<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: March 31, 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: 2,844
Form 13F Information Table Value Total: $4,469,533,245.89
List of Other Included Managers:
No. 13F File Number Name
01 28-2805 Security Benefit Life Insurance Company
<PAGE>
FORM 13f INFORMATION TABLE
<TABLE>
<CAPTION>
TITLE OF FAIR VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP NUMBER MARKET VALUE SHARES SHRD MGRS (A)SOLE (B)SHARED (C)NONE
- -------------- -------- ------------ ------------ ------ ---- ---- ------- --------- -------
<S> <C> <C> <C> <C> <C> <C> <C>
3COM CORP COMMON 885535104 $167,850.00 7,200 SOLE 18 7,200
3COM CORP COMMON 885535104 $23,312.50 1,000 SOLE 19 1,000
3COM CORP COMMON 885535104 $27,975.00 1,200 SOLE 32 1,200
3COM CORP COMMON 885535104 $9,325.00 400 SOLE 38 400
99 CENTS ONLY STORES COMMON 65440K106 $33,950.00 800 SOLE 36 800
99 CENTS ONLY STORES COMMON 65440K106 $16,975.00 400 SOLE 50 400
ABBOTT LABORATORIES COMMON 2824100 $220,018.75 4,700 SOLE 19 4,700
ABBOTT LABORATORIES COMMON 2824100 $730,275.00 15,600 SOLE 20 15,600
ABBOTT LABORATORIES COMMON 2824100 $56,175.00 1,200 SOLE 38 1,200
ABOVENET COMMUNICATIONS COMMON 3743101 $78,525.00 600 SOLE 36 600
ABOVENET COMMUNICATIONS COMMON 3743101 $52,350.00 400 SOLE 50 400
ACNIELSEN CORPORATION COMMON 4833109 $189,875.00 7,000 SOLE 18 7,000
ACNIELSEN CORPORATION COMMON 4833109 $32,550.00 1,200 SOLE 32 1,200
ACXIOM CORP COMMON 5125109 $1,855,000.00 70,000 SOLE 1 70,000
ACXIOM CORP COMMON 5125109 $5,830,000.00 220,000 SOLE 15 220,000
ACXIOM CORP COMMON 5125109 $209,350.00 7,900 SOLE 18 7,900
ACXIOM CORP COMMON 5125109 $31,800.00 1,200 SOLE 32 1,200
ADC TELECOMMUNICATIONS COMMON 886101 $1,087,275.00 22,800 SOLE 16 22,800
ADC TELECOMMUNICATIONS COMMON 886101 $338,581.25 7,100 SOLE 18 7,100
ADC TELECOMMUNICATIONS COMMON 886101 $38,150.00 800 SOLE 32 800
ADC TELECOMMUNICATIONS COMMON 886101 $90,606.25 1,900 SOLE 34 1,900
ADOBE SYSTEMS, INC. COMMON 00724F101 $839,900.00 14,800 SOLE 16 14,800
ADOBE SYSTEMS, INC. COMMON 00724F101 $39,725.00 700 SOLE 19 700
ADOBE SYSTEMS, INC. COMMON 00724F101 $96,475.00 1,700 SOLE 34 1,700
ADOBE SYSTEMS, INC. COMMON 00724F101 $28,375.00 500 SOLE 38 500
ADVANCED MICRO DEVICESINC COMMON 7903107 $356,500.00 23,000 SOLE 3 23,000
ADVANCED MICRO DEVICESINC COMMON 7903107 $260,400.00 16,800 SOLE 6 16,800
ADVANCED MICRO DEVICESINC COMMON 7903107 $4,650,000.00 300,000 SOLE 11 300,000
ADVANCED MICRO DEVICESINC COMMON 7903107 $2,390,100.00 154,200 SOLE 13 154,200
ADVANCED MICRO DEVICESINC COMMON 7903107 $6,200.00 400 SOLE 38 400
ADVANCED NEUROMODULATION COMMON 00757T101 $51,562.50 7,500 SOLE 36 7,500
ADVANCED NEUROMODULATION COMMON 00757T101 $30,937.50 4,500 SOLE 50 4,500
ADVANTAGE LEARNING SYS IN COMMON 00757K100 $83,868.75 2,700 SOLE 36 2,700
ADVANTAGE LEARNING SYS IN COMMON 00757K100 $55,912.50 1,800 SOLE 50 1,800
AEP INDUSTRIES INC COMMON 1031103 $200,000.00 8,000 SOLE 29 8,000
AEP INDUSTRIES INC COMMON 1031103 $255,000.00 10,200 SOLE 35 10,200
AEROQUIP-VICKERS,INC. COMMON 7869100 $140,415.63 2,450 SOLE 38 2,450
AES CORPORATION COMMON 00130H105 $22,350.00 600 SOLE 19 600
AETNA, INC. COMMON 8117103 $664,000.00 8,000 SOLE 3 8,000
AETNA, INC. COMMON 8117103 $8,300,000.00 100,000 SOLE 11 100,000
AETNA, INC. COMMON 8117103 $61,752.00 744 SOLE 19 744
AFFILIATED COMPUTER SVCS COMMON 8190100 $1,184,925.00 25,900 SOLE 16 25,900
AFFILIATED COMPUTER SVCS COMMON 8190100 $141,825.00 3,100 SOLE 34 3,100
AFLAC INC COMMON 1055102 $4,463,875.00 82,000 SOLE 1 82,000
AFLAC INC COMMON 1055102 $11,431,875.00 210,000 SOLE 15 210,000
AFLAC INC COMMON 1055102 $326,625.00 6,000 SOLE 29 6,000
AFLAC INC COMMON 1055102 $653,250.00 12,000 SOLE 35 12,000
AFLAC INC COMMON 1055102 $228,637.50 4,200 SOLE 560 4,200
AFLAC INC COMMON 1055102 $43,550.00 800 SOLE 570 800
AIR PRODS & CHEMS INC COMMON 9158106 $68,500.00 2,000 SOLE 19 2,000
AIR PRODS & CHEMS INC COMMON 9158106 $75,350.00 2,200 SOLE 34 2,200
AIR PRODS & CHEMS INC COMMON 9158106 $3,425.00 100 SOLE 38 100
AIRTOUCH COMMUNICATIONS COMMON 00949T100 $222,237.50 2,300 SOLE 19 2,300
AIRTOUCH COMMUNICATIONS COMMON 00949T100 $48,312.50 500 SOLE 38 500
AKZO NOBEL NV-ADR COMMON 10199305 $96,200.00 2,600 SOLE 19 2,600
ALBERTSONS INC COMMON 13104104 $65,175.00 1,200 SOLE 19 1,200
ALBERTSONS INC COMMON 13104104 $5,431.25 100 SOLE 38 100
ALCAN ALUMINIUM, LTD. COMMON 13716105 $2,581.25 100 SOLE 38 100
ALCOA, INC. COMMON 13817101 $90,612.50 2,200 SOLE 19 2,200
ALCOA, INC. COMMON 13817101 $20,593.75 500 SOLE 38 500
ALEXANDER & BALDWIN INC COMMON 14482103 $300,262.50 15,300 SOLE 20 15,300
ALLEGHENY ENERGY COMMON 17361106 $383,500.00 13,000 SOLE 3 13,000
ALLEGHENY ENERGY COMMON 17361106 $5,044,500.00 171,000 SOLE 11 171,000
ALLIED WASTE INDUSTRIES COMMON 19589308 $259,875.00 18,000 SOLE 3 18,000
ALLIED WASTE INDUSTRIES COMMON 19589308 $3,421,687.50 237,000 SOLE 11 237,000
ALLIED-SIGNAL INC COMMON 19512102 $15,740,000.00 320,000 SOLE 2 320,000
ALLIED-SIGNAL INC COMMON 19512102 $15,740,000.00 320,000 SOLE 10 320,000
ALLIED-SIGNAL INC COMMON 19512102 $118,050.00 2,400 SOLE 19 2,400
ALLIED-SIGNAL INC COMMON 19512102 $1,692,050.00 34,400 SOLE 20 34,400
ALLIED-SIGNAL INC COMMON 19512102 $14,756.25 300 SOLE 38 300
ALLIED-SIGNAL INC COMMON 19512102 $196,750.00 4,000 SOLE 520 4,000
ALLIED-SIGNAL INC COMMON 19512102 $9,837.50 200 SOLE 530 200
ALLIED-SIGNAL INC COMMON 19512102 $39,350.00 800 SOLE 540 800
ALLIED-SIGNAL INC COMMON 19512102 $73,781.25 1,500 SOLE 550 1,500
ALLSTATE CORP COMMON 20002101 $88,950.00 2,400 SOLE 19 2,400
ALLSTATE CORP COMMON 20002101 $22,237.50 600 SOLE 38 600
ALLSTATE CORP COMMON 20002101 $37,062.50 1,000 SOLE 510 1,000
ALLSTATE CORP COMMON 20002101 $155,662.50 4,200 SOLE 520 4,200
ALLSTATE CORP COMMON 20002101 $229,787.50 6,200 SOLE 530 6,200
ALLSTATE CORP COMMON 20002101 $14,825.00 400 SOLE 540 400
ALLSTATE CORP COMMON 20002101 $22,237.50 600 SOLE 550 600
ALLSTATE CORP COMMON 20002101 $81,537.50 2,200 SOLE 560 2,200
ALLSTATE CORP COMMON 20002101 $22,237.50 600 SOLE 570 600
ALLTEL CORP COMMON 20039103 $93,562.50 1,500 SOLE 19 1,500
ALLTEL CORP COMMON 20039103 $4,110,512.50 65,900 SOLE 20 65,900
ALLTEL CORP COMMON 20039103 $6,237.50 100 SOLE 38 100
ALPHARMA INC-CL A COMMON 20813101 $196,250.00 5,000 SOLE 36 5,000
ALPHARMA INC-CL A COMMON 20813101 $121,675.00 3,100 SOLE 50 3,100
ALTERA COMMON 21441100 $35,700.00 600 SOLE 19 600
ALZA CORP COMMON 22615108 $451,350.00 11,800 SOLE 16 11,800
ALZA CORP COMMON 22615108 $84,150.00 2,200 SOLE 34 2,200
ALZA CORP COMMON 22615108 $9,180.00 240 SOLE 38 240
AMB PROPERTY CORP COMMON 00163T109 $179,488.00 8,650 SOLE 1 8,650
AMER INT'L GROUP, INC. COMMON 26874107 $18,093,750.00 150,000 SOLE 2 150,000
AMER INT'L GROUP, INC. COMMON 26874107 $193,000.00 1,600 SOLE 6 1,600
AMER INT'L GROUP, INC. COMMON 26874107 $20,355,468.75 168,750 SOLE 10 168,750
AMER INT'L GROUP, INC. COMMON 26874107 $1,809,375.00 15,000 SOLE 13 15,000
AMER INT'L GROUP, INC. COMMON 26874107 $5,641,993.13 46,773 SOLE 16 46,773
AMER INT'L GROUP, INC. COMMON 26874107 $571,038.75 4,734 SOLE 19 4,734
AMER INT'L GROUP, INC. COMMON 26874107 $411,331.25 3,410 SOLE 34 3,410
AMER INT'L GROUP, INC. COMMON 26874107 $132,687.50 1,100 SOLE 38 1,100
AMER INT'L GROUP, INC. COMMON 26874107 $63,328.13 525 SOLE 510 525
AMER INT'L GROUP, INC. COMMON 26874107 $206,510.00 1,712 SOLE 520 1,712
AMER INT'L GROUP, INC. COMMON 26874107 $407,109.38 3,375 SOLE 530 3,375
AMER INT'L GROUP, INC. COMMON 26874107 $40,650.63 337 SOLE 540 337
AMER INT'L GROUP, INC. COMMON 26874107 $81,421.88 675 SOLE 550 675
AMER INT'L GROUP, INC. COMMON 26874107 $235,218.75 1,950 SOLE 560 1,950
AMER INT'L GROUP, INC. COMMON 26874107 $36,187.50 300 SOLE 570 300
AMERADA HESS CORP COMMON 23551104 $50,312.50 1,000 SOLE 19 1,000
AMERADA HESS CORP COMMON 23551104 $1,745,843.75 34,700 SOLE 20 34,700
AMERICA ONLINE COMMON 02364J104 $525,600.00 3,600 SOLE 19 3,600
AMERICA ONLINE COMMON 02364J104 $167,900.00 1,150 SOLE 38 1,150
AMERICA ONLINE COMMON 02364J104 $438,000.00 3,000 SOLE 70 3,000
AMERICAN EAGLE OUTFITTERS COMMON 02553D108 $93,193.75 1,300 SOLE 36 1,300
AMERICAN EAGLE OUTFITTERS COMMON 02553D108 $57,350.00 800 SOLE 50 800
AMERICAN ELECTRIC POWER COMMON 25537101 $595,312.50 15,000 SOLE 3 15,000
AMERICAN ELECTRIC POWER COMMON 25537101 $7,937,500.00 200,000 SOLE 11 200,000
AMERICAN ELECTRIC POWER COMMON 25537101 $43,656.25 1,100 SOLE 19 1,100
AMERICAN ELECTRIC POWER COMMON 25537101 $11,906.25 300 SOLE 38 300
AMERICAN EXPRESS COMPANY COMMON 25816109 $387,750.00 3,300 SOLE 6 3,300
AMERICAN EXPRESS COMPANY COMMON 25816109 $3,619,000.00 30,800 SOLE 13 30,800
AMERICAN EXPRESS COMPANY COMMON 25816109 $1,692,000.00 14,400 SOLE 16 14,400
AMERICAN EXPRESS COMPANY COMMON 25816109 $211,500.00 1,800 SOLE 19 1,800
AMERICAN EXPRESS COMPANY COMMON 25816109 $188,000.00 1,600 SOLE 34 1,600
AMERICAN EXPRESS COMPANY COMMON 25816109 $58,750.00 500 SOLE 38 500
AMERICAN GENERAL CORP COMMON 26351106 $10,575,000.00 150,000 SOLE 2 150,000
AMERICAN GENERAL CORP COMMON 26351106 $10,575,000.00 150,000 SOLE 10 150,000
AMERICAN GENERAL CORP COMMON 26351106 $1,487,550.00 21,100 SOLE 16 21,100
AMERICAN GENERAL CORP COMMON 26351106 $70,500.00 1,000 SOLE 19 1,000
AMERICAN GENERAL CORP COMMON 26351106 $2,072,700.00 29,400 SOLE 20 29,400
AMERICAN GENERAL CORP COMMON 26351106 $176,250.00 2,500 SOLE 34 2,500
AMERICAN GENERAL CORP COMMON 26351106 $7,050.00 100 SOLE 38 100
AMERICAN GENERAL CORP COMMON 26351106 $162,150.00 2,300 SOLE 520 2,300
AMERICAN GENERAL CORP COMMON 26351106 $14,100.00 200 SOLE 540 200
AMERICAN GENERAL CORP COMMON 26351106 $28,200.00 400 SOLE 550 400
AMERICAN HEALTH PROP COMMON 26494104 $83,662.50 4,600 SOLE 18 4,600
AMERICAN HEALTH PROP COMMON 26494104 $12,731.25 700 SOLE 32 700
AMERICAN HOME PRODUCTS COMMON 26609107 $16,965,000.00 260,000 SOLE 2 260,000
AMERICAN HOME PRODUCTS COMMON 26609107 $16,965,000.00 260,000 SOLE 10 260,000
AMERICAN HOME PRODUCTS COMMON 26609107 $365,400.00 5,600 SOLE 19 5,600
AMERICAN HOME PRODUCTS COMMON 26609107 $4,136,850.00 63,400 SOLE 20 63,400
AMERICAN HOME PRODUCTS COMMON 26609107 $65,250.00 1,000 SOLE 38 1,000
AMERICAN HOME PRODUCTS COMMON 26609107 $52,200.00 800 SOLE 510 800
AMERICAN HOME PRODUCTS COMMON 26609107 $202,275.00 3,100 SOLE 520 3,100
AMERICAN HOME PRODUCTS COMMON 26609107 $352,350.00 5,400 SOLE 530 5,400
AMERICAN HOME PRODUCTS COMMON 26609107 $26,100.00 400 SOLE 540 400
AMERICAN HOME PRODUCTS COMMON 26609107 $65,250.00 1,000 SOLE 550 1,000
AMERICAN MANAGEMENT SYS COMMON 27352103 $2,832,375.00 83,000 SOLE 1 83,000
AMERICAN MANAGEMENT SYS COMMON 27352103 $7,848,750.00 230,000 SOLE 15 230,000
AMERICAN MANAGEMENT SYS COMMON 27352103 $1,293,337.50 37,900 SOLE 16 37,900
AMERICAN MANAGEMENT SYS COMMON 27352103 $197,925.00 5,800 SOLE 29 5,800
AMERICAN MANAGEMENT SYS COMMON 27352103 $156,975.00 4,600 SOLE 34 4,600
AMERICAN MANAGEMENT SYS COMMON 27352103 $409,500.00 12,000 SOLE 35 12,000
AMERICAN STORES CO COMMON 30096101 $36,300.00 1,100 SOLE 19 1,100
AMERICAN STORES CO COMMON 30096101 $3,300.00 100 SOLE 38 100
AMERITECH CORPORATION COMMON 30954101 $1,788,337.50 30,900 SOLE 16 30,900
AMERITECH CORPORATION COMMON 30954101 $248,862.50 4,300 SOLE 19 4,300
AMERITECH CORPORATION COMMON 30954101 $173,625.00 3,000 SOLE 34 3,000
AMERITECH CORPORATION COMMON 30954101 $52,087.50 900 SOLE 38 900
AMES DEPT STORES INC COMMON 30789507 $129,937.50 3,500 SOLE 36 3,500
AMES DEPT STORES INC COMMON 30789507 $77,962.50 2,100 SOLE 50 2,100
AMGEN INC. COMMON 31162100 $449,250.00 6,000 SOLE 6 6,000
AMGEN INC. COMMON 31162100 $4,043,250.00 54,000 SOLE 13 54,000
AMGEN INC. COMMON 31162100 $359,400.00 4,800 SOLE 18 4,800
AMGEN INC. COMMON 31162100 $179,700.00 2,400 SOLE 19 2,400
AMGEN INC. COMMON 31162100 $59,900.00 800 SOLE 32 800
AMGEN INC. COMMON 31162100 $37,437.50 500 SOLE 38 500
AMP COMMON 31897101 $10,737.50 200 SOLE 38 200
AMR CORPORATION COMMON 1765106 $1,106,831.25 18,900 SOLE 16 18,900
AMR CORPORATION COMMON 1765106 $58,562.50 1,000 SOLE 19 1,000
AMR CORPORATION COMMON 1765106 $105,412.50 1,800 SOLE 34 1,800
AMR CORPORATION COMMON 1765106 $17,568.75 300 SOLE 38 300
AMSOUTH BANCORPORATION COMMON 32165102 $4,550.00 100 SOLE 38 100
ANADARKO PETROLEUM CORP COMMON 32511107 $2,340,500.00 62,000 SOLE 1 62,000
ANADARKO PETROLEUM CORP COMMON 32511107 $7,097,000.00 188,000 SOLE 15 188,000
ANADARKO PETROLEUM CORP COMMON 32511107 $906,000.00 24,000 SOLE 16 24,000
ANADARKO PETROLEUM CORP COMMON 32511107 $22,650.00 600 SOLE 19 600
ANADARKO PETROLEUM CORP COMMON 32511107 $490,750.00 13,000 SOLE 29 13,000
ANADARKO PETROLEUM CORP COMMON 32511107 $105,700.00 2,800 SOLE 34 2,800
ANADARKO PETROLEUM CORP COMMON 32511107 $641,750.00 17,000 SOLE 35 17,000
ANALOG DEVICES COMMON 32654105 $981,750.00 33,000 SOLE 16 33,000
ANALOG DEVICES COMMON 32654105 $19,843.25 667 SOLE 19 667
ANALOG DEVICES COMMON 32654105 $95,200.00 3,200 SOLE 34 3,200
ANDREW CORPORATION COMMON 34425108 $51,712.50 4,200 SOLE 18 4,200
ANDREW CORPORATION COMMON 34425108 $8,618.75 700 SOLE 32 700
ANDREW CORPORATION COMMON 34425108 $1,231.25 100 SOLE 38 100
ANDRX COMMON 34551101 $45,562.50 500 SOLE 36 500
ANDRX COMMON 34551101 $27,337.50 300 SOLE 50 300
ANGELICA CORPORATION COMMON 34663104 $2,524,200.00 180,300 SOLE 15 180,300
ANGELICA CORPORATION COMMON 34663104 $420,000.00 30,000 SOLE 29 30,000
ANGELICA CORPORATION COMMON 34663104 $546,000.00 39,000 SOLE 35 39,000
ANHEUSER-BUSCH CO INC COMMON 35229103 $10,285,312.50 135,000 SOLE 2 135,000
ANHEUSER-BUSCH CO INC COMMON 35229103 $11,428,125.00 150,000 SOLE 10 150,000
ANHEUSER-BUSCH CO INC COMMON 35229103 $91,425.00 1,200 SOLE 19 1,200
ANHEUSER-BUSCH CO INC COMMON 35229103 $3,154,162.50 41,400 SOLE 20 41,400
ANHEUSER-BUSCH CO INC COMMON 35229103 $30,475.00 400 SOLE 38 400
ANNTAYLOR STORES CORP COMMON 36115103 $97,212.50 2,200 SOLE 36 2,200
ANNTAYLOR STORES CORP COMMON 36115103 $61,862.50 1,400 SOLE 50 1,400
ANSWERTHINK CONSULTING COMMON 36916104 $56,000.00 2,000 SOLE 36 2,000
ANSWERTHINK CONSULTING COMMON 36916104 $33,600.00 1,200 SOLE 50 1,200
ANTEC CORP COMMON 03664P105 $189,200.00 8,800 SOLE 36 8,800
ANTEC CORP COMMON 03664P105 $109,650.00 5,100 SOLE 50 5,100
AON CORPORATION COMMON 37389103 $6,325.00 100 SOLE 38 100
APACHE CORP COMMON 37411105 $2,319,562.50 89,000 SOLE 1 89,000
APACHE CORP COMMON 37411105 $417,000.00 16,000 SOLE 3 16,000
APACHE CORP COMMON 37411105 $6,956,081.25 266,900 SOLE 11 266,900
APACHE CORP COMMON 37411105 $5,212,500.00 200,000 SOLE 15 200,000
APACHE CORP COMMON 37411105 $573,375.00 22,000 SOLE 16 22,000
APACHE CORP COMMON 37411105 $13,031.25 500 SOLE 19 500
APACHE CORP COMMON 37411105 $521,250.00 20,000 SOLE 29 20,000
APACHE CORP COMMON 37411105 $67,762.50 2,600 SOLE 34 2,600
APACHE CORP COMMON 37411105 $469,125.00 18,000 SOLE 35 18,000
APARTMENT IV & MGMT COMMON 3748R101 $159,500.00 4,400 SOLE 1 4,400
APPLE COMPUTER COMMON 37833100 $10,781.25 300 SOLE 38 300
APPLEBEES INTL INC COMMON 37899101 $116,618.75 4,700 SOLE 36 4,700
APPLEBEES INTL INC COMMON 37899101 $74,437.50 3,000 SOLE 50 3,000
APPLIED MATERIALS INC COMMON 38222105 $1,104,206.25 17,900 SOLE 16 17,900
APPLIED MATERIALS INC COMMON 38222105 $462,656.25 7,500 SOLE 18 7,500
APPLIED MATERIALS INC COMMON 38222105 $135,712.50 2,200 SOLE 19 2,200
APPLIED MATERIALS INC COMMON 38222105 $80,193.75 1,300 SOLE 32 1,300
APPLIED MATERIALS INC COMMON 38222105 $104,868.75 1,700 SOLE 34 1,700
APPLIED MATERIALS INC COMMON 38222105 $6,168.75 100 SOLE 38 100
ARCH CHEMICALS INC COMMON 03937R102 $264,650.00 15,800 SOLE 20 15,800
ARCHER DANIELS MIDLAND COMMON 39483102 $411,250.00 28,000 SOLE 3 28,000
ARCHER DANIELS MIDLAND COMMON 39483102 $5,360,937.50 365,000 SOLE 11 365,000
ARCHER DANIELS MIDLAND COMMON 39483102 $37,027.19 2,521 SOLE 19 2,521
ARCHER DANIELS MIDLAND COMMON 39483102 $381,875.00 26,000 SOLE 29 26,000
ARCHER DANIELS MIDLAND COMMON 39483102 $440,625.00 30,000 SOLE 35 30,000
ARCHER DANIELS MIDLAND COMMON 39483102 $4,406.25 300 SOLE 38 300
ARCHSTONE COMMUNITIES TR COMMON 39581103 $102,637.50 5,100 SOLE 18 5,100
ARCHSTONE COMMUNITIES TR COMMON 39581103 $16,100.00 800 SOLE 32 800
ARCHSTONE COMMUNITIES TR COMMON 39581103 $276,719.00 13,750 SOLE 1 13,750
ARDEN REALTY INC COMMON 39793104 $135,725.00 6,100 SOLE 1 6,100
ARMSTRONG COMMON 42476101 $13,556.25 300 SOLE 19 300
ARMSTRONG COMMON 42476101 $1,323,993.75 29,300 SOLE 20 29,300
ASCEND COMMUNICATIONS COMMON 43491109 $1,205,100.00 14,400 SOLE 16 14,400
ASCEND COMMUNICATIONS COMMON 43491109 $443,543.75 5,300 SOLE 18 5,300
ASCEND COMMUNICATIONS COMMON 43491109 $83,687.50 1,000 SOLE 19 1,000
ASCEND COMMUNICATIONS COMMON 43491109 $75,318.75 900 SOLE 32 900
ASCEND COMMUNICATIONS COMMON 43491109 $117,162.50 1,400 SOLE 34 1,400
ASCEND COMMUNICATIONS COMMON 43491109 $83,687.50 1,000 SOLE 38 1,000
ASHLAND INC COMMON 44204105 $8,187.50 200 SOLE 38 200
ASSOCIATES FIRST CAPITAL COMMON 46008108 $207,000.00 4,600 SOLE 6 4,600
ASSOCIATES FIRST CAPITAL COMMON 46008108 $1,921,500.00 42,700 SOLE 13 42,700
ASSOCIATES FIRST CAPITAL COMMON 46008108 $131,760.00 2,928 SOLE 19 2,928
ASSOCIATES FIRST CAPITAL COMMON 46008108 $18,000.00 400 SOLE 38 400
ASTEC INDUSTRIES INC COMMON 46224101 $30,875.00 1,000 SOLE 50 1,000
AT&T CORP COMMON 1957109 $9,976,562.50 125,000 SOLE 2 125,000
AT&T CORP COMMON 1957109 $638,500.00 8,000 SOLE 3 8,000
AT&T CORP COMMON 1957109 $534,743.75 6,700 SOLE 6 6,700
AT&T CORP COMMON 1957109 $11,971,875.00 150,000 SOLE 10 150,000
AT&T CORP COMMON 1957109 $7,981,250.00 100,000 SOLE 11 100,000
AT&T CORP COMMON 1957109 $4,924,431.25 61,700 SOLE 13 61,700
AT&T CORP COMMON 1957109 $5,539,626.00 69,408 SOLE 16 69,408
AT&T CORP COMMON 1957109 $710,853.22 8,907 SOLE 19 8,907
AT&T CORP COMMON 1957109 $901,881.25 11,300 SOLE 20 11,300
AT&T CORP COMMON 1957109 $175,587.50 2,200 SOLE 29 2,200
AT&T CORP COMMON 1957109 $491,884.44 6,163 SOLE 34 6,163
AT&T CORP COMMON 1957109 $590,612.50 7,400 SOLE 35 7,400
AT&T CORP COMMON 1957109 $141,507.56 1,773 SOLE 38 1,773
AT&T CORP COMMON 1957109 $39,906.25 500 SOLE 510 500
AT&T CORP COMMON 1957109 $303,287.50 3,800 SOLE 530 3,800
AT&T CORP COMMON 1957109 $207,512.50 2,600 SOLE 560 2,600
AT&T CORP COMMON 1957109 $39,906.25 500 SOLE 570 500
ATLANTIC RICHFIELD CO COMMON 48825103 $438,000.00 6,000 SOLE 3 6,000
ATLANTIC RICHFIELD CO COMMON 48825103 $5,475,000.00 75,000 SOLE 11 75,000
ATLANTIC RICHFIELD CO COMMON 48825103 $657,000.00 9,000 SOLE 16 9,000
ATLANTIC RICHFIELD CO COMMON 48825103 $102,200.00 1,400 SOLE 19 1,400
ATLANTIC RICHFIELD CO COMMON 48825103 $2,825,100.00 38,700 SOLE 20 38,700
ATLANTIC RICHFIELD CO COMMON 48825103 $73,000.00 1,000 SOLE 34 1,000
ATLANTIC RICHFIELD CO COMMON 48825103 $36,500.00 500 SOLE 38 500
AUTODESK INC COMMON 52769106 $404,375.00 10,000 SOLE 3 10,000
AUTODESK INC COMMON 52769106 $5,054,687.50 125,000 SOLE 11 125,000
AUTODESK INC COMMON 52769106 $545,906.25 13,500 SOLE 16 13,500
AUTOM DATA PROCESSING COMMON 53015103 $136,537.50 3,300 SOLE 19 3,300
AUTOM DATA PROCESSING COMMON 53015103 $16,550.00 400 SOLE 38 400
AUTOM DATA PROCESSING COMMON 53015103 $438,575.00 10,600 SOLE 70 10,600
AUTOZONE INC COMMON 53332102 $218,700.00 7,200 SOLE 18 7,200
AUTOZONE INC COMMON 53332102 $36,450.00 1,200 SOLE 32 1,200
AUTOZONE INC COMMON 53332102 $6,075.00 200 SOLE 38 200
AVALONBAY COMMUNITIES INC COMMON 53484101 $97,183.63 3,073 SOLE 18 3,073
AVALONBAY COMMUNITIES INC COMMON 53484101 $14,547.50 460 SOLE 32 460
AVALONBAY COMMUNITIES INC COMMON 53484101 $192,844.00 6,050 SOLE 1 6,050
AVERY DENNISON COMMON 53611109 $552,000.00 9,600 SOLE 16 9,600
AVERY DENNISON COMMON 53611109 $51,750.00 900 SOLE 34 900
AVIATION SALES COMPANY COMMON 53672101 $111,250.00 2,500 SOLE 36 2,500
AVIATION SALES COMPANY COMMON 53672101 $71,200.00 1,600 SOLE 50 1,600
AVON PRODUCTS, INC. COMMON 54303102 $89,418.75 1,900 SOLE 19 1,900
AVON PRODUCTS, INC. COMMON 54303102 $4,706.25 100 SOLE 38 100
AWARE INC/MASS COMMON 05453N100 $206,800.00 4,400 SOLE 36 4,400
AWARE INC/MASS COMMON 05453N100 $131,600.00 2,800 SOLE 50 2,800
BAKER HUGHES, INC. COMMON 57224107 $680,750.00 28,000 SOLE 3 28,000
BAKER HUGHES, INC. COMMON 57224107 $8,509,375.00 350,000 SOLE 11 350,000
BAKER HUGHES, INC. COMMON 57224107 $1,585,175.00 65,200 SOLE 20 65,200
BALTO GAS & ELEC CO COMMON 59165100 $253,750.00 10,000 SOLE 3 10,000
BALTO GAS & ELEC CO COMMON 59165100 $6,343,750.00 250,000 SOLE 11 250,000
BALTO GAS & ELEC CO COMMON 59165100 $35,525.00 1,400 SOLE 19 1,400
BALTO GAS & ELEC CO COMMON 59165100 $373,012.50 14,700 SOLE 20 14,700
BANCO BILBAO VIZ SP ADR COMMON 59458208 $132,187.50 9,000 SOLE 19 9,000
BANCO FRANCES DEL RI0 ADR COMMON 59591107 $14,288.75 805 SOLE 19 805
BANCO LATINOAMERICANO EXP COMMON P16994132 $473,200.00 18,200 SOLE 6 18,200
BANCO LATINOAMERICANO EXP COMMON P16994132 $3,328,000.00 128,000 SOLE 13 128,000
BANK OF NEW YORK CO. INC. COMMON 64057102 $14,375,000.00 400,000 SOLE 2 400,000
BANK OF NEW YORK CO. INC. COMMON 64057102 $14,375,000.00 400,000 SOLE 10 400,000
BANK OF NEW YORK CO. INC. COMMON 64057102 $1,800,468.75 50,100 SOLE 16 50,100
BANK OF NEW YORK CO. INC. COMMON 64057102 $104,218.75 2,900 SOLE 19 2,900
BANK OF NEW YORK CO. INC. COMMON 64057102 $176,093.75 4,900 SOLE 34 4,900
BANK OF NEW YORK CO. INC. COMMON 64057102 $17,968.75 500 SOLE 38 500
BANK OF NEW YORK CO. INC. COMMON 64057102 $43,125.00 1,200 SOLE 510 1,200
BANK OF NEW YORK CO. INC. COMMON 64057102 $186,875.00 5,200 SOLE 520 5,200
BANK OF NEW YORK CO. INC. COMMON 64057102 $237,187.50 6,600 SOLE 530 6,600
BANK OF NEW YORK CO. INC. COMMON 64057102 $28,750.00 800 SOLE 540 800
BANK OF NEW YORK CO. INC. COMMON 64057102 $43,125.00 1,200 SOLE 550 1,200
BANK OF NEW YORK CO. INC. COMMON 64057102 $158,125.00 4,400 SOLE 560 4,400
BANK OF NEW YORK CO. INC. COMMON 64057102 $21,562.50 600 SOLE 570 600
BANK ONE CORPORATION COMMON 06423A103 $1,486,687.50 27,000 SOLE 3 27,000
BANK ONE CORPORATION COMMON 06423A103 $19,987,687.50 363,000 SOLE 11 363,000
BANK ONE CORPORATION COMMON 06423A103 $2,636,392.50 47,880 SOLE 16 47,880
BANK ONE CORPORATION COMMON 06423A103 $231,482.75 4,204 SOLE 19 4,204
BANK ONE CORPORATION COMMON 06423A103 $1,837,270.44 33,367 SOLE 20 33,367
BANK ONE CORPORATION COMMON 06423A103 $257,141.88 4,670 SOLE 34 4,670
BANK ONE CORPORATION COMMON 06423A103 $55,062.50 1,000 SOLE 38 1,000
BANKAMERICA CORPORATION COMMON 06605F102 $10,240,625.00 145,000 SOLE 2 145,000
BANKAMERICA CORPORATION COMMON 06605F102 $1,271,250.00 18,000 SOLE 3 18,000
BANKAMERICA CORPORATION COMMON 06605F102 $11,653,125.00 165,000 SOLE 10 165,000
BANKAMERICA CORPORATION COMMON 06605F102 $17,656,250.00 250,000 SOLE 11 250,000
BANKAMERICA CORPORATION COMMON 06605F102 $1,836,250.00 26,000 SOLE 16 26,000
BANKAMERICA CORPORATION COMMON 06605F102 $477,071.88 6,755 SOLE 19 6,755
BANKAMERICA CORPORATION COMMON 06605F102 $1,419,562.50 20,100.00 SOLE 20 20,100
BANKAMERICA CORPORATION COMMON 06605F102 $176,562.50 2,500 SOLE 34 2,500
BANKAMERICA CORPORATION COMMON 06605F102 $113,000.00 1,600 SOLE 38 1,600
BANKBOSTON CORPORATION COMMON 06605R106 $939,881.25 21,700 SOLE 1 21,700
BANKBOSTON CORPORATION COMMON 06605R106 $2,784,993.75 64,300 SOLE 15 64,300
BANKBOSTON CORPORATION COMMON 06605R106 $51,975.00 1,200 SOLE 19 1,200
BANKBOSTON CORPORATION COMMON 06605R106 $1,108,800.00 25,600 SOLE 20 25,600
BANKBOSTON CORPORATION COMMON 06605R106 $186,243.75 4,300 SOLE 29 4,300
BANKBOSTON CORPORATION COMMON 06605R106 $229,556.25 5,300 SOLE 35 5,300
BANKBOSTON CORPORATION COMMON 06605R106 $4,331.25 100 SOLE 38 100
BANKERS TRUST CORP. COMMON 66365107 $79,425.00 900 SOLE 19 900
BARRICK GOLD CORP COMMON 67901108 $987,918.75 57,900 SOLE 3 57,900
BARRICK GOLD CORP COMMON 67901108 $10,237,500.00 600,000 SOLE 11 600,000
BARRICK GOLD CORP COMMON 67901108 $211,575.00 12,400 SOLE 18 12,400
BARRICK GOLD CORP COMMON 67901108 $40,950.00 2,400 SOLE 19 2,400
BARRICK GOLD CORP COMMON 67901108 $29,006.25 1,700 SOLE 32 1,700
BATTLE MOUNTAIN GOLD CO COMMON 71593107 $103,400.00 37,600 SOLE 18 37,600
BATTLE MOUNTAIN GOLD CO COMMON 71593107 $15,675.00 5,700 SOLE 32 5,700
BAUSCH & LOMB INC COMMON 71707103 $955,500.00 14,700 SOLE 20 14,700
BAXTER INTERNATIONAL COMMON 71813109 $13,200,000.00 200,000 SOLE 2 200,000
BAXTER INTERNATIONAL COMMON 71813109 $13,200,000.00 200,000 SOLE 10 200,000
BAXTER INTERNATIONAL COMMON 71813109 $250,800.00 3,800 SOLE 18 3,800
