<PAGE>
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: December 31, 1999
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Security Management Company, LLC
Address: 700 SW Harrison Street
Topeka, KS 66636-0001
13F File Number: 28-1689
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Amy J. Lee
Title: Secretary
Phone: 785-431-3226
Signature, Place and Date of Signing:
Amy J. Lee Topeka, Kansas ______________
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT.
[_] 13F NOTICE.
[_] 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager:
I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934.
<PAGE>
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 1
Form 13F Information Table Entry Total: 3,603
Form 13F Information Table Value Total: $5,180,675,507.71
List of Other Included Managers:
No. 13F File Number Name
01 28-2805 Security Benefit Life Insurance Company
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FORM 13f INFORMATION TABLE
<TABLE>
<CAPTION>
VOTING AUTHORITY
TITLE FAIR --------------------------------
NAME OF ISSUER OF CLASS CUSIP NUMBER MARKET VALUE SHARES SHRD MGRS (A) SOLE (B) SHARED (C) NONE
- -------------- -------- ------------ ------------ ------ ---- ---- -------- ---------- --------
<S> <C> <C> <C> <C> <C> <C> <C>
3COM CORP COMMON 885535104 159,800.00 3,400 SOLE 18 3,400
3COM CORP COMMON 885535104 47,000.00 1,000 SOLE 19 1,000
3COM CORP COMMON 885535104 47,000.00 1,000 SOLE 38 1,000
3COM CORP COMMON 885535104 42,300.00 900 SOLE 51 900
A.H. BELO COMMON 080555105 17,156.25 900 SOLE 19 900
ABBOTT LABORATORIES COMMON 002824100 671,781.25 18,500 SOLE 3 18,500
ABBOTT LABORATORIES COMMON 002824100 9,078,125.00 250,000 SOLE 11 250,000
ABBOTT LABORATORIES COMMON 002824100 170,668.75 4,700 SOLE 19 4,700
ABBOTT LABORATORIES COMMON 002824100 1,354,456.25 37,300 SOLE 20 37,300
ABBOTT LABORATORIES COMMON 002824100 96,228.13 2,650 SOLE 32 2,650
ABBOTT LABORATORIES COMMON 002824100 105,306.25 2,900 SOLE 38 2,900
ABBOTT LABORATORIES COMMON 002824100 94,412.50 2,600 SOLE 51 2,600
ABBOTT LABORATORIES COMMON 002824100 58,100.00 1,600 SOLE 560 1,600
ABBOTT LABORATORIES COMMON 002824100 14,525.00 400 SOLE 570 400
ABERCROMBIE & FITCH COMMON 002896207 1,067,500.00 40,000 SOLE 1 40,000
ABERCROMBIE & FITCH COMMON 002896207 2,989,000.00 112,000 SOLE 15 112,000
ABERCROMBIE & FITCH COMMON 002896207 26,687.50 1,000 SOLE 19 1,000
ABITIBI-CONSOLIDATED INC COMMON 003924107 193,562.50 16,300 SOLE 18 16,300
ACNIELSEN CORPORATION COMMON 004833109 19,700.00 800 SOLE 19 800
ACTV INC COMMON 00088E104 571,093.75 12,500 SOLE 36 12,500
ACTV INC COMMON 00088E104 845,218.75 18,500 SOLE 50 18,500
ACXIOM CORP COMMON 005125109 4,800,000.00 200,000 SOLE 1 200,000
ACXIOM CORP COMMON 005125109 13,920,000.00 580,000 SOLE 15 580,000
ACXIOM CORP COMMON 005125109 1,392,000.00 58,000 SOLE 29 58,000
ACXIOM CORP COMMON 005125109 936,000.00 39,000 SOLE 35 39,000
ADAPTEC INC. COMMON 00651F108 279,300.00 5,600 SOLE 18 5,600
ADAPTEC INC. COMMON 00651F108 19,950.00 400 SOLE 38 400
ADAPTEC INC. COMMON 00651F108 19,950.00 400 SOLE 51 400
ADC TELECOMMUNICATIONS COMMON 000886101 4,716,562.50 65,000 SOLE 2 65,000
ADC TELECOMMUNICATIONS COMMON 000886101 5,442,187.50 75,000 SOLE 10 75,000
ADC TELECOMMUNICATIONS COMMON 000886101 2,728,350.00 37,600 SOLE 16 37,600
ADC TELECOMMUNICATIONS COMMON 000886101 348,300.00 4,800 SOLE 34 4,800
ADC TELECOMMUNICATIONS COMMON 000886101 29,025.00 400 SOLE 38 400
ADC TELECOMMUNICATIONS COMMON 000886101 29,025.00 400 SOLE 51 400
ADC TELECOMMUNICATIONS COMMON 000886101 94,331.25 1,300 SOLE 520 1,300
ADC TELECOMMUNICATIONS COMMON 000886101 101,587.50 1,400 SOLE 530 1,400
ADC TELECOMMUNICATIONS COMMON 000886101 14,512.50 200 SOLE 540 200
ADC TELECOMMUNICATIONS COMMON 000886101 72,562.50 1,000 SOLE 560 1,000
ADC TELECOMMUNICATIONS COMMON 000886101 29,025.00 400 SOLE 570 400
ADOBE SYSTEMS, INC. COMMON 00724F101 1,990,600.00 29,600 SOLE 16 29,600
ADOBE SYSTEMS, INC. COMMON 00724F101 26,900.00 400 SOLE 19 400
ADOBE SYSTEMS, INC. COMMON 00724F101 228,650.00 3,400 SOLE 34 3,400
ADOBE SYSTEMS, INC. COMMON 00724F101 33,625.00 500 SOLE 38 500
ADOBE SYSTEMS, INC. COMMON 00724F101 33,625.00 500 SOLE 51 500
ADVANCED DIGITAL INFO COR COMMON 007525108 364,687.50 7,500 SOLE 36 7,500
ADVANCED DIGITAL INFO COR COMMON 007525108 539,737.50 11,100 SOLE 50 11,100
ADVANCED MICRO DEVICES INC COMMON 007903107 173,625.00 6,000 SOLE 3 6,000
ADVANCED MICRO DEVICES INC COMMON 007903107 2,170,312.50 75,000 SOLE 11 75,000
ADVANCED MICRO DEVICES INC COMMON 007903107 17,362.50 600 SOLE 38 600
ADVANCED MICRO DEVICES INC COMMON 007903107 14,468.75 500 SOLE 51 500
ADVANCED RADIO TELECOM COMMON 00754U101 120,000.00 5,000 SOLE 36 5,000
ADVANCED RADIO TELECOM COMMON 00754U101 180,000.00 7,500 SOLE 50 7,500
AES CORPORATION COMMON 00130H105 44,850.00 600 SOLE 19 600
AES CORPORATION COMMON 00130H105 44,850.00 600 SOLE 38 600
AES CORPORATION COMMON 00130H105 37,375.00 500 SOLE 51 500
AETNA, INC. COMMON 008117103 446,500.00 8,000 SOLE 3 8,000
AETNA, INC. COMMON 008117103 5,581,250.00 100,000 SOLE 11 100,000
AETNA, INC. COMMON 008117103 41,524.50 744 SOLE 19 744
AETNA, INC. COMMON 008117103 5,581.25 100 SOLE 38 100
AETNA, INC. COMMON 008117103 5,581.25 100 SOLE 51 100
AFFYMETRIX INC COMMON 00826T108 814,500.00 4,800 SOLE 6 4,800
AFFYMETRIX INC COMMON 00826T108 6,821,437.50 40,200 SOLE 13 40,200
AFLAC INC COMMON 001055102 3,869,375.00 82,000 SOLE 1 82,000
AFLAC INC COMMON 001055102 9,909,375.00 210,000 SOLE 15 210,000
AFLAC INC COMMON 001055102 283,125.00 6,000 SOLE 29 6,000
AFLAC INC COMMON 001055102 566,250.00 12,000 SOLE 35 12,000
AFLAC INC COMMON 001055102 23,593.75 500 SOLE 38 500
AFLAC INC COMMON 001055102 18,875.00 400 SOLE 51 400
AGCO CORPORATION COMMON 001084102 8,062.50 600 SOLE 19 600
AGRIBRANDS INTERNATIONAL COMMON 00849R105 634,800.00 13,800 SOLE 29 13,800
AGRIBRANDS INTERNATIONAL COMMON 00849R105 754,400.00 16,400 SOLE 35 16,400
AIR PRODUCTS & CHEMICALS COMMON 009158106 436,312.50 13,000 SOLE 3 13,000
AIR PRODUCTS & CHEMICALS COMMON 009158106 7,249,500.00 216,000 SOLE 11 216,000
AIR PRODUCTS & CHEMICALS COMMON 009158106 40,275.00 1,200 SOLE 19 1,200
AIR PRODUCTS & CHEMICALS COMMON 009158106 6,712.50 200 SOLE 38 200
AIR PRODUCTS & CHEMICALS COMMON 009158106 6,712.50 200 SOLE 51 200
AIRGATE PCS INC COMMON 009367103 369,250.00 7,000 SOLE 36 7,000
AIRGATE PCS INC COMMON 009367103 606,625.00 11,500 SOLE 50 11,500
AIRONET WIRELES COMM INC COMMON 00943A107 567,640.63 8,500 SOLE 36 8,500
AIRONET WIRELES COMM INC COMMON 00943A107 634,421.88 9,500 SOLE 50 9,500
AKZO NOBEL NV-ADR COMMON 010199305 129,350.00 2,600 SOLE 19 2,600
ALASKA AIR GROUP INC COMMON 011659109 24,587.50 700 SOLE 19 700
ALBERTO-CULVER CO -CL B COMMON 013068101 2,581.25 100 SOLE 38 100
ALBERTO-CULVER CO -CL B COMMON 013068101 2,581.25 100 SOLE 51 100
ALBERTSON'S INC COMMON 013104104 564,375.00 17,500 SOLE 3 17,500
ALBERTSON'S INC COMMON 013104104 7,336,875.00 227,500 SOLE 11 227,500
ALBERTSON'S INC COMMON 013104104 41,699.25 1,293 SOLE 19 1,293
ALBERTSON'S INC COMMON 013104104 13,738.50 426 SOLE 38 426
ALBERTSON'S INC COMMON 013104104 8,481.75 263 SOLE 51 263
ALCAN ALUMINIUM, LTD. COMMON 013716105 28,831.25 700 SOLE 38 700
ALCAN ALUMINIUM, LTD. COMMON 013716105 28,831.25 700 SOLE 51 700
ALCOA, INC. COMMON 013817101 4,565,000.00 55,000 SOLE 2 55,000
ALCOA, INC. COMMON 013817101 4,565,000.00 55,000 SOLE 10 55,000
ALCOA, INC. COMMON 013817101 1,361,200.00 16,400 SOLE 16 16,400
ALCOA, INC. COMMON 013817101 107,900.00 1,300 SOLE 19 1,300
ALCOA, INC. COMMON 013817101 157,700.00 1,900 SOLE 34 1,900
ALCOA, INC. COMMON 013817101 16,600.00 200 SOLE 38 200
ALCOA, INC. COMMON 013817101 16,600.00 200 SOLE 51 200
ALEXANDER & BALDWIN INC COMMON 014482103 15,968.75 700 SOLE 19 700
ALKERMES INC COMMON 01642T108 417,562.50 8,500 SOLE 36 8,500
ALKERMES INC COMMON 01642T108 589,500.00 12,000 SOLE 50 12,000
ALLEGHENY ENERGY COMMON 017361106 350,187.50 13,000 SOLE 3 13,000
ALLEGHENY ENERGY COMMON 017361106 4,606,312.50 171,000 SOLE 11 171,000
ALLEGHENY ENERGY COMMON 017361106 37,712.50 1,400 SOLE 19 1,400
ALLEGHENY TECHNOLOGIES COMMON 01741R102 11,218.75 500 SOLE 38 500
ALLEGHENY TECHNOLOGIES COMMON 01741R102 10,096.88 450 SOLE 51 450
ALLERGAN INC COMMON 018490102 1,164,150.00 23,400 SOLE 16 23,400
ALLERGAN INC COMMON 018490102 129,350.00 2,600 SOLE 34 2,600
ALLERGAN INC COMMON 018490102 4,975.00 100 SOLE 38 100
ALLERGAN INC COMMON 018490102 4,975.00 100 SOLE 51 100
ALLIANT TECHSYSTEMS INC COMMON 018804104 934,687.50 15,000 SOLE 29 15,000
ALLIANT TECHSYSTEMS INC COMMON 018804104 535,887.50 8,600 SOLE 35 8,600
ALLIED WASTE INDUSTRIES COMMON 019589308 3,525.00 400 SOLE 38 400
ALLIED WASTE INDUSTRIES COMMON 019589308 2,643.75 300 SOLE 51 300
ALLMERICA FINANCIAL CORP COMMON 019754100 33,375.00 600 SOLE 19 600
ALLSTATE CORP COMMON 020002101 57,600.00 2,400 SOLE 19 2,400
ALLSTATE CORP COMMON 020002101 19,200.00 800 SOLE 38 800
ALLSTATE CORP COMMON 020002101 16,800.00 700 SOLE 51 700
ALLTEL CORP COMMON 020039103 124,031.25 1,500 SOLE 19 1,500
ALLTEL CORP COMMON 020039103 3,018,093.75 36,500 SOLE 20 36,500
ALLTEL CORP COMMON 020039103 33,157.69 401 SOLE 38 401
ALLTEL CORP COMMON 020039103 35,886.38 434 SOLE 51 434
ALPHA INDUSTRIES INC COMMON 020753109 372,531.25 6,500 SOLE 36 6,500
ALPHA INDUSTRIES INC COMMON 020753109 515,812.50 9,000 SOLE 50 9,000
ALTERA COMMON 021441100 218,075.00 4,400 SOLE 19 4,400
ALZA CORP COMMON 022615108 457,050.00 13,200 SOLE 6 13,200
ALZA CORP COMMON 022615108 3,881,462.50 112,100 SOLE 13 112,100
ALZA CORP COMMON 022615108 17,312.50 500 SOLE 38 500
ALZA CORP COMMON 022615108 17,312.50 500 SOLE 51 500
AMB PROPERTY CORP COMMON 00163T109 172,464.00 8,650 SOLE 1 8,650
AMBAC INC COMMON 023139108 31,312.50 600 SOLE 19 600
AMER INT'L GROUP, INC. COMMON 026874107 20,273,437.50 187,500 SOLE 2 187,500
AMER INT'L GROUP, INC. COMMON 026874107 216,250.00 2,000 SOLE 6 2,000
AMER INT'L GROUP, INC. COMMON 026874107 22,807,563.13 210,937 SOLE 10 210,937
AMER INT'L GROUP, INC. COMMON 026874107 2,027,343.75 18,750 SOLE 13 18,750
AMER INT'L GROUP, INC. COMMON 026874107 6,321,636.25 58,466 SOLE 16 58,466
AMER INT'L GROUP, INC. COMMON 026874107 531,650.63 4,917 SOLE 19 4,917
AMER INT'L GROUP, INC. COMMON 026874107 154,078.13 1,425 SOLE 32 1,425
AMER INT'L GROUP, INC. COMMON 026874107 744,656.88 6,887 SOLE 34 6,887
AMER INT'L GROUP, INC. COMMON 026874107 343,296.88 3,175 SOLE 38 3,175
AMER INT'L GROUP, INC. COMMON 026874107 308,156.25 2,850 SOLE 51 2,850
AMER INT'L GROUP, INC. COMMON 026874107 231,387.50 2,140 SOLE 520 2,140
AMER INT'L GROUP, INC. COMMON 026874107 307,399.38 2,843 SOLE 530 2,843
AMER INT'L GROUP, INC. COMMON 026874107 45,520.63 421 SOLE 540 421
AMER INT'L GROUP, INC. COMMON 026874107 209,438.13 1,937 SOLE 560 1,937
AMER INT'L GROUP, INC. COMMON 026874107 54,062.50 500 SOLE 570 500
AMERADA HESS CORP COMMON 023551104 28,375.00 500 SOLE 19 500
AMERADA HESS CORP COMMON 023551104 2,128,125.00 37,500 SOLE 20 37,500
AMERADA HESS CORP COMMON 023551104 5,675.00 100 SOLE 38 100
AMEREN CORPORATION COMMON 023608102 3,275.00 100 SOLE 38 100
AMEREN CORPORATION COMMON 023608102 3,275.00 100 SOLE 51 100
AMERICA ONLINE COMMON 02364J104 12,070,000.00 160,000 SOLE 2 160,000
AMERICA ONLINE COMMON 02364J104 13,578,750.00 180,000 SOLE 10 180,000
AMERICA ONLINE COMMON 02364J104 324,381.25 4,300 SOLE 18 4,300
AMERICA ONLINE COMMON 02364J104 573,325.00 7,600 SOLE 19 7,600
AMERICA ONLINE COMMON 02364J104 101,840.63 1,350 SOLE 32 1,350
AMERICA ONLINE COMMON 02364J104 369,643.75 4,900 SOLE 38 4,900
AMERICA ONLINE COMMON 02364J104 324,381.25 4,300 SOLE 51 4,300
AMERICA ONLINE COMMON 02364J104 965,600.00 12,800 SOLE 53 12,800
AMERICA ONLINE COMMON 02364J104 1,523,837.50 20,200 SOLE 70 20,200
AMERICAN ELECTRIC POWER COMMON 025537101 11,227,687.50 349,500 SOLE 11 349,500
AMERICAN ELECTRIC POWER COMMON 025537101 28,912.50 900 SOLE 19 900
AMERICAN ELECTRIC POWER COMMON 025537101 12,850.00 400 SOLE 38 400
AMERICAN ELECTRIC POWER COMMON 025537101 9,637.50 300 SOLE 51 300
AMERICAN EXPRESS COMPANY COMMON 025816109 6,650,000.00 40,000 SOLE 2 40,000
AMERICAN EXPRESS COMPANY COMMON 025816109 515,375.00 3,100 SOLE 6 3,100
AMERICAN EXPRESS COMPANY COMMON 025816109 8,312,500.00 50,000 SOLE 10 50,000
AMERICAN EXPRESS COMPANY COMMON 025816109 4,347,437.50 26,150 SOLE 13 26,150
AMERICAN EXPRESS COMPANY COMMON 025816109 2,394,000.00 14,400 SOLE 16 14,400
AMERICAN EXPRESS COMPANY COMMON 025816109 232,750.00 1,400 SOLE 19 1,400
AMERICAN EXPRESS COMPANY COMMON 025816109 266,000.00 1,600 SOLE 34 1,600
AMERICAN EXPRESS COMPANY COMMON 025816109 166,250.00 1,000 SOLE 38 1,000
AMERICAN EXPRESS COMPANY COMMON 025816109 133,000.00 800 SOLE 51 800
AMERICAN EXPRESS COMPANY COMMON 025816109 116,375.00 700 SOLE 500 700
AMERICAN EXPRESS COMPANY COMMON 025816109 133,000.00 800 SOLE 520 800
AMERICAN EXPRESS COMPANY COMMON 025816109 133,000.00 800 SOLE 530 800
AMERICAN EXPRESS COMPANY COMMON 025816109 33,250.00 200 SOLE 540 200
AMERICAN EXPRESS COMPANY COMMON 025816109 116,375.00 700 SOLE 560 700
AMERICAN EXPRESS COMPANY COMMON 025816109 33,250.00 200 SOLE 570 200
AMERICAN FINANCIAL GROUP COMMON 025932104 23,737.50 900 SOLE 19 900
AMERICAN GENERAL CORP COMMON 026351106 6,449,375.00 85,000 SOLE 2 85,000
AMERICAN GENERAL CORP COMMON 026351106 1,821,000.00 24,000 SOLE 3 24,000
AMERICAN GENERAL CORP COMMON 026351106 7,587,500.00 100,000 SOLE 10 100,000
AMERICAN GENERAL CORP COMMON 026351106 13,278,125.00 175,000 SOLE 11 175,000
AMERICAN GENERAL CORP COMMON 026351106 1,600,962.50 21,100 SOLE 16 21,100
AMERICAN GENERAL CORP COMMON 026351106 60,700.00 800 SOLE 19 800
AMERICAN GENERAL CORP COMMON 026351106 2,443,175.00 32,200 SOLE 20 32,200
AMERICAN GENERAL CORP COMMON 026351106 144,162.50 1,900 SOLE 32 1,900
AMERICAN GENERAL CORP COMMON 026351106 189,687.50 2,500 SOLE 34 2,500
AMERICAN GENERAL CORP COMMON 026351106 37,937.50 500 SOLE 38 500
AMERICAN GENERAL CORP COMMON 026351106 30,350.00 400 SOLE 51 400
AMERICAN GREETINGS CORP-A COMMON 026375105 16,537.50 700 SOLE 38 700
AMERICAN GREETINGS CORP-A COMMON 026375105 14,175.00 600 SOLE 51 600
AMERICAN HOME PRODUCTS COMMON 026609107 5,915,625.00 150,000 SOLE 2 150,000
AMERICAN HOME PRODUCTS COMMON 026609107 6,704,375.00 170,000 SOLE 10 170,000
AMERICAN HOME PRODUCTS COMMON 026609107 173,525.00 4,400 SOLE 19 4,400
AMERICAN HOME PRODUCTS COMMON 026609107 3,178,662.50 80,600 SOLE 20 80,600
AMERICAN HOME PRODUCTS COMMON 026609107 90,706.25 2,300 SOLE 38 2,300
AMERICAN HOME PRODUCTS COMMON 026609107 78,875.00 2,000 SOLE 51 2,000
AMERICAN HOME PRODUCTS COMMON 026609107 122,256.25 3,100 SOLE 520 3,100
AMERICAN HOME PRODUCTS COMMON 026609107 212,962.50 5,400 SOLE 530 5,400
AMERICAN HOME PRODUCTS COMMON 026609107 15,775.00 400 SOLE 540 400
AMERICAN POWR CONVERSION COMMON 029066107 63,300.00 2,400 SOLE 19 2,400
AMERICAN POWR CONVERSION COMMON 029066107 105,500.00 4,000 SOLE 500 4,000
AMERICAN WATER WORKS CO COMMON 030411102 19,125.00 900 SOLE 19 900
AMFM, INC. COMMON 001693100 14,085,000.00 180,000 SOLE 2 180,000
AMFM, INC. COMMON 001693100 15,650,000.00 200,000 SOLE 10 200,000
AMFM, INC. COMMON 001693100 1,228,525.00 15,700 SOLE 16 15,700
AMFM, INC. COMMON 001693100 140,850.00 1,800 SOLE 34 1,800
AMFM, INC. COMMON 001693100 156,500.00 2,000 SOLE 520 2,000
AMFM, INC. COMMON 001693100 250,400.00 3,200 SOLE 530 3,200
AMFM, INC. COMMON 001693100 31,300.00 400 SOLE 540 400
AMFM, INC. COMMON 001693100 172,150.00 2,200 SOLE 560 2,200
AMFM, INC. COMMON 001693100 39,125.00 500 SOLE 570 500
AMGEN INC. COMMON 031162100 600,625.00 10,000 SOLE 6 10,000
AMGEN INC. COMMON 031162100 5,489,712.50 91,400 SOLE 13 91,400
AMGEN INC. COMMON 031162100 228,237.50 3,800 SOLE 19 3,800
AMGEN INC. COMMON 031162100 126,131.25 2,100 SOLE 38 2,100
AMGEN INC. COMMON 031162100 108,112.50 1,800 SOLE 51 1,800
AMR CORPORATION COMMON 001765106 536,000.00 8,000 SOLE 3 8,000
AMR CORPORATION COMMON 001765106 6,700,000.00 100,000 SOLE 11 100,000
AMR CORPORATION COMMON 001765106 40,200.00 600 SOLE 19 600
AMR CORPORATION COMMON 001765106 33,500.00 500 SOLE 38 500
AMR CORPORATION COMMON 001765106 26,800.00 400 SOLE 51 400
AMSOUTH BANCORPORATION COMMON 032165102 13,016.63 674 SOLE 38 674
AMSOUTH BANCORPORATION COMMON 032165102 11,336.44 587 SOLE 51 587
ANADARKO PETROLEUM CORP COMMON 032511107 2,115,750.00 62,000 SOLE 1 62,000
ANADARKO PETROLEUM CORP COMMON 032511107 6,415,500.00 188,000 SOLE 15 188,000
ANADARKO PETROLEUM CORP COMMON 032511107 20,475.00 600 SOLE 19 600
ANADARKO PETROLEUM CORP COMMON 032511107 443,625.00 13,000 SOLE 29 13,000
ANADARKO PETROLEUM CORP COMMON 032511107 580,125.00 17,000 SOLE 35 17,000
ANALOG DEVICES COMMON 032654105 3,069,000.00 33,000 SOLE 16 33,000
ANALOG DEVICES COMMON 032654105 279,000.00 3,000 SOLE 18 3,000
ANALOG DEVICES COMMON 032654105 62,031.00 667 SOLE 19 667
ANALOG DEVICES COMMON 032654105 297,600.00 3,200 SOLE 34 3,200
ANALOG DEVICES COMMON 032654105 27,900.00 300 SOLE 38 300
ANALOG DEVICES COMMON 032654105 27,900.00 300 SOLE 51 300
ANALYTICAL SURVEYS, INC. COMMON 032683302 42,318.75 3,700 SOLE 500 3,700
ANDREW CORPORATION COMMON 034425108 3,787.50 200 SOLE 38 200
ANDREW CORPORATION COMMON 034425108 1,893.75 100 SOLE 51 100
ANGELICA CORPORATION COMMON 034663104 958,425.00 98,300 SOLE 15 98,300
ANGELICA CORPORATION COMMON 034663104 731,250.00 75,000 SOLE 29 75,000
ANGELICA CORPORATION COMMON 034663104 741,000.00 76,000 SOLE 35 76,000
ANHEUSER-BUSCH CO INC COMMON 035229103 10,631,250.00 150,000 SOLE 2 150,000
ANHEUSER-BUSCH CO INC COMMON 035229103 13,111,875.00 185,000 SOLE 10 185,000
ANHEUSER-BUSCH CO INC COMMON 035229103 453,600.00 6,400 SOLE 18 6,400
ANHEUSER-BUSCH CO INC COMMON 035229103 85,050.00 1,200 SOLE 19 1,200
ANHEUSER-BUSCH CO INC COMMON 035229103 2,126,250.00 30,000 SOLE 20 30,000
ANHEUSER-BUSCH CO INC COMMON 035229103 42,525.00 600 SOLE 32 600
ANHEUSER-BUSCH CO INC COMMON 035229103 63,787.50 900 SOLE 38 900
ANHEUSER-BUSCH CO INC COMMON 035229103 56,700.00 800 SOLE 51 800
ANNTAYLOR STORES CORP COMMON 036115103 13,775.00 400 SOLE 19 400
AON CORPORATION COMMON 037389103 12,000.00 300 SOLE 38 300
AON CORPORATION COMMON 037389103 12,000.00 300 SOLE 51 300
APACHE CORP COMMON 037411105 3,287,437.50 89,000 SOLE 1 89,000
APACHE CORP COMMON 037411105 7,387,500.00 200,000 SOLE 15 200,000
APACHE CORP COMMON 037411105 2,242,106.25 60,700 SOLE 16 60,700
APACHE CORP COMMON 037411105 18,468.75 500 SOLE 19 500
APACHE CORP COMMON 037411105 554,062.50 15,000 SOLE 29 15,000
APACHE CORP COMMON 037411105 273,337.50 7,400 SOLE 34 7,400
APACHE CORP COMMON 037411105 443,250.00 12,000 SOLE 35 12,000
APARTMENT IV & MGMT COMMON 03748R101 214,990.00 5,400 SOLE 1 5,400
APPLE COMPUTER COMMON 037833100 41,125.00 400 SOLE 51 400
APPLIED MATERIALS INC COMMON 038222105 4,434,062.50 35,000 SOLE 2 35,000
APPLIED MATERIALS INC COMMON 038222105 5,067,500.00 40,000 SOLE 10 40,000
APPLIED MATERIALS INC COMMON 038222105 215,368.75 1,700 SOLE 19 1,700
APPLIED MATERIALS INC COMMON 038222105 82,346.88 650 SOLE 32 650
APPLIED MATERIALS INC COMMON 038222105 139,356.25 1,100 SOLE 38 1,100
APPLIED MATERIALS INC COMMON 038222105 126,687.50 1,000 SOLE 51 1,000
APPLIED MATERIALS INC COMMON 038222105 101,350.00 800 SOLE 520 800
APPLIED MATERIALS INC COMMON 038222105 114,018.75 900 SOLE 530 900
APPLIED MATERIALS INC COMMON 038222105 25,337.50 200 SOLE 540 200
APPLIED MATERIALS INC COMMON 038222105 126,687.50 1,000 SOLE 560 1,000
APPLIED MATERIALS INC COMMON 038222105 25,337.50 200 SOLE 570 200
APRIA HEALTHCARE GROUP COMMON 037933108 35,875.00 2,000 SOLE 19 2,000
ARCH CHEMICALS INC COMMON 03937R102 6,281.25 300 SOLE 19 300
ARCHER DANIELS MIDLAND COMMON 039483102 358,312.50 29,400 SOLE 3 29,400
ARCHER DANIELS MIDLAND COMMON 039483102 4,670,859.38 383,250 SOLE 11 383,250
ARCHER DANIELS MIDLAND COMMON 039483102 22,510.31 1,847 SOLE 19 1,847
ARCHER DANIELS MIDLAND COMMON 039483102 14,746.88 1,210 SOLE 38 1,210
ARCHER DANIELS MIDLAND COMMON 039483102 12,248.44 1,005 SOLE 51 1,005
ARCHSTONE COMM TRUST COMMON 039581103 294,175.00 14,350 SOLE 1 14,350
ARDEN REALTY INC. COMMON 039793104 126,397.00 6,300 SOLE 1 6,300
ARMSTRONG COMMON 042476101 267,000.00 8,000 SOLE 3 8,000
ARMSTRONG COMMON 042476101 10,012.50 300 SOLE 19 300
ARMSTRONG COMMON 042476101 977,887.50 29,300 SOLE 20 29,300
ARMSTRONG COMMON 042476101 3,337.50 100 SOLE 38 100
ARMSTRONG COMMON 042476101 3,337.50 100 SOLE 51 100
ARROW ELEC COMMON 042735100 38,062.50 1,500 SOLE 19 1,500
ARVIN INDUSTRIES COMMON 043339100 14,187.50 500 SOLE 19 500
ASHLAND INC COMMON 044204105 8,827,250.00 268,000 SOLE 11 268,000
ASHLAND INC COMMON 044204105 3,293.75 100 SOLE 38 100
ASHLAND INC COMMON 044204105 3,293.75 100 SOLE 51 100
ASPECT DEVELOPMENT COMMON 045234101 1,006,950.00 14,700 SOLE 1 14,700
ASPECT DEVELOPMENT COMMON 045234101 1,733,050.00 25,300 SOLE 15 25,300
ASSOCIATES FIRST CAP CL A COMMON 046008108 126,212.50 4,600 SOLE 6 4,600
ASSOCIATES FIRST CAP CL A COMMON 046008108 1,171,581.25 42,700 SOLE 13 42,700
ASSOCIATES FIRST CAP CL A COMMON 046008108 96,031.25 3,500 SOLE 18 3,500
ASSOCIATES FIRST CAP CL A COMMON 046008108 58,387.00 2,128 SOLE 19 2,128
ASSOCIATES FIRST CAP CL A COMMON 046008108 32,925.00 1,200 SOLE 38 1,200
ASSOCIATES FIRST CAP CL A COMMON 046008108 30,181.25 1,100 SOLE 51 1,100
ASTORIA FINANCIAL CORP COMMON 046265104 27,393.75 900 SOLE 19 900
ASTRAZENECA PLC SPONS ADR COMMON 046353108 112,725.00 2,700 SOLE 19 2,700
ASYST TECHNOLOGIES, INC. COMMON 04648X107 406,487.50 6,200 SOLE 36 6,200
ASYST TECHNOLOGIES, INC. COMMON 04648X107 576,950.00 8,800 SOLE 50 8,800
AT&T CORP COMMON 001957109 10,150,000.00 200,000 SOLE 2 200,000
AT&T CORP COMMON 001957109 1,700,125.00 33,500 SOLE 3 33,500
AT&T CORP COMMON 001957109 15,225,000.00 300,000 SOLE 10 300,000
AT&T CORP COMMON 001957109 22,837,500.00 450,000 SOLE 11 450,000
AT&T CORP COMMON 001957109 5,283,684.00 104,112 SOLE 16 104,112
AT&T CORP COMMON 001957109 279,125.00 5,500 SOLE 18 5,500
AT&T CORP COMMON 001957109 546,019.25 10,759 SOLE 19 10,759
AT&T CORP COMMON 001957109 971,862.50 19,150 SOLE 20 19,150
AT&T CORP COMMON 001957109 48,212.50 950 SOLE 32 950
AT&T CORP COMMON 001957109 621,383.00 12,244 SOLE 34 12,244
AT&T CORP COMMON 001957109 263,900.00 5,200 SOLE 38 5,200
AT&T CORP COMMON 001957109 233,450.00 4,600 SOLE 51 4,600
AT&T CORP COMMON 001957109 289,275.00 5,700 SOLE 530 5,700
AT&T CORP COMMON 001957109 35,525.00 700 SOLE 540 700
AT&T CORP COMMON 001957109 197,925.00 3,900 SOLE 560 3,900
AT&T CORP COMMON 001957109 45,675.00 900 SOLE 570 900
AT&T CORP-LIBERTY MEDIA A COMMON 001957208 272,400.00 4,800 SOLE 18 4,800
ATLANTIC RICHFIELD CO COMMON 048825103 519,000.00 6,000 SOLE 3 6,000
ATLANTIC RICHFIELD CO COMMON 048825103 6,487,500.00 75,000 SOLE 11 75,000
ATLANTIC RICHFIELD CO COMMON 048825103 2,006,800.00 23,200 SOLE 16 23,200
ATLANTIC RICHFIELD CO COMMON 048825103 86,500.00 1,000 SOLE 19 1,000
ATLANTIC RICHFIELD CO COMMON 048825103 3,555,150.00 41,100 SOLE 20 41,100
ATLANTIC RICHFIELD CO COMMON 048825103 250,850.00 2,900 SOLE 34 2,900
ATLANTIC RICHFIELD CO COMMON 048825103 51,900.00 600 SOLE 38 600
ATLANTIC RICHFIELD CO COMMON 048825103 51,900.00 600 SOLE 51 600
ATMEL CORP COMMON 049513104 73,906.25 2,500 SOLE 19 2,500
AUTODESK INC COMMON 052769106 506,250.00 15,000 SOLE 3 15,000
AUTODESK INC COMMON 052769106 6,750,000.00 200,000 SOLE 11 200,000
AUTOM DATA PROCESSING COMMON 053015103 145,462.50 2,700 SOLE 19 2,700
AUTOM DATA PROCESSING COMMON 053015103 64,650.00 1,200 SOLE 38 1,200
AUTOM DATA PROCESSING COMMON 053015103 53,875.00 1,000 SOLE 51 1,000
AUTOM DATA PROCESSING COMMON 053015103 1,152,925.00 21,400 SOLE 53 21,400
AUTOM DATA PROCESSING COMMON 053015103 1,513,887.50 28,100 SOLE 70 28,100
AUTOZONE INC COMMON 053332102 22,618.75 700 SOLE 38 700
AUTOZONE INC COMMON 053332102 19,387.50 600 SOLE 51 600
AVALONBAY COMMON 053484101 223,331.00 6,450 SOLE 1 6,450
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AVERY DENNISON COMMON 053611109 182,187.50 2,500 SOLE 34 2,500
AVERY DENNISON COMMON 053611109 7,287.50 100 SOLE 38 100
AVERY DENNISON COMMON 053611109 7,287.50 100 SOLE 51 100
AVERY DENNISON COMMON 053611109 51,012.50 700 SOLE 500 700
AVON PRODUCTS, INC. COMMON 054303102 2,640,000.00 80,000 SOLE 10 80,000
AVON PRODUCTS, INC. COMMON 054303102 33,000.00 1,000 SOLE 19 1,000
AVON PRODUCTS, INC. COMMON 054303102 9,900.00 300 SOLE 38 300
AVON PRODUCTS, INC. COMMON 054303102 9,900.00 300 SOLE 51 300
AXENT TECHNOLOGIES INC COMMON 05459C108 2,352,000.00 112,000 SOLE 1 112,000
AXENT TECHNOLOGIES INC COMMON 05459C108 6,846,000.00 326,000 SOLE 15 326,000
AXENT TECHNOLOGIES INC COMMON 05459C108 546,000.00 26,000 SOLE 29 26,000
AXENT TECHNOLOGIES INC COMMON 05459C108 420,000.00 20,000 SOLE 35 20,000
AZTEC TECHNOLOGY PARTNERS COMMON 05480L101 456.25 100 SOLE 19 100
BAKER HUGHES, INC. COMMON 057224107 1,927,218.75 91,500 SOLE 20 91,500
BAKER HUGHES, INC. COMMON 057224107 12,637.50 600 SOLE 38 600
BAKER HUGHES, INC. COMMON 057224107 12,637.50 600 SOLE 51 600
BANCO BILBAO VIZ SP ADR COMMON 059458208 127,687.50 9,000 SOLE 19 9,000
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BANK OF AMERICA CORP COMMON 060505104 5,771,562.50 115,000 SOLE 2 115,000
BANK OF AMERICA CORP COMMON 060505104 1,882,031.25 37,500 SOLE 3 37,500
BANK OF AMERICA CORP COMMON 060505104 7,528,125.00 150,000 SOLE 10 150,000
BANK OF AMERICA CORP COMMON 060505104 25,093,750.00 500,000 SOLE 11 500,000
BANK OF AMERICA CORP COMMON 060505104 2,047,650.00 40,800 SOLE 16 40,800
BANK OF AMERICA CORP COMMON 060505104 288,829.06 5,755 SOLE 19 5,755
BANK OF AMERICA CORP COMMON 060505104 1,169,368.75 23,300 SOLE 20 23,300
BANK OF AMERICA CORP COMMON 060505104 110,412.50 2,200 SOLE 32 2,200
BANK OF AMERICA CORP COMMON 060505104 240,900.00 4,800 SOLE 34 4,800
BANK OF AMERICA CORP COMMON 060505104 170,637.50 3,400 SOLE 38 3,400
BANK OF AMERICA CORP COMMON 060505104 150,562.50 3,000 SOLE 51 3,000
BANK OF AMERICA CORP COMMON 060505104 60,225.00 1,200 SOLE 520 1,200
BANK OF AMERICA CORP COMMON 060505104 130,487.50 2,600 SOLE 530 2,600
BANK OF AMERICA CORP COMMON 060505104 20,075.00 400 SOLE 540 400
BANK OF AMERICA CORP COMMON 060505104 95,356.25 1,900 SOLE 560 1,900
BANK OF AMERICA CORP COMMON 060505104 20,075.00 400 SOLE 570 400
BANK OF NEW YORK CO. INC. COMMON 064057102 12,000,000.00 300,000 SOLE 2 300,000
BANK OF NEW YORK CO. INC. COMMON 064057102 13,600,000.00 340,000 SOLE 10 340,000
BANK OF NEW YORK CO. INC. COMMON 064057102 2,384,000.00 59,600 SOLE 16 59,600
BANK OF NEW YORK CO. INC. COMMON 064057102 96,000.00 2,400 SOLE 19 2,400
BANK OF NEW YORK CO. INC. COMMON 064057102 148,000.00 3,700 SOLE 32 3,700
BANK OF NEW YORK CO. INC. COMMON 064057102 256,000.00 6,400 SOLE 34 6,400
BANK OF NEW YORK CO. INC. COMMON 064057102 56,000.00 1,400 SOLE 38 1,400
BANK OF NEW YORK CO. INC. COMMON 064057102 52,000.00 1,300 SOLE 51 1,300
BANK OF NEW YORK CO. INC. COMMON 064057102 208,000.00 5,200 SOLE 520 5,200
BANK OF NEW YORK CO. INC. COMMON 064057102 264,000.00 6,600 SOLE 530 6,600
BANK OF NEW YORK CO. INC. COMMON 064057102 32,000.00 800 SOLE 540 800
BANK OF NEW YORK CO. INC. COMMON 064057102 176,000.00 4,400 SOLE 560 4,400
BANK OF NEW YORK CO. INC. COMMON 064057102 36,000.00 900 SOLE 570 900
BANK ONE CORPORATION COMMON 06423A103 993,937.50 31,000 SOLE 3 31,000
BANK ONE CORPORATION COMMON 06423A103 12,504,375.00 390,000 SOLE 11 390,000
BANK ONE CORPORATION COMMON 06423A103 109,140.75 3,404 SOLE 19 3,404
BANK ONE CORPORATION COMMON 06423A103 1,457,785.69 45,467 SOLE 20 45,467
BANK ONE CORPORATION COMMON 06423A103 70,537.50 2,200 SOLE 38 2,200
BANK ONE CORPORATION COMMON 06423A103 60,918.75 1,900 SOLE 51 1,900
BANTA CORPORATION COMMON 066821109 18,050.00 800 SOLE 19 800
BARNES & NOBLE INC COMMON 067774109 18,562.50 900 SOLE 19 900
BARRICK GOLD CORP COMMON 067901108 1,059,481.25 59,900 SOLE 3 59,900
BARRICK GOLD CORP COMMON 067901108 8,843,750.00 500,000 SOLE 11 500,000
BARRICK GOLD CORP COMMON 067901108 42,450.00 2,400 SOLE 19 2,400
BARRICK GOLD CORP COMMON 067901108 7,075.00 400 SOLE 38 400
BARRICK GOLD CORP COMMON 067901108 7,075.00 400 SOLE 51 400
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BAXTER INTERNATIONAL COMMON 071813109 942,187.50 15,000 SOLE 3 15,000
BAXTER INTERNATIONAL COMMON 071813109 8,793,750.00 140,000 SOLE 10 140,000
BAXTER INTERNATIONAL COMMON 071813109 12,562,500.00 200,000 SOLE 11 200,000
BAXTER INTERNATIONAL COMMON 071813109 138,187.50 2,200 SOLE 18 2,200
BAXTER INTERNATIONAL COMMON 071813109 56,531.25 900 SOLE 19 900
BAXTER INTERNATIONAL COMMON 071813109 144,468.75 2,300 SOLE 32 2,300
BAXTER INTERNATIONAL COMMON 071813109 37,687.50 600 SOLE 38 600
BAXTER INTERNATIONAL COMMON 071813109 31,406.25 500 SOLE 51 500
BAXTER INTERNATIONAL COMMON 071813109 157,031.25 2,500 SOLE 520 2,500
BAXTER INTERNATIONAL COMMON 071813109 157,031.25 2,500 SOLE 530 2,500
BAXTER INTERNATIONAL COMMON 071813109 18,843.75 300 SOLE 540 300
BAXTER INTERNATIONAL COMMON 071813109 226,125.00 3,600 SOLE 560 3,600
BAXTER INTERNATIONAL COMMON 071813109 50,250.00 800 SOLE 570 800
BB&T CORPORATION COMMON 054937107 27,375.00 1,000 SOLE 19 1,000
BB&T CORPORATION COMMON 054937107 13,687.50 500 SOLE 38 500
BB&T CORPORATION COMMON 054937107 13,687.50 500 SOLE 51 500
BCE INC COMMON 05534B109 2,714,643.75 30,100 SOLE 20 30,100
BEAR STEARNS COS, INC. COMMON 073902108 16,074.00 376 SOLE 19 376
BEAR STEARNS COS, INC. COMMON 073902108 8,977.50 210 SOLE 38 210
BEAR STEARNS COS, INC. COMMON 073902108 8,977.50 210 SOLE 51 210
BECKMAN COULTER INC. COMMON 075811109 30,525.00 600 SOLE 19 600
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BECTON DICKINSON & CO COMMON 075887109 401,250.00 15,000 SOLE 3 15,000
BECTON DICKINSON & CO COMMON 075887109 6,152,500.00 230,000 SOLE 10 230,000
BECTON DICKINSON & CO COMMON 075887109 5,350,000.00 200,000 SOLE 11 200,000
BECTON DICKINSON & CO COMMON 075887109 21,400.00 800 SOLE 19 800
BECTON DICKINSON & CO COMMON 075887109 444,050.00 16,600 SOLE 20 16,600
BECTON DICKINSON & CO COMMON 075887109 2,675.00 100 SOLE 38 100
BECTON DICKINSON & CO COMMON 075887109 2,675.00 100 SOLE 51 100
BECTON DICKINSON & CO COMMON 075887109 133,750.00 5,000 SOLE 520 5,000
BECTON DICKINSON & CO COMMON 075887109 149,800.00 5,600 SOLE 530 5,600
BECTON DICKINSON & CO COMMON 075887109 13,375.00 500 SOLE 540 500
