UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 30, 2000
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: 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: 4,445
Form 13F Information Table Value Total: $5,208,597,215.26
List of Other Included Managers:
No. 13F File Number Name
01 28-2805 Security Benefit Life Insurance Company
<PAGE>
FORM 13f INFORMATION TABLE
<TABLE>
<CAPTION>
VOTING AUTHORITY
TITLE ----------------------
OF CUSIP FAIR (A) (B) (C)
NAME OF ISSUER CLASS NUMBER MARKET VALUE SHARES SHRD MGRS SOLE SHARED NONE
-------------- ------ ------ ------------ ------ ---- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C>
3COM CORPORATION............. COMMON 885535104 19,187.50 1,000 SOLE 19 1,000
3COM CORPORATION............. COMMON 885535104 1,918.75 100 SOLE 58 100
99 CENTS ONLY STORES......... COMMON 65440K106 326,218.75 6,500 SOLE 36 6,500
99 CENTS ONLY STORES......... COMMON 65440K106 752,812.50 15,000 SOLE 50 15,000
ABBOTT LABORATORIES.......... COMMON 002824100 190,250.00 4,000 SOLE 19 4,000
ABBOTT LABORATORIES.......... COMMON 002824100 1,731,275.00 36,400 SOLE 20 36,400
ABBOTT LABORATORIES.......... COMMON 002824100 66,587.50 1,400 SOLE 32 1,400
ABBOTT LABORATORIES.......... COMMON 002824100 114,150.00 2,400 SOLE 38 2,400
ABBOTT LABORATORIES.......... COMMON 002824100 199,762.50 4,200 SOLE 51 4,200
ABBOTT LABORATORIES.......... COMMON 002824100 76,100.00 1,600 SOLE 560 1,600
ABBOTT LABORATORIES.......... COMMON 002824100 19,025.00 400 SOLE 570 400
ABERCROMBIE &
FITCH COMPANY.............. COMMON 002896207 19,062.50 1,000 SOLE 19 1,000
ABGENIX, INC................. COMMON 00339B107 32,325.00 400 SOLE 19 400
ABITIBI-CONSOLIDATED,
INC........................ COMMON 003924107 105,000.00 11,200 SOLE 18 11,200
ABM INDUSTRIES, INC.......... COMMON 000957100 154,968.75 5,700 SOLE 57 5,700
ACLARA BIOSCIENCES, INC...... COMMON 00461P106 1,366,875.00 45,000 SOLE 1 45,000
ACLARA BIOSCIENCES, INC...... COMMON 00461P106 2,278,125.00 75,000 SOLE 15 75,000
ACNIELSEN CORPORATION........ COMMON 004833109 19,050.00 800 SOLE 19 800
ACTEL CORPORATION............ COMMON 004934105 341,406.25 9,500 SOLE 36 9,500
ACTEL CORPORATION............ COMMON 004934105 848,125.00 23,600 SOLE 50 23,600
ACTUATE CORPORATION.......... COMMON 00508B102 10,364.06 300 SOLE 19 300
ACUSON CORPORATION........... COMMON 005113105 127,400.00 5,600 SOLE 38 5,600
ACUSON CORPORATION........... COMMON 005113105 200,200.00 8,800 SOLE 51 8,800
ACXIOM CORPORATION........... COMMON 005125109 8,572,500.00 270,000 SOLE 1 270,000
ACXIOM CORPORATION........... COMMON 005125109 1,905,000.00 60,000 SOLE 2 60,000
ACXIOM CORPORATION........... COMMON 005125109 1,905,000.00 60,000 SOLE 10 60,000
ACXIOM CORPORATION........... COMMON 005125109 22,447,250.00 707,000 SOLE 15 707,000
ACXIOM CORPORATION........... COMMON 005125109 2,000,250.00 63,000 SOLE 29 63,000
ACXIOM CORPORATION........... COMMON 005125109 1,238,250.00 39,000 SOLE 35 39,000
ADAPTEC, INC................. COMMON 00651F108 4,000.00 200 SOLE 38 200
ADAPTEC, INC................. COMMON 00651F108 6,000.00 300 SOLE 51 300
ADC TELECOMMUNICATIONS,
INC........................ COMMON 000886101 3,495,781.25 130,000 SOLE 2 130,000
ADC TELECOMMUNICATIONS,
INC........................ COMMON 000886101 4,033,593.75 150,000 SOLE 10 150,000
ADC TELECOMMUNICATIONS,
INC........................ COMMON 000886101 1,309,573.44 48,700 SOLE 16 48,700
ADC TELECOMMUNICATIONS,
INC........................ COMMON 000886101 172,100.00 6,400 SOLE 34 6,400
ADC TELECOMMUNICATIONS,
INC........................ COMMON 000886101 43,025.00 1,600 SOLE 38 1,600
ADC TELECOMMUNICATIONS,
INC........................ COMMON 000886101 80,671.88 3,000 SOLE 51 3,000
ADC TELECOMMUNICATIONS,
INC........................ COMMON 000886101 32,268.75 1,200 SOLE 58 1,200
ADC TELECOMMUNICATIONS,
INC........................ COMMON 000886101 139,831.25 5,200 SOLE 520 5,200
ADC TELECOMMUNICATIONS,
INC........................ COMMON 000886101 150,587.50 5,600 SOLE 530 5,600
ADC TELECOMMUNICATIONS,
INC........................ COMMON 000886101 21,512.50 800 SOLE 540 800
ADC TELECOMMUNICATIONS,
INC........................ COMMON 000886101 107,562.50 4,000 SOLE 560 4,000
ADC TELECOMMUNICATIONS,
INC........................ COMMON 000886101 21,512.50 800 SOLE 570 800
ADOBE SYSTEMS, INC........... COMMON 00724F101 2,887,650.00 18,600 SOLE 16 18,600
ADOBE SYSTEMS, INC........... COMMON 00724F101 62,100.00 400 SOLE 19 400
ADOBE SYSTEMS, INC........... COMMON 00724F101 372,600.00 2,400 SOLE 34 2,400
ADOBE SYSTEMS, INC........... COMMON 00724F101 30,429.00 196 SOLE 38 196
ADOBE SYSTEMS, INC........... COMMON 00724F101 62,100.00 400 SOLE 51 400
ADOBE SYSTEMS, INC........... COMMON 00724F101 93,150.00 600 SOLE 54 600
ADOBE SYSTEMS, INC........... COMMON 00724F101 93,150.00 600 SOLE 58 600
ADOBE SYSTEMS, INC........... COMMON 00724F101 46,575.00 300 SOLE 71 300
ADVANCED FIBRE
COMMUNICATIONS, INC........ COMMON 00754A105 11,362.50 300 SOLE 19 300
ADVANCED MICRO
DEVICES, INC............... COMMON 007903107 16,537.50 700 SOLE 38 700
ADVANCED MICRO
DEVICES, INC............... COMMON 007903107 30,712.50 1,300 SOLE 51 1,300
ADVANCED MICRO
DEVICES, INC............... COMMON 007903107 18,900.00 800 SOLE 58 800
ADVANCED POWER
TECHNOLOGY, INC............ COMMON 00761E108 1,046,750.00 31,600 SOLE 1 31,600
ADVANCED POWER
TECHNOLOGY, INC............ COMMON 00761E108 2,928,250.00 88,400 SOLE 15 88,400
ADVANCED POWER
TECHNOLOGY, INC............ COMMON 00761E108 742,000.00 22,400 SOLE 36 22,400
ADVANCED POWER
TECHNOLOGY, INC............ COMMON 00761E108 1,593,312.50 48,100 SOLE 50 48,100
ADVENT SOFTWARE, INC......... COMMON 007974108 978,250.00 14,000 SOLE 36 14,000
ADVENT SOFTWARE, INC......... COMMON 007974108 2,424,662.50 34,700 SOLE 50 34,700
AEROFLEX, INC................ COMMON 007768104 1,390,675.00 28,600 SOLE 36 28,600
AEROFLEX, INC................ COMMON 007768104 3,573,937.50 73,500 SOLE 50 73,500
AES CORPORATION.............. COMMON 00130H105 274,000.00 4,000 SOLE 3 4,000
AES CORPORATION.............. COMMON 00130H105 82,200.00 1,200 SOLE 19 1,200
AES CORPORATION.............. COMMON 00130H105 61,650.00 900 SOLE 38 900
AES CORPORATION.............. COMMON 00130H105 116,450.00 1,700 SOLE 51 1,700
AES CORPORATION.............. COMMON 00130H105 13,700.00 200 SOLE 58 200
AETNA, INC................... COMMON 008117103 116,125.00 2,000 SOLE 3 2,000
AETNA, INC................... COMMON 008117103 1,451,562.50 25,000 SOLE 11 25,000
AETNA, INC................... COMMON 008117103 37,392.25 644 SOLE 19 644
AETNA, INC................... COMMON 008117103 11,612.50 200 SOLE 38 200
AETNA, INC................... COMMON 008117103 23,225.00 400 SOLE 51 400
AFFILIATED COMPUTER
SERVICES, INC.............. COMMON 008190100 9,975.00 200 SOLE 19 200
AFFILIATED MANAGERS
GROUP, INC................. COMMON 008252108 17,081.25 300 SOLE 19 300
AFFILIATED MANAGERS
GROUP, INC................. COMMON 008252108 540,906.25 9,500 SOLE 36 9,500
AFFILIATED MANAGERS
GROUP, INC................. COMMON 008252108 1,252,625.00 22,000 SOLE 50 22,000
AFFYMETRIX, INC.............. COMMON 00826T108 897,750.00 18,000 SOLE 1 18,000
AFFYMETRIX, INC.............. COMMON 00826T108 309,225.00 6,200 SOLE 6 6,200
AFFYMETRIX, INC.............. COMMON 00826T108 2,194,500.00 44,000 SOLE 13 44,000
AFFYMETRIX, INC.............. COMMON 00826T108 2,114,700.00 42,400 SOLE 15 42,400
AFFYMETRIX, INC.............. COMMON 00826T108 9,975.00 200 SOLE 19 200
AFLAC, INC................... COMMON 001055102 5,253,125.00 82,000 SOLE 1 82,000
AFLAC, INC................... COMMON 001055102 320,312.50 5,000 SOLE 3 5,000
AFLAC, INC................... COMMON 001055102 2,562,500.00 40,000 SOLE 11 40,000
AFLAC, INC................... COMMON 001055102 13,453,125.00 210,000 SOLE 15 210,000
AFLAC, INC................... COMMON 001055102 384,375.00 6,000 SOLE 29 6,000
AFLAC, INC................... COMMON 001055102 768,750.00 12,000 SOLE 35 12,000
AFLAC, INC................... COMMON 001055102 25,625.00 400 SOLE 38 400
AFLAC, INC................... COMMON 001055102 51,250.00 800 SOLE 51 800
AFLAC, INC................... COMMON 001055102 32,031.25 500 SOLE 58 500
AGCO CORPORATION............. COMMON 001084102 7,125.00 600 SOLE 19 600
AGILENT TECHNOLOGIES,
INC........................ COMMON 00846U101 50,356.69 1,029 SOLE 19 1,029
AGILENT TECHNOLOGIES,
INC........................ COMMON 00846U101 34,256.25 700 SOLE 38 700
AGILENT TECHNOLOGIES,
INC........................ COMMON 00846U101 68,512.50 1,400 SOLE 51 1,400
AGILENT TECHNOLOGIES,
INC........................ COMMON 00846U101 5,383.13 110 SOLE 58 110
AGILENT TECHNOLOGIES,
INC........................ COMMON 00846U101 48.94 1 SOLE 72 1
AGRIBRANDS
INTERNATIONAL, INC......... COMMON 00849R105 623,837.50 14,300 SOLE 29 14,300
AGRIBRANDS
INTERNATIONAL, INC......... COMMON 00849R105 30,537.50 700 SOLE 35 700
AIR PRODUCTS &
CHEMICALS, INC............. COMMON 009158106 144,000.00 4,000 SOLE 3 4,000
AIR PRODUCTS &
CHEMICALS, INC............. COMMON 009158106 1,800,000.00 50,000 SOLE 11 50,000
AIR PRODUCTS &
CHEMICALS, INC............. COMMON 009158106 43,200.00 1,200 SOLE 19 1,200
AIR PRODUCTS &
CHEMICALS, INC............. COMMON 009158106 14,400.00 400 SOLE 38 400
AIR PRODUCTS &
CHEMICALS, INC............. COMMON 009158106 22,248.00 618 SOLE 51 618
AKAMAI TECHNOLOGIES, INC..... COMMON 00971T101 5,251.56 100 SOLE 19 100
AKORN, INC................... COMMON 009728106 1,521,093.75 137,500 SOLE 29 137,500
AKORN, INC................... COMMON 009728106 885,000.00 80,000 SOLE 35 80,000
AKZO NOBEL N.V............... COMMON 5458314 151,860.60 3,600 SOLE 18 3,600
ALBERTO-CULVER COMPANY
(CL.B)..................... COMMON 013068101 316.94 11 SOLE 38 11
ALBERTO-CULVER COMPANY
(CL.B)..................... COMMON 013068101 432.19 15 SOLE 51 15
ALBERTSON'S, INC............. COMMON 013104104 22,953.00 1,093 SOLE 19 1,093
ALBERTSON'S, INC............. COMMON 013104104 432,600.00 20,600 SOLE 20 20,600
ALCAN ALUMINUM, LTD.......... COMMON 013716105 11,575.00 400 SOLE 38 400
ALCAN ALUMINUM, LTD.......... COMMON 013716105 14,468.75 500 SOLE 51 500
ALCAN ALUMINUM, LTD.......... COMMON 013716105 14,468.75 500 SOLE 58 500
ALCOA, INC................... COMMON 013817101 2,784,375.00 110,000 SOLE 2 110,000
ALCOA, INC................... COMMON 013817101 202,500.00 8,000 SOLE 3 8,000
ALCOA, INC................... COMMON 013817101 2,784,375.00 110,000 SOLE 10 110,000
ALCOA, INC................... COMMON 013817101 2,531,250.00 100,000 SOLE 11 100,000
ALCOA, INC................... COMMON 013817101 65,812.50 2,600 SOLE 19 2,600
ALCOA, INC................... COMMON 013817101 40,500.00 1,600 SOLE 38 1,600
ALCOA, INC................... COMMON 013817101 73,406.25 2,900 SOLE 51 2,900
ALCOA, INC................... COMMON 013817101 55,687.50 2,200 SOLE 58 2,200
ALEXANDER & BALDWIN, INC..... COMMON 014482103 18,200.00 700 SOLE 19 700
ALLEGHENY ENERGY, INC........ COMMON 017361106 30,550.00 800 SOLE 19 800
ALLEGHENY TECHNOLOGIES,
INC........................ COMMON 01741R102 3,625.00 200 SOLE 38 200
ALLEGHENY TECHNOLOGIES,
INC........................ COMMON 01741R102 5,437.50 300 SOLE 51 300
ALLEGIANCE TELECOM, INC...... COMMON 01747T102 14,900.00 400 SOLE 19 400
ALLERGAN, INC................ COMMON 018490102 3,377,500.00 40,000 SOLE 2 40,000
ALLERGAN, INC................ COMMON 018490102 3,377,500.00 40,000 SOLE 10 40,000
ALLERGAN, INC................ COMMON 018490102 1,975,837.50 23,400 SOLE 16 23,400
ALLERGAN, INC................ COMMON 018490102 219,537.50 2,600 SOLE 34 2,600
ALLERGAN, INC................ COMMON 018490102 16,971.94 201 SOLE 38 201
ALLERGAN, INC................ COMMON 018490102 25,669.00 304 SOLE 51 304
ALLERGAN, INC................ COMMON 018490102 75,993.75 900 SOLE 54 900
ALLERGAN, INC................ COMMON 018490102 50,662.50 600 SOLE 71 600
ALLERGAN, INC................ COMMON 018490102 126,656.25 1,500 SOLE 520 1,500
ALLERGAN, INC................ COMMON 018490102 126,656.25 1,500 SOLE 530 1,500
ALLERGAN, INC................ COMMON 018490102 25,331.25 300 SOLE 540 300
ALLERGAN, INC................ COMMON 018490102 194,206.25 2,300 SOLE 560 2,300
ALLERGAN, INC................ COMMON 018490102 42,218.75 500 SOLE 570 500
ALLIANT TECHSYSTEMS, INC..... COMMON 018804104 1,231,875.00 15,000 SOLE 29 15,000
ALLIANT TECHSYSTEMS, INC..... COMMON 018804104 706,275.00 8,600 SOLE 35 8,600
ALLIED HEALTHCARE
PRODUCTS................... COMMON 019222108 21,600.00 7,200 SOLE 57 7,200
ALLIED WASTE
INDUSTRIES, INC............ COMMON 019589308 3,197.25 348 SOLE 38 348
ALLIED WASTE
INDUSTRIES, INC............ COMMON 019589308 5,512.50 600 SOLE 51 600
ALLMERICA FINANCIAL
CORPORATION................ COMMON 019754100 38,362.50 600 SOLE 19 600
ALLSTATE CORPORATION......... COMMON 020002101 312,750.00 9,000 SOLE 3 9,000
ALLSTATE CORPORATION......... COMMON 020002101 76,450.00 2,200 SOLE 19 2,200
ALLSTATE CORPORATION......... COMMON 020002101 45,175.00 1,300 SOLE 38 1,300
ALLSTATE CORPORATION......... COMMON 020002101 79,925.00 2,300 SOLE 51 2,300
ALLTEL CORPORATION........... COMMON 020039103 78,281.25 1,500 SOLE 19 1,500
ALLTEL CORPORATION........... COMMON 020039103 1,878,750.00 36,000 SOLE 20 36,000
ALLTEL CORPORATION........... COMMON 020039103 10,437.50 200 SOLE 38 200
ALLTEL CORPORATION........... COMMON 020039103 15,656.25 300 SOLE 51 300
ALPHA INDUSTRIES, INC........ COMMON 020753109 1,776,359.38 52,150 SOLE 1 52,150
ALPHA INDUSTRIES, INC........ COMMON 020753109 4,354,890.63 127,850 SOLE 15 127,850
ALTEON WEBSYSTEMS, INC....... COMMON 02145A109 43,356.25 400 SOLE 38 400
ALTEON WEBSYSTEMS, INC....... COMMON 02145A109 75,873.44 700 SOLE 51 700
ALTERA CORPORATION........... COMMON 021441100 143,250.00 3,000 SOLE 19 3,000
ALTERA CORPORATION........... COMMON 021441100 42,975.00 900 SOLE 38 900
ALTERA CORPORATION........... COMMON 021441100 81,175.00 1,700 SOLE 51 1,700
ALTERA CORPORATION........... COMMON 021441100 33,425.00 700 SOLE 55 700
ALTERA CORPORATION........... COMMON 021441100 52,525.00 1,100 SOLE 58 1,100
ALZA CORPORATION............. COMMON 022615108 5,190,000.00 60,000 SOLE 2 60,000
ALZA CORPORATION............. COMMON 022615108 1,055,300.00 12,200 SOLE 6 12,200
ALZA CORPORATION............. COMMON 022615108 5,190,000.00 60,000 SOLE 10 60,000
ALZA CORPORATION............. COMMON 022615108 6,868,100.00 79,400 SOLE 13 79,400
ALZA CORPORATION............. COMMON 022615108 1,617,550.00 18,700 SOLE 16 18,700
ALZA CORPORATION............. COMMON 022615108 47,575.00 550 SOLE 32 550
ALZA CORPORATION............. COMMON 022615108 224,900.00 2,600 SOLE 34 2,600
ALZA CORPORATION............. COMMON 022615108 26,901.50 311 SOLE 38 311
ALZA CORPORATION............. COMMON 022615108 51,900.00 600 SOLE 51 600
ALZA CORPORATION............. COMMON 022615108 103,800.00 1,200 SOLE 54 1,200
ALZA CORPORATION............. COMMON 022615108 60,550.00 700 SOLE 71 700
AMB PROPERTY CORP............ COMMON 00163T109 212,470.00 8,650 SOLE 1 8,650
AMBAC, INC................... COMMON 023139108 161,150.00 2,200 SOLE 18 2,200
AMBAC, INC................... COMMON 023139108 21,975.00 300 SOLE 19 300
AMDOCS LTD................... COMMON G02602103 3,742,500.00 60,000 SOLE 2 60,000
AMDOCS LTD................... COMMON G02602103 4,366,250.00 70,000 SOLE 10 70,000
AMDOCS LTD................... COMMON G02602103 81,087.50 1,300 SOLE 32 1,300
AMDOCS LTD................... COMMON G02602103 106,037.50 1,700 SOLE 55 1,700
AMDOCS LTD................... COMMON G02602103 24,950.00 400 SOLE 58 400
AMDOCS LTD................... COMMON G02602103 56,137.50 900 SOLE 520 900
AMDOCS LTD................... COMMON G02602103 56,137.50 900 SOLE 530 900
AMDOCS LTD................... COMMON G02602103 12,475.00 200 SOLE 540 200
AMDOCS LTD................... COMMON G02602103 37,425.00 600 SOLE 560 600
AMDOCS LTD................... COMMON G02602103 12,475.00 200 SOLE 570 200
AMERADA HESS CORPORATION..... COMMON 023551104 33,468.75 500 SOLE 19 500
AMERADA HESS CORPORATION..... COMMON 023551104 1,305,281.25 19,500 SOLE 20 19,500
AMERADA HESS CORPORATION..... COMMON 023551104 6,693.75 100 SOLE 38 100
AMERADA HESS CORPORATION..... COMMON 023551104 13,387.50 200 SOLE 51 200
AMERADA HESS CORPORATION..... COMMON 023551104 40,162.50 600 SOLE 58 600
AMEREN CORPORATION........... COMMON 023608102 16,750.00 400 SOLE 38 400
AMEREN CORPORATION........... COMMON 023608102 33,500.00 800 SOLE 51 800
AMERICA ONLINE, INC.......... COMMON 02364J104 9,137,500.00 170,000 SOLE 2 170,000
AMERICA ONLINE, INC.......... COMMON 02364J104 913,750.00 17,000 SOLE 6 17,000
AMERICA ONLINE, INC.......... COMMON 02364J104 9,137,500.00 170,000 SOLE 10 170,000
AMERICA ONLINE, INC.......... COMMON 02364J104 6,444,625.00 119,900 SOLE 13 119,900
AMERICA ONLINE, INC.......... COMMON 02364J104 2,408,000.00 44,800 SOLE 16 44,800
AMERICA ONLINE, INC.......... COMMON 02364J104 107,500.00 2,000 SOLE 18 2,000
AMERICA ONLINE, INC.......... COMMON 02364J104 322,500.00 6,000 SOLE 19 6,000
AMERICA ONLINE, INC.......... COMMON 02364J104 72,562.50 1,350 SOLE 32 1,350
AMERICA ONLINE, INC.......... COMMON 02364J104 301,000.00 5,600 SOLE 34 5,600
AMERICA ONLINE, INC.......... COMMON 02364J104 182,750.00 3,400 SOLE 38 3,400
AMERICA ONLINE, INC.......... COMMON 02364J104 322,500.00 6,000 SOLE 51 6,000
AMERICA ONLINE, INC.......... COMMON 02364J104 215,000.00 4,000 SOLE 54 4,000
AMERICA ONLINE, INC.......... COMMON 02364J104 349,375.00 6,500 SOLE 56 6,500
AMERICA ONLINE, INC.......... COMMON 02364J104 123,625.00 2,300 SOLE 71 2,300
AMERICA ONLINE, INC.......... COMMON 02364J104 123,625.00 2,300 SOLE 72 2,300
AMERICA ONLINE, INC.......... COMMON 02364J104 204,250.00 3,800 SOLE 520 3,800
AMERICA ONLINE, INC.......... COMMON 02364J104 204,250.00 3,800 SOLE 530 3,800
AMERICA ONLINE, INC.......... COMMON 02364J104 32,250.00 600 SOLE 540 600
AMERICA ONLINE, INC.......... COMMON 02364J104 145,125.00 2,700 SOLE 560 2,700
AMERICA ONLINE, INC.......... COMMON 02364J104 32,250.00 600 SOLE 570 600
AMERICAN ELECTRIC POWER
COMPANY, INC............... COMMON 025537101 136,937.50 3,500 SOLE 3 3,500
AMERICAN ELECTRIC POWER
COMPANY, INC............... COMMON 025537101 35,212.50 900 SOLE 19 900
AMERICAN ELECTRIC POWER
COMPANY, INC............... COMMON 025537101 19,562.50 500 SOLE 38 500
AMERICAN ELECTRIC POWER
COMPANY, INC............... COMMON 025537101 35,212.50 900 SOLE 51 900
AMERICAN ELECTRIC POWER
COMPANY, INC............... COMMON 025537101 19,562.50 500 SOLE 58 500
AMERICAN EXPRESS COMPANY..... COMMON 025816109 7,290,000.00 120,000 SOLE 2 120,000
AMERICAN EXPRESS COMPANY..... COMMON 025816109 1,002,375.00 16,500 SOLE 3 16,500
AMERICAN EXPRESS COMPANY..... COMMON 025816109 783,675.00 12,900 SOLE 6 12,900
AMERICAN EXPRESS COMPANY..... COMMON 025816109 9,112,500.00 150,000 SOLE 10 150,000
AMERICAN EXPRESS COMPANY..... COMMON 025816109 9,112,500.00 150,000 SOLE 11 150,000
AMERICAN EXPRESS COMPANY..... COMMON 025816109 5,403,712.50 88,950 SOLE 13 88,950
AMERICAN EXPRESS COMPANY..... COMMON 025816109 2,624,400.00 43,200 SOLE 16 43,200
AMERICAN EXPRESS COMPANY..... COMMON 025816109 218,700.00 3,600 SOLE 19 3,600
AMERICAN EXPRESS COMPANY..... COMMON 025816109 63,787.50 1,050 SOLE 32 1,050
AMERICAN EXPRESS COMPANY..... COMMON 025816109 382,725.00 6,300 SOLE 34 6,300
AMERICAN EXPRESS COMPANY..... COMMON 025816109 157,950.00 2,600 SOLE 38 2,600
AMERICAN EXPRESS COMPANY..... COMMON 025816109 279,450.00 4,600 SOLE 51 4,600
AMERICAN EXPRESS COMPANY..... COMMON 025816109 145,800.00 2,400 SOLE 520 2,400
AMERICAN EXPRESS COMPANY..... COMMON 025816109 145,800.00 2,400 SOLE 530 2,400
AMERICAN EXPRESS COMPANY..... COMMON 025816109 36,450.00 600 SOLE 540 600
AMERICAN EXPRESS COMPANY..... COMMON 025816109 127,575.00 2,100 SOLE 560 2,100
AMERICAN EXPRESS COMPANY..... COMMON 025816109 36,450.00 600 SOLE 570 600
AMERICAN FINANCIAL
GROUP, INC................. COMMON 025932104 20,868.75 900 SOLE 19 900
AMERICAN GENERAL
CORPORATION................ COMMON 026351106 6,630,000.00 85,000 SOLE 2 85,000
AMERICAN GENERAL
CORPORATION................ COMMON 026351106 390,000.00 5,000 SOLE 3 5,000
AMERICAN GENERAL
CORPORATION................ COMMON 026351106 7,800,000.00 100,000 SOLE 10 100,000
AMERICAN GENERAL
CORPORATION................ COMMON 026351106 7,800,000.00 100,000 SOLE 11 100,000
AMERICAN GENERAL
CORPORATION................ COMMON 026351106 2,519,400.00 32,300 SOLE 16 32,300
AMERICAN GENERAL
CORPORATION................ COMMON 026351106 62,400.00 800 SOLE 19 800
AMERICAN GENERAL
CORPORATION................ COMMON 026351106 2,246,400.00 28,800 SOLE 20 28,800
AMERICAN GENERAL
CORPORATION................ COMMON 026351106 1,092,000.00 14,000 SOLE 29 14,000
AMERICAN GENERAL
CORPORATION................ COMMON 026351106 105,300.00 1,350 SOLE 32 1,350
AMERICAN GENERAL
CORPORATION................ COMMON 026351106 335,400.00 4,300 SOLE 34 4,300
AMERICAN GENERAL
CORPORATION................ COMMON 026351106 780,000.00 10,000 SOLE 35 10,000
AMERICAN GENERAL
CORPORATION................ COMMON 026351106 31,434.00 403 SOLE 38 403
AMERICAN GENERAL
CORPORATION................ COMMON 026351106 62,400.00 800 SOLE 51 800
AMERICAN GREETINGS
CORPORATION................ COMMON 026375105 1,750.00 100 SOLE 38 100
AMERICAN GREETINGS
CORPORATION................ COMMON 026375105 3,500.00 200 SOLE 51 200
AMERICAN HOME PRODUCTS
CORPORATION................ COMMON 026609107 8,484,375.00 150,000 SOLE 2 150,000
AMERICAN HOME PRODUCTS
CORPORATION................ COMMON 026609107 565,625.00 10,000 SOLE 3 10,000
AMERICAN HOME PRODUCTS
CORPORATION................ COMMON 026609107 854,093.75 15,100 SOLE 6 15,100
AMERICAN HOME PRODUCTS
CORPORATION................ COMMON 026609107 9,615,625.00 170,000 SOLE 10 170,000
AMERICAN HOME PRODUCTS
CORPORATION................ COMMON 026609107 8,484,375.00 150,000 SOLE 11 150,000
AMERICAN HOME PRODUCTS
CORPORATION................ COMMON 026609107 7,036,375.00 124,400 SOLE 13 124,400
AMERICAN HOME PRODUCTS
CORPORATION................ COMMON 026609107 141,406.25 2,500 SOLE 18 2,500
AMERICAN HOME PRODUCTS
CORPORATION................ COMMON 026609107 226,250.00 4,000 SOLE 19 4,000
AMERICAN HOME PRODUCTS
CORPORATION................ COMMON 026609107 2,788,531.25 49,300 SOLE 20 49,300
AMERICAN HOME PRODUCTS
CORPORATION................ COMMON 026609107 135,750.00 2,400 SOLE 38 2,400
AMERICAN HOME PRODUCTS
CORPORATION................ COMMON 026609107 237,562.50 4,200 SOLE 51 4,200
AMERICAN HOME PRODUCTS
CORPORATION................ COMMON 026609107 56,562.50 1,000 SOLE 54 1,000
AMERICAN HOME PRODUCTS
CORPORATION................ COMMON 026609107 101,812.50 1,800 SOLE 58 1,800
AMERICAN HOME PRODUCTS
CORPORATION................ COMMON 026609107 175,343.75 3,100 SOLE 520 3,100
AMERICAN HOME PRODUCTS
CORPORATION................ COMMON 026609107 147,062.50 2,600 SOLE 530 2,600
AMERICAN HOME PRODUCTS
CORPORATION................ COMMON 026609107 22,625.00 400 SOLE 540 400
AMERICAN INTERNATIONAL
GROUP, INC................. COMMON 026874107 22,965,000.00 240,000 SOLE 2 240,000
AMERICAN INTERNATIONAL
GROUP, INC................. COMMON 026874107 2,392,187.50 25,000 SOLE 3 25,000
AMERICAN INTERNATIONAL
GROUP, INC................. COMMON 026874107 1,157,818.75 12,100 SOLE 6 12,100
AMERICAN INTERNATIONAL
GROUP, INC................. COMMON 026874107 25,835,625.00 270,000 SOLE 10 270,000
AMERICAN INTERNATIONAL
GROUP, INC................. COMMON 026874107 28,706,250.00 300,000 SOLE 11 300,000
AMERICAN INTERNATIONAL
GROUP, INC................. COMMON 026874107 8,188,457.81 85,575 SOLE 13 85,575
AMERICAN INTERNATIONAL
GROUP, INC................. COMMON 026874107 8,391,698.06 87,699 SOLE 16 87,699
AMERICAN INTERNATIONAL
GROUP, INC................. COMMON 026874107 210,512.50 2,200 SOLE 18 2,200
AMERICAN INTERNATIONAL
GROUP, INC................. COMMON 026874107 590,870.31 6,175 SOLE 19 6,175
AMERICAN INTERNATIONAL
GROUP, INC................. COMMON 026874107 154,248.25 1,612 SOLE 32 1,612
AMERICAN INTERNATIONAL
GROUP, INC................. COMMON 026874107 1,060,217.50 11,080 SOLE 34 11,080
AMERICAN INTERNATIONAL
GROUP, INC................. COMMON 026874107 421,025.00 4,400 SOLE 38 4,400
AMERICAN INTERNATIONAL
GROUP, INC................. COMMON 026874107 736,793.75 7,700 SOLE 51 7,700
AMERICAN INTERNATIONAL
GROUP, INC................. COMMON 026874107 3,243,806.25 33,900 SOLE 53 33,900
AMERICAN INTERNATIONAL
GROUP, INC................. COMMON 026874107 76,550.00 800 SOLE 55 800
AMERICAN INTERNATIONAL
GROUP, INC................. COMMON 026874107 210,512.50 2,200 SOLE 58 2,200
AMERICAN INTERNATIONAL
GROUP, INC................. COMMON 026874107 2,296,500.00 24,000 SOLE 70 24,000
AMERICAN INTERNATIONAL
GROUP, INC................. COMMON 026874107 307,156.88 3,210 SOLE 520 3,210
AMERICAN INTERNATIONAL
GROUP, INC................. COMMON 026874107 408,011.50 4,264 SOLE 530 4,264
AMERICAN INTERNATIONAL
GROUP, INC................. COMMON 026874107 60,378.81 631 SOLE 540 631
AMERICAN INTERNATIONAL
GROUP, INC................. COMMON 026874107 277,972.19 2,905 SOLE 560 2,905
AMERICAN INTERNATIONAL
GROUP, INC................. COMMON 026874107 71,765.63 750 SOLE 570 750
AMERICAN ITALIAN
PASTA COMPANY.............. COMMON 027070101 387,587.50 20,200 SOLE 29 20,200
AMERICAN ITALIAN
PASTA COMPANY.............. COMMON 027070101 197,631.25 10,300 SOLE 35 10,300
AMERICAN POWER CONVERSION
CORPORATION................ COMMON 029066107 7,675.00 400 SOLE 38 400
AMERICAN POWER CONVERSION
CORPORATION................ COMMON 029066107 13,431.25 700 SOLE 51 700
AMERICAN STANDARD
COMPANIES, INC............. COMMON 029712106 44,437.50 1,000 SOLE 58 1,000
AMERICAN SUPERCONDUCTOR
CORP....................... COMMON 030111108 221,203.13 4,500 SOLE 36 4,500
AMERICAN SUPERCONDUCTOR
CORP....................... COMMON 030111108 540,718.75 11,000 SOLE 50 11,000
AMERICAN TOWER
CORPORATION................ COMMON 029912201 18,843.75 500 SOLE 19 500
AMERICAN WATER WORKS
COMPANY, INC............... COMMON 030411102 24,806.25 900 SOLE 19 900
AMERICREDIT CORPORATION...... COMMON 03060R101 734,718.75 25,500 SOLE 36 25,500
AMERICREDIT CORPORATION...... COMMON 03060R101 1,901,625.00 66,000 SOLE 50 66,000
AMERISOURCE HEALTH
CORPORATION................ COMMON 03071P102 376,000.00 8,000 SOLE 36 8,000
AMERISOURCE HEALTH
CORPORATION................ COMMON 03071P102 940,000.00 20,000 SOLE 50 20,000
AMGEN, INC................... COMMON 031162100 6,982,812.50 100,000 SOLE 2 100,000
AMGEN, INC................... COMMON 031162100 244,398.44 3,500 SOLE 3 3,500
AMGEN, INC................... COMMON 031162100 886,817.19 12,700 SOLE 6 12,700
AMGEN, INC................... COMMON 031162100 6,633,671.88 95,000 SOLE 10 95,000
AMGEN, INC................... COMMON 031162100 4,818,140.63 69,000 SOLE 11 69,000
AMGEN, INC................... COMMON 031162100 6,214,703.13 89,000 SOLE 13 89,000
AMGEN, INC................... COMMON 031162100 188,535.94 2,700 SOLE 19 2,700
AMGEN, INC................... COMMON 031162100 174,570.31 2,500 SOLE 34 2,500
AMGEN, INC................... COMMON 031162100 139,656.25 2,000 SOLE 38 2,000
AMGEN, INC................... COMMON 031162100 251,381.25 3,600 SOLE 51 3,600
AMGEN, INC................... COMMON 031162100 125,690.63 1,800 SOLE 54 1,800
AMGEN, INC................... COMMON 031162100 237,415.63 3,400 SOLE 58 3,400
AMGEN, INC................... COMMON 031162100 69,828.13 1,000 SOLE 71 1,000
AMGEN, INC................... COMMON 031162100 174,570.31 2,500 SOLE 520 2,500
AMGEN, INC................... COMMON 031162100 188,535.94 2,700 SOLE 530 2,700
AMGEN, INC................... COMMON 031162100 27,931.25 400 SOLE 540 400
AMGEN, INC................... COMMON 031162100 132,673.44 1,900 SOLE 560 1,900
AMGEN, INC................... COMMON 031162100 34,914.06 500 SOLE 570 500
AMR CORPORATION.............. COMMON 001765106 19,612.50 600 SOLE 19 600
AMR CORPORATION.............. COMMON 001765106 16,343.75 500 SOLE 38 500
AMR CORPORATION.............. COMMON 001765106 29,418.75 900 SOLE 51 900
AMSOUTH BANCORPORATION....... COMMON 032165102 8,750.00 700 SOLE 38 700
AMSOUTH BANCORPORATION....... COMMON 032165102 15,000.00 1,200 SOLE 51 1,200
ANADARKO PETROLEUM
CORPORATION................ COMMON 032511107 4,120,520.00 62,000 SOLE 1 62,000
ANADARKO PETROLEUM
CORPORATION................ COMMON 032511107 10,899,440.00 164,000 SOLE 15 164,000
ANADARKO PETROLEUM
CORPORATION................ COMMON 032511107 64,000.98 963 SOLE 19 963
ANADARKO PETROLEUM
CORPORATION................ COMMON 032511107 431,990.00 6,500 SOLE 29 6,500
ANADARKO PETROLEUM
CORPORATION................ COMMON 032511107 279,132.00 4,200 SOLE 35 4,200
ANADARKO PETROLEUM
CORPORATION................ COMMON 032511107 39,876.00 600 SOLE 38 600
ANADARKO PETROLEUM
CORPORATION................ COMMON 032511107 73,106.00 1,100 SOLE 51 1,100
ANALOG DEVICES, INC.......... COMMON 032654105 1,667,762.50 20,200 SOLE 16 20,200
ANALOG DEVICES, INC.......... COMMON 032654105 110,138.38 1,334 SOLE 19 1,334
ANALOG DEVICES, INC.......... COMMON 032654105 222,918.75 2,700 SOLE 34 2,700
ANALOG DEVICES, INC.......... COMMON 032654105 66,050.00 800 SOLE 38 800
ANALOG DEVICES, INC.......... COMMON 032654105 115,587.50 1,400 SOLE 51 1,400
ANALOG DEVICES, INC.......... COMMON 032654105 949,468.75 11,500 SOLE 56 11,500
ANALOG DEVICES, INC.......... COMMON 032654105 99,075.00 1,200 SOLE 58 1,200
ANALOG DEVICES, INC.......... COMMON 032654105 462,350.00 5,600 SOLE 72 5,600
ANDREW CORPORATION........... COMMON 034425108 10,475.00 400 SOLE 38 400
ANDREW CORPORATION........... COMMON 034425108 15,712.50 600 SOLE 51 600
ANDRX CORPORATION-
ANDRX GROUP................. COMMON 034553107 37,350.00 400 SOLE 58 400
ANESTA CORPORATION........... COMMON 034603100 4,600.00 200 SOLE 19 200
ANGELICA CORPORATION......... COMMON 034663104 961,968.75 99,300 SOLE 15 99,300
ANGELICA CORPORATION......... COMMON 034663104 1,453,125.00 150,000 SOLE 29 150,000
ANHEUSER-BUSCH
COMPANIES, INC............. COMMON 035229103 5,077,500.00 120,000 SOLE 2 120,000
ANHEUSER-BUSCH
COMPANIES, INC............. COMMON 035229103 304,650.00 7,200 SOLE 3 7,200
ANHEUSER-BUSCH
COMPANIES, INC............. COMMON 035229103 6,770,000.00 160,000 SOLE 10 160,000
ANHEUSER-BUSCH
COMPANIES, INC............. COMMON 035229103 4,823,625.00 114,000 SOLE 11 114,000
ANHEUSER-BUSCH
COMPANIES, INC............. COMMON 035229103 321,575.00 7,600 SOLE 18 7,600
ANHEUSER-BUSCH
COMPANIES, INC............. COMMON 035229103 101,550.00 2,400 SOLE 19 2,400
ANHEUSER-BUSCH
COMPANIES, INC............. COMMON 035229103 630,456.25 14,900 SOLE 20 14,900
ANHEUSER-BUSCH
COMPANIES, INC............. COMMON 035229103 33,850.00 800 SOLE 32 800
ANHEUSER-BUSCH
COMPANIES, INC............. COMMON 035229103 67,700.00 1,600 SOLE 38 1,600
ANHEUSER-BUSCH
COMPANIES, INC............. COMMON 035229103 118,475.00 2,800 SOLE 51 2,800
ANHEUSER-BUSCH
COMPANIES, INC............. COMMON 035229103 143,862.50 3,400 SOLE 58 3,400
ANNTAYLOR STORES
CORPORATION................ COMMON 036115103 15,375.00 400 SOLE 19 400
AON CORPORATION.............. COMMON 037389103 15,700.00 400 SOLE 38 400
AON CORPORATION.............. COMMON 037389103 27,475.00 700 SOLE 51 700
APACHE CORPORATION........... COMMON 037411105 5,262,125.00 89,000 SOLE 1 89,000
APACHE CORPORATION........... COMMON 037411105 11,825,000.00 200,000 SOLE 15 200,000
APACHE CORPORATION........... COMMON 037411105 29,562.50 500 SOLE 19 500
APACHE CORPORATION........... COMMON 037411105 886,875.00 15,000 SOLE 29 15,000
APACHE CORPORATION........... COMMON 037411105 218,762.50 3,700 SOLE 35 3,700
APACHE CORPORATION........... COMMON 037411105 11,825.00 200 SOLE 38 200
APACHE CORPORATION........... COMMON 037411105 17,441.88 295 SOLE 51 295
APACHE CORPORATION........... COMMON 037411105 47,300.00 800 SOLE 58 800
APARTMENT IV & MGMT.......... COMMON 03748R101 248,740.00 5,400 SOLE 1 5,400
APEX SILVER MINES LIMITED.... COMMON G04074103 93,150.00 9,200 SOLE 57 9,200
APPLE COMPUTER, INC.......... COMMON 037833100 102,750.00 4,000 SOLE 3 4,000
APPLE COMPUTER, INC.......... COMMON 037833100 3,339,375.00 130,000 SOLE 10 130,000
APPLE COMPUTER, INC.......... COMMON 037833100 1,284,375.00 50,000 SOLE 11 50,000
APPLE COMPUTER, INC.......... COMMON 037833100 17,981.25 700 SOLE 38 700
APPLE COMPUTER, INC.......... COMMON 037833100 33,393.75 1,300 SOLE 51 1,300
APPLE COMPUTER, INC.......... COMMON 037833100 30,825.00 1,200 SOLE 58 1,200
APPLE COMPUTER, INC.......... COMMON 037833100 56,512.50 2,200 SOLE 520 2,200
APPLE COMPUTER, INC.......... COMMON 037833100 56,512.50 2,200 SOLE 530 2,200
APPLE COMPUTER, INC.......... COMMON 037833100 10,275.00 400 SOLE 540 400
APPLE COMPUTER, INC.......... COMMON 037833100 41,100.00 1,600 SOLE 560 1,600
APPLE COMPUTER, INC.......... COMMON 037833100 10,275.00 400 SOLE 570 400
APPLIED MATERIALS, INC....... COMMON 038222105 166,075.00 2,800 SOLE 19 2,800
APPLIED MATERIALS, INC....... COMMON 038222105 47,450.00 800 SOLE 32 800
APPLIED MATERIALS, INC....... COMMON 038222105 94,900.00 1,600 SOLE 38 1,600
APPLIED MATERIALS, INC....... COMMON 038222105 166,075.00 2,800 SOLE 51 2,800
APPLIED MATERIALS, INC....... COMMON 038222105 438,912.50 7,400 SOLE 55 7,400
APPLIED MATERIALS, INC....... COMMON 038222105 148,281.25 2,500 SOLE 56 2,500
APPLIED MATERIALS, INC....... COMMON 038222105 136,418.75 2,300 SOLE 58 2,300
APPLIED MATERIALS, INC....... COMMON 038222105 65,243.75 1,100 SOLE 72 1,100
APPLIED MICRO CIRCUITS
CORPORATION................ COMMON 03822W109 62,118.75 300 SOLE 19 300
APPLIED MICRO CIRCUITS
CORPORATION................ COMMON 03822W109 372,712.50 1,800 SOLE 56 1,800
APPLIED MICRO CIRCUITS
CORPORATION................ COMMON 03822W109 20,706.25 100 SOLE 58 100
APPLIED MICRO CIRCUITS
CORPORATION................ COMMON 03822W109 227,768.75 1,100 SOLE 72 1,100
APRIA HEALTHCARE
GROUP, INC................. COMMON 037933108 27,875.00 2,000 SOLE 19 2,000
ARCH CHEMICALS, INC.......... COMMON 03937R102 5,475.00 300 SOLE 19 300
ARCH COAL, INC............... COMMON 039380100 120.00 12 SOLE 38 12
ARCH COAL, INC............... COMMON 039380100 150.00 15 SOLE 51 15
ARCHER-DANIELS-MIDLAND
COMPANY.................... COMMON 039483102 16,726.89 1,939 SOLE 19 1,939
ARCHER-DANIELS-MIDLAND
COMPANY.................... COMMON 039483102 1,449,000.00 168,000 SOLE 29 168,000
ARCHER-DANIELS-MIDLAND
COMPANY.................... COMMON 039483102 690,000.00 80,000 SOLE 35 80,000
ARCHER-DANIELS-MIDLAND
COMPANY.................... COMMON 039483102 10,369.41 1,202 SOLE 38 1,202
ARCHER-DANIELS-MIDLAND
COMPANY.................... COMMON 039483102 17,206.88 1,995 SOLE 51 1,995
ARCHSTONE COMM TRUST......... COMMON 039581103 352,479.00 14,350 SOLE 1 14,350
ARDEN REALTY INC............. COMMON 039793104 168,922.00 6,300 SOLE 1 6,300
ARENA PHARMACEUTICALS,
INC........................ COMMON 040047102 559,000.00 13,000 SOLE 1 13,000
ARENA PHARMACEUTICALS,
INC........................ COMMON 040047102 1,591,000.00 37,000 SOLE 15 37,000
ARIBA, INC................... COMMON 04033V104 71,632.81 500 SOLE 19 500
ARIBA, INC................... COMMON 04033V104 28,653.13 200 SOLE 58 200
ARMOR HOLDINGS, INC.......... COMMON 042260109 90,000.00 6,000 SOLE 57 6,000
ARMSTRONG HOLDINGS, INC...... COMMON 042384107 3,581.25 300 SOLE 19 300
ARMSTRONG HOLDINGS, INC...... COMMON 042384107 245,912.50 20,600 SOLE 20 20,600
ARMSTRONG HOLDINGS, INC...... COMMON 042384107 740.13 62 SOLE 38 62
ARMSTRONG HOLDINGS, INC...... COMMON 042384107 883.38 74 SOLE 51 74
ARROW ELECTRONICS, INC....... COMMON 042735100 51,093.75 1,500 SOLE 19 1,500
ARTESYN TECHNOLOGIES,
INC........................ COMMON 043127109 495,125.00 17,000 SOLE 36 17,000
ARTESYN TECHNOLOGIES,
INC........................ COMMON 043127109 1,165,000.00 40,000 SOLE 50 40,000
ARVINMERITOR, INC............ COMMON 043353101 7,343.75 500 SOLE 19 500
ASHLAND, INC................. COMMON 044204105 3,368.75 100 SOLE 51 100
ASM LITHOGRAPHY
HOLDING N.V................ COMMON N07059111 48,468.75 1,500 SOLE 520 1,500
ASM LITHOGRAPHY
HOLDING N.V................ COMMON N07059111 58,162.50 1,800 SOLE 530 1,800
ASM LITHOGRAPHY
HOLDING N.V................ COMMON N07059111 9,693.75 300 SOLE 540 300
ASM LITHOGRAPHY
HOLDING N.V................ COMMON N07059111 38,775.00 1,200 SOLE 560 1,200
ASM LITHOGRAPHY
HOLDING N.V................ COMMON N07059111 9,693.75 300 SOLE 570 300
ASSOCIATES FIRST CAPITAL
CORPORATION................ COMMON 046008108 266,000.00 7,000 SOLE 3 7,000
ASSOCIATES FIRST CAPITAL
CORPORATION................ COMMON 046008108 2,280,000.00 60,000 SOLE 11 60,000
ASSOCIATES FIRST CAPITAL
CORPORATION................ COMMON 046008108 73,264.00 1,928 SOLE 19 1,928
ASSOCIATES FIRST CAPITAL
CORPORATION................ COMMON 046008108 102,600.00 2,700 SOLE 38 2,700
ASSOCIATES FIRST CAPITAL
CORPORATION................ COMMON 046008108 182,400.00 4,800 SOLE 51 4,800
ASSOCIATES FIRST CAPITAL
CORPORATION................ COMMON 046008108 562,400.00 14,800 SOLE 55 14,800
ASTORIA FINANCIAL
CORPORATION................ COMMON 046265104 34,762.50 900 SOLE 19 900
ASTRAZENECA GROUP PLC........ COMMON 0989529 445,634.69 8,500 SOLE 18 8,500
ASTROPOWER, INC.............. COMMON 04644A101 178,312.50 4,500 SOLE 36 4,500
ASTROPOWER, INC.............. COMMON 04644A101 416,062.50 10,500 SOLE 50 10,500
ASYST TECHNOLOGIES, INC...... COMMON 04648X107 8,100.00 400 SOLE 19 400
AT&T CORPORATION............. COMMON 001957109 2,937,500.00 100,000 SOLE 2 100,000
AT&T CORPORATION............. COMMON 001957109 1,175,000.00 40,000 SOLE 3 40,000
AT&T CORPORATION............. COMMON 001957109 5,287,500.00 180,000 SOLE 10 180,000
AT&T CORPORATION............. COMMON 001957109 11,750,000.00 400,000 SOLE 11 400,000
AT&T CORPORATION............. COMMON 001957109 3,058,290.00 104,112 SOLE 16 104,112
AT&T CORPORATION............. COMMON 001957109 99,875.00 3,400 SOLE 18 3,400
AT&T CORPORATION............. COMMON 001957109 313,078.75 10,658 SOLE 19 10,658
AT&T CORPORATION............. COMMON 001957109 1,214,656.25 41,350 SOLE 20 41,350
AT&T CORPORATION............. COMMON 001957109 359,667.50 12,244 SOLE 34 12,244
AT&T CORPORATION............. COMMON 001957109 188,000.00 6,400 SOLE 38 6,400
AT&T CORPORATION............. COMMON 001957109 331,908.13 11,299 SOLE 51 11,299
AT&T CORPORATION............. COMMON 001957109 85,187.50 2,900 SOLE 530 2,900
AT&T CORPORATION............. COMMON 001957109 11,750.00 400 SOLE 540 400
AT&T CORPORATION............. COMMON 001957109 55,812.50 1,900 SOLE 560 1,900
AT&T CORPORATION............. COMMON 001957109 14,687.50 500 SOLE 570 500
AT&T CORPORATION - LIBERTY
MEDIA CORPORATION.......... COMMON 001957208 210,600.00 11,700 SOLE 18 11,700
AT&T CORPORATION - LIBERTY
MEDIA CORPORATION.......... COMMON 001957208 126,000.00 7,000 SOLE 19 7,000
AT&T CORPORATION - LIBERTY
MEDIA CORPORATION.......... COMMON 001957208 451,800.00 25,100 SOLE 55 25,100
AT&T CORPORATION - LIBERTY
MEDIA CORPORATION.......... COMMON 001957208 79,200.00 4,400 SOLE 58 4,400
AT&T WIRELESS GROUP.......... COMMON 001957406 200,400.00 9,600 SOLE 55 9,600
AT&T WIRELESS GROUP.......... COMMON 001957406 41,750.00 2,000 SOLE 58 2,000
ATMEL CORPORATION............ COMMON 049513104 30,375.00 2,000 SOLE 19 2,000
ATMEL CORPORATION............ COMMON 049513104 15,187.50 1,000 SOLE 58 1,000
AUTODESK, INC................ COMMON 052769106 2,537.50 100 SOLE 38 100
AUTODESK, INC................ COMMON 052769106 2,537.50 100 SOLE 51 100
AUTOMATIC DATA
PROCESSING, INC............ COMMON 053015103 6,687,500.00 100,000 SOLE 2 100,000
AUTOMATIC DATA
PROCESSING, INC............ COMMON 053015103 240,750.00 3,600 SOLE 3 3,600
AUTOMATIC DATA
PROCESSING, INC............ COMMON 053015103 6,687,500.00 100,000 SOLE 10 100,000
AUTOMATIC DATA
PROCESSING, INC............ COMMON 053015103 2,909,062.50 43,500 SOLE 11 43,500
AUTOMATIC DATA
PROCESSING, INC............ COMMON 053015103 113,687.50 1,700 SOLE 19 1,700
AUTOMATIC DATA
PROCESSING, INC............ COMMON 053015103 90,281.25 1,350 SOLE 32 1,350
AUTOMATIC DATA
PROCESSING, INC............ COMMON 053015103 73,562.50 1,100 SOLE 38 1,100
AUTOMATIC DATA
PROCESSING, INC............ COMMON 053015103 133,750.00 2,000 SOLE 51 2,000
AUTOMATIC DATA
PROCESSING, INC............ COMMON 053015103 3,343,750.00 50,000 SOLE 53 50,000
AUTOMATIC DATA
PROCESSING, INC............ COMMON 053015103 107,000.00 1,600 SOLE 58 1,600
AUTOMATIC DATA
PROCESSING, INC............ COMMON 053015103 2,327,250.00 34,800 SOLE 70 34,800
AUTOZONE, INC................ COMMON 053332102 11,343.75 500 SOLE 38 500
AUTOZONE, INC................ COMMON 053332102 20,418.75 900 SOLE 51 900
AVALONBAY.................... COMMON 053484101 307,588.00 6,450 SOLE 1 6,450
AVERY DENNISON
CORPORATION................ COMMON 053611109 844,025.00 18,200 SOLE 16 18,200
AVERY DENNISON
CORPORATION................ COMMON 053611109 34,781.25 750 SOLE 32 750
AVERY DENNISON
CORPORATION................ COMMON 053611109 115,937.50 2,500 SOLE 34 2,500
AVERY DENNISON
CORPORATION................ COMMON 053611109 9,275.00 200 SOLE 38 200
AVERY DENNISON
CORPORATION................ COMMON 053611109 13,912.50 300 SOLE 51 300
AVERY DENNISON
CORPORATION................ COMMON 053611109 37,100.00 800 SOLE 58 800
AVON PRODUCTS, INC........... COMMON 054303102 32,700.00 800 SOLE 19 800
AVON PRODUCTS, INC........... COMMON 054303102 16,350.00 400 SOLE 38 400
AVON PRODUCTS, INC........... COMMON 054303102 28,612.50 700 SOLE 51 700
AVT CORPORATION.............. COMMON 002420107 556,250.00 100,000 SOLE 1 100,000
AVT CORPORATION.............. COMMON 002420107 1,335,000.00 240,000 SOLE 15 240,000
AVT CORPORATION.............. COMMON 002420107 1,168,125.00 210,000 SOLE 29 210,000
AVT CORPORATION.............. COMMON 002420107 464,468.75 83,500 SOLE 35 83,500
AVX CORPORATION.............. COMMON 002444107 26,062.50 1,000 SOLE 58 1,000
AXA FINANCIAL, INC........... COMMON 002451102 101,875.00 2,000 SOLE 58 2,000
AXENT TECHNOLOGIES, INC...... COMMON 05459C108 3,497,437.50 162,200 SOLE 1 162,200
AXENT TECHNOLOGIES, INC...... COMMON 05459C108 10,086,937.50 467,800 SOLE 15 467,800
AZTEC TECHNOLOGY
PARTNERS, INC.............. COMMON 05480L101 103.13 100 SOLE 19 100
BAKER HUGHES, INC............ COMMON 057224107 916,987.50 24,700 SOLE 20 24,700
BAKER HUGHES, INC............ COMMON 057224107 18,562.50 500 SOLE 38 500
BAKER HUGHES, INC............ COMMON 057224107 36,828.00 992 SOLE 51 992
BALDOR ELECTRIC COMPANY...... COMMON 057741100 174,687.50 8,600 SOLE 1 8,600
BALDOR ELECTRIC COMPANY...... COMMON 057741100 487,500.00 24,000 SOLE 15 24,000
BALDOR ELECTRIC COMPANY...... COMMON 057741100 1,161,875.00 57,200 SOLE 29 57,200
BALDOR ELECTRIC COMPANY...... COMMON 057741100 666,250.00 32,800 SOLE 35 32,800
BANCO BILBAO VIZCAYA
ARGENTARIA, S.A. ADR....... COMMON 05946K101 130,500.00 8,700 SOLE 19 8,700
BANCO FRANCES S.A............ COMMON 059591107 47,828.75 2,305 SOLE 19 2,305
BANCO SANTIAGO S.A. ADR...... COMMON 05965L105 60,450.00 3,100 SOLE 19 3,100
BANK OF AMERICA
CORPORATION................ COMMON 060505104 6,023,125.00 115,000 SOLE 2 115,000
BANK OF AMERICA
CORPORATION................ COMMON 060505104 942,750.00 18,000 SOLE 3 18,000
BANK OF AMERICA
CORPORATION................ COMMON 060505104 7,856,250.00 150,000 SOLE 10 150,000
BANK OF AMERICA
CORPORATION................ COMMON 060505104 10,475,000.00 200,000 SOLE 11 200,000
BANK OF AMERICA
CORPORATION................ COMMON 060505104 2,136,900.00 40,800 SOLE 16 40,800
BANK OF AMERICA
CORPORATION................ COMMON 060505104 264,755.63 5,055 SOLE 19 5,055
BANK OF AMERICA
CORPORATION................ COMMON 060505104 1,283,187.50 24,500 SOLE 20 24,500
BANK OF AMERICA
CORPORATION................ COMMON 060505104 73,325.00 1,400 SOLE 32 1,400
BANK OF AMERICA
CORPORATION................ COMMON 060505104 251,400.00 4,800 SOLE 34 4,800
BANK OF AMERICA
CORPORATION................ COMMON 060505104 167,600.00 3,200 SOLE 38 3,200
BANK OF AMERICA
CORPORATION................ COMMON 060505104 293,300.00 5,600 SOLE 51 5,600
BANK OF AMERICA
CORPORATION................ COMMON 060505104 10,475.00 200 SOLE 58 200
BANK OF AMERICA
CORPORATION................ COMMON 060505104 62,850.00 1,200 SOLE 520 1,200
BANK OF AMERICA
CORPORATION................ COMMON 060505104 136,175.00 2,600 SOLE 530 2,600
BANK OF AMERICA
CORPORATION................ COMMON 060505104 20,950.00 400 SOLE 540 400
BANK OF AMERICA
CORPORATION................ COMMON 060505104 99,512.50 1,900 SOLE 560 1,900
BANK OF AMERICA
CORPORATION................ COMMON 060505104 20,950.00 400 SOLE 570 400
BANK OF MONTREAL............. COMMON 063671101 1,129,687.50 25,000 SOLE 29 25,000
BANK OF MONTREAL............. COMMON 063671101 587,437.50 13,000 SOLE 35 13,000
BANK OF NEW YORK
COMPANY, INC............... COMMON 064057102 12,894,375.00 230,000 SOLE 2 230,000
BANK OF NEW YORK
COMPANY, INC............... COMMON 064057102 672,750.00 12,000 SOLE 3 12,000
BANK OF NEW YORK
COMPANY, INC............... COMMON 064057102 14,015,625.00 250,000 SOLE 10 250,000
BANK OF NEW YORK
COMPANY, INC............... COMMON 064057102 8,409,375.00 150,000 SOLE 11 150,000
BANK OF NEW YORK
COMPANY, INC............... COMMON 064057102 3,341,325.00 59,600 SOLE 16 59,600
BANK OF NEW YORK
COMPANY, INC............... COMMON 064057102 134,550.00 2,400 SOLE 19 2,400
BANK OF NEW YORK
COMPANY, INC............... COMMON 064057102 120,534.38 2,150 SOLE 32 2,150
BANK OF NEW YORK
COMPANY, INC............... COMMON 064057102 431,681.25 7,700 SOLE 34 7,700
BANK OF NEW YORK
COMPANY, INC............... COMMON 064057102 73,890.38 1,318 SOLE 38 1,318
BANK OF NEW YORK
COMPANY, INC............... COMMON 064057102 128,943.75 2,300 SOLE 51 2,300
BANK OF NEW YORK
COMPANY, INC............... COMMON 064057102 11,212.50 200 SOLE 58 200
BANK OF NEW YORK
COMPANY, INC............... COMMON 064057102 291,525.00 5,200 SOLE 520 5,200
BANK OF NEW YORK
COMPANY, INC............... COMMON 064057102 370,012.50 6,600 SOLE 530 6,600
BANK OF NEW YORK
COMPANY, INC............... COMMON 064057102 44,850.00 800 SOLE 540 800
BANK OF NEW YORK
COMPANY, INC............... COMMON 064057102 246,675.00 4,400 SOLE 560 4,400
BANK OF NEW YORK
COMPANY, INC............... COMMON 064057102 50,456.25 900 SOLE 570 900
BANK ONE CORPORATION......... COMMON 06423A103 579,375.00 15,000 SOLE 3 15,000
BANK ONE CORPORATION......... COMMON 06423A103 1,270,762.50 32,900 SOLE 6 32,900
BANK ONE CORPORATION......... COMMON 06423A103 5,793,750.00 150,000 SOLE 11 150,000
BANK ONE CORPORATION......... COMMON 06423A103 8,269,612.50 214,100 SOLE 13 214,100
BANK ONE CORPORATION......... COMMON 06423A103 116,029.50 3,004 SOLE 19 3,004
BANK ONE CORPORATION......... COMMON 06423A103 2,378,025.38 61,567 SOLE 20 61,567
BANK ONE CORPORATION......... COMMON 06423A103 61,800.00 1,600 SOLE 38 1,600
BANK ONE CORPORATION......... COMMON 06423A103 108,150.00 2,800 SOLE 51 2,800
BANK UNITED CORPORATION...... COMMON 065412108 10,137.50 200 SOLE 19 200
BANK UNITED CORPORATION...... COMMON 065412108 10,137.50 200 SOLE 38 200
BANK UNITED CORPORATION...... COMMON 065412108 15,206.25 300 SOLE 51 300
BANTA CORPORATION............ COMMON 066821109 19,500.00 800 SOLE 19 800
BARBEQUES GALORE
LTD. S.A................... COMMON 067091108 119,250.00 15,900 SOLE 57 15,900
BARD (C.R.), INC............. COMMON 067383109 1,187,225.00 28,100 SOLE 6 28,100
BARD (C.R.), INC............. COMMON 067383109 6,007,950.00 142,200 SOLE 13 142,200
BARNETT, INC................. COMMON 068062108 19,593.75 1,500 SOLE 57 1,500
BARRICK GOLD CORPORATION..... COMMON 067901108 36,600.00 2,400 SOLE 19 2,400
BARRICK GOLD CORPORATION..... COMMON 067901108 11,285.00 740 SOLE 38 740
BARRICK GOLD CORPORATION..... COMMON 067901108 18,300.00 1,200 SOLE 51 1,200
BAUSCH & LOMB, INC........... COMMON 071707103 3,893.75 100 SOLE 51 100
BAXTER INTERNATIONAL,
INC........................ COMMON 071813109 5,985,937.50 75,000 SOLE 2 75,000
BAXTER INTERNATIONAL,
INC........................ COMMON 071813109 399,062.50 5,000 SOLE 3 5,000
BAXTER INTERNATIONAL,
INC........................ COMMON 071813109 7,183,125.00 90,000 SOLE 10 90,000
BAXTER INTERNATIONAL,
INC........................ COMMON 071813109 3,591,562.50 45,000 SOLE 11 45,000
BAXTER INTERNATIONAL,
INC........................ COMMON 071813109 71,831.25 900 SOLE 19 900
BAXTER INTERNATIONAL,
INC........................ COMMON 071813109 119,718.75 1,500 SOLE 32 1,500
BAXTER INTERNATIONAL,
INC........................ COMMON 071813109 40,305.31 505 SOLE 38 505
BAXTER INTERNATIONAL,
INC........................ COMMON 071813109 71,831.25 900 SOLE 51 900
BAXTER INTERNATIONAL,
INC........................ COMMON 071813109 199,531.25 2,500 SOLE 520 2,500
BAXTER INTERNATIONAL,
INC........................ COMMON 071813109 199,531.25 2,500 SOLE 530 2,500
BAXTER INTERNATIONAL,
INC........................ COMMON 071813109 23,943.75 300 SOLE 540 300
BAXTER INTERNATIONAL,
INC........................ COMMON 071813109 111,737.50 1,400 SOLE 560 1,400
BAXTER INTERNATIONAL,
INC........................ COMMON 071813109 23,943.75 300 SOLE 570 300
BB&T CORPORATION............. COMMON 054937107 30,125.00 1,000 SOLE 19 1,000
BB&T CORPORATION............. COMMON 054937107 18,075.00 600 SOLE 38 600
BB&T CORPORATION............. COMMON 054937107 33,137.50 1,100 SOLE 51 1,100
BB&T CORPORATION............. COMMON 054937107 12,050.00 400 SOLE 58 400
BEA SYSTEMS, INC............. COMMON 073325102 46,725.00 600 SOLE 19 600
BEA SYSTEMS, INC............. COMMON 073325102 93,450.00 1,200 SOLE 54 1,200
BEA SYSTEMS, INC............. COMMON 073325102 54,512.50 700 SOLE 58 700
BEA SYSTEMS, INC............. COMMON 073325102 54,512.50 700 SOLE 71 700
BEAR STEARNS
COMPANIES, INC............. COMMON 073902108 23,688.00 376 SOLE 19 376
BEAR STEARNS
COMPANIES, INC............. COMMON 073902108 12,600.00 200 SOLE 38 200
BEAR STEARNS
COMPANIES, INC............. COMMON 073902108 18,207.00 289 SOLE 51 289
BEBE STORES, INC............. COMMON 075571109 62,475.00 4,200 SOLE 57 4,200
BECKMAN COULTER, INC......... COMMON 075811109 46,275.00 600 SOLE 19 600
BECTON, DICKINSON &
COMPANY.................... COMMON 075887109 1,533,375.00 58,000 SOLE 1 58,000
BECTON, DICKINSON &
COMPANY.................... COMMON 075887109 132,187.50 5,000 SOLE 3 5,000
BECTON, DICKINSON &
COMPANY.................... COMMON 075887109 1,586,250.00 60,000 SOLE 11 60,000
BECTON, DICKINSON &
COMPANY.................... COMMON 075887109 4,494,375.00 170,000 SOLE 15 170,000
BECTON, DICKINSON &
COMPANY.................... COMMON 075887109 21,150.00 800 SOLE 19 800
BECTON, DICKINSON &
COMPANY.................... COMMON 075887109 877,725.00 33,200 SOLE 20 33,200
BECTON, DICKINSON &
COMPANY.................... COMMON 075887109 10,575.00 400 SOLE 38 400
BECTON, DICKINSON &
COMPANY.................... COMMON 075887109 21,150.00 800 SOLE 51 800
BECTON, DICKINSON &
COMPANY.................... COMMON 075887109 132,187.50 5,000 SOLE 520 5,000
BECTON, DICKINSON &
COMPANY.................... COMMON 075887109 148,050.00 5,600 SOLE 530 5,600
BECTON, DICKINSON &
COMPANY.................... COMMON 075887109 13,218.75 500 SOLE 540 500
BED BATH & BEYOND, INC....... COMMON 075896100 21,951.56 900 SOLE 38 900
BED BATH & BEYOND, INC....... COMMON 075896100 34,146.88 1,400 SOLE 51 1,400
BELLSOUTH CORPORATION........ COMMON 079860102 4,025,000.00 100,000 SOLE 2 100,000
BELLSOUTH CORPORATION........ COMMON 079860102 603,750.00 15,000 SOLE 3 15,000
BELLSOUTH CORPORATION........ COMMON 079860102 6,037,500.00 150,000 SOLE 10 150,000
BELLSOUTH CORPORATION........ COMMON 079860102 8,050,000.00 200,000 SOLE 11 200,000
BELLSOUTH CORPORATION........ COMMON 079860102 201,250.00 5,000 SOLE 19 5,000
BELLSOUTH CORPORATION........ COMMON 079860102 1,372,525.00 34,100 SOLE 20 34,100
BELLSOUTH CORPORATION........ COMMON 079860102 64,400.00 1,600 SOLE 32 1,600
BELLSOUTH CORPORATION........ COMMON 079860102 201,250.00 5,000 SOLE 34 5,000
BELLSOUTH CORPORATION........ COMMON 079860102 136,850.00 3,400 SOLE 38 3,400
BELLSOUTH CORPORATION........ COMMON 079860102 241,500.00 6,000 SOLE 51 6,000
BELLSOUTH CORPORATION........ COMMON 079860102 269,675.00 6,700 SOLE 58 6,700
BELLSOUTH CORPORATION........ COMMON 079860102 112,700.00 2,800 SOLE 520 2,800
BELLSOUTH CORPORATION........ COMMON 079860102 116,725.00 2,900 SOLE 530 2,900
BELLSOUTH CORPORATION........ COMMON 079860102 20,125.00 500 SOLE 540 500
BELLSOUTH CORPORATION........ COMMON 079860102 88,550.00 2,200 SOLE 560 2,200
BELLSOUTH CORPORATION........ COMMON 079860102 16,100.00 400 SOLE 570 400
BELO (A.H.) CORPORATION...... COMMON 080555105 16,593.75 900 SOLE 19 900
BEMIS COMPANY, INC........... COMMON 081437105 25,700.00 800 SOLE 19 800
BEMIS COMPANY, INC........... COMMON 081437105 9,637.50 300 SOLE 58 300
BENCHMARK ELECTRONICS,
INC........................ COMMON 08160H101 3,068,000.00 59,000 SOLE 29 59,000
BENCHMARK ELECTRONICS,
INC........................ COMMON 08160H101 2,080,000.00 40,000 SOLE 35 40,000
BERGEN BRUNSWIG
CORPORATION................ COMMON 083739102 11,687.50 1,000 SOLE 19 1,000
BERKSHIRE HATHAWAY, INC.