BAXTER INTERNATIONAL COMMON 71813109 $85,800.00 1,300 SOLE 19 1,300
BAXTER INTERNATIONAL COMMON 71813109 $39,600.00 600 SOLE 32 600
BAXTER INTERNATIONAL COMMON 71813109 $13,200.00 200 SOLE 38 200
BAXTER INTERNATIONAL COMMON 71813109 $33,000.00 500 SOLE 510 500
BAXTER INTERNATIONAL COMMON 71813109 $165,000.00 2,500 SOLE 520 2,500
BAXTER INTERNATIONAL COMMON 71813109 $165,000.00 2,500 SOLE 530 2,500
BAXTER INTERNATIONAL COMMON 71813109 $33,000.00 500 SOLE 540 500
BAXTER INTERNATIONAL COMMON 71813109 $46,200.00 700 SOLE 550 700
BAXTER INTERNATIONAL COMMON 71813109 $171,600.00 2,600 SOLE 560 2,600
BAXTER INTERNATIONAL COMMON 71813109 $26,400.00 400 SOLE 570 400
BB & T CORPORATION COMMON 54937107 $36,187.50 1,000 SOLE 19 1,000
BB & T CORPORATION COMMON 54937107 $3,618.75 100 SOLE 38 100
BCE INC COMMON 05534B109 $1,333,806.25 30,100 SOLE 20 30,100
BEAR STEARNS COS, INC. COMMON 73902108 $45,804.69 1,025 SOLE 19 1,025
BECTON DICKINSON & CO COMMON 75887109 $11,493,750.00 300,000 SOLE 2 300,000
BECTON DICKINSON & CO COMMON 75887109 $13,026,250.00 340,000 SOLE 10 340,000
BECTON DICKINSON & CO COMMON 75887109 $191,562.50 5,000 SOLE 18 5,000
BECTON DICKINSON & CO COMMON 75887109 $53,637.50 1,400 SOLE 19 1,400
BECTON DICKINSON & CO COMMON 75887109 $30,650.00 800 SOLE 32 800
BECTON DICKINSON & CO COMMON 75887109 $3,831.25 100 SOLE 38 100
BECTON DICKINSON & CO COMMON 75887109 $34,481.25 900 SOLE 510 900
BECTON DICKINSON & CO COMMON 75887109 $191,562.50 5,000 SOLE 520 5,000
BECTON DICKINSON & CO COMMON 75887109 $214,550.00 5,600 SOLE 530 5,600
BECTON DICKINSON & CO COMMON 75887109 $30,650.00 800 SOLE 540 800
BECTON DICKINSON & CO COMMON 75887109 $53,637.50 1,400 SOLE 550 1,400
BED BATH & BEYOND COMMON 75896100 $259,150.00 7,100 SOLE 18 7,100
BED BATH & BEYOND COMMON 75896100 $43,800.00 1,200 SOLE 32 1,200
BEDFORD PROPERTY INVESTOR COMMON 76446301 $26,325.00 1,800 SOLE 28 1,800
BEDFORD PROPERTY INVESTOR COMMON 76446301 $17,550.00 1,200 SOLE 33 1,200
BELL ATLANTIC CORP COMMON 77853109 $1,075,100.00 20,800 SOLE 3 20,800
BELL ATLANTIC CORP COMMON 77853109 $14,059,000.00 272,000 SOLE 11 272,000
BELL ATLANTIC CORP COMMON 77853109 $2,320,768.75 44,900 SOLE 16 44,900
BELL ATLANTIC CORP COMMON 77853109 $324,287.38 6,274 SOLE 19 6,274
BELL ATLANTIC CORP COMMON 77853109 $1,964,125.00 38,000 SOLE 20 38,000
BELL ATLANTIC CORP COMMON 77853109 $217,087.50 4,200 SOLE 34 4,200
BELL ATLANTIC CORP COMMON 77853109 $56,856.25 1,100 SOLE 38 1,100
BELLSOUTH CORPORATION COMMON 79860102 $1,810,825.00 45,200 SOLE 16 45,200
BELLSOUTH CORPORATION COMMON 79860102 $256,400.00 6,400 SOLE 19 6,400
BELLSOUTH CORPORATION COMMON 79860102 $600,937.50 15,000 SOLE 20 15,000
BELLSOUTH CORPORATION COMMON 79860102 $136,212.50 3,400 SOLE 34 3,400
BELLSOUTH CORPORATION COMMON 79860102 $64,100.00 1,600 SOLE 38 1,600
BEMIS COMPANY, INC. COMMON 81437105 $34,168.75 1,100 SOLE 19 1,100
BENCHMARK ELECTRONICS COMMON 08160H101 $441,000.00 14,700 SOLE 29 14,700
BENCHMARK ELECTRONICS COMMON 08160H101 $510,000.00 17,000 SOLE 35 17,000
BENETTON GROUP SPA -ADR COMMON 81795403 $74,880.00 2,080 SOLE 19 2,080
BERGEN BRUNSWIG CORP-CL A COMMON 83739102 $96,000.00 4,800 SOLE 18 4,800
BERGEN BRUNSWIG CORP-CL A COMMON 83739102 $16,000.00 800 SOLE 32 800
BERKSHIRE HATHAWAY (CL B) COMMON 84670207 $98,742.00 42 SOLE 19 42
BESTFOODS COMMON 08658U101 $11,280,000.00 240,000 SOLE 2 240,000
BESTFOODS COMMON 08658U101 $11,280,000.00 240,000 SOLE 10 240,000
BESTFOODS COMMON 08658U101 $507,600.00 10,800 SOLE 16 10,800
BESTFOODS COMMON 08658U101 $61,100.00 1,300 SOLE 19 1,300
BESTFOODS COMMON 08658U101 $56,400.00 1,200 SOLE 34 1,200
BESTFOODS COMMON 08658U101 $4,700.00 100 SOLE 38 100
BESTFOODS COMMON 08658U101 $173,900.00 3,700 SOLE 520 3,700
BESTFOODS COMMON 08658U101 $18,800.00 400 SOLE 540 400
BESTFOODS COMMON 08658U101 $37,600.00 800 SOLE 550 800
BETHLEHEM STEEL CORP COMMON 87509105 $19,800.00 2,400 SOLE 38 2,400
BIOGEN, INC. COMMON 90597105 $308,643.75 2,700 SOLE 18 2,700
BIOGEN, INC. COMMON 90597105 $34,293.75 300 SOLE 19 300
BIOGEN, INC. COMMON 90597105 $45,725.00 400 SOLE 32 400
BIOMATRIX INC COMMON 09060P102 $218,400.00 2,800 SOLE 36 2,800
BIOMATRIX INC COMMON 09060P102 $132,600.00 1,700 SOLE 50 1,700
BJ SERVICES CO COMMON 55482103 $346,875.00 14,800 SOLE 16 14,800
BJ SERVICES CO COMMON 55482103 $32,812.50 1,400 SOLE 19 1,400
BJ SERVICES CO COMMON 55482103 $468,750.00 20,000 SOLE 29 20,000
BJ SERVICES CO COMMON 55482103 $75,000.00 3,200 SOLE 34 3,200
BJ SERVICES CO COMMON 55482103 $562,500.00 24,000 SOLE 35 24,000
BJ SERVICES CO COMMON 55482103 $46,875.00 2,000 SOLE 36 2,000
BJ SERVICES CO COMMON 55482103 $28,125.00 1,200 SOLE 50 1,200
BLACK & DECKER CORP COMMON 91797100 $27,718.75 500 SOLE 19 500
BLACK & DECKER CORP COMMON 91797100 $99,787.50 1,800 SOLE 34 1,800
BLACK & DECKER CORP COMMON 91797100 $38,806.25 700 SOLE 510 700
BLACK & DECKER CORP COMMON 91797100 $182,943.75 3,300 SOLE 530 3,300
BLACK & DECKER CORP COMMON 91797100 $133,050.00 2,400 SOLE 560 2,400
BLACK & DECKER CORP COMMON 91797100 $22,175.00 400 SOLE 570 400
BMC SOFTWARE COMMON 55921100 $9,265,625.00 250,000 SOLE 2 250,000
BMC SOFTWARE COMMON 55921100 $10,377,500.00 280,000 SOLE 10 280,000
BMC SOFTWARE COMMON 55921100 $44,475.00 1,200 SOLE 19 1,200
BMC SOFTWARE COMMON 55921100 $11,211.41 303 SOLE 38 303
BMC SOFTWARE COMMON 55921100 $14,825.00 400 SOLE 510 400
BMC SOFTWARE COMMON 55921100 $144,543.75 3,900 SOLE 520 3,900
BMC SOFTWARE COMMON 55921100 $74,125.00 2,000 SOLE 530 2,000
BMC SOFTWARE COMMON 55921100 $14,825.00 400 SOLE 540 400
BMC SOFTWARE COMMON 55921100 $44,475.00 1,200 SOLE 550 1,200
BOEING COMPANY COMMON 97023105 $1,279,687.50 37,500 SOLE 3 37,500
BOEING COMPANY COMMON 97023105 $17,062,500.00 500,000 SOLE 11 500,000
BOEING COMPANY COMMON 97023105 $119,915.25 3,514 SOLE 19 3,514
BOEING COMPANY COMMON 97023105 $1,122,712.50 32,900 SOLE 20 32,900
BOEING COMPANY COMMON 97023105 $6,825.00 200 SOLE 38 200
BOISE CASCADE CORP COMMON 97383103 $645,000.00 20,000 SOLE 3 20,000
BOISE CASCADE CORP COMMON 97383103 $6,450,000.00 200,000 SOLE 11 200,000
BOSTON PROPERTIES, INC. COMMON 101121101 $194,494.00 6,150 SOLE 1 6,150
BOSTON SCIENTIFIC CORP COMMON 101137107 $15,008,125.00 370,000 SOLE 10 370,000
BOSTON SCIENTIFIC CORP COMMON 101137107 $1,070,850.00 26,400 SOLE 16 26,400
BOSTON SCIENTIFIC CORP COMMON 101137107 $219,037.50 5,400 SOLE 18 5,400
BOSTON SCIENTIFIC CORP COMMON 101137107 $113,575.00 2,800 SOLE 19 2,800
BOSTON SCIENTIFIC CORP COMMON 101137107 $32,450.00 800 SOLE 32 800
BOSTON SCIENTIFIC CORP COMMON 101137107 $105,462.50 2,600 SOLE 34 2,600
BOSTON SCIENTIFIC CORP COMMON 101137107 $20,281.25 500 SOLE 38 500
BOSTON SCIENTIFIC CORP COMMON 101137107 $40,562.50 1,000 SOLE 510 1,000
BOSTON SCIENTIFIC CORP COMMON 101137107 $202,812.50 5,000 SOLE 530 5,000
BOSTON SCIENTIFIC CORP COMMON 101137107 $186,587.50 4,600 SOLE 560 4,600
BOSTON SCIENTIFIC CORP COMMON 101137107 $32,450.00 800 SOLE 570 800
BOTTOMLINE TECHNOLOGIES COMMON 101388106 $12,762.50 200 SOLE 50 200
BOWATER INC COMMON 102183100 $6,340,000.00 160,000 SOLE 10 160,000
BP AMOCO PLC ADR COMMON 55622104 $171,593.75 1,700 SOLE 6 1,700
BP AMOCO PLC ADR COMMON 55622104 $1,564,531.25 15,500 SOLE 13 15,500
BP AMOCO PLC ADR COMMON 55622104 $2,123,725.00 21,040 SOLE 16 21,040
BP AMOCO PLC ADR COMMON 55622104 $60,562.50 600 SOLE 19 600
BP AMOCO PLC ADR COMMON 55622104 $4,838,943.75 47,940 SOLE 20 47,940
BP AMOCO PLC ADR COMMON 55622104 $203,288.13 2,014 SOLE 34 2,014
BRADLEY REAL ESTATE COMMON 104580105 $42,006.00 2,350 SOLE 1 2,350
BRADY CORPORATION CL A COMMON 104674106 $335,000.00 16,000 SOLE 35 16,000
BRANDYWINE REALTY TRUST COMMON 105368203 $58,500.00 3,600 SOLE 1 3,600
BRE PROPERTIES COMMON 5.56E+109 $93,894.00 4,150 SOLE 1 4,150
BRINKER INTERNTL INC COMMON 109641100 $38,718.75 1,500 SOLE 19 1,500
BRISTOL MYERS SQUIBB CO COMMON 110122108 $18,007,500.00 280,000 SOLE 2 280,000
BRISTOL MYERS SQUIBB CO COMMON 110122108 $19,293,750.00 300,000 SOLE 10 300,000
BRISTOL MYERS SQUIBB CO COMMON 110122108 $527,362.50 8,200 SOLE 19 8,200
BRISTOL MYERS SQUIBB CO COMMON 110122108 $109,331.25 1,700 SOLE 38 1,700
BRISTOL MYERS SQUIBB CO COMMON 110122108 $430,893.75 6,700 SOLE 70 6,700
BRISTOL MYERS SQUIBB CO COMMON 110122108 $51,450.00 800 SOLE 510 800
BRISTOL MYERS SQUIBB CO COMMON 110122108 $180,075.00 2,800 SOLE 520 2,800
BRISTOL MYERS SQUIBB CO COMMON 110122108 $308,700.00 4,800 SOLE 530 4,800
BRISTOL MYERS SQUIBB CO COMMON 110122108 $25,725.00 400 SOLE 540 400
BRISTOL MYERS SQUIBB CO COMMON 110122108 $77,175.00 1,200 SOLE 550 1,200
BRITISH TELECOM PLC - ADR COMMON 111021408 $65,675.00 400 SOLE 19 400
BROADVISION INC COMMON 111412102 $233,025.00 3,900 SOLE 36 3,900
BROADVISION INC COMMON 111412102 $143,400.00 2,400 SOLE 50 2,400
BROWN-FORMAN CORP CL B COMMON 115637209 $1,261,987.50 21,900 SOLE 20 21,900
BROWNING-FERRIS INDS. COMMON 115885105 $886,937.50 23,000 SOLE 3 23,000
BROWNING-FERRIS INDS. COMMON 115885105 $11,568,750.00 300,000 SOLE 11 300,000
BROWNING-FERRIS INDS. COMMON 115885105 $56,841.13 1,474 SOLE 19 1,474
BROWNING-FERRIS INDS. COMMON 115885105 $1,804,725.00 46,800 SOLE 20 46,800
BROWNING-FERRIS INDS. COMMON 115885105 $100,262.50 2,600 SOLE 38 2,600
BRUNSWICK CORPORATION COMMON 117043109 $32,406.25 1,700 SOLE 19 1,700
BURLINGTON NORTHERN SANTA COMMON 12189T104 $59,175.00 1,800 SOLE 19 1,800
BURLINGTON NORTHERN SANTA COMMON 12189T104 $1,140,762.50 34,700 SOLE 20 34,700
BURLINGTON NORTHERN SANTA COMMON 12189T104 $9,862.50 300 SOLE 38 300
BURLINGTON NORTHERN SANTA COMMON 2189T104 $59,175.00 1,800 SOLE 3 1,800
BURLINGTON RESOURCES INC COMMON 122014103 $1,597,500.00 40,000 SOLE 1 40,000
BURLINGTON RESOURCES INC COMMON 122014103 $758,812.50 19,000 SOLE 3 19,000
BURLINGTON RESOURCES INC COMMON 122014103 $9,784,687.50 245,000 SOLE 11 245,000
BURLINGTON RESOURCES INC COMMON 122014103 $5,591,250.00 140,000 SOLE 15 140,000
BURLINGTON RESOURCES INC COMMON 122014103 $47,925.00 1,200 SOLE 19 1,200
BURLINGTON RESOURCES INC COMMON 122014103 $439,312.50 11,000 SOLE 29 11,000
BURLINGTON RESOURCES INC COMMON 122014103 $559,125.00 14,000 SOLE 35 14,000
BUSH BOAKE ALLEN INC COMMON 123162109 $880,000.00 32,000 SOLE 1 32,000
BUSH BOAKE ALLEN INC COMMON 123162109 $2,293,500.00 83,400 SOLE 15 83,400
CABLETRON SYSTEMS COMMON 126920107 $167,025.00 20,400 SOLE 18 20,400
CABLETRON SYSTEMS COMMON 126920107 $28,656.25 3,500 SOLE 32 3,500
CABLETRON SYSTEMS COMMON 126920107 $7,368.75 900 SOLE 38 900
CADENCE DESIGN SYS INC COMMON 127387108 $260,075.00 10,100 SOLE 6 10,100
CADENCE DESIGN SYS INC COMMON 127387108 $2,209,350.00 85,800 SOLE 13 85,800
CADENCE DESIGN SYS INC COMMON 127387108 $41,200.00 1,600 SOLE 201 1,600
CALLAWAY GOLF COMPANY COMMON 131193104 $326,000.00 32,000 SOLE 3 32,000
CALLAWAY GOLF COMPANY COMMON 131193104 $4,584,375.00 450,000 SOLE 11 450,000
CAMDEN PROPERTY TRUST COMMON 133131102 $495,000.00 20,000 SOLE 3 20,000
CAMDEN PROPERTY TRUST COMMON 133131102 $4,950,000.00 200,000 SOLE 11 200,000
CAMDEN PROPERTY TRUST COMMON 133131102 $101,475.00 4,100 SOLE 1 4,100
CAMPBELL SOUP COMPANY COMMON 134429109 $73,237.50 1,800 SOLE 19 1,800
CAMPBELL SOUP COMPANY COMMON 134429109 $781,200.00 19,200 SOLE 20 19,200
CAPITAL ONE FINANCIAL COR COMMON 14040H105 $75,500.00 500 SOLE 19 500
CARDINAL HEALTH, INC. COMMON 14149Y108 $9,900,000.00 150,000 SOLE 2 150,000
CARDINAL HEALTH, INC. COMMON 14149Y108 $11,880,000.00 180,000 SOLE 10 180,000
CARDINAL HEALTH, INC. COMMON 14149Y108 $3,300.00 50 SOLE 13 50
CARDINAL HEALTH, INC. COMMON 14149Y108 $1,366,200.00 20,700 SOLE 16 20,700
CARDINAL HEALTH, INC. COMMON 14149Y108 $145,200.00 2,200 SOLE 18 2,200
CARDINAL HEALTH, INC. COMMON 14149Y108 $69,300.00 1,050 SOLE 19 1,050
CARDINAL HEALTH, INC. COMMON 14149Y108 $26,400.00 400 SOLE 32 400
CARDINAL HEALTH, INC. COMMON 14149Y108 $64,350.00 975 SOLE 34 975
CARDINAL HEALTH, INC. COMMON 14149Y108 $13,200.00 200 SOLE 38 200
CARDINAL HEALTH, INC. COMMON 14149Y108 $435,600.00 6,600 SOLE 70 6,600
CARDINAL HEALTH, INC. COMMON 14149Y108 $39,600.00 600 SOLE 510 600
CARDINAL HEALTH, INC. COMMON 14149Y108 $148,500.00 2,250 SOLE 520 2,250
CARDINAL HEALTH, INC. COMMON 14149Y108 $247,500.00 3,750 SOLE 530 3,750
CARDINAL HEALTH, INC. COMMON 14149Y108 $19,800.00 300 SOLE 540 300
CARDINAL HEALTH, INC. COMMON 14149Y108 $29,700.00 450 SOLE 550 450
CARNIVAL CORP -CL A COMMON 143658102 $17,968,125.00 370,000 SOLE 2 370,000
CARNIVAL CORP -CL A COMMON 143658102 $21,367,500.00 440,000 SOLE 10 440,000
CARNIVAL CORP -CL A COMMON 143658102 $121,406.25 2,500 SOLE 19 2,500
CARNIVAL CORP -CL A COMMON 143658102 $19,425.00 400 SOLE 38 400
CARNIVAL CORP -CL A COMMON 143658102 $77,700.00 1,600 SOLE 510 1,600
CARNIVAL CORP -CL A COMMON 143658102 $189,393.75 3,900 SOLE 520 3,900
CARNIVAL CORP -CL A COMMON 143658102 $427,350.00 8,800 SOLE 530 8,800
CARNIVAL CORP -CL A COMMON 143658102 $38,850.00 800 SOLE 540 800
CARNIVAL CORP -CL A COMMON 143658102 $67,987.50 1,400 SOLE 550 1,400
CARNIVAL CORP -CL A COMMON 143658102 $301,087.50 6,200 SOLE 560 6,200
CARNIVAL CORP -CL A COMMON 143658102 $53,418.75 1,100 SOLE 570 1,100
CAROLINA POWER & LIGHT COMMON 144141108 $2,571,250.00 68,000 SOLE 11 68,000
CAROLINA POWER & LIGHT COMMON 144141108 $3,781.25 100 SOLE 38 100
CARRAMERICA REALTY CORP COMMON 144418100 $142,303.00 6,450 SOLE 1 6,450
CARRIER ACCESS CORP COMMON 144460102 $278,325.00 3,600 SOLE 36 3,600
CARRIER ACCESS CORP COMMON 144460102 $162,356.25 2,100 SOLE 50 2,100
CATALINA MARKETING CORP COMMON 148867104 $51,525.00 600 SOLE 36 600
CATALINA MARKETING CORP COMMON 148867104 $34,350.00 400 SOLE 50 400
CATALYTICA, INC. COMMON 148885106 $792,000.00 72,000 SOLE 1 72,000
CATALYTICA, INC. COMMON 148885106 $2,508,000.00 228,000 SOLE 15 228,000
CATERPILLAR, INC. COMMON 149123101 $73,500.00 1,600 SOLE 19 1,600
CATERPILLAR, INC. COMMON 149123101 $32,156.25 700 SOLE 38 700
CBL & ASSOCIATES PROP COMMON 124830100 $106,950.00 4,600 SOLE 18 4,600
CBL & ASSOCIATES PROP COMMON 124830100 $16,275.00 700 SOLE 32 700
CBL & ASSOCIATES PROP COMMON 124830100 $54,638.00 2,350 SOLE 1 2,350
CBRL GROUP, INC. COMMON 12489V106 $270,000.00 15,000 SOLE 3 15,000
CBRL GROUP, INC. COMMON 12489V106 $3,060,000.00 170,000 SOLE 11 170,000
CBRL GROUP, INC. COMMON 12489V106 $90,000.00 5,000 SOLE 18 5,000
CBRL GROUP, INC. COMMON 12489V106 $10,800.00 600 SOLE 32 600
CBS CORPORATION COMMON 12490K107 $102,343.75 2,500 SOLE 19 2,500
CBS CORPORATION COMMON 12490K107 $28,656.25 700 SOLE 38 700
CENDANT CORPORATION COMMON 151313103 $59,708.25 3,791 SOLE 19 3,791
CENTERPOINT PROPERTIES COMMON 151895109 $27,343.75 875 SOLE 28 875
CENTERPOINT PROPERTIES COMMON 151895109 $17,968.75 575 SOLE 33 575
CENTERPOINT PROPERTIES COMMON 151895109 $59,375.00 1,900 SOLE 1 1,900
CENTEX CORPORATION COMMON 152312104 $16,687.50 500 SOLE 38 500
CENTOCOR COMMON 152342101 $151,700.00 4,100 SOLE 18 4,100
CENTOCOR COMMON 152342101 $25,900.00 700 SOLE 32 700
CENTURY TELEPHONE ENTERPR COMMON 156686107 $14,050.00 200 SOLE 38 200
CERIDIAN CORP COMMON 15677T106 $10,968,750.00 300,000 SOLE 2 300,000
CERIDIAN CORP COMMON 15677T106 $11,700,000.00 320,000 SOLE 10 320,000
CERIDIAN CORP COMMON 15677T106 $43,875.00 1,200 SOLE 19 1,200
CERIDIAN CORP COMMON 15677T106 $10,968.75 300 SOLE 38 300
CERNER CORPORATION COMMON 156782104 $915,562.50 57,000 SOLE 1 57,000
CERNER CORPORATION COMMON 156782104 $2,746,687.50 171,000 SOLE 15 171,000
CERNER CORPORATION COMMON 156782104 $224,875.00 14,000 SOLE 29 14,000
CERNER CORPORATION COMMON 156782104 $273,062.50 17,000 SOLE 35 17,000
CHAMPION INTERNATIONAL COMMON 158525105 $492,750.00 12,000 SOLE 3 12,000
CHAMPION INTERNATIONAL COMMON 158525105 $6,159,375.00 150,000 SOLE 11 150,000
CHANCELLOR MEDIA CORPORAT COMMON 158915108 $11,781,250.00 250,000 SOLE 2 250,000
CHANCELLOR MEDIA CORPORAT COMMON 158915108 $12,723,750.00 270,000 SOLE 10 270,000
CHANCELLOR MEDIA CORPORAT COMMON 158915108 $739,862.50 15,700 SOLE 16 15,700
CHANCELLOR MEDIA CORPORAT COMMON 158915108 $84,825.00 1,800 SOLE 34 1,800
CHANCELLOR MEDIA CORPORAT COMMON 158915108 $32,987.50 700 SOLE 510 700
CHANCELLOR MEDIA CORPORAT COMMON 158915108 $94,250.00 2,000 SOLE 520 2,000
CHANCELLOR MEDIA CORPORAT COMMON 158915108 $193,212.50 4,100 SOLE 530 4,100
CHANCELLOR MEDIA CORPORAT COMMON 158915108 $9,425.00 200 SOLE 540 200
CHANCELLOR MEDIA CORPORAT COMMON 158915108 $18,850.00 400 SOLE 550 400
CHANCELLOR MEDIA CORPORAT COMMON 158915108 $188,500.00 4,000 SOLE 560 4,000
CHANCELLOR MEDIA CORPORAT COMMON 158915108 $32,987.50 700 SOLE 570 700
CHASE MANHATTAN CORP COMMON 16161A108 $15,449,375.00 190,000 SOLE 2 190,000
CHASE MANHATTAN CORP COMMON 16161A108 $16,262,500.00 200,000 SOLE 10 200,000
CHASE MANHATTAN CORP COMMON 16161A108 $1,918,975.00 23,600 SOLE 16 23,600
CHASE MANHATTAN CORP COMMON 16161A108 $197,101.50 2,424 SOLE 19 2,424
CHASE MANHATTAN CORP COMMON 16161A108 $1,822,701.00 22,416 SOLE 20 22,416
CHASE MANHATTAN CORP COMMON 16161A108 $162,625.00 2,000 SOLE 34 2,000
CHASE MANHATTAN CORP COMMON 16161A108 $56,918.75 700 SOLE 38 700
CHASE MANHATTAN CORP COMMON 16161A108 $65,050.00 800 SOLE 510 800
CHASE MANHATTAN CORP COMMON 16161A108 $195,150.00 2,400 SOLE 520 2,400
CHASE MANHATTAN CORP COMMON 16161A108 $308,987.50 3,800 SOLE 530 3,800
CHASE MANHATTAN CORP COMMON 16161A108 $32,525.00 400 SOLE 540 400
CHASE MANHATTAN CORP COMMON 16161A108 $48,787.50 600 SOLE 550 600
CHASE MANHATTAN CORP COMMON 16161A108 $195,150.00 2,400 SOLE 560 2,400
CHASE MANHATTAN CORP COMMON 16161A108 $32,525.00 400 SOLE 570 400
CHATEAU COMMUNITIES COMMON 161726104 $71,500.00 2,600 SOLE 1 2,600
CHEESECAKE FACTORY, THE COMMON 163072101 $1,897,625.00 79,900 SOLE 1 79,900
CHEESECAKE FACTORY, THE COMMON 163072101 $2,529,375.00 106,500 SOLE 15 106,500
CHEESECAKE FACTORY, THE COMMON 163072101 $361,000.00 15,200 SOLE 29 15,200
CHEESECAKE FACTORY, THE COMMON 163072101 $425,125.00 17,900 SOLE 35 17,900
CHELSEA GCA REALTY COMMON 163262108 $41,813.00 1,500 SOLE 1 1,500
CHEVRON CORP COMMON 166751107 $9,728,125.00 110,000 SOLE 2 110,000
CHEVRON CORP COMMON 166751107 $10,612,500.00 120,000 SOLE 10 120,000
CHEVRON CORP COMMON 166751107 $238,781.25 2,700 SOLE 19 2,700
CHEVRON CORP COMMON 166751107 $2,653,125.00 30,000 SOLE 20 30,000
CHEVRON CORP COMMON 166751107 $70,750.00 800 SOLE 38 800
CHEVRON CORP COMMON 166751107 $150,343.75 1,700 SOLE 520 1,700
CHEVRON CORP COMMON 166751107 $17,687.50 200 SOLE 540 200
CHEVRON CORP COMMON 166751107 $35,375.00 400 SOLE 550 400
CHIEFTAIN INTL INC COMMON 16867C101 $367,500.00 30,000 SOLE 29 30,000
CHIEFTAIN INTL INC COMMON 16867C101 $477,750.00 39,000 SOLE 35 39,000
CHILDREN'S PLACE COMMON 168905107 $67,343.75 2,500 SOLE 36 2,500
CHILDREN'S PLACE COMMON 168905107 $43,100.00 1,600 SOLE 50 1,600
CHIQUITA BRANDS INTL COMMON 170032106 $1,344,750.00 132,000 SOLE 1 132,000
CHIQUITA BRANDS INTL COMMON 170032106 $397,312.50 39,000 SOLE 3 39,000
CHIQUITA BRANDS INTL COMMON 170032106 $5,093,750.00 500,000 SOLE 11 500,000
CHIQUITA BRANDS INTL COMMON 170032106 $3,810,125.00 374,000 SOLE 15 374,000
CHIQUITA BRANDS INTL COMMON 170032106 $305,625.00 30,000 SOLE 29 30,000
CHIQUITA BRANDS INTL COMMON 170032106 $376,937.50 37,000 SOLE 35 37,000
CHIRON CORPORATION COMMON 170040109 $239,118.75 10,900 SOLE 18 10,900
CHIRON CORPORATION COMMON 170040109 $41,681.25 1,900 SOLE 32 1,900
CHS ELECTRONICS, INC. COMMON 12542A206 $469,200.00 147,200 SOLE 15 147,200
CHS ELECTRONICS, INC. COMMON 12542A206 $25,181.25 7,900 SOLE 29 7,900
CHUBB CORP COMMON 171232101 $585,625.00 10,000 SOLE 3 10,000
CHUBB CORP COMMON 171232101 $245,962.50 4,200 SOLE 6 4,200
CHUBB CORP COMMON 171232101 $7,320,312.50 125,000 SOLE 11 125,000
CHUBB CORP COMMON 171232101 $2,260,512.50 38,600 SOLE 13 38,600
CHUBB CORP COMMON 171232101 $995,562.50 17,000 SOLE 16 17,000
CHUBB CORP COMMON 171232101 $58,562.50 1,000 SOLE 19 1,000
CHUBB CORP COMMON 171232101 $1,036,556.25 17,700 SOLE 20 17,700
CHUBB CORP COMMON 171232101 $117,125.00 2,000 SOLE 34 2,000
CHUBB CORP COMMON 171232101 $23,425.00 400 SOLE 510 400
CHUBB CORP COMMON 171232101 $122,981.25 2,100 SOLE 530 2,100
CHUBB CORP COMMON 171232101 $93,700.00 1,600 SOLE 560 1,600
CHUBB CORP COMMON 171232101 $17,568.75 300 SOLE 570 300
CIGNA CORPORATION COMMON 125509109 $100,575.00 1,200 SOLE 19 1,200
CIGNA CORPORATION COMMON 125509109 $8,381.25 100 SOLE 38 100
CINAR CORP-CL B COMMON 171905300 $867,100.00 37,700 SOLE 1 37,700
CINAR CORP-CL B COMMON 171905300 $2,582,900.00 112,300 SOLE 15 112,300
CINERGY CORP COMMON 172474108 $550,000.00 20,000 SOLE 3 20,000
CIRCT CITY STORES-CIRCT COMMON 172737108 $590,012.50 7,700 SOLE 6 7,700
CIRCT CITY STORES-CIRCT COMMON 172737108 $4,919,325.00 64,200 SOLE 13 64,200
CIRCT CITY STORES-CIRCT COMMON 172737108 $53,637.50 700 SOLE 19 700
CIRCT CITY STORES-CIRCT COMMON 172737108 $30,650.00 400 SOLE 38 400
CIRCUS CIRCUS ENTERPR INC COMMON 172909103 $2,202,337.50 125,400 SOLE 15 125,400
CIRCUS CIRCUS ENTERPR INC COMMON 172909103 $360,031.25 20,500 SOLE 18 20,500
CIRCUS CIRCUS ENTERPR INC COMMON 172909103 $518,093.75 29,500 SOLE 29 29,500
CIRCUS CIRCUS ENTERPR INC COMMON 172909103 $61,468.75 3,500 SOLE 32 3,500
CIRCUS CIRCUS ENTERPR INC COMMON 172909103 $526,875.00 30,000 SOLE 35 30,000
CISCO SYSTEMS INC COMMON 17275R102 $16,434,375.00 150,000 SOLE 2 150,000
CISCO SYSTEMS INC COMMON 17275R102 $514,943.75 4,700 SOLE 6 4,700
CISCO SYSTEMS INC COMMON 17275R102 $18,899,531.25 172,500 SOLE 10 172,500
CISCO SYSTEMS INC COMMON 17275R102 $4,711,187.50 43,000 SOLE 13 43,000
CISCO SYSTEMS INC COMMON 17275R102 $4,768,707.81 43,525 SOLE 16 43,525
CISCO SYSTEMS INC COMMON 17275R102 $616,289.06 5,625 SOLE 18 5,625
CISCO SYSTEMS INC COMMON 17275R102 $684,765.63 6,250 SOLE 19 6,250
CISCO SYSTEMS INC COMMON 17275R102 $79,432.81 725 SOLE 32 725
CISCO SYSTEMS INC COMMON 17275R102 $473,857.81 4,325 SOLE 34 4,325
CISCO SYSTEMS INC COMMON 17275R102 $153,387.50 1,400 SOLE 38 1,400
CISCO SYSTEMS INC COMMON 17275R102 $427,293.75 3,900 SOLE 70 3,900
CISCO SYSTEMS INC COMMON 17275R102 $54,781.25 500 SOLE 510 500
CISCO SYSTEMS INC COMMON 17275R102 $202,690.63 1,850 SOLE 520 1,850
CISCO SYSTEMS INC COMMON 17275R102 $328,687.50 3,000 SOLE 530 3,000
CISCO SYSTEMS INC COMMON 17275R102 $49,303.13 450 SOLE 540 450
CISCO SYSTEMS INC COMMON 17275R102 $98,606.25 900 SOLE 550 900
CISCO SYSTEMS INC COMMON 17275R102 $262,950.00 2,400 SOLE 560 2,400
CISCO SYSTEMS INC COMMON 17275R102 $49,303.13 450 SOLE 570 450
CITIGROUP, INC. COMMON 172967101 $577,877.13 9,047 SOLE 19 9,047
CITIGROUP, INC. COMMON 172967101 $2,529,450.00 39,600 SOLE 20 39,600
CITIGROUP, INC. COMMON 172967101 $134,137.50 2,100 SOLE 38 2,100
CKE RESTAURANTS INC COMMON 1.26E+109 $65,708.25 3,327 SOLE 18 3,327
CKE RESTAURANTS INC COMMON 1.26E+109 $10,210.75 517 SOLE 32 517
CLAIRE'S STORES COMMON 179584107 $57,237.50 1,900 SOLE 36 1,900
CLAIRE'S STORES COMMON 179584107 $36,150.00 1,200 SOLE 50 1,200
CLARIFY, INC. COMMON 180492100 $56,043.75 2,100 SOLE 36 2,100
CLARIFY, INC. COMMON 180492100 $34,693.75 1,300 SOLE 50 1,300
CLEAR CHANNEL COMM COMMON 184502102 $100,593.75 1,500 SOLE 19 1,500
CLEAR CHANNEL COMM COMMON 184502102 $20,118.75 300 SOLE 38 300
CLEAR CHANNEL COMM COMMON 184502102 $442,612.50 6,600 SOLE 70 6,600
CLOROX CO DEL COMMON 189054109 $70,312.50 600 SOLE 19 600
CLOROX CO DEL COMMON 189054109 $164,062.50 1,400 SOLE 34 1,400
CLOROX CO DEL COMMON 189054109 $11,718.75 100 SOLE 38 100
CLOSURE MEDICAL CORPORATI COMMON 189093107 $912,000.00 24,000 SOLE 1 24,000
CLOSURE MEDICAL CORPORATI COMMON 189093107 $2,736,000.00 72,000 SOLE 15 72,000
COASTAL CORP COMMON 190441105 $11,220,000.00 340,000 SOLE 2 340,000
COASTAL CORP COMMON 190441105 $11,220,000.00 340,000 SOLE 10 340,000
COASTAL CORP COMMON 190441105 $13,200.00 400 SOLE 38 400
COASTAL CORP COMMON 190441105 $178,200.00 5,400 SOLE 520 5,400
COASTAL CORP COMMON 190441105 $26,400.00 800 SOLE 540 800
COASTAL CORP COMMON 190441105 $39,600.00 1,200 SOLE 550 1,200
COCA COLA COMPANY COMMON 191216100 $4,247,150.00 69,200 SOLE 16 69,200
COCA COLA COMPANY COMMON 191216100 $601,475.00 9,800 SOLE 19 9,800
COCA COLA COMPANY COMMON 191216100 $417,350.00 6,800 SOLE 34 6,800
COCA COLA COMPANY COMMON 191216100 $104,337.50 1,700 SOLE 38 1,700
COCA COLA COMPANY COMMON 191216100 $61,375.00 1,000 SOLE 510 1,000
COCA COLA COMPANY COMMON 191216100 $325,287.50 5,300 SOLE 530 5,300
COCA COLA COMPANY COMMON 191216100 $245,500.00 4,000 SOLE 560 4,000
