UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 31, 1999
Check here if Amendment [ ]: Amendment Number:
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Northwestern Mutual Investment Services, LLC
Address: 720 E. Wisconsin Ave.
Milwaukee, WI 53202
13F File Number: 28-6374
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: Barbara Courtney
Title: Assistant Treasurer
Phone: 414-299-2418
/S/ Barbara Courtney Milwaukee, Wisconsin May 14, 1999
Report Type (Check only one.):
[ X] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager: None
<PAGE>
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 2149
Form 13F Information Table Value Total (000's): $5,749,585
List of Other Included Managers: None
<PAGE>
<TABLE>
Form 13F Information Table
<CAPTION>
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS --SOLE-- -SHARED- --NONE--
- ------------------------------ -------------- --------- -------- ------- --- ---- ------- -------- -------- -------- --------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
$.99 ONLY STORES COM 65440K106 595 14025 SH DEFINED 14025
$.99 ONLY STORES COM 65440K106 14419 339775 SH DEFINED 339775
3COM CORPORATION COM 885535104 1375 59000 SH DEFINED 59000
3COM CORPORATION COM 885535104 68 2900 SH DEFINED 2900
3COM CORPORATION COM 885535104 1466 62900 SH DEFINED 62900
ABBOTT LABORATORIES INC. COM 002824100 11694 249800 SH DEFINED 249800
ABBOTT LABORATORIES INC. COM 002824100 571 12200 SH DEFINED 12200
ABBOTT LABORATORIES INC. COM 002824100 12466 266300 SH DEFINED 266300
ABERCROMBIE & FITCH CO. COM 002896207 543 5900 SH DEFINED 5900
ABERCROMBIE & FITCH CO. COM 002896207 5428 59000 SH DEFINED 59000
ABMAC FINANCIAL GROUP INC COM 023139108 70 1300 SH DEFINED 1300
ABMAC FINANCIAL GROUP INC COM 023139108 194 3600 SH DEFINED 3600
ABMAC FINANCIAL GROUP INC COM 023139108 243 4500 SH DEFINED 4500
ABMAC FINANCIAL GROUP INC COM 023139108 2354 43600 SH DEFINED 43600
ABMAC FINANCIAL GROUP INC COM 023139108 2246 41600 SH DEFINED 41600
ACXIOM CORP COM 005125109 530 20000 SH DEFINED 20000
ACXIOM CORP COM 005125109 7950 300000 SH DEFINED 300000
ADOBE SYSTEMS INCORPORATED COM 00724F101 613 10800 SH DEFINED 10800
ADOBE SYSTEMS INCORPORATED COM 00724F101 28 500 SH DEFINED 500
ADOBE SYSTEMS INCORPORATED COM 00724F101 653 11500 SH DEFINED 11500
ADOLPH COORS CO. COM 217016104 313 5800 SH DEFINED 5800
ADOLPH COORS CO. COM 217016104 16 300 SH DEFINED 300
ADOLPH COORS CO. COM 217016104 335 6200 SH DEFINED 6200
ADVANCED MICRO DEVICES, INC. COM 007903107 369 23800 SH DEFINED 23800
ADVANCED MICRO DEVICES, INC. COM 007903107 19 1200 SH DEFINED 1200
ADVANCED MICRO DEVICES, INC. COM 007903107 394 25400 SH DEFINED 25400
AEROQUIP-VICKERS INC COM COM 007869100 264 4600 SH DEFINED 4600
AEROQUIP-VICKERS INC COM COM 007869100 11 200 SH DEFINED 200
AEROQUIP-VICKERS INC COM COM 007869100 281 4900 SH DEFINED 4900
AES CORP COM 00130H105 1106 29700 SH DEFINED 29700
AES CORP COM 00130H105 52 1400 SH DEFINED 1400
AES CORP COM 00130H105 1177 31600 SH DEFINED 31600
AETNA INC. COM 008117103 1950 23493 SH DEFINED 23493
AETNA INC. COM 008117103 91 1100 SH DEFINED 1100
AETNA INC. COM 008117103 2080 25063 SH DEFINED 25063
