONOS DE MEXICO S.A. COMMON 879403780 21,375.00 300 SOLE 39 300
TELEFONOS DE MEXICO S.A. COMMON 879403780 14,250.00 200 SOLE 52 200
TELLABS INC COMMON 879664100 3,985,625.00 70,000 SOLE 2 70,000
TELLABS INC COMMON 879664100 4,555,000.00 80,000 SOLE 10 80,000
TELLABS INC COMMON 879664100 1,719,512.50 30,200 SOLE 16 30,200
TELLABS INC COMMON 879664100 79,712.50 1,400 SOLE 19 1,400
TELLABS INC COMMON 879664100 68,325.00 1,200 SOLE 32 1,200
TELLABS INC COMMON 879664100 136,650.00 2,400 SOLE 34 2,400
TELLABS INC COMMON 879664100 39,856.25 700 SOLE 38 700
TELLABS INC COMMON 879664100 28,468.75 500 SOLE 51 500
TELLABS INC COMMON 879664100 79,712.50 1,400 SOLE 500 1,400
TEMPLE-INLAND INC COMMON 879868107 205,700.00 3,400 SOLE 18 3,400
TEMPLE-INLAND INC COMMON 879868107 24,200.00 400 SOLE 38 400
TEMPLE-INLAND INC COMMON 879868107 18,150.00 300 SOLE 51 300
TENET HEALTHCARE CORP COMMON 88033G100 702,500.00 40,000 SOLE 3 40,000
TENET HEALTHCARE CORP COMMON 88033G100 28,100.00 1,600 SOLE 19 1,600
TENET HEALTHCARE CORP COMMON 88033G100 491,750.00 28,000 SOLE 29 28,000
TENET HEALTHCARE CORP COMMON 88033G100 474,187.50 27,000 SOLE 35 27,000
TENET HEALTHCARE CORP COMMON 88033G100 10,537.50 600 SOLE 38 600
TENET HEALTHCARE CORP COMMON 88033G100 7,025.00 400 SOLE 51 400
TENNECO INC COMMON 88037E101 8,500,000.00 500,000 SOLE 11 500,000
TENNECO INC COMMON 88037E101 5,100.00 300 SOLE 38 300
TENNECO INC COMMON 88037E101 3,400.00 200 SOLE 51 200
TESORO PETROLEUM CORP COMMON 881609101 1,414,050.00 85,700 SOLE 1 85,700
TESORO PETROLEUM CORP COMMON 881609101 3,549,150.00 215,100 SOLE 15 215,100
TESORO PETROLEUM CORP COMMON 881609101 752,400.00 45,600 SOLE 29 45,600
TESORO PETROLEUM CORP COMMON 881609101 942,150.00 57,100 SOLE 35 57,100
TEVA PHARMACEUTICAL COMMON 881624209 2,767,187.50 55,000 SOLE 1 55,000
TEVA PHARMACEUTICAL COMMON 881624209 805,000.00 16,000 SOLE 3 16,000
TEVA PHARMACEUTICAL COMMON 881624209 10,062,500.00 200,000 SOLE 11 200,000
TEVA PHARMACEUTICAL COMMON 881624209 7,295,312.50 145,000 SOLE 15 145,000
TEVA PHARMACEUTICAL COMMON 881624209 694,312.50 13,800 SOLE 29 13,800
TEVA PHARMACEUTICAL COMMON 881624209 895,562.50 17,800 SOLE 35 17,800
TEXACO, INC. COMMON 881694103 1,256,187.50 19,900 SOLE 3 19,900
TEXACO, INC. COMMON 881694103 16,355,687.50 259,100 SOLE 11 259,100
TEXACO, INC. COMMON 881694103 126,250.00 2,000 SOLE 19 2,000
TEXACO, INC. COMMON 881694103 2,752,250.00 43,600 SOLE 20 43,600
TEXACO, INC. COMMON 881694103 50,500.00 800 SOLE 38 800
TEXACO, INC. COMMON 881694103 31,562.50 500 SOLE 51 500
TEXACO, INC. COMMON 881694103 214,625.00 3,400 SOLE 520 3,400
TEXACO, INC. COMMON 881694103 151,500.00 2,400 SOLE 530 2,400
TEXACO, INC. COMMON 881694103 25,250.00 400 SOLE 540 400
TEXACO, INC. COMMON 881694103 126,250.00 2,000 SOLE 560 2,000
TEXACO, INC. COMMON 881694103 18,937.50 300 SOLE 570 300
TEXAS INSTRUMENTS, INC. COMMON 882508104 4,112,500.00 50,000 SOLE 2 50,000
TEXAS INSTRUMENTS, INC. COMMON 882508104 5,346,250.00 65,000 SOLE 10 65,000
TEXAS INSTRUMENTS, INC. COMMON 882508104 970,550.00 11,800 SOLE 16 11,800
TEXAS INSTRUMENTS, INC. COMMON 882508104 197,400.00 2,400 SOLE 18 2,400
TEXAS INSTRUMENTS, INC. COMMON 882508104 312,550.00 3,800 SOLE 19 3,800
TEXAS INSTRUMENTS, INC. COMMON 882508104 98,700.00 1,200 SOLE 34 1,200
TEXAS INSTRUMENTS, INC. COMMON 882508104 90,475.00 1,100 SOLE 38 1,100
TEXAS INSTRUMENTS, INC. COMMON 882508104 65,800.00 800 SOLE 51 800