COCA COLA COMPANY COMMON 191216100 $49,100.00 800 SOLE 570 800
COCA-COLA ENTERPRIS, INC. COMMON 191219104 $4,537,500.00 150,000 SOLE 10 150,000
COCA-COLA ENTERPRIS, INC. COMMON 191219104 $51,425.00 1,700 SOLE 19 1,700
COCA-COLA ENTERPRIS, INC. COMMON 191219104 $9,075.00 300 SOLE 38 300
COCA-COLA ENTERPRIS, INC. COMMON 191219104 $33,275.00 1,100 SOLE 510 1,100
COCA-COLA ENTERPRIS, INC. COMMON 191219104 $190,575.00 6,300 SOLE 530 6,300
COCA-COLA ENTERPRIS, INC. COMMON 191219104 $130,075.00 4,300 SOLE 560 4,300
COCA-COLA ENTERPRIS, INC. COMMON 191219104 $24,200.00 800 SOLE 570 800
COFLEXIP S.A. COMMON 192384105 $44,850.00 1,300 SOLE 6 1,300
COFLEXIP S.A. COMMON 192384105 $455,400.00 13,200 SOLE 13 13,200
COLGATE-PALMOLIVE COMPANY COMMON 194162103 $9,200,000.00 100,000 SOLE 2 100,000
COLGATE-PALMOLIVE COMPANY COMMON 194162103 $11,960,000.00 130,000 SOLE 10 130,000
COLGATE-PALMOLIVE COMPANY COMMON 194162103 $1,564,000.00 17,000 SOLE 16 17,000
COLGATE-PALMOLIVE COMPANY COMMON 194162103 $119,600.00 1,300 SOLE 19 1,300
COLGATE-PALMOLIVE COMPANY COMMON 194162103 $73,600.00 800 SOLE 34 800
COLGATE-PALMOLIVE COMPANY COMMON 194162103 $18,400.00 200 SOLE 38 200
COLGATE-PALMOLIVE COMPANY COMMON 194162103 $441,600.00 4,800 SOLE 70 4,800
COLGATE-PALMOLIVE COMPANY COMMON 194162103 $46,000.00 500 SOLE 510 500
COLGATE-PALMOLIVE COMPANY COMMON 194162103 $193,200.00 2,100 SOLE 520 2,100
COLGATE-PALMOLIVE COMPANY COMMON 194162103 $257,600.00 2,800 SOLE 530 2,800
COLGATE-PALMOLIVE COMPANY COMMON 194162103 $18,400.00 200 SOLE 540 200
COLGATE-PALMOLIVE COMPANY COMMON 194162103 $64,400.00 700 SOLE 550 700
COLGATE-PALMOLIVE COMPANY COMMON 194162103 $184,000.00 2,000 SOLE 560 2,000
COLGATE-PALMOLIVE COMPANY COMMON 194162103 $36,800.00 400 SOLE 570 400
COLONIAL PROPERTIES TRUST COMMON 195872106 $62,475.00 2,450 SOLE 1 2,450
COLUMBIA/HCA HEALTHCARE COMMON 197677107 $458,287.50 24,200 SOLE 3 24,200
COLUMBIA/HCA HEALTHCARE COMMON 197677107 $6,029,700.00 318,400 SOLE 11 318,400
COLUMBIA/HCA HEALTHCARE COMMON 197677107 $56,812.50 3,000 SOLE 19 3,000
COLUMBIA/HCA HEALTHCARE COMMON 197677107 $267,018.75 14,100 SOLE 35 14,100
COLUMBIA/HCA HEALTHCARE COMMON 197677107 $1,893.75 100 SOLE 38 100
COMCAST CORP CL A SPECIAL COMMON 200300200 $1,296,512.50 20,600 SOLE 16 20,600
COMCAST CORP CL A SPECIAL COMMON 200300200 $94,406.25 1,500 SOLE 19 1,500
COMCAST CORP CL A SPECIAL COMMON 200300200 $157,343.75 2,500 SOLE 34 2,500
COMCAST CORP CL A SPECIAL COMMON 200300200 $12,587.50 200 SOLE 38 200
COMDISCO, INC. COMMON 200336105 $250,250.00 14,000 SOLE 29 14,000
COMDISCO, INC. COMMON 200336105 $286,000.00 16,000 SOLE 35 16,000
COMERICA INC COMMON 200340107 $65,559.38 1,050 SOLE 19 1,050
COMERICA INC COMMON 200340107 $6,243.75 100 SOLE 38 100
COMPAQ COMPUTER CORP. COMMON 204493100 $6,337,500.00 200,000 SOLE 2 200,000
COMPAQ COMPUTER CORP. COMMON 204493100 $950,625.00 30,000 SOLE 3 30,000
COMPAQ COMPUTER CORP. COMMON 204493100 $7,921,875.00 250,000 SOLE 10 250,000
COMPAQ COMPUTER CORP. COMMON 204493100 $12,675,000.00 400,000 SOLE 11 400,000
COMPAQ COMPUTER CORP. COMMON 204493100 $1,102,725.00 34,800 SOLE 16 34,800
COMPAQ COMPUTER CORP. COMMON 204493100 $210,912.00 6,656 SOLE 19 6,656
COMPAQ COMPUTER CORP. COMMON 204493100 $133,087.50 4,200 SOLE 34 4,200
COMPAQ COMPUTER CORP. COMMON 204493100 $44,362.50 1,400 SOLE 38 1,400
COMPAQ COMPUTER CORP. COMMON 204493100 $41,193.75 1,300 SOLE 510 1,300
COMPAQ COMPUTER CORP. COMMON 204493100 $63,375.00 2,000 SOLE 520 2,000
COMPAQ COMPUTER CORP. COMMON 204493100 $221,812.50 7,000 SOLE 530 7,000
COMPAQ COMPUTER CORP. COMMON 204493100 $6,337.50 200 SOLE 540 200
COMPAQ COMPUTER CORP. COMMON 204493100 $12,675.00 400 SOLE 550 400
COMPAQ COMPUTER CORP. COMMON 204493100 $152,100.00 4,800 SOLE 560 4,800
COMPAQ COMPUTER CORP. COMMON 204493100 $28,518.75 900 SOLE 570 900
COMPLETE BUSINESS SOLUTIO COMMON 20452F107 $1,000,875.00 51,000 SOLE 1 51,000
COMPLETE BUSINESS SOLUTIO COMMON 20452F107 $2,943,750.00 150,000 SOLE 15 150,000
COMPUTER ASSOCIATES INT COMMON 204912109 $569,000.00 16,000 SOLE 16 16,000
COMPUTER ASSOCIATES INT COMMON 204912109 $96,018.75 2,700 SOLE 19 2,700
COMPUTER ASSOCIATES INT COMMON 204912109 $14,225.00 400 SOLE 38 400
COMPUTER NETWORK TECH CO COMMON 204925101 $70,950.00 4,000 SOLE 36 4,400
COMPUTER NETWORK TECH CO COMMON 204925101 $41,925.00 2,600 SOLE 50 2,600
COMPUTER SCIENCES CORP COMMON 205363104 $1,490,062.50 27,000 SOLE 1 27,000
COMPUTER SCIENCES CORP COMMON 205363104 $10,485,625.00 190,000 SOLE 2 190,000
COMPUTER SCIENCES CORP COMMON 205363104 $12,141,250.00 220,000 SOLE 10 220,000
COMPUTER SCIENCES CORP COMMON 205363104 $4,856,500.00 88,000 SOLE 15 88,000
COMPUTER SCIENCES CORP COMMON 205363104 $66,225.00 1,200 SOLE 19 1,200
COMPUTER SCIENCES CORP COMMON 205363104 $264,900.00 4,800 SOLE 29 4,800
COMPUTER SCIENCES CORP COMMON 205363104 $485,650.00 8,800 SOLE 35 8,800
COMPUTER SCIENCES CORP COMMON 205363104 $11,037.50 200 SOLE 38 200
COMPUTER SCIENCES CORP COMMON 205363104 $33,112.50 600 SOLE 510 600
COMPUTER SCIENCES CORP COMMON 205363104 $132,450.00 2,400 SOLE 520 2,400
COMPUTER SCIENCES CORP COMMON 205363104 $209,712.50 3,800 SOLE 530 3,800
COMPUTER SCIENCES CORP COMMON 205363104 $22,075.00 400 SOLE 540 400
COMPUTER SCIENCES CORP COMMON 205363104 $44,150.00 800 SOLE 550 800
COMPUTER SCIENCES CORP COMMON 205363104 $121,412.50 2,200 SOLE 560 2,200
COMPUTER SCIENCES CORP COMMON 205363104 $22,075.00 400 SOLE 570 400
COMPUWARE CORPORATION COMMON 205638109 $33,425.00 1,400 SOLE 19 1,400
COMPUWARE CORPORATION COMMON 205638109 $11,937.50 500 SOLE 38 500
COMVERSE TECHNOLOGY, INC. COMMON 205862402 $7,650,000.00 90,000 SOLE 1 90,000
COMVERSE TECHNOLOGY, INC. COMMON 205862402 $20,825,000.00 245,000 SOLE 15 245,000
COMVERSE TECHNOLOGY, INC. COMMON 205862402 $1,275,000.00 15,000 SOLE 16 15,000
COMVERSE TECHNOLOGY, INC. COMMON 205862402 $1,122,000.00 13,200 SOLE 29 13,200
COMVERSE TECHNOLOGY, INC. COMMON 205862402 $127,500.00 1,500 SOLE 34 1,500
COMVERSE TECHNOLOGY, INC. COMMON 205862402 $1,343,000.00 15,800 SOLE 35 15,800
CONAGRA INC. COMMON 205887102 $8,180,000.00 320,000 SOLE 2 320,000
CONAGRA INC. COMMON 205887102 $255,625.00 10,000 SOLE 3 10,000
CONAGRA INC. COMMON 205887102 $9,202,500.00 360,000 SOLE 10 360,000
CONAGRA INC. COMMON 205887102 $5,112,500.00 200,000 SOLE 11 200,000
CONAGRA INC. COMMON 205887102 $63,906.25 2,500 SOLE 19 2,500
CONAGRA INC. COMMON 205887102 $5,112.50 200 SOLE 38 200
CONAGRA INC. COMMON 205887102 $117,587.50 4,600 SOLE 520 4,600
CONAGRA INC. COMMON 205887102 $20,450.00 800 SOLE 540 800
CONAGRA INC. COMMON 205887102 $30,675.00 1,200 SOLE 550 1,200
CONCENTRIC NETWORK CORP COMMON 20589R107 $14,950.00 200 SOLE 36 200
CONCENTRIC NETWORK CORP COMMON 20589R107 $7,475.00 100 SOLE 50 100
CONCUR TECHNOLOGIES INC COMMON 206708109 $148,912.50 3,300 SOLE 36 3,300
CONCUR TECHNOLOGIES INC COMMON 206708109 $121,837.50 2,700 SOLE 50 2,700
CONSECO INC. COMMON 208464107 $339,625.00 11,000 SOLE 3 11,000
CONSECO INC. COMMON 208464107 $4,631,250.00 150,000 SOLE 11 150,000
CONSECO INC. COMMON 208464107 $50,912.88 1,649 SOLE 19 1,649
CONSOLIDATED EDISON, INC. COMMON 209115104 $67,968.75 1,500 SOLE 19 1,500
CONSOLIDATED EDISON, INC. COMMON 209115104 $22,656.25 500 SOLE 38 500
CONSOLIDATED NATURAL GAS COMMON 209615103 $730,312.50 15,000 SOLE 3 15,000
CONSOLIDATED NATURAL GAS COMMON 209615103 $9,737,500.00 200,000 SOLE 11 200,000
CONSOLIDATED NATURAL GAS COMMON 209615103 $389,500.00 8,000 SOLE 16 8,000
CONSOLIDATED NATURAL GAS COMMON 209615103 $14,606.25 300 SOLE 38 300
CONSOLIDATED PAPERS, INC. COMMON 209759109 $956,450.00 40,700 SOLE 20 40,700
CONSOLIDATED STORES CORP COMMON 210149100 $524,406.25 17,300 SOLE 16 17,300
COOPER CAMERON CORPORATIO COMMON 216640102 $33,875.00 1,000 SOLE 36 1,000
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COOPER INDS INC COMMON 216669101 $502,975.00 11,800 SOLE 16 11,800
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COPART INC COMMON 217204106 $147,325.00 7,100 SOLE 50 7,100
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CORNING, INC. COMMON 219350105 $90,000.00 1,500 SOLE 19 1,500
CORNING, INC. COMMON 219350105 $6,000.00 100 SOLE 38 100
CORPORATE EXPRESS INC COMMON 219888104 $207,500.00 40,000 SOLE 3 40,000
CORPORATE EXPRESS INC COMMON 219888104 $2,905,000.00 560,000 SOLE 11 560,000
COSTCO COMPANIES, INC. COMMON 22160Q102 $1,007,187.50 11,000 SOLE 16 11,000
COSTCO COMPANIES, INC. COMMON 22160Q102 $91,562.50 1,000 SOLE 19 1,000
COSTCO COMPANIES, INC. COMMON 22160Q102 $91,562.50 1,000 SOLE 34 1,000
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CRANE CO. COMMON 224399105 $8,163,281.25 337,500 SOLE 10 337,500
CRANE CO. COMMON 224399105 $25,396.88 1,050 SOLE 510 1,050
CRANE CO. COMMON 224399105 $148,753.13 6,150 SOLE 520 6,150
CRANE CO. COMMON 224399105 $123,356.25 5,100 SOLE 530 5,100
CRANE CO. COMMON 224399105 $14,512.50 600 SOLE 540 600
CRANE CO. COMMON 224399105 $36,281.25 1,500 SOLE 550 1,500
CRANE CO. COMMON 224399105 $79,818.75 3,300 SOLE 560 3,300
CRANE CO. COMMON 224399105 $10,884.38 450 SOLE 570 450
CRESCENT REAL ESTATE COMMON 225756105 $763,250.00 35,500 SOLE 20 35,500
CRESCENT REAL ESTATE COMMON 225756105 $278,425.00 12,950 SOLE 1 12,950
CROWN CORK & SEAL CO. INC COMMON 228255105 $571,250.00 20,000 SOLE 3 20,000
CROWN CORK & SEAL CO. INC COMMON 228255105 $7,854,687.50 275,000 SOLE 11 275,000
CROWN CORK & SEAL CO. INC COMMON 228255105 $157,093.75 5,500 SOLE 16 5,500
CROWN CORK & SEAL CO. INC COMMON 228255105 $179,943.75 6,300 SOLE 20 6,300
CRYOLIFE, INC. COMMON 228903100 $396,000.00 36,000 SOLE 1 36,000
CRYOLIFE, INC. COMMON 228903100 $1,023,000.00 93,000 SOLE 15 93,000
CRYOLIFE, INC. COMMON 228903100 $320,100.00 29,100 SOLE 29 29,100
CRYOLIFE, INC. COMMON 228903100 $392,700.00 35,700 SOLE 35 35,700
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CSX CORPORATION COMMON 126408103 $3,893.75 100 SOLE 38 100
CVS CORPORATION COMMON 126650100 $76,000.00 1,600 SOLE 19 1,600
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CVS CORPORATION COMMON 126650100 $14,250.00 300 SOLE 38 300
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DANA CORP COMMON 235811106 $8,740,000.00 230,000 SOLE 10 230,000
DANA CORP COMMON 235811106 $6,091,400.00 160,300 SOLE 11 160,300
DANA CORP COMMON 235811106 $273,600.00 7,200 SOLE 16 7,200
DANA CORP COMMON 235811106 $54,834.00 1,443 SOLE 19 1,443
DANA CORP COMMON 235811106 $30,400.00 800 SOLE 34 800
DANA CORP COMMON 235811106 $152,000.00 4,000 SOLE 520 4,000
DANA CORP COMMON 235811106 $19,000.00 500 SOLE 540 500
DANA CORP COMMON 235811106 $26,600.00 700 SOLE 550 700
DANAHER CORPORATION COMMON 235851102 $73,150.00 1,400 SOLE 19 1,400
DARDEN RESTAURANTS, INC. COMMON 237194105 $28,875.00 1,400 SOLE 19 1,400
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DAYTON HUDSON CORPORATION COMMON 239753106 $10,660,000.00 160,000 SOLE 2 160,000
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DAYTON HUDSON CORPORATION COMMON 239753106 $2,851,550.00 42,800 SOLE 16 42,800
DAYTON HUDSON CORPORATION COMMON 239753106 $119,925.00 1,800 SOLE 19 1,800
DAYTON HUDSON CORPORATION COMMON 239753106 $319,800.00 4,800 SOLE 34 4,800
DAYTON HUDSON CORPORATION COMMON 239753106 $19,987.50 300 SOLE 38 300
DAYTON HUDSON CORPORATION COMMON 239753106 $146,575.00 2,200 SOLE 520 2,200
DAYTON HUDSON CORPORATION COMMON 239753106 $13,325.00 200 SOLE 540 200
DAYTON HUDSON CORPORATION COMMON 239753106 $26,650.00 400 SOLE 550 400
DEERE & CO COMMON 244199105 $1,147,162.50 29,700 SOLE 3 29,700
DEERE & CO COMMON 244199105 $15,450,000.00 400,000 SOLE 11 400,000
DEERE & CO COMMON 244199105 $50,212.50 1,300 SOLE 19 1,300
DEERE & CO COMMON 244199105 $598,687.50 15,500 SOLE 20 15,500
DELIA*S INC COMMON 246885107 $66,150.00 2,100 SOLE 36 2,100
DELL COMPUTER CORP COMMON 247025109 $416,925.00 10,200 SOLE 19 10,200
DELL COMPUTER CORP COMMON 247025109 $89,925.00 2,200 SOLE 38 2,200
DELL COMPUTER CORP COMMON 247025109 $318,825.00 7,800 SOLE 70 7,800
DELL COMPUTER CORP COMMON 247025109 $138,975.00 3,400 SOLE 520 3,400
DELL COMPUTER CORP COMMON 247025109 $24,525.00 600 SOLE 540 600
DELL COMPUTER CORP COMMON 247025109 $57,225.00 1,400 SOLE 550 1,400
DELTA & PINE LAND CO COMMON 247357106 $3,075.00 100 SOLE 38 100
DELTA AIRLINES INC COMMON 247361108 $55,600.00 800 SOLE 19 800
DELTA AIRLINES INC COMMON 247361108 $20,850.00 300 SOLE 38 300
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DENTSPLY INTERNATIONAL COMMON 249030107 $558,000.00 24,000 SOLE 3 24,000
DENTSPLY INTERNATIONAL COMMON 249030107 $6,975,000.00 300,000 SOLE 11 300,000
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DIAL CORP COMMON 25247D101 $20,625,000.00 600,000 SOLE 10 600,000
DILLARDS, INC. COMMON 254067101 $406,000.00 16,000 SOLE 3 16,000
DILLARDS, INC. COMMON 254067101 $5,328,750.00 210,000 SOLE 11 210,000
DILLARDS, INC. COMMON 254067101 $10,150.00 400 SOLE 38 400
DOLLAR GENERAL CORP COMMON 256669102 $21,250.00 625 SOLE 19 625
DOLLAR GENERAL CORP COMMON 256669102 $3,400.00 100 SOLE 38 100
DOLLAR TREE STORES, INC. COMMON 256747106 $3,132,421.88 101,250 SOLE 15 101,250
DOMINION RESOURCES, INC. COMMON 257470104 $59,100.00 1,600 SOLE 19 1,600
DOVER COMMON 260003108 $49,312.50 1,500 SOLE 19 1,500
DOW CHEMICAL COMPANY COMMON 260543103 $93,187.50 1,000 SOLE 19 1,000
DOW CHEMICAL COMPANY COMMON 260543103 $2,460,150.00 26,400 SOLE 20 26,400
DOW CHEMICAL COMPANY COMMON 260543103 $37,275.00 400 SOLE 38 400
DOW JONES & COMPANY, INC. COMMON 260561105 $755,000.00 16,000 SOLE 3 16,000
DOW JONES & COMPANY, INC. COMMON 260561105 $9,437,500.00 200,000 SOLE 11 200,000
DOW JONES & COMPANY, INC. COMMON 260561105 $1,075,875.00 22,800 SOLE 20 22,800
DQE INC COMMON 23329J104 $1,051,475.00 27,400 SOLE 20 27,400
DST SYSTEMS, INC. COMMON 233326107 $819,252.50 13,640 SOLE 1 13,640
DST SYSTEMS, INC. COMMON 233326107 $2,744,856.25 45,700 SOLE 15 45,700
DST SYSTEMS, INC. COMMON 233326107 $180,187.50 3,000 SOLE 29 3,000
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DU PONT COMMON 263534109 $10,160,937.50 175,000 SOLE 11 175,000
DU PONT COMMON 263534109 $255,475.00 4,400 SOLE 19 4,400
DU PONT COMMON 263534109 $2,090,250.00 36,000 SOLE 20 36,000
DU PONT COMMON 263534109 $63,868.75 1,100 SOLE 38 1,100
DUKE ENERGY CORPORATION COMMON 264399106 $103,787.50 1,900 SOLE 19 1,900
DUKE ENERGY CORPORATION COMMON 264399106 $1,376,550.00 25,200 SOLE 20 25,200
DUKE ENERGY CORPORATION COMMON 264399106 $32,775.00 600 SOLE 38 600
DUKE REALTY INVESTMENTS COMMON 264411505 $122,550.00 5,700 SOLE 18 5,700
DUKE REALTY INVESTMENTS COMMON 264411505 $27,412.50 1,275 SOLE 28 1,275
DUKE REALTY INVESTMENTS COMMON 264411505 $19,350.00 900 SOLE 32 900
DUKE REALTY INVESTMENTS COMMON 264411505 $18,275.00 850 SOLE 33 850
DUKE REALTY INVESTMENTS COMMON 264411505 $167,700.00 7,800 SOLE 1 7,800
DUN & BRADSTREET CORP. COMMON 26483B106 $9,618,750.00 270,000 SOLE 10 270,000
DUN & BRADSTREET CORP. COMMON 26483B106 $14,250.00 400 SOLE 19 400
DUN & BRADSTREET CORP. COMMON 26483B106 $1,122,187.50 31,500 SOLE 20 31,500
DURA PHARMACEUTICALS INC COMMON 26632S109 $1,200,625.00 85,000 SOLE 1 85,000
DURA PHARMACEUTICALS INC COMMON 26632S109 $3,912,625.00 277,000 SOLE 15 277,000
DURA PHARMACEUTICALS INC COMMON 26632S109 $242,950.00 17,200 SOLE 29 17,200
DURA PHARMACEUTICALS INC COMMON 26632S109 $268,375.00 19,000 SOLE 35 19,000
DYCOM INDUSTRIES INC COMMON 267475101 $87,000.00 2,000 SOLE 36 2,000
DYCOM INDUSTRIES INC COMMON 267475101 $52,200.00 1,200 SOLE 50 1,200
E G & G INC COMMON 268457108 $1,160,500.00 44,000 SOLE 1 44,000
E G & G INC COMMON 268457108 $3,165,000.00 120,000 SOLE 15 120,000
E G & G INC COMMON 268457108 $276,937.50 10,500 SOLE 29 10,500
E G & G INC COMMON 268457108 $229,462.50 8,700 SOLE 35 8,700
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EASTMAN CHEMICAL COMPANY COMMON 277432100 $21,031.25 500 SOLE 38 500
EASTMAN KODAK COMPANY COMMON 277461109 $766,500.00 12,000 SOLE 3 12,000
EASTMAN KODAK COMPANY COMMON 277461109 $9,581,250.00 150,000 SOLE 11 150,000
EASTMAN KODAK COMPANY COMMON 277461109 $102,200.00 1,600 SOLE 19 1,600
EASTMAN KODAK COMPANY COMMON 277461109 $2,146,200.00 33,600 SOLE 20 33,600
EASTMAN KODAK COMPANY COMMON 277461109 $25,550.00 400 SOLE 38 400
EATON CORP COMMON 278058102 $50,050.00 700 SOLE 19 700
ECOLAB, INC. COMMON 278865100 $11,360,000.00 320,000 SOLE 2 320,000
EDISON INTERNATIONAL COMMON 281020107 $57,850.00 2,600 SOLE 19 2,600
EDISON INTERNATIONAL COMMON 281020107 $15,575.00 700 SOLE 38 700
EDUCATION MANAGEMENT CORP COMMON 28139T101 $166,050.00 5,400 SOLE 36 5,400
EDUCATION MANAGEMENT CORP COMMON 28139T101 $104,550.00 3,400 SOLE 50 3,400
EDWARDS (A.G.), INC. COMMON 281760108 $382,443.75 11,700 SOLE 16 11,700
ELAN CORP PLC-ADR COMMON 333333333 $355,725.00 5,100 SOLE 6 5,100
ELAN CORP PLC-ADR COMMON 333333333 $3,041,100.00 43,600 SOLE 13 43,600
ELAN CORPORATION PLC ADR COMMON 284131208 $9,067,500.00 130,000 SOLE 2 130,000
ELAN CORPORATION PLC ADR COMMON 284131208 $13,950,000.00 200,000 SOLE 10 200,000
ELAN CORPORATION PLC ADR COMMON 284131208 $432,450.00 6,200 SOLE 70 6,200
ELAN CORPORATION PLC ADR COMMON 284131208 $48,825.00 700 SOLE 510 700
ELAN CORPORATION PLC ADR COMMON 284131208 $272,025.00 3,900 SOLE 530 3,900
ELAN CORPORATION PLC ADR COMMON 284131208 $188,325.00 2,700 SOLE 560 2,700
ELAN CORPORATION PLC ADR COMMON 284131208 $41,850.00 600 SOLE 570 600
ELECTRONIC DATA SYSTEMS COMMON 285661104 $779,000.00 16,000 SOLE 3 16,000
ELECTRONIC DATA SYSTEMS COMMON 285661104 $9,737,500.00 200,000 SOLE 11 200,000
ELECTRONIC DATA SYSTEMS COMMON 285661104 $82,768.75 1,700 SOLE 19 1,700
ELECTRONIC DATA SYSTEMS COMMON 285661104 $24,343.75 500 SOLE 38 500
ELECTRONIC PROCESSING INC COMMON 285798104 $275,625.00 35,000 SOLE 1 35,000
ELECTRONIC PROCESSING INC COMMON 285798104 $708,750.00 90,000 SOLE 15 90,000
EMC CORP/MASS COMMON 268648102 $242,725.00 1,900 SOLE 13 1,900
EMC CORP/MASS COMMON 268648102 $574,875.00 4,500 SOLE 18 4,500
EMC CORP/MASS COMMON 268648102 $293,825.00 2,300 SOLE 19 2,300
EMC CORP/MASS COMMON 268648102 $89,425.00 700 SOLE 32 700
EMC CORP/MASS COMMON 268648102 $63,875.00 500 SOLE 38 500
EMC CORP/MASS COMMON 268648102 $434,350.00 3,400 SOLE 70 3,400
EMERSON ELECTRIC COMPANY COMMON 291011104 $7,940,625.00 150,000 SOLE 2 150,000
EMERSON ELECTRIC COMPANY COMMON 291011104 $698,775.00 13,200 SOLE 3 13,200
EMERSON ELECTRIC COMPANY COMMON 291011104 $9,528,750.00 180,000 SOLE 10 180,000
EMERSON ELECTRIC COMPANY COMMON 291011104 $9,152,893.75 172,900 SOLE 11 172,900
EMERSON ELECTRIC COMPANY COMMON 291011104 $963,462.50 18,200 SOLE 16 18,200
EMERSON ELECTRIC COMPANY COMMON 291011104 $116,462.50 2,200 SOLE 19 2,200
EMERSON ELECTRIC COMPANY COMMON 291011104 $95,287.50 1,800 SOLE 34 1,800
EMERSON ELECTRIC COMPANY COMMON 291011104 $148,225.00 2,800 SOLE 520 2,800
EMERSON ELECTRIC COMPANY COMMON 291011104 $21,175.00 400 SOLE 540 400
EMERSON ELECTRIC COMPANY COMMON 291011104 $31,762.50 600 SOLE 550 600
EMPRESA NAC.ELE CHILE ADR COMMON 29244T101 $7,031.25 500 SOLE 19 500
ENDESA SA ADR COMMON 29258N107 $59,700.00 2,400 SOLE 19 2,400
ENRON CORPORATION COMMON 293561106 $109,225.00 1,700 SOLE 19 1,700
ENRON CORPORATION COMMON 293561106 $12,850.00 200 SOLE 38 200
ENRON OIL & GAS COMMON 293562104 $665,000.00 40,000 SOLE 3 40,000
ENRON OIL & GAS COMMON 293562104 $8,312,500.00 500,000 SOLE 11 500,000
ENSCO INTERNATIONAL INC COMMON 26874Q100 $838,687.50 63,000 SOLE 1 63,000
ENSCO INTERNATIONAL INC COMMON 26874Q100 $2,476,125.00 186,000 SOLE 15 186,000
ENSCO INTERNATIONAL INC COMMON 26874Q100 $127,800.00 9,600 SOLE 16 9,600
ENSCO INTERNATIONAL INC COMMON 26874Q100 $231,637.50 17,400 SOLE 35 17,400
ENTE NAZIONALE IDROC ADR COMMON 26874R108 $25,250.00 400 SOLE 19 400
ENTERGY CORPORATION COMMON 29364G103 $46,750.00 1,700 SOLE 19 1,700
ENTERGY CORPORATION COMMON 29364G103 $607,750.00 22,100 SOLE 20 22,100
ENTERGY CORPORATION COMMON 29364G103 $19,250.00 700 SOLE 38 700
ENTRUST TECHNOLOGIES INC COMMON 293848107 $263,250.00 7,800 SOLE 36 7,800
ENTRUST TECHNOLOGIES INC COMMON 293848107 $155,250.00 4,600 SOLE 50 4,600
EQUIFAX COMMON 294429105 $41,250.00 1,200 SOLE 19 1,200
EQUITABLE RESOURCES COMMON 294549100 $521,250.00 20,000 SOLE 3 20,000
EQUITABLE RESOURCES COMMON 294549100 $7,818,750.00 300,000 SOLE 11 300,000
EQUITABLE RESOURCES COMMON 294549100 $443,062.50 17,000 SOLE 29 17,000
EQUITABLE RESOURCES COMMON 294549100 $573,375.00 22,000 SOLE 35 22,000
EQUITY OFFICE PROPERTIES COMMON 294741103 $606,463.00 23,900 SOLE 1 23,900
EQUITY RESIDENTIAL PROPS COMMON 29476L107 $208,560.00 5,056 SOLE 18 5,056
EQUITY RESIDENTIAL PROPS COMMON 29476L107 $33,990.00 824 SOLE 32 824
EQUITY RESIDENTIAL PROPS COMMON 29476L107 $495,000.00 12,000 SOLE 1 12,000
ERICSSON TEL CO ADR -CL.B COMMON 294821400 $57,150.00 2,400 SOLE 19 2,400
ESAT TELECOM GROUP ADR COMMON 26883Y102 $25,125.00 600 SOLE 39 600
ESSEX PROPERTY TRUST INC COMMON 297178105 $41,800.00 1,600 SOLE 1 1,600
EVERGREEN RESOURCES INC COMMON 299900308 $240,000.00 12,000 SOLE 29 12,000
EVERGREEN RESOURCES INC COMMON 299900308 $300,000.00 15,000 SOLE 35 15,000
EXODUS COMMUNICATIONS INC COMMON 302088109 $53,800.00 400 SOLE 36 400
EXODUS COMMUNICATIONS INC COMMON 302088109 $26,900.00 200 SOLE 50 200
EXPEDITORS INTL WASH INC COMMON 302130109 $1,836,000.00 34,000 SOLE 1 34,000
EXPEDITORS INTL WASH INC COMMON 302130109 $4,860,000.00 90,000 SOLE 15 90,000
EXPRESS SCRIPTS INC COMMON 302182100 $163,281.25 1,900 SOLE 36 1,900
EXPRESS SCRIPTS INC COMMON 302182100 $94,531.25 1,100 SOLE 50 1,100
EXXON CORPORATION COMMON 302290101 $599,781.25 8,500 SOLE 19 8,500
EXXON CORPORATION COMMON 302290101 $3,274,100.00 46,400 SOLE 20 46,400
EXXON CORPORATION COMMON 302290101 $155,237.50 2,200 SOLE 38 2,200
FAMILY DOLLAR STORES COMMON 307000109 $1,426,000.00 62,000 SOLE 15 62,000
FAMILY DOLLAR STORES COMMON 307000109 $1,610,000.00 70,000 SOLE 16 70,000
FANNIE MAE COMMON 313586109 $15,927,500.00 230,000 SOLE 2 230,000
FANNIE MAE COMMON 313586109 $463,975.00 6,700 SOLE 6 6,700
FANNIE MAE COMMON 313586109 $16,620,000.00 240,000 SOLE 10 240,000
FANNIE MAE COMMON 313586109 $4,272,725.00 61,700 SOLE 13 61,700
FANNIE MAE COMMON 313586109 $2,250,625.00 32,500 SOLE 16 32,500
FANNIE MAE COMMON 313586109 $283,925.00 4,100 SOLE 19 4,100
FANNIE MAE COMMON 313586109 $2,319,875.00 33,500 SOLE 20 33,500
FANNIE MAE COMMON 313586109 $214,675.00 3,100 SOLE 34 3,100
FANNIE MAE COMMON 313586109 $62,325.00 900 SOLE 38 900
FANNIE MAE COMMON 313586109 $436,275.00 6,300 SOLE 70 6,300
FANNIE MAE COMMON 313586109 $55,400.00 800 SOLE 510 800
FANNIE MAE COMMON 313586109 $173,125.00 2,500 SOLE 520 2,500
FANNIE MAE COMMON 313586109 $249,300.00 3,600 SOLE 530 3,600
FANNIE MAE COMMON 313586109 $20,775.00 300 SOLE 540 300
FANNIE MAE COMMON 313586109 $41,550.00 600 SOLE 550 600
FANNIE MAE COMMON 313586109 $173,125.00 2,500 SOLE 560 2,500
FANNIE MAE COMMON 313586109 $27,700.00 400 SOLE 570 400
FASTENAL COMPANY COMMON 311900104 $199,856.25 5,700 SOLE 18 5,700
FASTENAL COMPANY COMMON 311900104 $35,062.50 1,000 SOLE 32 1,000
FDX CORPORATION COMMON 31304N107 $417,656.25 4,500 SOLE 16 4,500
FDX CORPORATION COMMON 31304N107 $46,406.25 500 SOLE 34 500
FDX CORPORATION COMMON 31304N107 $27,843.75 300 SOLE 38 300
FEDERAL REALTY COMMON 313747206 $92,165.63 4,350 SOLE 18 4,350
FEDERAL REALTY COMMON 313747206 $13,771.88 650 SOLE 32 650
FEDERAL REALTY COMMON 313747206 $80,514.00 3,800 SOLE 1 3,800
FEDERAL-MOGUL CORPORATION COMMON 313549107 $249,400.00 5,800 SOLE 16 5,800
FEDERAL-MOGUL CORPORATION COMMON 313549107 $30,100.00 700 SOLE 34 700
FEDERATED DEPARTMENT STOR COMMON 31410H101 $60,187.50 1,500 SOLE 19 1,500
FEDERATED DEPARTMENT STOR COMMON 31410H101 $12,037.50 300 SOLE 38 300
FELCOR LODGING TRUST COMMON 31430F101 $151,881.00 6,550 SOLE 1 6,550
FIFTH THIRD BANCORP COMMON 316773100 $74,179.69 1,125 SOLE 19 1,125
FIFTH THIRD BANCORP COMMON 316773100 $6,593.75 100 SOLE 38 100
FINOVA GROUP INC COMMON 317928109 $1,265,750.00 24,400 SOLE 16 24,400
FINOVA GROUP INC COMMON 317928109 $145,250.00 2,800 SOLE 34 2,800
FIRST DATA CORPORATION COMMON 319963104 $9,405,000.00 220,000 SOLE 2 220,000
FIRST DATA CORPORATION COMMON 319963104 $10,687,500.00 250,000 SOLE 10 250,000
FIRST DATA CORPORATION COMMON 319963104 $76,950.00 1,800 SOLE 19 1,800
FIRST DATA CORPORATION COMMON 319963104 $8,550.00 200 SOLE 38 200
FIRST INDUSTRIAL REALTY COMMON 32054K103 $29,203.75 1,220 SOLE 28 1,220