AFFILIATED MANAGERS GROUP COM 008252108 450 17300 SH DEFINED 17300
AIR PRODUCTS & CHEMICALS, INC. COM 009158106 1305 38100 SH DEFINED 38100
AIR PRODUCTS & CHEMICALS, INC. COM 009158106 65 1900 SH DEFINED 1900
AIR PRODUCTS & CHEMICALS, INC. COM 009158106 1391 40600 SH DEFINED 40600
AIRTOUCH COMMUNICATIONS INC COM 00949T100 9102 94200 SH DEFINED 94200
AIRTOUCH COMMUNICATIONS INC COM 00949T100 444 4600 SH DEFINED 4600
AIRTOUCH COMMUNICATIONS INC COM 00949T100 9701 100400 SH DEFINED 100400
ALBEMARLE CORPORATION COM 012653101 101 4800 SH DEFINED 4800
ALBEMARLE CORPORATION COM 012653101 1200 57300 SH DEFINED 57300
ALBERTO-CULVER COMPANY COM 013068101 213 9100 SH DEFINED 9100
ALBERTO-CULVER COMPANY COM 013068101 9 400 SH DEFINED 400
ALBERTO-CULVER COMPANY COM 013068101 227 9700 SH DEFINED 9700
ALBERTSON'S, INC. COM 013104104 2194 40400 SH DEFINED 40400
ALBERTSON'S, INC. COM 013104104 109 2000 SH DEFINED 2000
ALBERTSON'S, INC. COM 013104104 2341 43100 SH DEFINED 43100
ALCAN ALUMINUM LIMITED COM 013716105 968 37500 SH DEFINED 37500
ALCAN ALUMINUM LIMITED COM 013716105 46 1800 SH DEFINED 1800
ALCAN ALUMINUM LIMITED COM 013716105 1030 39900 SH DEFINED 39900
ALCOA INC COM 013817101 2488 60400 SH DEFINED 60400
ALCOA INC COM 013817101 124 3000 SH DEFINED 3000
ALCOA INC COM 013817101 2652 64400 SH DEFINED 64400
ALLEGHENY TELEDYNE INC COM 017415100 611 32262 SH DEFINED 32262
ALLEGHENY TELEDYNE INC COM 017415100 30 1600 SH DEFINED 1600
ALLEGHENY TELEDYNE INC COM 017415100 309 16300 SH DEFINED 16300
ALLEGHENY TELEDYNE INC COM 017415100 3445 181900 SH DEFINED 181900
ALLEGHENY TELEDYNE INC COM 017415100 652 34435 SH DEFINED 34435
ALLERGAN INCORPORATED COM 018490102 958 10900 SH DEFINED 10900
ALLERGAN INCORPORATED COM 018490102 44 500 SH DEFINED 500
ALLERGAN INCORPORATED COM 018490102 1019 11600 SH DEFINED 11600
ALLIED SIGNAL INC. COM 019512102 4535 92200 SH DEFINED 92200
ALLIED SIGNAL INC. COM 019512102 221 4500 SH DEFINED 4500
ALLIED SIGNAL INC. COM 019512102 84 1700 SH DEFINED 1700
ALLIED SIGNAL INC. COM 019512102 546 11100 SH DEFINED 11100
ALLIED SIGNAL INC. COM 019512102 359 7300 SH DEFINED 7300
ALLIED SIGNAL INC. COM 019512102 6611 134400 SH DEFINED 134400
ALLIED SIGNAL INC. COM 019512102 3414 69400 SH DEFINED 69400
ALLIED SIGNAL INC. COM 019512102 4835 98300 SH DEFINED 98300
ALLSTATE CORPORATION COM 020002101 5007 135094 SH DEFINED 135094
ALLSTATE CORPORATION COM 020002101 245 6600 SH DEFINED 6600
ALLSTATE CORPORATION COM 020002101 5334 143928 SH DEFINED 143928
ALLTEL CORPORATION COM 020039103 2819 45200 SH DEFINED 45200
ALLTEL CORPORATION COM 020039103 137 2200 SH DEFINED 2200
ALLTEL CORPORATION COM 020039103 3000 48100 SH DEFINED 48100
ALZA CORP. COM 022615108 627 16400 SH DEFINED 16400
ALZA CORP. COM 022615108 31 800 SH DEFINED 800
ALZA CORP. COM 022615108 275 7200 SH DEFINED 7200
ALZA CORP. COM 022615108 84 2200 SH DEFINED 2200
ALZA CORP. COM 022615108 998 26100 SH DEFINED 26100
ALZA CORP. COM 022615108 3672 96000 SH DEFINED 96000
ALZA CORP. COM 022615108 669 17500 SH DEFINED 17500
AMERADA HESS CORP COM 023551104 750 14900 SH DEFINED 14900
AMERADA HESS CORP COM 023551104 35 700 SH DEFINED 700
AMERADA HESS CORP COM 023551104 800 15900 SH DEFINED 15900