(CL.B)..................... COMMON 084670207 82,800.00 40 SOLE 19 40
BEST BUY COMPANY, INC........ COMMON 086516101 31,812.50 500 SOLE 38 500
BEST BUY COMPANY, INC........ COMMON 086516101 50,900.00 800 SOLE 51 800
BEST BUY COMPANY, INC........ COMMON 086516101 63,625.00 1,000 SOLE 58 1,000
BESTFOODS.................... COMMON 08658U101 785,700.00 10,800 SOLE 16 10,800
BESTFOODS.................... COMMON 08658U101 58,200.00 800 SOLE 19 800
BESTFOODS.................... COMMON 08658U101 181,875.00 2,500 SOLE 34 2,500
BESTFOODS.................... COMMON 08658U101 407,400.00 5,600 SOLE 38 5,600
BESTFOODS.................... COMMON 08658U101 451,050.00 6,200 SOLE 51 6,200
BESTFOODS.................... COMMON 08658U101 36,375.00 500 SOLE 54 500
BESTFOODS.................... COMMON 08658U101 36,375.00 500 SOLE 71 500
BETHLEHEM STEEL
CORPORATION................ COMMON 087509105 5,400.00 1,800 SOLE 38 1,800
BETHLEHEM STEEL
CORPORATION................ COMMON 087509105 9,900.00 3,300 SOLE 51 3,300
BFGOODRICH COMPANY........... COMMON 382388106 3,918.75 100 SOLE 38 100
BFGOODRICH COMPANY........... COMMON 382388106 7,837.50 200 SOLE 51 200
BIOGEN, INC.................. COMMON 090597105 36,600.00 600 SOLE 19 600
BIOGEN, INC.................. COMMON 090597105 24,400.00 400 SOLE 38 400
BIOGEN, INC.................. COMMON 090597105 42,700.00 700 SOLE 51 700
BIOMET, INC.................. COMMON 090613100 21,000.00 600 SOLE 38 600
BIOMET, INC.................. COMMON 090613100 35,000.00 1,000 SOLE 51 1,000
BJ SERVICES COMPANY.......... COMMON 055482103 1,515,900.00 24,800 SOLE 16 24,800
BJ SERVICES COMPANY.......... COMMON 055482103 146,700.00 2,400 SOLE 19 2,400
BJ SERVICES COMPANY.......... COMMON 055482103 195,600.00 3,200 SOLE 34 3,200
BJ SERVICES COMPANY.......... COMMON 055482103 18,337.50 300 SOLE 58 300
BJ'S WHOLESALE CLUB, INC..... COMMON 05548J106 37,537.50 1,100 SOLE 19 1,100
BJ'S WHOLESALE CLUB, INC..... COMMON 05548J106 6,825.00 200 SOLE 58 200
BLACK & DECKER
CORPORATION................ COMMON 091797100 17,093.75 500 SOLE 19 500
BLACK & DECKER
CORPORATION................ COMMON 091797100 3,418.75 100 SOLE 38 100
BLACK & DECKER
CORPORATION................ COMMON 091797100 6,837.50 200 SOLE 51 200
BLOCK (H.R.), INC............ COMMON 093671105 22,237.50 600 SOLE 19 600
BLOCK (H.R.), INC............ COMMON 093671105 874,675.00 23,600 SOLE 20 23,600
BLOCKBUSTER INC.............. COMMON 093679108 97,818.75 11,100 SOLE 57 11,100
BMC SOFTWARE, INC............ COMMON 055921100 15,300.00 800 SOLE 19 800
BMC SOFTWARE, INC............ COMMON 055921100 399,712.50 20,900 SOLE 20 20,900
BMC SOFTWARE, INC............ COMMON 055921100 9,562.50 500 SOLE 38 500
BMC SOFTWARE, INC............ COMMON 055921100 15,300.00 800 SOLE 51 800
BOEING COMPANY............... COMMON 097023105 3,150,000.00 50,000 SOLE 2 50,000
BOEING COMPANY............... COMMON 097023105 630,000.00 10,000 SOLE 3 10,000
BOEING COMPANY............... COMMON 097023105 3,780,000.00 60,000 SOLE 10 60,000
BOEING COMPANY............... COMMON 097023105 7,875,000.00 125,000 SOLE 11 125,000
BOEING COMPANY............... COMMON 097023105 315,000.00 5,000 SOLE 18 5,000
BOEING COMPANY............... COMMON 097023105 145,782.00 2,314 SOLE 19 2,314
BOEING COMPANY............... COMMON 097023105 100,800.00 1,600 SOLE 38 1,600
BOEING COMPANY............... COMMON 097023105 182,700.00 2,900 SOLE 51 2,900
BOEING COMPANY............... COMMON 097023105 119,700.00 1,900 SOLE 58 1,900
BOISE CASCADE CORPORATION.... COMMON 097383103 7,968.75 300 SOLE 38 300
BOISE CASCADE CORPORATION.... COMMON 097383103 15,937.50 600 SOLE 51 600
BOSTON PROPERTIES, INC....... COMMON 101121101 264,069.00 6,150 SOLE 1 6,150
BOSTON SCIENTIFIC
CORPORATION................ COMMON 101137107 21,368.75 1,300 SOLE 19 1,300
BOSTON SCIENTIFIC
CORPORATION................ COMMON 101137107 11,506.25 700 SOLE 38 700
BOSTON SCIENTIFIC
CORPORATION................ COMMON 101137107 21,368.75 1,300 SOLE 51 1,300
BOWATER, INC................. COMMON 102183100 27,862.50 600 SOLE 19 600
BP AMOCO PLC ADR............. COMMON 055622104 985,800.00 18,600 SOLE 6 18,600
BP AMOCO PLC ADR............. COMMON 055622104 6,746,900.00 127,300 SOLE 13 127,300
BP AMOCO PLC ADR............. COMMON 055622104 143,100.00 2,700 SOLE 19 2,700
BP AMOCO PLC ADR............. COMMON 055622104 3,857,552.00 72,784 SOLE 20 72,784
BP AMOCO PLC ADR............. COMMON 055622104 81,090.00 1,530 SOLE 39 1,530
BP AMOCO PLC ADR............. COMMON 055622104 140,980.00 2,660 SOLE 52 2,660
BP AMOCO PLC ADR............. COMMON 055622104 312,700.00 5,900 SOLE 55 5,900
BRADY CORPORATION............ COMMON 104674106 831,875.00 27,500 SOLE 29 27,500
BRADY CORPORATION............ COMMON 104674106 484,000.00 16,000 SOLE 35 16,000
BRANDYWINE REALTY TRUST...... COMMON 105368203 78,975.00 3,900 SOLE 1 3,900
BRE PROPERTIES............... COMMON 5.56E+109 142,400.00 4,450 SOLE 1 4,450
BRIGGS & STRATTON
CORPORATION................ COMMON 109043109 11,343.75 300 SOLE 38 300
BRIGGS & STRATTON
CORPORATION................ COMMON 109043109 18,906.25 500 SOLE 51 500
BRINKER INTERNATIONAL,
INC........................ COMMON 109641100 24,100.00 800 SOLE 19 800
BRINKER INTERNATIONAL,
INC........................ COMMON 109641100 15,062.50 500 SOLE 58 500
BRISTOL-MYERS
SQUIBB COMPANY............. COMMON 110122108 7,140,625.00 125,000 SOLE 2 125,000
BRISTOL-MYERS
SQUIBB COMPANY............. COMMON 110122108 359,887.50 6,300 SOLE 3 6,300
BRISTOL-MYERS SQUIBB
COMPANY.................... COMMON 110122108 8,568,750.00 150,000 SOLE 10 150,000
BRISTOL-MYERS
SQUIBB COMPANY............. COMMON 110122108 4,250,100.00 74,400 SOLE 11 74,400
BRISTOL-MYERS
SQUIBB COMPANY............. COMMON 110122108 297,050.00 5,200 SOLE 19 5,200
BRISTOL-MYERS
SQUIBB COMPANY............. COMMON 110122108 708,350.00 12,400 SOLE 20 12,400
BRISTOL-MYERS
SQUIBB COMPANY............. COMMON 110122108 68,550.00 1,200 SOLE 32 1,200
BRISTOL-MYERS
SQUIBB COMPANY............. COMMON 110122108 205,650.00 3,600 SOLE 38 3,600
BRISTOL-MYERS
SQUIBB COMPANY............. COMMON 110122108 365,600.00 6,400 SOLE 51 6,400
BRISTOL-MYERS
SQUIBB COMPANY............. COMMON 110122108 188,512.50 3,300 SOLE 54 3,300
BRISTOL-MYERS
SQUIBB COMPANY............. COMMON 110122108 11,425.00 200 SOLE 58 200
BRISTOL-MYERS
SQUIBB COMPANY............. COMMON 110122108 108,537.50 1,900 SOLE 71 1,900
BRISTOL-MYERS
SQUIBB COMPANY............. COMMON 110122108 159,950.00 2,800 SOLE 520 2,800
BRISTOL-MYERS
SQUIBB COMPANY............. COMMON 110122108 205,650.00 3,600 SOLE 530 3,600
BRISTOL-MYERS
SQUIBB COMPANY............. COMMON 110122108 34,275.00 600 SOLE 540 600
BRITISH TELECOM PLC ADR...... COMMON 111021408 74,943.75 700 SOLE 19 700
BROADCOM CORPORATION......... COMMON 111320107 97,500.00 400 SOLE 38 400
BROADCOM CORPORATION......... COMMON 111320107 195,000.00 800 SOLE 51 800
BROADCOM CORPORATION......... COMMON 111320107 48,750.00 200 SOLE 54 200
BROADCOM CORPORATION......... COMMON 111320107 24,375.00 100 SOLE 58 100
BROADVISION, INC............. COMMON 111412102 12,843.75 500 SOLE 19 500
BROADVISION, INC............. COMMON 111412102 5,137.50 200 SOLE 58 200
BROADWING, INC............... COMMON 111620100 30,675.00 1,200 SOLE 19 1,200
BROADWING, INC............... COMMON 111620100 15,337.50 600 SOLE 58 600
BROCADE COMMUNICATIONS
SYSTEMS, INC............... COMMON 111621108 47,200.00 200 SOLE 19 200
BROCADE COMMUNICATIONS
SYSTEMS, INC............... COMMON 111621108 47,200.00 200 SOLE 58 200
BROOKS AUTOMATION, INC....... COMMON 11434A100 106,000.00 3,200 SOLE 56 3,200
BROOKS AUTOMATION, INC....... COMMON 11434A100 43,062.50 1,300 SOLE 72 1,300
BROWN SHOE COMPANY, INC...... COMMON 115736100 964,687.50 105,000 SOLE 29 105,000
BROWN SHOE COMPANY, INC...... COMMON 115736100 624,750.00 68,000 SOLE 35 68,000
BROWN-FORMAN CORPORATION
(CL.B)..................... COMMON 115637209 1,407,075.00 25,700 SOLE 20 25,700
BROWN-FORMAN CORPORATION
(CL.B)..................... COMMON 115637209 5,475.00 100 SOLE 38 100
BROWN-FORMAN CORPORATION
(CL.B)..................... COMMON 115637209 6,296.25 115 SOLE 51 115
BRUNSWICK CORPORATION........ COMMON 117043109 18,250.00 1,000 SOLE 19 1,000
BRUNSWICK CORPORATION........ COMMON 117043109 3,650.00 200 SOLE 38 200
BRUNSWICK CORPORATION........ COMMON 117043109 5,475.00 300 SOLE 51 300
BRUSH ENGINEERED
MATERIALS, INC............. COMMON 117421107 12,975.00 600 SOLE 19 600
BURLINGTON INDUSTRIES,
INC........................ COMMON 121693105 17,875.00 14,300 SOLE 57 14,300
BURLINGTON NORTHERN
SANTA FE CORPORATION....... COMMON 12189T104 129,375.00 6,000 SOLE 3 6,000
BURLINGTON NORTHERN
SANTA FE CORPORATION....... COMMON 12189T104 1,509,375.00 70,000 SOLE 11 70,000
BURLINGTON NORTHERN
SANTA FE CORPORATION....... COMMON 12189T104 36,656.25 1,700 SOLE 19 1,700
BURLINGTON NORTHERN
SANTA FE CORPORATION....... COMMON 12189T104 17,250.00 800 SOLE 38 800
BURLINGTON NORTHERN
SANTA FE CORPORATION....... COMMON 12189T104 25,875.00 1,200 SOLE 51 1,200
BURLINGTON
RESOURCES, INC............. COMMON 122014103 33,131.25 900 SOLE 19 900
BURLINGTON
RESOURCES, INC............. COMMON 122014103 11,043.75 300 SOLE 38 300
BURLINGTON
RESOURCES, INC............. COMMON 122014103 18,884.81 513 SOLE 51 513
BUSH BOAKE ALLEN INC......... COMMON 123162109 100,406.25 2,100 SOLE 38 2,100
BUSH BOAKE ALLEN INC......... COMMON 123162109 162,562.50 3,400 SOLE 51 3,400
BUSINESS OBJECTS -
SPONSORED ADR.............. COMMON 12328X107 86,040.56 761 SOLE 39 761
BUSINESS OBJECTS -
SPONSORED ADR.............. COMMON 12328X107 152,069.06 1,345 SOLE 52 1,345
CABLETRON SYSTEMS, INC....... COMMON 126920107 14,687.50 500 SOLE 38 500
CABLETRON SYSTEMS, INC....... COMMON 126920107 26,437.50 900 SOLE 51 900
CABOT CORPORATION............ COMMON 127055101 34,856.25 1,100 SOLE 19 1,100
CABOT MICROELECTRONICS
CORPORATION................ COMMON 12709P103 240,000.00 5,000 SOLE 36 5,000
CABOT MICROELECTRONICS
CORPORATION................ COMMON 12709P103 600,000.00 12,500 SOLE 50 12,500
CABOT OIL & GAS
CORPORATION................ COMMON 127097103 50,937.50 2,500 SOLE 58 2,500
CACHEFLOW, INC............... COMMON 126946102 14,300.00 100 SOLE 19 100
CADBURY SCHWEPPES PLC ADR.... COMMON 127209302 12,031.25 500 SOLE 19 500
CADENCE DESIGN
SYSTEMS, INC............... COMMON 127387108 3,964,608.75 154,340 SOLE 6 154,340
CADENCE DESIGN
SYSTEMS, INC............... COMMON 127387108 27,221,043.75 1,059,700 SOLE 13 1,059,700
CADENCE DESIGN
SYSTEMS, INC............... COMMON 127387108 20,550.00 800 SOLE 19 800
CADENCE DESIGN
SYSTEMS, INC............... COMMON 127387108 7,706.25 300 SOLE 58 300
CALGON CARBON CORPORATION.... COMMON 129603106 97,418.75 14,300 SOLE 57 14,300
CALLAWAY GOLF COMPANY........ COMMON 131193104 9,225.00 600 SOLE 19 600
CALLON PETROLEUM COMPANY..... COMMON 13123X102 1,660,312.50 105,000 SOLE 1 105,000
CALLON PETROLEUM COMPANY..... COMMON 13123X102 4,648,875.00 294,000 SOLE 15 294,000
CALLON PETROLEUM COMPANY..... COMMON 13123X102 1,027,812.50 65,000 SOLE 29 65,000
CALLON PETROLEUM COMPANY..... COMMON 13123X102 790,625.00 50,000 SOLE 35 50,000
CALPINE CORPORATION.......... COMMON 131347106 187,875.00 1,800 SOLE 18 1,800
CALPINE CORPORATION.......... COMMON 131347106 31,312.50 300 SOLE 19 300
CALPINE CORPORATION.......... COMMON 131347106 41,750.00 400 SOLE 58 400
CAMDEN PROPERTY TRUST........ COMMON 133131102 139,500.00 4,500 SOLE 1 4,500
CAMPBELL SOUP COMPANY........ COMMON 134429109 31,050.00 1,200 SOLE 19 1,200
CAMPBELL SOUP COMPANY........ COMMON 134429109 1,037,587.50 40,100 SOLE 20 40,100
CAPITAL ONE FINANCIAL
CORPORATION................ COMMON 14040H105 42,037.50 600 SOLE 19 600
CAPITAL ONE FINANCIAL
CORPORATION................ COMMON 14040H105 21,018.75 300 SOLE 38 300
CAPITAL ONE FINANCIAL
CORPORATION................ COMMON 14040H105 42,037.50 600 SOLE 51 600
CARDINAL HEALTH, INC......... COMMON 14149Y108 1,587,375.00 18,000 SOLE 1 18,000
CARDINAL HEALTH, INC......... COMMON 14149Y108 12,787,187.50 145,000 SOLE 2 145,000
CARDINAL HEALTH, INC......... COMMON 14149Y108 617,312.50 7,000 SOLE 3 7,000
CARDINAL HEALTH, INC......... COMMON 14149Y108 15,432,812.50 175,000 SOLE 10 175,000
CARDINAL HEALTH, INC......... COMMON 14149Y108 6,173,125.00 70,000 SOLE 11 70,000
CARDINAL HEALTH, INC......... COMMON 14149Y108 4,409,375.00 50,000 SOLE 15 50,000
CARDINAL HEALTH, INC......... COMMON 14149Y108 1,825,481.25 20,700 SOLE 16 20,700
CARDINAL HEALTH, INC......... COMMON 14149Y108 233,696.88 2,650 SOLE 32 2,650
CARDINAL HEALTH, INC......... COMMON 14149Y108 235,901.56 2,675 SOLE 34 2,675
CARDINAL HEALTH, INC......... COMMON 14149Y108 44,093.75 500 SOLE 38 500
CARDINAL HEALTH, INC......... COMMON 14149Y108 79,368.75 900 SOLE 51 900
CARDINAL HEALTH, INC......... COMMON 14149Y108 8,818.75 100 SOLE 58 100
CARDINAL HEALTH, INC......... COMMON 14149Y108 110,234.38 1,250 SOLE 520 1,250
CARDINAL HEALTH, INC......... COMMON 14149Y108 330,703.13 3,750 SOLE 530 3,750
CARDINAL HEALTH, INC......... COMMON 14149Y108 17,637.50 200 SOLE 540 200
CAREER EDUCATION
CORPORATION................ COMMON 141665109 400,500.00 9,000 SOLE 36 9,000
CAREER EDUCATION
CORPORATION................ COMMON 141665109 1,050,200.00 23,600 SOLE 50 23,600
CARNIVAL CORPORATION......... COMMON 143658102 172,375.00 7,000 SOLE 3 7,000
CARNIVAL CORPORATION......... COMMON 143658102 2,462,500.00 100,000 SOLE 11 100,000
CARNIVAL CORPORATION......... COMMON 143658102 41,862.50 1,700 SOLE 19 1,700
CARNIVAL CORPORATION......... COMMON 143658102 7,387.50 300 SOLE 38 300
CARNIVAL CORPORATION......... COMMON 143658102 12,312.50 500 SOLE 51 500
CARPENTER TECHNOLOGY
CORPORATION................ COMMON 144285103 17,475.00 600 SOLE 19 600
CARRAMERICA REALTY CORP...... COMMON 144418100 204,188.00 6,750 SOLE 1 6,750
CARREKER CORPORATION......... COMMON 144433109 273,000.00 14,000 SOLE 36 14,000
CARREKER CORPORATION......... COMMON 144433109 682,500.00 35,000 SOLE 50 35,000
CARTER-WALLACE, INC.......... COMMON 146285101 24,437.50 1,000 SOLE 19 1,000
CATALYTICA, INC.............. COMMON 148885106 891,000.00 72,000 SOLE 1 72,000
CATALYTICA, INC.............. COMMON 148885106 2,821,500.00 228,000 SOLE 15 228,000
CATELLUS DEVELOPMENT
CORPORATION................ COMMON 149111106 7,000.00 400 SOLE 19 400
CATERPILLAR, INC............. COMMON 149123101 101,250.00 3,000 SOLE 3 3,000
CATERPILLAR, INC............. COMMON 149123101 1,350,000.00 40,000 SOLE 11 40,000
CATERPILLAR, INC............. COMMON 149123101 30,375.00 900 SOLE 19 900
CATERPILLAR, INC............. COMMON 149123101 3,375.00 100 SOLE 38 100
CATERPILLAR, INC............. COMMON 149123101 3,375.00 100 SOLE 51 100
CBL AND ASSOC. PROP.......... COMMON 124830100 58,898.00 2,350 SOLE 1 2,350
CBRL GROUP, INC.............. COMMON 12489V106 10,062.50 700 SOLE 19 700
CDW COMPUTER
CENTERS, INC............... COMMON 125129106 6,900.00 100 SOLE 58 100
CELERA GENOMICS.............. COMMON 69332S201 19,925.00 200 SOLE 19 200
CELESTICA, INC............... COMMON 15101Q958 61,310.98 890 SOLE 39 890
CELESTICA, INC............... COMMON 15101Q958 108,913.10 1,581 SOLE 52 1,581
CELESTICA, INC............... COMMON 15101Q108 76,175.00 1,100 SOLE 54 1,100
CELESTICA, INC............... COMMON 15101Q108 48,475.00 700 SOLE 71 700
CELL THERAPEUTICS, INC....... COMMON 150934107 753,568.75 11,300 SOLE 36 11,300
CELL THERAPEUTICS, INC....... COMMON 150934107 2,007,293.75 30,100 SOLE 50 30,100
CENDANT CORPORATION.......... COMMON 151313103 18,389.63 1,691 SOLE 19 1,691
CENDANT CORPORATION.......... COMMON 151313103 14,137.50 1,300 SOLE 38 1,300
CENDANT CORPORATION.......... COMMON 151313103 26,100.00 2,400 SOLE 51 2,400
CENTERPOINT
PROPERTY TRUST............. COMMON 151895109 87,520.00 1,900 SOLE 1 1,900
CENTEX CORPORATION........... COMMON 152312104 3,051.88 95 SOLE 38 95
CERIDIAN CORPORATION......... COMMON 15677T106 28,062.50 1,000 SOLE 19 1,000
CERIDIAN CORPORATION......... COMMON 15677T106 14,031.25 500 SOLE 38 500
CERIDIAN CORPORATION......... COMMON 15677T106 25,256.25 900 SOLE 51 900
CERIDIAN CORPORATION......... COMMON 15677T106 768,912.50 27,400 SOLE 56 27,400
CERIDIAN CORPORATION......... COMMON 15677T106 333,943.75 11,900 SOLE 72 11,900
CERNER CORPORATION........... COMMON 156782104 2,270,793.75 48,900 SOLE 1 48,900
CERNER CORPORATION........... COMMON 156782104 10,035,143.75 216,100 SOLE 15 216,100
CHAPTER COMMUNICATIONS,
INC........................ COMMON 16117M107 13,012.50 800 SOLE 19 800
CHARLES SCHWAB
CORPORATION................ COMMON 808513105 1,704,000.00 48,000 SOLE 16 48,000
CHARLES SCHWAB
CORPORATION................ COMMON 808513105 135,787.50 3,825 SOLE 19 3,825
CHARLES SCHWAB
CORPORATION................ COMMON 808513105 223,650.00 6,300 SOLE 34 6,300
CHARLES SCHWAB
CORPORATION................ COMMON 808513105 88,785.50 2,501 SOLE 38 2,501
CHARLES SCHWAB
CORPORATION................ COMMON 808513105 159,750.00 4,500 SOLE 51 4,500
CHARLES SCHWAB
CORPORATION................ COMMON 808513105 78,100.00 2,200 SOLE 54 2,200
CHARLES SCHWAB
CORPORATION................ COMMON 808513105 21,300.00 600 SOLE 58 600
CHARLES SCHWAB
CORPORATION................ COMMON 808513105 39,050.00 1,100 SOLE 71 1,100
CHARTER ONE
FINANCIAL, INC............. COMMON 160903100 10,237.50 420 SOLE 38 420
CHARTER ONE
FINANCIAL, INC............. COMMON 160903100 17,915.63 735 SOLE 51 735
CHARTER SEMICONDUCTOR
MANUFACTURING ADR.......... COMMON 16133R106 23,668.13 390 SOLE 39 390
CHARTER SEMICONDUCTOR
MANUFACTURING ADR.......... COMMON 16133R106 43,695.00 720 SOLE 52 720
CHASE MANHATTAN
CORPORATION................ COMMON 16161A108 10,738,593.75 232,500 SOLE 2 232,500
CHASE MANHATTAN
CORPORATION................ COMMON 16161A108 658,171.88 14,250 SOLE 3 14,250
CHASE MANHATTAN
CORPORATION................ COMMON 16161A108 11,431,406.25 247,500 SOLE 10 247,500
CHASE MANHATTAN
CORPORATION................ COMMON 16161A108 8,660,156.25 187,500 SOLE 11 187,500
CHASE MANHATTAN
CORPORATION................ COMMON 16161A108 1,635,037.50 35,400 SOLE 16 35,400
CHASE MANHATTAN
CORPORATION................ COMMON 16161A108 147,153.38 3,186 SOLE 19 3,186
CHASE MANHATTAN
CORPORATION................ COMMON 16161A108 135,098.44 2,925 SOLE 32 2,925
CHASE MANHATTAN
CORPORATION................ COMMON 16161A108 207,843.75 4,500 SOLE 34 4,500
CHASE MANHATTAN
CORPORATION................ COMMON 16161A108 25,403.13 550 SOLE 38 550
CHASE MANHATTAN
CORPORATION................ COMMON 16161A108 50,806.25 1,100 SOLE 51 1,100
CHASE MANHATTAN
CORPORATION................ COMMON 16161A108 272,506.25 5,900 SOLE 55 5,900
CHASE MANHATTAN
CORPORATION................ COMMON 16161A108 166,275.00 3,600 SOLE 520 3,600
CHASE MANHATTAN
CORPORATION................ COMMON 16161A108 193,987.50 4,200 SOLE 530 4,200
CHASE MANHATTAN
CORPORATION................ COMMON 16161A108 27,712.50 600 SOLE 540 600
CHASE MANHATTAN
CORPORATION................ COMMON 16161A108 166,275.00 3,600 SOLE 560 3,600
CHASE MANHATTAN
CORPORATION................ COMMON 16161A108 34,640.63 750 SOLE 570 750
CHATEAU COMMUNITIES.......... COMMON 161726104 75,076.00 2,800 SOLE 1 2,800
CHECKFREE CORPORATION........ COMMON 162813109 8,378.13 200 SOLE 19 200
CHEESECAKE FACTORY (THE),
INC........................ COMMON 163072101 5,183,512.50 119,850 SOLE 1 119,850
CHEESECAKE FACTORY (THE),
INC........................ COMMON 163072101 3,957,375.00 91,500 SOLE 15 91,500
CHELSEA GCA REALTY........... COMMON 163262108 52,688.00 1,500 SOLE 1 1,500
CHESAPEAKE CORP.............. COMMON 165159104 48,125.00 2,500 SOLE 57 2,500
CHEVRON CORPORATION.......... COMMON 166751107 7,672,500.00 90,000 SOLE 2 90,000
CHEVRON CORPORATION.......... COMMON 166751107 699,050.00 8,200 SOLE 3 8,200
CHEVRON CORPORATION.......... COMMON 166751107 7,672,500.00 90,000 SOLE 10 90,000
CHEVRON CORPORATION.......... COMMON 166751107 7,808,900.00 91,600 SOLE 11 91,600
CHEVRON CORPORATION.......... COMMON 166751107 179,025.00 2,100 SOLE 19 2,100
CHEVRON CORPORATION.......... COMMON 166751107 2,412,575.00 28,300 SOLE 20 28,300
CHEVRON CORPORATION.......... COMMON 166751107 76,725.00 900 SOLE 32 900
CHEVRON CORPORATION.......... COMMON 166751107 102,300.00 1,200 SOLE 38 1,200
CHEVRON CORPORATION.......... COMMON 166751107 179,025.00 2,100 SOLE 51 2,100
CHEVRON CORPORATION.......... COMMON 166751107 196,075.00 2,300 SOLE 58 2,300
CHEVRON CORPORATION.......... COMMON 166751107 144,925.00 1,700 SOLE 520 1,700
CHEVRON CORPORATION.......... COMMON 166751107 144,925.00 1,700 SOLE 530 1,700
CHEVRON CORPORATION.......... COMMON 166751107 17,050.00 200 SOLE 540 200
CHEVRON CORPORATION.......... COMMON 166751107 102,300.00 1,200 SOLE 560 1,200
CHEVRON CORPORATION.......... COMMON 166751107 25,575.00 300 SOLE 570 300
CHICAGO BRIDGE & IRON
COMPANY N.V................ COMMON N19808109 179,550.00 12,600 SOLE 57 12,600
CHIEFTAIN INTERNATIONAL,
INC........................ COMMON 16867C101 736,475.00 35,600 SOLE 29 35,600
CHIEFTAIN INTERNATIONAL,
INC........................ COMMON 16867C101 637,175.00 30,800 SOLE 35 30,800
CHIEFTAIN INTERNATIONAL,
INC........................ COMMON 16867C101 35,168.75 1,700 SOLE 58 1,700
CHILDREN'S PLACE RETAIL
STORES, INC................ COMMON 168905107 414,575.00 16,100 SOLE 1 16,100
CHILDREN'S PLACE RETAIL
STORES, INC................ COMMON 168905107 1,194,800.00 46,400 SOLE 15 46,400
CHINA UNICOM - ADR........... COMMON 16945R104 29,883.13 1,370 SOLE 39 1,370
CHINA UNICOM - ADR........... COMMON 16945R104 53,222.50 2,440 SOLE 52 2,440
CHIRON CORPORATION........... COMMON 170040109 22,500.00 500 SOLE 58 500
CHOICEPOINT INC.............. COMMON 170388102 252,312.50 5,500 SOLE 36 5,500
CHOICEPOINT INC.............. COMMON 170388102 614,725.00 13,400 SOLE 50 13,400
CHRIS-CRAFT
INDUSTRIES, INC............ COMMON 170520100 33,938.50 412 SOLE 19 412
CHROMAVISION MEDICAL
SYSTEMS, INC............... COMMON 17111P104 275,500.00 29,000 SOLE 1 29,000
CHROMAVISION MEDICAL
SYSTEMS, INC............... COMMON 17111P104 788,500.00 83,000 SOLE 15 83,000
CHUBB CORPORATION............ COMMON 171232101 237,375.00 3,000 SOLE 3 3,000
CHUBB CORPORATION............ COMMON 171232101 2,373,750.00 30,000 SOLE 11 30,000
CHUBB CORPORATION............ COMMON 171232101 2,152,200.00 27,200 SOLE 16 27,200
CHUBB CORPORATION............ COMMON 171232101 47,475.00 600 SOLE 19 600
CHUBB CORPORATION............ COMMON 171232101 1,954,387.50 24,700 SOLE 20 24,700
CHUBB CORPORATION............ COMMON 171232101 292,762.50 3,700 SOLE 34 3,700
CHUBB CORPORATION............ COMMON 171232101 23,104.50 292 SOLE 38 292
CHUBB CORPORATION............ COMMON 171232101 39,562.50 500 SOLE 51 500
CHUBB CORPORATION............ COMMON 171232101 15,825.00 200 SOLE 58 200
CIENA CORPORATION............ COMMON 171779101 24,562.50 200 SOLE 19 200
CIENA CORPORATION............ COMMON 171779101 712,312.50 5,800 SOLE 56 5,800
CIENA CORPORATION............ COMMON 171779101 73,687.50 600 SOLE 58 600
CIENA CORPORATION............ COMMON 171779101 331,593.75 2,700 SOLE 72 2,700
CIENA CORPORATION............ COMMON 171779101 147,375.00 1,200 SOLE 520 1,200
CIENA CORPORATION............ COMMON 171779101 147,375.00 1,200 SOLE 530 1,200
CIENA CORPORATION............ COMMON 171779101 24,562.50 200 SOLE 540 200
CIENA CORPORATION............ COMMON 171779101 122,812.50 1,000 SOLE 560 1,000
CIENA CORPORATION............ COMMON 171779101 24,562.50 200 SOLE 570 200
CIGNA COROPORATION........... COMMON 125509109 156,600.00 1,500 SOLE 18 1,500
CIGNA COROPORATION........... COMMON 125509109 73,080.00 700 SOLE 19 700
CIGNA COROPORATION........... COMMON 125509109 31,320.00 300 SOLE 38 300
CIGNA COROPORATION........... COMMON 125509109 52,200.00 500 SOLE 51 500
CIGNA COROPORATION........... COMMON 125509109 83,520.00 800 SOLE 58 800
CIMA LABS INC................ COMMON 171796105 666,400.00 12,800 SOLE 36 12,800
CIMA LABS INC................ COMMON 171796105 1,634,762.50 31,400 SOLE 50 31,400
CINAR CORPORATION (CL.B)..... COMMON 171905300 961,400.00 349,600 SOLE 1 349,600
CINAR CORPORATION (CL.B)..... COMMON 171905300 2,737,350.00 995,400 SOLE 15 995,400
CINAR CORPORATION (CL.B)..... COMMON 171905300 324,500.00 118,000 SOLE 29 118,000
CINAR CORPORATION (CL.B)..... COMMON 171905300 236,500.00 86,000 SOLE 35 86,000
CINCINNATI FINANCIAL
CORPORATION................ COMMON 172062101 7,100.00 200 SOLE 38 200
CINCINNATI FINANCIAL
CORPORATION................ COMMON 172062101 14,484.00 408 SOLE 51 408
CINCINNATI FINANCIAL
CORPORATION................ COMMON 172062101 17,750.00 500 SOLE 58 500
CINERGY CORPORATION.......... COMMON 172474108 6,612.50 200 SOLE 38 200
CINERGY CORPORATION.......... COMMON 172474108 16,531.25 500 SOLE 51 500
CINTAS CORPORATION........... COMMON 172908105 34,850.00 800 SOLE 19 800
CIRCLE INTERNATIONAL
GROUP, INC................. COMMON 172574105 21,175.00 700 SOLE 19 700
CIRCUIT CITY STORES-
CIRCUIT CITY GROUP......... COMMON 172737108 115,000.00 5,000 SOLE 3 5,000
CIRCUIT CITY STORES-
CIRCUIT CITY GROUP......... COMMON 172737108 931,500.00 40,500 SOLE 6 40,500
CIRCUIT CITY STORES-
CIRCUIT CITY GROUP......... COMMON 172737108 5,996,100.00 260,700 SOLE 13 260,700
CIRCUIT CITY STORES-
CIRCUIT CITY GROUP......... COMMON 172737108 23,000.00 1,000 SOLE 19 1,000
CISCO SYSTEMS, INC........... COMMON 17275R102 33,150,000.00 600,000 SOLE 2 600,000
CISCO SYSTEMS, INC........... COMMON 17275R102 276,250.00 5,000 SOLE 3 5,000
CISCO SYSTEMS, INC........... COMMON 17275R102 38,122,500.00 690,000 SOLE 10 690,000
CISCO SYSTEMS, INC........... COMMON 17275R102 3,315,000.00 60,000 SOLE 11 60,000
CISCO SYSTEMS, INC........... COMMON 17275R102 13,751,725.00 248,900 SOLE 16 248,900
CISCO SYSTEMS, INC........... COMMON 17275R102 629,850.00 11,400 SOLE 18 11,400
CISCO SYSTEMS, INC........... COMMON 17275R102 1,038,700.00 18,800 SOLE 19 18,800
CISCO SYSTEMS, INC........... COMMON 17275R102 254,150.00 4,600 SOLE 32 4,600
CISCO SYSTEMS, INC........... COMMON 17275R102 1,817,725.00 32,900 SOLE 34 32,900
CISCO SYSTEMS, INC........... COMMON 17275R102 734,825.00 13,300 SOLE 38 13,300
CISCO SYSTEMS, INC........... COMMON 17275R102 1,303,900.00 23,600 SOLE 51 23,600
CISCO SYSTEMS, INC........... COMMON 17275R102 2,254,200.00 40,800 SOLE 53 40,800
CISCO SYSTEMS, INC........... COMMON 17275R102 613,275.00 11,100 SOLE 54 11,100
CISCO SYSTEMS, INC........... COMMON 17275R102 861,900.00 15,600 SOLE 55 15,600
CISCO SYSTEMS, INC........... COMMON 17275R102 1,602,250.00 29,000 SOLE 56 29,000
CISCO SYSTEMS, INC........... COMMON 17275R102 591,175.00 10,700 SOLE 58 10,700
CISCO SYSTEMS, INC........... COMMON 17275R102 1,596,725.00 28,900 SOLE 70 28,900
CISCO SYSTEMS, INC........... COMMON 17275R102 359,125.00 6,500 SOLE 71 6,500
CISCO SYSTEMS, INC........... COMMON 17275R102 729,300.00 13,200 SOLE 72 13,200
CISCO SYSTEMS, INC........... COMMON 17275R102 541,450.00 9,800 SOLE 520 9,800
CISCO SYSTEMS, INC........... COMMON 17275R102 663,000.00 12,000 SOLE 530 12,000
CISCO SYSTEMS, INC........... COMMON 17275R102 88,400.00 1,600 SOLE 540 1,600
CISCO SYSTEMS, INC........... COMMON 17275R102 530,400.00 9,600 SOLE 560 9,600
CISCO SYSTEMS, INC........... COMMON 17275R102 99,450.00 1,800 SOLE 570 1,800
CIT GROUP, INC............... COMMON 125577106 8,312.50 475 SOLE 38 475
CIT GROUP, INC............... COMMON 125577106 13,562.50 775 SOLE 51 775
CIT GROUP, INC............... COMMON 125577106 166,250.00 9,500 SOLE 55 9,500
CITIGROUP, INC............... COMMON 172967101 19,462,500.00 360,000 SOLE 2 360,000
CITIGROUP, INC............... COMMON 172967101 2,883,315.31 53,333 SOLE 3 53,333
CITIGROUP, INC............... COMMON 172967101 922,630.63 17,066 SOLE 6 17,066
CITIGROUP, INC............... COMMON 172967101 22,345,815.31 413,333 SOLE 10 413,333
CITIGROUP, INC............... COMMON 172967101 32,437,500.00 600,000 SOLE 11 600,000
CITIGROUP, INC............... COMMON 172967101 6,256,815.31 115,733 SOLE 13 115,733
CITIGROUP, INC............... COMMON 172967101 630,693.13 11,666 SOLE 18 11,666
CITIGROUP, INC............... COMMON 172967101 689,837.50 12,760 SOLE 19 12,760
CITIGROUP, INC............... COMMON 172967101 2,504,877.81 46,333 SOLE 20 46,333
CITIGROUP, INC............... COMMON 172967101 165,755.63 3,066 SOLE 32 3,066
CITIGROUP, INC............... COMMON 172967101 402,765.63 7,450 SOLE 38 7,450
CITIGROUP, INC............... COMMON 172967101 720,382.81 13,325 SOLE 51 13,325
CITIGROUP, INC............... COMMON 172967101 2,883,315.31 53,333 SOLE 53 53,333
CITIGROUP, INC............... COMMON 172967101 504,565.31 9,333 SOLE 55 9,333
CITIGROUP, INC............... COMMON 172967101 636,099.38 11,766 SOLE 58 11,766
CITIGROUP, INC............... COMMON 172967101 2,162,500.00 40,000 SOLE 70 40,000
CITIGROUP, INC............... COMMON 172967101 367,625.00 6,800 SOLE 520 6,800
CITIGROUP, INC............... COMMON 172967101 396,440.31 7,333 SOLE 530 7,333
CITIGROUP, INC............... COMMON 172967101 57,630.63 1,066 SOLE 540 1,066
CITIGROUP, INC............... COMMON 172967101 273,880.63 5,066 SOLE 560 5,066
CITIGROUP, INC............... COMMON 172967101 57,630.63 1,066 SOLE 570 1,066
CITIZENS COMMUNICATIONS
COMPANY.................... COMMON 17453B101 38,968.75 2,900 SOLE 57 2,900
CITRIX SYSTEMS, INC.......... COMMON 177376100 6,018.75 300 SOLE 38 300
CITRIX SYSTEMS, INC.......... COMMON 177376100 12,037.50 600 SOLE 51 600
CITY NATIONAL CORPORATION.... COMMON 178566105 19,312.50 500 SOLE 19 500
CLAYTON HOMES, INC........... COMMON 184190106 7,000.00 700 SOLE 19 700
CLEAR CHANNEL
COMMUNICATIONS, INC........ COMMON 184502102 8,232,050.00 145,700 SOLE 2 145,700
CLEAR CHANNEL
COMMUNICATIONS, INC........ COMMON 184502102 282,500.00 5,000 SOLE 3 5,000
CLEAR CHANNEL
COMMUNICATIONS, INC........ COMMON 184502102 7,627,500.00 135,000 SOLE 10 135,000
CLEAR CHANNEL
COMMUNICATIONS, INC........ COMMON 184502102 2,825,000.00 50,000 SOLE 11 50,000
CLEAR CHANNEL
COMMUNICATIONS, INC........ COMMON 184502102 833,827.00 14,758 SOLE 16 14,758
CLEAR CHANNEL
COMMUNICATIONS, INC........ COMMON 184502102 50,850.00 900 SOLE 19 900
CLEAR CHANNEL
COMMUNICATIONS, INC........ COMMON 184502102 125,712.50 2,225 SOLE 32 2,225
CLEAR CHANNEL
COMMUNICATIONS, INC........ COMMON 184502102 95,598.00 1,692 SOLE 34 1,692
CLEAR CHANNEL
COMMUNICATIONS, INC........ COMMON 184502102 73,450.00 1,300 SOLE 38 1,300
CLEAR CHANNEL
COMMUNICATIONS, INC........ COMMON 184502102 129,950.00 2,300 SOLE 51 2,300
CLEAR CHANNEL
COMMUNICATIONS, INC........ COMMON 184502102 2,288,250.00 40,500 SOLE 53 40,500
CLEAR CHANNEL
COMMUNICATIONS, INC........ COMMON 184502102 21,244.00 376 SOLE 54 376
CLEAR CHANNEL
COMMUNICATIONS, INC........ COMMON 184502102 38,194.00 676 SOLE 55 676
CLEAR CHANNEL
COMMUNICATIONS, INC........ COMMON 184502102 1,497,250.00 26,500 SOLE 70 26,500
CLEAR CHANNEL
COMMUNICATIONS, INC........ COMMON 184502102 21,244.00 376 SOLE 71 376
CLEAR CHANNEL
COMMUNICATIONS, INC........ COMMON 184502102 106,220.00 1,880 SOLE 520 1,880
CLEAR CHANNEL
COMMUNICATIONS, INC........ COMMON 184502102 169,952.00 3,008 SOLE 530 3,008
CLEAR CHANNEL
COMMUNICATIONS, INC........ COMMON 184502102 21,244.00 376 SOLE 540 376
CLEAR CHANNEL
COMMUNICATIONS, INC........ COMMON 184502102 116,842.00 2,068 SOLE 560 2,068
CLEAR CHANNEL
COMMUNICATIONS, INC........ COMMON 184502102 26,555.00 470 SOLE 570 470
CLOROX COMPANY............... COMMON 189054109 237,375.00 6,000 SOLE 3 6,000
CLOROX COMPANY............... COMMON 189054109 2,373,750.00 60,000 SOLE 11 60,000
CLOROX COMPANY............... COMMON 189054109 27,693.75 700 SOLE 19 700
CLOROX COMPANY............... COMMON 189054109 110,775.00 2,800 SOLE 34 2,800
CLOROX COMPANY............... COMMON 189054109 15,825.00 400 SOLE 38 400
CLOROX COMPANY............... COMMON 189054109 23,737.50 600 SOLE 51 600
CLOROX COMPANY............... COMMON 189054109 11,868.75 300 SOLE 58 300
CLOSURE MEDICAL
CORPORATION................ COMMON 189093107 4,231,500.00 168,000 SOLE 1 168,000
CLOSURE MEDICAL
CORPORATION................ COMMON 189093107 7,102,875.00 282,000 SOLE 15 282,000
C-MAC INDUSTRIES, INC........ COMMON 125920108 46,000.00 800 SOLE 39 800
C-MAC INDUSTRIES, INC........ COMMON 125920108 97,750.00 1,700 SOLE 52 1,700
CMS ENERGY CORPORATION....... COMMON 125896100 10,775.00 400 SOLE 38 400
CMS ENERGY CORPORATION....... COMMON 125896100 18,856.25 700 SOLE 51 700
CNET NETWORKS, INC........... COMMON 12613R104 7,307.81 300 SOLE 19 300
CNF TRANSPORTATION, INC...... COMMON 12612W104 13,350.00 600 SOLE 19 600
COASTAL CORPORATION.......... COMMON 190441105 9,636,250.00 130,000 SOLE 2 130,000
COASTAL CORPORATION.......... COMMON 190441105 10,377,500.00 140,000 SOLE 10 140,000
COASTAL CORPORATION.......... COMMON 190441105 29,650.00 400 SOLE 38 400
COASTAL CORPORATION.......... COMMON 190441105 44,475.00 600 SOLE 51 600
COASTAL CORPORATION.......... COMMON 190441105 22,237.50 300 SOLE 58 300
COASTAL CORPORATION.......... COMMON 190441105 400,275.00 5,400 SOLE 520 5,400
COASTAL CORPORATION.......... COMMON 190441105 378,037.50 5,100 SOLE 530 5,100
COASTAL CORPORATION.......... COMMON 190441105 59,300.00 800 SOLE 540 800
COASTAL CORPORATION.......... COMMON 190441105 266,850.00 3,600 SOLE 560 3,600
COASTAL CORPORATION.......... COMMON 190441105 59,300.00 800 SOLE 570 800
COBALT NETWORKS.............. COMMON 19074R101 34,725.00 600 SOLE 38 600
COBALT NETWORKS.............. COMMON 19074R101 57,875.00 1,000 SOLE 51 1,000
COCA-COLA COMPANY............ COMMON 191216100 6,890,625.00 125,000 SOLE 2 125,000
COCA-COLA COMPANY............ COMMON 191216100 6,890,625.00 125,000 SOLE 10 125,000
COCA-COLA COMPANY............ COMMON 191216100 5,236,875.00 95,000 SOLE 16 95,000
COCA-COLA COMPANY............ COMMON 191216100 374,850.00 6,800 SOLE 19 6,800
COCA-COLA COMPANY............ COMMON 191216100 639,450.00 11,600 SOLE 34 11,600
COCA-COLA COMPANY............ COMMON 191216100 248,062.50 4,500 SOLE 38 4,500
COCA-COLA COMPANY............ COMMON 191216100 441,000.00 8,000 SOLE 51 8,000
COCA-COLA COMPANY............ COMMON 191216100 192,937.50 3,500 SOLE 54 3,500
COCA-COLA COMPANY............ COMMON 191216100 44,100.00 800 SOLE 58 800
COCA-COLA COMPANY............ COMMON 191216100 121,275.00 2,200 SOLE 71 2,200
COCA-COLA COMPANY............ COMMON 191216100 198,450.00 3,600 SOLE 520 3,600
COCA-COLA COMPANY............ COMMON 191216100 148,837.50 2,700 SOLE 530 2,700
COCA-COLA COMPANY............ COMMON 191216100 33,075.00 600 SOLE 540 600
COCA-COLA COMPANY............ COMMON 191216100 110,250.00 2,000 SOLE 560 2,000
COCA-COLA COMPANY............ COMMON 191216100 22,050.00 400 SOLE 570 400
COCA-COLA
ENTERPRISES, INC........... COMMON 191219104 22,312.50 1,400 SOLE 19 1,400
COCA-COLA
ENTERPRISES, INC........... COMMON 191219104 12,750.00 800 SOLE 38 800
COCA-COLA
ENTERPRISES, INC........... COMMON 191219104 20,718.75 1,300 SOLE 51 1,300
COFLEXIP S.A. ADR............ COMMON 192384105 105,825.00 1,700 SOLE 18 1,700
COGNEX CORPORATION........... COMMON 192422103 11,831.25 300 SOLE 19 300
COHERENT, INC................ COMMON 192479103 6,800.00 100 SOLE 19 100
COLGATE-PALMOLIVE COMPANY.... COMMON 194162103 7,552,000.00 160,000 SOLE 2 160,000
COLGATE-PALMOLIVE COMPANY.... COMMON 194162103 9,440,000.00 200,000 SOLE 10 200,000
COLGATE-PALMOLIVE COMPANY.... COMMON 194162103 1,604,800.00 34,000 SOLE 16 34,000
COLGATE-PALMOLIVE COMPANY.... COMMON 194162103 75,520.00 1,600 SOLE 19 1,600
COLGATE-PALMOLIVE COMPANY.... COMMON 194162103 63,720.00 1,350 SOLE 32 1,350
COLGATE-PALMOLIVE COMPANY.... COMMON 194162103 75,520.00 1,600 SOLE 34 1,600
COLGATE-PALMOLIVE COMPANY.... COMMON 194162103 47,200.00 1,000 SOLE 38 1,000
COLGATE-PALMOLIVE COMPANY.... COMMON 194162103 84,960.00 1,800 SOLE 51 1,800
COLGATE-PALMOLIVE COMPANY.... COMMON 194162103 2,558,240.00 54,200 SOLE 53 54,200
COLGATE-PALMOLIVE COMPANY.... COMMON 194162103 42,480.00 900 SOLE 54 900
COLGATE-PALMOLIVE COMPANY.... COMMON 194162103 51,920.00 1,100 SOLE 55 1,100
COLGATE-PALMOLIVE COMPANY.... COMMON 194162103 51,920.00 1,100 SOLE 58 1,100
COLGATE-PALMOLIVE COMPANY.... COMMON 194162103 1,656,720.00 35,100 SOLE 70 35,100
COLGATE-PALMOLIVE COMPANY.... COMMON 194162103 28,320.00 600 SOLE 71 600
COLGATE-PALMOLIVE COMPANY.... COMMON 194162103 198,240.00 4,200 SOLE 520 4,200
COLGATE-PALMOLIVE COMPANY.... COMMON 194162103 141,600.00 3,000 SOLE 530 3,000
COLGATE-PALMOLIVE COMPANY.... COMMON 194162103 18,880.00 400 SOLE 540 400
COLGATE-PALMOLIVE COMPANY.... COMMON 194162103 94,400.00 2,000 SOLE 560 2,000
COLGATE-PALMOLIVE COMPANY.... COMMON 194162103 23,600.00 500 SOLE 570 500
COLONIAL PROPERTIES TRUST.... COMMON 195872106 68,073.00 2,650 SOLE 1 2,650
COLUMBIA ENERGY GROUP........ COMMON 197648108 7,952.00 112 SOLE 38 112
COLUMBIA ENERGY GROUP........ COMMON 197648108 14,200.00 200 SOLE 51 200
COMCAST CORPORATION.......... COMMON 200300200 450,312.50 11,000 SOLE 3 11,000
COMCAST CORPORATION.......... COMMON 200300200 3,684,375.00 90,000 SOLE 11 90,000
COMCAST CORPORATION.......... COMMON 200300200 1,686,625.00 41,200 SOLE 16 41,200
COMCAST CORPORATION.......... COMMON 200300200 98,250.00 2,400 SOLE 19 2,400
COMCAST CORPORATION.......... COMMON 200300200 204,687.50 5,000 SOLE 34 5,000
COMCAST CORPORATION.......... COMMON 200300200 77,781.25 1,900 SOLE 38 1,900
COMCAST CORPORATION.......... COMMON 200300200 143,281.25 3,500 SOLE 51 3,500
COMCAST CORPORATION.......... COMMON 200300200 28,656.25 700 SOLE 54 700
COMCAST CORPORATION.......... COMMON 200300200 28,656.25 700 SOLE 71 700
COMDISCO, INC................ COMMON 200336105 1,715,625.00 90,000 SOLE 1 90,000
COMDISCO, INC................ COMMON 200336105 4,308,125.00 226,000 SOLE 15 226,000
COMDISCO, INC................ COMMON 200336105 28,593.75 1,500 SOLE 19 1,500
COMDISCO, INC................ COMMON 200336105 571,875.00 30,000 SOLE 29 30,000
COMDISCO, INC................ COMMON 200336105 343,125.00 18,000 SOLE 35 18,000
COMERICA, INC................ COMMON 200340107 43,828.13 750 SOLE 19 750
COMERICA, INC................ COMMON 200340107 11,687.50 200 SOLE 38 200
COMERICA, INC................ COMMON 200340107 23,375.00 400 SOLE 51 400
COMMERCE ONE, INC............ COMMON 200693109 23,550.00 300 SOLE 58 300
COMPAQ COMPUTER
CORPORATION................ COMMON 204493100 3,309,600.00 120,000 SOLE 2 120,000
COMPAQ COMPUTER
CORPORATION................ COMMON 204493100 524,020.00 19,000 SOLE 3 19,000
COMPAQ COMPUTER
CORPORATION................ COMMON 204493100 3,585,400.00 130,000 SOLE 10 130,000
COMPAQ COMPUTER
CORPORATION................ COMMON 204493100 6,895,000.00 250,000 SOLE 11 250,000
COMPAQ COMPUTER
CORPORATION................ COMMON 204493100 1,522,416.00 55,200 SOLE 16 55,200
COMPAQ COMPUTER
CORPORATION................ COMMON 204493100 150,476.48 5,456 SOLE 19 5,456
COMPAQ COMPUTER
CORPORATION................ COMMON 204493100 915,656.00 33,200 SOLE 20 33,200
COMPAQ COMPUTER
CORPORATION................ COMMON 204493100 146,174.00 5,300 SOLE 34 5,300
COMPAQ COMPUTER
CORPORATION................ COMMON 204493100 85,498.00 3,100 SOLE 38 3,100
COMPAQ COMPUTER
CORPORATION................ COMMON 204493100 151,690.00 5,500 SOLE 51 5,500
COMPAQ COMPUTER
CORPORATION................ COMMON 204493100 540,568.00 19,600 SOLE 56 19,600
COMPAQ COMPUTER
CORPORATION................ COMMON 204493100 33,096.00 1,200 SOLE 58 1,200
COMPAQ COMPUTER
CORPORATION................ COMMON 204493100 262,010.00 9,500 SOLE 72 9,500
COMPASS BANCSHARES, INC...... COMMON 20449H109 23,400.00 1,200 SOLE 19 1,200
COMPUCREDIT CORPORATION...... COMMON 20478N100 297,296.88 5,300 SOLE 36 5,300
COMPUCREDIT CORPORATION...... COMMON 20478N100 729,218.75 13,000 SOLE 50 13,000
COMPUTER ASOCIATES
INTERNATIONAL, INC......... COMMON 204912109 42,818.75 1,700 SOLE 19 1,700
COMPUTER ASOCIATES
INTERNATIONAL, INC......... COMMON 204912109 25,187.50 1,000 SOLE 38 1,000
COMPUTER ASOCIATES
INTERNATIONAL, INC......... COMMON 204912109 40,300.00 1,600 SOLE 51 1,600
COMPUTER ASOCIATES
INTERNATIONAL, INC......... COMMON 204912109 15,112.50 600 SOLE 58 600
COMPUTER SCIENCES
CORPORATION................ COMMON 205363104 3,341,250.00 45,000 SOLE 1 45,000
COMPUTER SCIENCES
CORPORATION................ COMMON 205363104 8,910,000.00 120,000 SOLE 2 120,000
COMPUTER SCIENCES
CORPORATION................ COMMON 205363104 155,925.00 2,100 SOLE 3 2,100
COMPUTER SCIENCES
CORPORATION................ COMMON 205363104 11,137,500.00 150,000 SOLE 10 150,000
COMPUTER SCIENCES
CORPORATION................ COMMON 205363104 1,856,250.00 25,000 SOLE 11 25,000
COMPUTER SCIENCES
CORPORATION................ COMMON 205363104 9,801,000.00 132,000 SOLE 15 132,000
COMPUTER SCIENCES
CORPORATION................ COMMON 205363104 44,550.00 600 SOLE 19 600
COMPUTER SCIENCES
CORPORATION................ COMMON 205363104 1,113,750.00 15,000 SOLE 29 15,000
COMPUTER SCIENCES
CORPORATION................ COMMON 205363104 74,250.00 1,000 SOLE 32 1,000
COMPUTER SCIENCES
CORPORATION................ COMMON 205363104 653,400.00 8,800 SOLE 35 8,800
COMPUTER SCIENCES
CORPORATION................ COMMON 205363104 29,700.00 400 SOLE 38 400
