<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 30, 1999
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Security Management Company, LLC
Address: 700 SW Harrison Street
Topeka, KS 66636-0001
13F File Number: 28-1689
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Amy J. Lee
Title: Secretary
Phone: 785-431-3226
Signature, Place and Date of Signing:
Amy J. Lee Topeka, Kansas ______________
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT.
[_] 13F NOTICE.
[_] 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager:
I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934.
<PAGE>
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 1
Form 13F Information Table Entry Total: 3,711
Form 13F Information Table Value Total: $5,225,375,865.82
List of Other Included Managers:
No. 13F File Number Name
01 28-2805 Security Benefit Life Insurance Company
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FORM 13f INFORMATION TABLE
<TABLE>
<CAPTION>
VOTING AUTHORITY
TITLE OF FAIR --------------------------------
NAME OF ISSUER CLASS CUSIP NUMBER MARKET VALUE SHARES SHRD MGRS (A) SOLE (B) SHARED (C) NONE
- -------------- -------- ------------ ------------ ------ ---- ---- -------- ---------- --------
<S> <C> <C> <C> <C> <C> <C> <C>
3COM CORP COMMON 885535104 89,000.00 1,600 SOLE 18 1,600
3COM CORP COMMON 885535104 55,625.00 1,000 SOLE 19 1,000
3COM CORP COMMON 885535104 39,438.13 709 SOLE 38 709
3COM CORP COMMON 885535104 46,947.50 844 SOLE 51 844
A.H. BELO COMMON 080555105 16,087.50 900 SOLE 19 900
ABBOTT LABORATORIES COMMON 002824100 165,381.25 4,700 SOLE 19 4,700
ABBOTT LABORATORIES COMMON 002824100 1,312,493.75 37,300 SOLE 20 37,300
ABBOTT LABORATORIES COMMON 002824100 75,653.13 2,150 SOLE 32 2,150
ABBOTT LABORATORIES COMMON 002824100 89,481.81 2,543 SOLE 38 2,543
ABBOTT LABORATORIES COMMON 002824100 106,547.75 3,028 SOLE 51 3,028
ABBOTT LABORATORIES COMMON 002824100 56,300.00 1,600 SOLE 560 1,600
ABBOTT LABORATORIES COMMON 002824100 14,075.00 400 SOLE 570 400
ABERCROMBIE & FITCH COMMON 002896207 3,584,000.00 224,000 SOLE 15 224,000
ABERCROMBIE & FITCH COMMON 002896207 16,000.00 1,000 SOLE 19 1,000
ABITIBI-CONSOLIDATED INC COMMON 003924107 107,100.00 11,200 SOLE 18 11,200
ACNIELSEN CORPORATION COMMON 004833109 18,000.00 800 SOLE 19 800
ACXIOM CORP COMMON 005125109 6,650,000.00 200,000 SOLE 1 200,000
ACXIOM CORP COMMON 005125109 19,285,000.00 580,000 SOLE 15 580,000
ACXIOM CORP COMMON 005125109 1,928,500.00 58,000 SOLE 29 58,000
ACXIOM CORP COMMON 005125109 1,296,750.00 39,000 SOLE 35 39,000
ADAPTEC INC. COMMON 00651F108 65,662.50 1,700 SOLE 18 1,700
ADAPTEC INC. COMMON 00651F108 11,819.25 306 SOLE 38 306
ADAPTEC INC. COMMON 00651F108 14,059.50 364 SOLE 51 364
ADC TELECOMMUNICATIONS COMMON 000886101 5,926,250.00 110,000 SOLE 2 110,000
ADC TELECOMMUNICATIONS COMMON 000886101 7,003,750.00 130,000 SOLE 10 130,000
ADC TELECOMMUNICATIONS COMMON 000886101 2,467,475.00 45,800 SOLE 16 45,800
ADC TELECOMMUNICATIONS COMMON 000886101 296,312.50 5,500 SOLE 34 5,500
ADC TELECOMMUNICATIONS COMMON 000886101 35,880.75 666 SOLE 38 666
ADC TELECOMMUNICATIONS COMMON 000886101 42,722.88 793 SOLE 51 793
ADC TELECOMMUNICATIONS COMMON 000886101 140,075.00 2,600 SOLE 520 2,600
ADC TELECOMMUNICATIONS COMMON 000886101 150,850.00 2,800 SOLE 530 2,800
ADC TELECOMMUNICATIONS COMMON 000886101 21,550.00 400 SOLE 540 400
ADC TELECOMMUNICATIONS COMMON 000886101 107,750.00 2,000 SOLE 560 2,000
ADC TELECOMMUNICATIONS COMMON 000886101 21,550.00 400 SOLE 570 400
ADECCO SA - ADR COMMON 006754105 3,093.13 35 SOLE 19 35
ADOBE SYSTEMS, INC. COMMON 00724F101 3,294,850.00 29,600 SOLE 16 29,600
ADOBE SYSTEMS, INC. COMMON 00724F101 44,525.00 400 SOLE 19 400
ADOBE SYSTEMS, INC. COMMON 00724F101 378,462.50 3,400 SOLE 34 3,400
ADOBE SYSTEMS, INC. COMMON 00724F101 21,817.25 196 SOLE 38 196
ADOBE SYSTEMS, INC. COMMON 00724F101 26,047.13 234 SOLE 51 234
ADVANCED DIGITAL INFO COR COMMON 007525108 685,000.00 20,000 SOLE 36 20,000
ADVANCED DIGITAL INFO COR COMMON 007525108 1,575,500.00 46,000 SOLE 50 46,000
ADVANCED MICRO DEVICESINC COMMON 007903107 22,083.19 387 SOLE 38 387
ADVANCED MICRO DEVICESINC COMMON 007903107 26,305.81 461 SOLE 51 461
ADVANCED RADIO TELECOM COMMON 00754U101 513,437.50 15,500 SOLE 36 15,500
ADVANCED RADIO TELECOM COMMON 00754U101 1,192,500.00 36,000 SOLE 50 36,000
ADVENT SOFTWARE INC COMMON 007974108 367,000.00 8,000 SOLE 36 8,000
ADVENT SOFTWARE INC COMMON 007974108 779,875.00 17,000 SOLE 50 17,000
AEROFLEX INC COMMON 007768104 792,000.00 16,000 SOLE 36 16,000
AEROFLEX INC COMMON 007768104 1,980,000.00 40,000 SOLE 50 40,000
AES CORPORATION COMMON 00130H105 47,250.00 600 SOLE 19 600
AES CORPORATION COMMON 00130H105 34,807.50 442 SOLE 38 442
AES CORPORATION COMMON 00130H105 41,422.50 526 SOLE 51 526
AETNA, INC. COMMON 008117103 41,431.50 744 SOLE 19 744
AETNA, INC. COMMON 008117103 10,914.75 196 SOLE 38 196
AETNA, INC. COMMON 008117103 13,030.88 234 SOLE 51 234
AFFYMETRIX INC COMMON 00826T108 445,312.50 3,000 SOLE 6 3,000
AFFYMETRIX INC COMMON 00826T108 3,265,625.00 22,000 SOLE 13 22,000
AFLAC INC COMMON 001055102 3,736,125.00 82,000 SOLE 1 82,000
AFLAC INC COMMON 001055102 9,568,125.00 210,000 SOLE 15 210,000
AFLAC INC COMMON 001055102 273,375.00 6,000 SOLE 29 6,000
AFLAC INC COMMON 001055102 546,750.00 12,000 SOLE 35 12,000
AFLAC INC COMMON 001055102 19,865.25 436 SOLE 38 436
AFLAC INC COMMON 001055102 23,692.50 520 SOLE 51 520
AGCO CORPORATION COMMON 001084102 6,825.00 600 SOLE 19 600
AGRIBRANDS INTERNATIONAL COMMON 00849R105 542,512.50 13,800 SOLE 29 13,800
AGRIBRANDS INTERNATIONAL COMMON 00849R105 644,725.00 16,400 SOLE 35 16,400
AIR PRODUCTS & CHEMICALS COMMON 009158106 369,687.50 13,000 SOLE 3 13,000
AIR PRODUCTS & CHEMICALS COMMON 009158106 6,142,500.00 216,000 SOLE 11 216,000
AIR PRODUCTS & CHEMICALS COMMON 009158106 34,125.00 1,200 SOLE 19 1,200
AIR PRODUCTS & CHEMICALS COMMON 009158106 9,668.75 340 SOLE 38 340
AIR PRODUCTS & CHEMICALS COMMON 009158106 11,517.19 405 SOLE 51 405
AIRGATE PCS INC COMMON 009367103 949,500.00 9,000 SOLE 36 9,000
AIRGATE PCS INC COMMON 009367103 2,321,000.00 22,000 SOLE 50 22,000
AKZO NOBEL NV-ADR COMMON 010199305 17,225.00 400 SOLE 19 400
ALASKA AIR GROUP INC COMMON 011659109 21,043.75 700 SOLE 19 700
ALBERTO-CULVER CO -CL B COMMON 013068101 2,095.50 88 SOLE 38 88
ALBERTO-CULVER CO -CL B COMMON 013068101 2,500.31 105 SOLE 51 105
ALBERTSON'S INC COMMON 013104104 40,083.00 1,293 SOLE 19 1,293
ALBERTSON'S INC COMMON 013104104 7,874.00 254 SOLE 38 254
ALBERTSON'S INC COMMON 013104104 9,393.00 303 SOLE 51 303
ALCAN ALUMINIUM, LTD. COMMON 013716105 22,255.88 657 SOLE 38 657
ALCAN ALUMINIUM, LTD. COMMON 013716105 26,524.13 783 SOLE 51 783
ALCOA, INC. COMMON 013817101 3,863,750.00 55,000 SOLE 2 55,000
ALCOA, INC. COMMON 013817101 3,863,750.00 55,000 SOLE 10 55,000
ALCOA, INC. COMMON 013817101 1,152,100.00 16,400 SOLE 16 16,400
ALCOA, INC. COMMON 013817101 91,325.00 1,300 SOLE 19 1,300
ALCOA, INC. COMMON 013817101 133,475.00 1,900 SOLE 34 1,900
ALCOA, INC. COMMON 013817101 4,355.50 62 SOLE 38 62
ALCOA, INC. COMMON 013817101 5,198.50 74 SOLE 51 74
ALEXANDER & BALDWIN INC COMMON 014482103 14,437.50 700 SOLE 19 700
ALKERMES INC COMMON 01642T108 416,250.00 4,500 SOLE 36 4,500
ALKERMES INC COMMON 01642T108 1,017,500.00 11,000 SOLE 50 11,000
ALLEGHENY ENERGY COMMON 017361106 38,587.50 1,400 SOLE 19 1,400
ALLEGHENY TECHNOLOGIES COMMON 01741R102 3,611.25 180 SOLE 38 180
ALLEGHENY TECHNOLOGIES COMMON 01741R102 4,313.44 215 SOLE 51 215
ALLERGAN INC COMMON 018490102 1,170,000.00 23,400 SOLE 16 23,400
ALLERGAN INC COMMON 018490102 130,000.00 2,600 SOLE 34 2,600
ALLERGAN INC COMMON 018490102 10,050.00 201 SOLE 38 201
ALLERGAN INC COMMON 018490102 12,000.00 240 SOLE 51 240
ALLIANT TECHSYSTEMS INC COMMON 018804104 883,125.00 15,000 SOLE 29 15,000
ALLIANT TECHSYSTEMS INC COMMON 018804104 506,325.00 8,600 SOLE 35 8,600
ALLIED WASTE INDUSTRIES COMMON 019589308 2,283.75 348 SOLE 38 348
ALLIED WASTE INDUSTRIES COMMON 019589308 2,723.44 415 SOLE 51 415
ALLMERICA FINANCIAL CORP COMMON 019754100 30,600.00 600 SOLE 19 600
ALLSTATE CORP COMMON 020002101 57,150.00 2,400 SOLE 19 2,400
ALLSTATE CORP COMMON 020002101 19,264.31 809 SOLE 38 809
ALLSTATE CORP COMMON 020002101 22,955.25 964 SOLE 51 964
ALLTEL CORP COMMON 020039103 94,593.75 1,500 SOLE 19 1,500
ALLTEL CORP COMMON 020039103 2,446,825.00 38,800 SOLE 20 38,800
ALLTEL CORP COMMON 020039103 34,116.81 541 SOLE 38 541
ALLTEL CORP COMMON 020039103 40,612.25 644 SOLE 51 644
ALPHA INDUSTRIES INC COMMON 020753109 665,000.00 7,000 SOLE 36 7,000
ALPHA INDUSTRIES INC COMMON 020753109 1,520,000.00 16,000 SOLE 50 16,000
ALTERA COMMON 021441100 392,700.00 4,400 SOLE 19 4,400
ALZA CORP COMMON 022615108 803,837.50 21,400 SOLE 6 21,400
ALZA CORP COMMON 022615108 5,972,437.50 159,000 SOLE 13 159,000
ALZA CORP COMMON 022615108 6,160.25 164 SOLE 38 164
ALZA CORP COMMON 022615108 7,362.25 196 SOLE 51 196
AMB PROPERTY CORP COMMON 00163T109 188,570.00 8,650 SOLE 1 8,650
AMBAC INC COMMON 023139108 30,225.00 600 SOLE 19 600
AMDOCS LTD COMMON G02602103 4,421,250.00 60,000 SOLE 2 60,000
AMDOCS LTD COMMON G02602103 5,158,125.00 70,000 SOLE 10 70,000
AMDOCS LTD COMMON G02602103 58,950.00 800 SOLE 32 800
AMDOCS LTD COMMON G02602103 66,318.75 900 SOLE 520 900
AMDOCS LTD COMMON G02602103 66,318.75 900 SOLE 530 900
AMDOCS LTD COMMON G02602103 14,737.50 200 SOLE 540 200
AMDOCS LTD COMMON G02602103 44,212.50 600 SOLE 560 600
AMDOCS LTD COMMON G02602103 14,737.50 200 SOLE 570 200
AMER INT'L GROUP, INC. COMMON 026874107 17,520,000.00 160,000 SOLE 2 160,000
AMER INT'L GROUP, INC. COMMON 026874107 438,000.00 4,000 SOLE 3 4,000
AMER INT'L GROUP, INC. COMMON 026874107 219,000.00 2,000 SOLE 6 2,000
AMER INT'L GROUP, INC. COMMON 026874107 19,710,000.00 180,000 SOLE 10 180,000
AMER INT'L GROUP, INC. COMMON 026874107 5,475,000.00 50,000 SOLE 11 50,000
AMER INT'L GROUP, INC. COMMON 026874107 2,053,125.00 18,750 SOLE 13 18,750
AMER INT'L GROUP, INC. COMMON 026874107 6,402,027.00 58,466 SOLE 16 58,466
AMER INT'L GROUP, INC. COMMON 026874107 538,411.50 4,917 SOLE 19 4,917
AMER INT'L GROUP, INC. COMMON 026874107 156,037.50 1,425 SOLE 32 1,425
AMER INT'L GROUP, INC. COMMON 026874107 754,126.50 6,887 SOLE 34 6,887
AMER INT'L GROUP, INC. COMMON 026874107 327,843.00 2,994 SOLE 38 2,994
AMER INT'L GROUP, INC. COMMON 026874107 390,367.50 3,565 SOLE 51 3,565
AMER INT'L GROUP, INC. COMMON 026874107 234,330.00 2,140 SOLE 520 2,140
AMER INT'L GROUP, INC. COMMON 026874107 311,308.50 2,843 SOLE 530 2,843
AMER INT'L GROUP, INC. COMMON 026874107 46,099.50 421 SOLE 540 421
AMER INT'L GROUP, INC. COMMON 026874107 212,101.50 1,937 SOLE 560 1,937
AMER INT'L GROUP, INC. COMMON 026874107 54,750.00 500 SOLE 570 500
AMERADA HESS CORP COMMON 023551104 32,312.50 500 SOLE 19 500
AMERADA HESS CORP COMMON 023551104 2,345,887.50 36,300 SOLE 20 36,300
AMERADA HESS CORP COMMON 023551104 21,907.88 339 SOLE 38 339
AMERADA HESS CORP COMMON 023551104 26,108.50 404 SOLE 51 404
AMEREN CORPORATION COMMON 023608102 5,259.38 170 SOLE 38 170
AMEREN CORPORATION COMMON 023608102 6,249.38 202 SOLE 51 202
AMERICA ONLINE COMMON 02364J104 538,000.00 8,000 SOLE 3 8,000
AMERICA ONLINE COMMON 02364J104 6,725,000.00 100,000 SOLE 11 100,000
AMERICA ONLINE COMMON 02364J104 269,000.00 4,000 SOLE 18 4,000
AMERICA ONLINE COMMON 02364J104 511,100.00 7,600 SOLE 19 7,600
AMERICA ONLINE COMMON 02364J104 90,787.50 1,350 SOLE 32 1,350
AMERICA ONLINE COMMON 02364J104 292,066.75 4,343 SOLE 38 4,343
AMERICA ONLINE COMMON 02364J104 347,951.50 5,174 SOLE 51 5,174
AMERICAN ELECTRIC POWER COMMON 025537101 26,831.25 900 SOLE 19 900
AMERICAN ELECTRIC POWER COMMON 025537101 8,496.56 285 SOLE 38 285
AMERICAN ELECTRIC POWER COMMON 025537101 10,106.44 339 SOLE 51 339
AMERICAN EXPRESS COMPANY COMMON 025816109 5,957,500.00 40,000 SOLE 2 40,000
AMERICAN EXPRESS COMPANY COMMON 025816109 610,643.75 4,100 SOLE 6 4,100
AMERICAN EXPRESS COMPANY COMMON 025816109 7,446,875.00 50,000 SOLE 10 50,000
AMERICAN EXPRESS COMPANY COMMON 025816109 4,415,996.88 29,650 SOLE 13 29,650
AMERICAN EXPRESS COMPANY COMMON 025816109 2,144,700.00 14,400 SOLE 16 14,400
AMERICAN EXPRESS COMPANY COMMON 025816109 208,512.50 1,400 SOLE 19 1,400
AMERICAN EXPRESS COMPANY COMMON 025816109 238,300.00 1,600 SOLE 34 1,600
AMERICAN EXPRESS COMPANY COMMON 025816109 132,405.44 889 SOLE 38 889
AMERICAN EXPRESS COMPANY COMMON 025816109 157,724.81 1,059 SOLE 51 1,059
AMERICAN EXPRESS COMPANY COMMON 025816109 104,256.25 700 SOLE 500 700
AMERICAN EXPRESS COMPANY COMMON 025816109 119,150.00 800 SOLE 520 800
AMERICAN EXPRESS COMPANY COMMON 025816109 119,150.00 800 SOLE 530 800
AMERICAN EXPRESS COMPANY COMMON 025816109 29,787.50 200 SOLE 540 200
AMERICAN EXPRESS COMPANY COMMON 025816109 104,256.25 700 SOLE 560 700
AMERICAN EXPRESS COMPANY COMMON 025816109 29,787.50 200 SOLE 570 200
AMERICAN FINANCIAL GROUP COMMON 025932104 25,762.50 900 SOLE 19 900
AMERICAN GENERAL CORP COMMON 026351106 4,770,625.00 85,000 SOLE 2 85,000
AMERICAN GENERAL CORP COMMON 026351106 1,010,250.00 18,000 SOLE 3 18,000
AMERICAN GENERAL CORP COMMON 026351106 5,612,500.00 100,000 SOLE 10 100,000
AMERICAN GENERAL CORP COMMON 026351106 9,821,875.00 175,000 SOLE 11 175,000
AMERICAN GENERAL CORP COMMON 026351106 1,184,237.50 21,100 SOLE 16 21,100
AMERICAN GENERAL CORP COMMON 026351106 44,900.00 800 SOLE 19 800
AMERICAN GENERAL CORP COMMON 026351106 1,807,225.00 32,200 SOLE 20 32,200
AMERICAN GENERAL CORP COMMON 026351106 785,750.00 14,000 SOLE 29 14,000
AMERICAN GENERAL CORP COMMON 026351106 106,637.50 1,900 SOLE 32 1,900
AMERICAN GENERAL CORP COMMON 026351106 140,312.50 2,500 SOLE 34 2,500
AMERICAN GENERAL CORP COMMON 026351106 561,250.00 10,000 SOLE 35 10,000
AMERICAN GENERAL CORP COMMON 026351106 22,618.38 403 SOLE 38 403
AMERICAN GENERAL CORP COMMON 026351106 26,940.00 480 SOLE 51 480
AMERICAN GREETINGS CORP-A COMMON 026375105 1,733.75 95 SOLE 38 95
AMERICAN GREETINGS CORP-A COMMON 026375105 2,080.50 114 SOLE 51 114
AMERICAN HOME PRODUCTS COMMON 026609107 8,043,750.00 150,000 SOLE 2 150,000
AMERICAN HOME PRODUCTS COMMON 026609107 391,462.50 7,300 SOLE 3 7,300
AMERICAN HOME PRODUCTS COMMON 026609107 965,250.00 18,000 SOLE 6 18,000
AMERICAN HOME PRODUCTS COMMON 026609107 9,116,250.00 170,000 SOLE 10 170,000
AMERICAN HOME PRODUCTS COMMON 026609107 4,665,375.00 87,000 SOLE 11 87,000
AMERICAN HOME PRODUCTS COMMON 026609107 6,670,950.00 124,400 SOLE 13 124,400
AMERICAN HOME PRODUCTS COMMON 026609107 235,950.00 4,400 SOLE 19 4,400
AMERICAN HOME PRODUCTS COMMON 026609107 4,172,025.00 77,800 SOLE 20 77,800
AMERICAN HOME PRODUCTS COMMON 026609107 118,940.25 2,218 SOLE 38 2,218
AMERICAN HOME PRODUCTS COMMON 026609107 141,623.63 2,641 SOLE 51 2,641
AMERICAN HOME PRODUCTS COMMON 026609107 166,237.50 3,100 SOLE 520 3,100
AMERICAN HOME PRODUCTS COMMON 026609107 289,575.00 5,400 SOLE 530 5,400
AMERICAN HOME PRODUCTS COMMON 026609107 21,450.00 400 SOLE 540 400
AMERICAN POWR CONVERSION COMMON 029066107 102,900.00 2,400 SOLE 19 2,400
AMERICAN POWR CONVERSION COMMON 029066107 145,775.00 3,400 SOLE 500 3,400
AMERICAN WATER WORKS CO COMMON 030411102 21,375.00 900 SOLE 19 900
AMFM, INC. COMMON 001693100 8,697,500.00 140,000 SOLE 2 140,000
AMFM, INC. COMMON 001693100 975,362.50 15,700 SOLE 16 15,700
AMFM, INC. COMMON 001693100 111,825.00 1,800 SOLE 34 1,800
AMFM, INC. COMMON 001693100 124,250.00 2,000 SOLE 520 2,000
AMFM, INC. COMMON 001693100 198,800.00 3,200 SOLE 530 3,200
AMFM, INC. COMMON 001693100 24,850.00 400 SOLE 540 400
AMFM, INC. COMMON 001693100 136,675.00 2,200 SOLE 560 2,200
AMFM, INC. COMMON 001693100 31,062.50 500 SOLE 570 500
AMGEN INC. COMMON 031162100 4,296,250.00 70,000 SOLE 2 70,000
AMGEN INC. COMMON 031162100 214,812.50 3,500 SOLE 3 3,500
AMGEN INC. COMMON 031162100 779,462.50 12,700 SOLE 6 12,700
AMGEN INC. COMMON 031162100 4,910,000.00 80,000 SOLE 10 80,000
AMGEN INC. COMMON 031162100 4,234,875.00 69,000 SOLE 11 69,000
AMGEN INC. COMMON 031162100 5,609,675.00 91,400 SOLE 13 91,400
AMGEN INC. COMMON 031162100 233,225.00 3,800 SOLE 19 3,800
AMGEN INC. COMMON 031162100 122,320.38 1,993 SOLE 38 1,993
AMGEN INC. COMMON 031162100 145,704.25 2,374 SOLE 51 2,374
AMGEN INC. COMMON 031162100 153,437.50 2,500 SOLE 520 2,500
AMGEN INC. COMMON 031162100 165,712.50 2,700 SOLE 530 2,700
AMGEN INC. COMMON 031162100 24,550.00 400 SOLE 540 400
AMGEN INC. COMMON 031162100 116,612.50 1,900 SOLE 560 1,900
AMGEN INC. COMMON 031162100 30,687.50 500 SOLE 570 500
AMR CORPORATION COMMON 001765106 19,125.00 600 SOLE 19 600
AMR CORPORATION COMMON 001765106 11,666.25 366 SOLE 38 366
AMR CORPORATION COMMON 001765106 13,897.50 436 SOLE 51 436
AMSOUTH BANCORPORATION COMMON 032165102 11,113.50 744 SOLE 38 744
AMSOUTH BANCORPORATION COMMON 032165102 13,234.63 886 SOLE 51 886
ANADARKO PETROLEUM CORP COMMON 032511107 2,398,625.00 62,000 SOLE 1 62,000
ANADARKO PETROLEUM CORP COMMON 032511107 7,273,250.00 188,000 SOLE 15 188,000
ANADARKO PETROLEUM CORP COMMON 032511107 23,212.50 600 SOLE 19 600
ANADARKO PETROLEUM CORP COMMON 032511107 502,937.50 13,000 SOLE 29 13,000
ANADARKO PETROLEUM CORP COMMON 032511107 657,687.50 17,000 SOLE 35 17,000
ANALOG DEVICES COMMON 032654105 5,317,125.00 66,000 SOLE 16 66,000
ANALOG DEVICES COMMON 032654105 298,081.25 3,700 SOLE 18 3,700
ANALOG DEVICES COMMON 032654105 107,470.38 1,334 SOLE 19 1,334
ANALOG DEVICES COMMON 032654105 515,600.00 6,400 SOLE 34 6,400
ANALOG DEVICES COMMON 032654105 62,677.63 778 SOLE 38 778
ANALOG DEVICES COMMON 032654105 74,600.88 926 SOLE 51 926
ANDREW CORPORATION COMMON 034425108 11,803.50 516 SOLE 38 516
ANDREW CORPORATION COMMON 034425108 14,045.25 614 SOLE 51 614
ANGELICA CORPORATION COMMON 034663104 728,418.75 73,300 SOLE 15 73,300
ANGELICA CORPORATION COMMON 034663104 993,750.00 100,000 SOLE 29 100,000
ANGELICA CORPORATION COMMON 034663104 755,250.00 76,000 SOLE 35 76,000
ANHEUSER-BUSCH CO INC COMMON 035229103 6,225,000.00 100,000 SOLE 2 100,000
ANHEUSER-BUSCH CO INC COMMON 035229103 224,100.00 3,600 SOLE 3 3,600
ANHEUSER-BUSCH CO INC COMMON 035229103 8,092,500.00 130,000 SOLE 10 130,000
ANHEUSER-BUSCH CO INC COMMON 035229103 3,548,250.00 57,000 SOLE 11 57,000
ANHEUSER-BUSCH CO INC COMMON 035229103 236,550.00 3,800 SOLE 18 3,800
ANHEUSER-BUSCH CO INC COMMON 035229103 74,700.00 1,200 SOLE 19 1,200
ANHEUSER-BUSCH CO INC COMMON 035229103 1,599,825.00 25,700 SOLE 20 25,700
ANHEUSER-BUSCH CO INC COMMON 035229103 37,350.00 600 SOLE 32 600
ANHEUSER-BUSCH CO INC COMMON 035229103 51,480.75 827 SOLE 38 827
ANHEUSER-BUSCH CO INC COMMON 035229103 61,316.25 985 SOLE 51 985
ANNTAYLOR STORES CORP COMMON 036115103 9,200.00 400 SOLE 19 400
APACHE CORP COMMON 037411105 4,427,750.00 89,000 SOLE 1 89,000
APACHE CORP COMMON 037411105 9,950,000.00 200,000 SOLE 15 200,000
APACHE CORP COMMON 037411105 24,875.00 500 SOLE 19 500
APACHE CORP COMMON 037411105 746,250.00 15,000 SOLE 29 15,000
APACHE CORP COMMON 037411105 597,000.00 12,000 SOLE 35 12,000
APACHE CORP COMMON 037411105 7,064.50 142 SOLE 38 142
APACHE CORP COMMON 037411105 8,407.75 169 SOLE 51 169
APARTMENT IV & MGMT COMMON 03748R101 202,483.00 5,400 SOLE 1 5,400
APPLE COMPUTER COMMON 037833100 4,074,375.00 30,000 SOLE 2 30,000
APPLE COMPUTER COMMON 037833100 4,753,437.50 35,000 SOLE 10 35,000
APPLE COMPUTER COMMON 037833100 48,892.50 360 SOLE 38 360
APPLE COMPUTER COMMON 037833100 58,263.56 429 SOLE 51 429
APPLE COMPUTER COMMON 037833100 95,068.75 700 SOLE 520 700
APPLE COMPUTER COMMON 037833100 95,068.75 700 SOLE 530 700
APPLE COMPUTER COMMON 037833100 13,581.25 100 SOLE 540 100
APPLE COMPUTER COMMON 037833100 67,906.25 500 SOLE 560 500
APPLE COMPUTER COMMON 037833100 13,581.25 100 SOLE 570 100
APPLIED MATERIALS INC COMMON 038222105 6,597,500.00 70,000 SOLE 2 70,000
APPLIED MATERIALS INC COMMON 038222105 339,300.00 3,600 SOLE 3 3,600
APPLIED MATERIALS INC COMMON 038222105 7,540,000.00 80,000 SOLE 10 80,000
APPLIED MATERIALS INC COMMON 038222105 4,147,000.00 44,000 SOLE 11 44,000
APPLIED MATERIALS INC COMMON 038222105 2,525,900.00 26,800 SOLE 16 26,800
APPLIED MATERIALS INC COMMON 038222105 320,450.00 3,400 SOLE 19 3,400
APPLIED MATERIALS INC COMMON 038222105 122,525.00 1,300 SOLE 32 1,300
APPLIED MATERIALS INC COMMON 038222105 301,600.00 3,200 SOLE 34 3,200
APPLIED MATERIALS INC COMMON 038222105 138,543.92 1,470 SOLE 38 1,470
APPLIED MATERIALS INC COMMON 038222105 165,072.28 1,751 SOLE 51 1,751
APPLIED MATERIALS INC COMMON 038222105 150,800.00 1,600 SOLE 520 1,600
APPLIED MATERIALS INC COMMON 038222105 169,650.00 1,800 SOLE 530 1,800
APPLIED MATERIALS INC COMMON 038222105 37,700.00 400 SOLE 540 400
APPLIED MATERIALS INC COMMON 038222105 188,500.00 2,000 SOLE 560 2,000
APPLIED MATERIALS INC COMMON 038222105 37,700.00 400 SOLE 570 400
APRIA HEALTHCARE GROUP COMMON 037933108 28,875.00 2,000 SOLE 19 2,000
ARCH CHEMICALS INC COMMON 03937R102 6,000.00 300 SOLE 19 300
ARCHER DANIELS MIDLAND COMMON 039483102 19,162.63 1,847 SOLE 19 1,847
ARCHER DANIELS MIDLAND COMMON 039483102 11,879.38 1,145 SOLE 38 1,145
ARCHER DANIELS MIDLAND COMMON 039483102 14,141.13 1,363 SOLE 51 1,363
ARCHSTONE COMM TRUST COMMON 39581103 300,164.00 14,350 SOLE 1 14,350
ARDEN REALTY INC COMMON 39793104 144,828.00 6,300 SOLE 1 6,300
ARMSTRONG COMMON 042476101 5,362.50 300 SOLE 19 300
ARMSTRONG COMMON 042476101 523,737.50 29,300 SOLE 20 29,300
ARMSTRONG COMMON 042476101 1,108.25 62 SOLE 38 62
ARMSTRONG COMMON 042476101 1,322.75 74 SOLE 51 74
ARROW ELEC COMMON 042735100 52,875.00 1,500 SOLE 19 1,500
ARVIN INDUSTRIES COMMON 043339100 11,312.50 500 SOLE 19 500
ASHLAND INC COMMON 044204105 1,705.31 51 SOLE 38 51
ASHLAND INC COMMON 044204105 2,039.69 61 SOLE 51 61
ASM LITHOGRAPHY HOLD'N NV COMMON N07059111 1,676,250.00 15,000 SOLE 2 15,000
ASM LITHOGRAPHY HOLD'N NV COMMON N07059111 2,235,000.00 20,000 SOLE 10 20,000
ASM LITHOGRAPHY HOLD'N NV COMMON N07059111 55,875.00 500 SOLE 520 500
ASM LITHOGRAPHY HOLD'N NV COMMON N07059111 67,050.00 600 SOLE 530 600
ASM LITHOGRAPHY HOLD'N NV COMMON N07059111 11,175.00 100 SOLE 540 100
ASM LITHOGRAPHY HOLD'N NV COMMON N07059111 44,700.00 400 SOLE 560 400
ASM LITHOGRAPHY HOLD'N NV COMMON N07059111 11,175.00 100 SOLE 570 100
ASSOCIATES FIRST CAP CL A COMMON 046008108 544,512.50 25,400 SOLE 6 25,400
ASSOCIATES FIRST CAP CL A COMMON 046008108 3,985,231.25 185,900 SOLE 13 185,900
ASSOCIATES FIRST CAP CL A COMMON 046008108 45,619.00 2,128 SOLE 19 2,128
ASSOCIATES FIRST CAP CL A COMMON 046008108 21,866.25 1,020 SOLE 38 1,020
ASSOCIATES FIRST CAP CL A COMMON 046008108 26,025.13 1,214 SOLE 51 1,214
ASTORIA FINANCIAL CORP COMMON 046265104 25,537.50 900 SOLE 19 900
ASTRAZENECA PLC SPONS ADR COMMON 046353108 109,350.00 2,700 SOLE 19 2,700
ASYST TECHNOLOGIES, INC. COMMON 04648X107 760,500.00 13,000 SOLE 36 13,000
ASYST TECHNOLOGIES, INC. COMMON 04648X107 1,784,250.00 30,500 SOLE 50 30,500
AT&T CORP COMMON 001957109 9,843,750.00 175,000 SOLE 2 175,000
AT&T CORP COMMON 001957109 1,406,250.00 25,000 SOLE 3 25,000
AT&T CORP COMMON 001957109 15,187,500.00 270,000 SOLE 10 270,000
AT&T CORP COMMON 001957109 16,273,125.00 289,300 SOLE 11 289,300
AT&T CORP COMMON 001957109 5,856,300.00 104,112 SOLE 16 104,112
AT&T CORP COMMON 001957109 270,000.00 4,800 SOLE 18 4,800
AT&T CORP COMMON 001957109 605,193.75 10,759 SOLE 19 10,759
AT&T CORP COMMON 001957109 1,077,187.50 19,150 SOLE 20 19,150
AT&T CORP COMMON 001957109 53,437.50 950 SOLE 32 950
AT&T CORP COMMON 001957109 688,725.00 12,244 SOLE 34 12,244
AT&T CORP COMMON 001957109 289,575.00 5,148 SOLE 38 5,148
AT&T CORP COMMON 001957109 344,812.50 6,130 SOLE 51 6,130
AT&T CORP COMMON 001957109 163,125.00 2,900 SOLE 530 2,900
AT&T CORP COMMON 001957109 22,500.00 400 SOLE 540 400
AT&T CORP COMMON 001957109 106,875.00 1,900 SOLE 560 1,900
AT&T CORP COMMON 001957109 28,125.00 500 SOLE 570 500
AT&T CORP-LIBERTY MEDIA A COMMON 001957208 266,625.00 4,500 SOLE 18 4,500
ATLANTIC RICHFIELD CO COMMON 048825103 510,000.00 6,000 SOLE 3 6,000
ATLANTIC RICHFIELD CO COMMON 048825103 6,375,000.00 75,000 SOLE 11 75,000
ATLANTIC RICHFIELD CO COMMON 048825103 85,000.00 1,000 SOLE 19 1,000
ATLANTIC RICHFIELD CO COMMON 048825103 3,493,500.00 41,100 SOLE 20 41,100
ATLANTIC RICHFIELD CO COMMON 048825103 48,790.00 574 SOLE 38 574
ATLANTIC RICHFIELD CO COMMON 048825103 58,140.00 684 SOLE 51 684
ATMEL CORP COMMON 049513104 129,023.44 2,500 SOLE 19 2,500
AUTODESK INC COMMON 052769106 3,139.50 69 SOLE 38 69
AUTODESK INC COMMON 052769106 3,731.00 82 SOLE 51 82
AUTOM DATA PROCESSING COMMON 053015103 173,700.00 3,600 SOLE 3 3,600
AUTOM DATA PROCESSING COMMON 053015103 2,098,875.00 43,500 SOLE 11 43,500
AUTOM DATA PROCESSING COMMON 053015103 130,275.00 2,700 SOLE 19 2,700
AUTOM DATA PROCESSING COMMON 053015103 65,137.50 1,350 SOLE 32 1,350
AUTOM DATA PROCESSING COMMON 053015103 54,233.00 1,124 SOLE 38 1,124
AUTOM DATA PROCESSING COMMON 053015103 64,558.50 1,338 SOLE 51 1,338
AUTOM DATA PROCESSING COMMON 053015103 1,751,475.00 36,300 SOLE 53 36,300
AUTOM DATA PROCESSING COMMON 053015103 1,355,825.00 28,100 SOLE 70 28,100
AUTOZONE INC COMMON 053332102 6,216.00 224 SOLE 38 224
AUTOZONE INC COMMON 053332102 7,409.25 267 SOLE 51 267
AVALONBAY COMMON 53484101 220,023.00 6,450 SOLE 1 6,450
AVERY DENNISON COMMON 053611109 1,111,337.50 18,200 SOLE 16 18,200
AVERY DENNISON COMMON 053611109 152,656.25 2,500 SOLE 34 2,500
AVERY DENNISON COMMON 053611109 10,685.94 175 SOLE 38 175
AVERY DENNISON COMMON 053611109 12,701.00 208 SOLE 51 208
AVERY DENNISON COMMON 053611109 42,743.75 700 SOLE 500 700
AVON PRODUCTS, INC. COMMON 054303102 29,062.50 1,000 SOLE 19 1,000
AVT CORPORATION COMMON 002420107 1,027,687.50 87,000 SOLE 29 87,000
AVT CORPORATION COMMON 002420107 744,187.50 63,000 SOLE 35 63,000
AXENT TECHNOLOGIES INC COMMON 05459C108 2,100,000.00 112,000 SOLE 1 112,000
AXENT TECHNOLOGIES INC COMMON 05459C108 6,112,500.00 326,000 SOLE 15 326,000
AZTEC TECHNOLOGY PARTNERS COMMON 05480L101 796.88 100 SOLE 19 100
BAKER HUGHES, INC. COMMON 057224107 2,410,925.00 79,700 SOLE 20 79,700
BAKER HUGHES, INC. COMMON 057224107 16,667.75 551 SOLE 38 551
BAKER HUGHES, INC. COMMON 057224107 19,874.25 657 SOLE 51 657
BANCO BILBAO VIZ SP ADR COMMON 05946K101 114,537.50 7,700 SOLE 19 7,700
BANCO FRANCES DEL RI0 ADR COMMON 059591107 19,018.13 805 SOLE 19 805
BANK OF AMERICA CORP COMMON 060505104 6,030,312.50 115,000 SOLE 2 115,000
BANK OF AMERICA CORP COMMON 060505104 1,237,525.00 23,600 SOLE 3 23,600
BANK OF AMERICA CORP COMMON 060505104 7,865,625.00 150,000 SOLE 10 150,000
BANK OF AMERICA CORP COMMON 060505104 17,503,637.50 333,800 SOLE 11 333,800
BANK OF AMERICA CORP COMMON 060505104 2,139,450.00 40,800 SOLE 16 40,800
BANK OF AMERICA CORP COMMON 060505104 301,777.81 5,755 SOLE 19 5,755
BANK OF AMERICA CORP COMMON 060505104 1,221,793.75 23,300 SOLE 20 23,300
BANK OF AMERICA CORP COMMON 060505104 73,412.50 1,400 SOLE 32 1,400
BANK OF AMERICA CORP COMMON 060505104 251,700.00 4,800 SOLE 34 4,800
BANK OF AMERICA CORP COMMON 060505104 161,874.56 3,087 SOLE 38 3,087
BANK OF AMERICA CORP COMMON 060505104 192,760.25 3,676 SOLE 51 3,676
BANK OF AMERICA CORP COMMON 060505104 62,925.00 1,200 SOLE 520 1,200
BANK OF AMERICA CORP COMMON 060505104 136,337.50 2,600 SOLE 530 2,600
BANK OF AMERICA CORP COMMON 060505104 20,975.00 400 SOLE 540 400
BANK OF AMERICA CORP COMMON 060505104 99,631.25 1,900 SOLE 560 1,900
BANK OF AMERICA CORP COMMON 060505104 20,975.00 400 SOLE 570 400
BANK OF NEW YORK CO. INC. COMMON 064057102 12,468,750.00 300,000 SOLE 2 300,000
BANK OF NEW YORK CO. INC. COMMON 064057102 623,437.50 15,000 SOLE 3 15,000
BANK OF NEW YORK CO. INC. COMMON 064057102 14,131,250.00 340,000 SOLE 10 340,000
BANK OF NEW YORK CO. INC. COMMON 064057102 8,312,500.00 200,000 SOLE 11 200,000
BANK OF NEW YORK CO. INC. COMMON 064057102 2,477,125.00 59,600 SOLE 16 59,600
BANK OF NEW YORK CO. INC. COMMON 064057102 99,750.00 2,400 SOLE 19 2,400
BANK OF NEW YORK CO. INC. COMMON 064057102 153,781.25 3,700 SOLE 32 3,700
BANK OF NEW YORK CO. INC. COMMON 064057102 266,000.00 6,400 SOLE 34 6,400
BANK OF NEW YORK CO. INC. COMMON 064057102 54,779.38 1,318 SOLE 38 1,318
BANK OF NEW YORK CO. INC. COMMON 064057102 65,253.13 1,570 SOLE 51 1,570
BANK OF NEW YORK CO. INC. COMMON 064057102 216,125.00 5,200 SOLE 520 5,200
BANK OF NEW YORK CO. INC. COMMON 064057102 274,312.50 6,600 SOLE 530 6,600
BANK OF NEW YORK CO. INC. COMMON 064057102 33,250.00 800 SOLE 540 800
BANK OF NEW YORK CO. INC. COMMON 064057102 182,875.00 4,400 SOLE 560 4,400
BANK OF NEW YORK CO. INC. COMMON 064057102 37,406.25 900 SOLE 570 900
BANK ONE CORPORATION COMMON 06423A103 1,065,625.00 31,000 SOLE 3 31,000
BANK ONE CORPORATION COMMON 06423A103 13,406,250.00 390,000 SOLE 11 390,000
BANK ONE CORPORATION COMMON 06423A103 117,012.50 3,404 SOLE 19 3,404
BANK ONE CORPORATION COMMON 06423A103 1,545,740.63 44,967 SOLE 20 44,967
BANK ONE CORPORATION COMMON 06423A103 64,865.63 1,887 SOLE 38 1,887
BANK ONE CORPORATION COMMON 06423A103 77,240.63 2,247 SOLE 51 2,247
BANTA CORPORATION COMMON 066821109 14,700.00 800 SOLE 19 800
BARNES & NOBLE INC COMMON 067774109 20,700.00 900 SOLE 19 900
BARRICK GOLD CORP COMMON 067901108 37,650.00 2,400 SOLE 19 2,400
BARRICK GOLD CORP COMMON 067901108 11,608.75 740 SOLE 38 740
BARRICK GOLD CORP COMMON 067901108 13,836.38 882 SOLE 51 882
BAUSCH & LOMB INC COMMON 071707103 3,340.00 64 SOLE 38 64
BAUSCH & LOMB INC COMMON 071707103 3,966.25 76 SOLE 51 76
BAXTER INTERNATIONAL COMMON 071813109 7,522,500.00 120,000 SOLE 2 120,000
BAXTER INTERNATIONAL COMMON 071813109 940,312.50 15,000 SOLE 3 15,000
BAXTER INTERNATIONAL COMMON 071813109 8,776,250.00 140,000 SOLE 10 140,000
BAXTER INTERNATIONAL COMMON 071813109 10,656,875.00 170,000 SOLE 11 170,000
BAXTER INTERNATIONAL COMMON 071813109 125,375.00 2,000 SOLE 18 2,000
BAXTER INTERNATIONAL COMMON 071813109 56,418.75 900 SOLE 19 900
BAXTER INTERNATIONAL COMMON 071813109 94,031.25 1,500 SOLE 32 1,500
BAXTER INTERNATIONAL COMMON 071813109 31,657.19 505 SOLE 38 505
BAXTER INTERNATIONAL COMMON 071813109 37,737.88 602 SOLE 51 602
BAXTER INTERNATIONAL COMMON 071813109 156,718.75 2,500 SOLE 520 2,500
BAXTER INTERNATIONAL COMMON 071813109 156,718.75 2,500 SOLE 530 2,500
BAXTER INTERNATIONAL COMMON 071813109 18,806.25 300 SOLE 540 300
BAXTER INTERNATIONAL COMMON 071813109 87,762.50 1,400 SOLE 560 1,400
BAXTER INTERNATIONAL COMMON 071813109 18,806.25 300 SOLE 570 300
BB&T CORPORATION COMMON 054937107 28,062.50 1,000 SOLE 19 1,000
BB&T CORPORATION COMMON 054937107 11,084.69 395 SOLE 38 395
BB&T CORPORATION COMMON 054937107 13,189.38 470 SOLE 51 470
BEAR STEARNS COS, INC. COMMON 073902108 17,155.00 376 SOLE 19 376
BEAR STEARNS COS, INC. COMMON 073902108 7,254.38 159 SOLE 38 159
BEAR STEARNS COS, INC. COMMON 073902108 8,623.13 189 SOLE 51 189
BECKMAN COULTER INC. COMMON 075811109 38,512.50 600 SOLE 19 600
BECTON DICKINSON & CO COMMON 075887109 1,578,750.00 60,000 SOLE 1 60,000
BECTON DICKINSON & CO COMMON 075887109 5,262,500.00 200,000 SOLE 2 200,000
BECTON DICKINSON & CO COMMON 075887109 6,051,875.00 230,000 SOLE 10 230,000
BECTON DICKINSON & CO COMMON 075887109 4,473,125.00 170,000 SOLE 15 170,000
BECTON DICKINSON & CO COMMON 075887109 21,050.00 800 SOLE 19 800
BECTON DICKINSON & CO COMMON 075887109 436,787.50 16,600 SOLE 20 16,600