TEXAS UTILITIES COMMON 882848104 1,044,750.00 28,000 SOLE 3 28,000
TEXAS UTILITIES COMMON 882848104 13,992,187.50 375,000 SOLE 11 375,000
TEXAS UTILITIES COMMON 882848104 67,162.50 1,800 SOLE 19 1,800
TEXAS UTILITIES COMMON 882848104 33,581.25 900 SOLE 38 900
TEXAS UTILITIES COMMON 882848104 22,387.50 600 SOLE 51 600
TEXTRON INC COMMON 883203101 8,124,375.00 105,000 SOLE 2 105,000
TEXTRON INC COMMON 883203101 12,766,875.00 165,000 SOLE 10 165,000
TEXTRON INC COMMON 883203101 69,637.50 900 SOLE 19 900
TEXTRON INC COMMON 883203101 38,687.50 500 SOLE 38 500
TEXTRON INC COMMON 883203101 23,212.50 300 SOLE 51 300
THE LIMITED, INC. COMMON 532716107 7,344.00 192 SOLE 38 192
THE LIMITED, INC. COMMON 532716107 7,497.00 196 SOLE 51 196
THERMO ELECTRON COMMON 883556102 28,218.75 2,100 SOLE 19 2,100
THOMAS & BETTS CORP COMMON 884315102 2,279,700.00 44,700 SOLE 16 44,700
THOMAS & BETTS CORP COMMON 884315102 260,100.00 5,100 SOLE 34 5,100
TIER TECHNOLOGIES INC-CL COMMON 88650Q100 666,875.00 97,000 SOLE 29 97,000
TIER TECHNOLOGIES INC-CL COMMON 88650Q100 756,250.00 110,000 SOLE 35 110,000
TIME WARNER INC COMMON 887315109 9,720,000.00 160,000 SOLE 2 160,000
TIME WARNER INC COMMON 887315109 9,720,000.00 160,000 SOLE 10 160,000
TIME WARNER INC COMMON 887315109 1,737,450.00 28,600 SOLE 16 28,600
TIME WARNER INC COMMON 887315109 255,150.00 4,200 SOLE 19 4,200
TIME WARNER INC COMMON 887315109 206,550.00 3,400 SOLE 34 3,400
TIME WARNER INC COMMON 887315109 170,100.00 2,800 SOLE 38 2,800
TIME WARNER INC COMMON 887315109 115,425.00 1,900 SOLE 51 1,900
TIME WARNER INC COMMON 887315109 595,350.00 9,800 SOLE 53 9,800
TIME WARNER INC COMMON 887315109 1,208,925.00 19,900 SOLE 70 19,900
TIME WARNER INC COMMON 887315109 182,250.00 3,000 SOLE 520 3,000
TIME WARNER INC COMMON 887315109 230,850.00 3,800 SOLE 530 3,800
TIME WARNER INC COMMON 887315109 24,300.00 400 SOLE 540 400
TIME WARNER INC COMMON 887315109 157,950.00 2,600 SOLE 560 2,600
TIME WARNER INC COMMON 887315109 36,450.00 600 SOLE 570 600
TIMKEN CO COMMON 887389104 8,062.50 500 SOLE 38 500
TIMKEN CO COMMON 887389104 4,837.50 300 SOLE 51 300
TJX COMPANIES, INC. COMMON 872540109 12,347,500.00 440,000 SOLE 2 440,000
TJX COMPANIES, INC. COMMON 872540109 15,153,750.00 540,000 SOLE 10 540,000
TJX COMPANIES, INC. COMMON 872540109 1,543,437.50 55,000 SOLE 16 55,000
TJX COMPANIES, INC. COMMON 872540109 39,287.50 1,400 SOLE 19 1,400
TJX COMPANIES, INC. COMMON 872540109 145,925.00 5,200 SOLE 34 5,200
TJX COMPANIES, INC. COMMON 872540109 8,418.75 300 SOLE 38 300
TJX COMPANIES, INC. COMMON 872540109 5,612.50 200 SOLE 51 200
TJX COMPANIES, INC. COMMON 872540109 235,725.00 8,400 SOLE 520 8,400
TJX COMPANIES, INC. COMMON 872540109 213,275.00 7,600 SOLE 530 7,600
TJX COMPANIES, INC. COMMON 872540109 28,062.50 1,000 SOLE 540 1,000
TJX COMPANIES, INC. COMMON 872540109 112,250.00 4,000 SOLE 560 4,000
TJX COMPANIES, INC. COMMON 872540109 28,062.50 1,000 SOLE 570 1,000
TOMKINS PLC -ADR COMMON 890030208 4,216.00 248 SOLE 19 248
TORCHMARK CORPORATION COMMON 891027104 31,050.00 1,200 SOLE 19 1,200
TOSCO CORPORATION COMMON 891490302 12,625.00 500 SOLE 38 500
TOSCO CORPORATION COMMON 891490302 7,575.00 300 SOLE 51 300
TOTAL FINA S.A. - ADR COMMON 89151E109 63,437.50 1,000 SOLE 19 1,000
TOYS 'R' US, INC. COMMON 892335100 300,000.00 20,000 SOLE 3 20,000
TOYS 'R' US, INC. COMMON 892335100 3,750,000.00 250,000 SOLE 11 250,000