COMPUTER SCIENCES
CORPORATION................ COMMON 205363104 51,975.00 700 SOLE 51 700
COMPUTER SCIENCES
CORPORATION................ COMMON 205363104 3,066,525.00 41,300 SOLE 53 41,300
COMPUTER SCIENCES
CORPORATION................ COMMON 205363104 14,850.00 200 SOLE 58 200
COMPUTER SCIENCES
CORPORATION................ COMMON 205363104 2,056,725.00 27,700 SOLE 70 27,700
COMPUTER SCIENCES
CORPORATION................ COMMON 205363104 178,200.00 2,400 SOLE 520 2,400
COMPUTER SCIENCES
CORPORATION................ COMMON 205363104 282,150.00 3,800 SOLE 530 3,800
COMPUTER SCIENCES
CORPORATION................ COMMON 205363104 29,700.00 400 SOLE 540 400
COMPUTER SCIENCES
CORPORATION................ COMMON 205363104 163,350.00 2,200 SOLE 560 2,200
COMPUTER SCIENCES
CORPORATION................ COMMON 205363104 29,700.00 400 SOLE 570 400
COMPUWARE CORPORATION........ COMMON 205638109 9,212.50 1,100 SOLE 19 1,100
COMPUWARE CORPORATION........ COMMON 205638109 5,862.50 700 SOLE 38 700
COMPUWARE CORPORATION........ COMMON 205638109 10,050.00 1,200 SOLE 51 1,200
COMVERSE TECHNOLOGY, INC..... COMMON 205862402 9,720,000.00 90,000 SOLE 1 90,000
COMVERSE TECHNOLOGY, INC..... COMMON 205862402 4,320,000.00 40,000 SOLE 2 40,000
COMVERSE TECHNOLOGY, INC..... COMMON 205862402 4,320,000.00 40,000 SOLE 10 40,000
COMVERSE TECHNOLOGY, INC..... COMMON 205862402 26,136,000.00 242,000 SOLE 15 242,000
COMVERSE TECHNOLOGY, INC..... COMMON 205862402 3,099,600.00 28,700 SOLE 16 28,700
COMVERSE TECHNOLOGY, INC..... COMMON 205862402 113,400.00 1,050 SOLE 32 1,050
COMVERSE TECHNOLOGY, INC..... COMMON 205862402 410,400.00 3,800 SOLE 34 3,800
COMVERSE TECHNOLOGY, INC..... COMMON 205862402 43,200.00 400 SOLE 38 400
COMVERSE TECHNOLOGY, INC..... COMMON 205862402 32,400.00 300 SOLE 39 300
COMVERSE TECHNOLOGY, INC..... COMMON 205862402 64,800.00 600 SOLE 51 600
COMVERSE TECHNOLOGY, INC..... COMMON 205862402 64,800.00 600 SOLE 52 600
COMVERSE TECHNOLOGY, INC..... COMMON 205862402 3,445,200.00 31,900 SOLE 53 31,900
COMVERSE TECHNOLOGY, INC..... COMMON 205862402 43,200.00 400 SOLE 54 400
COMVERSE TECHNOLOGY, INC..... COMMON 205862402 21,600.00 200 SOLE 58 200
COMVERSE TECHNOLOGY, INC..... COMMON 205862402 2,397,600.00 22,200 SOLE 70 22,200
COMVERSE TECHNOLOGY, INC..... COMMON 205862402 32,400.00 300 SOLE 71 300
COMVERSE TECHNOLOGY, INC..... COMMON 205862402 108,000.00 1,000 SOLE 520 1,000
COMVERSE TECHNOLOGY, INC..... COMMON 205862402 108,000.00 1,000 SOLE 530 1,000
COMVERSE TECHNOLOGY, INC..... COMMON 205862402 21,600.00 200 SOLE 540 200
COMVERSE TECHNOLOGY, INC..... COMMON 205862402 75,600.00 700 SOLE 560 700
COMVERSE TECHNOLOGY, INC..... COMMON 205862402 21,600.00 200 SOLE 570 200
CONAGRA FOODS INC............ COMMON 205887102 28,087.50 1,400 SOLE 19 1,400
CONAGRA FOODS INC............ COMMON 205887102 18,056.25 900 SOLE 38 900
CONAGRA FOODS INC............ COMMON 205887102 32,100.00 1,600 SOLE 51 1,600
CONAGRA FOODS INC............ COMMON 205887102 24,075.00 1,200 SOLE 58 1,200
CONCORD EFS, INC............. COMMON 206197105 60,376.56 1,700 SOLE 19 1,700
CONCURRENT COMPUTER
CORPORATION................ COMMON 206710204 570,000.00 30,000 SOLE 36 30,000
CONCURRENT COMPUTER
CORPORATION................ COMMON 206710204 1,254,000.00 66,000 SOLE 50 66,000
CONEXANT SYSTEMS, INC........ COMMON 207142100 25,125.00 600 SOLE 38 600
CONEXANT SYSTEMS, INC........ COMMON 207142100 41,875.00 1,000 SOLE 51 1,000
CONEXANT SYSTEMS, INC........ COMMON 207142100 29,312.50 700 SOLE 58 700
CONNETICS CORPORATION........ COMMON 208192104 566,937.50 23,500 SOLE 36 23,500
CONNETICS CORPORATION........ COMMON 208192104 1,447,500.00 60,000 SOLE 50 60,000
CONOCO, INC.................. COMMON 208251306 15,675.00 600 SOLE 58 600
CONOCO, INC. (CL.B).......... COMMON 208251405 215,500.00 8,000 SOLE 3 8,000
CONOCO, INC. (CL.B).......... COMMON 208251405 19,772.13 734 SOLE 19 734
CONOCO, INC. (CL.B).......... COMMON 208251405 26,910.56 999 SOLE 38 999
CONOCO, INC. (CL.B).......... COMMON 208251405 51,127.38 1,898 SOLE 51 1,898
CONSECO INC.................. COMMON 208464107 7,998.63 1,049 SOLE 19 1,049
CONSECO INC.................. COMMON 208464107 4,742.75 622 SOLE 38 622
CONSECO INC.................. COMMON 208464107 6,854.88 899 SOLE 51 899
CONSOLIDATED EDISON, INC..... COMMON 209115104 34,125.00 1,000 SOLE 19 1,000
CONSOLIDATED EDISON, INC..... COMMON 209115104 10,237.50 300 SOLE 38 300
CONSOLIDATED EDISON, INC..... COMMON 209115104 17,062.50 500 SOLE 51 500
CONSOLIDATED STORES
CORPORATION................ COMMON 210149100 12,150.00 900 SOLE 38 900
CONSOLIDATED STORES
CORPORATION................ COMMON 210149100 22,950.00 1,700 SOLE 51 1,700
CONSTELLATION
ENERGY GROUP............... COMMON 210371100 49,750.00 1,000 SOLE 19 1,000
CONSTELLATION
ENERGY GROUP............... COMMON 210371100 19,452.25 391 SOLE 38 391
CONSTELLATION
ENERGY GROUP............... COMMON 210371100 34,825.00 700 SOLE 51 700
CONTINENTAL AIRLINES
(CL.B)..................... COMMON 210795308 113,593.75 2,500 SOLE 55 2,500
CONTINENTAL AIRLINES
(CL.B)..................... COMMON 210795308 68,156.25 1,500 SOLE 58 1,500
CONVERGYS CORPORATION........ COMMON 212485106 15,550.00 400 SOLE 38 400
CONVERGYS CORPORATION........ COMMON 212485106 27,212.50 700 SOLE 51 700
CONVERGYS CORPORATION........ COMMON 212485106 7,775.00 200 SOLE 58 200
COOPER CAMERON
CORPORATION................ COMMON 216640102 36,843.75 500 SOLE 58 500
COOPER INDUSTRIES, INC....... COMMON 216669101 457,827.00 12,988 SOLE 20 12,988
COOPER INDUSTRIES, INC....... COMMON 216669101 3,842.25 109 SOLE 38 109
COOPER INDUSTRIES, INC....... COMMON 216669101 3,525.00 100 SOLE 51 100
COOPER TIRE &
RUBBER COMPANY............. COMMON 216831107 6,037.50 600 SOLE 38 600
COOPER TIRE &
RUBBER COMPANY............. COMMON 216831107 10,766.88 1,070 SOLE 51 1,070
COPPER MOUNTAIN
NETWORKS, INC.............. COMMON 217510106 15,000.00 400 SOLE 19 400
COR THERAPEUTICS, INC........ COMMON 217753102 529,656.25 8,500 SOLE 36 8,500
COR THERAPEUTICS, INC........ COMMON 217753102 1,308,562.50 21,000 SOLE 50 21,000
CORNERSTONE REALTY INCOME.... COMMON 21922V102 47,281.00 4,450 SOLE 1 4,450
CORNING, INC................. COMMON 219350105 5,940,000.00 20,000 SOLE 2 20,000
CORNING, INC................. COMMON 219350105 4,455,000.00 15,000 SOLE 10 15,000
CORNING, INC................. COMMON 219350105 237,600.00 800 SOLE 19 800
CORNING, INC................. COMMON 219350105 148,500.00 500 SOLE 38 500
CORNING, INC................. COMMON 219350105 326,700.00 1,100 SOLE 51 1,100
CORNING, INC................. COMMON 219350105 148,500.00 500 SOLE 54 500
CORNING, INC................. COMMON 219350105 326,700.00 1,100 SOLE 55 1,100
CORNING, INC................. COMMON 219350105 29,700.00 100 SOLE 58 100
CORNING, INC................. COMMON 219350105 89,100.00 300 SOLE 71 300
CORPORATE EXECUTIVE
BOARD COMPANY.............. COMMON 21988R102 1,207,500.00 30,000 SOLE 36 30,000
CORPORATE EXECUTIVE
BOARD COMPANY.............. COMMON 21988R102 3,059,000.00 76,000 SOLE 50 76,000
CORSAIR COMMUNICATIONS
INC........................ COMMON 220406102 17,187.50 2,200 SOLE 57 2,200
COSTCO WHOLESALE
CORPORATION................ COMMON 22160K105 139,750.00 4,000 SOLE 3 4,000
COSTCO WHOLESALE
CORPORATION................ COMMON 22160K105 2,096,250.00 60,000 SOLE 11 60,000
COSTCO WHOLESALE
CORPORATION................ COMMON 22160K105 41,925.00 1,200 SOLE 19 1,200
COSTCO WHOLESALE
CORPORATION................ COMMON 22160K105 34,937.50 1,000 SOLE 38 1,000
COSTCO WHOLESALE
CORPORATION................ COMMON 22160K105 62,887.50 1,800 SOLE 51 1,800
COUNTRYWIDE CREDIT
INDUSTRIES, INC............ COMMON 222372104 3,775.00 100 SOLE 38 100
COUNTRYWIDE CREDIT
INDUSTRIES, INC............ COMMON 222372104 11,325.00 300 SOLE 51 300
COUSINS PROPERTIES........... COMMON 222795106 137,802.00 3,200 SOLE 1 3,200
COVENANT TRANSPORT, INC...... COMMON 22284P105 875,375.00 94,000 SOLE 29 94,000
COVENANT TRANSPORT, INC...... COMMON 22284P105 502,875.00 54,000 SOLE 35 54,000
COVENANT TRANSPORT, INC...... COMMON 22284P105 35,387.50 3,800 SOLE 57 3,800
COX COMMUNICATIONS, INC...... COMMON 224044107 30,600.00 800 SOLE 19 800
CP&L, INC.................... COMMON 12614C106 20,843.75 500 SOLE 38 500
CP&L, INC.................... COMMON 12614C106 37,518.75 900 SOLE 51 900
CRANE COMPANY................ COMMON 224399105 919,575.00 40,200 SOLE 1 40,200
CRANE COMPANY................ COMMON 224399105 2,287,500.00 100,000 SOLE 15 100,000
CRANE COMPANY................ COMMON 224399105 2,905.13 127 SOLE 38 127
CRANE COMPANY................ COMMON 224399105 4,575.00 200 SOLE 51 200
CREDENCE SYSTEMS
CORPORATION................ COMMON 225302108 174,000.00 5,800 SOLE 56 5,800
CREDENCE SYSTEMS
CORPORATION................ COMMON 225302108 66,000.00 2,200 SOLE 72 2,200
CREE RESEARCH, INC........... COMMON 225447101 11,625.00 100 SOLE 19 100
CRESCENT REAL ESTATE......... COMMON 225756105 277,797.00 12,450 SOLE 1 12,450
CROMPTION CORPORATION........ COMMON 227116100 10,237.50 1,300 SOLE 19 1,300
CROSS (A.T.) COMPANY......... COMMON 227478104 2,150.00 400 SOLE 19 400
CROSS TIMBERS OIL COMPANY.... COMMON 227573102 431,718.75 22,500 SOLE 36 22,500
CROSS TIMBERS OIL COMPANY.... COMMON 227573102 1,189,625.00 62,000 SOLE 50 62,000
CROWN CASTLE INTERNATIONAL
CORPORATION................ COMMON 228227104 12,425.00 400 SOLE 19 400
CROWN CORK & SEAL
COMPANY INC................ COMMON 228255105 7,481.25 700 SOLE 38 700
CROWN CORK & SEAL
COMPANY INC................ COMMON 228255105 12,825.00 1,200 SOLE 51 1,200
CRYOLIFE, INC................ COMMON 228903100 1,814,156.25 52,300 SOLE 1 52,300
CRYOLIFE, INC................ COMMON 228903100 4,696,687.50 135,400 SOLE 15 135,400
CRYOLIFE, INC................ COMMON 228903100 2,844,375.00 82,000 SOLE 29 82,000
CRYOLIFE, INC................ COMMON 228903100 2,289,375.00 66,000 SOLE 35 66,000
CSX CORPORATION.............. COMMON 126408103 872,500.00 40,000 SOLE 1 40,000
CSX CORPORATION.............. COMMON 126408103 2,464,812.50 113,000 SOLE 15 113,000
CSX CORPORATION.............. COMMON 126408103 13,087.50 600 SOLE 19 600
CSX CORPORATION.............. COMMON 126408103 992,468.75 45,500 SOLE 29 45,500
CSX CORPORATION.............. COMMON 126408103 392,625.00 18,000 SOLE 35 18,000
CSX CORPORATION.............. COMMON 126408103 8,725.00 400 SOLE 38 400
CSX CORPORATION.............. COMMON 126408103 15,268.75 700 SOLE 51 700
CUMMINS ENGINE
COMPANY, INC............... COMMON 231021106 5,987.50 200 SOLE 38 200
CUMMINS ENGINE
COMPANY, INC............... COMMON 231021106 11,975.00 400 SOLE 51 400
CVS CORPORATION.............. COMMON 126650100 1,945,125.00 42,000 SOLE 1 42,000
CVS CORPORATION.............. COMMON 126650100 231,562.50 5,000 SOLE 3 5,000
CVS CORPORATION.............. COMMON 126650100 2,315,625.00 50,000 SOLE 11 50,000
CVS CORPORATION.............. COMMON 126650100 5,557,500.00 120,000 SOLE 15 120,000
CVS CORPORATION.............. COMMON 126650100 1,519,050.00 32,800 SOLE 16 32,800
CVS CORPORATION.............. COMMON 126650100 64,837.50 1,400 SOLE 19 1,400
CVS CORPORATION.............. COMMON 126650100 741,000.00 16,000 SOLE 29 16,000
CVS CORPORATION.............. COMMON 126650100 231,562.50 5,000 SOLE 34 5,000
CVS CORPORATION.............. COMMON 126650100 277,875.00 6,000 SOLE 35 6,000
CVS CORPORATION.............. COMMON 126650100 32,418.75 700 SOLE 38 700
CVS CORPORATION.............. COMMON 126650100 55,575.00 1,200 SOLE 51 1,200
CVS CORPORATION.............. COMMON 126650100 13,893.75 300 SOLE 58 300
CYPRESS SEMICONDUCTOR
CORPORATION................ COMMON 232806109 187,031.25 4,500 SOLE 56 4,500
CYPRESS SEMICONDUCTOR
CORPORATION................ COMMON 232806109 83,125.00 2,000 SOLE 72 2,000
CYTYC CORPORATION............ COMMON 232946103 8,625.00 200 SOLE 19 200
DAIN RAUSCHER CORPORATION.... COMMON 233856103 837,000.00 9,000 SOLE 36 9,000
DAIN RAUSCHER CORPORATION.... COMMON 233856103 1,990,200.00 21,400 SOLE 50 21,400
DAISYTEK INTERNATIONAL
CORPORATION................ COMMON 234053106 43,556.25 6,900 SOLE 57 6,900
DANA CORPORATION............. COMMON 235811106 28,874.50 1,343 SOLE 19 1,343
DANA CORPORATION............. COMMON 235811106 285,950.00 13,300 SOLE 20 13,300
DANA CORPORATION............. COMMON 235811106 6,450.00 300 SOLE 38 300
DANA CORPORATION............. COMMON 235811106 10,750.00 500 SOLE 51 500
DANAHER CORPORATION.......... COMMON 235851102 29,850.00 600 SOLE 19 600
DANAHER CORPORATION.......... COMMON 235851102 10,298.25 207 SOLE 38 207
DANAHER CORPORATION.......... COMMON 235851102 19,104.00 384 SOLE 51 384
DARDEN RESTAURANTS, INC...... COMMON 237194105 16,650.00 800 SOLE 19 800
DARDEN RESTAURANTS, INC...... COMMON 237194105 16,650.00 800 SOLE 38 800
DARDEN RESTAURANTS, INC...... COMMON 237194105 31,218.75 1,500 SOLE 51 1,500
DARDEN RESTAURANTS, INC...... COMMON 237194105 10,406.25 500 SOLE 58 500
DDI CORPORATION.............. COMMON 233162106 88,500.00 2,000 SOLE 36 2,000
DDI CORPORATION.............. COMMON 233162106 225,675.00 5,100 SOLE 50 5,100
DEAN FOODS COMPANY........... COMMON 242361103 13,300.00 400 SOLE 19 400
DEERE & COMPANY.............. COMMON 244199105 166,250.00 5,000 SOLE 3 5,000
DEERE & COMPANY.............. COMMON 244199105 1,662,500.00 50,000 SOLE 11 50,000
DEERE & COMPANY.............. COMMON 244199105 851,200.00 25,600 SOLE 16 25,600
DEERE & COMPANY.............. COMMON 244199105 36,575.00 1,100 SOLE 19 1,100
DEERE & COMPANY.............. COMMON 244199105 103,075.00 3,100 SOLE 34 3,100
DEERE & COMPANY.............. COMMON 244199105 9,975.00 300 SOLE 38 300
DEERE & COMPANY.............. COMMON 244199105 19,950.00 600 SOLE 51 600
DELL COMPUTER CORPORATION.... COMMON 247025109 6,162,500.00 200,000 SOLE 2 200,000
DELL COMPUTER CORPORATION.... COMMON 247025109 6,932,812.50 225,000 SOLE 10 225,000
DELL COMPUTER CORPORATION.... COMMON 247025109 3,013,462.50 97,800 SOLE 16 97,800
DELL COMPUTER CORPORATION.... COMMON 247025109 169,468.75 5,500 SOLE 18 5,500
DELL COMPUTER CORPORATION.... COMMON 247025109 246,500.00 8,000 SOLE 19 8,000
DELL COMPUTER CORPORATION.... COMMON 247025109 141,737.50 4,600 SOLE 32 4,600
DELL COMPUTER CORPORATION.... COMMON 247025109 375,912.50 12,200 SOLE 34 12,200
DELL COMPUTER CORPORATION.... COMMON 247025109 150,981.25 4,900 SOLE 38 4,900
DELL COMPUTER CORPORATION.... COMMON 247025109 271,150.00 8,800 SOLE 51 8,800
DELL COMPUTER CORPORATION.... COMMON 247025109 2,206,175.00 71,600 SOLE 53 71,600
DELL COMPUTER CORPORATION.... COMMON 247025109 110,925.00 3,600 SOLE 54 3,600
DELL COMPUTER CORPORATION.... COMMON 247025109 191,037.50 6,200 SOLE 55 6,200
DELL COMPUTER CORPORATION.... COMMON 247025109 206,443.75 6,700 SOLE 56 6,700
DELL COMPUTER CORPORATION.... COMMON 247025109 73,950.00 2,400 SOLE 58 2,400
DELL COMPUTER CORPORATION.... COMMON 247025109 1,442,025.00 46,800 SOLE 70 46,800
DELL COMPUTER CORPORATION.... COMMON 247025109 70,868.75 2,300 SOLE 71 2,300
DELL COMPUTER CORPORATION.... COMMON 247025109 89,356.25 2,900 SOLE 72 2,900
DELL COMPUTER CORPORATION.... COMMON 247025109 117,087.50 3,800 SOLE 520 3,800
DELL COMPUTER CORPORATION.... COMMON 247025109 126,331.25 4,100 SOLE 530 4,100
DELL COMPUTER CORPORATION.... COMMON 247025109 18,487.50 600 SOLE 540 600
DELL COMPUTER CORPORATION.... COMMON 247025109 86,275.00 2,800 SOLE 560 2,800
DELL COMPUTER CORPORATION.... COMMON 247025109 18,487.50 600 SOLE 570 600
DELPHI AUTOMOTIVE SYSTEMS
CORPORATION................ COMMON 247126105 226,875.00 15,000 SOLE 3 15,000
DELPHI AUTOMOTIVE SYSTEMS
CORPORATION................ COMMON 247126105 1,210,000.00 80,000 SOLE 11 80,000
DELPHI AUTOMOTIVE SYSTEMS
CORPORATION................ COMMON 247126105 30,643.25 2,026 SOLE 19 2,026
DELPHI AUTOMOTIVE SYSTEMS
CORPORATION................ COMMON 247126105 15,125.00 1,000 SOLE 38 1,000
DELPHI AUTOMOTIVE SYSTEMS
CORPORATION................ COMMON 247126105 27,225.00 1,800 SOLE 51 1,800
DELTA AIR LINES, INC......... COMMON 247361108 102,062.50 2,300 SOLE 18 2,300
DELTA AIR LINES, INC......... COMMON 247361108 22,187.50 500 SOLE 19 500
DELTA AIR LINES, INC......... COMMON 247361108 13,312.50 300 SOLE 38 300
DELTA AIR LINES, INC......... COMMON 247361108 26,625.00 600 SOLE 51 600
DELTA AIR LINES, INC......... COMMON 247361108 13,312.50 300 SOLE 58 300
DELTIC TIMBER CORPORATION.... COMMON 247850100 1,693.75 100 SOLE 19 100
DEVELOPERS DIVERSIFIED
REALTY..................... COMMON 251591103 79,181.00 6,150 SOLE 1 6,150
DEVON ENERGY CORPORATION..... COMMON 25179M103 24,060.00 400 SOLE 19 400
DEVON ENERGY CORPORATION..... COMMON 25179M103 15,037.50 250 SOLE 38 250
DEVON ENERGY CORPORATION..... COMMON 25179M103 18,045.00 300 SOLE 51 300
DEVON ENERGY CORPORATION..... COMMON 25179M103 66,165.00 1,100 SOLE 58 1,100
DEVRY, INC................... COMMON 251893103 4,326,875.00 115,000 SOLE 1 115,000
DEVRY, INC................... COMMON 251893103 12,416,250.00 330,000 SOLE 15 330,000
DEVRY, INC................... COMMON 251893103 432,687.50 11,500 SOLE 36 11,500
DEVRY, INC................... COMMON 251893103 978,250.00 26,000 SOLE 50 26,000
DEXTER CORPORATION........... COMMON 252165105 25,000.00 400 SOLE 19 400
DIAGEO PLC ADR............... COMMON 25243Q205 52,156.56 1,477 SOLE 19 1,477
DIAL CORPORATION............. COMMON 25247D101 11,625.00 1,000 SOLE 19 1,000
DIAMOND TECHNOLOGY
PARTNERS, INC.............. COMMON 252762109 7,425.00 100 SOLE 19 100
DIEBOLD, INC................. COMMON 253651103 18,593.75 700 SOLE 19 700
DIGEX, INC................... COMMON 253756100 9,375.00 200 SOLE 19 200
DILLARD'S INC................ COMMON 254067101 2,199.38 207 SOLE 38 207
DILLARD'S INC................ COMMON 254067101 4,738.75 446 SOLE 51 446
DIME BANCORP, INC............ COMMON 25429Q102 30,187.50 1,400 SOLE 19 1,400
DIVERSINET CORPORATION....... COMMON 25536K204 323,125.00 55,000 SOLE 1 55,000
DIVERSINET CORPORATION....... COMMON 25536K204 851,875.00 145,000 SOLE 15 145,000
DOLE FOODS, INC.............. COMMON 256605106 12,000.00 800 SOLE 19 800
DOLLAR GENERAL
CORPORATION................ COMMON 256669102 16,348.00 976 SOLE 19 976
DOLLAR GENERAL
CORPORATION................ COMMON 256669102 10,050.00 600 SOLE 38 600
DOLLAR GENERAL
CORPORATION................ COMMON 256669102 18,425.00 1,100 SOLE 51 1,100
DOMINION RESOURCES, INC...... COMMON 25746U109 145,156.25 2,500 SOLE 3 2,500
DOMINION RESOURCES, INC...... COMMON 25746U109 17,128.44 295 SOLE 19 295
DOMINION RESOURCES, INC...... COMMON 25746U109 29,031.25 500 SOLE 38 500
DOMINION RESOURCES, INC...... COMMON 25746U109 52,256.25 900 SOLE 51 900
DONNELLEY (R.H.)
CORPORATION................ COMMON 74955W307 137,312.50 6,500 SOLE 57 6,500
DONNELLEY (R.H.)
CORPORATION................ COMMON 74955W307 12,675.00 600 SOLE 58 600
DONNELLEY (R.R.) &
SONS COMPANY............... COMMON 257867101 24,562.50 1,000 SOLE 19 1,000
DONNELLEY (R.R.) &
SONS COMPANY............... COMMON 257867101 943,200.00 38,400 SOLE 20 38,400
DONNELLEY (R.R.) &
SONS COMPANY............... COMMON 257867101 2,456.25 100 SOLE 38 100
DONNELLEY (R.R.) &
SONS COMPANY............... COMMON 257867101 4,912.50 200 SOLE 51 200
DOVER CORPORATION............ COMMON 260003108 42,243.75 900 SOLE 19 900
DOVER CORPORATION............ COMMON 260003108 14,081.25 300 SOLE 38 300
DOVER CORPORATION............ COMMON 260003108 28,162.50 600 SOLE 51 600
DOVER CORPORATION............ COMMON 260003108 56,325.00 1,200 SOLE 58 1,200
DOW CHEMICAL COMPANY......... COMMON 260543103 224,437.50 9,000 SOLE 3 9,000
DOW CHEMICAL COMPANY......... COMMON 260543103 2,244,375.00 90,000 SOLE 11 90,000
DOW CHEMICAL COMPANY......... COMMON 260543103 59,850.00 2,400 SOLE 19 2,400
DOW CHEMICAL COMPANY......... COMMON 260543103 870,318.75 34,900 SOLE 20 34,900
DOW CHEMICAL COMPANY......... COMMON 260543103 52,368.75 2,100 SOLE 58 2,100
DOW CHEMICAL COMPANY......... COMMON 260543103 52,368.75 2,100 SOLE 520 2,100
DOW CHEMICAL COMPANY......... COMMON 260543103 52,368.75 2,100 SOLE 530 2,100
DOW CHEMICAL COMPANY......... COMMON 260543103 7,481.25 300 SOLE 540 300
DOW CHEMICAL COMPANY......... COMMON 260543103 37,406.25 1,500 SOLE 560 1,500
DOW CHEMICAL COMPANY......... COMMON 260543103 7,481.25 300 SOLE 570 300
DOW JONES & COMPANY, INC..... COMMON 260561105 677,600.00 11,200 SOLE 20 11,200
DOW JONES & COMPANY, INC..... COMMON 260561105 6,050.00 100 SOLE 38 100
DOW JONES & COMPANY, INC..... COMMON 260561105 12,100.00 200 SOLE 51 200
DOW JONES & COMPANY, INC..... COMMON 260561105 24,200.00 400 SOLE 58 400
DPL, INC..................... COMMON 233293109 44,625.00 1,500 SOLE 19 1,500
DST SYSTEMS, INC............. COMMON 233326107 1,602,700.00 13,640 SOLE 1 13,640
DST SYSTEMS, INC............. COMMON 233326107 5,369,750.00 45,700 SOLE 15 45,700
DST SYSTEMS, INC............. COMMON 233326107 23,500.00 200 SOLE 19 200
DST SYSTEMS, INC............. COMMON 233326107 23,500.00 200 SOLE 58 200
DTE ENERGY COMPANY........... COMMON 233331107 15,300.00 400 SOLE 38 400
DTE ENERGY COMPANY........... COMMON 233331107 26,775.00 700 SOLE 51 700
DUKE ENERGY CORPORATION...... COMMON 264399106 428,750.00 5,000 SOLE 3 5,000
DUKE ENERGY CORPORATION...... COMMON 264399106 3,430,000.00 40,000 SOLE 11 40,000
DUKE ENERGY CORPORATION...... COMMON 264399106 102,900.00 1,200 SOLE 19 1,200
DUKE ENERGY CORPORATION...... COMMON 264399106 2,160,900.00 25,200 SOLE 20 25,200
DUKE ENERGY CORPORATION...... COMMON 264399106 51,450.00 600 SOLE 38 600
DUKE ENERGY CORPORATION...... COMMON 264399106 94,325.00 1,100 SOLE 51 1,100
DUKE ENERGY CORPORATION...... COMMON 264399106 8,575.00 100 SOLE 58 100
DUKE REALTY INVESTMENTS...... COMMON 264411505 269,983.00 11,191 SOLE 1 11,191
DUKE-WEEKS REALTY
CORPORATION................ COMMON 264411505 7,237.50 300 SOLE 19 300
DUN & BRADSTREET
CORPORATION................ COMMON 26483B106 13,775.00 400 SOLE 19 400
DUN & BRADSTREET
CORPORATION................ COMMON 26483B106 1,260,412.50 36,600 SOLE 20 36,600
DUN & BRADSTREET
CORPORATION................ COMMON 26483B106 6,887.50 200 SOLE 38 200
DUN & BRADSTREET
CORPORATION................ COMMON 26483B106 17,218.75 500 SOLE 51 500
DUN & BRADSTREET
CORPORATION................ COMMON 26483B106 17,218.75 500 SOLE 58 500
DURA AUTOMOTIVE
SYSTEMS, INC............... COMMON 265903104 59,100.00 6,400 SOLE 57 6,400
DYNEGY, INC.................. COMMON 26816Q101 4,560,000.00 80,000 SOLE 1 80,000
DYNEGY, INC.................. COMMON 26816Q101 20,520,000.00 360,000 SOLE 15 360,000
DYNEGY, INC.................. COMMON 26816Q101 74,100.00 1,300 SOLE 19 1,300
DYNEGY, INC.................. COMMON 26816Q101 34,200.00 600 SOLE 58 600
E.I. DU PONT DE
NEMOURS & COMPANY.......... COMMON 263534109 546,975.00 13,200 SOLE 3 13,200
E.I. DU PONT DE
NEMOURS & COMPANY.......... COMMON 263534109 6,679,725.00 161,200 SOLE 11 161,200
E.I. DU PONT DE
NEMOURS & COMPANY.......... COMMON 263534109 122,282.06 2,951 SOLE 19 2,951
E.I. DU PONT DE
NEMOURS & COMPANY.......... COMMON 263534109 2,067,731.25 49,900 SOLE 20 49,900
E.I. DU PONT DE
NEMOURS & COMPANY.......... COMMON 263534109 58,012.50 1,400 SOLE 38 1,400
E.I. DU PONT DE
NEMOURS & COMPANY.......... COMMON 263534109 103,635.19 2,501 SOLE 51 2,501
E.I. DU PONT DE
NEMOURS & COMPANY.......... COMMON 263534109 49,725.00 1,200 SOLE 58 1,200
E.PIPHANY, INC............... COMMON 26881V100 7,706.25 100 SOLE 19 100
EASTMAN CHEMICAL COMPANY..... COMMON 277432100 11,081.25 300 SOLE 38 300
EASTMAN CHEMICAL COMPANY..... COMMON 277432100 29,550.00 800 SOLE 51 800
EASTMAN KODAK COMPANY........ COMMON 277461109 163,500.00 4,000 SOLE 3 4,000
EASTMAN KODAK COMPANY........ COMMON 277461109 1,839,375.00 45,000 SOLE 11 45,000
EASTMAN KODAK COMPANY........ COMMON 277461109 40,875.00 1,000 SOLE 19 1,000
EASTMAN KODAK COMPANY........ COMMON 277461109 1,455,150.00 35,600 SOLE 20 35,600
EASTMAN KODAK COMPANY........ COMMON 277461109 16,350.00 400 SOLE 38 400
EASTMAN KODAK COMPANY........ COMMON 277461109 36,787.50 900 SOLE 51 900
EATON CORPORATION............ COMMON 278058102 43,137.50 700 SOLE 19 700
EATON CORPORATION............ COMMON 278058102 905,887.50 14,700 SOLE 20 14,700
EATON CORPORATION............ COMMON 278058102 6,717.13 109 SOLE 38 109
EATON CORPORATION............ COMMON 278058102 12,325.00 200 SOLE 51 200
EATON VANCE CORPORATION...... COMMON 278265103 15,300.00 300 SOLE 19 300
EBAY, INC.................... COMMON 278642103 27,450.00 400 SOLE 55 400
EBAY, INC.................... COMMON 278642103 6,862.50 100 SOLE 58 100
ECHOSTAR COMMUNICATIONS
CORPORATION................ COMMON 278762109 163,525.00 3,100 SOLE 18 3,100
ECOLAB, INC.................. COMMON 278865100 4,507,812.50 125,000 SOLE 2 125,000
ECOLAB, INC.................. COMMON 278865100 180,312.50 5,000 SOLE 3 5,000
ECOLAB, INC.................. COMMON 278865100 5,229,062.50 145,000 SOLE 10 145,000
ECOLAB, INC.................. COMMON 278865100 37,865.63 1,050 SOLE 32 1,050
ECOLAB, INC.................. COMMON 278865100 7,212.50 200 SOLE 38 200
ECOLAB, INC.................. COMMON 278865100 10,818.75 300 SOLE 51 300
ECOLAB, INC.................. COMMON 278865100 72,125.00 2,000 SOLE 520 2,000
ECOLAB, INC.................. COMMON 278865100 79,337.50 2,200 SOLE 530 2,200
ECOLAB, INC.................. COMMON 278865100 10,818.75 300 SOLE 540 300
ECOLAB, INC.................. COMMON 278865100 57,700.00 1,600 SOLE 560 1,600
ECOLAB, INC.................. COMMON 278865100 14,425.00 400 SOLE 570 400
EDGAR ONLINE, INC............ COMMON 279765101 449,350.00 94,600 SOLE 29 94,600
EDGAR ONLINE, INC............ COMMON 279765101 294,025.00 61,900 SOLE 35 61,900
EDISON INTERNATIONAL......... COMMON 281020107 21,243.75 1,100 SOLE 19 1,100
EDISON INTERNATIONAL......... COMMON 281020107 17,381.25 900 SOLE 38 900
EDISON INTERNATIONAL......... COMMON 281020107 30,900.00 1,600 SOLE 51 1,600
EDUCATION MANAGEMENT
CORPORATION................ COMMON 28139T101 431,000.00 16,000 SOLE 36 16,000
EDUCATION MANAGEMENT
CORPORATION................ COMMON 28139T101 1,090,968.75 40,500 SOLE 50 40,500
EDWARDS (A.G.), INC.......... COMMON 281760108 47,081.25 900 SOLE 19 900
EDWARDS LIFESCIENCES
CORPORATION................ COMMON 28176E108 3,926.25 180 SOLE 19 180
EL PASO ENERGY
CORPORATION................ COMMON 283905107 616,250.00 10,000 SOLE 3 10,000
EL PASO ENERGY
CORPORATION................ COMMON 283905107 6,162,500.00 100,000 SOLE 11 100,000
EL PASO ENERGY
CORPORATION................ COMMON 283905107 154,062.50 2,500 SOLE 18 2,500
EL PASO ENERGY
CORPORATION................ COMMON 283905107 49,300.00 800 SOLE 19 800
EL PASO ENERGY
CORPORATION................ COMMON 283905107 1,232,500.00 20,000 SOLE 29 20,000
EL PASO ENERGY
CORPORATION................ COMMON 283905107 67,787.50 1,100 SOLE 32 1,100
EL PASO ENERGY
CORPORATION................ COMMON 283905107 986,000.00 16,000 SOLE 35 16,000
EL PASO ENERGY
CORPORATION................ COMMON 283905107 36,975.00 600 SOLE 38 600
EL PASO ENERGY
CORPORATION................ COMMON 283905107 67,787.50 1,100 SOLE 51 1,100
ELAN CORPORATION PLC ADR..... COMMON 284131208 1,505,625.00 27,500 SOLE 6 27,500
ELAN CORPORATION PLC ADR..... COMMON 284131208 10,606,717.50 193,730 SOLE 13 193,730
ELAN CORPORATION PLC ADR..... COMMON 284131208 202,575.00 3,700 SOLE 39 3,700
ELAN CORPORATION PLC ADR..... COMMON 284131208 366,825.00 6,700 SOLE 52 6,700
ELAN CORPORATION PLC ADR..... COMMON 284131208 202,575.00 3,700 SOLE 520 3,700
ELAN CORPORATION PLC ADR..... COMMON 284131208 109,500.00 2,000 SOLE 530 2,000
ELAN CORPORATION PLC ADR..... COMMON 284131208 32,850.00 600 SOLE 540 600
ELAN CORPORATION PLC ADR..... COMMON 284131208 164,250.00 3,000 SOLE 560 3,000
ELAN CORPORATION PLC ADR..... COMMON 284131208 32,850.00 600 SOLE 570 600
ELANTEC SEMICONDUCTOR,
INC........................ COMMON 284155108 697,375.00 7,000 SOLE 36 7,000
ELANTEC SEMICONDUCTOR,
INC........................ COMMON 284155108 1,743,437.50 17,500 SOLE 50 17,500
ELECTRONIC ARTS, INC......... COMMON 285512109 1,007,250.00 20,400 SOLE 1 20,400
ELECTRONIC ARTS, INC......... COMMON 285512109 2,942,750.00 59,600 SOLE 15 59,600
ELECTRONIC ARTS, INC......... COMMON 285512109 59,250.00 1,200 SOLE 19 1,200
ELECTRONIC DATA SYSTEMS
CORPORATION................ COMMON 285661104 207,500.00 5,000 SOLE 3 5,000
ELECTRONIC DATA SYSTEMS
CORPORATION................ COMMON 285661104 2,490,000.00 60,000 SOLE 11 60,000
ELECTRONIC DATA SYSTEMS
CORPORATION................ COMMON 285661104 58,100.00 1,400 SOLE 19 1,400
ELECTRONIC DATA SYSTEMS
CORPORATION................ COMMON 285661104 16,600.00 400 SOLE 38 400
ELECTRONIC DATA SYSTEMS
CORPORATION................ COMMON 285661104 29,050.00 700 SOLE 51 700
ELECTRONIC DATA SYSTEMS
CORPORATION................ COMMON 285661104 493,850.00 11,900 SOLE 56 11,900
ELECTRONIC DATA SYSTEMS
CORPORATION................ COMMON 285661104 215,800.00 5,200 SOLE 72 5,200
ELI LILLY & COMPANY.......... COMMON 532457108 267,712.50 3,300 SOLE 19 3,300
ELI LILLY & COMPANY.......... COMMON 532457108 170,362.50 2,100 SOLE 38 2,100
ELI LILLY & COMPANY.......... COMMON 532457108 300,162.50 3,700 SOLE 51 3,700
ELI LILLY & COMPANY.......... COMMON 532457108 154,137.50 1,900 SOLE 54 1,900
ELI LILLY & COMPANY.......... COMMON 532457108 73,012.50 900 SOLE 58 900
ELI LILLY & COMPANY.......... COMMON 532457108 89,237.50 1,100 SOLE 71 1,100
EMBRAER-EMPRESA BRASILEIRA
DE AERONAUTICA S.A. ADR.... COMMON 29081M102 282,100.00 9,100 SOLE 6 9,100
EMBRAER-EMPRESA BRASILEIRA
DE AERONAUTICA S.A. ADR.... COMMON 29081M102 1,909,600.00 61,600 SOLE 13 61,600
EMC CORPORATION.............. COMMON 268648102 16,851,250.00 170,000 SOLE 2 170,000
EMC CORPORATION.............. COMMON 268648102 19,825,000.00 200,000 SOLE 10 200,000
EMC CORPORATION.............. COMMON 268648102 7,275,775.00 73,400 SOLE 16 73,400
EMC CORPORATION.............. COMMON 268648102 188,337.50 1,900 SOLE 18 1,900
EMC CORPORATION.............. COMMON 268648102 535,275.00 5,400 SOLE 19 5,400
EMC CORPORATION.............. COMMON 268648102 158,600.00 1,600 SOLE 32 1,600
EMC CORPORATION.............. COMMON 268648102 1,030,900.00 10,400 SOLE 34 10,400
EMC CORPORATION.............. COMMON 268648102 406,313.38 4,099 SOLE 38 4,099
EMC CORPORATION.............. COMMON 268648102 723,612.50 7,300 SOLE 51 7,300
EMC CORPORATION.............. COMMON 268648102 3,965,000.00 40,000 SOLE 53 40,000
EMC CORPORATION.............. COMMON 268648102 376,675.00 3,800 SOLE 54 3,800
EMC CORPORATION.............. COMMON 268648102 376,675.00 3,800 SOLE 55 3,800
EMC CORPORATION.............. COMMON 268648102 99,125.00 1,000 SOLE 58 1,000
EMC CORPORATION.............. COMMON 268648102 2,180,750.00 22,000 SOLE 70 22,000
EMC CORPORATION.............. COMMON 268648102 208,162.50 2,100 SOLE 71 2,100
EMC CORPORATION.............. COMMON 268648102 277,550.00 2,800 SOLE 520 2,800
EMC CORPORATION.............. COMMON 268648102 277,550.00 2,800 SOLE 530 2,800
EMC CORPORATION.............. COMMON 268648102 59,475.00 600 SOLE 540 600
EMC CORPORATION.............. COMMON 268648102 237,900.00 2,400 SOLE 560 2,400
EMC CORPORATION.............. COMMON 268648102 59,475.00 600 SOLE 570 600
EMERSON ELECTRIC COMPANY..... COMMON 291011104 536,000.00 8,000 SOLE 3 8,000
EMERSON ELECTRIC COMPANY..... COMMON 291011104 6,700,000.00 100,000 SOLE 11 100,000
EMERSON ELECTRIC COMPANY..... COMMON 291011104 93,800.00 1,400 SOLE 19 1,400
EMERSON ELECTRIC COMPANY..... COMMON 291011104 46,900.00 700 SOLE 38 700
EMERSON ELECTRIC COMPANY..... COMMON 291011104 87,100.00 1,300 SOLE 51 1,300
EMPRESA NACIONAL
ELECTRICIDAD CHILE
S.A. ADR................... COMMON 29244T101 54,263.00 4,933 SOLE 19 4,933
ENCORE WIRE CORPORATION...... COMMON 292562105 62,700.00 8,800 SOLE 57 8,800
ENERGEN CORPORATION.......... COMMON 29265N108 5,950.00 200 SOLE 19 200
ENERGIZER HOLDINGS, INC...... COMMON 29266R108 8,967.00 366 SOLE 19 366
ENERGIZER HOLDINGS, INC...... COMMON 29266R108 1,372,000.00 56,000 SOLE 29 56,000
ENERGIZER HOLDINGS, INC...... COMMON 29266R108 833,000.00 34,000 SOLE 35 34,000
ENERGY EAST CORPORATION...... COMMON 29266M109 15,837.50 700 SOLE 19 700
ENGELHARD CORPORATION........ COMMON 292845104 1,007,500.00 62,000 SOLE 29 62,000
ENGELHARD CORPORATION........ COMMON 292845104 650,000.00 40,000 SOLE 35 40,000
ENGELHARD CORPORATION........ COMMON 292845104 3,250.00 200 SOLE 38 200
ENGELHARD CORPORATION........ COMMON 292845104 6,500.00 400 SOLE 51 400
ENRON CORPORATION............ COMMON 293561106 8,762,500.00 100,000 SOLE 2 100,000
ENRON CORPORATION............ COMMON 293561106 525,750.00 6,000 SOLE 3 6,000
ENRON CORPORATION............ COMMON 293561106 8,762,500.00 100,000 SOLE 10 100,000
ENRON CORPORATION............ COMMON 293561106 6,133,750.00 70,000 SOLE 11 70,000
ENRON CORPORATION............ COMMON 293561106 3,172,025.00 36,200 SOLE 16 36,200
ENRON CORPORATION............ COMMON 293561106 201,537.50 2,300 SOLE 19 2,300
ENRON CORPORATION............ COMMON 293561106 429,362.50 4,900 SOLE 34 4,900
ENRON CORPORATION............ COMMON 293561106 114,613.50 1,308 SOLE 38 1,308
ENRON CORPORATION............ COMMON 293561106 210,300.00 2,400 SOLE 51 2,400
ENRON CORPORATION............ COMMON 293561106 113,912.50 1,300 SOLE 58 1,300
ENSCO INTERNATIONAL, INC..... COMMON 26874Q100 3,618,450.00 94,600 SOLE 1 94,600
ENSCO INTERNATIONAL, INC..... COMMON 26874Q100 10,610,550.00 277,400 SOLE 15 277,400
ENSCO INTERNATIONAL, INC..... COMMON 26874Q100 57,375.00 1,500 SOLE 19 1,500
ENSCO INTERNATIONAL, INC..... COMMON 26874Q100 1,032,750.00 27,000 SOLE 29 27,000
ENSCO INTERNATIONAL, INC..... COMMON 26874Q100 1,032,750.00 27,000 SOLE 35 27,000
ENSCO INTERNATIONAL, INC..... COMMON 26874Q100 156,825.00 4,100 SOLE 58 4,100
ENTE NAZIONALE
IDROCARBURI SPA SA ADR..... COMMON 26874R108 63,525.00 1,200 SOLE 19 1,200
ENTERGY CORPORATION.......... COMMON 29364G103 37,250.00 1,000 SOLE 19 1,000
ENTERGY CORPORATION.......... COMMON 29364G103 22,350.00 600 SOLE 38 600
ENTERGY CORPORATION.......... COMMON 29364G103 40,975.00 1,100 SOLE 51 1,100
ENZON, INC................... COMMON 293904108 19,800.00 300 SOLE 19 300
EOG RESOURCES INC............ COMMON 26875P101 77,750.00 2,000 SOLE 58 2,000
EPIQ SYSTEMS, INC............ COMMON 26882D109 155,000.00 10,000 SOLE 1 10,000
EPIQ SYSTEMS, INC............ COMMON 26882D109 1,937,500.00 125,000 SOLE 15 125,000
EQUIFAX, INC................. COMMON 294429105 21,550.00 800 SOLE 19 800
EQUIFAX, INC................. COMMON 294429105 8,081.25 300 SOLE 51 300
EQUITABLE RESOURCES, INC..... COMMON 294549100 1,077,375.00 17,000 SOLE 29 17,000
EQUITY OFFICE PROPERTIES..... COMMON 294741103 816,115.00 26,300 SOLE 1 26,300
EQUITY RESIDENTIAL
PROPERTIES TRUST........... COMMON 29476L107 9,600.00 200 SOLE 19 200
EQUITY RESIDENTIAL
PROPERTY................... COMMON 29476L107 576,000.00 12,000 SOLE 1 12,000
ESSEX PROPERTY TRUST INC..... COMMON 297178105 88,600.00 1,600 SOLE 1 1,600
ESTEE LAUDER
COMPANIES INC.............. COMMON 518439104 3,662.50 100 SOLE 58 100
EVANS & SUTHERLAND CMP
CORPORATION................ COMMON 299096107 47,850.00 8,800 SOLE 57 8,800
EVERGREEN RESOURCES, INC..... COMMON 299900308 2,137,125.00 61,500 SOLE 1 61,500
EVERGREEN RESOURCES, INC..... COMMON 299900308 6,133,375.00 176,500 SOLE 15 176,500
EVERGREEN RESOURCES, INC..... COMMON 299900308 417,000.00 12,000 SOLE 29 12,000
EVERGREEN RESOURCES, INC..... COMMON 299900308 521,250.00 15,000 SOLE 35 15,000
EXAR CORPORATION............. COMMON 300645108 895,400.00 7,400 SOLE 36 7,400
EXAR CORPORATION............. COMMON 300645108 2,565,200.00 21,200 SOLE 50 21,200
EXODUS COMMUNICATIONS,
INC........................ COMMON 302088109 118,500.00 2,400 SOLE 18 2,400
EXODUS COMMUNICATIONS,
INC........................ COMMON 302088109 49,375.00 1,000 SOLE 19 1,000
EXODUS COMMUNICATIONS,
INC........................ COMMON 302088109 582,625.00 11,800 SOLE 56 11,800
EXODUS COMMUNICATIONS,
INC........................ COMMON 302088109 14,812.50 300 SOLE 58 300
EXODUS COMMUNICATIONS,
INC........................ COMMON 302088109 207,375.00 4,200 SOLE 72 4,200
EXODUS COMMUNICATIONS,
INC........................ COMMON 302088109 39,500.00 800 SOLE 520 800
EXODUS COMMUNICATIONS,
INC........................ COMMON 302088109 39,500.00 800 SOLE 530 800
EXODUS COMMUNICATIONS,
INC........................ COMMON 302088109 9,875.00 200 SOLE 540 200
EXODUS COMMUNICATIONS,
INC........................ COMMON 302088109 29,625.00 600 SOLE 560 600
EXODUS COMMUNICATIONS,
INC........................ COMMON 302088109 9,875.00 200 SOLE 570 200
EXPEDITORS INTERNATIONAL
OF WASHINGTON, INC......... COMMON 302130109 2,253,125.00 50,000 SOLE 1 50,000
EXPEDITORS INTERNATIONAL
OF WASHINGTON, INC......... COMMON 302130109 8,111,250.00 180,000 SOLE 15 180,000
EXPEDITORS INTERNATIONAL
OF WASHINGTON, INC......... COMMON 302130109 9,012.50 200 SOLE 19 200
EXTREME NETWORKS, INC........ COMMON 30226D106 22,900.00 200 SOLE 58 200
EXXON MOBIL CORPORATION...... COMMON 30231G102 22,281,250.00 250,000 SOLE 2 250,000
EXXON MOBIL CORPORATION...... COMMON 30231G102 3,119,375.00 35,000 SOLE 3 35,000
EXXON MOBIL CORPORATION...... COMMON 30231G102 24,955,000.00 280,000 SOLE 10 280,000
EXXON MOBIL CORPORATION...... COMMON 30231G102 40,106,250.00 450,000 SOLE 11 450,000
EXXON MOBIL CORPORATION...... COMMON 30231G102 499,100.00 5,600 SOLE 18 5,600
EXXON MOBIL CORPORATION...... COMMON 30231G102 807,472.50 9,060 SOLE 19 9,060
EXXON MOBIL CORPORATION...... COMMON 30231G102 4,454,824.00 49,984 SOLE 20 49,984
EXXON MOBIL CORPORATION...... COMMON 30231G102 138,143.75 1,550 SOLE 32 1,550
EXXON MOBIL CORPORATION...... COMMON 30231G102 588,225.00 6,600 SOLE 38 6,600
EXXON MOBIL CORPORATION...... COMMON 30231G102 1,042,762.50 11,700 SOLE 51 11,700
EXXON MOBIL CORPORATION...... COMMON 30231G102 704,087.50 7,900 SOLE 58 7,900
EXXON MOBIL CORPORATION...... COMMON 30231G102 401,775.50 4,508 SOLE 520 4,508
EXXON MOBIL CORPORATION...... COMMON 30231G102 430,652.00 4,832 SOLE 530 4,832
EXXON MOBIL CORPORATION...... COMMON 30231G102 70,943.50 796 SOLE 540 796
EXXON MOBIL CORPORATION...... COMMON 30231G102 319,067.50 3,580 SOLE 560 3,580
EXXON MOBIL CORPORATION...... COMMON 30231G102 70,943.50 796 SOLE 570 796
FACTSET RESEARCH
SYSTEMS, INC............... COMMON 303075105 7,520.00 200 SOLE 19 200
FAMILY DOLLAR
STORES, INC................ COMMON 307000109 1,347,500.00 70,000 SOLE 16 70,000
FAMILY DOLLAR
STORES, INC................ COMMON 307000109 38,500.00 2,000 SOLE 19 2,000
FAMILY DOLLAR
STORES, INC................ COMMON 307000109 192,500.00 10,000 SOLE 34 10,000
FANNIE MAE................... COMMON 313586109 10,725,000.00 150,000 SOLE 2 150,000
FANNIE MAE................... COMMON 313586109 858,000.00 12,000 SOLE 3 12,000
FANNIE MAE................... COMMON 313586109 1,522,950.00 21,300 SOLE 6 21,300
FANNIE MAE................... COMMON 313586109 12,870,000.00 180,000 SOLE 10 180,000
FANNIE MAE................... COMMON 313586109 10,010,000.00 140,000 SOLE 11 140,000
FANNIE MAE................... COMMON 313586109 10,396,100.00 145,400 SOLE 13 145,400
FANNIE MAE................... COMMON 313586109 2,323,750.00 32,500 SOLE 16 32,500
FANNIE MAE................... COMMON 313586109 221,650.00 3,100 SOLE 19 3,100
FANNIE MAE................... COMMON 313586109 2,652,650.00 37,100 SOLE 20 37,100
FANNIE MAE................... COMMON 313586109 128,700.00 1,800 SOLE 32 1,800
FANNIE MAE................... COMMON 313586109 250,250.00 3,500 SOLE 34 3,500
FANNIE MAE................... COMMON 313586109 128,700.00 1,800 SOLE 38 1,800
FANNIE MAE................... COMMON 313586109 228,800.00 3,200 SOLE 51 3,200
FANNIE MAE................... COMMON 313586109 64,350.00 900 SOLE 55 900
FANNIE MAE................... COMMON 313586109 42,900.00 600 SOLE 58 600
FANNIE MAE................... COMMON 313586109 178,750.00 2,500 SOLE 520 2,500
FANNIE MAE................... COMMON 313586109 200,200.00 2,800 SOLE 530 2,800
FANNIE MAE................... COMMON 313586109 35,750.00 500 SOLE 540 500
FANNIE MAE................... COMMON 313586109 178,750.00 2,500 SOLE 560 2,500
FANNIE MAE................... COMMON 313586109 35,750.00 500 SOLE 570 500
FASTENAL COMPANY............. COMMON 311900104 34,575.00 600 SOLE 19 600
FEDERAL REALTY INV TRUST..... COMMON 313747206 76,500.00 4,000 SOLE 1 4,000
FEDERAL SIGNAL
CORPORATION................ COMMON 313855108 1,164,675.00 58,600 SOLE 1 58,600
FEDERAL SIGNAL
CORPORATION................ COMMON 313855108 3,291,300.00 165,600 SOLE 15 165,600
FEDERAL SIGNAL
CORPORATION................ COMMON 313855108 19,875.00 1,000 SOLE 19 1,000
FEDERAL SIGNAL
CORPORATION................ COMMON 313855108 1,073,250.00 54,000 SOLE 29 54,000
FEDERAL SIGNAL
CORPORATION................ COMMON 313855108 655,875.00 33,000 SOLE 35 33,000
FEDERATED DEPARTMENT
STORES, INC................ COMMON 31410H101 13,062.50 500 SOLE 19 500
FEDERATED DEPARTMENT
STORES, INC................ COMMON 31410H101 15,675.00 600 SOLE 38 600
FEDERATED DEPARTMENT
STORES, INC................ COMMON 31410H101 28,737.50 1,100 SOLE 51 1,100
FEDERATED INVESTORS, INC.