BECTON DICKINSON & CO COMMON 075887109 9,393.56 357 SOLE 38 357
BECTON DICKINSON & CO COMMON 075887109 11,182.81 425 SOLE 51 425
BECTON DICKINSON & CO COMMON 075887109 131,562.50 5,000 SOLE 520 5,000
BECTON DICKINSON & CO COMMON 075887109 147,350.00 5,600 SOLE 530 5,600
BECTON DICKINSON & CO COMMON 075887109 13,156.25 500 SOLE 540 500
BED BATH & BEYOND COMMON 075896100 14,529.38 369 SOLE 38 369
BED BATH & BEYOND COMMON 075896100 17,325.00 440 SOLE 51 440
BEDFORD PROPERTY INVESTOR COMMON 076446301 38,550.00 2,400 SOLE 28 2,400
BEDFORD PROPERTY INVESTOR COMMON 076446301 19,275.00 1,200 SOLE 33 1,200
BELL ATLANTIC CORP COMMON 077853109 1,448,662.50 23,700 SOLE 3 23,700
BELL ATLANTIC CORP COMMON 077853109 17,194,462.50 281,300 SOLE 11 281,300
BELL ATLANTIC CORP COMMON 077853109 2,744,512.50 44,900 SOLE 16 44,900
BELL ATLANTIC CORP COMMON 077853109 189,487.50 3,100 SOLE 18 3,100
BELL ATLANTIC CORP COMMON 077853109 304,035.75 4,974 SOLE 19 4,974
BELL ATLANTIC CORP COMMON 077853109 2,493,900.00 40,800 SOLE 20 40,800
BELL ATLANTIC CORP COMMON 077853109 73,350.00 1,200 SOLE 32 1,200
BELL ATLANTIC CORP COMMON 077853109 360,637.50 5,900 SOLE 34 5,900
BELL ATLANTIC CORP COMMON 077853109 175,734.38 2,875 SOLE 38 2,875
BELL ATLANTIC CORP COMMON 077853109 209,292.00 3,424 SOLE 51 3,424
BELLSOUTH CORPORATION COMMON 079860102 7,050,000.00 150,000 SOLE 2 150,000
BELLSOUTH CORPORATION COMMON 079860102 1,090,400.00 23,200 SOLE 3 23,200
BELLSOUTH CORPORATION COMMON 079860102 10,575,000.00 225,000 SOLE 10 225,000
BELLSOUTH CORPORATION COMMON 079860102 12,784,000.00 272,000 SOLE 11 272,000
BELLSOUTH CORPORATION COMMON 079860102 2,124,400.00 45,200 SOLE 16 45,200
BELLSOUTH CORPORATION COMMON 079860102 272,600.00 5,800 SOLE 19 5,800
BELLSOUTH CORPORATION COMMON 079860102 1,160,900.00 24,700 SOLE 20 24,700
BELLSOUTH CORPORATION COMMON 079860102 75,200.00 1,600 SOLE 32 1,600
BELLSOUTH CORPORATION COMMON 079860102 235,000.00 5,000 SOLE 34 5,000
BELLSOUTH CORPORATION COMMON 079860102 163,654.00 3,482 SOLE 38 3,482
BELLSOUTH CORPORATION COMMON 079860102 194,909.00 4,147 SOLE 51 4,147
BELLSOUTH CORPORATION COMMON 079860102 131,600.00 2,800 SOLE 520 2,800
BELLSOUTH CORPORATION COMMON 079860102 136,300.00 2,900 SOLE 530 2,900
BELLSOUTH CORPORATION COMMON 079860102 23,500.00 500 SOLE 540 500
BELLSOUTH CORPORATION COMMON 079860102 103,400.00 2,200 SOLE 560 2,200
BELLSOUTH CORPORATION COMMON 079860102 23,500.00 500 SOLE 570 500
BEMIS COMPANY, INC. COMMON 081437105 29,500.00 800 SOLE 19 800
BENCHMARK ELECTRONICS COMMON 08160H101 1,739,000.00 47,000 SOLE 29 47,000
BENCHMARK ELECTRONICS COMMON 08160H101 1,480,000.00 40,000 SOLE 35 40,000
BENETTON GROUP SPA -ADR COMMON 081795403 19,800.00 480 SOLE 19 480
BERGEN BRUNSWIG CORP-CL A COMMON 083739102 6,750.00 1,000 SOLE 19 1,000
BERKSHIRE HATHAWAY (CL A) COMMON 084670108 57,200.00 1 SOLE 500 1
BERKSHIRE HATHAWAY (CL.B) COMMON 084670207 76,440.00 42 SOLE 19 42
BERKSHIRE HATHAWAY (CL.B) COMMON 084670207 49,140.00 27 SOLE 500 27
BEST BUY CO., INC. COMMON 086516101 40,248.00 468 SOLE 38 468
BEST BUY CO., INC. COMMON 086516101 47,988.00 558 SOLE 51 558
BESTFOODS COMMON 08658U101 11,235,000.00 240,000 SOLE 2 240,000
BESTFOODS COMMON 08658U101 374,500.00 8,000 SOLE 3 8,000
BESTFOODS COMMON 08658U101 11,235,000.00 240,000 SOLE 10 240,000
BESTFOODS COMMON 08658U101 4,681,250.00 100,000 SOLE 11 100,000
BESTFOODS COMMON 08658U101 505,575.00 10,800 SOLE 16 10,800
BESTFOODS COMMON 08658U101 42,131.25 900 SOLE 19 900
BESTFOODS COMMON 08658U101 39,790.63 850 SOLE 32 850
BESTFOODS COMMON 08658U101 117,031.25 2,500 SOLE 34 2,500
BESTFOODS COMMON 08658U101 22,095.50 472 SOLE 38 472
BESTFOODS COMMON 08658U101 26,308.63 562 SOLE 51 562
BESTFOODS COMMON 08658U101 173,206.25 3,700 SOLE 520 3,700
BESTFOODS COMMON 08658U101 18,725.00 400 SOLE 540 400
BETHLEHEM STEEL CORP COMMON 087509105 7,728.00 1,288 SOLE 38 1,288
BETHLEHEM STEEL CORP COMMON 087509105 9,204.00 1,534 SOLE 51 1,534
BFGOODRICH COMPANY COMMON 382388106 3,958.88 138 SOLE 38 138
BFGOODRICH COMPANY COMMON 382388106 4,704.75 164 SOLE 51 164
BINDVIEW DEVELOPMENT CORP COMMON 090327107 341,687.50 11,000 SOLE 36 11,000
BINDVIEW DEVELOPMENT CORP COMMON 090327107 788,987.50 25,400 SOLE 50 25,400
BIOGEN, INC. COMMON 090597105 153,725.00 2,200 SOLE 19 2,200
BIOGEN, INC. COMMON 090597105 22,360.00 320 SOLE 38 320
BIOGEN, INC. COMMON 090597105 26,622.38 381 SOLE 51 381
BIOMET, INC. COMMON 090613100 17,496.38 481 SOLE 38 481
BIOMET, INC. COMMON 090613100 20,806.50 572 SOLE 51 572
BJ SERVICES CO COMMON 055482103 4,077,900.00 55,200 SOLE 16 55,200
BJ SERVICES CO COMMON 055482103 251,175.00 3,400 SOLE 19 3,400
BJ SERVICES CO COMMON 055482103 480,187.50 6,500 SOLE 34 6,500
BJ SERVICES CO COMMON 055482103 709,200.00 9,600 SOLE 36 9,600
BJ SERVICES CO COMMON 055482103 1,514,437.50 20,500 SOLE 50 20,500
BJ'S WHOLESALE CLUB INC COMMON 05548J106 42,487.50 1,100 SOLE 19 1,100
BLACK & DECKER CORP COMMON 091797100 18,781.25 500 SOLE 19 500
BLACK & DECKER CORP COMMON 091797100 3,530.88 94 SOLE 38 94
BLACK & DECKER CORP COMMON 091797100 4,207.00 112 SOLE 51 112
BMC SOFTWARE COMMON 055921100 39,500.00 800 SOLE 19 800
BMC SOFTWARE COMMON 055921100 27,896.88 565 SOLE 38 565
BMC SOFTWARE COMMON 055921100 33,229.38 673 SOLE 51 673
BOEING COMPANY COMMON 097023105 1,896,875.00 50,000 SOLE 2 50,000
BOEING COMPANY COMMON 097023105 758,750.00 20,000 SOLE 3 20,000
BOEING COMPANY COMMON 097023105 2,276,250.00 60,000 SOLE 10 60,000
BOEING COMPANY COMMON 097023105 9,484,375.00 250,000 SOLE 11 250,000
BOEING COMPANY COMMON 097023105 106,756.13 2,814 SOLE 19 2,814
BOEING COMPANY COMMON 097023105 1,384,718.75 36,500 SOLE 20 36,500
BOEING COMPANY COMMON 097023105 59,523.94 1,569 SOLE 38 1,569
BOEING COMPANY COMMON 097023105 71,284.56 1,879 SOLE 51 1,879
BOEING COMPANY COMMON 097023105 37,937.50 1,000 SOLE 500 1,000
BOISE CASCADE CORP COMMON 097383103 10,668.25 307 SOLE 38 307
BOISE CASCADE CORP COMMON 097383103 12,718.50 366 SOLE 51 366
BOSTON PROPERTIES, INC COMMON 101121101 47,118.00 2,350 SOLE 1 2,350
BOSTON SCIENTIFIC CORP COMMON 101137107 31,968.75 1,500 SOLE 19 1,500
BOSTON SCIENTIFIC CORP COMMON 101137107 55,412.50 2,600 SOLE 34 2,600
BOSTON SCIENTIFIC CORP COMMON 101137107 16,730.31 785 SOLE 38 785
BOSTON SCIENTIFIC CORP COMMON 101137107 19,905.88 934 SOLE 51 934
BOWATER INC COMMON 102183100 32,025.00 600 SOLE 19 600
BP AMOCO PLC ADR COMMON 055622104 206,943.75 3,900 SOLE 6 3,900
BP AMOCO PLC ADR COMMON 055622104 1,698,000.00 32,000 SOLE 13 32,000
BP AMOCO PLC ADR COMMON 055622104 143,268.75 2,700 SOLE 19 2,700
BP AMOCO PLC ADR COMMON 055622104 3,150,851.25 59,380 SOLE 20 59,380
BP AMOCO PLC ADR COMMON 055622104 133,717.50 2,520 SOLE 39 2,520
BP AMOCO PLC ADR COMMON 055622104 186,249.38 3,510 SOLE 52 3,510
BRADLEY REAL ESTATE COMMON 104580105 73,320.00 3,900 SOLE 1 3,900
BRADY CORPORATION CL A COMMON 104674106 623,750.00 20,000 SOLE 29 20,000
BRADY CORPORATION CL A COMMON 104674106 499,000.00 16,000 SOLE 35 16,000
BRANDYWINE REALTY TRUST COMMON 105368203 60,967.00 2,350 SOLE 1 2,350
BRE PROPERTIES, INC COMMON 5.56E+109 194,417.00 6,150 SOLE 1 6,150
BRIGGS & STRATTON CORP COMMON 109043109 11,268.25 274 SOLE 38 274
BRIGGS & STRATTON CORP COMMON 109043109 13,406.75 326 SOLE 51 326
BRINKER INTERNTL INC COMMON 109641100 59,375.00 2,000 SOLE 19 2,000
BRISTOL MYERS SQUIBB CO COMMON 110122108 10,106,250.00 175,000 SOLE 2 175,000
BRISTOL MYERS SQUIBB CO COMMON 110122108 363,825.00 6,300 SOLE 3 6,300
BRISTOL MYERS SQUIBB CO COMMON 110122108 12,993,750.00 225,000 SOLE 10 225,000
BRISTOL MYERS SQUIBB CO COMMON 110122108 4,296,600.00 74,400 SOLE 11 74,400
BRISTOL MYERS SQUIBB CO COMMON 110122108 386,925.00 6,700 SOLE 19 6,700
BRISTOL MYERS SQUIBB CO COMMON 110122108 69,300.00 1,200 SOLE 32 1,200
BRISTOL MYERS SQUIBB CO COMMON 110122108 214,079.25 3,707 SOLE 38 3,707
BRISTOL MYERS SQUIBB CO COMMON 110122108 254,966.25 4,415 SOLE 51 4,415
BRISTOL MYERS SQUIBB CO COMMON 110122108 161,700.00 2,800 SOLE 520 2,800
BRISTOL MYERS SQUIBB CO COMMON 110122108 207,900.00 3,600 SOLE 530 3,600
BRISTOL MYERS SQUIBB CO COMMON 110122108 34,650.00 600 SOLE 540 600
BRITISH TELECOM PLC - ADR COMMON 111021408 131,687.50 700 SOLE 19 700
BROADVISION INC COMMON 111412102 376,950.00 8,400 SOLE 36 8,400
BROADVISION INC COMMON 111412102 673,125.00 15,000 SOLE 50 15,000
BROADWING INC COMMON 111620100 44,625.00 1,200 SOLE 19 1,200
BROCADE COMMUNICATIONS COMMON 111621108 3,586,250.00 20,000 SOLE 2 20,000
BROCADE COMMUNICATIONS COMMON 111621108 3,586,250.00 20,000 SOLE 10 20,000
BROWN SHOE COMPANY, INC. COMMON 115736100 36,000.00 3,000 SOLE 29 3,000
BROWN SHOE COMPANY, INC. COMMON 115736100 26,400.00 2,200 SOLE 35 2,200
BROWN-FORMAN CORP CL B COMMON 115637209 1,399,043.75 25,700 SOLE 20 25,700
BROWN-FORMAN CORP CL B COMMON 115637209 4,355.00 80 SOLE 38 80
BROWN-FORMAN CORP CL B COMMON 115637209 5,171.56 95 SOLE 51 95
BRUNSWICK CORPORATION COMMON 117043109 18,937.50 1,000 SOLE 19 1,000
BRUNSWICK CORPORATION COMMON 117043109 10,434.56 551 SOLE 38 551
BRUNSWICK CORPORATION COMMON 117043109 12,441.94 657 SOLE 51 657
BRUSH WELLMAN, INC. COMMON 117421107 10,575.00 600 SOLE 19 600
BURLINGTON NORTHERN SANTA COMMON 12189T104 39,825.00 1,800 SOLE 19 1,800
BURLINGTON NORTHERN SANTA COMMON 12189T104 17,124.75 774 SOLE 38 774
BURLINGTON NORTHERN SANTA COMMON 12189T104 20,399.25 922 SOLE 51 922
BURLINGTON RESOURCES INC COMMON 122014103 33,300.00 900 SOLE 19 900
BURLINGTON RESOURCES INC COMMON 122014103 11,951.00 323 SOLE 38 323
BURLINGTON RESOURCES INC COMMON 122014103 14,245.00 385 SOLE 51 385
BUSINESS OBJECTS COMMON 12328X107 46,367.00 466 SOLE 39 466
BUSINESS OBJECTS COMMON 12328X107 62,088.00 624 SOLE 52 624
C.R. BARD, INC. COMMON 067383109 677,031.25 17,500 SOLE 6 17,500
C.R. BARD, INC. COMMON 067383109 4,952,000.00 128,000 SOLE 13 128,000
C.R. BARD, INC. COMMON 067383109 9,517.13 246 SOLE 38 246
C.R. BARD, INC. COMMON 067383109 11,335.44 293 SOLE 51 293
CABLE & WIRELESS HKT LTD COMMON 126828102 20,600.00 800 SOLE 19 800
CABLE & WIRELESS PLC COMMON 126830207 56,000.00 1,000 SOLE 500 1,000
CABLETRON SYSTEMS COMMON 126920107 13,630.31 465 SOLE 38 465
CABLETRON SYSTEMS COMMON 126920107 16,209.81 553 SOLE 51 553
CABOT CORP COMMON 127055101 33,550.00 1,100 SOLE 19 1,100
CADENCE DESIGN SYS INC COMMON 127387108 2,625,705.00 126,540 SOLE 6 126,540
CADENCE DESIGN SYS INC COMMON 127387108 18,656,325.00 899,100 SOLE 13 899,100
CADENCE DESIGN SYS INC COMMON 127387108 51,875.00 2,500 SOLE 19 2,500
CALLAWAY GOLF COMPANY COMMON 131193104 9,300.00 600 SOLE 19 600
CALLON PETROLEUM CO. COMMON 13123X102 1,151,875.00 95,000 SOLE 1 95,000
CALLON PETROLEUM CO. COMMON 13123X102 3,213,125.00 265,000 SOLE 15 265,000
CALLON PETROLEUM CO. COMMON 13123X102 630,500.00 52,000 SOLE 29 52,000
CALLON PETROLEUM CO. COMMON 13123X102 509,250.00 42,000 SOLE 35 42,000
CAMDEN PROPERTY TRUST COMMON 133131102 164,100.00 6,750 SOLE 1 6,750
CAMPBELL SOUP COMPANY COMMON 134429109 43,050.00 1,400 SOLE 19 1,400
CAMPBELL SOUP COMPANY COMMON 134429109 1,193,100.00 38,800 SOLE 20 38,800
CAMPBELL SOUP COMPANY COMMON 134429109 19,618.50 638 SOLE 38 638
CAMPBELL SOUP COMPANY COMMON 134429109 23,370.00 760 SOLE 51 760
CANADIAN NAT RAILWAY CO COMMON 136375102 277,550.00 10,400 SOLE 18 10,400
CAPITAL ONE FINANCIAL COR COMMON 14040H105 28,762.50 600 SOLE 19 600
CAPITAL ONE FINANCIAL COR COMMON 14040H105 14,381.25 300 SOLE 38 300
CAPITAL ONE FINANCIAL COR COMMON 14040H105 17,161.63 358 SOLE 51 358
CARDINAL HEALTH, INC. COMMON 14149Y108 1,192,750.00 26,000 SOLE 1 26,000
CARDINAL HEALTH, INC. COMMON 14149Y108 6,651,875.00 145,000 SOLE 2 145,000
CARDINAL HEALTH, INC. COMMON 14149Y108 321,125.00 7,000 SOLE 3 7,000
CARDINAL HEALTH, INC. COMMON 14149Y108 8,716,250.00 190,000 SOLE 10 190,000
CARDINAL HEALTH, INC. COMMON 14149Y108 3,211,250.00 70,000 SOLE 11 70,000
CARDINAL HEALTH, INC. COMMON 14149Y108 3,394,750.00 74,000 SOLE 15 74,000
CARDINAL HEALTH, INC. COMMON 14149Y108 949,612.50 20,700 SOLE 16 20,700
CARDINAL HEALTH, INC. COMMON 14149Y108 121,568.75 2,650 SOLE 32 2,650
CARDINAL HEALTH, INC. COMMON 14149Y108 122,715.63 2,675 SOLE 34 2,675
CARDINAL HEALTH, INC. COMMON 14149Y108 20,368.50 444 SOLE 38 444
CARDINAL HEALTH, INC. COMMON 14149Y108 24,222.00 528 SOLE 51 528
CARDINAL HEALTH, INC. COMMON 14149Y108 57,343.75 1,250 SOLE 520 1,250
CARDINAL HEALTH, INC. COMMON 14149Y108 172,031.25 3,750 SOLE 530 3,750
CARDINAL HEALTH, INC. COMMON 14149Y108 9,175.00 200 SOLE 540 200
CARNIVAL CORP COMMON 143658102 3,101,562.50 125,000 SOLE 2 125,000
CARNIVAL CORP COMMON 143658102 4,342,187.50 175,000 SOLE 10 175,000
CARNIVAL CORP COMMON 143658102 42,181.25 1,700 SOLE 19 1,700
CARNIVAL CORP COMMON 143658102 20,346.25 820 SOLE 38 820
CARNIVAL CORP COMMON 143658102 24,217.00 976 SOLE 51 976
CARNIVAL CORP COMMON 143658102 54,587.50 2,200 SOLE 520 2,200
CARNIVAL CORP COMMON 143658102 57,068.75 2,300 SOLE 530 2,300
CARNIVAL CORP COMMON 143658102 9,925.00 400 SOLE 540 400
CARNIVAL CORP COMMON 143658102 42,181.25 1,700 SOLE 560 1,700
CARNIVAL CORP COMMON 143658102 9,925.00 400 SOLE 570 400
CAROLINA POWER & LIGHT COMMON 144141108 7,785.00 240 SOLE 38 240
CAROLINA POWER & LIGHT COMMON 144141108 9,277.13 286 SOLE 51 286
CARPENTER TECHNOLOGY COMMON 144285103 12,487.50 600 SOLE 19 600
CARRAMERICA REALTY TRUST COMMON 144418100 64,695.00 1,900 SOLE 1 1,900
CARTER-WALLACE, INC. COMMON 146285101 18,750.00 1,000 SOLE 19 1,000
CATALYTICA, INC. COMMON 148885106 1,048,500.00 72,000 SOLE 1 72,000
CATALYTICA, INC. COMMON 148885106 3,320,250.00 228,000 SOLE 15 228,000
CATERPILLAR, INC. COMMON 149123101 39,437.50 1,000 SOLE 19 1,000
CATERPILLAR, INC. COMMON 149123101 32,772.56 831 SOLE 38 831
CATERPILLAR, INC. COMMON 149123101 39,003.69 989 SOLE 51 989
CBL AND ASSOC PROP COMMON 124830100 121,419.00 4,500 SOLE 1 4,500
CBRL GROUP, INC. COMMON 12489V106 7,000.00 700 SOLE 19 700
CBS CORPORATION COMMON 12490K107 141,562.50 2,500 SOLE 19 2,500
CBS CORPORATION COMMON 12490K107 102,774.38 1,815 SOLE 38 1,815
CBS CORPORATION COMMON 12490K107 122,366.63 2,161 SOLE 51 2,161
CCB FINANCIAL CORP. COMMON 124875105 22,125.00 500 SOLE 19 500
CENDANT CORPORATION COMMON 151313103 40,533.50 2,191 SOLE 19 2,191
CENDANT CORPORATION COMMON 151313103 34,003.00 1,838 SOLE 38 1,838
CENDANT CORPORATION COMMON 151313103 40,496.50 2,189 SOLE 51 2,189
CENTERPOINT PROPERTIES COMMON 151895109 31,882.81 875 SOLE 28 875
CENTERPOINT PROPERTIES COMMON 151895109 20,951.56 575 SOLE 33 575
CENTERPOINT PROPERTY TRUST COMMON 151895109 83,152.00 2,800 SOLE 1 2,800
CENTEX CORPORATION COMMON 152312104 2,262.19 95 SOLE 38 95
CENTEX CORPORATION COMMON 152312104 2,714.63 114 SOLE 51 114
CENTRAL & SOUTH WEST CORP COMMON 152357109 6,125.44 359 SOLE 38 359
CENTRAL & SOUTH WEST CORP COMMON 152357109 7,285.69 427 SOLE 51 427
CENTURYTEL, INC. COMMON 156700106 4,083,750.00 110,000 SOLE 2 110,000
CENTURYTEL, INC. COMMON 156700106 4,455,000.00 120,000 SOLE 10 120,000
CENTURYTEL, INC. COMMON 156700106 68,681.25 1,850 SOLE 32 1,850
CENTURYTEL, INC. COMMON 156700106 7,165.13 193 SOLE 38 193
CENTURYTEL, INC. COMMON 156700106 8,501.63 229 SOLE 51 229
CERIDIAN CORP COMMON 15677T106 23,025.00 1,200 SOLE 19 1,200
CERIDIAN CORP COMMON 15677T106 5,161.44 269 SOLE 38 269
CERIDIAN CORP COMMON 15677T106 6,140.00 320 SOLE 51 320
CERNER CORPORATION COMMON 156782104 2,103,300.00 77,900 SOLE 1 77,900
CERNER CORPORATION COMMON 156782104 8,021,700.00 297,100 SOLE 15 297,100
CHAMPION INTERNATIONAL COMMON 158525105 6,922.50 130 SOLE 38 130
CHAMPION INTERNATIONAL COMMON 158525105 8,253.75 155 SOLE 51 155
CHARLES SCHWAB CORP. COMMON 808513105 218,728.13 3,850 SOLE 19 3,850
CHARLES SCHWAB CORP. COMMON 808513105 44,256.94 779 SOLE 38 779
CHARLES SCHWAB CORP. COMMON 808513105 52,722.00 928 SOLE 51 928
CHARTER ONE FINANCIAL COMMON 160903100 35,700.00 1,700 SOLE 19 1,700
CHASE MANHATTAN CORP COMMON 16161A108 13,514,062.50 155,000 SOLE 2 155,000
CHASE MANHATTAN CORP COMMON 16161A108 828,281.25 9,500 SOLE 3 9,500
CHASE MANHATTAN CORP COMMON 16161A108 14,385,937.50 165,000 SOLE 10 165,000
CHASE MANHATTAN CORP COMMON 16161A108 10,898,437.50 125,000 SOLE 11 125,000
CHASE MANHATTAN CORP COMMON 16161A108 2,057,625.00 23,600 SOLE 16 23,600
CHASE MANHATTAN CORP COMMON 16161A108 211,342.50 2,424 SOLE 19 2,424
CHASE MANHATTAN CORP COMMON 16161A108 165,656.25 1,900 SOLE 32 1,900
CHASE MANHATTAN CORP COMMON 16161A108 261,562.50 3,000 SOLE 34 3,000
CHASE MANHATTAN CORP COMMON 16161A108 131,914.69 1,513 SOLE 38 1,513
CHASE MANHATTAN CORP COMMON 16161A108 157,024.69 1,801 SOLE 51 1,801
CHASE MANHATTAN CORP COMMON 16161A108 209,250.00 2,400 SOLE 520 2,400
CHASE MANHATTAN CORP COMMON 16161A108 244,125.00 2,800 SOLE 530 2,800
CHASE MANHATTAN CORP COMMON 16161A108 34,875.00 400 SOLE 540 400
CHASE MANHATTAN CORP COMMON 16161A108 209,250.00 2,400 SOLE 560 2,400
CHASE MANHATTAN CORP COMMON 16161A108 43,593.75 500 SOLE 570 500
CHATEAU COMMUNITIES COMMON 161726104 51,742.00 1,500 SOLE 1 1,500
CHEESECAKE FACTORY, THE COMMON 163072101 3,325,837.50 79,900 SOLE 1 79,900
CHEESECAKE FACTORY, THE COMMON 163072101 4,433,062.50 106,500 SOLE 15 106,500
CHELSEA GCA REALTY COMMON 163262108 74,229.00 2,650 SOLE 1 2,650
CHEVRON CORP COMMON 166751107 10,168,125.00 110,000 SOLE 2 110,000
CHEVRON CORP COMMON 166751107 757,987.50 8,200 SOLE 3 8,200
CHEVRON CORP COMMON 166751107 11,092,500.00 120,000 SOLE 10 120,000
CHEVRON CORP COMMON 166751107 8,467,275.00 91,600 SOLE 11 91,600
CHEVRON CORP COMMON 166751107 83,193.75 900 SOLE 18 900
CHEVRON CORP COMMON 166751107 194,118.75 2,100 SOLE 19 2,100
CHEVRON CORP COMMON 166751107 2,791,612.50 30,200 SOLE 20 30,200
CHEVRON CORP COMMON 166751107 83,193.75 900 SOLE 32 900
CHEVRON CORP COMMON 166751107 122,387.25 1,324 SOLE 38 1,324
CHEVRON CORP COMMON 166751107 145,681.50 1,576 SOLE 51 1,576
CHEVRON CORP COMMON 166751107 157,143.75 1,700 SOLE 520 1,700
CHEVRON CORP COMMON 166751107 157,143.75 1,700 SOLE 530 1,700
CHEVRON CORP COMMON 166751107 18,487.50 200 SOLE 540 200
CHEVRON CORP COMMON 166751107 110,925.00 1,200 SOLE 560 1,200
CHEVRON CORP COMMON 166751107 27,731.25 300 SOLE 570 300
CHIEFTAIN INTL INC COMMON 16867C101 905,625.00 45,000 SOLE 29 45,000
CHIEFTAIN INTL INC COMMON 16867C101 784,875.00 39,000 SOLE 35 39,000
CHINA.COM CORP -CL A COMMON G2108N109 24,300.00 300 SOLE 39 300
CHINA.COM CORP -CL A COMMON G2108N109 24,300.00 300 SOLE 52 300
CHIRON CORPORATION COMMON 170040109 99,750.00 2,000 SOLE 19 2,000
CHRIS-CRAFT INDS, INC. COMMON 170520100 26,239.25 412 SOLE 19 412
CHROMAVISION MEDICAL SYS COMMON 17111P104 442,250.00 29,000 SOLE 1 29,000
CHROMAVISION MEDICAL SYS COMMON 17111P104 1,265,750.00 83,000 SOLE 15 83,000
CHUBB CORPORATION COMMON 171232101 1,621,500.00 24,000 SOLE 16 24,000
CHUBB CORPORATION COMMON 171232101 40,537.50 600 SOLE 19 600
CHUBB CORPORATION COMMON 171232101 1,675,550.00 24,800 SOLE 20 24,800
CHUBB CORPORATION COMMON 171232101 195,931.25 2,900 SOLE 34 2,900
CHUBB CORPORATION COMMON 171232101 19,728.25 292 SOLE 38 292
CHUBB CORPORATION COMMON 171232101 23,444.19 347 SOLE 51 347
CHURCH & DWIGHT CO., INC. COMMON 171340102 8,593.75 500 SOLE 19 500
CIA CERVECERIA UNIDAS-ADR COMMON 204429104 22,387.50 900 SOLE 19 900
CIA TELECOM CHILE ADR COMMON 204449300 39,243.75 1,725 SOLE 19 1,725
CIENA CORP COMMON 171779101 3,367,537.50 26,700 SOLE 2 26,700
CIENA CORP COMMON 171779101 4,199,962.50 33,300 SOLE 10 33,300
CIENA CORP COMMON 171779101 75,675.00 600 SOLE 520 600
CIENA CORP COMMON 171779101 75,675.00 600 SOLE 530 600
CIENA CORP COMMON 171779101 12,612.50 100 SOLE 540 100
CIENA CORP COMMON 171779101 63,062.50 500 SOLE 560 500
CIENA CORP COMMON 171779101 12,612.50 100 SOLE 570 100
CIGNA CORPORATION COMMON 125509109 53,025.00 700 SOLE 19 700
CIGNA CORPORATION COMMON 125509109 23,937.00 316 SOLE 38 316
CIGNA CORPORATION COMMON 125509109 28,557.75 377 SOLE 51 377
CINAR CORP-CL B COMMON 171905300 1,835,400.00 349,600 SOLE 1 349,600
CINAR CORP-CL B COMMON 171905300 5,225,850.00 995,400 SOLE 15 995,400
CINAR CORP-CL B COMMON 171905300 619,500.00 118,000 SOLE 29 118,000
CINAR CORP-CL B COMMON 171905300 451,500.00 86,000 SOLE 35 86,000
CINCINNATI FIN. CORP COMMON 172062101 8,428.00 224 SOLE 38 224
CINCINNATI FIN. CORP COMMON 172062101 10,045.88 267 SOLE 51 267
CINERGY CORP COMMON 172474108 4,902.00 228 SOLE 38 228
CINERGY CORP COMMON 172474108 5,826.50 271 SOLE 51 271
CINTAS COMMON 172908105 58,781.25 1,500 SOLE 19 1,500
CIRCUIT CITY STORES COMMON 172737108 700,062.50 11,500 SOLE 6 11,500
CIRCUIT CITY STORES COMMON 172737108 5,113,500.00 84,000 SOLE 13 84,000
CIRCUIT CITY STORES COMMON 172737108 85,225.00 1,400 SOLE 19 1,400
CIRCUIT CITY STORES COMMON 172737108 18,079.88 297 SOLE 38 297
CIRCUIT CITY STORES COMMON 172737108 21,549.75 354 SOLE 51 354
CISCO SYSTEMS INC COMMON 17275R102 46,387,500.00 600,000 SOLE 2 600,000
CISCO SYSTEMS INC COMMON 17275R102 1,468,937.50 19,000 SOLE 3 19,000
CISCO SYSTEMS INC COMMON 17275R102 1,082,375.00 14,000 SOLE 6 14,000
CISCO SYSTEMS INC COMMON 17275R102 53,345,625.00 690,000 SOLE 10 690,000
CISCO SYSTEMS INC COMMON 17275R102 18,245,750.00 236,000 SOLE 11 236,000
CISCO SYSTEMS INC COMMON 17275R102 7,576,625.00 98,000 SOLE 13 98,000
CISCO SYSTEMS INC COMMON 17275R102 17,774,143.75 229,900 SOLE 16 229,900
CISCO SYSTEMS INC COMMON 17275R102 672,618.75 8,700 SOLE 18 8,700
CISCO SYSTEMS INC COMMON 17275R102 1,762,725.00 22,800 SOLE 19 22,800
CISCO SYSTEMS INC COMMON 17275R102 355,637.50 4,600 SOLE 32 4,600
CISCO SYSTEMS INC COMMON 17275R102 2,157,018.75 27,900 SOLE 34 27,900
CISCO SYSTEMS INC COMMON 17275R102 1,005,217.13 13,002 SOLE 38 13,002
CISCO SYSTEMS INC COMMON 17275R102 1,197,106.75 15,484 SOLE 51 15,484
CISCO SYSTEMS INC COMMON 17275R102 2,922,412.50 37,800 SOLE 53 37,800
CISCO SYSTEMS INC COMMON 17275R102 2,427,612.50 31,400 SOLE 70 31,400
CISCO SYSTEMS INC COMMON 17275R102 757,662.50 9,800 SOLE 520 9,800
CISCO SYSTEMS INC COMMON 17275R102 927,750.00 12,000 SOLE 530 12,000
CISCO SYSTEMS INC COMMON 17275R102 123,700.00 1,600 SOLE 540 1,600
CISCO SYSTEMS INC COMMON 17275R102 742,200.00 9,600 SOLE 560 9,600
CISCO SYSTEMS INC COMMON 17275R102 139,162.50 1,800 SOLE 570 1,800
CITIGROUP, INC. COMMON 172967101 16,014,375.00 270,000 SOLE 2 270,000
CITIGROUP, INC. COMMON 172967101 569,400.00 9,600 SOLE 3 9,600
CITIGROUP, INC. COMMON 172967101 753,268.75 12,700 SOLE 6 12,700
CITIGROUP, INC. COMMON 172967101 18,386,875.00 310,000 SOLE 10 310,000
CITIGROUP, INC. COMMON 172967101 10,083,125.00 170,000 SOLE 11 170,000
CITIGROUP, INC. COMMON 172967101 5,148,325.00 86,800 SOLE 13 86,800
CITIGROUP, INC. COMMON 172967101 518,984.38 8,750 SOLE 18 8,750
CITIGROUP, INC. COMMON 172967101 686,245.63 11,570 SOLE 19 11,570
CITIGROUP, INC. COMMON 172967101 2,333,946.88 39,350 SOLE 20 39,350
CITIGROUP, INC. COMMON 172967101 83,037.50 1,400 SOLE 32 1,400
CITIGROUP, INC. COMMON 172967101 387,785.13 6,538 SOLE 38 6,538
CITIGROUP, INC. COMMON 172967101 461,807.13 7,786 SOLE 51 7,786
CITIGROUP, INC. COMMON 172967101 1,773,443.75 29,900 SOLE 53 29,900
CITIGROUP, INC. COMMON 172967101 1,358,256.25 22,900 SOLE 70 22,900
CITIGROUP, INC. COMMON 172967101 302,493.75 5,100 SOLE 520 5,100
CITIGROUP, INC. COMMON 172967101 326,218.75 5,500 SOLE 530 5,500
CITIGROUP, INC. COMMON 172967101 47,450.00 800 SOLE 540 800
CITIGROUP, INC. COMMON 172967101 225,387.50 3,800 SOLE 560 3,800
CITIGROUP, INC. COMMON 172967101 47,450.00 800 SOLE 570 800
CITRIX SYSTEMS, INC. COMMON 177376100 25,638.75 387 SOLE 38 387
CITRIX SYSTEMS, INC. COMMON 177376100 30,541.25 461 SOLE 51 461
CITY NATIONAL CORP COMMON 178566105 16,843.75 500 SOLE 19 500
CK WITCO CORPORATION COMMON 12562C108 25,468.75 2,500 SOLE 19 2,500
CK WITCO CORPORATION COMMON 12562C108 208,089.88 20,426 SOLE 20 20,426
CLAYTON HOMES COMMON 184190106 17,212.50 1,700 SOLE 19 1,700
CLEAR CHANNEL COMM COMMON 184502102 345,312.50 5,000 SOLE 3 5,000
CLEAR CHANNEL COMM COMMON 184502102 6,906,250.00 100,000 SOLE 10 100,000
CLEAR CHANNEL COMM COMMON 184502102 3,453,125.00 50,000 SOLE 11 50,000
CLEAR CHANNEL COMM COMMON 184502102 89,781.25 1,300 SOLE 19 1,300
CLEAR CHANNEL COMM COMMON 184502102 126,039.06 1,825 SOLE 32 1,825
CLEAR CHANNEL COMM COMMON 184502102 43,302.19 627 SOLE 38 627
CLEAR CHANNEL COMM COMMON 184502102 51,589.69 747 SOLE 51 747
CLEAR CHANNEL COMM COMMON 184502102 1,553,906.25 22,500 SOLE 53 22,500
CLEAR CHANNEL COMM COMMON 184502102 1,194,781.25 17,300 SOLE 70 17,300
CLOROX CO. COMMON 189054109 22,750.00 700 SOLE 19 700
CLOROX CO. COMMON 189054109 91,000.00 2,800 SOLE 34 2,800
CLOROX CO. COMMON 189054109 11,765.00 362 SOLE 38 362
CLOROX CO. COMMON 189054109 14,007.50 431 SOLE 51 431
CLOSURE MEDICAL CORPORATI COMMON 189093107 4,410,000.00 168,000 SOLE 1 168,000
CLOSURE MEDICAL CORPORATI COMMON 189093107 7,402,500.00 282,000 SOLE 15 282,000
CMS ENERGY CORPORATION COMMON 125896100 7,938.75 438 SOLE 38 438
CMS ENERGY CORPORATION COMMON 125896100 9,461.25 522 SOLE 51 522
CNF TRANSPORTATION INC COMMON 12612W104 16,650.00 600 SOLE 19 600
COASTAL CORP COMMON 190441105 11,960,000.00 260,000 SOLE 2 260,000
COASTAL CORP COMMON 190441105 12,420,000.00 270,000 SOLE 10 270,000
COASTAL CORP COMMON 190441105 26,588.00 578 SOLE 38 578
COASTAL CORP COMMON 190441105 31,648.00 688 SOLE 51 688
COASTAL CORP COMMON 190441105 248,400.00 5,400 SOLE 520 5,400
COASTAL CORP COMMON 190441105 234,600.00 5,100 SOLE 530 5,100
COASTAL CORP COMMON 190441105 36,800.00 800 SOLE 540 800
COASTAL CORP COMMON 190441105 165,600.00 3,600 SOLE 560 3,600
COASTAL CORP COMMON 190441105 36,800.00 800 SOLE 570 800
COCA COLA COMPANY COMMON 191216100 8,214,062.50 175,000 SOLE 2 175,000
COCA COLA COMPANY COMMON 191216100 8,214,062.50 175,000 SOLE 10 175,000
COCA COLA COMPANY COMMON 191216100 4,459,062.50 95,000 SOLE 16 95,000
COCA COLA COMPANY COMMON 191216100 422,437.50 9,000 SOLE 19 9,000
COCA COLA COMPANY COMMON 191216100 497,537.50 10,600 SOLE 34 10,600
COCA COLA COMPANY COMMON 191216100 216,898.19 4,621 SOLE 38 4,621
COCA COLA COMPANY COMMON 191216100 258,297.06 5,503 SOLE 51 5,503
COCA COLA COMPANY COMMON 191216100 126,731.25 2,700 SOLE 530 2,700
COCA COLA COMPANY COMMON 191216100 93,875.00 2,000 SOLE 560 2,000
COCA COLA COMPANY COMMON 191216100 18,775.00 400 SOLE 570 400
COCA-COLA ENTERPRIS, INC. COMMON 191219104 30,187.50 1,400 SOLE 19 1,400
COCA-COLA ENTERPRIS, INC. COMMON 191219104 22,662.19 1,051 SOLE 38 1,051
COCA-COLA ENTERPRIS, INC. COMMON 191219104 26,996.25 1,252 SOLE 51 1,252
COFLEXIP S.A. COMMON 192384105 71,175.00 1,300 SOLE 18 1,300
COLGATE-PALMOLIVE COMPANY COMMON 194162103 11,275,000.00 200,000 SOLE 2 200,000
COLGATE-PALMOLIVE COMPANY COMMON 194162103 422,812.50 7,500 SOLE 3 7,500
COLGATE-PALMOLIVE COMPANY COMMON 194162103 14,657,500.00 260,000 SOLE 10 260,000
COLGATE-PALMOLIVE COMPANY COMMON 194162103 5,242,875.00 93,000 SOLE 11 93,000
COLGATE-PALMOLIVE COMPANY COMMON 194162103 1,916,750.00 34,000 SOLE 16 34,000
COLGATE-PALMOLIVE COMPANY COMMON 194162103 101,475.00 1,800 SOLE 19 1,800
COLGATE-PALMOLIVE COMPANY COMMON 194162103 132,481.25 2,350 SOLE 32 2,350
COLGATE-PALMOLIVE COMPANY COMMON 194162103 90,200.00 1,600 SOLE 34 1,600
COLGATE-PALMOLIVE COMPANY COMMON 194162103 59,362.88 1,053 SOLE 38 1,053
COLGATE-PALMOLIVE COMPANY COMMON 194162103 70,694.25 1,254 SOLE 51 1,254
COLGATE-PALMOLIVE COMPANY COMMON 194162103 1,657,425.00 29,400 SOLE 53 29,400
COLGATE-PALMOLIVE COMPANY COMMON 194162103 1,448,837.50 25,700 SOLE 70 25,700
COLGATE-PALMOLIVE COMPANY COMMON 194162103 236,775.00 4,200 SOLE 520 4,200
COLGATE-PALMOLIVE COMPANY COMMON 194162103 169,125.00 3,000 SOLE 530 3,000
COLGATE-PALMOLIVE COMPANY COMMON 194162103 22,550.00 400 SOLE 540 400
COLGATE-PALMOLIVE COMPANY COMMON 194162103 112,750.00 2,000 SOLE 560 2,000
COLGATE-PALMOLIVE COMPANY COMMON 194162103 28,187.50 500 SOLE 570 500
COLONIAL PROPERTIES TRUST COMMON 195872106 201,202.00 12,850 SOLE 1 12,850
COLUMBIA ENERGY GROUP COMMON 197648108 6,636.00 112 SOLE 38 112
COLUMBIA ENERGY GROUP COMMON 197648108 7,939.50 134 SOLE 51 134
COLUMBIA/HCA HEALTHCARE COMMON 197677107 75,937.50 3,000 SOLE 19 3,000
COLUMBIA/HCA HEALTHCARE COMMON 197677107 26,350.31 1,041 SOLE 38 1,041
COLUMBIA/HCA HEALTHCARE COMMON 197677107 31,362.19 1,239 SOLE 51 1,239
COMCAST CORP CL A SPECIAL COMMON 200300200 1,787,050.00 41,200 SOLE 16 41,200
COMCAST CORP CL A SPECIAL COMMON 200300200 112,775.00 2,600 SOLE 19 2,600
COMCAST CORP CL A SPECIAL COMMON 200300200 216,875.00 5,000 SOLE 34 5,000
COMCAST CORP CL A SPECIAL COMMON 200300200 80,243.75 1,850 SOLE 38 1,850
COMCAST CORP CL A SPECIAL COMMON 200300200 95,555.13 2,203 SOLE 51 2,203
COMDISCO, INC. COMMON 200336105 3,971,250.00 90,000 SOLE 1 90,000
COMDISCO, INC. COMMON 200336105 9,972,250.00 226,000 SOLE 15 226,000
COMDISCO, INC. COMMON 200336105 66,187.50 1,500 SOLE 19 1,500
COMDISCO, INC. COMMON 200336105 661,875.00 15,000 SOLE 29 15,000
COMDISCO, INC. COMMON 200336105 529,500.00 12,000 SOLE 35 12,000
COMERICA, INC. COMMON 200340107 31,406.25 750 SOLE 19 750
COMPAQ COMPUTER CORP. COMMON 204493100 505,875.00 19,000 SOLE 3 19,000
COMPAQ COMPUTER CORP. COMMON 204493100 6,656,250.00 250,000 SOLE 11 250,000
COMPAQ COMPUTER CORP. COMMON 204493100 1,469,700.00 55,200 SOLE 16 55,200
COMPAQ COMPUTER CORP. COMMON 204493100 145,266.00 5,456 SOLE 19 5,456
COMPAQ COMPUTER CORP. COMMON 204493100 883,950.00 33,200 SOLE 20 33,200
COMPAQ COMPUTER CORP. COMMON 204493100 141,112.50 5,300 SOLE 34 5,300
COMPAQ COMPUTER CORP. COMMON 204493100 83,948.63 3,153 SOLE 38 3,153
COMPAQ COMPUTER CORP. COMMON 204493100 99,976.88 3,755 SOLE 51 3,755
COMPASS BANCSHARES COMMON 20449H109 23,925.00 1,200 SOLE 19 1,200
COMPUTER ASSOCIATES INT COMMON 204912109 3,551,250.00 60,000 SOLE 2 60,000
COMPUTER ASSOCIATES INT COMMON 204912109 4,143,125.00 70,000 SOLE 10 70,000
COMPUTER ASSOCIATES INT COMMON 204912109 1,746,031.25 29,500 SOLE 16 29,500
COMPUTER ASSOCIATES INT COMMON 204912109 100,618.75 1,700 SOLE 19 1,700
COMPUTER ASSOCIATES INT COMMON 204912109 58,062.94 981 SOLE 38 981
COMPUTER ASSOCIATES INT COMMON 204912109 69,131.00 1,168 SOLE 51 1,168
COMPUTER ASSOCIATES INT COMMON 204912109 76,943.75 1,300 SOLE 520 1,300
COMPUTER ASSOCIATES INT COMMON 204912109 82,862.50 1,400 SOLE 530 1,400
COMPUTER ASSOCIATES INT COMMON 204912109 11,837.50 200 SOLE 540 200
COMPUTER ASSOCIATES INT COMMON 204912109 59,187.50 1,000 SOLE 560 1,000
COMPUTER ASSOCIATES INT COMMON 204912109 11,837.50 200 SOLE 570 200
COMPUTER HORIZONS CORP COMMON 205908106 149,843.75 8,750 SOLE 1 8,750
COMPUTER HORIZONS CORP COMMON 205908106 449,531.25 26,250 SOLE 15 26,250
COMPUTER SCIENCES CORP COMMON 205363104 2,136,375.00 27,000 SOLE 1 27,000
COMPUTER SCIENCES CORP COMMON 205363104 9,495,000.00 120,000 SOLE 2 120,000
COMPUTER SCIENCES CORP COMMON 205363104 166,162.50 2,100 SOLE 3 2,100
COMPUTER SCIENCES CORP COMMON 205363104 11,868,750.00 150,000 SOLE 10 150,000
COMPUTER SCIENCES CORP COMMON 205363104 1,978,125.00 25,000 SOLE 11 25,000
COMPUTER SCIENCES CORP COMMON 205363104 6,963,000.00 88,000 SOLE 15 88,000
COMPUTER SCIENCES CORP COMMON 205363104 94,950.00 1,200 SOLE 19 1,200
COMPUTER SCIENCES CORP COMMON 205363104 870,375.00 11,000 SOLE 29 11,000
COMPUTER SCIENCES CORP COMMON 205363104 59,343.75 750 SOLE 32 750