AMEREN CORPORATION COM 023608102 818 22600 SH DEFINED 22600
AMEREN CORPORATION COM 023608102 40 1100 SH DEFINED 1100
AMEREN CORPORATION COM 023608102 872 24100 SH DEFINED 24100
AMERICAN ELECTRIC POWER CO INC COM 025537101 1250 31500 SH DEFINED 31500
AMERICAN ELECTRIC POWER CO INC COM 025537101 60 1500 SH DEFINED 1500
AMERICAN ELECTRIC POWER CO INC COM 025537101 1334 33600 SH DEFINED 33600
AMERICAN EXPRESS COMPANY COM 025816109 8742 74400 SH DEFINED 74400
AMERICAN EXPRESS COMPANY COM 025816109 423 3600 SH DEFINED 3600
AMERICAN EXPRESS COMPANY COM 025816109 9318 79300 SH DEFINED 79300
AMERICAN GENERAL CORPORATION COM 026351106 2926 41503 SH DEFINED 41503
AMERICAN GENERAL CORPORATION COM 026351106 142 2010 SH DEFINED 2010
AMERICAN GENERAL CORPORATION COM 026351106 3118 44225 SH DEFINED 44225
AMERICAN GREETINGS CORP. COM 026375105 297 11700 SH DEFINED 11700
AMERICAN GREETINGS CORP. COM 026375105 15 600 SH DEFINED 600
AMERICAN GREETINGS CORP. COM 026375105 315 12400 SH DEFINED 12400
AMERICAN HOME PRODUCTS CORPORA COM 026609107 14153 216900 SH DEFINED 216900
AMERICAN HOME PRODUCTS CORPORA COM 026609107 692 10600 SH DEFINED 10600
AMERICAN HOME PRODUCTS CORPORA COM 026609107 1298 19900 SH DEFINED 19900
AMERICAN HOME PRODUCTS CORPORA COM 026609107 15673 240200 SH DEFINED 240200
AMERICAN HOME PRODUCTS CORPORA COM 026609107 15086 231200 SH DEFINED 231200
AMERICAN INTERNATIONAL GROUP,I COM 026874107 24535 203403 SH DEFINED 203403
AMERICAN INTERNATIONAL GROUP,I COM 026874107 1201 9957 SH DEFINED 9957
AMERICAN INTERNATIONAL GROUP,I COM 026874107 26149 216776 SH DEFINED 216776
AMERICAN ITALIAN PASTA COMPANY COM 027070101 475 19000 SH DEFINED 19000
AMERICAN ITALIAN PASTA COMPANY COM 027070101 3863 154500 SH DEFINED 154500
AMERICAN ONLINE INC. COM 02364J104 22075 151200 SH DEFINED 151200
AMERICAN ONLINE INC. COM 02364J104 1037 7100 SH DEFINED 7100
AMERICAN ONLINE INC. COM 02364J104 58 400 SH DEFINED 400
AMERICAN ONLINE INC. COM 02364J104 292 2000 SH DEFINED 2000
AMERICAN ONLINE INC. COM 02364J104 2745 18800 SH DEFINED 18800
AMERICAN ONLINE INC. COM 02364J104 23681 162200 SH DEFINED 162200
AMERICAN STORES CO. COM 030096101 1492 45200 SH DEFINED 45200
AMERICAN STORES CO. COM 030096101 73 2200 SH DEFINED 2200
AMERICAN STORES CO. COM 030096101 1591 48200 SH DEFINED 48200
AMERICAN TOWER CORP. COM 029912201 196 8000 SH DEFINED 8000
AMERICAN TOWER CORP. COM 029912201 7744 316100 SH DEFINED 316100
AMERITECH CORPORATION COM 030954101 10510 181600 SH DEFINED 181600
AMERITECH CORPORATION COM 030954101 515 8900 SH DEFINED 8900
AMERITECH CORPORATION COM 030954101 11205 193600 SH DEFINED 193600
AMGEN INC COM 031162100 6275 83800 SH DEFINED 83800
AMGEN INC COM 031162100 307 4100 SH DEFINED 4100
AMGEN INC COM 031162100 6686 89300 SH DEFINED 89300
AMP INCORPORATED COM 031897101 1931 35969 SH DEFINED 35969
AMP INCORPORATED COM 031897101 97 1808 SH DEFINED 1808
AMP INCORPORATED COM 031897101 2063 38426 SH DEFINED 38426
AMR CORPORATION COM 001765106 1757 30000 SH DEFINED 30000
AMR CORPORATION COM 001765106 88 1500 SH DEFINED 1500
AMR CORPORATION COM 001765106 59 1000 SH DEFINED 1000
AMR CORPORATION COM 001765106 223 3800 SH DEFINED 3800