(CL.B)..................... COMMON 314211103 14,850.00 600 SOLE 19 600
FEDEX CORPORATION............ COMMON 31428X106 576,420.00 13,000 SOLE 16 13,000
FEDEX CORPORATION............ COMMON 31428X106 66,510.00 1,500 SOLE 34 1,500
FEDEX CORPORATION............ COMMON 31428X106 31,038.00 700 SOLE 38 700
FEDEX CORPORATION............ COMMON 31428X106 53,208.00 1,200 SOLE 51 1,200
FELCOR LODGING TRUST......... COMMON 31430F101 160,719.00 6,950 SOLE 1 6,950
FIFTH THIRD BANCORP.......... COMMON 316773100 404,062.50 7,500 SOLE 3 7,500
FIFTH THIRD BANCORP.......... COMMON 316773100 5,656,875.00 105,000 SOLE 11 105,000
FIFTH THIRD BANCORP.......... COMMON 316773100 82,805.88 1,537 SOLE 19 1,537
FIFTH THIRD BANCORP.......... COMMON 316773100 43,100.00 800 SOLE 38 800
FIFTH THIRD BANCORP.......... COMMON 316773100 75,425.00 1,400 SOLE 51 1,400
FIRST DATA CORPORATION....... COMMON 319963104 1,953,125.00 50,000 SOLE 2 50,000
FIRST DATA CORPORATION....... COMMON 319963104 2,343,750.00 60,000 SOLE 10 60,000
FIRST DATA CORPORATION....... COMMON 319963104 82,031.25 2,100 SOLE 18 2,100
FIRST DATA CORPORATION....... COMMON 319963104 54,687.50 1,400 SOLE 19 1,400
FIRST DATA CORPORATION....... COMMON 319963104 27,343.75 700 SOLE 38 700
FIRST DATA CORPORATION....... COMMON 319963104 46,875.00 1,200 SOLE 51 1,200
FIRST DATA CORPORATION....... COMMON 319963104 62,500.00 1,600 SOLE 58 1,600
FIRST DATA CORPORATION....... COMMON 319963104 66,406.25 1,700 SOLE 520 1,700
FIRST DATA CORPORATION....... COMMON 319963104 70,312.50 1,800 SOLE 530 1,800
FIRST DATA CORPORATION....... COMMON 319963104 11,718.75 300 SOLE 540 300
FIRST DATA CORPORATION....... COMMON 319963104 54,687.50 1,400 SOLE 560 1,400
FIRST DATA CORPORATION....... COMMON 319963104 11,718.75 300 SOLE 570 300
FIRST REALTY TRUST........... COMMON 32054K103 116,850.00 3,800 SOLE 1 3,800
FIRST SECURITY
CORPORATION................ COMMON 336294103 35,887.50 2,200 SOLE 19 2,200
FIRST TENNESSEE NATIONAL
CORPORATION................ COMMON 337162101 28,612.50 1,400 SOLE 19 1,400
FIRST UNION CORPORATION...... COMMON 337358105 82,335.63 2,558 SOLE 19 2,558
FIRST UNION CORPORATION...... COMMON 337358105 57,937.50 1,800 SOLE 38 1,800
FIRST UNION CORPORATION...... COMMON 337358105 103,000.00 3,200 SOLE 51 3,200
FIRST VIRGINIA
BANKS, INC................. COMMON 337477103 21,312.50 500 SOLE 19 500
FIRSTAR CORPORATION.......... COMMON 33763V109 246,125.00 11,000 SOLE 3 11,000
FIRSTAR CORPORATION.......... COMMON 33763V109 2,796,875.00 125,000 SOLE 11 125,000
FIRSTAR CORPORATION.......... COMMON 33763V109 78,111.13 3,491 SOLE 19 3,491
FIRSTAR CORPORATION.......... COMMON 33763V109 733,900.00 32,800 SOLE 20 32,800
FIRSTAR CORPORATION.......... COMMON 33763V109 40,275.00 1,800 SOLE 38 1,800
FIRSTAR CORPORATION.......... COMMON 33763V109 71,600.00 3,200 SOLE 51 3,200
FIRSTAR CORPORATION.......... COMMON 33763V109 11,187.50 500 SOLE 58 500
FIRSTENERGY CORPORATION...... COMMON 337932107 21,550.00 800 SOLE 19 800
FIRSTENERGY CORPORATION...... COMMON 337932107 1,011,691.69 37,557 SOLE 20 37,557
FIRSTENERGY CORPORATION...... COMMON 337932107 18,856.25 700 SOLE 38 700
FIRSTENERGY CORPORATION...... COMMON 337932107 32,325.00 1,200 SOLE 51 1,200
FISERV, INC. (WISCONSIN)..... COMMON 337738108 71,925.00 1,200 SOLE 19 1,200
FISERV, INC. (WISCONSIN)..... COMMON 337738108 5,993.75 100 SOLE 58 100
FLEETBOSTON FINANCIAL
CORPORATION................ COMMON 339030108 4,680,000.00 120,000 SOLE 2 120,000
FLEETBOSTON FINANCIAL
CORPORATION................ COMMON 339030108 585,000.00 15,000 SOLE 3 15,000
FLEETBOSTON FINANCIAL
CORPORATION................ COMMON 339030108 3,510,000.00 90,000 SOLE 10 90,000
FLEETBOSTON FINANCIAL
CORPORATION................ COMMON 339030108 9,750,000.00 250,000 SOLE 11 250,000
FLEETBOSTON FINANCIAL
CORPORATION................ COMMON 339030108 94,419.00 2,421 SOLE 19 2,421
FLEETBOSTON FINANCIAL
CORPORATION................ COMMON 339030108 2,738,580.00 70,220 SOLE 20 70,220
FLEETBOSTON FINANCIAL
CORPORATION................ COMMON 339030108 62,400.00 1,600 SOLE 38 1,600
FLEETBOSTON FINANCIAL
CORPORATION................ COMMON 339030108 113,100.00 2,900 SOLE 51 2,900
FLEETBOSTON FINANCIAL
CORPORATION................ COMMON 339030108 50,700.00 1,300 SOLE 58 1,300
FLEXTRONICS INTERNATIONAL,
LTD........................ COMMON Y2573F102 82,125.00 1,000 SOLE 54 1,000
FLEXTRONICS INTERNATIONAL,
LTD........................ COMMON Y2573F102 49,275.00 600 SOLE 71 600
FLORIDA PROGRESS
CORPORATION................ COMMON 341109106 21,175.00 400 SOLE 38 400
FLORIDA PROGRESS
CORPORATION................ COMMON 341109106 31,762.50 600 SOLE 51 600
FLORIDA PROGRESS
CORPORATION................ COMMON 341109106 21,175.00 400 SOLE 58 400
FLOWERS INDUSTRIES, INC...... COMMON 343496105 15,600.00 800 SOLE 19 800
FLOWSERVE CORPORATION........ COMMON 34354P105 1,216,375.00 74,000 SOLE 1 74,000
FLOWSERVE CORPORATION........ COMMON 34354P105 3,287,500.00 200,000 SOLE 15 200,000
FLOWSERVE CORPORATION........ COMMON 34354P105 13,150.00 800 SOLE 19 800
FLUOR CORPORATION............ COMMON 343861100 3,000.00 100 SOLE 38 100
FLUOR CORPORATION............ COMMON 343861100 6,000.00 200 SOLE 51 200
FMC CORPORATION.............. COMMON 302491303 40,237.50 600 SOLE 19 600
FMC CORPORATION.............. COMMON 302491303 13,412.50 200 SOLE 38 200
FMC CORPORATION.............. COMMON 302491303 20,118.75 300 SOLE 51 300
FORD MOTOR COMPANY........... COMMON 345370860 253,125.00 10,000 SOLE 3 10,000
FORD MOTOR COMPANY........... COMMON 345370860 3,796,875.00 150,000 SOLE 11 150,000
FORD MOTOR COMPANY........... COMMON 345370860 123,879.38 4,894 SOLE 18 4,894
FORD MOTOR COMPANY........... COMMON 345370860 125,955.00 4,976 SOLE 19 4,976
FORD MOTOR COMPANY........... COMMON 345370860 93,656.25 3,700 SOLE 38 3,700
FORD MOTOR COMPANY........... COMMON 345370860 169,568.44 6,699 SOLE 51 6,699
FORD MOTOR COMPANY........... COMMON 345370860 72,748.13 2,874 SOLE 58 2,874
FOREST LABORATORIES, INC..... COMMON 345838106 4,587,500.00 40,000 SOLE 2 40,000
FOREST LABORATORIES, INC..... COMMON 345838106 5,734,375.00 50,000 SOLE 10 50,000
FOREST LABORATORIES, INC..... COMMON 345838106 91,750.00 800 SOLE 18 800
FOREST LABORATORIES, INC..... COMMON 345838106 80,281.25 700 SOLE 19 700
FOREST LABORATORIES, INC..... COMMON 345838106 194,968.75 1,700 SOLE 34 1,700
FOREST LABORATORIES, INC..... COMMON 345838106 80,281.25 700 SOLE 54 700
FOREST LABORATORIES, INC..... COMMON 345838106 11,468.75 100 SOLE 58 100
FOREST LABORATORIES, INC..... COMMON 345838106 45,875.00 400 SOLE 71 400
FOREST LABORATORIES, INC..... COMMON 345838106 217,906.25 1,900 SOLE 520 1,900
FOREST LABORATORIES, INC..... COMMON 345838106 57,343.75 500 SOLE 530 500
FOREST LABORATORIES, INC..... COMMON 345838106 34,406.25 300 SOLE 540 300
FOREST LABORATORIES, INC..... COMMON 345838106 229,375.00 2,000 SOLE 560 2,000
FOREST LABORATORIES, INC..... COMMON 345838106 34,406.25 300 SOLE 570 300
FOREST OIL CORPORATION....... COMMON 346091606 2,104,375.00 130,000 SOLE 1 130,000
FOREST OIL CORPORATION....... COMMON 346091606 5,341,875.00 330,000 SOLE 15 330,000
FOREST OIL CORPORATION....... COMMON 346091606 987,437.50 61,000 SOLE 29 61,000
FOREST OIL CORPORATION....... COMMON 346091606 728,437.50 45,000 SOLE 35 45,000
FOREST OIL CORPORATION....... COMMON 346091606 55,037.50 3,400 SOLE 57 3,400
FORT JAMES CORPORATION....... COMMON 347471104 33,618.75 1,100 SOLE 19 1,100
FORT JAMES CORPORATION....... COMMON 347471104 2,200,500.00 72,000 SOLE 20 72,000
FORT JAMES CORPORATION....... COMMON 347471104 290,343.75 9,500 SOLE 38 9,500
FORT JAMES CORPORATION....... COMMON 347471104 412,593.75 13,500 SOLE 51 13,500
FORTUNE BRANDS, INC.......... COMMON 349631101 15,900.00 600 SOLE 19 600
FORTUNE BRANDS, INC.......... COMMON 349631101 1,086,500.00 41,000 SOLE 20 41,000
FORTUNE BRANDS, INC.......... COMMON 349631101 7,950.00 300 SOLE 38 300
FORTUNE BRANDS, INC.......... COMMON 349631101 13,250.00 500 SOLE 51 500
FORWARD AIR CORPORATION...... COMMON 349853101 7,037.50 200 SOLE 19 200
FOUNDATION HEALTH
SYSTEMS, INC............... COMMON 350404109 28,262.50 1,700 SOLE 19 1,700
FPL GROUP, INC............... COMMON 302571104 131,500.00 2,000 SOLE 3 2,000
FPL GROUP, INC............... COMMON 302571104 1,315,000.00 20,000 SOLE 11 20,000
FPL GROUP, INC............... COMMON 302571104 32,875.00 500 SOLE 19 500
FPL GROUP, INC............... COMMON 302571104 19,725.00 300 SOLE 38 300
FPL GROUP, INC............... COMMON 302571104 32,875.00 500 SOLE 51 500
FRANCE TELECOM S.A. ADR...... COMMON 35177Q105 147,350.00 1,400 SOLE 19 1,400
FRANCHISE FINANCE CORP....... COMMON 351807102 126,000.00 5,600 SOLE 1 5,600
FRANKLIN RESOURCES, INC...... COMMON 354613101 39,987.00 900 SOLE 19 900
FRANKLIN RESOURCES, INC...... COMMON 354613101 17,772.00 400 SOLE 38 400
FRANKLIN RESOURCES, INC...... COMMON 354613101 31,101.00 700 SOLE 51 700
FREDDIE MAC.................. COMMON 313400301 7,568,750.00 140,000 SOLE 2 140,000
FREDDIE MAC.................. COMMON 313400301 432,500.00 8,000 SOLE 3 8,000
FREDDIE MAC.................. COMMON 313400301 8,650,000.00 160,000 SOLE 10 160,000
FREDDIE MAC.................. COMMON 313400301 5,406,250.00 100,000 SOLE 11 100,000
FREDDIE MAC.................. COMMON 313400301 1,557,000.00 28,800 SOLE 16 28,800
FREDDIE MAC.................. COMMON 313400301 124,343.75 2,300 SOLE 19 2,300
FREDDIE MAC.................. COMMON 313400301 167,593.75 3,100 SOLE 34 3,100
FREDDIE MAC.................. COMMON 313400301 48,656.25 900 SOLE 38 900
FREDDIE MAC.................. COMMON 313400301 81,093.75 1,500 SOLE 51 1,500
FREDDIE MAC.................. COMMON 313400301 270,312.50 5,000 SOLE 55 5,000
FREDDIE MAC.................. COMMON 313400301 167,593.75 3,100 SOLE 520 3,100
FREDDIE MAC.................. COMMON 313400301 183,812.50 3,400 SOLE 530 3,400
FREDDIE MAC.................. COMMON 313400301 32,437.50 600 SOLE 540 600
FREDDIE MAC.................. COMMON 313400301 162,187.50 3,000 SOLE 560 3,000
FREDDIE MAC.................. COMMON 313400301 32,437.50 600 SOLE 570 600
FREEPORT-MCMORAN COPPER &
GOLD, INC.................. COMMON 35671D105 108,900.00 13,200 SOLE 18 13,200
FREEPORT-MCMORAN COPPER &
GOLD, INC. (CL.B).......... COMMON 35671D857 3,613.13 410 SOLE 38 410
FREEPORT-MCMORAN COPPER &
GOLD, INC. (CL.B).......... COMMON 35671D857 4,794.00 544 SOLE 51 544
FRESH DEL MONTE
PRODUCTS, INC.............. COMMON G36738105 95,156.25 14,500 SOLE 57 14,500
FRONTIER AIRLINES, INC....... COMMON 359065109 563,687.50 29,000 SOLE 36 29,000
FRONTIER AIRLINES, INC....... COMMON 359065109 1,360,625.00 70,000 SOLE 50 70,000
FRONTIER OIL CORPORATION..... COMMON 35914P105 36,875.00 5,000 SOLE 58 5,000
FTI CONSULTING, INC.......... COMMON 302941109 758,362.50 96,300 SOLE 15 96,300
FULLER (H.B.) COMPANY........ COMMON 359694106 100,625.00 3,500 SOLE 57 3,500
FURNITURE BRANDS
INTERNATIONAL, INC......... COMMON 360921100 8,312.50 500 SOLE 19 500
GABLES RESIDENTIAL TRUST..... COMMON 362418105 72,048.00 2,650 SOLE 1 2,650
GANNETT COMPANY, INC......... COMMON 364730101 5,300,000.00 100,000 SOLE 2 100,000
GANNETT COMPANY, INC......... COMMON 364730101 424,000.00 8,000 SOLE 3 8,000
GANNETT COMPANY, INC......... COMMON 364730101 6,625,000.00 125,000 SOLE 10 125,000
GANNETT COMPANY, INC......... COMMON 364730101 5,300,000.00 100,000 SOLE 11 100,000
GANNETT COMPANY, INC......... COMMON 364730101 42,400.00 800 SOLE 19 800
GANNETT COMPANY, INC......... COMMON 364730101 74,200.00 1,400 SOLE 32 1,400
GANNETT COMPANY, INC......... COMMON 364730101 21,200.00 400 SOLE 38 400
GANNETT COMPANY, INC......... COMMON 364730101 42,241.00 797 SOLE 51 797
GANNETT COMPANY, INC......... COMMON 364730101 74,200.00 1,400 SOLE 58 1,400
GANNETT COMPANY, INC......... COMMON 364730101 68,900.00 1,300 SOLE 520 1,300
GANNETT COMPANY, INC......... COMMON 364730101 74,200.00 1,400 SOLE 530 1,400
GANNETT COMPANY, INC......... COMMON 364730101 10,600.00 200 SOLE 540 200
GANNETT COMPANY, INC......... COMMON 364730101 53,000.00 1,000 SOLE 560 1,000
GANNETT COMPANY, INC......... COMMON 364730101 10,600.00 200 SOLE 570 200
GAP, INC. (THE).............. COMMON 364760108 52,566.50 2,612 SOLE 19 2,612
GAP, INC. (THE).............. COMMON 364760108 32,200.00 1,600 SOLE 38 1,600
GAP, INC. (THE).............. COMMON 364760108 56,350.00 2,800 SOLE 51 2,800
GATEWAY, INC................. COMMON 367626108 32,725.00 700 SOLE 38 700
GATEWAY, INC................. COMMON 367626108 60,775.00 1,300 SOLE 51 1,300
GATEWAY, INC................. COMMON 367626108 18,700.00 400 SOLE 58 400
GENCORP, INC................. COMMON 368682100 6,500.00 800 SOLE 19 800
GENE LOGIC, INC.............. COMMON 368689105 1,104,000.00 48,000 SOLE 1 48,000
GENE LOGIC, INC.............. COMMON 368689105 2,185,000.00 95,000 SOLE 15 95,000
GENENTECH, INC............... COMMON 368710406 55,706.25 300 SOLE 19 300
GENENTECH, INC............... COMMON 368710406 55,706.25 300 SOLE 58 300
GENERAL DYNAMICS
CORPORATION................ COMMON 369550108 314,062.50 5,000 SOLE 3 5,000
GENERAL DYNAMICS
CORPORATION................ COMMON 369550108 91,078.13 1,450 SOLE 32 1,450
GENERAL DYNAMICS
CORPORATION................ COMMON 369550108 31,406.25 500 SOLE 38 500
GENERAL DYNAMICS
CORPORATION................ COMMON 369550108 50,250.00 800 SOLE 51 800
GENERAL ELECTRIC COMPANY..... COMMON 369604103 51,918,750.00 900,000 SOLE 2 900,000
GENERAL ELECTRIC COMPANY..... COMMON 369604103 1,153,750.00 20,000 SOLE 3 20,000
GENERAL ELECTRIC COMPANY..... COMMON 369604103 62,302,500.00 1,080,000 SOLE 10 1,080,000
GENERAL ELECTRIC COMPANY..... COMMON 369604103 8,653,125.00 150,000 SOLE 11 150,000
GENERAL ELECTRIC COMPANY..... COMMON 369604103 415,350.00 7,200 SOLE 18 7,200
GENERAL ELECTRIC COMPANY..... COMMON 369604103 1,499,875.00 26,000 SOLE 19 26,000
GENERAL ELECTRIC COMPANY..... COMMON 369604103 400,928.13 6,950 SOLE 32 6,950
GENERAL ELECTRIC COMPANY..... COMMON 369604103 1,055,681.25 18,300 SOLE 38 18,300
GENERAL ELECTRIC COMPANY..... COMMON 369604103 1,874,843.75 32,500 SOLE 51 32,500
GENERAL ELECTRIC COMPANY..... COMMON 369604103 3,743,918.75 64,900 SOLE 53 64,900
GENERAL ELECTRIC COMPANY..... COMMON 369604103 969,150.00 16,800 SOLE 54 16,800
GENERAL ELECTRIC COMPANY..... COMMON 369604103 796,087.50 13,800 SOLE 58 13,800
GENERAL ELECTRIC COMPANY..... COMMON 369604103 2,555,556.25 44,300 SOLE 70 44,300
GENERAL ELECTRIC COMPANY..... COMMON 369604103 548,031.25 9,500 SOLE 71 9,500
GENERAL ELECTRIC COMPANY..... COMMON 369604103 796,087.50 13,800 SOLE 520 13,800
GENERAL ELECTRIC COMPANY..... COMMON 369604103 865,312.50 15,000 SOLE 530 15,000
GENERAL ELECTRIC COMPANY..... COMMON 369604103 138,450.00 2,400 SOLE 540 2,400
GENERAL ELECTRIC COMPANY..... COMMON 369604103 674,943.75 11,700 SOLE 560 11,700
GENERAL ELECTRIC COMPANY..... COMMON 369604103 155,756.25 2,700 SOLE 570 2,700
GENERAL GROWTH PROP.......... COMMON 370021107 112,658.00 3,500 SOLE 1 3,500
GENERAL MILLS, INC........... COMMON 370334104 887,500.00 25,000 SOLE 16 25,000
GENERAL MILLS, INC........... COMMON 370334104 42,600.00 1,200 SOLE 19 1,200
GENERAL MILLS, INC........... COMMON 370334104 1,970,250.00 55,500 SOLE 20 55,500
GENERAL MILLS, INC........... COMMON 370334104 106,500.00 3,000 SOLE 34 3,000
GENERAL MILLS, INC........... COMMON 370334104 14,200.00 400 SOLE 38 400
GENERAL MILLS, INC........... COMMON 370334104 28,400.00 800 SOLE 51 800
GENERAL MOTORS (CL.H)........ COMMON 370442832 27.48 1 SOLE 2 1
GENERAL MOTORS (CL.H)........ COMMON 370442832 30.92 1 SOLE 10 1
GENERAL MOTORS (CL.H)........ COMMON 370442832 34.35 1 SOLE 11 1
GENERAL MOTORS (CL.H)........ COMMON 370442832 82,465.24 2,218 SOLE 19 2,218
GENERAL MOTORS (CL.H)........ COMMON 370442832 111.54 3 SOLE 38 3
GENERAL MOTORS (CL.H)........ COMMON 370442832 111.54 3 SOLE 51 3
GENERAL MOTORS (CL.H)........ COMMON 370442832 27,141.40 730 SOLE 58 730
GENERAL MOTORS
CORPORATION................ COMMON 370442105 325,000.00 5,000 SOLE 3 5,000
GENERAL MOTORS
CORPORATION................ COMMON 370442105 2,444,325.00 37,605 SOLE 11 37,605
GENERAL MOTORS
CORPORATION................ COMMON 370442105 110,500.00 1,700 SOLE 19 1,700
GENERAL MOTORS
CORPORATION................ COMMON 370442105 546,000.00 8,400 SOLE 20 8,400
GENERAL MOTORS
CORPORATION................ COMMON 370442105 71,500.00 1,100 SOLE 38 1,100
GENERAL MOTORS
CORPORATION................ COMMON 370442105 123,435.00 1,899 SOLE 51 1,899
GENERAL MOTORS
CORPORATION................ COMMON 370442105 32,630.00 502 SOLE 58 502
GENSET ADR................... COMMON 37244T104 332,750.00 12,100 SOLE 6 12,100
GENSET ADR................... COMMON 37244T104 2,920,500.00 106,200 SOLE 13 106,200
GENTEX CORPORATION........... COMMON 371901109 2,142,500.00 85,700 SOLE 1 85,700
GENTEX CORPORATION........... COMMON 371901109 5,357,500.00 214,300 SOLE 15 214,300
GENTIVA HEALTH
SERVICES, INC.............. COMMON 37247A102 1,593.75 125 SOLE 19 125
GENTIVA HEALTH
SERVICES, INC.............. COMMON 37247A102 59,925.00 4,700 SOLE 57 4,700
GENUINE PARTS COMPANY........ COMMON 372460105 12,390.63 650 SOLE 19 650
GENUINE PARTS COMPANY........ COMMON 372460105 882,593.75 46,300 SOLE 20 46,300
GENUINE PARTS COMPANY........ COMMON 372460105 9,531.25 500 SOLE 38 500
GENUINE PARTS COMPANY........ COMMON 372460105 19,062.50 1,000 SOLE 51 1,000
GENZYME CORPORATION
(GENERAL DIVISION)......... COMMON 372917104 245,475.00 3,600 SOLE 18 3,600
GENZYME CORPORATION
(GENERAL DIVISION)......... COMMON 372917104 40,912.50 600 SOLE 19 600
GENZYME SURGICAL PRODUCTS.... COMMON 372917609 750.00 100 SOLE 19 100
GEORGIA-PACIFIC
(TIMBER GROUP)............. COMMON 373298702 53,750.00 2,000 SOLE 19 2,000
GEORGIA-PACIFIC GROUP........ COMMON 373298108 141,000.00 6,000 SOLE 3 6,000
GEORGIA-PACIFIC GROUP........ COMMON 373298108 1,175,000.00 50,000 SOLE 11 50,000
GEORGIA-PACIFIC GROUP........ COMMON 373298108 18,800.00 800 SOLE 19 800
GEORGIA-PACIFIC GROUP........ COMMON 373298108 7,050.00 300 SOLE 38 300
GEORGIA-PACIFIC GROUP........ COMMON 373298108 11,750.00 500 SOLE 51 500
GILEAD SCIENCES, INC......... COMMON 375558103 1,645,312.50 15,000 SOLE 6 15,000
GILEAD SCIENCES, INC......... COMMON 375558103 11,188,125.00 102,000 SOLE 13 102,000
GILEAD SCIENCES, INC......... COMMON 375558103 54,843.75 500 SOLE 19 500
GILLETTE COMPANY............. COMMON 375766102 1,018,875.00 33,000 SOLE 16 33,000
GILLETTE COMPANY............. COMMON 375766102 92,625.00 3,000 SOLE 19 3,000
GILLETTE COMPANY............. COMMON 375766102 1,849,412.50 59,900 SOLE 20 59,900
GILLETTE COMPANY............. COMMON 375766102 108,062.50 3,500 SOLE 34 3,500
GILLETTE COMPANY............. COMMON 375766102 40,137.50 1,300 SOLE 38 1,300
GILLETTE COMPANY............. COMMON 375766102 71,012.50 2,300 SOLE 51 2,300
GLAMIS GOLD, LTD............. COMMON 376775102 87,450.00 58,300 SOLE 57 58,300
GLATFELTER (P.H.) COMPANY.... COMMON 377316104 8,487.50 700 SOLE 19 700
GLAXO WELLCOME PLC ADR....... COMMON 37733W105 163,181.25 2,700 SOLE 19 2,700
GLENBOROUGH REALTY TRUST..... COMMON 37803P105 59,400.00 3,300 SOLE 1 3,300
GLOBAL CROSSING, LTD......... COMMON G3921A100 217,000.00 7,000 SOLE 3 7,000
GLOBAL CROSSING, LTD......... COMMON G3921A100 58,900.00 1,900 SOLE 38 1,900
GLOBAL CROSSING, LTD......... COMMON G3921A100 105,400.00 3,400 SOLE 51 3,400
GLOBAL INDUSTRIES, LTD....... COMMON 379336100 143,750.00 11,500 SOLE 57 11,500
GLOBAL MARINE, INC........... COMMON 379352404 40,137.50 1,300 SOLE 19 1,300
GLOBAL MARINE, INC........... COMMON 379352404 1,173,250.00 38,000 SOLE 29 38,000
GLOBAL MARINE, INC........... COMMON 379352404 108,062.50 3,500 SOLE 58 3,500
GLOBESPAN, INC............... COMMON 379571102 36,600.00 300 SOLE 58 300
GOLDCORP, INC................ COMMON 380956102 81,000.00 12,000 SOLE 57 12,000
GOLDEN WEST FINANCIAL
CORPORATION................ COMMON 381317106 42,900.00 800 SOLE 19 800
GOLDEN WEST FINANCIAL
CORPORATION................ COMMON 381317106 11,583.00 216 SOLE 38 216
GOLDEN WEST FINANCIAL
CORPORATION................ COMMON 381317106 21,450.00 400 SOLE 51 400
GOLDEN WEST FINANCIAL
CORPORATION................ COMMON 381317106 16,087.50 300 SOLE 58 300
GOLDMAN SACHS GROUP, INC..... COMMON 38141G104 159,512.50 1,400 SOLE 18 1,400
GOLDMAN SACHS GROUP, INC..... COMMON 38141G104 56,968.75 500 SOLE 19 500
GOLDMAN SACHS GROUP, INC..... COMMON 38141G104 45,575.00 400 SOLE 58 400
GOODYEAR TIRE &
RUBBER COMPANY............. COMMON 382550101 16,200.00 900 SOLE 19 900
GOODYEAR TIRE &
RUBBER COMPANY............. COMMON 382550101 5,400.00 300 SOLE 38 300
GOODYEAR TIRE &
RUBBER COMPANY............. COMMON 382550101 9,000.00 500 SOLE 51 500
GPU, INC..................... COMMON 36225X100 3,243.75 100 SOLE 38 100
GPU, INC..................... COMMON 36225X100 9,731.25 300 SOLE 51 300
GRACE (W.R.) & COMPANY....... COMMON 38388F108 948.75 138 SOLE 38 138
GRACE (W.R.) & COMPANY....... COMMON 38388F108 1,127.50 164 SOLE 51 164
GRAINGER (W.W.), INC......... COMMON 384802104 2,631.25 100 SOLE 51 100
GRANITE CONSTRUCTION,
INC........................ COMMON 387328107 16,975.00 700 SOLE 19 700
GRANT PRIDECO, INC........... COMMON 38821G101 13,162.50 600 SOLE 19 600
GREAT LAKES
CHEMICAL COMPANY........... COMMON 390568103 20,518.75 700 SOLE 19 700
GREAT LAKES
CHEMICAL COMPANY........... COMMON 390568103 1,005,418.75 34,300 SOLE 20 34,300
GREAT LAKES
CHEMICAL COMPANY........... COMMON 390568103 2,931.25 100 SOLE 38 100
GREAT LAKES
CHEMICAL COMPANY........... COMMON 390568103 2,931.25 100 SOLE 51 100
GREATER BAY BANCORP.......... COMMON 391648102 555,500.00 8,000 SOLE 36 8,000
GREATER BAY BANCORP.......... COMMON 391648102 1,249,875.00 18,000 SOLE 50 18,000
GREENPOINT FINANCIAL
CORPORATION................ COMMON 395384100 23,700.00 800 SOLE 19 800
GREKA ENERGY CORPORATION..... COMMON 397637109 47,250.00 3,000 SOLE 57 3,000
GREY WOLF, INC............... COMMON 397888108 1,152,875.00 200,500 SOLE 36 200,500
GREY WOLF, INC............... COMMON 397888108 2,599,000.00 452,000 SOLE 50 452,000
GRUPO TELEVISA S.A. GDR...... COMMON 40049J206 918,385.00 15,920 SOLE 6 15,920
GRUPO TELEVISA S.A. GDR...... COMMON 40049J206 6,285,053.13 108,950 SOLE 13 108,950
GUIDANT CORPORATION.......... COMMON 401698105 4,948,125.00 70,000 SOLE 2 70,000
GUIDANT CORPORATION.......... COMMON 401698105 7,068,750.00 100,000 SOLE 10 100,000
GUIDANT CORPORATION.......... COMMON 401698105 2,106,487.50 29,800 SOLE 16 29,800
GUIDANT CORPORATION.......... COMMON 401698105 70,687.50 1,000 SOLE 19 1,000
GUIDANT CORPORATION.......... COMMON 401698105 77,756.25 1,100 SOLE 32 1,100
GUIDANT CORPORATION.......... COMMON 401698105 296,887.50 4,200 SOLE 34 4,200
GUIDANT CORPORATION.......... COMMON 401698105 49,481.25 700 SOLE 38 700
GUIDANT CORPORATION.......... COMMON 401698105 84,825.00 1,200 SOLE 51 1,200
GUIDANT CORPORATION.......... COMMON 401698105 98,962.50 1,400 SOLE 54 1,400
GUIDANT CORPORATION.......... COMMON 401698105 56,550.00 800 SOLE 71 800
GUILFORD PHARMACEUTICALS,
INC........................ COMMON 401829106 1,457,550.00 63,200 SOLE 1 63,200
GUILFORD PHARMACEUTICALS,
INC........................ COMMON 401829106 4,077,450.00 176,800 SOLE 15 176,800
HALLIBURTON COMPANY.......... COMMON 406216101 293,625.00 6,000 SOLE 3 6,000
HALLIBURTON COMPANY.......... COMMON 406216101 3,670,312.50 75,000 SOLE 11 75,000
HALLIBURTON COMPANY.......... COMMON 406216101 63,618.75 1,300 SOLE 19 1,300
HALLIBURTON COMPANY.......... COMMON 406216101 39,150.00 800 SOLE 38 800
HALLIBURTON COMPANY.......... COMMON 406216101 63,618.75 1,300 SOLE 51 1,300
HANDSPRING, INC.............. COMMON 410293104 255,531.25 3,700 SOLE 56 3,700
HANDSPRING, INC.............. COMMON 410293104 124,312.50 1,800 SOLE 72 1,800
HARCOURT GENERAL, INC........ COMMON 41163G101 17,700.00 300 SOLE 38 300
HARCOURT GENERAL, INC........ COMMON 41163G101 35,400.00 600 SOLE 51 600
HARLEY-DAVIDSON, INC......... COMMON 412822108 4,308,750.00 90,000 SOLE 2 90,000
HARLEY-DAVIDSON, INC......... COMMON 412822108 229,800.00 4,800 SOLE 3 4,800
HARLEY-DAVIDSON, INC......... COMMON 412822108 5,266,250.00 110,000 SOLE 10 110,000
HARLEY-DAVIDSON, INC......... COMMON 412822108 2,728,875.00 57,000 SOLE 11 57,000
HARLEY-DAVIDSON, INC......... COMMON 412822108 62,237.50 1,300 SOLE 19 1,300
HARLEY-DAVIDSON, INC......... COMMON 412822108 98,143.75 2,050 SOLE 32 2,050
HARLEY-DAVIDSON, INC......... COMMON 412822108 23,650.25 494 SOLE 38 494
HARLEY-DAVIDSON, INC......... COMMON 412822108 43,087.50 900 SOLE 51 900
HARLEY-DAVIDSON, INC......... COMMON 412822108 3,590,625.00 75,000 SOLE 53 75,000
HARLEY-DAVIDSON, INC......... COMMON 412822108 1,924,575.00 40,200 SOLE 70 40,200
HARLEY-DAVIDSON, INC......... COMMON 412822108 119,687.50 2,500 SOLE 520 2,500
HARLEY-DAVIDSON, INC......... COMMON 412822108 119,687.50 2,500 SOLE 530 2,500
HARLEY-DAVIDSON, INC......... COMMON 412822108 19,150.00 400 SOLE 540 400
HARLEY-DAVIDSON, INC......... COMMON 412822108 86,175.00 1,800 SOLE 560 1,800
HARLEY-DAVIDSON, INC......... COMMON 412822108 19,150.00 400 SOLE 570 400
HARMON INTERNATIONAL
INDUSTRIES, INC............ COMMON 413086109 7,820.00 200 SOLE 19 200
HARMONIC, INC................ COMMON 413160102 19,200.00 800 SOLE 19 800
HARRAH'S ENTERTAINMENT,
INC........................ COMMON 413619107 13,750.00 500 SOLE 38 500
HARRAH'S ENTERTAINMENT,
INC........................ COMMON 413619107 22,000.00 800 SOLE 51 800
HARSCO CORPORATION........... COMMON 415864107 15,443.75 700 SOLE 19 700
HARTFORD FINANCIAL
SERVICES GROUP, INC........ COMMON 416515104 7,293,750.00 100,000 SOLE 2 100,000
HARTFORD FINANCIAL
SERVICES GROUP, INC........ COMMON 416515104 145,875.00 2,000 SOLE 3 2,000
HARTFORD FINANCIAL
SERVICES GROUP, INC........ COMMON 416515104 9,481,875.00 130,000 SOLE 10 130,000
HARTFORD FINANCIAL
SERVICES GROUP, INC........ COMMON 416515104 58,350.00 800 SOLE 19 800
HARTFORD FINANCIAL
SERVICES GROUP, INC........ COMMON 416515104 29,175.00 400 SOLE 38 400
HARTFORD FINANCIAL
SERVICES GROUP, INC........ COMMON 416515104 51,056.25 700 SOLE 51 700
HARTFORD FINANCIAL
SERVICES GROUP, INC........ COMMON 416515104 29,175.00 400 SOLE 58 400
HARTFORD FINANCIAL
SERVICES GROUP, INC........ COMMON 416515104 123,993.75 1,700 SOLE 520 1,700
HARTFORD FINANCIAL
SERVICES GROUP, INC........ COMMON 416515104 131,287.50 1,800 SOLE 530 1,800
HARTFORD FINANCIAL
SERVICES GROUP, INC........ COMMON 416515104 21,881.25 300 SOLE 540 300
HARTFORD FINANCIAL
SERVICES GROUP, INC........ COMMON 416515104 94,818.75 1,300 SOLE 560 1,300
HARTFORD FINANCIAL
SERVICES GROUP, INC........ COMMON 416515104 21,881.25 300 SOLE 570 300
HASBRO, INC.................. COMMON 418056107 434,625.00 38,000 SOLE 6 38,000
HASBRO, INC.................. COMMON 418056107 3,083,550.00 269,600 SOLE 13 269,600
HASBRO, INC.................. COMMON 418056107 949,312.50 83,000 SOLE 20 83,000
HASBRO, INC.................. COMMON 418056107 3,431.25 300 SOLE 38 300
HASBRO, INC.................. COMMON 418056107 6,862.50 600 SOLE 51 600
HCA - THE HEALTHCARE
COMPANY.................... COMMON 404119109 259,875.00 7,000 SOLE 3 7,000
HCA - THE HEALTHCARE
COMPANY.................... COMMON 404119109 3,712,500.00 100,000 SOLE 11 100,000
HCA - THE HEALTHCARE
COMPANY.................... COMMON 404119109 63,112.50 1,700 SOLE 19 1,700
HCA - THE HEALTHCARE
COMPANY.................... COMMON 404119109 33,412.50 900 SOLE 38 900
HCA - THE HEALTHCARE
COMPANY.................... COMMON 404119109 59,400.00 1,600 SOLE 51 1,600
HCA - THE HEALTHCARE
COMPANY.................... COMMON 404119109 25,987.50 700 SOLE 58 700
HEALTH MANAGEMENT
ASSOCIATION, INC........... COMMON 421933102 45,787.50 2,200 SOLE 19 2,200
HEALTHCARE SERVICES GROUP.... COMMON 421906108 28,637.50 5,800 SOLE 57 5,800
HEALTHSOUTH CORPORATION...... COMMON 421924101 13,812.50 1,700 SOLE 19 1,700
HEALTHSOUTH CORPORATION...... COMMON 421924101 13,812.50 1,700 SOLE 38 1,700
HEALTHSOUTH CORPORATION...... COMMON 421924101 23,562.50 2,900 SOLE 51 2,900
HEIDRICK & STRUGGLES
INTERNATIONAL, INC......... COMMON 422819102 5,137.50 100 SOLE 19 100
HEINZ (H.J.) COMPANY......... COMMON 423074103 51,887.50 1,400 SOLE 19 1,400
HEINZ (H.J.) COMPANY......... COMMON 423074103 1,854,978.13 50,050 SOLE 20 50,050
HEINZ (H.J.) COMPANY......... COMMON 423074103 22,237.50 600 SOLE 38 600
HEINZ (H.J.) COMPANY......... COMMON 423074103 37,062.50 1,000 SOLE 51 1,000
HEINZ (H.J.) COMPANY......... COMMON 423074103 14,825.00 400 SOLE 58 400
HELMERICH & PAYNE, INC....... COMMON 423452101 14,450.00 400 SOLE 19 400
HENRY SCHEIN, INC............ COMMON 806407102 113,643.75 5,700 SOLE 57 5,700
HERCULES, INC................ COMMON 427056106 937,900.00 66,400 SOLE 20 66,400
HERCULES, INC................ COMMON 427056106 2,839.13 201 SOLE 38 201
HERCULES, INC................ COMMON 427056106 6,215.00 440 SOLE 51 440
HERMAN MILLER INC............ COMMON 600544100 32,062.50 1,000 SOLE 19 1,000
HERMAN MILLER INC............ COMMON 600544100 12,825.00 400 SOLE 58 400
HERSHEY FOODS CORPORATION.... COMMON 427866108 32,475.00 600 SOLE 19 600
HERSHEY FOODS CORPORATION.... COMMON 427866108 2,690,012.50 49,700 SOLE 20 49,700
HEWLETT-PACKARD COMPANY...... COMMON 428236103 7,275,000.00 75,000 SOLE 2 75,000
HEWLETT-PACKARD COMPANY...... COMMON 428236103 1,164,000.00 12,000 SOLE 3 12,000
HEWLETT-PACKARD COMPANY...... COMMON 428236103 8,730,000.00 90,000 SOLE 10 90,000
HEWLETT-PACKARD COMPANY...... COMMON 428236103 9,700,000.00 100,000 SOLE 11 100,000
HEWLETT-PACKARD COMPANY...... COMMON 428236103 2,221,300.00 22,900 SOLE 16 22,900
HEWLETT-PACKARD COMPANY...... COMMON 428236103 203,700.00 2,100 SOLE 18 2,100
HEWLETT-PACKARD COMPANY...... COMMON 428236103 261,900.00 2,700 SOLE 19 2,700
HEWLETT-PACKARD COMPANY...... COMMON 428236103 271,600.00 2,800 SOLE 34 2,800
HEWLETT-PACKARD COMPANY...... COMMON 428236103 194,000.00 2,000 SOLE 38 2,000
HEWLETT-PACKARD COMPANY...... COMMON 428236103 339,500.00 3,500 SOLE 51 3,500
HEWLETT-PACKARD COMPANY...... COMMON 428236103 223,100.00 2,300 SOLE 58 2,300
HEWLETT-PACKARD COMPANY...... COMMON 428236103 106,700.00 1,100 SOLE 520 1,100
HEWLETT-PACKARD COMPANY...... COMMON 428236103 106,700.00 1,100 SOLE 530 1,100
HEWLETT-PACKARD COMPANY...... COMMON 428236103 19,400.00 200 SOLE 540 200
HEWLETT-PACKARD COMPANY...... COMMON 428236103 77,600.00 800 SOLE 560 800
HEWLETT-PACKARD COMPANY...... COMMON 428236103 19,400.00 200 SOLE 570 200
HIBERNIA CORPORATION......... COMMON 428656102 18,375.00 1,500 SOLE 19 1,500
HIBERNIA CORPORATION......... COMMON 428656102 95,550.00 7,800 SOLE 57 7,800
HIGH SPEED ACCESS
CORPORATION................ COMMON 42979U102 271,875.00 75,000 SOLE 1 75,000
HIGH SPEED ACCESS
CORPORATION................ COMMON 42979U102 761,250.00 210,000 SOLE 15 210,000
HIGHWOODS PROPERTIES......... COMMON 431284108 141,750.00 6,000 SOLE 1 6,000
HILLENBRAND INDUSTRIES,
INC........................ COMMON 431573104 31,325.00 700 SOLE 19 700
HILTON HOTELS CORPORATION.... COMMON 432848109 1,158,562.50 100,200 SOLE 20 100,200
HILTON HOTELS CORPORATION.... COMMON 432848109 8,024.38 694 SOLE 38 694
HILTON HOTELS CORPORATION.... COMMON 432848109 13,875.00 1,200 SOLE 51 1,200
HISPANIC BROADCASTING
CORPORATION................ COMMON 43357B104 30,662.50 1,100 SOLE 19 1,100
HITACHI, LTD. ADR............ COMMON 433578507 114,250.00 1,000 SOLE 19 1,000
HNC SOFTWARE, INC............ COMMON 40425P107 1,881,687.50 23,000 SOLE 1 23,000
HNC SOFTWARE, INC............ COMMON 40425P107 5,276,906.25 64,500 SOLE 15 64,500
HOME DEPOT, INC.............. COMMON 437076102 9,551,250.00 180,000 SOLE 2 180,000
HOME DEPOT, INC.............. COMMON 437076102 318,375.00 6,000 SOLE 3 6,000
HOME DEPOT, INC.............. COMMON 437076102 11,939,062.50 225,000 SOLE 10 225,000
HOME DEPOT, INC.............. COMMON 437076102 3,926,625.00 74,000 SOLE 11 74,000
HOME DEPOT, INC.............. COMMON 437076102 1,066,556.25 20,100 SOLE 16 20,100
HOME DEPOT, INC.............. COMMON 437076102 368,784.38 6,950 SOLE 19 6,950
HOME DEPOT, INC.............. COMMON 437076102 84,900.00 1,600 SOLE 32 1,600
HOME DEPOT, INC.............. COMMON 437076102 127,350.00 2,400 SOLE 34 2,400
HOME DEPOT, INC.............. COMMON 437076102 222,862.50 4,200 SOLE 38 4,200
HOME DEPOT, INC.............. COMMON 437076102 397,968.75 7,500 SOLE 51 7,500
HOME DEPOT, INC.............. COMMON 437076102 2,918,437.50 55,000 SOLE 53 55,000
HOME DEPOT, INC.............. COMMON 437076102 185,718.75 3,500 SOLE 54 3,500
HOME DEPOT, INC.............. COMMON 437076102 700,425.00 13,200 SOLE 55 13,200
HOME DEPOT, INC.............. COMMON 437076102 260,006.25 4,900 SOLE 58 4,900
HOME DEPOT, INC.............. COMMON 437076102 1,857,187.50 35,000 SOLE 70 35,000
HOME DEPOT, INC.............. COMMON 437076102 111,431.25 2,100 SOLE 71 2,100
HOME DEPOT, INC.............. COMMON 437076102 180,412.50 3,400 SOLE 520 3,400
HOME DEPOT, INC.............. COMMON 437076102 180,412.50 3,400 SOLE 530 3,400
HOME DEPOT, INC.............. COMMON 437076102 31,837.50 600 SOLE 540 600
HOME DEPOT, INC.............. COMMON 437076102 127,350.00 2,400 SOLE 560 2,400
HOME DEPOT, INC.............. COMMON 437076102 31,837.50 600 SOLE 570 600
HOMESTAKE MINING COMPANY..... COMMON 437614100 2,578.19 497 SOLE 38 497
HOMESTAKE MINING COMPANY..... COMMON 437614100 4,150.00 800 SOLE 51 800
HOMESTORE.COM, INC........... COMMON 437852106 14,025.00 300 SOLE 19 300
HONDA MOTOR COMPANY,
LTD. ADR................... COMMON 438128308 58,550.00 800 SOLE 19 800
HONEYWELL INTERNATIONAL,
INC........................ COMMON 438516106 320,625.00 9,000 SOLE 3 9,000
HONEYWELL INTERNATIONAL,
INC........................ COMMON 438516106 3,562,500.00 100,000 SOLE 11 100,000
HONEYWELL INTERNATIONAL,
INC........................ COMMON 438516106 89,062.50 2,500 SOLE 18 2,500
HONEYWELL INTERNATIONAL,
INC........................ COMMON 438516106 77,911.88 2,187 SOLE 19 2,187
HONEYWELL INTERNATIONAL,
INC........................ COMMON 438516106 32,062.50 900 SOLE 38 900
HONEYWELL INTERNATIONAL,
INC........................ COMMON 438516106 60,562.50 1,700 SOLE 51 1,700
HONEYWELL INTERNATIONAL,
INC........................ COMMON 438516106 7,125.00 200 SOLE 530 200
HOOPER HOLMES, INC........... COMMON 439104100 2,853,000.00 300,000 SOLE 1 300,000
HOOPER HOLMES, INC........... COMMON 439104100 7,988,400.00 840,000 SOLE 15 840,000
HOOPER HOLMES, INC........... COMMON 439104100 2,158,770.00 227,000 SOLE 29 227,000
HOOPER HOLMES, INC........... COMMON 439104100 1,141,200.00 120,000 SOLE 35 120,000
HORMEL FOODS CORPORATION..... COMMON 440452100 26,700.00 1,600 SOLE 19 1,600
HORMEL FOODS CORPORATION..... COMMON 440452100 575,718.75 34,500 SOLE 29 34,500
HORMEL FOODS CORPORATION..... COMMON 440452100 333,750.00 20,000 SOLE 35 20,000
HOSPITALITY PROP TRUST....... COMMON 44106M102 98,175.00 4,200 SOLE 1 4,200
HOUSEHOLD INTERNATIONAL,
INC........................ COMMON 441815107 283,125.00 5,000 SOLE 3 5,000
HOUSEHOLD INTERNATIONAL,
INC........................ COMMON 441815107 3,397,500.00 60,000 SOLE 11 60,000
HOUSEHOLD INTERNATIONAL,
INC........................ COMMON 441815107 1,653,450.00 29,200 SOLE 16 29,200
HOUSEHOLD INTERNATIONAL,
INC........................ COMMON 441815107 73,612.50 1,300 SOLE 19 1,300
HOUSEHOLD INTERNATIONAL,
INC........................ COMMON 441815107 203,850.00 3,600 SOLE 34 3,600
HOUSEHOLD INTERNATIONAL,
INC........................ COMMON 441815107 45,922.88 811 SOLE 38 811
HOUSEHOLD INTERNATIONAL,
INC........................ COMMON 441815107 79,275.00 1,400 SOLE 51 1,400
HOUSEHOLD INTERNATIONAL,
INC........................ COMMON 441815107 169,875.00 3,000 SOLE 55 3,000
HOUSEHOLD INTERNATIONAL,
INC........................ COMMON 441815107 39,637.50 700 SOLE 58 700
HS RESOURCES, INC............ COMMON 404297103 97,512.50 2,900 SOLE 57 2,900
HSB GROUP, INC............... COMMON 40428N109 16,050.00 400 SOLE 19 400
HUB GROUP, INC............... COMMON 443320106 173,081.25 18,100 SOLE 29 18,100
HUBBELL, INC. (CL.B)......... COMMON 443510201 17,543.75 700 SOLE 19 700
HUBBELL, INC. (CL.B)......... COMMON 443510201 1,092,725.00 43,600 SOLE 20 43,600
HUMAN GENOME
SCIENCES, INC.............. COMMON 444903108 813,687.50 4,700 SOLE 6 4,700
HUMAN GENOME
SCIENCES, INC.............. COMMON 444903108 5,765,062.50 33,300 SOLE 13 33,300
HUMAN GENOME
SCIENCES, INC.............. COMMON 444903108 51,937.50 300 SOLE 19 300
HUMANA, INC.................. COMMON 444859102 10,750.00 1,000 SOLE 38 1,000
HUMANA, INC.................. COMMON 444859102 21,500.00 2,000 SOLE 51 2,000
HUNTINGTON BANCSHARES,
INC........................ COMMON 446150104 15,612.81 1,063 SOLE 19 1,063
HUNTINGTON BANCSHARES,
INC........................ COMMON 446150104 13,218.75 900 SOLE 38 900
HUNTINGTON BANCSHARES,
INC........................ COMMON 446150104 29,375.00 2,000 SOLE 51 2,000
HYPERION SOLUTIONS
CORPORATION................ COMMON 44914M104 2,587,500.00 100,000 SOLE 1 100,000
HYPERION SOLUTIONS
CORPORATION................ COMMON 44914M104 5,175,000.00 200,000 SOLE 15 200,000
I2 TECHNOLOGIES, INC......... COMMON 465754109 37,412.50 200 SOLE 19 200
I2 TECHNOLOGIES, INC......... COMMON 465754109 93,531.25 500 SOLE 54 500
I2 TECHNOLOGIES, INC......... COMMON 465754109 56,118.75 300 SOLE 58 300
I2 TECHNOLOGIES, INC......... COMMON 465754109 56,118.75 300 SOLE 71 300
IBP, INC..................... COMMON 449223106 21,975.00 1,200 SOLE 19 1,200
ICICI, LTD. ADR.............. COMMON 44926P202 592,900.00 53,900 SOLE 6 53,900
ICICI, LTD. ADR.............. COMMON 44926P202 4,518,800.00 410,800 SOLE 13 410,800
ICN PHARMACEUTICALS, INC..... COMMON 448924100 23,275.00 700 SOLE 19 700
IDACORP, INC................. COMMON 451107106 18,500.00 400 SOLE 19 400
IFR SYSTEMS, INC............. COMMON 449507102 31,000.00 6,200 SOLE 57 6,200
IKON OFFICE
SOLUTIONS, INC............. COMMON 451713101 4,331.25 1,100 SOLE 19 1,100
ILLINOIS TOOL WORKS, INC..... COMMON 452308109 279,375.00 5,000 SOLE 3 5,000
ILLINOIS TOOL WORKS, INC..... COMMON 452308109 2,793,750.00 50,000 SOLE 11 50,000
ILLINOIS TOOL WORKS, INC..... COMMON 452308109 972,225.00 17,400 SOLE 16 17,400
ILLINOIS TOOL WORKS, INC..... COMMON 452308109 44,700.00 800 SOLE 19 800
ILLINOIS TOOL WORKS, INC..... COMMON 452308109 81,018.75 1,450 SOLE 32 1,450
ILLINOIS TOOL WORKS, INC..... COMMON 452308109 128,512.50 2,300 SOLE 34 2,300
ILLINOIS TOOL WORKS, INC..... COMMON 452308109 11,175.00 200 SOLE 38 200
ILLINOIS TOOL WORKS, INC..... COMMON 452308109 16,762.50 300 SOLE 51 300
ILLINOIS TOOL WORKS, INC..... COMMON 452308109 27,937.50 500 SOLE 58 500
IMC GLOBAL, INC.............. COMMON 449669100 23,200.00 1,600 SOLE 19 1,600
IMMUNEX CORPORATION.......... COMMON 452528102 34,800.00 800 SOLE 19 800
IMMUNEX CORPORATION.......... COMMON 452528102 4,350.00 100 SOLE 58 100
IMPERIAL CHEMICAL
INDUSTRIES PLC ADR......... COMMON 452704505 16,231.25 700 SOLE 19 700
IMS HEALTH, INC.............. COMMON 449934108 20,750.00 1,000 SOLE 19 1,000
IMS HEALTH, INC.............. COMMON 449934108 11,848.25 571 SOLE 38 571
IMS HEALTH, INC.............. COMMON 449934108 20,750.00 1,000 SOLE 51 1,000
INAMED CORPORATION........... COMMON 453235103 1,687,500.00 60,000 SOLE 1 60,000
INAMED CORPORATION........... COMMON 453235103 2,137,500.00 76,000 SOLE 15 76,000
INCO, LTD.................... COMMON 453258402 4,837.50 300 SOLE 38 300
INCO, LTD.................... COMMON 453258402 9,675.00 600 SOLE 51 600
INCO, LTD.................... COMMON 453258402 9,675.00 600 SOLE 58 600
INCYTE PHARMACEUTICALS,
INC........................ COMMON 45337C102 16,450.00 400 SOLE 19 400
INFINITY BROADCASTING
CORPORATION................ COMMON 45662S102 33,000.00 1,000 SOLE 28 1,000
INFINITY BROADCASTING
CORPORATION................ COMMON 45662S102 16,500.00 500 SOLE 33 500
INFOCUS CORPORATION.......... COMMON 45665B106 477,000.00 9,000 SOLE 36 9,000
INFOCUS CORPORATION.......... COMMON 45665B106 1,113,000.00 21,000 SOLE 50 21,000
INFOCUS CORPORATION.......... COMMON 45665B106 79,500.00 1,500 SOLE 57 1,500
INGERSOLL-RAND COMPANY....... COMMON 456866102 101,625.00 3,000 SOLE 3 3,000
INGERSOLL-RAND COMPANY....... COMMON 456866102 1,355,000.00 40,000 SOLE 11 40,000
INGERSOLL-RAND COMPANY....... COMMON 456866102 23,712.50 700 SOLE 19 700
INGERSOLL-RAND COMPANY....... COMMON 456866102 3,387.50 100 SOLE 38 100
INGERSOLL-RAND COMPANY....... COMMON 456866102 13,550.00 400 SOLE 51 400
INHALE THERAPEUTIC
SYSTEMS.................... COMMON 457191104 293,150.00 5,200 SOLE 36 5,200
INHALE THERAPEUTIC
SYSTEMS.................... COMMON 457191104 738,512.50 13,100 SOLE 50 13,100
INKTOMI CORPORATION.......... COMMON 457277101 11,400.00 100 SOLE 19 100
INPRISE CORPORATION.......... COMMON 45766C102 110,081.25 20,600 SOLE 57 20,600
INTEGRATED DEVICE
TECHNOLOGY, INC............ COMMON 458118106 543,000.00 6,000 SOLE 36 6,000
INTEGRATED DEVICE
TECHNOLOGY, INC............ COMMON 458118106 1,267,000.00 14,000 SOLE 50 14,000
INTEGRATED DEVICE
TECHNOLOGY, INC............ COMMON 458118106 72,400.00 800 SOLE 58 800
INTEGRATED SILICON
SOLUTION, INC.............. COMMON 45812P107 4,256.25 300 SOLE 19 300
INTEL CORPORATION............ COMMON 458140100 24,975,000.00 600,000 SOLE 2 600,000
INTEL CORPORATION............ COMMON 458140100 416,250.00 10,000 SOLE 3 10,000
INTEL CORPORATION............ COMMON 458140100 29,137,500.00 700,000 SOLE 10 700,000
INTEL CORPORATION............ COMMON 458140100 4,578,750.00 110,000 SOLE 11 110,000
INTEL CORPORATION............ COMMON 458140100 9,973,350.00 239,600 SOLE 16 239,600
INTEL CORPORATION............ COMMON 458140100 324,675.00 7,800 SOLE 18 7,800
INTEL CORPORATION............ COMMON 458140100 732,600.00 17,600 SOLE 19 17,600
INTEL CORPORATION............ COMMON 458140100 187,312.50 4,500 SOLE 32 4,500
INTEL CORPORATION............ COMMON 458140100 1,373,625.00 33,000 SOLE 34 33,000
INTEL CORPORATION............ COMMON 458140100 528,637.50 12,700 SOLE 38 12,700
INTEL CORPORATION............ COMMON 458140100 940,725.00 22,600 SOLE 51 22,600
INTEL CORPORATION............ COMMON 458140100 1,665,000.00 40,000 SOLE 53 40,000
INTEL CORPORATION............ COMMON 458140100 445,387.50 10,700 SOLE 54 10,700
INTEL CORPORATION............ COMMON 458140100 670,162.50 16,100 SOLE 55 16,100
INTEL CORPORATION............ COMMON 458140100 682,650.00 16,400 SOLE 58 16,400
INTEL CORPORATION............ COMMON 458140100 1,248,750.00 30,000 SOLE 70 30,000
INTEL CORPORATION............ COMMON 458140100 262,237.50 6,300 SOLE 71 6,300
INTEL CORPORATION............ COMMON 458140100 416,250.00 10,000 SOLE 520 10,000
INTEL CORPORATION............ COMMON 458140100 399,600.00 9,600 SOLE 530 9,600
INTEL CORPORATION............ COMMON 458140100 66,600.00 1,600 SOLE 540 1,600
INTEL CORPORATION............ COMMON 458140100 308,025.00 7,400 SOLE 560 7,400
INTEL CORPORATION............ COMMON 458140100 66,600.00 1,600 SOLE 570 1,600
INTERNATIONAL BUSINESS
MACHINES CORPORATION....... COMMON 459200101 18,000,000.00 160,000 SOLE 2 160,000
INTERNATIONAL BUSINESS
MACHINES CORPORATION....... COMMON 459200101 562,500.00 5,000 SOLE 3 5,000
INTERNATIONAL BUSINESS
MACHINES CORPORATION....... COMMON 459200101 967,500.00 8,600 SOLE 6 8,600
INTERNATIONAL BUSINESS
MACHINES CORPORATION....... COMMON 459200101 20,250,000.00 180,000 SOLE 10 180,000
INTERNATIONAL BUSINESS
MACHINES CORPORATION....... COMMON 459200101 5,625,000.00 50,000 SOLE 11 50,000
INTERNATIONAL BUSINESS
MACHINES CORPORATION....... COMMON 459200101 6,187,500.00 55,000 SOLE 13 55,000
INTERNATIONAL BUSINESS
MACHINES CORPORATION....... COMMON 459200101 4,995,000.00 44,400 SOLE 16 44,400
INTERNATIONAL BUSINESS
MACHINES CORPORATION....... COMMON 459200101 405,000.00 3,600 SOLE 18 3,600
INTERNATIONAL BUSINESS
MACHINES CORPORATION....... COMMON 459200101 517,500.00 4,600 SOLE 19 4,600
INTERNATIONAL BUSINESS
MACHINES CORPORATION....... COMMON 459200101 135,000.00 1,200 SOLE 32 1,200
INTERNATIONAL BUSINESS
MACHINES CORPORATION....... COMMON 459200101 607,500.00 5,400 SOLE 34 5,400
INTERNATIONAL BUSINESS
MACHINES CORPORATION....... COMMON 459200101 360,000.00 3,200 SOLE 38 3,200
INTERNATIONAL BUSINESS
MACHINES CORPORATION....... COMMON 459200101 652,500.00 5,800 SOLE 51 5,800
INTERNATIONAL BUSINESS
MACHINES CORPORATION....... COMMON 459200101 337,500.00 3,000 SOLE 54 3,000
INTERNATIONAL BUSINESS
MACHINES CORPORATION....... COMMON 459200101 67,500.00 600 SOLE 55 600
INTERNATIONAL BUSINESS
MACHINES CORPORATION....... COMMON 459200101 1,057,500.00 9,400 SOLE 56 9,400
INTERNATIONAL BUSINESS
MACHINES CORPORATION....... COMMON 459200101 22,500.00 200 SOLE 58 200
INTERNATIONAL BUSINESS
MACHINES CORPORATION....... COMMON 459200101 202,500.00 1,800 SOLE 71 1,800
INTERNATIONAL BUSINESS
MACHINES CORPORATION....... COMMON 459200101 472,500.00 4,200 SOLE 72 4,200
INTERNATIONAL BUSINESS
MACHINES CORPORATION....... COMMON 459200101 303,750.00 2,700 SOLE 520 2,700
INTERNATIONAL BUSINESS
MACHINES CORPORATION....... COMMON 459200101 303,750.00 2,700 SOLE 530 2,700
INTERNATIONAL BUSINESS
MACHINES CORPORATION....... COMMON 459200101 56,250.00 500 SOLE 540 500
INTERNATIONAL BUSINESS
MACHINES CORPORATION....... COMMON 459200101 213,750.00 1,900 SOLE 560 1,900
INTERNATIONAL BUSINESS
MACHINES CORPORATION....... COMMON 459200101 56,250.00 500 SOLE 570 500
INTERNATIONAL FLAVORS &
FRAGRANCES, INC............ COMMON 459506101 722,700.00 39,600 SOLE 6 39,600
INTERNATIONAL FLAVORS &
FRAGRANCES, INC............ COMMON 459506101 5,407,475.00 296,300 SOLE 13 296,300
INTERNATIONAL FLAVORS &
FRAGRANCES, INC............ COMMON 459506101 9,125.00 500 SOLE 19 500
INTERNATIONAL FLAVORS &
FRAGRANCES, INC............ COMMON 459506101 996,450.00 54,600 SOLE 20 54,600
INTERNATIONAL FLAVORS &
FRAGRANCES, INC............ COMMON 459506101 912,500.00 50,000 SOLE 29 50,000
INTERNATIONAL FLAVORS &
FRAGRANCES, INC............ COMMON 459506101 511,000.00 28,000 SOLE 35 28,000
INTERNATIONAL FLAVORS &
FRAGRANCES, INC............ COMMON 459506101 7,300.00 400 SOLE 38 400
INTERNATIONAL FLAVORS &
FRAGRANCES, INC............ COMMON 459506101 10,950.00 600 SOLE 51 600
INTERNATIONAL GAME
TECHNOLOGY................. COMMON 459902102 786,825.00 23,400 SOLE 6 23,400
INTERNATIONAL GAME
TECHNOLOGY................. COMMON 459902102 5,712,887.50 169,900 SOLE 13 169,900
INTERNATIONAL GAME
TECHNOLOGY................. COMMON 459902102 26,900.00 800 SOLE 19 800
INTERNATIONAL
PAPER COMPANY.............. COMMON 460146103 286,875.00 10,000 SOLE 3 10,000
INTERNATIONAL
PAPER COMPANY.............. COMMON 460146103 2,868,750.00 100,000 SOLE 11 100,000
INTERNATIONAL
PAPER COMPANY.............. COMMON 460146103 43,031.25 1,500 SOLE 19 1,500
INTERNATIONAL
PAPER COMPANY.............. COMMON 460146103 1,862,392.50 64,920 SOLE 20 64,920
INTERNATIONAL
PAPER COMPANY.............. COMMON 460146103 5,766.19 201 SOLE 38 201
INTERNATIONAL
PAPER COMPANY.............. COMMON 460146103 8,634.94 301 SOLE 51 301
INTERNET SECURITY
SYSTEMS, INC............... COMMON 46060X107 30,050.00 400 SOLE 19 400
INTERPORE INTERNATIONAL,
INC........................ COMMON 46062W107 145,500.00 19,400 SOLE 1 19,400
INTERPORE INTERNATIONAL,
INC........................ COMMON 46062W107 413,250.00 55,100 SOLE 15 55,100
INTERPUBLIC GROUP OF
COMPANIES, INC............. COMMON 460690100 272,500.00 8,000 SOLE 3 8,000
INTERPUBLIC GROUP OF
COMPANIES, INC............. COMMON 460690100 34,062.50 1,000 SOLE 19 1,000
INTERPUBLIC GROUP OF
COMPANIES, INC............. COMMON 460690100 17,031.25 500 SOLE 38 500
INTERPUBLIC GROUP OF
COMPANIES, INC............. COMMON 460690100 30,656.25 900 SOLE 51 900
INTERPUBLIC GROUP OF
COMPANIES, INC............. COMMON 460690100 13,625.00 400 SOLE 58 400
INTIMATE BRANDS, INC......... COMMON 461156101 1,868.75 100 SOLE 58 100
INTUIT, INC.................. COMMON 461202103 330,600.00 5,800 SOLE 6 5,800
INTUIT, INC.................. COMMON 461202103 2,633,400.00 46,200 SOLE 13 46,200
INTUIT, INC.................. COMMON 461202103 17,100.00 300 SOLE 19 300
INVESTMENT TECHNOLOGY