COMPUTER SCIENCES CORP COMMON 205363104 696,300.00 8,800 SOLE 35 8,800
COMPUTER SCIENCES CORP COMMON 205363104 29,118.00 368 SOLE 38 368
COMPUTER SCIENCES CORP COMMON 205363104 34,656.75 438 SOLE 51 438
COMPUTER SCIENCES CORP COMMON 205363104 189,900.00 2,400 SOLE 520 2,400
COMPUTER SCIENCES CORP COMMON 205363104 300,675.00 3,800 SOLE 530 3,800
COMPUTER SCIENCES CORP COMMON 205363104 31,650.00 400 SOLE 540 400
COMPUTER SCIENCES CORP COMMON 205363104 174,075.00 2,200 SOLE 560 2,200
COMPUTER SCIENCES CORP COMMON 205363104 31,650.00 400 SOLE 570 400
COMPUWARE CORPORATION COMMON 205638109 23,168.75 1,100 SOLE 19 1,100
COMPUWARE CORPORATION COMMON 205638109 145,331.25 6,900 SOLE 34 6,900
COMPUWARE CORPORATION COMMON 205638109 18,640.31 885 SOLE 38 885
COMPUWARE CORPORATION COMMON 205638109 22,199.88 1,054 SOLE 51 1,054
COMVERSE TECHNOLOGY, INC. COMMON 205862402 9,828,000.00 52,000 SOLE 1 52,000
COMVERSE TECHNOLOGY, INC. COMMON 205862402 26,460,000.00 140,000 SOLE 15 140,000
COMVERSE TECHNOLOGY, INC. COMMON 205862402 4,252,500.00 22,500 SOLE 16 22,500
COMVERSE TECHNOLOGY, INC. COMMON 205862402 132,300.00 700 SOLE 18 700
COMVERSE TECHNOLOGY, INC. COMMON 205862402 425,250.00 2,250 SOLE 34 2,250
COMVERSE TECHNOLOGY, INC. COMMON 205862402 29,673.00 157 SOLE 38 157
COMVERSE TECHNOLOGY, INC. COMMON 205862402 35,343.00 187 SOLE 51 187
CONAGRA INC. COMMON 205887102 29,000.00 1,600 SOLE 19 1,600
CONAGRA INC. COMMON 205887102 20,662.50 1,140 SOLE 38 1,140
CONAGRA INC. COMMON 205887102 24,595.63 1,357 SOLE 51 1,357
CONCORD EFS, INC. COMMON 206197105 38,993.75 1,700 SOLE 19 1,700
CONEXANT SYSTEMS, INC. COMMON 207142100 24,708.00 348 SOLE 38 348
CONEXANT SYSTEMS, INC. COMMON 207142100 29,465.00 415 SOLE 51 415
CONOCO, INC. (CL. B) COMMON 208251405 18,808.75 734 SOLE 19 734
CONOCO, INC. (CL. B) COMMON 208251405 29,494.38 1,151 SOLE 38 1,151
CONOCO, INC. (CL. B) COMMON 208251405 35,106.25 1,370 SOLE 51 1,370
CONSECO INC. COMMON 208464107 11,997.94 1,049 SOLE 19 1,049
CONSECO INC. COMMON 208464107 7,114.13 622 SOLE 38 622
CONSECO INC. COMMON 208464107 8,475.19 741 SOLE 51 741
CONSOLIDATED EDISON, INC. COMMON 209115104 29,000.00 1,000 SOLE 19 1,000
CONSOLIDATED EDISON, INC. COMMON 209115104 16,501.00 569 SOLE 38 569
CONSOLIDATED EDISON, INC. COMMON 209115104 19,662.00 678 SOLE 51 678
CONSOLIDATED PAPERS, INC. COMMON 209759109 46,125.00 1,200 SOLE 19 1,200
CONSOLIDATED PAPERS, INC. COMMON 209759109 1,599,000.00 41,600 SOLE 20 41,600
CONSOLIDATED STORES CORP COMMON 210149100 966,875.00 85,000 SOLE 1 85,000
CONSOLIDATED STORES CORP COMMON 210149100 2,957,500.00 260,000 SOLE 15 260,000
CONSOLIDATED STORES CORP COMMON 210149100 284,375.00 25,000 SOLE 29 25,000
CONSOLIDATED STORES CORP COMMON 210149100 9,771.13 859 SOLE 38 859
CONSOLIDATED STORES CORP COMMON 210149100 11,636.63 1,023 SOLE 51 1,023
CONSTELLATION ENERGY GROU COMMON 210371100 31,875.00 1,000 SOLE 19 1,000
CONSTELLATION ENERGY GROU COMMON 210371100 12,463.13 391 SOLE 38 391
CONSTELLATION ENERGY GROU COMMON 210371100 14,821.88 465 SOLE 51 465
CONVERGYS CORP COMMON 212485106 46,350.00 1,200 SOLE 19 1,200
COOPER INDS INC COMMON 216669101 73,080.00 2,088 SOLE 20 2,088
COOPER INDS INC COMMON 216669101 2,590.00 74 SOLE 38 74
COOPER INDS INC COMMON 216669101 3,080.00 88 SOLE 51 88
COOPER TIRE & RUBBER COMMON 216831107 1,796.44 143 SOLE 38 143
COOPER TIRE & RUBBER COMMON 216831107 2,135.63 170 SOLE 51 170
CORDANT TECHNOLOGIES INC COMMON 218412104 62,218.75 1,100 SOLE 38 1,100
CORDANT TECHNOLOGIES INC COMMON 218412104 84,843.75 1,500 SOLE 51 1,500
CORNERSTONE PROPERTIES COMMON 21922H103 48,744.00 4,450 SOLE 1 4,450
CORNERSTONE REALTY INCOME COMMON 21922V102 103,954.00 3,200 SOLE 1 3,200
CORNING, INC. COMMON 219350105 155,200.00 800 SOLE 18 800
CORNING, INC. COMMON 219350105 155,200.00 800 SOLE 19 800
CORNING, INC. COMMON 219350105 57,812.00 298 SOLE 38 298
CORNING, INC. COMMON 219350105 68,870.00 355 SOLE 51 355
CORPORATE EXECUTIVE BOARD COMMON 21988R102 279,125.00 5,500 SOLE 36 5,500
CORPORATE EXECUTIVE BOARD COMMON 21988R102 685,125.00 13,500 SOLE 50 13,500
COSTCO WHOLESALE CORP. COMMON 22160K105 2,628,125.00 50,000 SOLE 2 50,000
COSTCO WHOLESALE CORP. COMMON 22160K105 3,153,750.00 60,000 SOLE 10 60,000
COSTCO WHOLESALE CORP. COMMON 22160K105 798,950.00 15,200 SOLE 16 15,200
COSTCO WHOLESALE CORP. COMMON 22160K105 73,587.50 1,400 SOLE 19 1,400
COSTCO WHOLESALE CORP. COMMON 22160K105 94,612.50 1,800 SOLE 34 1,800
COSTCO WHOLESALE CORP. COMMON 22160K105 49,251.06 937 SOLE 38 937
COSTCO WHOLESALE CORP. COMMON 22160K105 58,607.19 1,115 SOLE 51 1,115
COSTCO WHOLESALE CORP. COMMON 22160K105 115,637.50 2,200 SOLE 500 2,200
COUNTRYWIDE CREDIT COMMON 222372104 4,005.75 147 SOLE 38 147
COUNTRYWIDE CREDIT COMMON 222372104 4,768.75 175 SOLE 51 175
COUSINS PROPERTIES COMMON 222795106 286,194.00 12,450 SOLE 1 12,450
COX COMMUNICATIONS INC COMMON 224044107 29,100.00 600 SOLE 19 600
CRANE CO. COMMON 224399105 2,992.44 127 SOLE 38 127
CRANE CO. COMMON 224399105 3,581.50 152 SOLE 51 152
CREDENCE SYSTEMS COMMON 225302108 575,575.00 4,600 SOLE 36 4,600
CREDENCE SYSTEMS COMMON 225302108 1,501,500.00 12,000 SOLE 50 12,000
CRESCENT REAL ESTATE COMMON 225756105 113,058.00 6,150 SOLE 1 6,150
CROSS (A.T.) CO. (CL.A) COMMON 227478104 2,350.00 400 SOLE 19 400
CROWN CORK & SEAL CO. INC COMMON 228255105 7,232.00 452 SOLE 38 452
CROWN CORK & SEAL CO. INC COMMON 228255105 8,624.00 539 SOLE 51 539
CRYOLIFE, INC. COMMON 228903100 941,400.00 52,300 SOLE 1 52,300
CRYOLIFE, INC. COMMON 228903100 2,437,200.00 135,400 SOLE 15 135,400
CRYOLIFE, INC. COMMON 228903100 1,476,000.00 82,000 SOLE 29 82,000
CRYOLIFE, INC. COMMON 228903100 1,188,000.00 66,000 SOLE 35 66,000
CSX CORPORATION COMMON 126408103 18,800.00 800 SOLE 19 800
CSX CORPORATION COMMON 126408103 16,685.00 710 SOLE 38 710
CSX CORPORATION COMMON 126408103 19,881.00 846 SOLE 51 846
CTS CORP COMMON 126501105 91,200.00 1,600 SOLE 500 1,600
CVS CORPORATION COMMON 126650100 1,577,625.00 42,000 SOLE 1 42,000
CVS CORPORATION COMMON 126650100 4,507,500.00 120,000 SOLE 15 120,000
CVS CORPORATION COMMON 126650100 1,232,050.00 32,800 SOLE 16 32,800
CVS CORPORATION COMMON 126650100 52,587.50 1,400 SOLE 19 1,400
CVS CORPORATION COMMON 126650100 450,750.00 12,000 SOLE 29 12,000
CVS CORPORATION COMMON 126650100 142,737.50 3,800 SOLE 34 3,800
CVS CORPORATION COMMON 126650100 338,062.50 9,000 SOLE 35 9,000
CVS CORPORATION COMMON 126650100 12,207.81 325 SOLE 38 325
CVS CORPORATION COMMON 126650100 14,536.69 387 SOLE 51 387
CYPRESS COMMUNICATIONS COMMON 232743104 306,250.00 12,500 SOLE 36 12,500
CYPRESS COMMUNICATIONS COMMON 232743104 759,500.00 31,000 SOLE 50 31,000
CYSIVE INC COMMON 23281T108 205,500.00 3,000 SOLE 36 3,000
CYSIVE INC COMMON 23281T108 513,750.00 7,500 SOLE 50 7,500
CYTYC CORPORATION COMMON 232946103 366,700.00 7,600 SOLE 36 7,600
CYTYC CORPORATION COMMON 232946103 1,013,250.00 21,000 SOLE 50 21,000
DAIN RAUSCHER CORP COMMON 233856103 296,718.75 4,500 SOLE 36 4,500
DAIN RAUSCHER CORP COMMON 233856103 725,312.50 11,000 SOLE 50 11,000
DANA CORP COMMON 235811106 40,674.56 1,443 SOLE 19 1,443
DANA CORP COMMON 235811106 563,750.00 20,000 SOLE 20 20,000
DANA CORP COMMON 235811106 12,853.50 456 SOLE 38 456
DANA CORP COMMON 235811106 15,305.81 543 SOLE 51 543
DANAHER CORPORATION COMMON 235851102 30,600.00 600 SOLE 19 600
DANAHER CORPORATION COMMON 235851102 10,557.00 207 SOLE 38 207
DANAHER CORPORATION COMMON 235851102 12,546.00 246 SOLE 51 246
DARDEN RESTAURANTS, INC. COMMON 237194105 17,812.50 1,000 SOLE 19 1,000
DARDEN RESTAURANTS, INC. COMMON 237194105 15,354.38 862 SOLE 38 862
DARDEN RESTAURANTS, INC. COMMON 237194105 18,293.44 1,027 SOLE 51 1,027
DEAN FOODS COMPANY COMMON 242361103 10,700.00 400 SOLE 19 400
DEERE & CO COMMON 244199105 345,800.00 9,100 SOLE 3 9,100
DEERE & CO COMMON 244199105 4,088,800.00 107,600 SOLE 11 107,600
DEERE & CO COMMON 244199105 972,800.00 25,600 SOLE 16 25,600
DEERE & CO COMMON 244199105 41,800.00 1,100 SOLE 19 1,100
DEERE & CO COMMON 244199105 117,800.00 3,100 SOLE 34 3,100
DEERE & CO COMMON 244199105 13,376.00 352 SOLE 38 352
DEERE & CO COMMON 244199105 15,922.00 419 SOLE 51 419
DELL COMPUTER CORP COMMON 247025109 10,787,500.00 200,000 SOLE 2 200,000
DELL COMPUTER CORP COMMON 247025109 318,231.25 5,900 SOLE 3 5,900
DELL COMPUTER CORP COMMON 247025109 12,135,937.50 225,000 SOLE 10 225,000
DELL COMPUTER CORP COMMON 247025109 5,771,312.50 107,000 SOLE 11 107,000
DELL COMPUTER CORP COMMON 247025109 4,692,562.50 87,000 SOLE 16 87,000
DELL COMPUTER CORP COMMON 247025109 296,656.25 5,500 SOLE 18 5,500
DELL COMPUTER CORP COMMON 247025109 512,406.25 9,500 SOLE 19 9,500
DELL COMPUTER CORP COMMON 247025109 121,359.38 2,250 SOLE 32 2,250
DELL COMPUTER CORP COMMON 247025109 560,950.00 10,400 SOLE 34 10,400
DELL COMPUTER CORP COMMON 247025109 264,994.94 4,913 SOLE 38 4,913
DELL COMPUTER CORP COMMON 247025109 315,534.38 5,850 SOLE 51 5,850
DELL COMPUTER CORP COMMON 247025109 1,488,675.00 27,600 SOLE 53 27,600
DELL COMPUTER CORP COMMON 247025109 1,143,475.00 21,200 SOLE 70 21,200
DELL COMPUTER CORP COMMON 247025109 204,962.50 3,800 SOLE 520 3,800
DELL COMPUTER CORP COMMON 247025109 221,143.75 4,100 SOLE 530 4,100
DELL COMPUTER CORP COMMON 247025109 32,362.50 600 SOLE 540 600
DELL COMPUTER CORP COMMON 247025109 151,025.00 2,800 SOLE 560 2,800
DELL COMPUTER CORP COMMON 247025109 32,362.50 600 SOLE 570 600
DELPHI AUTO SYSTEMS CORP COMMON 247126105 157,856.00 9,866 SOLE 18 9,866
DELPHI AUTO SYSTEMS CORP COMMON 247126105 32,416.00 2,026 SOLE 19 2,026
DELPHI AUTO SYSTEMS CORP COMMON 247126105 23,296.00 1,456 SOLE 38 1,456
DELPHI AUTO SYSTEMS CORP COMMON 247126105 27,744.00 1,734 SOLE 51 1,734
DELTA AIRLINES INC COMMON 247361108 31,950.00 600 SOLE 19 600
DELTA AIRLINES INC COMMON 247361108 20,820.75 391 SOLE 38 391
DELTA AIRLINES INC COMMON 247361108 24,814.50 466 SOLE 51 466
DELTIC TIMBER CORP COMMON 247850100 2,368.75 100 SOLE 19 100
DELUXE CORP COMMON 248019101 1,961.00 74 SOLE 38 74
DELUXE CORP COMMON 248019101 2,332.00 88 SOLE 51 88
DEVELOPERS DIVERSIFIED REALTY COMMON 251591103 251,991.00 11,191 SOLE 1 11,191
DEVON ENERGY CORP COMMON 25179M103 38,850.00 800 SOLE 19 800
DEVRY INC COMMON 251893103 3,507,500.00 115,000 SOLE 1 115,000
DEVRY INC COMMON 251893103 10,065,000.00 330,000 SOLE 15 330,000
DEXTER CORPORATION COMMON 252165105 21,200.00 400 SOLE 19 400
DIAGEO PLC - SPONSOR. ADR COMMON 25243Q205 44,494.63 1,477 SOLE 19 1,477
DIAL CORP COMMON 25247D101 13,750.00 1,000 SOLE 19 1,000
DIEBOLD INC COMMON 253651103 19,250.00 700 SOLE 19 700
DIGEX, INC. COMMON 253756100 887,500.00 8,000 SOLE 1 8,000
DIGEX, INC. COMMON 253756100 3,882,812.50 35,000 SOLE 2 35,000
DIGEX, INC. COMMON 253756100 4,437,500.00 40,000 SOLE 10 40,000
DIGEX, INC. COMMON 253756100 2,440,625.00 22,000 SOLE 15 22,000
DIGEX, INC. COMMON 253756100 27,734.38 250 SOLE 32 250
DIGEX, INC. COMMON 253756100 1,175,937.50 10,600 SOLE 53 10,600
DIGEX, INC. COMMON 253756100 954,062.50 8,600 SOLE 70 8,600
DIGEX, INC. COMMON 253756100 33,281.25 300 SOLE 520 300
DIGEX, INC. COMMON 253756100 33,281.25 300 SOLE 530 300
DIGEX, INC. COMMON 253756100 11,093.75 100 SOLE 540 100
DIGEX, INC. COMMON 253756100 33,281.25 300 SOLE 560 300
DIGEX, INC. COMMON 253756100 11,093.75 100 SOLE 570 100
DIGITAL LIGHTWAVE INC COMMON 253855100 311,562.50 5,000 SOLE 36 5,000
DIGITAL LIGHTWAVE INC COMMON 253855100 716,593.75 11,500 SOLE 50 11,500
DIGITAL MICROWAVE CORP COMMON 253859102 1,693,750.00 50,000 SOLE 36 50,000
DIGITAL MICROWAVE CORP COMMON 253859102 4,065,000.00 120,000 SOLE 50 120,000
DILLARDS, INC. COMMON 254067101 3,402.56 207 SOLE 38 207
DILLARDS, INC. COMMON 254067101 4,043.63 246 SOLE 51 246
DIME BANCORP INC COMMON 25429Q102 25,900.00 1,400 SOLE 19 1,400
DITECH COMMUNICATIONS COR COMMON 25500M103 1,272,750.00 12,000 SOLE 36 12,000
DITECH COMMUNICATIONS COR COMMON 25500M103 3,075,812.50 29,000 SOLE 50 29,000
DIVERSINET CORP COMMON 25536K204 983,125.00 55,000 SOLE 1 55,000
DIVERSINET CORP COMMON 25536K204 2,591,875.00 145,000 SOLE 15 145,000
DOCUMENTUM, INC. COMMON 256159104 249,600.00 3,200 SOLE 36 3,200
DOCUMENTUM, INC. COMMON 256159104 663,000.00 8,500 SOLE 50 8,500
DOLE FOODS INC. COMMON 256605106 15,550.00 800 SOLE 19 800
DOLLAR GENERAL CORP COMMON 256669102 20,989.38 781 SOLE 19 781
DOLLAR GENERAL CORP COMMON 256669102 12,550.63 467 SOLE 38 467
DOLLAR GENERAL CORP COMMON 256669102 14,942.50 556 SOLE 51 556
DOMINION RESOURCES INC/VA COMMON 25746U109 11,339.06 295 SOLE 19 295
DOMINION RESOURCES INC/VA COMMON 25746U109 14,760.00 384 SOLE 38 384
DOMINION RESOURCES INC/VA COMMON 25746U109 17,565.94 457 SOLE 51 457
DOVER COMMON 260003108 43,087.50 900 SOLE 19 900
DOVER COMMON 260003108 28,772.88 601 SOLE 38 601
DOVER COMMON 260003108 34,230.63 715 SOLE 51 715
DOW CHEMICAL COMPANY COMMON 260543103 2,850,000.00 25,000 SOLE 2 25,000
DOW CHEMICAL COMPANY COMMON 260543103 2,850,000.00 25,000 SOLE 10 25,000
DOW CHEMICAL COMPANY COMMON 260543103 91,200.00 800 SOLE 19 800
DOW CHEMICAL COMPANY COMMON 260543103 1,094,400.00 9,600 SOLE 20 9,600
DOW CHEMICAL COMPANY COMMON 260543103 79,800.00 700 SOLE 520 700
DOW CHEMICAL COMPANY COMMON 260543103 79,800.00 700 SOLE 530 700
DOW CHEMICAL COMPANY COMMON 260543103 11,400.00 100 SOLE 540 100
DOW CHEMICAL COMPANY COMMON 260543103 57,000.00 500 SOLE 560 500
DOW CHEMICAL COMPANY COMMON 260543103 11,400.00 100 SOLE 570 100
DOW JONES & COMPANY, INC. COMMON 260561105 1,127,456.25 15,700 SOLE 20 15,700
DOW JONES & COMPANY, INC. COMMON 260561105 9,120.19 127 SOLE 38 127
DOW JONES & COMPANY, INC. COMMON 260561105 10,915.50 152 SOLE 51 152
DPL INC COMMON 233293109 33,281.25 1,500 SOLE 19 1,500
DQE INC COMMON 23329J104 1,246,700.00 27,400 SOLE 20 27,400
DST SYSTEMS, INC. COMMON 233326107 885,747.50 13,640 SOLE 1 13,640
DST SYSTEMS, INC. COMMON 233326107 2,967,643.75 45,700 SOLE 15 45,700
DST SYSTEMS, INC. COMMON 233326107 12,987.50 200 SOLE 19 200
DTE ENERGY COMPANY COMMON 233331107 11,020.00 380 SOLE 38 380
DTE ENERGY COMPANY COMMON 233331107 13,108.00 452 SOLE 51 452
DUKE ENERGY CORPORATION COMMON 264399106 63,000.00 1,200 SOLE 19 1,200
DUKE ENERGY CORPORATION COMMON 264399106 1,638,000.00 31,200 SOLE 20 31,200
DUKE ENERGY CORPORATION COMMON 264399106 33,600.00 640 SOLE 38 640
DUKE ENERGY CORPORATION COMMON 264399106 40,005.00 762 SOLE 51 762
DUKE REALTY INVESTMENTS COMMON 264411505 668,287.00 26,300 SOLE 1 26,300
DUKE -WEEKS REALTY CORP. COMMON 264411505 39,684.38 2,075 SOLE 28 2,075
DUKE -WEEKS REALTY CORP. COMMON 264411505 20,081.25 1,050 SOLE 33 1,050
DUN & BRADSTREET CORP. COMMON 26483B106 11,450.00 400 SOLE 19 400
DUN & BRADSTREET CORP. COMMON 26483B106 1,265,225.00 44,200 SOLE 20 44,200
DURA PHARMACEUTICALS INC COMMON 26632S109 3,041,187.50 247,000 SOLE 15 247,000
DYNEGY INC COMMON 26816Q101 2,510,000.00 40,000 SOLE 1 40,000
DYNEGY INC COMMON 26816Q101 11,295,000.00 180,000 SOLE 15 180,000
DYNEGY INC COMMON 26816Q101 62,750.00 1,000 SOLE 19 1,000
E*TRADE GROUP INC COMMON 269246104 72,300.00 2,400 SOLE 19 2,400
E.I. DU PONT DE NEMOURS COMMON 263534109 4,758,750.00 90,000 SOLE 2 90,000
E.I. DU PONT DE NEMOURS COMMON 263534109 697,950.00 13,200 SOLE 3 13,200
E.I. DU PONT DE NEMOURS COMMON 263534109 5,287,500.00 100,000 SOLE 10 100,000
E.I. DU PONT DE NEMOURS COMMON 263534109 8,523,450.00 161,200 SOLE 11 161,200
E.I. DU PONT DE NEMOURS COMMON 263534109 166,609.13 3,151 SOLE 19 3,151
E.I. DU PONT DE NEMOURS COMMON 263534109 2,162,587.50 40,900 SOLE 20 40,900
E.I. DU PONT DE NEMOURS COMMON 263534109 110,350.13 2,087 SOLE 38 2,087
E.I. DU PONT DE NEMOURS COMMON 263534109 131,500.13 2,487 SOLE 51 2,487
E.I. DU PONT DE NEMOURS COMMON 263534109 89,887.50 1,700 SOLE 520 1,700
E.I. DU PONT DE NEMOURS COMMON 263534109 95,175.00 1,800 SOLE 530 1,800
E.I. DU PONT DE NEMOURS COMMON 263534109 15,862.50 300 SOLE 540 300
E.I. DU PONT DE NEMOURS COMMON 263534109 68,737.50 1,300 SOLE 560 1,300
E.I. DU PONT DE NEMOURS COMMON 263534109 15,862.50 300 SOLE 570 300
E.W. SCRIPPS COMPANY COMMON 811054204 3,152,500.00 65,000 SOLE 1 65,000
E.W. SCRIPPS COMPANY COMMON 811054204 12,125,000.00 250,000 SOLE 15 250,000
E.W. SCRIPPS COMPANY COMMON 811054204 606,250.00 12,500 SOLE 29 12,500
E.W. SCRIPPS COMPANY COMMON 811054204 630,500.00 13,000 SOLE 35 13,000
EASTMAN CHEMICAL COMPANY COMMON 277432100 4,823.00 106 SOLE 38 106
EASTMAN CHEMICAL COMPANY COMMON 277432100 5,733.00 126 SOLE 51 126
EASTMAN KODAK COMPANY COMMON 277461109 54,312.50 1,000 SOLE 19 1,000
EASTMAN KODAK COMPANY COMMON 277461109 1,906,368.75 35,100 SOLE 20 35,100
EASTMAN KODAK COMPANY COMMON 277461109 39,756.75 732 SOLE 38 732
EASTMAN KODAK COMPANY COMMON 277461109 47,306.19 871 SOLE 51 871
EATON CORP COMMON 278058102 54,600.00 700 SOLE 19 700
EATON CORP COMMON 278058102 889,200.00 11,400 SOLE 20 11,400
ECHOSTAR COMM. CORP COMMON 278762109 244,900.00 3,100 SOLE 18 3,100
ECOLAB, INC. COMMON 278865100 5,503,125.00 150,000 SOLE 2 150,000
ECOLAB, INC. COMMON 278865100 6,236,875.00 170,000 SOLE 10 170,000
ECOLAB, INC. COMMON 278865100 38,521.88 1,050 SOLE 32 1,050
ECOLAB, INC. COMMON 278865100 4,989.50 136 SOLE 38 136
ECOLAB, INC. COMMON 278865100 5,943.38 162 SOLE 51 162
ECOLAB, INC. COMMON 278865100 73,375.00 2,000 SOLE 520 2,000
ECOLAB, INC. COMMON 278865100 80,712.50 2,200 SOLE 530 2,200
ECOLAB, INC. COMMON 278865100 11,006.25 300 SOLE 540 300
ECOLAB, INC. COMMON 278865100 58,700.00 1,600 SOLE 560 1,600
ECOLAB, INC. COMMON 278865100 14,675.00 400 SOLE 570 400
EDISON INTERNATIONAL COMMON 281020107 28,156.25 1,700 SOLE 19 1,700
EDISON INTERNATIONAL COMMON 281020107 14,641.25 884 SOLE 38 884
EDISON INTERNATIONAL COMMON 281020107 17,423.75 1,052 SOLE 51 1,052
EDWARDS (A.G.), INC. COMMON 281760108 36,000.00 900 SOLE 19 900
EL PASO ENERGY CORP COMMON 283905107 646,000.00 16,000 SOLE 3 16,000
EL PASO ENERGY CORP COMMON 283905107 8,075,000.00 200,000 SOLE 11 200,000
EL PASO ENERGY CORP COMMON 283905107 32,300.00 800 SOLE 19 800
EL PASO ENERGY CORP COMMON 283905107 807,500.00 20,000 SOLE 29 20,000
EL PASO ENERGY CORP COMMON 283905107 44,412.50 1,100 SOLE 32 1,100
EL PASO ENERGY CORP COMMON 283905107 646,000.00 16,000 SOLE 35 16,000
EL PASO ENERGY CORP COMMON 283905107 14,413.88 357 SOLE 38 357
EL PASO ENERGY CORP COMMON 283905107 17,159.38 425 SOLE 51 425
ELAN CORPORATION PLC ADR COMMON 284131208 8,550,000.00 180,000 SOLE 2 180,000
ELAN CORPORATION PLC ADR COMMON 284131208 1,292,000.00 27,200 SOLE 6 27,200
ELAN CORPORATION PLC ADR COMMON 284131208 9,975,000.00 210,000 SOLE 10 210,000
ELAN CORPORATION PLC ADR COMMON 284131208 9,463,425.00 199,230 SOLE 13 199,230
ELAN CORPORATION PLC ADR COMMON 284131208 175,750.00 3,700 SOLE 520 3,700
ELAN CORPORATION PLC ADR COMMON 284131208 190,000.00 4,000 SOLE 530 4,000
ELAN CORPORATION PLC ADR COMMON 284131208 28,500.00 600 SOLE 540 600
ELAN CORPORATION PLC ADR COMMON 284131208 142,500.00 3,000 SOLE 560 3,000
ELAN CORPORATION PLC ADR COMMON 284131208 28,500.00 600 SOLE 570 600
ELECTRO SCIENTIFIC INDS COMMON 285229100 580,000.00 10,000 SOLE 36 10,000
ELECTRO SCIENTIFIC INDS COMMON 285229100 1,160,000.00 20,000 SOLE 50 20,000
ELECTRONIC ARTS INC COMMON 285512109 56,950.00 800 SOLE 19 800
ELECTRONIC DATA SYSTEMS COMMON 285661104 89,862.50 1,400 SOLE 19 1,400
ELECTRONIC DATA SYSTEMS COMMON 285661104 54,687.75 852 SOLE 38 852
ELECTRONIC DATA SYSTEMS COMMON 285661104 65,086.13 1,014 SOLE 51 1,014
ELECTRONIC PROCESSING INC COMMON 285798104 1,375,000.00 125,000 SOLE 15 125,000
ELECTRONICS FOR IMAGING COMMON 286082102 78,000.00 1,300 SOLE 500 1,300
ELI LILLY & COMPANY COMMON 532457108 226,800.00 3,600 SOLE 19 3,600
ELI LILLY & COMPANY COMMON 532457108 118,314.00 1,878 SOLE 38 1,878
ELI LILLY & COMPANY COMMON 532457108 140,868.00 2,236 SOLE 51 2,236
EMBRATEL PARTICIPACOES COMMON 29081N100 28,187.50 1,100 SOLE 39 1,100
EMBRATEL PARTICIPACOES COMMON 29081N100 38,437.50 1,500 SOLE 52 1,500
EMC CORP/MASS COMMON 268648102 10,625,000.00 85,000 SOLE 2 85,000
EMC CORP/MASS COMMON 268648102 337,500.00 2,700 SOLE 3 2,700
EMC CORP/MASS COMMON 268648102 12,500,000.00 100,000 SOLE 10 100,000
EMC CORP/MASS COMMON 268648102 6,062,500.00 48,500 SOLE 11 48,500
EMC CORP/MASS COMMON 268648102 4,100,000.00 32,800 SOLE 16 32,800
EMC CORP/MASS COMMON 268648102 200,000.00 1,600 SOLE 18 1,600
EMC CORP/MASS COMMON 268648102 475,000.00 3,800 SOLE 19 3,800
EMC CORP/MASS COMMON 268648102 118,750.00 950 SOLE 32 950
EMC CORP/MASS COMMON 268648102 487,500.00 3,900 SOLE 34 3,900
EMC CORP/MASS COMMON 268648102 245,250.00 1,962 SOLE 38 1,962
EMC CORP/MASS COMMON 268648102 292,000.00 2,336 SOLE 51 2,336
EMC CORP/MASS COMMON 268648102 2,012,500.00 16,100 SOLE 53 16,100
EMC CORP/MASS COMMON 268648102 1,600,000.00 12,800 SOLE 70 12,800
EMC CORP/MASS COMMON 268648102 175,000.00 1,400 SOLE 520 1,400
EMC CORP/MASS COMMON 268648102 175,000.00 1,400 SOLE 530 1,400
EMC CORP/MASS COMMON 268648102 25,000.00 200 SOLE 540 200
EMC CORP/MASS COMMON 268648102 150,000.00 1,200 SOLE 560 1,200
EMC CORP/MASS COMMON 268648102 37,500.00 300 SOLE 570 300
EMERSON ELECTRIC COMPANY COMMON 291011104 951,750.00 18,000 SOLE 3 18,000
EMERSON ELECTRIC COMPANY COMMON 291011104 10,575,000.00 200,000 SOLE 11 200,000
EMERSON ELECTRIC COMPANY COMMON 291011104 84,600.00 1,600 SOLE 19 1,600
EMERSON ELECTRIC COMPANY COMMON 291011104 40,925.25 774 SOLE 38 774
EMERSON ELECTRIC COMPANY COMMON 291011104 48,750.75 922 SOLE 51 922
EMPRESA NAC.ELE CHILE ADR COMMON 29244T101 24,283.88 2,233 SOLE 19 2,233
ENERGY EAST CORP COMMON 29266M109 35,662.50 1,800 SOLE 19 1,800
ENERSIS SA - ADR COMMON 29274F104 12,187.50 600 SOLE 19 600
ENGELHARD CORP COMMON 292845104 756,250.00 50,000 SOLE 29 50,000
ENGELHARD CORP COMMON 292845104 605,000.00 40,000 SOLE 35 40,000
ENGELHARD CORP COMMON 292845104 3,660.25 242 SOLE 38 242
ENGELHARD CORP COMMON 292845104 4,356.00 288 SOLE 51 288
ENRON CORPORATION COMMON 293561106 7,487,500.00 100,000 SOLE 2 100,000
ENRON CORPORATION COMMON 293561106 7,487,500.00 100,000 SOLE 10 100,000
ENRON CORPORATION COMMON 293561106 1,946,750.00 26,000 SOLE 16 26,000
ENRON CORPORATION COMMON 293561106 194,675.00 2,600 SOLE 19 2,600
ENRON CORPORATION COMMON 293561106 97,936.50 1,308 SOLE 38 1,308
ENRON CORPORATION COMMON 293561106 116,580.38 1,557 SOLE 51 1,557
ENSCO INTERNATIONAL INC COMMON 26874Q100 3,417,425.00 94,600 SOLE 1 94,600
ENSCO INTERNATIONAL INC COMMON 26874Q100 10,021,075.00 277,400 SOLE 15 277,400
ENSCO INTERNATIONAL INC COMMON 26874Q100 54,187.50 1,500 SOLE 19 1,500
ENSCO INTERNATIONAL INC COMMON 26874Q100 975,375.00 27,000 SOLE 29 27,000
ENSCO INTERNATIONAL INC COMMON 26874Q100 975,375.00 27,000 SOLE 35 27,000
ENTE NAZIONALE IDROC ADR COMMON 26874R108 55,825.00 1,100 SOLE 19 1,100
ENTERGY CORPORATION COMMON 29364G103 20,187.50 1,000 SOLE 19 1,000
ENTERGY CORPORATION COMMON 29364G103 561,212.50 27,800 SOLE 20 27,800
ENTERGY CORPORATION COMMON 29364G103 14,736.88 730 SOLE 38 730
ENTERGY CORPORATION COMMON 29364G103 17,542.94 869 SOLE 51 869
EQUIFAX COMMON 294429105 20,200.00 800 SOLE 19 800
EQUITABLE RESOURCES COMMON 294549100 761,812.50 17,000 SOLE 29 17,000
EQUITY OFFICE PROPERTIES COMMON 294741103 500,189.00 12,000 SOLE 1 12,000
ERICSSON TELECOM (CL.B) COMMON 294821400 1,880,002.50 20,040 SOLE 6 20,040
ERICSSON TELECOM (CL.B) COMMON 294821400 12,995,470.38 138,526 SOLE 13 138,526
ERICSSON TELECOM (CL.B) COMMON 294821400 225,150.00 2,400 SOLE 19 2,400
ESSEX PROPERTY TRUST INC COMMON 297178105 48,929.00 1,600 SOLE 1 1,600
EVERGREEN RESOURCES INC COMMON 299900308 1,487,531.25 61,500 SOLE 1 61,500
EVERGREEN RESOURCES INC COMMON 299900308 4,269,093.75 176,500 SOLE 15 176,500
EVERGREEN RESOURCES INC COMMON 299900308 290,250.00 12,000 SOLE 29 12,000
EVERGREEN RESOURCES INC COMMON 299900308 362,812.50 15,000 SOLE 35 15,000
EXCHANGE APPLICATIONS INC COMMON 300867108 666,815.63 12,600 SOLE 36 12,600
EXCHANGE APPLICATIONS INC COMMON 300867108 1,270,125.00 24,000 SOLE 50 24,000
EXODUS COMMUNICATIONS INC COMMON 302088109 6,322,500.00 45,000 SOLE 2 45,000
EXODUS COMMUNICATIONS INC COMMON 302088109 7,025,000.00 50,000 SOLE 10 50,000
EXODUS COMMUNICATIONS INC COMMON 302088109 112,400.00 800 SOLE 18 800
EXODUS COMMUNICATIONS INC COMMON 302088109 56,200.00 400 SOLE 520 400
EXODUS COMMUNICATIONS INC COMMON 302088109 56,200.00 400 SOLE 530 400
EXODUS COMMUNICATIONS INC COMMON 302088109 14,050.00 100 SOLE 540 100
EXODUS COMMUNICATIONS INC COMMON 302088109 42,150.00 300 SOLE 560 300
EXODUS COMMUNICATIONS INC COMMON 302088109 14,050.00 100 SOLE 570 100
EXPEDITORS INTL WASH INC COMMON 302130109 2,703,000.00 68,000 SOLE 1 68,000
EXPEDITORS INTL WASH INC COMMON 302130109 7,155,000.00 180,000 SOLE 15 180,000
EXXON MOBIL CORPORATION COMMON 30231G102 19,453,125.00 250,000 SOLE 2 250,000
EXXON MOBIL CORPORATION COMMON 30231G102 933,750.00 12,000 SOLE 3 12,000
EXXON MOBIL CORPORATION COMMON 30231G102 21,787,500.00 280,000 SOLE 10 280,000
EXXON MOBIL CORPORATION COMMON 30231G102 11,671,875.00 150,000 SOLE 11 150,000
EXXON MOBIL CORPORATION COMMON 30231G102 116,718.75 1,500 SOLE 18 1,500
EXXON MOBIL CORPORATION COMMON 30231G102 813,918.75 10,460 SOLE 19 10,460
EXXON MOBIL CORPORATION COMMON 30231G102 4,519,661.25 58,084 SOLE 20 58,084
EXXON MOBIL CORPORATION COMMON 30231G102 120,609.38 1,550 SOLE 32 1,550
EXXON MOBIL CORPORATION COMMON 30231G102 514,262.81 6,609 SOLE 38 6,609
EXXON MOBIL CORPORATION COMMON 30231G102 612,384.38 7,870 SOLE 51 7,870
EXXON MOBIL CORPORATION COMMON 30231G102 350,778.75 4,508 SOLE 520 4,508
EXXON MOBIL CORPORATION COMMON 30231G102 375,990.00 4,832 SOLE 530 4,832
EXXON MOBIL CORPORATION COMMON 30231G102 61,938.75 796 SOLE 540 796
EXXON MOBIL CORPORATION COMMON 30231G102 278,568.75 3,580 SOLE 560 3,580
EXXON MOBIL CORPORATION COMMON 30231G102 61,938.75 796 SOLE 570 796
FAMILY DOLLAR STORES COMMON 307000109 1,456,875.00 70,000 SOLE 16 70,000
FAMILY DOLLAR STORES COMMON 307000109 41,625.00 2,000 SOLE 19 2,000
FAMILY DOLLAR STORES COMMON 307000109 208,125.00 10,000 SOLE 34 10,000
FANNIE MAE COMMON 313586109 8,465,625.00 150,000 SOLE 2 150,000
FANNIE MAE COMMON 313586109 1,089,243.75 19,300 SOLE 3 19,300
FANNIE MAE COMMON 313586109 603,881.25 10,700 SOLE 6 10,700
FANNIE MAE COMMON 313586109 10,158,750.00 180,000 SOLE 10 180,000
FANNIE MAE COMMON 313586109 12,760,518.75 226,100 SOLE 11 226,100
FANNIE MAE COMMON 313586109 4,328,756.25 76,700 SOLE 13 76,700
FANNIE MAE COMMON 313586109 1,834,218.75 32,500 SOLE 16 32,500
FANNIE MAE COMMON 313586109 180,600.00 3,200 SOLE 19 3,200
FANNIE MAE COMMON 313586109 2,155,912.50 38,200 SOLE 20 38,200
FANNIE MAE COMMON 313586109 101,587.50 1,800 SOLE 32 1,800
FANNIE MAE COMMON 313586109 197,531.25 3,500 SOLE 34 3,500
FANNIE MAE COMMON 313586109 104,635.13 1,854 SOLE 38 1,854
FANNIE MAE COMMON 313586109 124,557.56 2,207 SOLE 51 2,207
FANNIE MAE COMMON 313586109 79,012.50 1,400 SOLE 500 1,400
FANNIE MAE COMMON 313586109 141,093.75 2,500 SOLE 520 2,500
FANNIE MAE COMMON 313586109 203,175.00 3,600 SOLE 530 3,600
FANNIE MAE COMMON 313586109 28,218.75 500 SOLE 540 500
FANNIE MAE COMMON 313586109 141,093.75 2,500 SOLE 560 2,500
FANNIE MAE COMMON 313586109 28,218.75 500 SOLE 570 500
FASTENAL COMPANY COMMON 311900104 28,725.00 600 SOLE 19 600
FEDERAL REALTY INV TRUST COMMON 313747206 95,724.00 4,000 SOLE 1 4,000
FEDERAL SIGNAL CORP COMMON 313855108 968,150.00 53,600 SOLE 1 53,600
FEDERAL SIGNAL CORP COMMON 313855108 2,734,662.50 151,400 SOLE 15 151,400
FEDERAL SIGNAL CORP COMMON 313855108 18,062.50 1,000 SOLE 19 1,000
FEDERAL SIGNAL CORP COMMON 313855108 830,875.00 46,000 SOLE 29 46,000
FEDERAL SIGNAL CORP COMMON 313855108 596,062.50 33,000 SOLE 35 33,000
FEDERAL-MOGUL CORPORATION COMMON 313549107 11,681.25 700 SOLE 19 700
FEDERATED DEPARTMENT STOR COMMON 31410H101 37,575.00 900 SOLE 19 900
FEDERATED DEPARTMENT STOR COMMON 31410H101 22,044.00 528 SOLE 38 528
FEDERATED DEPARTMENT STOR COMMON 31410H101 26,260.75 629 SOLE 51 629
FEDEX CORPORATION COMMON 31428X106 507,000.00 13,000 SOLE 16 13,000
FEDEX CORPORATION COMMON 31428X106 58,500.00 1,500 SOLE 34 1,500
FEDEX CORPORATION COMMON 31428X106 26,793.00 687 SOLE 38 687
FEDEX CORPORATION COMMON 31428X106 31,941.00 819 SOLE 51 819
FELCOR LODGING TRUST COMMON 31430F101 164,423.00 6,950 SOLE 1 6,950
FIFTH THIRD BANCORP COMMON 316773100 315,000.00 5,000 SOLE 3 5,000
FIFTH THIRD BANCORP COMMON 316773100 4,410,000.00 70,000 SOLE 11 70,000
FIFTH THIRD BANCORP COMMON 316773100 70,875.00 1,125 SOLE 19 1,125
FIFTH THIRD BANCORP COMMON 316773100 33,705.00 535 SOLE 38 535
FIFTH THIRD BANCORP COMMON 316773100 40,194.00 638 SOLE 51 638
FINOVA GROUP INC COMMON 317928109 11,768.75 700 SOLE 19 700
FIRST DATA CORPORATION COMMON 319963104 5,310,000.00 120,000 SOLE 2 120,000
FIRST DATA CORPORATION COMMON 319963104 6,416,250.00 145,000 SOLE 10 145,000
FIRST DATA CORPORATION COMMON 319963104 61,950.00 1,400 SOLE 19 1,400
FIRST DATA CORPORATION COMMON 319963104 32,523.75 735 SOLE 38 735
FIRST DATA CORPORATION COMMON 319963104 38,718.75 875 SOLE 51 875
FIRST DATA CORPORATION COMMON 319963104 75,225.00 1,700 SOLE 520 1,700
FIRST DATA CORPORATION COMMON 319963104 79,650.00 1,800 SOLE 530 1,800
FIRST DATA CORPORATION COMMON 319963104 13,275.00 300 SOLE 540 300
FIRST DATA CORPORATION COMMON 319963104 61,950.00 1,400 SOLE 560 1,400
FIRST DATA CORPORATION COMMON 319963104 13,275.00 300 SOLE 570 300
FIRST INDUSTRIAL REALTY COMMON 32054K103 44,145.00 1,620 SOLE 28 1,620
FIRST INDUSTRIAL REALTY COMMON 32054K103 21,936.25 805 SOLE 33 805
FIRST REALTY TRUST COMMON 32054K103 95,950.00 3,800 SOLE 1 3,800
FIRST SECURITY CORP. COMMON 336294103 26,400.00 2,200 SOLE 19 2,200
FIRST TENN NATL CORP COMMON 337162101 28,437.50 1,400 SOLE 19 1,400
FIRST UNION CORPORATION COMMON 337358105 110,185.50 2,958 SOLE 19 2,958
FIRST UNION CORPORATION COMMON 337358105 57,067.00 1,532 SOLE 38 1,532
FIRST UNION CORPORATION COMMON 337358105 67,944.00 1,824 SOLE 51 1,824
FIRST VIRGINIA BANKS,INC COMMON 337477103 18,781.25 500 SOLE 19 500
FIRSTAR CORPORATION COMMON 33763V109 96,131.06 4,191 SOLE 19 4,191
FIRSTAR CORPORATION COMMON 33763V109 772,993.75 33,700 SOLE 20 33,700
FIRSTAR CORPORATION COMMON 33763V109 41,677.44 1,817 SOLE 38 1,817
FIRSTAR CORPORATION COMMON 33763V109 49,613.81 2,163 SOLE 51 2,163
FIRSTENERGY CORPORATION COMMON 337932107 16,500.00 800 SOLE 19 800
FIRSTENERGY CORPORATION COMMON 337932107 1,055,113.13 51,157 SOLE 20 51,157
FIRSTENERGY CORPORATION COMMON 337932107 15,118.13 733 SOLE 38 733
FIRSTENERGY CORPORATION COMMON 337932107 18,005.63 873 SOLE 51 873
FISERV INC WISCONSIN COMMON 337738108 44,625.00 1,200 SOLE 19 1,200
FLEET BOSTON FINANCIAL CO COMMON 339030108 938,086.50 25,701 SOLE 1 25,701
FLEET BOSTON FINANCIAL CO COMMON 339030108 547,500.00 15,000 SOLE 3 15,000
FLEET BOSTON FINANCIAL CO COMMON 339030108 9,125,000.00 250,000 SOLE 11 250,000
FLEET BOSTON FINANCIAL CO COMMON 339030108 2,779,694.00 76,156 SOLE 15 76,156
FLEET BOSTON FINANCIAL CO COMMON 339030108 110,266.50 3,021 SOLE 19 3,021
FLEET BOSTON FINANCIAL CO COMMON 339030108 2,709,030.00 74,220 SOLE 20 74,220
FLEET BOSTON FINANCIAL CO COMMON 339030108 185,858.00 5,092 SOLE 29 5,092
FLEET BOSTON FINANCIAL CO COMMON 339030108 41,208.50 1,129 SOLE 38 1,129
FLEET BOSTON FINANCIAL CO COMMON 339030108 49,092.50 1,345 SOLE 51 1,345