AMR CORPORATION COM 001765106 2653 45300 SH DEFINED 45300
AMR CORPORATION COM 001765106 1874 32000 SH DEFINED 32000
AMSOUTH BANCORPORATION COM 032165102 892 19600 SH DEFINED 19600
AMSOUTH BANCORPORATION COM 032165102 46 1000 SH DEFINED 1000
AMSOUTH BANCORPORATION COM 032165102 951 20900 SH DEFINED 20900
ANADARKO PETROLEUM CORP. COM 032511107 747 19800 SH DEFINED 19800
ANADARKO PETROLEUM CORP. COM 032511107 38 1000 SH DEFINED 1000
ANADARKO PETROLEUM CORP. COM 032511107 797 21100 SH DEFINED 21100
ANDREW CORPORATION COM 034425108 174 14162 SH DEFINED 14162
ANDREW CORPORATION COM 034425108 7 600 SH DEFINED 600
ANDREW CORPORATION COM 034425108 186 15137 SH DEFINED 15137
ANHEUSER-BUSCH COMPANIES INC COM 035229103 5996 78700 SH DEFINED 78700
ANHEUSER-BUSCH COMPANIES INC COM 035229103 290 3800 SH DEFINED 3800
ANHEUSER-BUSCH COMPANIES INC COM 035229103 160 2100 SH DEFINED 2100
ANHEUSER-BUSCH COMPANIES INC COM 035229103 564 7400 SH DEFINED 7400
ANHEUSER-BUSCH COMPANIES INC COM 035229103 5021 65900 SH DEFINED 65900
ANHEUSER-BUSCH COMPANIES INC COM 035229103 6385 83800 SH DEFINED 83800
AON CORPORATION COM 037389103 1768 27950 SH DEFINED 27950
AON CORPORATION COM 037389103 85 1350 SH DEFINED 1350
AON CORPORATION COM 037389103 1885 29800 SH DEFINED 29800
APACHE CORP COM 037411105 420 16100 SH DEFINED 16100
APACHE CORP COM 037411105 21 800 SH DEFINED 800
APACHE CORP COM 037411105 448 17200 SH DEFINED 17200
APPLE COMPUTER, INC. COM 037833100 798 22200 SH DEFINED 22200
APPLE COMPUTER, INC. COM 037833100 40 1100 SH DEFINED 1100
APPLE COMPUTER, INC. COM 037833100 848 23600 SH DEFINED 23600
APPLIED MATERIALS INC COM 038222105 3751 60800 SH DEFINED 60800
APPLIED MATERIALS INC COM 038222105 185 3000 SH DEFINED 3000
APPLIED MATERIALS INC COM 038222105 3997 64800 SH DEFINED 64800
ARCHER DANIELS MIDLAND COMPANY COM 039483102 1434 97656 SH DEFINED 97656
ARCHER DANIELS MIDLAND COMPANY COM 039483102 70 4791 SH DEFINED 4791
ARCHER DANIELS MIDLAND COMPANY COM 039483102 1529 104080 SH DEFINED 104080
ARMSTRONG WORLD INDUSTRIES INC COM 042476101 298 6600 SH DEFINED 6600
ARMSTRONG WORLD INDUSTRIES INC COM 042476101 14 300 SH DEFINED 300
ARMSTRONG WORLD INDUSTRIES INC COM 042476101 316 7000 SH DEFINED 7000
ASARCO, INC. COM 043413103 89 6500 SH DEFINED 6500
ASARCO, INC. COM 043413103 4 300 SH DEFINED 300
ASARCO, INC. COM 043413103 94 6800 SH DEFINED 6800
ASCEND COMMUNICATIONS INC COM 043491109 2988 35700 SH DEFINED 35700
ASCEND COMMUNICATIONS INC COM 043491109 142 1700 SH DEFINED 1700
ASCEND COMMUNICATIONS INC COM 043491109 251 3000 SH DEFINED 3000
ASCEND COMMUNICATIONS INC COM 043491109 4904 58600 SH DEFINED 58600
ASCEND COMMUNICATIONS INC COM 043491109 3188 38100 SH DEFINED 38100
ASHLAND INC COM 044204105 516 12600 SH DEFINED 12600
ASHLAND INC COM 044204105 25 600 SH DEFINED 600
ASHLAND INC COM 044204105 549 13400 SH DEFINED 13400
ASSOCIATES FIRST CAPITAL CORPO COM 046008108 5352 118938 SH DEFINED 118938
ASSOCIATES FIRST CAPITAL CORPO COM 046008108 263 5844 SH DEFINED 5844
ASSOCIATES FIRST CAPITAL CORPO COM 046008108 90 2000 SH DEFINED 2000
ASSOCIATES FIRST CAPITAL CORPO COM 046008108 279 6200 SH DEFINED 6200