GROUP, INC................. COMMON 46145F105 23,962.50 600 SOLE 19 600
IOMEGA CORPORATION........... COMMON 462030107 144,500.00 28,900 SOLE 57 28,900
IPALCO ENTERPRISES, INC...... COMMON 462613100 11,437.50 500 SOLE 19 500
ISTAR FINANCIAL INC.......... COMMON 45031U101 61,929.00 2,760 SOLE 1 2,760
ITT EDUCATIONAL
SERVICES, INC.............. COMMON 45068B109 1,627,500.00 60,000 SOLE 29 60,000
ITT EDUCATIONAL
SERVICES, INC.............. COMMON 45068B109 651,000.00 24,000 SOLE 35 24,000
ITT INDUSTRIES, INC.......... COMMON 450911102 1,621,875.00 50,000 SOLE 29 50,000
ITT INDUSTRIES, INC.......... COMMON 450911102 642,262.50 19,800 SOLE 35 19,800
ITT INDUSTRIES, INC.......... COMMON 450911102 3,081.56 95 SOLE 38 95
ITT INDUSTRIES, INC.......... COMMON 450911102 3,243.75 100 SOLE 51 100
IVAX CORPORATION............. COMMON 465823102 46,000.00 1,000 SOLE 19 1,000
IVAX CORPORATION............. COMMON 465823102 23,000.00 500 SOLE 58 500
J.C. PENNEY COMPANY, INC..... COMMON 708160106 8,268.75 700 SOLE 19 700
J.C. PENNEY COMPANY, INC..... COMMON 708160106 350,831.25 29,700 SOLE 20 29,700
J.C. PENNEY COMPANY, INC..... COMMON 708160106 1,110,375.00 94,000 SOLE 29 94,000
J.C. PENNEY COMPANY, INC..... COMMON 708160106 5,906.25 500 SOLE 38 500
J.C. PENNEY COMPANY, INC..... COMMON 708160106 10,631.25 900 SOLE 51 900
J.P. MORGAN &
COMPANY, INC............... COMMON 616880100 81,687.50 500 SOLE 19 500
J.P. MORGAN &
COMPANY, INC............... COMMON 616880100 2,434,287.50 14,900 SOLE 20 14,900
J.P. MORGAN &
COMPANY, INC............... COMMON 616880100 130,700.00 800 SOLE 38 800
J.P. MORGAN &
COMPANY, INC............... COMMON 616880100 245,062.50 1,500 SOLE 51 1,500
JACK HENRY &
ASSOCIATES, INC............ COMMON 426281101 3,879,893.75 89,450 SOLE 1 89,450
JACK HENRY &
ASSOCIATES, INC............ COMMON 426281101 9,956,731.25 229,550 SOLE 15 229,550
JACOBS ENGINEERING
GROUP, INC................. COMMON 469814107 24,187.50 600 SOLE 19 600
JDA SOFTWARE GROUP, INC...... COMMON 46612K108 714,000.00 56,000 SOLE 29 56,000
JDA SOFTWARE GROUP, INC...... COMMON 46612K108 446,250.00 35,000 SOLE 35 35,000
JDA SOFTWARE GROUP, INC...... COMMON 46612K108 67,575.00 5,300 SOLE 57 5,300
JDN REALTY CORP.............. COMMON 465917102 37,899.00 3,350 SOLE 1 3,350
JDS UNIPHASE CORPORATION..... COMMON 46612J101 284,062.50 3,000 SOLE 18 3,000
JDS UNIPHASE CORPORATION..... COMMON 46612J101 94,687.50 1,000 SOLE 38 1,000
JDS UNIPHASE CORPORATION..... COMMON 46612J101 170,437.50 1,800 SOLE 51 1,800
JDS UNIPHASE CORPORATION..... COMMON 46612J101 123,093.75 1,300 SOLE 54 1,300
JDS UNIPHASE CORPORATION..... COMMON 46612J101 20,831.25 220 SOLE 55 220
JDS UNIPHASE CORPORATION..... COMMON 46612J101 842,718.75 8,900 SOLE 56 8,900
JDS UNIPHASE CORPORATION..... COMMON 46612J101 75,750.00 800 SOLE 71 800
JDS UNIPHASE CORPORATION..... COMMON 46612J101 293,531.25 3,100 SOLE 72 3,100
JEFFERSON-PILOT
CORPORATION................ COMMON 475070108 6,787.50 100 SOLE 38 100
JEFFERSON-PILOT
CORPORATION................ COMMON 475070108 13,575.00 200 SOLE 51 200
JOHN WILEY & SONS, INC....... COMMON 968223206 311,950.00 13,600 SOLE 1 13,600
JOHN WILEY & SONS, INC....... COMMON 968223206 894,562.50 39,000 SOLE 15 39,000
JOHNSON & JOHNSON............ COMMON 478160104 9,393,750.00 100,000 SOLE 2 100,000
JOHNSON & JOHNSON............ COMMON 478160104 648,168.75 6,900 SOLE 3 6,900
JOHNSON & JOHNSON............ COMMON 478160104 10,802,812.50 115,000 SOLE 10 115,000
JOHNSON & JOHNSON............ COMMON 478160104 7,843,781.25 83,500 SOLE 11 83,500
JOHNSON & JOHNSON............ COMMON 478160104 4,699,881.00 50,032 SOLE 16 50,032
JOHNSON & JOHNSON............ COMMON 478160104 347,568.75 3,700 SOLE 19 3,700
JOHNSON & JOHNSON............ COMMON 478160104 84,543.75 900 SOLE 32 900
JOHNSON & JOHNSON............ COMMON 478160104 619,987.50 6,600 SOLE 34 6,600
JOHNSON & JOHNSON............ COMMON 478160104 234,843.75 2,500 SOLE 38 2,500
JOHNSON & JOHNSON............ COMMON 478160104 422,718.75 4,500 SOLE 51 4,500
JOHNSON & JOHNSON............ COMMON 478160104 206,662.50 2,200 SOLE 54 2,200
JOHNSON & JOHNSON............ COMMON 478160104 84,543.75 900 SOLE 58 900
JOHNSON & JOHNSON............ COMMON 478160104 122,118.75 1,300 SOLE 71 1,300
JOHNSON & JOHNSON............ COMMON 478160104 197,268.75 2,100 SOLE 520 2,100
JOHNSON & JOHNSON............ COMMON 478160104 28,181.25 300 SOLE 540 300
JOHNSON CONTROLS, INC........ COMMON 478366107 5,318.75 100 SOLE 38 100
JOHNSON CONTROLS, INC........ COMMON 478366107 10,637.50 200 SOLE 51 200
JONES APPAREL GROUP, INC..... COMMON 480074103 37,100.00 1,400 SOLE 19 1,400
JONES APPAREL GROUP, INC..... COMMON 480074103 795,000.00 30,000 SOLE 29 30,000
JONES APPAREL GROUP, INC..... COMMON 480074103 530,000.00 20,000 SOLE 35 20,000
JUNIPER NETWORKS, INC........ COMMON 48203R104 87,575.00 400 SOLE 19 400
JUNIPER NETWORKS, INC........ COMMON 48203R104 43,787.50 200 SOLE 54 200
JUNIPER NETWORKS, INC........ COMMON 48203R104 306,512.50 1,400 SOLE 56 1,400
JUNIPER NETWORKS, INC........ COMMON 48203R104 43,787.50 200 SOLE 58 200
JUNIPER NETWORKS, INC........ COMMON 48203R104 21,893.75 100 SOLE 71 100
JUNIPER NETWORKS, INC........ COMMON 48203R104 175,150.00 800 SOLE 72 800
KANSAS CITY POWER &
LIGHT COMPANY.............. COMMON 485134100 29,356.25 1,100 SOLE 19 1,100
KANSAS CITY SOUTHERN
INDUSTRIES, INC............ COMMON 485170302 2,171.88 250 SOLE 19 250
KAUFMAN & BROAD HOME
CORPORATION................ COMMON 486168107 8,081.25 300 SOLE 38 300
KAUFMAN & BROAD HOME
CORPORATION................ COMMON 486168107 13,037.75 484 SOLE 51 484
KAYDON CORPORATION........... COMMON 486587108 13,800.00 600 SOLE 19 600
KEANE, INC................... COMMON 486665102 2,610,000.00 150,000 SOLE 1 150,000
KEANE, INC................... COMMON 486665102 6,351,000.00 365,000 SOLE 15 365,000
KEANE, INC................... COMMON 486665102 12,180.00 700 SOLE 19 700
KELLOGG COMPANY.............. COMMON 487836108 26,606.25 1,100 SOLE 19 1,100
KELLOGG COMPANY.............. COMMON 487836108 401,512.50 16,600 SOLE 20 16,600
KELLWOOD COMPANY............. COMMON 488044108 1,916,250.00 105,000 SOLE 29 105,000
KELLWOOD COMPANY............. COMMON 488044108 1,186,250.00 65,000 SOLE 35 65,000
KERR-MCGEE CORPORATION....... COMMON 492386107 26,500.00 400 SOLE 38 400
KERR-MCGEE CORPORATION....... COMMON 492386107 39,750.00 600 SOLE 51 600
KERR-MCGEE CORPORATION....... COMMON 492386107 59,625.00 900 SOLE 58 900
KEY ENERGY GROUP, INC........ COMMON 492914106 284,562.50 29,000 SOLE 36 29,000
KEY ENERGY GROUP, INC........ COMMON 492914106 647,625.00 66,000 SOLE 50 66,000
KEY ENERGY GROUP, INC........ COMMON 492914106 138,356.25 14,100 SOLE 57 14,100
KEYCORP...................... COMMON 493267108 37,968.75 1,500 SOLE 19 1,500
KEYCORP...................... COMMON 493267108 22,781.25 900 SOLE 38 900
KEYCORP...................... COMMON 493267108 37,968.75 1,500 SOLE 51 1,500
KEYSPAN CORPORATION.......... COMMON 49337W100 16,050.00 400 SOLE 38 400
KEYSPAN CORPORATION.......... COMMON 49337W100 28,087.50 700 SOLE 51 700
KFORCE.COM................... COMMON 493732101 18,900.00 5,400 SOLE 57 5,400
KILROY REALTY CORP........... COMMON 49427F108 74,726.00 2,800 SOLE 1 2,800
KIMBERLY-CLARK
CORPORATION................ COMMON 494368103 2,232,500.00 40,000 SOLE 2 40,000
KIMBERLY-CLARK
CORPORATION................ COMMON 494368103 306,968.75 5,500 SOLE 3 5,500
KIMBERLY-CLARK
CORPORATION................ COMMON 494368103 2,232,500.00 40,000 SOLE 10 40,000
KIMBERLY-CLARK
CORPORATION................ COMMON 494368103 4,520,812.50 81,000 SOLE 11 81,000
KIMBERLY-CLARK
CORPORATION................ COMMON 494368103 893,000.00 16,000 SOLE 16 16,000
KIMBERLY-CLARK
CORPORATION................ COMMON 494368103 251,156.25 4,500 SOLE 18 4,500
KIMBERLY-CLARK
CORPORATION................ COMMON 494368103 106,043.75 1,900 SOLE 19 1,900
KIMBERLY-CLARK
CORPORATION................ COMMON 494368103 1,423,218.75 25,500 SOLE 20 25,500
KIMBERLY-CLARK
CORPORATION................ COMMON 494368103 111,625.00 2,000 SOLE 34 2,000
KIMBERLY-CLARK
CORPORATION................ COMMON 494368103 50,231.25 900 SOLE 38 900
KIMBERLY-CLARK
CORPORATION................ COMMON 494368103 89,300.00 1,600 SOLE 51 1,600
KIMBERLY-CLARK
CORPORATION................ COMMON 494368103 50,231.25 900 SOLE 54 900
KIMBERLY-CLARK
CORPORATION................ COMMON 494368103 279,062.50 5,000 SOLE 58 5,000
KIMBERLY-CLARK
CORPORATION................ COMMON 494368103 50,231.25 900 SOLE 71 900
KIMCO REALTY CORP............ COMMON 49446R109 247,163.00 5,850 SOLE 1 5,850
KINDER MORGAN, INC........... COMMON 49455P101 1,719,375.00 42,000 SOLE 29 42,000
KINDER MORGAN, INC........... COMMON 49455P101 1,432,812.50 35,000 SOLE 35 35,000
KING PHARMACEUTICALS,
INC........................ COMMON 495582108 15,046.88 450 SOLE 19 450
KLA-TENCOR CORPORATION....... COMMON 482480100 20,593.75 500 SOLE 38 500
KLA-TENCOR CORPORATION....... COMMON 482480100 32,950.00 800 SOLE 51 800
KLA-TENCOR CORPORATION....... COMMON 482480100 333,618.75 8,100 SOLE 56 8,100
KLA-TENCOR CORPORATION....... COMMON 482480100 32,950.00 800 SOLE 58 800
KLA-TENCOR CORPORATION....... COMMON 482480100 135,918.75 3,300 SOLE 72 3,300
KMART CORPORATION............ COMMON 482584109 5,400.00 900 SOLE 38 900
KMART CORPORATION............ COMMON 482584109 9,600.00 1,600 SOLE 51 1,600
KNIGHT-RIDDER, INC........... COMMON 499040103 1,463,400.00 28,800 SOLE 20 28,800
KNIGHT-RIDDER, INC........... COMMON 499040103 15,243.75 300 SOLE 38 300
KNIGHT-RIDDER, INC........... COMMON 499040103 30,487.50 600 SOLE 51 600
KNIGHT-RIDDER, INC........... COMMON 499040103 25,406.25 500 SOLE 58 500
KOHL'S CORPORATION........... COMMON 500255104 3,461,250.00 60,000 SOLE 2 60,000
KOHL'S CORPORATION........... COMMON 500255104 4,038,125.00 70,000 SOLE 10 70,000
KOHL'S CORPORATION........... COMMON 500255104 1,522,950.00 26,400 SOLE 16 26,400
KOHL'S CORPORATION........... COMMON 500255104 57,687.50 1,000 SOLE 19 1,000
KOHL'S CORPORATION........... COMMON 500255104 126,912.50 2,200 SOLE 32 2,200
KOHL'S CORPORATION........... COMMON 500255104 184,600.00 3,200 SOLE 34 3,200
KOHL'S CORPORATION........... COMMON 500255104 40,381.25 700 SOLE 38 700
KOHL'S CORPORATION........... COMMON 500255104 74,993.75 1,300 SOLE 51 1,300
KOHL'S CORPORATION........... COMMON 500255104 28,843.75 500 SOLE 54 500
KOHL'S CORPORATION........... COMMON 500255104 196,137.50 3,400 SOLE 55 3,400
KOHL'S CORPORATION........... COMMON 500255104 11,537.50 200 SOLE 58 200
KOHL'S CORPORATION........... COMMON 500255104 28,843.75 500 SOLE 71 500
KOHL'S CORPORATION........... COMMON 500255104 126,912.50 2,200 SOLE 520 2,200
KOHL'S CORPORATION........... COMMON 500255104 138,450.00 2,400 SOLE 530 2,400
KOHL'S CORPORATION........... COMMON 500255104 23,075.00 400 SOLE 540 400
KOHL'S CORPORATION........... COMMON 500255104 103,837.50 1,800 SOLE 560 1,800
KOHL'S CORPORATION........... COMMON 500255104 23,075.00 400 SOLE 570 400
KONINKLIJKE (ROYAL) PHILIPS
ELECTRONICS N.V. ADR...... COMMON 500472303 85,297.50 2,007 SOLE 19 2,007
KOPIN CORPORATION............ COMMON 500600101 3,600.00 200 SOLE 19 200
KOREA ELECTRIC POWER
CORPORATION ADR............ COMMON 500631106 24,557.50 1,880 SOLE 39 1,880
KOREA ELECTRIC POWER
CORPORATION ADR............ COMMON 500631106 44,281.88 3,390 SOLE 52 3,390
KOREA TELECOM
CORPORATION ADR............ COMMON 50063P103 38,332.50 1,140 SOLE 39 1,140
KOREA TELECOM
CORPORATION ADR............ COMMON 50063P103 67,250.00 2,000 SOLE 52 2,000
KROGER COMPANY............... COMMON 501044101 225,625.00 10,000 SOLE 3 10,000
KROGER COMPANY............... COMMON 501044101 3,158,750.00 140,000 SOLE 11 140,000
KROGER COMPANY............... COMMON 501044101 1,105,562.50 49,000 SOLE 16 49,000
KROGER COMPANY............... COMMON 501044101 56,406.25 2,500 SOLE 19 2,500
KROGER COMPANY............... COMMON 501044101 230,137.50 10,200 SOLE 34 10,200
KROGER COMPANY............... COMMON 501044101 33,843.75 1,500 SOLE 38 1,500
KROGER COMPANY............... COMMON 501044101 60,918.75 2,700 SOLE 51 2,700
LABORTATORY CORPORATION
OF AMERICA HOLDINGS........ COMMON 50540R409 538,875.00 4,500 SOLE 36 4,500
LABORTATORY CORPORATION
OF AMERICA HOLDINGS........ COMMON 50540R409 1,317,250.00 11,000 SOLE 50 11,000
LAM RESEARCH CORPORATION..... COMMON 512807108 345,468.75 16,500 SOLE 56 16,500
LAM RESEARCH CORPORATION..... COMMON 512807108 20,937.50 1,000 SOLE 58 1,000
LAM RESEARCH CORPORATION..... COMMON 512807108 159,125.00 7,600 SOLE 72 7,600
LANCASTER COLONY............. COMMON 513847103 9,825.00 400 SOLE 19 400
LANCE, INC................... COMMON 514606102 8,746.88 900 SOLE 19 900
LAND'S END, INC.............. COMMON 515086106 2,688,000.00 128,000 SOLE 1 128,000
LAND'S END, INC.............. COMMON 515086106 7,350,000.00 350,000 SOLE 15 350,000
LAND'S END, INC.............. COMMON 515086106 424,200.00 20,200 SOLE 29 20,200
LAND'S END, INC.............. COMMON 515086106 247,800.00 11,800 SOLE 35 11,800
LATTICE SEMICONDUCTOR
CORPORATION................ COMMON 518415104 16,125.00 300 SOLE 19 300
LATTICE SEMICONDUCTOR
CORPORATION................ COMMON 518415104 21,500.00 400 SOLE 58 400
LEAP WIRELESS
INTERNATIONAL, INC......... COMMON 521863100 6,256.25 100 SOLE 19 100
LEAR CORPORATION............. COMMON 521865105 6,168.75 300 SOLE 19 300
LEARNING TREE
INTERNATIONAL.............. COMMON 522015106 9,525.00 200 SOLE 19 200
LEGG MASON, INC.............. COMMON 524901105 17,437.50 300 SOLE 19 300
LEGGETT & PLATT, INC......... COMMON 524660107 6,325.00 400 SOLE 38 400
LEGGETT & PLATT, INC......... COMMON 524660107 9,487.50 600 SOLE 51 600
LEHMAN BROTHERS
HOLDINGS, INC.............. COMMON 524908100 1,167,225.00 7,900 SOLE 6 7,900
LEHMAN BROTHERS
HOLDINGS, INC.............. COMMON 524908100 7,889,850.00 53,400 SOLE 13 53,400
LEHMAN BROTHERS
HOLDINGS, INC.............. COMMON 524908100 44,325.00 300 SOLE 38 300
LEHMAN BROTHERS
HOLDINGS, INC.............. COMMON 524908100 73,875.00 500 SOLE 51 500
LEHMAN BROTHERS
HOLDINGS, INC.............. COMMON 524908100 59,100.00 400 SOLE 58 400
LENNAR CORPORATION........... COMMON 526057104 8,906.25 300 SOLE 19 300
LERNOUT & HAUSPIE SPEECH
PRODUCTS N.V............... COMMON B5628B104 2,100,000.00 160,000 SOLE 1 160,000
LERNOUT & HAUSPIE SPEECH
PRODUCTS N.V............... COMMON B5628B104 6,040,125.00 460,200 SOLE 15 460,200
LEXMARK INTERNATIONAL,
INC........................ COMMON 529771107 26,250.00 700 SOLE 32 700
LEXMARK INTERNATIONAL,
INC........................ COMMON 529771107 7,500.00 200 SOLE 38 200
LEXMARK INTERNATIONAL,
INC........................ COMMON 529771107 15,000.00 400 SOLE 51 400
LG&E ENERGY CORPORATION...... COMMON 501917108 36,656.25 1,500 SOLE 19 1,500
LIBERTY PROPERTY TRUST....... COMMON 531172104 187,000.00 6,800 SOLE 1 6,800
LIGAND PHARMACEUTICALS,
INC. (CL.B)................ COMMON 53220K207 2,562,500.00 200,000 SOLE 1 200,000
LIGAND PHARMACEUTICALS,
INC. (CL.B)................ COMMON 53220K207 7,149,375.00 558,000 SOLE 15 558,000
LIGHTBRIDGE, INC............. COMMON 532226107 29,062.50 2,500 SOLE 57 2,500
LILLY INDUSTRIES, INC........ COMMON 532491107 271,400.00 9,200 SOLE 38 9,200
LILLY INDUSTRIES, INC........ COMMON 532491107 386,450.00 13,100 SOLE 51 13,100
LIMITED, INC. (THE).......... COMMON 532716107 24,268.75 1,100 SOLE 38 1,100
LIMITED, INC. (THE).......... COMMON 532716107 41,918.75 1,900 SOLE 51 1,900
LIMITED, INC. (THE).......... COMMON 532716107 48,537.50 2,200 SOLE 58 2,200
LINCOLN NATIONAL
CORPORATION................ COMMON 534187109 33,687.50 700 SOLE 19 700
LINCOLN NATIONAL
CORPORATION................ COMMON 534187109 1,207,937.50 25,100 SOLE 20 25,100
LINCOLN NATIONAL
CORPORATION................ COMMON 534187109 13,715.63 285 SOLE 38 285
LINCOLN NATIONAL
CORPORATION................ COMMON 534187109 24,062.50 500 SOLE 51 500
LINEA AEREA NACIONAL
CHILE S.A.................. COMMON 501723100 53,300.00 8,200 SOLE 57 8,200
LINEAR TECHNOLOGY
CORPORATION................ COMMON 535678106 19,425.00 300 SOLE 19 300
LINEAR TECHNOLOGY
CORPORATION................ COMMON 535678106 32,375.00 500 SOLE 38 500
LINEAR TECHNOLOGY
CORPORATION................ COMMON 535678106 58,275.00 900 SOLE 51 900
LINEAR TECHNOLOGY
CORPORATION................ COMMON 535678106 64,750.00 1,000 SOLE 58 1,000
LIQUID AUDIO, INC............ COMMON 53631T102 360,000.00 80,000 SOLE 1 80,000
LIQUID AUDIO, INC............ COMMON 53631T102 1,012,500.00 225,000 SOLE 15 225,000
LITTELFUSE,INC............... COMMON 537008104 5,937.50 200 SOLE 19 200
LITTON INDUSTRIES, INC...... COMMON 538021106 22,343.75 500 SOLE 19 500
LIZ CLAIBORNE, INC........... COMMON 539320101 11,550.00 300 SOLE 58 300
LOCKHEED MARTIN
CORPORATION................ COMMON 539830109 65,920.00 2,000 SOLE 19 2,000
LOCKHEED MARTIN
CORPORATION................ COMMON 539830109 2,837,856.00 86,100 SOLE 20 86,100
LOCKHEED MARTIN
CORPORATION................ COMMON 539830109 23,072.00 700 SOLE 38 700
LOCKHEED MARTIN
CORPORATION................ COMMON 539830109 39,552.00 1,200 SOLE 51 1,200
LOEWS CORPORATION............ COMMON 540424108 66,700.00 800 SOLE 19 800
LOEWS CORPORATION............ COMMON 540424108 16,675.00 200 SOLE 38 200
LOEWS CORPORATION............ COMMON 540424108 25,012.50 300 SOLE 51 300
LONE STAR
TECHNOLOGIES, INC.......... COMMON 542312103 507,650.00 11,000 SOLE 36 11,000
LONE STAR
TECHNOLOGIES, INC.......... COMMON 542312103 1,199,900.00 26,000 SOLE 50 26,000
LONGS DRUG STORES
CORPORATION................ COMMON 543162101 1,912.50 100 SOLE 38 100
LONGS DRUG STORES
CORPORATION................ COMMON 543162101 1,912.50 100 SOLE 51 100
LOUISIANA-PACIFIC
CORPORATION................ COMMON 546347105 1,837.50 200 SOLE 38 200
LOUISIANA-PACIFIC
CORPORATION................ COMMON 546347105 2,756.25 300 SOLE 51 300
LOWE'S COMPANIES, INC........ COMMON 548661107 1,795,000.00 40,000 SOLE 2 40,000
LOWE'S COMPANIES, INC........ COMMON 548661107 269,250.00 6,000 SOLE 3 6,000
LOWE'S COMPANIES, INC........ COMMON 548661107 2,019,375.00 45,000 SOLE 10 45,000
LOWE'S COMPANIES, INC........ COMMON 548661107 3,141,250.00 70,000 SOLE 11 70,000
LOWE'S COMPANIES, INC........ COMMON 548661107 2,589,287.50 57,700 SOLE 16 57,700
LOWE'S COMPANIES, INC........ COMMON 548661107 44,875.00 1,000 SOLE 19 1,000
LOWE'S COMPANIES, INC........ COMMON 548661107 359,000.00 8,000 SOLE 34 8,000
LOWE'S COMPANIES, INC........ COMMON 548661107 13,462.50 300 SOLE 38 300
LOWE'S COMPANIES, INC........ COMMON 548661107 26,925.00 600 SOLE 51 600
LSI LOGIC CORPORATION........ COMMON 502161102 20,475.00 700 SOLE 38 700
LSI LOGIC CORPORATION........ COMMON 502161102 38,025.00 1,300 SOLE 51 1,300
LSI LOGIC CORPORATION........ COMMON 502161102 17,550.00 600 SOLE 58 600
LTV CORPORATION.............. COMMON 501921100 5,250.00 4,000 SOLE 57 4,000
LUCENT TECHNOLOGIES, INC..... COMMON 549463107 4,584,375.00 150,000 SOLE 10 150,000
LUCENT TECHNOLOGIES, INC..... COMMON 549463107 3,482,902.50 113,960 SOLE 16 113,960
LUCENT TECHNOLOGIES, INC..... COMMON 549463107 302,385.38 9,894 SOLE 19 9,894
LUCENT TECHNOLOGIES, INC..... COMMON 549463107 849,637.50 27,800 SOLE 20 27,800
LUCENT TECHNOLOGIES, INC..... COMMON 549463107 419,011.88 13,710 SOLE 34 13,710
LUCENT TECHNOLOGIES, INC..... COMMON 549463107 183,375.00 6,000 SOLE 38 6,000
LUCENT TECHNOLOGIES, INC..... COMMON 549463107 323,962.50 10,600 SOLE 51 10,600
LUCENT TECHNOLOGIES, INC..... COMMON 549463107 91,687.50 3,000 SOLE 54 3,000
LUCENT TECHNOLOGIES, INC..... COMMON 549463107 6,112.50 200 SOLE 55 200
LUCENT TECHNOLOGIES, INC..... COMMON 549463107 73,350.00 2,400 SOLE 71 2,400
LUCENT TECHNOLOGIES, INC..... COMMON 549463107 140,587.50 4,600 SOLE 520 4,600
LUCENT TECHNOLOGIES, INC..... COMMON 549463107 158,925.00 5,200 SOLE 530 5,200
LUCENT TECHNOLOGIES, INC..... COMMON 549463107 24,450.00 800 SOLE 540 800
LUCENT TECHNOLOGIES, INC..... COMMON 549463107 113,081.25 3,700 SOLE 560 3,700
LUCENT TECHNOLOGIES, INC..... COMMON 549463107 27,506.25 900 SOLE 570 900
LYONDELL CHEMICAL COMPANY.... COMMON 552078107 374,456.25 31,700 SOLE 1 31,700
LYONDELL CHEMICAL COMPANY.... COMMON 552078107 1,102,106.25 93,300 SOLE 15 93,300
M & F WORLDWIDE
CORPORATION................ COMMON 552541104 31,387.50 5,400 SOLE 57 5,400
MACERICH CO.................. COMMON 554382101 74,375.00 3,500 SOLE 1 3,500
MACK-CALI REALTY CORP........ COMMON 554489104 160,672.00 5,700 SOLE 1 5,700
MACROMEDIA, INC.............. COMMON 556100105 32,325.00 400 SOLE 19 400
MACROMEDIA, INC.............. COMMON 556100105 598,012.50 7,400 SOLE 56 7,400
MACROMEDIA, INC.............. COMMON 556100105 258,600.00 3,200 SOLE 72 3,200
MACROVISION CORPORATION...... COMMON 555904101 1,296,000.00 16,000 SOLE 36 16,000
MACROVISION CORPORATION...... COMMON 555904101 2,997,000.00 37,000 SOLE 50 37,000
MALLINCKRODT INC............. COMMON 561232109 13,687.50 300 SOLE 38 300
MALLINCKRODT INC............. COMMON 561232109 31,937.50 700 SOLE 51 700
MANDALAY RESORT GROUP........ COMMON 562567107 33,312.50 1,300 SOLE 19 1,300
MANOR CARE, INC.............. COMMON 564055101 10,981.25 700 SOLE 38 700
MANOR CARE, INC.............. COMMON 564055101 18,825.00 1,200 SOLE 51 1,200
MANOR CARE, INC.............. COMMON 564055101 232,175.00 14,800 SOLE 57 14,800
MANPOWER, INC................ COMMON 56418H100 826,223.13 25,870 SOLE 6 25,870
MANPOWER, INC................ COMMON 56418H100 5,803,043.75 181,700 SOLE 13 181,700
MANPOWER, INC................ COMMON 56418H100 31,937.50 1,000 SOLE 19 1,000
MANUFACTURED HOME COMM....... COMMON 564682102 67,500.00 2,700 SOLE 1 2,700
MANUGISTICS GROUP, INC....... COMMON 565011103 9,812.50 100 SOLE 19 100
MANUGISTICS GROUP, INC....... COMMON 565011103 392,500.00 4,000 SOLE 36 4,000
MANUGISTICS GROUP, INC....... COMMON 565011103 883,125.00 9,000 SOLE 50 9,000
MARINE DRILLING
COMPANIES, INC............. COMMON 568240204 8,568.75 300 SOLE 19 300
MARINE DRILLING
COMPANIES, INC............. COMMON 568240204 371,312.50 13,000 SOLE 36 13,000
MARINE DRILLING
COMPANIES, INC............. COMMON 568240204 871,156.25 30,500 SOLE 50 30,500
MARINE DRILLING
COMPANIES, INC............. COMMON 568240204 117,106.25 4,100 SOLE 57 4,100
MARRIOTT INTERNATIONAL,
INC........................ COMMON 571903202 36,437.50 1,000 SOLE 19 1,000
MARRIOTT INTERNATIONAL,
INC........................ COMMON 571903202 14,575.00 400 SOLE 38 400
MARRIOTT INTERNATIONAL,
INC........................ COMMON 571903202 25,506.25 700 SOLE 51 700
MARSH & MCLENNAN
COMPANIES, INC............. COMMON 571748102 3,982,500.00 30,000 SOLE 2 30,000
MARSH & MCLENNAN
COMPANIES, INC............. COMMON 571748102 398,250.00 3,000 SOLE 3 3,000
MARSH & MCLENNAN
COMPANIES, INC............. COMMON 571748102 5,310,000.00 40,000 SOLE 10 40,000
MARSH & MCLENNAN
COMPANIES, INC............. COMMON 571748102 3,982,500.00 30,000 SOLE 11 30,000
MARSH & MCLENNAN
COMPANIES, INC............. COMMON 571748102 398,250.00 3,000 SOLE 18 3,000
MARSH & MCLENNAN
COMPANIES, INC............. COMMON 571748102 106,200.00 800 SOLE 19 800
MARSH & MCLENNAN
COMPANIES, INC............. COMMON 571748102 66,375.00 500 SOLE 38 500
MARSH & MCLENNAN
COMPANIES, INC............. COMMON 571748102 119,475.00 900 SOLE 51 900
MARSHALL & ILSLEY
CORPORATION................ COMMON 571834100 1,704,250.00 34,000 SOLE 1 34,000
MARSHALL & ILSLEY
CORPORATION................ COMMON 571834100 4,761,875.00 95,000 SOLE 15 95,000
MARSHALL & ILSLEY
CORPORATION................ COMMON 571834100 50,125.00 1,000 SOLE 19 1,000
MARSHALL & ILSLEY
CORPORATION................ COMMON 571834100 1,704,250.00 34,000 SOLE 29 34,000
MARSHALL & ILSLEY
CORPORATION................ COMMON 571834100 1,052,625.00 21,000 SOLE 35 21,000
MARTIN MARIETTA
MATERIALS, INC............. COMMON 573284106 30,624.00 800 SOLE 19 800
MASCO CORPORATION............ COMMON 574599106 111,750.00 6,000 SOLE 3 6,000
MASCO CORPORATION............ COMMON 574599106 1,490,000.00 80,000 SOLE 11 80,000
MASCO CORPORATION............ COMMON 574599106 26,075.00 1,400 SOLE 19 1,400
MASCO CORPORATION............ COMMON 574599106 14,900.00 800 SOLE 38 800
MASCO CORPORATION............ COMMON 574599106 26,075.00 1,400 SOLE 51 1,400
MASTEC, INC.................. COMMON 576323109 1,125,000.00 36,000 SOLE 1 36,000
MASTEC, INC.................. COMMON 576323109 2,625,000.00 84,000 SOLE 15 84,000
MATERIAL SCIENCES
CORPORATION................ COMMON 576674105 1,196,650.00 105,200 SOLE 1 105,200
MATERIAL SCIENCES
CORPORATION................ COMMON 576674105 773,500.00 68,000 SOLE 29 68,000
MATERIAL SCIENCES
CORPORATION................ COMMON 576674105 489,125.00 43,000 SOLE 35 43,000
MATRIX SERVICE COMPANY....... COMMON 576853105 165,900.00 33,600 SOLE 57 33,600
MATTEL, INC.................. COMMON 577081102 3,580,000.00 320,000 SOLE 1 320,000
MATTEL, INC.................. COMMON 577081102 9,229,687.50 825,000 SOLE 15 825,000
MATTEL, INC.................. COMMON 577081102 15,662.50 1,400 SOLE 19 1,400
MATTEL, INC.................. COMMON 577081102 950,937.50 85,000 SOLE 29 85,000
MATTEL, INC.................. COMMON 577081102 537,000.00 48,000 SOLE 35 48,000
MATTEL, INC.................. COMMON 577081102 8,994.75 804 SOLE 38 804
MATTEL, INC.................. COMMON 577081102 15,662.50 1,400 SOLE 51 1,400
MAXIM INTEGRATED
PRODUCTS, INC.............. COMMON 57772K101 48,262.50 600 SOLE 38 600
MAXIM INTEGRATED
PRODUCTS, INC.............. COMMON 57772K101 88,481.25 1,100 SOLE 51 1,100
MAXIM INTEGRATED
PRODUCTS, INC.............. COMMON 57772K101 64,350.00 800 SOLE 58 800
MAXIM PHARMACEUTICALS,
INC........................ COMMON 57772M107 698,625.00 11,500 SOLE 36 11,500
MAXIM PHARMACEUTICALS,
INC........................ COMMON 57772M107 1,561,275.00 25,700 SOLE 50 25,700
MAXWELL TECHNOLOGIES,
INC........................ COMMON 577767106 3,443,750.00 190,000 SOLE 1 190,000
MAXWELL TECHNOLOGIES,
INC........................ COMMON 577767106 10,240,625.00 565,000 SOLE 15 565,000
MAXWELL TECHNOLOGIES,
INC........................ COMMON 577767106 2,356,250.00 130,000 SOLE 29 130,000
MAXWELL TECHNOLOGIES,
INC........................ COMMON 577767106 1,450,000.00 80,000 SOLE 35 80,000
MAY DEPARTMENT
STORES COMPANY............. COMMON 577778103 27,675.00 1,350 SOLE 19 1,350
MAY DEPARTMENT
STORES COMPANY............. COMMON 577778103 931,725.00 45,450 SOLE 20 45,450
MAY DEPARTMENT
STORES COMPANY............. COMMON 577778103 12,300.00 600 SOLE 38 600
MAY DEPARTMENT
STORES COMPANY............. COMMON 577778103 20,500.00 1,000 SOLE 51 1,000
MBIA, INC.................... COMMON 55262C100 1,422,500.00 20,000 SOLE 29 20,000
MBIA, INC.................... COMMON 55262C100 889,062.50 12,500 SOLE 35 12,500
MBIA, INC.................... COMMON 55262C100 7,112.50 100 SOLE 38 100
MBIA, INC.................... COMMON 55262C100 14,225.00 200 SOLE 51 200
MBNA CORPORATION............. COMMON 55262L100 308,000.00 8,000 SOLE 3 8,000
MBNA CORPORATION............. COMMON 55262L100 1,717,100.00 44,600 SOLE 6 44,600
MBNA CORPORATION............. COMMON 55262L100 2,310,000.00 60,000 SOLE 11 60,000
MBNA CORPORATION............. COMMON 55262L100 11,788,700.00 306,200 SOLE 13 306,200
MBNA CORPORATION............. COMMON 55262L100 2,052,050.00 53,300 SOLE 16 53,300
MBNA CORPORATION............. COMMON 55262L100 92,400.00 2,400 SOLE 19 2,400
MBNA CORPORATION............. COMMON 55262L100 277,200.00 7,200 SOLE 34 7,200
MBNA CORPORATION............. COMMON 55262L100 57,750.00 1,500 SOLE 38 1,500
MBNA CORPORATION............. COMMON 55262L100 103,950.00 2,700 SOLE 51 2,700
MBNA CORPORATION............. COMMON 55262L100 519,750.00 13,500 SOLE 55 13,500
MCCORMICK & COMPANY, INC..... COMMON 579780206 32,725.00 1,100 SOLE 19 1,100
MCCORMICK & COMPANY, INC..... COMMON 579780206 1,300,075.00 43,700 SOLE 20 43,700
MCDONALD'S CORPORATION....... COMMON 580135101 513,187.50 17,000 SOLE 3 17,000
MCDONALD'S CORPORATION....... COMMON 580135101 6,792,187.50 225,000 SOLE 11 225,000
MCDONALD'S CORPORATION....... COMMON 580135101 1,249,762.50 41,400 SOLE 16 41,400
MCDONALD'S CORPORATION....... COMMON 580135101 114,712.50 3,800 SOLE 19 3,800
MCDONALD'S CORPORATION....... COMMON 580135101 546,393.75 18,100 SOLE 20 18,100
MCDONALD'S CORPORATION....... COMMON 580135101 126,787.50 4,200 SOLE 34 4,200
MCDONALD'S CORPORATION....... COMMON 580135101 54,337.50 1,800 SOLE 38 1,800
MCDONALD'S CORPORATION....... COMMON 580135101 96,600.00 3,200 SOLE 51 3,200
MCGRAW-HILL
COMPANIES, INC............. COMMON 580645109 5,402,812.50 85,000 SOLE 2 85,000
MCGRAW-HILL
COMPANIES, INC............. COMMON 580645109 190,687.50 3,000 SOLE 3 3,000
MCGRAW-HILL
COMPANIES, INC............. COMMON 580645109 6,356,250.00 100,000 SOLE 10 100,000
MCGRAW-HILL
COMPANIES, INC............. COMMON 580645109 902,587.50 14,200 SOLE 16 14,200
MCGRAW-HILL
COMPANIES, INC............. COMMON 580645109 38,137.50 600 SOLE 19 600
MCGRAW-HILL
COMPANIES, INC............. COMMON 580645109 44,493.75 700 SOLE 32 700
MCGRAW-HILL
COMPANIES, INC............. COMMON 580645109 114,412.50 1,800 SOLE 34 1,800
MCGRAW-HILL
COMPANIES, INC............. COMMON 580645109 19,068.75 300 SOLE 38 300
MCGRAW-HILL
COMPANIES, INC............. COMMON 580645109 38,137.50 600 SOLE 51 600
MCGRAW-HILL
COMPANIES, INC............. COMMON 580645109 19,068.75 300 SOLE 58 300
MCGRAW-HILL
COMPANIES, INC............. COMMON 580645109 82,631.25 1,300 SOLE 520 1,300
MCGRAW-HILL
COMPANIES, INC............. COMMON 580645109 88,987.50 1,400 SOLE 530 1,400
MCGRAW-HILL
COMPANIES, INC............. COMMON 580645109 12,712.50 200 SOLE 540 200
MCGRAW-HILL
COMPANIES, INC............. COMMON 580645109 63,562.50 1,000 SOLE 560 1,000
MCGRAW-HILL
COMPANIES, INC............. COMMON 580645109 12,712.50 200 SOLE 570 200
MCKESSON HBOC, INC........... COMMON 58155Q103 12,225.00 400 SOLE 38 400
MCKESSON HBOC, INC........... COMMON 58155Q103 24,450.00 800 SOLE 51 800
MCLEODUSA, INC............... COMMON 582266102 22,900.00 1,600 SOLE 19 1,600
MCMORAN EXPLORATION
COMPANY.................... COMMON 582411104 62,640.00 5,400 SOLE 57 5,400
MCN ENERGY GROUP, INC........ COMMON 55267J100 25,625.00 1,000 SOLE 19 1,000
MEAD CORPORATION............. COMMON 582834107 4,675.00 200 SOLE 38 200
MEAD CORPORATION............. COMMON 582834107 7,012.50 300 SOLE 51 300
MEDICAL ASSURANCE, INC....... COMMON 58449U100 53,900.00 4,400 SOLE 57 4,400
MEDIMMUNE, INC............... COMMON 584699102 30,900.00 400 SOLE 19 400
MEDIMMUNE, INC............... COMMON 584699102 38,625.00 500 SOLE 38 500
MEDIMMUNE, INC............... COMMON 584699102 61,800.00 800 SOLE 51 800
MEDTRONIC, INC............... COMMON 585055106 10,362,500.00 200,000 SOLE 2 200,000
MEDTRONIC, INC............... COMMON 585055106 207,250.00 4,000 SOLE 3 4,000
MEDTRONIC, INC............... COMMON 585055106 12,953,125.00 250,000 SOLE 10 250,000
MEDTRONIC, INC............... COMMON 585055106 2,590,625.00 50,000 SOLE 11 50,000
MEDTRONIC, INC............... COMMON 585055106 2,165,762.50 41,800 SOLE 16 41,800
MEDTRONIC, INC............... COMMON 585055106 165,800.00 3,200 SOLE 19 3,200
MEDTRONIC, INC............... COMMON 585055106 103,625.00 2,000 SOLE 32 2,000
MEDTRONIC, INC............... COMMON 585055106 295,331.25 5,700 SOLE 34 5,700
MEDTRONIC, INC............... COMMON 585055106 113,987.50 2,200 SOLE 38 2,200
MEDTRONIC, INC............... COMMON 585055106 202,068.75 3,900 SOLE 51 3,900
MEDTRONIC, INC............... COMMON 585055106 2,937,768.75 56,700 SOLE 53 56,700
MEDTRONIC, INC............... COMMON 585055106 88,081.25 1,700 SOLE 54 1,700
MEDTRONIC, INC............... COMMON 585055106 139,893.75 2,700 SOLE 55 2,700
MEDTRONIC, INC............... COMMON 585055106 51,812.50 1,000 SOLE 58 1,000
MEDTRONIC, INC............... COMMON 585055106 1,953,331.25 37,700 SOLE 70 37,700
MEDTRONIC, INC............... COMMON 585055106 56,993.75 1,100 SOLE 71 1,100
MEDTRONIC, INC............... COMMON 585055106 217,612.50 4,200 SOLE 520 4,200
MEDTRONIC, INC............... COMMON 585055106 222,793.75 4,300 SOLE 530 4,300
MEDTRONIC, INC............... COMMON 585055106 41,450.00 800 SOLE 540 800
MEDTRONIC, INC............... COMMON 585055106 150,256.25 2,900 SOLE 560 2,900
MEDTRONIC, INC............... COMMON 585055106 36,268.75 700 SOLE 570 700
MELLON FINANCIAL
CORPORATION................ COMMON 58551A108 4,637,500.00 100,000 SOLE 2 100,000
MELLON FINANCIAL
CORPORATION................ COMMON 58551A108 278,250.00 6,000 SOLE 3 6,000
MELLON FINANCIAL
CORPORATION................ COMMON 58551A108 4,637,500.00 100,000 SOLE 10 100,000
MELLON FINANCIAL
CORPORATION................ COMMON 58551A108 74,200.00 1,600 SOLE 19 1,600
MELLON FINANCIAL
CORPORATION................ COMMON 58551A108 4,614,312.50 99,500 SOLE 20 99,500
MELLON FINANCIAL
CORPORATION................ COMMON 58551A108 171,587.50 3,700 SOLE 34 3,700
MELLON FINANCIAL
CORPORATION................ COMMON 58551A108 37,100.00 800 SOLE 38 800
MELLON FINANCIAL
CORPORATION................ COMMON 58551A108 69,562.50 1,500 SOLE 51 1,500
MELLON FINANCIAL
CORPORATION................ COMMON 58551A108 27,825.00 600 SOLE 58 600
MEMC ELECTRONIC
MATERIALS, INC............. COMMON 552715104 336,037.50 26,100 SOLE 56 26,100
MEMC ELECTRONIC
MATERIALS, INC............. COMMON 552715104 145,487.50 11,300 SOLE 72 11,300
MERCANTILE BANKSHARES
CORPORATION................ COMMON 587405101 32,667.19 900 SOLE 19 900
MERCANTILE BANKSHARES
CORPORATION................ COMMON 587405101 1,234,093.75 34,000 SOLE 20 34,000
MERCK & COMPANY, INC......... COMMON 589331107 9,676,875.00 130,000 SOLE 2 130,000
MERCK & COMPANY, INC......... COMMON 589331107 669,937.50 9,000 SOLE 3 9,000
MERCK & COMPANY, INC......... COMMON 589331107 9,676,875.00 130,000 SOLE 10 130,000
MERCK & COMPANY, INC......... COMMON 589331107 8,076,468.75 108,500 SOLE 11 108,500
MERCK & COMPANY, INC......... COMMON 589331107 6,304,856.25 84,700 SOLE 16 84,700
MERCK & COMPANY, INC......... COMMON 589331107 461,512.50 6,200 SOLE 19 6,200
MERCK & COMPANY, INC......... COMMON 589331107 1,019,793.75 13,700 SOLE 20 13,700
MERCK & COMPANY, INC......... COMMON 589331107 126,543.75 1,700 SOLE 32 1,700
MERCK & COMPANY, INC......... COMMON 589331107 803,925.00 10,800 SOLE 34 10,800
MERCK & COMPANY, INC......... COMMON 589331107 312,637.50 4,200 SOLE 38 4,200
MERCK & COMPANY, INC......... COMMON 589331107 558,281.25 7,500 SOLE 51 7,500
MERCK & COMPANY, INC......... COMMON 589331107 223,312.50 3,000 SOLE 54 3,000
MERCK & COMPANY, INC......... COMMON 589331107 349,856.25 4,700 SOLE 58 4,700
MERCK & COMPANY, INC......... COMMON 589331107 148,875.00 2,000 SOLE 71 2,000
MERCK & COMPANY, INC......... COMMON 589331107 260,531.25 3,500 SOLE 520 3,500
MERCK & COMPANY, INC......... COMMON 589331107 282,862.50 3,800 SOLE 530 3,800
MERCK & COMPANY, INC......... COMMON 589331107 44,662.50 600 SOLE 540 600
MERCK & COMPANY, INC......... COMMON 589331107 200,981.25 2,700 SOLE 560 2,700
MERCK & COMPANY, INC......... COMMON 589331107 44,662.50 600 SOLE 570 600
MERCURY GENERAL
CORPORATION................ COMMON 589400100 189,693.75 6,700 SOLE 57 6,700
MERCURY INTERACTIVE
CORPORATION................ COMMON 589405109 31,350.00 200 SOLE 38 200
MERCURY INTERACTIVE
CORPORATION................ COMMON 589405109 47,025.00 300 SOLE 51 300
MERCURY INTERACTIVE
CORPORATION................ COMMON 589405109 15,675.00 100 SOLE 58 100
MERIDIAN RESOURCE
CORPORATION................ COMMON 58977Q109 96,250.00 14,000 SOLE 57 14,000
MERISTAR HOSPITALITY
CORP....................... COMMON 58984Y103 97,200.00 4,800 SOLE 1 4,800
MERIX CORPORATION............ COMMON 590049102 421,281.25 6,500 SOLE 36 6,500
MERIX CORPORATION............ COMMON 590049102 972,187.50 15,000 SOLE 50 15,000
MERRILL LYNCH &
COMPANY, INC............... COMMON 590188108 1,980,000.00 30,000 SOLE 2 30,000
MERRILL LYNCH &
COMPANY, INC............... COMMON 590188108 528,000.00 8,000 SOLE 3 8,000
MERRILL LYNCH &
COMPANY, INC............... COMMON 590188108 2,640,000.00 40,000 SOLE 10 40,000
MERRILL LYNCH &
COMPANY, INC............... COMMON 590188108 7,920,000.00 120,000 SOLE 11 120,000
MERRILL LYNCH &
COMPANY, INC............... COMMON 590188108 1,742,400.00 26,400 SOLE 16 26,400
MERRILL LYNCH &
COMPANY, INC............... COMMON 590188108 171,600.00 2,600 SOLE 18 2,600
MERRILL LYNCH &
COMPANY, INC............... COMMON 590188108 145,200.00 2,200 SOLE 19 2,200
MERRILL LYNCH &
COMPANY, INC............... COMMON 590188108 59,400.00 900 SOLE 32 900
MERRILL LYNCH &
COMPANY, INC............... COMMON 590188108 237,600.00 3,600 SOLE 34 3,600
MERRILL LYNCH &
COMPANY, INC............... COMMON 590188108 105,600.00 1,600 SOLE 38 1,600
MERRILL LYNCH &
COMPANY, INC............... COMMON 590188108 191,400.00 2,900 SOLE 51 2,900
MERRILL LYNCH &
COMPANY, INC............... COMMON 590188108 13,200.00 200 SOLE 58 200
METRIS COMPANIES, INC........ COMMON 591598107 1,343,000.00 34,000 SOLE 36 34,000
METRIS COMPANIES, INC........ COMMON 591598107 3,120,500.00 79,000 SOLE 50 79,000
METROMEDIA FIBER
NETWORK, INC............... COMMON 591689104 9,725.00 400 SOLE 19 400
METTLER-TOLEDO
INTERNATIONAL, INC......... COMMON 592688105 13,200.00 300 SOLE 19 300
MGIC INVESTMENT
CORPORATION................ COMMON 552848103 36,675.00 600 SOLE 19 600
MGIC INVESTMENT
CORPORATION................ COMMON 552848103 12,225.00 200 SOLE 38 200
MGIC INVESTMENT
CORPORATION................ COMMON 552848103 18,337.50 300 SOLE 51 300
MGIC INVESTMENT
CORPORATION................ COMMON 552848103 30,562.50 500 SOLE 58 500
MGM MIRAGE................... COMMON 552953101 30,550.00 800 SOLE 58 800
MICHAELS STORES, INC......... COMMON 594087108 280,000.00 7,000 SOLE 36 7,000
MICHAELS STORES, INC......... COMMON 594087108 660,000.00 16,500 SOLE 50 16,500
MICREL, INC.................. COMMON 594793101 469,000.00 7,000 SOLE 36 7,000
MICREL, INC.................. COMMON 594793101 1,072,000.00 16,000 SOLE 50 16,000
MICRO DEVICES, INC........... COMMON 749941100 6,275.00 200 SOLE 19 200
MICRO THERAPEUTICS, INC...... COMMON 59500W100 334,375.00 50,000 SOLE 1 50,000
MICRO THERAPEUTICS, INC...... COMMON 59500W100 1,003,125.00 150,000 SOLE 15 150,000
MICROCHIP
TECHNOLOGY, INC............ COMMON 595017104 14,878.13 450 SOLE 58 450
MICROMUSE, INC............... COMMON 595094103 20,093.75 100 SOLE 19 100
MICROMUSE, INC............... COMMON 595094103 442,062.50 2,200 SOLE 36 2,200
MICROMUSE, INC............... COMMON 595094103 864,031.25 4,300 SOLE 50 4,300
MICRON TECHNOLOGY, INC....... COMMON 595112103 193,200.00 4,200 SOLE 18 4,200
MICRON TECHNOLOGY, INC....... COMMON 595112103 73,600.00 1,600 SOLE 19 1,600
MICRON TECHNOLOGY, INC....... COMMON 595112103 50,600.00 1,100 SOLE 38 1,100
MICRON TECHNOLOGY, INC....... COMMON 595112103 92,000.00 2,000 SOLE 51 2,000
MICRON TECHNOLOGY, INC....... COMMON 595112103 188,600.00 4,100 SOLE 55 4,100
MICRON TECHNOLOGY, INC....... COMMON 595112103 565,800.00 12,300 SOLE 56 12,300
MICRON TECHNOLOGY, INC....... COMMON 595112103 50,600.00 1,100 SOLE 58 1,100
MICRON TECHNOLOGY, INC....... COMMON 595112103 266,800.00 5,800 SOLE 72 5,800
MICROSOFT CORPORATION........ COMMON 594918104 27,715,000.00 460,000 SOLE 2 460,000
MICROSOFT CORPORATION........ COMMON 594918104 602,500.00 10,000 SOLE 3 10,000
MICROSOFT CORPORATION........ COMMON 594918104 32,535,000.00 540,000 SOLE 10 540,000
MICROSOFT CORPORATION........ COMMON 594918104 7,531,250.00 125,000 SOLE 11 125,000
MICROSOFT CORPORATION........ COMMON 594918104 11,549,925.00 191,700 SOLE 16 191,700
MICROSOFT CORPORATION........ COMMON 594918104 662,750.00 11,000 SOLE 18 11,000
MICROSOFT CORPORATION........ COMMON 594918104 843,500.00 14,000 SOLE 19 14,000
MICROSOFT CORPORATION........ COMMON 594918104 970,025.00 16,100 SOLE 20 16,100
MICROSOFT CORPORATION........ COMMON 594918104 259,075.00 4,300 SOLE 32 4,300
MICROSOFT CORPORATION........ COMMON 594918104 1,470,100.00 24,400 SOLE 34 24,400
MICROSOFT CORPORATION........ COMMON 594918104 584,425.00 9,700 SOLE 38 9,700
MICROSOFT CORPORATION........ COMMON 594918104 1,042,325.00 17,300 SOLE 51 17,300
MICROSOFT CORPORATION........ COMMON 594918104 2,036,450.00 33,800 SOLE 53 33,800
MICROSOFT CORPORATION........ COMMON 594918104 475,975.00 7,900 SOLE 54 7,900
MICROSOFT CORPORATION........ COMMON 594918104 409,700.00 6,800 SOLE 55 6,800
MICROSOFT CORPORATION........ COMMON 594918104 1,102,575.00 18,300 SOLE 56 18,300
MICROSOFT CORPORATION........ COMMON 594918104 102,425.00 1,700 SOLE 58 1,700
MICROSOFT CORPORATION........ COMMON 594918104 1,415,875.00 23,500 SOLE 70 23,500
MICROSOFT CORPORATION........ COMMON 594918104 277,150.00 4,600 SOLE 71 4,600
MICROSOFT CORPORATION........ COMMON 594918104 506,100.00 8,400 SOLE 72 8,400
MICROSOFT CORPORATION........ COMMON 594918104 463,925.00 7,700 SOLE 520 7,700
MICROSOFT CORPORATION........ COMMON 594918104 469,950.00 7,800 SOLE 530 7,800
MICROSOFT CORPORATION........ COMMON 594918104 72,300.00 1,200 SOLE 540 1,200
MICROSOFT CORPORATION........ COMMON 594918104 361,500.00 6,000 SOLE 560 6,000
MICROSOFT CORPORATION........ COMMON 594918104 72,300.00 1,200 SOLE 570 1,200
MICROTUNE, INC............... COMMON 59514P109 374,937.50 7,000 SOLE 36 7,000
MICROTUNE, INC............... COMMON 59514P109 910,562.50 17,000 SOLE 50 17,000
MID AMERICA
APARTMENT COMM............. COMMON 59522J103 43,088.00 1,800 SOLE 1 1,800
MIDWAY GAMES INC............. COMMON 598148104 560,000.00 80,000 SOLE 29 80,000
MIDWAY GAMES INC............. COMMON 598148104 336,000.00 48,000 SOLE 35 48,000
MILLENNIUM
PHARMACEUTICALS............ COMMON 599902103 8,865,993.75 60,700 SOLE 1 60,700
MILLENNIUM
PHARMACEUTICALS............ COMMON 599902103 502,455.00 3,440 SOLE 6 3,440
MILLENNIUM
PHARMACEUTICALS............ COMMON 599902103 3,549,318.75 24,300 SOLE 13 24,300
MILLENNIUM
PHARMACEUTICALS............ COMMON 599902103 26,145,187.50 179,000 SOLE 15 179,000
MILLENNIUM
PHARMACEUTICALS............ COMMON 599902103 14,606.25 100 SOLE 19 100
MILLIPORE CORPORATION........ COMMON 601073109 4,843.75 100 SOLE 51 100
MINIMED, INC................. COMMON 60365K108 17,875.00 200 SOLE 19 200
MINNESOTA MINING &
MANUFACTURING COMPANY...... COMMON 604059105 4,556,250.00 50,000 SOLE 2 50,000
MINNESOTA MINING &
MANUFACTURING COMPANY...... COMMON 604059105 501,187.50 5,500 SOLE 3 5,500
MINNESOTA MINING &
MANUFACTURING COMPANY...... COMMON 604059105 4,556,250.00 50,000 SOLE 10 50,000
MINNESOTA MINING &
MANUFACTURING COMPANY...... COMMON 604059105 6,834,375.00 75,000 SOLE 11 75,000
MINNESOTA MINING &
MANUFACTURING COMPANY...... COMMON 604059105 109,350.00 1,200 SOLE 19 1,200
MINNESOTA MINING &
MANUFACTURING COMPANY...... COMMON 604059105 2,214,337.50 24,300 SOLE 20 24,300
MINNESOTA MINING &
MANUFACTURING COMPANY...... COMMON 604059105 64,334.25 706 SOLE 38 706
MINNESOTA MINING &
MANUFACTURING COMPANY...... COMMON 604059105 109,350.00 1,200 SOLE 51 1,200
MINNESOTA MINING &
MANUFACTURING COMPANY...... COMMON 604059105 182,250.00 2,000 SOLE 58 2,000
MODINE MANUFACTURING
COMPANY.................... COMMON 607828100 8,451.56 300 SOLE 19 300
MODIS PROFESSIONAL
SERVICES................... COMMON 607830106 47,206.25 9,100 SOLE 57 9,100
MOLEX, INC................... COMMON 608554101 5,443,750.00 100,000 SOLE 2 100,000
MOLEX, INC................... COMMON 608554101 217,750.00 4,000 SOLE 3 4,000
MOLEX, INC................... COMMON 608554200 4,972,500.00 120,000 SOLE 10 120,000
MOLEX, INC................... COMMON 608554101 3,320,687.50 61,000 SOLE 16 61,000
MOLEX, INC................... COMMON 608554101 84,378.13 1,550 SOLE 32 1,550
MOLEX, INC................... COMMON 608554101 353,843.75 6,500 SOLE 34 6,500
MOLEX, INC................... COMMON 608554101 16,331.25 300 SOLE 38 300
MOLEX, INC................... COMMON 608554101 27,218.75 500 SOLE 51 500
MOLEX, INC................... COMMON 608554200 29,006.25 700 SOLE 58 700
MORGAN STANLEY DEAN
WITTER & COMPANY........... COMMON 617446448 7,315,000.00 80,000 SOLE 2 80,000
MORGAN STANLEY DEAN
WITTER & COMPANY........... COMMON 617446448 1,280,125.00 14,000 SOLE 3 14,000
MORGAN STANLEY DEAN
WITTER & COMPANY........... COMMON 617446448 7,772,187.50 85,000 SOLE 10 85,000
MORGAN STANLEY DEAN
WITTER & COMPANY........... COMMON 617446448 13,715,625.00 150,000 SOLE 11 150,000
MORGAN STANLEY DEAN
WITTER & COMPANY........... COMMON 617446448 298,086.25 3,260 SOLE 19 3,260
MORGAN STANLEY DEAN
WITTER & COMPANY........... COMMON 617446448 73,150.00 800 SOLE 32 800
MORGAN STANLEY DEAN
WITTER & COMPANY........... COMMON 617446448 182,875.00 2,000 SOLE 38 2,000
MORGAN STANLEY DEAN
WITTER & COMPANY........... COMMON 617446448 329,175.00 3,600 SOLE 51 3,600
MORGAN STANLEY DEAN
WITTER & COMPANY........... COMMON 617446448 54,862.50 600 SOLE 54 600
MORGAN STANLEY DEAN
WITTER & COMPANY........... COMMON 617446448 219,450.00 2,400 SOLE 55 2,400
MORGAN STANLEY DEAN
WITTER & COMPANY........... COMMON 617446448 164,587.50 1,800 SOLE 58 1,800
MORGAN STANLEY DEAN
WITTER & COMPANY........... COMMON 617446448 36,575.00 400 SOLE 71 400
MORGAN STANLEY DEAN
WITTER & COMPANY........... COMMON 617446448 146,300.00 1,600 SOLE 520 1,600
MORGAN STANLEY DEAN
WITTER & COMPANY........... COMMON 617446448 155,443.75 1,700 SOLE 530 1,700
MORGAN STANLEY DEAN
WITTER & COMPANY........... COMMON 617446448 27,431.25 300 SOLE 540 300
MORGAN STANLEY DEAN
WITTER & COMPANY........... COMMON 617446448 109,725.00 1,200 SOLE 560 1,200
MORGAN STANLEY DEAN
WITTER & COMPANY........... COMMON 617446448 27,431.25 300 SOLE 570 300
MORRISON MANAGEMENT
SPECIALISTS, INC........... COMMON 618459101 1,040,160.00 35,200 SOLE 29 35,200
MOTOR CARGO
INDUSTRIES, INC............ COMMON 619907108 213,150.00 34,800 SOLE 29 34,800
MOTOR CARGO
INDUSTRIES, INC............ COMMON 619907108 178,850.00 29,200 SOLE 35 29,200
MOTOROLA, INC................ COMMON 620076109 2,825,000.00 100,000 SOLE 2 100,000
MOTOROLA, INC................ COMMON 620076109 678,000.00 24,000 SOLE 3 24,000
MOTOROLA, INC................ COMMON 620076109 3,672,500.00 130,000 SOLE 10 130,000
MOTOROLA, INC................ COMMON 620076109 7,627,500.00 270,000 SOLE 11 270,000
MOTOROLA, INC................ COMMON 620076109 169,500.00 6,000 SOLE 19 6,000
MOTOROLA, INC................ COMMON 620076109 819,250.00 29,000 SOLE 20 29,000
MOTOROLA, INC................ COMMON 620076109 112,971.75 3,999 SOLE 38 3,999
MOTOROLA, INC................ COMMON 620076109 200,575.00 7,100 SOLE 51 7,100
MOTOROLA, INC................ COMMON 620076109 8,475.00 300 SOLE 55 300
MOTOROLA, INC................ COMMON 620076109 56,500.00 2,000 SOLE 58 2,000
MS CARRIERS, INC............. COMMON 553533100 271,875.00 17,400 SOLE 29 17,400
MS CARRIERS, INC............. COMMON 553533100 150,000.00 9,600 SOLE 35 9,600
MURPHY OIL CORPORATION....... COMMON 626717102 38,887.50 600 SOLE 19 600
MURPHY OIL CORPORATION....... COMMON 626717102 1,296,250.00 20,000 SOLE 29 20,000
MURPHY OIL CORPORATION....... COMMON 626717102 842,562.50 13,000 SOLE 35 13,000
MURPHY OIL CORPORATION....... COMMON 626717102 97,218.75 1,500 SOLE 58 1,500
MYLAN LABORATORIES, INC...... COMMON 628530107 4,883,768.75 181,300 SOLE 1 181,300
MYLAN LABORATORIES, INC...... COMMON 628530107 16,162,500.00 600,000 SOLE 15 600,000
MYLAN LABORATORIES, INC...... COMMON 628530107 37,712.50 1,400 SOLE 19 1,400
MYLAN LABORATORIES, INC...... COMMON 628530107 1,885,625.00 70,000 SOLE 29 70,000
MYLAN LABORATORIES, INC...... COMMON 628530107 1,131,375.00 42,000 SOLE 35 42,000
MYLAN LABORATORIES, INC...... COMMON 628530107 161,625.00 6,000 SOLE 560 6,000
MYLAN LABORATORIES, INC...... COMMON 628530107 37,712.50 1,400 SOLE 570 1,400
NABISCO GROUP HOLDINGS
CORPORATION................ COMMON 62952P102 176,700.00 6,200 SOLE 38 6,200
NABISCO GROUP HOLDINGS
CORPORATION................ COMMON 62952P102 265,050.00 9,300 SOLE 51 9,300
NABISCO HOLDINGS
CORPORATION................ COMMON 629526104 317,125.00 5,900 SOLE 38 5,900
NABISCO HOLDINGS
CORPORATION................ COMMON 629526104 408,500.00 7,600 SOLE 51 7,600