FLORIDA PROGRESS CORP COMMON 341109106 17,983.00 392 SOLE 38 392
FLORIDA PROGRESS CORP COMMON 341109106 21,423.63 467 SOLE 51 467
FLOWERS INDUSTRIES INC COMMON 343496105 12,150.00 800 SOLE 19 800
FLOWSERVE CORP COMMON 34354P105 10,300.00 800 SOLE 19 800
FLUOR CORPORATION COMMON 343861100 1,767.00 57 SOLE 38 57
FLUOR CORPORATION COMMON 343861100 2,077.00 67 SOLE 51 67
FMC CORPORATION COMMON 302491303 33,900.00 600 SOLE 19 600
FMC CORPORATION COMMON 302491303 8,362.00 148 SOLE 38 148
FMC CORPORATION COMMON 302491303 10,000.50 177 SOLE 51 177
FORD MOTOR COMPANY COMMON 345370100 3,904,687.50 85,000 SOLE 2 85,000
FORD MOTOR COMPANY COMMON 345370100 459,375.00 10,000 SOLE 3 10,000
FORD MOTOR COMPANY COMMON 345370100 4,593,750.00 100,000 SOLE 10 100,000
FORD MOTOR COMPANY COMMON 345370100 6,890,625.00 150,000 SOLE 11 150,000
FORD MOTOR COMPANY COMMON 345370100 174,562.50 3,800 SOLE 19 3,800
FORD MOTOR COMPANY COMMON 345370100 111,352.50 2,424 SOLE 38 2,424
FORD MOTOR COMPANY COMMON 345370100 132,621.56 2,887 SOLE 51 2,887
FORD MOTOR COMPANY COMMON 345370100 87,281.25 1,900 SOLE 520 1,900
FORD MOTOR COMPANY COMMON 345370100 91,875.00 2,000 SOLE 530 2,000
FORD MOTOR COMPANY COMMON 345370100 13,781.25 300 SOLE 540 300
FORD MOTOR COMPANY COMMON 345370100 68,906.25 1,500 SOLE 560 1,500
FORD MOTOR COMPANY COMMON 345370100 13,781.25 300 SOLE 570 300
FOREST LABORATORIES, INC. COMMON 345838106 152,100.00 1,800 SOLE 18 1,800
FOREST LABORATORIES, INC. COMMON 345838106 76,050.00 900 SOLE 19 900
FOREST OIL CORPORATION COMMON 346091606 1,381,250.00 130,000 SOLE 1 130,000
FOREST OIL CORPORATION COMMON 346091606 3,931,250.00 370,000 SOLE 15 370,000
FOREST OIL CORPORATION COMMON 346091606 903,125.00 85,000 SOLE 29 85,000
FOREST OIL CORPORATION COMMON 346091606 658,750.00 62,000 SOLE 35 62,000
FORT JAMES CORPORATION COMMON 347471104 24,200.00 1,100 SOLE 19 1,100
FORT JAMES CORPORATION COMMON 347471104 1,579,600.00 71,800 SOLE 20 71,800
FORT JAMES CORPORATION COMMON 347471104 7,392.00 336 SOLE 38 336
FORT JAMES CORPORATION COMMON 347471104 8,800.00 400 SOLE 51 400
FORTUNE BRANDS INC. COMMON 349631101 22,500.00 900 SOLE 19 900
FORTUNE BRANDS INC. COMMON 349631101 722,500.00 28,900 SOLE 20 28,900
FORTUNE BRANDS INC. COMMON 349631101 5,875.00 235 SOLE 38 235
FORTUNE BRANDS INC. COMMON 349631101 7,000.00 280 SOLE 51 280
FOUNDATION HEALTH SYSTEMS COMMON 350404109 13,600.00 1,700 SOLE 19 1,700
FPL GROUP, INC COMMON 302571104 32,243.75 700 SOLE 19 700
FPL GROUP, INC COMMON 302571104 19,438.38 422 SOLE 38 422
FPL GROUP, INC COMMON 302571104 23,169.44 503 SOLE 51 503
FRANCE TELECOM SA ADR COMMON 35177Q105 230,018.75 1,300 SOLE 19 1,300
FRANCHISE FINANCE CORP COMMON 351807102 133,974.00 5,600 SOLE 1 5,600
FRANKLIN RESOURCES INC COMMON 354613101 30,093.75 900 SOLE 19 900
FRANKLIN RESOURCES INC COMMON 354613101 13,074.06 391 SOLE 38 391
FRANKLIN RESOURCES INC COMMON 354613101 15,548.44 465 SOLE 51 465
FREDDIE MAC COMMON 313400301 6,186,250.00 140,000 SOLE 2 140,000
FREDDIE MAC COMMON 313400301 662,812.50 15,000 SOLE 3 15,000
FREDDIE MAC COMMON 313400301 7,070,000.00 160,000 SOLE 10 160,000
FREDDIE MAC COMMON 313400301 6,314,393.75 142,900 SOLE 11 142,900
FREDDIE MAC COMMON 313400301 1,272,600.00 28,800 SOLE 16 28,800
FREDDIE MAC COMMON 313400301 114,887.50 2,600 SOLE 19 2,600
FREDDIE MAC COMMON 313400301 136,981.25 3,100 SOLE 34 3,100
FREDDIE MAC COMMON 313400301 41,006.00 928 SOLE 38 928
FREDDIE MAC COMMON 313400301 48,827.19 1,105 SOLE 51 1,105
FREDDIE MAC COMMON 313400301 88,375.00 2,000 SOLE 500 2,000
FREDDIE MAC COMMON 313400301 136,981.25 3,100 SOLE 520 3,100
FREDDIE MAC COMMON 313400301 150,237.50 3,400 SOLE 530 3,400
FREDDIE MAC COMMON 313400301 26,512.50 600 SOLE 540 600
FREDDIE MAC COMMON 313400301 132,562.50 3,000 SOLE 560 3,000
FREDDIE MAC COMMON 313400301 26,512.50 600 SOLE 570 600
FREEPORT-MCMORAN COMMON 35671D105 68,975.00 6,200 SOLE 18 6,200
FREEPORT-MCMORAN COPPER-B COMMON 35671D857 6,911.81 573 SOLE 38 573
FREEPORT-MCMORAN COPPER-B COMMON 35671D857 8,226.63 682 SOLE 51 682
FTI CONSULTING INC COMMON 302941109 927,500.00 140,000 SOLE 15 140,000
GABLES RESIDENTIAL TRUST COMMON 362418105 67,600.00 2,650 SOLE 1 2,650
GALLAHER GROUP PLC -ADR COMMON 363595109 9,843.75 500 SOLE 19 500
GANNETT INC COMMON 364730101 7,037,500.00 100,000 SOLE 2 100,000
GANNETT INC COMMON 364730101 563,000.00 8,000 SOLE 3 8,000
GANNETT INC COMMON 364730101 8,796,875.00 125,000 SOLE 10 125,000
GANNETT INC COMMON 364730101 7,037,500.00 100,000 SOLE 11 100,000
GANNETT INC COMMON 364730101 63,337.50 900 SOLE 19 900
GANNETT INC COMMON 364730101 98,525.00 1,400 SOLE 32 1,400
GANNETT INC COMMON 364730101 33,920.75 482 SOLE 38 482
GANNETT INC COMMON 364730101 40,395.25 574 SOLE 51 574
GANNETT INC COMMON 364730101 91,487.50 1,300 SOLE 520 1,300
GANNETT INC COMMON 364730101 98,525.00 1,400 SOLE 530 1,400
GANNETT INC COMMON 364730101 14,075.00 200 SOLE 540 200
GANNETT INC COMMON 364730101 70,375.00 1,000 SOLE 560 1,000
GANNETT INC COMMON 364730101 14,075.00 200 SOLE 570 200
GAP INC COMMON 364760108 229,137.50 4,600 SOLE 18 4,600
GAP INC COMMON 364760108 140,072.75 2,812 SOLE 19 2,812
GAP INC COMMON 364760108 77,807.13 1,562 SOLE 38 1,562
GAP INC COMMON 364760108 92,651.25 1,860 SOLE 51 1,860
GATEWAY, INC. COMMON 367626108 35,139.00 663 SOLE 38 663
GATEWAY, INC. COMMON 367626108 41,817.00 789 SOLE 51 789
GENCORP, INC. COMMON 368682100 6,200.00 800 SOLE 19 800
GENERAL DYNAMICS CORP COMMON 369550108 72,137.50 1,450 SOLE 32 1,450
GENERAL DYNAMICS CORP COMMON 369550108 26,118.75 525 SOLE 38 525
GENERAL DYNAMICS CORP COMMON 369550108 31,093.75 625 SOLE 51 625
GENERAL ELECTRIC CO COMMON 369604103 46,556,250.00 300,000 SOLE 2 300,000
GENERAL ELECTRIC CO COMMON 369604103 2,327,812.50 15,000 SOLE 3 15,000
GENERAL ELECTRIC CO COMMON 369604103 55,867,500.00 360,000 SOLE 10 360,000
GENERAL ELECTRIC CO COMMON 369604103 26,381,875.00 170,000 SOLE 11 170,000
GENERAL ELECTRIC CO COMMON 369604103 419,006.25 2,700 SOLE 18 2,700
GENERAL ELECTRIC CO COMMON 369604103 1,769,137.50 11,400 SOLE 19 11,400
GENERAL ELECTRIC CO COMMON 369604103 325,893.75 2,100 SOLE 32 2,100
GENERAL ELECTRIC CO COMMON 369604103 963,869.56 6,211 SOLE 38 6,211
GENERAL ELECTRIC CO COMMON 369604103 1,147,921.94 7,397 SOLE 51 7,397
GENERAL ELECTRIC CO COMMON 369604103 3,771,056.25 24,300 SOLE 53 24,300
GENERAL ELECTRIC CO COMMON 369604103 3,336,531.25 21,500 SOLE 70 21,500
GENERAL ELECTRIC CO COMMON 369604103 713,862.50 4,600 SOLE 520 4,600
GENERAL ELECTRIC CO COMMON 369604103 775,937.50 5,000 SOLE 530 5,000
GENERAL ELECTRIC CO COMMON 369604103 124,150.00 800 SOLE 540 800
GENERAL ELECTRIC CO COMMON 369604103 605,231.25 3,900 SOLE 560 3,900
GENERAL ELECTRIC CO COMMON 369604103 139,668.75 900 SOLE 570 900
GENERAL GROWTH PROP COMMON 370021107 129,456.00 3,500 SOLE 1 3,500
GENERAL MILLS COMMON 370334104 904,687.50 25,000 SOLE 16 25,000
GENERAL MILLS COMMON 370334104 43,425.00 1,200 SOLE 19 1,200
GENERAL MILLS COMMON 370334104 3,021,656.25 83,500 SOLE 20 83,500
GENERAL MILLS COMMON 370334104 108,562.50 3,000 SOLE 34 3,000
GENERAL MILLS COMMON 370334104 17,840.44 493 SOLE 38 493
GENERAL MILLS COMMON 370334104 21,242.06 587 SOLE 51 587
GENERAL MOTORS CORPORATIO COMMON 370442105 3,312,500.00 40,000 SOLE 2 40,000
GENERAL MOTORS CORPORATIO COMMON 370442105 414,062.50 5,000 SOLE 3 5,000
GENERAL MOTORS CORPORATIO COMMON 370442105 770,156.25 9,300 SOLE 6 9,300
GENERAL MOTORS CORPORATIO COMMON 370442105 3,726,562.50 45,000 SOLE 10 45,000
GENERAL MOTORS CORPORATIO COMMON 370442105 4,140,625.00 50,000 SOLE 11 50,000
GENERAL MOTORS CORPORATIO COMMON 370442105 5,664,375.00 68,400 SOLE 13 68,400
GENERAL MOTORS CORPORATIO COMMON 370442105 173,906.25 2,100 SOLE 19 2,100
GENERAL MOTORS CORPORATIO COMMON 370442105 107,159.38 1,294 SOLE 38 1,294
GENERAL MOTORS CORPORATIO COMMON 370442105 127,531.25 1,540 SOLE 51 1,540
GENUINE PARTS COMPANY COMMON 372460105 22,681.25 950 SOLE 19 950
GENUINE PARTS COMPANY COMMON 372460105 1,327,450.00 55,600 SOLE 20 55,600
GENUINE PARTS COMPANY COMMON 372460105 6,207.50 260 SOLE 38 260
GENUINE PARTS COMPANY COMMON 372460105 7,377.38 309 SOLE 51 309
GENZYME CORPORATION COMMON 372917104 305,762.50 6,100 SOLE 6 6,100
GENZYME CORPORATION COMMON 372917104 2,711,762.50 54,100 SOLE 13 54,100
GENZYME CORPORATION COMMON 372917104 180,450.00 3,600 SOLE 18 3,600
GENZYME CORPORATION COMMON 372917104 30,075.00 600 SOLE 19 600
GENZYME SURGICAL PRODUCTS COMMON 372917609 1,175.00 100 SOLE 19 100
GENZYME-MOLECULAR ONC COMMON 372917500 1,512.50 100 SOLE 19 100
GEORGIA-PACIFIC (TIMBER) COMMON 373298702 51,250.00 2,000 SOLE 19 2,000
GEORGIA-PACIFIC GROUP COMMON 373298108 31,650.00 800 SOLE 19 800
GEORGIA-PACIFIC GROUP COMMON 373298108 9,297.19 235 SOLE 38 235
GEORGIA-PACIFIC GROUP COMMON 373298108 11,077.50 280 SOLE 51 280
GIGAMEDIA LIMITED COMMON 2548768 40,145.00 740 SOLE 39 740
GIGAMEDIA LIMITED COMMON 2548768 28,752.50 530 SOLE 52 530
GILEAD SCIENCES, INC. COMMON 375558103 424,612.50 6,700 SOLE 6 6,700
GILEAD SCIENCES, INC. COMMON 375558103 3,606,037.50 56,900 SOLE 13 56,900
GILEAD SCIENCES, INC. COMMON 375558103 139,425.00 2,200 SOLE 18 2,200
GILEAD SCIENCES, INC. COMMON 375558103 31,687.50 500 SOLE 19 500
GILLETTE COMPANY COMMON 375766102 3,768,750.00 100,000 SOLE 2 100,000
GILLETTE COMPANY COMMON 375766102 4,899,375.00 130,000 SOLE 10 130,000
GILLETTE COMPANY COMMON 375766102 1,243,687.50 33,000 SOLE 16 33,000
GILLETTE COMPANY COMMON 375766102 116,831.25 3,100 SOLE 19 3,100
GILLETTE COMPANY COMMON 375766102 131,906.25 3,500 SOLE 34 3,500
GILLETTE COMPANY COMMON 375766102 72,586.13 1,926 SOLE 38 1,926
GILLETTE COMPANY COMMON 375766102 86,455.13 2,294 SOLE 51 2,294
GILLETTE COMPANY COMMON 375766102 86,681.25 2,300 SOLE 520 2,300
GILLETTE COMPANY COMMON 375766102 90,450.00 2,400 SOLE 530 2,400
GILLETTE COMPANY COMMON 375766102 15,075.00 400 SOLE 540 400
GILLETTE COMPANY COMMON 375766102 64,068.75 1,700 SOLE 560 1,700
GILLETTE COMPANY COMMON 375766102 15,075.00 400 SOLE 570 400
GLATFELTER (P.H.) CO COMMON 377316104 7,437.50 700 SOLE 19 700
GLAXO WELLCOME PLC ADR COMMON 37733W105 320,950.00 5,600 SOLE 6 5,600
GLAXO WELLCOME PLC ADR COMMON 37733W105 2,642,106.25 46,100 SOLE 13 46,100
GLAXO WELLCOME PLC ADR COMMON 37733W105 154,743.75 2,700 SOLE 19 2,700
GLENBOROUGH REALTY TRUST COMMON 37803P105 66,561.00 3,300 SOLE 1 3,300
GLOBAL CROSSING, LTD. COMMON G3921A100 41,346.88 1,010 SOLE 38 1,010
GLOBAL CROSSING, LTD. COMMON G3921A100 49,247.81 1,203 SOLE 51 1,203
GLOBAL CROSSING, LTD. COMMON G3921A100 32,750.00 800 SOLE 500 800
GLOBAL MARINE, INC. COMMON 379352404 58,362.50 2,300 SOLE 19 2,300
GLOBAL MARINE, INC. COMMON 379352404 964,250.00 38,000 SOLE 29 38,000
GOLDEN WEST FINANCIAL COMMON 381317106 31,187.50 1,000 SOLE 19 1,000
GOLDEN WEST FINANCIAL COMMON 381317106 6,736.50 216 SOLE 38 216
GOLDEN WEST FINANCIAL COMMON 381317106 8,015.19 257 SOLE 51 257
GOLDMAN SACHS GROUP INC COMMON 38141G104 147,175.00 1,400 SOLE 18 1,400
GOODYEAR TIRE & RUBBER CO COMMON 382550101 20,981.25 900 SOLE 19 900
GPU, INC. COMMON 36225X100 3,969.38 145 SOLE 38 145
GPU, INC. COMMON 36225X100 4,735.88 173 SOLE 51 173
GRAINGER W.W. INC. COMMON 384802104 6,347.25 117 SOLE 38 117
GRAINGER W.W. INC. COMMON 384802104 7,540.75 139 SOLE 51 139
GRANITE CONSTRUCTION, INC COMMON 387328107 18,900.00 700 SOLE 19 700
GREAT ATLANTIC & PAC TEA COMMON 390064103 6,337.50 325 SOLE 38 325
GREAT ATLANTIC & PAC TEA COMMON 390064103 7,546.50 387 SOLE 51 387
GREAT LAKES CHEMICAL COMMON 390568103 23,800.00 700 SOLE 19 700
GREAT LAKES CHEMICAL COMMON 390568103 1,207,000.00 35,500 SOLE 20 35,500
GREAT LAKES CHEMICAL COMMON 390568103 1,156.00 34 SOLE 38 34
GREAT LAKES CHEMICAL COMMON 390568103 1,360.00 40 SOLE 51 40
GREENPOINT FINANCIAL CORP COMMON 395384100 15,700.00 800 SOLE 19 800
GREY WOLF INC COMMON 397888108 374,456.25 95,100 SOLE 36 95,100
GREY WOLF INC COMMON 397888108 885,150.00 224,800 SOLE 50 224,800
GRUPO TELEVISA S.A.GDR COMMON 40049J206 1,347,760.00 19,820 SOLE 6 19,820
GRUPO TELEVISA S.A.GDR COMMON 40049J206 9,339,800.00 137,350 SOLE 13 137,350
GRUPO TELEVISA S.A.GDR COMMON 40049J206 68,000.00 1,000 SOLE 39 1,000
GRUPO TELEVISA S.A.GDR COMMON 40049J206 102,000.00 1,500 SOLE 52 1,500
GTE CORP COMMON 362320103 12,070,000.00 170,000 SOLE 2 170,000
GTE CORP COMMON 362320103 14,200,000.00 200,000 SOLE 10 200,000
GTE CORP COMMON 362320103 227,200.00 3,200 SOLE 19 3,200
GTE CORP COMMON 362320103 3,287,300.00 46,300 SOLE 20 46,300
GTE CORP COMMON 362320103 126,735.00 1,785 SOLE 38 1,785
GTE CORP COMMON 362320103 150,875.00 2,125 SOLE 51 2,125
GTE CORP COMMON 362320103 248,500.00 3,500 SOLE 520 3,500
GTE CORP COMMON 362320103 291,100.00 4,100 SOLE 530 4,100
GTE CORP COMMON 362320103 42,600.00 600 SOLE 540 600
GTE CORP COMMON 362320103 191,700.00 2,700 SOLE 560 2,700
GTE CORP COMMON 362320103 42,600.00 600 SOLE 570 600
GUIDANT CORP COMMON 401698105 5,881,250.00 100,000 SOLE 10 100,000
GUIDANT CORP COMMON 401698105 1,752,612.50 29,800 SOLE 16 29,800
GUIDANT CORP COMMON 401698105 58,812.50 1,000 SOLE 19 1,000
GUIDANT CORP COMMON 401698105 97,040.63 1,650 SOLE 32 1,650
GUIDANT CORP COMMON 401698105 211,725.00 3,600 SOLE 34 3,600
GUIDANT CORP COMMON 401698105 30,464.88 518 SOLE 38 518
GUIDANT CORP COMMON 401698105 36,287.31 617 SOLE 51 617
GUILFORD PHARMACEUTICALS COMMON 401829106 1,162,500.00 50,000 SOLE 1 50,000
GUILFORD PHARMACEUTICALS COMMON 401829106 3,255,000.00 140,000 SOLE 15 140,000
H & R BLOCK INC. COMMON 093671105 35,800.00 800 SOLE 19 800
H & R BLOCK INC. COMMON 093671105 1,042,675.00 23,300 SOLE 20 23,300
H & R BLOCK INC. COMMON 093671105 15,349.25 343 SOLE 38 343
H & R BLOCK INC. COMMON 093671105 18,258.00 408 SOLE 51 408
H.J. HEINZ COMPANY COMMON 423074103 48,825.00 1,400 SOLE 19 1,400
H.J. HEINZ COMPANY COMMON 423074103 1,755,956.25 50,350 SOLE 20 50,350
H.J. HEINZ COMPANY COMMON 423074103 21,029.63 603 SOLE 38 603
H.J. HEINZ COMPANY COMMON 423074103 25,040.25 718 SOLE 51 718
HALLIBURTON COMPANY COMMON 406216101 615,000.00 15,000 SOLE 3 15,000
HALLIBURTON COMPANY COMMON 406216101 8,200,000.00 200,000 SOLE 11 200,000
HALLIBURTON COMPANY COMMON 406216101 69,700.00 1,700 SOLE 19 1,700
HALLIBURTON COMPANY COMMON 406216101 31,283.00 763 SOLE 38 763
HALLIBURTON COMPANY COMMON 406216101 37,269.00 909 SOLE 51 909
HANNA (M.A.) COMPANY COMMON 410522106 10,181.25 900 SOLE 19 900
HANNAFORD BROS CO COMMON 410550107 199,125.00 2,700 SOLE 38 2,700
HANNAFORD BROS CO COMMON 410550107 110,625.00 1,500 SOLE 51 1,500
HARBINGER CORP COMMON 41145C103 4,779,412.50 164,100 SOLE 1 164,100
HARBINGER CORP COMMON 41145C103 13,278,087.50 455,900 SOLE 15 455,900
HARCOURT GENERAL, INC. COMMON 41163G101 2,235.00 60 SOLE 38 60
HARCOURT GENERAL, INC. COMMON 41163G101 2,682.00 72 SOLE 51 72
HARLEY DAVIDSON, INC. COMMON 412822108 3,571,875.00 45,000 SOLE 2 45,000
HARLEY DAVIDSON, INC. COMMON 412822108 190,500.00 2,400 SOLE 3 2,400
HARLEY DAVIDSON, INC. COMMON 412822108 4,365,625.00 55,000 SOLE 10 55,000
HARLEY DAVIDSON, INC. COMMON 412822108 2,262,187.50 28,500 SOLE 11 28,500
HARLEY DAVIDSON, INC. COMMON 412822108 127,000.00 1,600 SOLE 19 1,600
HARLEY DAVIDSON, INC. COMMON 412822108 47,625.00 600 SOLE 32 600
HARLEY DAVIDSON, INC. COMMON 412822108 19,605.63 247 SOLE 38 247
HARLEY DAVIDSON, INC. COMMON 412822108 23,415.63 295 SOLE 51 295
HARLEY DAVIDSON, INC. COMMON 412822108 1,873,250.00 23,600 SOLE 53 23,600
HARLEY DAVIDSON, INC. COMMON 412822108 1,436,687.50 18,100 SOLE 70 18,100
HARRAH'S ENTERTAINMENT COMMON 413619107 8,260.31 445 SOLE 38 445
HARRAH'S ENTERTAINMENT COMMON 413619107 9,838.13 530 SOLE 51 530
HARSCO CORPORATION COMMON 415864107 20,256.25 700 SOLE 19 700
HARTFORD FINL SVCS GRP COMMON 416515104 6,330,000.00 120,000 SOLE 2 120,000
HARTFORD FINL SVCS GRP COMMON 416515104 7,912,500.00 150,000 SOLE 10 150,000
HARTFORD FINL SVCS GRP COMMON 416515104 42,200.00 800 SOLE 19 800
HARTFORD FINL SVCS GRP COMMON 416515104 16,985.50 322 SOLE 38 322
HARTFORD FINL SVCS GRP COMMON 416515104 20,203.25 383 SOLE 51 383
HARTFORD FINL SVCS GRP COMMON 416515104 89,675.00 1,700 SOLE 520 1,700
HARTFORD FINL SVCS GRP COMMON 416515104 94,950.00 1,800 SOLE 530 1,800
HARTFORD FINL SVCS GRP COMMON 416515104 15,825.00 300 SOLE 540 300
HARTFORD FINL SVCS GRP COMMON 416515104 68,575.00 1,300 SOLE 560 1,300
HARTFORD FINL SVCS GRP COMMON 416515104 15,825.00 300 SOLE 570 300
HASBRO INC COMMON 418056107 940,500.00 57,000 SOLE 1 57,000
HASBRO INC COMMON 418056107 283,800.00 17,200 SOLE 6 17,200
HASBRO INC COMMON 418056107 2,370,225.00 143,650 SOLE 13 143,650
HASBRO INC COMMON 418056107 3,267,000.00 198,000 SOLE 15 198,000
HASBRO INC COMMON 418056107 788,700.00 47,800 SOLE 20 47,800
HASBRO INC COMMON 418056107 13,728.00 832 SOLE 38 832
HASBRO INC COMMON 418056107 16,351.50 991 SOLE 51 991
HEALTH MANAGEMENT ASS. COMMON 421933102 45,600.00 3,200 SOLE 19 3,200
HEALTHEON/WEBMD CORP COMMON 422209106 103,500.00 4,500 SOLE 6 4,500
HEALTHEON/WEBMD CORP COMMON 422209106 752,100.00 32,700 SOLE 13 32,700
HEALTHSOUTH CORP COMMON 421924101 17,800.00 3,200 SOLE 19 3,200
HEALTHSOUTH CORP COMMON 421924101 8,621.88 1,550 SOLE 38 1,550
HEALTHSOUTH CORP COMMON 421924101 10,268.38 1,846 SOLE 51 1,846
HELMERICH & PAYNE INC COMMON 423452101 12,400.00 400 SOLE 19 400
HENRY (JACK) & ASSOCIATES COMMON 426281101 2,868,875.00 77,800 SOLE 1 77,800
HENRY (JACK) & ASSOCIATES COMMON 426281101 7,234,875.00 196,200 SOLE 15 196,200
HERCULES INC COMMON 427056106 972,337.50 60,300 SOLE 20 60,300
HERCULES INC COMMON 427056106 3,241.13 201 SOLE 38 201
HERCULES INC COMMON 427056106 3,870.00 240 SOLE 51 240
HERMAN MILLER INC. COMMON 600544100 28,000.00 1,000 SOLE 19 1,000
HERSHEY FOODS CORP COMMON 427866108 29,400.00 600 SOLE 19 600
HERSHEY FOODS CORP COMMON 427866108 2,322,600.00 47,400 SOLE 20 47,400
HEWLETT-PACKARD CO COMMON 428236103 9,942,187.50 75,000 SOLE 2 75,000
HEWLETT-PACKARD CO COMMON 428236103 265,125.00 2,000 SOLE 3 2,000
HEWLETT-PACKARD CO COMMON 428236103 11,930,625.00 90,000 SOLE 10 90,000
HEWLETT-PACKARD CO COMMON 428236103 3,579,187.50 27,000 SOLE 11 27,000
HEWLETT-PACKARD CO COMMON 428236103 3,035,681.25 22,900 SOLE 16 22,900
HEWLETT-PACKARD CO COMMON 428236103 278,381.25 2,100 SOLE 18 2,100
HEWLETT-PACKARD CO COMMON 428236103 410,943.75 3,100 SOLE 19 3,100
HEWLETT-PACKARD CO COMMON 428236103 371,175.00 2,800 SOLE 34 2,800
HEWLETT-PACKARD CO COMMON 428236103 248,289.56 1,873 SOLE 38 1,873
HEWLETT-PACKARD CO COMMON 428236103 296,012.06 2,233 SOLE 51 2,233
HEWLETT-PACKARD CO COMMON 428236103 145,818.75 1,100 SOLE 520 1,100
HEWLETT-PACKARD CO COMMON 428236103 145,818.75 1,100 SOLE 530 1,100
HEWLETT-PACKARD CO COMMON 428236103 26,512.50 200 SOLE 540 200
HEWLETT-PACKARD CO COMMON 428236103 106,050.00 800 SOLE 560 800
HEWLETT-PACKARD CO COMMON 428236103 26,512.50 200 SOLE 570 200
HIBERNIA CORP COMMON 428656102 15,750.00 1,500 SOLE 19 1,500
HIGH SPEED ACCESS CORP COMMON 42979U102 825,550.00 63,200 SOLE 1 63,200
HIGH SPEED ACCESS CORP COMMON 42979U102 2,309,450.00 176,800 SOLE 15 176,800
HIGH SPEED ACCESS CORP COMMON 42979U102 13,062.50 1,000 SOLE 500 1,000
HIGHWOODS PROPERTIES COMMON 431284108 160,800.00 6,000 SOLE 1 6,000
HILLENBRAND INDUSTRIES COMMON 431573104 23,800.00 700 SOLE 19 700
HILTON HOTELS CORPORATION COMMON 432848109 649,450.00 83,800 SOLE 20 83,800
HILTON HOTELS CORPORATION COMMON 432848109 5,378.50 694 SOLE 38 694
HILTON HOTELS CORPORATION COMMON 432848109 6,409.25 827 SOLE 51 827
HISPANIC BROADCASTING COMMON 43357B104 56,625.00 500 SOLE 19 500
HITACHI LTD -ADR COMMON 433578507 121,875.00 1,000 SOLE 19 1,000
HNC SOFTWARE, INC. COMMON 40425P107 1,657,437.50 23,000 SOLE 1 23,000
HNC SOFTWARE, INC. COMMON 40425P107 4,648,031.25 64,500 SOLE 15 64,500
HOME DEPOT INC COMMON 437076102 11,610,000.00 180,000 SOLE 2 180,000
HOME DEPOT INC COMMON 437076102 387,000.00 6,000 SOLE 3 6,000
HOME DEPOT INC COMMON 437076102 14,512,500.00 225,000 SOLE 10 225,000
HOME DEPOT INC COMMON 437076102 4,773,000.00 74,000 SOLE 11 74,000
HOME DEPOT INC COMMON 437076102 1,296,450.00 20,100 SOLE 16 20,100
HOME DEPOT INC COMMON 437076102 512,775.00 7,950 SOLE 19 7,950
HOME DEPOT INC COMMON 437076102 154,800.00 2,400 SOLE 34 2,400
HOME DEPOT INC COMMON 437076102 277,995.00 4,310 SOLE 38 4,310
HOME DEPOT INC COMMON 437076102 331,078.50 5,133 SOLE 51 5,133
HOME DEPOT INC COMMON 437076102 1,876,950.00 29,100 SOLE 53 29,100
HOME DEPOT INC COMMON 437076102 1,664,100.00 25,800 SOLE 70 25,800
HOME DEPOT INC COMMON 437076102 219,300.00 3,400 SOLE 520 3,400
HOME DEPOT INC COMMON 437076102 219,300.00 3,400 SOLE 530 3,400
HOME DEPOT INC COMMON 437076102 38,700.00 600 SOLE 540 600
HOME DEPOT INC COMMON 437076102 154,800.00 2,400 SOLE 560 2,400
HOME DEPOT INC COMMON 437076102 38,700.00 600 SOLE 570 600
HOMESTAKE MINING COMMON 437614100 2,982.00 497 SOLE 38 497
HOMESTAKE MINING COMMON 437614100 3,546.00 591 SOLE 51 591
HONDA MOTOR CO LTD-ADR COMMON 438128308 65,000.00 800 SOLE 19 800
HONEYWELL INTERNATIONAL COMMON 438516106 5,268,750.00 100,000 SOLE 2 100,000
HONEYWELL INTERNATIONAL COMMON 438516106 237,093.75 4,500 SOLE 3 4,500
HONEYWELL INTERNATIONAL COMMON 438516106 5,268,750.00 100,000 SOLE 10 100,000
HONEYWELL INTERNATIONAL COMMON 438516106 3,703,931.25 70,300 SOLE 11 70,300
HONEYWELL INTERNATIONAL COMMON 438516106 131,718.75 2,500 SOLE 18 2,500
HONEYWELL INTERNATIONAL COMMON 438516106 125,765.06 2,387 SOLE 19 2,387
HONEYWELL INTERNATIONAL COMMON 438516106 75,343.13 1,430 SOLE 38 1,430
HONEYWELL INTERNATIONAL COMMON 438516106 89,674.13 1,702 SOLE 51 1,702
HONEYWELL INTERNATIONAL COMMON 438516106 79,031.25 1,500 SOLE 500 1,500
HONEYWELL INTERNATIONAL COMMON 438516106 100,106.25 1,900 SOLE 520 1,900
HONEYWELL INTERNATIONAL COMMON 438516106 10,537.50 200 SOLE 530 200
HONEYWELL INTERNATIONAL COMMON 438516106 15,806.25 300 SOLE 540 300
HOOPER HOLMES INC COMMON 439104100 1,091,137.50 31,800 SOLE 1 31,800
HOOPER HOLMES INC COMMON 439104100 3,273,412.50 95,400 SOLE 15 95,400
HORACE MANN EDUCATORS COMMON 440327104 2,101,875.00 114,000 SOLE 15 114,000
HORACE MANN EDUCATORS COMMON 440327104 265,500.00 14,400 SOLE 29 14,400
HORACE MANN EDUCATORS COMMON 440327104 239,687.50 13,000 SOLE 35 13,000
HORMEL FOODS CORP COMMON 440452100 26,300.00 1,600 SOLE 19 1,600
HORMEL FOODS CORP COMMON 440452100 282,725.00 17,200 SOLE 29 17,200
HORMEL FOODS CORP COMMON 440452100 328,750.00 20,000 SOLE 35 20,000
HOSPITALITY PROP TRUST COMMON 44106M102 109,734.00 4,200 SOLE 1 4,200
HOUSEHOLD INTERNTL INC COMMON 441815107 1,089,525.00 29,200 SOLE 16 29,200
HOUSEHOLD INTERNTL INC COMMON 441815107 52,237.50 1,400 SOLE 19 1,400
HOUSEHOLD INTERNTL INC COMMON 441815107 119,400.00 3,200 SOLE 32 3,200
HOUSEHOLD INTERNTL INC COMMON 441815107 134,325.00 3,600 SOLE 34 3,600
HOUSEHOLD INTERNTL INC COMMON 441815107 30,260.44 811 SOLE 38 811
HOUSEHOLD INTERNTL INC COMMON 441815107 36,043.88 966 SOLE 51 966
HSB GROUP INC COMMON 40428N109 11,575.00 400 SOLE 19 400
HUB GROUP INC-CL A COMMON 443320106 276,025.00 18,100 SOLE 29 18,100
HUB GROUP INC-CL A COMMON 443320106 234,850.00 15,400 SOLE 35 15,400
HUBBELL INC, CLASS B COMMON 443510201 19,162.50 700 SOLE 19 700
HUBBELL INC, CLASS B COMMON 443510201 1,193,550.00 43,600 SOLE 20 43,600
HUMAN GENOME SCIENCES INC COMMON 444903108 257,493.75 3,100 SOLE 6 3,100
HUMAN GENOME SCIENCES INC COMMON 444903108 1,744,312.50 21,000 SOLE 13 21,000
HUMANA, INC. COMMON 444859102 6,690.94 915 SOLE 38 915
HUMANA, INC. COMMON 444859102 7,970.63 1,090 SOLE 51 1,090
HUNTINGTON BANCSHARES COMMON 446150104 26,111.63 1,167 SOLE 19 1,167
HUNTINGTON BANCSHARES COMMON 446150104 9,039.50 404 SOLE 38 404
HUNTINGTON BANCSHARES COMMON 446150104 10,762.38 481 SOLE 51 481
HYPERION SOLUTIONS CORP COMMON 44914M104 780,000.00 24,000 SOLE 1 24,000
HYPERION SOLUTIONS CORP COMMON 44914M104 2,112,500.00 65,000 SOLE 15 65,000
IBM COMMON 459200101 18,880,000.00 160,000 SOLE 2 160,000
IBM COMMON 459200101 1,003,000.00 8,500 SOLE 3 8,500
IBM COMMON 459200101 460,200.00 3,900 SOLE 6 3,900
IBM COMMON 459200101 21,240,000.00 180,000 SOLE 10 180,000
IBM COMMON 459200101 12,626,000.00 107,000 SOLE 11 107,000
IBM COMMON 459200101 3,374,800.00 28,600 SOLE 13 28,600
IBM COMMON 459200101 5,239,200.00 44,400 SOLE 16 44,400
IBM COMMON 459200101 283,200.00 2,400 SOLE 18 2,400
IBM COMMON 459200101 708,000.00 6,000 SOLE 19 6,000
IBM COMMON 459200101 141,600.00 1,200 SOLE 32 1,200
IBM COMMON 459200101 637,200.00 5,400 SOLE 34 5,400
IBM COMMON 459200101 408,870.00 3,465 SOLE 38 3,465
IBM COMMON 459200101 486,986.00 4,127 SOLE 51 4,127
IBM COMMON 459200101 318,600.00 2,700 SOLE 520 2,700
IBM COMMON 459200101 318,600.00 2,700 SOLE 530 2,700
IBM COMMON 459200101 59,000.00 500 SOLE 540 500
IBM COMMON 459200101 224,200.00 1,900 SOLE 560 1,900
IBM COMMON 459200101 59,000.00 500 SOLE 570 500
IBP INC COMMON 449223106 18,900.00 1,200 SOLE 19 1,200
ICICI LIMITED - SPON ADR COMMON 44926P103 2,250,000.00 100,000 SOLE 13 100,000
ICN PHARMACEUTICALS INC. COMMON 448924100 19,075.00 700 SOLE 19 700
IDACORP INC COMMON 451107106 24,325.00 700 SOLE 19 700
IKON OFFICE SOLUTIONS, IN COMMON 451713101 6,806.25 1,100 SOLE 19 1,100
IKON OFFICE SOLUTIONS, IN COMMON 451713101 1,707.75 276 SOLE 38 276
IKON OFFICE SOLUTIONS, IN COMMON 451713101 2,029.50 328 SOLE 51 328
ILLINOIS TOOL WORKS COMMON 452308109 3,315,000.00 60,000 SOLE 2 60,000
ILLINOIS TOOL WORKS COMMON 452308109 3,591,250.00 65,000 SOLE 10 65,000
ILLINOIS TOOL WORKS COMMON 452308109 961,350.00 17,400 SOLE 16 17,400
ILLINOIS TOOL WORKS COMMON 452308109 66,300.00 1,200 SOLE 19 1,200
ILLINOIS TOOL WORKS COMMON 452308109 80,112.50 1,450 SOLE 32 1,450
ILLINOIS TOOL WORKS COMMON 452308109 127,075.00 2,300 SOLE 34 2,300
ILLINOIS TOOL WORKS COMMON 452308109 29,116.75 527 SOLE 38 527
ILLINOIS TOOL WORKS COMMON 452308109 34,641.75 627 SOLE 51 627
IMC GLOBAL INC COMMON 449669100 23,500.00 1,600 SOLE 19 1,600
IMPERIAL CHEM INDUST ADR COMMON 452704505 22,575.00 700 SOLE 19 700
IMPERIAL CHEM INDUST ADR COMMON 452704505 799,800.00 24,800 SOLE 20 24,800
IMPSAT FIBER NETWORKS INC COMMON 45321T103 25,508.00 911 SOLE 39 911
IMPSAT FIBER NETWORKS INC COMMON 45321T103 35,336.00 1,262 SOLE 52 1,262
IMS HEALTH, INC. COMMON 449934108 20,325.00 1,200 SOLE 19 1,200
IN FOCUS SYSTEMS INC COMMON 452919103 1,110,187.50 31,000 SOLE 50 31,000
INCO, LTD. COMMON 453258402 10,749.44 587 SOLE 38 587
INCO, LTD. COMMON 453258402 12,800.44 699 SOLE 51 699
INFINITY BROADCASTING COMMON 45662S102 32,375.00 1,000 SOLE 28 1,000
INFINITY BROADCASTING COMMON 45662S102 16,187.50 500 SOLE 33 500
INFONET SERVICES CORP COMMON 45666T106 62,920.13 2,781 SOLE 39 2,781
INFONET SERVICES CORP COMMON 45666T106 93,396.00 4,128 SOLE 52 4,128
INFORMATICA CORP COMMON 45666Q102 614,500.00 8,000 SOLE 36 8,000
INFORMATICA CORP COMMON 45666Q102 1,421,031.25 18,500 SOLE 50 18,500
INFORMIX CORP COMMON 456779107 33,875.00 2,000 SOLE 19 2,000
INGERSOLL-RAND COMMON 456866102 1,770,000.00 40,000 SOLE 2 40,000
INGERSOLL-RAND COMMON 456866102 300,900.00 6,800 SOLE 3 6,800
INGERSOLL-RAND COMMON 456866102 1,770,000.00 40,000 SOLE 10 40,000
INGERSOLL-RAND COMMON 456866102 3,548,850.00 80,200 SOLE 11 80,200
INGERSOLL-RAND COMMON 456866102 30,975.00 700 SOLE 19 700
INTEGRATED DEVICE TECH COMMON 458118106 733,062.50 18,500 SOLE 36 18,500
INTEGRATED DEVICE TECH COMMON 458118106 1,822,750.00 46,000 SOLE 50 46,000
INTEGRATED SILICON SOLUTI COMMON 45812P107 410,375.00 14,000 SOLE 36 14,000
INTEGRATED SILICON SOLUTI COMMON 45812P107 894,031.25 30,500 SOLE 50 30,500
INTEL CORPORATION COMMON 458140100 39,581,250.00 300,000 SOLE 2 300,000
INTEL CORPORATION COMMON 458140100 1,451,312.50 11,000 SOLE 3 11,000
INTEL CORPORATION COMMON 458140100 46,178,125.00 350,000 SOLE 10 350,000
INTEL CORPORATION COMMON 458140100 18,339,312.50 139,000 SOLE 11 139,000
INTEL CORPORATION COMMON 458140100 15,806,112.50 119,800 SOLE 16 119,800
INTEL CORPORATION COMMON 458140100 540,943.75 4,100 SOLE 18 4,100
INTEL CORPORATION COMMON 458140100 1,319,375.00 10,000 SOLE 19 10,000
INTEL CORPORATION COMMON 458140100 296,859.38 2,250 SOLE 32 2,250
INTEL CORPORATION COMMON 458140100 1,886,706.25 14,300 SOLE 34 14,300
INTEL CORPORATION COMMON 458140100 830,282.69 6,293 SOLE 38 6,293
INTEL CORPORATION COMMON 458140100 988,739.63 7,494 SOLE 51 7,494
INTEL CORPORATION COMMON 458140100 2,863,043.75 21,700 SOLE 53 21,700
INTEL CORPORATION COMMON 458140100 2,520,006.25 19,100 SOLE 70 19,100
INTEL CORPORATION COMMON 458140100 659,687.50 5,000 SOLE 520 5,000
INTEL CORPORATION COMMON 458140100 633,300.00 4,800 SOLE 530 4,800
INTEL CORPORATION COMMON 458140100 105,550.00 800 SOLE 540 800
INTEL CORPORATION COMMON 458140100 488,168.75 3,700 SOLE 560 3,700
INTEL CORPORATION COMMON 458140100 105,550.00 800 SOLE 570 800
INTERLINK ELECTRONICS INC COMMON 458751104 400,575.00 4,200 SOLE 36 4,200
INTERLINK ELECTRONICS INC COMMON 458751104 886,987.50 9,300 SOLE 50 9,300
INTERNATIONAL GAME TECH COMMON 459902102 444,593.75 20,500 SOLE 6 20,500
INTERNATIONAL GAME TECH COMMON 459902102 3,684,706.25 169,900 SOLE 13 169,900
INTERNATIONAL GAME TECH COMMON 459902102 34,700.00 1,600 SOLE 19 1,600
INTERNET CAPITAL GROUP COMMON 46059C106 666,506.25 7,380 SOLE 1 7,380
INTERNET CAPITAL GROUP COMMON 46059C106 1,856,825.00 20,560 SOLE 15 20,560
INTERNET PICTURES CORP COMMON 46059S101 271,500.00 8,000 SOLE 36 8,000
INTERNET PICTURES CORP COMMON 46059S101 644,812.50 19,000 SOLE 50 19,000
INTERPORE INTERNATIONAL, COMMON 46062W107 162,475.00 19,400 SOLE 1 19,400
INTERPORE INTERNATIONAL, COMMON 46062W107 465,650.00 55,600 SOLE 15 55,600
INTERPUBLIC GRP OF CO COMMON 460690100 47,250.00 1,000 SOLE 19 1,000
INTERPUBLIC GRP OF CO COMMON 460690100 22,396.50 474 SOLE 38 474
INTERPUBLIC GRP OF CO COMMON 460690100 26,649.00 564 SOLE 51 564
INTERSTATE BAKERIES COMMON 46072H108 11,400.00 800 SOLE 19 800
INTERVOICE INC. COMMON 461142101 288,750.00 10,000 SOLE 36 10,000
INTERVOICE INC. COMMON 461142101 707,437.50 24,500 SOLE 50 24,500
INTERVU COMMON 46114R106 495,000.00 5,500 SOLE 36 5,500
INTERVU COMMON 46114R106 1,080,000.00 12,000 SOLE 50 12,000
INTL FLAVORS & FRAGRANCE COMMON 459506101 1,406,006.25 40,100 SOLE 6 40,100
INTL FLAVORS & FRAGRANCE COMMON 459506101 10,389,018.75 296,300 SOLE 13 296,300
INTL FLAVORS & FRAGRANCE COMMON 459506101 24,543.75 700 SOLE 19 700
INTL FLAVORS & FRAGRANCE COMMON 459506101 1,931,943.75 55,100 SOLE 20 55,100
INTL FLAVORS & FRAGRANCE COMMON 459506101 4,207.50 120 SOLE 38 120
INTL FLAVORS & FRAGRANCE COMMON 459506101 5,013.94 143 SOLE 51 143
INTL PAPER COMPANY COMMON 460146103 812,250.00 19,000 SOLE 3 19,000
INTL PAPER COMPANY COMMON 460146103 10,687,500.00 250,000 SOLE 11 250,000
INTL PAPER COMPANY COMMON 460146103 81,225.00 1,900 SOLE 19 1,900
INTL PAPER COMPANY COMMON 460146103 2,471,805.00 57,820 SOLE 20 57,820
INTL PAPER COMPANY COMMON 460146103 39,800.25 931 SOLE 38 931
INTL PAPER COMPANY COMMON 460146103 47,409.75 1,109 SOLE 51 1,109
INTRANET SOLUTIONS INC COMMON 460939309 690,000.00 15,000 SOLE 36 15,000
INTRANET SOLUTIONS INC COMMON 460939309 1,633,000.00 35,500 SOLE 50 35,500
INTUIT INC COMMON 461202103 114,187.50 2,100 SOLE 19 2,100
INVITROGEN CORP COMMON 46185R100 249,668.75 4,300 SOLE 36 4,300
INVITROGEN CORP COMMON 46185R100 754,812.50 13,000 SOLE 50 13,000