ASSOCIATES FIRST CAPITAL CORPO COM 046008108 3609 80208 SH DEFINED 80208
ASSOCIATES FIRST CAPITAL CORPO COM 046008108 5706 126810 SH DEFINED 126810
ASTORIA FINL CO COM 046265104 360 7205 SH DEFINED 7205
ASTORIA FINL CO COM 046265104 4332 86635 SH DEFINED 86635
AT&T CORPORATION COM 001957109 29246 366438 SH DEFINED 366438
AT&T CORPORATION COM 001957109 1433 17954 SH DEFINED 17954
AT&T CORPORATION COM 001957109 271 3397 SH DEFINED 3397
AT&T CORPORATION COM 001957109 489 6128 SH DEFINED 6128
AT&T CORPORATION COM 001957109 954 11952 SH DEFINED 11952
AT&T CORPORATION COM 001957109 5892 73826 SH DEFINED 73826
AT&T CORPORATION COM 001957109 9059 113508 SH DEFINED 113508
AT&T CORPORATION COM 001957109 31203 390959 SH DEFINED 390959
ATLANTIC RICHFIELD COMPANY COM 048825103 3862 52900 SH DEFINED 52900
ATLANTIC RICHFIELD COMPANY COM 048825103 190 2600 SH DEFINED 2600
ATLANTIC RICHFIELD COMPANY COM 048825103 4117 56400 SH DEFINED 56400
AUTOBYTEL.COM COM 05275N106 4 100 SH DEFINED 100
AUTODESK, INC. COM 052769106 376 9300 SH DEFINED 9300
AUTODESK, INC. COM 052769106 20 500 SH DEFINED 500
AUTODESK, INC. COM 052769106 421 10400 SH DEFINED 10400
AUTOMATIC DATA PROCESSING, INC COM 053015103 4117 99500 SH DEFINED 99500
AUTOMATIC DATA PROCESSING, INC COM 053015103 203 4900 SH DEFINED 4900
AUTOMATIC DATA PROCESSING, INC COM 053015103 4386 106000 SH DEFINED 106000
AUTOZONE INC COM 053332102 762 25100 SH DEFINED 25100
AUTOZONE INC COM 053332102 36 1200 SH DEFINED 1200
AUTOZONE INC COM 053332102 225 7400 SH DEFINED 7400
AUTOZONE INC COM 053332102 2722 89600 SH DEFINED 89600
AUTOZONE INC COM 053332102 814 26800 SH DEFINED 26800
AVERY DENNISON CORP. COM 053611109 1098 19100 SH DEFINED 19100
AVERY DENNISON CORP. COM 053611109 52 900 SH DEFINED 900
AVERY DENNISON CORP. COM 053611109 219 3800 SH DEFINED 3800
AVERY DENNISON CORP. COM 053611109 794 13800 SH DEFINED 13800
AVERY DENNISON CORP. COM 053611109 5256 91400 SH DEFINED 91400
AVERY DENNISON CORP. COM 053611109 1173 20400 SH DEFINED 20400
AVON PRODUCTS, INC. COM 054303102 2033 43200 SH DEFINED 43200
AVON PRODUCTS, INC. COM 054303102 99 2100 SH DEFINED 2100
AVON PRODUCTS, INC. COM 054303102 2170 46100 SH DEFINED 46100
B B AND T CORP. COM 054937107 1853 51200 SH DEFINED 51200
B B AND T CORP. COM 054937107 90 2500 SH DEFINED 2500
B B AND T CORP. COM 054937107 1972 54500 SH DEFINED 54500
B.F. GOODRICH COMPANY COM 382388106 419 12200 SH DEFINED 12200
B.F. GOODRICH COMPANY COM 382388106 21 600 SH DEFINED 600
B.F. GOODRICH COMPANY COM 382388106 446 13000 SH DEFINED 13000
BAKER HUGHES INC. COM 057224107 1309 53840 SH DEFINED 53840
BAKER HUGHES INC. COM 057224107 63 2610 SH DEFINED 2610
BAKER HUGHES INC. COM 057224107 1394 57330 SH DEFINED 57330
BALL CORPORATION COM 058498106 239 5100 SH DEFINED 5100
BALL CORPORATION COM 058498106 9 200 SH DEFINED 200
BALL CORPORATION COM 058498106 253 5400 SH DEFINED 5400
BALTIMORE GAS & ELECTRIC CO COM 059165100 624 24600 SH DEFINED 24600
BALTIMORE GAS & ELECTRIC CO COM 059165100 30 1200 SH DEFINED 1200
BALTIMORE GAS & ELECTRIC CO COM 059165100 665 26200 SH DEFINED 26200
BANC ONE CORPORATION COM 06423A103 10613 192745 SH DEFINED 192745
BANC ONE CORPORATION COM 06423A103 521 9458 SH DEFINED 9458