TOYS 'R' US, INC. COMMON 892335100 31,500.00 2,100 SOLE 19 2,100
TOYS 'R' US, INC. COMMON 892335100 1,240,500.00 82,700 SOLE 20 82,700
TOYS 'R' US, INC. COMMON 892335100 7,500.00 500 SOLE 38 500
TOYS 'R' US, INC. COMMON 892335100 4,500.00 300 SOLE 51 300
TRANSKARYOTIC THERAPIES COMMON 893735100 231,187.50 4,500 SOLE 36 4,500
TRANSKARYOTIC THERAPIES COMMON 893735100 215,775.00 4,200 SOLE 50 4,200
TRANSMONTAIGNE INC COMMON 893934109 352,500.00 23,500 SOLE 29 23,500
TRANSMONTAIGNE INC COMMON 893934109 397,500.00 26,500 SOLE 35 26,500
TRANSWITCH CORP COMMON 894065101 381,900.00 6,700 SOLE 36 6,700
TRANSWITCH CORP COMMON 894065101 245,100.00 4,300 SOLE 50 4,300
TRIAD HOSPITALS INC COMMON 89579K109 1,589.63 157 SOLE 19 157
TRIBUNE COMPANY COMMON 896047107 10,945,000.00 220,000 SOLE 2 220,000
TRIBUNE COMPANY COMMON 896047107 12,437,500.00 250,000 SOLE 10 250,000
TRIBUNE COMPANY COMMON 896047107 109,450.00 2,200 SOLE 19 2,200
TRIBUNE COMPANY COMMON 896047107 131,837.50 2,650 SOLE 32 2,650
TRIBUNE COMPANY COMMON 896047107 9,950.00 200 SOLE 38 200
TRIBUNE COMPANY COMMON 896047107 9,950.00 200 SOLE 51 200
TRIBUNE COMPANY COMMON 896047107 169,150.00 3,400 SOLE 520 3,400
TRIBUNE COMPANY COMMON 896047107 29,850.00 600 SOLE 540 600
TRICON GLOBAL RESTAURANTS COMMON 895953107 46,668.75 1,140 SOLE 19 1,140
TRICON GLOBAL RESTAURANTS COMMON 895953107 12,281.25 300 SOLE 38 300
TRICON GLOBAL RESTAURANTS COMMON 895953107 8,187.50 200 SOLE 51 200
TRIMERIS, INC. COMMON 896263100 180,225.00 10,800 SOLE 1 10,800
TRIMERIS, INC. COMMON 896263100 487,275.00 29,200 SOLE 15 29,200
TRINET CORP REALTY TRUST COMMON 896287109 57,151.20 2,400 SOLE 1 2,400
TRUE NORTH COMM., INC. COMMON 897844106 1,273,125.00 35,000 SOLE 1 35,000
TRUE NORTH COMM., INC. COMMON 897844106 4,365,000.00 120,000 SOLE 15 120,000
TRUE NORTH COMM., INC. COMMON 897844106 374,662.50 10,300 SOLE 29 10,300
TRUE NORTH COMM., INC. COMMON 897844106 476,512.50 13,100 SOLE 35 13,100
TRW, INC. COMMON 872649108 398,000.00 8,000 SOLE 3 8,000
TRW, INC. COMMON 872649108 4,975,000.00 100,000 SOLE 11 100,000
TRW, INC. COMMON 872649108 54,725.00 1,100 SOLE 19 1,100
TRW, INC. COMMON 872649108 990,025.00 19,900 SOLE 20 19,900
TRW, INC. COMMON 872649108 19,900.00 400 SOLE 38 400
TRW, INC. COMMON 872649108 14,925.00 300 SOLE 51 300
TUPPERWARE CORPORATION COMMON 899896104 520,425.00 25,700 SOLE 20 25,700
TUPPERWARE CORPORATION COMMON 899896104 8,100.00 400 SOLE 38 400
TUPPERWARE CORPORATION COMMON 899896104 6,075.00 300 SOLE 51 300
TWEETER HOME ENTERTAINMT COMMON 901167106 112,125.00 3,000 SOLE 36 3,000
TWEETER HOME ENTERTAINMT COMMON 901167106 130,812.50 3,500 SOLE 50 3,500
TYCO INTERNATIONAL LTD COMMON 902124106 18,585,000.00 180,000 SOLE 2 180,000
TYCO INTERNATIONAL LTD COMMON 902124106 23,747,500.00 230,000 SOLE 10 230,000
TYCO INTERNATIONAL LTD COMMON 902124106 289,100.00 2,800 SOLE 19 2,800
TYCO INTERNATIONAL LTD COMMON 902124106 149,712.50 1,450 SOLE 32 1,450
TYCO INTERNATIONAL LTD COMMON 902124106 149,712.50 1,450 SOLE 38 1,450
TYCO INTERNATIONAL LTD COMMON 902124106 41,300.00 400 SOLE 39 400
TYCO INTERNATIONAL LTD COMMON 902124106 103,250.00 1,000 SOLE 51 1,000
TYCO INTERNATIONAL LTD COMMON 902124106 30,975.00 300 SOLE 52 300
TYCO INTERNATIONAL LTD COMMON 902124106 588,525.00 5,700 SOLE 53 5,700
TYCO INTERNATIONAL LTD COMMON 902124106 1,208,025.00 11,700 SOLE 70 11,700
TYCO INTERNATIONAL LTD COMMON 902124106 340,725.00 3,300 SOLE 520 3,300