NABORS INDUSTRIES, INC....... COMMON 629568106 2,423,500.00 46,250 SOLE 1 46,250
NABORS INDUSTRIES, INC....... COMMON 629568106 9,628,500.00 183,750 SOLE 15 183,750
NABORS INDUSTRIES, INC....... COMMON 629568106 41,920.00 800 SOLE 19 800
NASDAQ-100 SHARES............ COMMON 631100104 35,475,000.00 400,000 SOLE 2 400,000
NASDAQ-100 SHARES............ COMMON 631100104 39,909,375.00 450,000 SOLE 10 450,000
NATIONAL CITY CORPORATION.... COMMON 635405103 30,975.00 1,400 SOLE 19 1,400
NATIONAL CITY CORPORATION.... COMMON 635405103 699,150.00 31,600 SOLE 20 31,600
NATIONAL CITY CORPORATION.... COMMON 635405103 28,762.50 1,300 SOLE 38 1,300
NATIONAL CITY CORPORATION.... COMMON 635405103 53,100.00 2,400 SOLE 51 2,400
NATIONAL COMMERCE
BANCORPORATION............. COMMON 635449101 24,423.44 1,225 SOLE 19 1,225
NATIONAL FUEL GAS COMPANY.... COMMON 636180101 16,818.75 300 SOLE 19 300
NATIONAL INSTRUMENTS,
INC........................ COMMON 636518102 8,825.00 200 SOLE 19 200
NATIONAL SEMICONDUCTOR
CORPORATION................ COMMON 637640103 2,415,000.00 60,000 SOLE 2 60,000
NATIONAL SEMICONDUCTOR
CORPORATION................ COMMON 637640103 1,980,300.00 49,200 SOLE 6 49,200
NATIONAL SEMICONDUCTOR
CORPORATION................ COMMON 637640103 2,415,000.00 60,000 SOLE 10 60,000
NATIONAL SEMICONDUCTOR
CORPORATION................ COMMON 637640103 13,761,475.00 341,900 SOLE 13 341,900
NATIONAL SEMICONDUCTOR
CORPORATION................ COMMON 637640103 20,125.00 500 SOLE 38 500
NATIONAL SEMICONDUCTOR
CORPORATION................ COMMON 637640103 44,275.00 1,100 SOLE 51 1,100
NATIONAL SEMICONDUCTOR
CORPORATION................ COMMON 637640103 28,175.00 700 SOLE 58 700
NATIONAL SEMICONDUCTOR
CORPORATION................ COMMON 637640103 64,400.00 1,600 SOLE 520 1,600
NATIONAL SEMICONDUCTOR
CORPORATION................ COMMON 637640103 68,425.00 1,700 SOLE 530 1,700
NATIONAL SEMICONDUCTOR
CORPORATION................ COMMON 637640103 12,075.00 300 SOLE 540 300
NATIONAL SEMICONDUCTOR
CORPORATION................ COMMON 637640103 48,300.00 1,200 SOLE 560 1,200
NATIONAL SEMICONDUCTOR
CORPORATION................ COMMON 637640103 12,075.00 300 SOLE 570 300
NATIONAL SERVICE
INDUSTRIES, INC............ COMMON 637657107 5,868.75 300 SOLE 38 300
NATIONAL SERVICE
INDUSTRIES, INC............ COMMON 637657107 9,781.25 500 SOLE 51 500
NATIONAL-OILWELL, INC........ COMMON 637071101 265,625.00 8,500 SOLE 36 8,500
NATIONAL-OILWELL, INC........ COMMON 637071101 640,625.00 20,500 SOLE 50 20,500
NATURAL MICROSYSTEMS
CORPORATION................ COMMON 638882100 5,379.69 100 SOLE 19 100
NATURAL MICROSYSTEMS
CORPORATION................ COMMON 638882100 618,664.06 11,500 SOLE 36 11,500
NATURAL MICROSYSTEMS
CORPORATION................ COMMON 638882100 1,506,312.50 28,000 SOLE 50 28,000
NAVIGANT CONSULTING, INC..... COMMON 63935N107 57,062.50 16,600 SOLE 57 16,600
NAVIGANT INTERNATIONAL,
INC........................ COMMON 63935R108 1,050.00 100 SOLE 19 100
NAVISTAR INTERNATIONAL
CORPORATION................ COMMON 63934E108 8,981.25 300 SOLE 38 300
NAVISTAR INTERNATIONAL
CORPORATION................ COMMON 63934E108 14,968.75 500 SOLE 51 500
NCR CORPORATION.............. COMMON 62886E108 15,125.00 400 SOLE 38 400
NCR CORPORATION.............. COMMON 62886E108 22,687.50 600 SOLE 51 600
NEOSE TECHNOLOGIES, INC...... COMMON 640522108 836,887.50 17,300 SOLE 36 17,300
NEOSE TECHNOLOGIES, INC...... COMMON 640522108 2,031,750.00 42,000 SOLE 50 42,000
NETIQ CORPORATION............ COMMON 64115P102 6,568.75 100 SOLE 19 100
NETRO CORPORATION............ COMMON 64114R109 592,500.00 10,000 SOLE 36 10,000
NETRO CORPORATION............ COMMON 64114R109 1,481,250.00 25,000 SOLE 50 25,000
NETWORK APPLIANCE, INC....... COMMON 64120L104 5,095,000.00 40,000 SOLE 2 40,000
NETWORK APPLIANCE, INC....... COMMON 64120L104 5,095,000.00 40,000 SOLE 10 40,000
NETWORK APPLIANCE, INC....... COMMON 64120L104 108,268.75 850 SOLE 32 850
NETWORK APPLIANCE, INC....... COMMON 64120L104 76,425.00 600 SOLE 38 600
NETWORK APPLIANCE, INC....... COMMON 64120L104 140,112.50 1,100 SOLE 51 1,100
NETWORK APPLIANCE, INC....... COMMON 64120L104 101,900.00 800 SOLE 54 800
NETWORK APPLIANCE, INC....... COMMON 64120L104 114,637.50 900 SOLE 58 900
NETWORK APPLIANCE, INC....... COMMON 64120L104 63,687.50 500 SOLE 71 500
NETWORK APPLIANCE, INC....... COMMON 64120L104 76,425.00 600 SOLE 520 600
NETWORK APPLIANCE, INC....... COMMON 64120L104 76,425.00 600 SOLE 530 600
NETWORK APPLIANCE, INC....... COMMON 64120L104 25,475.00 200 SOLE 540 200
NETWORK APPLIANCE, INC....... COMMON 64120L104 50,950.00 400 SOLE 560 400
NETWORK APPLIANCE, INC....... COMMON 64120L104 25,475.00 200 SOLE 570 200
NETWORK ASSOCIATES, INC...... COMMON 640938106 38,462.50 1,700 SOLE 19 1,700
NEW ERA OF NETWORKS, INC..... COMMON 644312100 608,203.13 25,000 SOLE 1 25,000
NEW ERA OF NETWORKS, INC..... COMMON 644312100 1,751,625.00 72,000 SOLE 15 72,000
NEW PLAN EXCEL REALTY........ COMMON 648053106 120,454.00 8,800 SOLE 1 8,800
NEW YORK TIMES COMPANY....... COMMON 650111107 1,155,787.50 29,400 SOLE 16 29,400
NEW YORK TIMES COMPANY....... COMMON 650111107 121,868.75 3,100 SOLE 34 3,100
NEW YORK TIMES COMPANY....... COMMON 650111107 7,862.50 200 SOLE 38 200
NEW YORK TIMES COMPANY....... COMMON 650111107 15,253.25 388 SOLE 51 388
NEW YORK TIMES COMPANY....... COMMON 650111107 39,312.50 1,000 SOLE 58 1,000
NEWELL RUBBERMAID, INC....... COMMON 651229106 114,062.50 5,000 SOLE 3 5,000
NEWELL RUBBERMAID, INC....... COMMON 651229106 1,368,750.00 60,000 SOLE 11 60,000
NEWELL RUBBERMAID, INC....... COMMON 651229106 36,500.00 1,600 SOLE 32 1,600
NEWELL RUBBERMAID, INC....... COMMON 651229106 11,406.25 500 SOLE 38 500
NEWELL RUBBERMAID, INC....... COMMON 651229106 20,531.25 900 SOLE 51 900
NEWFIELD EXPLORATION
COMPANY.................... COMMON 651290108 116,718.75 2,500 SOLE 57 2,500
NEWFIELD EXPLORATION
COMPANY.................... COMMON 651290108 37,350.00 800 SOLE 58 800
NEWMARK HOME CORPORATION..... COMMON 651578106 112,000.00 12,800 SOLE 57 12,800
NEWMONT MINING CORPORATION... COMMON 651639106 397,800.00 23,400 SOLE 20 23,400
NEWMONT MINING CORPORATION... COMMON 651639106 5,100.00 300 SOLE 38 300
NEWMONT MINING CORPORATION... COMMON 651639106 8,500.00 500 SOLE 51 500
NEWPARK RESOURCES, INC....... COMMON 651718504 126,725.00 13,700 SOLE 57 13,700
NEWPORT CORPORATION.......... COMMON 651824104 15,926.56 100 SOLE 19 100
NEWPORT CORPORATION.......... COMMON 651824104 1,433,390.63 9,000 SOLE 36 9,000
NEWPORT CORPORATION.......... COMMON 651824104 3,583,476.56 22,500 SOLE 50 22,500
NEWS CORPORATION,
LTD. ADR................... COMMON 652487703 4,485,000.00 80,000 SOLE 2 80,000
NEWS CORPORATION,
LTD. ADR................... COMMON 652487703 67,275.00 1,200 SOLE 19 1,200
NEWS CORPORATION,
LTD. ADR................... COMMON 652487703 100,912.50 1,800 SOLE 520 1,800
NEWS CORPORATION,
LTD. ADR................... COMMON 652487703 112,125.00 2,000 SOLE 530 2,000
NEWS CORPORATION,
LTD. ADR................... COMMON 652487703 78,487.50 1,400 SOLE 560 1,400
NEWS CORPORATION,
LTD. ADR................... COMMON 652487703 16,818.75 300 SOLE 570 300
NEXTEL COMMUNICATIONS,
INC........................ COMMON 65332V103 3,740,000.00 80,000 SOLE 2 80,000
NEXTEL COMMUNICATIONS,
INC........................ COMMON 65332V103 196,350.00 4,200 SOLE 3 4,200
NEXTEL COMMUNICATIONS,
INC........................ COMMON 65332V103 3,740,000.00 80,000 SOLE 10 80,000
NEXTEL COMMUNICATIONS,
INC........................ COMMON 65332V103 2,337,500.00 50,000 SOLE 11 50,000
NEXTEL COMMUNICATIONS,
INC........................ COMMON 65332V103 74,800.00 1,600 SOLE 38 1,600
NEXTEL COMMUNICATIONS,
INC........................ COMMON 65332V103 130,900.00 2,800 SOLE 51 2,800
NEXTEL COMMUNICATIONS,
INC........................ COMMON 65332V103 2,547,875.00 54,500 SOLE 53 54,500
NEXTEL COMMUNICATIONS,
INC........................ COMMON 65332V103 42,075.00 900 SOLE 54 900
NEXTEL COMMUNICATIONS,
INC........................ COMMON 65332V103 1,496,000.00 32,000 SOLE 70 32,000
NEXTEL COMMUNICATIONS,
INC........................ COMMON 65332V103 32,725.00 700 SOLE 71 700
NEXTEL COMMUNICATIONS,
INC........................ COMMON 65332V103 56,100.00 1,200 SOLE 520 1,200
NEXTEL COMMUNICATIONS,
INC........................ COMMON 65332V103 46,750.00 1,000 SOLE 530 1,000
NEXTEL COMMUNICATIONS,
INC........................ COMMON 65332V103 9,350.00 200 SOLE 540 200
NEXTEL COMMUNICATIONS,
INC........................ COMMON 65332V103 37,400.00 800 SOLE 560 800
NEXTEL COMMUNICATIONS,
INC........................ COMMON 65332V103 9,350.00 200 SOLE 570 200
NEXTLINK
COMMUNICATIONS, INC........ COMMON 65333H707 42,225.00 1,200 SOLE 19 1,200
NEXTLINK
COMMUNICATIONS, INC........ COMMON 65333H707 102,043.75 2,900 SOLE 32 2,900
NIAGRA MOHAWK
HOLDINGS, INC.............. COMMON 653520106 34,650.00 2,200 SOLE 19 2,200
NIAGRA MOHAWK
HOLDINGS, INC.............. COMMON 653520106 552,825.00 35,100 SOLE 20 35,100
NIAGRA MOHAWK
HOLDINGS, INC.............. COMMON 653520106 4,725.00 300 SOLE 38 300
NIAGRA MOHAWK
HOLDINGS, INC.............. COMMON 653520106 9,450.00 600 SOLE 51 600
NICOR, INC................... COMMON 654086107 6,984.19 193 SOLE 38 193
NICOR, INC................... COMMON 654086107 10,856.25 300 SOLE 51 300
NIKE, INC. (CL.B)............ COMMON 654106103 40,062.50 1,000 SOLE 19 1,000
NISOURCE, INC................ COMMON 65473P105 29,250.00 1,200 SOLE 19 1,200
NOBLE AFFILIATES, INC........ COMMON 654894104 25,987.50 700 SOLE 19 700
NOBLE AFFILIATES, INC........ COMMON 654894104 25,987.50 700 SOLE 58 700
NOBLE DRILLING
CORPORATION................ COMMON 655042109 45,225.00 900 SOLE 19 900
NOBLE DRILLING
CORPORATION................ COMMON 655042109 140,700.00 2,800 SOLE 58 2,800
NOKIA OYJ ADR................ COMMON 654902204 433,956.25 10,900 SOLE 6 10,900
NOKIA OYJ ADR................ COMMON 654902204 2,801,207.50 70,360 SOLE 13 70,360
NOKIA OYJ ADR................ COMMON 654902204 250,818.75 6,300 SOLE 19 6,300
NOKIA OYJ ADR................ COMMON 654902204 75,643.75 1,900 SOLE 32 1,900
NOKIA OYJ ADR................ COMMON 654902204 191,975.88 4,822 SOLE 39 4,822
NOKIA OYJ ADR................ COMMON 654902204 320,331.38 8,046 SOLE 52 8,046
NOKIA OYJ ADR................ COMMON 654902204 457,843.75 11,500 SOLE 55 11,500
NORDSON CORPORATION.......... COMMON 655663102 17,062.50 600 SOLE 19 600
NORDSTROM, INC............... COMMON 655664100 15,562.50 1,000 SOLE 19 1,000
NORDSTROM, INC............... COMMON 655664100 4,668.75 300 SOLE 38 300
NORDSTROM, INC............... COMMON 655664100 6,225.00 400 SOLE 51 400
NORFOLK SOUTHERN
CORPORATION................ COMMON 655844108 14,625.00 1,000 SOLE 19 1,000
NORFOLK SOUTHERN
CORPORATION................ COMMON 655844108 1,089,562.50 74,500 SOLE 20 74,500
NORFOLK SOUTHERN
CORPORATION................ COMMON 655844108 10,515.38 719 SOLE 38 719
NORFOLK SOUTHERN
CORPORATION................ COMMON 655844108 17,550.00 1,200 SOLE 51 1,200
NORTEL NETWORKS
CORPORATION................ COMMON 656568102 11,912,500.00 200,000 SOLE 2 200,000
NORTEL NETWORKS
CORPORATION................ COMMON 656568102 13,699,375.00 230,000 SOLE 10 230,000
NORTEL NETWORKS
CORPORATION................ COMMON 656568102 232,293.75 3,900 SOLE 18 3,900
NORTEL NETWORKS
CORPORATION................ COMMON 656568102 463,396.25 7,780 SOLE 19 7,780
NORTEL NETWORKS
CORPORATION................ COMMON 656568102 119,125.00 2,000 SOLE 32 2,000
NORTEL NETWORKS
CORPORATION................ COMMON 656568102 285,900.00 4,800 SOLE 38 4,800
NORTEL NETWORKS
CORPORATION................ COMMON 656568102 506,281.25 8,500 SOLE 51 8,500
NORTEL NETWORKS
CORPORATION................ COMMON 656568102 2,477,800.00 41,600 SOLE 53 41,600
NORTEL NETWORKS
CORPORATION................ COMMON 656568102 303,768.75 5,100 SOLE 54 5,100
NORTEL NETWORKS
CORPORATION................ COMMON 656568102 601,581.25 10,100 SOLE 55 10,100
NORTEL NETWORKS
CORPORATION................ COMMON 656568102 214,425.00 3,600 SOLE 58 3,600
NORTEL NETWORKS
CORPORATION................ COMMON 656568102 1,054,256.25 17,700 SOLE 70 17,700
NORTEL NETWORKS
CORPORATION................ COMMON 656568102 166,775.00 2,800 SOLE 71 2,800
NORTEL NETWORKS
CORPORATION................ COMMON 656568102 428,850.00 7,200 SOLE 520 7,200
NORTEL NETWORKS
CORPORATION................ COMMON 656568102 333,550.00 5,600 SOLE 530 5,600
NORTEL NETWORKS
CORPORATION................ COMMON 656568102 71,475.00 1,200 SOLE 540 1,200
NORTEL NETWORKS
CORPORATION................ COMMON 656568102 226,337.50 3,800 SOLE 560 3,800
NORTEL NETWORKS
CORPORATION................ COMMON 656568102 47,650.00 800 SOLE 570 800
NORTH FORK
BANCORPORATION, INC........ COMMON 659424105 25,950.00 1,200 SOLE 19 1,200
NORTHERN TRUST
CORPORATION................ COMMON 665859104 4,621,500.00 52,000 SOLE 1 52,000
NORTHERN TRUST
CORPORATION................ COMMON 665859104 9,776,250.00 110,000 SOLE 2 110,000
NORTHERN TRUST
CORPORATION................ COMMON 665859104 10,665,000.00 120,000 SOLE 10 120,000
NORTHERN TRUST
CORPORATION................ COMMON 665859104 10,665,000.00 120,000 SOLE 15 120,000
NORTHERN TRUST
CORPORATION................ COMMON 665859104 4,621,500.00 52,000 SOLE 16 52,000
NORTHERN TRUST
CORPORATION................ COMMON 665859104 62,212.50 700 SOLE 19 700
NORTHERN TRUST
CORPORATION................ COMMON 665859104 497,700.00 5,600 SOLE 34 5,600
NORTHERN TRUST
CORPORATION................ COMMON 665859104 35,550.00 400 SOLE 38 400
NORTHERN TRUST
CORPORATION................ COMMON 665859104 62,212.50 700 SOLE 51 700
NORTHERN TRUST
CORPORATION................ COMMON 665859104 195,525.00 2,200 SOLE 520 2,200
NORTHERN TRUST
CORPORATION................ COMMON 665859104 213,300.00 2,400 SOLE 530 2,400
NORTHERN TRUST
CORPORATION................ COMMON 665859104 35,550.00 400 SOLE 540 400
NORTHERN TRUST
CORPORATION................ COMMON 665859104 159,975.00 1,800 SOLE 560 1,800
NORTHERN TRUST
CORPORATION................ COMMON 665859104 35,550.00 400 SOLE 570 400
NORTHROP GRUMMAN
CORPORATION................ COMMON 666807102 45,437.50 500 SOLE 19 500
NORTHROP GRUMMAN
CORPORATION................ COMMON 666807102 9,087.50 100 SOLE 38 100
NORTHROP GRUMMAN
CORPORATION................ COMMON 666807102 18,175.00 200 SOLE 51 200
NORTHWEST AIRLINES
CORPORATION................ COMMON 667280101 4,912.50 200 SOLE 19 200
NOVELL, INC.................. COMMON 670006105 12,918.75 1,300 SOLE 19 1,300
NOVELL, INC.................. COMMON 670006105 5,962.50 600 SOLE 38 600
NOVELL, INC.................. COMMON 670006105 9,937.50 1,000 SOLE 51 1,000
NOVELLUS SYSTEMS, INC........ COMMON 670008101 18,625.00 400 SOLE 38 400
NOVELLUS SYSTEMS, INC........ COMMON 670008101 27,937.50 600 SOLE 51 600
NOVELLUS SYSTEMS, INC........ COMMON 670008101 18,625.00 400 SOLE 58 400
NPS PHARMACEUTICALS, INC..... COMMON 62936P103 277,156.25 4,900 SOLE 36 4,900
NPS PHARMACEUTICALS, INC..... COMMON 62936P103 712,687.50 12,600 SOLE 50 12,600
NTL, INC..................... COMMON 629407107 18,525.00 400 SOLE 19 400
NUCOR CORPORATION............ COMMON 670346105 27,112.50 900 SOLE 19 900
NUCOR CORPORATION............ COMMON 670346105 3,012.50 100 SOLE 38 100
NUCOR CORPORATION............ COMMON 670346105 3,012.50 100 SOLE 51 100
NVIDIA CORPORATION........... COMMON 67066G104 16,375.00 200 SOLE 19 200
NVR, INC..................... COMMON 62944T105 16,200.00 200 SOLE 58 200
OAK TECHNOLOGY, INC.......... COMMON 671802106 1,779,375.00 65,000 SOLE 36 65,000
OAK TECHNOLOGY, INC.......... COMMON 671802106 4,108,987.50 150,100 SOLE 50 150,100
OCCIDENTAL PETROLEUM
CORPORATION................ COMMON 674599105 30,537.50 1,400 SOLE 19 1,400
OCCIDENTAL PETROLEUM
CORPORATION................ COMMON 674599105 19,631.25 900 SOLE 38 900
OCCIDENTAL PETROLEUM
CORPORATION................ COMMON 674599105 32,718.75 1,500 SOLE 51 1,500
OCCIDENTAL PETROLEUM
CORPORATION................ COMMON 674599105 21,812.50 1,000 SOLE 58 1,000
OCEAN ENERGY, INC............ COMMON 67481E106 3,211,000.00 208,000 SOLE 1 208,000
OCEAN ENERGY, INC............ COMMON 67481E106 7,718,750.00 500,000 SOLE 15 500,000
OCEAN ENERGY, INC............ COMMON 67481E106 2,933,125.00 190,000 SOLE 29 190,000
OCEAN ENERGY, INC............ COMMON 67481E106 1,698,125.00 110,000 SOLE 35 110,000
OCEANEERING INTERNATIONAL,
INC........................ COMMON 675232102 88,112.50 5,300 SOLE 57 5,300
OFFICE DEPOT, INC............ COMMON 676220106 10,937.50 1,400 SOLE 38 1,400
OFFICE DEPOT, INC............ COMMON 676220106 19,531.25 2,500 SOLE 51 2,500
OGDEN CORPORATION............ COMMON 676346109 9,493.75 700 SOLE 19 700
OGE ENERGY CORPORATION....... COMMON 670837103 17,050.00 800 SOLE 19 800
OLD KENT FINANCIAL
CORPORATION................ COMMON 679833103 5,787.50 200 SOLE 38 200
OLD KENT FINANCIAL
CORPORATION................ COMMON 679833103 11,575.00 400 SOLE 51 400
OLD REPUBLIC INTERNATIONAL
CORPORATION................ COMMON 680223104 48,125.00 2,000 SOLE 19 2,000
OLIN CORPORATION............. COMMON 680665205 16,187.50 1,000 SOLE 19 1,000
OMNICARE, INC................ COMMON 681904108 16,125.00 1,000 SOLE 19 1,000
OMNICOM GROUP, INC........... COMMON 681919106 6,564,375.00 90,000 SOLE 2 90,000
OMNICOM GROUP, INC........... COMMON 681919106 10,211,250.00 140,000 SOLE 10 140,000
OMNICOM GROUP, INC........... COMMON 681919106 2,917,500.00 40,000 SOLE 11 40,000
OMNICOM GROUP, INC........... COMMON 681919106 1,962,018.75 26,900 SOLE 16 26,900
OMNICOM GROUP, INC........... COMMON 681919106 43,762.50 600 SOLE 19 600
OMNICOM GROUP, INC........... COMMON 681919106 105,759.38 1,450 SOLE 32 1,450
OMNICOM GROUP, INC........... COMMON 681919106 189,637.50 2,600 SOLE 34 2,600
OMNICOM GROUP, INC........... COMMON 681919106 21,589.50 296 SOLE 38 296
OMNICOM GROUP, INC........... COMMON 681919106 36,468.75 500 SOLE 51 500
OMNICOM GROUP, INC........... COMMON 681919106 2,552,812.50 35,000 SOLE 53 35,000
OMNICOM GROUP, INC........... COMMON 681919106 36,468.75 500 SOLE 54 500
OMNICOM GROUP, INC........... COMMON 681919106 14,587.50 200 SOLE 58 200
OMNICOM GROUP, INC........... COMMON 681919106 1,655,681.25 22,700 SOLE 70 22,700
OMNICOM GROUP, INC........... COMMON 681919106 21,881.25 300 SOLE 71 300
OMNICOM GROUP, INC........... COMMON 681919106 87,525.00 1,200 SOLE 520 1,200
OMNICOM GROUP, INC........... COMMON 681919106 94,818.75 1,300 SOLE 530 1,300
OMNICOM GROUP, INC........... COMMON 681919106 14,587.50 200 SOLE 540 200
OMNICOM GROUP, INC........... COMMON 681919106 65,643.75 900 SOLE 560 900
OMNICOM GROUP, INC........... COMMON 681919106 14,587.50 200 SOLE 570 200
OMNIVISION
TECHNOLOGIES, INC.......... COMMON 682128103 43,425.00 1,200 SOLE 56 1,200
OMNIVISION
TECHNOLOGIES, INC.......... COMMON 682128103 25,331.25 700 SOLE 72 700
ONEOK, INC................... COMMON 682680103 834.75 21 SOLE 38 21
OPNET TECHNOLOGIES, INC...... COMMON 683757108 620,500.00 17,000 SOLE 36 17,000
OPNET TECHNOLOGIES, INC...... COMMON 683757108 1,525,700.00 41,800 SOLE 50 41,800
ORACLE CORPORATION........... COMMON 68389X105 15,750,000.00 200,000 SOLE 2 200,000
ORACLE CORPORATION........... COMMON 68389X105 833,175.00 10,580 SOLE 6 10,580
ORACLE CORPORATION........... COMMON 68389X105 18,900,000.00 240,000 SOLE 10 240,000
ORACLE CORPORATION........... COMMON 68389X105 6,662,250.00 84,600 SOLE 13 84,600
ORACLE CORPORATION........... COMMON 68389X105 157,500.00 2,000 SOLE 18 2,000
ORACLE CORPORATION........... COMMON 68389X105 586,687.50 7,450 SOLE 19 7,450
ORACLE CORPORATION........... COMMON 68389X105 78,750.00 1,000 SOLE 32 1,000
ORACLE CORPORATION........... COMMON 68389X105 417,375.00 5,300 SOLE 38 5,300
ORACLE CORPORATION........... COMMON 68389X105 748,125.00 9,500 SOLE 51 9,500
ORACLE CORPORATION........... COMMON 68389X105 370,125.00 4,700 SOLE 54 4,700
ORACLE CORPORATION........... COMMON 68389X105 259,875.00 3,300 SOLE 55 3,300
ORACLE CORPORATION........... COMMON 68389X105 456,750.00 5,800 SOLE 58 5,800
ORACLE CORPORATION........... COMMON 68389X105 220,500.00 2,800 SOLE 71 2,800
ORACLE CORPORATION........... COMMON 68389X105 315,000.00 4,000 SOLE 520 4,000
ORACLE CORPORATION........... COMMON 68389X105 346,500.00 4,400 SOLE 530 4,400
ORACLE CORPORATION........... COMMON 68389X105 63,000.00 800 SOLE 540 800
ORACLE CORPORATION........... COMMON 68389X105 252,000.00 3,200 SOLE 560 3,200
ORACLE CORPORATION........... COMMON 68389X105 63,000.00 800 SOLE 570 800
ORATEC INTERVENTIONS INC..... COMMON 68554M108 276,850.00 22,600 SOLE 1 22,600
ORATEC INTERVENTIONS INC..... COMMON 68554M108 684,775.00 55,900 SOLE 15 55,900
OSI PHARMACEUTICALS, INC..... COMMON 671040103 945,000.00 13,500 SOLE 36 13,500
OSI PHARMACEUTICALS, INC..... COMMON 671040103 2,100,000.00 30,000 SOLE 50 30,000
OUTBACK STEAKHOUSE, INC...... COMMON 689899102 27,125.00 1,000 SOLE 19 1,000
OWENS-ILLINOIS, INC.......... COMMON 690768403 9,250.00 1,000 SOLE 19 1,000
OWENS-ILLINOIS, INC.......... COMMON 690768403 2,682.50 290 SOLE 38 290
OWENS-ILLINOIS, INC.......... COMMON 690768403 4,625.00 500 SOLE 51 500
OXFORD HEALTH PLANS, INC..... COMMON 691471106 9,220.31 300 SOLE 19 300
PACCAR, INC.................. COMMON 693718108 11,118.75 300 SOLE 38 300
PACCAR, INC.................. COMMON 693718108 18,531.25 500 SOLE 51 500
PACIFIC CENTURY
CYBERWORKS, LTD. ADR....... COMMON 694059106 17,063.20 1,551 SOLE 19 1,551
PACIFICARE HEALTH
SYSTEMS, INC............... COMMON 695112102 6,962.50 200 SOLE 19 200
PACKETEER, INC............... COMMON 695210104 7,587.50 200 SOLE 19 200
PACTIV CORPORATION (TENNECO
PACKAGING, INC.)........... COMMON 695257105 3,580.00 320 SOLE 38 320
PACTIV CORPORATION (TENNECO
PACKAGING, INC.)........... COMMON 695257105 5,593.75 500 SOLE 51 500
PAINE WEBBER GROUP, INC...... COMMON 695629105 13,687.50 200 SOLE 38 200
PAINE WEBBER GROUP, INC...... COMMON 695629105 27,375.00 400 SOLE 51 400
PALL CORPORATION............. COMMON 696429307 19,937.50 1,000 SOLE 19 1,000
PALL CORPORATION............. COMMON 696429307 1,413,568.75 70,900 SOLE 20 70,900
PALL CORPORATION............. COMMON 696429307 3,987.50 200 SOLE 38 200
PALL CORPORATION............. COMMON 696429307 7,975.00 400 SOLE 51 400
PALL CORPORATION............. COMMON 696429307 101,681.25 5,100 SOLE 57 5,100
PALM, INC.................... COMMON 696642107 78,559.25 1,484 SOLE 19 1,484
PALM, INC.................... COMMON 696642107 52,937.50 1,000 SOLE 38 1,000
PALM, INC.................... COMMON 696642107 90,046.69 1,701 SOLE 51 1,701
PALM, INC.................... COMMON 696642107 603,487.50 11,400 SOLE 56 11,400
PALM, INC.................... COMMON 696642107 254,100.00 4,800 SOLE 72 4,800
PARAMETRIC TECHNOLOGY
COMPANY.................... COMMON 699173100 9,843.75 900 SOLE 19 900
PARAMETRIC TECHNOLOGY
COMPANY.................... COMMON 699173100 9,843.75 900 SOLE 38 900
PARAMETRIC TECHNOLOGY
COMPANY.................... COMMON 699173100 18,593.75 1,700 SOLE 51 1,700
PARK PLACE ENTERTAINMENT
CORPORATION................ COMMON 700690100 45,375.00 3,000 SOLE 58 3,000
PARKER-HANNIFIN
CORPORATION................ COMMON 701094104 3,375.00 100 SOLE 38 100
PARKER-HANNIFIN
CORPORATION................ COMMON 701094104 6,750.00 200 SOLE 51 200
PARKER-HANNIFIN
CORPORATION................ COMMON 701094104 6,750.00 200 SOLE 58 200
PARTNER COMMUNICATIONS
COMPANY, LTD............... COMMON 70211M109 24,600.00 3,200 SOLE 39 3,200
PARTNER COMMUNICATIONS
COMPANY, LTD............... COMMON 70211M109 40,974.38 5,330 SOLE 52 5,330
PATINA OIL &
GAS CORPORATION............ COMMON 703224105 20,000.00 1,000 SOLE 57 1,000
PATTERSON, ENERGY, INC....... COMMON 703414102 412,500.00 12,000 SOLE 36 12,000
PATTERSON, ENERGY, INC....... COMMON 703414102 1,100,000.00 32,000 SOLE 50 32,000
PAYCHEX, INC................. COMMON 704326107 2,937,375.00 55,950 SOLE 16 55,950
PAYCHEX, INC................. COMMON 704326107 63,000.00 1,200 SOLE 19 1,200
PAYCHEX, INC................. COMMON 704326107 488,250.00 9,300 SOLE 34 9,300
PAYCHEX, INC................. COMMON 704326107 42,000.00 800 SOLE 38 800
PAYCHEX, INC................. COMMON 704326107 78,750.00 1,500 SOLE 51 1,500
PAYCHEX, INC................. COMMON 704326107 97,125.00 1,850 SOLE 54 1,850
PAYCHEX, INC................. COMMON 704326107 55,125.00 1,050 SOLE 58 1,050
PAYCHEX, INC................. COMMON 704326107 39,375.00 750 SOLE 71 750
PAYLESS SHOESOURCE, INC...... COMMON 704379106 42,056.00 751 SOLE 19 751
PE CORPORATION-
PE BIOSYSTEMS GROUP........ COMMON 69332S102 11,766,500.00 101,000 SOLE 1 101,000
PE CORPORATION-
PE BIOSYSTEMS GROUP........ COMMON 69332S102 24,348,500.00 209,000 SOLE 15 209,000
PE CORPORATION-
PE BIOSYSTEMS GROUP........ COMMON 69332S102 46,600.00 400 SOLE 38 400
PE CORPORATION-
PE BIOSYSTEMS GROUP........ COMMON 69332S102 69,900.00 600 SOLE 51 600
PE CORPORATION-
PE BIOSYSTEMS GROUP........ COMMON 69332S102 34,950.00 300 SOLE 54 300
PE CORPORATION-
PE BIOSYSTEMS GROUP........ COMMON 69332S102 34,950.00 300 SOLE 58 300
PE CORPORATION-
PE BIOSYSTEMS GROUP........ COMMON 69332S102 34,950.00 300 SOLE 71 300
PECO ENERGY COMPANY.......... COMMON 693304107 121,125.00 2,000 SOLE 3 2,000
PECO ENERGY COMPANY.......... COMMON 693304107 1,211,250.00 20,000 SOLE 11 20,000
PECO ENERGY COMPANY.......... COMMON 693304107 42,393.75 700 SOLE 19 700
PECO ENERGY COMPANY.......... COMMON 693304107 30,281.25 500 SOLE 38 500
PECO ENERGY COMPANY.......... COMMON 693304107 48,450.00 800 SOLE 51 800
PECO ENERGY COMPANY.......... COMMON 693304107 36,337.50 600 SOLE 58 600
PEGASUS SYSTEMS, INC......... COMMON 705906105 197,581.25 10,100 SOLE 57 10,100
PENWEST PHARMACEUTICALS,
COMPANY.................... COMMON 709754105 761,250.00 60,000 SOLE 1 60,000
PEOPLES ENERGY
CORPORATION................ COMMON 711030106 6,675.00 200 SOLE 38 200
PEOPLES ENERGY
CORPORATION................ COMMON 711030106 13,350.00 400 SOLE 51 400
PEOPLESOFT, INC.............. COMMON 712713106 19,556.25 700 SOLE 38 700
PEOPLESOFT, INC.............. COMMON 712713106 36,318.75 1,300 SOLE 51 1,300
PEOPLESOFT, INC.............. COMMON 712713106 13,968.75 500 SOLE 58 500
PEPSICO, INC................. COMMON 713448108 5,980,000.00 130,000 SOLE 2 130,000
PEPSICO, INC................. COMMON 713448108 303,600.00 6,600 SOLE 3 6,600
PEPSICO, INC................. COMMON 713448108 9,200,000.00 200,000 SOLE 10 200,000
PEPSICO, INC................. COMMON 713448108 3,574,200.00 77,700 SOLE 11 77,700
PEPSICO, INC................. COMMON 713448108 2,396,600.00 52,100 SOLE 16 52,100
PEPSICO, INC................. COMMON 713448108 253,000.00 5,500 SOLE 18 5,500
PEPSICO, INC................. COMMON 713448108 216,200.00 4,700 SOLE 19 4,700
PEPSICO, INC................. COMMON 713448108 59,800.00 1,300 SOLE 32 1,300
PEPSICO, INC................. COMMON 713448108 317,400.00 6,900 SOLE 34 6,900
PEPSICO, INC................. COMMON 713448108 119,600.00 2,600 SOLE 38 2,600
PEPSICO, INC................. COMMON 713448108 211,600.00 4,600 SOLE 51 4,600
PEPSICO, INC................. COMMON 713448108 110,400.00 2,400 SOLE 54 2,400
PEPSICO, INC................. COMMON 713448108 92,000.00 2,000 SOLE 58 2,000
PEPSICO, INC................. COMMON 713448108 69,000.00 1,500 SOLE 71 1,500
PEPSICO, INC................. COMMON 713448108 87,400.00 1,900 SOLE 520 1,900
PEPSICO, INC................. COMMON 713448108 110,400.00 2,400 SOLE 530 2,400
PEPSICO, INC................. COMMON 713448108 18,400.00 400 SOLE 540 400
PEPSICO, INC................. COMMON 713448108 82,800.00 1,800 SOLE 560 1,800
PEPSICO, INC................. COMMON 713448108 18,400.00 400 SOLE 570 400
PEREGRINE SYSTEMS, INC....... COMMON 71366Q101 2,927,264.06 154,575 SOLE 1 154,575
PEREGRINE SYSTEMS, INC....... COMMON 71366Q101 8,861,329.69 467,925 SOLE 15 467,925
PEREGRINE SYSTEMS, INC....... COMMON 71366Q101 5,681.25 300 SOLE 19 300
PERICOM SEMICONDUCTOR
CORPORATION................ COMMON 713831105 7,400.00 200 SOLE 19 200
PERKINELMER, INC............. COMMON 714046109 1,482,125.00 14,200 SOLE 1 14,200
PERKINELMER, INC............. COMMON 714046109 7,671,562.50 73,500 SOLE 15 73,500
PERKINELMER, INC............. COMMON 714046109 20,875.00 200 SOLE 38 200
PERKINELMER, INC............. COMMON 714046109 31,312.50 300 SOLE 51 300
PERKINELMER, INC............. COMMON 714046109 10,437.50 100 SOLE 58 100
PERRIGO COMPANY.............. COMMON 714290103 15,740.63 2,300 SOLE 19 2,300
PETROLEO BRASILEIRO S.A...... COMMON 71654V408 59,523.75 1,980 SOLE 39 1,980
PETROLEO BRASILEIRO S.A...... COMMON 71654V408 98,905.63 3,290 SOLE 52 3,290
PETROLEUM GEO-
SERVICES ASA (PGS) ADR..... COMMON 716597109 98,325.00 5,700 SOLE 57 5,700
PETROLEUM
HELICOPTERS, INC........... COMMON 716604202 107,800.00 7,700 SOLE 57 7,700
PETSMART, INC................ COMMON 716768106 398,437.50 85,000 SOLE 36 85,000
PETSMART, INC................ COMMON 716768106 937,500.00 200,000 SOLE 50 200,000
PFIZER, INC.................. COMMON 717081103 13,481,250.00 300,000 SOLE 2 300,000
PFIZER, INC.................. COMMON 717081103 494,312.50 11,000 SOLE 6 11,000
PFIZER, INC.................. COMMON 717081103 14,604,687.50 325,000 SOLE 10 325,000
PFIZER, INC.................. COMMON 717081103 4,080,325.00 90,800 SOLE 13 90,800
PFIZER, INC.................. COMMON 717081103 794,270.31 17,675 SOLE 19 17,675
PFIZER, INC.................. COMMON 717081103 521,297.47 11,601 SOLE 38 11,601
PFIZER, INC.................. COMMON 717081103 934,700.00 20,800 SOLE 51 20,800
PFIZER, INC.................. COMMON 717081103 2,938,912.50 65,400 SOLE 53 65,400
PFIZER, INC.................. COMMON 717081103 420,165.63 9,350 SOLE 54 9,350
PFIZER, INC.................. COMMON 717081103 741,468.75 16,500 SOLE 55 16,500
PFIZER, INC.................. COMMON 717081103 383,092.19 8,525 SOLE 58 8,525
PFIZER, INC.................. COMMON 717081103 2,022,187.50 45,000 SOLE 70 45,000
PFIZER, INC.................. COMMON 717081103 249,403.13 5,550 SOLE 71 5,550
PG & E CORPORATION........... COMMON 69331C108 120,937.50 5,000 SOLE 3 5,000
PG & E CORPORATION........... COMMON 69331C108 26,606.25 1,100 SOLE 19 1,100
PG & E CORPORATION........... COMMON 69331C108 21,768.75 900 SOLE 38 900
PG & E CORPORATION........... COMMON 69331C108 36,281.25 1,500 SOLE 51 1,500
PHARMACIA CORPORATION........ COMMON 71713U102 9,028,125.00 150,000 SOLE 2 150,000
PHARMACIA CORPORATION........ COMMON 71713U102 722,250.00 12,000 SOLE 3 12,000
PHARMACIA CORPORATION........ COMMON 71713U102 7,523,437.50 125,000 SOLE 10 125,000
PHARMACIA CORPORATION........ COMMON 71713U102 9,028,125.00 150,000 SOLE 11 150,000
PHARMACIA CORPORATION........ COMMON 71713U102 499,556.25 8,300 SOLE 18 8,300
PHARMACIA CORPORATION........ COMMON 71713U102 231,240.38 3,842 SOLE 19 3,842
PHARMACIA CORPORATION........ COMMON 71713U102 1,147,956.19 19,073 SOLE 20 19,073
PHARMACIA CORPORATION........ COMMON 71713U102 144,450.00 2,400 SOLE 38 2,400
PHARMACIA CORPORATION........ COMMON 71713U102 252,787.50 4,200 SOLE 51 4,200
PHARMACIA CORPORATION........ COMMON 71713U102 138,431.25 2,300 SOLE 55 2,300
PHARMACIA CORPORATION........ COMMON 71713U102 114,356.25 1,900 SOLE 58 1,900
PHELPS DODGE CORPORATION..... COMMON 717265102 672,175.00 16,100 SOLE 20 16,100
PHELPS DODGE CORPORATION..... COMMON 717265102 4,175.00 100 SOLE 38 100
PHELPS DODGE CORPORATION..... COMMON 717265102 4,175.00 100 SOLE 51 100
PHILIP MORRIS
COMPANIES, INC............. COMMON 718154107 105,975.00 3,600 SOLE 18 3,600
PHILIP MORRIS
COMPANIES, INC............. COMMON 718154107 206,062.50 7,000 SOLE 19 7,000
PHILIP MORRIS
COMPANIES, INC............. COMMON 718154107 1,636,725.00 55,600 SOLE 20 55,600
PHILIP MORRIS
COMPANIES, INC............. COMMON 718154107 120,693.75 4,100 SOLE 38 4,100
PHILIP MORRIS
COMPANIES, INC............. COMMON 718154107 211,950.00 7,200 SOLE 51 7,200
PHILLIPS PETROLEUM
COMPANY.................... COMMON 718507106 502,000.00 8,000 SOLE 3 8,000
PHILLIPS PETROLEUM
COMPANY.................... COMMON 718507106 6,275,000.00 100,000 SOLE 11 100,000
PHILLIPS PETROLEUM
COMPANY.................... COMMON 718507106 43,925.00 700 SOLE 19 700
PHILLIPS PETROLEUM
COMPANY.................... COMMON 718507106 43,925.00 700 SOLE 38 700
PHILLIPS PETROLEUM
COMPANY.................... COMMON 718507106 75,300.00 1,200 SOLE 51 1,200
PHILLIPS PETROLEUM
COMPANY.................... COMMON 718507106 62,750.00 1,000 SOLE 58 1,000
PHONE.COM, INC............... COMMON 71920Q100 102,262.50 900 SOLE 18 900
PHONE.COM, INC............... COMMON 71920Q100 124,987.50 1,100 SOLE 56 1,100
PHONE.COM, INC............... COMMON 71920Q100 11,362.50 100 SOLE 58 100
PHONE.COM, INC............... COMMON 71920Q100 102,262.50 900 SOLE 72 900
PHYSIOMETRIX, INC............ COMMON 718928104 431,437.50 19,500 SOLE 36 19,500
PHYSIOMETRIX, INC............ COMMON 718928104 1,039,875.00 47,000 SOLE 50 47,000
PIER 1 IMPORTS, INC.......... COMMON 720279108 840,875.00 62,000 SOLE 36 62,000
PIER 1 IMPORTS, INC.......... COMMON 720279108 1,912,312.50 141,000 SOLE 50 141,000
PINNACLE WEST CAPITAL
CORPORATION................ COMMON 723484101 5,087.50 100 SOLE 38 100
PINNACLE WEST CAPITAL
CORPORATION................ COMMON 723484101 10,175.00 200 SOLE 51 200
PITNEY BOWES, INC............ COMMON 724479100 638,887.50 16,200 SOLE 16 16,200
PITNEY BOWES, INC............ COMMON 724479100 39,437.50 1,000 SOLE 19 1,000
PITNEY BOWES, INC............ COMMON 724479100 70,987.50 1,800 SOLE 34 1,800
PITT-DES MOINES, INC......... COMMON 724508106 148,837.50 4,900 SOLE 57 4,900
PITTSTON BRINK'S GROUP....... COMMON 725701106 4,650.00 300 SOLE 19 300
PLACER DOME, INC............. COMMON 725906101 18,875.00 2,000 SOLE 19 2,000
PLACER DOME, INC............. COMMON 725906101 5,889.00 624 SOLE 38 624
PLACER DOME, INC............. COMMON 725906101 8,503.19 901 SOLE 51 901
PLEXUS CORPORATION........... COMMON 729132100 14,100.00 200 SOLE 19 200
PLEXUS CORPORATION........... COMMON 729132100 634,500.00 9,000 SOLE 36 9,000
PLEXUS CORPORATION........... COMMON 729132100 1,480,500.00 21,000 SOLE 50 21,000
PMC-SIERRA, INC.............. COMMON 69344F106 64,575.00 300 SOLE 19 300
PMC-SIERRA, INC.............. COMMON 69344F106 43,050.00 200 SOLE 54 200
PMC-SIERRA, INC.............. COMMON 69344F106 193,725.00 900 SOLE 55 900
PMC-SIERRA, INC.............. COMMON 69344F106 43,050.00 200 SOLE 58 200
PMC-SIERRA, INC.............. COMMON 69344F106 43,050.00 200 SOLE 71 200
PNC BANK CORPORATION......... COMMON 693475105 650,000.00 10,000 SOLE 3 10,000
PNC BANK CORPORATION......... COMMON 693475105 6,500,000.00 100,000 SOLE 11 100,000
PNC BANK CORPORATION......... COMMON 693475105 1,586,000.00 24,400 SOLE 16 24,400
PNC BANK CORPORATION......... COMMON 693475105 279,500.00 4,300 SOLE 34 4,300
PNC BANK CORPORATION......... COMMON 693475105 31,915.00 491 SOLE 38 491
PNC BANK CORPORATION......... COMMON 693475105 58,500.00 900 SOLE 51 900
POLAROID CORPORATION......... COMMON 731095105 1,343.75 100 SOLE 38 100
POLAROID CORPORATION......... COMMON 731095105 1,343.75 100 SOLE 51 100
POLYCOM, INC................. COMMON 73172K104 13,393.75 200 SOLE 19 200
POLYCOM, INC................. COMMON 73172K104 1,841,640.63 27,500 SOLE 36 27,500
POLYCOM, INC................. COMMON 73172K104 4,286,000.00 64,000 SOLE 50 64,000
POLYONE CORPORATION.......... COMMON 73179P106 6,581.25 900 SOLE 19 900
POLYONE CORPORATION.......... COMMON 73179P106 95,062.50 13,000 SOLE 57 13,000
PORTAL SOFTWARE, INC......... COMMON 736126103 72,000.00 1,800 SOLE 32 1,800
PORTAL SOFTWARE, INC......... COMMON 736126103 12,000.00 300 SOLE 58 300
POST PROPERTIES INC.......... COMMON 737464107 163,361.00 3,750 SOLE 1 3,750
POTLATCH CORPORATION......... COMMON 737628107 6,325.00 200 SOLE 38 200
POTLATCH CORPORATION......... COMMON 737628107 9,487.50 300 SOLE 51 300
POTOMAC ELECTRIC
POWER COMPANY.............. COMMON 737679100 32,743.75 1,300 SOLE 19 1,300
POWER INTEGRATIONS, INC...... COMMON 739276103 850,187.50 61,000 SOLE 1 61,000
POWER INTEGRATIONS, INC...... COMMON 739276103 2,223,031.25 159,500 SOLE 15 159,500
POWER INTEGRATIONS, INC...... COMMON 739276103 362,375.00 26,000 SOLE 29 26,000
POWER INTEGRATIONS, INC...... COMMON 739276103 188,156.25 13,500 SOLE 35 13,500
POWER-ONE, INC............... COMMON 739308104 12,103.13 200 SOLE 19 200
POWER-ONE, INC............... COMMON 739308104 302,578.13 5,000 SOLE 36 5,000
POWER-ONE, INC............... COMMON 739308104 756,445.31 12,500 SOLE 50 12,500
POWERTEL, INC................ COMMON 73936C109 22,818.75 300 SOLE 19 300
PPG INDUSTRIES, INC.......... COMMON 693506107 591,343.75 14,900 SOLE 20 14,900
PPG INDUSTRIES, INC.......... COMMON 693506107 7,937.50 200 SOLE 38 200
PPG INDUSTRIES, INC.......... COMMON 693506107 16,311.56 411 SOLE 51 411
PPL CORPORATION.............. COMMON 69351T106 16,700.00 400 SOLE 38 400
PPL CORPORATION.............. COMMON 69351T106 33,400.00 800 SOLE 51 800
PPL CORPORATION.............. COMMON 69351T106 25,050.00 600 SOLE 58 600
PRAXAIR, INC................. COMMON 74005P104 3,737,500.00 100,000 SOLE 2 100,000
PRAXAIR, INC................. COMMON 74005P104 112,125.00 3,000 SOLE 3 3,000
PRAXAIR, INC................. COMMON 74005P104 3,737,500.00 100,000 SOLE 10 100,000
PRAXAIR, INC................. COMMON 74005P104 1,308,125.00 35,000 SOLE 11 35,000
PRAXAIR, INC................. COMMON 74005P104 1,618,337.50 43,300 SOLE 16 43,300
PRAXAIR, INC................. COMMON 74005P104 149,500.00 4,000 SOLE 34 4,000
PRAXAIR, INC................. COMMON 74005P104 7,475.00 200 SOLE 38 200
PRAXAIR, INC................. COMMON 74005P104 14,950.00 400 SOLE 51 400
PRECISION CASTPARTS
CORPORATION................ COMMON 740189105 30,700.00 800 SOLE 19 800
PRENTISS PROPERTIES TRUST.... COMMON 740706106 104,500.00 4,000 SOLE 1 4,000
PRIMEX TECHNOLOGIES, INC..... COMMON 741597108 5,812.50 200 SOLE 19 200
PRIORITY HEALTHCARE
CORPORATION (CL.B)......... COMMON 74264T102 327,875.00 4,300 SOLE 36 4,300
PRIORITY HEALTHCARE
CORPORATION (CL.B)......... COMMON 74264T102 838,750.00 11,000 SOLE 50 11,000
PROCTER & GAMBLE COMPANY..... COMMON 742718109 5,025,000.00 75,000 SOLE 2 75,000
PROCTER & GAMBLE COMPANY..... COMMON 742718109 670,000.00 10,000 SOLE 3 10,000
PROCTER & GAMBLE COMPANY..... COMMON 742718109 5,360,000.00 80,000 SOLE 10 80,000
PROCTER & GAMBLE COMPANY..... COMMON 742718109 6,700,000.00 100,000 SOLE 11 100,000
PROCTER & GAMBLE COMPANY..... COMMON 742718109 2,974,800.00 44,400 SOLE 16 44,400
PROCTER & GAMBLE COMPANY..... COMMON 742718109 67,000.00 1,000 SOLE 18 1,000
PROCTER & GAMBLE COMPANY..... COMMON 742718109 234,500.00 3,500 SOLE 19 3,500
PROCTER & GAMBLE COMPANY..... COMMON 742718109 1,668,300.00 24,900 SOLE 20 24,900
PROCTER & GAMBLE COMPANY..... COMMON 742718109 355,100.00 5,300 SOLE 34 5,300
PROCTER & GAMBLE COMPANY..... COMMON 742718109 140,700.00 2,100 SOLE 38 2,100
PROCTER & GAMBLE COMPANY..... COMMON 742718109 254,600.00 3,800 SOLE 51 3,800
PROCTER & GAMBLE COMPANY..... COMMON 742718109 134,000.00 2,000 SOLE 520 2,000
PROCTER & GAMBLE COMPANY..... COMMON 742718109 93,800.00 1,400 SOLE 530 1,400
PROCTER & GAMBLE COMPANY..... COMMON 742718109 26,800.00 400 SOLE 540 400
PROCTER & GAMBLE COMPANY..... COMMON 742718109 134,000.00 2,000 SOLE 560 2,000
PROCTER & GAMBLE COMPANY..... COMMON 742718109 13,400.00 200 SOLE 570 200
PROFIT RECOVERY GROUP
INTERNATIONAL, INC......... COMMON 743168106 1,481,250.00 150,000 SOLE 29 150,000
PROFIT RECOVERY GROUP
INTERNATIONAL, INC......... COMMON 743168106 750,500.00 76,000 SOLE 35 76,000
PROGRESSIVE
CORPORATION OHIO........... COMMON 743315103 32,750.00 400 SOLE 19 400
PROLOGIS TRUST............... COMMON 743410102 382,375.00 16,100 SOLE 1 16,100
PROSOFTTRAINING.COM.......... COMMON 743477101 384,750.00 27,000 SOLE 36 27,000
PROSOFTTRAINING.COM.......... COMMON 743477101 930,525.00 65,300 SOLE 50 65,300
PROTEIN DESIGN LABS, INC..... COMMON 74369L103 12,050.00 100 SOLE 19 100
PROVIDIAN FINANCIAL
CORPORATION................ COMMON 74406A102 25,400.00 200 SOLE 38 200
PROVIDIAN FINANCIAL
CORPORATION................ COMMON 74406A102 50,800.00 400 SOLE 51 400
PROXIM, INC.................. COMMON 744284100 8,900.00 200 SOLE 19 200
PS BUSINESS PARKS............ COMMON 69360J107 65,400.00 2,400 SOLE 1 2,400
PUBLIC SERVICE ENTERPRISE
GROUP, INC................. COMMON 744573106 134,062.50 3,000 SOLE 3 3,000
PUBLIC SERVICE ENTERPRISE
GROUP, INC................. COMMON 744573106 1,340,625.00 30,000 SOLE 11 30,000
PUBLIC SERVICE ENTERPRISE
GROUP, INC................. COMMON 744573106 40,218.75 900 SOLE 19 900
PUBLIC SERVICE ENTERPRISE
GROUP, INC................. COMMON 744573106 17,875.00 400 SOLE 38 400
PUBLIC SERVICE ENTERPRISE
GROUP, INC................. COMMON 744573106 31,281.25 700 SOLE 51 700
PUBLIC SERVICE ENTERPRISE
GROUP, INC................. COMMON 744573106 53,625.00 1,200 SOLE 58 1,200
PUBLIC STORAGE............... COMMON 74460D109 295,634.00 12,350 SOLE 1 12,350
PULTE CORPORATION............ COMMON 745867101 9,900.00 300 SOLE 38 300
PULTE CORPORATION............ COMMON 745867101 26,400.00 800 SOLE 51 800
PURCHASEPRO.COM, INC......... COMMON 746144104 17,575.00 200 SOLE 19 200
PURE RESOURCES, INC.......... COMMON 74622E102 91,148.63 4,302 SOLE 57 4,302
QLOGIC CORPORATION........... COMMON 747277101 8,800.00 100 SOLE 19 100
QLOGIC CORPORATION........... COMMON 747277101 35,200.00 400 SOLE 58 400
QUAKER OATS COMPANY.......... COMMON 747402105 15,825.00 200 SOLE 38 200
QUAKER OATS COMPANY.......... COMMON 747402105 31,650.00 400 SOLE 51 400
QUAKER OATS COMPANY.......... COMMON 747402105 15,825.00 200 SOLE 58 200
QUALCOMM, INC................ COMMON 747525103 870,675.00 12,220 SOLE 6 12,220
QUALCOMM, INC................ COMMON 747525103 6,392,550.00 89,720 SOLE 13 89,720
QUALCOMM, INC................ COMMON 747525103 106,875.00 1,500 SOLE 38 1,500
QUALCOMM, INC................ COMMON 747525103 185,250.00 2,600 SOLE 51 2,600
QUALCOMM, INC................ COMMON 747525103 42,750.00 600 SOLE 54 600
QUALCOMM, INC................ COMMON 747525103 42,750.00 600 SOLE 71 600
QUANTA SERVICES, INC......... COMMON 74762E102 5,500.00 200 SOLE 19 200
QUANTUM CORPORATION -
HARD DISK DRIVE............ COMMON 747906303 6,956.25 700 SOLE 19 700
QUANTUM CORPORATION -
HARD DISK DRIVE............ COMMON 747906303 501,843.75 50,500 SOLE 56 50,500
QUANTUM CORPORATION -
HARD DISK DRIVE............ COMMON 747906303 231,434.44 23,289 SOLE 72 23,289
QUESTAR CORPORATION.......... COMMON 748356102 1,390,625.00 50,000 SOLE 29 50,000
QUESTAR CORPORATION.......... COMMON 748356102 1,029,062.50 37,000 SOLE 35 37,000
QUINTILES TRANSNATIONAL
CORPORATION................ COMMON 748767100 173,718.75 10,900 SOLE 6 10,900
QUINTILES TRANSNATIONAL
CORPORATION................ COMMON 748767100 1,112,437.50 69,800 SOLE 13 69,800
QUINTILES TRANSNATIONAL
CORPORATION................ COMMON 748767100 9,562.50 600 SOLE 38 600
QUINTILES TRANSNATIONAL
CORPORATION................ COMMON 748767100 17,531.25 1,100 SOLE 51 1,100
QUORUM HEALTH GROUP, INC..... COMMON 749084109 1,690,000.00 130,000 SOLE 15 130,000
QUORUM HEALTH GROUP, INC..... COMMON 749084109 13,000.00 1,000 SOLE 19 1,000
QUORUM HEALTH GROUP, INC..... COMMON 749084109 520,000.00 40,000 SOLE 29 40,000
QUORUM HEALTH GROUP, INC..... COMMON 749084109 312,000.00 24,000 SOLE 35 24,000
QWEST COMMUNICATIONS
INTERNATIONAL, INC......... COMMON 749121109 5,767,500.00 120,000 SOLE 2 120,000
QWEST COMMUNICATIONS
INTERNATIONAL, INC......... COMMON 749121109 5,767,500.00 120,000 SOLE 10 120,000
QWEST COMMUNICATIONS
INTERNATIONAL, INC......... COMMON 749121109 137,026.19 2,851 SOLE 19 2,851
QWEST COMMUNICATIONS
INTERNATIONAL, INC......... COMMON 749121109 74,496.88 1,550 SOLE 32 1,550
QWEST COMMUNICATIONS
INTERNATIONAL, INC......... COMMON 749121109 144,187.50 3,000 SOLE 38 3,000
QWEST COMMUNICATIONS
INTERNATIONAL, INC......... COMMON 749121109 264,343.75 5,500 SOLE 51 5,500
QWEST COMMUNICATIONS
INTERNATIONAL, INC......... COMMON 749121109 72,093.75 1,500 SOLE 54 1,500
QWEST COMMUNICATIONS
INTERNATIONAL, INC......... COMMON 749121109 86,512.50 1,800 SOLE 58 1,800
QWEST COMMUNICATIONS
INTERNATIONAL, INC......... COMMON 749121109 148,176.69 3,083 SOLE 520 3,083
QWEST COMMUNICATIONS
INTERNATIONAL, INC......... COMMON 749121109 156,491.50 3,256 SOLE 530 3,256
QWEST COMMUNICATIONS
INTERNATIONAL, INC......... COMMON 749121109 22,685.50 472 SOLE 540 472
QWEST COMMUNICATIONS
INTERNATIONAL, INC......... COMMON 749121109 107,515.81 2,237 SOLE 560 2,237
QWEST COMMUNICATIONS
INTERNATIONAL, INC......... COMMON 749121109 31,000.31 645 SOLE 570 645
R & B FALCON CORPORATION..... COMMON 74912E101 1,736,612.50 62,300 SOLE 1 62,300
R & B FALCON CORPORATION..... COMMON 74912E101 2,012,575.00 72,200 SOLE 15 72,200
R & B FALCON CORPORATION..... COMMON 74912E101 1,469,012.50 52,700 SOLE 29 52,700
R & B FALCON CORPORATION..... COMMON 74912E101 844,612.50 30,300 SOLE 35 30,300
R & B FALCON CORPORATION..... COMMON 74912E101 25,087.50 900 SOLE 55 900
R & B FALCON CORPORATION..... COMMON 74912E101 78,050.00 2,800 SOLE 57 2,800
RADIAN GROUP, INC............ COMMON 750236101 6,750.00 100 SOLE 19 100
RADIAN GROUP, INC............ COMMON 750236101 405,000.00 6,000 SOLE 36 6,000
RADIAN GROUP, INC............ COMMON 750236101 1,350,000.00 20,000 SOLE 50 20,000
RADIO ONE, INC. (CL.D)....... COMMON 75040P405 4,943.75 700 SOLE 19 700
RADIOSHACK CORPORATION....... COMMON 750438103 45,237.50 700 SOLE 19 700
RADIOSHACK CORPORATION....... COMMON 750438103 19,387.50 300 SOLE 38 300
RADIOSHACK CORPORATION....... COMMON 750438103 32,312.50 500 SOLE 51 500
RAILAMERICA, INC............. COMMON 750753105 1,171,875.00 150,000 SOLE 1 150,000
RAILAMERICA, INC............. COMMON 750753105 546,875.00 70,000 SOLE 29 70,000
RAILAMERICA, INC............. COMMON 750753105 351,562.50 45,000 SOLE 35 45,000
RALSTON PURINA GROUP......... COMMON 751277302 26,056.25 1,100 SOLE 19 1,100
RALSTON PURINA GROUP......... COMMON 751277302 46,190.63 1,950 SOLE 32 1,950
RALSTON PURINA GROUP......... COMMON 751277302 13,407.13 566 SOLE 38 566
RALSTON PURINA GROUP......... COMMON 751277302 23,687.50 1,000 SOLE 51 1,000
RANGE RESOURCES
CORPORATION................ COMMON 75281A109 178,062.50 37,000 SOLE 57 37,000
RATIONAL SOFTWARE
CORPORATION................ COMMON 75409P202 17,343,750.00 250,000 SOLE 1 250,000
RATIONAL SOFTWARE
CORPORATION................ COMMON 75409P202 46,620,000.00 672,000 SOLE 15 672,000
RATIONAL SOFTWARE
CORPORATION................ COMMON 75409P202 166,500.00 2,400 SOLE 18 2,400
RATIONAL SOFTWARE
CORPORATION................ COMMON 75409P202 27,750.00 400 SOLE 19 400
RATIONAL SOFTWARE
CORPORATION................ COMMON 75409P202 797,812.50 11,500 SOLE 56 11,500
RATIONAL SOFTWARE
CORPORATION................ COMMON 75409P202 41,625.00 600 SOLE 58 600
RATIONAL SOFTWARE
CORPORATION................ COMMON 75409P202 298,312.50 4,300 SOLE 72 4,300
RAYMOND JAMES
FINANCIAL, INC............. COMMON 754730109 461,125.00 14,000 SOLE 36 14,000
RAYMOND JAMES
FINANCIAL, INC............. COMMON 754730109 1,482,187.50 45,000 SOLE 50 45,000
RAYONIER, INC................ COMMON 754907103 14,375.00 400 SOLE 19 400
RAYONIER, INC................ COMMON 754907103 14,375.00 400 SOLE 58 400
RAYTHEON COMPANY............. COMMON 755111309 728,175.00 26,600 SOLE 29 26,600
RAYTHEON COMPANY............. COMMON 755111309 492,750.00 18,000 SOLE 35 18,000
RAYTHEON COMPANY (CL.B)...... COMMON 755111408 19,309.06 679 SOLE 19 679
RAYTHEON COMPANY (CL.B)...... COMMON 755111408 779,187.50 27,400 SOLE 29 27,400
RAYTHEON COMPANY (CL.B)...... COMMON 755111408 511,875.00 18,000 SOLE 35 18,000
RCN CORPORATION.............. COMMON 749361101 1,494,000.00 72,000 SOLE 15 72,000
READERS DIGEST
ASSOCIATION, INC........... COMMON 755267101 38,843.75 1,100 SOLE 19 1,100
READERS DIGEST
ASSOCIATION, INC........... COMMON 755267101 766,281.25 21,700 SOLE 20 21,700
READERS DIGEST
ASSOCIATION, INC........... COMMON 755267101 35,312.50 1,000 SOLE 58 1,000
REALTY INCOME CORP........... COMMON 756109104 61,779.00 2,650 SOLE 1 2,650