FIRST INDUSTRIAL REALTY COMMON 32054K103 $19,269.69 805 SOLE 33 805
FIRST REALTY TRUST COMMON 32054K103 $83,783.00 3,500 SOLE 1 3,500
FIRST UNION CORPORATION COMMON 337358105 $211,505.63 3,958 SOLE 19 3,958
FIRST UNION CORPORATION COMMON 337358105 $42,750.00 800 SOLE 38 800
FIRSTAR CORPORATION COMMON 33763V109 $62,650.00 700 SOLE 19 700
FIRSTAR CORPORATION COMMON 33763V109 $8,950.00 100 SOLE 38 100
FIRSTENERGY CORPORATION COMMON 337932107 $22,350.00 800 SOLE 19 800
FIRSTENERGY CORPORATION COMMON 337932107 $1,261,573.69 45,157 SOLE 20 45,157
FIRSTENERGY CORPORATION COMMON 337932107 $22,350.00 800 SOLE 38 800
FLEET FINANCIAL GRP INC COMMON 338915101 $112,875.00 3,000 SOLE 19 3,000
FLEET FINANCIAL GRP INC COMMON 338915101 $1,448,562.50 38,500 SOLE 20 38,500
FLEET FINANCIAL GRP INC COMMON 338915101 $18,812.50 500 SOLE 38 500
FLEXTRONICS INTL LTD COMMON Y2573F102 $86,700.00 1,700 SOLE 36 1,700
FLEXTRONICS INTL LTD COMMON Y2573F102 $51,000.00 1,000 SOLE 50 1,000
FLUOR CORPORATION COMMON 343861100 $132,300.00 4,900 SOLE 18 4,900
FLUOR CORPORATION COMMON 343861100 $21,600.00 800 SOLE 32 800
FMC CORPORATION COMMON 302491303 $543,125.00 11,000 SOLE 3 11,000
FMC CORPORATION COMMON 302491303 $7,406,250.00 150,000 SOLE 11 150,000
FMC CORPORATION COMMON 302491303 $29,625.00 600 SOLE 19 600
FMC CORPORATION COMMON 302491303 $9,875.00 200 SOLE 38 200
FORD MOTOR COMPANY COMMON 345370100 $6,526,250.00 115,000 SOLE 2 115,000
FORD MOTOR COMPANY COMMON 345370100 $6,526,250.00 115,000 SOLE 10 115,000
FORD MOTOR COMPANY COMMON 345370100 $266,725.00 4,700 SOLE 19 4,700
FORD MOTOR COMPANY COMMON 345370100 $62,425.00 1,100 SOLE 38 1,100
FORD MOTOR COMPANY COMMON 345370100 $170,250.00 3,000 SOLE 520 3,000
FORD MOTOR COMPANY COMMON 345370100 $17,025.00 300 SOLE 540 300
FORD MOTOR COMPANY COMMON 345370100 $34,050.00 600 SOLE 550 600
FOREST LABORATORIES, INC. COMMON 345838106 $5,637,500.00 100,000 SOLE 10 100,000
FORT JAMES CORPORATION COMMON 347471104 $44,362.50 1,400 SOLE 19 1,400
FORT JAMES CORPORATION COMMON 347471104 $1,080,543.75 34,100 SOLE 20 34,100
FORTUNE BRANDS INC. COMMON 349631101 $619,000.00 16,000 SOLE 3 16,000
FORTUNE BRANDS INC. COMMON 349631101 $7,737,500.00 200,000 SOLE 11 200,000
FORTUNE BRANDS INC. COMMON 349631101 $34,818.75 900 SOLE 19 900
FORTUNE BRANDS INC. COMMON 349631101 $1,709,987.50 44,200 SOLE 20 44,200
FOSSIL INC COMMON 349882100 $163,968.75 5,500 SOLE 36 5,500
FOSSIL INC COMMON 349882100 $98,381.25 3,300 SOLE 50 3,300
FOSTER WHEELER CORP COMMON 350244109 $194,000.00 16,000 SOLE 3 16,000
FOSTER WHEELER CORP COMMON 350244109 $2,425,000.00 200,000 SOLE 11 200,000
FPL GROUP, INC COMMON 302571104 $47,925.00 900 SOLE 19 900
FRANCHISE FINANCE CORP COMMON 351807102 $98,996.00 4,700 SOLE 1 4,700
FRANKLIN RESOURCES INC COMMON 354613101 $33,750.00 1,200 SOLE 19 1,200
FRED MEYER, INC. COMMON 592907109 $29,437.50 500 SOLE 19 500
FRED MEYER, INC. COMMON 592907109 $23,550.00 400 SOLE 38 400
FREDDIE MAC COMMON 313400301 $15,423,750.00 270,000 SOLE 2 270,000
FREDDIE MAC COMMON 313400301 $17,137,500.00 300,000 SOLE 10 300,000
FREDDIE MAC COMMON 313400301 $1,645,200.00 28,800 SOLE 16 28,800
FREDDIE MAC COMMON 313400301 $148,525.00 2,600 SOLE 19 2,600
FREDDIE MAC COMMON 313400301 $125,675.00 2,200 SOLE 34 2,200
FREDDIE MAC COMMON 313400301 $34,275.00 600 SOLE 38 600
FREDDIE MAC COMMON 313400301 $34,275.00 600 SOLE 510 600
FREDDIE MAC COMMON 313400301 $177,087.50 3,100 SOLE 520 3,100
FREDDIE MAC COMMON 313400301 $194,225.00 3,400 SOLE 530 3,400
FREDDIE MAC COMMON 313400301 $17,137.50 300 SOLE 540 300
FREDDIE MAC COMMON 313400301 $45,700.00 800 SOLE 550 800
FREDDIE MAC COMMON 313400301 $171,375.00 3,000 SOLE 560 3,000
FREDDIE MAC COMMON 313400301 $28,562.50 500 SOLE 570 500
FREEPORT-MCMORAN COPPER-B COMMON 35671D857 $8,700.00 800 SOLE 38 800
FRONTIER CORP COMMON 35906P105 $14,525,000.00 280,000 SOLE 2 280,000
FRONTIER CORP COMMON 35906P105 $6,225,000.00 120,000 SOLE 10 120,000
FRUIT OF THE LOOM - CL. A COMMON G3682L105 $4,150.00 400 SOLE 38 400
FTI CONSULTING INC COMMON 302941109 $153,812.50 53,500 SOLE 1 53,500
FTI CONSULTING INC COMMON 302941109 $411,987.50 143,300 SOLE 15 143,300
FTI CONSULTING INC COMMON 302941109 $43,700.00 15,200 SOLE 29 15,200
FTI CONSULTING INC COMMON 302941109 $57,500.00 20,000 SOLE 35 20,000
GABLES RESIDENTIAL TRUST COMMON 362418105 $53,748.00 2,450 SOLE 1 2,450
GALILEO TECHNOLOGY LTD COMMON M47298100 $99,450.00 3,400 SOLE 36 3,400
GALILEO TECHNOLOGY LTD COMMON M47298100 $58,500.00 2,000 SOLE 50 2,000
GALLAHER GROUP PLC -ADR COMMON 363595109 $11,750.00 500 SOLE 19 500
GANNETT INC COMMON 364730101 $10,080,000.00 160,000 SOLE 2 160,000
GANNETT INC COMMON 364730101 $11,340,000.00 180,000 SOLE 10 180,000
GANNETT INC COMMON 364730101 $81,900.00 1,300 SOLE 19 1,300
GANNETT INC COMMON 364730101 $6,300.00 100 SOLE 38 100
GANNETT INC COMMON 364730101 $31,500.00 500 SOLE 510 500
GANNETT INC COMMON 364730101 $151,200.00 2,400 SOLE 520 2,400
GANNETT INC COMMON 364730101 $182,700.00 2,900 SOLE 530 2,900
GANNETT INC COMMON 364730101 $12,600.00 200 SOLE 540 200
GANNETT INC COMMON 364730101 $25,200.00 400 SOLE 550 400
GAP INC COMMON 364760108 $166,598.44 2,475 SOLE 19 2,475
GAP INC COMMON 364760108 $40,387.50 600 SOLE 38 600
GATEWAY 2000 INC COMMON 367833100 $13,712.50 200 SOLE 38 200
GATX CORP COMMON 361448103 $500,650.00 15,200 SOLE 20 15,200
GENERAL DYNAMICS CORP COMMON 369550108 $12,850.00 200 SOLE 38 200
GENERAL ELECTRIC CO COMMON 369604103 $22,125,000.00 200,000 SOLE 2 200,000
GENERAL ELECTRIC CO COMMON 369604103 $22,125,000.00 200,000 SOLE 10 200,000
GENERAL ELECTRIC CO COMMON 369604103 $1,393,875.00 12,600 SOLE 19 12,600
GENERAL ELECTRIC CO COMMON 369604103 $2,057,625.00 18,600 SOLE 20 18,600
GENERAL ELECTRIC CO COMMON 369604103 $309,750.00 2,800 SOLE 38 2,800
GENERAL ELECTRIC CO COMMON 369604103 $431,437.50 3,900 SOLE 70 3,900
GENERAL ELECTRIC CO COMMON 369604103 $110,625.00 1,000 SOLE 510 1,000
GENERAL ELECTRIC CO COMMON 369604103 $199,125.00 1,800 SOLE 520 1,800
GENERAL ELECTRIC CO COMMON 369604103 $331,875.00 3,000 SOLE 530 3,000
GENERAL ELECTRIC CO COMMON 369604103 $33,187.50 300 SOLE 540 300
GENERAL ELECTRIC CO COMMON 369604103 $77,437.50 700 SOLE 550 700
GENERAL ELECTRIC CO COMMON 369604103 $431,437.50 3,900 SOLE 560 3,900
GENERAL ELECTRIC CO COMMON 369604103 $77,437.50 700 SOLE 570 700
GENERAL GROWTH PROPERTIES COMMON 370021107 $115,153.13 3,550 SOLE 18 3,550
GENERAL GROWTH PROPERTIES COMMON 370021107 $17,840.63 550 SOLE 32 550
GENERAL GROWTH PROPERTIES COMMON 370021107 $113,533.00 3,500 SOLE 1 3,500
GENERAL INSTRUMENT CORP COMMON 370120107 $509,250.00 16,800 SOLE 6 16,800
GENERAL INSTRUMENT CORP COMMON 370120107 $4,674,187.50 154,200 SOLE 13 154,200
GENERAL INSTRUMENT CORP COMMON 370120107 $12,125.00 400 SOLE 38 400
GENERAL MILLS COMMON 370334104 $612,056.25 8,100 SOLE 3 8,100
GENERAL MILLS COMMON 370334104 $8,085,187.50 107,000 SOLE 11 107,000
GENERAL MILLS COMMON 370334104 $944,531.25 12,500 SOLE 16 12,500
GENERAL MILLS COMMON 370334104 $75,562.50 1,000 SOLE 19 1,000
GENERAL MILLS COMMON 370334104 $3,030,056.25 40,100 SOLE 20 40,100
GENERAL MILLS COMMON 370334104 $113,343.75 1,500 SOLE 34 1,500
GENERAL MILLS COMMON 370334104 $7,556.25 100 SOLE 38 100
GENERAL MOTORS CORPORATIO COMMON 370442105 $251,937.50 2,900 SOLE 19 2,900
GENERAL MOTORS CORPORATIO COMMON 370442105 $1,555,062.50 17,900 SOLE 20 17,900
GENERAL MOTORS CORPORATIO COMMON 370442105 $60,812.50 700 SOLE 38 700
GENSET SPONSORED ADR COMMON 37244T104 $384,375.00 25,000 SOLE 6 25,000
GENSET SPONSORED ADR COMMON 37244T104 $3,075,000.00 200,000 SOLE 13 200,000
GENUINE PARTS COMPANY COMMON 372460105 $576,250.00 20,000 SOLE 3 20,000
GENUINE PARTS COMPANY COMMON 372460105 $7,203,125.00 250,000 SOLE 11 250,000
GENUINE PARTS COMPANY COMMON 372460105 $33,134.38 1,150 SOLE 19 1,150
GENUINE PARTS COMPANY COMMON 372460105 $1,388,762.50 48,200 SOLE 20 48,200
GENZYME CORPORATION COMMON 372917104 $423,675.00 8,400 SOLE 6 8,400
GENZYME CORPORATION COMMON 372917104 $3,883,687.50 77,000 SOLE 13 77,000
GENZYME CORPORATION COMMON 372917104 $388,368.75 7,700 SOLE 18 7,700
GENZYME CORPORATION COMMON 372917104 $65,568.75 1,300 SOLE 32 1,300
GEORGIA-PACIFIC (GP GRP) COMMON 373298108 $29,700.00 400 SOLE 19 400
GEORGIA-PACIFIC (GP GRP) COMMON 373298108 $898,425.00 12,100 SOLE 20 12,100
GEORGIA-PACIFIC (TIMBER) COMMON 373298702 $26,925.00 1,200 SOLE 19 1,200
GEOTEL COMMUNICATIONS COR COMMON 373656107 $279,837.50 6,100 SOLE 36 6,100
GEOTEL COMMUNICATIONS COR COMMON 373656107 $178,912.50 3,900 SOLE 50 3,900
GETTY IMAGES INC COMMON 374276103 $84,000.00 4,000 SOLE 36 4,000
GETTY IMAGES INC COMMON 374276103 $48,300.00 2,300 SOLE 50 2,300
GILEAD SCIENCES, INC. COMMON 375558103 $354,900.00 7,800 SOLE 6 7,800
GILEAD SCIENCES, INC. COMMON 375558103 $3,235,050.00 71,100 SOLE 13 71,100
GILLETTE COMPANY COMMON 375766102 $1,931,718.75 32,500 SOLE 16 32,500
GILLETTE COMPANY COMMON 375766102 $267,468.75 4,500 SOLE 19 4,500
GILLETTE COMPANY COMMON 375766102 $208,031.25 3,500 SOLE 34 3,500
GILLETTE COMPANY COMMON 375766102 $53,493.75 900 SOLE 38 900
GILLETTE COMPANY COMMON 375766102 $35,662.50 600 SOLE 510 600
GILLETTE COMPANY COMMON 375766102 $237,750.00 4,000 SOLE 530 4,000
GILLETTE COMPANY COMMON 375766102 $71,325.00 1,200 SOLE 560 1,200
GILLETTE COMPANY COMMON 375766102 $23,775.00 400 SOLE 570 400
GLAXO WELLCOME PLC ADR COMMON 37733W105 $281,137.50 4,200 SOLE 6 4,200
GLAXO WELLCOME PLC ADR COMMON 37733W105 $2,583,787.50 38,600 SOLE 13 38,600
GLAXO WELLCOME PLC ADR COMMON 37733W105 $60,243.75 900 SOLE 19 900
GLENBOROUGH REALTY TRUST COMMON 37803P105 $56,100.00 3,300 SOLE 1 3,300
GLIMCHER REALTY TRUST COMMON 379302102 $79,781.25 5,550 SOLE 18 5,550
GLIMCHER REALTY TRUST COMMON 379302102 $12,218.75 850 SOLE 32 850
GLOBAL CROSSING, LTD. COMMON G3921A100 $23,125.00 500 SOLE 39 500
GLOBAL TELESYSTEMS GROUP COMMON 37936U104 $39,156.25 700 SOLE 39 700
GOLDEN WEST FINANCIAL COMMON 381317106 $47,750.00 500 SOLE 19 500
GOLDEN WEST FINANCIAL COMMON 381317106 $19,100.00 200 SOLE 38 200
GOODY'S FAMILY CLOTHING COMMON 382588101 $22,300.00 1,600 SOLE 50 1,600
GOODYEAR TIRE & RUBBER CO COMMON 382550101 $44,831.25 900 SOLE 19 900
GPU, INC. COMMON 36225X100 $2,839,481.25 76,100 SOLE 11 76,100
GPU, INC. COMMON 36225X100 $3,731.25 100 SOLE 38 100
GRAINGER W.W. INC. COMMON 384802104 $430,625.00 10,000 SOLE 3 10,000
GRAINGER W.W. INC. COMMON 384802104 $8,130,200.00 188,800 SOLE 11 188,800
GRAINGER W.W. INC. COMMON 384802104 $559,812.50 13,000 SOLE 16 13,000
GRANITE CONSTRUCTION, INC COMMON 387328107 $140,250.00 6,000 SOLE 18 6,000
GRANITE CONSTRUCTION, INC COMMON 387328107 $23,375.00 1,000 SOLE 32 1,000
GREAT ATLANTIC & PAC TEA COMMON 390064103 $9,000.00 300 SOLE 38 300
GREAT LAKES CHEMICAL COMMON 390568103 $25,725.00 700 SOLE 19 700
GREAT LAKES CHEMICAL COMMON 390568103 $1,238,475.00 33,700 SOLE 20 33,700
GRUPO CASA AUTREY -ADR COMMON 40048P104 $14,350.00 2,800 SOLE 200 2,800
GRUPO TELEVISA S.A. COMMON 40049J206 $31,375.00 1,000 SOLE 6 1,000
GRUPO TELEVISA S.A. COMMON 40049J206 $282,375.00 9,000 SOLE 13 9,000
GRUPO TELEVISA S.A. COMMON 40049J206 $21,962.50 700 SOLE 39 700
GTE CORP COMMON 362320103 $8,772,500.00 145,000 SOLE 2 145,000
GTE CORP COMMON 362320103 $1,452,000.00 24,000 SOLE 3 24,000
GTE CORP COMMON 362320103 $9,982,500.00 165,000 SOLE 10 165,000
GTE CORP COMMON 362320103 $18,150,000.00 300,000 SOLE 11 300,000
GTE CORP COMMON 362320103 $242,000.00 4,000 SOLE 19 4,000
GTE CORP COMMON 362320103 $2,716,450.00 44,900 SOLE 20 44,900
GTE CORP COMMON 362320103 $48,400.00 800 SOLE 38 800
GTE CORP COMMON 362320103 $30,250.00 500 SOLE 510 500
GTE CORP COMMON 362320103 $90,750.00 1,500 SOLE 520 1,500
GTE CORP COMMON 362320103 $248,050.00 4,100 SOLE 530 4,100
GTE CORP COMMON 362320103 $12,100.00 200 SOLE 540 200
GTE CORP COMMON 362320103 $18,150.00 300 SOLE 550 300
GTE CORP COMMON 362320103 $108,900.00 1,800 SOLE 560 1,800
GTE CORP COMMON 362320103 $30,250.00 500 SOLE 570 500
GUIDANT CORP COMMON 401698105 $871,200.00 14,400 SOLE 16 14,400
GUIDANT CORP COMMON 401698105 $338,800.00 5,600 SOLE 18 5,600
GUIDANT CORP COMMON 401698105 $133,100.00 2,200 SOLE 19 2,200
GUIDANT CORP COMMON 401698105 $48,400.00 800 SOLE 32 800
GUIDANT CORP COMMON 401698105 $96,800.00 1,600 SOLE 34 1,600
GUIDANT CORP COMMON 401698105 $12,100.00 200 SOLE 38 200
H & R BLOCK INC. COMMON 93671105 $66,325.00 1,400 SOLE 19 1,400
H & R BLOCK INC. COMMON 93671105 $1,236,487.50 26,100 SOLE 20 26,100
H.B. FULLER CO COMMON 359694106 $1,054,981.25 17,900 SOLE 16 17,900
H.B. FULLER CO COMMON 359694106 $100,193.75 1,700 SOLE 34 1,700
HALLIBURTON COMPANY COMMON 406216101 $1,220,450.00 31,700 SOLE 3 31,700
HALLIBURTON COMPANY COMMON 406216101 $16,227,750.00 421,500 SOLE 11 421,500
HALLIBURTON COMPANY COMMON 406216101 $65,450.00 1,700 SOLE 19 1,700
HANNA (M.A.) COMPANY COMMON 410522106 $384,375.00 30,000 SOLE 15 30,000
HARCOURT GENERAL, INC. COMMON 41163G101 $531,750.00 12,000 SOLE 3 12,000
HARCOURT GENERAL, INC. COMMON 41163G101 $6,646,875.00 150,000 SOLE 11 150,000
HARCOURT GENERAL, INC. COMMON 41163G101 $17,725.00 400 SOLE 38 400
HARMONIC LIGHTWAVES INC COMMON 413160102 $116,025.00 4,200 SOLE 36 4,200
HARMONIC LIGHTWAVES INC COMMON 413160102 $69,062.50 2,500 SOLE 50 2,500
HARRAH'S ENTERTAINMENT COMMON 413619107 $293,562.50 15,400 SOLE 18 15,400
HARRAH'S ENTERTAINMENT COMMON 413619107 $64,812.50 3,400 SOLE 32 3,400
HARRAH'S ENTERTAINMENT COMMON 413619107 $3,812.50 200 SOLE 38 200
HARTFORD FINL SVCS GRP COMMON 416515104 $8,521,875.00 150,000 SOLE 2 150,000
HARTFORD FINL SVCS GRP COMMON 416515104 $8,521,875.00 150,000 SOLE 10 150,000
HARTFORD FINL SVCS GRP COMMON 416515104 $62,493.75 1,100 SOLE 19 1,100
HARTFORD FINL SVCS GRP COMMON 416515104 $5,681.25 100 SOLE 38 100
HARTFORD FINL SVCS GRP COMMON 416515104 $34,087.50 600 SOLE 510 600
HARTFORD FINL SVCS GRP COMMON 416515104 $193,162.50 3,400 SOLE 520 3,400
HARTFORD FINL SVCS GRP COMMON 416515104 $215,887.50 3,800 SOLE 530 3,800
HARTFORD FINL SVCS GRP COMMON 416515104 $22,725.00 400 SOLE 540 400
HARTFORD FINL SVCS GRP COMMON 416515104 $56,812.50 1,000 SOLE 550 1,000
HARTFORD FINL SVCS GRP COMMON 416515104 $124,987.50 2,200 SOLE 560 2,200
HARTFORD FINL SVCS GRP COMMON 416515104 $22,725.00 400 SOLE 570 400
HASBRO INC COMMON 418056107 $1,649,437.50 57,000 SOLE 1 57,000
HASBRO INC COMMON 418056107 $512,193.75 17,700 SOLE 6 17,700
HASBRO INC COMMON 418056107 $13,021,875.00 450,000 SOLE 10 450,000
HASBRO INC COMMON 418056107 $4,683,534.38 161,850 SOLE 13 161,850
HASBRO INC COMMON 418056107 $4,514,250.00 156,000 SOLE 15 156,000
HASBRO INC COMMON 418056107 $434,062.50 15,000 SOLE 29 15,000
HASBRO INC COMMON 418056107 $564,281.25 19,500 SOLE 35 19,500
HCR MANOR CARE COMMON 404134108 $9,125.00 400 SOLE 38 400
HEALTH CARE PROPERTY INV COMMON 421915109 $92,000.00 3,200 SOLE 18 3,200
HEALTH CARE PROPERTY INV COMMON 421915109 $14,375.00 500 SOLE 32 500
HEALTH MANAGEMENT ASS. COMMON 421933102 $599,625.00 49,200 SOLE 16 49,200
HEALTH MANAGEMENT ASS. COMMON 421933102 $70,687.50 5,800 SOLE 34 5,800
HEALTHSOUTH CORP COMMON 421924101 $217,875.00 21,000 SOLE 3 21,000
HEALTHSOUTH CORP COMMON 421924101 $3,112,500.00 300,000 SOLE 11 300,000
HEALTHSOUTH CORP COMMON 421924101 $259,375.00 25,000 SOLE 16 25,000
HEALTHSOUTH CORP COMMON 421924101 $33,200.00 3,200 SOLE 19 3,200
HEINZ (H J) COMPANY COMMON 423074103 $7,580,000.00 160,000 SOLE 10 160,000
HEINZ (H J) COMPANY COMMON 423074103 $66,325.00 1,400 SOLE 19 1,400
HEINZ (H J) COMPANY COMMON 423074103 $1,172,531.25 24,750 SOLE 20 24,750
HEINZ (H J) COMPANY COMMON 423074103 $9,475.00 200 SOLE 38 200
HEINZ (H J) COMPANY COMMON 423074103 $23,687.50 500 SOLE 510 500
HEINZ (H J) COMPANY COMMON 423074103 $146,862.50 3,100 SOLE 530 3,100
HEINZ (H J) COMPANY COMMON 423074103 $151,600.00 3,200 SOLE 560 3,200
HEINZ (H J) COMPANY COMMON 423074103 $33,162.50 700 SOLE 570 700
HELMERICH & PAYNE INC COMMON 423452101 $9,075.00 400 SOLE 19 400
HELMERICH & PAYNE INC COMMON 423452101 $34,031.25 1,500 SOLE 36 1,500
HELMERICH & PAYNE INC COMMON 423452101 $22,687.50 1,000 SOLE 50 1,000
HERCULES INC COMMON 427056106 $1,388,750.00 55,000 SOLE 20 55,000
HERSHEY FOODS CORP COMMON 427866108 $39,200.00 700 SOLE 19 700
HEWLETT-PACKARD CO COMMON 428236103 $1,193,500.00 17,600 SOLE 16 17,600
HEWLETT-PACKARD CO COMMON 428236103 $271,250.00 4,000 SOLE 19 4,000
HEWLETT-PACKARD CO COMMON 428236103 $1,613,937.50 23,800 SOLE 20 23,800
HEWLETT-PACKARD CO COMMON 428236103 $135,625.00 2,000 SOLE 34 2,000
HEWLETT-PACKARD CO COMMON 428236103 $54,250.00 800 SOLE 38 800
HIGHWOODS PROPERTIES INC COMMON 431284108 $706,875.00 30,000 SOLE 3 30,000
HIGHWOODS PROPERTIES INC COMMON 431284108 $5,183,750.00 220,000 SOLE 11 220,000
HIGHWOODS PROPERTIES INC COMMON 431284108 $141,378.00 6,000 SOLE 1 6,000
HILTON HOTELS CORPORATION COMMON 432848109 $112,500.00 8,000 SOLE 3 8,000
HILTON HOTELS CORPORATION COMMON 432848109 $1,406,250.00 100,000 SOLE 11 100,000
HILTON HOTELS CORPORATION COMMON 432848109 $507,656.25 36,100 SOLE 20 36,100
HITACHI LTD -ADR COMMON 433578507 $21,825.00 300 SOLE 19 300
HOME DEPOT INC COMMON 437076102 $280,125.00 4,500 SOLE 18 4,500
HOME DEPOT INC COMMON 437076102 $354,825.00 5,700 SOLE 19 5,700
HOME DEPOT INC COMMON 437076102 $49,800.00 800 SOLE 32 800
HOME DEPOT INC COMMON 437076102 $74,700.00 1,200 SOLE 38 1,200
HOME DEPOT INC COMMON 437076102 $423,300.00 6,800 SOLE 70 6,800
HOME DEPOT INC COMMON 437076102 $336,150.00 5,400 SOLE 530 5,400
HOME DEPOT INC COMMON 437076102 $136,950.00 2,200 SOLE 560 2,200
HOME DEPOT INC COMMON 437076102 $37,350.00 600 SOLE 570 600
HOMESTAKE MINING COMMON 437614100 $178,537.50 20,700 SOLE 18 20,700
HOMESTAKE MINING COMMON 437614100 $120,750.00 14,000 SOLE 29 14,000
HOMESTAKE MINING COMMON 437614100 $26,737.50 3,100 SOLE 32 3,100
HONDA MOTOR CO LTD-ADR COMMON 438128308 $62,300.00 700 SOLE 19 700
HONEYWELL INC. COMMON 438506107 $606,500.00 8,000 SOLE 3 8,000
HONEYWELL INC. COMMON 438506107 $7,581,250.00 100,000 SOLE 11 100,000
HONEYWELL INC. COMMON 438506107 $68,231.25 900 SOLE 19 900
HONEYWELL INC. COMMON 438506107 $1,159,931.25 15,300 SOLE 20 15,300
HONG KONG TELECOMM -ADR COMMON 438579203 $15,650.00 800 SOLE 19 800
HOOPER HOLMES INC COMMON 439104100 $54,687.50 3,500 SOLE 36 3,500
HOOPER HOLMES INC COMMON 439104100 $31,250.00 2,000 SOLE 50 2,000
HORACE MANN EDUCATORS COMMON 440327104 $2,622,000.00 114,000 SOLE 15 114,000
HORACE MANN EDUCATORS COMMON 440327104 $331,200.00 14,400 SOLE 29 14,400
HORACE MANN EDUCATORS COMMON 440327104 $299,000.00 13,000 SOLE 35 13,000
HORMEL FOODS CORP COMMON 440452100 $306,375.00 8,600 SOLE 29 8,600
HORMEL FOODS CORP COMMON 440452100 $570,000.00 16,000 SOLE 35 16,000
HOSPITALITY PROPERTIES TR COMMON 44106M102 $8,118,750.00 300,000 SOLE 11 300,000
HOSPITALITY PROPERTIES TR COMMON 44106M102 $113,665.00 4,200 SOLE 1 4,200
HOUSEHOLD INTERNTL INC COMMON 441815107 $1,332,250.00 29,200 SOLE 16 29,200
HOUSEHOLD INTERNTL INC COMMON 441815107 $95,812.50 2,100 SOLE 19 2,100
HOUSEHOLD INTERNTL INC COMMON 441815107 $127,750.00 2,800 SOLE 34 2,800
HOUSEHOLD INTERNTL INC COMMON 441815107 $13,687.50 300 SOLE 38 300
HRPT PROPERTIES TRUST COMMON 40426W101 $270,000.00 20,000 SOLE 3 20,000
HRPT PROPERTIES TRUST COMMON 40426W101 $4,050,000.00 300,000 SOLE 11 300,000
HUBBELL INC, CLASS B COMMON 443510201 $600,000.00 15,000 SOLE 3 15,000
HUBBELL INC, CLASS B COMMON 443510201 $7,200,000.00 180,000 SOLE 11 180,000
HUBBELL INC, CLASS B COMMON 443510201 $516,000.00 12,900 SOLE 16 12,900
HUBBELL INC, CLASS B COMMON 443510201 $984,000.00 24,600 SOLE 20 24,600
HUBBELL INC, CLASS B COMMON 443510201 $44,000.00 1,100 SOLE 34 1,100
HUGHES SUPPLY COMMON 444482103 $166,075.00 7,300 SOLE 18 7,300
HUGHES SUPPLY COMMON 444482103 $27,300.00 1,200 SOLE 32 1,200
HUMANA, INC. COMMON 444859102 $690,000.00 40,000 SOLE 3 40,000
HUMANA, INC. COMMON 444859102 $9,478,875.00 549,500 SOLE 11 549,500
HUMANA, INC. COMMON 444859102 $10,350.00 600 SOLE 38 600
HUNTINGTON BANCSHARES COMMON 446150104 $60,946.88 1,970 SOLE 19 1,970
IBM COMMON 459200101 $10,635,000.00 60,000 SOLE 2 60,000
IBM COMMON 459200101 $514,025.00 2,900 SOLE 6 2,900
IBM COMMON 459200101 $10,635,000.00 60,000 SOLE 10 60,000
IBM COMMON 459200101 $4,785,750.00 27,000 SOLE 13 27,000
IBM COMMON 459200101 $3,934,950.00 22,200 SOLE 16 22,200
IBM COMMON 459200101 $655,825.00 3,700 SOLE 19 3,700
IBM COMMON 459200101 $301,325.00 1,700 SOLE 34 1,700
IBM COMMON 459200101 $159,525.00 900 SOLE 38 900
IBM COMMON 459200101 $53,175.00 300 SOLE 510 300
IBM COMMON 459200101 $177,250.00 1,000 SOLE 520 1,000
IBM COMMON 459200101 $354,500.00 2,000 SOLE 530 2,000
IBM COMMON 459200101 $17,725.00 100 SOLE 540 100
IBM COMMON 459200101 $70,900.00 400 SOLE 550 400
IBM COMMON 459200101 $194,975.00 1,100 SOLE 560 1,100
IBM COMMON 459200101 $35,450.00 200 SOLE 570 200
ICN PHARMACEUTICALS INC. COMMON 448924100 $156,162.50 6,200 SOLE 18 6,200
ICN PHARMACEUTICALS INC. COMMON 448924100 $50,375.00 2,000 SOLE 32 2,000
IDEC PHARMACEUTICALS CORP COMMON 449370105 $56,512.50 1,100 SOLE 36 1,100
IDEC PHARMACEUTICALS CORP COMMON 449370105 $30,825.00 600 SOLE 50 600
IKON OFFICE SOLUTIONS, IN COMMON 451713101 $14,093.75 1,100 SOLE 19 1,100
ILLINOIS TOOL WORKS COMMON 452308109 $1,076,625.00 17,400 SOLE 16 17,400
ILLINOIS TOOL WORKS COMMON 452308109 $74,250.00 1,200 SOLE 19 1,200
ILLINOIS TOOL WORKS COMMON 452308109 $105,187.50 1,700 SOLE 34 1,700
ILLINOIS TOOL WORKS COMMON 452308109 $12,375.00 200 SOLE 38 200
IMAX CORPORATION-ADR COMMON 4.52E+113 $477,750.00 24,500 SOLE 6 24,500
IMAX CORPORATION-ADR COMMON 4.52E+113 $4,646,850.00 238,300 SOLE 13 238,300
IMPERIAL CHEM INDUST ADR COMMON 452704505 $737,737.50 20,600 SOLE 20 20,600
IMS HEALTH, INCORPORATED COMMON 449934108 $53,000.00 1,600 SOLE 19 1,600
IMS HEALTH, INCORPORATED COMMON 449934108 $6,625.00 200 SOLE 38 200
INCO, LTD. COMMON 453258402 $580,425.00 43,600 SOLE 20 43,600
INFINITY BROADCASTING COMMON 45662S102 $77,250.00 3,000 SOLE 28 3,000
INFINITY BROADCASTING COMMON 45662S102 $51,500.00 2,000 SOLE 33 2,000
INFOSPACE.COM INC COMMON 45678T102 $177,125.00 2,000 SOLE 36 2,000
INFOSPACE.COM INC COMMON 45678T102 $106,275.00 1,200 SOLE 50 1,200
INGERSOLL-RAND COMMON 456866102 $54,587.50 1,100 SOLE 19 1,100
INGERSOLL-RAND COMMON 456866102 $4,962.50 100 SOLE 38 100
INTEGRATED HEALTH SERV COMMON 45812C106 $220,000.00 40,000 SOLE 3 40,000
INTEGRATED HEALTH SERV COMMON 45812C106 $2,750,000.00 500,000 SOLE 11 500,000
INTEGRATED HEALTH SERV COMMON 45812C106 $1,259,500.00 229,000 SOLE 15 229,000
INTEGRATED HEALTH SERV COMMON 45812C106 $117,700.00 21,400 SOLE 29 21,400
INTEL CORPORATION COMMON 458140100 $9,530,000.00 80,000 SOLE 2 80,000
INTEL CORPORATION COMMON 458140100 $11,912,500.00 100,000 SOLE 10 100,000
INTEL CORPORATION COMMON 458140100 $5,706,087.50 47,900 SOLE 16 47,900
INTEL CORPORATION COMMON 458140100 $655,187.50 5,500 SOLE 19 5,500
INTEL CORPORATION COMMON 458140100 $559,887.50 4,700 SOLE 34 4,700
INTEL CORPORATION COMMON 458140100 $166,775.00 1,400 SOLE 38 1,400
INTEL CORPORATION COMMON 458140100 $35,737.50 300 SOLE 510 300
INTEL CORPORATION COMMON 458140100 $166,775.00 1,400 SOLE 520 1,400
INTEL CORPORATION COMMON 458140100 $190,600.00 1,600 SOLE 530 1,600
INTEL CORPORATION COMMON 458140100 $23,825.00 200 SOLE 540 200
INTEL CORPORATION COMMON 458140100 $35,737.50 300 SOLE 550 300
INTEL CORPORATION COMMON 458140100 $142,950.00 1,200 SOLE 560 1,200
INTEL CORPORATION COMMON 458140100 $23,825.00 200 SOLE 570 200
INTERNATIONAL GAME TECH COMMON 459902102 $173,293.75 11,900 SOLE 6 11,900
INTERNATIONAL GAME TECH COMMON 459902102 $1,585,856.25 108,900 SOLE 13 108,900
INTERNATIONAL GAME TECH COMMON 459902102 $166,012.50 11,400 SOLE 18 11,400
INTERNATIONAL GAME TECH COMMON 459902102 $43,687.50 3,000 SOLE 32 3,000
INTERPUBLIC GRP OF CO COMMON 460690100 $264,775.00 3,400 SOLE 18 3,400
INTERPUBLIC GRP OF CO COMMON 460690100 $46,725.00 600 SOLE 19 600
INTERPUBLIC GRP OF CO COMMON 460690100 $38,937.50 500 SOLE 32 500
INTERSTATE BAKERIES COMMON 46072H108 $720,187.50 33,400 SOLE 16 33,400
INTERSTATE BAKERIES COMMON 46072H108 $86,250.00 4,000 SOLE 34 4,000
INTL FLAVORS & FRAGRANCE COMMON 459506101 $266,693.75 7,100 SOLE 6 7,100
INTL FLAVORS & FRAGRANCE COMMON 459506101 $2,730,793.75 72,700 SOLE 13 72,700
INTL FLAVORS & FRAGRANCE COMMON 459506101 $48,831.25 1,300 SOLE 19 1,300