BED BATH & BEYOND COMMON 075896100 173,750.00 5,000 SOLE 18 5,000
BED BATH & BEYOND COMMON 075896100 17,375.00 500 SOLE 38 500
BED BATH & BEYOND COMMON 075896100 13,900.00 400 SOLE 51 400
BEDFORD PROPERTY INVESTOR COMMON 076446301 40,950.00 2,400 SOLE 28 2,400
BEDFORD PROPERTY INVESTOR COMMON 076446301 20,475.00 1,200 SOLE 33 1,200
BELL ATLANTIC CORP COMMON 077853109 2,764,156.25 44,900 SOLE 16 44,900
BELL ATLANTIC CORP COMMON 077853109 203,156.25 3,300 SOLE 18 3,300
BELL ATLANTIC CORP COMMON 077853109 306,211.88 4,974 SOLE 19 4,974
BELL ATLANTIC CORP COMMON 077853109 2,511,750.00 40,800 SOLE 20 40,800
BELL ATLANTIC CORP COMMON 077853109 73,875.00 1,200 SOLE 32 1,200
BELL ATLANTIC CORP COMMON 077853109 363,218.75 5,900 SOLE 34 5,900
BELL ATLANTIC CORP COMMON 077853109 172,375.00 2,800 SOLE 38 2,800
BELL ATLANTIC CORP COMMON 077853109 153,906.25 2,500 SOLE 51 2,500
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BELLSOUTH CORPORATION COMMON 079860102 10,532,812.50 225,000 SOLE 10 225,000
BELLSOUTH CORPORATION COMMON 079860102 2,115,925.00 45,200 SOLE 16 45,200
BELLSOUTH CORPORATION COMMON 079860102 271,512.50 5,800 SOLE 19 5,800
BELLSOUTH CORPORATION COMMON 079860102 781,768.75 16,700 SOLE 20 16,700
BELLSOUTH CORPORATION COMMON 079860102 74,900.00 1,600 SOLE 32 1,600
BELLSOUTH CORPORATION COMMON 079860102 234,062.50 5,000 SOLE 34 5,000
BELLSOUTH CORPORATION COMMON 079860102 168,525.00 3,600 SOLE 38 3,600
BELLSOUTH CORPORATION COMMON 079860102 145,118.75 3,100 SOLE 51 3,100
BELLSOUTH CORPORATION COMMON 079860102 131,075.00 2,800 SOLE 520 2,800
BELLSOUTH CORPORATION COMMON 079860102 135,756.25 2,900 SOLE 530 2,900
BELLSOUTH CORPORATION COMMON 079860102 23,406.25 500 SOLE 540 500
BELLSOUTH CORPORATION COMMON 079860102 102,987.50 2,200 SOLE 560 2,200
BELLSOUTH CORPORATION COMMON 079860102 23,406.25 500 SOLE 570 500
BEMIS COMPANY, INC. COMMON 081437105 27,900.00 800 SOLE 19 800
BENCHMARK ELECTRONICS COMMON 08160H101 727,118.75 31,700 SOLE 29 31,700
BENCHMARK ELECTRONICS COMMON 08160H101 779,875.00 34,000 SOLE 35 34,000
BENETTON GROUP SPA -ADR COMMON 081795403 94,510.00 2,080 SOLE 19 2,080
BERGEN BRUNSWIG CORP-CL A COMMON 083739102 8,312.50 1,000 SOLE 19 1,000
BERKSHIRE HATHAWAY (CL A) COMMON 084670108 56,100.00 1 SOLE 500 1
BERKSHIRE HATHAWAY (CL.B) COMMON 084670207 76,860.00 42 SOLE 19 42
BERKSHIRE HATHAWAY (CL.B) COMMON 084670207 29,280.00 16 SOLE 500 16
BEST BUY CO., INC. COMMON 086516101 376,406.25 7,500 SOLE 3 7,500
BEST BUY CO., INC. COMMON 086516101 5,018,750.00 100,000 SOLE 11 100,000
BEST BUY CO., INC. COMMON 086516101 20,075.00 400 SOLE 38 400
BEST BUY CO., INC. COMMON 086516101 15,056.25 300 SOLE 51 300
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BESTFOODS COMMON 08658U101 420,500.00 8,000 SOLE 3 8,000
BESTFOODS COMMON 08658U101 12,615,000.00 240,000 SOLE 10 240,000
BESTFOODS COMMON 08658U101 5,256,250.00 100,000 SOLE 11 100,000
BESTFOODS COMMON 08658U101 567,675.00 10,800 SOLE 16 10,800
BESTFOODS COMMON 08658U101 47,306.25 900 SOLE 19 900
BESTFOODS COMMON 08658U101 78,843.75 1,500 SOLE 32 1,500
BESTFOODS COMMON 08658U101 131,406.25 2,500 SOLE 34 2,500
BESTFOODS COMMON 08658U101 15,768.75 300 SOLE 38 300
BESTFOODS COMMON 08658U101 10,512.50 200 SOLE 51 200
BESTFOODS COMMON 08658U101 194,481.25 3,700 SOLE 520 3,700
BESTFOODS COMMON 08658U101 21,025.00 400 SOLE 540 400
BETHLEHEM STEEL CORP COMMON 087509105 38,525.00 4,600 SOLE 38 4,600
BETHLEHEM STEEL CORP COMMON 087509105 34,337.50 4,100 SOLE 51 4,100
BFGOODRICH COMPANY COMMON 382388106 27,500.00 1,000 SOLE 38 1,000
BFGOODRICH COMPANY COMMON 382388106 24,750.00 900 SOLE 51 900
BINDVIEW DEVELOPMENT CORP COMMON 090327107 173,906.25 3,500 SOLE 36 3,500
BINDVIEW DEVELOPMENT CORP COMMON 090327107 248,437.50 5,000 SOLE 50 5,000
BIOGEN, INC. COMMON 090597105 185,900.00 2,200 SOLE 19 2,200
BISYS GROUP INC COMMON 055472104 169,650.00 2,600 SOLE 18 2,600
BJ SERVICES CO COMMON 055482103 2,308,050.00 55,200 SOLE 16 55,200
BJ SERVICES CO COMMON 055482103 142,162.50 3,400 SOLE 19 3,400
BJ SERVICES CO COMMON 055482103 836,250.00 20,000 SOLE 29 20,000
BJ SERVICES CO COMMON 055482103 271,781.25 6,500 SOLE 34 6,500
BJ SERVICES CO COMMON 055482103 1,003,500.00 24,000 SOLE 35 24,000
BJ SERVICES CO COMMON 055482103 317,775.00 7,600 SOLE 36 7,600
BJ SERVICES CO COMMON 055482103 480,843.75 11,500 SOLE 50 11,500
BJ'S WHOLESALE CLUB INC COMMON 05548J106 40,150.00 1,100 SOLE 19 1,100
BLACK & DECKER CORP COMMON 091797100 26,125.00 500 SOLE 19 500
BLACK & DECKER CORP COMMON 091797100 94,050.00 1,800 SOLE 34 1,800
BLACK BOX CORPORATION COMMON 091826107 201,000.00 3,000 SOLE 36 3,000
BLACK BOX CORPORATION COMMON 091826107 301,500.00 4,500 SOLE 50 4,500
BLACK BOX CORPORATION COMMON 091826107 67,000.00 1,000 SOLE 500 1,000
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BMC SOFTWARE COMMON 055921100 14,788,437.50 185,000 SOLE 10 185,000
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BMC SOFTWARE COMMON 055921100 63,950.00 800 SOLE 19 800
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BMC SOFTWARE COMMON 055921100 31,975.00 400 SOLE 570 400
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BOEING COMPANY COMMON 097023105 20,781,250.00 500,000 SOLE 11 500,000
BOEING COMPANY COMMON 097023105 116,956.88 2,814 SOLE 19 2,814
BOEING COMPANY COMMON 097023105 1,367,406.25 32,900 SOLE 20 32,900
BOEING COMPANY COMMON 097023105 78,968.75 1,900 SOLE 38 1,900
BOEING COMPANY COMMON 097023105 66,500.00 1,600 SOLE 51 1,600
BOEING COMPANY COMMON 097023105 41,562.50 1,000 SOLE 500 1,000
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BOISE CASCADE CORP COMMON 097383103 4,050.00 100 SOLE 51 100
BOSTON SCIENTIFIC CORP COMMON 101137107 577,500.00 26,400 SOLE 16 26,400
BOSTON SCIENTIFIC CORP COMMON 101137107 32,812.50 1,500 SOLE 19 1,500
BOSTON SCIENTIFIC CORP COMMON 101137107 56,875.00 2,600 SOLE 34 2,600
BOSTON SCIENTIFIC CORP COMMON 101137107 19,687.50 900 SOLE 38 900
BOSTON SCIENTIFIC CORP COMMON 101137107 17,500.00 800 SOLE 51 800
BOSTON SCIENTIFIC CORP COMMON 101137107 109,375.00 5,000 SOLE 530 5,000
BOSTON SCIENTIFIC CORP COMMON 101137107 100,625.00 4,600 SOLE 560 4,600
BOSTON SCIENTIFIC CORP COMMON 101137107 17,500.00 800 SOLE 570 800
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BP AMOCO PLC ADR COMMON 055622104 231,318.75 3,900 SOLE 6 3,900
BP AMOCO PLC ADR COMMON 055622104 1,898,000.00 32,000 SOLE 13 32,000
BP AMOCO PLC ADR COMMON 055622104 2,495,870.00 42,080 SOLE 16 42,080
BP AMOCO PLC ADR COMMON 055622104 166,075.00 2,800 SOLE 19 2,800
BP AMOCO PLC ADR COMMON 055622104 3,504,182.50 59,080 SOLE 20 59,080
BP AMOCO PLC ADR COMMON 055622104 238,910.75 4,028 SOLE 34 4,028
BP AMOCO PLC ADR COMMON 055622104 79,478.75 1,340 SOLE 39 1,340
BP AMOCO PLC ADR COMMON 055622104 78,292.50 1,320 SOLE 52 1,320
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BOSTON PROPERTIES, INC. COMMON 101121101 191,419.00 6,150 SOLE 1 6,150
BRADLEY REAL ESTATE COMMON 104580105 40,979.00 2,350 SOLE 1 2,350
BRADY CORPORATION CL A COMMON 104674106 678,750.00 20,000 SOLE 29 20,000
BRADY CORPORATION CL A COMMON 104674106 543,000.00 16,000 SOLE 35 16,000
BRANDYWINE REALTY TRUST COMMON 105368203 63,863.00 3,900 SOLE 1 3,900
BRAUN CONSULTING COMMON 105651103 321,750.00 4,500 SOLE 36 4,500
BRAUN CONSULTING COMMON 105651103 429,000.00 6,000 SOLE 50 6,000
BRIGGS & STRATTON CORP COMMON 109043109 10,725.00 200 SOLE 38 200
BRIGGS & STRATTON CORP COMMON 109043109 5,362.50 100 SOLE 51 100
BRINKER INTERNTL INC COMMON 109641100 48,000.00 2,000 SOLE 19 2,000
BRIO TECHNOLOGY INC COMMON 109704106 168,000.00 4,000 SOLE 36 4,000
BRIO TECHNOLOGY INC COMMON 109704106 273,000.00 6,500 SOLE 50 6,500
BRISTOL MYERS SQUIBB CO COMMON 110122108 11,232,812.50 175,000 SOLE 2 175,000
BRISTOL MYERS SQUIBB CO COMMON 110122108 14,442,187.50 225,000 SOLE 10 225,000
BRISTOL MYERS SQUIBB CO COMMON 110122108 430,056.25 6,700 SOLE 19 6,700
BRISTOL MYERS SQUIBB CO COMMON 110122108 121,956.25 1,900 SOLE 32 1,900
BRISTOL MYERS SQUIBB CO COMMON 110122108 243,912.50 3,800 SOLE 38 3,800
BRISTOL MYERS SQUIBB CO COMMON 110122108 211,818.75 3,300 SOLE 51 3,300
BRISTOL MYERS SQUIBB CO COMMON 110122108 1,136,118.75 17,700 SOLE 53 17,700
BRISTOL MYERS SQUIBB CO COMMON 110122108 1,232,400.00 19,200 SOLE 70 19,200
BRISTOL MYERS SQUIBB CO COMMON 110122108 179,725.00 2,800 SOLE 520 2,800
BRISTOL MYERS SQUIBB CO COMMON 110122108 231,075.00 3,600 SOLE 530 3,600
BRISTOL MYERS SQUIBB CO COMMON 110122108 38,512.50 600 SOLE 540 600
BRITISH TELECOM PLC - ADR COMMON 111021408 166,600.00 700 SOLE 19 700
BROADVISION INC COMMON 111412102 510,187.50 3,000 SOLE 36 3,000
BROADVISION INC COMMON 111412102 680,250.00 4,000 SOLE 50 4,000
BROADWING INC COMMON 111620100 44,250.00 1,200 SOLE 19 1,200
BROWN-FORMAN CORP CL B COMMON 115637209 1,471,325.00 25,700 SOLE 20 25,700
BRUNSWICK CORPORATION COMMON 117043109 22,250.00 1,000 SOLE 19 1,000
BRUNSWICK CORPORATION COMMON 117043109 4,450.00 200 SOLE 38 200
BRUNSWICK CORPORATION COMMON 117043109 4,450.00 200 SOLE 51 200
BRUSH WELLMAN, INC. COMMON 117421107 10,087.50 600 SOLE 19 600
BURLINGTON NORTHERN SANTA COMMON 12189T104 43,650.00 1,800 SOLE 19 1,800
BURLINGTON NORTHERN SANTA COMMON 12189T104 499,550.00 20,600 SOLE 20 20,600
BURLINGTON NORTHERN SANTA COMMON 12189T104 16,975.00 700 SOLE 38 700
BURLINGTON NORTHERN SANTA COMMON 12189T104 14,550.00 600 SOLE 51 600
BURLINGTON RESOURCES INC COMMON 122014103 1,322,500.00 40,000 SOLE 1 40,000
BURLINGTON RESOURCES INC COMMON 122014103 628,187.50 19,000 SOLE 3 19,000
BURLINGTON RESOURCES INC COMMON 122014103 8,100,312.50 245,000 SOLE 11 245,000
BURLINGTON RESOURCES INC COMMON 122014103 4,628,750.00 140,000 SOLE 15 140,000
BURLINGTON RESOURCES INC COMMON 122014103 29,756.25 900 SOLE 19 900
BURLINGTON RESOURCES INC COMMON 122014103 545,531.25 16,500 SOLE 29 16,500
BURLINGTON RESOURCES INC COMMON 122014103 462,875.00 14,000 SOLE 35 14,000
BURLINGTON RESOURCES INC COMMON 122014103 6,612.50 200 SOLE 38 200
BURLINGTON RESOURCES INC COMMON 122014103 6,612.50 200 SOLE 51 200
BUSINESS OBJECTS COMMON 12328X107 293,975.00 2,200 SOLE 36 2,200
BUSINESS OBJECTS COMMON 12328X107 334,062.50 2,500 SOLE 50 2,500
CBL AND ASSOC. PROP. COMMON 124830100 48,469.00 2,350 SOLE 1 2,350
C-COR.NET CORPORATION COMMON 125010108 306,500.00 4,000 SOLE 36 4,000
C-COR.NET CORPORATION COMMON 125010108 459,750.00 6,000 SOLE 50 6,000
C.R. BARD, INC. COMMON 067383109 339,200.00 6,400 SOLE 6 6,400
C.R. BARD, INC. COMMON 067383109 2,824,900.00 53,300 SOLE 13 53,300
C.R. BARD, INC. COMMON 067383109 10,600.00 200 SOLE 38 200
C.R. BARD, INC. COMMON 067383109 10,600.00 200 SOLE 51 200
CABLE & WIRELESS HKT LTD COMMON 126828102 23,300.00 800 SOLE 19 800
CABLETRON SYSTEMS COMMON 126920107 18,200.00 700 SOLE 38 700
CABLETRON SYSTEMS COMMON 126920107 15,600.00 600 SOLE 51 600
CABOT CORP COMMON 127055101 22,412.50 1,100 SOLE 19 1,100
CADENCE DESIGN SYS INC COMMON 127387108 1,340,160.00 55,840 SOLE 6 55,840
CADENCE DESIGN SYS INC COMMON 127387108 11,380,800.00 474,200 SOLE 13 474,200
CADENCE DESIGN SYS INC COMMON 127387108 60,000.00 2,500 SOLE 19 2,500
CALLAWAY GOLF COMPANY COMMON 131193104 10,612.50 600 SOLE 19 600
CALLON PETROLEUM CO. COMMON 13123X102 1,407,187.50 95,000 SOLE 1 95,000
CALLON PETROLEUM CO. COMMON 13123X102 3,925,312.50 265,000 SOLE 15 265,000
CALLON PETROLEUM CO. COMMON 13123X102 770,250.00 52,000 SOLE 29 52,000
CALLON PETROLEUM CO. COMMON 13123X102 622,125.00 42,000 SOLE 35 42,000
CAMDEN PROPERTY TRUST COMMON 133131102 124,875.00 4,500 SOLE 1 4,500
CAMPBELL SOUP COMPANY COMMON 134429109 54,162.50 1,400 SOLE 19 1,400
CAMPBELL SOUP COMPANY COMMON 134429109 1,276,687.50 33,000 SOLE 20 33,000
CANADIAN NAT RAILWAY CO COMMON 136375102 294,700.00 11,200 SOLE 18 11,200
CAPITAL ONE FINANCIAL COR COMMON 14040H105 28,912.50 600 SOLE 19 600
CAPITAL ONE FINANCIAL COR COMMON 14040H105 9,637.50 200 SOLE 38 200
CAPITAL ONE FINANCIAL COR COMMON 14040H105 9,637.50 200 SOLE 51 200
CARDINAL HEALTH, INC. COMMON 14149Y108 1,244,750.00 26,000 SOLE 1 26,000
CARDINAL HEALTH, INC. COMMON 14149Y108 9,575,000.00 200,000 SOLE 2 200,000
CARDINAL HEALTH, INC. COMMON 14149Y108 11,968,750.00 250,000 SOLE 10 250,000
CARDINAL HEALTH, INC. COMMON 14149Y108 3,542,750.00 74,000 SOLE 15 74,000
CARDINAL HEALTH, INC. COMMON 14149Y108 991,012.50 20,700 SOLE 16 20,700
CARDINAL HEALTH, INC. COMMON 14149Y108 126,868.75 2,650 SOLE 32 2,650
CARDINAL HEALTH, INC. COMMON 14149Y108 128,065.63 2,675 SOLE 34 2,675
CARDINAL HEALTH, INC. COMMON 14149Y108 9,575.00 200 SOLE 38 200
CARDINAL HEALTH, INC. COMMON 14149Y108 9,575.00 200 SOLE 51 200
CARDINAL HEALTH, INC. COMMON 14149Y108 957,500.00 20,000 SOLE 53 20,000
CARDINAL HEALTH, INC. COMMON 14149Y108 1,196,875.00 25,000 SOLE 70 25,000
CARDINAL HEALTH, INC. COMMON 14149Y108 59,843.75 1,250 SOLE 520 1,250
CARDINAL HEALTH, INC. COMMON 14149Y108 179,531.25 3,750 SOLE 530 3,750
CARDINAL HEALTH, INC. COMMON 14149Y108 23,937.50 500 SOLE 540 500
CARNIVAL CORP COMMON 143658102 10,996,875.00 230,000 SOLE 2 230,000
CARNIVAL CORP COMMON 143658102 13,387,500.00 280,000 SOLE 10 280,000
CARNIVAL CORP COMMON 143658102 81,281.25 1,700 SOLE 19 1,700
CARNIVAL CORP COMMON 143658102 43,031.25 900 SOLE 32 900
CARNIVAL CORP COMMON 143658102 57,375.00 1,200 SOLE 38 1,200
CARNIVAL CORP COMMON 143658102 47,812.50 1,000 SOLE 51 1,000
CARNIVAL CORP COMMON 143658102 105,187.50 2,200 SOLE 520 2,200
CARNIVAL CORP COMMON 143658102 109,968.75 2,300 SOLE 530 2,300
CARNIVAL CORP COMMON 143658102 19,125.00 400 SOLE 540 400
CARNIVAL CORP COMMON 143658102 81,281.25 1,700 SOLE 560 1,700
CARNIVAL CORP COMMON 143658102 19,125.00 400 SOLE 570 400
CAROLINA POWER & LIGHT COMMON 144141108 9,131.25 300 SOLE 38 300
CAROLINA POWER & LIGHT COMMON 144141108 9,131.25 300 SOLE 51 300
CARPENTER TECHNOLOGY COMMON 144285103 16,462.50 600 SOLE 19 600
CARRAMERICA REALTY CORP. COMMON 144418100 144,281.00 6,750 SOLE 1 6,750
CARTER-WALLACE, INC. COMMON 146285101 17,937.50 1,000 SOLE 19 1,000
CATALYTICA, INC. COMMON 148885106 976,500.00 72,000 SOLE 1 72,000
CATALYTICA, INC. COMMON 148885106 3,092,250.00 228,000 SOLE 15 228,000
CATERPILLAR, INC. COMMON 149123101 3,294,375.00 70,000 SOLE 2 70,000
CATERPILLAR, INC. COMMON 149123101 447,093.75 9,500 SOLE 3 9,500
CATERPILLAR, INC. COMMON 149123101 3,294,375.00 70,000 SOLE 10 70,000
CATERPILLAR, INC. COMMON 149123101 5,882,812.50 125,000 SOLE 11 125,000
CATERPILLAR, INC. COMMON 149123101 47,062.50 1,000 SOLE 19 1,000
CATERPILLAR, INC. COMMON 149123101 47,062.50 1,000 SOLE 38 1,000
CATERPILLAR, INC. COMMON 149123101 42,356.25 900 SOLE 51 900
CBRL GROUP, INC. COMMON 12489V106 1,795,078.13 185,000 SOLE 11 185,000
CBRL GROUP, INC. COMMON 12489V106 6,792.19 700 SOLE 19 700
CBS CORPORATION COMMON 12490K107 159,843.75 2,500 SOLE 19 2,500
CBS CORPORATION COMMON 12490K107 137,977.13 2,158 SOLE 38 2,158
CBS CORPORATION COMMON 12490K107 112,082.44 1,753 SOLE 51 1,753
CCB FINANCIAL CORP. COMMON 124875105 21,781.25 500 SOLE 19 500
CENDANT CORPORATION COMMON 151313103 58,198.44 2,191 SOLE 19 2,191
CENDANT CORPORATION COMMON 151313103 34,531.25 1,300 SOLE 38 1,300
CENDANT CORPORATION COMMON 151313103 31,875.00 1,200 SOLE 51 1,200
CENTERPOINT PROPERTIES COMMON 151895109 31,390.63 875 SOLE 28 875
CENTERPOINT PROPERTIES COMMON 151895109 20,628.13 575 SOLE 33 575
CENTERPOINT PROPERTY TRUST COMMON 151895109 69,113.00 1,900 SOLE 1 1,900
CENTEX CORPORATION COMMON 152312104 2,468.75 100 SOLE 38 100
CENTEX CORPORATION COMMON 152312104 2,468.75 100 SOLE 51 100
CENTRAL & SOUTH WEST CORP COMMON 152357109 600,000.00 30,000 SOLE 3 30,000
CENTRAL & SOUTH WEST CORP COMMON 152357109 8,000.00 400 SOLE 38 400
CENTRAL & SOUTH WEST CORP COMMON 152357109 6,000.00 300 SOLE 51 300
CENTRAL NEWSPAPERS CL A COMMON 154647101 259,875.00 6,600 SOLE 18 6,600
CENTURYTEL, INC. COMMON 156700106 12,317,500.00 260,000 SOLE 2 260,000
CENTURYTEL, INC. COMMON 156700106 7,106,250.00 150,000 SOLE 10 150,000
CENTURYTEL, INC. COMMON 156700106 87,643.75 1,850 SOLE 32 1,850
CENTURYTEL, INC. COMMON 156700106 14,212.50 300 SOLE 38 300
CENTURYTEL, INC. COMMON 156700106 9,475.00 200 SOLE 51 200
CENTURYTEL, INC. COMMON 156700106 175,287.50 3,700 SOLE 520 3,700
CENTURYTEL, INC. COMMON 156700106 189,500.00 4,000 SOLE 530 4,000
CENTURYTEL, INC. COMMON 156700106 28,425.00 600 SOLE 540 600
CENTURYTEL, INC. COMMON 156700106 127,912.50 2,700 SOLE 560 2,700
CENTURYTEL, INC. COMMON 156700106 28,425.00 600 SOLE 570 600
CERIDIAN CORP COMMON 15677T106 25,875.00 1,200 SOLE 19 1,200
CERIDIAN CORP COMMON 15677T106 6,468.75 300 SOLE 38 300
CERIDIAN CORP COMMON 15677T106 6,468.75 300 SOLE 51 300
CERNER CORPORATION COMMON 156782104 1,575,000.00 80,000 SOLE 1 80,000
CERNER CORPORATION COMMON 156782104 5,020,312.50 255,000 SOLE 15 255,000
CERNER CORPORATION COMMON 156782104 551,250.00 28,000 SOLE 29 28,000
CERNER CORPORATION COMMON 156782104 492,187.50 25,000 SOLE 35 25,000
CHAMPION INTERNATIONAL COMMON 158525105 6,193.75 100 SOLE 38 100
CHAMPION INTERNATIONAL COMMON 158525105 6,193.75 100 SOLE 51 100
CHARLES SCHWAB CORP. COMMON 808513105 147,743.75 3,850 SOLE 19 3,850
CHARLES SCHWAB CORP. COMMON 808513105 61,400.00 1,600 SOLE 38 1,600
CHARLES SCHWAB CORP. COMMON 808513105 53,725.00 1,400 SOLE 51 1,400
CHARTER ONE FINANCIAL COMMON 160903100 32,512.50 1,700 SOLE 19 1,700
CHASE MANHATTAN CORP COMMON 16161A108 14,760,625.00 190,000 SOLE 2 190,000
CHASE MANHATTAN CORP COMMON 16161A108 15,537,500.00 200,000 SOLE 10 200,000
CHASE MANHATTAN CORP COMMON 16161A108 1,833,425.00 23,600 SOLE 16 23,600
CHASE MANHATTAN CORP COMMON 16161A108 188,314.50 2,424 SOLE 19 2,424
CHASE MANHATTAN CORP COMMON 16161A108 646,049.25 8,316 SOLE 20 8,316
CHASE MANHATTAN CORP COMMON 16161A108 147,606.25 1,900 SOLE 32 1,900
CHASE MANHATTAN CORP COMMON 16161A108 233,062.50 3,000 SOLE 34 3,000
CHASE MANHATTAN CORP COMMON 16161A108 124,300.00 1,600 SOLE 38 1,600
CHASE MANHATTAN CORP COMMON 16161A108 108,762.50 1,400 SOLE 51 1,400
CHASE MANHATTAN CORP COMMON 16161A108 186,450.00 2,400 SOLE 520 2,400
CHASE MANHATTAN CORP COMMON 16161A108 217,525.00 2,800 SOLE 530 2,800
CHASE MANHATTAN CORP COMMON 16161A108 31,075.00 400 SOLE 540 400
CHASE MANHATTAN CORP COMMON 16161A108 186,450.00 2,400 SOLE 560 2,400
CHASE MANHATTAN CORP COMMON 16161A108 38,843.75 500 SOLE 570 500
CHATEAU COMMUNITIES COMMON 161726104 72,626.00 2,800 SOLE 1 2,800
CHEESECAKE FACTORY, THE COMMON 163072101 2,796,500.00 79,900 SOLE 1 79,900
CHEESECAKE FACTORY, THE COMMON 163072101 3,727,500.00 106,500 SOLE 15 106,500
CHELSEA GCA REALTY COMMON 163262108 44,625.00 1,500 SOLE 1 1,500
CHEVRON CORP COMMON 166751107 9,528,750.00 110,000 SOLE 2 110,000
CHEVRON CORP COMMON 166751107 996,187.50 11,500 SOLE 3 11,500
CHEVRON CORP COMMON 166751107 10,395,000.00 120,000 SOLE 10 120,000
CHEVRON CORP COMMON 166751107 12,993,750.00 150,000 SOLE 11 150,000
CHEVRON CORP COMMON 166751107 181,912.50 2,100 SOLE 19 2,100
CHEVRON CORP COMMON 166751107 2,780,662.50 32,100 SOLE 20 32,100
CHEVRON CORP COMMON 166751107 77,962.50 900 SOLE 32 900
CHEVRON CORP COMMON 166751107 112,612.50 1,300 SOLE 38 1,300
CHEVRON CORP COMMON 166751107 95,287.50 1,100 SOLE 51 1,100
CHEVRON CORP COMMON 166751107 147,262.50 1,700 SOLE 520 1,700
CHEVRON CORP COMMON 166751107 147,262.50 1,700 SOLE 530 1,700
CHEVRON CORP COMMON 166751107 17,325.00 200 SOLE 540 200
CHEVRON CORP COMMON 166751107 103,950.00 1,200 SOLE 560 1,200
CHEVRON CORP COMMON 166751107 25,987.50 300 SOLE 570 300
CHICO'S FAS INC. COMMON 168615102 112,875.00 3,000 SOLE 36 3,000
CHICO'S FAS INC. COMMON 168615102 161,787.50 4,300 SOLE 50 4,300
CHIEFTAIN INTL INC COMMON 16867C101 776,250.00 45,000 SOLE 29 45,000
CHIEFTAIN INTL INC COMMON 16867C101 672,750.00 39,000 SOLE 35 39,000
CHIRON CORPORATION COMMON 170040109 84,750.00 2,000 SOLE 19 2,000
CHRIS-CRAFT INDS, INC. COMMON 170520100 28,850.00 400 SOLE 19 400
CHROMAVISION MEDICAL SYS COMMON 17111P104 442,250.00 29,000 SOLE 1 29,000
CHROMAVISION MEDICAL SYS COMMON 17111P104 1,265,750.00 83,000 SOLE 15 83,000
CHUBB CORPORATION COMMON 171232101 563,125.00 10,000 SOLE 3 10,000
CHUBB CORPORATION COMMON 171232101 7,602,187.50 135,000 SOLE 11 135,000
CHUBB CORPORATION COMMON 171232101 1,351,500.00 24,000 SOLE 16 24,000
CHUBB CORPORATION COMMON 171232101 33,787.50 600 SOLE 19 600
CHUBB CORPORATION COMMON 171232101 1,396,550.00 24,800 SOLE 20 24,800
CHUBB CORPORATION COMMON 171232101 163,306.25 2,900 SOLE 34 2,900
CHUBB CORPORATION COMMON 171232101 13,909.19 247 SOLE 38 247
CHUBB CORPORATION COMMON 171232101 12,557.69 223 SOLE 51 223
CHURCH & DWIGHT CO., INC. COMMON 171340102 13,343.75 500 SOLE 19 500
CHURCH & DWIGHT CO., INC. COMMON 171340102 240,187.50 9,000 SOLE 36 9,000
CHURCH & DWIGHT CO., INC. COMMON 171340102 293,562.50 11,000 SOLE 50 11,000
CIA CERVECERIA UNIDAS-ADR COMMON 204429104 9,618.75 300 SOLE 19 300
CIA TELECOM CHILE ADR COMMON 204449300 31,481.25 1,725 SOLE 19 1,725
CIGNA CORPORATION COMMON 125509109 56,393.75 700 SOLE 19 700
CIGNA CORPORATION COMMON 125509109 24,168.75 300 SOLE 38 300
CIGNA CORPORATION COMMON 125509109 24,168.75 300 SOLE 51 300
CINAR CORP-CL B COMMON 171905300 2,793,000.00 114,000 SOLE 1 114,000
CINAR CORP-CL B COMMON 171905300 8,011,500.00 327,000 SOLE 15 327,000
CINCINNATI FIN. CORP COMMON 172062101 9,356.25 300 SOLE 38 300
CINCINNATI FIN. CORP COMMON 172062101 6,237.50 200 SOLE 51 200
CINERGY CORP COMMON 172474108 7,237.50 300 SOLE 38 300
CINERGY CORP COMMON 172474108 7,237.50 300 SOLE 51 300
CINTAS COMMON 172908105 53,125.00 1,000 SOLE 19 1,000
CIRCUIT CITY STORES COMMON 172737108 419,081.25 9,300 SOLE 6 9,300
CIRCUIT CITY STORES COMMON 172737108 3,785,250.00 84,000 SOLE 13 84,000
CIRCUIT CITY STORES COMMON 172737108 63,087.50 1,400 SOLE 19 1,400
CIRCUIT CITY STORES COMMON 172737108 18,025.00 400 SOLE 38 400
CIRCUIT CITY STORES COMMON 172737108 18,025.00 400 SOLE 51 400
CISCO SYSTEMS INC COMMON 17275R102 32,137,500.00 300,000 SOLE 2 300,000
CISCO SYSTEMS INC COMMON 17275R102 535,625.00 5,000 SOLE 6 5,000
CISCO SYSTEMS INC COMMON 17275R102 36,958,125.00 345,000 SOLE 10 345,000
CISCO SYSTEMS INC COMMON 17275R102 4,606,375.00 43,000 SOLE 13 43,000
CISCO SYSTEMS INC COMMON 17275R102 11,864,093.75 110,750 SOLE 16 110,750
CISCO SYSTEMS INC COMMON 17275R102 648,106.25 6,050 SOLE 18 6,050
CISCO SYSTEMS INC COMMON 17275R102 1,221,225.00 11,400 SOLE 19 11,400
CISCO SYSTEMS INC COMMON 17275R102 155,331.25 1,450 SOLE 32 1,450
CISCO SYSTEMS INC COMMON 17275R102 1,408,693.75 13,150 SOLE 34 13,150
CISCO SYSTEMS INC COMMON 17275R102 696,312.50 6,500 SOLE 38 6,500
CISCO SYSTEMS INC COMMON 17275R102 610,612.50 5,700 SOLE 51 5,700
CISCO SYSTEMS INC COMMON 17275R102 1,189,087.50 11,100 SOLE 53 11,100
CISCO SYSTEMS INC COMMON 17275R102 1,853,262.50 17,300 SOLE 70 17,300
CISCO SYSTEMS INC COMMON 17275R102 396,362.50 3,700 SOLE 520 3,700
CISCO SYSTEMS INC COMMON 17275R102 642,750.00 6,000 SOLE 530 6,000
CISCO SYSTEMS INC COMMON 17275R102 85,700.00 800 SOLE 540 800
CISCO SYSTEMS INC COMMON 17275R102 514,200.00 4,800 SOLE 560 4,800
CISCO SYSTEMS INC COMMON 17275R102 96,412.50 900 SOLE 570 900
CITIGROUP, INC. COMMON 172967101 13,057,187.50 235,000 SOLE 2 235,000
CITIGROUP, INC. COMMON 172967101 516,731.25 9,300 SOLE 6 9,300
CITIGROUP, INC. COMMON 172967101 14,446,250.00 260,000 SOLE 10 260,000
CITIGROUP, INC. COMMON 172967101 4,417,218.75 79,500 SOLE 13 79,500
CITIGROUP, INC. COMMON 172967101 519,509.38 9,350 SOLE 18 9,350
CITIGROUP, INC. COMMON 172967101 642,858.13 11,570 SOLE 19 11,570
CITIGROUP, INC. COMMON 172967101 2,980,928.13 53,650 SOLE 20 53,650
CITIGROUP, INC. COMMON 172967101 388,937.50 7,000 SOLE 38 7,000
CITIGROUP, INC. COMMON 172967101 344,487.50 6,200 SOLE 51 6,200
CITIGROUP, INC. COMMON 172967101 900,112.50 16,200 SOLE 53 16,200
CITIGROUP, INC. COMMON 172967101 1,089,025.00 19,600 SOLE 70 19,600
CITIGROUP, INC. COMMON 172967101 283,368.75 5,100 SOLE 520 5,100
CITIGROUP, INC. COMMON 172967101 305,593.75 5,500 SOLE 530 5,500
CITIGROUP, INC. COMMON 172967101 44,450.00 800 SOLE 540 800
CITIGROUP, INC. COMMON 172967101 211,137.50 3,800 SOLE 560 3,800
CITIGROUP, INC. COMMON 172967101 44,450.00 800 SOLE 570 800
CITRIX SYSTEMS, INC. COMMON 177376100 24,600.00 200 SOLE 38 200
CITRIX SYSTEMS, INC. COMMON 177376100 24,600.00 200 SOLE 51 200
CITY NATIONAL CORP COMMON 178566105 16,468.75 500 SOLE 19 500
CK WITCO CORPORATION COMMON 12562C108 33,437.50 2,500 SOLE 19 2,500
CK WITCO CORPORATION COMMON 12562C108 554,072.75 41,426 SOLE 20 41,426
CLARIFY, INC. COMMON 180492100 315,000.00 2,500 SOLE 36 2,500
CLARIFY, INC. COMMON 180492100 88,200.00 700 SOLE 38 700
CLARIFY, INC. COMMON 180492100 491,400.00 3,900 SOLE 50 3,900
CLARIFY, INC. COMMON 180492100 88,200.00 700 SOLE 51 700
CLAYTON HOMES COMMON 184190106 15,618.75 1,700 SOLE 19 1,700
CLEAR CHANNEL COMM COMMON 184502102 116,025.00 1,300 SOLE 19 1,300
CLEAR CHANNEL COMM COMMON 184502102 162,881.25 1,825 SOLE 32 1,825
CLEAR CHANNEL COMM COMMON 184502102 80,325.00 900 SOLE 38 900
CLEAR CHANNEL COMM COMMON 184502102 71,400.00 800 SOLE 51 800
CLEAR CHANNEL COMM COMMON 184502102 1,142,400.00 12,800 SOLE 53 12,800
CLEAR CHANNEL COMM COMMON 184502102 1,463,700.00 16,400 SOLE 70 16,400
CLOROX CO. COMMON 189054109 35,262.50 700 SOLE 19 700
CLOROX CO. COMMON 189054109 141,050.00 2,800 SOLE 34 2,800
CLOROX CO. COMMON 189054109 25,187.50 500 SOLE 38 500
CLOROX CO. COMMON 189054109 20,150.00 400 SOLE 51 400
CLOSURE MEDICAL CORPORATI COMMON 189093107 2,163,000.00 168,000 SOLE 1 168,000
CLOSURE MEDICAL CORPORATI COMMON 189093107 2,961,250.00 230,000 SOLE 15 230,000
CMS ENERGY CORPORATION COMMON 125896100 6,237.50 200 SOLE 38 200
CMS ENERGY CORPORATION COMMON 125896100 6,237.50 200 SOLE 51 200
CNF TRANSPORTATION INC COMMON 12612W104 20,700.00 600 SOLE 19 600
COASTAL CORP COMMON 190441105 12,048,750.00 340,000 SOLE 2 340,000
COASTAL CORP COMMON 190441105 12,048,750.00 340,000 SOLE 10 340,000
COASTAL CORP COMMON 190441105 35,437.50 1,000 SOLE 38 1,000
COASTAL CORP COMMON 190441105 31,893.75 900 SOLE 51 900
COASTAL CORP COMMON 190441105 191,362.50 5,400 SOLE 520 5,400
COASTAL CORP COMMON 190441105 180,731.25 5,100 SOLE 530 5,100
COASTAL CORP COMMON 190441105 28,350.00 800 SOLE 540 800
COASTAL CORP COMMON 190441105 127,575.00 3,600 SOLE 560 3,600
COASTAL CORP COMMON 190441105 28,350.00 800 SOLE 570 800
COCA COLA COMPANY COMMON 191216100 2,330,000.00 40,000 SOLE 2 40,000
COCA COLA COMPANY COMMON 191216100 2,330,000.00 40,000 SOLE 10 40,000
COCA COLA COMPANY COMMON 191216100 2,766,875.00 47,500 SOLE 16 47,500
COCA COLA COMPANY COMMON 191216100 524,250.00 9,000 SOLE 19 9,000
COCA COLA COMPANY COMMON 191216100 52,425.00 900 SOLE 32 900
COCA COLA COMPANY COMMON 191216100 308,725.00 5,300 SOLE 34 5,300
COCA COLA COMPANY COMMON 191216100 256,300.00 4,400 SOLE 38 4,400
COCA COLA COMPANY COMMON 191216100 227,175.00 3,900 SOLE 51 3,900
COCA COLA COMPANY COMMON 191216100 157,275.00 2,700 SOLE 530 2,700
COCA COLA COMPANY COMMON 191216100 116,500.00 2,000 SOLE 560 2,000
COCA COLA COMPANY COMMON 191216100 23,300.00 400 SOLE 570 400
COCA-COLA ENTERPRIS, INC. COMMON 191219104 28,175.00 1,400 SOLE 19 1,400
COCA-COLA ENTERPRIS, INC. COMMON 191219104 18,112.50 900 SOLE 38 900
COCA-COLA ENTERPRIS, INC. COMMON 191219104 16,100.00 800 SOLE 51 800
COLGATE-PALMOLIVE COMPANY COMMON 194162103 13,000,000.00 200,000 SOLE 2 200,000
COLGATE-PALMOLIVE COMPANY COMMON 194162103 16,900,000.00 260,000 SOLE 10 260,000
COLGATE-PALMOLIVE COMPANY COMMON 194162103 2,210,000.00 34,000 SOLE 16 34,000
COLGATE-PALMOLIVE COMPANY COMMON 194162103 117,000.00 1,800 SOLE 19 1,800
COLGATE-PALMOLIVE COMPANY COMMON 194162103 152,750.00 2,350 SOLE 32 2,350
COLGATE-PALMOLIVE COMPANY COMMON 194162103 104,000.00 1,600 SOLE 34 1,600
COLGATE-PALMOLIVE COMPANY COMMON 194162103 71,500.00 1,100 SOLE 38 1,100
COLGATE-PALMOLIVE COMPANY COMMON 194162103 65,000.00 1,000 SOLE 51 1,000
COLGATE-PALMOLIVE COMPANY COMMON 194162103 1,196,000.00 18,400 SOLE 53 18,400
COLGATE-PALMOLIVE COMPANY COMMON 194162103 1,670,500.00 25,700 SOLE 70 25,700
COLGATE-PALMOLIVE COMPANY COMMON 194162103 273,000.00 4,200 SOLE 520 4,200
COLGATE-PALMOLIVE COMPANY COMMON 194162103 195,000.00 3,000 SOLE 530 3,000
COLGATE-PALMOLIVE COMPANY COMMON 194162103 26,000.00 400 SOLE 540 400
COLGATE-PALMOLIVE COMPANY COMMON 194162103 130,000.00 2,000 SOLE 560 2,000
COLGATE-PALMOLIVE COMPANY COMMON 194162103 32,500.00 500 SOLE 570 500
COLONIAL PROPERTIES TRUST COMMON 195872106 61,448.00 2,650 SOLE 1 2,650
COLUMBIA ENERGY GROUP COMMON 197648108 6,325.00 100 SOLE 38 100
COLUMBIA/HCA HEALTHCARE COMMON 197677107 1,465,625.00 50,000 SOLE 11 50,000
COLUMBIA/HCA HEALTHCARE COMMON 197677107 87,937.50 3,000 SOLE 19 3,000
COLUMBIA/HCA HEALTHCARE COMMON 197677107 29,312.50 1,000 SOLE 38 1,000
COLUMBIA/HCA HEALTHCARE COMMON 197677107 26,381.25 900 SOLE 51 900
COMCAST CORP CL A SPECIAL COMMON 200300200 2,083,175.00 41,200 SOLE 16 41,200
COMCAST CORP CL A SPECIAL COMMON 200300200 131,462.50 2,600 SOLE 19 2,600
COMCAST CORP CL A SPECIAL COMMON 200300200 252,812.50 5,000 SOLE 34 5,000
COMCAST CORP CL A SPECIAL COMMON 200300200 70,787.50 1,400 SOLE 38 1,400
COMCAST CORP CL A SPECIAL COMMON 200300200 65,731.25 1,300 SOLE 51 1,300
COMDISCO, INC. COMMON 200336105 3,352,500.00 90,000 SOLE 1 90,000
COMDISCO, INC. COMMON 200336105 8,418,500.00 226,000 SOLE 15 226,000
COMDISCO, INC. COMMON 200336105 55,875.00 1,500 SOLE 19 1,500
COMDISCO, INC. COMMON 200336105 1,229,250.00 33,000 SOLE 29 33,000
COMDISCO, INC. COMMON 200336105 894,000.00 24,000 SOLE 35 24,000
COMERICA, INC. COMMON 200340107 35,015.63 750 SOLE 19 750
COMERICA, INC. COMMON 200340107 9,337.50 200 SOLE 38 200
COMERICA, INC. COMMON 200340107 9,337.50 200 SOLE 51 200
COMMSCOPE COMMON 203372107 181,406.25 4,500 SOLE 36 4,500
COMMSCOPE COMMON 203372107 282,187.50 7,000 SOLE 50 7,000
COMP USA INC. COMMON 204932107 4,612.50 900 SOLE 19 900
COMPAQ COMPUTER CORP. COMMON 204493100 1,217,812.50 45,000 SOLE 3 45,000
COMPAQ COMPUTER CORP. COMMON 204493100 17,049,375.00 630,000 SOLE 11 630,000
COMPAQ COMPUTER CORP. COMMON 204493100 1,493,850.00 55,200 SOLE 16 55,200
COMPAQ COMPUTER CORP. COMMON 204493100 147,653.00 5,456 SOLE 19 5,456
COMPAQ COMPUTER CORP. COMMON 204493100 898,475.00 33,200 SOLE 20 33,200
COMPAQ COMPUTER CORP. COMMON 204493100 143,431.25 5,300 SOLE 34 5,300
COMPAQ COMPUTER CORP. COMMON 204493100 81,187.50 3,000 SOLE 38 3,000