ION NETWORKS INC COMMON 46205P100 366,512.50 10,900 SOLE 36 10,900
ION NETWORKS INC COMMON 46205P100 867,525.00 25,800 SOLE 50 25,800
IPALCO ENTERPRISES, INC. COMMON 462613100 25,350.00 1,300 SOLE 19 1,300
IPI COMMUNICATIONS INC COMMON 44980K206 20,188.00 98 SOLE 38 98
IPI COMMUNICATIONS INC COMMON 44980K206 24,102.00 117 SOLE 51 117
ITC DELTACOM INC. COMMON 45031T104 195,937.50 5,500 SOLE 36 5,500
ITC DELTACOM INC. COMMON 45031T104 391,875.00 11,000 SOLE 50 11,000
ITT EDUCATIONAL SERVICES COMMON 45068B109 960,000.00 60,000 SOLE 29 60,000
ITT EDUCATIONAL SERVICES COMMON 45068B109 384,000.00 24,000 SOLE 35 24,000
ITT INDUSTRIES, INC. COMMON 450911102 1,149.31 37 SOLE 38 37
ITT INDUSTRIES, INC. COMMON 450911102 1,366.75 44 SOLE 51 44
ITXC CORP COMMON 45069F109 630,637.50 13,400 SOLE 36 13,400
ITXC CORP COMMON 45069F109 1,496,587.50 31,800 SOLE 50 31,800
IVAX CORPORATION COMMON 465823102 81,750.00 3,000 SOLE 19 3,000
J C PENNEY COMMON 708160106 14,875.00 1,000 SOLE 19 1,000
J C PENNEY COMMON 708160106 441,787.50 29,700 SOLE 20 29,700
J C PENNEY COMMON 708160106 7,259.00 488 SOLE 38 488
J C PENNEY COMMON 708160106 8,642.38 581 SOLE 51 581
J P MORGAN & COMPANY INC. COMMON 616880100 1,462,425.00 11,100 SOLE 3 11,100
J P MORGAN & COMPANY INC. COMMON 616880100 16,982,575.00 128,900 SOLE 11 128,900
J P MORGAN & COMPANY INC. COMMON 616880100 79,050.00 600 SOLE 19 600
J P MORGAN & COMPANY INC. COMMON 616880100 2,371,500.00 18,000 SOLE 20 18,000
J P MORGAN & COMPANY INC. COMMON 616880100 698,275.00 5,300 SOLE 29 5,300
J P MORGAN & COMPANY INC. COMMON 616880100 658,750.00 5,000 SOLE 35 5,000
J P MORGAN & COMPANY INC. COMMON 616880100 50,460.25 383 SOLE 38 383
J P MORGAN & COMPANY INC. COMMON 616880100 60,209.75 457 SOLE 51 457
JACOBS ENGINEERING GROUP COMMON 469814107 19,350.00 600 SOLE 19 600
JDA SOFTWARE GROUP, INC. COMMON 46612K108 819,000.00 56,000 SOLE 29 56,000
JDA SOFTWARE GROUP, INC. COMMON 46612K108 511,875.00 35,000 SOLE 35 35,000
JDN REALTY CORP COMMON 465917102 66,839.00 3,350 SOLE 1 3,350
JDS UNIPHASE CORP COMMON 46612J101 96,800.00 800 SOLE 18 800
JEFFERSON-PILOT CORP COMMON 475070108 21,965.63 330 SOLE 38 330
JEFFERSON-PILOT CORP COMMON 475070108 26,225.63 394 SOLE 51 394
JOHNSON & JOHNSON COMMON 478160104 7,006,250.00 100,000 SOLE 2 100,000
JOHNSON & JOHNSON COMMON 478160104 483,431.25 6,900 SOLE 3 6,900
JOHNSON & JOHNSON COMMON 478160104 8,057,187.50 115,000 SOLE 10 115,000
JOHNSON & JOHNSON COMMON 478160104 5,850,218.75 83,500 SOLE 11 83,500
JOHNSON & JOHNSON COMMON 478160104 3,260,148.25 46,532 SOLE 16 46,532
JOHNSON & JOHNSON COMMON 478160104 301,268.75 4,300 SOLE 19 4,300
JOHNSON & JOHNSON COMMON 478160104 392,350.00 5,600 SOLE 34 5,600
JOHNSON & JOHNSON COMMON 478160104 186,856.69 2,667 SOLE 38 2,667
JOHNSON & JOHNSON COMMON 478160104 222,518.50 3,176 SOLE 51 3,176
JOHNSON & JOHNSON COMMON 478160104 91,081.25 1,300 SOLE 500 1,300
JOHNSON & JOHNSON COMMON 478160104 147,131.25 2,100 SOLE 520 2,100
JOHNSON & JOHNSON COMMON 478160104 21,018.75 300 SOLE 540 300
JOHNSON CONTROL COMMON 478366107 6,559.31 117 SOLE 38 117
JOHNSON CONTROL COMMON 478366107 7,792.69 139 SOLE 51 139
JONES APPAREL GROUP INC COMMON 480074103 44,625.00 1,400 SOLE 19 1,400
JONES APPAREL GROUP INC COMMON 480074103 956,250.00 30,000 SOLE 29 30,000
JONES APPAREL GROUP INC COMMON 480074103 637,500.00 20,000 SOLE 35 20,000
JONES APPAREL GROUP INC COMMON 480074103 89,250.00 2,800 SOLE 500 2,800
JOSTENS, INC. COMMON 481088102 72,637.50 2,980 SOLE 38 2,980
JOSTENS, INC. COMMON 481088102 71,418.75 2,930 SOLE 51 2,930
KANSAS CITY POWER & LIGHT COMMON 485134100 31,900.00 1,100 SOLE 19 1,100
KANSAS CITY SO INDUSTRY COMMON 485170104 42,968.75 500 SOLE 19 500
KANSAS CITY SO INDUSTRY COMMON 485170104 14,695.31 171 SOLE 38 171
KANSAS CITY SO INDUSTRY COMMON 485170104 17,531.25 204 SOLE 51 204
KAUFMAN & BROAD HOME CORP COMMON 486168107 1,522.06 71 SOLE 38 71
KAUFMAN & BROAD HOME CORP COMMON 486168107 1,800.75 84 SOLE 51 84
KAYDON CORPORATION COMMON 486587108 16,387.50 600 SOLE 19 600
KEANE INC COMMON 486665102 17,675.00 700 SOLE 19 700
KELLOGG COMPANY COMMON 487836108 28,187.50 1,100 SOLE 19 1,100
KELLOGG COMPANY COMMON 487836108 804,625.00 31,400 SOLE 20 31,400
KELLOGG COMPANY COMMON 487836108 12,581.88 491 SOLE 38 491
KELLOGG COMPANY COMMON 487836108 14,990.63 585 SOLE 51 585
KELLWOOD COMPANY COMMON 488044108 1,141,562.50 65,000 SOLE 29 65,000
KELLWOOD COMPANY COMMON 488044108 965,937.50 55,000 SOLE 35 55,000
KEMET CORP COMMON 488360108 404,800.00 6,400 SOLE 36 6,400
KEMET CORP COMMON 488360108 948,750.00 15,000 SOLE 50 15,000
KENNAMETAL INC COMMON 489170100 9,018.75 300 SOLE 19 300
KENSEY NASH CORPORATION COMMON 490057106 140,781.25 8,500 SOLE 1 8,500
KERR-MCGEE CORPORATION COMMON 492386107 7,045.50 122 SOLE 38 122
KERR-MCGEE CORPORATION COMMON 492386107 8,373.75 145 SOLE 51 145
KEY ENERGY GROUP, INC. COMMON 492914106 900,937.50 77,500 SOLE 36 77,500
KEY ENERGY GROUP, INC. COMMON 492914106 2,191,312.50 188,500 SOLE 50 188,500
KEYCORP COMMON 493267108 28,500.00 1,500 SOLE 19 1,500
KEYCORP COMMON 493267108 402,800.00 21,200 SOLE 20 21,200
KEYCORP COMMON 493267108 16,112.00 848 SOLE 38 848
KEYCORP COMMON 493267108 19,190.00 1,010 SOLE 51 1,010
KEYSPAN CORP COMMON 49337W100 46,962.50 1,700 SOLE 19 1,700
KILROY REALTY CORP COMMON 49427F108 63,240.00 2,800 SOLE 1 2,800
KIMBERLY CLARK COMMON 494368103 2,240,000.00 40,000 SOLE 2 40,000
KIMBERLY CLARK COMMON 494368103 308,000.00 5,500 SOLE 3 5,500
KIMBERLY CLARK COMMON 494368103 2,240,000.00 40,000 SOLE 10 40,000
KIMBERLY CLARK COMMON 494368103 4,536,000.00 81,000 SOLE 11 81,000
KIMBERLY CLARK COMMON 494368103 896,000.00 16,000 SOLE 16 16,000
KIMBERLY CLARK COMMON 494368103 252,000.00 4,500 SOLE 18 4,500
KIMBERLY CLARK COMMON 494368103 106,400.00 1,900 SOLE 19 1,900
KIMBERLY CLARK COMMON 494368103 2,570,400.00 45,900 SOLE 20 45,900
KIMBERLY CLARK COMMON 494368103 112,000.00 2,000 SOLE 34 2,000
KIMBERLY CLARK COMMON 494368103 55,440.00 990 SOLE 38 990
KIMBERLY CLARK COMMON 494368103 65,968.00 1,178 SOLE 51 1,178
KIMCO REALTY CORP COMMON 49446R109 28,125.00 750 SOLE 28 750
KIMCO REALTY CORP COMMON 49446R109 18,750.00 500 SOLE 33 500
KIMCO REALTY CORP COMMON 49446R109 226,324.00 5,850 SOLE 1 5,850
KINDER MORGAN INC COMMON 49455P101 1,449,000.00 42,000 SOLE 29 42,000
KINDER MORGAN INC COMMON 49455P101 1,207,500.00 35,000 SOLE 35 35,000
KLA-TENCOR CORPORATION COMMON 482480100 33,615.75 399 SOLE 38 399
KLA-TENCOR CORPORATION COMMON 482480100 40,103.00 476 SOLE 51 476
KMART CORP COMMON 482584109 9,038.44 933 SOLE 38 933
KMART CORP COMMON 482584109 10,762.81 1,111 SOLE 51 1,111
KNIGHT-RIDDER, INC. COMMON 499040103 1,604,531.25 31,500 SOLE 20 31,500
KNIGHT-RIDDER, INC. COMMON 499040103 14,568.13 286 SOLE 38 286
KNIGHT-RIDDER, INC. COMMON 499040103 17,369.69 341 SOLE 51 341
KOHL'S CORP COMMON 500255104 3,075,000.00 30,000 SOLE 2 30,000
KOHL'S CORP COMMON 500255104 3,587,500.00 35,000 SOLE 10 35,000
KOHL'S CORP COMMON 500255104 1,353,000.00 13,200 SOLE 16 13,200
KOHL'S CORP COMMON 500255104 51,250.00 500 SOLE 19 500
KOHL'S CORP COMMON 500255104 112,750.00 1,100 SOLE 32 1,100
KOHL'S CORP COMMON 500255104 164,000.00 1,600 SOLE 34 1,600
KOHL'S CORP COMMON 500255104 43,972.50 429 SOLE 38 429
KOHL'S CORP COMMON 500255104 52,377.50 511 SOLE 51 511
KOHL'S CORP COMMON 500255104 112,750.00 1,100 SOLE 520 1,100
KOHL'S CORP COMMON 500255104 123,000.00 1,200 SOLE 530 1,200
KOHL'S CORP COMMON 500255104 20,500.00 200 SOLE 540 200
KOHL'S CORP COMMON 500255104 92,250.00 900 SOLE 560 900
KOHL'S CORP COMMON 500255104 20,500.00 200 SOLE 570 200
KONINKLIJKE PHILIPS EL-NV COMMON 500472204 75,377.50 440 SOLE 19 440
KOPIN CORP COMMON 500600101 398,750.00 5,800 SOLE 36 5,800
KOPIN CORP COMMON 500600101 886,875.00 12,900 SOLE 50 12,900
KOREA TELECOM CORP. ADR COMMON 50063P103 39,812.50 910 SOLE 39 910
KOREA TELECOM CORP. ADR COMMON 50063P103 49,000.00 1,120 SOLE 52 1,120
KROGER COMPANY COMMON 501044101 860,562.50 49,000 SOLE 16 49,000
KROGER COMPANY COMMON 501044101 43,906.25 2,500 SOLE 19 2,500
KROGER COMPANY COMMON 501044101 49,175.00 2,800 SOLE 32 2,800
KROGER COMPANY COMMON 501044101 105,375.00 6,000 SOLE 34 6,000
KROGER COMPANY COMMON 501044101 27,678.50 1,576 SOLE 38 1,576
KROGER COMPANY COMMON 501044101 32,964.81 1,877 SOLE 51 1,877
LABOR READY, INC. COMMON 505401208 59,250.00 6,000 SOLE 500 6,000
LANCASTER COLONY COMMON 513847103 12,225.00 400 SOLE 19 400
LANCE INC COMMON 514606102 9,562.50 900 SOLE 19 900
LAND'S END, INC. COMMON 515086106 4,305,000.00 70,000 SOLE 1 70,000
LAND'S END, INC. COMMON 515086106 14,760,000.00 240,000 SOLE 15 240,000
LAND'S END, INC. COMMON 515086106 49,200.00 800 SOLE 19 800
LEAP WIRELESS INTL INC COMMON 521863100 9,868.75 100 SOLE 19 100
LEAR CORPORATION COMMON 521865105 28,125.00 1,000 SOLE 19 1,000
LEGATO SYSTEMS INC COMMON 524651106 35,700.00 800 SOLE 19 800
LEGGETT & PLATT INC COMMON 524660107 8,019.50 373 SOLE 38 373
LEGGETT & PLATT INC COMMON 524660107 9,546.00 444 SOLE 51 444
LEHMAN BROTHERS HOLDING COMMON 524908100 921,500.00 9,500 SOLE 6 9,500
LEHMAN BROTHERS HOLDING COMMON 524908100 6,537,800.00 67,400 SOLE 13 67,400
LEHMAN BROTHERS HOLDING COMMON 524908100 35,308.00 364 SOLE 38 364
LEHMAN BROTHERS HOLDING COMMON 524908100 42,098.00 434 SOLE 51 434
LERNOUT & HAUSPIE SPEECH COMMON B5628B104 8,840,000.00 80,000 SOLE 1 80,000
LERNOUT & HAUSPIE SPEECH COMMON B5628B104 994,500.00 9,000 SOLE 6 9,000
LERNOUT & HAUSPIE SPEECH COMMON B5628B104 6,862,050.00 62,100 SOLE 13 62,100
LERNOUT & HAUSPIE SPEECH COMMON B5628B104 25,415,000.00 230,000 SOLE 15 230,000
LEXMARK INTL GROUP COMMON 529771107 2,115,000.00 20,000 SOLE 2 20,000
LEXMARK INTL GROUP COMMON 529771107 2,115,000.00 20,000 SOLE 10 20,000
LEXMARK INTL GROUP COMMON 529771107 89,887.50 850 SOLE 32 850
LEXMARK INTL GROUP COMMON 529771107 29,715.75 281 SOLE 38 281
LEXMARK INTL GROUP COMMON 529771107 35,426.25 335 SOLE 51 335
LEXMARK INTL GROUP COMMON 529771107 84,600.00 800 SOLE 520 800
LEXMARK INTL GROUP COMMON 529771107 95,175.00 900 SOLE 530 900
LEXMARK INTL GROUP COMMON 529771107 21,150.00 200 SOLE 540 200
LEXMARK INTL GROUP COMMON 529771107 63,450.00 600 SOLE 560 600
LEXMARK INTL GROUP COMMON 529771107 21,150.00 200 SOLE 570 200
LG&E ENERGY CORP COMMON 501917108 34,312.50 1,500 SOLE 19 1,500
LIBERTY PROPERTY TRUST COMMON 531172104 166,065.00 6,800 SOLE 1 6,800
LIFEPOINT HOSPITALS INC COMMON 53219L109 2,610.13 157 SOLE 19 157
LIGAND PHARMACEUTICALS COMMON 53220K207 3,550,000.00 200,000 SOLE 1 200,000
LIGAND PHARMACEUTICALS COMMON 53220K207 9,904,500.00 558,000 SOLE 15 558,000
LIGAND PHARMACEUTICALS COMMON 53220K207 390,500.00 22,000 SOLE 29 22,000
LIGAND PHARMACEUTICALS COMMON 53220K207 461,500.00 26,000 SOLE 35 26,000
LINCOLN NATIONAL CORP COMMON 534187109 23,450.00 700 SOLE 19 700
LINCOLN NATIONAL CORP COMMON 534187109 958,100.00 28,600 SOLE 20 28,600
LINCOLN NATIONAL CORP COMMON 534187109 9,547.50 285 SOLE 38 285
LINCOLN NATIONAL CORP COMMON 534187109 11,356.50 339 SOLE 51 339
LINEAR TECHNOLOGY CORP COMMON 535678106 176,000.00 3,200 SOLE 19 3,200
LINEAR TECHNOLOGY CORP COMMON 535678106 6,325.00 115 SOLE 38 115
LINEAR TECHNOLOGY CORP COMMON 535678106 7,700.00 140 SOLE 51 140
LIQUID AUDIO COMMON 53631T102 1,060,000.00 80,000 SOLE 1 80,000
LIQUID AUDIO COMMON 53631T102 2,981,250.00 225,000 SOLE 15 225,000
LITTELFUSE INC COMMON 537008104 660,375.00 18,000 SOLE 50 18,000
LITTON INDUSTRIES INC COMMON 538021106 22,093.75 500 SOLE 19 500
LIZ CLAIBORNE INC COMMON 539320101 16,492.50 360 SOLE 38 360
LIZ CLAIBORNE INC COMMON 539320101 19,653.56 429 SOLE 51 429
LOCKHEED MARTIN CORP COMMON 539830109 40,875.00 2,000 SOLE 19 2,000
LOCKHEED MARTIN CORP COMMON 539830109 1,773,975.00 86,800 SOLE 20 86,800
LOCKHEED MARTIN CORP COMMON 539830109 15,348.56 751 SOLE 38 751
LOCKHEED MARTIN CORP COMMON 539830109 18,271.13 894 SOLE 51 894
LOEWS CORP COMMON 540424108 40,000.00 800 SOLE 19 800
LOEWS CORP COMMON 540424108 7,500.00 150 SOLE 38 150
LOEWS CORP COMMON 540424108 8,950.00 179 SOLE 51 179
LONE STAR TECHNOLOGIES, I COMMON 542312103 209,812.50 4,500 SOLE 36 4,500
LONE STAR TECHNOLOGIES, I COMMON 542312103 564,162.50 12,100 SOLE 50 12,100
LONGS DRUG STORES CORP COMMON 543162101 8,645.00 380 SOLE 38 380
LONGS DRUG STORES CORP COMMON 543162101 10,283.00 452 SOLE 51 452
LOUISIANA-PACIFIC CORP COMMON 546347105 2,788.88 201 SOLE 38 201
LOUISIANA-PACIFIC CORP COMMON 546347105 3,330.00 240 SOLE 51 240
LOWE'S COMPANIES COMMON 548661107 9,340,000.00 160,000 SOLE 2 160,000
LOWE'S COMPANIES COMMON 548661107 583,750.00 10,000 SOLE 3 10,000
LOWE'S COMPANIES COMMON 548661107 5,837,500.00 100,000 SOLE 10 100,000
LOWE'S COMPANIES COMMON 548661107 7,092,562.50 121,500 SOLE 11 121,500
LOWE'S COMPANIES COMMON 548661107 3,368,237.50 57,700 SOLE 16 57,700
LOWE'S COMPANIES COMMON 548661107 75,887.50 1,300 SOLE 19 1,300
LOWE'S COMPANIES COMMON 548661107 140,100.00 2,400 SOLE 32 2,400
LOWE'S COMPANIES COMMON 548661107 367,762.50 6,300 SOLE 34 6,300
LOWE'S COMPANIES COMMON 548661107 21,890.63 375 SOLE 38 375
LOWE'S COMPANIES COMMON 548661107 26,035.25 446 SOLE 51 446
LOWE'S COMPANIES COMMON 548661107 145,937.50 2,500 SOLE 520 2,500
LOWE'S COMPANIES COMMON 548661107 40,862.50 700 SOLE 530 700
LOWE'S COMPANIES COMMON 548661107 23,350.00 400 SOLE 540 400
LOWE'S COMPANIES COMMON 548661107 75,887.50 1,300 SOLE 560 1,300
LOWE'S COMPANIES COMMON 548661107 17,512.50 300 SOLE 570 300
LSI LOGIC CORP COMMON 502161102 46,334.75 638 SOLE 38 638
LSI LOGIC CORP COMMON 502161102 55,195.00 760 SOLE 51 760
LUBRIZOL CORPORATION COMMON 549271104 23,050.00 800 SOLE 19 800
LUCENT TECHNOLOGIES COMMON 549463107 16,098,750.00 265,000 SOLE 2 265,000
LUCENT TECHNOLOGIES COMMON 549463107 607,500.00 10,000 SOLE 3 10,000
LUCENT TECHNOLOGIES COMMON 549463107 17,617,500.00 290,000 SOLE 10 290,000
LUCENT TECHNOLOGIES COMMON 549463107 7,229,250.00 119,000 SOLE 11 119,000
LUCENT TECHNOLOGIES COMMON 549463107 6,923,070.00 113,960 SOLE 16 113,960
LUCENT TECHNOLOGIES COMMON 549463107 692,185.50 11,394 SOLE 19 11,394
LUCENT TECHNOLOGIES COMMON 549463107 106,312.50 1,750 SOLE 32 1,750
LUCENT TECHNOLOGIES COMMON 549463107 832,882.50 13,710 SOLE 34 13,710
LUCENT TECHNOLOGIES COMMON 549463107 324,526.50 5,342 SOLE 38 5,342
LUCENT TECHNOLOGIES COMMON 549463107 386,734.50 6,366 SOLE 51 6,366
LUCENT TECHNOLOGIES COMMON 549463107 1,646,325.00 27,100 SOLE 53 27,100
LUCENT TECHNOLOGIES COMMON 549463107 1,409,400.00 23,200 SOLE 70 23,200
LUCENT TECHNOLOGIES COMMON 549463107 279,450.00 4,600 SOLE 520 4,600
LUCENT TECHNOLOGIES COMMON 549463107 315,900.00 5,200 SOLE 530 5,200
LUCENT TECHNOLOGIES COMMON 549463107 48,600.00 800 SOLE 540 800
LUCENT TECHNOLOGIES COMMON 549463107 224,775.00 3,700 SOLE 560 3,700
LUCENT TECHNOLOGIES COMMON 549463107 54,675.00 900 SOLE 570 900
MACERICH CO COMMON 554382101 89,813.00 3,500 SOLE 1 3,500
MACK-CALI REALTY CORP COMMON 554489104 176,785.00 5,700 SOLE 1 5,700
MACROVISION CORP COMMON 555904101 1,119,625.00 13,000 SOLE 36 13,000
MACROVISION CORP COMMON 555904101 2,411,500.00 28,000 SOLE 50 28,000
MALLINCKRODT INC COMMON 561232109 2,070.00 72 SOLE 38 72
MALLINCKRODT INC COMMON 561232109 2,472.50 86 SOLE 51 86
MANDALAY RESORT GROUP COMMON 562567107 21,937.50 1,300 SOLE 19 1,300
MANOR CARE INC COMMON 564055101 9,490.50 703 SOLE 38 703
MANOR CARE INC COMMON 564055101 11,313.00 838 SOLE 51 838
MANPOWER, INC. COMMON 56418H100 914,835.00 25,770 SOLE 6 25,770
MANPOWER, INC. COMMON 56418H100 6,627,850.00 186,700 SOLE 13 186,700
MANPOWER, INC. COMMON 56418H100 35,500.00 1,000 SOLE 19 1,000
MANUFACTURED HOME COMM COMMON 564682102 66,741.00 2,700 SOLE 1 2,700
MANUGISTICS GROUP INC COMMON 565011103 603,000.00 12,000 SOLE 36 12,000
MANUGISTICS GROUP INC COMMON 565011103 1,608,000.00 32,000 SOLE 50 32,000
MARINE DRILLING CO INC COMMON 568240204 932,875.00 34,000 SOLE 36 34,000
MARINE DRILLING CO INC COMMON 568240204 2,205,975.00 80,400 SOLE 50 80,400
MARK IV INDUSTRIES INC COMMON 570387100 26,475.00 1,200 SOLE 19 1,200
MARRIOTT INT'L (CL.A) COMMON 571903202 31,500.00 1,000 SOLE 19 1,000
MARRIOTT INT'L (CL.A) COMMON 571903202 11,655.00 370 SOLE 38 370
MARRIOTT INT'L (CL.A) COMMON 571903202 13,891.50 441 SOLE 51 441
MARSH & MCLENNAN COS. COMMON 571748102 364,031.25 3,300 SOLE 18 3,300
MARSH & MCLENNAN COS. COMMON 571748102 99,281.25 900 SOLE 19 900
MARSH & MCLENNAN COS. COMMON 571748102 52,288.13 474 SOLE 38 474
MARSH & MCLENNAN COS. COMMON 571748102 62,216.25 564 SOLE 51 564
MARSHALL & ILSLEY CORP COMMON 571834100 1,963,500.00 34,000 SOLE 1 34,000
MARSHALL & ILSLEY CORP COMMON 571834100 5,486,250.00 95,000 SOLE 15 95,000
MARSHALL & ILSLEY CORP COMMON 571834100 75,075.00 1,300 SOLE 19 1,300
MARSHALL & ILSLEY CORP COMMON 571834100 1,559,250.00 27,000 SOLE 29 27,000
MARSHALL & ILSLEY CORP COMMON 571834100 1,212,750.00 21,000 SOLE 35 21,000
MARTIN MARIETTA MATERIALS COMMON 573284106 38,000.00 800 SOLE 19 800
MASCO CORPORATION COMMON 574599106 4,100,000.00 200,000 SOLE 2 200,000
MASCO CORPORATION COMMON 574599106 4,100,000.00 200,000 SOLE 10 200,000
MASCO CORPORATION COMMON 574599106 28,700.00 1,400 SOLE 19 1,400
MASCO CORPORATION COMMON 574599106 17,384.00 848 SOLE 38 848
MASCO CORPORATION COMMON 574599106 20,705.00 1,010 SOLE 51 1,010
MATERIAL SCIENCES CORP COMMON 576674105 1,420,200.00 105,200 SOLE 1 105,200
MATERIAL SCIENCES CORP COMMON 576674105 297,000.00 22,000 SOLE 29 22,000
MATERIAL SCIENCES CORP COMMON 576674105 283,500.00 21,000 SOLE 35 21,000
MATTEL INCORPORATED COMMON 577081102 2,870,312.50 275,000 SOLE 1 275,000
MATTEL INCORPORATED COMMON 577081102 8,610,937.50 825,000 SOLE 15 825,000
MATTEL INCORPORATED COMMON 577081102 14,612.50 1,400 SOLE 19 1,400
MATTEL INCORPORATED COMMON 577081102 887,187.50 85,000 SOLE 29 85,000
MATTEL INCORPORATED COMMON 577081102 699,312.50 67,000 SOLE 35 67,000
MATTEL INCORPORATED COMMON 577081102 8,391.75 804 SOLE 38 804
MATTEL INCORPORATED COMMON 577081102 9,988.69 957 SOLE 51 957
MAXIM INTEGRATED PRODUCTS COMMON 57772K101 170,550.00 2,400 SOLE 19 2,400
MAXWELL TECHNOLOGIES INC COMMON 577767106 2,612,500.00 190,000 SOLE 1 190,000
MAXWELL TECHNOLOGIES INC COMMON 577767106 7,768,750.00 565,000 SOLE 15 565,000
MAXWELL TECHNOLOGIES INC COMMON 577767106 1,375,000.00 100,000 SOLE 29 100,000
MAXWELL TECHNOLOGIES INC COMMON 577767106 1,100,000.00 80,000 SOLE 35 80,000
MAY DEPARTMENT STORE CO COMMON 577778103 38,475.00 1,350 SOLE 19 1,350
MAY DEPARTMENT STORE CO COMMON 577778103 993,225.00 34,850 SOLE 20 34,850
MAY DEPARTMENT STORE CO COMMON 577778103 14,364.00 504 SOLE 38 504
MAY DEPARTMENT STORE CO COMMON 577778103 17,100.00 600 SOLE 51 600
MAYTAG CORPORATION COMMON 578592107 14,806.88 447 SOLE 38 447
MAYTAG CORPORATION COMMON 578592107 17,622.50 532 SOLE 51 532
MBIA, INC. COMMON 55262C100 6,611.94 127 SOLE 38 127
MBIA, INC. COMMON 55262C100 7,913.50 152 SOLE 51 152
MBNA CORPORATION COMMON 55262L100 1,124,550.00 44,100 SOLE 6 44,100
MBNA CORPORATION COMMON 55262L100 8,037,600.00 315,200 SOLE 13 315,200
MBNA CORPORATION COMMON 55262L100 61,200.00 2,400 SOLE 19 2,400
MBNA CORPORATION COMMON 55262L100 37,842.00 1,484 SOLE 38 1,484
MBNA CORPORATION COMMON 55262L100 45,084.00 1,768 SOLE 51 1,768
MCCORMICK & CO INC COMMON 579780206 35,475.00 1,100 SOLE 19 1,100
MCCORMICK & CO INC COMMON 579780206 1,680,225.00 52,100 SOLE 20 52,100
MCDONALD'S CORPORATION COMMON 580135101 3,192,812.50 85,000 SOLE 2 85,000
MCDONALD'S CORPORATION COMMON 580135101 751,250.00 20,000 SOLE 3 20,000
MCDONALD'S CORPORATION COMMON 580135101 3,756,250.00 100,000 SOLE 10 100,000
MCDONALD'S CORPORATION COMMON 580135101 8,451,562.50 225,000 SOLE 11 225,000
MCDONALD'S CORPORATION COMMON 580135101 1,555,087.50 41,400 SOLE 16 41,400
MCDONALD'S CORPORATION COMMON 580135101 154,006.25 4,100 SOLE 19 4,100
MCDONALD'S CORPORATION COMMON 580135101 157,762.50 4,200 SOLE 34 4,200
MCDONALD'S CORPORATION COMMON 580135101 93,192.56 2,481 SOLE 38 2,481
MCDONALD'S CORPORATION COMMON 580135101 110,997.19 2,955 SOLE 51 2,955
MCGRAW-HILL COMPANIES INC COMMON 580645109 3,867,500.00 85,000 SOLE 2 85,000
MCGRAW-HILL COMPANIES INC COMMON 580645109 5,460,000.00 120,000 SOLE 10 120,000
MCGRAW-HILL COMPANIES INC COMMON 580645109 646,100.00 14,200 SOLE 16 14,200
MCGRAW-HILL COMPANIES INC COMMON 580645109 27,300.00 600 SOLE 19 600
MCGRAW-HILL COMPANIES INC COMMON 580645109 31,850.00 700 SOLE 32 700
MCGRAW-HILL COMPANIES INC COMMON 580645109 81,900.00 1,800 SOLE 34 1,800
MCGRAW-HILL COMPANIES INC COMMON 580645109 24,797.50 545 SOLE 38 545
MCGRAW-HILL COMPANIES INC COMMON 580645109 29,484.00 648 SOLE 51 648
MCGRAW-HILL COMPANIES INC COMMON 580645109 59,150.00 1,300 SOLE 520 1,300
MCGRAW-HILL COMPANIES INC COMMON 580645109 63,700.00 1,400 SOLE 530 1,400
MCGRAW-HILL COMPANIES INC COMMON 580645109 9,100.00 200 SOLE 540 200
MCGRAW-HILL COMPANIES INC COMMON 580645109 45,500.00 1,000 SOLE 560 1,000
MCGRAW-HILL COMPANIES INC COMMON 580645109 9,100.00 200 SOLE 570 200
MCI WORLDCOM, INC. COMMON 55268B106 10,195,312.50 225,000 SOLE 2 225,000
MCI WORLDCOM, INC. COMMON 55268B106 1,200,781.25 26,500 SOLE 3 26,500
MCI WORLDCOM, INC. COMMON 55268B106 326,250.00 7,200 SOLE 6 7,200
MCI WORLDCOM, INC. COMMON 55268B106 13,593,750.00 300,000 SOLE 10 300,000
MCI WORLDCOM, INC. COMMON 55268B106 13,811,250.00 304,800 SOLE 11 304,800
MCI WORLDCOM, INC. COMMON 55268B106 2,759,531.25 60,900 SOLE 13 60,900
MCI WORLDCOM, INC. COMMON 55268B106 1,624,453.13 35,850 SOLE 16 35,850
MCI WORLDCOM, INC. COMMON 55268B106 283,203.13 6,250 SOLE 18 6,250
MCI WORLDCOM, INC. COMMON 55268B106 494,948.44 10,923 SOLE 19 10,923
MCI WORLDCOM, INC. COMMON 55268B106 79,296.88 1,750 SOLE 32 1,750
MCI WORLDCOM, INC. COMMON 55268B106 326,250.00 7,200 SOLE 34 7,200
MCI WORLDCOM, INC. COMMON 55268B106 194,798.44 4,299 SOLE 38 4,299
MCI WORLDCOM, INC. COMMON 55268B106 232,000.00 5,120 SOLE 51 5,120
MCI WORLDCOM, INC. COMMON 55268B106 149,531.25 3,300 SOLE 520 3,300
MCI WORLDCOM, INC. COMMON 55268B106 203,906.25 4,500 SOLE 530 4,500
MCI WORLDCOM, INC. COMMON 55268B106 33,984.38 750 SOLE 540 750
MCI WORLDCOM, INC. COMMON 55268B106 142,734.38 3,150 SOLE 560 3,150
MCI WORLDCOM, INC. COMMON 55268B106 33,984.38 750 SOLE 570 750
MCKESSON HBOC INC COMMON 58155Q103 15,540.00 740 SOLE 19 740
MCKESSON HBOC INC COMMON 58155Q103 9,093.00 433 SOLE 38 433
MCKESSON HBOC INC COMMON 58155Q103 10,836.00 516 SOLE 51 516
MCN ENERGY GROUP INC COMMON 55267J100 25,000.00 1,000 SOLE 19 1,000
MEAD CORP COMMON 582834107 3,284.13 94 SOLE 38 94
MEAD CORP COMMON 582834107 3,913.00 112 SOLE 51 112
MEDIAONE GROUP COMMON 58440J104 178,200.00 2,200 SOLE 19 2,200
MEDIAONE GROUP COMMON 58440J104 174,798.00 2,158 SOLE 38 2,158
MEDIAONE GROUP COMMON 58440J104 208,089.00 2,569 SOLE 51 2,569
MEDICONSULT.COM INC COMMON 58469J100 232,875.00 81,000 SOLE 29 81,000
MEDICONSULT.COM INC COMMON 58469J100 189,750.00 66,000 SOLE 35 66,000
MEDIMMUNE INC COMMON 584699102 104,475.00 600 SOLE 19 600
MEDTRONIC, INC. COMMON 585055106 10,287,500.00 200,000 SOLE 2 200,000
MEDTRONIC, INC. COMMON 585055106 360,062.50 7,000 SOLE 3 7,000
MEDTRONIC, INC. COMMON 585055106 12,859,375.00 250,000 SOLE 10 250,000
MEDTRONIC, INC. COMMON 585055106 4,372,187.50 85,000 SOLE 11 85,000
MEDTRONIC, INC. COMMON 585055106 2,150,087.50 41,800 SOLE 16 41,800
MEDTRONIC, INC. COMMON 585055106 180,031.25 3,500 SOLE 19 3,500
MEDTRONIC, INC. COMMON 585055106 102,875.00 2,000 SOLE 32 2,000
MEDTRONIC, INC. COMMON 585055106 257,187.50 5,000 SOLE 34 5,000
MEDTRONIC, INC. COMMON 585055106 102,720.69 1,997 SOLE 38 1,997
MEDTRONIC, INC. COMMON 585055106 122,318.38 2,378 SOLE 51 2,378
MEDTRONIC, INC. COMMON 585055106 1,527,693.75 29,700 SOLE 53 29,700
MEDTRONIC, INC. COMMON 585055106 1,311,656.25 25,500 SOLE 70 25,500
MEDTRONIC, INC. COMMON 585055106 216,037.50 4,200 SOLE 520 4,200
MEDTRONIC, INC. COMMON 585055106 221,181.25 4,300 SOLE 530 4,300
MEDTRONIC, INC. COMMON 585055106 41,150.00 800 SOLE 540 800
MEDTRONIC, INC. COMMON 585055106 149,168.75 2,900 SOLE 560 2,900
MEDTRONIC, INC. COMMON 585055106 36,006.25 700 SOLE 570 700
MELLON FINANCIAL CORP. COMMON 58551A108 47,200.00 1,600 SOLE 19 1,600
MELLON FINANCIAL CORP. COMMON 58551A108 3,194,850.00 108,300 SOLE 20 108,300
MELLON FINANCIAL CORP. COMMON 58551A108 25,753.50 873 SOLE 38 873
MELLON FINANCIAL CORP. COMMON 58551A108 30,680.00 1,040 SOLE 51 1,040
MERCANTILE BKSHRS CORP COMMON 587405101 27,506.25 900 SOLE 19 900
MERCANTILE BKSHRS CORP COMMON 587405101 1,179,712.50 38,600 SOLE 20 38,600
MERCK & COMPANY, INC. COMMON 589331107 8,076,250.00 130,000 SOLE 2 130,000
MERCK & COMPANY, INC. COMMON 589331107 559,125.00 9,000 SOLE 3 9,000
MERCK & COMPANY, INC. COMMON 589331107 8,076,250.00 130,000 SOLE 10 130,000
MERCK & COMPANY, INC. COMMON 589331107 6,740,562.50 108,500 SOLE 11 108,500
MERCK & COMPANY, INC. COMMON 589331107 5,261,987.50 84,700 SOLE 16 84,700
MERCK & COMPANY, INC. COMMON 589331107 509,425.00 8,200 SOLE 19 8,200
MERCK & COMPANY, INC. COMMON 589331107 851,112.50 13,700 SOLE 20 13,700
MERCK & COMPANY, INC. COMMON 589331107 105,612.50 1,700 SOLE 32 1,700
MERCK & COMPANY, INC. COMMON 589331107 608,825.00 9,800 SOLE 34 9,800
MERCK & COMPANY, INC. COMMON 589331107 277,450.25 4,466 SOLE 38 4,466
MERCK & COMPANY, INC. COMMON 589331107 330,380.75 5,318 SOLE 51 5,318
MERCK & COMPANY, INC. COMMON 589331107 217,437.50 3,500 SOLE 520 3,500
MERCK & COMPANY, INC. COMMON 589331107 236,075.00 3,800 SOLE 530 3,800
MERCK & COMPANY, INC. COMMON 589331107 37,275.00 600 SOLE 540 600
MERCK & COMPANY, INC. COMMON 589331107 167,737.50 2,700 SOLE 560 2,700
MERCK & COMPANY, INC. COMMON 589331107 37,275.00 600 SOLE 570 600
MERISTAR HOSPITALITY CORP COMMON 58984Y103 95,865.00 4,800 SOLE 1 4,800
MERRILL LYNCH & CO. INC. COMMON 590188108 262,500.00 2,500 SOLE 18 2,500
MERRILL LYNCH & CO. INC. COMMON 590188108 115,500.00 1,100 SOLE 19 1,100
MERRILL LYNCH & CO. INC. COMMON 590188108 83,685.00 797 SOLE 38 797
MERRILL LYNCH & CO. INC. COMMON 590188108 99,645.00 949 SOLE 51 949
METROMEDIA INTL GROUP INC COMMON 591695101 1,125,000.00 200,000 SOLE 1 200,000
METROMEDIA INTL GROUP INC COMMON 591695101 3,262,500.00 580,000 SOLE 15 580,000
METROMEDIA INTL GROUP INC COMMON 591695101 62,437.50 11,100 SOLE 36 11,100
METROMEDIA INTL GROUP INC COMMON 591695101 147,937.50 26,300 SOLE 50 26,300
MGIC INVT CORP WIS COMMON 552848103 26,175.00 600 SOLE 19 600
MGIC INVT CORP WIS COMMON 552848103 16,882.88 387 SOLE 38 387
MGIC INVT CORP WIS COMMON 552848103 20,111.13 461 SOLE 51 461
MGM GRAND COMMON 552953101 48,000.00 2,000 SOLE 28 2,000
MGM GRAND COMMON 552953101 24,000.00 1,000 SOLE 33 1,000
MICREL COMMON 594793101 288,000.00 3,000 SOLE 36 3,000
MICREL COMMON 594793101 528,000.00 5,500 SOLE 50 5,500
MICRO DEVICES INC COMMON 749941100 120,937.50 900 SOLE 18 900
MICROCELL TELECOMMUNICATI COMMON 59501T304 332,812.50 7,500 SOLE 36 7,500
MICROCELL TELECOMMUNICATI COMMON 59501T304 820,937.50 18,500 SOLE 50 18,500
MICROMUSE INC COMMON 595094103 555,250.00 4,000 SOLE 36 4,000
MICROMUSE INC COMMON 595094103 1,249,312.50 9,000 SOLE 50 9,000
MICRON TECHNOLOGY INC COMMON 595112103 264,600.00 2,100 SOLE 18 2,100
MICRON TECHNOLOGY INC COMMON 595112103 100,800.00 800 SOLE 19 800
MICRON TECHNOLOGY INC COMMON 595112103 80,640.00 640 SOLE 38 640
MICRON TECHNOLOGY INC COMMON 595112103 96,012.00 762 SOLE 51 762
MICROSOFT CORPORATION COMMON 594918104 48,875,000.00 460,000 SOLE 2 460,000
MICROSOFT CORPORATION COMMON 594918104 2,337,500.00 22,000 SOLE 3 22,000
MICROSOFT CORPORATION COMMON 594918104 57,375,000.00 540,000 SOLE 10 540,000
MICROSOFT CORPORATION COMMON 594918104 31,343,750.00 295,000 SOLE 11 295,000
MICROSOFT CORPORATION COMMON 594918104 19,358,750.00 182,200 SOLE 16 182,200
MICROSOFT CORPORATION COMMON 594918104 1,030,625.00 9,700 SOLE 18 9,700
MICROSOFT CORPORATION COMMON 594918104 1,742,500.00 16,400 SOLE 19 16,400
MICROSOFT CORPORATION COMMON 594918104 414,375.00 3,900 SOLE 32 3,900
MICROSOFT CORPORATION COMMON 594918104 2,337,500.00 22,000 SOLE 34 22,000
MICROSOFT CORPORATION COMMON 594918104 1,053,681.25 9,917 SOLE 38 9,917
MICROSOFT CORPORATION COMMON 594918104 1,255,025.00 11,812 SOLE 51 11,812
MICROSOFT CORPORATION COMMON 594918104 4,165,000.00 39,200 SOLE 53 39,200
MICROSOFT CORPORATION COMMON 594918104 3,506,250.00 33,000 SOLE 70 33,000
MICROSOFT CORPORATION COMMON 594918104 63,750.00 600 SOLE 500 600
MICROSOFT CORPORATION COMMON 594918104 818,125.00 7,700 SOLE 520 7,700
MICROSOFT CORPORATION COMMON 594918104 828,750.00 7,800 SOLE 530 7,800
MICROSOFT CORPORATION COMMON 594918104 127,500.00 1,200 SOLE 540 1,200
MICROSOFT CORPORATION COMMON 594918104 637,500.00 6,000 SOLE 560 6,000
MICROSOFT CORPORATION COMMON 594918104 138,125.00 1,300 SOLE 570 1,300
MID AMERICA APARTMENT COMM COMMON 59522J103 42,390.00 1,800 SOLE 1 1,800
MIDWAY GAMES INC COMMON 598148104 449,625.00 33,000 SOLE 29 33,000
MIDWAY GAMES INC COMMON 598148104 463,250.00 34,000 SOLE 35 34,000
MILLENNIUM PHARMACEUTICAL COMMON 599902103 4,545,625.00 35,000 SOLE 1 35,000
MILLENNIUM PHARMACEUTICAL COMMON 599902103 450,666.25 3,470 SOLE 6 3,470
MILLENNIUM PHARMACEUTICAL COMMON 599902103 3,259,862.50 25,100 SOLE 13 25,100
MILLENNIUM PHARMACEUTICAL COMMON 599902103 9,740,625.00 75,000 SOLE 15 75,000
MILLIPORE CORP COMMON 601073109 1,975.31 35 SOLE 38 35
MILLIPORE CORP COMMON 601073109 2,370.38 42 SOLE 51 42
MINNESOTA MINING & MFG CO COMMON 604059105 487,093.75 5,500 SOLE 3 5,500
MINNESOTA MINING & MFG CO COMMON 604059105 6,642,187.50 75,000 SOLE 11 75,000
MINNESOTA MINING & MFG CO COMMON 604059105 106,275.00 1,200 SOLE 19 1,200
MINNESOTA MINING & MFG CO COMMON 604059105 2,311,481.25 26,100 SOLE 20 26,100
MINNESOTA MINING & MFG CO COMMON 604059105 75,101.00 848 SOLE 38 848
MINNESOTA MINING & MFG CO COMMON 604059105 89,448.13 1,010 SOLE 51 1,010
MIRAGE RESORTS COMMON 60462E104 31,000.00 1,600 SOLE 19 1,600
MIRAGE RESORTS COMMON 60462E104 141,592.50 7,308 SOLE 38 7,308
MIRAGE RESORTS COMMON 60462E104 169,763.75 8,762 SOLE 51 8,762
MIRAGE RESORTS COMMON 60462E104 3,875.00 200 SOLE 530 200
MODINE MANUFACTURING CO. COMMON 607828100 7,537.50 300 SOLE 19 300
MOLEX, INC. COMMON 608554101 3,583,750.00 61,000 SOLE 16 61,000
MOLEX, INC. COMMON 608554101 381,875.00 6,500 SOLE 34 6,500
MOLEX, INC. COMMON 608554101 17,507.50 298 SOLE 38 298
MOLEX, INC. COMMON 608554101 20,856.25 355 SOLE 51 355
MONSANTO COMPANY COMMON 611662107 427,450.00 8,300 SOLE 18 8,300
MONSANTO COMPANY COMMON 611662107 97,850.00 1,900 SOLE 19 1,900
MONSANTO COMPANY COMMON 611662107 46,710.50 907 SOLE 38 907
MONSANTO COMPANY COMMON 611662107 55,620.00 1,080 SOLE 51 1,080
MORGAN STANLEY DEAN WITTR COMMON 617446448 4,078,125.00 50,000 SOLE 2 50,000
MORGAN STANLEY DEAN WITTR COMMON 617446448 342,562.50 4,200 SOLE 3 4,200
MORGAN STANLEY DEAN WITTR COMMON 617446448 4,078,125.00 50,000 SOLE 10 50,000
MORGAN STANLEY DEAN WITTR COMMON 617446448 4,045,500.00 49,600 SOLE 11 49,600
MORGAN STANLEY DEAN WITTR COMMON 617446448 265,893.75 3,260 SOLE 19 3,260
MORGAN STANLEY DEAN WITTR COMMON 617446448 40,781.25 500 SOLE 32 500
MORGAN STANLEY DEAN WITTR COMMON 617446448 182,618.44 2,239 SOLE 38 2,239
MORGAN STANLEY DEAN WITTR COMMON 617446448 217,445.63 2,666 SOLE 51 2,666
MORGAN STANLEY DEAN WITTR COMMON 617446448 130,500.00 1,600 SOLE 520 1,600