TYCO INTERNATIONAL LTD COMMON 902124106 382,025.00 3,700 SOLE 530 3,700
TYCO INTERNATIONAL LTD COMMON 902124106 51,720.61 501 SOLE 540 501
TYCO INTERNATIONAL LTD COMMON 902124106 258,125.00 2,500 SOLE 560 2,500
TYCO INTERNATIONAL LTD COMMON 902124106 61,950.00 600 SOLE 570 600
TYSON FOODS INC, CL.A COMMON 902494103 570,381.25 34,700 SOLE 3 34,700
TYSON FOODS INC, CL.A COMMON 902494103 7,296,606.25 443,900 SOLE 11 443,900
U S WEST, INC. COMMON 91273H101 139,746.06 2,449 SOLE 19 2,449
U S WEST, INC. COMMON 91273H101 2,139,843.75 37,500 SOLE 20 37,500
U S WEST, INC. COMMON 91273H101 62,768.75 1,100 SOLE 38 1,100
U S WEST, INC. COMMON 91273H101 45,650.00 800 SOLE 51 800
U.S. BANCORP COMMON 902973106 70,367.06 2,331 SOLE 19 2,331
U.S. BANCORP COMMON 902973106 75,468.75 2,500 SOLE 500 2,500
UNICOM CORP COMMON 904911104 269,643.75 7,300 SOLE 18 7,300
UNICOM CORP COMMON 904911104 55,406.25 1,500 SOLE 19 1,500
UNICOM CORP COMMON 904911104 1,429,481.25 38,700 SOLE 20 38,700
UNICOM CORP COMMON 904911104 44,325.00 1,200 SOLE 38 1,200
UNICOM CORP COMMON 904911104 29,550.00 800 SOLE 51 800
UNILEVER NV COMMON 904784709 257,853.13 3,785 SOLE 19 3,785
UNILEVER NV COMMON 904784709 61,312.50 900 SOLE 38 900
UNILEVER NV COMMON 904784709 40,875.00 600 SOLE 51 600
UNION CARBIDE CORP COMMON 905581104 39,768.75 700 SOLE 38 700
UNION CARBIDE CORP COMMON 905581104 22,725.00 400 SOLE 51 400
UNION PACIFIC CORPORATION COMMON 907818108 769,000.00 16,000 SOLE 3 16,000
UNION PACIFIC CORPORATION COMMON 907818108 9,612,500.00 200,000 SOLE 11 200,000
UNION PACIFIC CORPORATION COMMON 907818108 72,093.75 1,500 SOLE 19 1,500
UNION PACIFIC CORPORATION COMMON 907818108 2,254,131.25 46,900 SOLE 20 46,900
UNION PACIFIC CORPORATION COMMON 907818108 14,418.75 300 SOLE 38 300
UNION PACIFIC CORPORATION COMMON 907818108 9,612.50 200 SOLE 51 200
UNION PACIFIC RES GRP COMMON 907834105 32,735.38 2,038 SOLE 19 2,038
UNION PLANTERS CORP COMMON 908068109 36,675.00 900 SOLE 19 900
UNION PLANTERS CORP COMMON 908068109 24,450.00 600 SOLE 38 600
UNION PLANTERS CORP COMMON 908068109 16,300.00 400 SOLE 51 400
UNIONBANCAL CORPORATION COMMON 908906100 242,875.00 6,700 SOLE 18 6,700
UNISYS CORP COMMON 909214108 40,612.50 900 SOLE 38 900
UNISYS CORP COMMON 909214108 27,075.00 600 SOLE 51 600
UNITED DOMINION REALTY COMMON 910197102 115,236.40 10,300 SOLE 1 10,300
UNITED HEALTHCARE CORP COMMON 910581107 389,500.00 8,000 SOLE 3 8,000
UNITED HEALTHCARE CORP COMMON 910581107 34,081.25 700 SOLE 19 700
UNITED HEALTHCARE CORP COMMON 910581107 9,737.50 200 SOLE 38 200
UNITED HEALTHCARE CORP COMMON 910581107 4,868.75 100 SOLE 51 100
UNITED TECHNOLOGIES CORP COMMON 913017109 13,641,875.00 230,000 SOLE 2 230,000
UNITED TECHNOLOGIES CORP COMMON 913017109 15,421,250.00 260,000 SOLE 10 260,000
UNITED TECHNOLOGIES CORP COMMON 913017109 545,675.00 9,200 SOLE 18 9,200
UNITED TECHNOLOGIES CORP COMMON 913017109 106,762.50 1,800 SOLE 19 1,800
UNITED TECHNOLOGIES CORP COMMON 913017109 71,175.00 1,200 SOLE 38 1,200
UNITED TECHNOLOGIES CORP COMMON 913017109 47,450.00 800 SOLE 51 800
UNITED TECHNOLOGIES CORP COMMON 913017109 296,562.50 5,000 SOLE 520 5,000
UNITED TECHNOLOGIES CORP COMMON 913017109 237,250.00 4,000 SOLE 530 4,000
UNITED TECHNOLOGIES CORP COMMON 913017109 23,725.00 400 SOLE 540 400
UNITED TECHNOLOGIES CORP COMMON 913017109 154,212.50 2,600 SOLE 560 2,600
UNITED TECHNOLOGIES CORP COMMON 913017109 35,587.50 600 SOLE 570 600