COMPAQ COMPUTER CORP. COMMON 204493100 70,362.50 2,600 SOLE 51 2,600
COMPASS BANCSHARES COMMON 20449H109 26,775.00 1,200 SOLE 19 1,200
COMPUTER ASSOCIATES INT COMMON 204912109 2,063,156.25 29,500 SOLE 16 29,500
COMPUTER ASSOCIATES INT COMMON 204912109 118,893.75 1,700 SOLE 19 1,700
COMPUTER ASSOCIATES INT COMMON 204912109 69,937.50 1,000 SOLE 38 1,000
COMPUTER ASSOCIATES INT COMMON 204912109 62,943.75 900 SOLE 51 900
COMPUTER SCIENCES CORP COMMON 205363104 2,554,875.00 27,000 SOLE 1 27,000
COMPUTER SCIENCES CORP COMMON 205363104 15,140,000.00 160,000 SOLE 2 160,000
COMPUTER SCIENCES CORP COMMON 205363104 17,505,625.00 185,000 SOLE 10 185,000
COMPUTER SCIENCES CORP COMMON 205363104 8,327,000.00 88,000 SOLE 15 88,000
COMPUTER SCIENCES CORP COMMON 205363104 113,550.00 1,200 SOLE 19 1,200
COMPUTER SCIENCES CORP COMMON 205363104 1,040,875.00 11,000 SOLE 29 11,000
COMPUTER SCIENCES CORP COMMON 205363104 832,700.00 8,800 SOLE 35 8,800
COMPUTER SCIENCES CORP COMMON 205363104 28,387.50 300 SOLE 38 300
COMPUTER SCIENCES CORP COMMON 205363104 28,387.50 300 SOLE 51 300
COMPUTER SCIENCES CORP COMMON 205363104 227,100.00 2,400 SOLE 520 2,400
COMPUTER SCIENCES CORP COMMON 205363104 359,575.00 3,800 SOLE 530 3,800
COMPUTER SCIENCES CORP COMMON 205363104 37,850.00 400 SOLE 540 400
COMPUTER SCIENCES CORP COMMON 205363104 208,175.00 2,200 SOLE 560 2,200
COMPUTER SCIENCES CORP COMMON 205363104 37,850.00 400 SOLE 570 400
COMPUWARE CORPORATION COMMON 205638109 40,975.00 1,100 SOLE 19 1,100
COMPUWARE CORPORATION COMMON 205638109 257,025.00 6,900 SOLE 34 6,900
COMPUWARE CORPORATION COMMON 205638109 22,350.00 600 SOLE 38 600
COMPUWARE CORPORATION COMMON 205638109 18,625.00 500 SOLE 51 500
COMVERSE TECHNOLOGY, INC. COMMON 205862402 7,527,000.00 52,000 SOLE 1 52,000
COMVERSE TECHNOLOGY, INC. COMMON 205862402 20,265,000.00 140,000 SOLE 15 140,000
COMVERSE TECHNOLOGY, INC. COMMON 205862402 3,256,875.00 22,500 SOLE 16 22,500
COMVERSE TECHNOLOGY, INC. COMMON 205862402 325,687.50 2,250 SOLE 34 2,250
COMVERSE TECHNOLOGY, INC. COMMON 205862402 28,950.00 200 SOLE 38 200
COMVERSE TECHNOLOGY, INC. COMMON 205862402 14,475.00 100 SOLE 51 100
CONAGRA INC. COMMON 205887102 767,125.00 34,000 SOLE 3 34,000
CONAGRA INC. COMMON 205887102 10,153,125.00 450,000 SOLE 11 450,000
CONAGRA INC. COMMON 205887102 36,100.00 1,600 SOLE 19 1,600
CONAGRA INC. COMMON 205887102 9,025.00 400 SOLE 38 400
CONAGRA INC. COMMON 205887102 6,768.75 300 SOLE 51 300
CONCORD EFS, INC. COMMON 206197105 43,775.00 1,700 SOLE 19 1,700
CONOCO, INC. (CL. B) COMMON 208251405 244,421.75 9,826 SOLE 3 9,826
CONOCO, INC. (CL. B) COMMON 208251405 3,055,645.00 122,840 SOLE 11 122,840
CONOCO, INC. (CL. B) COMMON 208251405 18,258.25 734 SOLE 19 734
CONOCO, INC. (CL. B) COMMON 208251405 29,825.13 1,199 SOLE 38 1,199
CONOCO, INC. (CL. B) COMMON 208251405 26,666.00 1,072 SOLE 51 1,072
CONOCO, INC.- CL A COMMON 208251306 4,950,000.00 200,000 SOLE 2 200,000
CONOCO, INC.- CL A COMMON 208251306 5,940,000.00 240,000 SOLE 10 240,000
CONOCO, INC.- CL A COMMON 208251306 86,625.00 3,500 SOLE 520 3,500
CONOCO, INC.- CL A COMMON 208251306 91,575.00 3,700 SOLE 530 3,700
CONOCO, INC.- CL A COMMON 208251306 14,850.00 600 SOLE 540 600
CONOCO, INC.- CL A COMMON 208251306 74,250.00 3,000 SOLE 560 3,000
CONOCO, INC.- CL A COMMON 208251306 17,325.00 700 SOLE 570 700
CONSECO INC. COMMON 208464107 446,875.00 25,000 SOLE 3 25,000
CONSECO INC. COMMON 208464107 6,256,250.00 350,000 SOLE 11 350,000
CONSECO INC. COMMON 208464107 18,750.88 1,049 SOLE 19 1,049
CONSOLIDATED EDISON, INC. COMMON 209115104 34,500.00 1,000 SOLE 19 1,000
CONSOLIDATED EDISON, INC. COMMON 209115104 27,600.00 800 SOLE 38 800
CONSOLIDATED EDISON, INC. COMMON 209115104 24,150.00 700 SOLE 51 700
CONSOLIDATED NATURAL GAS COMMON 209615103 6,493.75 100 SOLE 38 100
CONSOLIDATED NATURAL GAS COMMON 209615103 6,493.75 100 SOLE 51 100
CONSOLIDATED PAPERS, INC. COMMON 209759109 38,175.00 1,200 SOLE 19 1,200
CONSOLIDATED PAPERS, INC. COMMON 209759109 1,323,400.00 41,600 SOLE 20 41,600
CONSOLIDATED STORES CORP COMMON 210149100 1,381,250.00 85,000 SOLE 1 85,000
CONSOLIDATED STORES CORP COMMON 210149100 3,900,000.00 240,000 SOLE 15 240,000
CONSOLIDATED STORES CORP COMMON 210149100 406,250.00 25,000 SOLE 29 25,000
CONSOLIDATED STORES CORP COMMON 210149100 325,000.00 20,000 SOLE 35 20,000
CONSOLIDATED STORES CORP COMMON 210149100 3,250.00 200 SOLE 38 200
CONSOLIDATED STORES CORP COMMON 210149100 3,250.00 200 SOLE 51 200
CONSTELLATION ENERGY GROU COMMON 210371100 29,000.00 1,000 SOLE 19 1,000
CONVERGYS CORP COMMON 212485106 36,900.00 1,200 SOLE 19 1,200
COOPER INDS INC COMMON 216669101 1,548,756.25 38,300 SOLE 16 38,300
COOPER INDS INC COMMON 216669101 1,067,064.75 26,388 SOLE 20 26,388
COOPER INDS INC COMMON 216669101 177,925.00 4,400 SOLE 34 4,400
COOPER INDS INC COMMON 216669101 8,087.50 200 SOLE 38 200
COOPER INDS INC COMMON 216669101 8,087.50 200 SOLE 51 200
CORNERSTONE PROPERTIES COMMON 21922H103 187,931.00 12,850 SOLE 1 12,850
CORNERSTONE REALTY INCOME COMMON 21922V102 43,388.00 4,450 SOLE 1 4,450
CORNING, INC. COMMON 219350105 283,662.50 2,200 SOLE 18 2,200
CORNING, INC. COMMON 219350105 103,150.00 800 SOLE 19 800
CORPORATE EXECUTIVE BOARD COMMON 21988R102 139,687.50 2,500 SOLE 36 2,500
CORPORATE EXECUTIVE BOARD COMMON 21988R102 223,500.00 4,000 SOLE 50 4,000
COST PLUS, INC. COMMON 221485105 160,312.50 4,500 SOLE 36 4,500
COST PLUS, INC. COMMON 221485105 203,062.50 5,700 SOLE 50 5,700
COSTCO WHOLESALE CORP. COMMON 22160K105 63,875.00 700 SOLE 19 700
COSTCO WHOLESALE CORP. COMMON 22160K105 54,750.00 600 SOLE 38 600
COSTCO WHOLESALE CORP. COMMON 22160K105 45,625.00 500 SOLE 51 500
COSTCO WHOLESALE CORP. COMMON 22160K105 100,375.00 1,100 SOLE 500 1,100
COUNTRYWIDE CREDIT COMMON 222372104 2,525.00 100 SOLE 38 100
COUNTRYWIDE CREDIT COMMON 222372104 2,525.00 100 SOLE 51 100
COUSINS PROPERTIES COMMON 222795106 108,602.00 3,200 SOLE 1 3,200
COX COMMUNICATIONS INC COMMON 224044107 30,900.00 600 SOLE 19 600
CREDENCE SYSTEMS COMMON 225302108 216,250.00 2,500 SOLE 36 2,500
CREDENCE SYSTEMS COMMON 225302108 328,700.00 3,800 SOLE 50 3,800
CRESCENT REAL ESTATE COMMON 225756105 228,769.00 12,450 SOLE 1 12,450
CROSS (A.T.) CO. (CL.A) COMMON 227478104 1,800.00 400 SOLE 19 400
CROWN CORK & SEAL CO. INC COMMON 228255105 469,875.00 21,000 SOLE 3 21,000
CROWN CORK & SEAL CO. INC COMMON 228255105 5,481,875.00 245,000 SOLE 11 245,000
CROWN CORK & SEAL CO. INC COMMON 228255105 304,300.00 13,600 SOLE 29 13,600
CROWN CORK & SEAL CO. INC COMMON 228255105 6,712.50 300 SOLE 38 300
CROWN CORK & SEAL CO. INC COMMON 228255105 4,475.00 200 SOLE 51 200
CRYOLIFE, INC. COMMON 228903100 423,000.00 36,000 SOLE 1 36,000
CRYOLIFE, INC. COMMON 228903100 1,092,750.00 93,000 SOLE 15 93,000
CRYOLIFE, INC. COMMON 228903100 822,500.00 70,000 SOLE 29 70,000
CRYOLIFE, INC. COMMON 228903100 775,500.00 66,000 SOLE 35 66,000
CSX CORPORATION COMMON 126408103 25,100.00 800 SOLE 19 800
CSX CORPORATION COMMON 126408103 12,550.00 400 SOLE 38 400
CSX CORPORATION COMMON 126408103 12,550.00 400 SOLE 51 400
CUMULUS MEDIA, INC. COMMON 231082108 76,125.00 1,500 SOLE 36 1,500
CUMULUS MEDIA, INC. COMMON 231082108 101,500.00 2,000 SOLE 50 2,000
CVS CORPORATION COMMON 126650100 1,309,950.00 32,800 SOLE 16 32,800
CVS CORPORATION COMMON 126650100 55,912.50 1,400 SOLE 19 1,400
CVS CORPORATION COMMON 126650100 151,762.50 3,800 SOLE 34 3,800
CVS CORPORATION COMMON 126650100 19,968.75 500 SOLE 38 500
CVS CORPORATION COMMON 126650100 19,968.75 500 SOLE 51 500
CYTYC CORPORATION COMMON 232946103 396,906.25 6,500 SOLE 36 6,500
CYTYC CORPORATION COMMON 232946103 580,093.75 9,500 SOLE 50 9,500
DANA CORP COMMON 235811106 449,062.50 15,000 SOLE 3 15,000
DANA CORP COMMON 235811106 5,987,500.00 200,000 SOLE 11 200,000
DANA CORP COMMON 235811106 43,199.81 1,443 SOLE 19 1,443
DANA CORP COMMON 235811106 598,750.00 20,000 SOLE 20 20,000
DANA CORP COMMON 235811106 2,993.75 100 SOLE 38 100
DANA CORP COMMON 235811106 2,993.75 100 SOLE 51 100
DANAHER CORPORATION COMMON 235851102 28,950.00 600 SOLE 19 600
DANAHER CORPORATION COMMON 235851102 4,825.00 100 SOLE 38 100
DANAHER CORPORATION COMMON 235851102 4,825.00 100 SOLE 51 100
DARDEN RESTAURANTS, INC. COMMON 237194105 18,125.00 1,000 SOLE 19 1,000
DARDEN RESTAURANTS, INC. COMMON 237194105 12,687.50 700 SOLE 38 700
DARDEN RESTAURANTS, INC. COMMON 237194105 10,875.00 600 SOLE 51 600
DATASCOPE CORP COMMON 238113104 184,000.00 4,600 SOLE 36 4,600
DATASCOPE CORP COMMON 238113104 220,000.00 5,500 SOLE 50 5,500
DAYTON HUDSON CORPORATION COMMON 239753106 11,750,000.00 160,000 SOLE 2 160,000
DAYTON HUDSON CORPORATION COMMON 239753106 14,687,500.00 200,000 SOLE 10 200,000
DAYTON HUDSON CORPORATION COMMON 239753106 2,408,750.00 32,800 SOLE 16 32,800
DAYTON HUDSON CORPORATION COMMON 239753106 161,562.50 2,200 SOLE 18 2,200
DAYTON HUDSON CORPORATION COMMON 239753106 132,187.50 1,800 SOLE 19 1,800
DAYTON HUDSON CORPORATION COMMON 239753106 106,484.38 1,450 SOLE 32 1,450
DAYTON HUDSON CORPORATION COMMON 239753106 257,031.25 3,500 SOLE 34 3,500
DAYTON HUDSON CORPORATION COMMON 239753106 66,093.75 900 SOLE 38 900
DAYTON HUDSON CORPORATION COMMON 239753106 58,750.00 800 SOLE 51 800
DAYTON HUDSON CORPORATION COMMON 239753106 161,562.50 2,200 SOLE 520 2,200
DAYTON HUDSON CORPORATION COMMON 239753106 168,906.25 2,300 SOLE 530 2,300
DAYTON HUDSON CORPORATION COMMON 239753106 14,687.50 200 SOLE 540 200
DAYTON HUDSON CORPORATION COMMON 239753106 124,843.75 1,700 SOLE 560 1,700
DAYTON HUDSON CORPORATION COMMON 239753106 29,375.00 400 SOLE 570 400
DEAN FOODS COMPANY COMMON 242361103 15,900.00 400 SOLE 19 400
DEERE & CO COMMON 244199105 2,385,625.00 55,000 SOLE 2 55,000
DEERE & CO COMMON 244199105 1,344,625.00 31,000 SOLE 3 31,000
DEERE & CO COMMON 244199105 2,385,625.00 55,000 SOLE 10 55,000
DEERE & CO COMMON 244199105 17,870,500.00 412,000 SOLE 11 412,000
DEERE & CO COMMON 244199105 2,394,300.00 55,200 SOLE 16 55,200
DEERE & CO COMMON 244199105 47,712.50 1,100 SOLE 19 1,100
DEERE & CO COMMON 244199105 273,262.50 6,300 SOLE 34 6,300
DEERE & CO COMMON 244199105 17,350.00 400 SOLE 38 400
DEERE & CO COMMON 244199105 17,350.00 400 SOLE 51 400
DEERE & CO COMMON 244199105 173,500.00 4,000 SOLE 520 4,000
DEERE & CO COMMON 244199105 186,512.50 4,300 SOLE 530 4,300
DEERE & CO COMMON 244199105 30,362.50 700 SOLE 540 700
DEERE & CO COMMON 244199105 130,125.00 3,000 SOLE 560 3,000
DEERE & CO COMMON 244199105 30,362.50 700 SOLE 570 700
DELL COMPUTER CORP COMMON 247025109 10,200,000.00 200,000 SOLE 2 200,000
DELL COMPUTER CORP COMMON 247025109 11,475,000.00 225,000 SOLE 10 225,000
DELL COMPUTER CORP COMMON 247025109 4,437,000.00 87,000 SOLE 16 87,000
DELL COMPUTER CORP COMMON 247025109 484,500.00 9,500 SOLE 19 9,500
DELL COMPUTER CORP COMMON 247025109 142,800.00 2,800 SOLE 32 2,800
DELL COMPUTER CORP COMMON 247025109 530,400.00 10,400 SOLE 34 10,400
DELL COMPUTER CORP COMMON 247025109 265,200.00 5,200 SOLE 38 5,200
DELL COMPUTER CORP COMMON 247025109 234,600.00 4,600 SOLE 51 4,600
DELL COMPUTER CORP COMMON 247025109 1,290,300.00 25,300 SOLE 53 25,300
DELL COMPUTER CORP COMMON 247025109 1,570,800.00 30,800 SOLE 70 30,800
DELL COMPUTER CORP COMMON 247025109 193,800.00 3,800 SOLE 520 3,800
DELL COMPUTER CORP COMMON 247025109 209,100.00 4,100 SOLE 530 4,100
DELL COMPUTER CORP COMMON 247025109 30,600.00 600 SOLE 540 600
DELL COMPUTER CORP COMMON 247025109 142,800.00 2,800 SOLE 560 2,800
DELL COMPUTER CORP COMMON 247025109 30,600.00 600 SOLE 570 600
DELPHI AUTO SYSTEMS CORP COMMON 247126105 234,139.50 14,866 SOLE 18 14,866
DELPHI AUTO SYSTEMS CORP COMMON 247126105 31,909.50 2,026 SOLE 19 2,026
DELPHI AUTO SYSTEMS CORP COMMON 247126105 12,568.50 798 SOLE 38 798
DELPHI AUTO SYSTEMS CORP COMMON 247126105 10,851.75 689 SOLE 51 689
DELTA AIRLINES INC COMMON 247361108 29,887.50 600 SOLE 19 600
DELTA AIRLINES INC COMMON 247361108 29,887.50 600 SOLE 38 600
DELTA AIRLINES INC COMMON 247361108 24,906.25 500 SOLE 51 500
DELTIC TIMBER CORP COMMON 247850100 2,187.50 100 SOLE 19 100
DELUXE CORP COMMON 248019101 5,487.50 200 SOLE 38 200
DELUXE CORP COMMON 248019101 2,743.75 100 SOLE 51 100
DENTSPLY INTERNATIONAL COMMON 249030107 567,000.00 24,000 SOLE 3 24,000
DENTSPLY INTERNATIONAL COMMON 249030107 7,087,500.00 300,000 SOLE 11 300,000
DEUTSCHE TELEKOM AG- ADR COMMON 251566105 191,700.00 2,700 SOLE 19 2,700
DEVELOPERS DIVERSIFIED REALTY COMMON 251591103 79,181.00 6,150 SOLE 1 6,150
DEVON ENERGY CORP COMMON 25179M103 26,300.00 800 SOLE 19 800
DEVRY INC COMMON 251893103 931,250.00 50,000 SOLE 1 50,000
DEVRY INC COMMON 251893103 2,793,750.00 150,000 SOLE 15 150,000
DEXTER CORPORATION COMMON 252165105 15,900.00 400 SOLE 19 400
DIAGEO PLC - SPONSOR. ADR COMMON 25243Q205 82,464.00 2,577 SOLE 19 2,577
DIAL CORP COMMON 25247D101 9,725,000.00 400,000 SOLE 10 400,000
DIAL CORP COMMON 25247D101 24,312.50 1,000 SOLE 19 1,000
DIAMOND TECH PARTNERS INC COMMON 252762109 146,093.75 1,700 SOLE 36 1,700
DIAMOND TECH PARTNERS INC COMMON 252762109 180,468.75 2,100 SOLE 50 2,100
DIEBOLD INC COMMON 253651103 16,450.00 700 SOLE 19 700
DIGITAL MICROWAVE CORP COMMON 253859102 539,062.50 23,000 SOLE 36 23,000
DIGITAL MICROWAVE CORP COMMON 253859102 750,000.00 32,000 SOLE 50 32,000
DILLARDS, INC. COMMON 254067101 484,500.00 24,000 SOLE 3 24,000
DILLARDS, INC. COMMON 254067101 4,562,375.00 226,000 SOLE 11 226,000
DILLARDS, INC. COMMON 254067101 4,037.50 200 SOLE 38 200
DILLARDS, INC. COMMON 254067101 4,037.50 200 SOLE 51 200
DIME BANCORP INC COMMON 25429Q102 21,175.00 1,400 SOLE 19 1,400
DIVERSINET CORP COMMON 25536K204 286,000.00 13,000 SOLE 36 13,000
DIVERSINET CORP COMMON 25536K204 407,000.00 18,500 SOLE 50 18,500
DOCUMENTUM, INC. COMMON 256159104 167,650.00 2,800 SOLE 36 2,800
DOCUMENTUM, INC. COMMON 256159104 185,612.50 3,100 SOLE 50 3,100
DOLE FOODS INC. COMMON 256605106 13,000.00 800 SOLE 19 800
DOLLAR GENERAL CORP COMMON 256669102 17,767.75 781 SOLE 19 781
DOLLAR GENERAL CORP COMMON 256669102 9,100.00 400 SOLE 38 400
DOLLAR GENERAL CORP COMMON 256669102 9,100.00 400 SOLE 51 400
DOMINION RESOURCES, INC. COMMON 257470104 47,100.00 1,200 SOLE 19 1,200
DOMINION RESOURCES, INC. COMMON 257470104 7,850.00 200 SOLE 38 200
DOMINION RESOURCES, INC. COMMON 257470104 3,925.00 100 SOLE 51 100
DOVER COMMON 260003108 40,837.50 900 SOLE 19 900
DOVER COMMON 260003108 22,687.50 500 SOLE 38 500
DOVER COMMON 260003108 18,150.00 400 SOLE 51 400
DOW CHEMICAL COMPANY COMMON 260543103 3,340,625.00 25,000 SOLE 2 25,000
DOW CHEMICAL COMPANY COMMON 260543103 3,340,625.00 25,000 SOLE 10 25,000
DOW CHEMICAL COMPANY COMMON 260543103 106,900.00 800 SOLE 19 800
DOW CHEMICAL COMPANY COMMON 260543103 2,004,375.00 15,000 SOLE 20 15,000
DOW CHEMICAL COMPANY COMMON 260543103 40,087.50 300 SOLE 38 300
DOW CHEMICAL COMPANY COMMON 260543103 40,087.50 300 SOLE 51 300
DOW CHEMICAL COMPANY COMMON 260543103 93,537.50 700 SOLE 520 700
DOW CHEMICAL COMPANY COMMON 260543103 93,537.50 700 SOLE 530 700
DOW CHEMICAL COMPANY COMMON 260543103 13,362.50 100 SOLE 540 100
DOW CHEMICAL COMPANY COMMON 260543103 66,812.50 500 SOLE 560 500
DOW CHEMICAL COMPANY COMMON 260543103 13,362.50 100 SOLE 570 100
DOW JONES & COMPANY, INC. COMMON 260561105 272,000.00 4,000 SOLE 3 4,000
DOW JONES & COMPANY, INC. COMMON 260561105 3,400,000.00 50,000 SOLE 11 50,000
DOW JONES & COMPANY, INC. COMMON 260561105 1,360,000.00 20,000 SOLE 20 20,000
DPL INC COMMON 233293109 25,968.75 1,500 SOLE 19 1,500
DQE INC COMMON 23329J104 1,094,150.00 31,600 SOLE 20 31,600
DST SYSTEMS, INC. COMMON 233326107 1,040,902.50 13,640 SOLE 1 13,640
DST SYSTEMS, INC. COMMON 233326107 3,487,481.25 45,700 SOLE 15 45,700
DST SYSTEMS, INC. COMMON 233326107 15,262.50 200 SOLE 19 200
DTE ENERGY COMPANY COMMON 233331107 21,962.50 700 SOLE 38 700
DTE ENERGY COMPANY COMMON 233331107 18,825.00 600 SOLE 51 600
DUKE -WEEKS REALTY CORP. COMMON 264411505 40,462.50 2,075 SOLE 28 2,075
DUKE -WEEKS REALTY CORP. COMMON 264411505 20,475.00 1,050 SOLE 33 1,050
DUKE ENERGY CORPORATION COMMON 264399106 751,875.00 15,000 SOLE 3 15,000
DUKE ENERGY CORPORATION COMMON 264399106 10,025,000.00 200,000 SOLE 11 200,000
DUKE ENERGY CORPORATION COMMON 264399106 60,150.00 1,200 SOLE 19 1,200
DUKE ENERGY CORPORATION COMMON 264399106 1,563,900.00 31,200 SOLE 20 31,200
DUKE ENERGY CORPORATION COMMON 264399106 35,087.50 700 SOLE 38 700
DUKE ENERGY CORPORATION COMMON 264399106 30,075.00 600 SOLE 51 600
DUKE REALTY INVESTMENTS COMMON 264411505 218,225.00 11,191 SOLE 1 11,191
DUN & BRADSTREET CORP. COMMON 26483B106 11,800.00 400 SOLE 19 400
DUN & BRADSTREET CORP. COMMON 26483B106 1,303,900.00 44,200 SOLE 20 44,200
DUN & BRADSTREET CORP. COMMON 26483B106 2,950.00 100 SOLE 38 100
DUN & BRADSTREET CORP. COMMON 26483B106 2,950.00 100 SOLE 51 100
DURA PHARMACEUTICALS INC COMMON 26632S109 3,442,562.50 247,000 SOLE 15 247,000
E*TRADE GROUP INC COMMON 269246104 62,700.00 2,400 SOLE 19 2,400
E.I. DU PONT DE NEMOURS COMMON 263534109 5,928,750.00 90,000 SOLE 2 90,000
E.I. DU PONT DE NEMOURS COMMON 263534109 988,125.00 15,000 SOLE 3 15,000
E.I. DU PONT DE NEMOURS COMMON 263534109 6,587,500.00 100,000 SOLE 10 100,000
E.I. DU PONT DE NEMOURS COMMON 263534109 13,833,750.00 210,000 SOLE 11 210,000
E.I. DU PONT DE NEMOURS COMMON 263534109 207,572.13 3,151 SOLE 19 3,151
E.I. DU PONT DE NEMOURS COMMON 263534109 2,536,187.50 38,500 SOLE 20 38,500
E.I. DU PONT DE NEMOURS COMMON 263534109 151,512.50 2,300 SOLE 38 2,300
E.I. DU PONT DE NEMOURS COMMON 263534109 131,815.88 2,001 SOLE 51 2,001
E.I. DU PONT DE NEMOURS COMMON 263534109 111,987.50 1,700 SOLE 520 1,700
E.I. DU PONT DE NEMOURS COMMON 263534109 118,575.00 1,800 SOLE 530 1,800
E.I. DU PONT DE NEMOURS COMMON 263534109 19,762.50 300 SOLE 540 300
E.I. DU PONT DE NEMOURS COMMON 263534109 85,637.50 1,300 SOLE 560 1,300
E.I. DU PONT DE NEMOURS COMMON 263534109 19,762.50 300 SOLE 570 300
E.W. SCRIPPS COMPANY COMMON 811054204 1,523,625.00 34,000 SOLE 1 34,000
E.W. SCRIPPS COMPANY COMMON 811054204 4,077,937.50 91,000 SOLE 15 91,000
E.W. SCRIPPS COMPANY COMMON 811054204 560,156.25 12,500 SOLE 29 12,500
E.W. SCRIPPS COMPANY COMMON 811054204 313,687.50 7,000 SOLE 35 7,000
EAGLE USA AIRFREIGHT INC COMMON 270018104 301,875.00 7,000 SOLE 36 7,000
EAGLE USA AIRFREIGHT INC COMMON 270018104 431,250.00 10,000 SOLE 50 10,000
EASTMAN CHEMICAL COMPANY COMMON 277432100 9,537.50 200 SOLE 38 200
EASTMAN CHEMICAL COMPANY COMMON 277432100 4,768.75 100 SOLE 51 100
EASTMAN KODAK COMPANY COMMON 277461109 1,258,750.00 19,000 SOLE 3 19,000
EASTMAN KODAK COMPANY COMMON 277461109 16,562,500.00 250,000 SOLE 11 250,000
EASTMAN KODAK COMPANY COMMON 277461109 66,250.00 1,000 SOLE 19 1,000
EASTMAN KODAK COMPANY COMMON 277461109 2,192,875.00 33,100 SOLE 20 33,100
EASTMAN KODAK COMPANY COMMON 277461109 66,250.00 1,000 SOLE 38 1,000
EASTMAN KODAK COMPANY COMMON 277461109 59,625.00 900 SOLE 51 900
EATON CORP COMMON 278058102 50,837.50 700 SOLE 19 700
EATON CORP COMMON 278058102 7,262.50 100 SOLE 38 100
ECHELON INTL CORP, INC. COMMON 278747100 4,600.00 200 SOLE 19 200
ECHOSTAR COMM. CORP COMMON 278762109 175,500.00 1,800 SOLE 18 1,800
ECOLAB, INC. COMMON 278865100 5,868,750.00 150,000 SOLE 2 150,000
ECOLAB, INC. COMMON 278865100 6,651,250.00 170,000 SOLE 10 170,000
ECOLAB, INC. COMMON 278865100 41,081.25 1,050 SOLE 32 1,050
ECOLAB, INC. COMMON 278865100 7,825.00 200 SOLE 38 200
ECOLAB, INC. COMMON 278865100 7,825.00 200 SOLE 51 200
ECOLAB, INC. COMMON 278865100 78,250.00 2,000 SOLE 520 2,000
ECOLAB, INC. COMMON 278865100 86,075.00 2,200 SOLE 530 2,200
ECOLAB, INC. COMMON 278865100 11,737.50 300 SOLE 540 300
ECOLAB, INC. COMMON 278865100 62,600.00 1,600 SOLE 560 1,600
ECOLAB, INC. COMMON 278865100 15,650.00 400 SOLE 570 400
EDISON INTERNATIONAL COMMON 281020107 44,518.75 1,700 SOLE 19 1,700
EDISON INTERNATIONAL COMMON 281020107 31,425.00 1,200 SOLE 38 1,200
EDISON INTERNATIONAL COMMON 281020107 28,806.25 1,100 SOLE 51 1,100
EDWARDS (A.G.), INC. COMMON 281760108 28,856.25 900 SOLE 19 900
EL PASO ENERGY CORP COMMON 283905107 5,433,750.00 140,000 SOLE 2 140,000
EL PASO ENERGY CORP COMMON 283905107 621,000.00 16,000 SOLE 3 16,000
EL PASO ENERGY CORP COMMON 283905107 6,210,000.00 160,000 SOLE 10 160,000
EL PASO ENERGY CORP COMMON 283905107 7,762,500.00 200,000 SOLE 11 200,000
EL PASO ENERGY CORP COMMON 283905107 31,050.00 800 SOLE 19 800
EL PASO ENERGY CORP COMMON 283905107 7,762.50 200 SOLE 38 200
EL PASO ENERGY CORP COMMON 283905107 7,762.50 200 SOLE 51 200
EL PASO ENERGY CORP COMMON 283905107 77,625.00 2,000 SOLE 520 2,000
EL PASO ENERGY CORP COMMON 283905107 81,506.25 2,100 SOLE 530 2,100
EL PASO ENERGY CORP COMMON 283905107 11,643.75 300 SOLE 540 300
EL PASO ENERGY CORP COMMON 283905107 58,218.75 1,500 SOLE 560 1,500
EL PASO ENERGY CORP COMMON 283905107 11,643.75 300 SOLE 570 300
ELAN CORPORATION PLC ADR COMMON 284131208 10,620,000.00 360,000 SOLE 2 360,000
ELAN CORPORATION PLC ADR COMMON 284131208 796,500.00 27,000 SOLE 3 27,000
ELAN CORPORATION PLC ADR COMMON 284131208 640,150.00 21,700 SOLE 6 21,700
ELAN CORPORATION PLC ADR COMMON 284131208 11,800,000.00 400,000 SOLE 10 400,000
ELAN CORPORATION PLC ADR COMMON 284131208 10,325,000.00 350,000 SOLE 11 350,000
ELAN CORPORATION PLC ADR COMMON 284131208 5,331,535.00 180,730 SOLE 13 180,730
ELAN CORPORATION PLC ADR COMMON 284131208 206,500.00 7,000 SOLE 520 7,000
ELAN CORPORATION PLC ADR COMMON 284131208 230,100.00 7,800 SOLE 530 7,800
ELAN CORPORATION PLC ADR COMMON 284131208 32,450.00 1,100 SOLE 540 1,100
ELAN CORPORATION PLC ADR COMMON 284131208 206,500.00 7,000 SOLE 560 7,000
ELAN CORPORATION PLC ADR COMMON 284131208 56,050.00 1,900 SOLE 570 1,900
ELECTRO SCIENTIFIC INDS COMMON 285229100 219,000.00 3,000 SOLE 36 3,000
ELECTRO SCIENTIFIC INDS COMMON 285229100 292,000.00 4,000 SOLE 50 4,000
ELECTRONIC ARTS INC COMMON 285512109 67,200.00 800 SOLE 19 800
ELECTRONIC DATA SYSTEMS COMMON 285661104 93,712.50 1,400 SOLE 19 1,400
ELECTRONIC DATA SYSTEMS COMMON 285661104 60,243.75 900 SOLE 38 900
ELECTRONIC DATA SYSTEMS COMMON 285661104 53,550.00 800 SOLE 51 800
ELECTRONIC PROCESSING INC COMMON 285798104 1,875,000.00 125,000 SOLE 15 125,000
ELI LILLY & COMPANY COMMON 532457108 239,400.00 3,600 SOLE 19 3,600
ELI LILLY & COMPANY COMMON 532457108 133,000.00 2,000 SOLE 38 2,000
ELI LILLY & COMPANY COMMON 532457108 119,700.00 1,800 SOLE 51 1,800
EMC CORP/MASS COMMON 268648102 5,462,500.00 50,000 SOLE 2 50,000
EMC CORP/MASS COMMON 268648102 6,555,000.00 60,000 SOLE 10 60,000
EMC CORP/MASS COMMON 268648102 3,583,400.00 32,800 SOLE 16 32,800
EMC CORP/MASS COMMON 268648102 415,150.00 3,800 SOLE 19 3,800
EMC CORP/MASS COMMON 268648102 174,800.00 1,600 SOLE 32 1,600
EMC CORP/MASS COMMON 268648102 426,075.00 3,900 SOLE 34 3,900
EMC CORP/MASS COMMON 268648102 218,500.00 2,000 SOLE 38 2,000
EMC CORP/MASS COMMON 268648102 192,498.50 1,762 SOLE 51 1,762
EMC CORP/MASS COMMON 268648102 1,256,375.00 11,500 SOLE 53 11,500
EMC CORP/MASS COMMON 268648102 1,660,600.00 15,200 SOLE 70 15,200
EMERSON ELECTRIC COMPANY COMMON 291011104 8,606,250.00 150,000 SOLE 2 150,000
EMERSON ELECTRIC COMPANY COMMON 291011104 1,549,125.00 27,000 SOLE 3 27,000
EMERSON ELECTRIC COMPANY COMMON 291011104 6,885,000.00 120,000 SOLE 10 120,000
EMERSON ELECTRIC COMPANY COMMON 291011104 20,081,250.00 350,000 SOLE 11 350,000
EMERSON ELECTRIC COMPANY COMMON 291011104 1,830,262.50 31,900 SOLE 16 31,900
EMERSON ELECTRIC COMPANY COMMON 291011104 91,800.00 1,600 SOLE 19 1,600
EMERSON ELECTRIC COMPANY COMMON 291011104 206,550.00 3,600 SOLE 34 3,600
EMERSON ELECTRIC COMPANY COMMON 291011104 40,162.50 700 SOLE 38 700
EMERSON ELECTRIC COMPANY COMMON 291011104 34,425.00 600 SOLE 51 600
EMERSON ELECTRIC COMPANY COMMON 291011104 160,650.00 2,800 SOLE 520 2,800
EMERSON ELECTRIC COMPANY COMMON 291011104 22,950.00 400 SOLE 540 400
EMISPHERE TECHNOLOGIES COMMON 291345106 231,481.25 7,700 SOLE 36 7,700
EMISPHERE TECHNOLOGIES COMMON 291345106 330,687.50 11,000 SOLE 50 11,000
EMPRESA NAC.ELE CHILE ADR COMMON 29244T101 26,005.69 1,833 SOLE 19 1,833
ENDESA SA ADR COMMON 29258N107 48,450.00 2,400 SOLE 19 2,400
ENERGY EAST CORP COMMON 29266M109 37,462.50 1,800 SOLE 19 1,800
ENERSIS SA - ADR COMMON 29274F104 14,100.00 600 SOLE 19 600
ENGELHARD CORP COMMON 292845104 981,500.00 52,000 SOLE 3 52,000
ENGELHARD CORP COMMON 292845104 3,775,000.00 200,000 SOLE 11 200,000
ENGELHARD CORP COMMON 292845104 3,775.00 200 SOLE 38 200
ENGELHARD CORP COMMON 292845104 3,775.00 200 SOLE 51 200
ENRON CORPORATION COMMON 293561106 115,375.00 2,600 SOLE 19 2,600
ENRON CORPORATION COMMON 293561106 48,812.50 1,100 SOLE 38 1,100
ENRON CORPORATION COMMON 293561106 44,375.00 1,000 SOLE 51 1,000
ENSCO INTERNATIONAL INC COMMON 26874Q100 2,163,975.00 94,600 SOLE 1 94,600
ENSCO INTERNATIONAL INC COMMON 26874Q100 6,345,525.00 277,400 SOLE 15 277,400
ENSCO INTERNATIONAL INC COMMON 26874Q100 34,312.50 1,500 SOLE 19 1,500
ENSCO INTERNATIONAL INC COMMON 26874Q100 617,625.00 27,000 SOLE 29 27,000
ENSCO INTERNATIONAL INC COMMON 26874Q100 617,625.00 27,000 SOLE 35 27,000
ENTE NAZIONALE IDROC ADR COMMON 26874R108 71,662.50 1,300 SOLE 19 1,300
ENTERGY CORPORATION COMMON 29364G103 25,750.00 1,000 SOLE 19 1,000
ENTERGY CORPORATION COMMON 29364G103 715,850.00 27,800 SOLE 20 27,800
ENTERGY CORPORATION COMMON 29364G103 41,200.00 1,600 SOLE 38 1,600
ENTERGY CORPORATION COMMON 29364G103 36,050.00 1,400 SOLE 51 1,400
ENZON INC COMMON 293904108 650,625.00 15,000 SOLE 36 15,000
ENZON INC COMMON 293904108 997,625.00 23,000 SOLE 50 23,000
EOG RESOURCES INC COMMON 26875P101 702,500.00 40,000 SOLE 3 40,000
EOG RESOURCES INC COMMON 26875P101 4,390,625.00 250,000 SOLE 11 250,000
EQUIFAX COMMON 294429105 18,850.00 800 SOLE 19 800
EQUITABLE RESOURCES COMMON 294549100 567,375.00 17,000 SOLE 29 17,000
EQUITY OFFICE PROPERTIES COMMON 294741103 647,638.00 26,300 SOLE 1 26,300
EQUITY RESIDENTIAL PROPERTY COMMON 29476L107 512,256.00 12,000 SOLE 1 12,000
ERICSSON TELECOM (CL.B) COMMON 294821400 1,326,887.50 20,200 SOLE 6 20,200
ERICSSON TELECOM (CL.B) COMMON 294821400 11,088,050.00 168,800 SOLE 13 168,800
ERICSSON TELECOM (CL.B) COMMON 294821400 157,650.00 2,400 SOLE 19 2,400
ESOFT INC COMMON 296904105 174,750.00 6,000 SOLE 36 6,000
ESOFT INC COMMON 296904105 305,812.50 10,500 SOLE 50 10,500
ESSEX PROPERTY TRUST INC. COMMON 297178105 54,400.00 1,600 SOLE 1 1,600
EVERGREEN RESOURCES INC COMMON 299900308 237,000.00 12,000 SOLE 29 12,000
EVERGREEN RESOURCES INC COMMON 299900308 296,250.00 15,000 SOLE 35 15,000
EXACTIS.COM INC COMMON 30064G104 109,406.25 4,500 SOLE 36 4,500
EXACTIS.COM INC COMMON 30064G104 243,125.00 10,000 SOLE 50 10,000
EXPEDITORS INTL WASH INC COMMON 302130109 2,979,250.00 68,000 SOLE 1 68,000
EXPEDITORS INTL WASH INC COMMON 302130109 7,886,250.00 180,000 SOLE 15 180,000
EXXON MOBIL CORPORATION COMMON 30231G102 17,723,750.00 220,000 SOLE 2 220,000
EXXON MOBIL CORPORATION COMMON 30231G102 20,140,625.00 250,000 SOLE 10 250,000
EXXON MOBIL CORPORATION COMMON 30231G102 842,683.75 10,460 SOLE 19 10,460
EXXON MOBIL CORPORATION COMMON 30231G102 6,894,861.00 85,584 SOLE 20 85,584
EXXON MOBIL CORPORATION COMMON 30231G102 555,881.25 6,900 SOLE 38 6,900
EXXON MOBIL CORPORATION COMMON 30231G102 487,564.25 6,052 SOLE 51 6,052
EXXON MOBIL CORPORATION COMMON 30231G102 363,175.75 4,508 SOLE 520 4,508
EXXON MOBIL CORPORATION COMMON 30231G102 389,309.42 4,832 SOLE 530 4,832
EXXON MOBIL CORPORATION COMMON 30231G102 64,131.38 796 SOLE 540 796
EXXON MOBIL CORPORATION COMMON 30231G102 288,431.88 3,580 SOLE 560 3,580
EXXON MOBIL CORPORATION COMMON 30231G102 64,131.38 796 SOLE 570 796
FAMILY DOLLAR STORES COMMON 307000109 1,141,875.00 70,000 SOLE 16 70,000
FAMILY DOLLAR STORES COMMON 307000109 32,625.00 2,000 SOLE 19 2,000
FAMILY DOLLAR STORES COMMON 307000109 163,125.00 10,000 SOLE 34 10,000
FANNIE MAE COMMON 313586109 12,487,500.00 200,000 SOLE 2 200,000
FANNIE MAE COMMON 313586109 1,436,062.50 23,000 SOLE 3 23,000
FANNIE MAE COMMON 313586109 412,087.50 6,600 SOLE 6 6,600
FANNIE MAE COMMON 313586109 13,111,875.00 210,000 SOLE 10 210,000
FANNIE MAE COMMON 313586109 18,731,250.00 300,000 SOLE 11 300,000
FANNIE MAE COMMON 313586109 3,852,393.75 61,700 SOLE 13 61,700
FANNIE MAE COMMON 313586109 2,029,218.75 32,500 SOLE 16 32,500
FANNIE MAE COMMON 313586109 199,800.00 3,200 SOLE 19 3,200
FANNIE MAE COMMON 313586109 2,385,112.50 38,200 SOLE 20 38,200
FANNIE MAE COMMON 313586109 131,118.75 2,100 SOLE 32 2,100
FANNIE MAE COMMON 313586109 218,531.25 3,500 SOLE 34 3,500
FANNIE MAE COMMON 313586109 124,875.00 2,000 SOLE 38 2,000
FANNIE MAE COMMON 313586109 106,143.75 1,700 SOLE 51 1,700
FANNIE MAE COMMON 313586109 87,412.50 1,400 SOLE 500 1,400
FANNIE MAE COMMON 313586109 156,093.75 2,500 SOLE 520 2,500
FANNIE MAE COMMON 313586109 224,775.00 3,600 SOLE 530 3,600
FANNIE MAE COMMON 313586109 31,218.75 500 SOLE 540 500
FANNIE MAE COMMON 313586109 156,093.75 2,500 SOLE 560 2,500
FANNIE MAE COMMON 313586109 31,218.75 500 SOLE 570 500
FASTENAL COMPANY COMMON 311900104 26,962.50 600 SOLE 19 600
FDX CORPORATION COMMON 31304N107 532,187.50 13,000 SOLE 16 13,000
FDX CORPORATION COMMON 31304N107 61,406.25 1,500 SOLE 34 1,500
FDX CORPORATION COMMON 31304N107 32,750.00 800 SOLE 38 800
FDX CORPORATION COMMON 31304N107 28,656.25 700 SOLE 51 700
FEDERAL REALTY INV TRUST COMMON 313747206 75,252.00 4,000 SOLE 1 4,000
FEDERAL SIGNAL CORP COMMON 313855108 16,062.50 1,000 SOLE 19 1,000
FEDERAL-MOGUL CORPORATION COMMON 313549107 14,087.50 700 SOLE 19 700
FEDERATED DEPARTMENT STOR COMMON 31410H101 45,506.25 900 SOLE 19 900
FEDERATED DEPARTMENT STOR COMMON 31410H101 35,393.75 700 SOLE 38 700
FEDERATED DEPARTMENT STOR COMMON 31410H101 30,337.50 600 SOLE 51 600
FELCOR LEDGING TRUST COMMON 31430F101 121,625.00 6,950 SOLE 1 6,950
FIFTH THIRD BANCORP COMMON 316773100 82,546.88 1,125 SOLE 19 1,125
FIFTH THIRD BANCORP COMMON 316773100 36,687.50 500 SOLE 38 500
FIFTH THIRD BANCORP COMMON 316773100 36,687.50 500 SOLE 51 500
FINOVA GROUP INC COMMON 317928109 866,200.00 24,400 SOLE 16 24,400
FINOVA GROUP INC COMMON 317928109 24,850.00 700 SOLE 19 700
FINOVA GROUP INC COMMON 317928109 99,400.00 2,800 SOLE 34 2,800
FIRST DATA CORPORATION COMMON 319963104 5,917,500.00 120,000 SOLE 2 120,000
FIRST DATA CORPORATION COMMON 319963104 7,150,312.50 145,000 SOLE 10 145,000
FIRST DATA CORPORATION COMMON 319963104 143,006.25 2,900 SOLE 18 2,900
FIRST DATA CORPORATION COMMON 319963104 69,037.50 1,400 SOLE 19 1,400