BANC ONE CORPORATION COM 06423A103 11315 205486 SH DEFINED 205486
BANK NATIONAL PARIS COM 413366700 319 3400 SH DEFINED 3400
BANK OF NEW YORK COMPANY INC. COM 064057102 4499 125200 SH DEFINED 125200
BANK OF NEW YORK COMPANY INC. COM 064057102 219 6100 SH DEFINED 6100
BANK OF NEW YORK COMPANY INC. COM 064057102 137 3800 SH DEFINED 3800
BANK OF NEW YORK COMPANY INC. COM 064057102 456 12700 SH DEFINED 12700
BANK OF NEW YORK COMPANY INC. COM 064057102 4790 133300 SH DEFINED 133300
BANK OF NEW YORK COMPANY INC. COM 064057102 4798 133500 SH DEFINED 133500
BANK SARASIN COM 414954500 74 65 SH DEFINED 65
BANKAMERICA CORP NEW COM 06605F102 20121 284895 SH DEFINED 284895
BANKAMERICA CORP NEW COM 06605F102 980 13879 SH DEFINED 13879
BANKAMERICA CORP NEW COM 06605F102 60 844 SH DEFINED 844
BANKAMERICA CORP NEW COM 06605F102 1883 26663 SH DEFINED 26663
BANKAMERICA CORP NEW COM 06605F102 212 3000 SH DEFINED 3000
BANKAMERICA CORP NEW COM 06605F102 22780 322543 SH DEFINED 322543
BANKAMERICA CORP NEW COM 06605F102 3708 52501 SH DEFINED 52501
BANKAMERICA CORP NEW COM 06605F102 21447 303676 SH DEFINED 303676
BANKBOSTON CORP COM 06605R106 2101 48500 SH DEFINED 48500
BANKBOSTON CORP COM 06605R106 104 2400 SH DEFINED 2400
BANKBOSTON CORP COM 06605R106 2239 51700 SH DEFINED 51700
BANKERS TRUST CORPORATION COM 066365107 1386 15700 SH DEFINED 15700
BANKERS TRUST CORPORATION COM 066365107 71 800 SH DEFINED 800
BANKERS TRUST CORPORATION COM 066365107 18 200 SH DEFINED 200
BANKERS TRUST CORPORATION COM 066365107 1474 16700 SH DEFINED 16700
BARNES & NOBLE INC COM 067774109 3566 111000 SH DEFINED 111000
BARRETT RESOURCES CORPORATION COM 068480201 40 1600 SH DEFINED 1600
BARRICK GOLD CORPORATION COM 067901108 1048 61400 SH DEFINED 61400
BARRICK GOLD CORPORATION COM 067901108 51 3000 SH DEFINED 3000
BARRICK GOLD CORPORATION COM 067901108 1116 65400 SH DEFINED 65400
BATTLE MOUNTAIN GOLD COMPANY COM 071593107 104 37800 SH DEFINED 37800
BATTLE MOUNTAIN GOLD COMPANY COM 071593107 4 1600 SH DEFINED 1600
BATTLE MOUNTAIN GOLD COMPANY COM 071593107 111 40300 SH DEFINED 40300
BAUSCH & LOMB INC. COM 071707103 598 9200 SH DEFINED 9200
BAUSCH & LOMB INC. COM 071707103 33 500 SH DEFINED 500
BAUSCH & LOMB INC. COM 071707103 52 800 SH DEFINED 800
BAUSCH & LOMB INC. COM 071707103 1300 20000 SH DEFINED 20000
BAUSCH & LOMB INC. COM 071707103 14346 220700 SH DEFINED 220700
BAUSCH & LOMB INC. COM 071707103 637 9800 SH DEFINED 9800
BAXTER INTERNATIONAL INC. COM 071813109 3109 47100 SH DEFINED 47100
BAXTER INTERNATIONAL INC. COM 071813109 152 2300 SH DEFINED 2300
BAXTER INTERNATIONAL INC. COM 071813109 3313 50200 SH DEFINED 50200
BEAR STEARNS COM 073902108 869 19440 SH DEFINED 19440
BEAR STEARNS COM 073902108 42 940 SH DEFINED 940
BEAR STEARNS COM 073902108 928 20760 SH DEFINED 20760
BECTON, DICKINSON & COMPANY COM 075887109 1559 40700 SH DEFINED 40700
BECTON, DICKINSON & COMPANY COM 075887109 77 2000 SH DEFINED 2000
BECTON, DICKINSON & COMPANY COM 075887109 1663 43400 SH DEFINED 43400
BELL ATLANTIC CORPORATION COM 077853109 13205 255480 SH DEFINED 255480
BELL ATLANTIC CORPORATION COM 077853109 645 12470 SH DEFINED 12470