UNITED WATER RESOURCES COMMON 913190104 13,050.00 400 SOLE 38 400
UNITED WATER RESOURCES COMMON 913190104 6,525.00 200 SOLE 51 200
UNITRODE CORP COMMON 913283107 21,000.00 500 SOLE 38 500
UNITRODE CORP COMMON 913283107 12,600.00 300 SOLE 51 300
UNIVERSAL FOODS CORP COMMON 913538104 344,062.50 15,000 SOLE 3 15,000
UNIVERSAL FOODS CORP COMMON 913538104 4,587,500.00 200,000 SOLE 11 200,000
UNOCAL CORPORATION COMMON 915289102 40,768.75 1,100 SOLE 19 1,100
UNOCAL CORPORATION COMMON 915289102 1,560,331.25 42,100 SOLE 20 42,100
UNOCAL CORPORATION COMMON 915289102 7,412.50 200 SOLE 38 200
UNOCAL CORPORATION COMMON 915289102 7,412.50 200 SOLE 51 200
UNOVA INC COMMON 91529B106 276,862.50 20,700 SOLE 29 20,700
UNOVA INC COMMON 91529B106 204,637.50 15,300 SOLE 35 15,300
UNUMPROVIDENT CORP COMMON 91529Y106 9,714,375.00 330,000 SOLE 11 330,000
UNUMPROVIDENT CORP COMMON 91529Y106 1,619,062.50 55,000 SOLE 15 55,000
UNUMPROVIDENT CORP COMMON 91529Y106 45,274.88 1,538 SOLE 19 1,538
UNUMPROVIDENT CORP COMMON 91529Y106 1,136,287.50 38,600 SOLE 20 38,600
UNUMPROVIDENT CORP COMMON 91529Y106 412,125.00 14,000 SOLE 29 14,000
UNUMPROVIDENT CORP COMMON 91529Y106 147,187.50 5,000 SOLE 35 5,000
UNUMPROVIDENT CORP COMMON 91529Y106 10,980.19 373 SOLE 38 373
UNUMPROVIDENT CORP COMMON 91529Y106 8,831.25 300 SOLE 51 300
URBAN SHOPPING CENTERS COMMON 917060105 49,512.50 1,700 SOLE 1 1,700
US INTERACTIVE INC COMMON 90334M109 40,705.31 1,845 SOLE 1 1,845
US INTERACTIVE INC COMMON 90334M109 113,401.25 5,140 SOLE 15 5,140
UST INC COMMON 902911106 724,500.00 24,000 SOLE 3 24,000
UST INC COMMON 902911106 9,056,250.00 300,000 SOLE 11 300,000
UST INC COMMON 902911106 1,992,375.00 66,000 SOLE 20 66,000
UST INC COMMON 902911106 51,318.75 1,700 SOLE 38 1,700
UST INC COMMON 902911106 36,225.00 1,200 SOLE 51 1,200
USX MARATHON GROUP COMMON 902905827 541,125.00 18,500 SOLE 3 18,500
USX MARATHON GROUP COMMON 902905827 7,312,500.00 250,000 SOLE 11 250,000
USX MARATHON GROUP COMMON 902905827 38,025.00 1,300 SOLE 19 1,300
USX MARATHON GROUP COMMON 902905827 930,150.00 31,800 SOLE 20 31,800
USX MARATHON GROUP COMMON 902905827 11,700.00 400 SOLE 38 400
USX MARATHON GROUP COMMON 902905827 8,775.00 300 SOLE 51 300
USX-US STEEL GROUP, INC. COMMON 90337T101 772,500.00 30,000 SOLE 3 30,000
USX-US STEEL GROUP, INC. COMMON 90337T101 10,300,000.00 400,000 SOLE 11 400,000
UTI ENERGY CORP COMMON 903387108 87,468.75 4,500 SOLE 36 4,500
UTI ENERGY CORP COMMON 903387108 58,312.50 3,000 SOLE 50 3,000
V.F. CORPORATION COMMON 918204108 310,000.00 10,000 SOLE 3 10,000
V.F. CORPORATION COMMON 918204108 3,100.00 100 SOLE 38 100
VALASSIS COMMUNICATIONS COMMON 918866104 1,010,562.50 23,000 SOLE 1 23,000
VALASSIS COMMUNICATIONS COMMON 918866104 2,899,875.00 66,000 SOLE 15 66,000
VARIAN INC COMMON 922206107 204,125.00 11,500 SOLE 36 11,500
VARIAN INC COMMON 922206107 159,750.00 9,000 SOLE 50 9,000
VERITAS SOFTWARE COMMON 923436109 3,493,125.00 46,000 SOLE 1 46,000
VERITAS SOFTWARE COMMON 923436109 10,631,250.00 140,000 SOLE 15 140,000
VERITY INC. COMMON 92343C106 392,231.25 5,700 SOLE 36 5,700
VERITY INC. COMMON 92343C106 289,012.50 4,200 SOLE 50 4,200
VIACOM INC -CL B COMMON 925524308 1,047,800.00 24,800 SOLE 16 24,800
VIACOM INC -CL B COMMON 925524308 118,300.00 2,800 SOLE 19 2,800
VIACOM INC -CL B COMMON 925524308 219,700.00 5,200 SOLE 34 5,200
VIACOM INC -CL B COMMON 925524308 59,150.00 1,400 SOLE 38 1,400