FIRST DATA CORPORATION COMMON 319963104 39,450.00 800 SOLE 38 800
FIRST DATA CORPORATION COMMON 319963104 34,518.75 700 SOLE 51 700
FIRST DATA CORPORATION COMMON 319963104 83,831.25 1,700 SOLE 520 1,700
FIRST DATA CORPORATION COMMON 319963104 88,762.50 1,800 SOLE 530 1,800
FIRST DATA CORPORATION COMMON 319963104 14,793.75 300 SOLE 540 300
FIRST DATA CORPORATION COMMON 319963104 69,037.50 1,400 SOLE 560 1,400
FIRST DATA CORPORATION COMMON 319963104 14,793.75 300 SOLE 570 300
FIRST REALTY TRUST COMMON 32054K103 104,264.00 3,800 SOLE 1 3,800
FIRST INDUSTRIAL REALTY COMMON 32054K103 44,448.75 1,620 SOLE 28 1,620
FIRST INDUSTRIAL REALTY COMMON 32054K103 22,087.19 805 SOLE 33 805
FIRST SECURITY CORP. COMMON 336294103 56,168.75 2,200 SOLE 19 2,200
FIRST TENN NATL CORP COMMON 337162101 2,565,000.00 90,000 SOLE 2 90,000
FIRST TENN NATL CORP COMMON 337162101 3,420,000.00 120,000 SOLE 10 120,000
FIRST TENN NATL CORP COMMON 337162101 39,900.00 1,400 SOLE 19 1,400
FIRST UNION CORPORATION COMMON 337358105 97,059.38 2,958 SOLE 19 2,958
FIRST UNION CORPORATION COMMON 337358105 49,218.75 1,500 SOLE 38 1,500
FIRST UNION CORPORATION COMMON 337358105 42,656.25 1,300 SOLE 51 1,300
FIRST VIRGINIA BANKS,INC COMMON 337477103 21,500.00 500 SOLE 19 500
FIRSTAR CORPORATION COMMON 33763V109 88,534.88 4,191 SOLE 19 4,191
FIRSTAR CORPORATION COMMON 33763V109 711,912.50 33,700 SOLE 20 33,700
FIRSTAR CORPORATION COMMON 33763V109 40,137.50 1,900 SOLE 38 1,900
FIRSTAR CORPORATION COMMON 33763V109 34,940.75 1,654 SOLE 51 1,654
FIRSTENERGY CORPORATION COMMON 337932107 18,150.00 800 SOLE 19 800
FIRSTENERGY CORPORATION COMMON 337932107 1,160,624.44 51,157 SOLE 20 51,157
FIRSTENERGY CORPORATION COMMON 337932107 24,956.25 1,100 SOLE 38 1,100
FIRSTENERGY CORPORATION COMMON 337932107 22,687.50 1,000 SOLE 51 1,000
FISERV INC WISCONSIN COMMON 337738108 45,975.00 1,200 SOLE 19 1,200
FLEET BOSTON FINANCIAL CO COMMON 339030108 894,716.06 25,701 SOLE 1 25,701
FLEET BOSTON FINANCIAL CO COMMON 339030108 939,937.50 27,000 SOLE 3 27,000
FLEET BOSTON FINANCIAL CO COMMON 339030108 12,184,375.00 350,000 SOLE 11 350,000
FLEET BOSTON FINANCIAL CO COMMON 339030108 2,651,180.75 76,156 SOLE 15 76,156
FLEET BOSTON FINANCIAL CO COMMON 339030108 105,168.56 3,021 SOLE 19 3,021
FLEET BOSTON FINANCIAL CO COMMON 339030108 2,444,533.75 70,220 SOLE 20 70,220
FLEET BOSTON FINANCIAL CO COMMON 339030108 177,265.25 5,092 SOLE 29 5,092
FLEET BOSTON FINANCIAL CO COMMON 339030108 218,518.06 6,277 SOLE 35 6,277
FLEET BOSTON FINANCIAL CO COMMON 339030108 62,662.50 1,800 SOLE 38 1,800
FLEET BOSTON FINANCIAL CO COMMON 339030108 54,481.56 1,565 SOLE 51 1,565
FLORIDA PROGRESS CORP COMMON 341109106 29,618.75 700 SOLE 38 700
FLORIDA PROGRESS CORP COMMON 341109106 25,387.50 600 SOLE 51 600
FLOWERS INDUSTRIES INC COMMON 343496105 12,750.00 800 SOLE 19 800
FLOWSERVE CORP COMMON 34354P105 13,600.00 800 SOLE 19 800
FMC CORPORATION COMMON 302491303 9,227,312.50 161,000 SOLE 11 161,000
FMC CORPORATION COMMON 302491303 34,387.50 600 SOLE 19 600
FMC CORPORATION COMMON 302491303 17,193.75 300 SOLE 38 300
FMC CORPORATION COMMON 302491303 17,193.75 300 SOLE 51 300
FORD MOTOR COMPANY COMMON 345370100 5,878,125.00 110,000 SOLE 2 110,000
FORD MOTOR COMPANY COMMON 345370100 801,562.50 15,000 SOLE 3 15,000
FORD MOTOR COMPANY COMMON 345370100 6,679,687.50 125,000 SOLE 10 125,000
FORD MOTOR COMPANY COMMON 345370100 10,687,500.00 200,000 SOLE 11 200,000
FORD MOTOR COMPANY COMMON 345370100 203,062.50 3,800 SOLE 19 3,800
FORD MOTOR COMPANY COMMON 345370100 112,218.75 2,100 SOLE 38 2,100
FORD MOTOR COMPANY COMMON 345370100 101,531.25 1,900 SOLE 51 1,900
FORD MOTOR COMPANY COMMON 345370100 101,531.25 1,900 SOLE 520 1,900
FORD MOTOR COMPANY COMMON 345370100 106,875.00 2,000 SOLE 530 2,000
FORD MOTOR COMPANY COMMON 345370100 16,031.25 300 SOLE 540 300
FORD MOTOR COMPANY COMMON 345370100 80,156.25 1,500 SOLE 560 1,500
FORD MOTOR COMPANY COMMON 345370100 16,031.25 300 SOLE 570 300
FOREST LABORATORIES, INC. COMMON 345838106 55,293.75 900 SOLE 19 900
FORT JAMES CORPORATION COMMON 347471104 30,112.50 1,100 SOLE 19 1,100
FORT JAMES CORPORATION COMMON 347471104 1,834,125.00 67,000 SOLE 20 67,000
FORT JAMES CORPORATION COMMON 347471104 5,475.00 200 SOLE 38 200
FORT JAMES CORPORATION COMMON 347471104 2,737.50 100 SOLE 51 100
FORTUNE BRANDS INC. COMMON 349631101 264,500.00 8,000 SOLE 3 8,000
FORTUNE BRANDS INC. COMMON 349631101 3,306,250.00 100,000 SOLE 11 100,000
FORTUNE BRANDS INC. COMMON 349631101 29,756.25 900 SOLE 19 900
FORTUNE BRANDS INC. COMMON 349631101 955,506.25 28,900 SOLE 20 28,900
FORTUNE BRANDS INC. COMMON 349631101 3,306.25 100 SOLE 38 100
FORTUNE BRANDS INC. COMMON 349631101 3,306.25 100 SOLE 51 100
FOUNDATION HEALTH SYSTEMS COMMON 350404109 16,893.75 1,700 SOLE 19 1,700
FPL GROUP, INC COMMON 302571104 29,968.75 700 SOLE 19 700
FPL GROUP, INC COMMON 302571104 8,562.50 200 SOLE 38 200
FPL GROUP, INC COMMON 302571104 8,562.50 200 SOLE 51 200
FRANCE TELECOM SA ADR COMMON 35177Q105 186,900.00 1,400 SOLE 19 1,400
FRANCHISE FINANCE CORP COMMON 351807102 134,053.00 5,600 SOLE 1 5,600
FRANKLIN RESOURCES INC COMMON 354613101 28,856.25 900 SOLE 19 900
FRANKLIN RESOURCES INC COMMON 354613101 6,412.50 200 SOLE 38 200
FRANKLIN RESOURCES INC COMMON 354613101 6,412.50 200 SOLE 51 200
FREDDIE MAC COMMON 313400301 10,118,437.50 215,000 SOLE 2 215,000
FREDDIE MAC COMMON 313400301 705,937.50 15,000 SOLE 3 15,000
FREDDIE MAC COMMON 313400301 11,295,000.00 240,000 SOLE 10 240,000
FREDDIE MAC COMMON 313400301 9,412,500.00 200,000 SOLE 11 200,000
FREDDIE MAC COMMON 313400301 1,355,400.00 28,800 SOLE 16 28,800
FREDDIE MAC COMMON 313400301 122,362.50 2,600 SOLE 19 2,600
FREDDIE MAC COMMON 313400301 145,893.75 3,100 SOLE 34 3,100
FREDDIE MAC COMMON 313400301 56,475.00 1,200 SOLE 38 1,200
FREDDIE MAC COMMON 313400301 51,768.75 1,100 SOLE 51 1,100
FREDDIE MAC COMMON 313400301 80,006.25 1,700 SOLE 500 1,700
FREDDIE MAC COMMON 313400301 145,893.75 3,100 SOLE 520 3,100
FREDDIE MAC COMMON 313400301 160,012.50 3,400 SOLE 530 3,400
FREDDIE MAC COMMON 313400301 28,237.50 600 SOLE 540 600
FREDDIE MAC COMMON 313400301 141,187.50 3,000 SOLE 560 3,000
FREDDIE MAC COMMON 313400301 28,237.50 600 SOLE 570 600
FREEPORT-MCMORAN COMMON 35671D105 124,368.75 6,700 SOLE 18 6,700
FREEPORT-MCMORAN COPPER-B COMMON 35671D857 6,337.50 300 SOLE 38 300
FREEPORT-MCMORAN COPPER-B COMMON 35671D857 6,337.50 300 SOLE 51 300
FTI CONSULTING INC COMMON 302941109 861,000.00 172,200 SOLE 15 172,200
GABLES RESIDENTIAL TRUST COMMON 362418105 63,600.00 2,650 SOLE 1 2,650
GALLAHER GROUP PLC -ADR COMMON 363595109 7,687.50 500 SOLE 19 500
GANNETT INC COMMON 364730101 9,379,687.50 115,000 SOLE 2 115,000
GANNETT INC COMMON 364730101 11,418,750.00 140,000 SOLE 10 140,000
GANNETT INC COMMON 364730101 73,406.25 900 SOLE 19 900
GANNETT INC COMMON 364730101 154,968.75 1,900 SOLE 32 1,900
GANNETT INC COMMON 364730101 40,781.25 500 SOLE 38 500
GANNETT INC COMMON 364730101 32,625.00 400 SOLE 51 400
GANNETT INC COMMON 364730101 106,031.25 1,300 SOLE 520 1,300
GANNETT INC COMMON 364730101 114,187.50 1,400 SOLE 530 1,400
GANNETT INC COMMON 364730101 16,312.50 200 SOLE 540 200
GANNETT INC COMMON 364730101 81,562.50 1,000 SOLE 560 1,000
GANNETT INC COMMON 364730101 16,312.50 200 SOLE 570 200
GAP INC COMMON 364760108 129,352.00 2,812 SOLE 19 2,812
GAP INC COMMON 364760108 73,600.00 1,600 SOLE 38 1,600
GAP INC COMMON 364760108 66,700.00 1,450 SOLE 51 1,450
GATEWAY, INC. COMMON 367626108 57,650.00 800 SOLE 38 800
GATEWAY, INC. COMMON 367626108 50,443.75 700 SOLE 51 700
GATX CORP COMMON 361448103 391,500.00 11,600 SOLE 20 11,600
GENCORP, INC. COMMON 368682100 7,900.00 800 SOLE 19 800
GENERAL DYNAMICS CORP COMMON 369550108 3,956,250.00 75,000 SOLE 2 75,000
GENERAL DYNAMICS CORP COMMON 369550108 3,165,000.00 60,000 SOLE 10 60,000
GENERAL DYNAMICS CORP COMMON 369550108 76,487.50 1,450 SOLE 32 1,450
GENERAL DYNAMICS CORP COMMON 369550108 21,100.00 400 SOLE 38 400
GENERAL DYNAMICS CORP COMMON 369550108 15,825.00 300 SOLE 51 300
GENERAL ELECTRIC CO COMMON 369604103 42,556,250.00 275,000 SOLE 2 275,000
GENERAL ELECTRIC CO COMMON 369604103 52,615,000.00 340,000 SOLE 10 340,000
GENERAL ELECTRIC CO COMMON 369604103 324,975.00 2,100 SOLE 18 2,100
GENERAL ELECTRIC CO COMMON 369604103 1,764,150.00 11,400 SOLE 19 11,400
GENERAL ELECTRIC CO COMMON 369604103 278,550.00 1,800 SOLE 32 1,800
GENERAL ELECTRIC CO COMMON 369604103 974,925.00 6,300 SOLE 38 6,300
GENERAL ELECTRIC CO COMMON 369604103 851,125.00 5,500 SOLE 51 5,500
GENERAL ELECTRIC CO COMMON 369604103 2,011,750.00 13,000 SOLE 53 13,000
GENERAL ELECTRIC CO COMMON 369604103 2,537,900.00 16,400 SOLE 70 16,400
GENERAL ELECTRIC CO COMMON 369604103 711,850.00 4,600 SOLE 520 4,600
GENERAL ELECTRIC CO COMMON 369604103 773,750.00 5,000 SOLE 530 5,000
GENERAL ELECTRIC CO COMMON 369604103 123,800.00 800 SOLE 540 800
GENERAL ELECTRIC CO COMMON 369604103 603,525.00 3,900 SOLE 560 3,900
GENERAL ELECTRIC CO COMMON 369604103 123,800.00 800 SOLE 570 800
GENERAL GROWTH PROP COMMON 370021107 98,000.00 3,500 SOLE 1 3,500
GENERAL INSTRUMENT CORP COMMON 370120107 110,500.00 1,300 SOLE 38 1,300
GENERAL INSTRUMENT CORP COMMON 370120107 102,000.00 1,200 SOLE 51 1,200
GENERAL MILLS COMMON 370334104 893,750.00 25,000 SOLE 16 25,000
GENERAL MILLS COMMON 370334104 42,900.00 1,200 SOLE 19 1,200
GENERAL MILLS COMMON 370334104 2,817,100.00 78,800 SOLE 20 78,800
GENERAL MILLS COMMON 370334104 107,250.00 3,000 SOLE 34 3,000
GENERAL MILLS COMMON 370334104 14,300.00 400 SOLE 38 400
GENERAL MILLS COMMON 370334104 10,725.00 300 SOLE 51 300
GENERAL MOTORS CORPORATIO COMMON 370442105 508,812.50 7,000 SOLE 6 7,000
GENERAL MOTORS CORPORATIO COMMON 370442105 4,244,950.00 58,400 SOLE 13 58,400
GENERAL MOTORS CORPORATIO COMMON 370442105 152,643.75 2,100 SOLE 19 2,100
GENERAL MOTORS CORPORATIO COMMON 370442105 923,131.25 12,700 SOLE 20 12,700
GENERAL MOTORS CORPORATIO COMMON 370442105 109,031.25 1,500 SOLE 38 1,500
GENERAL MOTORS CORPORATIO COMMON 370442105 94,493.75 1,300 SOLE 51 1,300
GENTEX CORPORATION COMMON 371901109 86,025.00 3,100 SOLE 500 3,100
GENUINE PARTS COMPANY COMMON 372460105 496,250.00 20,000 SOLE 3 20,000
GENUINE PARTS COMPANY COMMON 372460105 6,203,125.00 250,000 SOLE 11 250,000
GENUINE PARTS COMPANY COMMON 372460105 23,571.88 950 SOLE 19 950
GENUINE PARTS COMPANY COMMON 372460105 1,379,575.00 55,600 SOLE 20 55,600
GENUINE PARTS COMPANY COMMON 372460105 7,443.75 300 SOLE 38 300
GENUINE PARTS COMPANY COMMON 372460105 7,443.75 300 SOLE 51 300
GENZYME CORPORATION COMMON 372917104 274,500.00 6,100 SOLE 6 6,100
GENZYME CORPORATION COMMON 372917104 2,434,500.00 54,100 SOLE 13 54,100
GENZYME CORPORATION COMMON 372917104 175,500.00 3,900 SOLE 18 3,900
GENZYME CORPORATION COMMON 372917104 27,000.00 600 SOLE 19 600
GENZYME SURGICAL PRODUCTS COMMON 372917609 581.25 100 SOLE 19 100
GENZYME-MOLECULAR ONC COMMON 372917500 115,500.00 16,500 SOLE 18 16,500
GENZYME-MOLECULAR ONC COMMON 372917500 700.00 100 SOLE 19 100
GEORGIA-PACIFIC (TIMBER) COMMON 373298702 49,250.00 2,000 SOLE 19 2,000
GEORGIA-PACIFIC GROUP COMMON 373298108 40,600.00 800 SOLE 19 800
GEORGIA-PACIFIC GROUP COMMON 373298108 15,225.00 300 SOLE 38 300
GEORGIA-PACIFIC GROUP COMMON 373298108 15,225.00 300 SOLE 51 300
GETTY IMAGES INC COMMON 374276103 87,975.00 1,800 SOLE 36 1,800
GETTY IMAGES INC COMMON 374276103 78,200.00 1,600 SOLE 50 1,600
GILEAD SCIENCES, INC. COMMON 375558103 362,637.50 6,700 SOLE 6 6,700
GILEAD SCIENCES, INC. COMMON 375558103 3,079,712.50 56,900 SOLE 13 56,900
GILEAD SCIENCES, INC. COMMON 375558103 129,900.00 2,400 SOLE 18 2,400
GILEAD SCIENCES, INC. COMMON 375558103 27,062.50 500 SOLE 19 500
GILLETTE COMPANY COMMON 375766102 4,118,750.00 100,000 SOLE 2 100,000
GILLETTE COMPANY COMMON 375766102 329,500.00 8,000 SOLE 3 8,000
GILLETTE COMPANY COMMON 375766102 5,354,375.00 130,000 SOLE 10 130,000
GILLETTE COMPANY COMMON 375766102 4,118,750.00 100,000 SOLE 11 100,000
GILLETTE COMPANY COMMON 375766102 1,359,187.50 33,000 SOLE 16 33,000
GILLETTE COMPANY COMMON 375766102 127,681.25 3,100 SOLE 19 3,100
GILLETTE COMPANY COMMON 375766102 144,156.25 3,500 SOLE 34 3,500
GILLETTE COMPANY COMMON 375766102 74,137.50 1,800 SOLE 38 1,800
GILLETTE COMPANY COMMON 375766102 65,900.00 1,600 SOLE 51 1,600
GILLETTE COMPANY COMMON 375766102 94,731.25 2,300 SOLE 520 2,300
GILLETTE COMPANY COMMON 375766102 98,850.00 2,400 SOLE 530 2,400
GILLETTE COMPANY COMMON 375766102 16,475.00 400 SOLE 540 400
GILLETTE COMPANY COMMON 375766102 70,018.75 1,700 SOLE 560 1,700
GILLETTE COMPANY COMMON 375766102 16,475.00 400 SOLE 570 400
GLATFELTER (P.H.) CO COMMON 377316104 10,193.75 700 SOLE 19 700
GLAXO WELLCOME PLC ADR COMMON 37733W105 312,900.00 5,600 SOLE 6 5,600
GLAXO WELLCOME PLC ADR COMMON 37733W105 2,575,837.50 46,100 SOLE 13 46,100
GLAXO WELLCOME PLC ADR COMMON 37733W105 117,337.50 2,100 SOLE 19 2,100
GLENBOROUGH REALTY TRUST COMMON 37803P105 44,138.00 3,300 SOLE 1 3,300
GLOBAL CROSSING, LTD. COMMON G3921A100 75,000.00 1,500 SOLE 38 1,500
GLOBAL CROSSING, LTD. COMMON G3921A100 65,750.00 1,315 SOLE 51 1,315
GLOBAL MARINE, INC. COMMON 379352404 38,237.50 2,300 SOLE 19 2,300
GLOBAL MARINE, INC. COMMON 379352404 631,750.00 38,000 SOLE 29 38,000
GLOBAL TELESYSTEMS GROUP COMMON 37936U104 56,785.00 1,640 SOLE 39 1,640
GLOBAL TELESYSTEMS GROUP COMMON 37936U104 49,860.00 1,440 SOLE 52 1,440
GOLDEN WEST FINANCIAL COMMON 381317106 33,500.00 1,000 SOLE 19 1,000
GOLDEN WEST FINANCIAL COMMON 381317106 10,050.00 300 SOLE 38 300
GOLDEN WEST FINANCIAL COMMON 381317106 10,050.00 300 SOLE 51 300
GOLDMAN SACHS GROUP INC COMMON 38141G104 696,987.50 7,400 SOLE 29 7,400
GOLDMAN SACHS GROUP INC COMMON 38141G104 753,500.00 8,000 SOLE 35 8,000
GOODYEAR TIRE & RUBBER CO COMMON 382550101 25,368.75 900 SOLE 19 900
GOODYEAR TIRE & RUBBER CO COMMON 382550101 8,456.25 300 SOLE 38 300
GOODYEAR TIRE & RUBBER CO COMMON 382550101 8,456.25 300 SOLE 51 300
GPU, INC. COMMON 36225X100 748,437.50 25,000 SOLE 3 25,000
GPU, INC. COMMON 36225X100 2,993,750.00 100,000 SOLE 11 100,000
GPU, INC. COMMON 36225X100 5,987.50 200 SOLE 38 200
GPU, INC. COMMON 36225X100 5,987.50 200 SOLE 51 200
GRAINGER W.W. INC. COMMON 384802104 286,875.00 6,000 SOLE 3 6,000
GRAINGER W.W. INC. COMMON 384802104 3,585,937.50 75,000 SOLE 11 75,000
GRAINGER W.W. INC. COMMON 384802104 4,781.25 100 SOLE 38 100
GRAINGER W.W. INC. COMMON 384802104 4,781.25 100 SOLE 51 100
GRANITE CONSTRUCTION, INC COMMON 387328107 12,906.25 700 SOLE 19 700
GREAT ATLANTIC & PAC TEA COMMON 390064103 16,725.00 600 SOLE 38 600
GREAT ATLANTIC & PAC TEA COMMON 390064103 13,937.50 500 SOLE 51 500
GREAT LAKES CHEMICAL COMMON 390568103 782,843.75 20,500 SOLE 1 20,500
GREAT LAKES CHEMICAL COMMON 390568103 2,264,518.75 59,300 SOLE 15 59,300
GREAT LAKES CHEMICAL COMMON 390568103 26,731.25 700 SOLE 19 700
GREAT LAKES CHEMICAL COMMON 390568103 1,363,293.75 35,700 SOLE 20 35,700
GREAT LAKES CHEMICAL COMMON 390568103 3,818.75 100 SOLE 38 100
GREAT LAKES CHEMICAL COMMON 390568103 3,818.75 100 SOLE 51 100
GREENPOINT FINANCIAL CORP COMMON 395384100 19,050.00 800 SOLE 19 800
GRUPO TELEVISA S.A.GDR COMMON 40049J206 941,850.00 13,800 SOLE 6 13,800
GRUPO TELEVISA S.A.GDR COMMON 40049J206 8,067,150.00 118,200 SOLE 13 118,200
GRUPO TELEVISA S.A.GDR COMMON 40049J206 61,425.00 900 SOLE 39 900
GRUPO TELEVISA S.A.GDR COMMON 40049J206 54,600.00 800 SOLE 52 800
GTE CORP COMMON 362320103 11,995,625.00 170,000 SOLE 2 170,000
GTE CORP COMMON 362320103 14,112,500.00 200,000 SOLE 10 200,000
GTE CORP COMMON 362320103 225,800.00 3,200 SOLE 19 3,200
GTE CORP COMMON 362320103 3,351,718.75 47,500 SOLE 20 47,500
GTE CORP COMMON 362320103 134,068.75 1,900 SOLE 38 1,900
GTE CORP COMMON 362320103 112,900.00 1,600 SOLE 51 1,600
GTE CORP COMMON 362320103 246,968.75 3,500 SOLE 520 3,500
GTE CORP COMMON 362320103 289,306.25 4,100 SOLE 530 4,100
GTE CORP COMMON 362320103 42,337.50 600 SOLE 540 600
GTE CORP COMMON 362320103 190,518.75 2,700 SOLE 560 2,700
GTE CORP COMMON 362320103 42,337.50 600 SOLE 570 600
GUIDANT CORP COMMON 401698105 7,050,000.00 150,000 SOLE 10 150,000
GUIDANT CORP COMMON 401698105 1,400,600.00 29,800 SOLE 16 29,800
GUIDANT CORP COMMON 401698105 47,000.00 1,000 SOLE 19 1,000
GUIDANT CORP COMMON 401698105 77,550.00 1,650 SOLE 32 1,650
GUIDANT CORP COMMON 401698105 169,200.00 3,600 SOLE 34 3,600
GUIDANT CORP COMMON 401698105 28,200.00 600 SOLE 38 600
GUIDANT CORP COMMON 401698105 23,500.00 500 SOLE 51 500
GUILFORD PHARMACEUTICALS COMMON 401829106 850,000.00 50,000 SOLE 1 50,000
GUILFORD PHARMACEUTICALS COMMON 401829106 2,380,000.00 140,000 SOLE 15 140,000
H & R BLOCK INC. COMMON 093671105 35,000.00 800 SOLE 19 800
H & R BLOCK INC. COMMON 093671105 1,255,625.00 28,700 SOLE 20 28,700
H & R BLOCK INC. COMMON 093671105 8,750.00 200 SOLE 38 200
H & R BLOCK INC. COMMON 093671105 8,750.00 200 SOLE 51 200
H.J. HEINZ COMPANY COMMON 423074103 55,737.50 1,400 SOLE 19 1,400
H.J. HEINZ COMPANY COMMON 423074103 2,004,559.38 50,350 SOLE 20 50,350
H.J. HEINZ COMPANY COMMON 423074103 15,925.00 400 SOLE 38 400
H.J. HEINZ COMPANY COMMON 423074103 15,925.00 400 SOLE 51 400
HALLIBURTON COMPANY COMMON 406216101 1,247,750.00 31,000 SOLE 3 31,000
HALLIBURTON COMPANY COMMON 406216101 16,502,500.00 410,000 SOLE 11 410,000
HALLIBURTON COMPANY COMMON 406216101 68,425.00 1,700 SOLE 19 1,700
HALLIBURTON COMPANY COMMON 406216101 28,175.00 700 SOLE 38 700
HALLIBURTON COMPANY COMMON 406216101 24,150.00 600 SOLE 51 600
HANNA (M.A.) COMPANY COMMON 410522106 9,843.75 900 SOLE 19 900
HANNAFORD BROS CO COMMON 410550107 187,143.75 2,700 SOLE 38 2,700
HANNAFORD BROS CO COMMON 410550107 103,968.75 1,500 SOLE 51 1,500
HARBINGER CORP COMMON 41145C103 5,220,431.25 164,100 SOLE 1 164,100
HARBINGER CORP COMMON 41145C103 14,503,318.75 455,900 SOLE 15 455,900
HARCOURT GENERAL, INC. COMMON 41163G101 4,025,000.00 100,000 SOLE 11 100,000
HARLEY DAVIDSON, INC. COMMON 412822108 102,500.00 1,600 SOLE 19 1,600
HARRAH'S ENTERTAINMENT COMMON 413619107 10,575.00 400 SOLE 38 400
HARRAH'S ENTERTAINMENT COMMON 413619107 10,575.00 400 SOLE 51 400
HARSCO CORPORATION COMMON 415864107 22,225.00 700 SOLE 19 700
HARTFORD FINL SVCS GRP COMMON 416515104 5,685,000.00 120,000 SOLE 2 120,000
HARTFORD FINL SVCS GRP COMMON 416515104 7,106,250.00 150,000 SOLE 10 150,000
HARTFORD FINL SVCS GRP COMMON 416515104 312,675.00 6,600 SOLE 18 6,600
HARTFORD FINL SVCS GRP COMMON 416515104 37,900.00 800 SOLE 19 800
HARTFORD FINL SVCS GRP COMMON 416515104 4,737.50 100 SOLE 38 100
HARTFORD FINL SVCS GRP COMMON 416515104 4,737.50 100 SOLE 51 100
HARTFORD FINL SVCS GRP COMMON 416515104 80,537.50 1,700 SOLE 520 1,700
HARTFORD FINL SVCS GRP COMMON 416515104 85,275.00 1,800 SOLE 530 1,800
HARTFORD FINL SVCS GRP COMMON 416515104 14,212.50 300 SOLE 540 300
HARTFORD FINL SVCS GRP COMMON 416515104 61,587.50 1,300 SOLE 560 1,300
HARTFORD FINL SVCS GRP COMMON 416515104 14,212.50 300 SOLE 570 300
HASBRO INC COMMON 418056107 1,086,562.50 57,000 SOLE 1 57,000
HASBRO INC COMMON 418056107 152,500.00 8,000 SOLE 3 8,000
HASBRO INC COMMON 418056107 327,875.00 17,200 SOLE 6 17,200
HASBRO INC COMMON 418056107 2,738,328.13 143,650 SOLE 13 143,650
HASBRO INC COMMON 418056107 2,973,750.00 156,000 SOLE 15 156,000
HASBRO INC COMMON 418056107 911,187.50 47,800 SOLE 20 47,800
HASBRO INC COMMON 418056107 571,875.00 30,000 SOLE 29 30,000
HASBRO INC COMMON 418056107 228,750.00 12,000 SOLE 35 12,000
HASBRO INC COMMON 418056107 7,625.00 400 SOLE 38 400
HASBRO INC COMMON 418056107 5,718.75 300 SOLE 51 300
HEALTH MANAGEMENT ASS. COMMON 421933102 42,800.00 3,200 SOLE 19 3,200
HEALTHSOUTH CORP COMMON 421924101 17,200.00 3,200 SOLE 19 3,200
HEALTHSOUTH CORP COMMON 421924101 6,987.50 1,300 SOLE 38 1,300
HEALTHSOUTH CORP COMMON 421924101 6,450.00 1,200 SOLE 51 1,200
HELMERICH & PAYNE INC COMMON 423452101 8,725.00 400 SOLE 19 400
HENRY (JACK) & ASSOCIATES COMMON 426281101 1,991,806.25 37,100 SOLE 1 37,100
HENRY (JACK) & ASSOCIATES COMMON 426281101 4,987,568.75 92,900 SOLE 15 92,900
HERCULES INC COMMON 427056106 1,680,862.50 60,300 SOLE 20 60,300
HERMAN MILLER INC. COMMON 600544100 23,000.00 1,000 SOLE 19 1,000
HERSHEY FOODS CORP COMMON 427866108 28,500.00 600 SOLE 19 600
HERSHEY FOODS CORP COMMON 427866108 1,767,000.00 37,200 SOLE 20 37,200
HEWLETT-PACKARD CO COMMON 428236103 8,545,312.50 75,000 SOLE 2 75,000
HEWLETT-PACKARD CO COMMON 428236103 10,254,375.00 90,000 SOLE 10 90,000
HEWLETT-PACKARD CO COMMON 428236103 2,609,168.75 22,900 SOLE 16 22,900
HEWLETT-PACKARD CO COMMON 428236103 398,781.25 3,500 SOLE 18 3,500
HEWLETT-PACKARD CO COMMON 428236103 353,206.25 3,100 SOLE 19 3,100
HEWLETT-PACKARD CO COMMON 428236103 1,902,756.25 16,700 SOLE 20 16,700
HEWLETT-PACKARD CO COMMON 428236103 319,025.00 2,800 SOLE 34 2,800
HEWLETT-PACKARD CO COMMON 428236103 216,481.25 1,900 SOLE 38 1,900
HEWLETT-PACKARD CO COMMON 428236103 193,693.75 1,700 SOLE 51 1,700
HEWLETT-PACKARD CO COMMON 428236103 125,331.25 1,100 SOLE 520 1,100
HEWLETT-PACKARD CO COMMON 428236103 125,331.25 1,100 SOLE 530 1,100
HEWLETT-PACKARD CO COMMON 428236103 22,787.50 200 SOLE 540 200
HEWLETT-PACKARD CO COMMON 428236103 91,150.00 800 SOLE 560 800
HEWLETT-PACKARD CO COMMON 428236103 22,787.50 200 SOLE 570 200
HIBERNIA CORP COMMON 428656102 15,937.50 1,500 SOLE 19 1,500
HIGH SPEED ACCESS CORP COMMON 42979U102 306,000.00 17,000 SOLE 1 17,000
HIGH SPEED ACCESS CORP COMMON 42979U102 774,000.00 43,000 SOLE 15 43,000
HIGH SPEED ACCESS CORP COMMON 42979U102 18,000.00 1,000 SOLE 500 1,000
HIGHWOODS PROPERTIES INC COMMON 431284108 465,000.00 20,000 SOLE 3 20,000
HIGHWOODS PROPERTIES INC COMMON 431284108 3,487,500.00 150,000 SOLE 11 150,000
HIGHWOODS PROPERTIES INC COMMON 431284108 141,750.00 6,000 SOLE 1 6,000
HILLENBRAND INDUSTRIES COMMON 431573104 22,181.25 700 SOLE 19 700
HILTON HOTELS CORPORATION COMMON 432848109 776,737.50 80,700 SOLE 20 80,700
HILTON HOTELS CORPORATION COMMON 432848109 4,812.50 500 SOLE 38 500
HILTON HOTELS CORPORATION COMMON 432848109 3,850.00 400 SOLE 51 400
HISPANIC BROADCASTING COMMON 43357B104 46,109.38 500 SOLE 19 500
HITACHI LTD -ADR COMMON 433578507 129,500.00 800 SOLE 19 800
HNC SOFTWARE, INC. COMMON 40425P107 3,373,425.00 31,900 SOLE 1 31,900
HNC SOFTWARE, INC. COMMON 40425P107 9,422,325.00 89,100 SOLE 15 89,100
HOME DEPOT INC COMMON 437076102 12,341,250.00 180,000 SOLE 2 180,000
HOME DEPOT INC COMMON 437076102 15,426,562.50 225,000 SOLE 10 225,000
HOME DEPOT INC COMMON 437076102 555,356.25 8,100 SOLE 18 8,100
HOME DEPOT INC COMMON 437076102 545,071.88 7,950 SOLE 19 7,950
HOME DEPOT INC COMMON 437076102 298,246.88 4,350 SOLE 38 4,350
HOME DEPOT INC COMMON 437076102 257,109.38 3,750 SOLE 51 3,750
HOME DEPOT INC COMMON 437076102 1,234,125.00 18,000 SOLE 53 18,000
HOME DEPOT INC COMMON 437076102 1,871,756.25 27,300 SOLE 70 27,300
HOMESTAKE MINING COMMON 437614100 781.25 100 SOLE 38 100
HOMESTAKE MINING COMMON 437614100 781.25 100 SOLE 51 100
HONDA MOTOR CO LTD-ADR COMMON 438128308 122,400.00 1,600 SOLE 19 1,600
HONEYWELL INTERNATIONAL COMMON 438516106 10,383,750.00 180,000 SOLE 2 180,000
HONEYWELL INTERNATIONAL COMMON 438516106 11,537,500.00 200,000 SOLE 10 200,000
HONEYWELL INTERNATIONAL COMMON 438516106 155,756.25 2,700 SOLE 18 2,700
HONEYWELL INTERNATIONAL COMMON 438516106 137,700.06 2,387 SOLE 19 2,387
HONEYWELL INTERNATIONAL COMMON 438516106 602,084.44 10,437 SOLE 20 10,437
HONEYWELL INTERNATIONAL COMMON 438516106 77,157.03 1,338 SOLE 38 1,338
HONEYWELL INTERNATIONAL COMMON 438516106 66,340.63 1,150 SOLE 51 1,150
HONEYWELL INTERNATIONAL COMMON 438516106 86,531.25 1,500 SOLE 500 1,500
HONEYWELL INTERNATIONAL COMMON 438516106 109,606.25 1,900 SOLE 520 1,900
HONEYWELL INTERNATIONAL COMMON 438516106 11,537.50 200 SOLE 530 200
HONEYWELL INTERNATIONAL COMMON 438516106 17,306.25 300 SOLE 540 300
HOOPER HOLMES INC COMMON 439104100 77,250.00 3,000 SOLE 36 3,000
HOOPER HOLMES INC COMMON 439104100 103,000.00 4,000 SOLE 50 4,000
HORACE MANN EDUCATORS COMMON 440327104 2,237,250.00 114,000 SOLE 15 114,000
HORACE MANN EDUCATORS COMMON 440327104 282,600.00 14,400 SOLE 29 14,400
HORACE MANN EDUCATORS COMMON 440327104 255,125.00 13,000 SOLE 35 13,000
HORMEL FOODS CORP COMMON 440452100 32,500.00 800 SOLE 19 800
HORMEL FOODS CORP COMMON 440452100 349,375.00 8,600 SOLE 29 8,600
HORMEL FOODS CORP COMMON 440452100 406,250.00 10,000 SOLE 35 10,000
HOSPITALITY PROP TRUST COMMON 44106M102 80,065.00 4,200 SOLE 1 4,200
HOSPITALITY PROPERTIES TR COMMON 44106M102 5,718,750.00 300,000 SOLE 11 300,000
HOUSEHOLD INTERNTL INC COMMON 441815107 3,725,000.00 100,000 SOLE 2 100,000
HOUSEHOLD INTERNTL INC COMMON 441815107 6,891,250.00 185,000 SOLE 10 185,000
HOUSEHOLD INTERNTL INC COMMON 441815107 1,087,700.00 29,200 SOLE 16 29,200
HOUSEHOLD INTERNTL INC COMMON 441815107 52,150.00 1,400 SOLE 19 1,400
HOUSEHOLD INTERNTL INC COMMON 441815107 119,200.00 3,200 SOLE 32 3,200
HOUSEHOLD INTERNTL INC COMMON 441815107 134,100.00 3,600 SOLE 34 3,600
HOUSEHOLD INTERNTL INC COMMON 441815107 26,075.00 700 SOLE 38 700
HOUSEHOLD INTERNTL INC COMMON 441815107 22,350.00 600 SOLE 51 600
HOUSEHOLD INTERNTL INC COMMON 441815107 55,875.00 1,500 SOLE 530 1,500
HOUSEHOLD INTERNTL INC COMMON 441815107 40,975.00 1,100 SOLE 560 1,100
HOUSEHOLD INTERNTL INC COMMON 441815107 7,450.00 200 SOLE 570 200
HSB GROUP INC COMMON 40428N109 13,525.00 400 SOLE 19 400
HUB GROUP INC-CL A COMMON 443320106 82,000.00 4,100 SOLE 29 4,100
HUB GROUP INC-CL A COMMON 443320106 68,000.00 3,400 SOLE 35 3,400
HUBBELL INC, CLASS B COMMON 443510201 408,750.00 15,000 SOLE 3 15,000
HUBBELL INC, CLASS B COMMON 443510201 5,450,000.00 200,000 SOLE 11 200,000
HUBBELL INC, CLASS B COMMON 443510201 19,075.00 700 SOLE 19 700
HUBBELL INC, CLASS B COMMON 443510201 948,300.00 34,800 SOLE 20 34,800
HUMANA, INC. COMMON 444859102 2,456.25 300 SOLE 38 300
HUMANA, INC. COMMON 444859102 2,456.25 300 SOLE 51 300
HUNTINGTON BANCSHARES COMMON 446150104 27,862.13 1,167 SOLE 19 1,167
HUNTINGTON BANCSHARES COMMON 446150104 7,162.50 300 SOLE 38 300
HUNTINGTON BANCSHARES COMMON 446150104 4,775.00 200 SOLE 51 200
HYPERION SOLUTIONS CORP COMMON 44914M104 1,044,000.00 24,000 SOLE 1 24,000
HYPERION SOLUTIONS CORP COMMON 44914M104 2,827,500.00 65,000 SOLE 15 65,000
HYPERION SOLUTIONS CORP COMMON 44914M104 382,800.00 8,800 SOLE 36 8,800
HYPERION SOLUTIONS CORP COMMON 44914M104 574,200.00 13,200 SOLE 50 13,200
IBM COMMON 459200101 17,280,000.00 160,000 SOLE 2 160,000
IBM COMMON 459200101 864,000.00 8,000 SOLE 3 8,000
IBM COMMON 459200101 572,400.00 5,300 SOLE 6 5,300
IBM COMMON 459200101 19,440,000.00 180,000 SOLE 10 180,000
IBM COMMON 459200101 10,800,000.00 100,000 SOLE 11 100,000
IBM COMMON 459200101 4,752,000.00 44,000 SOLE 13 44,000
IBM COMMON 459200101 4,795,200.00 44,400 SOLE 16 44,400
IBM COMMON 459200101 572,400.00 5,300 SOLE 18 5,300
IBM COMMON 459200101 648,000.00 6,000 SOLE 19 6,000
IBM COMMON 459200101 129,600.00 1,200 SOLE 32 1,200
IBM COMMON 459200101 583,200.00 5,400 SOLE 34 5,400
IBM COMMON 459200101 399,600.00 3,700 SOLE 38 3,700
IBM COMMON 459200101 345,600.00 3,200 SOLE 51 3,200
IBM COMMON 459200101 291,600.00 2,700 SOLE 520 2,700
IBM COMMON 459200101 356,400.00 3,300 SOLE 530 3,300
IBM COMMON 459200101 54,000.00 500 SOLE 540 500
IBM COMMON 459200101 237,600.00 2,200 SOLE 560 2,200
IBM COMMON 459200101 54,000.00 500 SOLE 570 500
IBP INC COMMON 449223106 21,600.00 1,200 SOLE 19 1,200
ICICI LIMITED - SPON ADR COMMON 44926P103 1,387,500.00 100,000 SOLE 13 100,000
ICN PHARMACEUTICALS INC. COMMON 448924100 17,718.75 700 SOLE 19 700
IDACORP INC COMMON 451107106 18,768.75 700 SOLE 19 700
IKON OFFICE SOLUTIONS, IN COMMON 451713101 7,493.75 1,100 SOLE 19 1,100
ILLINOIS TOOL WORKS COMMON 452308109 4,053,750.00 60,000 SOLE 2 60,000
ILLINOIS TOOL WORKS COMMON 452308109 4,391,562.50 65,000 SOLE 10 65,000
ILLINOIS TOOL WORKS COMMON 452308109 1,175,587.50 17,400 SOLE 16 17,400
ILLINOIS TOOL WORKS COMMON 452308109 81,075.00 1,200 SOLE 19 1,200
ILLINOIS TOOL WORKS COMMON 452308109 97,965.63 1,450 SOLE 32 1,450
ILLINOIS TOOL WORKS COMMON 452308109 155,393.75 2,300 SOLE 34 2,300
ILLINOIS TOOL WORKS COMMON 452308109 27,025.00 400 SOLE 38 400
ILLINOIS TOOL WORKS COMMON 452308109 27,025.00 400 SOLE 51 400
ILLINOVA CORPORATION COMMON 452317100 34,750.00 1,000 SOLE 19 1,000
IMC GLOBAL INC COMMON 449669100 26,200.00 1,600 SOLE 19 1,600
IMPERIAL CHEM INDUST ADR COMMON 452704505 59,587.50 1,400 SOLE 19 1,400
IMPERIAL CHEM INDUST ADR COMMON 452704505 1,055,550.00 24,800 SOLE 20 24,800
IMS HEALTH, INC. COMMON 449934108 32,625.00 1,200 SOLE 19 1,200
IMS HEALTH, INC. COMMON 449934108 10,875.00 400 SOLE 38 400
IMS HEALTH, INC. COMMON 449934108 8,156.25 300 SOLE 51 300
INCO, LTD. COMMON 453258402 782,550.00 33,300 SOLE 20 33,300
INCO, LTD. COMMON 453258402 7,050.00 300 SOLE 38 300
INCO, LTD. COMMON 453258402 4,700.00 200 SOLE 51 200
INFINITY BROADCASTING COMMON 45662S102 54,281.25 1,500 SOLE 28 1,500
INFINITY BROADCASTING COMMON 45662S102 36,187.50 1,000 SOLE 33 1,000
INFORMIX CORP COMMON 456779107 22,750.00 2,000 SOLE 19 2,000
INGERSOLL-RAND COMMON 456866102 2,202,500.00 40,000 SOLE 2 40,000
INGERSOLL-RAND COMMON 456866102 2,202,500.00 40,000 SOLE 10 40,000
INGERSOLL-RAND COMMON 456866102 38,543.75 700 SOLE 19 700
INGERSOLL-RAND COMMON 456866102 11,012.50 200 SOLE 38 200
INGERSOLL-RAND COMMON 456866102 11,012.50 200 SOLE 51 200
INTEL CORPORATION COMMON 458140100 24,693,750.00 300,000 SOLE 2 300,000
INTEL CORPORATION COMMON 458140100 28,809,375.00 350,000 SOLE 10 350,000
INTEL CORPORATION COMMON 458140100 9,350,700.00 113,600 SOLE 16 113,600
INTEL CORPORATION COMMON 458140100 255,168.75 3,100 SOLE 18 3,100
INTEL CORPORATION COMMON 458140100 823,125.00 10,000 SOLE 19 10,000
INTEL CORPORATION COMMON 458140100 185,203.13 2,250 SOLE 32 2,250
INTEL CORPORATION COMMON 458140100 1,111,218.75 13,500 SOLE 34 13,500
INTEL CORPORATION COMMON 458140100 526,800.00 6,400 SOLE 38 6,400
INTEL CORPORATION COMMON 458140100 467,041.13 5,674 SOLE 51 5,674
INTEL CORPORATION COMMON 458140100 1,177,068.75 14,300 SOLE 53 14,300
INTEL CORPORATION COMMON 458140100 1,440,468.75 17,500 SOLE 70 17,500
INTEL CORPORATION COMMON 458140100 378,637.50 4,600 SOLE 520 4,600
INTEL CORPORATION COMMON 458140100 395,100.00 4,800 SOLE 530 4,800
INTEL CORPORATION COMMON 458140100 65,850.00 800 SOLE 540 800
INTEL CORPORATION COMMON 458140100 304,556.25 3,700 SOLE 560 3,700