BELL ATLANTIC CORPORATION COM 077853109 625 12100 SH DEFINED 12100
BELL ATLANTIC CORPORATION COM 077853109 7531 145700 SH DEFINED 145700
BELL ATLANTIC CORPORATION COM 077853109 14079 272384 SH DEFINED 272384
BELLSOUTH CORPORATION COM 079860102 12896 321900 SH DEFINED 321900
BELLSOUTH CORPORATION COM 079860102 629 15700 SH DEFINED 15700
BELLSOUTH CORPORATION COM 079860102 13745 343100 SH DEFINED 343100
BEMIS COMPANY, INC. COM 081437105 267 8600 SH DEFINED 8600
BEMIS COMPANY, INC. COM 081437105 12 400 SH DEFINED 400
BEMIS COMPANY, INC. COM 081437105 286 9200 SH DEFINED 9200
BENCHISER (ADR) COM D0882P103 95 1700 SH DEFINED 1700
BENCHISER (ADR) COM D0882P103 323 5800 SH DEFINED 5800
BENCHISER (ADR) COM D0882P103 2948 53000 SH DEFINED 53000
BESTFOODS INC COM 08658U101 2209 47000 SH DEFINED 47000
BESTFOODS INC COM 08658U101 108 2300 SH DEFINED 2300
BESTFOODS INC COM 08658U101 2355 50100 SH DEFINED 50100
BETHLEHEM STEEL CORPORATION COM 087509105 177 21400 SH DEFINED 21400
BETHLEHEM STEEL CORPORATION COM 087509105 7 900 SH DEFINED 900
BETHLEHEM STEEL CORPORATION COM 087509105 188 22800 SH DEFINED 22800
BIOMET, INC. COM 090613100 776 18500 SH DEFINED 18500
BIOMET, INC. COM 090613100 38 900 SH DEFINED 900
BIOMET, INC. COM 090613100 826 19700 SH DEFINED 19700
BJ SERVICES COMPANY COM 055482103 101 4300 SH DEFINED 4300
BLACK & DECKER CORPORATION COM 091797100 804 14500 SH DEFINED 14500
BLACK & DECKER CORPORATION COM 091797100 39 700 SH DEFINED 700
BLACK & DECKER CORPORATION COM 091797100 854 15400 SH DEFINED 15400
BMC SOFTWARE INCORPORATED COM 055921100 1316 35500 SH DEFINED 35500
BMC SOFTWARE INCORPORATED COM 055921100 63 1700 SH DEFINED 1700
BMC SOFTWARE INCORPORATED COM 055921100 1401 37800 SH DEFINED 37800
BOEING COMPANY COM 097023105 5611 164418 SH DEFINED 164418
BOEING COMPANY COM 097023105 275 8070 SH DEFINED 8070
BOEING COMPANY COM 097023105 5981 175276 SH DEFINED 175276
BOISE CASCADE CORPORATION COM 097383103 300 9300 SH DEFINED 9300
BOISE CASCADE CORPORATION COM 097383103 16 500 SH DEFINED 500
BOISE CASCADE CORPORATION COM 097383103 319 9900 SH DEFINED 9900
BORG WARNER AUTOMOTIVE COM 099724106 172 3600 SH DEFINED 3600
BORG WARNER AUTOMOTIVE COM 099724106 2338 48900 SH DEFINED 48900
BOSTON SCIENTIFIC CORP. COM 101137107 2624 64700 SH DEFINED 64700
BOSTON SCIENTIFIC CORP. COM 101137107 130 3200 SH DEFINED 3200
BOSTON SCIENTIFIC CORP. COM 101137107 2795 68900 SH DEFINED 68900
BP AMOCO PLC COM 055622104 162 1600 SH DEFINED 1600
BP AMOCO PLC COM 055622104 596 5900 SH DEFINED 5900
BP AMOCO PLC COM 055622104 4946 49000 SH DEFINED 49000
BRIGGS & STRATTON CORPORATION COM 109043109 187 3800 SH DEFINED 3800
BRIGGS & STRATTON CORPORATION COM 109043109 10 200 SH DEFINED 200
BRIGGS & STRATTON CORPORATION COM 109043109 202 4100 SH DEFINED 4100
BRISTOL-MYERS SQUIBB COMPANY COM 110122108 21037 327100 SH DEFINED 327100
BRISTOL-MYERS SQUIBB COMPANY COM 110122108 1029 16000 SH DEFINED 16000
BRISTOL-MYERS SQUIBB COMPANY COM 110122108 199 3100 SH DEFINED 3100
BRISTOL-MYERS SQUIBB COMPANY COM 110122108 1203 18700 SH DEFINED 18700
BRISTOL-MYERS SQUIBB COMPANY COM 110122108 695 10800 SH DEFINED 10800
BRISTOL-MYERS SQUIBB COMPANY COM 110122108 14490 225300 SH DEFINED 225300