RECKSON ASSOC REALTY......... COMMON 75621K106 104,550.00 4,100 SOLE 1 4,100
REDBACK NETWORKS INC......... COMMON 757209101 32,787.50 200 SOLE 19 200
REDBACK NETWORKS INC......... COMMON 757209101 32,787.50 200 SOLE 58 200
REEBOK INTERNATIONAL,
LTD........................ COMMON 758110100 11,287.50 600 SOLE 38 600
REEBOK INTERNATIONAL,
LTD........................ COMMON 758110100 20,693.75 1,100 SOLE 51 1,100
REGENCY REALTY CORP.......... COMMON 758939102 134,187.00 5,850 SOLE 1 5,850
REGIONS FINANCIAL
CORPORATION................ COMMON 758940100 22,687.50 1,000 SOLE 19 1,000
REGIONS FINANCIAL
CORPORATION................ COMMON 758940100 13,612.50 600 SOLE 38 600
REGIONS FINANCIAL
CORPORATION................ COMMON 758940100 24,956.25 1,100 SOLE 51 1,100
REGISTER.COM, INC............ COMMON 75914G101 7,600.00 800 SOLE 19 800
RELIANT ENERGY, INC.......... COMMON 75952J108 139,500.00 3,000 SOLE 3 3,000
RELIANT ENERGY, INC.......... COMMON 75952J108 46,500.00 1,000 SOLE 19 1,000
RELIANT ENERGY, INC.......... COMMON 75952J108 1,190,400.00 25,600 SOLE 20 25,600
RELIANT ENERGY, INC.......... COMMON 75952J108 32,550.00 700 SOLE 38 700
RELIANT ENERGY, INC.......... COMMON 75952J108 55,800.00 1,200 SOLE 51 1,200
RELIANT ENERGY, INC.......... COMMON 75952J108 4,650.00 100 SOLE 58 100
REMEC, INC................... COMMON 759543101 627,018.75 21,300 SOLE 36 21,300
REMEC, INC................... COMMON 759543101 1,516,031.25 51,500 SOLE 50 51,500
RENTECH, INC................. COMMON 760112102 940,000.00 470,000 SOLE 1 470,000
RENTECH, INC................. COMMON 760112102 2,533,200.00 1,266,600 SOLE 15 1,266,600
REPSOL S.A. ADR.............. COMMON 76026T205 36,625.00 2,000 SOLE 19 2,000
REPUBLIC SERVICES, INC....... COMMON 760759100 6,562.50 500 SOLE 19 500
RESEARCH IN MOTION, LTD...... COMMON 760975102 394,437.50 4,000 SOLE 36 4,000
RESEARCH IN MOTION, LTD...... COMMON 760975102 887,484.38 9,000 SOLE 50 9,000
RESEARCH IN MOTION, LTD...... COMMON 760975102 404,298.44 4,100 SOLE 56 4,100
RESEARCH IN MOTION, LTD...... COMMON 760975102 177,496.88 1,800 SOLE 72 1,800
REYNOLDS (R.J.) TOBACCO
HOLDINGS, INC.............. COMMON 76182K105 35,475.00 1,100 SOLE 19 1,100
REYNOLDS (R.J.) TOBACCO
HOLDINGS, INC.............. COMMON 76182K105 32.25 1 SOLE 51 1
REYNOLDS (R.J.) TOBACCO
HOLDINGS, INC.............. COMMON 76182K105 54,825.00 1,700 SOLE 58 1,700
RICHARDSON
ELECTRONICS, LTD........... COMMON 763165107 72,025.00 4,300 SOLE 57 4,300
RIGGS NATIONAL
CORPORATION................ COMMON 766570105 612,500.00 50,000 SOLE 29 50,000
ROANOKE ELECTRIC STEEL
CORPORATION................ COMMON 769841107 44,437.50 4,500 SOLE 57 4,500
ROBERT HALF
INTERNATIONAL, INC......... COMMON 770323103 69,375.00 2,000 SOLE 19 2,000
ROCKWELL INTERNATIONAL
CORPORATION................ COMMON 773903109 21,175.00 700 SOLE 19 700
ROCKWELL INTERNATIONAL
CORPORATION................ COMMON 773903109 1,591,150.00 52,600 SOLE 20 52,600
ROCKWELL INTERNATIONAL
CORPORATION................ COMMON 773903109 6,050.00 200 SOLE 38 200
ROCKWELL INTERNATIONAL
CORPORATION................ COMMON 773903109 12,100.00 400 SOLE 51 400
ROFIN-SINAR
TECHNOLOGIES INC. ADR...... COMMON 775043102 82,000.00 8,200 SOLE 57 8,200
ROHM & HAAS COMPANY.......... COMMON 775371107 1,743,750.00 60,000 SOLE 2 60,000
ROHM & HAAS COMPANY.......... COMMON 775371107 290,625.00 10,000 SOLE 3 10,000
ROHM & HAAS COMPANY.......... COMMON 775371107 2,034,375.00 70,000 SOLE 10 70,000
ROHM & HAAS COMPANY.......... COMMON 775371107 2,906,250.00 100,000 SOLE 11 100,000
ROHM & HAAS COMPANY.......... COMMON 775371107 61,031.25 2,100 SOLE 32 2,100
ROHM & HAAS COMPANY.......... COMMON 775371107 11,625.00 400 SOLE 38 400
ROHM & HAAS COMPANY.......... COMMON 775371107 14,531.25 500 SOLE 51 500
ROHM & HAAS COMPANY.......... COMMON 775371107 34,875.00 1,200 SOLE 520 1,200
ROHM & HAAS COMPANY.......... COMMON 775371107 37,781.25 1,300 SOLE 530 1,300
ROHM & HAAS COMPANY.......... COMMON 775371107 5,812.50 200 SOLE 540 200
ROHM & HAAS COMPANY.......... COMMON 775371107 29,062.50 1,000 SOLE 560 1,000
ROHM & HAAS COMPANY.......... COMMON 775371107 5,812.50 200 SOLE 570 200
ROSS STORES, INC............. COMMON 778296103 20,125.00 1,400 SOLE 19 1,400
ROSS SYSTEMS, INC............ COMMON 778303107 28,462.50 39,600 SOLE 57 39,600
ROUSE COMPANY................ COMMON 779273101 1,012,462.50 40,600 SOLE 20 40,600
ROUSE COMPANY................ COMMON 779273101 185,788.00 7,450 SOLE 1 7,450
ROWAN COMPANIES, INC......... COMMON 779382100 11,600.00 400 SOLE 38 400
ROWAN COMPANIES, INC......... COMMON 779382100 20,300.00 700 SOLE 51 700
ROYAL DUTCH PETROLEUM
COMPANY NY SHARES.......... COMMON 780257804 11,987,500.00 200,000 SOLE 2 200,000
ROYAL DUTCH PETROLEUM
COMPANY NY SHARES.......... COMMON 780257804 1,504,431.25 25,100 SOLE 3 25,100
ROYAL DUTCH PETROLEUM
COMPANY NY SHARES.......... COMMON 780257804 887,075.00 14,800 SOLE 6 14,800
ROYAL DUTCH PETROLEUM
COMPANY NY SHARES.......... COMMON 780257804 11,987,500.00 200,000 SOLE 10 200,000
ROYAL DUTCH PETROLEUM
COMPANY NY SHARES.......... COMMON 780257804 14,984,375.00 250,000 SOLE 11 250,000
ROYAL DUTCH PETROLEUM
COMPANY NY SHARES.......... COMMON 780257804 5,837,912.50 97,400 SOLE 13 97,400
ROYAL DUTCH PETROLEUM
COMPANY NY SHARES.......... COMMON 780257804 557,418.75 9,300 SOLE 19 9,300
ROYAL DUTCH PETROLEUM
COMPANY NY SHARES.......... COMMON 780257804 2,247,656.25 37,500 SOLE 20 37,500
ROYAL DUTCH PETROLEUM
COMPANY NY SHARES.......... COMMON 780257804 80,915.63 1,350 SOLE 32 1,350
ROYAL DUTCH PETROLEUM
COMPANY NY SHARES.......... COMMON 780257804 233,756.25 3,900 SOLE 38 3,900
ROYAL DUTCH PETROLEUM
COMPANY NY SHARES.......... COMMON 780257804 419,562.50 7,000 SOLE 51 7,000
ROYAL DUTCH PETROLEUM
COMPANY NY SHARES.......... COMMON 780257804 389,593.75 6,500 SOLE 58 6,500
ROYAL DUTCH PETROLEUM
COMPANY NY SHARES.......... COMMON 780257804 215,775.00 3,600 SOLE 520 3,600
ROYAL DUTCH PETROLEUM
COMPANY NY SHARES.......... COMMON 780257804 215,775.00 3,600 SOLE 530 3,600
ROYAL DUTCH PETROLEUM
COMPANY NY SHARES.......... COMMON 780257804 23,975.00 400 SOLE 540 400
ROYAL DUTCH PETROLEUM
COMPANY NY SHARES.......... COMMON 780257804 161,831.25 2,700 SOLE 560 2,700
ROYAL DUTCH PETROLEUM
COMPANY NY SHARES.......... COMMON 780257804 35,962.50 600 SOLE 570 600
RSA SECURITY, INC............ COMMON 749719100 4,312.50 100 SOLE 19 100
RUBY TUESDAY, INC............ COMMON 781182100 13,500.00 1,200 SOLE 58 1,200
RUSSELL CORPORATION.......... COMMON 782352108 1,587.50 100 SOLE 51 100
RYANAIR HOLDINGS PLC ADR..... COMMON 783513104 107,800.00 2,800 SOLE 18 2,800
RYDER SYSTEM, INC............ COMMON 783549108 7,375.00 400 SOLE 38 400
RYDER SYSTEM, INC............ COMMON 783549108 12,906.25 700 SOLE 51 700
S&P MID-CAP 400
DEPOSITARY RECEIPTS........ COMMON 595635103 16,702,500.00 170,000 SOLE 2 170,000
S&P MID-CAP 400
DEPOSITARY RECEIPTS........ COMMON 595635103 17,685,000.00 180,000 SOLE 10 180,000
S3, INC...................... COMMON 784849101 1,041,562.50 101,000 SOLE 1 101,000
S3, INC...................... COMMON 784849101 3,073,125.00 298,000 SOLE 15 298,000
SABRE GROUP HOLDINGS......... COMMON 785905100 12,529.94 433 SOLE 19 433
SABRE GROUP HOLDINGS......... COMMON 785905100 11,603.94 401 SOLE 38 401
SABRE GROUP HOLDINGS......... COMMON 785905100 20,256.25 700 SOLE 51 700
SAFECO CORPORATION........... COMMON 786429100 1,237,150.00 45,400 SOLE 20 45,400
SAFECO CORPORATION........... COMMON 786429100 10,900.00 400 SOLE 38 400
SAFECO CORPORATION........... COMMON 786429100 19,075.00 700 SOLE 51 700
SAFEGUARD
SCIENTIFICS, INC........... COMMON 786449108 2,452,312.50 123,000 SOLE 1 123,000
SAFEGUARD
SCIENTIFICS, INC........... COMMON 786449108 6,758,812.50 339,000 SOLE 15 339,000
SAFEWAY, INC................. COMMON 786514208 9,337,500.00 200,000 SOLE 2 200,000
SAFEWAY, INC................. COMMON 786514208 312,806.25 6,700 SOLE 3 6,700
SAFEWAY, INC................. COMMON 786514208 10,271,250.00 220,000 SOLE 10 220,000
SAFEWAY, INC................. COMMON 786514208 3,697,650.00 79,200 SOLE 11 79,200
SAFEWAY, INC................. COMMON 786514208 238,106.25 5,100 SOLE 18 5,100
SAFEWAY, INC................. COMMON 786514208 74,700.00 1,600 SOLE 19 1,600
SAFEWAY, INC................. COMMON 786514208 60,693.75 1,300 SOLE 32 1,300
SAFEWAY, INC................. COMMON 786514208 51,356.25 1,100 SOLE 38 1,100
SAFEWAY, INC................. COMMON 786514208 88,706.25 1,900 SOLE 51 1,900
SAFEWAY, INC................. COMMON 786514208 65,362.50 1,400 SOLE 54 1,400
SAFEWAY, INC................. COMMON 786514208 14,006.25 300 SOLE 58 300
SAFEWAY, INC................. COMMON 786514208 37,350.00 800 SOLE 71 800
SAFEWAY, INC................. COMMON 786514208 149,400.00 3,200 SOLE 520 3,200
SAFEWAY, INC................. COMMON 786514208 126,056.25 2,700 SOLE 530 2,700
SAFEWAY, INC................. COMMON 786514208 18,675.00 400 SOLE 540 400
SAFEWAY, INC................. COMMON 786514208 88,706.25 1,900 SOLE 560 1,900
SAFEWAY, INC................. COMMON 786514208 18,675.00 400 SOLE 570 400
SAKS, INC.................... COMMON 79377W108 13,825.00 1,400 SOLE 19 1,400
SALEM COMMUNICATIONS
CORPORATION................ COMMON 794093104 3,567,725.00 281,200 SOLE 15 281,200
SANDISK CORPORATION.......... COMMON 80004C101 13,350.00 200 SOLE 19 200
SANMINA CORPORATION.......... COMMON 800907107 5,617,500.00 60,000 SOLE 2 60,000
SANMINA CORPORATION.......... COMMON 800907107 262,150.00 2,800 SOLE 3 2,800
SANMINA CORPORATION.......... COMMON 800907107 318,325.00 3,400 SOLE 6 3,400
SANMINA CORPORATION.......... COMMON 800907107 5,617,500.00 60,000 SOLE 10 60,000
SANMINA CORPORATION.......... COMMON 800907107 3,089,625.00 33,000 SOLE 11 33,000
SANMINA CORPORATION.......... COMMON 800907107 2,518,512.50 26,900 SOLE 13 26,900
SANMINA CORPORATION.......... COMMON 800907107 1,722,700.00 18,400 SOLE 16 18,400
SANMINA CORPORATION.......... COMMON 800907107 140,437.50 1,500 SOLE 32 1,500
SANMINA CORPORATION.......... COMMON 800907107 318,325.00 3,400 SOLE 34 3,400
SANMINA CORPORATION.......... COMMON 800907107 28,087.50 300 SOLE 38 300
SANMINA CORPORATION.......... COMMON 800907107 56,175.00 600 SOLE 51 600
SANMINA CORPORATION.......... COMMON 800907107 2,153,375.00 23,000 SOLE 53 23,000
SANMINA CORPORATION.......... COMMON 800907107 93,625.00 1,000 SOLE 54 1,000
SANMINA CORPORATION.......... COMMON 800907107 1,404,375.00 15,000 SOLE 70 15,000
SANMINA CORPORATION.......... COMMON 800907107 56,175.00 600 SOLE 71 600
SANMINA CORPORATION.......... COMMON 800907107 112,350.00 1,200 SOLE 520 1,200
SANMINA CORPORATION.......... COMMON 800907107 74,900.00 800 SOLE 530 800
SANMINA CORPORATION.......... COMMON 800907107 18,725.00 200 SOLE 540 200
SANMINA CORPORATION.......... COMMON 800907107 149,800.00 1,600 SOLE 560 1,600
SANMINA CORPORATION.......... COMMON 800907107 37,450.00 400 SOLE 570 400
SANTA FE INTERNATIONAL
CORPORATION................ COMMON G7805C108 2,703,750.00 60,000 SOLE 1 60,000
SANTA FE INTERNATIONAL
CORPORATION................ COMMON G7805C108 7,660,625.00 170,000 SOLE 15 170,000
SANTA FE INTERNATIONAL
CORPORATION................ COMMON G7805C108 58,581.25 1,300 SOLE 58 1,300
SAPIENT CORPORATION.......... COMMON 803062108 12,206.25 300 SOLE 38 300
SAPIENT CORPORATION.......... COMMON 803062108 24,412.50 600 SOLE 51 600
SAPIENT CORPORATION.......... COMMON 803062108 48,825.00 1,200 SOLE 54 1,200
SAPIENT CORPORATION.......... COMMON 803062108 12,206.25 300 SOLE 71 300
SARA LEE CORPORATION......... COMMON 803111103 52,812.50 2,600 SOLE 19 2,600
SARA LEE CORPORATION......... COMMON 803111103 32,500.00 1,600 SOLE 38 1,600
SARA LEE CORPORATION......... COMMON 803111103 58,906.25 2,900 SOLE 51 2,900
SBC COMMUNICATIONS, INC...... COMMON 78387G103 11,000,000.00 220,000 SOLE 2 220,000
SBC COMMUNICATIONS, INC...... COMMON 78387G103 1,500,000.00 30,000 SOLE 3 30,000
SBC COMMUNICATIONS, INC...... COMMON 78387G103 13,500,000.00 270,000 SOLE 10 270,000
SBC COMMUNICATIONS, INC...... COMMON 78387G103 15,000,000.00 300,000 SOLE 11 300,000
SBC COMMUNICATIONS, INC...... COMMON 78387G103 5,073,200.00 101,464 SOLE 16 101,464
SBC COMMUNICATIONS, INC...... COMMON 78387G103 295,000.00 5,900 SOLE 18 5,900
SBC COMMUNICATIONS, INC...... COMMON 78387G103 450,600.00 9,012 SOLE 19 9,012
SBC COMMUNICATIONS, INC...... COMMON 78387G103 3,802,600.00 76,052 SOLE 20 76,052
SBC COMMUNICATIONS, INC...... COMMON 78387G103 112,500.00 2,250 SOLE 32 2,250
SBC COMMUNICATIONS, INC...... COMMON 78387G103 612,400.00 12,248 SOLE 34 12,248
SBC COMMUNICATIONS, INC...... COMMON 78387G103 309,950.00 6,199 SOLE 38 6,199
SBC COMMUNICATIONS, INC...... COMMON 78387G103 554,950.00 11,099 SOLE 51 11,099
SBC COMMUNICATIONS, INC...... COMMON 78387G103 100,000.00 2,000 SOLE 54 2,000
SBC COMMUNICATIONS, INC...... COMMON 78387G103 130,000.00 2,600 SOLE 58 2,600
SBC COMMUNICATIONS, INC...... COMMON 78387G103 100,000.00 2,000 SOLE 71 2,000
SBC COMMUNICATIONS, INC...... COMMON 78387G103 165,000.00 3,300 SOLE 520 3,300
SBC COMMUNICATIONS, INC...... COMMON 78387G103 175,000.00 3,500 SOLE 530 3,500
SBC COMMUNICATIONS, INC...... COMMON 78387G103 40,000.00 800 SOLE 540 800
SBC COMMUNICATIONS, INC...... COMMON 78387G103 180,000.00 3,600 SOLE 560 3,600
SBC COMMUNICATIONS, INC...... COMMON 78387G103 30,000.00 600 SOLE 570 600
SCANA CORPORATION............ COMMON 80589M102 19,482.13 631 SOLE 19 631
SCHERING-PLOUGH
CORPORATION................ COMMON 806605101 9,300,000.00 200,000 SOLE 2 200,000
SCHERING-PLOUGH
CORPORATION................ COMMON 806605101 446,400.00 9,600 SOLE 3 9,600
SCHERING-PLOUGH
CORPORATION................ COMMON 806605101 11,625,000.00 250,000 SOLE 10 250,000
SCHERING-PLOUGH
CORPORATION................ COMMON 806605101 5,347,500.00 115,000 SOLE 11 115,000
SCHERING-PLOUGH
CORPORATION................ COMMON 806605101 2,562,150.00 55,100 SOLE 16 55,100
SCHERING-PLOUGH
CORPORATION................ COMMON 806605101 181,350.00 3,900 SOLE 19 3,900
SCHERING-PLOUGH
CORPORATION................ COMMON 806605101 302,250.00 6,500 SOLE 34 6,500
SCHERING-PLOUGH
CORPORATION................ COMMON 806605101 120,900.00 2,600 SOLE 38 2,600
SCHERING-PLOUGH
CORPORATION................ COMMON 806605101 218,550.00 4,700 SOLE 51 4,700
SCHERING-PLOUGH
CORPORATION................ COMMON 806605101 97,650.00 2,100 SOLE 54 2,100
SCHERING-PLOUGH
CORPORATION................ COMMON 806605101 474,300.00 10,200 SOLE 55 10,200
SCHERING-PLOUGH
CORPORATION................ COMMON 806605101 102,300.00 2,200 SOLE 58 2,200
SCHERING-PLOUGH
CORPORATION................ COMMON 806605101 55,800.00 1,200 SOLE 71 1,200
SCHERING-PLOUGH
CORPORATION................ COMMON 806605101 148,800.00 3,200 SOLE 520 3,200
SCHERING-PLOUGH
CORPORATION................ COMMON 806605101 167,400.00 3,600 SOLE 530 3,600
SCHERING-PLOUGH
CORPORATION................ COMMON 806605101 27,900.00 600 SOLE 540 600
SCHLUMBERGER, LTD............ COMMON 806857108 329,250.00 4,000 SOLE 3 4,000
SCHLUMBERGER, LTD............ COMMON 806857108 4,115,625.00 50,000 SOLE 11 50,000
SCHLUMBERGER, LTD............ COMMON 806857108 123,468.75 1,500 SOLE 19 1,500
SCHLUMBERGER, LTD............ COMMON 806857108 69,965.63 850 SOLE 32 850
SCHLUMBERGER, LTD............ COMMON 806857108 82,312.50 1,000 SOLE 38 1,000
SCHLUMBERGER, LTD............ COMMON 806857108 148,162.50 1,800 SOLE 51 1,800
SCHLUMBERGER, LTD............ COMMON 806857108 8,231.25 100 SOLE 58 100
SCHOLASTIC CORPORATION....... COMMON 807066105 7,956.25 100 SOLE 19 100
SCHOOL SPECIALTY, INC........ COMMON 807863105 2,131.25 100 SOLE 19 100
SCHULMAN (A.), INC........... COMMON 808194104 8,800.00 800 SOLE 19 800
SCI SYSTEMS, INC............. COMMON 783890106 28,700.00 700 SOLE 19 700
SCIENTIFIC-ATLANTA, INC...... COMMON 808655104 610,800.00 9,600 SOLE 6 9,600
SCIENTIFIC-ATLANTA, INC...... COMMON 808655104 4,042,096.25 63,530 SOLE 13 63,530
SCIENTIFIC-ATLANTA, INC...... COMMON 808655104 2,023,275.00 31,800 SOLE 16 31,800
SCIENTIFIC-ATLANTA, INC...... COMMON 808655104 267,225.00 4,200 SOLE 34 4,200
SCIENTIFIC-ATLANTA, INC...... COMMON 808655104 25,450.00 400 SOLE 38 400
SCIENTIFIC-ATLANTA, INC...... COMMON 808655104 50,900.00 800 SOLE 51 800
SCIENTIFIC-ATLANTA, INC...... COMMON 808655104 25,450.00 400 SOLE 54 400
SCIENTIFIC-ATLANTA, INC...... COMMON 808655104 31,812.50 500 SOLE 58 500
SCP POOL CORPORATION......... COMMON 784028102 20,737.50 700 SOLE 19 700
SCRIPPS (E.W.) COMPANY....... COMMON 811054204 5,000,400.00 92,600 SOLE 1 92,600
SCRIPPS (E.W.) COMPANY....... COMMON 811054204 13,500,000.00 250,000 SOLE 15 250,000
SCRIPPS (E.W.) COMPANY....... COMMON 811054204 1,134,000.00 21,000 SOLE 29 21,000
SCRIPPS (E.W.) COMPANY....... COMMON 811054204 702,000.00 13,000 SOLE 35 13,000
SDL, INC..................... COMMON 784076101 61,600.00 200 SOLE 19 200
SDL, INC..................... COMMON 784076101 56,980.00 185 SOLE 38 185
SDL, INC..................... COMMON 784076101 123,200.00 400 SOLE 51 400
SDL, INC..................... COMMON 784076101 308,000.00 1,000 SOLE 56 1,000
SDL, INC..................... COMMON 784076101 61,600.00 200 SOLE 58 200
SDL, INC..................... COMMON 784076101 154,000.00 500 SOLE 72 500
SEAGATE TECHNOLOGY, INC...... COMMON 811804103 69,000.00 1,000 SOLE 19 1,000
SEAGATE TECHNOLOGY, INC...... COMMON 811804103 75,900.00 1,100 SOLE 38 1,100
SEAGATE TECHNOLOGY, INC...... COMMON 811804103 131,100.00 1,900 SOLE 51 1,900
SEAGRAM COMPANY, LTD......... COMMON 811850106 74,668.75 1,300 SOLE 19 1,300
SEAGRAM COMPANY, LTD......... COMMON 811850106 40,206.25 700 SOLE 38 700
SEAGRAM COMPANY, LTD......... COMMON 811850106 74,668.75 1,300 SOLE 51 1,300
SEAGRAM COMPANY, LTD......... COMMON 811850106 5,743.75 100 SOLE 58 100
SEALED AIR CORPORATION....... COMMON 81211K100 31,675.00 700 SOLE 19 700
SEALED AIR CORPORATION....... COMMON 81211K100 9,050.00 200 SOLE 38 200
SEALED AIR CORPORATION....... COMMON 81211K100 22,625.00 500 SOLE 51 500
SEARS, ROEBUCK & COMPANY..... COMMON 812387108 32,420.00 1,000 SOLE 19 1,000
SEARS, ROEBUCK & COMPANY..... COMMON 812387108 25,936.00 800 SOLE 38 800
SEARS, ROEBUCK & COMPANY..... COMMON 812387108 45,388.00 1,400 SOLE 51 1,400
SEARS, ROEBUCK & COMPANY..... COMMON 812387108 29,178.00 900 SOLE 58 900
SEI INVESTMENTS COMPANY...... COMMON 784117103 21,225.00 300 SOLE 58 300
SELECTIVE INSURANCE GROUP.... COMMON 816300107 14,300.00 800 SOLE 19 800
SEMPRA ENERGY................ COMMON 816851109 12,487.50 600 SOLE 38 600
SEMPRA ENERGY................ COMMON 816851109 22,893.75 1,100 SOLE 51 1,100
SEMPRA ENERGY................ COMMON 816851109 12,487.50 600 SOLE 58 600
SEMTECH CORPORATION.......... COMMON 816850101 8,625.00 200 SOLE 19 200
SEPRACOR INC................. COMMON 817315104 24,537.50 200 SOLE 58 200
SEQUA CORPORATION............ COMMON 817320104 12,750.00 300 SOLE 19 300
SHARPER IMAGE CORPORATION.... COMMON 820013100 35,250.00 2,000 SOLE 57 2,000
SHAW GROUP, INC. (THE)....... COMMON 820280105 282,000.00 4,000 SOLE 36 4,000
SHAW GROUP, INC. (THE)....... COMMON 820280105 740,250.00 10,500 SOLE 50 10,500
SHAW INDUSTRIES, INC......... COMMON 820286102 25,900.00 1,400 SOLE 19 1,400
SHELL TRANSPORT &
TRADING COMPANY ADR........ COMMON 822703609 73,406.25 1,500 SOLE 19 1,500
SHERWIN-WILLIAMS COMPANY..... COMMON 824348106 6,412.50 300 SOLE 38 300
SHERWIN-WILLIAMS COMPANY..... COMMON 824348106 10,687.50 500 SOLE 51 500
SHOPKO STORES, INC........... COMMON 824911101 97,525.00 9,400 SOLE 57 9,400
SHURGARD STORAGE CENTERS..... COMMON 82567D104 63,176.00 2,800 SOLE 1 2,800
SIEBEL SYSTEMS, INC.......... COMMON 826170102 4,452,500.00 40,000 SOLE 2 40,000
SIEBEL SYSTEMS, INC.......... COMMON 826170102 4,452,500.00 40,000 SOLE 10 40,000
SIEBEL SYSTEMS, INC.......... COMMON 826170102 22,262.50 200 SOLE 19 200
SIEBEL SYSTEMS, INC.......... COMMON 826170102 89,050.00 800 SOLE 38 800
SIEBEL SYSTEMS, INC.......... COMMON 826170102 166,968.75 1,500 SOLE 51 1,500
SIEBEL SYSTEMS, INC.......... COMMON 826170102 178,100.00 1,600 SOLE 54 1,600
SIEBEL SYSTEMS, INC.......... COMMON 826170102 77,918.75 700 SOLE 58 700
SIEBEL SYSTEMS, INC.......... COMMON 826170102 111,312.50 1,000 SOLE 71 1,000
SIEBEL SYSTEMS, INC.......... COMMON 826170102 244,887.50 2,200 SOLE 520 2,200
SIEBEL SYSTEMS, INC.......... COMMON 826170102 111,312.50 1,000 SOLE 530 1,000
SIEBEL SYSTEMS, INC.......... COMMON 826170102 44,525.00 400 SOLE 540 400
SIEBEL SYSTEMS, INC.......... COMMON 826170102 111,312.50 1,000 SOLE 560 1,000
SIEBEL SYSTEMS, INC.......... COMMON 826170102 44,525.00 400 SOLE 570 400
SIERRA PACIFIC RESOURCES..... COMMON 826428104 19,800.00 1,100 SOLE 19 1,100
SIGMA-ALDRICH................ COMMON 826552101 3,300.00 100 SOLE 38 100
SIGMA-ALDRICH................ COMMON 826552101 6,600.00 200 SOLE 51 200
SILICON STORAGE
TECHNOLOGY, INC............ COMMON 827057100 8,156.25 300 SOLE 19 300
SILICON VALLEY BANCSHARES.... COMMON 827064106 46,587.50 800 SOLE 19 800
SILICON VALLEY BANCSHARES.... COMMON 827064106 582,343.75 10,000 SOLE 36 10,000
SILICON VALLEY BANCSHARES.... COMMON 827064106 1,339,390.63 23,000 SOLE 50 23,000
SILICON VALLEY GROUP INC..... COMMON 827066101 205,237.50 7,800 SOLE 57 7,800
SIMON PROPERTY............... COMMON 828806109 390,243.00 16,650 SOLE 1 16,650
SIMON PROPERTY
GROUP, INC................. COMMON 828806109 1,228,968.75 52,436 SOLE 20 52,436
SIRIUS SATELLITE
RADIO INC.................. COMMON 82966U103 1,903,500.00 36,000 SOLE 1 36,000
SIRIUS SATELLITE
RADIO INC.................. COMMON 82966U103 5,710,500.00 108,000 SOLE 15 108,000
SIZZLER INTERNATIONAL,
INC........................ COMMON 830139101 42,087.50 25,900 SOLE 57 25,900
SKYWEST, INC................. COMMON 830879102 15,375.00 300 SOLE 19 300
SL GREEN REALTY CORP......... COMMON 78440X101 65,948.00 2,350 SOLE 1 2,350
SMART FORCE PUBLIC
LIMITED COMPANY............ COMMON 83170A206 284,250.00 6,000 SOLE 36 6,000
SMART FORCE PUBLIC
LIMITED COMPANY............ COMMON 83170A206 663,250.00 14,000 SOLE 50 14,000
SMITH (A.O.) CORPORATION..... COMMON 831865209 42,712.50 3,400 SOLE 57 3,400
SMITH CHARLES E.
RES. REALTY................ COMMON 832197107 81,675.00 1,800 SOLE 1 1,800
SMITH INTERNATIONAL, INC..... COMMON 832110100 40,781.25 500 SOLE 19 500
SODEXHO MARRIOTT SERVICES.... COMMON 833793102 1,232.81 75 SOLE 19 75
SOFTWARE.COM, INC............ COMMON 83402P104 18,143.75 100 SOLE 19 100
SOFTWARE.COM, INC............ COMMON 83402P104 18,143.75 100 SOLE 58 100
SOLECTRON CORPORATION........ COMMON 834182107 373,612.50 8,100 SOLE 6 8,100
SOLECTRON CORPORATION........ COMMON 834182107 2,970,450.00 64,400 SOLE 13 64,400
SOLECTRON CORPORATION........ COMMON 834182107 59,962.50 1,300 SOLE 38 1,300
SOLECTRON CORPORATION........ COMMON 834182107 101,475.00 2,200 SOLE 51 2,200
SOLECTRON CORPORATION........ COMMON 834182107 46,125.00 1,000 SOLE 520 1,000
SOLECTRON CORPORATION........ COMMON 834182107 46,125.00 1,000 SOLE 530 1,000
SOLECTRON CORPORATION........ COMMON 834182107 9,225.00 200 SOLE 540 200
SOLECTRON CORPORATION........ COMMON 834182107 73,800.00 1,600 SOLE 560 1,600
SOLECTRON CORPORATION........ COMMON 834182107 18,450.00 400 SOLE 570 400
SOLUTIA, INC................. COMMON 834376105 31,622.50 2,780 SOLE 19 2,780
SOLUTIA, INC................. COMMON 834376105 350,350.00 30,800 SOLE 29 30,800
SONIC CORPORATION............ COMMON 835451105 315,000.00 10,000 SOLE 29 10,000
SONIC CORPORATION............ COMMON 835451105 220,500.00 7,000 SOLE 35 7,000
SONICWALL, INC............... COMMON 835470105 5,700.00 200 SOLE 19 200
SONOCO PRODUCTS COMPANY...... COMMON 835495102 18,062.50 1,000 SOLE 19 1,000
SOUTHDOWN, INC............... COMMON 841297104 135,375.00 1,900 SOLE 38 1,900
SOUTHDOWN, INC............... COMMON 841297104 213,750.00 3,000 SOLE 51 3,000
SOUTHERN COMPANY............. COMMON 842587107 227,062.50 7,000 SOLE 3 7,000
SOUTHERN COMPANY............. COMMON 842587107 64,875.00 2,000 SOLE 19 2,000
SOUTHERN COMPANY............. COMMON 842587107 1,693,237.50 52,200 SOLE 20 52,200
SOUTHERN COMPANY............. COMMON 842587107 45,412.50 1,400 SOLE 38 1,400
SOUTHERN COMPANY............. COMMON 842587107 77,850.00 2,400 SOLE 51 2,400
SOUTHWEST AIRLINES
COMPANY.................... COMMON 844741108 121,250.00 5,000 SOLE 3 5,000
SOUTHWEST AIRLINES
COMPANY.................... COMMON 844741108 1,973,950.00 81,400 SOLE 16 81,400
SOUTHWEST AIRLINES
COMPANY.................... COMMON 844741108 38,800.00 1,600 SOLE 19 1,600
SOUTHWEST AIRLINES
COMPANY.................... COMMON 844741108 232,800.00 9,600 SOLE 34 9,600
SOUTHWEST AIRLINES
COMPANY.................... COMMON 844741108 29,100.00 1,200 SOLE 38 1,200
SOUTHWEST AIRLINES
COMPANY.................... COMMON 844741108 60,625.00 2,500 SOLE 51 2,500
SOUTHWEST AIRLINES
COMPANY.................... COMMON 844741108 9,700.00 400 SOLE 58 400
SOUTHWEST AIRLINES
COMPANY.................... COMMON 844741108 111,550.00 4,600 SOLE 520 4,600
SOUTHWEST AIRLINES
COMPANY.................... COMMON 844741108 118,825.00 4,900 SOLE 530 4,900
SOUTHWEST AIRLINES
COMPANY.................... COMMON 844741108 19,400.00 800 SOLE 540 800
SOUTHWEST AIRLINES
COMPANY.................... COMMON 844741108 84,875.00 3,500 SOLE 560 3,500
SOUTHWEST AIRLINES
COMPANY.................... COMMON 844741108 19,400.00 800 SOLE 570 800
SOUTHWEST BANCORPORATION
OF TEXAS, INC.............. COMMON 84476R109 441,281.25 13,500 SOLE 36 13,500
SOUTHWEST BANCORPORATION
OF TEXAS, INC.............. COMMON 84476R109 996,968.75 30,500 SOLE 50 30,500
SPEECHWORKS INTERNATIONAL,
INC........................ COMMON 84764M101 186,000.00 3,000 SOLE 36 3,000
SPEECHWORKS INTERNATIONAL,
INC........................ COMMON 84764M101 434,000.00 7,000 SOLE 50 7,000
SPEEDFAM-IPEC, INC........... COMMON 847705100 104,081.25 9,100 SOLE 56 9,100
SPEEDFAM-IPEC, INC........... COMMON 847705100 45,750.00 4,000 SOLE 72 4,000
SPIEKER PROPERTIES........... COMMON 848497103 362,647.00 6,300 SOLE 1 6,300
SPLASH TECHNOLOGY
HOLDINGS, INC.............. COMMON 848623104 137,825.00 14,900 SOLE 57 14,900
SPRINGS INDUSTRIES, INC...... COMMON 851783100 8,456.25 300 SOLE 19 300
SPRINGS INDUSTRIES, INC...... COMMON 851783100 5,637.50 200 SOLE 38 200
SPRINGS INDUSTRIES, INC...... COMMON 851783100 8,456.25 300 SOLE 51 300
SPRINT CORPORATION
(FON GROUP)................ COMMON 852061100 2,931,250.00 100,000 SOLE 10 100,000
SPRINT CORPORATION
(FON GROUP)................ COMMON 852061100 2,931,250.00 100,000 SOLE 11 100,000
SPRINT CORPORATION
(FON GROUP)................ COMMON 852061100 908,687.50 31,000 SOLE 16 31,000
SPRINT CORPORATION
(FON GROUP)................ COMMON 852061100 79,143.75 2,700 SOLE 19 2,700
SPRINT CORPORATION
(FON GROUP)................ COMMON 852061100 1,453,900.00 49,600 SOLE 20 49,600
SPRINT CORPORATION
(FON GROUP)................ COMMON 852061100 46,900.00 1,600 SOLE 32 1,600
SPRINT CORPORATION
(FON GROUP)................ COMMON 852061100 64,487.50 2,200 SOLE 34 2,200
SPRINT CORPORATION
(FON GROUP)................ COMMON 852061100 26,381.25 900 SOLE 38 900
SPRINT CORPORATION
(FON GROUP)................ COMMON 852061100 49,831.25 1,700 SOLE 51 1,700
SPRINT CORPORATION
(FON GROUP)................ COMMON 852061100 46,900.00 1,600 SOLE 55 1,600
SPRINT CORPORATION
(FON GROUP)................ COMMON 852061100 70,350.00 2,400 SOLE 520 2,400
SPRINT CORPORATION
(FON GROUP)................ COMMON 852061100 73,281.25 2,500 SOLE 530 2,500
SPRINT CORPORATION
(FON GROUP)................ COMMON 852061100 11,725.00 400 SOLE 540 400
SPRINT CORPORATION
(FON GROUP)................ COMMON 852061100 52,762.50 1,800 SOLE 560 1,800
SPRINT CORPORATION
(FON GROUP)................ COMMON 852061100 11,725.00 400 SOLE 570 400
SPRINT CORPORATION
(PCS GROUP)................ COMMON 852061506 3,155,625.00 90,000 SOLE 2 90,000
SPRINT CORPORATION
(PCS GROUP)................ COMMON 852061506 3,506,250.00 100,000 SOLE 10 100,000
SPRINT CORPORATION
(PCS GROUP)................ COMMON 852061506 1,588,331.25 45,300 SOLE 16 45,300
SPRINT CORPORATION
(PCS GROUP)................ COMMON 852061506 108,693.75 3,100 SOLE 19 3,100
SPRINT CORPORATION
(PCS GROUP)................ COMMON 852061506 171,806.25 4,900 SOLE 34 4,900
SPRINT CORPORATION
(PCS GROUP)................ COMMON 852061506 62,972.25 1,796 SOLE 38 1,796
SPRINT CORPORATION
(PCS GROUP)................ COMMON 852061506 119,212.50 3,400 SOLE 51 3,400
SPRINT CORPORATION
(PCS GROUP)................ COMMON 852061506 42,075.00 1,200 SOLE 54 1,200
SPRINT CORPORATION
(PCS GROUP)................ COMMON 852061506 28,050.00 800 SOLE 71 800
SPRINT CORPORATION
(PCS GROUP)................ COMMON 852061506 87,656.25 2,500 SOLE 520 2,500
SPRINT CORPORATION
(PCS GROUP)................ COMMON 852061506 73,631.25 2,100 SOLE 530 2,100
SPRINT CORPORATION
(PCS GROUP)................ COMMON 852061506 10,518.75 300 SOLE 540 300
SPRINT CORPORATION
(PCS GROUP)................ COMMON 852061506 59,606.25 1,700 SOLE 560 1,700
SPRINT CORPORATION
(PCS GROUP)................ COMMON 852061506 14,025.00 400 SOLE 570 400
SPX CORPORATION.............. COMMON 784635104 28,387.50 200 SOLE 58 200
ST. JUDE MEDICAL, INC........ COMMON 790849103 15,300.00 300 SOLE 38 300
ST. JUDE MEDICAL, INC........ COMMON 790849103 25,500.00 500 SOLE 51 500
ST. PAUL COMPANIES, INC...... COMMON 792860108 2,317,884.75 47,004 SOLE 20 47,004
ST. PAUL COMPANIES, INC...... COMMON 792860108 14,793.75 300 SOLE 38 300
ST. PAUL COMPANIES, INC...... COMMON 792860108 30,623.06 621 SOLE 51 621
ST. PAUL COMPANIES, INC...... COMMON 792860108 19,725.00 400 SOLE 58 400
STAFF LEASING, INC........... COMMON 852381102 18,528.13 4,900 SOLE 57 4,900
STANDARD & POOR'S
DEPOSITARY RECEIPTS........ COMMON 78462F103 43,087,500.00 300,000 SOLE 2 300,000
STANDARD & POOR'S
DEPOSITARY RECEIPTS........ COMMON 78462F103 35,906,250.00 250,000 SOLE 10 250,000
STANDARD REGISTER COMPANY.... COMMON 853887107 11,200.00 700 SOLE 19 700
STANLEY WORKS (THE).......... COMMON 854616109 1,111,612.50 48,200 SOLE 20 48,200
STANLEY WORKS (THE).......... COMMON 854616109 3,828.38 166 SOLE 38 166
STANLEY WORKS (THE).......... COMMON 854616109 6,918.75 300 SOLE 51 300
STAPLES, INC................. COMMON 855030102 17,734.38 1,250 SOLE 19 1,250
STAPLES, INC................. COMMON 855030102 12,768.75 900 SOLE 38 900
STAPLES, INC................. COMMON 855030102 21,281.25 1,500 SOLE 51 1,500
STARBUCKS CORPORATION........ COMMON 855244109 20,031.25 500 SOLE 38 500
STARBUCKS CORPORATION........ COMMON 855244109 36,056.25 900 SOLE 51 900
STARWOOD HOTELS &
RESORTS WORLDWIDE, INC..... COMMON 85590A203 12,500.00 400 SOLE 19 400
STARWOOD HOTELS &
RESORTS WORLDWIDE, INC..... COMMON 85590A203 1,751,531.25 56,049 SOLE 20 56,049
STATE STREET CORPORATION..... COMMON 857477103 130,000.00 1,000 SOLE 3 1,000
STATE STREET CORPORATION..... COMMON 857477103 65,000.00 500 SOLE 19 500
STATE STREET CORPORATION..... COMMON 857477103 39,000.00 300 SOLE 38 300
STATE STREET CORPORATION..... COMMON 857477103 65,000.00 500 SOLE 51 500
STATE STREET CORPORATION..... COMMON 857477103 52,000.00 400 SOLE 58 400
STERIS CORPORATION........... COMMON 859152100 13,200.00 1,100 SOLE 19 1,100
STILWELL FINANCIAL, INC...... COMMON 860831106 43,500.00 1,000 SOLE 19 1,000
STILWELL FINANCIAL, INC...... COMMON 860831106 17,400.00 400 SOLE 38 400
STILWELL FINANCIAL, INC...... COMMON 860831106 30,450.00 700 SOLE 51 700
STMICROELECTRONICS N.V....... COMMON 861012102 197,643.75 4,150 SOLE 6 4,150
STMICROELECTRONICS N.V....... COMMON 861012102 1,295,400.00 27,200 SOLE 13 27,200
STMICROELECTRONICS N.V....... COMMON 861012102 120,967.50 2,540 SOLE 39 2,540
STMICROELECTRONICS N.V....... COMMON 861012102 225,266.25 4,730 SOLE 52 4,730
STMICROELECTRONICS N.V....... COMMON 861012102 514,350.00 10,800 SOLE 56 10,800
STMICROELECTRONICS N.V....... COMMON 861012102 219,075.00 4,600 SOLE 72 4,600
STONE ENERGY CORPORATION..... COMMON 861642106 27,500.00 500 SOLE 58 500
STORA ENSO OYJ - ADR......... COMMON 86210M106 16,623.75 2,015 SOLE 19 2,015
STORAGE TECHNOLOGY
CORPORATION................ COMMON 862111200 13,562.50 1,000 SOLE 19 1,000
STORAGE USA INC.............. COMMON 861907103 86,925.00 2,850 SOLE 1 2,850
STRUCTURAL DYNAMICS
RESEARCH CORPORATION....... COMMON 863555108 11,462.50 700 SOLE 19 700
STRYKER CORPORATION.......... COMMON 863667101 34,350.00 800 SOLE 19 800
SUIZA FOODS CORPORATION...... COMMON 865077101 278,781.25 5,500 SOLE 36 5,500
SUIZA FOODS CORPORATION...... COMMON 865077101 734,968.75 14,500 SOLE 50 14,500
SUMMIT BANCORP............... COMMON 866005101 17,250.00 500 SOLE 19 500
SUMMIT BANCORP............... COMMON 866005101 16,042.50 465 SOLE 38 465
SUMMIT BANCORP............... COMMON 866005101 31,050.00 900 SOLE 51 900
SUN COMMUNICATIONS INC....... COMMON 866674104 52,181.00 1,650 SOLE 1 1,650
SUN MICROSYSTEMS, INC........ COMMON 866810104 20,431,250.00 175,000 SOLE 2 175,000
SUN MICROSYSTEMS, INC........ COMMON 866810104 665,475.00 5,700 SOLE 6 5,700
SUN MICROSYSTEMS, INC........ COMMON 866810104 23,350,000.00 200,000 SOLE 10 200,000
SUN MICROSYSTEMS, INC........ COMMON 866810104 4,420,155.00 37,860 SOLE 13 37,860
SUN MICROSYSTEMS, INC........ COMMON 866810104 6,643,075.00 56,900 SOLE 16 56,900
SUN MICROSYSTEMS, INC........ COMMON 866810104 513,700.00 4,400 SOLE 19 4,400
SUN MICROSYSTEMS, INC........ COMMON 866810104 910,650.00 7,800 SOLE 34 7,800
SUN MICROSYSTEMS, INC........ COMMON 866810104 326,900.00 2,800 SOLE 38 2,800
SUN MICROSYSTEMS, INC........ COMMON 866810104 572,075.00 4,900 SOLE 51 4,900
SUN MICROSYSTEMS, INC........ COMMON 866810104 3,198,950.00 27,400 SOLE 53 27,400
SUN MICROSYSTEMS, INC........ COMMON 866810104 315,225.00 2,700 SOLE 54 2,700
SUN MICROSYSTEMS, INC........ COMMON 866810104 105,075.00 900 SOLE 55 900
SUN MICROSYSTEMS, INC........ COMMON 866810104 677,150.00 5,800 SOLE 56 5,800
SUN MICROSYSTEMS, INC........ COMMON 866810104 373,600.00 3,200 SOLE 58 3,200
SUN MICROSYSTEMS, INC........ COMMON 866810104 1,762,925.00 15,100 SOLE 70 15,100
SUN MICROSYSTEMS, INC........ COMMON 866810104 186,800.00 1,600 SOLE 71 1,600
SUN MICROSYSTEMS, INC........ COMMON 866810104 280,200.00 2,400 SOLE 72 2,400
SUN MICROSYSTEMS, INC........ COMMON 866810104 700,500.00 6,000 SOLE 520 6,000
SUN MICROSYSTEMS, INC........ COMMON 866810104 373,600.00 3,200 SOLE 530 3,200
SUN MICROSYSTEMS, INC........ COMMON 866810104 70,050.00 600 SOLE 540 600
SUN MICROSYSTEMS, INC........ COMMON 866810104 303,550.00 2,600 SOLE 560 2,600
SUN MICROSYSTEMS, INC........ COMMON 866810104 70,050.00 600 SOLE 570 600
SUNCOR ENERGY, INC........... COMMON 867229106 168,150.00 7,600 SOLE 18 7,600
SUNGARD DATA
SYSTEMS, INC............... COMMON 867363103 2,568,750.00 60,000 SOLE 1 60,000
SUNGARD DATA
SYSTEMS, INC............... COMMON 867363103 6,850,000.00 160,000 SOLE 15 160,000
SUNGARD DATA
SYSTEMS, INC............... COMMON 867363103 38,531.25 900 SOLE 19 900
SUNGARD DATA
SYSTEMS, INC............... COMMON 867363103 1,027,500.00 24,000 SOLE 29 24,000
SUNGARD DATA
SYSTEMS, INC............... COMMON 867363103 599,375.00 14,000 SOLE 35 14,000
SUNOCO, INC.................. COMMON 86764P109 2,693.75 100 SOLE 38 100
SUNOCO, INC.................. COMMON 86764P109 5,387.50 200 SOLE 51 200
SUNRISE MEDICAL, INC......... COMMON 867910101 600,000.00 100,000 SOLE 1 100,000
SUNRISE MEDICAL, INC......... COMMON 867910101 1,740,000.00 290,000 SOLE 15 290,000
SUNRISE MEDICAL, INC......... COMMON 867910101 330,000.00 55,000 SOLE 29 55,000
SUNTRUST BANKS, INC.......... COMMON 867914103 249,062.50 5,000 SOLE 3 5,000
SUNTRUST BANKS, INC.......... COMMON 867914103 1,992,500.00 40,000 SOLE 11 40,000
SUNTRUST BANKS, INC.......... COMMON 867914103 44,831.25 900 SOLE 19 900
SUNTRUST BANKS, INC.......... COMMON 867914103 24,906.25 500 SOLE 38 500
SUNTRUST BANKS, INC.......... COMMON 867914103 44,980.69 903 SOLE 51 903
SUPERVALU, INC............... COMMON 868536103 3,012.50 200 SOLE 38 200
SUPERVALU, INC............... COMMON 868536103 6,025.00 400 SOLE 51 400
SYBASE, INC.................. COMMON 871130100 1,041,900.00 45,300 SOLE 6 45,300
SYBASE, INC.................. COMMON 871130100 7,231,200.00 314,400 SOLE 13 314,400
SYBRON INTERNATIONAL
CORPORATION................ COMMON 87114F106 24,000.00 1,000 SOLE 19 1,000
SYCAMORE NETWORKS, INC....... COMMON 871206108 32,400.00 300 SOLE 54 300
SYCAMORE NETWORKS, INC....... COMMON 871206108 21,600.00 200 SOLE 71 200
SYMANTEC CORPORATION......... COMMON 871503108 13,200.00 300 SOLE 19 300
SYMANTEC CORPORATION......... COMMON 871503108 8,800.00 200 SOLE 58 200
SYMBOL TECHNOLOGIES, INC..... COMMON 871508107 32,343.75 900 SOLE 19 900
SYNAVANT, INC................ COMMON 87157A105 2,474.38 370 SOLE 18 370
SYNAVANT, INC................ COMMON 87157A105 334.38 50 SOLE 19 50
SYNAVANT, INC................ COMMON 87157A105 187.25 28 SOLE 38 28
SYNAVANT, INC................ COMMON 87157A105 334.38 50 SOLE 51 50
SYNOPSYS, INC................ COMMON 871607107 22,725.00 600 SOLE 19 600
SYNOVUS FINANCIAL
CORPORATION................ COMMON 87161C105 11,314.13 534 SOLE 38 534
SYNOVUS FINANCIAL
CORPORATION................ COMMON 87161C105 19,068.75 900 SOLE 51 900
SYSCO CORPORATION............ COMMON 871829107 23,156.25 500 SOLE 38 500
SYSCO CORPORATION............ COMMON 871829107 46,312.50 1,000 SOLE 51 1,000
SYSCO CORPORATION............ COMMON 871829107 60,206.25 1,300 SOLE 58 1,300
T. ROWE PRICE ASSOCIATES..... COMMON 741477103 9,387.50 200 SOLE 38 200
T. ROWE PRICE ASSOCIATES..... COMMON 741477103 18,775.00 400 SOLE 51 400
TAKE-TWO INTERACTIVE
SOFTWARE, INC.............. COMMON 874054109 628,125.00 50,000 SOLE 1 50,000
TAKE-TWO INTERACTIVE
SOFTWARE, INC.............. COMMON 874054109 1,884,375.00 150,000 SOLE 15 150,000
TALBOTS, INC................. COMMON 874161102 1,556,875.00 23,500 SOLE 16 23,500
TALBOTS, INC................. COMMON 874161102 198,750.00 3,000 SOLE 34 3,000
TARGET CORPORATION........... COMMON 87612E106 8,200,000.00 320,000 SOLE 2 320,000
TARGET CORPORATION........... COMMON 87612E106 256,250.00 10,000 SOLE 3 10,000
TARGET CORPORATION........... COMMON 87612E106 10,250,000.00 400,000 SOLE 10 400,000
TARGET CORPORATION........... COMMON 87612E106 3,039,125.00 118,600 SOLE 11 118,600
TARGET CORPORATION........... COMMON 87612E106 1,681,000.00 65,600 SOLE 16 65,600
TARGET CORPORATION........... COMMON 87612E106 133,250.00 5,200 SOLE 18 5,200
TARGET CORPORATION........... COMMON 87612E106 87,125.00 3,400 SOLE 19 3,400
TARGET CORPORATION........... COMMON 87612E106 74,312.50 2,900 SOLE 32 2,900
TARGET CORPORATION........... COMMON 87612E106 179,375.00 7,000 SOLE 34 7,000
TARGET CORPORATION........... COMMON 87612E106 43,562.50 1,700 SOLE 38 1,700
TARGET CORPORATION........... COMMON 87612E106 76,875.00 3,000 SOLE 51 3,000
TARGET CORPORATION........... COMMON 87612E106 20,500.00 800 SOLE 58 800
TARGET CORPORATION........... COMMON 87612E106 112,750.00 4,400 SOLE 520 4,400
TARGET CORPORATION........... COMMON 87612E106 117,875.00 4,600 SOLE 530 4,600
TARGET CORPORATION........... COMMON 87612E106 10,250.00 400 SOLE 540 400
TARGET CORPORATION........... COMMON 87612E106 87,125.00 3,400 SOLE 560 3,400
TARGET CORPORATION........... COMMON 87612E106 20,500.00 800 SOLE 570 800
TAUBMAN CENTERS.............. COMMON 876664103 62,440.00 5,400 SOLE 1 5,400
TBC CORPORATION.............. COMMON 872180104 117,975.00 24,200 SOLE 57 24,200
TCF FINANCIAL CORPORATION.... COMMON 872275102 48,912.50 1,300 SOLE 19 1,300
TCF FINANCIAL CORPORATION.... COMMON 872275102 432,687.50 11,500 SOLE 36 11,500
TCF FINANCIAL CORPORATION.... COMMON 872275102 997,062.50 26,500 SOLE 50 26,500
TECH DATA CORPORATION........ COMMON 878237106 21,375.00 500 SOLE 19 500
TECHNE CORPORATION........... COMMON 878377100 33,600.00 300 SOLE 19 300
TECHNITROL, INC.............. COMMON 878555101 303,000.00 3,000 SOLE 36 3,000
TECHNITROL, INC.............. COMMON 878555101 757,500.00 7,500 SOLE 50 7,500
TECO ENERGY, INC............. COMMON 872375100 28,750.00 1,000 SOLE 19 1,000
TECUMSEH PRODUCTS COMPANY.... COMMON 878895200 16,750.00 400 SOLE 19 400
TEKELEC...................... COMMON 879101103 147,937.50 4,500 SOLE 18 4,500
TEKTRONIX, INC............... COMMON 879131100 7,681.25 100 SOLE 51 100
TELE NORTE LESTE
PARTICIPACOES S.A.......... COMMON 879246106 33,807.67 1,478 SOLE 39 1,478
TELE NORTE LESTE
PARTICIPACOES S.A.......... COMMON 879246106 62,746.13 2,743 SOLE 52 2,743
TELECOM NEW ZEALAND ADR...... COMMON 879278208 8,000.00 400 SOLE 19 400
TELECOMUNICACOES
BRASILERIAS S.A. ADR....... COMMON 879287308 102,862.50 1,300 SOLE 19 1,300
TELECOMUNICACOES
BRASILERIAS S.A. ADR....... COMMON 879287308 52,222.50 660 SOLE 39 660
TELECOMUNICACOES
BRASILERIAS S.A. ADR....... COMMON 879287308 90,202.50 1,140 SOLE 52 1,140
TELEDYNE
TECHNOLOGIES, INC.......... COMMON 879360105 29.13 1 SOLE 51 1
TELEFLEX, INC................ COMMON 879369106 17,187.50 500 SOLE 19 500
TELEFONAKTIEBOLAGET
LM ERICSSON AB ADR......... COMMON 294821400 646,713.75 43,660 SOLE 6 43,660
TELEFONAKTIEBOLAGET
LM ERICSSON AB ADR......... COMMON 294821400 4,439,365.50 299,704 SOLE 13 299,704
TELEFONAKTIEBOLAGET
LM ERICSSON AB ADR......... COMMON 294821400 174,787.50 11,800 SOLE 19 11,800
TELEFONAKTIEBOLAGET
LM ERICSSON AB ADR......... COMMON 294821400 16,293.75 1,100 SOLE 54 1,100
TELEFONICA SA ADR............ COMMON 879382208 127,731.19 2,149 SOLE 19 2,149
TELEFONOS DE
MEXICO S.A. ADR............ COMMON 879403780 218,068.75 4,100 SOLE 19 4,100
TELEPHONE & DATA
SYSTEMS, INC............... COMMON 879433100 22,140.00 200 SOLE 19 200
TELESP CELULAR
PARTICIPACOES S.A. ADR..... COMMON 87952L108 701,568.75 21,300 SOLE 6 21,300
TELESP CELULAR
PARTICIPACOES S.A. ADR..... COMMON 87952L108 4,729,825.00 143,600 SOLE 13 143,600
TELLABS, INC................. COMMON 879664100 66,850.00 1,400 SOLE 19 1,400
TELLABS, INC................. COMMON 879664100 42,975.00 900 SOLE 32 900
TELLABS, INC................. COMMON 879664100 38,200.00 800 SOLE 38 800
TELLABS, INC................. COMMON 879664100 62,075.00 1,300 SOLE 51 1,300
TELLABS, INC................. COMMON 879664100 52,525.00 1,100 SOLE 58 1,100
TELLABS, INC................. COMMON 879664100 47,750.00 1,000 SOLE 520 1,000
TELLABS, INC................. COMMON 879664100 47,750.00 1,000 SOLE 530 1,000
TELLABS, INC................. COMMON 879664100 9,550.00 200 SOLE 540 200
TELLABS, INC................. COMMON 879664100 38,200.00 800 SOLE 560 800
TELLABS, INC................. COMMON 879664100 9,550.00 200 SOLE 570 200
TEMPLE-INLAND, INC........... COMMON 879868107 75,750.00 2,000 SOLE 18 2,000
TEMPLE-INLAND, INC........... COMMON 879868107 7,575.00 200 SOLE 38 200
TEMPLE-INLAND, INC........... COMMON 879868107 15,150.00 400 SOLE 51 400
TENET HEALTHCARE
CORPORATION................ COMMON 88033G100 152,775.00 4,200 SOLE 18 4,200
TENET HEALTHCARE
CORPORATION................ COMMON 88033G100 36,375.00 1,000 SOLE 19 1,000
TENET HEALTHCARE
CORPORATION................ COMMON 88033G100 1,018,500.00 28,000 SOLE 29 28,000
TENET HEALTHCARE
CORPORATION................ COMMON 88033G100 65,475.00 1,800 SOLE 32 1,800
TENET HEALTHCARE
CORPORATION................ COMMON 88033G100 29,100.00 800 SOLE 38 800
TENET HEALTHCARE
CORPORATION................ COMMON 88033G100 50,925.00 1,400 SOLE 51 1,400
TENET HEALTHCARE
CORPORATION................ COMMON 88033G100 14,550.00 400 SOLE 58 400
TENNANT COMPANY.............. COMMON 880345103 8,850.00 200 SOLE 57 200
TERADYNE, INC................ COMMON 880770102 119,000.00 3,400 SOLE 18 3,400
TERADYNE, INC................ COMMON 880770102 14,000.00 400 SOLE 38 400
TERADYNE, INC................ COMMON 880770102 31,500.00 900 SOLE 51 900
TERADYNE, INC................ COMMON 880770102 504,000.00 14,400 SOLE 56 14,400
TERADYNE, INC................ COMMON 880770102 14,000.00 400 SOLE 58 400
TERADYNE, INC................ COMMON 880770102 227,500.00 6,500 SOLE 72 6,500
TESORO PETROLEUM
CORPORATION................ COMMON 881609101 2,336,306.25 235,100 SOLE 15 235,100
TESORO PETROLEUM
CORPORATION................ COMMON 881609101 453,150.00 45,600 SOLE 29 45,600
TETRA TECH, INC.............. COMMON 88162G103 11,425.00 400 SOLE 19 400
TETRA TECH, INC.............. COMMON 88162G103 828,312.50 29,000 SOLE 36 29,000
TETRA TECH, INC.............. COMMON 88162G103 2,042,218.75 71,500 SOLE 50 71,500
TEVA PHARMACEUTICAL
INDUSTRIES, LTD. ADR....... COMMON 881624209 8,050,625.00 110,000 SOLE 1 110,000
TEVA PHARMACEUTICAL
INDUSTRIES, LTD. ADR....... COMMON 881624209 21,224,375.00 290,000 SOLE 15 290,000
TEVA PHARMACEUTICAL
INDUSTRIES, LTD. ADR....... COMMON 881624209 878,250.00 12,000 SOLE 29 12,000
TEXACO, INC.................. COMMON 881694103 693,000.00 13,200 SOLE 3 13,200
TEXACO, INC.................. COMMON 881694103 7,932,750.00 151,100 SOLE 11 151,100
TEXACO, INC.................. COMMON 881694103 94,500.00 1,800 SOLE 19 1,800
TEXACO, INC.................. COMMON 881694103 2,220,750.00 42,300 SOLE 20 42,300
TEXACO, INC.................. COMMON 881694103 31,500.00 600 SOLE 38 600
TEXACO, INC.................. COMMON 881694103 57,750.00 1,100 SOLE 51 1,100
TEXACO, INC.................. COMMON 881694103 94,500.00 1,800 SOLE 58 1,800
TEXAS INSTRUMENTS, INC....... COMMON 882508104 5,662,500.00 120,000 SOLE 2 120,000
TEXAS INSTRUMENTS, INC....... COMMON 882508104 7,078,125.00 150,000 SOLE 10 150,000
TEXAS INSTRUMENTS, INC....... COMMON 882508104 2,680,250.00 56,800 SOLE 16 56,800
TEXAS INSTRUMENTS, INC....... COMMON 882508104 207,625.00 4,400 SOLE 19 4,400
TEXAS INSTRUMENTS, INC....... COMMON 882508104 320,875.00 6,800 SOLE 34 6,800
TEXAS INSTRUMENTS, INC....... COMMON 882508104 146,281.25 3,100 SOLE 38 3,100
TEXAS INSTRUMENTS, INC....... COMMON 882508104 264,250.00 5,600 SOLE 51 5,600
TEXAS INSTRUMENTS, INC....... COMMON 882508104 75,500.00 1,600 SOLE 54 1,600
TEXAS INSTRUMENTS, INC....... COMMON 882508104 94,375.00 2,000 SOLE 55 2,000
TEXAS INSTRUMENTS, INC....... COMMON 882508104 56,625.00 1,200 SOLE 58 1,200
TEXAS INSTRUMENTS, INC....... COMMON 882508104 56,625.00 1,200 SOLE 71 1,200
TEXAS INSTRUMENTS, INC....... COMMON 882508104 113,250.00 2,400 SOLE 520 2,400
TEXAS INSTRUMENTS, INC....... COMMON 882508104 122,687.50 2,600 SOLE 530 2,600
TEXAS INSTRUMENTS, INC....... COMMON 882508104 18,875.00 400 SOLE 540 400
TEXAS INSTRUMENTS, INC....... COMMON 882508104 84,937.50 1,800 SOLE 560 1,800
TEXAS INSTRUMENTS, INC....... COMMON 882508104 18,875.00 400 SOLE 570 400
TEXTRON, INC................. COMMON 883203101 2,241,675.00 48,600 SOLE 2 48,600
TEXTRON, INC................. COMMON 883203101 230,625.00 5,000 SOLE 3 5,000
TEXTRON, INC................. COMMON 883203101 4,538,700.00 98,400 SOLE 10 98,400
TEXTRON, INC................. COMMON 883203101 2,306,250.00 50,000 SOLE 11 50,000
TEXTRON, INC................. COMMON 883203101 27,675.00 600 SOLE 19 600
TEXTRON, INC................. COMMON 883203101 18,450.00 400 SOLE 38 400
TEXTRON, INC................. COMMON 883203101 32,287.50 700 SOLE 51 700
TEXTRON, INC................. COMMON 883203101 4,612.50 100 SOLE 58 100
THERMO ELECTRON
CORPORATION................ COMMON 883556102 39,000.00 1,500 SOLE 19 1,500
THERMO ELECTRON
CORPORATION................ COMMON 883556102 7,852.00 302 SOLE 38 302
THERMO ELECTRON
CORPORATION................ COMMON 883556102 13,000.00 500 SOLE 51 500
THORATEC LABORATORIES
CORPORATION................ COMMON 885175307 374,000.00 17,000 SOLE 36 17,000
THORATEC LABORATORIES
CORPORATION................ COMMON 885175307 946,000.00 43,000 SOLE 50 43,000
TIBCO SOFTWARE, INC.......... COMMON 88632Q103 25,331.25 300 SOLE 19 300
TIBCO SOFTWARE, INC.......... COMMON 88632Q103 25,331.25 300 SOLE 58 300
TIDEWATER, INC............... COMMON 886423102 2,275,000.00 50,000 SOLE 1 50,000
TIDEWATER, INC............... COMMON 886423102 6,597,500.00 145,000 SOLE 15 145,000
TIDEWATER, INC............... COMMON 886423102 2,184,000.00 48,000 SOLE 29 48,000
TIDEWATER, INC............... COMMON 886423102 1,228,500.00 27,000 SOLE 35 27,000
TIER TECHNOLOGIES, INC.