INTEL CORPORATION COMMON 458140100 65,850.00 800 SOLE 570 800
INTERACTIVE PICTURES CORP COMMON 45839N101 128,218.75 5,500 SOLE 36 5,500
INTERACTIVE PICTURES CORP COMMON 45839N101 209,812.50 9,000 SOLE 50 9,000
INTERLINK ELECTRONICS INC COMMON 458751104 146,875.00 2,500 SOLE 36 2,500
INTERLINK ELECTRONICS INC COMMON 458751104 205,625.00 3,500 SOLE 50 3,500
INTERNATIONAL GAME TECH COMMON 459902102 416,406.25 20,500 SOLE 6 20,500
INTERNATIONAL GAME TECH COMMON 459902102 3,451,093.75 169,900 SOLE 13 169,900
INTERNATIONAL GAME TECH COMMON 459902102 32,500.00 1,600 SOLE 19 1,600
INTERNET CAPITAL GROUP COMMON 46059C106 1,254,600.00 7,380 SOLE 1 7,380
INTERNET CAPITAL GROUP COMMON 46059C106 3,495,200.00 20,560 SOLE 15 20,560
INTERPUBLIC GRP OF CO COMMON 460690100 57,687.50 1,000 SOLE 19 1,000
INTERPUBLIC GRP OF CO COMMON 460690100 28,843.75 500 SOLE 38 500
INTERPUBLIC GRP OF CO COMMON 460690100 23,075.00 400 SOLE 51 400
INTERSTATE BAKERIES COMMON 46072H108 14,500.00 800 SOLE 19 800
INTERVU COMMON 46114R106 409,500.00 3,900 SOLE 36 3,900
INTERVU COMMON 46114R106 567,000.00 5,400 SOLE 50 5,400
INTL FLAVORS & FRAGRANCE COMMON 459506101 622,875.00 16,500 SOLE 6 16,500
INTL FLAVORS & FRAGRANCE COMMON 459506101 5,371,825.00 142,300 SOLE 13 142,300
INTL FLAVORS & FRAGRANCE COMMON 459506101 26,425.00 700 SOLE 19 700
INTL FLAVORS & FRAGRANCE COMMON 459506101 2,080,025.00 55,100 SOLE 20 55,100
INTL FLAVORS & FRAGRANCE COMMON 459506101 15,100.00 400 SOLE 38 400
INTL FLAVORS & FRAGRANCE COMMON 459506101 11,325.00 300 SOLE 51 300
INTL PAPER COMPANY COMMON 460146103 846,562.50 15,000 SOLE 3 15,000
INTL PAPER COMPANY COMMON 460146103 11,287,500.00 200,000 SOLE 11 200,000
INTL PAPER COMPANY COMMON 460146103 107,231.25 1,900 SOLE 19 1,900
INTL PAPER COMPANY COMMON 460146103 3,709,072.50 65,720 SOLE 20 65,720
INTL PAPER COMPANY COMMON 460146103 62,081.25 1,100 SOLE 38 1,100
INTL PAPER COMPANY COMMON 460146103 56,437.50 1,000 SOLE 51 1,000
INTUIT INC COMMON 461202103 125,868.75 2,100 SOLE 19 2,100
INVITROGEN CORP COMMON 46185R100 570,000.00 9,500 SOLE 50 9,500
IPALCO ENTERPRISES, INC. COMMON 462613100 22,181.25 1,300 SOLE 19 1,300
ISLE OF CAPRI CASINOS COMMON 464592104 276,937.50 21,000 SOLE 36 21,000
ISLE OF CAPRI CASINOS COMMON 464592104 375,843.75 28,500 SOLE 50 28,500
ITT INDUSTRIES, INC. COMMON 450911102 6,687.50 200 SOLE 38 200
ITT INDUSTRIES, INC. COMMON 450911102 6,687.50 200 SOLE 51 200
ITXC CORP COMMON 45069F109 211,837.50 6,300 SOLE 36 6,300
ITXC CORP COMMON 45069F109 289,175.00 8,600 SOLE 50 8,600
IVAX CORPORATION COMMON 465823102 51,500.00 2,000 SOLE 19 2,000
J C PENNEY COMMON 708160106 478,500.00 24,000 SOLE 3 24,000
J C PENNEY COMMON 708160106 5,981,250.00 300,000 SOLE 11 300,000
J C PENNEY COMMON 708160106 19,937.50 1,000 SOLE 19 1,000
J C PENNEY COMMON 708160106 592,143.75 29,700 SOLE 20 29,700
J C PENNEY COMMON 708160106 5,981.25 300 SOLE 38 300
J C PENNEY COMMON 708160106 5,981.25 300 SOLE 51 300
J P MORGAN & COMPANY INC. COMMON 616880100 1,962,687.50 15,500 SOLE 3 15,500
J P MORGAN & COMPANY INC. COMMON 616880100 25,325,000.00 200,000 SOLE 11 200,000
J P MORGAN & COMPANY INC. COMMON 616880100 75,975.00 600 SOLE 19 600
J P MORGAN & COMPANY INC. COMMON 616880100 2,101,975.00 16,600 SOLE 20 16,600
J P MORGAN & COMPANY INC. COMMON 616880100 671,112.50 5,300 SOLE 29 5,300
J P MORGAN & COMPANY INC. COMMON 616880100 633,125.00 5,000 SOLE 35 5,000
J P MORGAN & COMPANY INC. COMMON 616880100 75,975.00 600 SOLE 38 600
J P MORGAN & COMPANY INC. COMMON 616880100 63,312.50 500 SOLE 51 500
JDN REALTY CORP. COMMON 465917102 54,019.00 3,350 SOLE 1 3,350
JACOBS ENGINEERING GROUP COMMON 469814107 19,500.00 600 SOLE 19 600
JDA SOFTWARE GROUP, INC. COMMON 46612K108 917,000.00 56,000 SOLE 29 56,000
JDA SOFTWARE GROUP, INC. COMMON 46612K108 1,146,250.00 70,000 SOLE 35 70,000
JDS UNIPHASE CORP COMMON 46612J101 2,774,575.00 17,200 SOLE 1 17,200
JDS UNIPHASE CORP COMMON 46612J101 11,614,500.00 72,000 SOLE 15 72,000
JEFFERSON-PILOT CORP COMMON 475070108 6,825.00 100 SOLE 38 100
JEFFERSON-PILOT CORP COMMON 475070108 6,825.00 100 SOLE 51 100
JOHNSON & JOHNSON COMMON 478160104 9,312,500.00 100,000 SOLE 2 100,000
JOHNSON & JOHNSON COMMON 478160104 10,709,375.00 115,000 SOLE 10 115,000
JOHNSON & JOHNSON COMMON 478160104 4,333,292.50 46,532 SOLE 16 46,532
JOHNSON & JOHNSON COMMON 478160104 400,437.50 4,300 SOLE 19 4,300
JOHNSON & JOHNSON COMMON 478160104 521,500.00 5,600 SOLE 34 5,600
JOHNSON & JOHNSON COMMON 478160104 242,125.00 2,600 SOLE 38 2,600
JOHNSON & JOHNSON COMMON 478160104 214,187.50 2,300 SOLE 51 2,300
JOHNSON & JOHNSON COMMON 478160104 83,812.50 900 SOLE 500 900
JOHNSON & JOHNSON COMMON 478160104 195,562.50 2,100 SOLE 520 2,100
JOHNSON & JOHNSON COMMON 478160104 27,937.50 300 SOLE 540 300
JONES APPAREL GROUP INC COMMON 480074103 37,975.00 1,400 SOLE 19 1,400
JOSTENS, INC. COMMON 481088102 43,762.50 1,800 SOLE 38 1,800
JOSTENS, INC. COMMON 481088102 38,900.00 1,600 SOLE 51 1,600
KANSAS CITY POWER & LIGHT COMMON 485134100 661,875.00 30,000 SOLE 3 30,000
KANSAS CITY POWER & LIGHT COMMON 485134100 6,689,350.00 303,200 SOLE 11 303,200
KANSAS CITY POWER & LIGHT COMMON 485134100 24,268.75 1,100 SOLE 19 1,100
KANSAS CITY SO INDUSTRY COMMON 485170104 37,312.50 500 SOLE 19 500
KANSAS CITY SO INDUSTRY COMMON 485170104 7,462.50 100 SOLE 38 100
KAYDON CORPORATION COMMON 486587108 16,087.50 600 SOLE 19 600
KEANE INC COMMON 486665102 22,225.00 700 SOLE 19 700
KELLOGG COMPANY COMMON 487836108 338,937.50 11,000 SOLE 3 11,000
KELLOGG COMPANY COMMON 487836108 4,621,875.00 150,000 SOLE 11 150,000
KELLOGG COMPANY COMMON 487836108 33,893.75 1,100 SOLE 19 1,100
KELLOGG COMPANY COMMON 487836108 967,512.50 31,400 SOLE 20 31,400
KELLOGG COMPANY COMMON 487836108 24,650.00 800 SOLE 38 800
KELLOGG COMPANY COMMON 487836108 21,568.75 700 SOLE 51 700
KELLWOOD COMPANY COMMON 488044108 1,263,437.50 65,000 SOLE 29 65,000
KELLWOOD COMPANY COMMON 488044108 1,069,062.50 55,000 SOLE 35 55,000
KEMET CORP COMMON 488360108 315,437.50 7,000 SOLE 36 7,000
KEMET CORP COMMON 488360108 495,687.50 11,000 SOLE 50 11,000
KENNAMETAL INC COMMON 489170100 10,087.50 300 SOLE 19 300
KENSEY NASH CORPORATION COMMON 490057106 100,937.50 8,500 SOLE 1 8,500
KERR-MCGEE CORPORATION COMMON 492386107 12,400.00 200 SOLE 38 200
KERR-MCGEE CORPORATION COMMON 492386107 6,200.00 100 SOLE 51 100
KEY ENERGY GROUP, INC. COMMON 492914106 293,093.75 56,500 SOLE 36 56,500
KEY ENERGY GROUP, INC. COMMON 492914106 381,281.25 73,500 SOLE 50 73,500
KEYCORP COMMON 493267108 9,513,750.00 430,000 SOLE 11 430,000
KEYCORP COMMON 493267108 33,187.50 1,500 SOLE 19 1,500
KEYCORP COMMON 493267108 491,175.00 22,200 SOLE 20 22,200
KEYCORP COMMON 493267108 11,062.50 500 SOLE 38 500
KEYCORP COMMON 493267108 8,850.00 400 SOLE 51 400
KEYCORP COMMON 493267108 26,550.00 1,200 SOLE 500 1,200
KEYSPAN CORP COMMON 49337W100 39,418.75 1,700 SOLE 19 1,700
KILROY REALTY CORP. COMMON 49427F108 62,650.00 2,800 SOLE 1 2,800
KIMBERLY CLARK COMMON 494368103 1,044,000.00 16,000 SOLE 16 16,000
KIMBERLY CLARK COMMON 494368103 463,275.00 7,100 SOLE 18 7,100
KIMBERLY CLARK COMMON 494368103 123,975.00 1,900 SOLE 19 1,900
KIMBERLY CLARK COMMON 494368103 2,890,575.00 44,300 SOLE 20 44,300
KIMBERLY CLARK COMMON 494368103 130,500.00 2,000 SOLE 34 2,000
KIMBERLY CLARK COMMON 494368103 78,300.00 1,200 SOLE 38 1,200
KIMBERLY CLARK COMMON 494368103 71,775.00 1,100 SOLE 51 1,100
KIMCO REALTY CORP. COMMON 49446R109 198,169.00 5,850 SOLE 1 5,850
KIMCO REALTY CORP COMMON 49446R109 25,406.25 750 SOLE 28 750
KIMCO REALTY CORP COMMON 49446R109 16,937.50 500 SOLE 33 500
KINDER MORGAN INC COMMON 49455P101 847,875.00 42,000 SOLE 29 42,000
KINDER MORGAN INC COMMON 49455P101 706,562.50 35,000 SOLE 35 35,000
KING PHARMACEUTICALS INC COMMON 495582108 538,200.00 9,600 SOLE 36 9,600
KING PHARMACEUTICALS INC COMMON 495582108 756,843.75 13,500 SOLE 50 13,500
KLA-TENCOR CORPORATION COMMON 482480100 22,275.00 200 SOLE 38 200
KLA-TENCOR CORPORATION COMMON 482480100 11,137.50 100 SOLE 51 100
KLM ROYAL DUTCH AIR COMMON 482516309 14,962.50 600 SOLE 19 600
KMART CORP COMMON 482584109 28,175.00 2,800 SOLE 38 2,800
KMART CORP COMMON 482584109 25,156.25 2,500 SOLE 51 2,500
KNIGHT-RIDDER, INC. COMMON 499040103 2,255,050.00 37,900 SOLE 20 37,900
KNIGHT-RIDDER, INC. COMMON 499040103 17,850.00 300 SOLE 38 300
KNIGHT-RIDDER, INC. COMMON 499040103 17,850.00 300 SOLE 51 300
KOHL'S CORP COMMON 500255104 2,165,625.00 30,000 SOLE 2 30,000
KOHL'S CORP COMMON 500255104 2,526,562.50 35,000 SOLE 10 35,000
KOHL'S CORP COMMON 500255104 952,875.00 13,200 SOLE 16 13,200
KOHL'S CORP COMMON 500255104 36,093.75 500 SOLE 19 500
KOHL'S CORP COMMON 500255104 43,312.50 600 SOLE 32 600
KOHL'S CORP COMMON 500255104 115,500.00 1,600 SOLE 34 1,600
KOHL'S CORP COMMON 500255104 50,531.25 700 SOLE 38 700
KOHL'S CORP COMMON 500255104 43,312.50 600 SOLE 51 600
KOHL'S CORP COMMON 500255104 79,406.25 1,100 SOLE 520 1,100
KOHL'S CORP COMMON 500255104 86,625.00 1,200 SOLE 530 1,200
KOHL'S CORP COMMON 500255104 14,437.50 200 SOLE 540 200
KOHL'S CORP COMMON 500255104 64,968.75 900 SOLE 560 900
KOHL'S CORP COMMON 500255104 14,437.50 200 SOLE 570 200
KONINKLIJKE PHILIPS EL-NV COMMON 500472204 248,400.00 1,840 SOLE 19 1,840
KOREA TELECOM CORP. ADR COMMON 50063P103 63,537.50 850 SOLE 39 850
KOREA TELECOM CORP. ADR COMMON 50063P103 55,315.00 740 SOLE 52 740
KROGER COMPANY COMMON 501044101 8,305,000.00 440,000 SOLE 2 440,000
KROGER COMPANY COMMON 501044101 9,815,000.00 520,000 SOLE 10 520,000
KROGER COMPANY COMMON 501044101 924,875.00 49,000 SOLE 16 49,000
KROGER COMPANY COMMON 501044101 47,187.50 2,500 SOLE 19 2,500
KROGER COMPANY COMMON 501044101 88,712.50 4,700 SOLE 32 4,700
KROGER COMPANY COMMON 501044101 113,250.00 6,000 SOLE 34 6,000
KROGER COMPANY COMMON 501044101 28,312.50 1,500 SOLE 38 1,500
KROGER COMPANY COMMON 501044101 24,537.50 1,300 SOLE 51 1,300
KROGER COMPANY COMMON 501044101 52,850.00 2,800 SOLE 520 2,800
KROGER COMPANY COMMON 501044101 128,350.00 6,800 SOLE 530 6,800
KROGER COMPANY COMMON 501044101 18,875.00 1,000 SOLE 540 1,000
KROGER COMPANY COMMON 501044101 98,150.00 5,200 SOLE 560 5,200
KROGER COMPANY COMMON 501044101 22,650.00 1,200 SOLE 570 1,200
LABOR READY, INC. COMMON 505401208 72,750.00 6,000 SOLE 500 6,000
LAIDLAW INC COMMON 50730K503 120,750.00 23,000 SOLE 3 23,000
LAIDLAW INC COMMON 50730K503 2,100,000.00 400,000 SOLE 11 400,000
LANCASTER COLONY COMMON 513847103 13,250.00 400 SOLE 19 400
LANCE INC COMMON 514606102 9,000.00 900 SOLE 19 900
LAND'S END, INC. COMMON 515086106 417,000.00 12,000 SOLE 1 12,000
LAND'S END, INC. COMMON 515086106 1,181,500.00 34,000 SOLE 15 34,000
LAND'S END, INC. COMMON 515086106 27,800.00 800 SOLE 19 800
LEAP WIRELESS INTL INC COMMON 521863100 7,850.00 100 SOLE 19 100
LEAR CORPORATION COMMON 521865105 32,000.00 1,000 SOLE 19 1,000
LEGATO SYSTEMS INC COMMON 524651106 55,050.00 800 SOLE 19 800
LEGG MASON, INC. COMMON 524901105 1,348,500.00 37,200 SOLE 1 37,200
LEGGETT & PLATT INC COMMON 524660107 9,882,687.50 461,000 SOLE 2 461,000
LEGGETT & PLATT INC COMMON 524660107 11,147,500.00 520,000 SOLE 10 520,000
LEGGETT & PLATT INC COMMON 524660107 34,300.00 1,600 SOLE 32 1,600
LEGGETT & PLATT INC COMMON 524660107 10,718.75 500 SOLE 38 500
LEGGETT & PLATT INC COMMON 524660107 8,575.00 400 SOLE 51 400
LEGGETT & PLATT INC COMMON 524660107 167,212.50 7,800 SOLE 520 7,800
LEGGETT & PLATT INC COMMON 524660107 21,437.50 1,000 SOLE 540 1,000
LEGGETT & PLATT INC COMMON 524660107 102,900.00 4,800 SOLE 560 4,800
LEGGETT & PLATT INC COMMON 524660107 19,293.75 900 SOLE 570 900
LEHMAN BROTHERS HOLDING COMMON 524908100 677,500.00 8,000 SOLE 6 8,000
LEHMAN BROTHERS HOLDING COMMON 524908100 5,707,937.50 67,400 SOLE 13 67,400
LEHMAN BROTHERS HOLDING COMMON 524908100 16,937.50 200 SOLE 38 200
LEHMAN BROTHERS HOLDING COMMON 524908100 16,937.50 200 SOLE 51 200
LERNOUT & HAUSPIE SPEECH COMMON B5628B104 3,700,000.00 80,000 SOLE 1 80,000
LERNOUT & HAUSPIE SPEECH COMMON B5628B104 471,750.00 10,200 SOLE 6 10,200
LERNOUT & HAUSPIE SPEECH COMMON B5628B104 3,986,750.00 86,200 SOLE 13 86,200
LERNOUT & HAUSPIE SPEECH COMMON B5628B104 10,637,500.00 230,000 SOLE 15 230,000
LEXMARK INTL GROUP COMMON 529771107 126,700.00 1,400 SOLE 32 1,400
LEXMARK INTL GROUP COMMON 529771107 27,150.00 300 SOLE 38 300
LEXMARK INTL GROUP COMMON 529771107 27,150.00 300 SOLE 51 300
LG&E ENERGY CORP COMMON 501917108 174,375.00 10,000 SOLE 3 10,000
LG&E ENERGY CORP COMMON 501917108 1,743,750.00 100,000 SOLE 11 100,000
LG&E ENERGY CORP COMMON 501917108 26,156.25 1,500 SOLE 19 1,500
LIBERTY PROPERTY TRUST COMMON 531172104 168,300.00 6,800 SOLE 1 6,800
LIFEPOINT HOSPITALS INC COMMON 53219L109 1,854.56 157 SOLE 19 157
LIGAND PHARMACEUTICALS COMMON 53220K207 2,575,000.00 200,000 SOLE 1 200,000
LIGAND PHARMACEUTICALS COMMON 53220K207 7,184,250.00 558,000 SOLE 15 558,000
LIGAND PHARMACEUTICALS COMMON 53220K207 283,250.00 22,000 SOLE 29 22,000
LIGAND PHARMACEUTICALS COMMON 53220K207 334,750.00 26,000 SOLE 35 26,000
LINCOLN NATIONAL CORP COMMON 534187109 3,156,000.00 78,900 SOLE 2 78,900
LINCOLN NATIONAL CORP COMMON 534187109 3,644,000.00 91,100 SOLE 10 91,100
LINCOLN NATIONAL CORP COMMON 534187109 28,000.00 700 SOLE 19 700
LINCOLN NATIONAL CORP COMMON 534187109 1,144,000.00 28,600 SOLE 20 28,600
LINCOLN NATIONAL CORP COMMON 534187109 8,000.00 200 SOLE 38 200
LINCOLN NATIONAL CORP COMMON 534187109 8,000.00 200 SOLE 51 200
LINEAR TECHNOLOGY CORP COMMON 535678106 114,500.00 1,600 SOLE 19 1,600
LITTON INDUSTRIES INC COMMON 538021106 24,937.50 500 SOLE 19 500
LIZ CLAIBORNE INC COMMON 539320101 7,525.00 200 SOLE 38 200
LIZ CLAIBORNE INC COMMON 539320101 7,525.00 200 SOLE 51 200
LOCKHEED MARTIN CORP COMMON 539830109 43,750.00 2,000 SOLE 19 2,000
LOCKHEED MARTIN CORP COMMON 539830109 1,905,312.50 87,100 SOLE 20 87,100
LOCKHEED MARTIN CORP COMMON 539830109 17,500.00 800 SOLE 38 800
LOCKHEED MARTIN CORP COMMON 539830109 15,312.50 700 SOLE 51 700
LOEWS CORP COMMON 540424108 667,562.50 11,000 SOLE 3 11,000
LOEWS CORP COMMON 540424108 9,406,562.50 155,000 SOLE 11 155,000
LOEWS CORP COMMON 540424108 48,550.00 800 SOLE 19 800
LONE STAR TECHNOLOGIES, I COMMON 542312103 125,437.50 4,500 SOLE 36 4,500
LONE STAR TECHNOLOGIES, I COMMON 542312103 195,125.00 7,000 SOLE 50 7,000
LONGS DRUG STORES CORP COMMON 543162101 387,187.50 15,000 SOLE 3 15,000
LONGS DRUG STORES CORP COMMON 543162101 5,162.50 200 SOLE 38 200
LONGS DRUG STORES CORP COMMON 543162101 5,162.50 200 SOLE 51 200
LOUISIANA-PACIFIC CORP COMMON 546347105 570,000.00 40,000 SOLE 3 40,000
LOUISIANA-PACIFIC CORP COMMON 546347105 7,125,000.00 500,000 SOLE 11 500,000
LOUISIANA-PACIFIC CORP COMMON 546347105 7,125.00 500 SOLE 38 500
LOUISIANA-PACIFIC CORP COMMON 546347105 7,125.00 500 SOLE 51 500
LOWE'S COMPANIES COMMON 548661107 9,560,000.00 160,000 SOLE 2 160,000
LOWE'S COMPANIES COMMON 548661107 5,975,000.00 100,000 SOLE 10 100,000
LOWE'S COMPANIES COMMON 548661107 3,447,575.00 57,700 SOLE 16 57,700
LOWE'S COMPANIES COMMON 548661107 77,675.00 1,300 SOLE 19 1,300
LOWE'S COMPANIES COMMON 548661107 143,400.00 2,400 SOLE 32 2,400
LOWE'S COMPANIES COMMON 548661107 376,425.00 6,300 SOLE 34 6,300
LOWE'S COMPANIES COMMON 548661107 41,825.00 700 SOLE 38 700
LOWE'S COMPANIES COMMON 548661107 41,825.00 700 SOLE 51 700
LOWE'S COMPANIES COMMON 548661107 149,375.00 2,500 SOLE 520 2,500
LOWE'S COMPANIES COMMON 548661107 41,825.00 700 SOLE 530 700
LOWE'S COMPANIES COMMON 548661107 23,900.00 400 SOLE 540 400
LOWE'S COMPANIES COMMON 548661107 77,675.00 1,300 SOLE 560 1,300
LOWE'S COMPANIES COMMON 548661107 17,925.00 300 SOLE 570 300
LSI LOGIC CORP COMMON 502161102 27,000.00 400 SOLE 38 400
LSI LOGIC CORP COMMON 502161102 20,250.00 300 SOLE 51 300
LUBRIZOL CORPORATION COMMON 549271104 24,700.00 800 SOLE 19 800
LUCENT TECHNOLOGIES COMMON 549463107 18,703,125.00 250,000 SOLE 2 250,000
LUCENT TECHNOLOGIES COMMON 549463107 19,825,312.50 265,000 SOLE 10 265,000
LUCENT TECHNOLOGIES COMMON 549463107 3,610,451.25 48,260 SOLE 16 48,260
LUCENT TECHNOLOGIES COMMON 549463107 852,413.63 11,394 SOLE 19 11,394
LUCENT TECHNOLOGIES COMMON 549463107 130,921.88 1,750 SOLE 32 1,750
LUCENT TECHNOLOGIES COMMON 549463107 442,141.88 5,910 SOLE 34 5,910
LUCENT TECHNOLOGIES COMMON 549463107 448,875.00 6,000 SOLE 38 6,000
LUCENT TECHNOLOGIES COMMON 549463107 400,097.25 5,348 SOLE 51 5,348
LUCENT TECHNOLOGIES COMMON 549463107 1,039,893.75 13,900 SOLE 53 13,900
LUCENT TECHNOLOGIES COMMON 549463107 1,638,393.75 21,900 SOLE 70 21,900
LUCENT TECHNOLOGIES COMMON 549463107 344,137.50 4,600 SOLE 520 4,600
LUCENT TECHNOLOGIES COMMON 549463107 389,025.00 5,200 SOLE 530 5,200
LUCENT TECHNOLOGIES COMMON 549463107 59,850.00 800 SOLE 540 800
LUCENT TECHNOLOGIES COMMON 549463107 276,806.25 3,700 SOLE 560 3,700
LUCENT TECHNOLOGIES COMMON 549463107 67,331.25 900 SOLE 570 900
LVMH MOET HENNESSYLOU ADR COMMON 502441207 100,100.00 1,100 SOLE 19 1,100
MACERICH CO. COMMON 554382101 72,846.00 3,500 SOLE 1 3,500
MACK-CALI REALTY CORP. COMMON 554489104 148,559.00 5,700 SOLE 1 5,700
MACROVISION CORP COMMON 555904101 421,800.00 5,700 SOLE 36 5,700
MACROVISION CORP COMMON 555904101 547,600.00 7,400 SOLE 50 7,400
MANDALAY RESORT GROUP COMMON 562567107 26,162.50 1,300 SOLE 19 1,300
MANOR CARE INC COMMON 564055101 6,400.00 400 SOLE 38 400
MANOR CARE INC COMMON 564055101 6,400.00 400 SOLE 51 400
MANPOWER, INC. COMMON 56418H100 522,987.50 13,900 SOLE 6 13,900
MANPOWER, INC. COMMON 56418H100 4,484,900.00 119,200 SOLE 13 119,200
MANPOWER, INC. COMMON 56418H100 37,625.00 1,000 SOLE 19 1,000
MANUFACTURED HOME COMM. COMMON 564682102 65,645.00 2,700 SOLE 1 2,700
MARINE DRILLING CO INC COMMON 568240204 314,125.00 14,000 SOLE 36 14,000
MARINE DRILLING CO INC COMMON 568240204 459,968.75 20,500 SOLE 50 20,500
MARK IV INDUSTRIES INC COMMON 570387100 21,225.00 1,200 SOLE 19 1,200
MARRIOTT INT'L (CL.A) COMMON 571903202 31,562.50 1,000 SOLE 19 1,000
MARRIOTT INT'L (CL.A) COMMON 571903202 9,468.75 300 SOLE 38 300
MARRIOTT INT'L (CL.A) COMMON 571903202 9,468.75 300 SOLE 51 300
MARSH & MCLENNAN COS. COMMON 571748102 334,906.25 3,500 SOLE 18 3,500
MARSH & MCLENNAN COS. COMMON 571748102 86,118.75 900 SOLE 19 900
MARSH & MCLENNAN COS. COMMON 571748102 38,275.00 400 SOLE 38 400
MARSH & MCLENNAN COS. COMMON 571748102 28,706.25 300 SOLE 51 300
MARSHALL & ILSLEY CORP COMMON 571834100 81,656.25 1,300 SOLE 19 1,300
MARTIN MARIETTA MATERIALS COMMON 573284106 32,800.00 800 SOLE 19 800
MASCO CORPORATION COMMON 574599106 8,881,250.00 350,000 SOLE 2 350,000
MASCO CORPORATION COMMON 574599106 10,150,000.00 400,000 SOLE 10 400,000
MASCO CORPORATION COMMON 574599106 35,525.00 1,400 SOLE 19 1,400
MASCO CORPORATION COMMON 574599106 31,718.75 1,250 SOLE 32 1,250
MASCO CORPORATION COMMON 574599106 20,300.00 800 SOLE 38 800
MASCO CORPORATION COMMON 574599106 17,762.50 700 SOLE 51 700
MASCO CORPORATION COMMON 574599106 43,137.50 1,700 SOLE 520 1,700
MASCO CORPORATION COMMON 574599106 126,875.00 5,000 SOLE 530 5,000
MASCO CORPORATION COMMON 574599106 20,300.00 800 SOLE 540 800
MASCO CORPORATION COMMON 574599106 96,425.00 3,800 SOLE 560 3,800
MASCO CORPORATION COMMON 574599106 20,300.00 800 SOLE 570 800
MATERIAL SCIENCES CORP COMMON 576674105 1,071,725.00 105,200 SOLE 1 105,200
MATERIAL SCIENCES CORP COMMON 576674105 224,125.00 22,000 SOLE 29 22,000
MATERIAL SCIENCES CORP COMMON 576674105 213,937.50 21,000 SOLE 35 21,000
MATTEL INCORPORATED COMMON 577081102 2,113,125.00 161,000 SOLE 11 161,000
MATTEL INCORPORATED COMMON 577081102 18,375.00 1,400 SOLE 19 1,400
MATTEL INCORPORATED COMMON 577081102 840,000.00 64,000 SOLE 29 64,000
MATTEL INCORPORATED COMMON 577081102 525,000.00 40,000 SOLE 35 40,000
MATTEL INCORPORATED COMMON 577081102 6,562.50 500 SOLE 38 500
MATTEL INCORPORATED COMMON 577081102 5,250.00 400 SOLE 51 400
MAVERICK TUBE CORP COMMON 577914104 199,968.75 8,100 SOLE 36 8,100
MAVERICK TUBE CORP COMMON 577914104 278,968.75 11,300 SOLE 50 11,300
MAXIM INTEGRATED PRODUCTS COMMON 57772K101 113,250.00 2,400 SOLE 19 2,400
MAXWELL TECHNOLOGIES INC COMMON 577767106 1,650,000.00 165,000 SOLE 1 165,000
MAXWELL TECHNOLOGIES INC COMMON 577767106 4,900,000.00 490,000 SOLE 15 490,000
MAXWELL TECHNOLOGIES INC COMMON 577767106 900,000.00 90,000 SOLE 29 90,000
MAXWELL TECHNOLOGIES INC COMMON 577767106 769,000.00 76,900 SOLE 35 76,900
MAY DEPARTMENT STORE CO COMMON 577778103 164,475.00 5,100 SOLE 18 5,100
MAY DEPARTMENT STORE CO COMMON 577778103 43,537.50 1,350 SOLE 19 1,350
MAY DEPARTMENT STORE CO COMMON 577778103 1,001,362.50 31,050 SOLE 20 31,050
MAY DEPARTMENT STORE CO COMMON 577778103 19,350.00 600 SOLE 38 600
MAY DEPARTMENT STORE CO COMMON 577778103 19,350.00 600 SOLE 51 600
MAYTAG CORPORATION COMMON 578592107 33,600.00 700 SOLE 38 700
MAYTAG CORPORATION COMMON 578592107 28,800.00 600 SOLE 51 600
MBIA, INC. COMMON 55262C100 10,562.50 200 SOLE 38 200
MBIA, INC. COMMON 55262C100 10,562.50 200 SOLE 51 200
MBNA CORPORATION COMMON 55262L100 65,400.00 2,400 SOLE 19 2,400
MBNA CORPORATION COMMON 55262L100 40,875.00 1,500 SOLE 38 1,500
MBNA CORPORATION COMMON 55262L100 35,425.00 1,300 SOLE 51 1,300
MCCORMICK & CO INC COMMON 579780206 32,725.00 1,100 SOLE 19 1,100
MCCORMICK & CO INC COMMON 579780206 1,407,175.00 47,300 SOLE 20 47,300
MCDERMOTT INTL INC COMMON 580037109 344,375.00 38,000 SOLE 3 38,000
MCDERMOTT INTL INC COMMON 580037109 4,531,250.00 500,000 SOLE 11 500,000
MCDONALD'S CORPORATION COMMON 580135101 4,434,375.00 110,000 SOLE 2 110,000
MCDONALD'S CORPORATION COMMON 580135101 5,240,625.00 130,000 SOLE 10 130,000
MCDONALD'S CORPORATION COMMON 580135101 1,668,937.50 41,400 SOLE 16 41,400
MCDONALD'S CORPORATION COMMON 580135101 165,281.25 4,100 SOLE 19 4,100
MCDONALD'S CORPORATION COMMON 580135101 169,312.50 4,200 SOLE 34 4,200
MCDONALD'S CORPORATION COMMON 580135101 96,750.00 2,400 SOLE 38 2,400
MCDONALD'S CORPORATION COMMON 580135101 84,656.25 2,100 SOLE 51 2,100
MCDONALD'S CORPORATION COMMON 580135101 64,500.00 1,600 SOLE 520 1,600
MCDONALD'S CORPORATION COMMON 580135101 68,531.25 1,700 SOLE 530 1,700
MCDONALD'S CORPORATION COMMON 580135101 12,093.75 300 SOLE 540 300
MCDONALD'S CORPORATION COMMON 580135101 48,375.00 1,200 SOLE 560 1,200
MCDONALD'S CORPORATION COMMON 580135101 12,093.75 300 SOLE 570 300
MCGRAW-HILL COMPANIES INC COMMON 580645109 5,238,125.00 85,000 SOLE 2 85,000
MCGRAW-HILL COMPANIES INC COMMON 580645109 7,395,000.00 120,000 SOLE 10 120,000
MCGRAW-HILL COMPANIES INC COMMON 580645109 875,075.00 14,200 SOLE 16 14,200
MCGRAW-HILL COMPANIES INC COMMON 580645109 36,975.00 600 SOLE 19 600
MCGRAW-HILL COMPANIES INC COMMON 580645109 43,137.50 700 SOLE 32 700
MCGRAW-HILL COMPANIES INC COMMON 580645109 110,925.00 1,800 SOLE 34 1,800
MCGRAW-HILL COMPANIES INC COMMON 580645109 12,325.00 200 SOLE 38 200
MCGRAW-HILL COMPANIES INC COMMON 580645109 12,325.00 200 SOLE 51 200
MCGRAW-HILL COMPANIES INC COMMON 580645109 80,112.50 1,300 SOLE 520 1,300
MCGRAW-HILL COMPANIES INC COMMON 580645109 86,275.00 1,400 SOLE 530 1,400
MCGRAW-HILL COMPANIES INC COMMON 580645109 12,325.00 200 SOLE 540 200
MCGRAW-HILL COMPANIES INC COMMON 580645109 61,625.00 1,000 SOLE 560 1,000
MCGRAW-HILL COMPANIES INC COMMON 580645109 12,325.00 200 SOLE 570 200
MCI WORLDCOM, INC. COMMON 55268B106 15,918,750.00 300,000 SOLE 2 300,000
MCI WORLDCOM, INC. COMMON 55268B106 2,109,234.38 39,750 SOLE 3 39,750
MCI WORLDCOM, INC. COMMON 55268B106 382,050.00 7,200 SOLE 6 7,200
MCI WORLDCOM, INC. COMMON 55268B106 19,898,437.50 375,000 SOLE 10 375,000
MCI WORLDCOM, INC. COMMON 55268B106 27,857,812.50 525,000 SOLE 11 525,000
MCI WORLDCOM, INC. COMMON 55268B106 3,231,506.25 60,900 SOLE 13 60,900
MCI WORLDCOM, INC. COMMON 55268B106 1,902,290.63 35,850 SOLE 16 35,850
MCI WORLDCOM, INC. COMMON 55268B106 358,171.88 6,750 SOLE 18 6,750
MCI WORLDCOM, INC. COMMON 55268B106 579,601.69 10,923 SOLE 19 10,923
MCI WORLDCOM, INC. COMMON 55268B106 135,309.38 2,550 SOLE 32 2,550
MCI WORLDCOM, INC. COMMON 55268B106 382,050.00 7,200 SOLE 34 7,200
MCI WORLDCOM, INC. COMMON 55268B106 230,821.88 4,350 SOLE 38 4,350
MCI WORLDCOM, INC. COMMON 55268B106 206,943.75 3,900 SOLE 51 3,900
MCI WORLDCOM, INC. COMMON 55268B106 1,106,353.13 20,850 SOLE 53 20,850
MCI WORLDCOM, INC. COMMON 55268B106 1,432,687.50 27,000 SOLE 70 27,000
MCI WORLDCOM, INC. COMMON 55268B106 175,106.25 3,300 SOLE 520 3,300
MCI WORLDCOM, INC. COMMON 55268B106 238,781.25 4,500 SOLE 530 4,500
MCI WORLDCOM, INC. COMMON 55268B106 39,796.88 750 SOLE 540 750
MCI WORLDCOM, INC. COMMON 55268B106 167,146.88 3,150 SOLE 560 3,150
MCI WORLDCOM, INC. COMMON 55268B106 39,796.88 750 SOLE 570 750
MCKESSON HBOC INC COMMON 58155Q103 16,696.25 740 SOLE 19 740
MCKESSON HBOC INC COMMON 58155Q103 11,281.25 500 SOLE 38 500
MCKESSON HBOC INC COMMON 58155Q103 11,281.25 500 SOLE 51 500
MCN ENERGY GROUP INC COMMON 55267J100 23,750.00 1,000 SOLE 19 1,000
MCN ENERGY GROUP INC COMMON 55267J100 130,625.00 5,500 SOLE 29 5,500
MEAD CORP COMMON 582834107 1,963,375.00 45,200 SOLE 16 45,200
MEAD CORP COMMON 582834107 186,781.25 4,300 SOLE 34 4,300
MEAD CORP COMMON 582834107 8,687.50 200 SOLE 38 200
MEAD CORP COMMON 582834107 8,687.50 200 SOLE 51 200
MEDAREX INC COMMON 583916101 167,625.00 4,500 SOLE 36 4,500
MEDAREX INC COMMON 583916101 260,750.00 7,000 SOLE 50 7,000
MEDIAONE GROUP COMMON 58440J104 168,987.50 2,200 SOLE 19 2,200
MEDIAONE GROUP COMMON 58440J104 176,668.75 2,300 SOLE 38 2,300
MEDIAONE GROUP COMMON 58440J104 161,306.25 2,100 SOLE 51 2,100
MEDICONSULT.COM INC COMMON 58469J100 506,250.00 81,000 SOLE 29 81,000
MEDICONSULT.COM INC COMMON 58469J100 412,500.00 66,000 SOLE 35 66,000
MEDIMMUNE INC COMMON 584699102 99,525.00 600 SOLE 19 600
MEDTRONIC, INC. COMMON 585055106 13,481,875.00 370,000 SOLE 2 370,000
MEDTRONIC, INC. COMMON 585055106 14,575,000.00 400,000 SOLE 10 400,000
MEDTRONIC, INC. COMMON 585055106 1,523,087.50 41,800 SOLE 16 41,800
MEDTRONIC, INC. COMMON 585055106 127,531.25 3,500 SOLE 19 3,500
MEDTRONIC, INC. COMMON 585055106 109,312.50 3,000 SOLE 32 3,000
MEDTRONIC, INC. COMMON 585055106 182,187.50 5,000 SOLE 34 5,000
MEDTRONIC, INC. COMMON 585055106 83,806.25 2,300 SOLE 38 2,300
MEDTRONIC, INC. COMMON 585055106 72,875.00 2,000 SOLE 51 2,000
MEDTRONIC, INC. COMMON 585055106 1,180,575.00 32,400 SOLE 53 32,400
MEDTRONIC, INC. COMMON 585055106 1,377,337.50 37,800 SOLE 70 37,800
MEDTRONIC, INC. COMMON 585055106 153,037.50 4,200 SOLE 520 4,200
MEDTRONIC, INC. COMMON 585055106 200,406.25 5,500 SOLE 530 5,500
MEDTRONIC, INC. COMMON 585055106 29,150.00 800 SOLE 540 800
MEDTRONIC, INC. COMMON 585055106 142,106.25 3,900 SOLE 560 3,900
MEDTRONIC, INC. COMMON 585055106 32,793.75 900 SOLE 570 900
MELLON FINANCIAL CORP. COMMON 58551A108 54,500.00 1,600 SOLE 19 1,600
MELLON FINANCIAL CORP. COMMON 58551A108 3,671,937.50 107,800 SOLE 20 107,800
MELLON FINANCIAL CORP. COMMON 58551A108 34,062.50 1,000 SOLE 38 1,000
MELLON FINANCIAL CORP. COMMON 58551A108 27,250.00 800 SOLE 51 800
MERCANTILE BKSHRS CORP COMMON 587405101 28,743.75 900 SOLE 19 900
MERCANTILE BKSHRS CORP COMMON 587405101 1,232,787.50 38,600 SOLE 20 38,600
MERCK & COMPANY, INC. COMMON 589331107 8,718,125.00 130,000 SOLE 2 130,000
MERCK & COMPANY, INC. COMMON 589331107 8,718,125.00 130,000 SOLE 10 130,000
MERCK & COMPANY, INC. COMMON 589331107 5,680,193.75 84,700 SOLE 16 84,700
MERCK & COMPANY, INC. COMMON 589331107 549,912.50 8,200 SOLE 19 8,200
MERCK & COMPANY, INC. COMMON 589331107 1,073,000.00 16,000 SOLE 20 16,000
MERCK & COMPANY, INC. COMMON 589331107 114,006.25 1,700 SOLE 32 1,700
MERCK & COMPANY, INC. COMMON 589331107 657,212.50 9,800 SOLE 34 9,800
MERCK & COMPANY, INC. COMMON 589331107 301,781.25 4,500 SOLE 38 4,500
MERCK & COMPANY, INC. COMMON 589331107 268,250.00 4,000 SOLE 51 4,000
MERCK & COMPANY, INC. COMMON 589331107 80,475.00 1,200 SOLE 500 1,200
MERCK & COMPANY, INC. COMMON 589331107 234,718.75 3,500 SOLE 520 3,500
MERCK & COMPANY, INC. COMMON 589331107 254,837.50 3,800 SOLE 530 3,800
MERCK & COMPANY, INC. COMMON 589331107 40,237.50 600 SOLE 540 600
MERCK & COMPANY, INC. COMMON 589331107 181,068.75 2,700 SOLE 560 2,700
MERCK & COMPANY, INC. COMMON 589331107 40,237.50 600 SOLE 570 600
MERISTAR HOSPITALITY CORP. COMMON 58984Y103 76,800.00 4,800 SOLE 1 4,800
MERRILL LYNCH & CO. INC. COMMON 590188108 150,300.00 1,800 SOLE 18 1,800
MERRILL LYNCH & CO. INC. COMMON 590188108 91,850.00 1,100 SOLE 19 1,100
MERRILL LYNCH & CO. INC. COMMON 590188108 58,450.00 700 SOLE 38 700
MERRILL LYNCH & CO. INC. COMMON 590188108 50,100.00 600 SOLE 51 600
METROMEDIA INTL GROUP INC COMMON 591695101 950,000.00 200,000 SOLE 1 200,000
METROMEDIA INTL GROUP INC COMMON 591695101 2,755,000.00 580,000 SOLE 15 580,000
MGIC INVT CORP WIS COMMON 552848103 36,112.50 600 SOLE 19 600
MGM GRAND COMMON 552953101 50,312.50 1,000 SOLE 28 1,000
MGM GRAND COMMON 552953101 25,156.25 500 SOLE 33 500
MICREL COMMON 594793101 170,812.50 3,000 SOLE 36 3,000
MICREL COMMON 594793101 227,750.00 4,000 SOLE 50 4,000
MICRO WAREHOUSE COMMON 59501B105 12,950.00 700 SOLE 19 700
MICROMUSE INC COMMON 595094103 459,000.00 2,700 SOLE 36 2,700
MICROMUSE INC COMMON 595094103 680,000.00 4,000 SOLE 50 4,000
MICRON TECHNOLOGY INC COMMON 595112103 979,650.00 12,600 SOLE 16 12,600
MICRON TECHNOLOGY INC COMMON 595112103 62,200.00 800 SOLE 19 800
MICRON TECHNOLOGY INC COMMON 595112103 108,850.00 1,400 SOLE 34 1,400
MICRON TECHNOLOGY INC COMMON 595112103 38,875.00 500 SOLE 38 500
MICRON TECHNOLOGY INC COMMON 595112103 31,100.00 400 SOLE 51 400
MICROSOFT CORPORATION COMMON 594918104 42,030,000.00 360,000 SOLE 2 360,000
MICROSOFT CORPORATION COMMON 594918104 49,035,000.00 420,000 SOLE 10 420,000
MICROSOFT CORPORATION COMMON 594918104 20,524,650.00 175,800 SOLE 16 175,800
MICROSOFT CORPORATION COMMON 594918104 1,354,300.00 11,600 SOLE 18 11,600
MICROSOFT CORPORATION COMMON 594918104 1,914,700.00 16,400 SOLE 19 16,400
MICROSOFT CORPORATION COMMON 594918104 385,275.00 3,300 SOLE 32 3,300
MICROSOFT CORPORATION COMMON 594918104 2,440,075.00 20,900 SOLE 34 20,900
MICROSOFT CORPORATION COMMON 594918104 1,144,150.00 9,800 SOLE 38 9,800
MICROSOFT CORPORATION COMMON 594918104 1,004,050.00 8,600 SOLE 51 8,600
MICROSOFT CORPORATION COMMON 594918104 2,323,325.00 19,900 SOLE 53 19,900
MICROSOFT CORPORATION COMMON 594918104 2,942,100.00 25,200 SOLE 70 25,200
MICROSOFT CORPORATION COMMON 594918104 817,250.00 7,000 SOLE 520 7,000
MICROSOFT CORPORATION COMMON 594918104 910,650.00 7,800 SOLE 530 7,800