MORGAN STANLEY DEAN WITTR COMMON 617446448 138,656.25 1,700 SOLE 530 1,700
MORGAN STANLEY DEAN WITTR COMMON 617446448 24,468.75 300 SOLE 540 300
MORGAN STANLEY DEAN WITTR COMMON 617446448 97,875.00 1,200 SOLE 560 1,200
MORGAN STANLEY DEAN WITTR COMMON 617446448 24,468.75 300 SOLE 570 300
MORRISON MANAGEMENT SPEC COMMON 618459101 888,000.00 32,000 SOLE 29 32,000
MORRISON MANAGEMENT SPEC COMMON 618459101 194,250.00 7,000 SOLE 35 7,000
MOTOR CARGO INDUSTRIES COMMON 619907108 160,950.00 34,800 SOLE 29 34,800
MOTOR CARGO INDUSTRIES COMMON 619907108 135,050.00 29,200 SOLE 35 29,200
MOTOROLA, INC. COMMON 620076109 10,678,125.00 75,000 SOLE 2 75,000
MOTOROLA, INC. COMMON 620076109 284,750.00 2,000 SOLE 3 2,000
MOTOROLA, INC. COMMON 620076109 12,101,875.00 85,000 SOLE 10 85,000
MOTOROLA, INC. COMMON 620076109 3,417,000.00 24,000 SOLE 11 24,000
MOTOROLA, INC. COMMON 620076109 284,750.00 2,000 SOLE 19 2,000
MOTOROLA, INC. COMMON 620076109 188,931.63 1,327 SOLE 38 1,327
MOTOROLA, INC. COMMON 620076109 224,952.50 1,580 SOLE 51 1,580
MURPHY OIL CORPORATION COMMON 626717102 34,575.00 600 SOLE 19 600
MURPHY OIL CORPORATION COMMON 626717102 1,152,500.00 20,000 SOLE 29 20,000
MURPHY OIL CORPORATION COMMON 626717102 1,152,500.00 20,000 SOLE 35 20,000
MYERS INDUSTRIES, INC. COMMON 628464109 48,000.00 4,000 SOLE 500 4,000
MYLAN LABORATORIES, INC. COMMON 628530107 4,985,750.00 181,300 SOLE 1 181,300
MYLAN LABORATORIES, INC. COMMON 628530107 17,187,500.00 625,000 SOLE 15 625,000
MYLAN LABORATORIES, INC. COMMON 628530107 38,500.00 1,400 SOLE 19 1,400
MYLAN LABORATORIES, INC. COMMON 628530107 1,265,000.00 46,000 SOLE 29 46,000
MYLAN LABORATORIES, INC. COMMON 628530107 1,155,000.00 42,000 SOLE 35 42,000
MYLAN LABORATORIES, INC. COMMON 628530107 165,000.00 6,000 SOLE 560 6,000
MYLAN LABORATORIES, INC. COMMON 628530107 46,750.00 1,700 SOLE 570 1,700
NABISCO GROUP HOLDINGS COMMON 62952P102 6,576.00 548 SOLE 38 548
NABISCO GROUP HOLDINGS COMMON 62952P102 7,824.00 652 SOLE 51 652
NABORS INDUSTRIES, INC. COMMON 629568106 5,433,750.00 140,000 SOLE 15 140,000
NABORS INDUSTRIES, INC. COMMON 629568106 46,575.00 1,200 SOLE 19 1,200
NASDAQ-100 SHARES COMMON 631100104 39,465,000.00 360,000 SOLE 2 360,000
NASDAQ-100 SHARES COMMON 631100104 2,631,000.00 24,000 SOLE 3 24,000
NASDAQ-100 SHARES COMMON 631100104 43,850,000.00 400,000 SOLE 10 400,000
NASDAQ-100 SHARES COMMON 631100104 32,887,500.00 300,000 SOLE 11 300,000
NASDAQ-100 SHARES COMMON 631100104 197,325.00 1,800 SOLE 32 1,800
NASDAQ-100 SHARES COMMON 631100104 2,641,962.50 24,100 SOLE 53 24,100
NASDAQ-100 SHARES COMMON 631100104 2,028,062.50 18,500 SOLE 70 18,500
NATIONAL CITY CORP COMMON 635405103 28,875.00 1,400 SOLE 19 1,400
NATIONAL CITY CORP COMMON 635405103 775,500.00 37,600 SOLE 20 37,600
NATIONAL CITY CORP COMMON 635405103 23,388.75 1,134 SOLE 38 1,134
NATIONAL CITY CORP COMMON 635405103 27,864.38 1,351 SOLE 51 1,351
NATIONAL FUEL GAS CO. COMMON 636180101 31,193.75 700 SOLE 19 700
NATIONAL PRESTO INDUSTRY COMMON 637215104 6,525.00 200 SOLE 19 200
NATIONAL SEMICONDUCTOR COMMON 637640103 3,637,500.00 60,000 SOLE 2 60,000
NATIONAL SEMICONDUCTOR COMMON 637640103 3,249,500.00 53,600 SOLE 6 53,600
NATIONAL SEMICONDUCTOR COMMON 637640103 3,637,500.00 60,000 SOLE 10 60,000
NATIONAL SEMICONDUCTOR COMMON 637640103 22,243,312.50 366,900 SOLE 13 366,900
NATIONAL SEMICONDUCTOR COMMON 637640103 27,523.75 454 SOLE 38 454
NATIONAL SEMICONDUCTOR COMMON 637640103 32,798.13 541 SOLE 51 541
NATIONAL SEMICONDUCTOR COMMON 637640103 97,000.00 1,600 SOLE 520 1,600
NATIONAL SEMICONDUCTOR COMMON 637640103 103,062.50 1,700 SOLE 530 1,700
NATIONAL SEMICONDUCTOR COMMON 637640103 18,187.50 300 SOLE 540 300
NATIONAL SEMICONDUCTOR COMMON 637640103 72,750.00 1,200 SOLE 560 1,200
NATIONAL SEMICONDUCTOR COMMON 637640103 18,187.50 300 SOLE 570 300
NATIONAL SRVC. INDUSTRIES COMMON 637657107 4,802.25 228 SOLE 38 228
NATIONAL SRVC. INDUSTRIES COMMON 637657107 5,707.94 271 SOLE 51 271
NATURAL MICROSYSTEMS CORP COMMON 638882100 325,850.00 3,800 SOLE 36 3,800
NATURAL MICROSYSTEMS CORP COMMON 638882100 1,243,375.00 14,500 SOLE 50 14,500
NAVIGANT INTL INC COMMON 63935R108 950.00 100 SOLE 19 100
NAVISTAR INTER COMMON 63934E108 10,633.13 265 SOLE 38 265
NAVISTAR INTER COMMON 63934E108 12,679.50 316 SOLE 51 316
NCR CORPORATION COMMON 62886E108 24,075.00 600 SOLE 19 600
NCR CORPORATION COMMON 62886E108 9,790.50 244 SOLE 38 244
NCR CORPORATION COMMON 62886E108 11,636.25 290 SOLE 51 290
NET.GENESIS CORP COMMON 64107E107 179,000.00 4,000 SOLE 36 4,000
NET.GENESIS CORP COMMON 64107E107 402,750.00 9,000 SOLE 50 9,000
NETOPTIX CORPORATION COMMON 64116F103 33,319.50 194 SOLE 38 194
NETOPTIX CORPORATION COMMON 64116F103 39,674.25 231 SOLE 51 231
NETWORK APPLIANCE INC. COMMON 64120L104 3,310,000.00 40,000 SOLE 2 40,000
NETWORK APPLIANCE INC. COMMON 64120L104 3,310,000.00 40,000 SOLE 10 40,000
NETWORK APPLIANCE INC. COMMON 64120L104 33,100.00 400 SOLE 32 400
NETWORK APPLIANCE INC. COMMON 64120L104 50,643.00 612 SOLE 38 612
NETWORK APPLIANCE INC. COMMON 64120L104 60,242.00 728 SOLE 51 728
NETWORK APPLIANCE INC. COMMON 64120L104 1,059,200.00 12,800 SOLE 53 12,800
NETWORK APPLIANCE INC. COMMON 64120L104 777,850.00 9,400 SOLE 70 9,400
NETWORK APPLIANCE INC. COMMON 64120L104 49,650.00 600 SOLE 520 600
NETWORK APPLIANCE INC. COMMON 64120L104 49,650.00 600 SOLE 530 600
NETWORK APPLIANCE INC. COMMON 64120L104 16,550.00 200 SOLE 540 200
NETWORK APPLIANCE INC. COMMON 64120L104 33,100.00 400 SOLE 560 400
NETWORK APPLIANCE INC. COMMON 64120L104 16,550.00 200 SOLE 570 200
NETWORK ASSOCIATES, INC. COMMON 640938106 54,825.00 1,700 SOLE 19 1,700
NETWORK SOLUTIONS INC. COMMON 64121Q102 153,718.75 1,000 SOLE 18 1,000
NEW CENTURY ENERGIES, INC COMMON 64352U103 3,878.06 129 SOLE 38 129
NEW CENTURY ENERGIES, INC COMMON 64352U103 4,629.63 154 SOLE 51 154
NEW ERA OF NETWORKS INC COMMON 644312100 981,250.00 25,000 SOLE 1 25,000
NEW ERA OF NETWORKS INC COMMON 644312100 2,826,000.00 72,000 SOLE 15 72,000
NEW PLAN EXCEL REALTY COMMON 648053106 206,140.00 8,800 SOLE 1 8,800
NEW YORK TIMES CO-CL A COMMON 650111107 1,262,362.50 29,400 SOLE 16 29,400
NEW YORK TIMES CO-CL A COMMON 650111107 133,106.25 3,100 SOLE 34 3,100
NEW YORK TIMES CO-CL A COMMON 650111107 11,378.44 265 SOLE 38 265
NEW YORK TIMES CO-CL A COMMON 650111107 13,568.25 316 SOLE 51 316
NEWMONT MINING CORP. COMMON 651639106 769,606.25 34,300 SOLE 20 34,300
NEWMONT MINING CORP. COMMON 651639106 5,385.00 240 SOLE 38 240
NEWMONT MINING CORP. COMMON 651639106 6,417.13 286 SOLE 51 286
NEWS CORP LTD -SPONS ADR COMMON 652487703 4,500,000.00 80,000 SOLE 2 80,000
NEWS CORP LTD -SPONS ADR COMMON 652487703 101,250.00 1,800 SOLE 520 1,800
NEWS CORP LTD -SPONS ADR COMMON 652487703 112,500.00 2,000 SOLE 530 2,000
NEWS CORP LTD -SPONS ADR COMMON 652487703 78,750.00 1,400 SOLE 560 1,400
NEWS CORP LTD -SPONS ADR COMMON 652487703 16,875.00 300 SOLE 570 300
NEXTEL COMMUNICATIONS-A COMMON 65332V103 5,930,000.00 40,000 SOLE 2 40,000
NEXTEL COMMUNICATIONS-A COMMON 65332V103 311,325.00 2,100 SOLE 3 2,100
NEXTEL COMMUNICATIONS-A COMMON 65332V103 5,930,000.00 40,000 SOLE 10 40,000
NEXTEL COMMUNICATIONS-A COMMON 65332V103 3,706,250.00 25,000 SOLE 11 25,000
NEXTEL COMMUNICATIONS-A COMMON 65332V103 110,594.50 746 SOLE 38 746
NEXTEL COMMUNICATIONS-A COMMON 65332V103 131,646.00 888 SOLE 51 888
NEXTEL COMMUNICATIONS-A COMMON 65332V103 1,675,225.00 11,300 SOLE 53 11,300
NEXTEL COMMUNICATIONS-A COMMON 65332V103 1,378,725.00 9,300 SOLE 70 9,300
NEXTEL COMMUNICATIONS-A COMMON 65332V103 88,950.00 600 SOLE 520 600
NEXTEL COMMUNICATIONS-A COMMON 65332V103 74,125.00 500 SOLE 530 500
NEXTEL COMMUNICATIONS-A COMMON 65332V103 14,825.00 100 SOLE 540 100
NEXTEL COMMUNICATIONS-A COMMON 65332V103 59,300.00 400 SOLE 560 400
NEXTEL COMMUNICATIONS-A COMMON 65332V103 14,825.00 100 SOLE 570 100
NIAGRA MOHAWK HOLDINGS COMMON 653520106 32,400.00 2,400 SOLE 19 2,400
NIAGRA MOHAWK HOLDINGS COMMON 653520106 611,550.00 45,300 SOLE 20 45,300
NIAGRA MOHAWK HOLDINGS COMMON 653520106 4,792.50 355 SOLE 38 355
NIAGRA MOHAWK HOLDINGS COMMON 653520106 5,710.50 423 SOLE 51 423
NICOR, INC. COMMON 654086107 6,356.94 193 SOLE 38 193
NICOR, INC. COMMON 654086107 7,542.69 229 SOLE 51 229
NIKE INC. (CL. B) COMMON 654106103 43,587.50 1,100 SOLE 19 1,100
NIKE INC. (CL. B) COMMON 654106103 17,435.00 440 SOLE 38 440
NIKE INC. (CL. B) COMMON 654106103 20,763.50 524 SOLE 51 524
NISOURCE INC COMMON 65473P105 20,250.00 1,200 SOLE 19 1,200
NOBLE AFFLIATES INC COMMON 654894104 22,968.75 700 SOLE 19 700
NOBLE DRILLING CORP. COMMON 655042109 3,712,800.00 89,600 SOLE 16 89,600
NOBLE DRILLING CORP. COMMON 655042109 37,293.75 900 SOLE 19 900
NOBLE DRILLING CORP. COMMON 655042109 422,662.50 10,200 SOLE 34 10,200
NOKIA OYJ ADR COMMON 654902204 9,776,250.00 45,000 SOLE 2 45,000
NOKIA OYJ ADR COMMON 654902204 869,000.00 4,000 SOLE 6 4,000
NOKIA OYJ ADR COMMON 654902204 10,862,500.00 50,000 SOLE 10 50,000
NOKIA OYJ ADR COMMON 654902204 6,330,665.00 29,140 SOLE 13 29,140
NOKIA OYJ ADR COMMON 654902204 325,875.00 1,500 SOLE 19 1,500
NOKIA OYJ ADR COMMON 654902204 217,250.00 1,000 SOLE 39 1,000
NOKIA OYJ ADR COMMON 654902204 325,875.00 1,500 SOLE 52 1,500
NOKIA OYJ ADR COMMON 654902204 1,694,550.00 7,800 SOLE 53 7,800
NOKIA OYJ ADR COMMON 654902204 1,455,575.00 6,700 SOLE 70 6,700
NORDSON CORP COMMON 655663102 13,818.75 300 SOLE 19 300
NORDSTOM,INC. COMMON 655664100 35,400.00 1,200 SOLE 19 1,200
NORDSTOM,INC. COMMON 655664100 12,419.50 421 SOLE 38 421
NORDSTOM,INC. COMMON 655664100 14,779.50 501 SOLE 51 501
NORFOLK SOUTHERN CORP COMMON 655844108 14,375.00 1,000 SOLE 19 1,000
NORFOLK SOUTHERN CORP COMMON 655844108 1,213,250.00 84,400 SOLE 20 84,400
NORFOLK SOUTHERN CORP COMMON 655844108 10,335.63 719 SOLE 38 719
NORFOLK SOUTHERN CORP COMMON 655844108 12,305.00 856 SOLE 51 856
NORTEL NETWORKS CORP COMMON 656569100 15,750,000.00 125,000 SOLE 2 125,000
NORTEL NETWORKS CORP COMMON 656569100 504,000.00 4,000 SOLE 3 4,000
NORTEL NETWORKS CORP COMMON 656569100 18,900,000.00 150,000 SOLE 10 150,000
NORTEL NETWORKS CORP COMMON 656569100 6,300,000.00 50,000 SOLE 11 50,000
NORTEL NETWORKS CORP COMMON 656569100 723,240.00 5,740 SOLE 19 5,740
NORTEL NETWORKS CORP COMMON 656569100 126,000.00 1,000 SOLE 32 1,000
NORTEL NETWORKS CORP COMMON 656569100 336,798.00 2,673 SOLE 38 2,673
NORTEL NETWORKS CORP COMMON 656569100 402,066.00 3,191 SOLE 51 3,191
NORTEL NETWORKS CORP COMMON 656569100 453,600.00 3,600 SOLE 520 3,600
NORTEL NETWORKS CORP COMMON 656569100 352,800.00 2,800 SOLE 530 2,800
NORTEL NETWORKS CORP COMMON 656569100 75,600.00 600 SOLE 540 600
NORTEL NETWORKS CORP COMMON 656569100 239,400.00 1,900 SOLE 560 1,900
NORTEL NETWORKS CORP COMMON 656569100 50,400.00 400 SOLE 570 400
NORTH FORK BANCORPORATION COMMON 659424105 21,450.00 1,200 SOLE 19 1,200
NORTH FORK BANCORPORATION COMMON 659424105 786,500.00 44,000 SOLE 29 44,000
NORTH FORK BANCORPORATION COMMON 659424105 572,000.00 32,000 SOLE 35 32,000
NORTHERN STATES POWER-MN COMMON 665772109 5,763.75 290 SOLE 38 290
NORTHERN STATES POWER-MN COMMON 665772109 6,856.88 345 SOLE 51 345
NORTHERN TRUST CORP COMMON 665859104 3,513,250.00 52,000 SOLE 1 52,000
NORTHERN TRUST CORP COMMON 665859104 8,445,312.50 125,000 SOLE 2 125,000
NORTHERN TRUST CORP COMMON 665859104 11,147,812.50 165,000 SOLE 10 165,000
NORTHERN TRUST CORP COMMON 665859104 8,107,500.00 120,000 SOLE 15 120,000
NORTHERN TRUST CORP COMMON 665859104 3,513,250.00 52,000 SOLE 16 52,000
NORTHERN TRUST CORP COMMON 665859104 60,806.25 900 SOLE 19 900
NORTHERN TRUST CORP COMMON 665859104 378,350.00 5,600 SOLE 34 5,600
NORTHERN TRUST CORP COMMON 665859104 25,200.81 373 SOLE 38 373
NORTHERN TRUST CORP COMMON 665859104 29,997.75 444 SOLE 51 444
NORTHERN TRUST CORP COMMON 665859104 148,637.50 2,200 SOLE 520 2,200
NORTHERN TRUST CORP COMMON 665859104 162,150.00 2,400 SOLE 530 2,400
NORTHERN TRUST CORP COMMON 665859104 27,025.00 400 SOLE 540 400
NORTHERN TRUST CORP COMMON 665859104 121,612.50 1,800 SOLE 560 1,800
NORTHERN TRUST CORP COMMON 665859104 27,025.00 400 SOLE 570 400
NORTHROP GRUMMAN CORP COMMON 666807102 31,762.50 600 SOLE 19 600
NORTHROP GRUMMAN CORP COMMON 666807102 4,129.13 78 SOLE 38 78
NORTHROP GRUMMAN CORP COMMON 666807102 4,923.19 93 SOLE 51 93
NOVA CORPORATION/GEORGIA COMMON 669784100 23,300.00 800 SOLE 19 800
NOVELL, INC. COMMON 670006105 37,212.50 1,300 SOLE 19 1,300
NOVELL, INC. COMMON 670006105 21,755.00 760 SOLE 38 760
NOVELL, INC. COMMON 670006105 25,905.63 905 SOLE 51 905
NTL, INC. COMMON 629407107 103,950.00 1,120 SOLE 39 1,120
NTL, INC. COMMON 629407107 136,155.94 1,467 SOLE 52 1,467
NUCOR CORPORATION COMMON 670346105 45,000.00 900 SOLE 19 900
NUCOR CORPORATION COMMON 670346105 8,850.00 177 SOLE 38 177
NUCOR CORPORATION COMMON 670346105 10,500.00 210 SOLE 51 210
OAK TECHNOLOGY INC COMMON 671802106 481,250.00 25,000 SOLE 36 25,000
OAK TECHNOLOGY INC COMMON 671802106 1,212,750.00 63,000 SOLE 50 63,000
OCCIDENTAL PETROLEUM CORP COMMON 674599105 29,050.00 1,400 SOLE 19 1,400
OCCIDENTAL PETROLEUM CORP COMMON 674599105 18,509.00 892 SOLE 38 892
OCCIDENTAL PETROLEUM CORP COMMON 674599105 22,057.25 1,063 SOLE 51 1,063
OCEAN ENERGY INC COMMON 67481E106 2,990,000.00 208,000 SOLE 1 208,000
OCEAN ENERGY INC COMMON 67481E106 7,187,500.00 500,000 SOLE 15 500,000
OCEAN ENERGY INC COMMON 67481E106 2,156,250.00 150,000 SOLE 29 150,000
OCEAN ENERGY INC COMMON 67481E106 1,581,250.00 110,000 SOLE 35 110,000
OFFICE DEPOT INC. COMMON 676220106 7,249.69 627 SOLE 38 627
OFFICE DEPOT INC. COMMON 676220106 8,637.19 747 SOLE 51 747
OGDEN CORP COMMON 676346109 8,356.25 700 SOLE 19 700
OGE ENERGY CORP COMMON 670837103 15,350.00 800 SOLE 19 800
OLD REPUBLIC INTL CORP COMMON 680223104 27,500.00 2,000 SOLE 19 2,000
OLIN COMMON 680665205 17,750.00 1,000 SOLE 19 1,000
OMNICARE COMMON 681904108 12,062.50 1,000 SOLE 19 1,000
OMNICOM GROUP COMMON 681919106 8,409,375.00 90,000 SOLE 2 90,000
OMNICOM GROUP COMMON 681919106 13,081,250.00 140,000 SOLE 10 140,000
OMNICOM GROUP COMMON 681919106 2,513,468.75 26,900 SOLE 16 26,900
OMNICOM GROUP COMMON 681919106 74,750.00 800 SOLE 19 800
OMNICOM GROUP COMMON 681919106 107,453.13 1,150 SOLE 32 1,150
OMNICOM GROUP COMMON 681919106 242,937.50 2,600 SOLE 34 2,600
OMNICOM GROUP COMMON 681919106 28,872.19 309 SOLE 38 309
OMNICOM GROUP COMMON 681919106 34,385.00 368 SOLE 51 368
OMNICOM GROUP COMMON 681919106 1,466,968.75 15,700 SOLE 53 15,700
OMNICOM GROUP COMMON 681919106 1,252,062.50 13,400 SOLE 70 13,400
OMNICOM GROUP COMMON 681919106 102,781.25 1,100 SOLE 500 1,100
OMNICOM GROUP COMMON 681919106 112,125.00 1,200 SOLE 520 1,200
OMNICOM GROUP COMMON 681919106 121,468.75 1,300 SOLE 530 1,300
OMNICOM GROUP COMMON 681919106 18,687.50 200 SOLE 540 200
OMNICOM GROUP COMMON 681919106 84,093.75 900 SOLE 560 900
OMNICOM GROUP COMMON 681919106 18,687.50 200 SOLE 570 200
OMNOVA SOLUTIONS INC COMMON 682129101 4,500.00 800 SOLE 19 800
ONEOK INC COMMON 682680103 4,900.00 196 SOLE 38 196
ONEOK INC COMMON 682680103 5,850.00 234 SOLE 51 234
OPTIMAL ROBOTICS CORP COMMON 68388R208 150,400.00 3,200 SOLE 36 3,200
OPTIMAL ROBOTICS CORP COMMON 68388R208 366,600.00 7,800 SOLE 50 7,800
ORACLE CORPORATION COMMON 68389X105 15,612,500.00 200,000 SOLE 2 200,000
ORACLE CORPORATION COMMON 68389X105 468,375.00 6,000 SOLE 3 6,000
ORACLE CORPORATION COMMON 68389X105 1,419,176.25 18,180 SOLE 6 18,180
ORACLE CORPORATION COMMON 68389X105 18,735,000.00 240,000 SOLE 10 240,000
ORACLE CORPORATION COMMON 68389X105 5,776,625.00 74,000 SOLE 11 74,000
ORACLE CORPORATION COMMON 68389X105 9,773,425.00 125,200 SOLE 13 125,200
ORACLE CORPORATION COMMON 68389X105 156,125.00 2,000 SOLE 18 2,000
ORACLE CORPORATION COMMON 68389X105 745,496.88 9,550 SOLE 19 9,550
ORACLE CORPORATION COMMON 68389X105 431,061.13 5,522 SOLE 38 5,522
ORACLE CORPORATION COMMON 68389X105 513,339.00 6,576 SOLE 51 6,576
ORACLE CORPORATION COMMON 68389X105 312,250.00 4,000 SOLE 520 4,000
ORACLE CORPORATION COMMON 68389X105 343,475.00 4,400 SOLE 530 4,400
ORACLE CORPORATION COMMON 68389X105 62,450.00 800 SOLE 540 800
ORACLE CORPORATION COMMON 68389X105 249,800.00 3,200 SOLE 560 3,200
ORACLE CORPORATION COMMON 68389X105 62,450.00 800 SOLE 570 800
ORTEL CORP COMMON 68749W102 37,162.13 198 SOLE 38 198
ORTEL CORP COMMON 68749W102 44,294.25 236 SOLE 51 236
OUTBACK STEAKHOUSE COMMON 689899102 32,062.50 1,000 SOLE 19 1,000
OWENS CORNING COMMON 69073F103 1,976.25 102 SOLE 38 102
OWENS CORNING COMMON 69073F103 2,363.75 122 SOLE 51 122
OWENS-ILLINOIS, INC. COMMON 690768403 16,875.00 1,000 SOLE 19 1,000
OWENS-ILLINOIS, INC. COMMON 690768403 4,893.75 290 SOLE 38 290
OWENS-ILLINOIS, INC. COMMON 690768403 5,821.88 345 SOLE 51 345
OXFORD HEALTH PLANS COMMON 691471106 4,575.00 300 SOLE 19 300
PACCAR INC COMMON 693718108 17,050.00 341 SOLE 38 341
PACCAR INC COMMON 693718108 20,300.00 406 SOLE 51 406
PACIFIC CENTURY FINL CORP COMMON 694058108 20,312.50 1,000 SOLE 19 1,000
PACIFICARE HEALTH SYSTEMS COMMON 695112102 24,937.50 500 SOLE 19 500
PACTIV CORPORATION COMMON 695257105 2,800.00 320 SOLE 38 320
PACTIV CORPORATION COMMON 695257105 3,333.75 381 SOLE 51 381
PAINE WEBBER GROUP, INC. COMMON 695629105 22,616.00 514 SOLE 38 514
PAINE WEBBER GROUP, INC. COMMON 695629105 26,928.00 612 SOLE 51 612
PALL CORP COMMON 696429307 22,437.50 1,000 SOLE 19 1,000
PALL CORP COMMON 696429307 1,756,856.25 78,300 SOLE 20 78,300
PALL CORP COMMON 696429307 15,549.19 693 SOLE 38 693
PALL CORP COMMON 696429307 18,510.94 825 SOLE 51 825
PAO DE ACUCAR COMMON 20440T201 50,050.00 1,400 SOLE 19 1,400
PARAMETRIC TECHNOLOGY COMMON 699173100 18,956.25 900 SOLE 19 900
PARAMETRIC TECHNOLOGY COMMON 699173100 14,069.75 668 SOLE 38 668
PARAMETRIC TECHNOLOGY COMMON 699173100 16,744.69 795 SOLE 51 795
PARKER HANNIFIN CORP COMMON 701094104 6,114.25 148 SOLE 38 148
PARKER HANNIFIN CORP COMMON 701094104 7,312.31 177 SOLE 51 177
PARTNER COMMUNICATIONS COMMON 70211M109 33,582.50 2,020 SOLE 39 2,020
PARTNER COMMUNICATIONS COMMON 70211M109 42,061.25 2,530 SOLE 52 2,530
PAYCHEX INC COMMON 704326107 1,953,587.50 37,300 SOLE 16 37,300
PAYCHEX INC COMMON 704326107 41,900.00 800 SOLE 19 800
PAYCHEX INC COMMON 704326107 324,725.00 6,200 SOLE 34 6,200
PAYCHEX INC COMMON 704326107 33,677.13 643 SOLE 38 643
PAYCHEX INC COMMON 704326107 40,119.25 766 SOLE 51 766
PAYLESS SHOESOURCE, INC. COMMON 704379106 54,222.75 1,044 SOLE 19 1,044
P-COM INC COMMON 693262107 962,000.00 52,000 SOLE 36 52,000
P-COM INC COMMON 693262107 2,294,000.00 124,000 SOLE 50 124,000
PE CORP-PE BIOSYSTEMS GR COMMON 69332S102 10,808,000.00 112,000 SOLE 1 112,000
PE CORP-PE BIOSYSTEMS GR COMMON 69332S102 23,160,000.00 240,000 SOLE 15 240,000
PE CORP-PE BIOSYSTEMS GR COMMON 69332S102 34,450.50 357 SOLE 38 357
PE CORP-PE BIOSYSTEMS GR COMMON 69332S102 41,012.50 425 SOLE 51 425
PECO ENERGY COMPANY COMMON 693304107 25,812.50 700 SOLE 19 700
PECO ENERGY COMPANY COMMON 693304107 20,318.13 551 SOLE 38 551
PECO ENERGY COMPANY COMMON 693304107 24,226.88 657 SOLE 51 657
PEGASUS COMMUNICATIONS CO COMMON 705904100 1,055,625.00 7,500 SOLE 36 7,500
PEGASUS COMMUNICATIONS CO COMMON 705904100 2,533,500.00 18,000 SOLE 50 18,000
PENWEST PHARMACEUTICALS COMMON 709754105 123,125.00 10,000 SOLE 1 10,000
PEOPLES ENERGY CORP COMMON 711030106 4,938.75 180 SOLE 38 180
PEOPLES ENERGY CORP COMMON 711030106 5,899.06 215 SOLE 51 215
PEOPLESOFT COMMON 712713106 13,860.00 693 SOLE 38 693
PEOPLESOFT COMMON 712713106 16,500.00 825 SOLE 51 825
PEPSICO, INC. COMMON 713448108 4,493,125.00 130,000 SOLE 2 130,000
PEPSICO, INC. COMMON 713448108 228,112.50 6,600 SOLE 3 6,600
PEPSICO, INC. COMMON 713448108 7,776,562.50 225,000 SOLE 10 225,000
PEPSICO, INC. COMMON 713448108 2,685,506.25 77,700 SOLE 11 77,700
PEPSICO, INC. COMMON 713448108 991,943.75 28,700 SOLE 16 28,700
PEPSICO, INC. COMMON 713448108 103,687.50 3,000 SOLE 18 3,000
PEPSICO, INC. COMMON 713448108 162,443.75 4,700 SOLE 19 4,700
PEPSICO, INC. COMMON 713448108 44,931.25 1,300 SOLE 32 1,300
PEPSICO, INC. COMMON 713448108 114,056.25 3,300 SOLE 34 3,300
PEPSICO, INC. COMMON 713448108 92,662.06 2,681 SOLE 38 2,681
PEPSICO, INC. COMMON 713448108 110,323.50 3,192 SOLE 51 3,192
PEPSICO, INC. COMMON 713448108 65,668.75 1,900 SOLE 520 1,900
PEPSICO, INC. COMMON 713448108 82,950.00 2,400 SOLE 530 2,400
PEPSICO, INC. COMMON 713448108 13,825.00 400 SOLE 540 400
PEPSICO, INC. COMMON 713448108 62,212.50 1,800 SOLE 560 1,800
PEPSICO, INC. COMMON 713448108 13,825.00 400 SOLE 570 400
PERFORMANCE TECHNOLOGIES COMMON 71376K102 634,187.50 14,600 SOLE 36 14,600
PERFORMANCE TECHNOLOGIES COMMON 71376K102 1,468,187.50 33,800 SOLE 50 33,800
PERKINELMER COMMON 714046109 2,926,000.00 44,000 SOLE 1 44,000
PERKINELMER COMMON 714046109 7,980,000.00 120,000 SOLE 15 120,000
PERKINELMER COMMON 714046109 12,236.00 184 SOLE 38 184
PERKINELMER COMMON 714046109 14,563.50 219 SOLE 51 219
PERRIGO COMPANY COMMON 714290103 17,465.63 2,300 SOLE 19 2,300
PFIZER INC COMMON 717081103 478,968.75 13,100 SOLE 6 13,100
PFIZER INC COMMON 717081103 3,319,875.00 90,800 SOLE 13 90,800
PFIZER INC COMMON 717081103 511,875.00 14,000 SOLE 19 14,000
PFIZER INC COMMON 717081103 230,307.19 6,299 SOLE 38 6,299
PFIZER INC COMMON 717081103 274,291.88 7,502 SOLE 51 7,502
PFIZER INC COMMON 717081103 80,437.50 2,200 SOLE 500 2,200
PG & E CORPORATION COMMON 69331C108 33,600.00 1,600 SOLE 19 1,600
PG & E CORPORATION COMMON 69331C108 18,375.00 875 SOLE 38 875
PG & E CORPORATION COMMON 69331C108 21,882.00 1,042 SOLE 51 1,042
PHARMACIA & UPJOHN INC COMMON 716941109 3,555,000.00 60,000 SOLE 2 60,000
PHARMACIA & UPJOHN INC COMMON 716941109 3,555,000.00 60,000 SOLE 10 60,000
PHARMACIA & UPJOHN INC COMMON 716941109 106,650.00 1,800 SOLE 19 1,800
PHARMACIA & UPJOHN INC COMMON 716941109 3,205,128.75 54,095 SOLE 20 54,095
PHARMACIA & UPJOHN INC COMMON 716941109 53,384.25 901 SOLE 38 901
PHARMACIA & UPJOHN INC COMMON 716941109 63,575.25 1,073 SOLE 51 1,073
PHELPS DODGE CORPORATION COMMON 717265102 764,750.00 16,100 SOLE 20 16,100
PHELPS DODGE CORPORATION COMMON 717265102 4,180.48 88 SOLE 38 88
PHELPS DODGE CORPORATION COMMON 717265102 4,987.50 105 SOLE 51 105
PHILIP MORRIS COMPANIES COMMON 718154107 173,225.00 8,200 SOLE 18 8,200
PHILIP MORRIS COMPANIES COMMON 718154107 162,662.50 7,700 SOLE 19 7,700
PHILIP MORRIS COMPANIES COMMON 718154107 1,366,787.50 64,700 SOLE 20 64,700
PHILIP MORRIS COMPANIES COMMON 718154107 92,464.13 4,377 SOLE 38 4,377
PHILIP MORRIS COMPANIES COMMON 718154107 110,124.63 5,213 SOLE 51 5,213
PHILLIPS PETROLEUM COMPAN COMMON 718507106 693,750.00 15,000 SOLE 3 15,000
PHILLIPS PETROLEUM COMPAN COMMON 718507106 9,250,000.00 200,000 SOLE 11 200,000
PHILLIPS PETROLEUM COMPAN COMMON 718507106 46,250.00 1,000 SOLE 19 1,000
PHILLIPS PETROLEUM COMPAN COMMON 718507106 19,517.50 422 SOLE 38 422
PHILLIPS PETROLEUM COMPAN COMMON 718507106 23,263.75 503 SOLE 51 503
PHONE.COM INC COMMON 71920Q100 146,812.50 900 SOLE 18 900
PHOTRONICS INC COMMON 719405102 282,500.00 8,000 SOLE 36 8,000
PHOTRONICS INC COMMON 719405102 670,937.50 19,000 SOLE 50 19,000
PIER 1 IMPORTS INC/DEL COMMON 720279108 1,435,000.00 140,000 SOLE 50 140,000
PINNACLE HOLDINGS INC COMMON 72346N101 414,375.00 7,500 SOLE 36 7,500
PINNACLE HOLDINGS INC COMMON 72346N101 817,700.00 14,800 SOLE 50 14,800
PINNACLE WEST CAP CORP COMMON 723484101 2,029.50 72 SOLE 38 72
PINNACLE WEST CAP CORP COMMON 723484101 2,424.13 86 SOLE 51 86
PIONEER GROUP INC COMMON 723684106 813,750.00 35,000 SOLE 29 35,000
PIONEER GROUP INC COMMON 723684106 581,250.00 25,000 SOLE 35 25,000
PITNEY BOWES INC COMMON 724479100 723,937.50 16,200 SOLE 16 16,200
PITNEY BOWES INC COMMON 724479100 44,687.50 1,000 SOLE 19 1,000
PITNEY BOWES INC COMMON 724479100 80,437.50 1,800 SOLE 34 1,800
PITNEY BOWES INC COMMON 724479100 20,377.50 456 SOLE 38 456
PITNEY BOWES INC COMMON 724479100 24,265.31 543 SOLE 51 543
PITTSTON BRINK'S GROUP COMMON 725701106 5,100.00 300 SOLE 19 300
PIVOTAL COMMON 72581R106 106,012.50 3,300 SOLE 36 3,300
PIVOTAL COMMON 72581R106 282,700.00 8,800 SOLE 50 8,800
PLACER DOME, INC. COMMON 725906101 16,250.00 2,000 SOLE 19 2,000
PLACER DOME, INC. COMMON 725906101 5,070.00 624 SOLE 38 624
PLACER DOME, INC. COMMON 725906101 6,036.88 743 SOLE 51 743
PLEXUS CORPORATION COMMON 729132100 646,262.50 9,700 SOLE 36 9,700
PLEXUS CORPORATION COMMON 729132100 1,499,062.50 22,500 SOLE 50 22,500
PNC BANK CORPORATION COMMON 693475105 716,493.75 15,900 SOLE 3 15,900
PNC BANK CORPORATION COMMON 693475105 9,125,156.25 202,500 SOLE 11 202,500
PNC BANK CORPORATION COMMON 693475105 1,099,525.00 24,400 SOLE 16 24,400
PNC BANK CORPORATION COMMON 693475105 45,738.44 1,015 SOLE 19 1,015
PNC BANK CORPORATION COMMON 693475105 117,162.50 2,600 SOLE 34 2,600
PNC BANK CORPORATION COMMON 693475105 22,125.69 491 SOLE 38 491
PNC BANK CORPORATION COMMON 693475105 26,361.56 585 SOLE 51 585
POHANG IRON & STEEL ADR COMMON 730450103 33,000.00 1,200 SOLE 39 1,200
POHANG IRON & STEEL ADR COMMON 730450103 46,750.00 1,700 SOLE 52 1,700
POLICY MGMNT SYSTEMS COMMON 731108106 6,000.00 500 SOLE 19 500
POLYCOM INC. COMMON 73172K104 791,875.00 10,000 SOLE 36 10,000
POLYCOM INC. COMMON 73172K104 1,900,500.00 24,000 SOLE 50 24,000
POST PROPERTIES INC COMMON 737464107 144,549.00 3,750 SOLE 1 3,750
POTLATCH CORP COMMON 737628107 12,255.00 285 SOLE 38 285
POTLATCH CORP COMMON 737628107 14,577.00 339 SOLE 51 339
POTOMAC ELECTRIC POWER COMMON 737679100 29,412.50 1,300 SOLE 19 1,300
POWERWAVE TECHNOLOGIES COMMON 739363109 437,500.00 3,500 SOLE 36 3,500
POWERWAVE TECHNOLOGIES COMMON 739363109 1,062,500.00 8,500 SOLE 50 8,500
PPG INDUST COMMON 693506107 899,775.00 17,200 SOLE 20 17,200
PPG INDUST COMMON 693506107 14,909.06 285 SOLE 38 285
PPG INDUST COMMON 693506107 17,733.94 339 SOLE 51 339
PPL CORPORATION COMMON 69351T106 9,065.94 433 SOLE 38 433
PPL CORPORATION COMMON 69351T106 10,803.75 516 SOLE 51 516
PRAXAIR INC COMMON 74005P104 399,600.00 9,600 SOLE 3 9,600
PRAXAIR INC COMMON 74005P104 4,982,512.50 119,700 SOLE 11 119,700
PRAXAIR INC COMMON 74005P104 1,802,362.50 43,300 SOLE 16 43,300
PRAXAIR INC COMMON 74005P104 166,500.00 4,000 SOLE 34 4,000
PRAXAIR INC COMMON 74005P104 9,115.88 219 SOLE 38 219
PRAXAIR INC COMMON 74005P104 10,864.13 261 SOLE 51 261
PRECISION CASTPARTS CORP COMMON 740189105 14,600.00 400 SOLE 19 400
PREMIER PARKS INC COMMON 740540208 16,800.00 800 SOLE 19 800
PRENTISS PROPERTIES COMMON 740706106 75,304.69 3,375 SOLE 28 3,375
PRENTISS PROPERTIES COMMON 740706106 31,237.50 1,400 SOLE 33 1,400
PRENTISS PROPERTIES TRUST COMMON 740706106 88,943.00 4,000 SOLE 1 4,000
PRIMEX TECHNOLOGIES, INC. COMMON 741597108 4,262.50 200 SOLE 19 200
PRIMUS TELECOMMUNICATIONS COMMON 741929103 1,240,500.00 24,000 SOLE 36 24,000
PRIMUS TELECOMMUNICATIONS COMMON 741929103 3,023,718.75 58,500 SOLE 50 58,500
PRISON REALTY TRUST, INC COMMON 74264N105 224,726.00 10,550 SOLE 1 10,550
PROCTER & GAMBLE COMPANY COMMON 742718109 8,437,500.00 150,000 SOLE 2 150,000
PROCTER & GAMBLE COMPANY COMMON 742718109 8,437,500.00 150,000 SOLE 10 150,000
PROCTER & GAMBLE COMPANY COMMON 742718109 2,497,500.00 44,400 SOLE 16 44,400
PROCTER & GAMBLE COMPANY COMMON 742718109 101,250.00 1,800 SOLE 18 1,800
PROCTER & GAMBLE COMPANY COMMON 742718109 236,250.00 4,200 SOLE 19 4,200
PROCTER & GAMBLE COMPANY COMMON 742718109 360,000.00 6,400 SOLE 20 6,400
PROCTER & GAMBLE COMPANY COMMON 742718109 33,750.00 600 SOLE 32 600
PROCTER & GAMBLE COMPANY COMMON 742718109 298,125.00 5,300 SOLE 34 5,300
PROCTER & GAMBLE COMPANY COMMON 742718109 138,262.50 2,458 SOLE 38 2,458
PROCTER & GAMBLE COMPANY COMMON 742718109 164,643.75 2,927 SOLE 51 2,927
PROCTER & GAMBLE COMPANY COMMON 742718109 112,500.00 2,000 SOLE 520 2,000
PROCTER & GAMBLE COMPANY COMMON 742718109 157,500.00 2,800 SOLE 530 2,800
PROCTER & GAMBLE COMPANY COMMON 742718109 22,500.00 400 SOLE 540 400
PROCTER & GAMBLE COMPANY COMMON 742718109 112,500.00 2,000 SOLE 560 2,000
PROCTER & GAMBLE COMPANY COMMON 742718109 22,500.00 400 SOLE 570 400
PROGRESSIVE CORP OHIO COMMON 743315103 30,425.00 400 SOLE 19 400
PROGRESSIVE CORP OHIO COMMON 743315103 722,593.75 9,500 SOLE 29 9,500
PROGRESSIVE CORP OHIO COMMON 743315103 760,625.00 10,000 SOLE 35 10,000
PROLOGIS TRUST COMMON 743410102 38,500.00 2,000 SOLE 28 2,000
PROLOGIS TRUST COMMON 743410102 17,806.25 925 SOLE 33 925
PROLOGIS TRUST COMMON 743410102 357,221.00 16,100 SOLE 1 16,100
PROVIDIAN FINANCIAL CORP COMMON 74406A102 8,229.38 95 SOLE 38 95
PROVIDIAN FINANCIAL CORP COMMON 74406A102 9,875.25 114 SOLE 51 114
PS BUSINESS PARKS COMMON 69360J107 58,064.00 2,400 SOLE 1 2,400
PSINET INC COMMON 74437C101 680,312.50 20,000 SOLE 1 20,000
PSINET INC COMMON 74437C101 3,401,562.50 100,000 SOLE 2 100,000
PSINET INC COMMON 74437C101 3,401,562.50 100,000 SOLE 10 100,000
PSINET INC COMMON 74437C101 1,870,859.38 55,000 SOLE 15 55,000
PSINET INC COMMON 74437C101 30,614.06 900 SOLE 32 900
PSINET INC COMMON 74437C101 1,085,098.44 31,900 SOLE 53 31,900
PSINET INC COMMON 74437C101 768,753.13 22,600 SOLE 70 22,600
PSINET INC COMMON 74437C101 40,818.75 1,200 SOLE 520 1,200
PSINET INC COMMON 74437C101 37,417.19 1,100 SOLE 530 1,100
PSINET INC COMMON 74437C101 6,803.13 200 SOLE 540 200
PSINET INC COMMON 74437C101 27,212.50 800 SOLE 560 800
PSINET INC COMMON 74437C101 6,803.13 200 SOLE 570 200
PUBLIC STORAGE COMMON 74460D109 336,268.00 12,350 SOLE 1 12,350
PUBLIC SVC ENTERPRISE GP COMMON 744573106 26,775.00 900 SOLE 19 900
PUBLIC SVC ENTERPRISE GP COMMON 744573106 15,559.25 523 SOLE 38 523
PUBLIC SVC ENTERPRISE GP COMMON 744573106 18,534.25 623 SOLE 51 623
PULTE CORPORATION COMMON 745867101 12,253.63 587 SOLE 38 587
PULTE CORPORATION COMMON 745867101 14,591.63 699 SOLE 51 699
QUAKER OATS CO COMMON 747402105 12,670.63 209 SOLE 38 209
QUAKER OATS CO COMMON 747402105 15,035.00 248 SOLE 51 248
QUALCOMM INC. COMMON 747525103 1,884,323.75 12,620 SOLE 6 12,620
QUALCOMM INC. COMMON 747525103 16,173,530.00 108,320 SOLE 13 108,320
QUALCOMM INC. COMMON 747525103 212,023.75 1,420 SOLE 38 1,420
QUALCOMM INC. COMMON 747525103 252,487.44 1,691 SOLE 51 1,691
QUANTUM CORP COMMON 747906204 20,293.75 1,700 SOLE 19 1,700
QUANTUM CORP-HARD DISK COMMON 747906303 7,875.00 700 SOLE 19 700
QUESTAR CORPORATION COMMON 748356102 928,125.00 50,000 SOLE 29 50,000
QUESTAR CORPORATION COMMON 748356102 686,812.50 37,000 SOLE 35 37,000
QUINTILES TRANSNATIONAL COMMON 748767100 361,725.00 21,200 SOLE 6 21,200
QUINTILES TRANSNATIONAL COMMON 748767100 2,482,593.75 145,500 SOLE 13 145,500
QUINTILES TRANSNATIONAL COMMON 748767100 2,508.19 147 SOLE 38 147
QUINTILES TRANSNATIONAL COMMON 748767100 2,985.94 175 SOLE 51 175
QUORUM HEALTH GROUP INC COMMON 749084109 1,825,337.50 181,400 SOLE 15 181,400
QUORUM HEALTH GROUP INC COMMON 749084109 10,062.50 1,000 SOLE 19 1,000
QUORUM HEALTH GROUP INC COMMON 749084109 543,375.00 54,000 SOLE 29 54,000
QUORUM HEALTH GROUP INC COMMON 749084109 472,937.50 47,000 SOLE 35 47,000
QWEST COMMUNICATIONS INTL COMMON 749121109 2,910,000.00 60,000 SOLE 2 60,000
QWEST COMMUNICATIONS INTL COMMON 749121109 2,910,000.00 60,000 SOLE 10 60,000
QWEST COMMUNICATIONS INTL COMMON 749121109 33,950.00 700 SOLE 32 700
QWEST COMMUNICATIONS INTL COMMON 749121109 82,450.00 1,700 SOLE 520 1,700
QWEST COMMUNICATIONS INTL COMMON 749121109 82,450.00 1,700 SOLE 530 1,700