(CL.B)..................... COMMON 88650Q100 962,031.25 131,000 SOLE 29 131,000
TIER TECHNOLOGIES, INC.
(CL.B)..................... COMMON 88650Q100 558,125.00 76,000 SOLE 35 76,000
TIFFANY & COMPANY............ COMMON 886547108 50,131.25 1,300 SOLE 19 1,300
TIFFANY & COMPANY............ COMMON 886547108 23,137.50 600 SOLE 38 600
TIFFANY & COMPANY............ COMMON 886547108 38,562.50 1,000 SOLE 51 1,000
TIFFANY & COMPANY............ COMMON 886547108 23,137.50 600 SOLE 58 600
TIME WARNER TELECOM, INC..... COMMON 887319101 9,662.50 200 SOLE 19 200
TIME WARNER TELECOM, INC..... COMMON 887319101 4,831.25 100 SOLE 58 100
TIME WARNER, INC............. COMMON 887315109 10,955,000.00 140,000 SOLE 2 140,000
TIME WARNER, INC............. COMMON 887315109 10,955,000.00 140,000 SOLE 10 140,000
TIME WARNER, INC............. COMMON 887315109 281,700.00 3,600 SOLE 19 3,600
TIME WARNER, INC............. COMMON 887315109 242,575.00 3,100 SOLE 38 3,100
TIME WARNER, INC............. COMMON 887315109 438,200.00 5,600 SOLE 51 5,600
TIME WARNER, INC............. COMMON 887315109 164,325.00 2,100 SOLE 54 2,100
TIME WARNER, INC............. COMMON 887315109 438,200.00 5,600 SOLE 55 5,600
TIME WARNER, INC............. COMMON 887315109 187,800.00 2,400 SOLE 58 2,400
TIME WARNER, INC............. COMMON 887315109 93,900.00 1,200 SOLE 71 1,200
TIME WARNER, INC............. COMMON 887315109 133,025.00 1,700 SOLE 520 1,700
TIME WARNER, INC............. COMMON 887315109 140,850.00 1,800 SOLE 530 1,800
TIME WARNER, INC............. COMMON 887315109 23,475.00 300 SOLE 540 300
TIME WARNER, INC............. COMMON 887315109 101,725.00 1,300 SOLE 560 1,300
TIME WARNER, INC............. COMMON 887315109 39,125.00 500 SOLE 570 500
TIMKEN COMPANY (THE)......... COMMON 887389104 1,368.75 100 SOLE 38 100
TIMKEN COMPANY (THE)......... COMMON 887389104 2,737.50 200 SOLE 51 200
TITAN PHARMACEUTICALS,
INC........................ COMMON 888314101 2,632,500.00 40,500 SOLE 36 40,500
TITAN PHARMACEUTICALS,
INC........................ COMMON 888314101 6,175,000.00 95,000 SOLE 50 95,000
TJX COMPANIES, INC........... COMMON 872540109 24,750.00 1,100 SOLE 19 1,100
TMP WORLDWIDE, INC........... COMMON 872941109 8,050.00 100 SOLE 19 100
TMP WORLDWIDE, INC........... COMMON 872941109 8,050.00 100 SOLE 58 100
TOM BROWN, INC............... COMMON 115660201 36,750.00 1,500 SOLE 58 1,500
TORCHMARK CORPORATION........ COMMON 891027104 22,250.00 800 SOLE 19 800
TORCHMARK CORPORATION........ COMMON 891027104 5,562.50 200 SOLE 38 200
TORCHMARK CORPORATION........ COMMON 891027104 8,343.75 300 SOLE 51 300
TOSCO CORPORATION............ COMMON 891490302 5,395.44 173 SOLE 38 173
TOSCO CORPORATION............ COMMON 891490302 9,356.25 300 SOLE 51 300
TOSCO CORPORATION............ COMMON 891490302 18,712.50 600 SOLE 58 600
TOWER AUTOMOTIVE............. COMMON 891707101 83,437.50 8,900 SOLE 57 8,900
TOYS 'R' US, INC............. COMMON 892335100 22,750.00 1,400 SOLE 19 1,400
TOYS 'R' US, INC............. COMMON 892335100 1,680,250.00 103,400 SOLE 20 103,400
TOYS 'R' US, INC............. COMMON 892335100 13,000.00 800 SOLE 38 800
TOYS 'R' US, INC............. COMMON 892335100 22,750.00 1,400 SOLE 51 1,400
TRANSATLANTIC
HOLDINGS, INC.............. COMMON 893521104 27,750.00 300 SOLE 19 300
TRANSMONTAIGNE, INC.......... COMMON 893934109 318,468.75 64,500 SOLE 1 64,500
TRANSMONTAIGNE, INC.......... COMMON 893934109 1,061,562.50 215,000 SOLE 29 215,000
TRANSMONTAIGNE, INC.......... COMMON 893934109 382,656.25 77,500 SOLE 35 77,500
TRANSOCEAN SEDCO
FOREX, INC................. COMMON G90078109 1,465,625.00 25,000 SOLE 1 25,000
TRANSOCEAN SEDCO
FOREX, INC................. COMMON G90078109 4,396,875.00 75,000 SOLE 15 75,000
TRANSOCEAN SEDCO
FOREX, INC................. COMMON G90078109 18,115.13 309 SOLE 19 309
TRANSOCEAN SEDCO
FOREX, INC................. COMMON G90078109 17,587.50 300 SOLE 38 300
TRANSOCEAN SEDCO
FOREX, INC................. COMMON G90078109 35,175.00 600 SOLE 51 600
TRANSWITCH CORPORATION....... COMMON 894065101 19,125.00 300 SOLE 19 300
TRIBUNE COMPANY.............. COMMON 896047107 30,537.50 700 SOLE 19 700
TRIBUNE COMPANY.............. COMMON 896047107 69,800.00 1,600 SOLE 32 1,600
TRIBUNE COMPANY.............. COMMON 896047107 21,812.50 500 SOLE 38 500
TRIBUNE COMPANY.............. COMMON 896047107 34,900.00 800 SOLE 51 800
TRIBUNE COMPANY.............. COMMON 896047107 21,812.50 500 SOLE 58 500
TRICO MARINE
SERVICES, INC.............. COMMON 896106101 301,625.00 19,000 SOLE 36 19,000
TRICO MARINE
SERVICES, INC.............. COMMON 896106101 668,337.50 42,100 SOLE 50 42,100
TRICON GLOBAL
RESTAURANTS, INC........... COMMON 895953107 22,662.50 740 SOLE 19 740
TRICON GLOBAL
RESTAURANTS, INC........... COMMON 895953107 8,697.50 284 SOLE 38 284
TRICON GLOBAL
RESTAURANTS, INC........... COMMON 895953107 15,312.50 500 SOLE 51 500
TRIGON HEALTHCARE, INC....... COMMON 89618L100 15,768.75 300 SOLE 58 300
TRIMERIS, INC................ COMMON 896263100 755,325.00 10,800 SOLE 1 10,800
TRIMERIS, INC................ COMMON 896263100 2,042,175.00 29,200 SOLE 15 29,200
TRIQUINT SEMICONDUCTOR,
INC........................ COMMON 89674K103 10,931.25 300 SOLE 58 300
TRUE NORTH
COMMUNICATIONS, INC........ COMMON 897844106 1,251,250.00 35,000 SOLE 1 35,000
TRUE NORTH
COMMUNICATIONS, INC........ COMMON 897844106 3,932,500.00 110,000 SOLE 15 110,000
TRUE NORTH
COMMUNICATIONS, INC........ COMMON 897844106 17,875.00 500 SOLE 19 500
TRW, INC..................... COMMON 872649108 121,875.00 3,000 SOLE 3 3,000
TRW, INC..................... COMMON 872649108 1,421,875.00 35,000 SOLE 11 35,000
TRW, INC..................... COMMON 872649108 16,250.00 400 SOLE 19 400
TRW, INC..................... COMMON 872649108 771,875.00 19,000 SOLE 29 19,000
TRW, INC..................... COMMON 872649108 446,875.00 11,000 SOLE 35 11,000
TRW, INC..................... COMMON 872649108 4,062.50 100 SOLE 38 100
TRW, INC..................... COMMON 872649108 12,187.50 300 SOLE 51 300
TUPPERWARE CORPORATION....... COMMON 899896104 145,800.00 8,100 SOLE 20 8,100
TUPPERWARE CORPORATION....... COMMON 899896104 7,200.00 400 SOLE 38 400
TUPPERWARE CORPORATION....... COMMON 899896104 12,600.00 700 SOLE 51 700
TUT SYSTEMS, INC............. COMMON 901103101 561,031.25 6,500 SOLE 36 6,500
TUT SYSTEMS, INC............. COMMON 901103101 1,337,843.75 15,500 SOLE 50 15,500
TXU CORPORATION.............. COMMON 873168108 158,500.00 4,000 SOLE 3 4,000
TXU CORPORATION.............. COMMON 873168108 43,587.50 1,100 SOLE 19 1,100
TXU CORPORATION.............. COMMON 873168108 27,737.50 700 SOLE 38 700
TXU CORPORATION.............. COMMON 873168108 55,475.00 1,400 SOLE 51 1,400
TYCO INTERNATIONAL, LTD...... COMMON 902124106 10,375,000.00 200,000 SOLE 2 200,000
TYCO INTERNATIONAL, LTD...... COMMON 902124106 1,037,500.00 20,000 SOLE 3 20,000
TYCO INTERNATIONAL, LTD...... COMMON 902124106 12,968,750.00 250,000 SOLE 10 250,000
TYCO INTERNATIONAL, LTD...... COMMON 902124106 8,300,000.00 160,000 SOLE 11 160,000
TYCO INTERNATIONAL, LTD...... COMMON 902124106 145,250.00 2,800 SOLE 18 2,800
TYCO INTERNATIONAL, LTD...... COMMON 902124106 269,750.00 5,200 SOLE 19 5,200
TYCO INTERNATIONAL, LTD...... COMMON 902124106 150,437.50 2,900 SOLE 32 2,900
TYCO INTERNATIONAL, LTD...... COMMON 902124106 160,812.50 3,100 SOLE 38 3,100
TYCO INTERNATIONAL, LTD...... COMMON 902124106 280,125.00 5,400 SOLE 51 5,400
TYCO INTERNATIONAL, LTD...... COMMON 902124106 67,437.50 1,300 SOLE 54 1,300
TYCO INTERNATIONAL, LTD...... COMMON 902124106 684,750.00 13,200 SOLE 55 13,200
TYCO INTERNATIONAL, LTD...... COMMON 902124106 67,437.50 1,300 SOLE 71 1,300
TYCO INTERNATIONAL, LTD...... COMMON 902124106 155,625.00 3,000 SOLE 520 3,000
TYCO INTERNATIONAL, LTD...... COMMON 902124106 383,875.00 7,400 SOLE 530 7,400
TYCO INTERNATIONAL, LTD...... COMMON 902124106 36,312.50 700 SOLE 540 700
TYCO INTERNATIONAL, LTD...... COMMON 902124106 207,500.00 4,000 SOLE 560 4,000
TYCO INTERNATIONAL, LTD...... COMMON 902124106 46,687.50 900 SOLE 570 900
TYCOM LTD.................... COMMON G9144B106 34,537.50 900 SOLE 55 900
TYSON FOODS, INC............. COMMON 902494103 20,000.00 2,000 SOLE 19 2,000
U.S. BANCORP................. COMMON 902973106 204,750.00 9,000 SOLE 3 9,000
U.S. BANCORP................. COMMON 902973106 43,930.25 1,931 SOLE 19 1,931
U.S. BANCORP................. COMMON 902973106 31,850.00 1,400 SOLE 38 1,400
U.S. BANCORP................. COMMON 902973106 56,875.00 2,500 SOLE 51 2,500
U.S. CONCRETE, INC........... COMMON 90333L102 29,000.00 4,000 SOLE 57 4,000
UAL CORPORATION.............. COMMON 902549500 4,200.00 100 SOLE 55 100
UAL CORPORATION.............. COMMON 902549500 8,400.00 200 SOLE 58 200
ULTRAMAR DIAMOND SHAMROCK
CORPORATION................ COMMON 904000106 25,375.00 1,000 SOLE 19 1,000
ULTRAMAR DIAMOND SHAMROCK
CORPORATION................ COMMON 904000106 1,344,875.00 53,000 SOLE 29 53,000
ULTRAMAR DIAMOND SHAMROCK
CORPORATION................ COMMON 904000106 710,500.00 28,000 SOLE 35 28,000
ULTRATECH STEPPER, INC....... COMMON 904034105 11,243.75 700 SOLE 56 700
ULTRATECH STEPPER, INC....... COMMON 904034105 4,818.75 300 SOLE 72 300
UNIAO DE BANCOS BRASILEIROS
SA (UNIBANCO) GDR.......... COMMON 90458E107 59,400.00 1,800 SOLE 19 1,800
UNICOM CORPORATION........... COMMON 904911104 353,981.25 6,300 SOLE 18 6,300
UNICOM CORPORATION........... COMMON 904911104 50,568.75 900 SOLE 19 900
UNICOM CORPORATION........... COMMON 904911104 2,050,843.75 36,500 SOLE 20 36,500
UNICOM CORPORATION........... COMMON 904911104 16,856.25 300 SOLE 38 300
UNICOM CORPORATION........... COMMON 904911104 28,093.75 500 SOLE 51 500
UNICOM CORPORATION........... COMMON 904911104 39,331.25 700 SOLE 58 700
UNIFI, INC................... COMMON 904677101 13,243.75 1,300 SOLE 19 1,300
UNIFI, INC................... COMMON 904677101 784,437.50 77,000 SOLE 29 77,000
UNIFI, INC................... COMMON 904677101 438,062.50 43,000 SOLE 35 43,000
UNILEVER N.V................. COMMON 904784709 337,750.00 7,000 SOLE 3 7,000
UNILEVER N.V................. COMMON 904784709 2,895,000.00 60,000 SOLE 11 60,000
UNILEVER N.V................. COMMON 904784709 144,026.25 2,985 SOLE 19 2,985
UNILEVER N.V................. COMMON 904784709 33,775.00 700 SOLE 38 700
UNILEVER N.V................. COMMON 904784709 57,948.25 1,201 SOLE 51 1,201
UNION CARBIDE CORPORATION.... COMMON 905581104 37,750.00 1,000 SOLE 38 1,000
UNION CARBIDE CORPORATION.... COMMON 905581104 67,950.00 1,800 SOLE 51 1,800
UNION PACIFIC CORPORATION.... COMMON 907818108 116,625.00 3,000 SOLE 3 3,000
UNION PACIFIC CORPORATION.... COMMON 907818108 1,555,000.00 40,000 SOLE 11 40,000
UNION PACIFIC CORPORATION.... COMMON 907818108 46,650.00 1,200 SOLE 19 1,200
UNION PACIFIC CORPORATION.... COMMON 907818108 1,877,662.50 48,300 SOLE 20 48,300
UNION PACIFIC CORPORATION.... COMMON 907818108 15,550.00 400 SOLE 38 400
UNION PACIFIC CORPORATION.... COMMON 907818108 27,212.50 700 SOLE 51 700
UNION PLANTERS
CORPORATION................ COMMON 908068109 29,756.25 900 SOLE 19 900
UNION PLANTERS
CORPORATION................ COMMON 908068109 13,225.00 400 SOLE 38 400
UNION PLANTERS
CORPORATION................ COMMON 908068109 23,143.75 700 SOLE 51 700
UNISOURCE ENERGY............. COMMON 909205106 2,374,375.00 145,000 SOLE 29 145,000
UNISOURCE ENERGY............. COMMON 909205106 1,228,125.00 75,000 SOLE 35 75,000
UNISYS CORPORATION........... COMMON 909214108 353,250.00 31,400 SOLE 20 31,400
UNISYS CORPORATION........... COMMON 909214108 7,875.00 700 SOLE 38 700
UNISYS CORPORATION........... COMMON 909214108 13,500.00 1,200 SOLE 51 1,200
UNITED DOMINION REALTY....... COMMON 910197102 112,013.00 10,300 SOLE 1 10,300
UNITED PARCEL SERVICES....... COMMON 911312106 11,275.00 200 SOLE 58 200
UNITED TECHNOLOGIES
CORPORATION................ COMMON 913017109 6,232,500.00 90,000 SOLE 2 90,000
UNITED TECHNOLOGIES
CORPORATION................ COMMON 913017109 554,000.00 8,000 SOLE 3 8,000
UNITED TECHNOLOGIES
CORPORATION................ COMMON 913017109 6,925,000.00 100,000 SOLE 10 100,000
UNITED TECHNOLOGIES
CORPORATION................ COMMON 913017109 6,925,000.00 100,000 SOLE 11 100,000
UNITED TECHNOLOGIES
CORPORATION................ COMMON 913017109 221,600.00 3,200 SOLE 18 3,200
UNITED TECHNOLOGIES
CORPORATION................ COMMON 913017109 110,800.00 1,600 SOLE 19 1,600
UNITED TECHNOLOGIES
CORPORATION................ COMMON 913017109 55,400.00 800 SOLE 38 800
UNITED TECHNOLOGIES
CORPORATION................ COMMON 913017109 103,875.00 1,500 SOLE 51 1,500
UNITED TECHNOLOGIES
CORPORATION................ COMMON 913017109 180,050.00 2,600 SOLE 55 2,600
UNITED TECHNOLOGIES
CORPORATION................ COMMON 913017109 48,475.00 700 SOLE 58 700
UNITEDHEALTH GROUP INC....... COMMON 91324P102 148,125.00 1,500 SOLE 3 1,500
UNITEDHEALTH GROUP INC....... COMMON 91324P102 69,125.00 700 SOLE 19 700
UNITEDHEALTH GROUP INC....... COMMON 91324P102 29,625.00 300 SOLE 38 300
UNITEDHEALTH GROUP INC....... COMMON 91324P102 49,177.50 498 SOLE 51 498
UNITEDHEALTH GROUP INC....... COMMON 91324P102 19,750.00 200 SOLE 58 200
UNITRIN, INC................. COMMON 913275103 25,350.00 800 SOLE 19 800
UNIVERSAL CORPORATION........ COMMON 913456109 14,687.50 500 SOLE 19 500
UNIVERSAL FOODS
CORPORATION................ COMMON 913538104 20,375.00 1,000 SOLE 19 1,000
UNIVISION COMMUNICATIONS,
INC........................ COMMON 914906102 2,990,000.00 80,000 SOLE 2 80,000
UNIVISION COMMUNICATIONS,
INC........................ COMMON 914906102 134,550.00 3,600 SOLE 3 3,600
UNIVISION COMMUNICATIONS,
INC........................ COMMON 914906102 3,737,500.00 100,000 SOLE 10 100,000
UNIVISION COMMUNICATIONS,
INC........................ COMMON 914906102 1,569,750.00 42,000 SOLE 11 42,000
UNIVISION COMMUNICATIONS,
INC........................ COMMON 914906102 22,425.00 600 SOLE 19 600
UNIVISION COMMUNICATIONS,
INC........................ COMMON 914906102 44,850.00 1,200 SOLE 32 1,200
UNIVISION COMMUNICATIONS,
INC........................ COMMON 914906102 2,235,025.00 59,800 SOLE 53 59,800
UNIVISION COMMUNICATIONS,
INC........................ COMMON 914906102 14,950.00 400 SOLE 54 400
UNIVISION COMMUNICATIONS,
INC........................ COMMON 914906102 11,212.50 300 SOLE 58 300
UNIVISION COMMUNICATIONS,
INC........................ COMMON 914906102 1,483,787.50 39,700 SOLE 70 39,700
UNIVISION COMMUNICATIONS,
INC........................ COMMON 914906102 14,950.00 400 SOLE 71 400
UNIVISION COMMUNICATIONS,
INC........................ COMMON 914906102 112,125.00 3,000 SOLE 520 3,000
UNIVISION COMMUNICATIONS,
INC........................ COMMON 914906102 119,600.00 3,200 SOLE 530 3,200
UNIVISION COMMUNICATIONS,
INC........................ COMMON 914906102 22,425.00 600 SOLE 540 600
UNIVISION COMMUNICATIONS,
INC........................ COMMON 914906102 89,700.00 2,400 SOLE 560 2,400
UNIVISION COMMUNICATIONS,
INC........................ COMMON 914906102 22,425.00 600 SOLE 570 600
UNOCAL CORPORATION........... COMMON 915289102 354,375.00 10,000 SOLE 3 10,000
UNOCAL CORPORATION........... COMMON 915289102 5,315,625.00 150,000 SOLE 11 150,000
UNOCAL CORPORATION........... COMMON 915289102 60,243.75 1,700 SOLE 18 1,700
UNOCAL CORPORATION........... COMMON 915289102 31,893.75 900 SOLE 19 900
UNOCAL CORPORATION........... COMMON 915289102 1,924,256.25 54,300 SOLE 20 54,300
UNOCAL CORPORATION........... COMMON 915289102 14,175.00 400 SOLE 38 400
UNOCAL CORPORATION........... COMMON 915289102 21,262.50 600 SOLE 51 600
UNOCAL CORPORATION........... COMMON 915289102 21,262.50 600 SOLE 58 600
UNOVA, INC................... COMMON 91529B106 55,125.00 14,000 SOLE 29 14,000
UNOVA, INC................... COMMON 91529B106 37,800.00 9,600 SOLE 57 9,600
UNUMPROVIDENT CORPORATION.... COMMON 91529Y106 626,750.00 23,000 SOLE 1 23,000
UNUMPROVIDENT CORPORATION.... COMMON 91529Y106 3,270,000.00 120,000 SOLE 15 120,000
UNUMPROVIDENT CORPORATION.... COMMON 91529Y106 36,460.50 1,338 SOLE 19 1,338
UNUMPROVIDENT CORPORATION.... COMMON 91529Y106 1,918,400.00 70,400 SOLE 20 70,400
UNUMPROVIDENT CORPORATION.... COMMON 91529Y106 1,498,750.00 55,000 SOLE 29 55,000
UNUMPROVIDENT CORPORATION.... COMMON 91529Y106 599,500.00 22,000 SOLE 35 22,000
UNUMPROVIDENT CORPORATION.... COMMON 91529Y106 10,900.00 400 SOLE 38 400
UNUMPROVIDENT CORPORATION.... COMMON 91529Y106 16,350.00 600 SOLE 51 600
URBAN SHOPPING CENTERS....... COMMON 917060105 80,750.00 1,700 SOLE 1 1,700
URBAN SHOPPING
CENTERS, INC............... COMMON 917060105 209,000.00 4,400 SOLE 38 4,400
URBAN SHOPPING
CENTERS, INC............... COMMON 917060105 342,000.00 7,200 SOLE 51 7,200
US AIRWAYS GROUP, INC........ COMMON 911905107 9,131.25 300 SOLE 38 300
US AIRWAYS GROUP, INC........ COMMON 911905107 15,218.75 500 SOLE 51 500
USA EDUCATION, INC........... COMMON 90390U102 9,637.50 200 SOLE 38 200
USA EDUCATION, INC........... COMMON 90390U102 14,456.25 300 SOLE 51 300
USA NETWORKS, INC............ COMMON 902984103 26,325.00 1,200 SOLE 58 1,200
USG CORPORATION.............. COMMON 903293405 12,531.25 500 SOLE 19 500
UST, INC..................... COMMON 902911106 1,461,712.50 63,900 SOLE 20 63,900
UST, INC..................... COMMON 902911106 7,457.25 326 SOLE 38 326
UST, INC..................... COMMON 902911106 13,725.00 600 SOLE 51 600
USX-MARATHON GROUP........... COMMON 902905827 1,021,500.00 36,000 SOLE 1 36,000
USX-MARATHON GROUP........... COMMON 902905827 3,021,937.50 106,500 SOLE 15 106,500
USX-MARATHON GROUP........... COMMON 902905827 36,887.50 1,300 SOLE 19 1,300
USX-MARATHON GROUP........... COMMON 902905827 1,024,337.50 36,100 SOLE 20 36,100
USX-MARATHON GROUP........... COMMON 902905827 368,875.00 13,000 SOLE 29 13,000
USX-MARATHON GROUP........... COMMON 902905827 241,187.50 8,500 SOLE 35 8,500
USX-MARATHON GROUP........... COMMON 902905827 17,025.00 600 SOLE 38 600
USX-MARATHON GROUP........... COMMON 902905827 28,375.00 1,000 SOLE 51 1,000
USX-US STEEL GROUP, INC...... COMMON 90337T101 7,593.75 500 SOLE 38 500
USX-US STEEL GROUP, INC...... COMMON 90337T101 13,668.75 900 SOLE 51 900
USX-US STEEL GROUP, INC...... COMMON 90337T101 4,556.25 300 SOLE 57 300
UTILICORP UNITED, INC........ COMMON 918005109 23,287.50 900 SOLE 19 900
V.F. CORPORATION............. COMMON 918204108 4,937.50 200 SOLE 38 200
V.F. CORPORATION............. COMMON 918204108 7,406.25 300 SOLE 51 300
VALERO ENERGY CORPORATION.... COMMON 91913Y100 35,187.50 1,000 SOLE 19 1,000
VARIAN MEDICAL
SYSTEMS, INC............... COMMON 92220P105 22,593.75 500 SOLE 19 500
VARIAN SEMICONDUCTOR
EQUIPMENT ASSOCIATES,
INC........................ COMMON 922207105 18,718.75 500 SOLE 19 500
VARIAN, INC.................. COMMON 922206107 21,531.25 500 SOLE 19 500
VASCULAR SOLUTIONS, INC...... COMMON 92231M109 529,190.63 28,200 SOLE 36 28,200
VASCULAR SOLUTIONS, INC...... COMMON 92231M109 1,107,171.88 59,000 SOLE 50 59,000
VERISIGN, INC................ COMMON 92343E102 238,010.94 1,175 SOLE 18 1,175
VERISIGN, INC................ COMMON 92343E102 20,256.25 100 SOLE 19 100
VERISIGN, INC................ COMMON 92343E102 608,700.31 3,005 SOLE 56 3,005
VERISIGN, INC................ COMMON 92343E102 101,281.25 500 SOLE 58 500
VERISIGN, INC................ COMMON 92343E102 340,710.13 1,682 SOLE 72 1,682
VERITAS SOFTWARE
CORPORATION................ COMMON 923436109 5,680,000.00 40,000 SOLE 2 40,000
VERITAS SOFTWARE
CORPORATION................ COMMON 923436109 7,100,000.00 50,000 SOLE 10 50,000
VERITAS SOFTWARE
CORPORATION................ COMMON 923436109 85,200.00 600 SOLE 38 600
VERITAS SOFTWARE
CORPORATION................ COMMON 923436109 142,000.00 1,000 SOLE 51 1,000
VERITAS SOFTWARE
CORPORATION................ COMMON 923436109 113,600.00 800 SOLE 54 800
VERITAS SOFTWARE
CORPORATION................ COMMON 923436109 156,200.00 1,100 SOLE 58 1,100
VERITAS SOFTWARE
CORPORATION................ COMMON 923436109 71,000.00 500 SOLE 71 500
VERITAS SOFTWARE
CORPORATION................ COMMON 923436109 241,400.00 1,700 SOLE 520 1,700
VERITAS SOFTWARE
CORPORATION................ COMMON 923436109 113,600.00 800 SOLE 530 800
VERITAS SOFTWARE
CORPORATION................ COMMON 923436109 42,600.00 300 SOLE 540 300
VERITAS SOFTWARE
CORPORATION................ COMMON 923436109 156,200.00 1,100 SOLE 560 1,100
VERITAS SOFTWARE
CORPORATION................ COMMON 923436109 28,400.00 200 SOLE 570 200
VERITY, INC.................. COMMON 92343C106 7,137.50 200 SOLE 19 200
VERITY, INC.................. COMMON 92343C106 339,031.25 9,500 SOLE 56 9,500
VERITY, INC.................. COMMON 92343C106 206,987.50 5,800 SOLE 72 5,800
VERIZON COMMUNICATIONS....... COMMON 92343V104 4,843,750.00 100,000 SOLE 2 100,000
VERIZON COMMUNICATIONS....... COMMON 92343V104 968,750.00 20,000 SOLE 3 20,000
VERIZON COMMUNICATIONS....... COMMON 92343V104 5,812,500.00 120,000 SOLE 10 120,000
VERIZON COMMUNICATIONS....... COMMON 92343V104 9,687,500.00 200,000 SOLE 11 200,000
VERIZON COMMUNICATIONS....... COMMON 92343V104 150,156.25 3,100 SOLE 18 3,100
VERIZON COMMUNICATIONS....... COMMON 92343V104 403,678.13 8,334 SOLE 19 8,334
VERIZON COMMUNICATIONS....... COMMON 92343V104 2,743,306.25 56,636 SOLE 20 56,636
VERIZON COMMUNICATIONS....... COMMON 92343V104 58,125.00 1,200 SOLE 32 1,200
VERIZON COMMUNICATIONS....... COMMON 92343V104 222,812.50 4,600 SOLE 38 4,600
VERIZON COMMUNICATIONS....... COMMON 92343V104 392,343.75 8,100 SOLE 51 8,100
VERIZON COMMUNICATIONS....... COMMON 92343V104 232,500.00 4,800 SOLE 58 4,800
VERIZON COMMUNICATIONS....... COMMON 92343V104 96,875.00 2,000 SOLE 520 2,000
VERIZON COMMUNICATIONS....... COMMON 92343V104 87,187.50 1,800 SOLE 530 1,800
VERIZON COMMUNICATIONS....... COMMON 92343V104 19,375.00 400 SOLE 540 400
VERIZON COMMUNICATIONS....... COMMON 92343V104 48,437.50 1,000 SOLE 560 1,000
VERIZON COMMUNICATIONS....... COMMON 92343V104 14,531.25 300 SOLE 570 300
VERTEX INTERACTIVE, INC...... COMMON 925322109 135,512.50 7,400 SOLE 36 7,400
VERTEX INTERACTIVE, INC...... COMMON 925322109 353,431.25 19,300 SOLE 50 19,300
VERTICALNET, INC............. COMMON 92532L107 7,025.00 200 SOLE 19 200
VIACOM, INC. (CL.B).......... COMMON 925524308 7,020,000.00 120,000 SOLE 2 120,000
VIACOM, INC. (CL.B).......... COMMON 925524308 585,000.00 10,000 SOLE 3 10,000
VIACOM, INC. (CL.B).......... COMMON 925524308 8,775,000.00 150,000 SOLE 10 150,000
VIACOM, INC. (CL.B).......... COMMON 925524308 8,190,000.00 140,000 SOLE 11 140,000
VIACOM, INC. (CL.B).......... COMMON 925524308 3,170,700.00 54,200 SOLE 16 54,200
VIACOM, INC. (CL.B).......... COMMON 925524308 239,089.50 4,087 SOLE 19 4,087
VIACOM, INC. (CL.B).......... COMMON 925524308 70,200.00 1,200 SOLE 32 1,200
VIACOM, INC. (CL.B).......... COMMON 925524308 427,050.00 7,300 SOLE 34 7,300
VIACOM, INC. (CL.B).......... COMMON 925524308 169,650.00 2,900 SOLE 38 2,900
VIACOM, INC. (CL.B).......... COMMON 925524308 304,200.00 5,200 SOLE 51 5,200
VIACOM, INC. (CL.B).......... COMMON 925524308 128,700.00 2,200 SOLE 54 2,200
VIACOM, INC. (CL.B).......... COMMON 925524308 409,500.00 7,000 SOLE 55 7,000
VIACOM, INC. (CL.B).......... COMMON 925524308 146,250.00 2,500 SOLE 58 2,500
VIACOM, INC. (CL.B).......... COMMON 925524308 81,900.00 1,400 SOLE 71 1,400
VIACOM, INC. (CL.B).......... COMMON 925524308 93,600.00 1,600 SOLE 520 1,600
VIACOM, INC. (CL.B).......... COMMON 925524308 99,450.00 1,700 SOLE 530 1,700
VIACOM, INC. (CL.B).......... COMMON 925524308 17,550.00 300 SOLE 540 300
VIACOM, INC. (CL.B).......... COMMON 925524308 70,200.00 1,200 SOLE 560 1,200
VIACOM, INC. (CL.B).......... COMMON 925524308 17,550.00 300 SOLE 570 300
VIAD CORPORATION............. COMMON 92552R109 31,875.00 1,200 SOLE 19 1,200
VIGNETTE CORPORATION......... COMMON 926734104 209,125.00 7,000 SOLE 56 7,000
VIGNETTE CORPORATION......... COMMON 926734104 11,950.00 400 SOLE 58 400
VIGNETTE CORPORATION......... COMMON 926734104 86,637.50 2,900 SOLE 72 2,900
VIRATA CORPORATION........... COMMON 927646109 264,500.00 4,000 SOLE 36 4,000
VIRATA CORPORATION........... COMMON 927646109 628,187.50 9,500 SOLE 50 9,500
VISHAY INTERTECHNOLOGY,
INC........................ COMMON 928298108 6,150.00 200 SOLE 19 200
VISHAY INTERTECHNOLOGY,
INC........................ COMMON 928298108 15,375.00 500 SOLE 58 500
VISTEON CORPORATION.......... COMMON 92839U107 6,322.25 418 SOLE 19 418
VISTEON CORPORATION.......... COMMON 92839U107 3,025.00 200 SOLE 38 200
VISTEON CORPORATION.......... COMMON 92839U107 6,065.13 401 SOLE 51 401
VISX, INC.................... COMMON 92844S105 16,162.50 600 SOLE 19 600
VITESSE SEMICONDUCTOR
CORPORATION................ COMMON 928497106 26,681.25 300 SOLE 19 300
VITRIA TECHNOLOGY, INC....... COMMON 92849Q104 18,650.00 400 SOLE 19 400
VODAFONE GROUP PLC ADR....... COMMON 92857W100 148,000.00 4,000 SOLE 19 4,000
VODAFONE GROUP PLC ADR....... COMMON 92857W100 210,900.00 5,700 SOLE 55 5,700
VOICESTREAM WIRELESS
CORPORATION................ COMMON 928615103 139,275.00 1,200 SOLE 18 1,200
VOICESTREAM WIRELESS
CORPORATION................ COMMON 928615103 23,212.50 200 SOLE 19 200
VORNADO REALTY TRUST......... COMMON 929042109 315,563.00 8,500 SOLE 1 8,500
VULCAN MATERIALS COMPANY..... COMMON 929160109 4,018.75 100 SOLE 38 100
VULCAN MATERIALS COMPANY..... COMMON 929160109 8,037.50 200 SOLE 51 200
WACHOVIA CORPORATION......... COMMON 929771103 283,437.50 5,000 SOLE 3 5,000
WACHOVIA CORPORATION......... COMMON 929771103 3,968,125.00 70,000 SOLE 11 70,000
WACHOVIA CORPORATION......... COMMON 929771103 204,075.00 3,600 SOLE 18 3,600
WACHOVIA CORPORATION......... COMMON 929771103 17,006.25 300 SOLE 38 300
WACHOVIA CORPORATION......... COMMON 929771103 33,445.63 590 SOLE 51 590
WACKENHUT CORPORATION
(CL. B).................... COMMON 929794303 39,600.00 4,800 SOLE 57 4,800
WACKENHUT CORRECTIONS
CORPORATION................ COMMON 929798106 127,343.75 16,300 SOLE 57 16,300
WADDELL & REED FINANCIAL..... COMMON 930059100 21,700.00 700 SOLE 19 700
WALGREEN COMPANY............. COMMON 931422109 15,175,000.00 400,000 SOLE 2 400,000
WALGREEN COMPANY............. COMMON 931422109 16,692,500.00 440,000 SOLE 10 440,000
WALGREEN COMPANY............. COMMON 931422109 1,176,062.50 31,000 SOLE 16 31,000
WALGREEN COMPANY............. COMMON 931422109 98,637.50 2,600 SOLE 19 2,600
WALGREEN COMPANY............. COMMON 931422109 102,431.25 2,700 SOLE 32 2,700
WALGREEN COMPANY............. COMMON 931422109 151,750.00 4,000 SOLE 34 4,000
WALGREEN COMPANY............. COMMON 931422109 68,287.50 1,800 SOLE 38 1,800
WALGREEN COMPANY............. COMMON 931422109 117,606.25 3,100 SOLE 51 3,100
WALGREEN COMPANY............. COMMON 931422109 3,414,375.00 90,000 SOLE 53 90,000
WALGREEN COMPANY............. COMMON 931422109 98,637.50 2,600 SOLE 54 2,600
WALGREEN COMPANY............. COMMON 931422109 64,493.75 1,700 SOLE 55 1,700
WALGREEN COMPANY............. COMMON 931422109 22,762.50 600 SOLE 58 600
WALGREEN COMPANY............. COMMON 931422109 2,655,625.00 70,000 SOLE 70 70,000
WALGREEN COMPANY............. COMMON 931422109 56,906.25 1,500 SOLE 71 1,500
WALGREEN COMPANY............. COMMON 931422109 303,500.00 8,000 SOLE 520 8,000
WALGREEN COMPANY............. COMMON 931422109 295,912.50 7,800 SOLE 530 7,800
WALGREEN COMPANY............. COMMON 931422109 37,937.50 1,000 SOLE 540 1,000
WALGREEN COMPANY............. COMMON 931422109 189,687.50 5,000 SOLE 560 5,000
WALGREEN COMPANY............. COMMON 931422109 53,112.50 1,400 SOLE 570 1,400
WALLACE COMPUTER
SERVICES, INC.............. COMMON 932270101 12,200.00 800 SOLE 19 800
WAL-MART STORES, INC......... COMMON 931142103 14,437,500.00 300,000 SOLE 2 300,000
WAL-MART STORES, INC......... COMMON 931142103 240,625.00 5,000 SOLE 3 5,000
WAL-MART STORES, INC......... COMMON 931142103 16,843,750.00 350,000 SOLE 10 350,000
WAL-MART STORES, INC......... COMMON 931142103 4,812,500.00 100,000 SOLE 11 100,000
WAL-MART STORES, INC......... COMMON 931142103 7,526,750.00 156,400 SOLE 16 156,400
WAL-MART STORES, INC......... COMMON 931142103 317,625.00 6,600 SOLE 18 6,600
WAL-MART STORES, INC......... COMMON 931142103 596,750.00 12,400 SOLE 19 12,400
WAL-MART STORES, INC......... COMMON 931142103 137,156.25 2,850 SOLE 32 2,850
WAL-MART STORES, INC......... COMMON 931142103 1,010,625.00 21,000 SOLE 34 21,000
WAL-MART STORES, INC......... COMMON 931142103 394,625.00 8,200 SOLE 38 8,200
WAL-MART STORES, INC......... COMMON 931142103 702,625.00 14,600 SOLE 51 14,600
WAL-MART STORES, INC......... COMMON 931142103 2,728,687.50 56,700 SOLE 53 56,700
WAL-MART STORES, INC......... COMMON 931142103 293,562.50 6,100 SOLE 54 6,100
WAL-MART STORES, INC......... COMMON 931142103 9,625.00 200 SOLE 55 200
WAL-MART STORES, INC......... COMMON 931142103 519,750.00 10,800 SOLE 58 10,800
WAL-MART STORES, INC......... COMMON 931142103 1,708,437.50 35,500 SOLE 70 35,500
WAL-MART STORES, INC......... COMMON 931142103 182,875.00 3,800 SOLE 71 3,800
WAL-MART STORES, INC......... COMMON 931142103 327,250.00 6,800 SOLE 520 6,800
WAL-MART STORES, INC......... COMMON 931142103 336,875.00 7,000 SOLE 530 7,000
WAL-MART STORES, INC......... COMMON 931142103 52,937.50 1,100 SOLE 540 1,100
WAL-MART STORES, INC......... COMMON 931142103 235,812.50 4,900 SOLE 560 4,900
WAL-MART STORES, INC......... COMMON 931142103 52,937.50 1,100 SOLE 570 1,100
WALT DISNEY COMPANY.......... COMMON 254687106 956,250.00 25,000 SOLE 3 25,000
WALT DISNEY COMPANY.......... COMMON 254687106 9,562,500.00 250,000 SOLE 11 250,000
WALT DISNEY COMPANY.......... COMMON 254687106 2,746,350.00 71,800 SOLE 16 71,800
WALT DISNEY COMPANY.......... COMMON 254687106 219,631.50 5,742 SOLE 19 5,742
WALT DISNEY COMPANY.......... COMMON 254687106 1,858,950.00 48,600 SOLE 20 48,600
WALT DISNEY COMPANY.......... COMMON 254687106 332,775.00 8,700 SOLE 34 8,700
WALT DISNEY COMPANY.......... COMMON 254687106 141,525.00 3,700 SOLE 38 3,700
WALT DISNEY COMPANY.......... COMMON 254687106 256,275.00 6,700 SOLE 51 6,700
WALT DISNEY COMPANY.......... COMMON 254687106 99,450.00 2,600 SOLE 55 2,600
WALT DISNEY COMPANY.......... COMMON 254687106 76,500.00 2,000 SOLE 58 2,000
WARNACO GROUP, INC........... COMMON 934390105 2,800.00 700 SOLE 19 700
WASHINGTON GAS
LIGHT COMPANY.............. COMMON 938837101 21,500.00 800 SOLE 19 800
WASHINGTON MUTUAL, INC....... COMMON 939322103 318,500.00 8,000 SOLE 3 8,000
WASHINGTON MUTUAL, INC....... COMMON 939322103 3,583,125.00 90,000 SOLE 11 90,000
WASHINGTON MUTUAL, INC....... COMMON 939322103 75,643.75 1,900 SOLE 19 1,900
WASHINGTON MUTUAL, INC....... COMMON 939322103 27,868.75 700 SOLE 38 700
WASHINGTON MUTUAL, INC....... COMMON 939322103 52,154.38 1,310 SOLE 51 1,310
WASHINGTON RE INV TRUST...... COMMON 939653101 73,230.00 3,650 SOLE 1 3,650
WASTE MANAGEMENT, INC........ COMMON 94106L109 40,315.50 2,312 SOLE 19 2,312
WASTE MANAGEMENT, INC........ COMMON 94106L109 1,442,464.88 82,722 SOLE 20 82,722
WASTE MANAGEMENT, INC........ COMMON 94106L109 20,925.00 1,200 SOLE 38 1,200
WASTE MANAGEMENT, INC........ COMMON 94106L109 34,875.00 2,000 SOLE 51 2,000
WATCHGUARD TECHNOLOGIES...... COMMON 941105108 630,000.00 10,500 SOLE 36 10,500
WATCHGUARD TECHNOLOGIES...... COMMON 941105108 1,260,000.00 21,000 SOLE 50 21,000
WATERS CORPORATION........... COMMON 941848103 106,800.00 1,200 SOLE 19 1,200
WATSON PHARMACEUTICALS,
INC........................ COMMON 942683103 19,462.50 300 SOLE 38 300
WATSON PHARMACEUTICALS,
INC........................ COMMON 942683103 32,437.50 500 SOLE 51 500
WATSON PHARMACEUTICALS,
INC........................ COMMON 942683103 58,387.50 900 SOLE 54 900
WATSON PHARMACEUTICALS,
INC........................ COMMON 942683103 38,925.00 600 SOLE 71 600
WAUSAU-MOSINEE PAPER
CORPORATION................ COMMON 943315101 7,750.00 1,000 SOLE 19 1,000
WAUSAU-MOSINEE PAPER
CORPORATION................ COMMON 943315101 73,625.00 9,500 SOLE 57 9,500
WEATHERFORD INTERNATIONAL,
INC........................ COMMON 947074100 25,800.00 600 SOLE 19 600
WEBCO INDUSTRIES, INC........ COMMON 947621108 23,343.75 8,300 SOLE 57 8,300
WEBTRENDS CORPORATION........ COMMON 94844D104 429,812.50 11,500 SOLE 36 11,500
WEBTRENDS CORPORATION........ COMMON 94844D104 971,750.00 26,000 SOLE 50 26,000
WEINGARTEN REALTY INVST...... COMMON 948741103 103,913.00 2,550 SOLE 1 2,550
WELLPOINT HEALTH
NETWORKS INC............... COMMON 94973H108 19,200.00 200 SOLE 38 200
WELLPOINT HEALTH
NETWORKS INC............... COMMON 94973H108 28,800.00 300 SOLE 51 300
WELLS FARGO COMPANY.......... COMMON 949746101 8,268,750.00 180,000 SOLE 2 180,000
WELLS FARGO COMPANY.......... COMMON 949746101 780,937.50 17,000 SOLE 3 17,000
WELLS FARGO COMPANY.......... COMMON 949746101 9,187,500.00 200,000 SOLE 10 200,000
WELLS FARGO COMPANY.......... COMMON 949746101 11,025,000.00 240,000 SOLE 11 240,000
WELLS FARGO COMPANY.......... COMMON 949746101 2,728,687.50 59,400 SOLE 16 59,400
WELLS FARGO COMPANY.......... COMMON 949746101 197,531.25 4,300 SOLE 19 4,300
WELLS FARGO COMPANY.......... COMMON 949746101 1,736,437.50 37,800 SOLE 20 37,800
WELLS FARGO COMPANY.......... COMMON 949746101 353,718.75 7,700 SOLE 34 7,700
WELLS FARGO COMPANY.......... COMMON 949746101 137,812.50 3,000 SOLE 38 3,000
WELLS FARGO COMPANY.......... COMMON 949746101 243,468.75 5,300 SOLE 51 5,300
WELLS FARGO COMPANY.......... COMMON 949746101 101,062.50 2,200 SOLE 58 2,200
WELLS FARGO COMPANY.......... COMMON 949746101 169,968.75 3,700 SOLE 520 3,700
WELLS FARGO COMPANY.......... COMMON 949746101 165,375.00 3,600 SOLE 530 3,600
WELLS FARGO COMPANY.......... COMMON 949746101 18,375.00 400 SOLE 540 400
WELLS FARGO COMPANY.......... COMMON 949746101 68,906.25 1,500 SOLE 560 1,500
WELLS FARGO COMPANY.......... COMMON 949746101 18,375.00 400 SOLE 570 400
WENDY'S INTERNATIONAL,
INC........................ COMMON 950590109 4,012.50 200 SOLE 38 200
WENDY'S INTERNATIONAL,
INC........................ COMMON 950590109 8,025.00 400 SOLE 51 400
WESTERN WIRELESS
CORPORATION................ COMMON 95988E204 24,937.50 700 SOLE 19 700
WESTFIELD AMERICA............ COMMON 959910100 102,438.00 7,450 SOLE 1 7,450
WESTVACO CORPORATION......... COMMON 961548104 5,337.50 200 SOLE 38 200
WESTVACO CORPORATION......... COMMON 961548104 2,668.75 100 SOLE 51 100
WESTVACO CORPORATION......... COMMON 961548104 10,675.00 400 SOLE 58 400
WESTWOOD ONE, INC............ COMMON 961815107 6,431.25 300 SOLE 19 300
WEYERHAEUSER COMPANY......... COMMON 962166104 121,125.00 3,000 SOLE 3 3,000
WEYERHAEUSER COMPANY......... COMMON 962166104 16,150.00 400 SOLE 19 400
WEYERHAEUSER COMPANY......... COMMON 962166104 8,075.00 200 SOLE 38 200
WEYERHAEUSER COMPANY......... COMMON 962166104 24,225.00 600 SOLE 51 600
WEYERHAEUSER COMPANY......... COMMON 962166104 24,225.00 600 SOLE 58 600
WHIRLPOOL CORPORATION........ COMMON 963320106 3,887.50 100 SOLE 38 100
WHIRLPOOL CORPORATION........ COMMON 963320106 7,775.00 200 SOLE 51 200
WHITMAN CORPORATION.......... COMMON 96647R107 15,031.25 1,300 SOLE 19 1,300
WHX CORPORATION.............. COMMON 929248102 7,950.00 5,300 SOLE 57 5,300
WILLAMETTE
INDUSTRIES, INC............ COMMON 969133107 2,800.00 100 SOLE 38 100
WILLAMETTE
INDUSTRIES, INC............ COMMON 969133107 2,800.00 100 SOLE 51 100
WILLIAMS COMPANIES, INC...... COMMON 969457100 9,717,500.00 230,000 SOLE 2 230,000
WILLIAMS COMPANIES, INC...... COMMON 969457100 338,000.00 8,000 SOLE 3 8,000
WILLIAMS COMPANIES, INC...... COMMON 969457100 9,717,500.00 230,000 SOLE 10 230,000
WILLIAMS COMPANIES, INC...... COMMON 969457100 2,112,500.00 50,000 SOLE 11 50,000
WILLIAMS COMPANIES, INC...... COMMON 969457100 71,825.00 1,700 SOLE 19 1,700
WILLIAMS COMPANIES, INC...... COMMON 969457100 88,725.00 2,100 SOLE 32 2,100
WILLIAMS COMPANIES, INC...... COMMON 969457100 42,250.00 1,000 SOLE 38 1,000
WILLIAMS COMPANIES, INC...... COMMON 969457100 84,500.00 2,000 SOLE 51 2,000
WILLIAMS COMPANIES, INC...... COMMON 969457100 12,675.00 300 SOLE 58 300
WILLIAMS COMPANIES, INC...... COMMON 969457100 190,125.00 4,500 SOLE 520 4,500
WILLIAMS COMPANIES, INC...... COMMON 969457100 185,900.00 4,400 SOLE 530 4,400
WILLIAMS COMPANIES, INC...... COMMON 969457100 21,125.00 500 SOLE 540 500
WILLIAMS COMPANIES, INC...... COMMON 969457100 139,425.00 3,300 SOLE 560 3,300
WILLIAMS COMPANIES, INC...... COMMON 969457100 29,575.00 700 SOLE 570 700
WILMINGTON TRUST
CORPORATION................ COMMON 971807102 26,812.50 500 SOLE 19 500
WILMINGTON TRUST
CORPORATION................ COMMON 971807102 1,018,875.00 19,000 SOLE 29 19,000
WILMINGTON TRUST
CORPORATION................ COMMON 971807102 429,000.00 8,000 SOLE 35 8,000
WIND RIVER SYSTEMS........... COMMON 973149107 1,150,500.00 24,000 SOLE 1 24,000
WIND RIVER SYSTEMS........... COMMON 973149107 3,355,625.00 70,000 SOLE 15 70,000
WINN-DIXIE STORES, INC....... COMMON 974280109 638,250.00 44,400 SOLE 1 44,400
WINN-DIXIE STORES, INC....... COMMON 974280109 4,312.50 300 SOLE 38 300
WINN-DIXIE STORES, INC....... COMMON 974280109 7,187.50 500 SOLE 51 500
WISCONSIN CENTRAL
TRANSPORATION
CORPORATION................ COMMON 976592105 72,881.25 6,900 SOLE 57 6,900
WISCONSIN ENERGY
CORPORATION................ COMMON 976657106 27,912.50 1,400 SOLE 19 1,400
WM. WRIGLEY JR. COMPANY...... COMMON 982526105 29,950.00 400 SOLE 19 400
WM. WRIGLEY JR. COMPANY...... COMMON 982526105 14,975.00 200 SOLE 38 200
WM. WRIGLEY JR. COMPANY...... COMMON 982526105 22,462.50 300 SOLE 51 300
WM. WRIGLEY JR. COMPANY...... COMMON 982526105 7,487.50 100 SOLE 58 100
WOLVERINE WORLD
WIDE, INC.................. COMMON 978097103 75,431.25 8,100 SOLE 57 8,100
WORLD ACCEPTANCE
CORPORATION................ COMMON 981419104 239,406.25 47,000 SOLE 57 47,000
WORLDCOM, INC................ COMMON 98157D106 3,645,000.00 120,000 SOLE 2 120,000
WORLDCOM, INC................ COMMON 98157D106 607,500.00 20,000 SOLE 3 20,000
WORLDCOM, INC................ COMMON 98157D106 516,375.00 17,000 SOLE 6 17,000
WORLDCOM, INC................ COMMON 98157D106 4,556,250.00 150,000 SOLE 10 150,000
WORLDCOM, INC................ COMMON 98157D106 6,075,000.00 200,000 SOLE 11 200,000
WORLDCOM, INC................ COMMON 98157D106 3,411,112.50 112,300 SOLE 13 112,300
WORLDCOM, INC................ COMMON 98157D106 238,443.75 7,850 SOLE 18 7,850
WORLDCOM, INC................ COMMON 98157D106 243,698.63 8,023 SOLE 19 8,023
WORLDCOM, INC................ COMMON 98157D106 160,987.50 5,300 SOLE 38 5,300
WORLDCOM, INC................ COMMON 98157D106 285,525.00 9,400 SOLE 51 9,400
WORLDCOM, INC................ COMMON 98157D106 100,237.50 3,300 SOLE 520 3,300
WORLDCOM, INC................ COMMON 98157D106 136,687.50 4,500 SOLE 530 4,500
WORLDCOM, INC................ COMMON 98157D106 22,781.25 750 SOLE 540 750
WORLDCOM, INC................ COMMON 98157D106 95,681.25 3,150 SOLE 560 3,150
WORLDCOM, INC................ COMMON 98157D106 22,781.25 750 SOLE 570 750
WORTHINGTON
INDUSTRIES, INC............ COMMON 981811102 4,275.00 456 SOLE 38 456
WORTHINGTON
INDUSTRIES, INC............ COMMON 981811102 8,437.50 900 SOLE 51 900
XCEL ENERGY.................. COMMON 98389B100 13,750.00 500 SOLE 38 500
XCEL ENERGY.................. COMMON 98389B100 24,750.00 900 SOLE 51 900
XEROX CORPORATION............ COMMON 984121103 42,175.00 2,800 SOLE 19 2,800
XEROX CORPORATION............ COMMON 984121103 745,593.75 49,500 SOLE 20 49,500
XEROX CORPORATION............ COMMON 984121103 18,075.00 1,200 SOLE 38 1,200
XEROX CORPORATION............ COMMON 984121103 33,137.50 2,200 SOLE 51 2,200
XILINX, INC.................. COMMON 983919101 1,327,187.50 15,500 SOLE 16 15,500
XILINX, INC.................. COMMON 983919101 119,875.00 1,400 SOLE 19 1,400
XILINX, INC.................. COMMON 983919101 308,250.00 3,600 SOLE 34 3,600
XILINX, INC.................. COMMON 983919101 59,937.50 700 SOLE 38 700
XILINX, INC.................. COMMON 983919101 102,750.00 1,200 SOLE 51 1,200
XILINX, INC.................. COMMON 983919101 25,687.50 300 SOLE 54 300
XILINX, INC.................. COMMON 983919101 102,750.00 1,200 SOLE 58 1,200
XILINX, INC.................. COMMON 983919101 25,687.50 300 SOLE 71 300
XM SATELLITE RADIO
HOLDINGS, INC.............. COMMON 983759101 1,382,306.25 32,100 SOLE 1 32,100
XM SATELLITE RADIO
HOLDINGS, INC.............. COMMON 983759101 4,108,162.50 95,400 SOLE 15 95,400
XTRA CORPORATION............. COMMON 984138107 17,775.00 400 SOLE 58 400
YAHOO!, INC.................. COMMON 984332106 1,689,281.25 18,500 SOLE 16 18,500
YAHOO!, INC.................. COMMON 984332106 73,050.00 800 SOLE 32 800
YAHOO!, INC.................. COMMON 984332106 200,887.50 2,200 SOLE 34 2,200
YAHOO!, INC.................. COMMON 984332106 100,443.75 1,100 SOLE 38 1,100
YAHOO!, INC.................. COMMON 984332106 173,493.75 1,900 SOLE 51 1,900
YAHOO!, INC.................. COMMON 984332106 63,918.75 700 SOLE 54 700
YAHOO!, INC.................. COMMON 984332106 228,281.25 2,500 SOLE 55 2,500
YAHOO!, INC.................. COMMON 984332106 100,443.75 1,100 SOLE 58 1,100
YAHOO!, INC.................. COMMON 984332106 45,656.25 500 SOLE 71 500
YORK INTERNATIONAL
CORPORATION................ COMMON 986670107 12,437.50 500 SOLE 19 500
YORK INTERNATIONAL
CORPORATION................ COMMON 986670107 79,600.00 3,200 SOLE 57 3,200
ZALE CORPORATION............. COMMON 988858106 16,218.75 500 SOLE 58 500
ZIONS BANCORPORATION......... COMMON 989701107 35,798.44 700 SOLE 19 700
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