MICROSOFT CORPORATION COMMON 594918104 140,100.00 1,200 SOLE 540 1,200
MICROSOFT CORPORATION COMMON 594918104 700,500.00 6,000 SOLE 560 6,000
MICROSOFT CORPORATION COMMON 594918104 151,775.00 1,300 SOLE 570 1,300
MID AMERICA APARTMENT COMM. COMMON 59522J103 40,725.00 1,800 SOLE 1 1,800
MIDAMERICAN ENERGY HLDGS COMMON 59562V107 20,212.50 600 SOLE 19 600
MIDWAY GAMES INC COMMON 598148104 789,937.50 33,000 SOLE 29 33,000
MIDWAY GAMES INC COMMON 598148104 813,875.00 34,000 SOLE 35 34,000
MIDWAY GAMES INC COMMON 598148104 766,000.00 32,000 SOLE 36 32,000
MIDWAY GAMES INC COMMON 598148104 1,172,937.50 49,000 SOLE 50 49,000
MILLENNIUM PHARMACEUTICAL COMMON 599902103 4,270,000.00 35,000 SOLE 1 35,000
MILLENNIUM PHARMACEUTICAL COMMON 599902103 896,700.00 7,350 SOLE 6 7,350
MILLENNIUM PHARMACEUTICAL COMMON 599902103 7,734,800.00 63,400 SOLE 13 63,400
MILLENNIUM PHARMACEUTICAL COMMON 599902103 9,150,000.00 75,000 SOLE 15 75,000
MILLIPORE CORP COMMON 601073109 3,862.50 100 SOLE 38 100
MILLIPORE CORP COMMON 601073109 3,862.50 100 SOLE 51 100
MINNESOTA MINING & MFG CO COMMON 604059105 538,312.50 5,500 SOLE 3 5,500
MINNESOTA MINING & MFG CO COMMON 604059105 7,340,625.00 75,000 SOLE 11 75,000
MINNESOTA MINING & MFG CO COMMON 604059105 117,450.00 1,200 SOLE 19 1,200
MINNESOTA MINING & MFG CO COMMON 604059105 2,437,087.50 24,900 SOLE 20 24,900
MINNESOTA MINING & MFG CO COMMON 604059105 78,300.00 800 SOLE 38 800
MINNESOTA MINING & MFG CO COMMON 604059105 68,512.50 700 SOLE 51 700
MIRAGE RESORTS COMMON 60462E104 24,500.00 1,600 SOLE 19 1,600
MIRAGE RESORTS COMMON 60462E104 6,125.00 400 SOLE 38 400
MIRAGE RESORTS COMMON 60462E104 4,593.75 300 SOLE 51 300
MIRAGE RESORTS COMMON 60462E104 3,062.50 200 SOLE 530 200
MISSION CRITICAL SOFTWARE COMMON 605047109 210,000.00 3,000 SOLE 36 3,000
MISSION CRITICAL SOFTWARE COMMON 605047109 294,000.00 4,200 SOLE 50 4,200
MODINE MANUFACTURING CO. COMMON 607828100 7,500.00 300 SOLE 19 300
MOLEX, INC. COMMON 608554101 2,766,350.00 48,800 SOLE 16 48,800
MOLEX, INC. COMMON 608554101 294,775.00 5,200 SOLE 34 5,200
MOLEX, INC. COMMON 608554101 11,337.50 200 SOLE 38 200
MOLEX, INC. COMMON 608554101 11,337.50 200 SOLE 51 200
MONSANTO COMPANY COMMON 611662107 349,125.00 9,800 SOLE 18 9,800
MONSANTO COMPANY COMMON 611662107 67,687.50 1,900 SOLE 19 1,900
MONSANTO COMPANY COMMON 611662107 35,625.00 1,000 SOLE 38 1,000
MONSANTO COMPANY COMMON 611662107 32,062.50 900 SOLE 51 900
MORGAN STANLEY DEAN WITTR COMMON 617446448 232,682.50 1,630 SOLE 19 1,630
MORGAN STANLEY DEAN WITTR COMMON 617446448 157,025.00 1,100 SOLE 38 1,100
MORGAN STANLEY DEAN WITTR COMMON 617446448 142,750.00 1,000 SOLE 51 1,000
MORRISON MANAGEMENT SPEC COMMON 618459101 539,062.50 25,000 SOLE 29 25,000
MORRISON MANAGEMENT SPEC COMMON 618459101 301,875.00 14,000 SOLE 35 14,000
MOTOR CARGO INDUSTRIES COMMON 619907108 160,950.00 34,800 SOLE 29 34,800
MOTOR CARGO INDUSTRIES COMMON 619907108 135,050.00 29,200 SOLE 35 29,200
MOTOROLA, INC. COMMON 620076109 8,835,000.00 60,000 SOLE 2 60,000
MOTOROLA, INC. COMMON 620076109 10,307,500.00 70,000 SOLE 10 70,000
MOTOROLA, INC. COMMON 620076109 441,750.00 3,000 SOLE 18 3,000
MOTOROLA, INC. COMMON 620076109 294,500.00 2,000 SOLE 19 2,000
MOTOROLA, INC. COMMON 620076109 103,075.00 700 SOLE 38 700
MOTOROLA, INC. COMMON 620076109 88,350.00 600 SOLE 51 600
MULTEX.COM INC COMMON 625367107 169,312.50 4,500 SOLE 36 4,500
MULTEX.COM INC COMMON 625367107 244,562.50 6,500 SOLE 50 6,500
MURPHY OIL CORPORATION COMMON 626717102 34,425.00 600 SOLE 19 600
MURPHY OIL CORPORATION COMMON 626717102 688,500.00 12,000 SOLE 29 12,000
MURPHY OIL CORPORATION COMMON 626717102 745,875.00 13,000 SOLE 35 13,000
MYERS INDUSTRIES, INC. COMMON 628464109 63,000.00 4,000 SOLE 500 4,000
MYLAN LABORATORIES, INC. COMMON 628530107 4,566,493.75 181,300 SOLE 1 181,300
MYLAN LABORATORIES, INC. COMMON 628530107 12,561,006.25 498,700 SOLE 15 498,700
MYLAN LABORATORIES, INC. COMMON 628530107 35,262.50 1,400 SOLE 19 1,400
MYLAN LABORATORIES, INC. COMMON 628530107 1,158,625.00 46,000 SOLE 29 46,000
MYLAN LABORATORIES, INC. COMMON 628530107 1,057,875.00 42,000 SOLE 35 42,000
MYLAN LABORATORIES, INC. COMMON 628530107 151,125.00 6,000 SOLE 560 6,000
MYLAN LABORATORIES, INC. COMMON 628530107 42,818.75 1,700 SOLE 570 1,700
MYRIAD GENETICS INC COMMON 62855J104 165,600.00 3,600 SOLE 36 3,600
MYRIAD GENETICS INC COMMON 62855J104 257,600.00 5,600 SOLE 50 5,600
NABISCO GROUP HOLDINGS COMMON 62952P102 6,375.00 600 SOLE 38 600
NABISCO GROUP HOLDINGS COMMON 62952P102 5,312.50 500 SOLE 51 500
NABORS INDUSTRIES, INC. COMMON 629568106 4,331,250.00 140,000 SOLE 15 140,000
NABORS INDUSTRIES, INC. COMMON 629568106 37,125.00 1,200 SOLE 19 1,200
NATIONAL CITY CORP COMMON 635405103 33,162.50 1,400 SOLE 19 1,400
NATIONAL CITY CORP COMMON 635405103 890,650.00 37,600 SOLE 20 37,600
NATIONAL CITY CORP COMMON 635405103 28,425.00 1,200 SOLE 38 1,200
NATIONAL CITY CORP COMMON 635405103 26,056.25 1,100 SOLE 51 1,100
NATIONAL FUEL GAS CO. COMMON 636180101 32,550.00 700 SOLE 19 700
NATIONAL PRESTO INDUSTRY COMMON 637215104 7,100.00 200 SOLE 19 200
NATIONAL SEMICONDUCTOR COMMON 637640103 2,568,750.00 60,000 SOLE 2 60,000
NATIONAL SEMICONDUCTOR COMMON 637640103 1,695,375.00 39,600 SOLE 6 39,600
NATIONAL SEMICONDUCTOR COMMON 637640103 2,568,750.00 60,000 SOLE 10 60,000
NATIONAL SEMICONDUCTOR COMMON 637640103 15,172,750.00 354,400 SOLE 13 354,400
NATIONAL SEMICONDUCTOR COMMON 637640103 17,125.00 400 SOLE 38 400
NATIONAL SEMICONDUCTOR COMMON 637640103 17,125.00 400 SOLE 51 400
NATIONAL SEMICONDUCTOR COMMON 637640103 68,500.00 1,600 SOLE 520 1,600
NATIONAL SEMICONDUCTOR COMMON 637640103 72,781.25 1,700 SOLE 530 1,700
NATIONAL SEMICONDUCTOR COMMON 637640103 12,843.75 300 SOLE 540 300
NATIONAL SEMICONDUCTOR COMMON 637640103 51,375.00 1,200 SOLE 560 1,200
NATIONAL SEMICONDUCTOR COMMON 637640103 12,843.75 300 SOLE 570 300
NAVIGANT INTL INC COMMON 63935R108 1,168.75 100 SOLE 19 100
NAVISTAR INTER COMMON 63934E108 18,950.00 400 SOLE 38 400
NAVISTAR INTER COMMON 63934E108 14,212.50 300 SOLE 51 300
NBTY INC COMMON 628782104 202,343.75 17,500 SOLE 36 17,500
NBTY INC COMMON 628782104 277,500.00 24,000 SOLE 50 24,000
NCR CORPORATION COMMON 62886E108 22,725.00 600 SOLE 19 600
NETSCOUT SYSTEMS INC COMMON 64115T104 186,000.00 6,000 SOLE 50 6,000
NETWORK APPLIANCE INC. COMMON 64120L104 16,612.50 200 SOLE 38 200
NETWORK APPLIANCE INC. COMMON 64120L104 16,612.50 200 SOLE 51 200
NETWORK ASSOCIATES, INC. COMMON 640938106 45,368.75 1,700 SOLE 19 1,700
NEW ENGLAND ELEC SYSTEM COMMON 644001109 36,225.00 700 SOLE 19 700
NEW ERA OF NETWORKS INC COMMON 644312100 1,190,625.00 25,000 SOLE 1 25,000
NEW ERA OF NETWORKS INC COMMON 644312100 3,429,000.00 72,000 SOLE 15 72,000
NEW PLAN EXCEL REALTY COMMON 648053106 139,154.00 8,800 SOLE 1 8,800
NEW YORK TIMES CO-CL A COMMON 650111107 1,444,275.00 29,400 SOLE 16 29,400
NEW YORK TIMES CO-CL A COMMON 650111107 152,287.50 3,100 SOLE 34 3,100
NEW YORK TIMES CO-CL A COMMON 650111107 4,912.50 100 SOLE 38 100
NEW YORK TIMES CO-CL A COMMON 650111107 4,912.50 100 SOLE 51 100
NEWELL RUBBERMAID, INC. COMMON 651229106 8,700.00 300 SOLE 38 300
NEWELL RUBBERMAID, INC. COMMON 651229106 5,800.00 200 SOLE 51 200
NEWMONT MINING CORP. COMMON 651639106 7,350,000.00 300,000 SOLE 11 300,000
NEWMONT MINING CORP. COMMON 651639106 1,063,300.00 43,400 SOLE 20 43,400
NEWS CORP LTD -SPONS ADR COMMON 652487703 4,781,250.00 125,000 SOLE 2 125,000
NEWS CORP LTD -SPONS ADR COMMON 652487703 99,450.00 2,600 SOLE 520 2,600
NEWS CORP LTD -SPONS ADR COMMON 652487703 107,100.00 2,800 SOLE 530 2,800
NEWS CORP LTD -SPONS ADR COMMON 652487703 76,500.00 2,000 SOLE 560 2,000
NEWS CORP LTD -SPONS ADR COMMON 652487703 19,125.00 500 SOLE 570 500
NEWS CORP LTD, ADR COMMON 652487802 10,031,250.00 300,000 SOLE 10 300,000
NEWS CORP LTD, ADR COMMON 652487802 13,375.00 400 SOLE 540 400
NEXTEL COMMUNICATIONS-A COMMON 65332V103 72,187.50 700 SOLE 38 700
NEXTEL COMMUNICATIONS-A COMMON 65332V103 61,875.00 600 SOLE 51 600
NIAGRA MOHAWK HOLDINGS COMMON 653520106 33,450.00 2,400 SOLE 19 2,400
NIAGRA MOHAWK HOLDINGS COMMON 653520106 443,212.50 31,800 SOLE 20 31,800
NIAGRA MOHAWK HOLDINGS COMMON 653520106 23,693.75 1,700 SOLE 38 1,700
NIAGRA MOHAWK HOLDINGS COMMON 653520106 20,906.25 1,500 SOLE 51 1,500
NICOR, INC. COMMON 654086107 9,750.00 300 SOLE 38 300
NICOR, INC. COMMON 654086107 9,750.00 300 SOLE 51 300
NIKE INC. (CL. B) COMMON 654106103 54,518.75 1,100 SOLE 19 1,100
NIKE INC. (CL. B) COMMON 654106103 24,781.25 500 SOLE 38 500
NIKE INC. (CL. B) COMMON 654106103 19,825.00 400 SOLE 51 400
NISOURCE INC COMMON 65473P105 21,450.00 1,200 SOLE 19 1,200
NOBLE AFFLIATES INC COMMON 654894104 15,006.25 700 SOLE 19 700
NOBLE DRILLING CORP. COMMON 655042109 2,934,400.00 89,600 SOLE 16 89,600
NOBLE DRILLING CORP. COMMON 655042109 29,475.00 900 SOLE 19 900
NOBLE DRILLING CORP. COMMON 655042109 334,050.00 10,200 SOLE 34 10,200
NOKIA OYJ ADR COMMON 654902204 8,550,000.00 45,000 SOLE 2 45,000
NOKIA OYJ ADR COMMON 654902204 570,000.00 3,000 SOLE 6 3,000
NOKIA OYJ ADR COMMON 654902204 9,500,000.00 50,000 SOLE 10 50,000
NOKIA OYJ ADR COMMON 654902204 4,883,000.00 25,700 SOLE 13 25,700
NOKIA OYJ ADR COMMON 654902204 228,000.00 1,200 SOLE 19 1,200
NOKIA OYJ ADR COMMON 654902204 190,000.00 1,000 SOLE 39 1,000
NOKIA OYJ ADR COMMON 654902204 190,000.00 1,000 SOLE 52 1,000
NORDSON CORP COMMON 655663102 14,475.00 300 SOLE 19 300
NORDSTOM,INC. COMMON 655664100 31,425.00 1,200 SOLE 19 1,200
NORDSTOM,INC. COMMON 655664100 10,475.00 400 SOLE 38 400
NORDSTOM,INC. COMMON 655664100 10,475.00 400 SOLE 51 400
NORFOLK SOUTHERN CORP COMMON 655844108 533,000.00 26,000 SOLE 3 26,000
NORFOLK SOUTHERN CORP COMMON 655844108 6,150,000.00 300,000 SOLE 11 300,000
NORFOLK SOUTHERN CORP COMMON 655844108 20,500.00 1,000 SOLE 19 1,000
NORFOLK SOUTHERN CORP COMMON 655844108 1,730,200.00 84,400 SOLE 20 84,400
NORFOLK SOUTHERN CORP COMMON 655844108 12,300.00 600 SOLE 38 600
NORFOLK SOUTHERN CORP COMMON 655844108 12,300.00 600 SOLE 51 600
NORTEL NETWORKS CORP COMMON 656569100 12,625,000.00 125,000 SOLE 2 125,000
NORTEL NETWORKS CORP COMMON 656569100 15,150,000.00 150,000 SOLE 10 150,000
NORTEL NETWORKS CORP COMMON 656569100 579,740.00 5,740 SOLE 19 5,740
NORTEL NETWORKS CORP COMMON 656569100 151,500.00 1,500 SOLE 32 1,500
NORTEL NETWORKS CORP COMMON 656569100 121,200.00 1,200 SOLE 38 1,200
NORTEL NETWORKS CORP COMMON 656569100 101,000.00 1,000 SOLE 51 1,000
NORTEL NETWORKS CORP COMMON 656569100 363,600.00 3,600 SOLE 520 3,600
NORTEL NETWORKS CORP COMMON 656569100 404,000.00 4,000 SOLE 530 4,000
NORTEL NETWORKS CORP COMMON 656569100 60,600.00 600 SOLE 540 600
NORTEL NETWORKS CORP COMMON 656569100 272,700.00 2,700 SOLE 560 2,700
NORTEL NETWORKS CORP COMMON 656569100 60,600.00 600 SOLE 570 600
NORTH FORK BANCORPORATION COMMON 659424105 21,000.00 1,200 SOLE 19 1,200
NORTHERN STATES POWER-MN COMMON 665772109 3,900,000.00 200,000 SOLE 11 200,000
NORTHERN STATES POWER-MN COMMON 665772109 5,850.00 300 SOLE 38 300
NORTHERN STATES POWER-MN COMMON 665772109 5,850.00 300 SOLE 51 300
NORTHERN TRUST CORP COMMON 665859104 2,756,000.00 52,000 SOLE 1 52,000
NORTHERN TRUST CORP COMMON 665859104 7,420,000.00 140,000 SOLE 2 140,000
NORTHERN TRUST CORP COMMON 665859104 9,540,000.00 180,000 SOLE 10 180,000
NORTHERN TRUST CORP COMMON 665859104 6,360,000.00 120,000 SOLE 15 120,000
NORTHERN TRUST CORP COMMON 665859104 2,756,000.00 52,000 SOLE 16 52,000
NORTHERN TRUST CORP COMMON 665859104 47,700.00 900 SOLE 19 900
NORTHERN TRUST CORP COMMON 665859104 296,800.00 5,600 SOLE 34 5,600
NORTHERN TRUST CORP COMMON 665859104 10,600.00 200 SOLE 38 200
NORTHERN TRUST CORP COMMON 665859104 10,600.00 200 SOLE 51 200
NORTHERN TRUST CORP COMMON 665859104 116,600.00 2,200 SOLE 520 2,200
NORTHERN TRUST CORP COMMON 665859104 127,200.00 2,400 SOLE 530 2,400
NORTHERN TRUST CORP COMMON 665859104 21,200.00 400 SOLE 540 400
NORTHERN TRUST CORP COMMON 665859104 95,400.00 1,800 SOLE 560 1,800
NORTHERN TRUST CORP COMMON 665859104 21,200.00 400 SOLE 570 400
NORTHROP GRUMMAN CORP COMMON 666807102 32,437.50 600 SOLE 19 600
NOVA CORPORATION/GEORGIA COMMON 669784100 25,250.00 800 SOLE 19 800
NOVELL, INC. COMMON 670006105 51,918.75 1,300 SOLE 19 1,300
NOVELL, INC. COMMON 670006105 47,925.00 1,200 SOLE 38 1,200
NOVELL, INC. COMMON 670006105 39,937.50 1,000 SOLE 51 1,000
NOVEN PHARMACEUTICALS INC COMMON 670009109 747,656.25 41,250 SOLE 29 41,250
NOVEN PHARMACEUTICALS INC COMMON 670009109 611,718.75 33,750 SOLE 35 33,750
NTL, INC. COMMON 629407107 57,385.00 460 SOLE 39 460
NTL, INC. COMMON 629407107 53,642.50 430 SOLE 52 430
NUCOR CORPORATION COMMON 670346105 49,331.25 900 SOLE 19 900
OAK INDUSTRIES INC. COMMON 671400505 42,450.00 400 SOLE 38 400
OAK INDUSTRIES INC. COMMON 671400505 42,450.00 400 SOLE 51 400
OCCIDENTAL PETROLEUM CORP COMMON 674599105 30,275.00 1,400 SOLE 19 1,400
OCCIDENTAL PETROLEUM CORP COMMON 674599105 23,787.50 1,100 SOLE 38 1,100
OCCIDENTAL PETROLEUM CORP COMMON 674599105 21,625.00 1,000 SOLE 51 1,000
OCEAN ENERGY INC COMMON 67481E106 837,000.00 108,000 SOLE 1 108,000
OCEAN ENERGY INC COMMON 67481E106 542,500.00 70,000 SOLE 29 70,000
OCEAN ENERGY INC COMMON 67481E106 465,000.00 60,000 SOLE 35 60,000
OFFICE DEPOT INC. COMMON 676220106 12,031.25 1,100 SOLE 38 1,100
OFFICE DEPOT INC. COMMON 676220106 9,843.75 900 SOLE 51 900
OGDEN CORP COMMON 676346109 8,356.25 700 SOLE 19 700
OGE ENERGY CORP COMMON 670837103 15,200.00 800 SOLE 19 800
OLD KENT FINANCIAL CORP. COMMON 679833103 7,075.00 200 SOLE 38 200
OLD KENT FINANCIAL CORP. COMMON 679833103 7,075.00 200 SOLE 51 200
OLD REPUBLIC INTL CORP COMMON 680223104 27,250.00 2,000 SOLE 19 2,000
OLIN COMMON 680665205 19,812.50 1,000 SOLE 19 1,000
OLSTEN CORPORATION COMMON 681385100 5,656.25 500 SOLE 19 500
OMNICARE COMMON 681904108 12,000.00 1,000 SOLE 19 1,000
OMNICOM GROUP COMMON 681919106 9,000,000.00 90,000 SOLE 2 90,000
OMNICOM GROUP COMMON 681919106 14,000,000.00 140,000 SOLE 10 140,000
OMNICOM GROUP COMMON 681919106 2,690,000.00 26,900 SOLE 16 26,900
OMNICOM GROUP COMMON 681919106 80,000.00 800 SOLE 19 800
OMNICOM GROUP COMMON 681919106 115,000.00 1,150 SOLE 32 1,150
OMNICOM GROUP COMMON 681919106 260,000.00 2,600 SOLE 34 2,600
OMNICOM GROUP COMMON 681919106 20,000.00 200 SOLE 38 200
OMNICOM GROUP COMMON 681919106 20,000.00 200 SOLE 51 200
OMNICOM GROUP COMMON 681919106 1,100,000.00 11,000 SOLE 53 11,000
OMNICOM GROUP COMMON 681919106 1,640,000.00 16,400 SOLE 70 16,400
OMNICOM GROUP COMMON 681919106 110,000.00 1,100 SOLE 500 1,100
OMNICOM GROUP COMMON 681919106 120,000.00 1,200 SOLE 520 1,200
OMNICOM GROUP COMMON 681919106 130,000.00 1,300 SOLE 530 1,300
OMNICOM GROUP COMMON 681919106 20,000.00 200 SOLE 540 200
OMNICOM GROUP COMMON 681919106 90,000.00 900 SOLE 560 900
OMNICOM GROUP COMMON 681919106 20,000.00 200 SOLE 570 200
OMNOVA SOLUTIONS INC COMMON 682129101 6,200.00 800 SOLE 19 800
ONEOK INC COMMON 682680103 10,050.00 400 SOLE 38 400
ONEOK INC COMMON 682680103 7,537.50 300 SOLE 51 300
ONYX SOFTWARE CORPORATION COMMON 683402101 129,500.00 3,500 SOLE 36 3,500
ONYX SOFTWARE CORPORATION COMMON 683402101 259,000.00 7,000 SOLE 50 7,000
OPTICAL COATING LABORATOR COMMON 683829105 888,000.00 3,000 SOLE 36 3,000
OPTICAL COATING LABORATOR COMMON 683829105 1,184,000.00 4,000 SOLE 50 4,000
ORACLE CORPORATION COMMON 68389X105 11,206,250.00 100,000 SOLE 2 100,000
ORACLE CORPORATION COMMON 68389X105 1,311,131.25 11,700 SOLE 6 11,700
ORACLE CORPORATION COMMON 68389X105 13,447,500.00 120,000 SOLE 10 120,000
ORACLE CORPORATION COMMON 68389X105 11,497,612.50 102,600 SOLE 13 102,600
ORACLE CORPORATION COMMON 68389X105 535,098.44 4,775 SOLE 19 4,775
ORACLE CORPORATION COMMON 68389X105 313,775.00 2,800 SOLE 38 2,800
ORACLE CORPORATION COMMON 68389X105 280,156.25 2,500 SOLE 51 2,500
ORACLE CORPORATION COMMON 68389X105 224,125.00 2,000 SOLE 520 2,000
ORACLE CORPORATION COMMON 68389X105 246,537.50 2,200 SOLE 530 2,200
ORACLE CORPORATION COMMON 68389X105 44,825.00 400 SOLE 540 400
ORACLE CORPORATION COMMON 68389X105 179,300.00 1,600 SOLE 560 1,600
ORACLE CORPORATION COMMON 68389X105 44,825.00 400 SOLE 570 400
OUTBACK STEAKHOUSE COMMON 689899102 25,937.50 1,000 SOLE 19 1,000
OWENS CORNING COMMON 69073F103 2,703,750.00 140,000 SOLE 11 140,000
OWENS-ILLINOIS, INC. COMMON 690768403 25,062.50 1,000 SOLE 19 1,000
OXFORD HEALTH PLANS COMMON 691471106 3,806.25 300 SOLE 19 300
P-COM INC COMMON 693262107 353,750.00 40,000 SOLE 36 40,000
P-COM INC COMMON 693262107 486,406.25 55,000 SOLE 50 55,000
PS BUSINESS PARKS COMMON 69360J107 54,600.00 2,400 SOLE 1 2,400
PAC-WEST TELECOMM INC COMMON 69371Y101 108,650.00 4,100 SOLE 1 4,100
PAC-WEST TELECOMM INC COMMON 69371Y101 299,450.00 11,300 SOLE 15 11,300
PACCAR INC COMMON 693718108 31,018.75 700 SOLE 38 700
PACCAR INC COMMON 693718108 26,587.50 600 SOLE 51 600
PACIFIC CENTURY FINL CORP COMMON 694058108 18,687.50 1,000 SOLE 19 1,000
PACIFIC SUNWEAR OF CALIF COMMON 694873100 321,875.00 10,000 SOLE 36 10,000
PACIFIC SUNWEAR OF CALIF COMMON 694873100 450,625.00 14,000 SOLE 50 14,000
PACIFICARE HEALTH SYSTEMS COMMON 695112102 26,500.00 500 SOLE 19 500
PACTIV CORPORATION COMMON 695257105 3,187,500.00 300,000 SOLE 11 300,000
PACTIV CORPORATION COMMON 695257105 3,187.50 300 SOLE 38 300
PACTIV CORPORATION COMMON 695257105 3,187.50 300 SOLE 51 300
PAINE WEBBER GROUP, INC. COMMON 695629105 0.00 0 SOLE 19 0
PAINE WEBBER GROUP, INC. COMMON 695629105 11,643.75 300 SOLE 38 300
PAINE WEBBER GROUP, INC. COMMON 695629105 7,762.50 200 SOLE 51 200
PALL CORP COMMON 696429307 21,562.50 1,000 SOLE 19 1,000
PALL CORP COMMON 696429307 1,518,000.00 70,400 SOLE 20 70,400
PALL CORP COMMON 696429307 23,718.75 1,100 SOLE 38 1,100
PALL CORP COMMON 696429307 21,562.50 1,000 SOLE 51 1,000
PARAMETRIC TECHNOLOGY COMMON 699173100 24,356.25 900 SOLE 19 900
PARAMETRIC TECHNOLOGY COMMON 699173100 5,412.50 200 SOLE 38 200
PARAMETRIC TECHNOLOGY COMMON 699173100 2,706.25 100 SOLE 51 100
PARKER HANNIFIN CORP COMMON 701094104 30,787.50 600 SOLE 38 600
PARKER HANNIFIN CORP COMMON 701094104 30,787.50 600 SOLE 51 600
PARTNER COMMUNICATIONS COMMON 70211M109 49,162.50 1,900 SOLE 39 1,900
PARTNER COMMUNICATIONS COMMON 70211M109 43,211.25 1,670 SOLE 52 1,670
PAYCHEX INC COMMON 704326107 1,492,000.00 37,300 SOLE 16 37,300
PAYCHEX INC COMMON 704326107 32,000.00 800 SOLE 19 800
PAYCHEX INC COMMON 704326107 248,000.00 6,200 SOLE 34 6,200
PAYCHEX INC COMMON 704326107 20,000.00 500 SOLE 38 500
PAYCHEX INC COMMON 704326107 16,000.00 400 SOLE 51 400
PAYLESS SHOESOURCE, INC. COMMON 704379106 49,068.00 1,044 SOLE 19 1,044
PE CORP-PE BIOSYSTEMS GR COMMON 69332S102 6,737,500.00 56,000 SOLE 1 56,000
PE CORP-PE BIOSYSTEMS GR COMMON 69332S102 14,437,500.00 120,000 SOLE 15 120,000
PE CORP-PE BIOSYSTEMS GR COMMON 69332S102 24,062.50 200 SOLE 38 200
PE CORP-PE BIOSYSTEMS GR COMMON 69332S102 24,062.50 200 SOLE 51 200
PECO ENERGY COMPANY COMMON 693304107 24,325.00 700 SOLE 19 700
PECO ENERGY COMPANY COMMON 693304107 13,900.00 400 SOLE 38 400
PECO ENERGY COMPANY COMMON 693304107 10,425.00 300 SOLE 51 300
PEGASUS COMMUNICATIONS CO COMMON 705904100 391,000.00 4,000 SOLE 36 4,000
PEGASUS COMMUNICATIONS CO COMMON 705904100 615,825.00 6,300 SOLE 50 6,300
PEOPLES ENERGY CORP COMMON 711030106 465,650.00 13,900 SOLE 3 13,900
PEOPLES ENERGY CORP COMMON 711030106 6,318,100.00 188,600 SOLE 11 188,600
PEOPLES ENERGY CORP COMMON 711030106 6,700.00 200 SOLE 38 200
PEOPLES ENERGY CORP COMMON 711030106 6,700.00 200 SOLE 51 200
PEOPLESOFT COMMON 712713106 17,050.00 800 SOLE 38 800
PEOPLESOFT COMMON 712713106 14,918.75 700 SOLE 51 700
PEOPLESOFT COMMON 712713106 42,625.00 2,000 SOLE 500 2,000
PEPSICO, INC. COMMON 713448108 4,582,500.00 130,000 SOLE 2 130,000
PEPSICO, INC. COMMON 713448108 793,125.00 22,500 SOLE 3 22,500
PEPSICO, INC. COMMON 713448108 7,931,250.00 225,000 SOLE 10 225,000
PEPSICO, INC. COMMON 713448108 10,575,000.00 300,000 SOLE 11 300,000
PEPSICO, INC. COMMON 713448108 1,011,675.00 28,700 SOLE 16 28,700
PEPSICO, INC. COMMON 713448108 165,675.00 4,700 SOLE 19 4,700
PEPSICO, INC. COMMON 713448108 116,325.00 3,300 SOLE 34 3,300
PEPSICO, INC. COMMON 713448108 84,600.00 2,400 SOLE 38 2,400
PEPSICO, INC. COMMON 713448108 74,025.00 2,100 SOLE 51 2,100
PEPSICO, INC. COMMON 713448108 66,975.00 1,900 SOLE 520 1,900
PEPSICO, INC. COMMON 713448108 84,600.00 2,400 SOLE 530 2,400
PEPSICO, INC. COMMON 713448108 14,100.00 400 SOLE 540 400
PEPSICO, INC. COMMON 713448108 63,450.00 1,800 SOLE 560 1,800
PEPSICO, INC. COMMON 713448108 14,100.00 400 SOLE 570 400
PERKINELMER COMMON 714046109 1,834,250.00 44,000 SOLE 1 44,000
PERKINELMER COMMON 714046109 5,002,500.00 120,000 SOLE 15 120,000
PERKINELMER COMMON 714046109 437,718.75 10,500 SOLE 29 10,500
PERKINELMER COMMON 714046109 20,843.75 500 SOLE 38 500
PERKINELMER COMMON 714046109 16,675.00 400 SOLE 51 400
PERRIGO COMPANY COMMON 714290103 18,400.00 2,300 SOLE 19 2,300
PFIZER INC COMMON 717081103 454,125.00 14,000 SOLE 19 14,000
PFIZER INC COMMON 717081103 240,037.50 7,400 SOLE 38 7,400
PFIZER INC COMMON 717081103 210,843.75 6,500 SOLE 51 6,500
PFIZER INC COMMON 717081103 71,362.50 2,200 SOLE 500 2,200
PG & E CORPORATION COMMON 69331C108 32,800.00 1,600 SOLE 19 1,600
PG & E CORPORATION COMMON 69331C108 24,600.00 1,200 SOLE 38 1,200
PG & E CORPORATION COMMON 69331C108 22,550.00 1,100 SOLE 51 1,100
PHARMACIA & UPJOHN INC COMMON 716941109 2,700,000.00 60,000 SOLE 2 60,000
PHARMACIA & UPJOHN INC COMMON 716941109 2,700,000.00 60,000 SOLE 10 60,000
PHARMACIA & UPJOHN INC COMMON 716941109 81,000.00 1,800 SOLE 19 1,800
PHARMACIA & UPJOHN INC COMMON 716941109 2,429,775.00 53,995 SOLE 20 53,995
PHARMACIA & UPJOHN INC COMMON 716941109 22,500.00 500 SOLE 38 500
PHARMACIA & UPJOHN INC COMMON 716941109 22,500.00 500 SOLE 51 500
PHELPS DODGE CORPORATION COMMON 717265102 1,268,662.50 18,900 SOLE 20 18,900
PHELPS DODGE CORPORATION COMMON 717265102 6,713.17 100 SOLE 38 100
PHELPS DODGE CORPORATION COMMON 717265102 7,518.00 112 SOLE 51 112
PHILIP MORRIS COMPANIES COMMON 718154107 742,000.00 32,000 SOLE 3 32,000
PHILIP MORRIS COMPANIES COMMON 718154107 13,142,675.00 566,800 SOLE 11 566,800
PHILIP MORRIS COMPANIES COMMON 718154107 204,050.00 8,800 SOLE 18 8,800
PHILIP MORRIS COMPANIES COMMON 718154107 178,543.75 7,700 SOLE 19 7,700
PHILIP MORRIS COMPANIES COMMON 718154107 1,500,231.25 64,700 SOLE 20 64,700
PHILIP MORRIS COMPANIES COMMON 718154107 106,662.50 4,600 SOLE 38 4,600
PHILIP MORRIS COMPANIES COMMON 718154107 95,068.75 4,100 SOLE 51 4,100
PHILLIPS PETROLEUM COMPAN COMMON 718507106 705,000.00 15,000 SOLE 3 15,000
PHILLIPS PETROLEUM COMPAN COMMON 718507106 9,400,000.00 200,000 SOLE 11 200,000
PHILLIPS PETROLEUM COMPAN COMMON 718507106 47,000.00 1,000 SOLE 19 1,000
PHILLIPS PETROLEUM COMPAN COMMON 718507106 836,600.00 17,800 SOLE 20 17,800
PHILLIPS PETROLEUM COMPAN COMMON 718507106 23,500.00 500 SOLE 38 500
PHILLIPS PETROLEUM COMPAN COMMON 718507106 18,800.00 400 SOLE 51 400
PHOTRONICS INC COMMON 719405102 85,875.00 3,000 SOLE 36 3,000
PHOTRONICS INC COMMON 719405102 128,812.50 4,500 SOLE 50 4,500
PINNACLE HOLDINGS INC COMMON 72346N101 381,375.00 9,000 SOLE 36 9,000
PINNACLE HOLDINGS INC COMMON 72346N101 487,312.50 11,500 SOLE 50 11,500
PINNACLE WEST CAP CORP COMMON 723484101 6,112.50 200 SOLE 38 200
PINNACLE WEST CAP CORP COMMON 723484101 3,056.25 100 SOLE 51 100
PITNEY BOWES INC COMMON 724479100 782,662.50 16,200 SOLE 16 16,200
PITNEY BOWES INC COMMON 724479100 48,312.50 1,000 SOLE 19 1,000
PITNEY BOWES INC COMMON 724479100 106,287.50 2,200 SOLE 32 2,200
PITNEY BOWES INC COMMON 724479100 86,962.50 1,800 SOLE 34 1,800
PITNEY BOWES INC COMMON 724479100 19,325.00 400 SOLE 38 400
PITNEY BOWES INC COMMON 724479100 19,325.00 400 SOLE 51 400
PITTSTON BRINK'S GROUP COMMON 725701106 6,600.00 300 SOLE 19 300
PITTWAY CORPORATION COMMON 725790109 76,606.25 1,700 SOLE 38 1,700
PLACER DOME, INC. COMMON 725906101 645,000.00 60,000 SOLE 3 60,000
PLACER DOME, INC. COMMON 725906101 6,450,000.00 600,000 SOLE 11 600,000
PLACER DOME, INC. COMMON 725906101 21,500.00 2,000 SOLE 19 2,000
PLEXUS CORPORATION COMMON 729132100 308,000.00 7,000 SOLE 36 7,000
PLEXUS CORPORATION COMMON 729132100 506,000.00 11,500 SOLE 50 11,500
PNC BANK CORPORATION COMMON 693475105 1,001,250.00 22,500 SOLE 3 22,500
PNC BANK CORPORATION COMMON 693475105 13,350,000.00 300,000 SOLE 11 300,000
PNC BANK CORPORATION COMMON 693475105 1,085,800.00 24,400 SOLE 16 24,400
PNC BANK CORPORATION COMMON 693475105 45,167.50 1,015 SOLE 19 1,015
PNC BANK CORPORATION COMMON 693475105 115,700.00 2,600 SOLE 34 2,600
PNC BANK CORPORATION COMMON 693475105 22,250.00 500 SOLE 38 500
PNC BANK CORPORATION COMMON 693475105 17,800.00 400 SOLE 51 400
POHANG IRON & STEEL ADR COMMON 730450103 42,000.00 1,200 SOLE 39 1,200
POHANG IRON & STEEL ADR COMMON 730450103 38,500.00 1,100 SOLE 52 1,100
POLAROID CORP COMMON 731095105 150,500.00 8,000 SOLE 3 8,000
POLAROID CORP COMMON 731095105 1,881,250.00 100,000 SOLE 11 100,000
POLICY MGMNT SYSTEMS COMMON 731108106 12,781.25 500 SOLE 19 500
POLYCOM INC. COMMON 73172K104 401,231.25 6,300 SOLE 36 6,300
POLYCOM INC. COMMON 73172K104 566,818.75 8,900 SOLE 50 8,900
POST PROPERTIES INC. COMMON 737464107 143,438.00 3,750 SOLE 1 3,750
POTLATCH CORP COMMON 737628107 49,087.50 1,100 SOLE 38 1,100
POTLATCH CORP COMMON 737628107 40,162.50 900 SOLE 51 900
POTOMAC ELECTRIC POWER COMMON 737679100 29,818.75 1,300 SOLE 19 1,300
POWER INTEGRATIONS INC COMMON 739276103 119,843.75 2,500 SOLE 36 2,500
POWER INTEGRATIONS INC COMMON 739276103 215,718.75 4,500 SOLE 50 4,500
POWERTEL INC COMMON 73936C109 351,312.50 3,500 SOLE 36 3,500
POWERTEL INC COMMON 73936C109 602,250.00 6,000 SOLE 50 6,000
PP&L RESOURCES INC COMMON 693499105 6,862.50 300 SOLE 38 300
PP&L RESOURCES INC COMMON 693499105 6,862.50 300 SOLE 51 300
PPG INDUST COMMON 693506107 1,482,731.25 23,700 SOLE 20 23,700
PPG INDUST COMMON 693506107 12,512.50 200 SOLE 38 200
PPG INDUST COMMON 693506107 12,512.50 200 SOLE 51 200
PRAXAIR INC COMMON 74005P104 805,000.00 16,000 SOLE 3 16,000
PRAXAIR INC COMMON 74005P104 10,062,500.00 200,000 SOLE 11 200,000
PRAXAIR INC COMMON 74005P104 2,178,531.25 43,300 SOLE 16 43,300
PRAXAIR INC COMMON 74005P104 201,250.00 4,000 SOLE 34 4,000
PRAXAIR INC COMMON 74005P104 5,031.25 100 SOLE 38 100
PRAXAIR INC COMMON 74005P104 5,031.25 100 SOLE 51 100
PRECISION CASTPARTS CORP COMMON 740189105 10,500.00 400 SOLE 19 400
PREMIER PARKS INC COMMON 740540208 23,100.00 800 SOLE 19 800
PRENTISS PROPERTIES COMMON 740706106 70,875.00 3,375 SOLE 28 3,375
PRENTISS PROPERTIES COMMON 740706106 29,400.00 1,400 SOLE 33 1,400
PRENTISS PROPERTIES COMMON 740706106 85,500.00 4,000 SOLE 1 4,000
PRI AUTOMATION INC COMMON 69357H106 201,375.00 3,000 SOLE 36 3,000
PRI AUTOMATION INC COMMON 69357H106 362,475.00 5,400 SOLE 50 5,400
PRIDE INTERNATIONAL, INC. COMMON 741932107 329,062.50 22,500 SOLE 36 22,500
PRIDE INTERNATIONAL, INC. COMMON 741932107 475,312.50 32,500 SOLE 50 32,500
PRIMEDIA, INC. COMMON 74157K606 82,000.00 800 SOLE 28 800
PRIMEDIA, INC. COMMON 74157K606 71,750.00 700 SOLE 33 700
PRIMEX TECHNOLOGIES, INC. COMMON 741597108 4,150.00 200 SOLE 19 200
PRIMUS TELECOMMUNICATIONS COMMON 741929103 466,650.00 12,200 SOLE 36 12,200
PRIMUS TELECOMMUNICATIONS COMMON 741929103 765,000.00 20,000 SOLE 50 20,000
PRISON REALTY TRUST, INC. COMMON 74264N105 53,415.00 10,550 SOLE 1 10,550
PROCTER & GAMBLE COMPANY COMMON 742718109 16,434,375.00 150,000 SOLE 2 150,000
PROCTER & GAMBLE COMPANY COMMON 742718109 16,434,375.00 150,000 SOLE 10 150,000
PROCTER & GAMBLE COMPANY COMMON 742718109 4,864,575.00 44,400 SOLE 16 44,400
PROCTER & GAMBLE COMPANY COMMON 742718109 208,168.75 1,900 SOLE 18 1,900
PROCTER & GAMBLE COMPANY COMMON 742718109 460,162.50 4,200 SOLE 19 4,200
PROCTER & GAMBLE COMPANY COMMON 742718109 120,518.75 1,100 SOLE 32 1,100
PROCTER & GAMBLE COMPANY COMMON 742718109 580,681.25 5,300 SOLE 34 5,300
PROCTER & GAMBLE COMPANY COMMON 742718109 273,906.25 2,500 SOLE 38 2,500
PROCTER & GAMBLE COMPANY COMMON 742718109 241,037.50 2,200 SOLE 51 2,200
PROCTER & GAMBLE COMPANY COMMON 742718109 219,125.00 2,000 SOLE 520 2,000
PROCTER & GAMBLE COMPANY COMMON 742718109 306,775.00 2,800 SOLE 530 2,800
PROCTER & GAMBLE COMPANY COMMON 742718109 43,825.00 400 SOLE 540 400
PROCTER & GAMBLE COMPANY COMMON 742718109 219,125.00 2,000 SOLE 560 2,000
PROCTER & GAMBLE COMPANY COMMON 742718109 43,825.00 400 SOLE 570 400
PROGRESSIVE CORP OHIO COMMON 743315103 29,250.00 400 SOLE 19 400
PROGRESSIVE CORP OHIO COMMON 743315103 7,312.50 100 SOLE 38 100
PROGRESSIVE CORP OHIO COMMON 743315103 7,312.50 100 SOLE 51 100
PROLOGIS TRUST COMMON 743410102 38,500.00 2,000 SOLE 28 2,000
PROLOGIS TRUST COMMON 743410102 17,806.25 925 SOLE 33 925
PROLOGIS TRUST COMMON 743410102 309,925.00 16,100 SOLE 1 16,100
PROTECTION ONE INC COMMON 743663304 125,937.50 65,000 SOLE 29 65,000
PROTECTION ONE INC COMMON 743663304 131,750.00 68,000 SOLE 35 68,000
PROTECTIVE LIFE CORP COMMON 743674103 127,250.00 4,000 SOLE 32 4,000
PROTEIN DESIGN LABS INC COMMON 74369L103 490,000.00 7,000 SOLE 36 7,000
PROTEIN DESIGN LABS INC COMMON 74369L103 735,000.00 10,500 SOLE 50 10,500
PROVIDIAN FINANCIAL CORP COMMON 74406A102 27,318.75 300 SOLE 38 300
PROVIDIAN FINANCIAL CORP COMMON 74406A102 18,212.50 200 SOLE 51 200
PUBLIC SERVICE CO. COMMON 744499104 8,125.00 500 SOLE 19 500
PUBLIC SVC ENTERPRISE GP COMMON 744573106 31,331.25 900 SOLE 19 900
PUBLIC SVC ENTERPRISE GP COMMON 744573106 34,812.50 1,000 SOLE 38 1,000
PUBLIC SVC ENTERPRISE GP COMMON 744573106 31,331.25 900 SOLE 51 900
PUBLIC STORAGE COMMON 74460D109 280,197.00 12,350 SOLE 1 12,350
PULTE CORPORATION COMMON 745867101 9,000.00 400 SOLE 38 400
PULTE CORPORATION COMMON 745867101 9,000.00 400 SOLE 51 400
QLT PHOTOTHERAPEUTICS INC COMMON 746927102 352,500.00 6,000 SOLE 36 6,000
QLT PHOTOTHERAPEUTICS INC COMMON 746927102 399,500.00 6,800 SOLE 50 6,800
QUAKER OATS CO COMMON 747402105 1,522,500.00 23,200 SOLE 20 23,200
QUAKER OATS CO COMMON 747402105 19,687.50 300 SOLE 38 300
QUAKER OATS CO COMMON 747402105 13,125.00 200 SOLE 51 200
QUALCOMM INC. COMMON 747525103 2,224,275.00 12,620 SOLE 6 12,620
QUALCOMM INC. COMMON 747525103 19,091,400.00 108,320 SOLE 13 108,320
QUALCOMM INC. COMMON 747525103 211,500.00 1,200 SOLE 38 1,200
QUALCOMM INC. COMMON 747525103 211,500.00 1,200 SOLE 51 1,200