QWEST COMMUNICATIONS INTL COMMON 749121109 14,550.00 300 SOLE 540 300
QWEST COMMUNICATIONS INTL COMMON 749121109 58,200.00 1,200 SOLE 560 1,200
QWEST COMMUNICATIONS INTL COMMON 749121109 14,550.00 300 SOLE 570 300
R & B FALCON CORP COMMON 74912E101 498,093.75 25,300 SOLE 1 25,300
R & B FALCON CORP COMMON 74912E101 1,421,437.50 72,200 SOLE 15 72,200
R & B FALCON CORP COMMON 74912E101 984,375.00 50,000 SOLE 29 50,000
R.R.DONNELLEY & SONS CO. COMMON 257867101 20,937.50 1,000 SOLE 19 1,000
R.R.DONNELLEY & SONS CO. COMMON 257867101 799,812.50 38,200 SOLE 20 38,200
R.R.DONNELLEY & SONS CO. COMMON 257867101 4,145.63 198 SOLE 38 198
R.R.DONNELLEY & SONS CO. COMMON 257867101 4,941.25 236 SOLE 51 236
RAILAMERICA, INC. COMMON 750753105 1,012,500.00 150,000 SOLE 1 150,000
RAILAMERICA, INC. COMMON 750753105 472,500.00 70,000 SOLE 29 70,000
RAILAMERICA, INC. COMMON 750753105 540,000.00 80,000 SOLE 35 80,000
RALSTON - RALSTON PURINA COMMON 751277302 301,125.00 11,000 SOLE 3 11,000
RALSTON - RALSTON PURINA COMMON 751277302 3,558,750.00 130,000 SOLE 11 130,000
RALSTON - RALSTON PURINA COMMON 751277302 30,112.50 1,100 SOLE 19 1,100
RALSTON - RALSTON PURINA COMMON 751277302 24,911.25 910 SOLE 38 910
RALSTON - RALSTON PURINA COMMON 751277302 29,674.50 1,084 SOLE 51 1,084
RANGER OIL LTD. COMMON 752805101 8,137.50 2,100 SOLE 19 2,100
RATIONAL SOFTWARE CORP COMMON 75409P202 9,562,500.00 125,000 SOLE 1 125,000
RATIONAL SOFTWARE CORP COMMON 75409P202 28,458,000.00 372,000 SOLE 15 372,000
RAYONIER INC COMMON 754907103 19,500.00 400 SOLE 19 400
RAYTHEON COMPANY - CL. A COMMON 755111309 7,920.06 421 SOLE 19 421
RAYTHEON COMPANY - CL. A COMMON 755111309 413,875.00 22,000 SOLE 29 22,000
RAYTHEON COMPANY - CL. A COMMON 755111309 338,625.00 18,000 SOLE 35 18,000
RAYTHEON COMPANY - CL. B COMMON 755111408 12,052.25 679 SOLE 19 679
RAYTHEON COMPANY - CL. B COMMON 755111408 9,159.00 516 SOLE 38 516
RAYTHEON COMPANY - CL. B COMMON 755111408 10,898.50 614 SOLE 51 614
RCN CORPORATION COMMON 749361101 1,400,750.00 26,000 SOLE 1 26,000
RCN CORPORATION COMMON 749361101 3,879,000.00 72,000 SOLE 15 72,000
READERS DGST ASSN,INC CLA COMMON 755267101 38,912.50 1,100 SOLE 19 1,100
READERS DGST ASSN,INC CLA COMMON 755267101 994,037.50 28,100 SOLE 20 28,100
REALTY INCOME CORP COMMON 756109104 65,868.00 2,650 SOLE 1 2,650
RECKSON ASSOC REALTY COMMON 75621K106 91,686.00 4,100 SOLE 1 4,100
RECKSON ASSOCIATES REALTY COMMON 75621K106 33,656.25 1,795 SOLE 28 1,795
RECKSON ASSOCIATES REALTY COMMON 75621K106 17,437.50 930 SOLE 33 930
REEBOK INTERNATIONAL COMMON 758110100 5,984.75 647 SOLE 38 647
REEBOK INTERNATIONAL COMMON 758110100 7,122.50 770 SOLE 51 770
REGENCY REALTY CORP COMMON 758939102 131,205.00 5,850 SOLE 1 5,850
REGIONS FINANCIAL CORP. COMMON 758940100 22,812.50 1,000 SOLE 19 1,000
REGIONS FINANCIAL CORP. COMMON 758940100 8,509.06 373 SOLE 38 373
REGIONS FINANCIAL CORP. COMMON 758940100 10,128.75 444 SOLE 51 444
RELIANT ENERGY, INC. COMMON 75952J108 23,437.50 1,000 SOLE 19 1,000
RELIANT ENERGY, INC. COMMON 75952J108 921,093.75 39,300 SOLE 20 39,300
RELIANT ENERGY, INC. COMMON 75952J108 11,132.81 475 SOLE 38 475
RELIANT ENERGY, INC. COMMON 75952J108 13,265.63 566 SOLE 51 566
RELIASTAR FINANCIAL CORP COMMON 75952U103 27,100.00 800 SOLE 19 800
REPSOL SA SPONSORED ADR COMMON 76026T205 29,837.50 1,400 SOLE 19 1,400
REYNOLDS METALS COMPANY COMMON 761763101 52,831.25 790 SOLE 38 790
REYNOLDS METALS COMPANY COMMON 761763101 62,929.38 941 SOLE 51 941
RIGGS NATL CORP COMMON 766570105 609,375.00 50,000 SOLE 29 50,000
RITE AID CORP COMMON 767754104 8,250.00 1,500 SOLE 19 1,500
RITE AID CORP COMMON 767754104 2,700.50 491 SOLE 38 491
RITE AID CORP COMMON 767754104 3,217.50 585 SOLE 51 585
RJ REYNOLDS TOBACCO COMMON 76182K105 18,700.00 1,100 SOLE 19 1,100
RJ REYNOLDS TOBACCO COMMON 76182K105 17.00 1 SOLE 51 1
ROBERT HALF INTL INC COMMON 770323103 47,437.50 1,000 SOLE 19 1,000
ROCKWELL INTL CORP COMMON 773903109 29,268.75 700 SOLE 19 700
ROCKWELL INTL CORP COMMON 773903109 12,711.00 304 SOLE 38 304
ROCKWELL INTL CORP COMMON 773903109 15,136.13 362 SOLE 51 362
ROHM & HAAS COMMON 775371107 2,677,500.00 60,000 SOLE 2 60,000
ROHM & HAAS COMMON 775371107 3,123,750.00 70,000 SOLE 10 70,000
ROHM & HAAS COMMON 775371107 66,937.50 1,500 SOLE 32 1,500
ROHM & HAAS COMMON 775371107 15,841.88 355 SOLE 38 355
ROHM & HAAS COMMON 775371107 18,876.38 423 SOLE 51 423
ROHM & HAAS COMMON 775371107 53,550.00 1,200 SOLE 520 1,200
ROHM & HAAS COMMON 775371107 58,012.50 1,300 SOLE 530 1,300
ROHM & HAAS COMMON 775371107 8,925.00 200 SOLE 540 200
ROHM & HAAS COMMON 775371107 44,625.00 1,000 SOLE 560 1,000
ROHM & HAAS COMMON 775371107 8,925.00 200 SOLE 570 200
ROSS STORES INC COMMON 778296103 33,687.50 1,400 SOLE 19 1,400
ROUSE COMPANY COMMON 779273101 872,462.50 41,300 SOLE 20 41,300
ROUSE COMPANY COMMON 779273101 211,613.00 7,450 SOLE 1 7,450
ROWAN COMPANIES INC COMMON 779382100 10,980.19 373 SOLE 38 373
ROWAN COMPANIES INC COMMON 779382100 13,070.25 444 SOLE 51 444
ROYAL DUTCH PETRO-NY COMMON 780257804 11,512,500.00 200,000 SOLE 2 200,000
ROYAL DUTCH PETRO-NY COMMON 780257804 1,444,818.75 25,100 SOLE 3 25,100
ROYAL DUTCH PETRO-NY COMMON 780257804 11,512,500.00 200,000 SOLE 10 200,000
ROYAL DUTCH PETRO-NY COMMON 780257804 17,539,293.75 304,700 SOLE 11 304,700
ROYAL DUTCH PETRO-NY COMMON 780257804 615,918.75 10,700 SOLE 19 10,700
ROYAL DUTCH PETRO-NY COMMON 780257804 2,302,500.00 40,000 SOLE 20 40,000
ROYAL DUTCH PETRO-NY COMMON 780257804 77,709.38 1,350 SOLE 32 1,350
ROYAL DUTCH PETRO-NY COMMON 780257804 230,710.50 4,008 SOLE 38 4,008
ROYAL DUTCH PETRO-NY COMMON 780257804 274,745.81 4,773 SOLE 51 4,773
ROYAL DUTCH PETRO-NY COMMON 780257804 207,225.00 3,600 SOLE 520 3,600
ROYAL DUTCH PETRO-NY COMMON 780257804 207,225.00 3,600 SOLE 530 3,600
ROYAL DUTCH PETRO-NY COMMON 780257804 23,025.00 400 SOLE 540 400
ROYAL DUTCH PETRO-NY COMMON 780257804 155,418.75 2,700 SOLE 560 2,700
ROYAL DUTCH PETRO-NY COMMON 780257804 34,537.50 600 SOLE 570 600
RSA SECURITY INC COMMON 749719100 181,343.75 3,500 SOLE 36 3,500
RSA SECURITY INC COMMON 749719100 414,500.00 8,000 SOLE 50 8,000
RYANAIR HOLDINGS PLC ADR COMMON 783513104 178,912.50 3,900 SOLE 18 3,900
RYDER SYSTEM, INC. COMMON 783549108 2,767.88 122 SOLE 38 122
RYDER SYSTEM, INC. COMMON 783549108 3,289.69 145 SOLE 51 145
S3 INCORPORATED COMMON 784849101 2,121,000.00 101,000 SOLE 1 101,000
S3 INCORPORATED COMMON 784849101 6,258,000.00 298,000 SOLE 15 298,000
SABRE GROUP HOLDINGS COMMON 785905100 16,015.77 434 SOLE 19 434
SABRE GROUP HOLDINGS COMMON 785905100 9,769.62 264 SOLE 38 264
SABRE GROUP HOLDINGS COMMON 785905100 11,638.13 315 SOLE 51 315
SAFECO CORPORATION COMMON 786429100 1,099,687.50 41,400 SOLE 20 41,400
SAFECO CORPORATION COMMON 786429100 10,651.56 401 SOLE 38 401
SAFECO CORPORATION COMMON 786429100 12,696.88 478 SOLE 51 478
SAFEGUARD SCIENTIFICS INC COMMON 786449108 8,648,437.50 123,000 SOLE 1 123,000
SAFEGUARD SCIENTIFICS INC COMMON 786449108 23,835,937.50 339,000 SOLE 15 339,000
SAFEWAY, INC. COMMON 786514208 9,050,000.00 200,000 SOLE 2 200,000
SAFEWAY, INC. COMMON 786514208 303,175.00 6,700 SOLE 3 6,700
SAFEWAY, INC. COMMON 786514208 9,955,000.00 220,000 SOLE 10 220,000
SAFEWAY, INC. COMMON 786514208 3,583,800.00 79,200 SOLE 11 79,200
SAFEWAY, INC. COMMON 786514208 140,275.00 3,100 SOLE 18 3,100
SAFEWAY, INC. COMMON 786514208 72,400.00 1,600 SOLE 19 1,600
SAFEWAY, INC. COMMON 786514208 58,825.00 1,300 SOLE 32 1,300
SAFEWAY, INC. COMMON 786514208 41,494.25 917 SOLE 38 917
SAFEWAY, INC. COMMON 786514208 49,413.00 1,092 SOLE 51 1,092
SAFEWAY, INC. COMMON 786514208 144,800.00 3,200 SOLE 520 3,200
SAFEWAY, INC. COMMON 786514208 122,175.00 2,700 SOLE 530 2,700
SAFEWAY, INC. COMMON 786514208 18,100.00 400 SOLE 540 400
SAFEWAY, INC. COMMON 786514208 85,975.00 1,900 SOLE 560 1,900
SAFEWAY, INC. COMMON 786514208 18,100.00 400 SOLE 570 400
SAKS, INCORPORATED COMMON 79377W108 20,300.00 1,400 SOLE 19 1,400
SALEM COMMUNICATIONS CL A COMMON 794093104 670,887.50 56,200 SOLE 1 56,200
SALEM COMMUNICATIONS CL A COMMON 794093104 2,685,937.50 225,000 SOLE 15 225,000
SANDISK CORP COMMON 80004C101 1,102,500.00 9,000 SOLE 36 9,000
SANDISK CORP COMMON 80004C101 2,376,500.00 19,400 SOLE 50 19,400
SANMINA CORPORATION COMMON 800907107 4,053,750.00 60,000 SOLE 2 60,000
SANMINA CORPORATION COMMON 800907107 189,175.00 2,800 SOLE 3 2,800
SANMINA CORPORATION COMMON 800907107 4,053,750.00 60,000 SOLE 10 60,000
SANMINA CORPORATION COMMON 800907107 2,229,562.50 33,000 SOLE 11 33,000
SANMINA CORPORATION COMMON 800907107 1,243,150.00 18,400 SOLE 16 18,400
SANMINA CORPORATION COMMON 800907107 81,075.00 1,200 SOLE 19 1,200
SANMINA CORPORATION COMMON 800907107 54,050.00 800 SOLE 32 800
SANMINA CORPORATION COMMON 800907107 148,637.50 2,200 SOLE 34 2,200
SANMINA CORPORATION COMMON 800907107 1,344,493.75 19,900 SOLE 53 19,900
SANMINA CORPORATION COMMON 800907107 932,362.50 13,800 SOLE 70 13,800
SANMINA CORPORATION COMMON 800907107 81,075.00 1,200 SOLE 520 1,200
SANMINA CORPORATION COMMON 800907107 54,050.00 800 SOLE 530 800
SANMINA CORPORATION COMMON 800907107 13,512.50 200 SOLE 540 200
SANMINA CORPORATION COMMON 800907107 108,100.00 1,600 SOLE 560 1,600
SANMINA CORPORATION COMMON 800907107 27,025.00 400 SOLE 570 400
SARA LEE CORP COMMON 803111103 50,400.00 2,800 SOLE 19 2,800
SARA LEE CORP COMMON 803111103 31,014.00 1,723 SOLE 38 1,723
SARA LEE CORP COMMON 803111103 36,936.00 2,052 SOLE 51 2,052
SAWTEK INC COMMON 805468105 841,000.00 16,000 SOLE 36 16,000
SAWTEK INC COMMON 805468105 2,023,656.25 38,500 SOLE 50 38,500
SBC COMMUNICATIONS, INC. COMMON 78387G103 10,500,000.00 250,000 SOLE 2 250,000
SBC COMMUNICATIONS, INC. COMMON 78387G103 1,453,200.00 34,600 SOLE 3 34,600
SBC COMMUNICATIONS, INC. COMMON 78387G103 12,600,000.00 300,000 SOLE 10 300,000
SBC COMMUNICATIONS, INC. COMMON 78387G103 17,577,000.00 418,500 SOLE 11 418,500
SBC COMMUNICATIONS, INC. COMMON 78387G103 4,261,488.00 101,464 SOLE 16 101,464
SBC COMMUNICATIONS, INC. COMMON 78387G103 504,504.00 12,012 SOLE 19 12,012
SBC COMMUNICATIONS, INC. COMMON 78387G103 3,420,984.00 81,452 SOLE 20 81,452
SBC COMMUNICATIONS, INC. COMMON 78387G103 94,500.00 2,250 SOLE 32 2,250
SBC COMMUNICATIONS, INC. COMMON 78387G103 514,416.00 12,248 SOLE 34 12,248
SBC COMMUNICATIONS, INC. COMMON 78387G103 277,578.00 6,609 SOLE 38 6,609
SBC COMMUNICATIONS, INC. COMMON 78387G103 330,582.00 7,871 SOLE 51 7,871
SBC COMMUNICATIONS, INC. COMMON 78387G103 138,600.00 3,300 SOLE 520 3,300
SBC COMMUNICATIONS, INC. COMMON 78387G103 147,000.00 3,500 SOLE 530 3,500
SBC COMMUNICATIONS, INC. COMMON 78387G103 33,600.00 800 SOLE 540 800
SBC COMMUNICATIONS, INC. COMMON 78387G103 151,200.00 3,600 SOLE 560 3,600
SBC COMMUNICATIONS, INC. COMMON 78387G103 25,200.00 600 SOLE 570 600
SCANA CORPORATION COMMON 80589M102 15,498.94 631 SOLE 19 631
SCHERING-PLOUGH CORP COMMON 806605101 7,350,000.00 200,000 SOLE 2 200,000
SCHERING-PLOUGH CORP COMMON 806605101 352,800.00 9,600 SOLE 3 9,600
SCHERING-PLOUGH CORP COMMON 806605101 9,187,500.00 250,000 SOLE 10 250,000
SCHERING-PLOUGH CORP COMMON 806605101 4,226,250.00 115,000 SOLE 11 115,000
SCHERING-PLOUGH CORP COMMON 806605101 2,024,925.00 55,100 SOLE 16 55,100
SCHERING-PLOUGH CORP COMMON 806605101 158,025.00 4,300 SOLE 19 4,300
SCHERING-PLOUGH CORP COMMON 806605101 29,400.00 800 SOLE 32 800
SCHERING-PLOUGH CORP COMMON 806605101 238,875.00 6,500 SOLE 34 6,500
SCHERING-PLOUGH CORP COMMON 806605101 90,478.50 2,462 SOLE 38 2,462
SCHERING-PLOUGH CORP COMMON 806605101 107,714.25 2,931 SOLE 51 2,931
SCHERING-PLOUGH CORP COMMON 806605101 117,600.00 3,200 SOLE 520 3,200
SCHERING-PLOUGH CORP COMMON 806605101 132,300.00 3,600 SOLE 530 3,600
SCHERING-PLOUGH CORP COMMON 806605101 22,050.00 600 SOLE 540 600
SCHLUMBERGER, LTD. COMMON 806857108 306,000.00 4,000 SOLE 3 4,000
SCHLUMBERGER, LTD. COMMON 806857108 3,825,000.00 50,000 SOLE 11 50,000
SCHLUMBERGER, LTD. COMMON 806857108 122,400.00 1,600 SOLE 19 1,600
SCHLUMBERGER, LTD. COMMON 806857108 65,025.00 850 SOLE 32 850
SCHLUMBERGER, LTD. COMMON 806857108 76,500.00 1,000 SOLE 38 1,000
SCHLUMBERGER, LTD. COMMON 806857108 91,111.50 1,191 SOLE 51 1,191
SCHOOL SPECIALTY, INC. COMMON 807863105 2,150.00 100 SOLE 19 100
SCHULMAN A INC COMMON 808194104 10,600.00 800 SOLE 19 800
SCI SYSTEMS COMMON 783890106 64,575.00 1,200 SOLE 19 1,200
SCIENTIFIC ATLANTA INC COMMON 808655104 1,731,843.75 27,300 SOLE 6 27,300
SCIENTIFIC ATLANTA INC COMMON 808655104 12,568,871.88 198,130 SOLE 13 198,130
SCIENTIFIC ATLANTA INC COMMON 808655104 3,095,750.00 48,800 SOLE 16 48,800
SCIENTIFIC ATLANTA INC COMMON 808655104 393,312.50 6,200 SOLE 34 6,200
SCIENTIFIC ATLANTA INC COMMON 808655104 28,927.50 456 SOLE 38 456
SCIENTIFIC ATLANTA INC COMMON 808655104 34,383.13 542 SOLE 51 542
SCOTTISH POWER PLC - ADR COMMON 81013T705 1,038,336.00 32,768 SOLE 20 32,768
SEAGATE TECHNOLOGY INC COMMON 811804103 60,250.00 1,000 SOLE 19 1,000
SEAGATE TECHNOLOGY INC COMMON 811804103 29,281.50 486 SOLE 38 486
SEAGATE TECHNOLOGY INC COMMON 811804103 34,884.75 579 SOLE 51 579
SEAGRAM COMPANY, LTD. COMMON 811850106 2,975,000.00 50,000 SOLE 2 50,000
SEAGRAM COMPANY, LTD. COMMON 811850106 4,760,000.00 80,000 SOLE 10 80,000
SEAGRAM COMPANY, LTD. COMMON 811850106 83,300.00 1,400 SOLE 19 1,400
SEAGRAM COMPANY, LTD. COMMON 811850106 52,360.00 880 SOLE 38 880
SEAGRAM COMPANY, LTD. COMMON 811850106 62,356.00 1,048 SOLE 51 1,048
SEAGRAM COMPANY, LTD. COMMON 811850106 107,100.00 1,800 SOLE 520 1,800
SEAGRAM COMPANY, LTD. COMMON 811850106 17,850.00 300 SOLE 540 300
SEALED AIR COMMON 81211K100 38,018.75 700 SOLE 19 700
SEALED AIR COMMON 81211K100 13,252.25 244 SOLE 38 244
SEALED AIR COMMON 81211K100 15,750.63 290 SOLE 51 290
SEARS ROEBUCK AND CO COMMON 812387108 43,225.00 1,400 SOLE 19 1,400
SEARS ROEBUCK AND CO COMMON 812387108 30,658.88 993 SOLE 38 993
SEARS ROEBUCK AND CO COMMON 812387108 36,525.13 1,183 SOLE 51 1,183
SELECTIVE INS GROUP COMMON 816300107 13,650.00 800 SOLE 19 800
SEMPRA ENERGY COMMON 816851109 6,432.00 384 SOLE 38 384
SEMPRA ENERGY COMMON 816851109 7,788.75 465 SOLE 51 465
SEQUA CORP CL A COMMON 817320104 11,887.50 300 SOLE 19 300
SEQUENOM INC COMMON 817337108 66,937.50 1,700 SOLE 36 1,700
SEQUENOM INC COMMON 817337108 157,500.00 4,000 SOLE 50 4,000
SERVICE CORP INTL COMMON 817565104 1,542.00 514 SOLE 38 514
SERVICE CORP INTL COMMON 817565104 1,836.00 612 SOLE 51 612
SHAW INDUSTRIES INC COMMON 820286102 21,262.50 1,400 SOLE 19 1,400
SHELL TRAN & TRAD NYS-ADR COMMON 822703609 73,593.75 1,500 SOLE 19 1,500
SHERWIN-WILLIAMS CO COMMON 824348106 6,822.56 311 SOLE 38 311
SHERWIN-WILLIAMS CO COMMON 824348106 8,116.88 370 SOLE 51 370
SHIRE PARMACEUTICALS GRP COMMON 82481R106 3,331,250.00 65,000 SOLE 1 65,000
SHIRE PARMACEUTICALS GRP COMMON 82481R106 8,661,250.00 169,000 SOLE 15 169,000
SHURGARD STORAGE CENTERS COMMON 82567D104 72,590.00 2,800 SOLE 1 2,800
SIEBEL SYSTEMS INC COMMON 826170102 250,818.75 2,100 SOLE 19 2,100
SIERRA PACIFIC RESOURCES COMMON 826428104 13,750.00 1,100 SOLE 19 1,100
SILICON GRAPHICS INC. COMMON 827056102 8,861.94 839 SOLE 38 839
SILICON GRAPHICS INC. COMMON 827056102 10,562.50 1,000 SOLE 51 1,000
SILICON STORAGE TECHNOLOG COMMON 827057100 443,250.00 6,000 SOLE 36 6,000
SILICON STORAGE TECHNOLOG COMMON 827057100 1,034,250.00 14,000 SOLE 50 14,000
SILICON VALLEY BANCSHARES COMMON 827064106 28,750.00 400 SOLE 19 400
SILICON VALLEY BANCSHARES COMMON 827064106 467,187.50 6,500 SOLE 36 6,500
SILICON VALLEY BANCSHARES COMMON 827064106 1,185,937.50 16,500 SOLE 50 16,500
SILICONIX INC COMMON 827079203 427,781.25 4,500 SOLE 36 4,500
SILICONIX INC COMMON 827079203 1,140,750.00 12,000 SOLE 50 12,000
SIMON PROPERTY COMMON 828806109 485,801.00 16,650 SOLE 1 16,650
SIMON PROPERTY GROUP INC. COMMON 828806109 1,455,264.00 60,636 SOLE 20 60,636
SK TELECOM CO., LTD. COMMON 78440P108 84,123.00 2,157 SOLE 39 2,157
SK TELECOM CO., LTD. COMMON 78440P108 103,389.00 2,651 SOLE 52 2,651
SL GREEN REALTY CORP COMMON 78440X101 48,586.00 2,350 SOLE 1 2,350
SLM HOLDING CORP COMMON 78442A109 6,429.31 193 SOLE 38 193
SLM HOLDING CORP COMMON 78442A109 7,628.56 229 SOLE 51 229
SMITH CHARLES E RES REALTY COMMON 832197107 54,240.00 1,800 SOLE 1 1,800
SMITH INTERNATIONAL COMMON 832110100 38,750.00 500 SOLE 19 500
SMUCKER (JM) COMPANY CL A COMMON 832696108 7,350.00 400 SOLE 19 400
SNAP-ON TOOL COMMON 833034101 1,257.00 48 SOLE 38 48
SNAP-ON TOOL COMMON 833034101 1,492.69 57 SOLE 51 57
SODEXHO MARRIOTT SERVICES COMMON 833793102 1,125.00 75 SOLE 19 75
SOLECTRON CORPORATION COMMON 834182107 50,398.63 1,258 SOLE 38 1,258
SOLECTRON CORPORATION COMMON 834182107 60,013.63 1,498 SOLE 51 1,498
SOLECTRON CORPORATION COMMON 834182107 40,062.50 1,000 SOLE 520 1,000
SOLECTRON CORPORATION COMMON 834182107 40,062.50 1,000 SOLE 530 1,000
SOLECTRON CORPORATION COMMON 834182107 8,012.50 200 SOLE 540 200
SOLECTRON CORPORATION COMMON 834182107 64,100.00 1,600 SOLE 560 1,600
SOLECTRON CORPORATION COMMON 834182107 16,025.00 400 SOLE 570 400
SOLUTIA, INCORPORATED COMMON 834376105 37,182.50 2,780 SOLE 19 2,780
SOLUTIA, INCORPORATED COMMON 834376105 411,950.00 30,800 SOLE 29 30,800
SONIC CORP COMMON 835451105 545,000.00 20,000 SOLE 29 20,000
SONIC CORP COMMON 835451105 654,000.00 24,000 SOLE 35 24,000
SONIC FOUNDRY INC COMMON 83545R108 263,250.00 2,700 SOLE 36 2,700
SONIC FOUNDRY INC COMMON 83545R108 633,750.00 6,500 SOLE 50 6,500
SONOCO PRODUCTS CO COMMON 835495102 23,500.00 1,000 SOLE 19 1,000
SOTHEBY'S HOLDINGS COMMON 835898107 16,593.75 900 SOLE 19 900
SOUTHERN CO COMMON 842587107 63,075.00 2,900 SOLE 19 2,900
SOUTHERN CO COMMON 842587107 1,261,500.00 58,000 SOLE 20 58,000
SOUTHERN CO COMMON 842587107 30,754.50 1,414 SOLE 38 1,414
SOUTHERN CO COMMON 842587107 36,605.25 1,683 SOLE 51 1,683
SOUTHTRUST CORP COMMON 844730101 5,570.81 219 SOLE 38 219
SOUTHTRUST CORP COMMON 844730101 6,639.19 261 SOLE 51 261
SOUTHWEST AIRLINES CO COMMON 844741108 4,162,500.00 200,000 SOLE 2 200,000
SOUTHWEST AIRLINES CO COMMON 844741108 4,162,500.00 200,000 SOLE 10 200,000
SOUTHWEST AIRLINES CO COMMON 844741108 1,694,137.50 81,400 SOLE 16 81,400
SOUTHWEST AIRLINES CO COMMON 844741108 41,625.00 2,000 SOLE 19 2,000
SOUTHWEST AIRLINES CO COMMON 844741108 199,800.00 9,600 SOLE 34 9,600
SOUTHWEST AIRLINES CO COMMON 844741108 19,896.75 956 SOLE 38 956
SOUTHWEST AIRLINES CO COMMON 844741108 23,684.63 1,138 SOLE 51 1,138
SOUTHWEST AIRLINES CO COMMON 844741108 95,737.50 4,600 SOLE 520 4,600
SOUTHWEST AIRLINES CO COMMON 844741108 101,981.25 4,900 SOLE 530 4,900
SOUTHWEST AIRLINES CO COMMON 844741108 16,650.00 800 SOLE 540 800
SOUTHWEST AIRLINES CO COMMON 844741108 72,843.75 3,500 SOLE 560 3,500
SOUTHWEST AIRLINES CO COMMON 844741108 16,650.00 800 SOLE 570 800
SPECTRALINK CORP COMMON 847580107 504,000.00 28,000 SOLE 36 28,000
SPECTRALINK CORP COMMON 847580107 1,296,000.00 72,000 SOLE 50 72,000
SPECTRIAN CORP COMMON 847608106 371,250.00 16,500 SOLE 36 16,500
SPECTRIAN CORP COMMON 847608106 888,750.00 39,500 SOLE 50 39,500
SPIEKER PROPERTIES COMMON 848497103 230,265.00 6,300 SOLE 1 6,300
SPRINGS INDUSTRIES COMMON 851783100 11,400.00 300 SOLE 19 300
SPRINGS INDUSTRIES COMMON 851783100 9,880.00 260 SOLE 38 260
SPRINGS INDUSTRIES COMMON 851783100 11,742.00 309 SOLE 51 309
SPRINT CORP. (FON GROUP) COMMON 852061100 8,820,000.00 140,000 SOLE 2 140,000
SPRINT CORP. (FON GROUP) COMMON 852061100 9,450,000.00 150,000 SOLE 10 150,000
SPRINT CORP. (FON GROUP) COMMON 852061100 1,953,000.00 31,000 SOLE 16 31,000
SPRINT CORP. (FON GROUP) COMMON 852061100 201,600.00 3,200 SOLE 18 3,200
SPRINT CORP. (FON GROUP) COMMON 852061100 170,100.00 2,700 SOLE 19 2,700
SPRINT CORP. (FON GROUP) COMMON 852061100 69,300.00 1,100 SOLE 32 1,100
SPRINT CORP. (FON GROUP) COMMON 852061100 138,600.00 2,200 SOLE 34 2,200
SPRINT CORP. (FON GROUP) COMMON 852061100 178,857.00 2,839 SOLE 38 2,839
SPRINT CORP. (FON GROUP) COMMON 852061100 213,003.00 3,381 SOLE 51 3,381
SPRINT CORP. (FON GROUP) COMMON 852061100 151,200.00 2,400 SOLE 520 2,400
SPRINT CORP. (FON GROUP) COMMON 852061100 157,500.00 2,500 SOLE 530 2,500
SPRINT CORP. (FON GROUP) COMMON 852061100 25,200.00 400 SOLE 540 400
SPRINT CORP. (FON GROUP) COMMON 852061100 113,400.00 1,800 SOLE 560 1,800
SPRINT CORP. (FON GROUP) COMMON 852061100 25,200.00 400 SOLE 570 400
SPRINT CORP. (PCS GROUP) COMMON 852061506 7,837,500.00 120,000 SOLE 2 120,000
SPRINT CORP. (PCS GROUP) COMMON 852061506 10,450,000.00 160,000 SOLE 10 160,000
SPRINT CORP. (PCS GROUP) COMMON 852061506 2,958,656.25 45,300 SOLE 16 45,300
SPRINT CORP. (PCS GROUP) COMMON 852061506 202,468.75 3,100 SOLE 19 3,100
SPRINT CORP. (PCS GROUP) COMMON 852061506 320,031.25 4,900 SOLE 34 4,900
SPRINT CORP. (PCS GROUP) COMMON 852061506 102,932.50 1,576 SOLE 38 1,576
SPRINT CORP. (PCS GROUP) COMMON 852061506 122,591.56 1,877 SOLE 51 1,877
SPRINT CORP. (PCS GROUP) COMMON 852061506 163,281.25 2,500 SOLE 520 2,500
SPRINT CORP. (PCS GROUP) COMMON 852061506 19,593.75 300 SOLE 540 300
ST. JUDE MEDICAL INC. COMMON 790849103 8,440.69 327 SOLE 38 327
ST. JUDE MEDICAL INC. COMMON 790849103 10,041.06 389 SOLE 51 389
ST. PAUL COMPANIES, INC. COMMON 792860108 1,716,624.00 50,304 SOLE 20 50,304
ST. PAUL COMPANIES, INC. COMMON 792860108 12,592.13 369 SOLE 38 369
ST. PAUL COMPANIES, INC. COMMON 792860108 15,015.00 440 SOLE 51 440
STANDARD REGISTER CO. COMMON 853887107 9,012.50 700 SOLE 19 700
STANLEY WORKS (THE) COMMON 854616109 1,271,275.00 48,200 SOLE 20 48,200
STANLEY WORKS (THE) COMMON 854616109 14,163.38 537 SOLE 38 537
STANLEY WORKS (THE) COMMON 854616109 16,880.00 640 SOLE 51 640
STAPLES INC COMMON 855030102 33,000.00 1,650 SOLE 19 1,650
STAPLES INC COMMON 855030102 21,380.00 1,069 SOLE 38 1,069
STAPLES INC COMMON 855030102 25,460.00 1,273 SOLE 51 1,273
STARBUCKS CORP COMMON 855244109 89,625.00 2,000 SOLE 19 2,000
STARWOOD FINANCIAL INC COMMON 85569R104 65,630.00 2,760 SOLE 1 2,760
STARWOOD HOTELS & RESORTS COMMON 85590A203 9,633.75 367 SOLE 19 367
STARWOOD HOTELS & RESORTS COMMON 85590A203 1,704,911.25 64,949 SOLE 20 64,949
STATE STREET CORP. COMMON 857477103 48,437.50 500 SOLE 19 500
STATE STREET CORP. COMMON 857477103 26,059.38 269 SOLE 38 269
STATE STREET CORP. COMMON 857477103 31,000.00 320 SOLE 51 320
STERIS CORP COMMON 859152100 11,275.00 1,100 SOLE 19 1,100
STEWART ENTERPRISES, CL A COMMON 860370105 11,850.00 2,400 SOLE 19 2,400
STMICROELECTRONICS N.V. COMMON 861012102 1,394,546.88 7,450 SOLE 6 7,450
STMICROELECTRONICS N.V. COMMON 861012102 9,584,000.00 51,200 SOLE 13 51,200
STMICROELECTRONICS N.V. COMMON 861012102 174,084.38 930 SOLE 39 930
STMICROELECTRONICS N.V. COMMON 861012102 252,703.13 1,350 SOLE 52 1,350
STORAGE TECHNOLOGY CORP. COMMON 862111200 15,937.50 1,000 SOLE 19 1,000
STORAGE USA INC COMMON 861907103 92,055.00 2,850 SOLE 1 2,850
STRUCTURAL DYNAMICS RES COMMON 863555108 9,450.00 700 SOLE 19 700
STRYKER CORP COMMON 863667101 62,775.00 900 SOLE 19 900
SUMMIT BANCORP COMMON 866005101 13,125.00 500 SOLE 19 500
SUMMIT BANCORP COMMON 866005101 7,061.25 269 SOLE 38 269
SUMMIT BANCORP COMMON 866005101 8,400.00 320 SOLE 51 320
SUN COMMUNITIES INC COMMON 866674104 55,919.00 1,650 SOLE 1 1,650
SUN MICROSYSTEMS INC COMMON 866810104 20,146,171.88 215,000 SOLE 2 215,000
SUN MICROSYSTEMS INC COMMON 866810104 468,515.63 5,000 SOLE 3 5,000
SUN MICROSYSTEMS INC COMMON 866810104 1,752,248.44 18,700 SOLE 6 18,700
SUN MICROSYSTEMS INC COMMON 866810104 22,488,750.00 240,000 SOLE 10 240,000
SUN MICROSYSTEMS INC COMMON 866810104 5,903,296.88 63,000 SOLE 11 63,000
SUN MICROSYSTEMS INC COMMON 866810104 12,627,433.13 134,760 SOLE 13 134,760
SUN MICROSYSTEMS INC COMMON 866810104 665,292.19 7,100 SOLE 19 7,100
SUN MICROSYSTEMS INC COMMON 866810104 281,203.08 3,001 SOLE 38 3,001
SUN MICROSYSTEMS INC COMMON 866810104 334,801.27 3,573 SOLE 51 3,573
SUN MICROSYSTEMS INC COMMON 866810104 1,967,765.63 21,000 SOLE 53 21,000
SUN MICROSYSTEMS INC COMMON 866810104 1,330,584.38 14,200 SOLE 70 14,200
SUN MICROSYSTEMS INC COMMON 866810104 562,218.75 6,000 SOLE 520 6,000
SUN MICROSYSTEMS INC COMMON 866810104 374,812.50 4,000 SOLE 530 4,000
SUN MICROSYSTEMS INC COMMON 866810104 56,221.88 600 SOLE 540 600
SUN MICROSYSTEMS INC COMMON 866810104 243,628.13 2,600 SOLE 560 2,600
SUN MICROSYSTEMS INC COMMON 866810104 56,221.88 600 SOLE 570 600
SUNGARD DATA SYS INC COMMON 867363103 2,265,000.00 60,000 SOLE 1 60,000
SUNGARD DATA SYS INC COMMON 867363103 6,040,000.00 160,000 SOLE 15 160,000
SUNGARD DATA SYS INC COMMON 867363103 33,975.00 900 SOLE 19 900
SUNGARD DATA SYS INC COMMON 867363103 906,000.00 24,000 SOLE 29 24,000
SUNGARD DATA SYS INC COMMON 867363103 528,500.00 14,000 SOLE 35 14,000
SUNOCO, INC. COMMON 86764P109 2,764.88 101 SOLE 38 101
SUNOCO, INC. COMMON 86764P109 3,285.00 120 SOLE 51 120
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 343,750.00 55,000 SOLE 29 55,000
SUNRISE MEDICAL, INC. COMMON 867910101 437,500.00 70,000 SOLE 35 70,000
SUNTRUST BANKS, INC. COMMON 867914103 1,732,500.00 30,000 SOLE 2 30,000
SUNTRUST BANKS, INC. COMMON 867914103 462,000.00 8,000 SOLE 3 8,000
SUNTRUST BANKS, INC. COMMON 867914103 1,732,500.00 30,000 SOLE 10 30,000
SUNTRUST BANKS, INC. COMMON 867914103 5,775,000.00 100,000 SOLE 11 100,000
SUNTRUST BANKS, INC. COMMON 867914103 51,975.00 900 SOLE 19 900
SUNTRUST BANKS, INC. COMMON 867914103 32,051.25 555 SOLE 38 555
SUNTRUST BANKS, INC. COMMON 867914103 38,172.75 661 SOLE 51 661
SUNTRUST BANKS, INC. COMMON 867914103 63,525.00 1,100 SOLE 520 1,100
SUNTRUST BANKS, INC. COMMON 867914103 69,300.00 1,200 SOLE 530 1,200
SUNTRUST BANKS, INC. COMMON 867914103 11,550.00 200 SOLE 540 200
SUNTRUST BANKS, INC. COMMON 867914103 51,975.00 900 SOLE 560 900
SUNTRUST BANKS, INC. COMMON 867914103 11,550.00 200 SOLE 570 200
SUPERIOR INDUSTRIES INTL COMMON 868168105 22,181.25 700 SOLE 19 700
SUPERVALU INC COMMON 868536103 12,744.94 673 SOLE 38 673
SUPERVALU INC COMMON 868536103 15,168.94 801 SOLE 51 801
SYBASE INC COMMON 871130100 623,593.75 30,700 SOLE 6 30,700
SYBASE INC COMMON 871130100 4,586,562.50 225,800 SOLE 13 225,800
SYBRON INTL CORP COMMON 87114F106 29,000.00 1,000 SOLE 19 1,000
SYMANTEC CORP COMMON 871503108 67,612.50 900 SOLE 19 900
SYMBOL TECHNOLOGIES, INC COMMON 871508107 65,850.00 800 SOLE 19 800
SYNOPSYS INC COMMON 871607107 29,250.00 600 SOLE 19 600
SYNOVUS FINANCIAL CORP COMMON 87161C105 10,079.25 534 SOLE 38 534
SYNOVUS FINANCIAL CORP COMMON 87161C105 12,004.50 636 SOLE 51 636
SYSCO CORP COMMON 871829107 19,485.38 546 SOLE 38 546
SYSCO CORP COMMON 871829107 23,196.88 650 SOLE 51 650
T. ROWE PRICE ASSOCIATES COMMON 741477103 19,671.00 498 SOLE 38 498
T. ROWE PRICE ASSOCIATES COMMON 741477103 23,423.50 593 SOLE 51 593
TAKE-TWO INTERACTIVE COMMON 874054109 662,500.00 50,000 SOLE 1 50,000
TAKE-TWO INTERACTIVE COMMON 874054109 1,987,500.00 150,000 SOLE 15 150,000
TALBOTS, INC. COMMON 874161102 1,383,562.50 23,500 SOLE 16 23,500
TALBOTS, INC. COMMON 874161102 176,625.00 3,000 SOLE 34 3,000
TANDY CORP. COMMON 875382103 40,600.00 800 SOLE 19 800
TANDY CORP. COMMON 875382103 15,428.00 304 SOLE 38 304
TANDY CORP. COMMON 875382103 18,371.50 362 SOLE 51 362
TARGET CORPORATION COMMON 87612E106 11,960,000.00 160,000 SOLE 2 160,000
TARGET CORPORATION COMMON 87612E106 373,750.00 5,000 SOLE 3 5,000
TARGET CORPORATION COMMON 87612E106 14,950,000.00 200,000 SOLE 10 200,000
TARGET CORPORATION COMMON 87612E106 4,432,675.00 59,300 SOLE 11 59,300
TARGET CORPORATION COMMON 87612E106 2,451,800.00 32,800 SOLE 16 32,800
TARGET CORPORATION COMMON 87612E106 149,500.00 2,000 SOLE 18 2,000
TARGET CORPORATION COMMON 87612E106 134,550.00 1,800 SOLE 19 1,800
TARGET CORPORATION COMMON 87612E106 108,387.50 1,450 SOLE 32 1,450
TARGET CORPORATION COMMON 87612E106 261,625.00 3,500 SOLE 34 3,500
TARGET CORPORATION COMMON 87612E106 59,202.00 792 SOLE 38 792
TARGET CORPORATION COMMON 87612E106 70,489.25 943 SOLE 51 943
TARGET CORPORATION COMMON 87612E106 164,450.00 2,200 SOLE 520 2,200
TARGET CORPORATION COMMON 87612E106 171,925.00 2,300 SOLE 530 2,300
TARGET CORPORATION COMMON 87612E106 14,950.00 200 SOLE 540 200
TARGET CORPORATION COMMON 87612E106 127,075.00 1,700 SOLE 560 1,700
TARGET CORPORATION COMMON 87612E106 29,900.00 400 SOLE 570 400
TAUBMAN CENTERS COMMON 876664103 73,489.00 5,400 SOLE 1 5,400
TCF FINANCIAL CORP COMMON 872275102 30,956.25 1,300 SOLE 19 1,300
TECH DATA CORP COMMON 878237106 16,437.50 500 SOLE 19 500
TECO ENERGY, INC. COMMON 872375100 31,100.00 1,600 SOLE 19 1,600
TECO ENERGY, INC. COMMON 872375100 433,456.25 22,300 SOLE 20 22,300
TECUMSEH PRODUCTS CO COMMON 878895200 17,600.00 400 SOLE 19 400
TEKELEC COMMON 879101103 519,750.00 14,000 SOLE 36 14,000
TEKELEC COMMON 879101103 1,225,125.00 33,000 SOLE 50 33,000
TELE NORTE LESTE PARTICIP COMMON 879246106 26,625.00 1,000 SOLE 39 1,000
TELE NORTE LESTE PARTICIP COMMON 879246106 37,275.00 1,400 SOLE 52 1,400
TELECOM NEW ZEALAND - ADR COMMON 879278208 14,675.00 400 SOLE 19 400
TELECOMUNICACOES BRASILER COMMON 879287308 149,687.50 1,000 SOLE 19 1,000
TELECOMUNICACOES BRASILER COMMON 879287308 77,837.50 520 SOLE 39 520
TELECOMUNICACOES BRASILER COMMON 879287308 101,787.50 680 SOLE 52 680
TELEDYNE TECHNOLOGIES COMMON 879360105 17.38 1 SOLE 51 1
TELEFLEX, INC. COMMON 879369106 17,750.00 500 SOLE 19 500
TELEFONICA SA ADR COMMON 879382208 102,385.50 1,372 SOLE 19 1,372
TELEFONOS DE MEXICO S.A. COMMON 879403780 194,300.00 2,900 SOLE 19 2,900
TELEFONOS DE MEXICO S.A. COMMON 879403780 53,600.00 800 SOLE 39 800
TELEFONOS DE MEXICO S.A. COMMON 879403780 87,100.00 1,300 SOLE 52 1,300
TELEPHONE & DATA SYSTEMS COMMON 879433100 77,700.00 700 SOLE 19 700
TELETECH HOLDINGS INC COMMON 879939106 379,500.00 11,000 SOLE 36 11,000
TELETECH HOLDINGS INC COMMON 879939106 810,750.00 23,500 SOLE 50 23,500
TELLABS INC COMMON 879664100 4,408,906.25 70,000 SOLE 2 70,000
TELLABS INC COMMON 879664100 503,875.00 8,000 SOLE 3 8,000
TELLABS INC COMMON 879664100 5,038,750.00 80,000 SOLE 10 80,000
TELLABS INC COMMON 879664100 6,298,437.50 100,000 SOLE 11 100,000
TELLABS INC COMMON 879664100 88,178.13 1,400 SOLE 19 1,400
TELLABS INC COMMON 879664100 100,775.00 1,600 SOLE 32 1,600
TELLABS INC COMMON 879664100 52,969.86 841 SOLE 38 841
TELLABS INC COMMON 879664100 63,110.34 1,002 SOLE 51 1,002
TELLABS INC COMMON 879664100 88,178.13 1,400 SOLE 500 1,400
TELLABS INC COMMON 879664100 62,984.38 1,000 SOLE 520 1,000
TELLABS INC COMMON 879664100 62,984.38 1,000 SOLE 530 1,000
TELLABS INC COMMON 879664100 12,596.88 200 SOLE 540 200
TELLABS INC COMMON 879664100 50,387.50 800 SOLE 560 800
TELLABS INC COMMON 879664100 12,596.88 200 SOLE 570 200
TEMPLE-INLAND INC COMMON 879868107 149,437.50 3,000 SOLE 18 3,000
TEMPLE-INLAND INC COMMON 879868107 11,357.25 228 SOLE 38 228
TEMPLE-INLAND INC COMMON 879868107 13,499.19 271 SOLE 51 271
TENET HEALTHCARE CORP COMMON 88033G100 96,600.00 4,200 SOLE 18 4,200
TENET HEALTHCARE CORP COMMON 88033G100 25,300.00 1,100 SOLE 19 1,100
TENET HEALTHCARE CORP COMMON 88033G100 644,000.00 28,000 SOLE 29 28,000
TENET HEALTHCARE CORP COMMON 88033G100 41,400.00 1,800 SOLE 32 1,800
TENET HEALTHCARE CORP COMMON 88033G100 19,228.00 836 SOLE 38 836
TENET HEALTHCARE CORP COMMON 88033G100 22,885.00 995 SOLE 51 995
TERADYNE, INC. COMMON 880770102 3,701,250.00 45,000 SOLE 2 45,000
TERADYNE, INC. COMMON 880770102 4,523,750.00 55,000 SOLE 10 55,000