INTL FLAVORS & FRAGRANCE COMMON 459506101 $1,900,662.50 50,600 SOLE 20 50,600
INTL INTEGRATION INC COMMON 459698106 $208,000.00 6,500 SOLE 36 6,500
INTL INTEGRATION INC COMMON 459698106 $131,200.00 4,100 SOLE 50 4,100
INTL PAPER COMPANY COMMON 460146103 $337,500.00 8,000 SOLE 3 8,000
INTL PAPER COMPANY COMMON 460146103 $4,218,750.00 100,000 SOLE 11 100,000
INTL PAPER COMPANY COMMON 460146103 $80,156.25 1,900 SOLE 19 1,900
INTL PAPER COMPANY COMMON 460146103 $1,012,500.00 24,000 SOLE 20 24,000
INTL PAPER COMPANY COMMON 460146103 $8,437.50 200 SOLE 38 200
IONICS INC. COMMON 462218108 $783,250.00 26,000 SOLE 1 26,000
IONICS INC. COMMON 462218108 $2,169,000.00 72,000 SOLE 15 72,000
IRSA INVERSIONES Y REP COMMON 450047204 $125,123.00 4,744 SOLE 6 4,744
IRSA INVERSIONES Y REP COMMON 450047204 $495,850.00 18,800 SOLE 13 18,800
IRVINE APART COMMUNITY COMMON 463606103 $34,244.00 1,650 SOLE 1 1,650
IT GROUP INC COMMON 465266104 $51,500.00 4,000 SOLE 36 4,000
IT GROUP INC COMMON 465266104 $29,612.50 2,300 SOLE 50 2,300
ITT EDUCATIONAL SERVICES COMMON 45068B109 $52,587.50 1,400 SOLE 36 1,400
ITT EDUCATIONAL SERVICES COMMON 45068B109 $33,806.25 900 SOLE 50 900
ITT INDUSTRIES, INC. COMMON 450911102 $21,225.00 600 SOLE 38 600
J C PENNEY COMMON 708160106 $972,000.00 24,000 SOLE 3 24,000
J C PENNEY COMMON 708160106 $12,150,000.00 300,000 SOLE 11 300,000
J C PENNEY COMMON 708160106 $60,750.00 1,500 SOLE 19 1,500
J C PENNEY COMMON 708160106 $1,032,750.00 25,500 SOLE 20 25,500
J P MORGAN & COMPANY INC. COMMON 616880100 $863,625.00 7,000 SOLE 3 7,000
J P MORGAN & COMPANY INC. COMMON 616880100 $11,103,750.00 90,000 SOLE 11 90,000
J P MORGAN & COMPANY INC. COMMON 616880100 $98,700.00 800 SOLE 19 800
J P MORGAN & COMPANY INC. COMMON 616880100 $2,344,125.00 19,000 SOLE 20 19,000
J P MORGAN & COMPANY INC. COMMON 616880100 $24,675.00 200 SOLE 38 200
J. B. HUNT TRANSPORT SVCS COMMON 445658107 $231,000.00 11,000 SOLE 18 11,000
J. B. HUNT TRANSPORT SVCS COMMON 445658107 $39,900.00 1,900 SOLE 32 1,900
JACOBS ENGINEERING GROUP COMMON 469814107 $236,625.00 6,000 SOLE 18 6,000
JACOBS ENGINEERING GROUP COMMON 469814107 $39,437.50 1,000 SOLE 32 1,000
JDA SOFTWARE GROUP, INC. COMMON 46612K108 $416,500.00 56,000 SOLE 29 56,000
JDA SOFTWARE GROUP, INC. COMMON 46612K108 $520,625.00 70,000 SOLE 35 70,000
JDN REALTY CORP COMMON 465917102 $62,606.00 3,150 SOLE 1 3,150
JOHNSON & JOHNSON COMMON 478160104 $11,242,500.00 120,000 SOLE 2 120,000
JOHNSON & JOHNSON COMMON 478160104 $13,116,250.00 140,000 SOLE 10 140,000
JOHNSON & JOHNSON COMMON 478160104 $3,919,135.50 41,832 SOLE 16 41,832
JOHNSON & JOHNSON COMMON 478160104 $487,175.00 5,200 SOLE 19 5,200
JOHNSON & JOHNSON COMMON 478160104 $393,487.50 4,200 SOLE 34 4,200
JOHNSON & JOHNSON COMMON 478160104 $103,056.25 1,100 SOLE 38 1,100
JOHNSON & JOHNSON COMMON 478160104 $196,743.75 2,100 SOLE 520 2,100
JOHNSON & JOHNSON COMMON 478160104 $28,106.25 300 SOLE 540 300
JOHNSON & JOHNSON COMMON 478160104 $65,581.25 700 SOLE 550 700
JONES PHARMA INC. COMMON 480236108 $156,375.00 4,500 SOLE 18 4,500
JONES PHARMA INC. COMMON 480236108 $52,125.00 1,500 SOLE 32 1,500
KANSAS CITY POWER & LIGHT COMMON 485134100 $738,750.00 30,000 SOLE 3 30,000
KANSAS CITY POWER & LIGHT COMMON 485134100 $7,466,300.00 303,200 SOLE 11 303,200
KANSAS CITY SO INDUSTRY COMMON 485170104 $28,500.00 500 SOLE 19 500
KANSAS CITY SO INDUSTRY COMMON 485170104 $11,400.00 200 SOLE 38 200
KELLOGG COMPANY COMMON 487836108 $912,937.50 27,000 SOLE 16 27,000
KELLOGG COMPANY COMMON 487836108 $71,006.25 2,100 SOLE 19 2,100
KELLOGG COMPANY COMMON 487836108 $1,379,550.00 40,800 SOLE 20 40,800
KELLWOOD COMPANY COMMON 488044108 $198,562.50 9,000 SOLE 29 9,000
KELLWOOD COMPANY COMMON 488044108 $189,737.50 8,600 SOLE 35 8,600
KERR-MCGEE CORPORATION COMMON 492386107 $590,625.00 18,000 SOLE 3 18,000
KERR-MCGEE CORPORATION COMMON 492386107 $8,849,531.25 269,700 SOLE 11 269,700
KERR-MCGEE CORPORATION COMMON 492386107 $16,406.25 500 SOLE 38 500
KEYCORP COMMON 493267108 $666,875.00 22,000 SOLE 3 22,000
KEYCORP COMMON 493267108 $9,093,750.00 300,000 SOLE 11 300,000
KEYCORP COMMON 493267108 $54,562.50 1,800 SOLE 19 1,800
KEYCORP COMMON 493267108 $6,062.50 200 SOLE 38 200
KEYSTONE AUTOMOTIVE INDS COMMON 49338N109 $325,000.00 20,000 SOLE 1 20,000
KEYSTONE AUTOMOTIVE INDS COMMON 49338N109 $845,000.00 52,000 SOLE 15 52,000
KEYSTONE AUTOMOTIVE INDS COMMON 49338N109 $219,375.00 13,500 SOLE 29 13,500
KEYSTONE AUTOMOTIVE INDS COMMON 49338N109 $170,625.00 10,500 SOLE 35 10,500
KILROY REALTY CORP COMMON 49427F108 $53,300.00 2,600 SOLE 1 2,600
KIMBERLY CLARK COMMON 494368103 $862,875.00 18,000 SOLE 3 18,000
KIMBERLY CLARK COMMON 494368103 $11,025,625.00 230,000 SOLE 11 230,000
KIMBERLY CLARK COMMON 494368103 $767,000.00 16,000 SOLE 16 16,000
KIMBERLY CLARK COMMON 494368103 $105,462.50 2,200 SOLE 19 2,200
KIMBERLY CLARK COMMON 494368103 $2,022,962.50 42,200 SOLE 20 42,200
KIMBERLY CLARK COMMON 494368103 $95,875.00 2,000 SOLE 34 2,000
KIMCO REALTY CORP COMMON 49446R109 $132,750.00 3,600 SOLE 18 3,600
KIMCO REALTY CORP COMMON 49446R109 $27,656.25 750 SOLE 28 750
KIMCO REALTY CORP COMMON 49446R109 $22,125.00 600 SOLE 32 600
KIMCO REALTY CORP COMMON 49446R109 $18,437.50 500 SOLE 33 500
KIMCO REALTY CORP COMMON 49446R109 $204,656.00 5,550 SOLE 1 5,550
KING WORLD PRODUCTIONS COMMON 495667107 $9,168.75 300 SOLE 38 300
KLA-TENCOR CORPORATION COMMON 482480100 $383,643.75 7,900 SOLE 18 7,900
KLA-TENCOR CORPORATION COMMON 482480100 $63,131.25 1,300 SOLE 32 1,300
KLM ROYL DUTCH AIRLNS -NY COMMON 482516101 $22,200.00 800 SOLE 19 800
KMART CORP COMMON 482584109 $8,406,250.00 500,000 SOLE 10 500,000
KMART CORP COMMON 482584109 $1,714,875.00 102,000 SOLE 16 102,000
KMART CORP COMMON 482584109 $168,125.00 10,000 SOLE 34 10,000
KMART CORP COMMON 482584109 $11,768.75 700 SOLE 38 700
KNIGHT-RIDDER, INC. COMMON 499040103 $1,720,000.00 34,400 SOLE 20 34,400
KNIGHT-RIDDER, INC. COMMON 499040103 $15,000.00 300 SOLE 38 300
KOHLS CORP COMMON 500255104 $935,550.00 13,200 SOLE 16 13,200
KOHLS CORP COMMON 500255104 $70,875.00 1,000 SOLE 19 1,000
KOHLS CORP COMMON 500255104 $113,400.00 1,600 SOLE 34 1,600
KOHLS CORP COMMON 500255104 $28,350.00 400 SOLE 38 400
KONINKLIJKE PHILIPS EL-NY COMMON 500472105 $164,875.00 2,000 SOLE 19 2,000
KOREA ELECTRIC POWER-ADR COMMON 500631106 $17,762.50 1,400 SOLE 39 1,400
KOREA ELECTRIC POWER-ADR COMMON 500631106 $35,525.00 2,800 SOLE 200 2,800
KOREA ELECTRIC POWER-ADR COMMON 500631106 $25,375.00 2,000 SOLE 201 2,000
KROGER COMPANY COMMON 501044101 $8,382,500.00 140,000 SOLE 2 140,000
KROGER COMPANY COMMON 501044101 $9,580,000.00 160,000 SOLE 10 160,000
KROGER COMPANY COMMON 501044101 $1,466,937.50 24,500 SOLE 16 24,500
KROGER COMPANY COMMON 501044101 $89,812.50 1,500 SOLE 19 1,500
KROGER COMPANY COMMON 501044101 $179,625.00 3,000 SOLE 34 3,000
KROGER COMPANY COMMON 501044101 $11,975.00 200 SOLE 38 200
KROGER COMPANY COMMON 501044101 $167,650.00 2,800 SOLE 520 2,800
KROGER COMPANY COMMON 501044101 $17,962.50 300 SOLE 540 300
KROGER COMPANY COMMON 501044101 $35,925.00 600 SOLE 550 600
KROGER COMPANY COMMON 501044101 $155,675.00 2,600 SOLE 560 2,600
KROGER COMPANY COMMON 501044101 $29,937.50 500 SOLE 570 500
LAIDLAW INC COMMON 50730K503 $232,500.00 40,000 SOLE 3 40,000
LAIDLAW INC COMMON 50730K503 $3,778,125.00 650,000 SOLE 11 650,000
LAIDLAW INC COMMON 50730K503 $581.25 100 SOLE 38 100
LANDRY'S SEAFOOD COMMON 51508L103 $256,250.00 40,000 SOLE 3 40,000
LANDRY'S SEAFOOD COMMON 51508L103 $3,587,500.00 560,000 SOLE 11 560,000
LEGG MASON, INC. COMMON 524901105 $1,253,175.00 37,200 SOLE 1 37,200
LEGG MASON, INC. COMMON 524901105 $222,337.50 6,600 SOLE 29 6,600
LEGG MASON, INC. COMMON 524901105 $269,500.00 8,000 SOLE 35 8,000
LEGGETT & PLATT INC COMMON 524660107 $9,220,000.00 461,000 SOLE 2 461,000
LEGGETT & PLATT INC COMMON 524660107 $10,400,000.00 520,000 SOLE 10 520,000
LEGGETT & PLATT INC COMMON 524660107 $1,800,000.00 90,000 SOLE 15 90,000
LEGGETT & PLATT INC COMMON 524660107 $1,124,000.00 56,200 SOLE 16 56,200
LEGGETT & PLATT INC COMMON 524660107 $136,000.00 6,800 SOLE 34 6,800
LEGGETT & PLATT INC COMMON 524660107 $156,000.00 7,800 SOLE 520 7,800
LEGGETT & PLATT INC COMMON 524660107 $20,000.00 1,000 SOLE 540 1,000
LEGGETT & PLATT INC COMMON 524660107 $32,000.00 1,600 SOLE 550 1,600
LEGGETT & PLATT INC COMMON 524660107 $96,000.00 4,800 SOLE 560 4,800
LEGGETT & PLATT INC COMMON 524660107 $18,000.00 900 SOLE 570 900
LEHMAN BROTHERS HOLDING COMMON 524908100 $5,975.00 100 SOLE 38 100
LERNOUT & HAUSPIE SPEECH COMMON B5628B104 $2,190,000.00 73,000 SOLE 1 73,000
LERNOUT & HAUSPIE SPEECH COMMON B5628B104 $300,000.00 10,000 SOLE 6 10,000
LERNOUT & HAUSPIE SPEECH COMMON B5628B104 $3,000,000.00 100,000 SOLE 13 100,000
LERNOUT & HAUSPIE SPEECH COMMON B5628B104 $6,000,000.00 200,000 SOLE 15 200,000
LEXMARK INTL GROUP COMMON 529771107 $458,175.00 4,100 SOLE 18 4,100
LEXMARK INTL GROUP COMMON 529771107 $78,225.00 700 SOLE 32 700
LG&E ENERGY CORP COMMON 501917108 $208,125.00 10,000 SOLE 3 10,000
LG&E ENERGY CORP COMMON 501917108 $2,081,250.00 100,000 SOLE 11 100,000
LIBERTY PROPERTY TRUST COMMON 531172104 $498,000.00 24,000 SOLE 3 24,000
LIBERTY PROPERTY TRUST COMMON 531172104 $8,507,500.00 410,000 SOLE 11 410,000
LIBERTY PROPERTY TRUST COMMON 531172104 $120,350.00 5,800 SOLE 1 5,800
LIGAND PHARMACEUTICALS COMMON 53220K207 $1,473,750.00 180,000 SOLE 1 180,000
LIGAND PHARMACEUTICALS COMMON 53220K207 $3,749,875.00 458,000 SOLE 15 458,000
LIGAND PHARMACEUTICALS COMMON 53220K207 $180,125.00 22,000 SOLE 29 22,000
LIGAND PHARMACEUTICALS COMMON 53220K207 $212,875.00 26,000 SOLE 35 26,000
LINCOLN NATIONAL CORP COMMON 534187109 $13,348,125.00 135,000 SOLE 2 135,000
LINCOLN NATIONAL CORP COMMON 534187109 $14,831,250.00 150,000 SOLE 10 150,000
LINCOLN NATIONAL CORP COMMON 534187109 $49,437.50 500 SOLE 19 500
LINCOLN NATIONAL CORP COMMON 534187109 $1,235,937.50 12,500 SOLE 20 12,500
LINCOLN NATIONAL CORP COMMON 534187109 $9,887.50 100 SOLE 38 100
LINCOLN NATIONAL CORP COMMON 534187109 $207,637.50 2,100 SOLE 520 2,100
LINCOLN NATIONAL CORP COMMON 534187109 $227,412.50 2,300 SOLE 530 2,300
LINCOLN NATIONAL CORP COMMON 534187109 $29,662.50 300 SOLE 540 300
LINCOLN NATIONAL CORP COMMON 534187109 $59,325.00 600 SOLE 550 600
LINCOLN NATIONAL CORP COMMON 534187109 $88,987.50 900 SOLE 560 900
LINCOLN NATIONAL CORP COMMON 534187109 $29,662.50 300 SOLE 570 300
LINENS 'N THINGS INC. COMMON 535679104 $154,275.00 3,400 SOLE 36 3,400
LINENS 'N THINGS INC. COMMON 535679104 $95,287.50 2,100 SOLE 50 2,100
LOCKHEED MARTIN CORP COMMON 539830109 $97,987.50 2,600 SOLE 19 2,600
LOCKHEED MARTIN CORP COMMON 539830109 $350,493.75 9,300 SOLE 20 9,300
LOCKHEED MARTIN CORP COMMON 539830109 $128,137.50 3,400 SOLE 520 3,400
LOCKHEED MARTIN CORP COMMON 539830109 $15,075.00 400 SOLE 540 400
LOCKHEED MARTIN CORP COMMON 539830109 $22,612.50 600 SOLE 550 600
LOEWS CORP COMMON 540424108 $597,000.00 8,000 SOLE 3 8,000
LOEWS CORP COMMON 540424108 $8,634,112.50 115,700 SOLE 11 115,700
LOEWS CORP COMMON 540424108 $59,700.00 800 SOLE 19 800
LOUISIANA-PACIFIC CORP COMMON 546347105 $745,000.00 40,000 SOLE 3 40,000
LOUISIANA-PACIFIC CORP COMMON 546347105 $9,312,500.00 500,000 SOLE 11 500,000
LOWE'S COMPANIES COMMON 548661107 $7,562,500.00 125,000 SOLE 2 125,000
LOWE'S COMPANIES COMMON 548661107 $7,562,500.00 125,000 SOLE 10 125,000
LOWE'S COMPANIES COMMON 548661107 $2,069,100.00 34,200 SOLE 16 34,200
LOWE'S COMPANIES COMMON 548661107 $344,850.00 5,700 SOLE 18 5,700
LOWE'S COMPANIES COMMON 548661107 $90,750.00 1,500 SOLE 19 1,500
LOWE'S COMPANIES COMMON 548661107 $60,500.00 1,000 SOLE 32 1,000
LOWE'S COMPANIES COMMON 548661107 $199,650.00 3,300 SOLE 34 3,300
LOWE'S COMPANIES COMMON 548661107 $12,100.00 200 SOLE 38 200
LOWE'S COMPANIES COMMON 548661107 $151,250.00 2,500 SOLE 520 2,500
LOWE'S COMPANIES COMMON 548661107 $24,200.00 400 SOLE 540 400
LOWE'S COMPANIES COMMON 548661107 $42,350.00 700 SOLE 550 700
LSI LOGIC CORP COMMON 502161102 $21,831.25 700 SOLE 38 700
LUCENT TECHNOLOGIES COMMON 549463107 $11,313,750.00 105,000 SOLE 2 105,000
LUCENT TECHNOLOGIES COMMON 549463107 $96,975.00 900 SOLE 6 900
LUCENT TECHNOLOGIES COMMON 549463107 $11,313,750.00 105,000 SOLE 10 105,000
LUCENT TECHNOLOGIES COMMON 549463107 $840,450.00 7,800 SOLE 13 7,800
LUCENT TECHNOLOGIES COMMON 549463107 $301,700.00 2,800 SOLE 18 2,800
LUCENT TECHNOLOGIES COMMON 549463107 $557,283.00 5,172 SOLE 19 5,172
LUCENT TECHNOLOGIES COMMON 549463107 $43,100.00 400 SOLE 32 400
LUCENT TECHNOLOGIES COMMON 549463107 $64,650.00 600 SOLE 38 600
LUCENT TECHNOLOGIES COMMON 549463107 $431,000.00 4,000 SOLE 70 4,000
LUCENT TECHNOLOGIES COMMON 549463107 $96,975.00 900 SOLE 201 900
LUCENT TECHNOLOGIES COMMON 549463107 $43,100.00 400 SOLE 510 400
LUCENT TECHNOLOGIES COMMON 549463107 $193,950.00 1,800 SOLE 520 1,800
LUCENT TECHNOLOGIES COMMON 549463107 $280,150.00 2,600 SOLE 530 2,600
LUCENT TECHNOLOGIES COMMON 549463107 $21,550.00 200 SOLE 540 200
LUCENT TECHNOLOGIES COMMON 549463107 $64,650.00 600 SOLE 550 600
LUCENT TECHNOLOGIES COMMON 549463107 $172,400.00 1,600 SOLE 560 1,600
LUCENT TECHNOLOGIES COMMON 549463107 $43,100.00 400 SOLE 570 400
LVMH MOET HENNESSYLOU ADR COMMON 502441207 $49,125.00 1,000 SOLE 19 1,000
MACERICH CO COMMON 554382101 $70,333.00 3,100 SOLE 1 3,100
MACK-CALI REALTY CORP COMMON 554489104 $161,563.00 5,500 SOLE 1 5,500
MACROMEDIA INC COMMON 556100105 $140,468.75 3,100 SOLE 36 3,100
MACROMEDIA INC COMMON 556100105 $77,031.25 1,700 SOLE 50 1,700
MANUFACTURED HOME COMM COMMON 564682102 $60,000.00 2,500 SOLE 1 2,500
MARRIOTT INTERNAT'L CL.A COMMON 571903202 $50,437.50 1,500 SOLE 19 1,500
MARRIOTT INTERNAT'L CL.A COMMON 571903202 $3,362.50 100 SOLE 38 100
MARSH & MCLENNAN COS. COMMON 571748102 $3,709.38 50 SOLE 13 50
MARSH & MCLENNAN COS. COMMON 571748102 $89,025.00 1,200 SOLE 19 1,200
MARSH & MCLENNAN COS. COMMON 571748102 $14,837.50 200 SOLE 38 200
MASCO CORPORATION COMMON 574599106 $8,898,750.00 315,000 SOLE 2 315,000
MASCO CORPORATION COMMON 574599106 $10,311,250.00 365,000 SOLE 10 365,000
MASCO CORPORATION COMMON 574599106 $39,550.00 1,400 SOLE 19 1,400
MASCO CORPORATION COMMON 574599106 $5,650.00 200 SOLE 38 200
MASCO CORPORATION COMMON 574599106 $98,875.00 3,500 SOLE 520 3,500
MASCO CORPORATION COMMON 574599106 $11,300.00 400 SOLE 540 400
MASCO CORPORATION COMMON 574599106 $19,775.00 700 SOLE 550 700
MASISA SA -SPON ADR COMMON 574799102 $15,500.00 2,000 SOLE 200 2,000
MATERIAL SCIENCES CORP COMMON 576674105 $670,650.00 105,200 SOLE 1 105,200
MATERIAL SCIENCES CORP COMMON 576674105 $140,250.00 22,000 SOLE 29 22,000
MATERIAL SCIENCES CORP COMMON 576674105 $191,250.00 30,000 SOLE 35 30,000
MATTEL INCORPORATED COMMON 577081102 $597,000.00 24,000 SOLE 16 24,000
MATTEL INCORPORATED COMMON 577081102 $34,825.00 1,400 SOLE 19 1,400
MATTEL INCORPORATED COMMON 577081102 $67,162.50 2,700 SOLE 34 2,700
MAXWELL TECHNOLOGIES INC COMMON 577767106 $2,414,637.50 103,300 SOLE 1 103,300
MAXWELL TECHNOLOGIES INC COMMON 577767106 $6,559,025.00 280,600 SOLE 15 280,600
MAXWELL TECHNOLOGIES INC COMMON 577767106 $287,512.50 12,300 SOLE 29 12,300
MAXWELL TECHNOLOGIES INC COMMON 577767106 $374,000.00 16,000 SOLE 35 16,000
MAY DEPARTMENT STORE CO COMMON 577778103 $64,556.25 1,650 SOLE 19 1,650
MAY DEPARTMENT STORE CO COMMON 577778103 $1,003,556.25 25,650 SOLE 20 25,650
MAY DEPARTMENT STORE CO COMMON 577778103 $5,868.75 150 SOLE 38 150
MAYTAG CORPORATION COMMON 578592107 $12,075.00 200 SOLE 38 200
MBNA CORPORATION COMMON 55262L100 $71,625.00 3,000 SOLE 19 3,000
MBNA CORPORATION COMMON 55262L100 $11,937.50 500 SOLE 38 500
MCCORMICK & CO INC COMMON 579780206 $1,438,400.00 49,600 SOLE 20 49,600
MCDERMOTT INTL INC COMMON 580037109 $212,625.00 8,400 SOLE 6 8,400
MCDERMOTT INTL INC COMMON 580037109 $1,951,593.75 77,100 SOLE 13 77,100
MCDERMOTT INTL INC COMMON 580037109 $159,468.75 6,300 SOLE 18 6,300
MCDERMOTT INTL INC COMMON 580037109 $25,312.50 1,000 SOLE 32 1,000
MCDONALD'S CORPORATION COMMON 580135101 $1,875,937.50 41,400 SOLE 16 41,400
MCDONALD'S CORPORATION COMMON 580135101 $226,562.50 5,000 SOLE 18 5,000
MCDONALD'S CORPORATION COMMON 580135101 $235,625.00 5,200 SOLE 19 5,200
MCDONALD'S CORPORATION COMMON 580135101 $36,250.00 800 SOLE 32 800
MCDONALD'S CORPORATION COMMON 580135101 $190,312.50 4,200 SOLE 34 4,200
MCDONALD'S CORPORATION COMMON 580135101 $45,312.50 1,000 SOLE 38 1,000
MCDONALD'S CORPORATION COMMON 580135101 $235,625.00 5,200 SOLE 560 5,200
MCDONALD'S CORPORATION COMMON 580135101 $36,250.00 800 SOLE 570 800
MCGRAW-HILL COMPANIES INC COMMON 580645109 $11,990,000.00 220,000 SOLE 2 220,000
MCGRAW-HILL COMPANIES INC COMMON 580645109 $15,260,000.00 280,000 SOLE 10 280,000
MCGRAW-HILL COMPANIES INC COMMON 580645109 $773,900.00 14,200 SOLE 16 14,200
MCGRAW-HILL COMPANIES INC COMMON 580645109 $65,400.00 1,200 SOLE 19 1,200
MCGRAW-HILL COMPANIES INC COMMON 580645109 $98,100.00 1,800 SOLE 34 1,800
MCGRAW-HILL COMPANIES INC COMMON 580645109 $10,900.00 200 SOLE 38 200
MCGRAW-HILL COMPANIES INC COMMON 580645109 $43,600.00 800 SOLE 510 800
MCGRAW-HILL COMPANIES INC COMMON 580645109 $174,400.00 3,200 SOLE 520 3,200
MCGRAW-HILL COMPANIES INC COMMON 580645109 $239,800.00 4,400 SOLE 530 4,400
MCGRAW-HILL COMPANIES INC COMMON 580645109 $21,800.00 400 SOLE 540 400
MCGRAW-HILL COMPANIES INC COMMON 580645109 $49,050.00 900 SOLE 550 900
MCI WORLDCOM, INC. COMMON 55268B106 $20,812,187.50 235,000 SOLE 2 235,000
MCI WORLDCOM, INC. COMMON 55268B106 $991,900.00 11,200 SOLE 6 11,200
MCI WORLDCOM, INC. COMMON 55268B106 $22,140,625.00 250,000 SOLE 10 250,000
MCI WORLDCOM, INC. COMMON 55268B106 $9,095,368.75 102,700 SOLE 13 102,700
MCI WORLDCOM, INC. COMMON 55268B106 $1,815,531.25 20,500 SOLE 16 20,500
MCI WORLDCOM, INC. COMMON 55268B106 $662,624.63 7,482 SOLE 19 7,482
MCI WORLDCOM, INC. COMMON 55268B106 $354,250.00 4,000 SOLE 34 4,000
MCI WORLDCOM, INC. COMMON 55268B106 $141,700.00 1,600 SOLE 38 1,600
MCI WORLDCOM, INC. COMMON 55268B106 $425,100.00 4,800 SOLE 70 4,800
MCI WORLDCOM, INC. COMMON 55268B106 $194,837.50 2,200 SOLE 520 2,200
MCI WORLDCOM, INC. COMMON 55268B106 $44,281.25 500 SOLE 540 500
MCI WORLDCOM, INC. COMMON 55268B106 $88,562.50 1,000 SOLE 550 1,000
MCI WORLDCOM, INC. COMMON 55268B106 $265,687.50 3,000 SOLE 560 3,000
MCI WORLDCOM, INC. COMMON 55268B106 $44,281.25 500 SOLE 570 500
MCKESSON HBOC INC COMMON 58155Q103 $7,326,000.00 111,000 SOLE 2 111,000
MCKESSON HBOC INC COMMON 58155Q103 $9,768,000.00 148,000 SOLE 10 148,000
MCKESSON HBOC INC COMMON 58155Q103 $145,200.00 2,200 SOLE 18 2,200
MCKESSON HBOC INC COMMON 58155Q103 $48,840.00 740 SOLE 19 740
MCKESSON HBOC INC COMMON 58155Q103 $19,800.00 300 SOLE 32 300
MCKESSON HBOC INC COMMON 58155Q103 $13,200.00 200 SOLE 38 200
MCKESSON HBOC INC COMMON 58155Q103 $26,862.00 407 SOLE 510 407
MCKESSON HBOC INC COMMON 58155Q103 $173,580.00 2,630 SOLE 520 2,630
MCKESSON HBOC INC COMMON 58155Q103 $170,940.00 2,590 SOLE 530 2,590
MCKESSON HBOC INC COMMON 58155Q103 $24,420.00 370 SOLE 540 370
MCKESSON HBOC INC COMMON 58155Q103 $43,956.00 666 SOLE 550 666
MCN ENERGY GROUP INC COMMON 55267J100 $401,562.50 25,000 SOLE 3 25,000
MCN ENERGY GROUP INC COMMON 55267J100 $5,204,250.00 324,000 SOLE 11 324,000
MCN ENERGY GROUP INC COMMON 55267J100 $88,343.75 5,500 SOLE 29 5,500
MEAD CORP COMMON 582834107 $630,375.00 20,500 SOLE 16 20,500
MEAD CORP COMMON 582834107 $61,500.00 2,000 SOLE 34 2,000
MEADOWCRAFT INC. COMMON 583204102 $420,000.00 70,000 SOLE 1 70,000
MEADOWCRAFT INC. COMMON 583204102 $39,000.00 6,500 SOLE 29 6,500
MEDIAONE GROUP COMMON 58440J104 $133,350.00 2,100 SOLE 19 2,100
MEDIAONE GROUP COMMON 58440J104 $44,450.00 700 SOLE 38 700
MEDIMMUNE INC COMMON 584699102 $260,425.00 4,400 SOLE 18 4,400
MEDIMMUNE INC COMMON 584699102 $47,350.00 800 SOLE 32 800
MEDTRONIC, INC. COMMON 585055106 $14,350,000.00 200,000 SOLE 2 200,000
MEDTRONIC, INC. COMMON 585055106 $14,350,000.00 200,000 SOLE 10 200,000
MEDTRONIC, INC. COMMON 585055106 $1,248,450.00 17,400 SOLE 16 17,400
MEDTRONIC, INC. COMMON 585055106 $222,425.00 3,100 SOLE 18 3,100
MEDTRONIC, INC. COMMON 585055106 $136,325.00 1,900 SOLE 19 1,900
MEDTRONIC, INC. COMMON 585055106 $35,875.00 500 SOLE 32 500
MEDTRONIC, INC. COMMON 585055106 $121,975.00 1,700 SOLE 34 1,700
MEDTRONIC, INC. COMMON 585055106 $28,700.00 400 SOLE 38 400
MEDTRONIC, INC. COMMON 585055106 $430,500.00 6,000 SOLE 70 6,000
MEDTRONIC, INC. COMMON 585055106 $43,050.00 600 SOLE 510 600
MEDTRONIC, INC. COMMON 585055106 $150,675.00 2,100 SOLE 520 2,100
MEDTRONIC, INC. COMMON 585055106 $243,950.00 3,400 SOLE 530 3,400
MEDTRONIC, INC. COMMON 585055106 $43,050.00 600 SOLE 540 600
MEDTRONIC, INC. COMMON 585055106 $71,750.00 1,000 SOLE 550 1,000
MEDTRONIC, INC. COMMON 585055106 $107,625.00 1,500 SOLE 560 1,500
MEDTRONIC, INC. COMMON 585055106 $28,700.00 400 SOLE 570 400
MELLON BANK CORP COMMON 585509102 $77,412.50 1,100 SOLE 19 1,100
MELLON BANK CORP COMMON 585509102 $3,905,812.50 55,500 SOLE 20 55,500
MELLON BANK CORP COMMON 585509102 $7,037.50 100 SOLE 38 100
MENTOR GRAPHICS CORP COMMON 587200106 $56,700.00 4,200 SOLE 36 4,200
MENTOR GRAPHICS CORP COMMON 587200106 $33,750.00 2,500 SOLE 50 2,500
MERCANTILE BANCORPORATION COMMON 587342106 $1,425,000.00 30,000 SOLE 1 30,000
MERCANTILE BANCORPORATION COMMON 587342106 $3,942,500.00 83,000 SOLE 15 83,000
MERCANTILE BANCORPORATION COMMON 587342106 $19,000.00 400 SOLE 19 400
MERCANTILE BANCORPORATION COMMON 587342106 $190,000.00 4,000 SOLE 29 4,000
MERCANTILE BANCORPORATION COMMON 587342106 $175,750.00 3,700 SOLE 35 3,700
MERCANTILE BKSHRS CORP COMMON 587405101 $1,024,900.00 27,700 SOLE 20 27,700
MERCK & COMPANY, INC. COMMON 589331107 $5,380,581.25 67,100 SOLE 16 67,100
MERCK & COMPANY, INC. COMMON 589331107 $737,725.00 9,200 SOLE 19 9,200
MERCK & COMPANY, INC. COMMON 589331107 $529,237.50 6,600 SOLE 34 6,600
MERCK & COMPANY, INC. COMMON 589331107 $160,375.00 2,000 SOLE 38 2,000
MERCURY INTERACTIVE CORP COMMON 589405109 $142,500.00 4,000 SOLE 36 4,000
MERCURY INTERACTIVE CORP COMMON 589405109 $92,625.00 2,600 SOLE 50 2,600
MERIDIAN INDUSTRIAL TRUST INC COMMON 589643105 $69,750.00 3,000 SOLE 1 3,000
MERRILL LYNCH & CO. INC. COMMON 590188108 $132,656.25 1,500 SOLE 19 1,500
MERRILL LYNCH & CO. INC. COMMON 590188108 $26,531.25 300 SOLE 38 300
MERRY LAND PROPERTIES INC COMMON 590441101 $1,527.50 260 SOLE 18 260
MERRY LAND PROPERTIES INC COMMON 590441101 $235.00 40 SOLE 32 40
METROMEDIA INTL GROUP INC COMMON 591695101 $585,000.00 120,000 SOLE 1 120,000
METROMEDIA INTL GROUP INC COMMON 591695101 $2,276,625.00 467,000 SOLE 15 467,000
MGIC INVT CORP WIS COMMON 552848103 $21,037.50 600 SOLE 19 600
MICRON TECHNOLOGY INC COMMON 595112103 $48,250.00 1,000 SOLE 19 1,000
MICRON TECHNOLOGY INC COMMON 595112103 $14,475.00 300 SOLE 38 300
MICROSOFT CORPORATION COMMON 594918104 $32,265,000.00 360,000 SOLE 2 360,000
MICROSOFT CORPORATION COMMON 594918104 $35,850,000.00 400,000 SOLE 10 400,000
MICROSOFT CORPORATION COMMON 594918104 $8,675,700.00 96,800 SOLE 16 96,800
MICROSOFT CORPORATION COMMON 594918104 $1,738,725.00 19,400 SOLE 19 19,400
MICROSOFT CORPORATION COMMON 594918104 $842,475.00 9,400 SOLE 34 9,400
MICROSOFT CORPORATION COMMON 594918104 $394,350.00 4,400 SOLE 38 4,400
MICROSOFT CORPORATION COMMON 594918104 $421,237.50 4,700 SOLE 70 4,700
MICROSOFT CORPORATION COMMON 594918104 $125,475.00 1,400 SOLE 510 1,400
MICROSOFT CORPORATION COMMON 594918104 $197,175.00 2,200 SOLE 520 2,200
MICROSOFT CORPORATION COMMON 594918104 $430,200.00 4,800 SOLE 530 4,800
MICROSOFT CORPORATION COMMON 594918104 $35,850.00 400 SOLE 540 400
MICROSOFT CORPORATION COMMON 594918104 $107,550.00 1,200 SOLE 550 1,200
MICROSOFT CORPORATION COMMON 594918104 $537,750.00 6,000 SOLE 560 6,000
MICROSOFT CORPORATION COMMON 594918104 $107,550.00 1,200 SOLE 570 1,200
MID AMERICA APARTMENT COMM COMMON 59522J103 $38,475.00 1,800 SOLE 1 1,800
MIDWAY GAMES INC COMMON 598148104 $286,687.50 33,000 SOLE 29 33,000
MIDWAY GAMES INC COMMON 598148104 $364,875.00 42,000 SOLE 35 42,000
MILACRON, INC COMMON 598709103 $252,000.00 16,000 SOLE 3 16,000
MILACRON, INC COMMON 598709103 $3,150,000.00 200,000 SOLE 11 200,000
MILACRON, INC COMMON 598709103 $387,450.00 24,600 SOLE 16 24,600
MILACRON, INC COMMON 598709103 $37,800.00 2,400 SOLE 34 2,400
MILLENNIUM PHARMACEUTICAL COMMON 599902103 $2,187,500.00 70,000 SOLE 1 70,000
MILLENNIUM PHARMACEUTICAL COMMON 599902103 $134,375.00 4,300 SOLE 6 4,300