QUANTUM CORP COMMON 747906204 25,712.50 1,700 SOLE 19 1,700
QUANTUM CORP-HARD DISK COMMON 747906303 4,856.25 700 SOLE 19 700
QUINTILES TRANSNATIONAL COMMON 748767100 300,868.75 16,100 SOLE 6 16,100
QUINTILES TRANSNATIONAL COMMON 748767100 2,548,975.00 136,400 SOLE 13 136,400
QUINTILES TRANSNATIONAL COMMON 748767100 3,737.50 200 SOLE 38 200
QUINTILES TRANSNATIONAL COMMON 748767100 3,737.50 200 SOLE 51 200
QUORUM HEALTH GROUP INC COMMON 749084109 562,475.00 60,400 SOLE 1 60,400
QUORUM HEALTH GROUP INC COMMON 749084109 1,689,287.50 181,400 SOLE 15 181,400
QUORUM HEALTH GROUP INC COMMON 749084109 9,312.50 1,000 SOLE 19 1,000
QUORUM HEALTH GROUP INC COMMON 749084109 502,875.00 54,000 SOLE 29 54,000
QUORUM HEALTH GROUP INC COMMON 749084109 437,687.50 47,000 SOLE 35 47,000
R & B FALCON CORP COMMON 74912E101 335,225.00 25,300 SOLE 1 25,300
R & B FALCON CORP COMMON 74912E101 956,650.00 72,200 SOLE 15 72,200
R & B FALCON CORP COMMON 74912E101 331,250.00 25,000 SOLE 29 25,000
R.R.DONNELLEY & SONS CO. COMMON 257867101 272,937.50 11,000 SOLE 3 11,000
R.R.DONNELLEY & SONS CO. COMMON 257867101 3,721,875.00 150,000 SOLE 11 150,000
R.R.DONNELLEY & SONS CO. COMMON 257867101 24,812.50 1,000 SOLE 19 1,000
R.R.DONNELLEY & SONS CO. COMMON 257867101 947,837.50 38,200 SOLE 20 38,200
R.R.DONNELLEY & SONS CO. COMMON 257867101 7,443.75 300 SOLE 38 300
R.R.DONNELLEY & SONS CO. COMMON 257867101 4,962.50 200 SOLE 51 200
RADISYS CORP COMMON 750459109 280,500.00 5,500 SOLE 36 5,500
RADISYS CORP COMMON 750459109 408,000.00 8,000 SOLE 50 8,000
RAILAMERICA, INC. COMMON 750753105 1,284,375.00 150,000 SOLE 1 150,000
RAILAMERICA, INC. COMMON 750753105 599,375.00 70,000 SOLE 29 70,000
RAILAMERICA, INC. COMMON 750753105 685,000.00 80,000 SOLE 35 80,000
RALSTON - RALSTON PURINA COMMON 751277302 30,662.50 1,100 SOLE 19 1,100
RALSTON - RALSTON PURINA COMMON 751277302 8,362.50 300 SOLE 38 300
RALSTON - RALSTON PURINA COMMON 751277302 8,362.50 300 SOLE 51 300
RANGER OIL LTD. COMMON 752805101 6,562.50 2,100 SOLE 19 2,100
RATIONAL SOFTWARE CORP COMMON 75409P202 6,140,625.00 125,000 SOLE 1 125,000
RATIONAL SOFTWARE CORP COMMON 75409P202 18,274,500.00 372,000 SOLE 15 372,000
RAYONIER INC COMMON 754907103 19,325.00 400 SOLE 19 400
RAYTHEON COMPANY - CL. A COMMON 755111309 10,446.06 421 SOLE 19 421
RAYTHEON COMPANY - CL. A COMMON 755111309 545,875.00 22,000 SOLE 29 22,000
RAYTHEON COMPANY - CL. A COMMON 755111309 446,625.00 18,000 SOLE 35 18,000
RAYTHEON COMPANY - CL. B COMMON 755111408 212,500.00 8,000 SOLE 3 8,000
RAYTHEON COMPANY - CL. B COMMON 755111408 2,656,250.00 100,000 SOLE 11 100,000
RAYTHEON COMPANY - CL. B COMMON 755111408 18,035.94 679 SOLE 19 679
RAYTHEON COMPANY - CL. B COMMON 755111408 10,625.00 400 SOLE 38 400
RAYTHEON COMPANY - CL. B COMMON 755111408 7,968.75 300 SOLE 51 300
RCN CORPORATION COMMON 749361101 1,261,000.00 26,000 SOLE 1 26,000
RCN CORPORATION COMMON 749361101 3,492,000.00 72,000 SOLE 15 72,000
READERS DGST ASSN,INC CLA COMMON 755267101 32,175.00 1,100 SOLE 19 1,100
READERS DGST ASSN,INC CLA COMMON 755267101 921,375.00 31,500 SOLE 20 31,500
REALTY INCOME CORP. COMMON 756109104 54,656.00 2,650 SOLE 1 2,650
RECKSON ASSOCIATES REALTY COMMON 75621K106 84,050.00 4,100 SOLE 1 4,100
RECKSON ASSOCIATES REALTY COMMON 75621K106 36,797.50 1,795 SOLE 28 1,795
RECKSON ASSOCIATES REALTY COMMON 75621K106 19,065.00 930 SOLE 33 930
REEBOK INTERNATIONAL COMMON 758110100 4,093.75 500 SOLE 38 500
REEBOK INTERNATIONAL COMMON 758110100 3,275.00 400 SOLE 51 400
REGENCY REALTY CORP. COMMON 758939102 117,000.00 5,850 SOLE 1 5,850
REGIONS FINANCIAL CORP. COMMON 758940100 25,125.00 1,000 SOLE 19 1,000
REGIONS FINANCIAL CORP. COMMON 758940100 5,025.00 200 SOLE 38 200
REGIONS FINANCIAL CORP. COMMON 758940100 5,025.00 200 SOLE 51 200
RELIANT ENERGY, INC. COMMON 75952J108 22,875.00 1,000 SOLE 19 1,000
RELIANT ENERGY, INC. COMMON 75952J108 766,312.50 33,500 SOLE 20 33,500
RELIANT ENERGY, INC. COMMON 75952J108 32,025.00 1,400 SOLE 38 1,400
RELIANT ENERGY, INC. COMMON 75952J108 27,450.00 1,200 SOLE 51 1,200
RELIASTAR FINANCIAL CORP COMMON 75952U103 31,350.00 800 SOLE 19 800
REPSOL SA SPONSORED ADR COMMON 76026T205 27,900.00 1,200 SOLE 19 1,200
REPUBLIC NEW YORK CORP COMMON 760719104 21,600.00 300 SOLE 38 300
REPUBLIC NEW YORK CORP COMMON 760719104 14,400.00 200 SOLE 51 200
REYNOLDS METALS COMPANY COMMON 761763101 1,271,975.00 16,600 SOLE 20 16,600
REYNOLDS METALS COMPANY COMMON 761763101 53,637.50 700 SOLE 38 700
REYNOLDS METALS COMPANY COMMON 761763101 45,975.00 600 SOLE 51 600
RITE AID CORP COMMON 767754104 16,781.25 1,500 SOLE 19 1,500
RITE AID CORP COMMON 767754104 556,018.75 49,700 SOLE 20 49,700
RITE AID CORP COMMON 767754104 5,593.75 500 SOLE 38 500
RITE AID CORP COMMON 767754104 4,475.00 400 SOLE 51 400
RJ REYNOLDS TOBACCO COMMON 76182K105 19,387.50 1,100 SOLE 19 1,100
RJ REYNOLDS TOBACCO COMMON 76182K105 17.63 1 SOLE 51 1
ROBERT HALF INTL INC COMMON 770323103 28,562.50 1,000 SOLE 19 1,000
ROCKWELL INTL CORP COMMON 773903109 33,512.50 700 SOLE 19 700
ROCKWELL INTL CORP COMMON 773903109 9,575.00 200 SOLE 38 200
ROCKWELL INTL CORP COMMON 773903109 9,575.00 200 SOLE 51 200
ROHM & HAAS COMMON 775371107 2,441,250.00 60,000 SOLE 2 60,000
ROHM & HAAS COMMON 775371107 2,848,125.00 70,000 SOLE 10 70,000
ROHM & HAAS COMMON 775371107 61,031.25 1,500 SOLE 32 1,500
ROHM & HAAS COMMON 775371107 8,137.50 200 SOLE 38 200
ROHM & HAAS COMMON 775371107 8,137.50 200 SOLE 51 200
ROHM & HAAS COMMON 775371107 48,825.00 1,200 SOLE 520 1,200
ROHM & HAAS COMMON 775371107 52,893.75 1,300 SOLE 530 1,300
ROHM & HAAS COMMON 775371107 8,137.50 200 SOLE 540 200
ROHM & HAAS COMMON 775371107 40,687.50 1,000 SOLE 560 1,000
ROHM & HAAS COMMON 775371107 8,137.50 200 SOLE 570 200
ROSS STORES INC COMMON 778296103 25,112.50 1,400 SOLE 19 1,400
ROUSE COMPANY COMMON 779273101 158,313.00 7,450 SOLE 1 7,450
ROUSE COMPANY COMMON 779273101 877,625.00 41,300 SOLE 20 41,300
ROWAN COMPANIES INC COMMON 779382100 6,506.25 300 SOLE 38 300
ROWAN COMPANIES INC COMMON 779382100 6,506.25 300 SOLE 51 300
ROYAL DUTCH PETRO-NY COMMON 780257804 12,087,500.00 200,000 SOLE 2 200,000
ROYAL DUTCH PETRO-NY COMMON 780257804 1,843,343.75 30,500 SOLE 3 30,500
ROYAL DUTCH PETRO-NY COMMON 780257804 12,087,500.00 200,000 SOLE 10 200,000
ROYAL DUTCH PETRO-NY COMMON 780257804 24,175,000.00 400,000 SOLE 11 400,000
ROYAL DUTCH PETRO-NY COMMON 780257804 815,906.25 13,500 SOLE 19 13,500
ROYAL DUTCH PETRO-NY COMMON 780257804 2,411,456.25 39,900 SOLE 20 39,900
ROYAL DUTCH PETRO-NY COMMON 780257804 81,590.63 1,350 SOLE 32 1,350
ROYAL DUTCH PETRO-NY COMMON 780257804 241,750.00 4,000 SOLE 38 4,000
ROYAL DUTCH PETRO-NY COMMON 780257804 211,531.25 3,500 SOLE 51 3,500
ROYAL DUTCH PETRO-NY COMMON 780257804 217,575.00 3,600 SOLE 520 3,600
ROYAL DUTCH PETRO-NY COMMON 780257804 217,575.00 3,600 SOLE 530 3,600
ROYAL DUTCH PETRO-NY COMMON 780257804 24,175.00 400 SOLE 540 400
ROYAL DUTCH PETRO-NY COMMON 780257804 163,181.25 2,700 SOLE 560 2,700
ROYAL DUTCH PETRO-NY COMMON 780257804 36,262.50 600 SOLE 570 600
RSA SECURITY INC COMMON 749719100 465,000.00 6,000 SOLE 36 6,000
RSA SECURITY INC COMMON 749719100 658,750.00 8,500 SOLE 50 8,500
RUSSELL CORP COMMON 782352108 2,177,500.00 130,000 SOLE 11 130,000
RYANAIR HOLDINGS PLC ADR COMMON 783513104 115,762.50 2,100 SOLE 18 2,100
RYDER SYSTEM, INC. COMMON 783549108 2,443.75 100 SOLE 38 100
RYDER SYSTEM, INC. COMMON 783549108 2,443.75 100 SOLE 51 100
SL GREEN REALTY CORP. COMMON 78440X101 51,113.00 2,350 SOLE 1 2,350
S3 INCORPORATED COMMON 784849101 1,167,812.50 101,000 SOLE 1 101,000
S3 INCORPORATED COMMON 784849101 3,445,625.00 298,000 SOLE 15 298,000
SAFECO CORPORATION COMMON 786429100 472,625.00 19,000 SOLE 3 19,000
SAFECO CORPORATION COMMON 786429100 6,218,750.00 250,000 SOLE 11 250,000
SAFECO CORPORATION COMMON 786429100 1,029,825.00 41,400 SOLE 20 41,400
SAFEGUARD SCIENTIFICS INC COMMON 786449108 6,644,562.50 41,000 SOLE 1 41,000
SAFEGUARD SCIENTIFICS INC COMMON 786449108 18,313,062.50 113,000 SOLE 15 113,000
SAFEWAY, INC. COMMON 786514208 7,112,500.00 200,000 SOLE 2 200,000
SAFEWAY, INC. COMMON 786514208 7,823,750.00 220,000 SOLE 10 220,000
SAFEWAY, INC. COMMON 786514208 56,900.00 1,600 SOLE 19 1,600
SAFEWAY, INC. COMMON 786514208 46,231.25 1,300 SOLE 32 1,300
SAFEWAY, INC. COMMON 786514208 35,562.50 1,000 SOLE 38 1,000
SAFEWAY, INC. COMMON 786514208 32,006.25 900 SOLE 51 900
SAFEWAY, INC. COMMON 786514208 113,800.00 3,200 SOLE 520 3,200
SAFEWAY, INC. COMMON 786514208 96,018.75 2,700 SOLE 530 2,700
SAFEWAY, INC. COMMON 786514208 14,225.00 400 SOLE 540 400
SAFEWAY, INC. COMMON 786514208 67,568.75 1,900 SOLE 560 1,900
SAFEWAY, INC. COMMON 786514208 14,225.00 400 SOLE 570 400
SAKS, INCORPORATED COMMON 79377W108 21,787.50 1,400 SOLE 19 1,400
SANDISK CORP COMMON 80004C101 433,125.00 4,500 SOLE 36 4,500
SANDISK CORP COMMON 80004C101 625,625.00 6,500 SOLE 50 6,500
SANMINA CORPORATION COMMON 800907107 59,925.00 600 SOLE 19 600
SARA LEE CORP COMMON 803111103 61,775.00 2,800 SOLE 19 2,800
SARA LEE CORP COMMON 803111103 37,506.25 1,700 SOLE 38 1,700
SARA LEE CORP COMMON 803111103 33,093.75 1,500 SOLE 51 1,500
SAWTEK INC COMMON 805468105 619,031.25 9,300 SOLE 36 9,300
SAWTEK INC COMMON 805468105 778,781.25 11,700 SOLE 50 11,700
SBC COMMUNICATIONS, INC. COMMON 78387G103 12,187,500.00 250,000 SOLE 2 250,000
SBC COMMUNICATIONS, INC. COMMON 78387G103 1,852,500.00 38,000 SOLE 3 38,000
SBC COMMUNICATIONS, INC. COMMON 78387G103 14,625,000.00 300,000 SOLE 10 300,000
SBC COMMUNICATIONS, INC. COMMON 78387G103 24,375,000.00 500,000 SOLE 11 500,000
SBC COMMUNICATIONS, INC. COMMON 78387G103 4,946,370.00 101,464 SOLE 16 101,464
SBC COMMUNICATIONS, INC. COMMON 78387G103 229,125.00 4,700 SOLE 18 4,700
SBC COMMUNICATIONS, INC. COMMON 78387G103 585,585.00 12,012 SOLE 19 12,012
SBC COMMUNICATIONS, INC. COMMON 78387G103 3,922,035.00 80,452 SOLE 20 80,452
SBC COMMUNICATIONS, INC. COMMON 78387G103 136,500.00 2,800 SOLE 32 2,800
SBC COMMUNICATIONS, INC. COMMON 78387G103 597,090.00 12,248 SOLE 34 12,248
SBC COMMUNICATIONS, INC. COMMON 78387G103 341,201.25 6,999 SOLE 38 6,999
SBC COMMUNICATIONS, INC. COMMON 78387G103 300,933.75 6,173 SOLE 51 6,173
SBC COMMUNICATIONS, INC. COMMON 78387G103 160,875.00 3,300 SOLE 520 3,300
SBC COMMUNICATIONS, INC. COMMON 78387G103 170,625.00 3,500 SOLE 530 3,500
SBC COMMUNICATIONS, INC. COMMON 78387G103 39,000.00 800 SOLE 540 800
SBC COMMUNICATIONS, INC. COMMON 78387G103 175,500.00 3,600 SOLE 560 3,600
SBC COMMUNICATIONS, INC. COMMON 78387G103 48,750.00 1,000 SOLE 570 1,000
SCANA CORPORATION COMMON 805898103 26,875.00 1,000 SOLE 19 1,000
SCHERING-PLOUGH CORP COMMON 806605101 8,437,500.00 200,000 SOLE 2 200,000
SCHERING-PLOUGH CORP COMMON 806605101 10,546,875.00 250,000 SOLE 10 250,000
SCHERING-PLOUGH CORP COMMON 806605101 2,324,531.25 55,100 SOLE 16 55,100
SCHERING-PLOUGH CORP COMMON 806605101 181,406.25 4,300 SOLE 19 4,300
SCHERING-PLOUGH CORP COMMON 806605101 118,125.00 2,800 SOLE 32 2,800
SCHERING-PLOUGH CORP COMMON 806605101 274,218.75 6,500 SOLE 34 6,500
SCHERING-PLOUGH CORP COMMON 806605101 113,906.25 2,700 SOLE 38 2,700
SCHERING-PLOUGH CORP COMMON 806605101 101,250.00 2,400 SOLE 51 2,400
SCHERING-PLOUGH CORP COMMON 806605101 135,000.00 3,200 SOLE 520 3,200
SCHERING-PLOUGH CORP COMMON 806605101 151,875.00 3,600 SOLE 530 3,600
SCHERING-PLOUGH CORP COMMON 806605101 25,312.50 600 SOLE 540 600
SCHLUMBERGER, LTD. COMMON 806857108 1,462,500.00 26,000 SOLE 3 26,000
SCHLUMBERGER, LTD. COMMON 806857108 19,687,500.00 350,000 SOLE 11 350,000
SCHLUMBERGER, LTD. COMMON 806857108 90,000.00 1,600 SOLE 19 1,600
SCHLUMBERGER, LTD. COMMON 806857108 92,812.50 1,650 SOLE 32 1,650
SCHLUMBERGER, LTD. COMMON 806857108 56,250.00 1,000 SOLE 38 1,000
SCHLUMBERGER, LTD. COMMON 806857108 50,625.00 900 SOLE 51 900
SCHOOL SPECIALTY, INC. COMMON 807863105 1,512.50 100 SOLE 19 100
SCHULMAN A INC COMMON 808194104 13,050.00 800 SOLE 19 800
SCI SYSTEMS COMMON 783890106 49,312.50 600 SOLE 19 600
SCIENTIFIC ATLANTA INC COMMON 808655104 787,093.75 14,150 SOLE 6 14,150
SCIENTIFIC ATLANTA INC COMMON 808655104 6,806,553.13 122,365 SOLE 13 122,365
SCIENTIFIC ATLANTA INC COMMON 808655104 1,357,250.00 24,400 SOLE 16 24,400
SCIENTIFIC ATLANTA INC COMMON 808655104 172,437.50 3,100 SOLE 34 3,100
SCIENTIFIC ATLANTA INC COMMON 808655104 5,562.50 100 SOLE 38 100
SCOTTISH POWER PLC - ADR COMMON 81013T705 805,504.00 28,768 SOLE 20 28,768
SEAGATE TECHNOLOGY INC COMMON 811804103 46,562.50 1,000 SOLE 19 1,000
SEAGATE TECHNOLOGY INC COMMON 811804103 37,250.00 800 SOLE 38 800
SEAGATE TECHNOLOGY INC COMMON 811804103 32,593.75 700 SOLE 51 700
SEAGRAM COMPANY, LTD. COMMON 811850106 4,493,750.00 100,000 SOLE 2 100,000
SEAGRAM COMPANY, LTD. COMMON 811850106 6,740,625.00 150,000 SOLE 10 150,000
SEAGRAM COMPANY, LTD. COMMON 811850106 62,912.50 1,400 SOLE 19 1,400
SEAGRAM COMPANY, LTD. COMMON 811850106 76,393.75 1,700 SOLE 32 1,700
SEAGRAM COMPANY, LTD. COMMON 811850106 35,950.00 800 SOLE 38 800
SEAGRAM COMPANY, LTD. COMMON 811850106 31,456.25 700 SOLE 51 700
SEAGRAM COMPANY, LTD. COMMON 811850106 80,887.50 1,800 SOLE 520 1,800
SEAGRAM COMPANY, LTD. COMMON 811850106 13,481.25 300 SOLE 540 300
SEALED AIR COMMON 81211K100 36,268.75 700 SOLE 19 700
SEALED AIR COMMON 81211K100 10,362.50 200 SOLE 38 200
SEALED AIR COMMON 81211K100 10,362.50 200 SOLE 51 200
SEARS ROEBUCK AND CO COMMON 812387108 42,612.50 1,400 SOLE 19 1,400
SEARS ROEBUCK AND CO COMMON 812387108 6,087.50 200 SOLE 38 200
SEARS ROEBUCK AND CO COMMON 812387108 6,087.50 200 SOLE 51 200
SELECTIVE INS GROUP COMMON 816300107 13,750.00 800 SOLE 19 800
SEMPRA ENERGY COMMON 816851109 8,687.50 500 SOLE 38 500
SEMPRA ENERGY COMMON 816851109 6,950.00 400 SOLE 51 400
SEQUA CORP CL A COMMON 817320104 16,181.25 300 SOLE 19 300
SERVICE CORP INTL COMMON 817565104 11,793.75 1,700 SOLE 19 1,700
SHAW INDUSTRIES INC COMMON 820286102 21,612.50 1,400 SOLE 19 1,400
SHELL TRAN & TRAD NYS-ADR COMMON 822703609 182,225.00 3,700 SOLE 19 3,700
SHIRE PARMACEUTICALS GRP COMMON 82481R106 1,893,125.00 65,000 SOLE 1 65,000
SHIRE PARMACEUTICALS GRP COMMON 82481R106 4,922,125.00 169,000 SOLE 15 169,000
SHUGARD STORAGE CENTERS COMMON 82567D104 64,926.00 2,800 SOLE 1 2,800
SIEBEL SYSTEMS INC COMMON 826170102 176,400.00 2,100 SOLE 19 2,100
SIERRA PACIFIC RESOURCES COMMON 826428104 19,043.75 1,100 SOLE 19 1,100
SILICON GRAPHICS INC. COMMON 827056102 12,756.25 1,300 SOLE 38 1,300
SILICON GRAPHICS INC. COMMON 827056102 10,793.75 1,100 SOLE 51 1,100
SILICON VALLEY BANCSHARES COMMON 827064106 19,800.00 400 SOLE 19 400
SILICON VALLEY BANCSHARES COMMON 827064106 222,750.00 4,500 SOLE 36 4,500
SILICON VALLEY BANCSHARES COMMON 827064106 297,000.00 6,000 SOLE 50 6,000
SIMON PROPERTY GROUP INC. COMMON 828806109 381,918.00 16,650 SOLE 1 16,650
SIMON PROPERTY GROUP INC. COMMON 828806109 1,390,838.25 60,636 SOLE 20 60,636
SK TELECOM CO., LTD. COMMON 78440P108 75,099.88 1,957 SOLE 39 1,957
SK TELECOM CO., LTD. COMMON 78440P108 67,194.63 1,751 SOLE 52 1,751
SLM HOLDING CORP COMMON 78442A109 8,450.00 200 SOLE 38 200
SLM HOLDING CORP COMMON 78442A109 8,450.00 200 SOLE 51 200
SMITH INTERNATIONAL COMMON 832110100 24,843.75 500 SOLE 19 500
SMITH CHARLES E. RES. REALTY COMMON 832197107 63,675.00 1,800 SOLE 1 1,800
SMITHKLINE BEECHAM-PLCADR COMMON 832378301 8,054,687.50 125,000 SOLE 2 125,000
SMITHKLINE BEECHAM-PLCADR COMMON 832378301 8,699,062.50 135,000 SOLE 10 135,000
SMUCKER (JM) COMPANY CL A COMMON 832696108 7,800.00 400 SOLE 19 400
SODEXHO MARRIOTT SERVICES COMMON 833793102 975.00 75 SOLE 19 75
SOLECTRON CORPORATION COMMON 834182107 5,707,500.00 60,000 SOLE 2 60,000
SOLECTRON CORPORATION COMMON 834182107 6,658,750.00 70,000 SOLE 10 70,000
SOLECTRON CORPORATION COMMON 834182107 47,562.50 500 SOLE 38 500
SOLECTRON CORPORATION COMMON 834182107 47,562.50 500 SOLE 51 500
SOLECTRON CORPORATION COMMON 834182107 1,217,600.00 12,800 SOLE 53 12,800
SOLECTRON CORPORATION COMMON 834182107 1,531,512.50 16,100 SOLE 70 16,100
SOLECTRON CORPORATION COMMON 834182107 47,562.50 500 SOLE 520 500
SOLECTRON CORPORATION COMMON 834182107 47,562.50 500 SOLE 530 500
SOLECTRON CORPORATION COMMON 834182107 9,512.50 100 SOLE 540 100
SOLECTRON CORPORATION COMMON 834182107 76,100.00 800 SOLE 560 800
SOLECTRON CORPORATION COMMON 834182107 19,025.00 200 SOLE 570 200
SOLUTIA, INCORPORATED COMMON 834376105 42,916.25 2,780 SOLE 19 2,780
SOLUTIA, INCORPORATED COMMON 834376105 475,475.00 30,800 SOLE 29 30,800
SOLUTIA, INCORPORATED COMMON 834376105 497,087.50 32,200 SOLE 35 32,200
SONIC CORP COMMON 835451105 570,000.00 20,000 SOLE 29 20,000
SONIC CORP COMMON 835451105 684,000.00 24,000 SOLE 35 24,000
SONOCO PRODUCTS CO COMMON 835495102 22,750.00 1,000 SOLE 19 1,000
SOTHEBY'S HOLDINGS COMMON 835898107 27,000.00 900 SOLE 19 900
SOUTHERN CO COMMON 842587107 752,000.00 32,000 SOLE 3 32,000
SOUTHERN CO COMMON 842587107 9,400,000.00 400,000 SOLE 11 400,000
SOUTHERN CO COMMON 842587107 68,150.00 2,900 SOLE 19 2,900
SOUTHERN CO COMMON 842587107 1,346,550.00 57,300 SOLE 20 57,300
SOUTHERN CO COMMON 842587107 35,250.00 1,500 SOLE 38 1,500
SOUTHERN CO COMMON 842587107 30,550.00 1,300 SOLE 51 1,300
SOUTHTRUST CORP COMMON 844730101 11,343.75 300 SOLE 38 300
SOUTHTRUST CORP COMMON 844730101 11,343.75 300 SOLE 51 300
SOUTHWEST AIRLINES CO COMMON 844741108 3,237,500.00 200,000 SOLE 2 200,000
SOUTHWEST AIRLINES CO COMMON 844741108 3,237,500.00 200,000 SOLE 10 200,000
SOUTHWEST AIRLINES CO COMMON 844741108 1,317,662.50 81,400 SOLE 16 81,400
SOUTHWEST AIRLINES CO COMMON 844741108 32,375.00 2,000 SOLE 19 2,000
SOUTHWEST AIRLINES CO COMMON 844741108 155,400.00 9,600 SOLE 34 9,600
SOUTHWEST AIRLINES CO COMMON 844741108 9,712.50 600 SOLE 38 600
SOUTHWEST AIRLINES CO COMMON 844741108 8,093.75 500 SOLE 51 500
SOUTHWEST AIRLINES CO COMMON 844741108 74,462.50 4,600 SOLE 520 4,600
SOUTHWEST AIRLINES CO COMMON 844741108 79,318.75 4,900 SOLE 530 4,900
SOUTHWEST AIRLINES CO COMMON 844741108 12,950.00 800 SOLE 540 800
SOUTHWEST AIRLINES CO COMMON 844741108 56,656.25 3,500 SOLE 560 3,500
SOUTHWEST AIRLINES CO COMMON 844741108 12,950.00 800 SOLE 570 800
SPIEKER PROPERTIES COMMON 848497103 229,559.00 6,300 SOLE 1 6,300
SPRINGS INDUSTRIES COMMON 851783100 11,981.25 300 SOLE 19 300
SPRINT CORP. (FON GROUP) COMMON 852061100 15,145,312.50 225,000 SOLE 2 225,000
SPRINT CORP. (FON GROUP) COMMON 852061100 15,818,437.50 235,000 SOLE 10 235,000
SPRINT CORP. (FON GROUP) COMMON 852061100 2,086,687.50 31,000 SOLE 16 31,000
SPRINT CORP. (FON GROUP) COMMON 852061100 181,743.75 2,700 SOLE 19 2,700
SPRINT CORP. (FON GROUP) COMMON 852061100 74,043.75 1,100 SOLE 32 1,100
SPRINT CORP. (FON GROUP) COMMON 852061100 148,087.50 2,200 SOLE 34 2,200
SPRINT CORP. (FON GROUP) COMMON 852061100 188,475.00 2,800 SOLE 38 2,800
SPRINT CORP. (FON GROUP) COMMON 852061100 161,550.00 2,400 SOLE 51 2,400
SPRINT CORP. (FON GROUP) COMMON 852061100 161,550.00 2,400 SOLE 520 2,400
SPRINT CORP. (FON GROUP) COMMON 852061100 168,281.25 2,500 SOLE 530 2,500
SPRINT CORP. (FON GROUP) COMMON 852061100 26,925.00 400 SOLE 540 400
SPRINT CORP. (FON GROUP) COMMON 852061100 121,162.50 1,800 SOLE 560 1,800
SPRINT CORP. (FON GROUP) COMMON 852061100 26,925.00 400 SOLE 570 400
SPRINT CORP. (PCS GROUP) COMMON 852061506 6,150,000.00 60,000 SOLE 2 60,000
SPRINT CORP. (PCS GROUP) COMMON 852061506 8,200,000.00 80,000 SOLE 10 80,000
SPRINT CORP. (PCS GROUP) COMMON 852061506 2,321,625.00 22,650 SOLE 16 22,650
SPRINT CORP. (PCS GROUP) COMMON 852061506 158,875.00 1,550 SOLE 19 1,550
SPRINT CORP. (PCS GROUP) COMMON 852061506 251,125.00 2,450 SOLE 34 2,450
SPRINT CORP. (PCS GROUP) COMMON 852061506 92,250.00 900 SOLE 38 900
SPRINT CORP. (PCS GROUP) COMMON 852061506 82,000.00 800 SOLE 51 800
SPRINT CORP. (PCS GROUP) COMMON 852061506 128,125.00 1,250 SOLE 520 1,250
SPRINT CORP. (PCS GROUP) COMMON 852061506 15,375.00 150 SOLE 540 150
ST. JUDE MEDICAL INC. COMMON 790849103 497,137.50 16,200 SOLE 3 16,200
ST. JUDE MEDICAL INC. COMMON 790849103 6,576,331.25 214,300 SOLE 11 214,300
ST. JUDE MEDICAL INC. COMMON 790849103 9,206.25 300 SOLE 38 300
ST. JUDE MEDICAL INC. COMMON 790849103 9,206.25 300 SOLE 51 300
ST. PAUL COMPANIES, INC. COMMON 792860108 808,500.00 24,000 SOLE 3 24,000
ST. PAUL COMPANIES, INC. COMMON 792860108 10,106,250.00 300,000 SOLE 11 300,000
ST. PAUL COMPANIES, INC. COMMON 792860108 2,135,922.25 63,404 SOLE 20 63,404
ST. PAUL COMPANIES, INC. COMMON 792860108 13,475.00 400 SOLE 38 400
ST. PAUL COMPANIES, INC. COMMON 792860108 13,475.00 400 SOLE 51 400
STANDARD REGISTER CO. COMMON 853887107 13,562.50 700 SOLE 19 700
STANLEY WORKS (THE) COMMON 854616109 1,452,025.00 48,200 SOLE 20 48,200
STANLEY WORKS (THE) COMMON 854616109 6,025.00 200 SOLE 38 200
STANLEY WORKS (THE) COMMON 854616109 6,025.00 200 SOLE 51 200
STAPLES INC COMMON 855030102 8,300,000.00 400,000 SOLE 10 400,000
STAPLES INC COMMON 855030102 34,237.50 1,650 SOLE 19 1,650
STAPLES INC COMMON 855030102 102,193.75 4,925 SOLE 32 4,925
STAPLES INC COMMON 855030102 18,675.00 900 SOLE 38 900
STAPLES INC COMMON 855030102 16,600.00 800 SOLE 51 800
STARBUCKS CORP COMMON 855244109 48,500.00 2,000 SOLE 19 2,000
STARWOOD FINANCIAL INC COMMON 85569R104 46,749.00 2,760 SOLE 1 2,760
STARWOOD HOTELS & RESORTS COMMON 85590A203 8,624.50 367 SOLE 19 367
STARWOOD HOTELS & RESORTS COMMON 85590A203 1,505,151.50 64,049 SOLE 20 64,049
STATE STREET CORP. COMMON 857477103 36,531.25 500 SOLE 19 500
STATE STREET CORP. COMMON 857477103 14,612.50 200 SOLE 38 200
STATE STREET CORP. COMMON 857477103 14,612.50 200 SOLE 51 200
STERIS CORP COMMON 859152100 11,343.75 1,100 SOLE 19 1,100
STERLING COMMERCE COMMON 859205106 30,656.25 900 SOLE 19 900
STEWART ENTERPRISES, CL A COMMON 860370105 11,400.00 2,400 SOLE 19 2,400
STMICROELECTRONICS N.V. COMMON 861012102 1,090,350.00 7,200 SOLE 6 7,200
STMICROELECTRONICS N.V. COMMON 861012102 9,343,693.75 61,700 SOLE 13 61,700
STMICROELECTRONICS N.V. COMMON 861012102 151,437.50 1,000 SOLE 39 1,000
STMICROELECTRONICS N.V. COMMON 861012102 140,836.88 930 SOLE 52 930
STORAGE USA INC. COMMON 861907103 86,213.00 2,850 SOLE 1 2,850
STORAGE TECHNOLOGY CORP. COMMON 862111200 18,437.50 1,000 SOLE 19 1,000
STRUCTURAL DYNAMICS RES COMMON 863555108 8,925.00 700 SOLE 19 700
STRYKER CORP COMMON 863667101 1,531,750.00 22,000 SOLE 1 22,000
STRYKER CORP COMMON 863667101 4,038,250.00 58,000 SOLE 15 58,000
STRYKER CORP COMMON 863667101 62,662.50 900 SOLE 19 900
SUMMIT BANCORP COMMON 866005101 15,312.50 500 SOLE 19 500
SUMMIT BANCORP COMMON 866005101 9,187.50 300 SOLE 38 300
SUMMIT BANCORP COMMON 866005101 9,187.50 300 SOLE 51 300
SUN COMMUNITIES INC. COMMON 866674104 53,110.00 1,650 SOLE 1 1,650
SUN MICROSYSTEMS INC COMMON 866810104 18,197,812.50 235,000 SOLE 2 235,000
SUN MICROSYSTEMS INC COMMON 866810104 1,177,050.00 15,200 SOLE 6 15,200
SUN MICROSYSTEMS INC COMMON 866810104 19,746,562.50 255,000 SOLE 10 255,000
SUN MICROSYSTEMS INC COMMON 866810104 9,854,696.25 127,260 SOLE 13 127,260
SUN MICROSYSTEMS INC COMMON 866810104 549,806.25 7,100 SOLE 19 7,100
SUN MICROSYSTEMS INC COMMON 866810104 247,800.00 3,200 SOLE 38 3,200
SUN MICROSYSTEMS INC COMMON 866810104 216,825.00 2,800 SOLE 51 2,800
SUN MICROSYSTEMS INC COMMON 866810104 1,153,818.75 14,900 SOLE 53 14,900
SUN MICROSYSTEMS INC COMMON 866810104 1,579,725.00 20,400 SOLE 70 20,400
SUN MICROSYSTEMS INC COMMON 866810104 464,625.00 6,000 SOLE 520 6,000
SUN MICROSYSTEMS INC COMMON 866810104 309,750.00 4,000 SOLE 530 4,000
SUN MICROSYSTEMS INC COMMON 866810104 46,462.50 600 SOLE 540 600
SUN MICROSYSTEMS INC COMMON 866810104 201,337.50 2,600 SOLE 560 2,600
SUN MICROSYSTEMS INC COMMON 866810104 46,462.50 600 SOLE 570 600
SUNGARD DATA SYS INC COMMON 867363103 1,425,000.00 60,000 SOLE 1 60,000
SUNGARD DATA SYS INC COMMON 867363103 3,800,000.00 160,000 SOLE 15 160,000
SUNGARD DATA SYS INC COMMON 867363103 21,375.00 900 SOLE 19 900
SUNGARD DATA SYS INC COMMON 867363103 570,000.00 24,000 SOLE 29 24,000
SUNGARD DATA SYS INC COMMON 867363103 332,500.00 14,000 SOLE 35 14,000
SUNOCO, INC. COMMON 86764P109 564,000.00 24,000 SOLE 3 24,000
SUNRISE MEDICAL, INC. COMMON 867910101 618,750.00 100,000 SOLE 1 100,000
SUNRISE MEDICAL, INC. COMMON 867910101 1,361,250.00 220,000 SOLE 15 220,000
SUNRISE MEDICAL, INC. COMMON 867910101 340,312.50 55,000 SOLE 29 55,000
SUNRISE MEDICAL, INC. COMMON 867910101 433,125.00 70,000 SOLE 35 70,000
SUNTRUST BANKS, INC. COMMON 867914103 2,064,375.00 30,000 SOLE 2 30,000
SUNTRUST BANKS, INC. COMMON 867914103 2,064,375.00 30,000 SOLE 10 30,000
SUNTRUST BANKS, INC. COMMON 867914103 61,931.25 900 SOLE 19 900
SUNTRUST BANKS, INC. COMMON 867914103 34,406.25 500 SOLE 38 500
SUNTRUST BANKS, INC. COMMON 867914103 34,406.25 500 SOLE 51 500
SUNTRUST BANKS, INC. COMMON 867914103 75,693.75 1,100 SOLE 520 1,100
SUNTRUST BANKS, INC. COMMON 867914103 82,575.00 1,200 SOLE 530 1,200
SUNTRUST BANKS, INC. COMMON 867914103 13,762.50 200 SOLE 540 200
SUNTRUST BANKS, INC. COMMON 867914103 61,931.25 900 SOLE 560 900
SUNTRUST BANKS, INC. COMMON 867914103 13,762.50 200 SOLE 570 200
SUPERIOR INDUSTRIES INTL COMMON 868168105 18,768.75 700 SOLE 19 700
SUPERVALU INC COMMON 868536103 360,000.00 18,000 SOLE 3 18,000
SUPERVALU INC COMMON 868536103 5,000,000.00 250,000 SOLE 11 250,000
SUPERVALU INC COMMON 868536103 18,000.00 900 SOLE 38 900
SUPERVALU INC COMMON 868536103 16,000.00 800 SOLE 51 800
SYBASE INC COMMON 871130100 197,200.00 11,600 SOLE 6 11,600
SYBASE INC COMMON 871130100 1,664,300.00 97,900 SOLE 13 97,900
SYBRON INTL CORP COMMON 87114F106 24,687.50 1,000 SOLE 19 1,000
SYMANTEC CORP COMMON 871503108 52,762.50 900 SOLE 19 900
SYMBOL TECHNOLOGIES, INC COMMON 871508107 50,850.00 800 SOLE 19 800
SYNOPSYS INC COMMON 871607107 267,000.00 4,000 SOLE 6 4,000
SYNOPSYS INC COMMON 871607107 2,182,725.00 32,700 SOLE 13 32,700
SYNOPSYS INC COMMON 871607107 40,050.00 600 SOLE 19 600
SYNOVUS FINANCIAL CORP COMMON 87161C105 7,950.00 400 SOLE 38 400
SYNOVUS FINANCIAL CORP COMMON 87161C105 5,962.50 300 SOLE 51 300
SYSCO CORP COMMON 871829107 11,868.75 300 SOLE 38 300
SYSCO CORP COMMON 871829107 11,868.75 300 SOLE 51 300
T. ROWE PRICE ASSOCIATES COMMON 741477103 11,081.25 300 SOLE 38 300
T. ROWE PRICE ASSOCIATES COMMON 741477103 11,081.25 300 SOLE 51 300
TAKE-TWO INTERACTIVE COMMON 874054109 646,875.00 50,000 SOLE 1 50,000
TAKE-TWO INTERACTIVE COMMON 874054109 1,940,625.00 150,000 SOLE 15 150,000
TAKE-TWO INTERACTIVE COMMON 874054109 116,437.50 9,000 SOLE 36 9,000
TAKE-TWO INTERACTIVE COMMON 874054109 219,937.50 17,000 SOLE 50 17,000
TALBOTS, INC. COMMON 874161102 1,048,687.50 23,500 SOLE 16 23,500
TALBOTS, INC. COMMON 874161102 432,862.50 9,700 SOLE 29 9,700
TALBOTS, INC. COMMON 874161102 133,875.00 3,000 SOLE 34 3,000
TANDY CORP. COMMON 875382103 39,350.00 800 SOLE 19 800
TANDY CORP. COMMON 875382103 19,675.00 400 SOLE 38 400
TANDY CORP. COMMON 875382103 14,756.25 300 SOLE 51 300
TCF FINANCIAL CORP COMMON 872275102 32,337.50 1,300 SOLE 19 1,300
TAUBMAN CENTERS COMMON 876664103 58,050.00 5,400 SOLE 1 5,400
TECH DATA CORP COMMON 878237106 13,562.50 500 SOLE 19 500
TECH SOLUTIONS CO COMMON 87872T108 409,375.00 12,500 SOLE 36 12,500
TECH SOLUTIONS CO COMMON 87872T108 605,875.00 18,500 SOLE 50 18,500
TECO ENERGY, INC. COMMON 872375100 29,700.00 1,600 SOLE 19 1,600
TECO ENERGY, INC. COMMON 872375100 592,143.75 31,900 SOLE 20 31,900
TECUMSEH PRODUCTS CO COMMON 878895200 18,875.00 400 SOLE 19 400
TEKELEC COMMON 879101103 191,250.00 8,500 SOLE 36 8,500
TEKELEC COMMON 879101103 258,750.00 11,500 SOLE 50 11,500
TELECOM NEW ZEALAND - ADR COMMON 879278208 15,400.00 400 SOLE 19 400
TELECOMUNICACOES BRASILER COMMON 879287308 128,500.00 1,000 SOLE 19 1,000
TELECOMUNICACOES BRASILER COMMON 879287308 64,250.00 500 SOLE 39 500
TELECOMUNICACOES BRASILER COMMON 879287308 59,110.00 460 SOLE 52 460
TELEDYNE TECHNOLOGIES COMMON 879360105 1,340.13 142 SOLE 38 142
TELEDYNE TECHNOLOGIES COMMON 879360105 943.75 100 SOLE 51 100
TELEFLEX, INC. COMMON 879369106 15,656.25 500 SOLE 19 500
TELEFONICA SA ADR COMMON 879382208 100,249.50 1,272 SOLE 19 1,272
TELEFONOS DE MEXICO S.A. COMMON 879403780 78,750.00 700 SOLE 19 700
TELEFONOS DE MEXICO S.A. COMMON 879403780 33,750.00 300 SOLE 39 300
TELEFONOS DE MEXICO S.A. COMMON 879403780 33,750.00 300 SOLE 52 300
TELEPHONE & DATA SYSTEMS COMMON 879433100 88,200.00 700 SOLE 19 700
TELLABS INC COMMON 879664100 4,493,125.00 70,000 SOLE 2 70,000
TELLABS INC COMMON 879664100 5,135,000.00 80,000 SOLE 10 80,000
TELLABS INC COMMON 879664100 1,938,462.50 30,200 SOLE 16 30,200
TELLABS INC COMMON 879664100 89,862.50 1,400 SOLE 19 1,400
TELLABS INC COMMON 879664100 102,700.00 1,600 SOLE 32 1,600
TELLABS INC COMMON 879664100 237,493.75 3,700 SOLE 34 3,700
TELLABS INC COMMON 879664100 57,768.75 900 SOLE 38 900
TELLABS INC COMMON 879664100 51,350.00 800 SOLE 51 800
TELLABS INC COMMON 879664100 89,862.50 1,400 SOLE 500 1,400
TELLABS INC COMMON 879664100 64,187.50 1,000 SOLE 520 1,000
TELLABS INC COMMON 879664100 64,187.50 1,000 SOLE 530 1,000
TELLABS INC COMMON 879664100 12,837.50 200 SOLE 540 200
TELLABS INC COMMON 879664100 51,350.00 800 SOLE 560 800
TELLABS INC COMMON 879664100 12,837.50 200 SOLE 570 200
TEMPLE-INLAND INC COMMON 879868107 211,000.00 3,200 SOLE 18 3,200
TEMPLE-INLAND INC COMMON 879868107 26,375.00 400 SOLE 38 400
TEMPLE-INLAND INC COMMON 879868107 26,375.00 400 SOLE 51 400
TENET HEALTHCARE CORP COMMON 88033G100 235,000.00 10,000 SOLE 3 10,000
TENET HEALTHCARE CORP COMMON 88033G100 25,850.00 1,100 SOLE 19 1,100
TENET HEALTHCARE CORP COMMON 88033G100 658,000.00 28,000 SOLE 29 28,000
TENET HEALTHCARE CORP COMMON 88033G100 42,300.00 1,800 SOLE 32 1,800
TENET HEALTHCARE CORP COMMON 88033G100 634,500.00 27,000 SOLE 35 27,000
TENET HEALTHCARE CORP COMMON 88033G100 14,100.00 600 SOLE 38 600
TENET HEALTHCARE CORP COMMON 88033G100 11,750.00 500 SOLE 51 500
TERADYNE, INC. COMMON 880770102 19,800.00 300 SOLE 38 300
TERADYNE, INC. COMMON 880770102 19,800.00 300 SOLE 51 300
TESORO PETROLEUM CORP COMMON 881609101 990,906.25 85,700 SOLE 1 85,700
TESORO PETROLEUM CORP COMMON 881609101 2,487,093.75 215,100 SOLE 15 215,100
TESORO PETROLEUM CORP COMMON 881609101 527,250.00 45,600 SOLE 29 45,600
TESORO PETROLEUM CORP COMMON 881609101 660,218.75 57,100 SOLE 35 57,100
TETRA TECH, INC. COMMON 88162G103 9,225.00 600 SOLE 19 600
TEVA PHARMACEUTICAL COMMON 881624209 3,942,812.50 55,000 SOLE 1 55,000
TEVA PHARMACEUTICAL COMMON 881624209 10,394,687.50 145,000 SOLE 15 145,000