VIACOM INC -CL B COMMON 925524308 42,250.00 1,000 SOLE 51 1,000
VIAD CORPORATION COMMON 92552R109 13,275,000.00 450,000 SOLE 2 450,000
VIAD CORPORATION COMMON 92552R109 11,210,000.00 380,000 SOLE 10 380,000
VIAD CORPORATION COMMON 92552R109 147,500.00 5,000 SOLE 32 5,000
VIAD CORPORATION COMMON 92552R109 236,000.00 8,000 SOLE 520 8,000
VIAD CORPORATION COMMON 92552R109 29,500.00 1,000 SOLE 540 1,000
VODAFONE AIRTOUCH PLC ADR COMMON 92857T107 142,650.00 600 SOLE 19 600
VORNADO REALTY TRUST COMMON 929042109 240,500.00 7,400 SOLE 20 7,400
VORNADO REALTY TRUST COMMON 929042109 276,250.00 8,500 SOLE 1 8,500
VULCAN MATERIALS CO COMMON 929160109 7,325.00 200 SOLE 38 200
VULCAN MATERIALS CO COMMON 929160109 3,662.50 100 SOLE 51 100
W.R. GRACE & CO. COMMON 38388F108 1,606.25 100 SOLE 38 100
W.R. GRACE & CO. COMMON 38388F108 1,606.25 100 SOLE 51 100
WACHOVIA CORP COMMON 929771103 102,212.50 1,300 SOLE 34 1,300
WACHOVIA CORP COMMON 929771103 31,450.00 400 SOLE 38 400
WACHOVIA CORP COMMON 929771103 15,725.00 200 SOLE 51 200
WADDELL & REED FIN (CL B) COMMON 930059209 3,120.75 146 SOLE 19 146
WALGREEN CO COMMON 931422109 11,926,250.00 470,000 SOLE 2 470,000
WALGREEN CO COMMON 931422109 12,687,500.00 500,000 SOLE 10 500,000
WALGREEN CO COMMON 931422109 81,200.00 3,200 SOLE 19 3,200
WALGREEN CO COMMON 931422109 149,712.50 5,900 SOLE 32 5,900
WALGREEN CO COMMON 931422109 38,062.50 1,500 SOLE 38 1,500
WALGREEN CO COMMON 931422109 25,375.00 1,000 SOLE 51 1,000
WALGREEN CO COMMON 931422109 203,000.00 8,000 SOLE 520 8,000
WALGREEN CO COMMON 931422109 197,925.00 7,800 SOLE 530 7,800
WALGREEN CO COMMON 931422109 25,375.00 1,000 SOLE 540 1,000
WALGREEN CO COMMON 931422109 126,875.00 5,000 SOLE 560 5,000
WALGREEN CO COMMON 931422109 35,525.00 1,400 SOLE 570 1,400
WAL-MART STORES, INC COMMON 931142103 11,415,000.00 240,000 SOLE 2 240,000
WAL-MART STORES, INC COMMON 931142103 12,366,250.00 260,000 SOLE 10 260,000
WAL-MART STORES, INC COMMON 931142103 618,312.50 13,000 SOLE 18 13,000
WAL-MART STORES, INC COMMON 931142103 741,975.00 15,600 SOLE 19 15,600
WAL-MART STORES, INC COMMON 931142103 152,200.00 3,200 SOLE 32 3,200
WAL-MART STORES, INC COMMON 931142103 390,012.50 8,200 SOLE 38 8,200
WAL-MART STORES, INC COMMON 931142103 261,593.75 5,500 SOLE 51 5,500
WAL-MART STORES, INC COMMON 931142103 608,800.00 12,800 SOLE 53 12,800
WAL-MART STORES, INC COMMON 931142103 1,203,331.25 25,300 SOLE 70 25,300
WAL-MART STORES, INC COMMON 931142103 323,425.00 6,800 SOLE 520 6,800
WAL-MART STORES, INC COMMON 931142103 332,937.50 7,000 SOLE 530 7,000
WAL-MART STORES, INC COMMON 931142103 52,318.75 1,100 SOLE 540 1,100
WAL-MART STORES, INC COMMON 931142103 256,837.50 5,400 SOLE 560 5,400
WAL-MART STORES, INC COMMON 931142103 57,075.00 1,200 SOLE 570 1,200
WALT DISNEY COMPANY COMMON 254687106 1,164,375.00 45,000 SOLE 3 45,000
WALT DISNEY COMPANY COMMON 254687106 199,237.50 7,700 SOLE 6 7,700
WALT DISNEY COMPANY COMMON 254687106 15,525,000.00 600,000 SOLE 11 600,000
WALT DISNEY COMPANY COMMON 254687106 1,676,700.00 64,800 SOLE 13 64,800
WALT DISNEY COMPANY COMMON 254687106 1,345,500.00 52,000 SOLE 16 52,000
WALT DISNEY COMPANY COMMON 254687106 184,799.25 7,142 SOLE 19 7,142
WALT DISNEY COMPANY COMMON 254687106 2,142,450.00 82,800 SOLE 20 82,800
WALT DISNEY COMPANY COMMON 254687106 129,375.00 5,000 SOLE 34 5,000
WALT DISNEY COMPANY COMMON 254687106 75,037.50 2,900 SOLE 38 2,900