MILLENNIUM PHARMACEUTICAL COMMON 599902103 $1,234,375.00 39,500 SOLE 13 39,500
MILLENNIUM PHARMACEUTICAL COMMON 599902103 $4,687,500.00 150,000 SOLE 15 150,000
MINNESOTA MINING & MFG CO COMMON 604059105 $353,750.00 5,000 SOLE 3 5,000
MINNESOTA MINING & MFG CO COMMON 604059105 $4,619,975.00 65,300 SOLE 11 65,300
MINNESOTA MINING & MFG CO COMMON 604059105 $106,125.00 1,500 SOLE 19 1,500
MINNESOTA MINING & MFG CO COMMON 604059105 $1,952,700.00 27,600 SOLE 20 27,600
MINNESOTA MINING & MFG CO COMMON 604059105 $14,150.00 200 SOLE 38 200
MIRAGE RESORTS COMMON 6.05E+108 $303,875.00 14,300 SOLE 18 14,300
MIRAGE RESORTS COMMON 6.05E+108 $51,000.00 2,400 SOLE 19 2,400
MIRAGE RESORTS COMMON 6.05E+108 $62,687.50 2,950 SOLE 32 2,950
MIRAGE RESORTS COMMON 6.05E+108 $8,500.00 400 SOLE 38 400
MIRAGE RESORTS COMMON 6.05E+108 $4,250.00 200 SOLE 530 200
MOBIL CORP COMMON 607059102 $12,320,000.00 140,000 SOLE 2 140,000
MOBIL CORP COMMON 607059102 $14,080,000.00 160,000 SOLE 10 160,000
MOBIL CORP COMMON 607059102 $264,000.00 3,000 SOLE 19 3,000
MOBIL CORP COMMON 607059102 $2,596,000.00 29,500 SOLE 20 29,500
MOBIL CORP COMMON 607059102 $61,600.00 700 SOLE 38 700
MOBIL CORP COMMON 607059102 $35,200.00 400 SOLE 510 400
MOBIL CORP COMMON 607059102 $167,200.00 1,900 SOLE 520 1,900
MOBIL CORP COMMON 607059102 $228,800.00 2,600 SOLE 530 2,600
MOBIL CORP COMMON 607059102 $26,400.00 300 SOLE 540 300
MOBIL CORP COMMON 607059102 $52,800.00 600 SOLE 550 600
MOBIL CORP COMMON 607059102 $132,000.00 1,500 SOLE 560 1,500
MOBIL CORP COMMON 607059102 $17,600.00 200 SOLE 570 200
MONSANTO COMPANY COMMON 611662107 $101,062.50 2,200 SOLE 19 2,200
MONSANTO COMPANY COMMON 611662107 $13,781.25 300 SOLE 38 300
MOORE CORP LTD COMMON 615785102 $7,900.00 800 SOLE 38 800
MORGAN STANLEY DEAN WITTR COMMON 617446448 $59,962.50 600 SOLE 6 600
MORGAN STANLEY DEAN WITTR COMMON 617446448 $589,631.25 5,900 SOLE 13 5,900
MORGAN STANLEY DEAN WITTR COMMON 617446448 $222,860.63 2,230 SOLE 19 2,230
MORGAN STANLEY DEAN WITTR COMMON 617446448 $69,956.25 700 SOLE 38 700
MORRISON HEALTH CARE INC COMMON 61841L108 $286,000.00 16,000 SOLE 29 16,000
MORRISON HEALTH CARE INC COMMON 61841L108 $375,375.00 21,000 SOLE 35 21,000
MORRISON KNUDSEN CORP COMMON 61844A109 $180,862.50 18,200 SOLE 18 18,200
MORRISON KNUDSEN CORP COMMON 61844A109 $29,812.50 3,000 SOLE 32 3,000
MORTON INTERNL INC COMMON 619335102 $58,800.00 1,600 SOLE 19 1,600
MORTON INTERNL INC COMMON 619335102 $165,742.50 4,510 SOLE 38 4,510
MOTORCAR PARTS & ACCESS. COMMON 620071100 $358,000.00 32,000 SOLE 29 32,000
MOTORCAR PARTS & ACCESS. COMMON 620071100 $413,937.50 37,000 SOLE 35 37,000
MOTOROLA, INC. COMMON 620076109 $271,025.00 3,700 SOLE 18 3,700
MOTOROLA, INC. COMMON 620076109 $183,125.00 2,500 SOLE 19 2,500
MOTOROLA, INC. COMMON 620076109 $43,950.00 600 SOLE 32 600
MOTOROLA, INC. COMMON 620076109 $36,625.00 500 SOLE 38 500
MYLAN LABORATORIES, INC. COMMON 628530107 $3,465,356.25 126,300 SOLE 1 126,300
MYLAN LABORATORIES, INC. COMMON 628530107 $9,567,456.25 348,700 SOLE 15 348,700
MYLAN LABORATORIES, INC. COMMON 628530107 $123,468.75 4,500 SOLE 18 4,500
MYLAN LABORATORIES, INC. COMMON 628530107 $246,937.50 9,000 SOLE 29 9,000
MYLAN LABORATORIES, INC. COMMON 628530107 $43,900.00 1,600 SOLE 32 1,600
MYLAN LABORATORIES, INC. COMMON 628530107 $329,250.00 12,000 SOLE 35 12,000
MYLAN LABORATORIES, INC. COMMON 628530107 $164,625.00 6,000 SOLE 560 6,000
MYLAN LABORATORIES, INC. COMMON 628530107 $35,668.75 1,300 SOLE 570 1,300
NALCO CHEMICAL COMPANY COMMON 629853102 $273,593.75 10,300 SOLE 16 10,300
NALCO CHEMICAL COMPANY COMMON 629853102 $921,718.75 34,700 SOLE 20 34,700
NATIONAL CITY CORP COMMON 635405103 $99,562.50 1,500 SOLE 19 1,500
NATIONAL CITY CORP COMMON 635405103 $1,042,087.50 15,700 SOLE 20 15,700
NATIONAL CITY CORP COMMON 635405103 $19,912.50 300 SOLE 38 300
NATIONAL SEMICONDUCTOR COMMON 637640103 $363,187.50 39,000 SOLE 3 39,000
NATIONAL SEMICONDUCTOR COMMON 637640103 $306,381.25 32,900 SOLE 6 32,900
NATIONAL SEMICONDUCTOR COMMON 637640103 $4,656,250.00 500,000 SOLE 11 500,000
NATIONAL SEMICONDUCTOR COMMON 637640103 $2,793,750.00 300,000 SOLE 13 300,000
NATIONAL SEMICONDUCTOR COMMON 637640103 $6,518.75 700 SOLE 38 700
NAVISTAR INTER COMMON 6.39E+112 $12,056.25 300 SOLE 38 300
NET.B@NK INC COMMON 640933107 $27,200.00 400 SOLE 36 400
NET.B@NK INC COMMON 640933107 $20,400.00 300 SOLE 50 300
NETWORK ASSOCIATES, INC. COMMON 640938106 $108,940.63 3,550 SOLE 560 3,550
NETWORK ASSOCIATES, INC. COMMON 640938106 $27,618.75 900 SOLE 570 900
NEW CENTURY ENERGIES, INC COMMON 64352U103 $282,718.75 8,300 SOLE 16 8,300
NEW CENTURY ENERGIES, INC COMMON 64352U103 $6,812.50 200 SOLE 38 200
NEW DIMENSION SOFTWARE COMMON M74295102 $108,937.50 2,100 SOLE 36 2,100
NEW ERA OF NETWORKS INC COMMON 644312100 $162,600.00 2,400 SOLE 36 2,400
NEW ERA OF NETWORKS INC COMMON 644312100 $108,400.00 1,600 SOLE 50 1,600
NEW PLAN EXCEL REALTY TR COMMON 648053106 $97,856.25 5,100 SOLE 18 5,100
NEW PLAN EXCEL REALTY TR COMMON 648053106 $15,350.00 800 SOLE 32 800
NEW PLAN EXCEL REALTY TR COMMON 648053106 $168,854.00 8,800 SOLE 1 8,800
NEW YORK TIMES COMPANY COMMON 650111107 $550,050.00 19,300 SOLE 16 19,300
NEW YORK TIMES COMPANY COMMON 650111107 $62,700.00 2,200 SOLE 34 2,200
NEWMONT MINING CORP. COMMON 651639106 $385,000.00 22,000 SOLE 3 22,000
NEWMONT MINING CORP. COMMON 651639106 $7,000,000.00 400,000 SOLE 11 400,000
NEWMONT MINING CORP. COMMON 651639106 $2,100,000.00 120,000 SOLE 15 120,000
NEWMONT MINING CORP. COMMON 651639106 $119,000.00 6,800 SOLE 18 6,800
NEWMONT MINING CORP. COMMON 651639106 $759,500.00 43,400 SOLE 20 43,400
NEWMONT MINING CORP. COMMON 651639106 $19,250.00 1,100 SOLE 32 1,100
NEWS CORP LTD, ADR COMMON 652487802 $11,000,000.00 400,000 SOLE 10 400,000
NEWS CORP LTD, ADR COMMON 652487802 $162,250.00 5,900 SOLE 520 5,900
NEWS CORP LTD, ADR COMMON 652487802 $22,000.00 800 SOLE 540 800
NEWS CORP LTD, ADR COMMON 652487802 $41,250.00 1,500 SOLE 550 1,500
NEXTEL COMMUN., INC. CL A COMMON 65332V103 $14,650.00 400 SOLE 38 400
NIAGRA MOHAWK HOLDINGS COMMON 653520106 $32,250.00 2,400 SOLE 19 2,400
NIAGRA MOHAWK HOLDINGS COMMON 653520106 $18,812.50 1,400 SOLE 38 1,400
NIKE INC. (CL. B) COMMON 654106103 $351,893.75 6,100 SOLE 18 6,100
NIKE INC. (CL. B) COMMON 654106103 $63,456.25 1,100 SOLE 19 1,100
NIKE INC. (CL. B) COMMON 654106103 $103,837.50 1,800 SOLE 32 1,800
NIKE INC. (CL. B) COMMON 654106103 $5,768.75 100 SOLE 38 100
NINE WEST GROUP INC COMMON 65440D102 $464,125.00 18,800 SOLE 18 18,800
NINE WEST GROUP INC COMMON 65440D102 $74,062.50 3,000 SOLE 32 3,000
NINE WEST GROUP INC COMMON 65440D102 $66,656.25 2,700 SOLE 38 2,700
NOKIA CORP ADR A COMMON 654902204 $93,450.00 600 SOLE 19 600
NORDSTOM,INC. COMMON 655664100 $49,050.00 1,200 SOLE 19 1,200
NORFOLK SOUTHERN CORP COMMON 655844108 $192,537.50 7,300 SOLE 3 7,300
NORFOLK SOUTHERN CORP COMMON 655844108 $2,637,500.00 100,000 SOLE 11 100,000
NORFOLK SOUTHERN CORP COMMON 655844108 $377,162.50 14,300 SOLE 16 14,300
NORFOLK SOUTHERN CORP COMMON 655844108 $42,200.00 1,600 SOLE 19 1,600
NORFOLK SOUTHERN CORP COMMON 655844108 $2,136,375.00 81,000 SOLE 20 81,000
NORFOLK SOUTHERN CORP COMMON 655844108 $44,837.50 1,700 SOLE 34 1,700
NORTHERN STATES POWER-MN COMMON 665772109 $371,000.00 16,000 SOLE 3 16,000
NORTHERN STATES POWER-MN COMMON 665772109 $4,637,500.00 200,000 SOLE 11 200,000
NORTHERN TELECOM LTD. COMMON 665815106 $400,085.00 6,440 SOLE 18 6,440
NORTHERN TELECOM LTD. COMMON 665815106 $206,255.00 3,320 SOLE 19 3,320
NORTHERN TELECOM LTD. COMMON 665815106 $62,125.00 1,000 SOLE 32 1,000
NORTHERN TELECOM LTD. COMMON 665815106 $31,062.50 500 SOLE 38 500
NORTHERN TRUST CORP COMMON 665859104 $2,309,125.00 26,000 SOLE 1 26,000
NORTHERN TRUST CORP COMMON 665859104 $17,762,500.00 200,000 SOLE 2 200,000
NORTHERN TRUST CORP COMMON 665859104 $17,762,500.00 200,000 SOLE 10 200,000
NORTHERN TRUST CORP COMMON 665859104 $5,328,750.00 60,000 SOLE 15 60,000
NORTHERN TRUST CORP COMMON 665859104 $2,007,162.50 22,600 SOLE 16 22,600
NORTHERN TRUST CORP COMMON 665859104 $71,050.00 800 SOLE 19 800
NORTHERN TRUST CORP COMMON 665859104 $195,387.50 2,200 SOLE 34 2,200
NORTHERN TRUST CORP COMMON 665859104 $142,100.00 1,600 SOLE 35 1,600
NORTHERN TRUST CORP COMMON 665859104 $8,881.25 100 SOLE 38 100
NORTHERN TRUST CORP COMMON 665859104 $62,168.75 700 SOLE 510 700
NORTHERN TRUST CORP COMMON 665859104 $177,625.00 2,000 SOLE 520 2,000
NORTHERN TRUST CORP COMMON 665859104 $337,487.50 3,800 SOLE 530 3,800
NORTHERN TRUST CORP COMMON 665859104 $26,643.75 300 SOLE 540 300
NORTHERN TRUST CORP COMMON 665859104 $53,287.50 600 SOLE 550 600
NORTHERN TRUST CORP COMMON 665859104 $106,575.00 1,200 SOLE 560 1,200
NORTHERN TRUST CORP COMMON 665859104 $26,643.75 300 SOLE 570 300
NORTHROP GRUMMAN CORP COMMON 666807102 $35,925.00 600 SOLE 19 600
NOVELL, INC. COMMON 670006105 $75,562.50 3,000 SOLE 19 3,000
NOVELL, INC. COMMON 670006105 $17,631.25 700 SOLE 38 700
NOVELLUS SYSTEMS INC COMMON 670008101 $352,800.00 6,400 SOLE 18 6,400
NOVELLUS SYSTEMS INC COMMON 670008101 $60,637.50 1,100 SOLE 32 1,100
NOVEN PHARMACEUTICALS INC COMMON 670009109 $203,500.00 44,000 SOLE 29 44,000
NOVEN PHARMACEUTICALS INC COMMON 670009109 $259,000.00 56,000 SOLE 35 56,000
NPC INTERNATIONAL INC COMMON 629360306 $51,562.50 3,300 SOLE 36 3,300
NPC INTERNATIONAL INC COMMON 629360306 $29,687.50 1,900 SOLE 50 1,900
NUCOR CORPORATION COMMON 670346105 $39,656.25 900 SOLE 19 900
O'REILLY AUTOMOTIVE INC COMMON 686091109 $71,600.00 1,600 SOLE 36 1,600
O'REILLY AUTOMOTIVE INC COMMON 686091109 $40,275.00 900 SOLE 50 900
OCCIDENTAL PETROLEUM CORP COMMON 674599105 $41,400.00 2,300 SOLE 19 2,300
OCCIDENTAL PETROLEUM CORP COMMON 674599105 $226,800.00 12,600 SOLE 20 12,600
OCEAN ENERGY INC COMMON 6.75E+110 $735,750.00 108,000 SOLE 1 108,000
OCEAN ENERGY INC COMMON 6.75E+110 $340,625.00 50,000 SOLE 29 50,000
OCEAN ENERGY INC COMMON 6.75E+110 $408,750.00 60,000 SOLE 35 60,000
OFFICE DEPOT INC. COMMON 676220106 $4,601,562.50 125,000 SOLE 2 125,000
OFFICE DEPOT INC. COMMON 676220106 $158,293.75 4,300 SOLE 18 4,300
OFFICE DEPOT INC. COMMON 676220106 $36,812.50 1,000 SOLE 32 1,000
OFFICEMAX, INC. COMMON 67622M108 $88,837.50 10,300 SOLE 18 10,300
OFFICEMAX, INC. COMMON 67622M108 $18,112.50 2,100 SOLE 32 2,100
OLIN COMMON 680665205 $317,975.00 31,600 SOLE 20 31,600
OMNICOM GROUP COMMON 681919106 $19,185,000.00 240,000 SOLE 2 240,000
OMNICOM GROUP COMMON 681919106 $25,580,000.00 320,000 SOLE 10 320,000
OMNICOM GROUP COMMON 681919106 $2,853,768.75 35,700 SOLE 16 35,700
OMNICOM GROUP COMMON 681919106 $319,750.00 4,000 SOLE 18 4,000
OMNICOM GROUP COMMON 681919106 $79,937.50 1,000 SOLE 19 1,000
OMNICOM GROUP COMMON 681919106 $47,962.50 600 SOLE 32 600
OMNICOM GROUP COMMON 681919106 $263,793.75 3,300 SOLE 34 3,300
OMNICOM GROUP COMMON 681919106 $7,993.75 100 SOLE 38 100
OMNICOM GROUP COMMON 681919106 $439,656.25 5,500 SOLE 70 5,500
OMNICOM GROUP COMMON 681919106 $71,943.75 900 SOLE 510 900
OMNICOM GROUP COMMON 681919106 $231,818.75 2,900 SOLE 520 2,900
OMNICOM GROUP COMMON 681919106 $415,675.00 5,200 SOLE 530 5,200
OMNICOM GROUP COMMON 681919106 $39,968.75 500 SOLE 540 500
OMNICOM GROUP COMMON 681919106 $79,937.50 1,000 SOLE 550 1,000
OMNICOM GROUP COMMON 681919106 $255,800.00 3,200 SOLE 560 3,200
OMNICOM GROUP COMMON 681919106 $47,962.50 600 SOLE 570 600
OPTICAL COATING LABORATOR COMMON 683829105 $278,400.00 5,800 SOLE 36 5,800
OPTICAL COATING LABORATOR COMMON 683829105 $177,600.00 3,700 SOLE 50 3,700
ORACLE CORPORATION COMMON 68389X105 $152,315.63 5,775 SOLE 19 5,775
ORACLE CORPORATION COMMON 68389X105 $31,650.00 1,200 SOLE 38 1,200
ORGANOGENISIS, INC. COMMON 685906109 $404,687.50 35,000 SOLE 1 35,000
ORGANOGENISIS, INC. COMMON 685906109 $1,075,312.50 93,000 SOLE 15 93,000
OSICOM TECHNOLOGIES INC COMMON 688271501 $45,600.00 1,900 SOLE 36 1,900
OSICOM TECHNOLOGIES INC COMMON 688271501 $28,800.00 1,200 SOLE 50 1,200
OWENS CORNING COMMON 69073F103 $509,000.00 16,000 SOLE 3 16,000
OWENS CORNING COMMON 69073F103 $6,362,500.00 200,000 SOLE 11 200,000
OWENS-ILLINOIS, INC. COMMON 690768403 $35,000.00 1,400 SOLE 19 1,400
OWENS-ILLINOIS, INC. COMMON 690768403 $7,500.00 300 SOLE 38 300
PACIFIC SUNWEAR OF CALIF COMMON 694873100 $59,075.00 1,700 SOLE 36 1,700
PACIFIC SUNWEAR OF CALIF COMMON 694873100 $34,750.00 1,000 SOLE 50 1,000
PACIFICORP COMMON 695114108 $795,225.00 46,100 SOLE 20 46,100
PACIFICORP COMMON 695114108 $8,625.00 500 SOLE 38 500
PALL CORP COMMON 696429307 $21,531.25 1,300 SOLE 19 1,300
PALL CORP COMMON 696429307 $1,030,187.50 62,200 SOLE 20 62,200
PARAMETRIC TECHNOLOGY COMMON 699173100 $23,700.00 1,200 SOLE 19 1,200
PARK PLACE ENTERTAINMENT COMMON 700690100 $60,500.00 8,000 SOLE 3 8,000
PARK PLACE ENTERTAINMENT COMMON 700690100 $756,250.00 100,000 SOLE 11 100,000
PAYCHEX INC COMMON 704326107 $47,437.50 1,000 SOLE 19 1,000
PAYCHEX INC COMMON 704326107 $28,462.50 600 SOLE 38 600
PAYLESS SHOESOURCE, INC. COMMON 704379106 $7,440,000.00 160,000 SOLE 2 160,000
PAYLESS SHOESOURCE, INC. COMMON 704379106 $29,946.00 644 SOLE 19 644
PAYLESS SHOESOURCE, INC. COMMON 704379106 $32,550.00 700 SOLE 510 700
PAYLESS SHOESOURCE, INC. COMMON 704379106 $162,750.00 3,500 SOLE 520 3,500
PAYLESS SHOESOURCE, INC. COMMON 704379106 $176,700.00 3,800 SOLE 530 3,800
PAYLESS SHOESOURCE, INC. COMMON 704379106 $23,250.00 500 SOLE 540 500
PAYLESS SHOESOURCE, INC. COMMON 704379106 $32,550.00 700 SOLE 550 700
PAYLESS SHOESOURCE, INC. COMMON 704379106 $111,600.00 2,400 SOLE 560 2,400
PAYLESS SHOESOURCE, INC. COMMON 704379106 $18,600.00 400 SOLE 570 400
PECO ENERGY COMPANY COMMON 693304107 $41,625.00 900 SOLE 19 900
PECO ENERGY COMPANY COMMON 693304107 $568,875.00 12,300 SOLE 20 12,300
PECO ENERGY COMPANY COMMON 693304107 $4,625.00 100 SOLE 38 100
PENNZENERGY COMPANY COMMON 70931Q109 $210,000.00 20,000 SOLE 3 20,000
PENNZENERGY COMPANY COMMON 70931Q109 $2,625,000.00 250,000 SOLE 11 250,000
PENNZOIL-QUAKER STATE CO. COMMON 709323109 $247,500.00 20,000 SOLE 3 20,000
PENNZOIL-QUAKER STATE CO. COMMON 709323109 $3,093,750.00 250,000 SOLE 11 250,000
PEOPLE'S ENERGY CORP COMMON 711030106 $969,375.00 30,000 SOLE 3 30,000
PEOPLE'S ENERGY CORP COMMON 711030106 $11,309,375.00 350,000 SOLE 11 350,000
PEPSICO, INC. COMMON 713448108 $9,013,125.00 230,000 SOLE 2 230,000
PEPSICO, INC. COMMON 713448108 $10,580,625.00 270,000 SOLE 10 270,000
PEPSICO, INC. COMMON 713448108 $184,181.25 4,700 SOLE 19 4,700
PEPSICO, INC. COMMON 713448108 $43,106.25 1,100 SOLE 38 1,100
PEPSICO, INC. COMMON 713448108 $27,431.25 700 SOLE 510 700
PEPSICO, INC. COMMON 713448108 $176,343.75 4,500 SOLE 520 4,500
PEPSICO, INC. COMMON 713448108 $156,750.00 4,000 SOLE 530 4,000
PEPSICO, INC. COMMON 713448108 $19,593.75 500 SOLE 540 500
PEPSICO, INC. COMMON 713448108 $39,187.50 1,000 SOLE 550 1,000
PEPSICO, INC. COMMON 713448108 $156,750.00 4,000 SOLE 560 4,000
PEPSICO, INC. COMMON 713448108 $27,431.25 700 SOLE 570 700
PEREGRINE SYSTEMS INC. COMMON 71366Q101 $124,412.50 3,700 SOLE 36 3,700
PEREGRINE SYSTEMS INC. COMMON 71366Q101 $73,975.00 2,200 SOLE 50 2,200
PERKIN-ELMER CORP. COMMON 714041100 $2,717,750.00 28,000 SOLE 1 28,000
PERKIN-ELMER CORP. COMMON 714041100 $5,823,750.00 60,000 SOLE 15 60,000
PERKIN-ELMER CORP. COMMON 714041100 $38,825.00 400 SOLE 510 400
PERKIN-ELMER CORP. COMMON 714041100 $203,831.25 2,100 SOLE 530 2,100
PERKIN-ELMER CORP. COMMON 714041100 $126,181.25 1,300 SOLE 560 1,300
PERKIN-ELMER CORP. COMMON 714041100 $19,412.50 200 SOLE 570 200
PFIZER INC COMMON 717081103 $346,875.00 2,500 SOLE 6 2,500
PFIZER INC COMMON 717081103 $3,205,125.00 23,100 SOLE 13 23,100
PFIZER INC COMMON 717081103 $707,625.00 5,100 SOLE 19 5,100
PFIZER INC COMMON 717081103 $152,625.00 1,100 SOLE 38 1,100
PFIZER INC COMMON 717081103 $41,625.00 300 SOLE 510 300
PFIZER INC COMMON 717081103 $305,250.00 2,200 SOLE 530 2,200
PFIZER INC COMMON 717081103 $152,625.00 1,100 SOLE 560 1,100
PFIZER INC COMMON 717081103 $27,750.00 200 SOLE 570 200
PG & E CORPORATION COMMON 69331C108 $65,231.25 2,100 SOLE 19 2,100
PG & E CORPORATION COMMON 69331C108 $24,850.00 800 SOLE 38 800
PHARMACEUTICAL PRODUCT DE COMMON 717124101 $245,006.25 7,300 SOLE 36 7,300
PHARMACEUTICAL PRODUCT DE COMMON 717124101 $134,250.00 4,000 SOLE 50 4,000
PHARMACIA & UPJOHN INC COMMON 716941109 $149,700.00 2,400 SOLE 19 2,400
PHARMACIA & UPJOHN INC COMMON 716941109 $3,417,838.13 54,795 SOLE 20 54,795
PHARMACIA & UPJOHN INC COMMON 716941109 $18,712.50 300 SOLE 38 300
PHELPS DODGE CORPORATION COMMON 717265102 $1,098,275.00 22,300 SOLE 20 22,300
PHELPS DODGE CORPORATION COMMON 717265102 $14,775.00 300 SOLE 38 300
PHILIP MORRIS COMPANIES COMMON 718154107 $1,396,943.75 39,700 SOLE 3 39,700
PHILIP MORRIS COMPANIES COMMON 718154107 $18,547,331.25 527,100 SOLE 11 527,100
PHILIP MORRIS COMPANIES COMMON 718154107 $246,312.50 7,000 SOLE 18 7,000
PHILIP MORRIS COMPANIES COMMON 718154107 $330,762.50 9,400 SOLE 19 9,400
PHILIP MORRIS COMPANIES COMMON 718154107 $2,097,175.00 59,600 SOLE 20 59,600
PHILIP MORRIS COMPANIES COMMON 718154107 $35,187.50 1,000 SOLE 32 1,000
PHILIP MORRIS COMPANIES COMMON 718154107 $87,968.75 2,500 SOLE 38 2,500
PHILLIPS PETROLEUM COMPAN COMMON 718507106 $1,134,000.00 24,000 SOLE 3 24,000
PHILLIPS PETROLEUM COMPAN COMMON 718507106 $14,175,000.00 300,000 SOLE 11 300,000
PHILLIPS PETROLEUM COMPAN COMMON 718507106 $94,500.00 2,000 SOLE 19 2,000
PHILLIPS PETROLEUM COMPAN COMMON 718507106 $841,050.00 17,800 SOLE 20 17,800
PINNACLE HOLDINGS INC COMMON 72346N101 $105,875.00 7,000 SOLE 36 7,000
PINNACLE HOLDINGS INC COMMON 72346N101 $68,062.50 4,500 SOLE 50 4,500
PIONEER HI-BRED INTL COMMON 723686101 $3,762.50 100 SOLE 38 100
PITNEY-BOWES INC COMMON 724479100 $1,032,750.00 16,200 SOLE 16 16,200
PITNEY-BOWES INC COMMON 724479100 $76,500.00 1,200 SOLE 19 1,200
PITNEY-BOWES INC COMMON 724479100 $51,000.00 800 SOLE 34 800
PITNEY-BOWES INC COMMON 724479100 $12,750.00 200 SOLE 38 200
PLACER DOME, INC. COMMON 725906101 $447,500.00 40,000 SOLE 3 40,000
PLACER DOME, INC. COMMON 725906101 $6,712,500.00 600,000 SOLE 11 600,000
PLACER DOME, INC. COMMON 725906101 $195,781.25 17,500 SOLE 18 17,500
PLACER DOME, INC. COMMON 725906101 $30,206.25 2,700 SOLE 19 2,700
PLACER DOME, INC. COMMON 725906101 $31,325.00 2,800 SOLE 32 2,800
PLATINUM TECHNOLOGY INTL. COMMON 72764T101 $76,500.00 3,000 SOLE 38 3,000
PNC BANK CORPORATION COMMON 693475105 $222,250.00 4,000 SOLE 3 4,000
PNC BANK CORPORATION COMMON 693475105 $2,778,125.00 50,000 SOLE 11 50,000
PNC BANK CORPORATION COMMON 693475105 $84,177.19 1,515 SOLE 19 1,515
PNC BANK CORPORATION COMMON 693475105 $55,562.50 1,000 SOLE 201 1,000
POLAROID CORP COMMON 731095105 $321,000.00 16,000 SOLE 3 16,000
POLAROID CORP COMMON 731095105 $4,012,500.00 200,000 SOLE 11 200,000
POST PROPERITES, INC. COMMON 737464107 $102,600.00 2,850 SOLE 18 2,850
POST PROPERITES, INC. COMMON 737464107 $16,200.00 450 SOLE 32 450
POST PROPERITES, INC. COMMON 737464107 $125,063.00 3,450 SOLE 1 3,450
POTLATCH CORP COMMON 737628107 $16,968.75 500 SOLE 38 500
POTOMAC ELECTRIC POWER COMMON 737679100 $463,750.00 20,000 SOLE 3 20,000
POTOMAC ELECTRIC POWER COMMON 737679100 $5,796,875.00 250,000 SOLE 11 250,000
POWERWAVE TECHNOLOGIES COMMON 739363109 $170,250.00 6,000 SOLE 36 6,000
POWERWAVE TECHNOLOGIES COMMON 739363109 $99,312.50 3,500 SOLE 50 3,500
PP&L RESOURCES INC COMMON 693499105 $2,475.00 100 SOLE 38 100
PPG INDUST COMMON 693506107 $56,375.00 1,100 SOLE 19 1,100
PPG INDUST COMMON 693506107 $1,183,875.00 23,100 SOLE 20 23,100
PRAXAIR INC COMMON 74005P104 $577,000.00 16,000 SOLE 3 16,000
PRAXAIR INC COMMON 74005P104 $7,212,500.00 200,000 SOLE 11 200,000
PRAXAIR INC COMMON 74005P104 $677,975.00 18,800 SOLE 16 18,800
PRENTISS PROPERTIES COMMON 740706106 $44,234.38 2,375 SOLE 28 2,375
PRENTISS PROPERTIES COMMON 740706106 $26,075.00 1,400 SOLE 33 1,400
PRENTISS PROPERTIES COMMON 740706106 $71,250.00 3,800 SOLE 1 3,800
PRISON REALTY CORP COMMON 74264N105 $35,748.00 2,050 SOLE 1 2,050
PROCTER & GAMBLE COMPANY COMMON 742718109 $14,690,625.00 150,000 SOLE 2 150,000
PROCTER & GAMBLE COMPANY COMMON 742718109 $14,690,625.00 150,000 SOLE 10 150,000
PROCTER & GAMBLE COMPANY COMMON 742718109 $3,662,862.50 37,400 SOLE 16 37,400
PROCTER & GAMBLE COMPANY COMMON 742718109 $509,275.00 5,200 SOLE 19 5,200
PROCTER & GAMBLE COMPANY COMMON 742718109 $391,750.00 4,000 SOLE 34 4,000
PROCTER & GAMBLE COMPANY COMMON 742718109 $107,731.25 1,100 SOLE 38 1,100
PROCTER & GAMBLE COMPANY COMMON 742718109 $48,968.75 500 SOLE 510 500
PROCTER & GAMBLE COMPANY COMMON 742718109 $195,875.00 2,000 SOLE 520 2,000
PROCTER & GAMBLE COMPANY COMMON 742718109 $274,225.00 2,800 SOLE 530 2,800
PROCTER & GAMBLE COMPANY COMMON 742718109 $19,587.50 200 SOLE 540 200
PROCTER & GAMBLE COMPANY COMMON 742718109 $39,175.00 400 SOLE 550 400
PROCTER & GAMBLE COMPANY COMMON 742718109 $195,875.00 2,000 SOLE 560 2,000
PROCTER & GAMBLE COMPANY COMMON 742718109 $39,175.00 400 SOLE 570 400
PROFIT RECOVERY GRP INT'L COMMON 743168106 $126,400.00 3,200 SOLE 36 3,200
PROGRESSIVE CORP OHIO COMMON 743315103 $57,400.00 400 SOLE 19 400
PROLOGIS TRUST COMMON 743410102 $28,700.00 1,400 SOLE 28 1,400
PROLOGIS TRUST COMMON 743410102 $18,962.50 925 SOLE 33 925
PROLOGIS TRUST COMMON 743410102 $239,850.00 11,700 SOLE 1 11,700
PROTECTIVE LIFE CORP COMMON 743674103 $9,468,750.00 250,000 SOLE 2 250,000
PROTECTIVE LIFE CORP COMMON 743674103 $151,500.00 4,000 SOLE 520 4,000
PROTECTIVE LIFE CORP COMMON 743674103 $18,937.50 500 SOLE 540 500
PROTECTIVE LIFE CORP COMMON 743674103 $30,300.00 800 SOLE 550 800
PROVIDENT COMPANIES INC COMMON 743862104 $20,737.50 600 SOLE 19 600
PROVIDENT COMPANIES INC COMMON 743862104 $3,456.25 100 SOLE 38 100
PROVIDIAN FINANCIAL CORP COMMON 74406A102 $33,000.00 300 SOLE 38 300
PS BUSINESS PARKS COMMON 69360J107 $46,070.00 2,100 SOLE 1 2,100
PUBLIC STORAGE, INC. COMMON 74460D109 $95,000.00 3,800 SOLE 18 3,800
PUBLIC STORAGE, INC. COMMON 74460D109 $15,000.00 600 SOLE 32 600
PUBLIC STORAGE, INC. COMMON 74460D109 $288,750.00 11,550 SOLE 1 11,550
PUBLIC SVC ENTERPRISE GP COMMON 744573106 $34,368.75 900 SOLE 19 900
PULTE CORPORATION COMMON 745867101 $8,325.00 400 SOLE 38 400
QLT PHOTOTHERAPEUTICS INC COMMON 746927102 $36,675.00 900 SOLE 36 900
QLT PHOTOTHERAPEUTICS INC COMMON 746927102 $24,450.00 600 SOLE 50 600
QUAKER OATS CO COMMON 747402105 $1,945,693.75 31,100 SOLE 20 31,100
QUALCOMM INC. COMMON 747525103 $1,703,937.50 13,700 SOLE 6 13,700
QUALCOMM INC. COMMON 747525103 $15,596,625.00 125,400 SOLE 13 125,400
QUALCOMM INC. COMMON 747525103 $422,875.00 3,400 SOLE 18 3,400
QUALCOMM INC. COMMON 747525103 $74,625.00 600 SOLE 32 600
QUANTA SERVICES INC COMMON 7.48E+106 $53,418.75 2,100 SOLE 36 2,100
QUANTA SERVICES INC COMMON 7.48E+106 $33,068.75 1,300 SOLE 50 1,300
QUANTUM CHEM COMMON 747906105 $192,600.00 10,700 SOLE 18 10,700
QUANTUM CHEM COMMON 747906105 $32,400.00 1,800 SOLE 32 1,800
QUIKSILVER INC COMMON 74838C106 $266,175.00 6,300 SOLE 36 6,300
QUIKSILVER INC COMMON 74838C106 $164,775.00 3,900 SOLE 50 3,900
QUINTILES TRANSNATIONAL COMMON 748767100 $151,000.00 4,000 SOLE 6 4,000
QUINTILES TRANSNATIONAL COMMON 748767100 $1,377,875.00 36,500 SOLE 13 36,500
R.R.DONNELLEY & SONS CO. COMMON 257867101 $354,062.50 11,000 SOLE 3 11,000
R.R.DONNELLEY & SONS CO. COMMON 257867101 $4,828,125.00 150,000 SOLE 11 150,000
R.R.DONNELLEY & SONS CO. COMMON 257867101 $32,187.50 1,000 SOLE 19 1,000
R.R.DONNELLEY & SONS CO. COMMON 257867101 $939,875.00 29,200 SOLE 20 29,200
R.R.DONNELLEY & SONS CO. COMMON 257867101 $9,656.25 300 SOLE 38 300
RAILAMERICA, INC. COMMON 750753105 $1,312,500.00 150,000 SOLE 1 150,000
RAILAMERICA, INC. COMMON 750753105 $770,000.00 88,000 SOLE 29 88,000
RAILAMERICA, INC. COMMON 750753105 $918,750.00 105,000 SOLE 35 105,000
RALSTON - RALSTON PURINA COMMON 751277302 $50,706.25 1,900 SOLE 19 1,900
RATIONAL SOFTWARE CORP COMMON 75409P202 $3,753,750.00 140,000 SOLE 1 140,000
RATIONAL SOFTWARE CORP COMMON 75409P202 $11,261,250.00 420,000 SOLE 15 420,000
RATIONAL SOFTWARE CORP COMMON 75409P202 $214,500.00 8,000 SOLE 29 8,000
RATIONAL SOFTWARE CORP COMMON 75409P202 $750,750.00 28,000 SOLE 35 28,000
RAYONIER INC COMMON 754907103 $5,208,125.00 130,000 SOLE 11 130,000
RAYTHEON COMPANY - CL. A COMMON 755111309 $552,378.75 9,565 SOLE 11 9,565
RAYTHEON COMPANY - CL. A COMMON 755111309 $24,312.75 421 SOLE 19 421