TEVA PHARMACEUTICAL COMMON 881624209 1,433,750.00 20,000 SOLE 29 20,000
TEVA PHARMACEUTICAL COMMON 881624209 1,075,312.50 15,000 SOLE 35 15,000
TEXACO, INC. COMMON 881694103 1,298,068.75 23,900 SOLE 3 23,900
TEXACO, INC. COMMON 881694103 16,787,993.75 309,100 SOLE 11 309,100
TEXACO, INC. COMMON 881694103 97,762.50 1,800 SOLE 19 1,800
TEXACO, INC. COMMON 881694103 2,368,025.00 43,600 SOLE 20 43,600
TEXACO, INC. COMMON 881694103 59,743.75 1,100 SOLE 38 1,100
TEXACO, INC. COMMON 881694103 48,881.25 900 SOLE 51 900
TEXAS INSTRUMENTS, INC. COMMON 882508104 4,843,750.00 50,000 SOLE 2 50,000
TEXAS INSTRUMENTS, INC. COMMON 882508104 6,296,875.00 65,000 SOLE 10 65,000
TEXAS INSTRUMENTS, INC. COMMON 882508104 1,143,125.00 11,800 SOLE 16 11,800
TEXAS INSTRUMENTS, INC. COMMON 882508104 232,500.00 2,400 SOLE 19 2,400
TEXAS INSTRUMENTS, INC. COMMON 882508104 174,375.00 1,800 SOLE 34 1,800
TEXAS INSTRUMENTS, INC. COMMON 882508104 135,625.00 1,400 SOLE 38 1,400
TEXAS INSTRUMENTS, INC. COMMON 882508104 121,093.75 1,250 SOLE 51 1,250
TEXAS INSTRUMENTS, INC. COMMON 882508104 116,250.00 1,200 SOLE 520 1,200
TEXAS INSTRUMENTS, INC. COMMON 882508104 125,937.50 1,300 SOLE 530 1,300
TEXAS INSTRUMENTS, INC. COMMON 882508104 19,375.00 200 SOLE 540 200
TEXAS INSTRUMENTS, INC. COMMON 882508104 87,187.50 900 SOLE 560 900
TEXAS INSTRUMENTS, INC. COMMON 882508104 19,375.00 200 SOLE 570 200
TEXAS UTILITIES COMMON 882848104 995,750.00 28,000 SOLE 3 28,000
TEXAS UTILITIES COMMON 882848104 13,335,937.50 375,000 SOLE 11 375,000
TEXAS UTILITIES COMMON 882848104 39,118.75 1,100 SOLE 19 1,100
TEXAS UTILITIES COMMON 882848104 17,781.25 500 SOLE 38 500
TEXAS UTILITIES COMMON 882848104 17,781.25 500 SOLE 51 500
TEXTRON INC COMMON 883203101 8,052,187.50 105,000 SOLE 2 105,000
TEXTRON INC COMMON 883203101 575,156.25 7,500 SOLE 3 7,500
TEXTRON INC COMMON 883203101 12,653,437.50 165,000 SOLE 10 165,000
TEXTRON INC COMMON 883203101 7,668,750.00 100,000 SOLE 11 100,000
TEXTRON INC COMMON 883203101 46,012.50 600 SOLE 19 600
TEXTRON INC COMMON 883203101 38,343.75 500 SOLE 38 500
TEXTRON INC COMMON 883203101 38,343.75 500 SOLE 51 500
TEXTRON INC COMMON 883203101 115,031.25 1,500 SOLE 520 1,500
TEXTRON INC COMMON 883203101 115,031.25 1,500 SOLE 530 1,500
TEXTRON INC COMMON 883203101 15,337.50 200 SOLE 540 200
TEXTRON INC COMMON 883203101 84,356.25 1,100 SOLE 560 1,100
TEXTRON INC COMMON 883203101 23,006.25 300 SOLE 570 300
THE LIMITED, INC. COMMON 532716107 16,978.50 392 SOLE 38 392
THE LIMITED, INC. COMMON 532716107 17,151.75 396 SOLE 51 396
THERMO ELECTRON COMMON 883556102 22,500.00 1,500 SOLE 19 1,500
TIER TECHNOLOGIES INC-CL COMMON 88650Q100 818,437.50 97,000 SOLE 29 97,000
TIER TECHNOLOGIES INC-CL COMMON 88650Q100 928,125.00 110,000 SOLE 35 110,000
TIFFANY & COMPANY COMMON 886547108 98,175.00 1,100 SOLE 19 1,100
TIME WARNER INC COMMON 887315109 11,590,000.00 160,000 SOLE 2 160,000
TIME WARNER INC COMMON 887315109 11,590,000.00 160,000 SOLE 10 160,000
TIME WARNER INC COMMON 887315109 2,071,712.50 28,600 SOLE 16 28,600
TIME WARNER INC COMMON 887315109 296,993.75 4,100 SOLE 19 4,100
TIME WARNER INC COMMON 887315109 246,287.50 3,400 SOLE 34 3,400
TIME WARNER INC COMMON 887315109 181,093.75 2,500 SOLE 38 2,500
TIME WARNER INC COMMON 887315109 159,362.50 2,200 SOLE 51 2,200
TIME WARNER INC COMMON 887315109 1,180,731.25 16,300 SOLE 53 16,300
TIME WARNER INC COMMON 887315109 1,499,456.25 20,700 SOLE 70 20,700
TIME WARNER INC COMMON 887315109 217,312.50 3,000 SOLE 520 3,000
TIME WARNER INC COMMON 887315109 181,093.75 2,500 SOLE 530 2,500
TIME WARNER INC COMMON 887315109 28,975.00 400 SOLE 540 400
TIME WARNER INC COMMON 887315109 188,337.50 2,600 SOLE 560 2,600
TIME WARNER INC COMMON 887315109 43,462.50 600 SOLE 570 600
TIMKEN CO COMMON 887389104 4,087.50 200 SOLE 38 200
TIMKEN CO COMMON 887389104 4,087.50 200 SOLE 51 200
TITAN CORPORATION COMMON 888266103 164,937.50 3,500 SOLE 36 3,500
TITAN CORPORATION COMMON 888266103 235,625.00 5,000 SOLE 50 5,000
TITAN PHARMACEUTICALS INC COMMON 888314101 798,000.00 42,000 SOLE 36 42,000
TITAN PHARMACEUTICALS INC COMMON 888314101 1,187,500.00 62,500 SOLE 50 62,500
TJ INTERNATIONAL, INC COMMON 872534102 29,400.00 700 SOLE 38 700
TJ INTERNATIONAL, INC COMMON 872534102 12,600.00 300 SOLE 51 300
TJX COMPANIES, INC. COMMON 872540109 6,131,250.00 300,000 SOLE 2 300,000
TJX COMPANIES, INC. COMMON 872540109 7,153,125.00 350,000 SOLE 10 350,000
TJX COMPANIES, INC. COMMON 872540109 1,124,062.50 55,000 SOLE 16 55,000
TJX COMPANIES, INC. COMMON 872540109 28,612.50 1,400 SOLE 19 1,400
TJX COMPANIES, INC. COMMON 872540109 106,275.00 5,200 SOLE 34 5,200
TJX COMPANIES, INC. COMMON 872540109 12,262.50 600 SOLE 38 600
TJX COMPANIES, INC. COMMON 872540109 10,218.75 500 SOLE 51 500
TJX COMPANIES, INC. COMMON 872540109 85,837.50 4,200 SOLE 520 4,200
TJX COMPANIES, INC. COMMON 872540109 94,012.50 4,600 SOLE 530 4,600
TJX COMPANIES, INC. COMMON 872540109 14,306.25 700 SOLE 540 700
TJX COMPANIES, INC. COMMON 872540109 67,443.75 3,300 SOLE 560 3,300
TJX COMPANIES, INC. COMMON 872540109 14,306.25 700 SOLE 570 700
TOMKINS PLC -ADR COMMON 890030208 3,642.50 248 SOLE 19 248
TORCHMARK CORPORATION COMMON 891027104 23,250.00 800 SOLE 19 800
TORCHMARK CORPORATION COMMON 891027104 8,718.75 300 SOLE 38 300
TORCHMARK CORPORATION COMMON 891027104 5,812.50 200 SOLE 51 200
TOSCO CORPORATION COMMON 891490302 8,156.25 300 SOLE 38 300
TOSCO CORPORATION COMMON 891490302 8,156.25 300 SOLE 51 300
TOTAL FINA S.A. - ADR COMMON 89151E109 69,250.00 1,000 SOLE 19 1,000
TOTAL RENAL CARE HOLDINGS COMMON 89151A107 4,681.25 700 SOLE 19 700
TOYS 'R' US, INC. COMMON 892335100 229,000.00 16,000 SOLE 3 16,000
TOYS 'R' US, INC. COMMON 892335100 2,862,500.00 200,000 SOLE 11 200,000
TOYS 'R' US, INC. COMMON 892335100 22,900.00 1,600 SOLE 19 1,600
TOYS 'R' US, INC. COMMON 892335100 1,183,643.75 82,700 SOLE 20 82,700
TOYS 'R' US, INC. COMMON 892335100 14,312.50 1,000 SOLE 38 1,000
TOYS 'R' US, INC. COMMON 892335100 12,881.25 900 SOLE 51 900
TRANSATLANTIC HLDGS INC. COMMON 893521104 23,418.75 300 SOLE 19 300
TRANSMONTAIGNE INC COMMON 893934109 676,900.00 96,700 SOLE 29 96,700
TRANSMONTAIGNE INC COMMON 893934109 557,900.00 79,700 SOLE 35 79,700
TRIAD HOSPITALS INC COMMON 89579K109 2,374.63 157 SOLE 19 157
TRIBUNE COMPANY COMMON 896047107 8,534,687.50 155,000 SOLE 2 155,000
TRIBUNE COMPANY COMMON 896047107 10,186,562.50 185,000 SOLE 10 185,000
TRIBUNE COMPANY COMMON 896047107 77,087.50 1,400 SOLE 19 1,400
TRIBUNE COMPANY COMMON 896047107 132,150.00 2,400 SOLE 32 2,400
TRIBUNE COMPANY COMMON 896047107 16,518.75 300 SOLE 38 300
TRIBUNE COMPANY COMMON 896047107 16,518.75 300 SOLE 51 300
TRIBUNE COMPANY COMMON 896047107 187,212.50 3,400 SOLE 520 3,400
TRIBUNE COMPANY COMMON 896047107 33,037.50 600 SOLE 540 600
TRICON GLOBAL RESTAURANTS COMMON 895953107 32,445.00 840 SOLE 19 840
TRICON GLOBAL RESTAURANTS COMMON 895953107 11,587.50 300 SOLE 38 300
TRICON GLOBAL RESTAURANTS COMMON 895953107 11,587.50 300 SOLE 51 300
TRIMERIS, INC. COMMON 896263100 255,150.00 10,800 SOLE 1 10,800
TRIMERIS, INC. COMMON 896263100 689,850.00 29,200 SOLE 15 29,200
TRINITY INDUSTRIES COMMON 896522109 19,906.25 700 SOLE 19 700
TRUE NORTH COMM., INC. COMMON 897844106 1,564,062.50 35,000 SOLE 1 35,000
TRUE NORTH COMM., INC. COMMON 897844106 5,362,500.00 120,000 SOLE 15 120,000
TRUE NORTH COMM., INC. COMMON 897844106 460,281.25 10,300 SOLE 29 10,300
TRUE NORTH COMM., INC. COMMON 897844106 491,562.50 11,000 SOLE 35 11,000
TRW, INC. COMMON 872649108 207,750.00 4,000 SOLE 3 4,000
TRW, INC. COMMON 872649108 2,596,875.00 50,000 SOLE 11 50,000
TRW, INC. COMMON 872649108 57,131.25 1,100 SOLE 19 1,100
TRW, INC. COMMON 872649108 1,033,556.25 19,900 SOLE 20 19,900
TRW, INC. COMMON 872649108 10,387.50 200 SOLE 38 200
TRW, INC. COMMON 872649108 10,387.50 200 SOLE 51 200
TUPPERWARE CORPORATION COMMON 899896104 606,362.50 35,800 SOLE 20 35,800
TUPPERWARE CORPORATION COMMON 899896104 6,775.00 400 SOLE 38 400
TUPPERWARE CORPORATION COMMON 899896104 6,775.00 400 SOLE 51 400
TWEETER HOME ENTERTAINMT COMMON 901167106 230,750.00 6,500 SOLE 36 6,500
TWEETER HOME ENTERTAINMT COMMON 901167106 319,500.00 9,000 SOLE 50 9,000
TYCO INTERNATIONAL LTD COMMON 902124106 11,662,500.00 300,000 SOLE 2 300,000
TYCO INTERNATIONAL LTD COMMON 902124106 583,125.00 15,000 SOLE 3 15,000
TYCO INTERNATIONAL LTD COMMON 902124106 13,995,000.00 360,000 SOLE 10 360,000
TYCO INTERNATIONAL LTD COMMON 902124106 7,775,000.00 200,000 SOLE 11 200,000
TYCO INTERNATIONAL LTD COMMON 902124106 202,150.00 5,200 SOLE 19 5,200
TYCO INTERNATIONAL LTD COMMON 902124106 112,737.50 2,900 SOLE 32 2,900
TYCO INTERNATIONAL LTD COMMON 902124106 124,400.00 3,200 SOLE 38 3,200
TYCO INTERNATIONAL LTD COMMON 902124106 52,870.00 1,360 SOLE 39 1,360
TYCO INTERNATIONAL LTD COMMON 902124106 108,850.00 2,800 SOLE 51 2,800
TYCO INTERNATIONAL LTD COMMON 902124106 46,650.00 1,200 SOLE 52 1,200
TYCO INTERNATIONAL LTD COMMON 902124106 1,224,562.50 31,500 SOLE 53 31,500
TYCO INTERNATIONAL LTD COMMON 902124106 1,170,137.50 30,100 SOLE 70 30,100
TYCO INTERNATIONAL LTD COMMON 902124106 116,625.00 3,000 SOLE 520 3,000
TYCO INTERNATIONAL LTD COMMON 902124106 287,675.00 7,400 SOLE 530 7,400
TYCO INTERNATIONAL LTD COMMON 902124106 27,212.50 700 SOLE 540 700
TYCO INTERNATIONAL LTD COMMON 902124106 77,750.00 2,000 SOLE 560 2,000
TYCO INTERNATIONAL LTD COMMON 902124106 19,437.50 500 SOLE 570 500
TYSON FOODS INC, CL.A COMMON 902494103 563,875.00 34,700 SOLE 3 34,700
TYSON FOODS INC, CL.A COMMON 902494103 7,213,375.00 443,900 SOLE 11 443,900
TYSON FOODS INC, CL.A COMMON 902494103 32,500.00 2,000 SOLE 19 2,000
U S WEST, INC. COMMON 91273H101 118,728.00 1,649 SOLE 19 1,649
U S WEST, INC. COMMON 91273H101 2,397,600.00 33,300 SOLE 20 33,300
U S WEST, INC. COMMON 91273H101 72,000.00 1,000 SOLE 38 1,000
U S WEST, INC. COMMON 91273H101 64,800.00 900 SOLE 51 900
U.S. BANCORP COMMON 902973106 121,443.75 5,100 SOLE 18 5,100
U.S. BANCORP COMMON 902973106 50,744.44 2,131 SOLE 19 2,131
U.S. BANCORP COMMON 902973106 35,718.75 1,500 SOLE 38 1,500
U.S. BANCORP COMMON 902973106 30,051.38 1,262 SOLE 51 1,262
U.S. BANCORP COMMON 902973106 57,150.00 2,400 SOLE 500 2,400
U.S. FOODSERVICE, INC. COMMON 90331R101 18,425.00 1,100 SOLE 19 1,100
ULTRAMAR DIAMOND SHAMROCK COMMON 904000106 22,687.50 1,000 SOLE 19 1,000
UNICOM CORP COMMON 904911104 227,800.00 6,800 SOLE 18 6,800
UNICOM CORP COMMON 904911104 30,150.00 900 SOLE 19 900
UNICOM CORP COMMON 904911104 1,296,450.00 38,700 SOLE 20 38,700
UNICOM CORP COMMON 904911104 43,550.00 1,300 SOLE 38 1,300
UNICOM CORP COMMON 904911104 40,200.00 1,200 SOLE 51 1,200
UNIFI, INC. COMMON 904677101 16,006.25 1,300 SOLE 19 1,300
UNILEVER NV COMMON 904784709 206,045.94 3,785 SOLE 19 3,785
UNILEVER NV COMMON 904784709 54,437.50 1,000 SOLE 38 1,000
UNILEVER NV COMMON 904784709 48,993.75 900 SOLE 51 900
UNION CARBIDE CORP COMMON 905581104 46,725.00 700 SOLE 38 700
UNION CARBIDE CORP COMMON 905581104 40,050.00 600 SOLE 51 600
UNION PACIFIC CORPORATION COMMON 907818108 698,000.00 16,000 SOLE 3 16,000
UNION PACIFIC CORPORATION COMMON 907818108 8,725,000.00 200,000 SOLE 11 200,000
UNION PACIFIC CORPORATION COMMON 907818108 56,712.50 1,300 SOLE 19 1,300
UNION PACIFIC CORPORATION COMMON 907818108 1,950,037.50 44,700 SOLE 20 44,700
UNION PACIFIC CORPORATION COMMON 907818108 13,087.50 300 SOLE 38 300
UNION PACIFIC CORPORATION COMMON 907818108 13,087.50 300 SOLE 51 300
UNION PACIFIC RES GRP COMMON 907834105 15,784.50 1,238 SOLE 19 1,238
UNION PACIFIC RES GRP COMMON 907834105 6,375.00 500 SOLE 38 500
UNION PACIFIC RES GRP COMMON 907834105 5,100.00 400 SOLE 51 400
UNION PLANTERS CORP COMMON 908068109 35,493.75 900 SOLE 19 900
UNION PLANTERS CORP COMMON 908068109 23,662.50 600 SOLE 38 600
UNION PLANTERS CORP COMMON 908068109 23,662.50 600 SOLE 51 600
UNIONBANCAL CORPORATION COMMON 908906100 248,456.25 6,300 SOLE 18 6,300
UNISYS CORP COMMON 909214108 19,162.50 600 SOLE 38 600
UNISYS CORP COMMON 909214108 15,968.75 500 SOLE 51 500
UNITED DOMINION REALTY COMMON 910197102 101,713.00 10,300 SOLE 1 10,300
UNITED HEALTHCARE CORP COMMON 910581107 37,187.50 700 SOLE 19 700
UNITED HEALTHCARE CORP COMMON 910581107 10,625.00 200 SOLE 38 200
UNITED HEALTHCARE CORP COMMON 910581107 10,625.00 200 SOLE 51 200
UNITED TECHNOLOGIES CORP COMMON 913017109 11,700,000.00 180,000 SOLE 2 180,000
UNITED TECHNOLOGIES CORP COMMON 913017109 520,000.00 8,000 SOLE 3 8,000
UNITED TECHNOLOGIES CORP COMMON 913017109 13,000,000.00 200,000 SOLE 10 200,000
UNITED TECHNOLOGIES CORP COMMON 913017109 6,500,000.00 100,000 SOLE 11 100,000
UNITED TECHNOLOGIES CORP COMMON 913017109 559,000.00 8,600 SOLE 18 8,600
UNITED TECHNOLOGIES CORP COMMON 913017109 117,000.00 1,800 SOLE 19 1,800
UNITED TECHNOLOGIES CORP COMMON 913017109 84,500.00 1,300 SOLE 38 1,300
UNITED TECHNOLOGIES CORP COMMON 913017109 71,500.00 1,100 SOLE 51 1,100
UNITED TECHNOLOGIES CORP COMMON 913017109 175,500.00 2,700 SOLE 520 2,700
UNITED TECHNOLOGIES CORP COMMON 913017109 169,000.00 2,600 SOLE 530 2,600
UNITED TECHNOLOGIES CORP COMMON 913017109 26,000.00 400 SOLE 540 400
UNITED TECHNOLOGIES CORP COMMON 913017109 123,500.00 1,900 SOLE 560 1,900
UNITED TECHNOLOGIES CORP COMMON 913017109 26,000.00 400 SOLE 570 400
UNITED WATER RESOURCES COMMON 913190104 44,443.75 1,300 SOLE 38 1,300
UNITED WATER RESOURCES COMMON 913190104 13,675.00 400 SOLE 51 400
UNITRIN INC. COMMON 913275103 30,100.00 800 SOLE 19 800
UNIVERSAL CORPORATION COMMON 913456109 11,406.25 500 SOLE 19 500
UNIVERSAL FOODS CORP COMMON 913538104 305,625.00 15,000 SOLE 3 15,000
UNIVERSAL FOODS CORP COMMON 913538104 4,075,000.00 200,000 SOLE 11 200,000
UNIVERSAL FOODS CORP COMMON 913538104 20,375.00 1,000 SOLE 19 1,000
UNIVISION COMM - CL A COMMON 914906102 91,968.75 900 SOLE 19 900
UNOCAL CORPORATION COMMON 915289102 503,437.50 15,000 SOLE 3 15,000
UNOCAL CORPORATION COMMON 915289102 6,712,500.00 200,000 SOLE 11 200,000
UNOCAL CORPORATION COMMON 915289102 30,206.25 900 SOLE 19 900
UNOCAL CORPORATION COMMON 915289102 2,090,943.75 62,300 SOLE 20 62,300
UNOCAL CORPORATION COMMON 915289102 6,712.50 200 SOLE 38 200
UNOCAL CORPORATION COMMON 915289102 6,712.50 200 SOLE 51 200
UNOVA INC COMMON 91529B106 455,000.00 35,000 SOLE 29 35,000
UNOVA INC COMMON 91529B106 338,000.00 26,000 SOLE 35 26,000
UNUMPROVIDENT CORP COMMON 91529Y106 961,875.00 30,000 SOLE 1 30,000
UNUMPROVIDENT CORP COMMON 91529Y106 801,562.50 25,000 SOLE 3 25,000
UNUMPROVIDENT CORP COMMON 91529Y106 10,580,625.00 330,000 SOLE 11 330,000
UNUMPROVIDENT CORP COMMON 91529Y106 3,847,500.00 120,000 SOLE 15 120,000
UNUMPROVIDENT CORP COMMON 91529Y106 49,312.13 1,538 SOLE 19 1,538
UNUMPROVIDENT CORP COMMON 91529Y106 1,561,443.75 48,700 SOLE 20 48,700
UNUMPROVIDENT CORP COMMON 91529Y106 705,375.00 22,000 SOLE 29 22,000
UNUMPROVIDENT CORP COMMON 91529Y106 480,937.50 15,000 SOLE 35 15,000
UNUMPROVIDENT CORP COMMON 91529Y106 8,753.06 273 SOLE 38 273
UNUMPROVIDENT CORP COMMON 91529Y106 6,412.50 200 SOLE 51 200
US INTERACTIVE INC COMMON 90334M109 79,335.00 1,845 SOLE 1 1,845
US INTERACTIVE INC COMMON 90334M109 221,020.00 5,140 SOLE 15 5,140
US OFFICE PRODUCTS CO COMMON 912325305 312.50 100 SOLE 19 100
USG CORP COMMON 903293405 23,562.50 500 SOLE 19 500
UST INC COMMON 902911106 503,750.00 20,000 SOLE 3 20,000
UST INC COMMON 902911106 6,296,875.00 250,000 SOLE 11 250,000
UST INC COMMON 902911106 1,662,375.00 66,000 SOLE 20 66,000
UST INC COMMON 902911106 22,668.75 900 SOLE 38 900
UST INC COMMON 902911106 20,150.00 800 SOLE 51 800
USX MARATHON GROUP COMMON 902905827 456,718.75 18,500 SOLE 3 18,500
USX MARATHON GROUP COMMON 902905827 6,171,875.00 250,000 SOLE 11 250,000
USX MARATHON GROUP COMMON 902905827 32,093.75 1,300 SOLE 19 1,300
USX MARATHON GROUP COMMON 902905827 1,034,406.25 41,900 SOLE 20 41,900
USX MARATHON GROUP COMMON 902905827 9,875.00 400 SOLE 38 400
USX MARATHON GROUP COMMON 902905827 9,875.00 400 SOLE 51 400
USX-US STEEL GROUP, INC. COMMON 90337T101 264,000.00 8,000 SOLE 3 8,000
USX-US STEEL GROUP, INC. COMMON 90337T101 3,300,000.00 100,000 SOLE 11 100,000
USX-US STEEL GROUP, INC. COMMON 90337T101 6,600.00 200 SOLE 38 200
USX-US STEEL GROUP, INC. COMMON 90337T101 6,600.00 200 SOLE 51 200
URBAN SHOPPING CENTERS COMMON 917060105 46,113.00 1,700 SOLE 1 1,700
UTILICORP UNITED INC. COMMON 918005109 17,493.75 900 SOLE 19 900
V.F. CORPORATION COMMON 918204108 300,000.00 10,000 SOLE 3 10,000
V.F. CORPORATION COMMON 918204108 3,000.00 100 SOLE 38 100
V.F. CORPORATION COMMON 918204108 3,000.00 100 SOLE 51 100
VALASSIS COMMUNICATIONS COMMON 918866104 971,750.00 23,000 SOLE 1 23,000
VALASSIS COMMUNICATIONS COMMON 918866104 2,788,500.00 66,000 SOLE 15 66,000
VALERO ENERGY CORPORATION COMMON 91913Y100 19,875.00 1,000 SOLE 19 1,000
VALUEVISION INTL INC CL.A COMMON 92047K107 372,531.25 6,500 SOLE 36 6,500
VALUEVISION INTL INC CL.A COMMON 92047K107 515,812.50 9,000 SOLE 50 9,000
VARIAN INC COMMON 922206107 11,250.00 500 SOLE 19 500
VARIAN INC COMMON 922206107 371,250.00 16,500 SOLE 36 16,500
VARIAN INC COMMON 922206107 607,500.00 27,000 SOLE 50 27,000
VARIAN MEDICAL SYSTEMS COMMON 92220P105 14,906.25 500 SOLE 19 500
VARIAN SEMICONDUCTOR EQ COMMON 922207105 17,000.00 500 SOLE 19 500
VERITAS SOFTWARE COMMON 923436109 2,433,125.00 17,000 SOLE 1 17,000
VERITAS SOFTWARE COMMON 923436109 7,156,250.00 50,000 SOLE 15 50,000
VERITAS SOFTWARE COMMON 923436109 372,125.00 2,600 SOLE 19 2,600
VETERINARY CENTERS OF AM COMMON 925514101 721,000.00 56,000 SOLE 29 56,000
VIACOM INC -CL "B" COMMON 925524308 7,252,500.00 120,000 SOLE 2 120,000
VIACOM INC -CL "B" COMMON 925524308 9,065,625.00 150,000 SOLE 10 150,000
VIACOM INC -CL "B" COMMON 925524308 1,498,850.00 24,800 SOLE 16 24,800
VIACOM INC -CL "B" COMMON 925524308 126,918.75 2,100 SOLE 19 2,100
VIACOM INC -CL "B" COMMON 925524308 72,525.00 1,200 SOLE 32 1,200
VIACOM INC -CL "B" COMMON 925524308 314,275.00 5,200 SOLE 34 5,200
VIACOM INC -CL "B" COMMON 925524308 60,437.50 1,000 SOLE 38 1,000
VIACOM INC -CL "B" COMMON 925524308 54,393.75 900 SOLE 51 900
VIACOM INC -CL "B" COMMON 925524308 96,700.00 1,600 SOLE 520 1,600
VIACOM INC -CL "B" COMMON 925524308 102,743.75 1,700 SOLE 530 1,700
VIACOM INC -CL "B" COMMON 925524308 18,131.25 300 SOLE 540 300
VIACOM INC -CL "B" COMMON 925524308 72,525.00 1,200 SOLE 560 1,200
VIACOM INC -CL "B" COMMON 925524308 18,131.25 300 SOLE 570 300
VIAD CORPORATION COMMON 92552R109 6,690,000.00 240,000 SOLE 2 240,000
VIAD CORPORATION COMMON 92552R109 7,247,500.00 260,000 SOLE 10 260,000
VIAD CORPORATION COMMON 92552R109 33,450.00 1,200 SOLE 19 1,200
VIAD CORPORATION COMMON 92552R109 100,350.00 3,600 SOLE 32 3,600
VIAD CORPORATION COMMON 92552R109 83,625.00 3,000 SOLE 520 3,000
VIAD CORPORATION COMMON 92552R109 264,812.50 9,500 SOLE 530 9,500
VIAD CORPORATION COMMON 92552R109 13,937.50 500 SOLE 540 500
VIAD CORPORATION COMMON 92552R109 61,325.00 2,200 SOLE 560 2,200
VIAD CORPORATION COMMON 92552R109 13,937.50 500 SOLE 570 500
VISIO CORP COMMON 927914101 23,750.00 500 SOLE 38 500
VISIO CORP COMMON 927914101 19,000.00 400 SOLE 51 400
VISX, INC. COMMON 92844S105 284,625.00 5,500 SOLE 3 5,500
VISX, INC. COMMON 92844S105 3,881,250.00 75,000 SOLE 11 75,000
VISX, INC. COMMON 92844S105 31,050.00 600 SOLE 19 600
VODAFONE AIRTOUCH PLC ADR COMMON 92857T107 148,500.00 3,000 SOLE 19 3,000
VORNADO REALTY TRUST COMMON 929042109 276,250.00 8,500 SOLE 1 8,500
VORNADO REALTY TRUST COMMON 929042109 539,500.00 16,600 SOLE 20 16,600
VULCAN MATERIALS CO COMMON 929160109 7,987.50 200 SOLE 38 200
VULCAN MATERIALS CO COMMON 929160109 7,987.50 200 SOLE 51 200
W.R. GRACE & CO. COMMON 38388F108 1,387.50 100 SOLE 38 100
W.R. GRACE & CO. COMMON 38388F108 1,387.50 100 SOLE 51 100
WACHOVIA CORP COMMON 929771103 544,000.00 8,000 SOLE 3 8,000
WACHOVIA CORP COMMON 929771103 6,800,000.00 100,000 SOLE 11 100,000
WACHOVIA CORP COMMON 929771103 88,400.00 1,300 SOLE 34 1,300
WACHOVIA CORP COMMON 929771103 20,400.00 300 SOLE 38 300
WACHOVIA CORP COMMON 929771103 20,400.00 300 SOLE 51 300
WAL-MART STORES, INC COMMON 931142103 16,590,000.00 240,000 SOLE 2 240,000
WAL-MART STORES, INC COMMON 931142103 17,972,500.00 260,000 SOLE 10 260,000
WAL-MART STORES, INC COMMON 931142103 7,002,362.50 101,300 SOLE 16 101,300
WAL-MART STORES, INC COMMON 931142103 843,325.00 12,200 SOLE 18 12,200
WAL-MART STORES, INC COMMON 931142103 1,016,137.50 14,700 SOLE 19 14,700
WAL-MART STORES, INC COMMON 931142103 155,531.25 2,250 SOLE 32 2,250
WAL-MART STORES, INC COMMON 931142103 822,587.50 11,900 SOLE 34 11,900
WAL-MART STORES, INC COMMON 931142103 587,562.50 8,500 SOLE 38 8,500
WAL-MART STORES, INC COMMON 931142103 518,437.50 7,500 SOLE 51 7,500
WAL-MART STORES, INC COMMON 931142103 1,182,037.50 17,100 SOLE 53 17,100
WAL-MART STORES, INC COMMON 931142103 1,748,862.50 25,300 SOLE 70 25,300
WAL-MART STORES, INC COMMON 931142103 470,050.00 6,800 SOLE 520 6,800
WAL-MART STORES, INC COMMON 931142103 483,875.00 7,000 SOLE 530 7,000
WAL-MART STORES, INC COMMON 931142103 76,037.50 1,100 SOLE 540 1,100
WAL-MART STORES, INC COMMON 931142103 338,712.50 4,900 SOLE 560 4,900
WAL-MART STORES, INC COMMON 931142103 76,037.50 1,100 SOLE 570 1,100
WALGREEN CO COMMON 931422109 13,747,500.00 470,000 SOLE 2 470,000
WALGREEN CO COMMON 931422109 14,625,000.00 500,000 SOLE 10 500,000
WALGREEN CO COMMON 931422109 93,600.00 3,200 SOLE 19 3,200
WALGREEN CO COMMON 931422109 149,175.00 5,100 SOLE 32 5,100
WALGREEN CO COMMON 931422109 55,575.00 1,900 SOLE 38 1,900
WALGREEN CO COMMON 931422109 49,725.00 1,700 SOLE 51 1,700
WALGREEN CO COMMON 931422109 874,575.00 29,900 SOLE 53 29,900
WALGREEN CO COMMON 931422109 1,053,000.00 36,000 SOLE 70 36,000
WALGREEN CO COMMON 931422109 234,000.00 8,000 SOLE 520 8,000
WALGREEN CO COMMON 931422109 228,150.00 7,800 SOLE 530 7,800
WALGREEN CO COMMON 931422109 29,250.00 1,000 SOLE 540 1,000
WALGREEN CO COMMON 931422109 146,250.00 5,000 SOLE 560 5,000
WALGREEN CO COMMON 931422109 40,950.00 1,400 SOLE 570 1,400
WALLACE COMPUTER SERVICES COMMON 932270101 13,300.00 800 SOLE 19 800
WALT DISNEY COMPANY COMMON 254687106 1,316,250.00 45,000 SOLE 3 45,000
WALT DISNEY COMPANY COMMON 254687106 225,225.00 7,700 SOLE 6 7,700
WALT DISNEY COMPANY COMMON 254687106 17,550,000.00 600,000 SOLE 11 600,000
WALT DISNEY COMPANY COMMON 254687106 1,895,400.00 64,800 SOLE 13 64,800
WALT DISNEY COMPANY COMMON 254687106 1,521,000.00 52,000 SOLE 16 52,000
WALT DISNEY COMPANY COMMON 254687106 191,353.50 6,542 SOLE 19 6,542
WALT DISNEY COMPANY COMMON 254687106 2,421,900.00 82,800 SOLE 20 82,800
WALT DISNEY COMPANY COMMON 254687106 146,250.00 5,000 SOLE 34 5,000
WALT DISNEY COMPANY COMMON 254687106 105,300.00 3,600 SOLE 38 3,600
WALT DISNEY COMPANY COMMON 254687106 93,600.00 3,200 SOLE 51 3,200
WARNACO GROUP-CL A COMMON 934390105 8,618.75 700 SOLE 19 700
WARNER-LAMBERT COMPANY COMMON 934488107 11,880,937.50 145,000 SOLE 2 145,000
WARNER-LAMBERT COMPANY COMMON 934488107 13,110,000.00 160,000 SOLE 10 160,000
WARNER-LAMBERT COMPANY COMMON 934488107 221,231.25 2,700 SOLE 19 2,700
WARNER-LAMBERT COMPANY COMMON 934488107 131,100.00 1,600 SOLE 38 1,600
WARNER-LAMBERT COMPANY COMMON 934488107 114,712.50 1,400 SOLE 51 1,400
WARNER-LAMBERT COMPANY COMMON 934488107 213,037.50 2,600 SOLE 520 2,600
WARNER-LAMBERT COMPANY COMMON 934488107 32,775.00 400 SOLE 540 400
WASHINGTON GAS LIGHT CO. COMMON 938837101 22,000.00 800 SOLE 19 800
WASHINGTON MUTUAL, INC. COMMON 939322103 390,000.00 15,000 SOLE 3 15,000
WASHINGTON MUTUAL, INC. COMMON 939322103 5,200,000.00 200,000 SOLE 11 200,000
WASHINGTON MUTUAL, INC. COMMON 939322103 393,120.00 15,120 SOLE 16 15,120
WASHINGTON MUTUAL, INC. COMMON 939322103 54,600.00 2,100 SOLE 19 2,100
WASHINGTON MUTUAL, INC. COMMON 939322103 43,680.00 1,680 SOLE 34 1,680
WASHINGTON MUTUAL, INC. COMMON 939322103 13,000.00 500 SOLE 38 500
WASHINGTON MUTUAL, INC. COMMON 939322103 13,000.00 500 SOLE 51 500
WASHINGTON POST (CL.B) COMMON 939640108 55,587.50 100 SOLE 19 100
WASHINGTON RE INV TRUST COMMON 939653101 54,750.00 3,650 SOLE 1 3,650
WASTE MANAGEMENT, INC. COMMON 94106L109 39,737.50 2,312 SOLE 19 2,312
WASTE MANAGEMENT, INC. COMMON 94106L109 1,292,878.13 75,222 SOLE 20 75,222
WASTE MANAGEMENT, INC. COMMON 94106L109 17,187.50 1,000 SOLE 38 1,000
WASTE MANAGEMENT, INC. COMMON 94106L109 15,468.75 900 SOLE 51 900
WATER PIK TECHNOLOGIES COMMON 94113U100 478.13 50 SOLE 38 50
WATER PIK TECHNOLOGIES COMMON 94113U100 334.69 35 SOLE 51 35
WATERS CORPORATION COMMON 941848103 31,800.00 600 SOLE 19 600
WATSON PHARMACEUTICALS COMMON 942683103 7,162,500.00 200,000 SOLE 10 200,000
WATSON PHARMACEUTICALS COMMON 942683103 1,056,468.75 29,500 SOLE 16 29,500
WATSON PHARMACEUTICALS COMMON 942683103 125,343.75 3,500 SOLE 34 3,500
WATSON PHARMACEUTICALS COMMON 942683103 7,162.50 200 SOLE 38 200
WATSON PHARMACEUTICALS COMMON 942683103 7,162.50 200 SOLE 51 200
WAUSAU-MOSINEE PAPER CORP COMMON 943315101 11,687.50 1,000 SOLE 19 1,000
WEATHERFORD INT'L COMMON 947074100 23,962.50 600 SOLE 19 600
WEBTRENDS CORPORATION COMMON 94844D104 388,800.00 4,800 SOLE 36 4,800
WEBTRENDS CORPORATION COMMON 94844D104 526,500.00 6,500 SOLE 50 6,500
WEINGARTEN REALTY INVST COMMON 948741103 99,292.00 2,550 SOLE 1 2,550
WELLPOINT HEALTH NETWORKS COMMON 94973H108 19,781.25 300 SOLE 38 300
WELLPOINT HEALTH NETWORKS COMMON 94973H108 19,781.25 300 SOLE 51 300
WELLS FARGO COMPANY COMMON 949746101 9,705,000.00 240,000 SOLE 2 240,000
WELLS FARGO COMPANY COMMON 949746101 465,031.25 11,500 SOLE 3 11,500
WELLS FARGO COMPANY COMMON 949746101 9,705,000.00 240,000 SOLE 10 240,000
WELLS FARGO COMPANY COMMON 949746101 6,065,625.00 150,000 SOLE 11 150,000
WELLS FARGO COMPANY COMMON 949746101 2,401,987.50 59,400 SOLE 16 59,400
WELLS FARGO COMPANY COMMON 949746101 210,275.00 5,200 SOLE 19 5,200
WELLS FARGO COMPANY COMMON 949746101 1,496,187.50 37,000 SOLE 20 37,000
WELLS FARGO COMPANY COMMON 949746101 262,843.75 6,500 SOLE 34 6,500
WELLS FARGO COMPANY COMMON 949746101 121,312.50 3,000 SOLE 38 3,000
WELLS FARGO COMPANY COMMON 949746101 109,181.25 2,700 SOLE 51 2,700
WELLS FARGO COMPANY COMMON 949746101 149,618.75 3,700 SOLE 520 3,700
WELLS FARGO COMPANY COMMON 949746101 145,575.00 3,600 SOLE 530 3,600
WELLS FARGO COMPANY COMMON 949746101 16,175.00 400 SOLE 540 400
WELLS FARGO COMPANY COMMON 949746101 60,656.25 1,500 SOLE 560 1,500
WELLS FARGO COMPANY COMMON 949746101 16,175.00 400 SOLE 570 400
WESTERN RESOURCES, INC. COMMON 959425109 448,800.00 26,400 SOLE 29 26,400
WESTFIELD AMERICA COMMON 959910100 91,732.00 7,450 SOLE 1 7,450
WESTPOINT STEVENS, INC. COMMON 961238102 10,500.00 600 SOLE 19 600
WESTVACO CORP COMMON 961548104 704,700.00 21,600 SOLE 16 21,600
WESTVACO CORP COMMON 961548104 159,862.50 4,900 SOLE 34 4,900
WESTVACO CORP COMMON 961548104 6,525.00 200 SOLE 38 200
WESTVACO CORP COMMON 961548104 6,525.00 200 SOLE 51 200
WEYERHAEUSER COMPANY COMMON 962166104 265,706.25 3,700 SOLE 18 3,700
WEYERHAEUSER COMPANY COMMON 962166104 28,725.00 400 SOLE 19 400
WEYERHAEUSER COMPANY COMMON 962166104 28,725.00 400 SOLE 38 400
WEYERHAEUSER COMPANY COMMON 962166104 21,543.75 300 SOLE 51 300
WHIRLPOOL CORPORATION COMMON 963320106 520,500.00 8,000 SOLE 3 8,000
WHIRLPOOL CORPORATION COMMON 963320106 6,506,250.00 100,000 SOLE 11 100,000
WHIRLPOOL CORPORATION COMMON 963320106 1,080,037.50 16,600 SOLE 20 16,600
WHIRLPOOL CORPORATION COMMON 963320106 6,506.25 100 SOLE 38 100
WHIRLPOOL CORPORATION COMMON 963320106 6,506.25 100 SOLE 51 100
WHITMAN CORPORATION COMMON 96647R107 17,468.75 1,300 SOLE 19 1,300
WILEY (JOHN) & SONS- CL A COMMON 968223206 227,800.00 13,600 SOLE 1 13,600
WILEY (JOHN) & SONS- CL A COMMON 968223206 653,250.00 39,000 SOLE 15 39,000
WILLAMETTE INDUSTRIES INC COMMON 969133107 4,643.75 100 SOLE 38 100
WILLAMETTE INDUSTRIES INC COMMON 969133107 4,643.75 100 SOLE 51 100
WILLIAMS COMPANIES INC. COMMON 969457100 9,168,750.00 300,000 SOLE 2 300,000
WILLIAMS COMPANIES INC. COMMON 969457100 9,168,750.00 300,000 SOLE 10 300,000
WILLIAMS COMPANIES INC. COMMON 969457100 55,012.50 1,800 SOLE 19 1,800
WILLIAMS COMPANIES INC. COMMON 969457100 45,843.75 1,500 SOLE 32 1,500
WILLIAMS COMPANIES INC. COMMON 969457100 24,450.00 800 SOLE 38 800
WILLIAMS COMPANIES INC. COMMON 969457100 21,393.75 700 SOLE 51 700
WILLIAMS COMPANIES INC. COMMON 969457100 137,531.25 4,500 SOLE 520 4,500
WILLIAMS COMPANIES INC. COMMON 969457100 134,475.00 4,400 SOLE 530 4,400
WILLIAMS COMPANIES INC. COMMON 969457100 15,281.25 500 SOLE 540 500
WILLIAMS COMPANIES INC. COMMON 969457100 100,856.25 3,300 SOLE 560 3,300
WILLIAMS COMPANIES INC. COMMON 969457100 21,393.75 700 SOLE 570 700
WILMINGTON TRUST CORP. COMMON 971807102 24,125.00 500 SOLE 19 500
WISCONSIN ENERGY CORP COMMON 976657106 26,950.00 1,400 SOLE 19 1,400
WM. WRIGLEY JR. COMPANY COMMON 982526105 33,175.00 400 SOLE 19 400
WM. WRIGLEY JR. COMPANY COMMON 982526105 8,293.75 100 SOLE 38 100
WM. WRIGLEY JR. COMPANY COMMON 982526105 8,293.75 100 SOLE 51 100
WORKFLOW MANAGEMENT INC. COMMON 98137N109 2,862.50 100 SOLE 19 100
WORLD ACCESS INC COMMON 98141A101 84,700.00 4,400 SOLE 36 4,400
WORLD ACCESS INC COMMON 98141A101 115,500.00 6,000 SOLE 50 6,000
WORTHINGTON INDUSTRIES COMMON 981811102 16,562.50 1,000 SOLE 38 1,000
WORTHINGTON INDUSTRIES COMMON 981811102 14,906.25 900 SOLE 51 900
XEROX CORP COMMON 984121103 63,525.00 2,800 SOLE 19 2,800
XEROX CORP COMMON 984121103 1,415,700.00 62,400 SOLE 20 62,400
XEROX CORP COMMON 984121103 24,956.25 1,100 SOLE 38 1,100
XEROX CORP COMMON 984121103 22,687.50 1,000 SOLE 51 1,000
XILINX INC COMMON 983919101 63,656.25 1,400 SOLE 19 1,400
XILINX INC COMMON 983919101 163,687.50 3,600 SOLE 34 3,600
XILINX INC COMMON 983919101 36,375.00 800 SOLE 38 800
XILINX INC COMMON 983919101 36,375.00 800 SOLE 51 800
XL CAPITAL LTD (CL. A) COMMON G98255105 700,312.50 13,500 SOLE 20 13,500
YAHOO, INC. COMMON 984332106 216,343.75 500 SOLE 38 500
YAHOO, INC. COMMON 984332106 173,075.00 400 SOLE 51 400
YORK INTL CORP COMMON 986670107 13,718.75 500 SOLE 19 500
Z-TEL TECHNOLOGIES INC COMMON 988792107 222,062.50 5,500 SOLE 36 5,500
Z-TEL TECHNOLOGIES INC COMMON 988792107 323,000.00 8,000 SOLE 50 8,000
ZAMBA CORPORATION COMMON 988881108 182,437.50 10,500 SOLE 36 10,500
ZAMBA CORPORATION COMMON 988881108 260,625.00 15,000 SOLE 50 15,000
ZIONS BANCORPORATION COMMON 989701107 41,431.25 700 SOLE 19 700
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