TERADYNE, INC. COMMON 880770102 36,190.00 440 SOLE 38 440
TERADYNE, INC. COMMON 880770102 43,099.00 524 SOLE 51 524
TERADYNE, INC. COMMON 880770102 90,475.00 1,100 SOLE 520 1,100
TERADYNE, INC. COMMON 880770102 98,700.00 1,200 SOLE 530 1,200
TERADYNE, INC. COMMON 880770102 16,450.00 200 SOLE 540 200
TERADYNE, INC. COMMON 880770102 65,800.00 800 SOLE 560 800
TERADYNE, INC. COMMON 880770102 16,450.00 200 SOLE 570 200
TESORO PETROLEUM CORP COMMON 881609101 985,550.00 85,700 SOLE 1 85,700
TESORO PETROLEUM CORP COMMON 881609101 2,473,650.00 215,100 SOLE 15 215,100
TESORO PETROLEUM CORP COMMON 881609101 524,400.00 45,600 SOLE 29 45,600
TESORO PETROLEUM CORP COMMON 881609101 656,650.00 57,100 SOLE 35 57,100
TETRA TECH, INC. COMMON 88162G103 14,250.00 600 SOLE 19 600
TETRA TECH, INC. COMMON 88162G103 570,000.00 24,000 SOLE 36 24,000
TETRA TECH, INC. COMMON 88162G103 1,389,375.00 58,500 SOLE 50 58,500
TEVA PHARMACEUTICAL COMMON 881624209 4,104,375.00 110,000 SOLE 1 110,000
TEVA PHARMACEUTICAL COMMON 881624209 10,820,625.00 290,000 SOLE 15 290,000
TEVA PHARMACEUTICAL COMMON 881624209 895,500.00 24,000 SOLE 29 24,000
TEXACO, INC. COMMON 881694103 707,850.00 13,200 SOLE 3 13,200
TEXACO, INC. COMMON 881694103 8,102,737.50 151,100 SOLE 11 151,100
TEXACO, INC. COMMON 881694103 176,962.50 3,300 SOLE 18 3,300
TEXACO, INC. COMMON 881694103 96,525.00 1,800 SOLE 19 1,800
TEXACO, INC. COMMON 881694103 2,327,325.00 43,400 SOLE 20 43,400
TEXACO, INC. COMMON 881694103 52,123.50 972 SOLE 38 972
TEXACO, INC. COMMON 881694103 62,044.13 1,157 SOLE 51 1,157
TEXAS INSTRUMENTS, INC. COMMON 882508104 9,600,000.00 60,000 SOLE 2 60,000
TEXAS INSTRUMENTS, INC. COMMON 882508104 320,000.00 2,000 SOLE 3 2,000
TEXAS INSTRUMENTS, INC. COMMON 882508104 12,000,000.00 75,000 SOLE 10 75,000
TEXAS INSTRUMENTS, INC. COMMON 882508104 3,680,000.00 23,000 SOLE 11 23,000
TEXAS INSTRUMENTS, INC. COMMON 882508104 4,544,000.00 28,400 SOLE 16 28,400
TEXAS INSTRUMENTS, INC. COMMON 882508104 384,000.00 2,400 SOLE 19 2,400
TEXAS INSTRUMENTS, INC. COMMON 882508104 544,000.00 3,400 SOLE 34 3,400
TEXAS INSTRUMENTS, INC. COMMON 882508104 243,520.00 1,522 SOLE 38 1,522
TEXAS INSTRUMENTS, INC. COMMON 882508104 289,440.00 1,809 SOLE 51 1,809
TEXAS INSTRUMENTS, INC. COMMON 882508104 1,664,000.00 10,400 SOLE 53 10,400
TEXAS INSTRUMENTS, INC. COMMON 882508104 1,040,000.00 6,500 SOLE 70 6,500
TEXAS INSTRUMENTS, INC. COMMON 882508104 192,000.00 1,200 SOLE 520 1,200
TEXAS INSTRUMENTS, INC. COMMON 882508104 208,000.00 1,300 SOLE 530 1,300
TEXAS INSTRUMENTS, INC. COMMON 882508104 32,000.00 200 SOLE 540 200
TEXAS INSTRUMENTS, INC. COMMON 882508104 144,000.00 900 SOLE 560 900
TEXAS INSTRUMENTS, INC. COMMON 882508104 32,000.00 200 SOLE 570 200
TEXAS UTILITIES COMMON 882848104 32,656.25 1,100 SOLE 19 1,100
TEXAS UTILITIES COMMON 882848104 13,210.94 445 SOLE 38 445
TEXAS UTILITIES COMMON 882848104 15,734.38 530 SOLE 51 530
TEXTRON INC COMMON 883203101 2,958,525.00 48,600 SOLE 2 48,600
TEXTRON INC COMMON 883203101 456,562.50 7,500 SOLE 3 7,500
TEXTRON INC COMMON 883203101 5,990,100.00 98,400 SOLE 10 98,400
TEXTRON INC COMMON 883203101 6,087,500.00 100,000 SOLE 11 100,000
TEXTRON INC COMMON 883203101 36,525.00 600 SOLE 19 600
TEXTRON INC COMMON 883203101 23,802.13 391 SOLE 38 391
TEXTRON INC COMMON 883203101 28,306.88 465 SOLE 51 465
THE LIMITED, INC. COMMON 532716107 25,232.88 599 SOLE 38 599
THE LIMITED, INC. COMMON 532716107 30,035.13 713 SOLE 51 713
THERMO ELECTRON COMMON 883556102 30,562.50 1,500 SOLE 19 1,500
THERMO ELECTRON COMMON 883556102 6,153.25 302 SOLE 38 302
THERMO ELECTRON COMMON 883556102 7,335.00 360 SOLE 51 360
TIER TECHNOLOGIES INC-CL COMMON 88650Q100 612,312.50 97,000 SOLE 29 97,000
TIER TECHNOLOGIES INC-CL COMMON 88650Q100 694,375.00 110,000 SOLE 35 110,000
TIFFANY & COMPANY COMMON 886547108 91,987.50 1,100 SOLE 19 1,100
TIME WARNER INC COMMON 887315109 14,000,000.00 140,000 SOLE 2 140,000
TIME WARNER INC COMMON 887315109 14,000,000.00 140,000 SOLE 10 140,000
TIME WARNER INC COMMON 887315109 410,000.00 4,100 SOLE 19 4,100
TIME WARNER INC COMMON 887315109 240,200.00 2,402 SOLE 38 2,402
TIME WARNER INC COMMON 887315109 286,000.00 2,860 SOLE 51 2,860
TIME WARNER INC COMMON 887315109 170,000.00 1,700 SOLE 520 1,700
TIME WARNER INC COMMON 887315109 180,000.00 1,800 SOLE 530 1,800
TIME WARNER INC COMMON 887315109 30,000.00 300 SOLE 540 300
TIME WARNER INC COMMON 887315109 130,000.00 1,300 SOLE 560 1,300
TIME WARNER INC COMMON 887315109 50,000.00 500 SOLE 570 500
TIMES MIRROR COMPANY, THE COMMON 887364107 6,226.81 67 SOLE 38 67
TIMES MIRROR COMPANY, THE COMMON 887364107 7,435.00 80 SOLE 51 80
TIMKEN CO COMMON 887389104 5,768.75 355 SOLE 38 355
TIMKEN CO COMMON 887389104 6,873.75 423 SOLE 51 423
TITAN PHARMACEUTICALS INC COMMON 888314101 1,120,500.00 36,000 SOLE 36 36,000
TITAN PHARMACEUTICALS INC COMMON 888314101 2,707,875.00 87,000 SOLE 50 87,000
TJX COMPANIES, INC. COMMON 872540109 6,656,250.00 300,000 SOLE 2 300,000
TJX COMPANIES, INC. COMMON 872540109 228,531.25 10,300 SOLE 3 10,300
TJX COMPANIES, INC. COMMON 872540109 7,765,625.00 350,000 SOLE 10 350,000
TJX COMPANIES, INC. COMMON 872540109 2,713,531.25 122,300 SOLE 11 122,300
TJX COMPANIES, INC. COMMON 872540109 1,220,312.50 55,000 SOLE 16 55,000
TJX COMPANIES, INC. COMMON 872540109 31,062.50 1,400 SOLE 19 1,400
TJX COMPANIES, INC. COMMON 872540109 115,375.00 5,200 SOLE 34 5,200
TJX COMPANIES, INC. COMMON 872540109 13,024.06 587 SOLE 38 587
TJX COMPANIES, INC. COMMON 872540109 15,509.06 699 SOLE 51 699
TJX COMPANIES, INC. COMMON 872540109 93,187.50 4,200 SOLE 520 4,200
TJX COMPANIES, INC. COMMON 872540109 102,062.50 4,600 SOLE 530 4,600
TJX COMPANIES, INC. COMMON 872540109 15,531.25 700 SOLE 540 700
TJX COMPANIES, INC. COMMON 872540109 73,218.75 3,300 SOLE 560 3,300
TJX COMPANIES, INC. COMMON 872540109 15,531.25 700 SOLE 570 700
TORCHMARK CORPORATION COMMON 891027104 18,500.00 800 SOLE 19 800
TORCHMARK CORPORATION COMMON 891027104 4,995.00 216 SOLE 38 216
TORCHMARK CORPORATION COMMON 891027104 5,943.13 257 SOLE 51 257
TOSCO CORPORATION COMMON 891490302 5,265.69 173 SOLE 38 173
TOSCO CORPORATION COMMON 891490302 6,270.13 206 SOLE 51 206
TOTAL RENAL CARE HOLDINGS COMMON 89151A107 2,187.50 700 SOLE 19 700
TOYS 'R' US, INC. COMMON 892335100 23,700.00 1,600 SOLE 19 1,600
TOYS 'R' US, INC. COMMON 892335100 1,891,556.25 127,700 SOLE 20 127,700
TOYS 'R' US, INC. COMMON 892335100 12,324.00 832 SOLE 38 832
TOYS 'R' US, INC. COMMON 892335100 14,679.19 991 SOLE 51 991
TRANSATLANTIC HLDGS INC. COMMON 893521104 25,650.00 300 SOLE 19 300
TRANSMONTAIGNE INC COMMON 893934109 1,328,437.50 195,000 SOLE 29 195,000
TRANSMONTAIGNE INC COMMON 893934109 967,375.00 142,000 SOLE 35 142,000
TRANSOCEAN SEDCO FOREX COMMON G90078109 1,282,812.50 25,000 SOLE 1 25,000
TRANSOCEAN SEDCO FOREX COMMON G90078109 3,848,437.50 75,000 SOLE 15 75,000
TRANSOCEAN SEDCO FOREX COMMON G90078109 56,905.56 1,109 SOLE 19 1,109
TRANSOCEAN SEDCO FOREX COMMON G90078109 16,214.75 316 SOLE 38 316
TRANSOCEAN SEDCO FOREX COMMON G90078109 19,293.50 376 SOLE 51 376
TRIAD HOSPITALS INC COMMON 89579K109 2,629.75 157 SOLE 19 157
TRIBUNE COMPANY COMMON 896047107 5,667,187.50 155,000 SOLE 2 155,000
TRIBUNE COMPANY COMMON 896047107 6,764,062.50 185,000 SOLE 10 185,000
TRIBUNE COMPANY COMMON 896047107 51,187.50 1,400 SOLE 19 1,400
TRIBUNE COMPANY COMMON 896047107 58,500.00 1,600 SOLE 32 1,600
TRIBUNE COMPANY COMMON 896047107 13,491.56 369 SOLE 38 369
TRIBUNE COMPANY COMMON 896047107 16,087.50 440 SOLE 51 440
TRIBUNE COMPANY COMMON 896047107 124,312.50 3,400 SOLE 520 3,400
TRIBUNE COMPANY COMMON 896047107 21,937.50 600 SOLE 540 600
TRICON GLOBAL RESTAURANTS COMMON 895953107 26,092.50 840 SOLE 19 840
TRICON GLOBAL RESTAURANTS COMMON 895953107 7,361.81 237 SOLE 38 237
TRICON GLOBAL RESTAURANTS COMMON 895953107 8,759.63 282 SOLE 51 282
TRIMERIS, INC. COMMON 896263100 539,325.00 10,800 SOLE 1 10,800
TRIMERIS, INC. COMMON 896263100 1,458,175.00 29,200 SOLE 15 29,200
TRINITY INDUSTRIES COMMON 896522109 16,581.25 700 SOLE 19 700
TRUE NORTH COMM., INC. COMMON 897844106 1,375,937.50 35,000 SOLE 1 35,000
TRUE NORTH COMM., INC. COMMON 897844106 4,717,500.00 120,000 SOLE 15 120,000
TRW, INC. COMMON 872649108 64,350.00 1,100 SOLE 19 1,100
TRW, INC. COMMON 872649108 1,152,450.00 19,700 SOLE 20 19,700
TRW, INC. COMMON 872649108 10,120.50 173 SOLE 38 173
TRW, INC. COMMON 872649108 12,051.00 206 SOLE 51 206
TUPPERWARE CORPORATION COMMON 899896104 379,500.00 24,000 SOLE 20 24,000
TUPPERWARE CORPORATION COMMON 899896104 1,707.75 108 SOLE 38 108
TUPPERWARE CORPORATION COMMON 899896104 2,024.00 128 SOLE 51 128
TWEETER HOME ENTERTAINMT COMMON 901167106 482,325.00 10,900 SOLE 36 10,900
TWEETER HOME ENTERTAINMT COMMON 901167106 1,159,350.00 26,200 SOLE 50 26,200
TYCO INTERNATIONAL LTD COMMON 902124106 14,962,500.00 300,000 SOLE 2 300,000
TYCO INTERNATIONAL LTD COMMON 902124106 374,062.50 7,500 SOLE 3 7,500
TYCO INTERNATIONAL LTD COMMON 902124106 17,955,000.00 360,000 SOLE 10 360,000
TYCO INTERNATIONAL LTD COMMON 902124106 4,588,500.00 92,000 SOLE 11 92,000
TYCO INTERNATIONAL LTD COMMON 902124106 259,350.00 5,200 SOLE 19 5,200
TYCO INTERNATIONAL LTD COMMON 902124106 144,637.50 2,900 SOLE 32 2,900
TYCO INTERNATIONAL LTD COMMON 902124106 156,457.88 3,137 SOLE 38 3,137
TYCO INTERNATIONAL LTD COMMON 902124106 186,283.13 3,735 SOLE 51 3,735
TYCO INTERNATIONAL LTD COMMON 902124106 2,119,687.50 42,500 SOLE 53 42,500
TYCO INTERNATIONAL LTD COMMON 902124106 1,461,337.50 29,300 SOLE 70 29,300
TYCO INTERNATIONAL LTD COMMON 902124106 149,625.00 3,000 SOLE 520 3,000
TYCO INTERNATIONAL LTD COMMON 902124106 369,075.00 7,400 SOLE 530 7,400
TYCO INTERNATIONAL LTD COMMON 902124106 34,912.50 700 SOLE 540 700
TYCO INTERNATIONAL LTD COMMON 902124106 99,750.00 2,000 SOLE 560 2,000
TYCO INTERNATIONAL LTD COMMON 902124106 24,937.50 500 SOLE 570 500
TYSON FOODS INC, CL.A COMMON 902494103 22,250.00 2,000 SOLE 19 2,000
U S WEST, INC. COMMON 91273H101 3,631,250.00 50,000 SOLE 2 50,000
U S WEST, INC. COMMON 91273H101 3,631,250.00 50,000 SOLE 10 50,000
U S WEST, INC. COMMON 91273H101 181,562.50 2,500 SOLE 18 2,500
U S WEST, INC. COMMON 91273H101 119,758.63 1,649 SOLE 19 1,649
U S WEST, INC. COMMON 91273H101 1,743,000.00 24,000 SOLE 20 24,000
U S WEST, INC. COMMON 91273H101 78,289.75 1,078 SOLE 38 1,078
U S WEST, INC. COMMON 91273H101 93,250.50 1,284 SOLE 51 1,284
U S WEST, INC. COMMON 91273H101 58,100.00 800 SOLE 520 800
U S WEST, INC. COMMON 91273H101 65,362.50 900 SOLE 530 900
U S WEST, INC. COMMON 91273H101 7,262.50 100 SOLE 540 100
U S WEST, INC. COMMON 91273H101 43,575.00 600 SOLE 560 600
U S WEST, INC. COMMON 91273H101 14,525.00 200 SOLE 570 200
U.S. BANCORP COMMON 902973106 105,000.00 4,800 SOLE 18 4,800
U.S. BANCORP COMMON 902973106 46,615.63 2,131 SOLE 19 2,131
U.S. BANCORP COMMON 902973106 29,312.50 1,340 SOLE 38 1,340
U.S. BANCORP COMMON 902973106 34,912.50 1,596 SOLE 51 1,596
U.S. FOODSERVICE, INC. COMMON 90331R101 28,325.00 1,100 SOLE 19 1,100
U.S. FOODSERVICE, INC. COMMON 90331R101 146,775.00 5,700 SOLE 38 5,700
U.S. FOODSERVICE, INC. COMMON 90331R101 190,550.00 7,400 SOLE 51 7,400
U.S. TRUST CORP COMMON 91288L105 39,123.00 207 SOLE 38 207
U.S. TRUST CORP COMMON 91288L105 46,494.00 246 SOLE 51 246
ULTRAMAR DIAMOND SHAMROCK COMMON 904000106 25,375.00 1,000 SOLE 19 1,000
UNIBANCO SA GDR COMMON 90458E107 25,400.00 800 SOLE 19 800
UNICOM CORP COMMON 904911104 229,950.00 6,300 SOLE 18 6,300
UNICOM CORP COMMON 904911104 32,850.00 900 SOLE 19 900
UNICOM CORP COMMON 904911104 1,412,550.00 38,700 SOLE 20 38,700
UNICOM CORP COMMON 904911104 18,140.50 497 SOLE 38 497
UNICOM CORP COMMON 904911104 21,571.50 591 SOLE 51 591
UNIFI, INC. COMMON 904677101 11,618.75 1,300 SOLE 19 1,300
UNILEVER NV COMMON 904784709 153,278.13 3,185 SOLE 19 3,185
UNILEVER NV COMMON 904784709 39,991.88 831 SOLE 38 831
UNILEVER NV COMMON 904784709 47,643.75 990 SOLE 51 990
UNION CARBIDE CORP COMMON 905581104 64,610.25 1,108 SOLE 38 1,108
UNION CARBIDE CORP COMMON 905581104 76,914.19 1,319 SOLE 51 1,319
UNION PACIFIC CORPORATION COMMON 907818108 50,862.50 1,300 SOLE 19 1,300
UNION PACIFIC CORPORATION COMMON 907818108 1,889,737.50 48,300 SOLE 20 48,300
UNION PACIFIC CORPORATION COMMON 907818108 16,667.25 426 SOLE 38 426
UNION PACIFIC CORPORATION COMMON 907818108 19,836.38 507 SOLE 51 507
UNION PACIFIC RES GRP COMMON 907834105 17,951.00 1,238 SOLE 19 1,238
UNION PACIFIC RES GRP COMMON 907834105 6,786.00 468 SOLE 38 468
UNION PACIFIC RES GRP COMMON 907834105 8,091.00 558 SOLE 51 558
UNION PLANTERS CORP COMMON 908068109 27,731.25 900 SOLE 19 900
UNION PLANTERS CORP COMMON 908068109 12,848.81 417 SOLE 38 417
UNION PLANTERS CORP COMMON 908068109 15,313.81 497 SOLE 51 497
UNISYS CORP COMMON 909214108 18,436.50 723 SOLE 38 723
UNISYS CORP COMMON 909214108 21,955.50 861 SOLE 51 861
UNITED DOMINION REALTY COMMON 910197102 112,528.00 10,300 SOLE 1 10,300
UNITED HEALTHCARE CORP COMMON 910581107 41,737.50 700 SOLE 19 700
UNITED HEALTHCARE CORP COMMON 910581107 16,456.50 276 SOLE 38 276
UNITED HEALTHCARE CORP COMMON 910581107 19,557.00 328 SOLE 51 328
UNITED TECHNOLOGIES CORP COMMON 913017109 505,500.00 8,000 SOLE 3 8,000
UNITED TECHNOLOGIES CORP COMMON 913017109 6,318,750.00 100,000 SOLE 11 100,000
UNITED TECHNOLOGIES CORP COMMON 913017109 486,543.75 7,700 SOLE 18 7,700
UNITED TECHNOLOGIES CORP COMMON 913017109 113,737.50 1,800 SOLE 19 1,800
UNITED TECHNOLOGIES CORP COMMON 913017109 65,209.50 1,032 SOLE 38 1,032
UNITED TECHNOLOGIES CORP COMMON 913017109 77,657.44 1,229 SOLE 51 1,229
UNITED WATER RESOURCES COMMON 913190104 45,175.00 1,300 SOLE 38 1,300
UNITED WATER RESOURCES COMMON 913190104 13,900.00 400 SOLE 51 400
UNITEDGLOBALCOM INC COMMON 913247508 78,290.19 1,043 SOLE 39 1,043
UNITEDGLOBALCOM INC COMMON 913247508 108,690.50 1,448 SOLE 52 1,448
UNITRIN INC. COMMON 913275103 31,800.00 800 SOLE 19 800
UNIVERSAL CORPORATION COMMON 913456109 7,531.25 500 SOLE 19 500
UNIVERSAL FOODS CORP COMMON 913538104 21,375.00 1,000 SOLE 19 1,000
UNIVISION COMM COMMON 914906102 4,520,000.00 40,000 SOLE 2 40,000
UNIVISION COMM COMMON 914906102 203,400.00 1,800 SOLE 3 1,800
UNIVISION COMM COMMON 914906102 5,650,000.00 50,000 SOLE 10 50,000
UNIVISION COMM COMMON 914906102 2,373,000.00 21,000 SOLE 11 21,000
UNIVISION COMM COMMON 914906102 101,700.00 900 SOLE 19 900
UNIVISION COMM COMMON 914906102 67,800.00 600 SOLE 32 600
UNIVISION COMM COMMON 914906102 1,853,200.00 16,400 SOLE 53 16,400
UNIVISION COMM COMMON 914906102 1,197,800.00 10,600 SOLE 70 10,600
UNIVISION COMM COMMON 914906102 169,500.00 1,500 SOLE 520 1,500
UNIVISION COMM COMMON 914906102 180,800.00 1,600 SOLE 530 1,600
UNIVISION COMM COMMON 914906102 33,900.00 300 SOLE 540 300
UNIVISION COMM COMMON 914906102 56,500.00 500 SOLE 560 500
UNIVISION COMM COMMON 914906102 33,900.00 300 SOLE 570 300
UNOCAL CORPORATION COMMON 915289102 446,250.00 15,000 SOLE 3 15,000
UNOCAL CORPORATION COMMON 915289102 5,950,000.00 200,000 SOLE 11 200,000
UNOCAL CORPORATION COMMON 915289102 26,775.00 900 SOLE 19 900
UNOCAL CORPORATION COMMON 915289102 1,921,850.00 64,600 SOLE 20 64,600
UNOCAL CORPORATION COMMON 915289102 10,710.00 360 SOLE 38 360
UNOCAL CORPORATION COMMON 915289102 12,762.75 429 SOLE 51 429
UNOVA INC COMMON 91529B106 675,000.00 50,000 SOLE 29 50,000
UNOVA INC COMMON 91529B106 351,000.00 26,000 SOLE 35 26,000
UNUMPROVIDENT CORP COMMON 91529Y106 510,000.00 30,000 SOLE 1 30,000
UNUMPROVIDENT CORP COMMON 91529Y106 2,040,000.00 120,000 SOLE 15 120,000
UNUMPROVIDENT CORP COMMON 91529Y106 26,146.00 1,538 SOLE 19 1,538
UNUMPROVIDENT CORP COMMON 91529Y106 1,193,400.00 70,200 SOLE 20 70,200
UNUMPROVIDENT CORP COMMON 91529Y106 935,000.00 55,000 SOLE 29 55,000
UNUMPROVIDENT CORP COMMON 91529Y106 629,000.00 37,000 SOLE 35 37,000
UNUMPROVIDENT CORP COMMON 91529Y106 7,684.00 452 SOLE 38 452
UNUMPROVIDENT CORP COMMON 91529Y106 9,163.00 539 SOLE 51 539
URBAN SHOPPING CENTERS COMMON 917060105 56,398.00 1,700 SOLE 1 1,700
US AIRWAYS GROUP INC COMMON 911905107 3,087.19 111 SOLE 38 111
US AIRWAYS GROUP INC COMMON 911905107 3,699.06 133 SOLE 51 133
US INTERACTIVE INC COMMON 90334M109 65,958.75 1,845 SOLE 1 1,845
US INTERACTIVE INC COMMON 90334M109 183,755.00 5,140 SOLE 15 5,140
USG CORP COMMON 903293405 20,968.75 500 SOLE 19 500
UST INC COMMON 902911106 1,145,312.50 73,300 SOLE 20 73,300
UST INC COMMON 902911106 9,828.13 629 SOLE 38 629
UST INC COMMON 902911106 11,703.13 749 SOLE 51 749
USX MARATHON GROUP COMMON 902905827 33,881.25 1,300 SOLE 19 1,300
USX MARATHON GROUP COMMON 902905827 1,094,625.00 42,000 SOLE 20 42,000
USX MARATHON GROUP COMMON 902905827 7,141.13 274 SOLE 38 274
USX MARATHON GROUP COMMON 902905827 8,496.38 326 SOLE 51 326
USX-US STEEL GROUP, INC. COMMON 90337T101 2,600.00 104 SOLE 38 104
USX-US STEEL GROUP, INC. COMMON 90337T101 3,100.00 124 SOLE 51 124
UTI ENERGY CORP COMMON 903387108 660,625.00 17,500 SOLE 36 17,500
UTI ENERGY CORP COMMON 903387108 1,623,250.00 43,000 SOLE 50 43,000
UTILICORP UNITED INC. COMMON 918005109 16,256.25 900 SOLE 19 900
UTSTARCOM INC. COMMON 918076100 19,281.44 247 SOLE 39 247
UTSTARCOM INC. COMMON 918076100 27,243.81 349 SOLE 52 349
V.F. CORPORATION COMMON 918204108 3,874.06 161 SOLE 38 161
V.F. CORPORATION COMMON 918204108 4,595.94 191 SOLE 51 191
VALASSIS COMMUNICATIONS COMMON 918866104 766,187.50 23,000 SOLE 1 23,000
VALASSIS COMMUNICATIONS COMMON 918866104 2,198,625.00 66,000 SOLE 15 66,000
VALERO ENERGY CORPORATION COMMON 91913Y100 30,625.00 1,000 SOLE 19 1,000
VARIAN INC COMMON 922206107 19,187.50 500 SOLE 19 500
VARIAN INC COMMON 922206107 978,562.50 25,500 SOLE 36 25,500
VARIAN INC COMMON 922206107 2,302,500.00 60,000 SOLE 50 60,000
VARIAN MEDICAL SYSTEMS COMMON 92220P105 22,812.50 500 SOLE 19 500
VARIAN SEMICONDUCTOR EQ COMMON 922207105 31,812.50 500 SOLE 19 500
VEECO INSTRUMENTS INC COMMON 922417100 259,000.00 3,500 SOLE 36 3,500
VEECO INSTRUMENTS INC COMMON 922417100 666,000.00 9,000 SOLE 50 9,000
VERITAS SOFTWARE COMMON 923436109 510,900.00 3,900 SOLE 19 3,900
VERITAS SOFTWARE COMMON 923436109 15,720.00 120 SOLE 38 120
VERITAS SOFTWARE COMMON 923436109 19,650.00 150 SOLE 51 150
VETERINARY CENTERS OF AM COMMON 925514101 770,000.00 56,000 SOLE 29 56,000
VIACOM INC -CL "B" COMMON 925524308 6,330,000.00 120,000 SOLE 2 120,000
VIACOM INC -CL "B" COMMON 925524308 337,600.00 6,400 SOLE 3 6,400
VIACOM INC -CL "B" COMMON 925524308 7,912,500.00 150,000 SOLE 10 150,000
VIACOM INC -CL "B" COMMON 925524308 4,061,750.00 77,000 SOLE 11 77,000
VIACOM INC -CL "B" COMMON 925524308 1,308,200.00 24,800 SOLE 16 24,800
VIACOM INC -CL "B" COMMON 925524308 110,775.00 2,100 SOLE 19 2,100
VIACOM INC -CL "B" COMMON 925524308 63,300.00 1,200 SOLE 32 1,200
VIACOM INC -CL "B" COMMON 925524308 274,300.00 5,200 SOLE 34 5,200
VIACOM INC -CL "B" COMMON 925524308 51,378.50 974 SOLE 38 974
VIACOM INC -CL "B" COMMON 925524308 61,190.00 1,160 SOLE 51 1,160
VIACOM INC -CL "B" COMMON 925524308 84,400.00 1,600 SOLE 520 1,600
VIACOM INC -CL "B" COMMON 925524308 89,675.00 1,700 SOLE 530 1,700
VIACOM INC -CL "B" COMMON 925524308 15,825.00 300 SOLE 540 300
VIACOM INC -CL "B" COMMON 925524308 63,300.00 1,200 SOLE 560 1,200
VIACOM INC -CL "B" COMMON 925524308 15,825.00 300 SOLE 570 300
VIAD CORPORATION COMMON 92552R109 27,450.00 1,200 SOLE 19 1,200
VIAD CORPORATION COMMON 92552R109 146,400.00 6,400 SOLE 530 6,400
VISX, INC. COMMON 92844S105 10,950.00 600 SOLE 19 600
VODAFONE AIRTOUCH PLC ADR COMMON 92857T107 222,250.00 4,000 SOLE 19 4,000
VOICESTREAM WIRELESS CORP COMMON 928615103 154,575.00 1,200 SOLE 18 1,200
VORNADO REALTY TRUST COMMON 929042109 313,831.00 8,500 SOLE 1 8,500
VULCAN MATERIALS CO COMMON 929160109 5,726.56 125 SOLE 38 125
VULCAN MATERIALS CO COMMON 929160109 6,826.06 149 SOLE 51 149
W.R. GRACE & CO. COMMON 38388F108 1,750.88 138 SOLE 38 138
W.R. GRACE & CO. COMMON 38388F108 2,080.75 164 SOLE 51 164
WACHOVIA CORP COMMON 929771103 540,500.00 8,000 SOLE 3 8,000
WACHOVIA CORP COMMON 929771103 6,756,250.00 100,000 SOLE 11 100,000
WACHOVIA CORP COMMON 929771103 22,903.69 339 SOLE 38 339
WACHOVIA CORP COMMON 929771103 27,295.25 404 SOLE 51 404
WALGREEN CO COMMON 931422109 12,102,500.00 470,000 SOLE 2 470,000
WALGREEN CO COMMON 931422109 216,300.00 8,400 SOLE 3 8,400
WALGREEN CO COMMON 931422109 12,875,000.00 500,000 SOLE 10 500,000
WALGREEN CO COMMON 931422109 2,556,975.00 99,300 SOLE 11 99,300
WALGREEN CO COMMON 931422109 82,400.00 3,200 SOLE 19 3,200
WALGREEN CO COMMON 931422109 69,525.00 2,700 SOLE 32 2,700
WALGREEN CO COMMON 931422109 46,556.00 1,808 SOLE 38 1,808
WALGREEN CO COMMON 931422109 55,439.75 2,153 SOLE 51 2,153
WALGREEN CO COMMON 931422109 1,488,350.00 57,800 SOLE 53 57,800
WALGREEN CO COMMON 931422109 1,133,000.00 44,000 SOLE 70 44,000
WALGREEN CO COMMON 931422109 206,000.00 8,000 SOLE 520 8,000
WALGREEN CO COMMON 931422109 200,850.00 7,800 SOLE 530 7,800
WALGREEN CO COMMON 931422109 25,750.00 1,000 SOLE 540 1,000
WALGREEN CO COMMON 931422109 128,750.00 5,000 SOLE 560 5,000
WALGREEN CO COMMON 931422109 36,050.00 1,400 SOLE 570 1,400
WALLACE COMPUTER SERVICES COMMON 932270101 9,450.00 800 SOLE 19 800
WAL-MART STORES, INC COMMON 931142103 21,645,000.00 390,000 SOLE 2 390,000
WAL-MART STORES, INC COMMON 931142103 1,165,500.00 21,000 SOLE 3 21,000
WAL-MART STORES, INC COMMON 931142103 23,865,000.00 430,000 SOLE 10 430,000
WAL-MART STORES, INC COMMON 931142103 13,986,000.00 252,000 SOLE 11 252,000
WAL-MART STORES, INC COMMON 931142103 6,426,900.00 115,800 SOLE 16 115,800
WAL-MART STORES, INC COMMON 931142103 427,350.00 7,700 SOLE 18 7,700
WAL-MART STORES, INC COMMON 931142103 815,850.00 14,700 SOLE 19 14,700
WAL-MART STORES, INC COMMON 931142103 124,875.00 2,250 SOLE 32 2,250
WAL-MART STORES, INC COMMON 931142103 771,450.00 13,900 SOLE 34 13,900
WAL-MART STORES, INC COMMON 931142103 464,091.00 8,362 SOLE 38 8,362
WAL-MART STORES, INC COMMON 931142103 552,669.00 9,958 SOLE 51 9,958
WAL-MART STORES, INC COMMON 931142103 2,430,900.00 43,800 SOLE 53 43,800
WAL-MART STORES, INC COMMON 931142103 1,875,900.00 33,800 SOLE 70 33,800
WAL-MART STORES, INC COMMON 931142103 377,400.00 6,800 SOLE 520 6,800
WAL-MART STORES, INC COMMON 931142103 388,500.00 7,000 SOLE 530 7,000
WAL-MART STORES, INC COMMON 931142103 61,050.00 1,100 SOLE 540 1,100
WAL-MART STORES, INC COMMON 931142103 271,950.00 4,900 SOLE 560 4,900
WAL-MART STORES, INC COMMON 931142103 61,050.00 1,100 SOLE 570 1,100
WALT DISNEY COMPANY COMMON 254687106 525,462.50 12,700 SOLE 3 12,700
WALT DISNEY COMPANY COMMON 254687106 446,850.00 10,800 SOLE 6 10,800
WALT DISNEY COMPANY COMMON 254687106 6,620,000.00 160,000 SOLE 11 160,000
WALT DISNEY COMPANY COMMON 254687106 3,173,462.50 76,700 SOLE 13 76,700
WALT DISNEY COMPANY COMMON 254687106 2,970,725.00 71,800 SOLE 16 71,800
WALT DISNEY COMPANY COMMON 254687106 270,675.25 6,542 SOLE 19 6,542
WALT DISNEY COMPANY COMMON 254687106 2,552,837.50 61,700 SOLE 20 61,700
WALT DISNEY COMPANY COMMON 254687106 359,962.50 8,700 SOLE 34 8,700
WALT DISNEY COMPANY COMMON 254687106 158,383.50 3,828 SOLE 38 3,828
WALT DISNEY COMPANY COMMON 254687106 188,587.25 4,558 SOLE 51 4,558
WARNACO GROUP-CL A COMMON 934390105 8,268.75 700 SOLE 19 700
WARNER-LAMBERT COMPANY COMMON 934488107 156,000.00 1,600 SOLE 18 1,600
WARNER-LAMBERT COMPANY COMMON 934488107 263,250.00 2,700 SOLE 19 2,700
WARNER-LAMBERT COMPANY COMMON 934488107 190,905.00 1,958 SOLE 38 1,958
WARNER-LAMBERT COMPANY COMMON 934488107 227,370.00 2,332 SOLE 51 2,332
WASHINGTON GAS LIGHT CO. COMMON 938837101 21,750.00 800 SOLE 19 800
WASHINGTON MUTUAL, INC. COMMON 939322103 55,650.00 2,100 SOLE 19 2,100
WASHINGTON MUTUAL, INC. COMMON 939322103 11,713.00 442 SOLE 38 442
WASHINGTON MUTUAL, INC. COMMON 939322103 13,965.50 527 SOLE 51 527
WASHINGTON POST (CL.B) COMMON 939640108 54,100.00 100 SOLE 19 100
WASHINGTON RE INV TRUST COMMON 939653101 65,558.00 3,650 SOLE 1 3,650
WASTE MANAGEMENT, INC. COMMON 94106L109 31,645.50 2,312 SOLE 19 2,312
WASTE MANAGEMENT, INC. COMMON 94106L109 1,133,626.13 82,822 SOLE 20 82,822
WASTE MANAGEMENT, INC. COMMON 94106L109 16,110.19 1,177 SOLE 38 1,177
WASTE MANAGEMENT, INC. COMMON 94106L109 19,189.88 1,402 SOLE 51 1,402
WATERS CORPORATION COMMON 941848103 57,150.00 600 SOLE 19 600
WATSON PHARMACEUTICALS COMMON 942683103 1,170,781.25 29,500 SOLE 16 29,500
WATSON PHARMACEUTICALS COMMON 942683103 138,906.25 3,500 SOLE 34 3,500
WATSON PHARMACEUTICALS COMMON 942683103 6,389.69 161 SOLE 38 161
WATSON PHARMACEUTICALS COMMON 942683103 7,580.31 191 SOLE 51 191
WAUSAU-MOSINEE PAPER CORP COMMON 943315101 12,937.50 1,000 SOLE 19 1,000
WEATHERFORD INT'L COMMON 947074100 35,362.50 600 SOLE 19 600
WEBTRENDS CORPORATION COMMON 94844D104 1,036,800.00 14,400 SOLE 36 14,400
WEBTRENDS CORPORATION COMMON 94844D104 2,577,600.00 35,800 SOLE 50 35,800
WEINGARTEN REALTY INVST COMMON 948741103 118,578.00 2,550 SOLE 1 2,550
WELLPOINT HEALTH NETWORKS COMMON 94973H108 4,192.50 60 SOLE 38 60
WELLPOINT HEALTH NETWORKS COMMON 94973H108 5,031.00 72 SOLE 51 72
WELLS FARGO COMPANY COMMON 949746101 8,392,187.50 205,000 SOLE 2 205,000
WELLS FARGO COMPANY COMMON 949746101 917,000.00 22,400 SOLE 3 22,400
WELLS FARGO COMPANY COMMON 949746101 9,006,250.00 220,000 SOLE 10 220,000
WELLS FARGO COMPANY COMMON 949746101 11,200,500.00 273,600 SOLE 11 273,600
WELLS FARGO COMPANY COMMON 949746101 2,431,687.50 59,400 SOLE 16 59,400
WELLS FARGO COMPANY COMMON 949746101 212,875.00 5,200 SOLE 19 5,200
WELLS FARGO COMPANY COMMON 949746101 1,514,687.50 37,000 SOLE 20 37,000
WELLS FARGO COMPANY COMMON 949746101 266,093.75 6,500 SOLE 34 6,500
WELLS FARGO COMPANY COMMON 949746101 124,081.56 3,031 SOLE 38 3,031
WELLS FARGO COMPANY COMMON 949746101 147,743.44 3,609 SOLE 51 3,609
WELLS FARGO COMPANY COMMON 949746101 81,875.00 2,000 SOLE 500 2,000
WELLS FARGO COMPANY COMMON 949746101 151,468.75 3,700 SOLE 520 3,700
WELLS FARGO COMPANY COMMON 949746101 147,375.00 3,600 SOLE 530 3,600
WELLS FARGO COMPANY COMMON 949746101 16,375.00 400 SOLE 540 400
WELLS FARGO COMPANY COMMON 949746101 61,406.25 1,500 SOLE 560 1,500
WELLS FARGO COMPANY COMMON 949746101 16,375.00 400 SOLE 570 400
WENDY'S INTERNATIONAL INC COMMON 950590109 4,522.00 224 SOLE 38 224
WENDY'S INTERNATIONAL INC COMMON 950590109 5,390.06 267 SOLE 51 267
WESTERN RESOURCES, INC. COMMON 959425109 284,625.00 18,000 SOLE 29 18,000
WESTFIELD AMERICA COMMON 959910100 133,923.00 7,450 SOLE 1 7,450
WESTPOINT STEVENS, INC. COMMON 961238102 11,400.00 600 SOLE 19 600
WESTVACO CORP COMMON 961548104 720,900.00 21,600 SOLE 16 21,600
WESTVACO CORP COMMON 961548104 163,537.50 4,900 SOLE 34 4,900
WESTVACO CORP COMMON 961548104 16,387.13 491 SOLE 38 491
WESTVACO CORP COMMON 961548104 19,524.38 585 SOLE 51 585
WEYERHAEUSER COMPANY COMMON 962166104 22,800.00 400 SOLE 19 400
WEYERHAEUSER COMPANY COMMON 962166104 6,669.00 117 SOLE 38 117
WEYERHAEUSER COMPANY COMMON 962166104 7,923.00 139 SOLE 51 139
WHIRLPOOL CORPORATION COMMON 963320106 5,569.38 95 SOLE 38 95
WHIRLPOOL CORPORATION COMMON 963320106 6,683.25 114 SOLE 51 114
WHITMAN CORPORATION COMMON 96647R107 18,118.75 1,300 SOLE 19 1,300
WILEY (JOHN) & SONS- CL A COMMON 968223206 244,800.00 13,600 SOLE 1 13,600
WILEY (JOHN) & SONS- CL A COMMON 968223206 702,000.00 39,000 SOLE 15 39,000
WILLAMETTE INDUSTRIES INC COMMON 969133107 5,457.00 136 SOLE 38 136
WILLAMETTE INDUSTRIES INC COMMON 969133107 6,500.25 162 SOLE 51 162
WILLIAMS COMPANIES INC. COMMON 969457100 10,105,625.00 230,000 SOLE 2 230,000
WILLIAMS COMPANIES INC. COMMON 969457100 351,500.00 8,000 SOLE 3 8,000
WILLIAMS COMPANIES INC. COMMON 969457100 10,105,625.00 230,000 SOLE 10 230,000
WILLIAMS COMPANIES INC. COMMON 969457100 2,196,875.00 50,000 SOLE 11 50,000
WILLIAMS COMPANIES INC. COMMON 969457100 79,087.50 1,800 SOLE 19 1,800
WILLIAMS COMPANIES INC. COMMON 969457100 65,906.25 1,500 SOLE 32 1,500
WILLIAMS COMPANIES INC. COMMON 969457100 33,172.81 755 SOLE 38 755
WILLIAMS COMPANIES INC. COMMON 969457100 39,499.81 899 SOLE 51 899
WILLIAMS COMPANIES INC. COMMON 969457100 197,718.75 4,500 SOLE 520 4,500
WILLIAMS COMPANIES INC. COMMON 969457100 193,325.00 4,400 SOLE 530 4,400
WILLIAMS COMPANIES INC. COMMON 969457100 21,968.75 500 SOLE 540 500
WILLIAMS COMPANIES INC. COMMON 969457100 144,993.75 3,300 SOLE 560 3,300
WILLIAMS COMPANIES INC. COMMON 969457100 30,756.25 700 SOLE 570 700
WILMINGTON TRUST CORP. COMMON 971807102 24,312.50 500 SOLE 19 500
WINN-DIXIE STORES INC COMMON 974280109 5,384.19 277 SOLE 38 277
WINN-DIXIE STORES INC COMMON 974280109 6,414.38 330 SOLE 51 330
WISCONSIN ENERGY CORP COMMON 976657106 27,912.50 1,400 SOLE 19 1,400
WM. WRIGLEY JR. COMPANY COMMON 982526105 30,725.00 400 SOLE 19 400
WM. WRIGLEY JR. COMPANY COMMON 982526105 14,133.50 184 SOLE 38 184
WM. WRIGLEY JR. COMPANY COMMON 982526105 16,821.94 219 SOLE 51 219
WORKFLOW MANAGEMENT INC. COMMON 98137N109 2,693.75 100 SOLE 19 100
WORTHINGTON INDUSTRIES COMMON 981811102 10,184.63 823 SOLE 38 823
WORTHINGTON INDUSTRIES COMMON 981811102 12,139.88 981 SOLE 51 981
XEROX CORP COMMON 984121103 72,800.00 2,800 SOLE 19 2,800
XEROX CORP COMMON 984121103 1,622,400.00 62,400 SOLE 20 62,400
XEROX CORP COMMON 984121103 22,230.00 855 SOLE 38 855
XEROX CORP COMMON 984121103 26,494.00 1,019 SOLE 51 1,019
XICOR INC COMMON 984903104 282,500.00 20,000 SOLE 36 20,000
XICOR INC COMMON 984903104 614,437.50 43,500 SOLE 50 43,500
XILINX INC COMMON 983919101 1,283,593.75 15,500 SOLE 16 15,500
XILINX INC COMMON 983919101 115,937.50 1,400 SOLE 19 1,400
XILINX INC COMMON 983919101 298,125.00 3,600 SOLE 34 3,600
XILINX INC COMMON 983919101 55,318.75 668 SOLE 38 668
XILINX INC COMMON 983919101 65,835.94 795 SOLE 51 795
XL CAPITAL LTD (CL. A) COMMON G98255105 188,275.00 3,400 SOLE 20 3,400
XM SATELLITE RADIO (CL A) COMMON 983759101 261,562.50 7,500 SOLE 36 7,500
XM SATELLITE RADIO (CL A) COMMON 983759101 627,750.00 18,000 SOLE 50 18,000
YAHOO, INC. COMMON 984332106 6,855,000.00 40,000 SOLE 2 40,000
YAHOO, INC. COMMON 984332106 325,612.50 1,900 SOLE 3 1,900
YAHOO, INC. COMMON 984332106 6,855,000.00 40,000 SOLE 10 40,000
YAHOO, INC. COMMON 984332106 4,027,312.50 23,500 SOLE 11 23,500
YAHOO, INC. COMMON 984332106 3,170,437.50 18,500 SOLE 16 18,500
YAHOO, INC. COMMON 984332106 102,825.00 600 SOLE 32 600
YAHOO, INC. COMMON 984332106 377,025.00 2,200 SOLE 34 2,200
YAHOO, INC. COMMON 984332106 178,744.13 1,043 SOLE 38 1,043
YAHOO, INC. COMMON 984332106 212,847.75 1,242 SOLE 51 1,242
YAHOO, INC. COMMON 984332106 1,610,925.00 9,400 SOLE 53 9,400
YAHOO, INC. COMMON 984332106 1,285,312.50 7,500 SOLE 70 7,500
YAHOO, INC. COMMON 984332106 102,825.00 600 SOLE 520 600
YAHOO, INC. COMMON 984332106 137,100.00 800 SOLE 530 800
YAHOO, INC. COMMON 984332106 34,275.00 200 SOLE 540 200
YAHOO, INC. COMMON 984332106 102,825.00 600 SOLE 560 600
YAHOO, INC. COMMON 984332106 34,275.00 200 SOLE 570 200
YORK INTL CORP COMMON 986670107 11,687.50 500 SOLE 19 500
YOUNG & RUBICAM, INC. COMMON 987425105 13,442.00 286 SOLE 38 286
YOUNG & RUBICAM, INC. COMMON 987425105 16,027.00 341 SOLE 51 341
ZIONS BANCORPORATION COMMON 989701107 29,137.50 700 SOLE 19 700
Z-TEL TECHNOLOGIES INC COMMON 988792107 315,000.00 7,500 SOLE 36 7,500
Z-TEL TECHNOLOGIES INC COMMON 988792107 798,000.00 19,000 SOLE 50 19,000
</TABLE>