WALT DISNEY COMPANY COMMON 254687106 51,750.00 2,000 SOLE 51 2,000
WARNER-LAMBERT COMPANY COMMON 934488107 10,620,000.00 160,000 SOLE 2 160,000
WARNER-LAMBERT COMPANY COMMON 934488107 11,615,625.00 175,000 SOLE 10 175,000
WARNER-LAMBERT COMPANY COMMON 934488107 212,400.00 3,200 SOLE 19 3,200
WARNER-LAMBERT COMPANY COMMON 934488107 92,925.00 1,400 SOLE 38 1,400
WARNER-LAMBERT COMPANY COMMON 934488107 59,737.50 900 SOLE 51 900
WARNER-LAMBERT COMPANY COMMON 934488107 623,925.00 9,400 SOLE 53 9,400
WARNER-LAMBERT COMPANY COMMON 934488107 172,575.00 2,600 SOLE 520 2,600
WARNER-LAMBERT COMPANY COMMON 934488107 26,550.00 400 SOLE 540 400
WASHINGTON MUTUAL, INC. COMMON 939322103 442,260.00 15,120 SOLE 16 15,120
WASHINGTON MUTUAL, INC. COMMON 939322103 70,200.00 2,400 SOLE 19 2,400
WASHINGTON MUTUAL, INC. COMMON 939322103 49,140.00 1,680 SOLE 34 1,680
WASHINGTON MUTUAL, INC. COMMON 939322103 26,325.00 900 SOLE 38 900
WASHINGTON MUTUAL, INC. COMMON 939322103 17,550.00 600 SOLE 51 600
WASHINGTON RE INV TRUST COMMON 939653101 57,487.50 3,650 SOLE 1 3,650
WASTE MANAGEMENT, INC. COMMON 94106L109 44,506.00 2,312 SOLE 19 2,312
WASTE MANAGEMENT, INC. COMMON 94106L109 1,259,373.50 65,422 SOLE 20 65,422
WASTE MANAGEMENT, INC. COMMON 94106L109 19,250.00 1,000 SOLE 38 1,000
WASTE MANAGEMENT, INC. COMMON 94106L109 13,475.00 700 SOLE 51 700
WATSON PHARMACEUTICALS COMMON 942683103 7,946,250.00 260,000 SOLE 10 260,000
WATSON PHARMACEUTICALS COMMON 942683103 6,112.50 200 SOLE 38 200
WATSON PHARMACEUTICALS COMMON 942683103 3,056.25 100 SOLE 51 100
WATSON PHARMACEUTICALS COMMON 942683103 128,362.50 4,200 SOLE 520 4,200
WATSON PHARMACEUTICALS COMMON 942683103 113,081.25 3,700 SOLE 530 3,700
WATSON PHARMACEUTICALS COMMON 942683103 18,337.50 600 SOLE 540 600
WEINGARTEN REALTY INVST COMMON 948741103 95,306.25 2,550 SOLE 1 2,550
WELLPOINT HEALTH NETWORKS COMMON 94973H108 5,700.00 100 SOLE 38 100
WELLPOINT HEALTH NETWORKS COMMON 94973H108 5,700.00 100 SOLE 51 100
WELLS FARGO COMPANY COMMON 949746101 9,510,000.00 240,000 SOLE 2 240,000
WELLS FARGO COMPANY COMMON 949746101 9,510,000.00 240,000 SOLE 10 240,000
WELLS FARGO COMPANY COMMON 949746101 2,353,725.00 59,400 SOLE 16 59,400
WELLS FARGO COMPANY COMMON 949746101 265,487.50 6,700 SOLE 19 6,700
WELLS FARGO COMPANY COMMON 949746101 1,466,125.00 37,000 SOLE 20 37,000
WELLS FARGO COMPANY COMMON 949746101 257,562.50 6,500 SOLE 34 6,500
WELLS FARGO COMPANY COMMON 949746101 114,912.50 2,900 SOLE 38 2,900
WELLS FARGO COMPANY COMMON 949746101 79,250.00 2,000 SOLE 51 2,000
WELLS FARGO COMPANY COMMON 949746101 146,612.50 3,700 SOLE 520 3,700
WELLS FARGO COMPANY COMMON 949746101 142,650.00 3,600 SOLE 530 3,600
WELLS FARGO COMPANY COMMON 949746101 15,850.00 400 SOLE 540 400
WELLS FARGO COMPANY COMMON 949746101 59,437.50 1,500 SOLE 560 1,500
WELLS FARGO COMPANY COMMON 949746101 15,850.00 400 SOLE 570 400
WERNER ENTERPRISES INC COMMON 950755108 35,250.00 2,000 SOLE 3 2,000
WERNER ENTERPRISES INC COMMON 950755108 440,625.00 25,000 SOLE 11 25,000
WESTERN BANCORP COMMON 957683105 42,487.50 1,100 SOLE 38 1,100
WESTERN BANCORP COMMON 957683105 27,037.50 700 SOLE 51 700
WESTERN RESOURCES, INC. COMMON 959425109 564,300.00 26,400 SOLE 29 26,400
WESTERN RESOURCES, INC. COMMON 959425109 611,325.00 28,600 SOLE 35 28,600
WESTFIELD AMERICA COMMON 959910100 103,368.75 7,450 SOLE 1 7,450
WESTVACO CORP COMMON 961548104 553,500.00 21,600 SOLE 16 21,600