RAYTHEON COMPANY - CL. B COMMON 755111408 $1,184,225.00 20,200 SOLE 3 20,200
RAYTHEON COMPANY - CL. B COMMON 755111408 $15,277,675.00 260,600 SOLE 11 260,600
RAYTHEON COMPANY - CL. B COMMON 755111408 $64,487.50 1,100 SOLE 19 1,100
RAYTHEON COMPANY - CL. B COMMON 755111408 $11,725.00 200 SOLE 38 200
READERS DGST ASSN,INC CLA COMMON 755267101 $990,281.25 31,500 SOLE 20 31,500
REALTY INCOME CORP COMMON 756109104 $55,650.00 2,650 SOLE 1 2,650
RECKSON ASSOCIATES REALTY COMMON 75621K106 $28,684.69 1,395 SOLE 28 1,395
RECKSON ASSOCIATES REALTY COMMON 75621K106 $19,123.13 930 SOLE 33 930
RECKSON ASSOCIATES REALTY COMMON 75621K106 $84,308.00 4,100 SOLE 1 4,100
REEBOK INTERNATIONAL COMMON 758110100 $227,012.50 14,300 SOLE 18 14,300
REEBOK INTERNATIONAL COMMON 758110100 $57,150.00 3,600 SOLE 32 3,600
REEBOK INTERNATIONAL COMMON 758110100 $3,175.00 200 SOLE 38 200
REGENCY REALTY CORP COMMON 758939102 $45,938.00 2,450 SOLE 1 2,450
REGIONS FINANCIAL CORP. COMMON 758940100 $48,475.00 1,400 SOLE 19 1,400
REGIONS FINANCIAL CORP. COMMON 758940100 $3,462.50 100 SOLE 38 100
RELIANT ENERGY, INC. COMMON 75952J108 $26,062.50 1,000 SOLE 19 1,000
RELIANT ENERGY, INC. COMMON 75952J108 $873,093.75 33,500 SOLE 20 33,500
RELIANT ENERGY, INC. COMMON 75952J108 $15,637.50 600 SOLE 38 600
REPSOL SA SPONSORED ADR COMMON 76026T205 $20,500.00 400 SOLE 19 400
REYNOLDS METALS COMPANY COMMON 761763101 $1,507,350.00 31,200 SOLE 20 31,200
RITE AID CORP COMMON 767754104 $8,500,000.00 340,000 SOLE 2 340,000
RITE AID CORP COMMON 767754104 $10,000,000.00 400,000 SOLE 10 400,000
RITE AID CORP COMMON 767754104 $1,165,000.00 46,600 SOLE 16 46,600
RITE AID CORP COMMON 767754104 $37,500.00 1,500 SOLE 19 1,500
RITE AID CORP COMMON 767754104 $2,500.00 100 SOLE 38 100
RITE AID CORP COMMON 767754104 $25,000.00 1,000 SOLE 510 1,000
RITE AID CORP COMMON 767754104 $95,000.00 3,800 SOLE 520 3,800
RITE AID CORP COMMON 767754104 $145,000.00 5,800 SOLE 530 5,800
RITE AID CORP COMMON 767754104 $20,000.00 800 SOLE 540 800
RITE AID CORP COMMON 767754104 $35,000.00 1,400 SOLE 550 1,400
RITE AID CORP COMMON 767754104 $115,000.00 4,600 SOLE 560 4,600
RITE AID CORP COMMON 767754104 $22,500.00 900 SOLE 570 900
RJR NABISCO HLDGS NEW COMMON 74960K876 $267,500.00 10,700 SOLE 18 10,700
RJR NABISCO HLDGS NEW COMMON 74960K876 $1,082,500.00 43,300 SOLE 20 43,300
RJR NABISCO HLDGS NEW COMMON 74960K876 $37,500.00 1,500 SOLE 32 1,500
RJR NABISCO HLDGS NEW COMMON 74960K876 $2,500.00 100 SOLE 38 100
ROBERTS PHARMACEUTICAL COMMON 770491108 $134,875.00 6,500 SOLE 36 6,500
ROBERTS PHARMACEUTICAL COMMON 770491108 $83,000.00 4,000 SOLE 50 4,000
ROCKWELL INTL CORP COMMON 773903109 $59,412.50 1,400 SOLE 19 1,400
ROCKWELL INTL CORP COMMON 773903109 $241,893.75 5,700 SOLE 29 5,700
ROCKWELL INTL CORP COMMON 773903109 $4,243.75 100 SOLE 38 100
ROHM & HAAS COMMON 775371107 $57,056.25 1,700 SOLE 19 1,700
ROHM & HAAS COMMON 775371107 $3,356.25 100 SOLE 38 100
ROLLINS TRUCK LEASING CO COMMON 775741101 $152,415.63 16,150 SOLE 18 16,150
ROLLINS TRUCK LEASING CO COMMON 775741101 $25,953.13 2,750 SOLE 32 2,750
ROUSE COMPANY COMMON 779273101 $516,968.75 23,300 SOLE 20 23,300
ROUSE COMPANY COMMON 779273101 $218,552.00 9,850 SOLE 1 9,850
ROYAL DUTCH PETRO-NY SHRS COMMON 780257804 $10,400,000.00 200,000 SOLE 2 200,000
ROYAL DUTCH PETRO-NY SHRS COMMON 780257804 $2,267,200.00 43,600 SOLE 3 43,600
ROYAL DUTCH PETRO-NY SHRS COMMON 780257804 $10,400,000.00 200,000 SOLE 10 200,000
ROYAL DUTCH PETRO-NY SHRS COMMON 780257804 $31,018,000.00 596,500 SOLE 11 596,500
ROYAL DUTCH PETRO-NY SHRS COMMON 780257804 $525,200.00 10,100 SOLE 19 10,100
ROYAL DUTCH PETRO-NY SHRS COMMON 780257804 $1,913,600.00 36,800 SOLE 20 36,800
ROYAL DUTCH PETRO-NY SHRS COMMON 780257804 $109,200.00 2,100 SOLE 38 2,100
ROYAL DUTCH PETRO-NY SHRS COMMON 780257804 $20,800.00 400 SOLE 201 400
ROYAL DUTCH PETRO-NY SHRS COMMON 780257804 $26,000.00 500 SOLE 510 500
ROYAL DUTCH PETRO-NY SHRS COMMON 780257804 $187,200.00 3,600 SOLE 520 3,600
ROYAL DUTCH PETRO-NY SHRS COMMON 780257804 $187,200.00 3,600 SOLE 530 3,600
ROYAL DUTCH PETRO-NY SHRS COMMON 780257804 $20,800.00 400 SOLE 540 400
ROYAL DUTCH PETRO-NY SHRS COMMON 780257804 $46,800.00 900 SOLE 550 900
ROYAL DUTCH PETRO-NY SHRS COMMON 780257804 $62,400.00 1,200 SOLE 560 1,200
ROYAL DUTCH PETRO-NY SHRS COMMON 780257804 $15,600.00 300 SOLE 570 300
RUSSELL CORP COMMON 782352108 $483,000.00 24,000 SOLE 3 24,000
RUSSELL CORP COMMON 782352108 $6,037,500.00 300,000 SOLE 11 300,000
RYDER SYSTEM, INC. COMMON 783549108 $223,762.50 8,100 SOLE 18 8,100
RYDER SYSTEM, INC. COMMON 783549108 $37,293.75 1,350 SOLE 32 1,350
S3 INCORPORATED COMMON 784849101 $757,500.00 101,000 SOLE 1 101,000
S3 INCORPORATED COMMON 784849101 $2,235,000.00 298,000 SOLE 15 298,000
S3 INCORPORATED COMMON 784849101 $144,750.00 19,300 SOLE 29 19,300
S3 INCORPORATED COMMON 784849101 $177,750.00 23,700 SOLE 35 23,700
SAFECO CORPORATION COMMON 786429100 $768,312.50 19,000 SOLE 3 19,000
SAFECO CORPORATION COMMON 786429100 $10,109,375.00 250,000 SOLE 11 250,000
SAFECO CORPORATION COMMON 786429100 $1,617,500.00 40,000 SOLE 20 40,000
SAFEGUARD SCIENTIFICS INC COMMON 786449108 $1,559,687.50 23,000 SOLE 1 23,000
SAFEGUARD SCIENTIFICS INC COMMON 786449108 $4,611,250.00 68,000 SOLE 15 68,000
SAFEWAY, INC. COMMON 786514208 $16,420,000.00 320,000 SOLE 2 320,000
SAFEWAY, INC. COMMON 786514208 $16,420,000.00 320,000 SOLE 10 320,000
SAFEWAY, INC. COMMON 786514208 $97,493.75 1,900 SOLE 19 1,900
SAFEWAY, INC. COMMON 786514208 $25,656.25 500 SOLE 38 500
SAFEWAY, INC. COMMON 786514208 $41,050.00 800 SOLE 510 800
SAFEWAY, INC. COMMON 786514208 $164,200.00 3,200 SOLE 520 3,200
SAFEWAY, INC. COMMON 786514208 $241,168.75 4,700 SOLE 530 4,700
SAFEWAY, INC. COMMON 786514208 $30,787.50 600 SOLE 540 600
SAFEWAY, INC. COMMON 786514208 $51,312.50 1,000 SOLE 550 1,000
SAFEWAY, INC. COMMON 786514208 $184,725.00 3,600 SOLE 560 3,600
SAFEWAY, INC. COMMON 786514208 $30,787.50 600 SOLE 570 600
SAKS, INCORPORATED COMMON 79377W108 $5,720,000.00 220,000 SOLE 2 220,000
SAKS, INCORPORATED COMMON 79377W108 $8,060,000.00 310,000 SOLE 10 310,000
SAKS, INCORPORATED COMMON 79377W108 $988,000.00 38,000 SOLE 16 38,000
SAKS, INCORPORATED COMMON 79377W108 $20,800.00 800 SOLE 510 800
SAKS, INCORPORATED COMMON 79377W108 $119,600.00 4,600 SOLE 520 4,600
SAKS, INCORPORATED COMMON 79377W108 $135,200.00 5,200 SOLE 530 5,200
SAKS, INCORPORATED COMMON 79377W108 $18,200.00 700 SOLE 540 700
SAKS, INCORPORATED COMMON 79377W108 $33,800.00 1,300 SOLE 550 1,300
SAKS, INCORPORATED COMMON 79377W108 $85,800.00 3,300 SOLE 560 3,300
SAKS, INCORPORATED COMMON 79377W108 $13,000.00 500 SOLE 570 500
SANDISK CORP COMMON 80004C101 $50,350.00 1,900 SOLE 36 1,900
SANDISK CORP COMMON 80004C101 $29,150.00 1,100 SOLE 50 1,100
SARA LEE CORP COMMON 803111103 $99,000.00 4,000 SOLE 19 4,000
SAWTEK INC COMMON 805468105 $5,130,000.00 152,000 SOLE 15 152,000
SBC COMMUNICATIONS, INC. COMMON 78387G103 $8,011,250.00 170,000 SOLE 2 170,000
SBC COMMUNICATIONS, INC. COMMON 78387G103 $8,011,250.00 170,000 SOLE 10 170,000
SBC COMMUNICATIONS, INC. COMMON 78387G103 $2,422,225.00 51,400 SOLE 16 51,400
SBC COMMUNICATIONS, INC. COMMON 78387G103 $337,132.25 7,154 SOLE 19 7,154
SBC COMMUNICATIONS, INC. COMMON 78387G103 $4,319,100.50 91,652 SOLE 20 91,652
SBC COMMUNICATIONS, INC. COMMON 78387G103 $254,475.00 5,400 SOLE 34 5,400
SBC COMMUNICATIONS, INC. COMMON 78387G103 $75,400.00 1,600 SOLE 38 1,600
SBC COMMUNICATIONS, INC. COMMON 78387G103 $155,512.50 3,300 SOLE 520 3,300
SBC COMMUNICATIONS, INC. COMMON 78387G103 $37,700.00 800 SOLE 540 800
SBC COMMUNICATIONS, INC. COMMON 78387G103 $56,550.00 1,200 SOLE 550 1,200
SCHERING-PLOUGH CORP COMMON 806605101 $18,806,250.00 340,000 SOLE 2 340,000
SCHERING-PLOUGH CORP COMMON 806605101 $19,359,375.00 350,000 SOLE 10 350,000
SCHERING-PLOUGH CORP COMMON 806605101 $3,047,718.75 55,100 SOLE 16 55,100
SCHERING-PLOUGH CORP COMMON 806605101 $265,500.00 4,800 SOLE 19 4,800
SCHERING-PLOUGH CORP COMMON 806605101 $254,437.50 4,600 SOLE 34 4,600
SCHERING-PLOUGH CORP COMMON 806605101 $60,843.75 1,100 SOLE 38 1,100
SCHERING-PLOUGH CORP COMMON 806605101 $431,437.50 7,800 SOLE 70 7,800
SCHERING-PLOUGH CORP COMMON 806605101 $44,250.00 800 SOLE 510 800
SCHERING-PLOUGH CORP COMMON 806605101 $177,000.00 3,200 SOLE 520 3,200
SCHERING-PLOUGH CORP COMMON 806605101 $287,625.00 5,200 SOLE 530 5,200
SCHERING-PLOUGH CORP COMMON 806605101 $22,125.00 400 SOLE 540 400
SCHERING-PLOUGH CORP COMMON 806605101 $55,312.50 1,000 SOLE 550 1,000
SCHLUMBERGER, LTD. COMMON 806857108 $1,962,112.50 32,600 SOLE 3 32,600
SCHLUMBERGER, LTD. COMMON 806857108 $26,061,187.50 433,000 SOLE 11 433,000
SCHLUMBERGER, LTD. COMMON 806857108 $156,487.50 2,600 SOLE 19 2,600
SCHLUMBERGER, LTD. COMMON 806857108 $24,075.00 400 SOLE 38 400
SCHOOL SPECIALTY, INC. COMMON 807863105 $70,425.00 3,600 SOLE 36 3,600
SCHOOL SPECIALTY, INC. COMMON 807863105 $44,993.75 2,300 SOLE 50 2,300
SCHWAB, CHARLES COMMON 808513105 $223,490.63 2,325 SOLE 19 2,325
SCHWAB, CHARLES COMMON 808513105 $57,675.00 600 SOLE 38 600
SCIENTIFIC ATLANTA INC COMMON 808655104 $427,825.00 15,700 SOLE 6 15,700
SCIENTIFIC ATLANTA INC COMMON 808655104 $3,924,000.00 144,000 SOLE 13 144,000
SCIENTIFIC ATLANTA INC COMMON 808655104 $664,900.00 24,400 SOLE 16 24,400
SCIENTIFIC ATLANTA INC COMMON 808655104 $84,475.00 3,100 SOLE 34 3,100
SCIENTIFIC ATLANTA INC COMMON 808655104 $16,350.00 600 SOLE 38 600
SEAGATE TECHNOLOGY INC COMMON 811804103 $209,893.75 7,100 SOLE 18 7,100
SEAGATE TECHNOLOGY INC COMMON 811804103 $32,518.75 1,100 SOLE 19 1,100
SEAGATE TECHNOLOGY INC COMMON 811804103 $35,475.00 1,200 SOLE 32 1,200
SEAGATE TECHNOLOGY INC COMMON 811804103 $20,693.75 700 SOLE 38 700
SEAGRAM COMPANY, LTD. COMMON 811850106 $70,000.00 1,400 SOLE 19 1,400
SEAGRAM COMPANY, LTD. COMMON 811850106 $15,000.00 300 SOLE 38 300
SEALED AIR COMMON 81211K100 $34,431.25 700 SOLE 19 700
SEARS ROEBUCK AND CO COMMON 812387108 $610,031.25 13,500 SOLE 16 13,500
SEARS ROEBUCK AND CO COMMON 812387108 $85,856.25 1,900 SOLE 19 1,900
SEARS ROEBUCK AND CO COMMON 812387108 $67,781.25 1,500 SOLE 34 1,500
SECURITY FIRST TECHNOLOGI COMMON 814279105 $36,750.00 500 SOLE 36 500
SELECTIVE INS GROUP COMMON 816300107 $14,100.00 800 SOLE 19 800
SEMPRA ENERGY COMMON 816851109 $9,593.75 500 SOLE 38 500
SEPRACOR INC COMMON 817315104 $89,800.00 800 SOLE 36 800
SEPRACOR INC COMMON 817315104 $67,350.00 600 SOLE 50 600
SEQUENT COMPUTER SYSTEMS COMMON 817338106 $362,500.00 40,000 SOLE 3 40,000
SEQUENT COMPUTER SYSTEMS COMMON 817338106 $4,531,250.00 500,000 SOLE 11 500,000
SERVICE CORP INTL COMMON 817565104 $94,050.00 6,600 SOLE 6 6,600
SERVICE CORP INTL COMMON 817565104 $859,275.00 60,300 SOLE 13 60,300
SERVICE CORP INTL COMMON 817565104 $24,225.00 1,700 SOLE 19 1,700
SHELL TRAN & TRAD NYS-ADR COMMON 822703609 $36,562.50 900 SOLE 19 900
SHERWIN-WILLIAMS CO COMMON 824348106 $202,500.00 7,200 SOLE 18 7,200
SHERWIN-WILLIAMS CO COMMON 824348106 $33,750.00 1,200 SOLE 32 1,200
SHIRE PARMACEUTICALS GRP COMMON 82481R106 $1,482,812.50 65,000 SOLE 1 65,000
SHIRE PARMACEUTICALS GRP COMMON 82481R106 $3,855,312.50 169,000 SOLE 15 169,000
SHURGUARD STORAGE CENTERS COMMON 82567D104 $70,700.00 2,800 SOLE 1 2,800
SIGMA-ALDRICH COMMON 826552101 $260,325.00 8,900 SOLE 16 8,900
SIGMA-ALDRICH COMMON 826552101 $32,175.00 1,100 SOLE 34 1,100
SILICON GRAPHICS INC. COMMON 827056102 $8,343.75 500 SOLE 38 500
SIMON PROPERTY GROUP INC. COMMON 828806109 $329,250.00 12,000 SOLE 3 12,000
SIMON PROPERTY GROUP INC. COMMON 828806109 $3,780,887.50 137,800 SOLE 11 137,800
SIMON PROPERTY GROUP INC. COMMON 828806109 $101,518.75 3,700 SOLE 18 3,700
SIMON PROPERTY GROUP INC. COMMON 828806109 $1,488,100.25 54,236 SOLE 20 54,236
SIMON PROPERTY GROUP INC. COMMON 828806109 $16,462.50 600 SOLE 32 600
SIMON PROPERTY GROUP INC. COMMON 828806109 $451,355.00 16,450 SOLE 1 16,450
SL GREEN REALTY CORP COMMON 78440X101 $44,211.00 2,350 SOLE 1 2,350
SMITH CHARLES E RES REALTY COMMON 832197107 $46,220.00 1,500 SOLE 1 1,500
SMITH INTERNATIONAL COMMON 832110100 $192,000.00 4,800 SOLE 16 4,800
SMITH INTERNATIONAL COMMON 832110100 $40,000.00 1,000 SOLE 36 1,000
SMITH INTERNATIONAL COMMON 832110100 $24,000.00 600 SOLE 50 600
SMITHKLINE BEECHAM-PLCADR COMMON 832378301 $14,300,000.00 200,000 SOLE 2 200,000
SMITHKLINE BEECHAM-PLCADR COMMON 832378301 $14,300,000.00 200,000 SOLE 10 200,000
SMITHKLINE BEECHAM-PLCADR COMMON 832378301 $42,900.00 600 SOLE 510 600
SMITHKLINE BEECHAM-PLCADR COMMON 832378301 $200,200.00 2,800 SOLE 520 2,800
SMITHKLINE BEECHAM-PLCADR COMMON 832378301 $257,400.00 3,600 SOLE 530 3,600
SMITHKLINE BEECHAM-PLCADR COMMON 832378301 $28,600.00 400 SOLE 540 400
SMITHKLINE BEECHAM-PLCADR COMMON 832378301 $50,050.00 700 SOLE 550 700
SNAP-ON TOOL COMMON 833034101 $739,500.00 25,500 SOLE 16 25,500
SODEXHO MARRIOTT SERVICES COMMON 833793102 $1,654.69 75 SOLE 19 75
SOLECTRON CORPORATION COMMON 834182107 $14,568.75 300 SOLE 38 300
SOLECTRON CORPORATION COMMON 834182107 $165,112.50 3,400 SOLE 560 3,400
SOLECTRON CORPORATION COMMON 834182107 $48,562.50 1,000 SOLE 570 1,000
SOLUTIA, INCORPORATED COMMON 834376105 $22,240.00 1,280 SOLE 19 1,280
SONAT INC COMMON 835415100 $960,000.00 32,000 SOLE 3 32,000
SONAT INC COMMON 835415100 $12,000,000.00 400,000 SOLE 11 400,000
SONAT INC COMMON 835415100 $24,000.00 800 SOLE 19 800
SONIC CORP COMMON 835451105 $538,750.00 20,000 SOLE 29 20,000
SONIC CORP COMMON 835451105 $646,500.00 24,000 SOLE 35 24,000
SOUTHERN CO COMMON 842587107 $4,895,625.00 210,000 SOLE 11 210,000
SOUTHERN CO COMMON 842587107 $67,606.25 2,900 SOLE 19 2,900
SOUTHERN CO COMMON 842587107 $1,335,806.25 57,300 SOLE 20 57,300
SOUTHERN CO COMMON 842587107 $27,975.00 1,200 SOLE 38 1,200
SOUTHTRUST CORP COMMON 844730101 $3,731.25 100 SOLE 38 100
SOUTHWEST AIRLINES CO COMMON 844741108 $54,450.00 1,800 SOLE 19 1,800
SOUTHWEST AIRLINES CO COMMON 844741108 $6,050.00 200 SOLE 38 200
SPIEKER PROPERTIES,INC. COMMON 848497103 $112,800.00 3,200 SOLE 18 3,200
SPIEKER PROPERTIES,INC. COMMON 848497103 $17,625.00 500 SOLE 32 500
SPIEKER PROPERTIES,INC. COMMON 848497103 $222,075.00 6,300 SOLE 1 6,300
SPORTSLINE USA INC COMMON 848934105 $82,125.00 1,800 SOLE 36 1,800
SPORTSLINE USA INC COMMON 848934105 $50,187.50 1,100 SOLE 50 1,100
SPRINGS INDUSTRIES COMMON 851783100 $8,118.75 300 SOLE 19 300
SPRINT CORP. (FON GROUP) COMMON 852061100 $16,681,250.00 170,000 SOLE 2 170,000
SPRINT CORP. (FON GROUP) COMMON 852061100 $17,171,875.00 175,000 SOLE 10 175,000
SPRINT CORP. (FON GROUP) COMMON 852061100 $1,913,437.50 19,500 SOLE 16 19,500
SPRINT CORP. (FON GROUP) COMMON 852061100 $166,812.50 1,700 SOLE 19 1,700
SPRINT CORP. (FON GROUP) COMMON 852061100 $107,937.50 1,100 SOLE 34 1,100
SPRINT CORP. (FON GROUP) COMMON 852061100 $245,312.50 2,500 SOLE 520 2,500
SPRINT CORP. (FON GROUP) COMMON 852061100 $29,437.50 300 SOLE 540 300
SPRINT CORP. (FON GROUP) COMMON 852061100 $58,875.00 600 SOLE 550 600
SPRINT CORP. (PCS GROUP) COMMON 852061506 $17,725,000.00 400,000 SOLE 2 400,000
SPRINT CORP. (PCS GROUP) COMMON 852061506 $17,725,000.00 400,000 SOLE 10 400,000
SPRINT CORP. (PCS GROUP) COMMON 852061506 $1,677,228.13 37,850 SOLE 16 37,850
SPRINT CORP. (PCS GROUP) COMMON 852061506 $77,546.88 1,750 SOLE 19 1,750
SPRINT CORP. (PCS GROUP) COMMON 852061506 $108,565.63 2,450 SOLE 34 2,450
SPRINT CORP. (PCS GROUP) COMMON 852061506 $26,587.50 600 SOLE 38 600
SPRINT CORP. (PCS GROUP) COMMON 852061506 $55,390.63 1,250 SOLE 520 1,250
SPRINT CORP. (PCS GROUP) COMMON 852061506 $6,646.88 150 SOLE 540 150
SPRINT CORP. (PCS GROUP) COMMON 852061506 $13,293.75 300 SOLE 550 300
ST. JOHN KNITS, INC. COMMON 790289102 $98,906.25 3,750 SOLE 38 3,750
ST. JUDE MEDICAL INC. COMMON 790849103 $638,625.00 26,200 SOLE 3 26,200
ST. JUDE MEDICAL INC. COMMON 790849103 $9,750,000.00 400,000 SOLE 11 400,000
ST. JUDE MEDICAL INC. COMMON 790849103 $7,312.50 300 SOLE 38 300
ST. PAUL COMPANIES, INC. COMMON 792860108 $829,368.75 26,700 SOLE 3 26,700
ST. PAUL COMPANIES, INC. COMMON 792860108 $10,666,862.50 343,400 SOLE 11 343,400
ST. PAUL COMPANIES, INC. COMMON 792860108 $1,851,449.25 59,604 SOLE 20 59,604
STANLEY WORKS (THE) COMMON 854616109 $591,937.50 23,100 SOLE 20 23,100
STAPLES INC COMMON 855030102 $19,725,000.00 600,000 SOLE 10 600,000
STAPLES INC COMMON 855030102 $295,875.00 9,000 SOLE 18 9,000
STAPLES INC COMMON 855030102 $54,243.75 1,650 SOLE 19 1,650
STAPLES INC COMMON 855030102 $76,434.38 2,325 SOLE 32 2,325
STAPLES INC COMMON 855030102 $19,725.00 600 SOLE 38 600
STAPLES INC COMMON 855030102 $273,684.38 8,325 SOLE 560 8,325
STAPLES INC COMMON 855030102 $51,778.13 1,575 SOLE 570 1,575
STARBUCKS CORP COMMON 855244109 $1,038,312.50 37,000 SOLE 16 37,000
STARBUCKS CORP COMMON 855244109 $241,337.50 8,600 SOLE 18 8,600
STARBUCKS CORP COMMON 855244109 $39,287.50 1,400 SOLE 32 1,400
STARWOOD HOTELS & RESORTS COMMON 85590A203 $10,482.44 367 SOLE 19 367
STARWOOD HOTELS & RESORTS COMMON 85590A203 $1,929,368.31 67,549 SOLE 20 67,549
STARWOOD HOTELS & RESORTS COMMON 85590A203 $612,676.00 21,450 SOLE 1 21,450
STATE STREET BOSTON COMMON 857477103 $73,968.75 900 SOLE 19 900
STATE STREET BOSTON COMMON 857477103 $8,218.75 100 SOLE 38 100
STERLING COMMERCE COMMON 859205106 $30,750.00 1,000 SOLE 510 1,000
STERLING COMMERCE COMMON 859205106 $184,500.00 6,000 SOLE 530 6,000
STERLING COMMERCE COMMON 859205106 $132,225.00 4,300 SOLE 560 4,300
STERLING COMMERCE COMMON 859205106 $27,675.00 900 SOLE 570 900
STMICROELECTRONICS N.V. COMMON 861012102 $135,975.00 1,400 SOLE 6 1,400
STMICROELECTRONICS N.V. COMMON 861012102 $1,272,337.50 13,100 SOLE 13 13,100
STORAGE TECHNOLOGY CORP. COMMON 862111200 $183,975.00 6,600 SOLE 18 6,600
STORAGE TECHNOLOGY CORP. COMMON 862111200 $33,450.00 1,200 SOLE 32 1,200
STORAGE USA INC COMMON 861907103 $75,194.00 2,650 SOLE 1 2,650
STRYKER CORP COMMON 863667101 $1,109,625.00 22,000 SOLE 1 22,000
STRYKER CORP COMMON 863667101 $2,925,375.00 58,000 SOLE 15 58,000
SUMMIT BANCORP COMMON 866005101 $19,500.00 500 SOLE 19 500
SUMMIT BANCORP COMMON 866005101 $27,300.00 700 SOLE 201 700
SUN COMMUNITIES INC COMMON 866674104 $52,388.00 1,650 SOLE 1 1,650
SUN MICROSYSTEMS INC COMMON 866810104 $17,491,250.00 140,000 SOLE 2 140,000
SUN MICROSYSTEMS INC COMMON 866810104 $1,049,475.00 8,400 SOLE 6 8,400
SUN MICROSYSTEMS INC COMMON 866810104 $18,115,937.50 145,000 SOLE 10 145,000
SUN MICROSYSTEMS INC COMMON 866810104 $9,632,681.25 77,100 SOLE 13 77,100
SUN MICROSYSTEMS INC COMMON 866810104 $1,111,943.75 8,900 SOLE 16 8,900
SUN MICROSYSTEMS INC COMMON 866810104 $249,875.00 2,000 SOLE 19 2,000
SUN MICROSYSTEMS INC COMMON 866810104 $137,431.25 1,100 SOLE 34 1,100
SUN MICROSYSTEMS INC COMMON 866810104 $49,975.00 400 SOLE 38 400
SUN MICROSYSTEMS INC COMMON 866810104 $424,787.50 3,400 SOLE 70 3,400
SUN MICROSYSTEMS INC COMMON 866810104 $87,456.25 700 SOLE 510 700
SUN MICROSYSTEMS INC COMMON 866810104 $374,812.50 3,000 SOLE 520 3,000
SUN MICROSYSTEMS INC COMMON 866810104 $499,750.00 4,000 SOLE 530 4,000
SUN MICROSYSTEMS INC COMMON 866810104 $37,481.25 300 SOLE 540 300
SUN MICROSYSTEMS INC COMMON 866810104 $62,468.75 500 SOLE 550 500
SUN MICROSYSTEMS INC COMMON 866810104 $374,812.50 3,000 SOLE 560 3,000
SUN MICROSYSTEMS INC COMMON 866810104 $62,468.75 500 SOLE 570 500
SUNDSTRAND CORP COMMON 867323107 $104,250.00 1,500 SOLE 38 1,500
SUNGARD DATA SYS INC COMMON 867363103 $1,140,000.00 28,500 SOLE 16 28,500
SUNGARD DATA SYS INC COMMON 867363103 $140,000.00 3,500 SOLE 34 3,500
SUNGARD DATA SYS INC COMMON 867363103 $436,000.00 10,900 SOLE 70 10,900
SUNGARD DATA SYS INC COMMON 867363103 $52,000.00 1,300 SOLE 510 1,300
SUNGARD DATA SYS INC COMMON 867363103 $292,000.00 7,300 SOLE 530 7,300
SUNGARD DATA SYS INC COMMON 867363103 $272,000.00 6,800 SOLE 560 6,800
SUNGARD DATA SYS INC COMMON 867363103 $52,000.00 1,300 SOLE 570 1,300
SUNRISE MEDICAL, INC. COMMON 867910101 $625,000.00 100,000 SOLE 1 100,000
SUNRISE MEDICAL, INC. COMMON 867910101 $1,375,000.00 220,000 SOLE 15 220,000
SUNRISE MEDICAL, INC. COMMON 867910101 $312,500.00 50,000 SOLE 29 50,000
SUNRISE MEDICAL, INC. COMMON 867910101 $393,125.00 62,900 SOLE 35 62,900
SUNTRUST BANKS, INC. COMMON 867914103 $56,025.00 900 SOLE 19 900
SUNTRUST BANKS, INC. COMMON 867914103 $18,675.00 300 SOLE 38 300
SUPERVALU INC COMMON 868536103 $371,250.00 18,000 SOLE 3 18,000
SUPERVALU INC COMMON 868536103 $5,156,250.00 250,000 SOLE 11 250,000
SUPERVALU INC COMMON 868536103 $117,562.50 5,700 SOLE 18 5,700
SUPERVALU INC COMMON 868536103 $18,562.50 900 SOLE 32 900
SUPERVALU INC COMMON 868536103 $8,250.00 400 SOLE 38 400
SYKES ENTERPRISES INC. COMMON 871237103 $145,406.25 4,500 SOLE 36 4,500
SYKES ENTERPRISES INC. COMMON 871237103 $80,781.25 2,500 SOLE 50 2,500
SYNOVUS FINANCIAL CORP COMMON 87161C105 $2,043.75 100 SOLE 38 100
SYSCO CORP COMMON 871829107 $144,718.75 5,500 SOLE 18 5,500
SYSCO CORP COMMON 871829107 $26,312.50 1,000 SOLE 19 1,000
SYSCO CORP COMMON 871829107 $23,681.25 900 SOLE 32 900
SYSCO CORP COMMON 871829107 $5,262.50 200 SOLE 38 200
TALBOTS, INC. COMMON 874161102 $572,812.50 23,500 SOLE 16 23,500
TALBOTS, INC. COMMON 874161102 $243,750.00 10,000 SOLE 29 10,000
TALBOTS, INC. COMMON 874161102 $73,125.00 3,000 SOLE 34 3,000
TALBOTS, INC. COMMON 874161102 $268,125.00 11,000 SOLE 35 11,000
TANDY CORP. COMMON 875382103 $38,287.50 600 SOLE 19 600
TAUBMAN CENTERS COMMON 876664103 $62,475.00 5,100 SOLE 1 5,100
TECHNE CORP COMMON 878377100 $167,475.00 5,800 SOLE 36 5,800
TECHNE CORP COMMON 878377100 $106,837.50 3,700 SOLE 50 3,700
TECO ENERGY, INC. COMMON 872375100 $469,050.00 23,600 SOLE 20 23,600
TELEBRAS - SPONS ADR PFD COMMON 879287308 $56,437.50 700 SOLE 19 700
TELEBRAS - SPONS ADR PFD COMMON 879287308 $1,104,562.50 13,700 SOLE 20 13,700
TELEBRAS - SPONS ADR PFD COMMON 879287308 $24,187.50 300 SOLE 39 300
TELEBRAS - SPONS ADR PFD COMMON 879287308 $40,312.50 500 SOLE 200 500
TELEBRAS - SPONS ADR PFD COMMON 879287308 $32,250.00 400 SOLE 201 400
TELECOM NEW ZEALAND - ADR COMMON 879278208 $15,600.00 400 SOLE 19 400
TELEFONICA DE ARGEN -ADR COMMON 879378206 $24,200.00 800 SOLE 200 800
TELEFONICA SA ADR COMMON 879382208 $52,122.00 408 SOLE 19 408
TELEFONOS DE MEXICO ADR COMMON 879403780 $117,900.00 1,800 SOLE 19 1,800
TELEFONOS DE MEXICO ADR COMMON 879403780 $6,550.00 100 SOLE 39 100
TELLABS INC COMMON 879664100 $1,476,025.00 15,100 SOLE 16 15,100
TELLABS INC COMMON 879664100 $351,900.00 3,600 SOLE 18 3,600
TELLABS INC COMMON 879664100 $68,425.00 700 SOLE 19 700
TELLABS INC COMMON 879664100 $58,650.00 600 SOLE 32 600
TELLABS INC COMMON 879664100 $117,300.00 1,200 SOLE 34 1,200
TELLABS INC COMMON 879664100 $19,550.00 200 SOLE 38 200
TEMPLE-INLAND INC COMMON 879868107 $12,550.00 200 SOLE 38 200
TENET HEALTHCARE CORP COMMON 88033G100 $30,300.00 1,600 SOLE 19 1,600
TENET HEALTHCARE CORP COMMON 88033G100 $397,687.50 21,000 SOLE 29 21,000
TENNECO INC COMMON 8.80E+105 $782,250.00 28,000 SOLE 3 28,000
TENNECO INC COMMON 8.80E+105 $11,175,000.00 400,000 SOLE 11 400,000
TERADYNE, INC. COMMON 880770102 $441,956.25 8,100 SOLE 18 8,100
TERADYNE, INC. COMMON 880770102 $76,387.50 1,400 SOLE 32 1,400
TESORO PETROLEUM CORP COMMON 881609101 $881,100.00 80,100 SOLE 1 80,100
TESORO PETROLEUM CORP COMMON 881609101 $2,266,000.00 206,000 SOLE 15 206,000
TESORO PETROLEUM CORP COMMON 881609101 $341,000.00 31,000 SOLE 29 31,000
TESORO PETROLEUM CORP COMMON 881609101 $440,000.00 40,000 SOLE 35 40,000
TEVA PHARMACEUTICAL COMMON 881624209 $2,609,062.50 55,000 SOLE 1 55,000
TEVA PHARMACEUTICAL COMMON 881624209 $759,000.00 16,000 SOLE 3 16,000
TEVA PHARMACEUTICAL COMMON 881624209 $9,487,500.00 200,000 SOLE 11 200,000
TEVA PHARMACEUTICAL COMMON 881624209 $6,878,437.50 145,000 SOLE 15 145,000
TEVA PHARMACEUTICAL COMMON 881624209 $322,575.00 6,800 SOLE 29 6,800
TEVA PHARMACEUTICAL COMMON 881624209 $422,193.75 8,900 SOLE 35 8,900
TEXACO, INC. COMMON 881694103 $902,325.00 15,900 SOLE 3 15,900
TEXACO, INC. COMMON 881694103 $11,866,425.00 209,100 SOLE 11 209,100
TEXACO, INC. COMMON 881694103 $113,500.00 2,000 SOLE 19 2,000
TEXACO, INC. COMMON 881694103 $2,366,475.00 41,700 SOLE 20 41,700
TEXACO, INC. COMMON 881694103 $34,050.00 600 SOLE 38 600
TEXACO, INC. COMMON 881694103 $34,050.00 600 SOLE 510 600
TEXACO, INC. COMMON 881694103 $192,950.00 3,400 SOLE 520 3,400
TEXACO, INC. COMMON 881694103 $136,200.00 2,400 SOLE 530 2,400
TEXACO, INC. COMMON 881694103 $22,700.00 400 SOLE 540 400