WESTVACO CORP COMMON 961548104 125,562.50 4,900 SOLE 34 4,900
WESTVACO CORP COMMON 961548104 5,125.00 200 SOLE 38 200
WESTVACO CORP COMMON 961548104 2,562.50 100 SOLE 51 100
WEYERHAEUSER COMPANY COMMON 962166104 224,737.50 3,900 SOLE 18 3,900
WEYERHAEUSER COMPANY COMMON 962166104 23,050.00 400 SOLE 19 400
WEYERHAEUSER COMPANY COMMON 962166104 23,050.00 400 SOLE 38 400
WEYERHAEUSER COMPANY COMMON 962166104 11,525.00 200 SOLE 51 200
WHIRLPOOL CORPORATION COMMON 963320106 783,750.00 12,000 SOLE 3 12,000
WHIRLPOOL CORPORATION COMMON 963320106 9,796,875.00 150,000 SOLE 11 150,000
WHIRLPOOL CORPORATION COMMON 963320106 1,299,718.75 19,900 SOLE 20 19,900
WHIRLPOOL CORPORATION COMMON 963320106 6,531.25 100 SOLE 38 100
WHIRLPOOL CORPORATION COMMON 963320106 6,531.25 100 SOLE 51 100
WHITMAN-HART COMMON 966834103 349,031.25 9,000 SOLE 36 9,000
WHITMAN-HART COMMON 966834103 232,687.50 6,000 SOLE 50 6,000
WILEY (JOHN) & SONS- CL A COMMON 968223206 213,350.00 13,600 SOLE 1 13,600
WILEY (JOHN) & SONS- CL A COMMON 968223206 611,812.50 39,000 SOLE 15 39,000
WILLAMETTE INDUSTRIES INC COMMON 969133107 4,312.50 100 SOLE 38 100
WILLIAMS COMPANIES INC. COMMON 969457100 11,231,250.00 300,000 SOLE 2 300,000
WILLIAMS COMPANIES INC. COMMON 969457100 11,231,250.00 300,000 SOLE 10 300,000
WILLIAMS COMPANIES INC. COMMON 969457100 104,825.00 2,800 SOLE 19 2,800
WILLIAMS COMPANIES INC. COMMON 969457100 22,462.50 600 SOLE 38 600
WILLIAMS COMPANIES INC. COMMON 969457100 14,975.00 400 SOLE 51 400
WILLIAMS COMPANIES INC. COMMON 969457100 168,468.75 4,500 SOLE 520 4,500
WILLIAMS COMPANIES INC. COMMON 969457100 18,718.75 500 SOLE 540 500
WINN-DIXIE STORES INC COMMON 974280109 742,187.50 25,000 SOLE 3 25,000
WM. WRIGLEY JR. COMPANY COMMON 982526105 27,525.00 400 SOLE 19 400
WM. WRIGLEY JR. COMPANY COMMON 982526105 6,881.25 100 SOLE 38 100
WM. WRIGLEY JR. COMPANY COMMON 982526105 6,881.25 100 SOLE 51 100
WORTHINGTON INDUSTRIES COMMON 981811102 17,000.00 1,000 SOLE 38 1,000
WORTHINGTON INDUSTRIES COMMON 981811102 11,900.00 700 SOLE 51 700
WYMAN-GORDON CO. COMMON 983085101 123,337.50 6,600 SOLE 38 6,600
WYMAN-GORDON CO. COMMON 983085101 97,175.00 5,200 SOLE 51 5,200
XEROX CORP COMMON 984121103 8,387,500.00 200,000 SOLE 2 200,000
XEROX CORP COMMON 984121103 9,226,250.00 220,000 SOLE 10 220,000
XEROX CORP COMMON 984121103 830,362.50 19,800 SOLE 16 19,800
XEROX CORP COMMON 984121103 134,200.00 3,200 SOLE 19 3,200
XEROX CORP COMMON 984121103 100,650.00 2,400 SOLE 34 2,400
XEROX CORP COMMON 984121103 46,131.25 1,100 SOLE 38 1,100
XEROX CORP COMMON 984121103 29,356.25 700 SOLE 51 700
XEROX CORP COMMON 984121103 167,750.00 4,000 SOLE 520 4,000
XEROX CORP COMMON 984121103 167,750.00 4,000 SOLE 530 4,000
XEROX CORP COMMON 984121103 25,162.50 600 SOLE 540 600
XEROX CORP COMMON 984121103 113,231.25 2,700 SOLE 560 2,700
XEROX CORP COMMON 984121103 20,968.75 500 SOLE 570 500
XILINX INC COMMON 983919101 52,425.00 800 SOLE 19 800
XILINX INC COMMON 983919101 117,956.25 1,800 SOLE 34 1,800
XL CAPITAL LTD (CL. A) COMMON G98255105 688,500.00 15,300 SOLE 20 15,300
XOMED SURGICAL PRODUCTS I COMMON 98412V107 222,300.00 3,900 SOLE 36 3,900
XOMED SURGICAL PRODUCTS I COMMON 98412V107 136,800.00 2,400 SOLE 50 2,400
YOUNG BROADCASTING INC-A COMMON 987434107 120,462.50 2,300 SOLE 36 2,300
YOUNG BROADCASTING INC-A COMMON 987434107 83,800.00 1,600 SOLE 50 1,600
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