TEXACO, INC. COMMON 881694103 $34,050.00 600 SOLE 550 600
TEXACO, INC. COMMON 881694103 $113,500.00 2,000 SOLE 560 2,000
TEXACO, INC. COMMON 881694103 $17,025.00 300 SOLE 570 300
TEXAS INSTRUMENTS, INC. COMMON 882508104 $585,575.00 5,900 SOLE 16 5,900
TEXAS INSTRUMENTS, INC. COMMON 882508104 $188,575.00 1,900 SOLE 19 1,900
TEXAS INSTRUMENTS, INC. COMMON 882508104 $59,550.00 600 SOLE 34 600
TEXAS INSTRUMENTS, INC. COMMON 882508104 $29,775.00 300 SOLE 38 300
TEXAS UTILITIES COMMON 882848104 $571,118.75 13,700 SOLE 3 13,700
TEXAS UTILITIES COMMON 882848104 $7,566,281.25 181,500 SOLE 11 181,500
TEXAS UTILITIES COMMON 882848104 $75,037.50 1,800 SOLE 19 1,800
TEXAS UTILITIES COMMON 882848104 $8,337.50 200 SOLE 38 200
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 $15,475.00 200 SOLE 38 200
TEXTRON INC COMMON 883203101 $92,850.00 1,200 SOLE 520 1,200
TEXTRON INC COMMON 883203101 $7,737.50 100 SOLE 540 100
TEXTRON INC COMMON 883203101 $15,475.00 200 SOLE 550 200
THERMO ELECTRON COMMON 883556102 $28,481.25 2,100 SOLE 19 2,100
THERMO ELECTRON COMMON 883556102 $8,137.50 600 SOLE 38 600
THOMAS & BETTS CORP COMMON 884315102 $289,231.25 7,700 SOLE 16 7,700
THOMAS & BETTS CORP COMMON 884315102 $30,050.00 800 SOLE 34 800
TIER TECHNOLOGIES INC-CL COMMON 88650Q100 $295,375.00 34,000 SOLE 29 34,000
TIER TECHNOLOGIES INC-CL COMMON 88650Q100 $347,500.00 40,000 SOLE 35 40,000
TIMBERLAND COMPANY -CL A COMMON 887100105 $63,062.50 1,000 SOLE 36 1,000
TIME WARNER INC COMMON 887315109 $11,370,000.00 160,000 SOLE 2 160,000
TIME WARNER INC COMMON 887315109 $9,238,125.00 130,000 SOLE 10 130,000
TIME WARNER INC COMMON 887315109 $2,032,387.50 28,600 SOLE 16 28,600
TIME WARNER INC COMMON 887315109 $298,462.50 4,200 SOLE 19 4,200
TIME WARNER INC COMMON 887315109 $241,612.50 3,400 SOLE 34 3,400
TIME WARNER INC COMMON 887315109 $63,956.25 900 SOLE 38 900
TIME WARNER INC COMMON 887315109 $433,481.25 6,100 SOLE 70 6,100
TIME WARNER INC COMMON 887315109 $213,187.50 3,000 SOLE 520 3,000
TIME WARNER INC COMMON 887315109 $28,425.00 400 SOLE 540 400
TIME WARNER INC COMMON 887315109 $42,637.50 600 SOLE 550 600
TIMKEN CO COMMON 887389104 $16,250.00 1,000 SOLE 38 1,000
TJX COMPANIES, INC. COMMON 872540109 $14,960,000.00 440,000 SOLE 2 440,000
TJX COMPANIES, INC. COMMON 872540109 $18,360,000.00 540,000 SOLE 10 540,000
TJX COMPANIES, INC. COMMON 872540109 $47,600.00 1,400 SOLE 19 1,400
TJX COMPANIES, INC. COMMON 872540109 $176,800.00 5,200 SOLE 34 5,200
TJX COMPANIES, INC. COMMON 872540109 $3,400.00 100 SOLE 38 100
TJX COMPANIES, INC. COMMON 872540109 $40,800.00 1,200 SOLE 510 1,200
TJX COMPANIES, INC. COMMON 872540109 $285,600.00 8,400 SOLE 520 8,400
TJX COMPANIES, INC. COMMON 872540109 $258,400.00 7,600 SOLE 530 7,600
TJX COMPANIES, INC. COMMON 872540109 $34,000.00 1,000 SOLE 540 1,000
TJX COMPANIES, INC. COMMON 872540109 $68,000.00 2,000 SOLE 550 2,000
TMP WORLDWIDE INC COMMON 872941109 $174,993.75 2,700 SOLE 36 2,700
TMP WORLDWIDE INC COMMON 872941109 $110,181.25 1,700 SOLE 50 1,700
TOMKINS PLC -ADR COMMON 890030208 $29,750.00 2,000 SOLE 19 2,000
TORCHMARK CORPORATION COMMON 891027104 $37,950.00 1,200 SOLE 19 1,200
TOTAL S.A. -ADR COMMON 8.92E+113 $61,000.00 1,000 SOLE 19 1,000
TOYS R US INC COMMON 892335100 $376,250.00 20,000 SOLE 3 20,000
TOYS R US INC COMMON 892335100 $4,703,125.00 250,000 SOLE 11 250,000
TOYS R US INC COMMON 892335100 $184,362.50 9,800 SOLE 18 9,800
TOYS R US INC COMMON 892335100 $39,506.25 2,100 SOLE 19 2,100
TOYS R US INC COMMON 892335100 $946,268.75 50,300 SOLE 20 50,300
TOYS R US INC COMMON 892335100 $31,981.25 1,700 SOLE 32 1,700
TRANSAMERICA CORPORATION COMMON 893485102 $1,405,800.00 19,800 SOLE 20 19,800
TRANSAMERICA CORPORATION COMMON 893485102 $7,100.00 100 SOLE 38 100
TRANSKARYOTIC THERAPIES COMMON 893735100 $101,600.00 3,200 SOLE 36 3,200
TRANSKARYOTIC THERAPIES COMMON 893735100 $60,325.00 1,900 SOLE 50 1,900
TRANSOCEAN OFFSHORE, INC COMMON 893817106 $121,012.50 4,200 SOLE 6 4,200
TRANSOCEAN OFFSHORE, INC COMMON 893817106 $1,117,925.00 38,800 SOLE 13 38,800
TRANSWITCH CORP COMMON 894065101 $58,825.00 1,300 SOLE 36 1,300
TRANSWITCH CORP COMMON 894065101 $36,200.00 800 SOLE 50 800
TRIBUNE COMPANY COMMON 896047107 $10,797,187.50 165,000 SOLE 2 165,000
TRIBUNE COMPANY COMMON 896047107 $11,124,375.00 170,000 SOLE 10 170,000
TRIBUNE COMPANY COMMON 896047107 $71,981.25 1,100 SOLE 19 1,100
TRIBUNE COMPANY COMMON 896047107 $176,681.25 2,700 SOLE 520 2,700
TRIBUNE COMPANY COMMON 896047107 $19,631.25 300 SOLE 540 300
TRIBUNE COMPANY COMMON 896047107 $32,718.75 500 SOLE 550 500
TRICOM SA - ADR COMMON 89612A100 $78,375.00 9,500 SOLE 200 9,500
TRICON GLOBAL RESTAURANTS COMMON 895953107 $316,125.00 4,500 SOLE 18 4,500
TRICON GLOBAL RESTAURANTS COMMON 895953107 $80,085.00 1,140 SOLE 19 1,140
TRICON GLOBAL RESTAURANTS COMMON 895953107 $56,200.00 800 SOLE 32 800
TRICON GLOBAL RESTAURANTS COMMON 895953107 $14,050.00 200 SOLE 38 200
TRINET CORP REALTY TRUST COMMON 896287109 $60,900.00 2,400 SOLE 1 2,400
TRUE NORTH COMM., INC. COMMON 897844106 $2,109,375.00 75,000 SOLE 1 75,000
TRUE NORTH COMM., INC. COMMON 897844106 $6,103,125.00 217,000 SOLE 15 217,000
TRUE NORTH COMM., INC. COMMON 897844106 $191,250.00 6,800 SOLE 18 6,800
TRUE NORTH COMM., INC. COMMON 897844106 $289,687.50 10,300 SOLE 29 10,300
TRUE NORTH COMM., INC. COMMON 897844106 $30,937.50 1,100 SOLE 32 1,100
TRUE NORTH COMM., INC. COMMON 897844106 $368,437.50 13,100 SOLE 35 13,100
TRW INC COMMON 872649108 $364,000.00 8,000 SOLE 3 8,000
TRW INC COMMON 872649108 $4,550,000.00 100,000 SOLE 11 100,000
TRW INC COMMON 872649108 $50,050.00 1,100 SOLE 19 1,100
TRW INC COMMON 872649108 $696,150.00 15,300 SOLE 20 15,300
TSI INTL SOFTWARE LTD COMMON 872879101 $185,487.50 3,800 SOLE 36 3,800
TSI INTL SOFTWARE LTD COMMON 872879101 $112,268.75 2,300 SOLE 50 2,300
TUPPERWARE CORPORATION COMMON 899896104 $502,200.00 27,900 SOLE 20 27,900
TWEETER HOME ENTERTAINMT COMMON 901167106 $174,150.00 5,400 SOLE 36 5,400
TWEETER HOME ENTERTAINMT COMMON 901167106 $109,650.00 3,400 SOLE 50 3,400
TYCO INTERNATIONAL LTD COMMON 902124106 $17,220,000.00 240,000 SOLE 2 240,000
TYCO INTERNATIONAL LTD COMMON 902124106 $21,525,000.00 300,000 SOLE 10 300,000
TYCO INTERNATIONAL LTD COMMON 902124106 $200,900.00 2,800 SOLE 19 2,800
TYCO INTERNATIONAL LTD COMMON 902124106 $21,525.00 300 SOLE 38 300
TYCO INTERNATIONAL LTD COMMON 902124106 $437,675.00 6,100 SOLE 70 6,100
TYCO INTERNATIONAL LTD COMMON 902124106 $57,400.00 800 SOLE 510 800
TYCO INTERNATIONAL LTD COMMON 902124106 $358,750.00 5,000 SOLE 520 5,000
TYCO INTERNATIONAL LTD COMMON 902124106 $344,400.00 4,800 SOLE 530 4,800
TYCO INTERNATIONAL LTD COMMON 902124106 $47,277.94 659 SOLE 540 659
TYCO INTERNATIONAL LTD COMMON 902124106 $96,575.50 1,346 SOLE 550 1,346
TYCO INTERNATIONAL LTD COMMON 902124106 $258,300.00 3,600 SOLE 560 3,600
TYCO INTERNATIONAL LTD COMMON 902124106 $43,050.00 600 SOLE 570 600
TYSON FOODS INC, CL.A COMMON 902494103 $717,856.25 34,700 SOLE 3 34,700
TYSON FOODS INC, CL.A COMMON 902494103 $9,183,181.25 443,900 SOLE 11 443,900
U S WEST, INC. COMMON 91273H101 $134,848.06 2,449 SOLE 19 2,449
U S WEST, INC. COMMON 91273H101 $1,145,300.00 20,800 SOLE 20 20,800
U S WEST, INC. COMMON 91273H101 $44,050.00 800 SOLE 38 800
U.S. BANCORP COMMON 902973106 $79,399.69 2,331 SOLE 19 2,331
U.S. BANCORP COMMON 902973106 $10,218.75 300 SOLE 38 300
UNICOM CORP COMMON 904911104 $54,843.75 1,500 SOLE 19 1,500
UNICOM CORP COMMON 904911104 $1,469,812.50 40,200 SOLE 20 40,200
UNICOM CORP COMMON 904911104 $21,937.50 600 SOLE 38 600
UNILEVER NV COMMON 904784501 $132,875.00 2,000 SOLE 19 2,000
UNILEVER NV COMMON 904784501 $33,218.75 500 SOLE 38 500
UNION CAMP CORP COMMON 905530101 $2,087,587.50 31,100 SOLE 20 31,100
UNION PACIFIC CORPORATION COMMON 907818108 $855,000.00 16,000 SOLE 3 16,000
UNION PACIFIC CORPORATION COMMON 907818108 $10,687,500.00 200,000 SOLE 11 200,000
UNION PACIFIC CORPORATION COMMON 907818108 $80,156.25 1,500 SOLE 19 1,500
UNION PACIFIC CORPORATION COMMON 907818108 $2,671,875.00 50,000 SOLE 20 50,000
UNION PACIFIC CORPORATION COMMON 907818108 $5,343.75 100 SOLE 38 100
UNION PACIFIC RES GRP COMMON 907834105 $24,201.25 2,038 SOLE 19 2,038
UNION PLANTERS CORP COMMON 908068109 $39,543.75 900 SOLE 19 900
UNION PLANTERS CORP COMMON 908068109 $21,968.75 500 SOLE 38 500
UNIPHASE CORP COMMON 909149106 $1,277,887.50 11,100 SOLE 1 11,100
UNIPHASE CORP COMMON 909149106 $4,144,500.00 36,000 SOLE 15 36,000
UNISYS CORP COMMON 909214108 $13,843.75 500 SOLE 38 500
UNITED DOMINION REALTY TR COMMON 910197102 $307,500.00 30,000 SOLE 3 30,000
UNITED DOMINION REALTY TR COMMON 910197102 $4,100,000.00 400,000 SOLE 11 400,000
UNITED DOMINION REALTY TR COMMON 910197102 $78,925.00 7,700 SOLE 18 7,700
UNITED DOMINION REALTY TR COMMON 910197102 $12,300.00 1,200 SOLE 32 1,200
UNITED DOMINION REALTY TR COMMON 910197102 $101,475.00 9,900 SOLE 1 9,900
UNITED HEALTHCARE CORP COMMON 910581107 $1,052,500.00 20,000 SOLE 1 20,000
UNITED HEALTHCARE CORP COMMON 910581107 $710,437.50 13,500 SOLE 3 13,500
UNITED HEALTHCARE CORP COMMON 910581107 $9,472,500.00 180,000 SOLE 11 180,000
UNITED HEALTHCARE CORP COMMON 910581107 $3,157,500.00 60,000 SOLE 15 60,000
UNITED HEALTHCARE CORP COMMON 910581107 $36,837.50 700 SOLE 19 700
UNITED HEALTHCARE CORP COMMON 910581107 $5,262.50 100 SOLE 38 100
UNITED TECHNOLOGIES CORP COMMON 913017109 $15,575,312.50 115,000 SOLE 2 115,000
UNITED TECHNOLOGIES CORP COMMON 913017109 $17,606,875.00 130,000 SOLE 10 130,000
UNITED TECHNOLOGIES CORP COMMON 913017109 $121,893.75 900 SOLE 19 900
UNITED TECHNOLOGIES CORP COMMON 913017109 $40,631.25 300 SOLE 38 300
UNITED TECHNOLOGIES CORP COMMON 913017109 $40,631.25 300 SOLE 510 300
UNITED TECHNOLOGIES CORP COMMON 913017109 $338,593.75 2,500 SOLE 520 2,500
UNITED TECHNOLOGIES CORP COMMON 913017109 $270,875.00 2,000 SOLE 530 2,000
UNITED TECHNOLOGIES CORP COMMON 913017109 $27,087.50 200 SOLE 540 200
UNITED TECHNOLOGIES CORP COMMON 913017109 $81,262.50 600 SOLE 550 600
UNITED TECHNOLOGIES CORP COMMON 913017109 $176,068.75 1,300 SOLE 560 1,300
UNITED TECHNOLOGIES CORP COMMON 913017109 $27,087.50 200 SOLE 570 200
UNIVERSAL FOODS CORP COMMON 913538104 $144,375.00 7,000 SOLE 3 7,000
UNIVERSAL FOODS CORP COMMON 913538104 $2,062,500.00 100,000 SOLE 11 100,000
UNOCAL CORPORATION COMMON 915289102 $552,187.50 15,000 SOLE 3 15,000
UNOCAL CORPORATION COMMON 915289102 $7,362,500.00 200,000 SOLE 11 200,000
UNOCAL CORPORATION COMMON 915289102 $40,493.75 1,100 SOLE 19 1,100
UNOCAL CORPORATION COMMON 915289102 $2,009,962.50 54,600 SOLE 20 54,600
UNUM CORP COMMON 903192102 $9,512,500.00 200,000 SOLE 2 200,000
UNUM CORP COMMON 903192102 $856,125.00 18,000 SOLE 3 18,000
UNUM CORP COMMON 903192102 $10,701,562.50 225,000 SOLE 10 225,000
UNUM CORP COMMON 903192102 $11,890,625.00 250,000 SOLE 11 250,000
UNUM CORP COMMON 903192102 $2,615,937.50 55,000 SOLE 15 55,000
UNUM CORP COMMON 903192102 $1,131,987.50 23,800 SOLE 16 23,800
UNUM CORP COMMON 903192102 $52,318.75 1,100 SOLE 19 1,100
UNUM CORP COMMON 903192102 $428,062.50 9,000 SOLE 29 9,000
UNUM CORP COMMON 903192102 $133,175.00 2,800 SOLE 34 2,800
UNUM CORP COMMON 903192102 $475,625.00 10,000 SOLE 35 10,000
UNUM CORP COMMON 903192102 $38,050.00 800 SOLE 201 800
UNUM CORP COMMON 903192102 $23,781.25 500 SOLE 510 500
UNUM CORP COMMON 903192102 $118,906.25 2,500 SOLE 520 2,500
UNUM CORP COMMON 903192102 $137,931.25 2,900 SOLE 530 2,900
UNUM CORP COMMON 903192102 $14,268.75 300 SOLE 540 300
UNUM CORP COMMON 903192102 $23,781.25 500 SOLE 550 500
UNUM CORP COMMON 903192102 $90,368.75 1,900 SOLE 560 1,900
UNUM CORP COMMON 903192102 $14,268.75 300 SOLE 570 300
URBAN SHOPPING CENTERS COMMON 917060105 $48,770.00 1,700 SOLE 1 1,700
US FILTER CORPORATION COMMON 911843209 $104,125.00 3,400 SOLE 38 3,400
US INDUSTRIES INC COMMON 912080108 $160,265.63 9,750 SOLE 520 9,750
US INDUSTRIES INC COMMON 912080108 $17,259.38 1,050 SOLE 540 1,050
US INDUSTRIES INC COMMON 912080108 $36,984.38 2,250 SOLE 550 2,250
USFREIGHTWAYS CORP COMMON 916906100 $259,712.50 7,900 SOLE 18 7,900
USFREIGHTWAYS CORP COMMON 916906100 $42,737.50 1,300 SOLE 32 1,300
UST INC COMMON 902911106 $627,000.00 24,000 SOLE 3 24,000
UST INC COMMON 902911106 $7,837,500.00 300,000 SOLE 11 300,000
UST INC COMMON 902911106 $248,187.50 9,500 SOLE 18 9,500
UST INC COMMON 902911106 $1,538,762.50 58,900 SOLE 20 58,900
UST INC COMMON 902911106 $39,187.50 1,500 SOLE 32 1,500
UST INC COMMON 902911106 $20,900.00 800 SOLE 38 800
USWEB CORP COMMON 917327108 $144,375.00 3,500 SOLE 36 3,500
USWEB CORP COMMON 917327108 $70,125.00 1,700 SOLE 50 1,700
USX MARATHON GROUP COMMON 902905827 $35,750.00 1,300 SOLE 19 1,300
USX MARATHON GROUP COMMON 902905827 $830,500.00 30,200 SOLE 20 30,200
USX MARATHON GROUP COMMON 902905827 $55,000.00 2,000 SOLE 520 2,000
USX MARATHON GROUP COMMON 902905827 $8,250.00 300 SOLE 540 300
USX MARATHON GROUP COMMON 902905827 $13,750.00 500 SOLE 550 500
USX-US STEEL GROUP, INC. COMMON 90337T101 $705,000.00 30,000 SOLE 3 30,000
USX-US STEEL GROUP, INC. COMMON 90337T101 $9,400,000.00 400,000 SOLE 11 400,000
VERITAS SOFTWARE COMMON 923436109 $1,857,250.00 23,000 SOLE 1 23,000
VERITAS SOFTWARE COMMON 923436109 $5,652,500.00 70,000 SOLE 15 70,000
VERITY INC. COMMON 92343C106 $123,950.00 3,700 SOLE 36 3,700
VERITY INC. COMMON 92343C106 $73,700.00 2,200 SOLE 50 2,200
VERTICALNET INC COMMON 92532L107 $103,875.00 1,000 SOLE 36 1,000
VERTICALNET INC COMMON 92532L107 $62,325.00 600 SOLE 50 600
VIACOM INC CL B COMMON 925524308 $2,257,918.75 26,900 SOLE 16 26,900
VIACOM INC CL B COMMON 925524308 $117,512.50 1,400 SOLE 19 1,400
VIACOM INC CL B COMMON 925524308 $218,237.50 2,600 SOLE 34 2,600
VIACOM INC CL B COMMON 925524308 $25,181.25 300 SOLE 38 300
VIAD CORPORATION COMMON 92552R109 $12,515,625.00 450,000 SOLE 2 450,000
VIAD CORPORATION COMMON 92552R109 $10,568,750.00 380,000 SOLE 10 380,000
VIAD CORPORATION COMMON 92552R109 $36,156.25 1,300 SOLE 510 1,300
VIAD CORPORATION COMMON 92552R109 $222,500.00 8,000 SOLE 520 8,000
VIAD CORPORATION COMMON 92552R109 $180,781.25 6,500 SOLE 530 6,500
VIAD CORPORATION COMMON 92552R109 $27,812.50 1,000 SOLE 540 1,000
VIAD CORPORATION COMMON 92552R109 $55,625.00 2,000 SOLE 550 2,000
VIAD CORPORATION COMMON 92552R109 $92,476.56 3,325 SOLE 560 3,325
VIAD CORPORATION COMMON 92552R109 $18,078.13 650 SOLE 570 650
VIATEL INC COMMON 925529208 $99,750.00 3,500 SOLE 36 3,500
VIATEL INC COMMON 925529208 $59,850.00 2,100 SOLE 50 2,100
VLSI TECHNOLOGY, INC. COMMON 918270109 $48,437.50 2,500 SOLE 38 2,500
VODAFONE GROUP PLC -ADR COMMON 92857T107 $93,875.00 500 SOLE 19 500
VORNADA REALTY TRUST COMMON 929042109 $276,000.00 8,000 SOLE 1 8,000
WACHOVIA CORP COMMON 929771103 $105,543.75 1,300 SOLE 34 1,300
WACHOVIA CORP COMMON 929771103 $8,118.75 100 SOLE 38 100
WADDELL & REED FIN (CL A) COMMON 30059100 $697.00 34 SOLE 19 34
WADDELL & REED FIN (CL B) COMMON 930059209 $2,901.75 146 SOLE 19 146
WAL-MART STORES, INC COMMON 931142103 $11,062,500.00 120,000 SOLE 2 120,000
WAL-MART STORES, INC COMMON 931142103 $11,984,375.00 130,000 SOLE 10 130,000
WAL-MART STORES, INC COMMON 931142103 $719,062.50 7,800 SOLE 19 7,800
WAL-MART STORES, INC COMMON 931142103 $193,593.75 2,100 SOLE 38 2,100
WAL-MART STORES, INC COMMON 931142103 $424,062.50 4,600 SOLE 70 4,600
WALGREEN CO COMMON 931422109 $13,277,500.00 470,000 SOLE 2 470,000
WALGREEN CO COMMON 931422109 $14,125,000.00 500,000 SOLE 10 500,000
WALGREEN CO COMMON 931422109 $90,400.00 3,200 SOLE 19 3,200
WALGREEN CO COMMON 931422109 $19,775.00 700 SOLE 38 700
WALGREEN CO COMMON 931422109 $56,500.00 2,000 SOLE 510 2,000
WALGREEN CO COMMON 931422109 $226,000.00 8,000 SOLE 520 8,000
WALGREEN CO COMMON 931422109 $333,350.00 11,800 SOLE 530 11,800
WALGREEN CO COMMON 931422109 $28,250.00 1,000 SOLE 540 1,000
WALGREEN CO COMMON 931422109 $45,200.00 1,600 SOLE 550 1,600
WALGREEN CO COMMON 931422109 $141,250.00 5,000 SOLE 560 5,000
WALGREEN CO COMMON 931422109 $39,550.00 1,400 SOLE 570 1,400
WALT DISNEY COMPANY COMMON 254687106 $6,225,000.00 200,000 SOLE 2 200,000
WALT DISNEY COMPANY COMMON 254687106 $6,225,000.00 200,000 SOLE 10 200,000
WALT DISNEY COMPANY COMMON 254687106 $1,618,500.00 52,000 SOLE 16 52,000
WALT DISNEY COMPANY COMMON 254687106 $222,294.75 7,142 SOLE 19 7,142
WALT DISNEY COMPANY COMMON 254687106 $155,625.00 5,000 SOLE 34 5,000
WALT DISNEY COMPANY COMMON 254687106 $40,462.50 1,300 SOLE 38 1,300
WALT DISNEY COMPANY COMMON 254687106 $24,900.00 800 SOLE 510 800
WALT DISNEY COMPANY COMMON 254687106 $158,737.50 5,100 SOLE 530 5,100
WALT DISNEY COMPANY COMMON 254687106 $102,712.50 3,300 SOLE 560 3,300
WALT DISNEY COMPANY COMMON 254687106 $31,125.00 1,000 SOLE 570 1,000
WARNER-LAMBERT COMPANY COMMON 934488107 $7,942,500.00 120,000 SOLE 2 120,000
WARNER-LAMBERT COMPANY COMMON 934488107 $8,273,437.50 125,000 SOLE 10 125,000
WARNER-LAMBERT COMPANY COMMON 934488107 $211,800.00 3,200 SOLE 19 3,200
WARNER-LAMBERT COMPANY COMMON 934488107 $39,712.50 600 SOLE 38 600
WASHINGTON MUTUAL, INC. COMMON 939322103 $618,030.00 15,120 SOLE 16 15,120
WASHINGTON MUTUAL, INC. COMMON 939322103 $98,100.00 2,400 SOLE 19 2,400
WASHINGTON MUTUAL, INC. COMMON 939322103 $68,670.00 1,680 SOLE 34 1,680
WASHINGTON MUTUAL, INC. COMMON 939322103 $16,350.00 400 SOLE 38 400
WASHINGTON REIT COMMON 939653101 $104,400.00 6,400 SOLE 18 6,400
WASHINGTON REIT COMMON 939653101 $16,312.50 1,000 SOLE 32 1,000
WASHINGTON REIT COMMON 939653101 $54,649.00 3,350 SOLE 1 3,350
WASTE MANAGEMENT, INC. COMMON 94106L109 $9,762,500.00 220,000 SOLE 2 220,000
WASTE MANAGEMENT, INC. COMMON 94106L109 $11,093,750.00 250,000 SOLE 10 250,000
WASTE MANAGEMENT, INC. COMMON 94106L109 $102,595.00 2,312 SOLE 19 2,312
WASTE MANAGEMENT, INC. COMMON 94106L109 $626,663.75 14,122 SOLE 20 14,122
WASTE MANAGEMENT, INC. COMMON 94106L109 $17,750.00 400 SOLE 38 400
WASTE MANAGEMENT, INC. COMMON 94106L109 $22,187.50 500 SOLE 510 500
WASTE MANAGEMENT, INC. COMMON 94106L109 $88,750.00 2,000 SOLE 520 2,000
WASTE MANAGEMENT, INC. COMMON 94106L109 $124,250.00 2,800 SOLE 530 2,800
WASTE MANAGEMENT, INC. COMMON 94106L109 $22,187.50 500 SOLE 540 500
WASTE MANAGEMENT, INC. COMMON 94106L109 $39,937.50 900 SOLE 550 900
WASTE MANAGEMENT, INC. COMMON 94106L109 $128,687.50 2,900 SOLE 560 2,900
WASTE MANAGEMENT, INC. COMMON 94106L109 $22,187.50 500 SOLE 570 500
WATSON PHARMACEUTICALS COMMON 942683103 $11,472,500.00 260,000 SOLE 10 260,000
WATSON PHARMACEUTICALS COMMON 942683103 $123,550.00 2,800 SOLE 18 2,800
WATSON PHARMACEUTICALS COMMON 942683103 $39,712.50 900 SOLE 32 900
WATSON PHARMACEUTICALS COMMON 942683103 $269,162.50 6,100 SOLE 70 6,100
WATSON PHARMACEUTICALS COMMON 942683103 $44,125.00 1,000 SOLE 510 1,000
WATSON PHARMACEUTICALS COMMON 942683103 $185,325.00 4,200 SOLE 520 4,200
WATSON PHARMACEUTICALS COMMON 942683103 $163,262.50 3,700 SOLE 530 3,700
WATSON PHARMACEUTICALS COMMON 942683103 $26,475.00 600 SOLE 540 600
WEBTRENDS CORPORATION COMMON 94844D104 $136,150.00 2,800 SOLE 36 2,800
WEBTRENDS CORPORATION COMMON 94844D104 $82,662.50 1,700 SOLE 50 1,700
WEEKS CORPORATION COMMON 94856P102 $28,562.50 1,000 SOLE 28 1,000
WEEKS CORPORATION COMMON 94856P102 $19,993.75 700 SOLE 33 700
WEEKS CORPORATION COMMON 94856P102 $55,698.00 1,950 SOLE 1 1,950
WEINGARTEN REALTY INVEST COMMON 948741103 $106,987.50 2,700 SOLE 18 2,700
WEINGARTEN REALTY INVEST COMMON 948741103 $190,200.00 4,800 SOLE 20 4,800
WEINGARTEN REALTY INVEST COMMON 948741103 $15,850.00 400 SOLE 32 400
WEINGARTEN REALTY INVEST COMMON 948741103 $101,044.00 2,550 SOLE 1 2,550
WELLS FARGO COMPANY COMMON 949746101 $8,415,000.00 240,000 SOLE 2 240,000
WELLS FARGO COMPANY COMMON 949746101 $8,415,000.00 240,000 SOLE 10 240,000
WELLS FARGO COMPANY COMMON 949746101 $1,798,706.25 51,300 SOLE 16 51,300
WELLS FARGO COMPANY COMMON 949746101 $234,918.75 6,700 SOLE 19 6,700
WELLS FARGO COMPANY COMMON 949746101 $1,230,693.75 35,100 SOLE 20 35,100
WELLS FARGO COMPANY COMMON 949746101 $94,668.75 2,700 SOLE 34 2,700
WELLS FARGO COMPANY COMMON 949746101 $49,087.50 1,400 SOLE 38 1,400
WELLS FARGO COMPANY COMMON 949746101 $28,050.00 800 SOLE 510 800
WELLS FARGO COMPANY COMMON 949746101 $129,731.25 3,700 SOLE 520 3,700
WELLS FARGO COMPANY COMMON 949746101 $126,225.00 3,600 SOLE 530 3,600
WELLS FARGO COMPANY COMMON 949746101 $14,025.00 400 SOLE 540 400
WELLS FARGO COMPANY COMMON 949746101 $31,556.25 900 SOLE 550 900
WELLS FARGO COMPANY COMMON 949746101 $52,593.75 1,500 SOLE 560 1,500
WELLS FARGO COMPANY COMMON 949746101 $14,025.00 400 SOLE 570 400
WENDY'S INTERNATIONAL INC COMMON 950590109 $642,687.50 22,600 SOLE 3 22,600
WENDY'S INTERNATIONAL INC COMMON 950590109 $8,642,156.25 303,900 SOLE 11 303,900
WENDY'S INTERNATIONAL INC COMMON 950590109 $270,156.25 9,500 SOLE 18 9,500
WENDY'S INTERNATIONAL INC COMMON 950590109 $39,812.50 1,400 SOLE 32 1,400
WERNER ENTERPRISES INC COMMON 950755108 $378,000.00 24,000 SOLE 3 24,000
WERNER ENTERPRISES INC COMMON 950755108 $4,725,000.00 300,000 SOLE 11 300,000
WERNER ENTERPRISES INC COMMON 950755108 $164,587.50 10,450 SOLE 18 10,450
WERNER ENTERPRISES INC COMMON 950755108 $27,956.25 1,775 SOLE 32 1,775
WESTFIELD AMERICA COMMON 959910100 $122,938.00 7,050 SOLE 1 7,050
WESTVACO CORP COMMON 961548104 $178,500.00 8,500 SOLE 16 8,500
WESTVACO CORP COMMON 961548104 $21,000.00 1,000 SOLE 34 1,000
WEYERHAEUSER COMPANY COMMON 962166104 $22,200.00 400 SOLE 19 400
WEYERHAEUSER COMPANY COMMON 962166104 $5,550.00 100 SOLE 38 100
WHIRLPOOL CORPORATION COMMON 963320106 $1,087,500.00 20,000 SOLE 3 20,000
WHIRLPOOL CORPORATION COMMON 963320106 $14,306,062.50 263,100 SOLE 11 263,100
WHIRLPOOL CORPORATION COMMON 963320106 $1,283,250.00 23,600 SOLE 20 23,600
WHIRLPOOL CORPORATION COMMON 963320106 $10,875.00 200 SOLE 38 200
WHITMAN CORP COMMON 96647K102 $675,468.75 39,300 SOLE 16 39,300
WHITMAN CORP COMMON 96647K102 $137,500.00 8,000 SOLE 560 8,000
WHITMAN CORP COMMON 96647K102 $24,062.50 1,400 SOLE 570 1,400
WILLIAMS COS INC COMMON 969457100 $11,850,000.00 300,000 SOLE 2 300,000
WILLIAMS COS INC COMMON 969457100 $11,850,000.00 300,000 SOLE 10 300,000
WILLIAMS COS INC COMMON 969457100 $110,600.00 2,800 SOLE 19 2,800
WILLIAMS COS INC COMMON 969457100 $11,850.00 300 SOLE 38 300
WILLIAMS COS INC COMMON 969457100 $177,750.00 4,500 SOLE 520 4,500
WILLIAMS COS INC COMMON 969457100 $19,750.00 500 SOLE 540 500
WILLIAMS COS INC COMMON 969457100 $35,550.00 900 SOLE 550 900
WITCO CORPORATION COMMON 977385103 $527,800.00 41,600 SOLE 20 41,600
WM. WRIGLEY JR. COMPANY COMMON 982526105 $36,175.00 400 SOLE 19 400
WM. WRIGLEY JR. COMPANY COMMON 982526105 $27,131.25 300 SOLE 38 300
WOLVERINE WW COMMON 978097103 $180,500.00 19,000 SOLE 18 19,000
WOLVERINE WW COMMON 978097103 $41,800.00 4,400 SOLE 32 4,400
WORTHINGTON INDUSTRIES COMMON 981811102 $4,700.00 400 SOLE 38 400
XEROX CORP COMMON 984121103 $10,675,000.00 200,000 SOLE 2 200,000
XEROX CORP COMMON 984121103 $11,742,500.00 220,000 SOLE 10 220,000
XEROX CORP COMMON 984121103 $1,056,825.00 19,800 SOLE 16 19,800
XEROX CORP COMMON 984121103 $170,800.00 3,200 SOLE 19 3,200
XEROX CORP COMMON 984121103 $128,100.00 2,400 SOLE 34 2,400
XEROX CORP COMMON 984121103 $26,687.50 500 SOLE 38 500
XEROX CORP COMMON 984121103 $42,700.00 800 SOLE 510 800
XEROX CORP COMMON 984121103 $213,500.00 4,000 SOLE 520 4,000
XEROX CORP COMMON 984121103 $213,500.00 4,000 SOLE 530 4,000
XEROX CORP COMMON 984121103 $32,025.00 600 SOLE 540 600
XEROX CORP COMMON 984121103 $42,700.00 800 SOLE 550 800
XEROX CORP COMMON 984121103 $144,112.50 2,700 SOLE 560 2,700
XEROX CORP COMMON 984121103 $21,350.00 400 SOLE 570 400
XILINX INC COMMON 983919101 $681,450.00 16,800 SOLE 16 16,800
XILINX INC COMMON 983919101 $32,450.00 800 SOLE 19 800
XILINX INC COMMON 983919101 $73,012.50 1,800 SOLE 34 1,800
XL CAPITAL LTD (CL. A) COMMON G98255105 $929,475.00 15,300 SOLE 20 15,300
XOMED SURGICAL PRODUCTS I COMMON 98412V107 $255,125.00 6,500 SOLE 36 6,500
XOMED SURGICAL PRODUCTS I COMMON 98412V107 $145,225.00 3,700 SOLE 50 3,700
XYLAN COMMON 984151100 $110,437.50 3,000 SOLE 38 3,000
YPF SOCIEDAD ANONIMA ADR COMMON 984245100 $236,718.75 7,500 SOLE 29 7,500
YPF SOCIEDAD ANONIMA ADR COMMON 984245100 $56,812.50 1,800 SOLE 200 1,800
ZIFF-DAVIS INC - ZDNET COMMON 989511209 $43,200.00 1,200 SOLE 36 1,200
ZIFF-DAVIS INC - ZDNET COMMON 989511209 $25,200.00 700 SOLE 50 700
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