BRISTOL-MYERS SQUIBB COMPANY COM 110122108 6663 103600 SH DEFINED 103600
BRISTOL-MYERS SQUIBB COMPANY COM 110122108 22419 348600 SH DEFINED 348600
BRITISH AEROSPACE PLC COM 026349400 386 35839 SH DEFINED 35839
BRITISH ENERGY COM 013365000 410 26500 SH DEFINED 26500
BROOKS AUTOMATION, INC. COM 11434A100 43 1900 SH DEFINED 1900
BROWN-FORMAN CORP COM 115637209 651 11300 SH DEFINED 11300
BROWN-FORMAN CORP COM 115637209 35 600 SH DEFINED 600
BROWN-FORMAN CORP COM 115637209 697 12100 SH DEFINED 12100
BROWNING-FERRIS INDUSTRIESINC. COM 115885105 1103 28600 SH DEFINED 28600
BROWNING-FERRIS INDUSTRIESINC. COM 115885105 54 1400 SH DEFINED 1400
BROWNING-FERRIS INDUSTRIESINC. COM 115885105 1176 30500 SH DEFINED 30500
BRUNSWICK CORPORATION COM 117043109 301 15800 SH DEFINED 15800
BRUNSWICK CORPORATION COM 117043109 13 700 SH DEFINED 700
BRUNSWICK CORPORATION COM 117043109 322 16900 SH DEFINED 16900
BURLINGTON NORTHERN SANTA FE C COM 12189T104 2538 77199 SH DEFINED 77199
BURLINGTON NORTHERN SANTA FE C COM 12189T104 125 3800 SH DEFINED 3800
BURLINGTON NORTHERN SANTA FE C COM 12189T104 2706 82321 SH DEFINED 82321
BURLINGTON RESOURCE INC COM 122014103 1165 29175 SH DEFINED 29175
BURLINGTON RESOURCE INC COM 122014103 56 1405 SH DEFINED 1405
BURLINGTON RESOURCE INC COM 122014103 1243 31120 SH DEFINED 31120
C.R. BARD, INC. COM 067383109 444 8800 SH DEFINED 8800
C.R. BARD, INC. COM 067383109 20 400 SH DEFINED 400
C.R. BARD, INC. COM 067383109 474 9400 SH DEFINED 9400
CABLETRON SYSTEMS INC. COM 126920107 222 27100 SH DEFINED 27100
CABLETRON SYSTEMS INC. COM 126920107 10 1200 SH DEFINED 1200
CABLETRON SYSTEMS INC. COM 126920107 237 28900 SH DEFINED 28900
CAMBREX CORPORATION COM 132011107 8910 402700 SH DEFINED 402700
CAMPBELL SOUP COMPANY COM 134429109 2999 73700 SH DEFINED 73700
CAMPBELL SOUP COMPANY COM 134429109 146 3600 SH DEFINED 3600
CAMPBELL SOUP COMPANY COM 134429109 45 1100 SH DEFINED 1100
CAMPBELL SOUP COMPANY COM 134429109 264 6500 SH DEFINED 6500
CAMPBELL SOUP COMPANY COM 134429109 2624 64500 SH DEFINED 64500
CAMPBELL SOUP COMPANY COM 134429109 2148 52800 SH DEFINED 52800
CAMPBELL SOUP COMPANY COM 134429109 3198 78600 SH DEFINED 78600
CANADIAN NATIONAL RAILWAY CO. COM 136375102 3421 61500 SH DEFINED 61500
CAPITAL ONE FINL CORP COM 14040H105 1631 10800 SH DEFINED 10800
CAPITAL ONE FINL CORP COM 14040H105 76 500 SH DEFINED 500
CAPITAL ONE FINL CORP COM 14040H105 1737 11500 SH DEFINED 11500
CARDINAL HEALTH INC COM 14149Y108 2944 44600 SH DEFINED 44600
CARDINAL HEALTH INC COM 14149Y108 142 2150 SH DEFINED 2150
CARDINAL HEALTH INC COM 14149Y108 20 300 SH DEFINED 300
CARDINAL HEALTH INC COM 14149Y108 9753 147777 SH DEFINED 147777
CARDINAL HEALTH INC COM 14149Y108 3138 47550 SH DEFINED 47550
CARNIVAL CRUISE LINES INC COM 143658102 4759 98000 SH DEFINED 98000
CARNIVAL CRUISE LINES INC COM 143658102 233 4800 SH DEFINED 4800
CARNIVAL CRUISE LINES INC COM 143658102 5075 104500 SH DEFINED 104500
CAROLINA POWER & LIGHT COMPANY COM 144141108 942 24900 SH DEFINED 24900
CAROLINA POWER & LIGHT COMPANY COM 144141108 45 1200 SH DEFINED 1200
CAROLINA POWER & LIGHT COMPANY COM 144141108 1006 26600 SH DEFINED 26600
CARRIAGE SERVICES COM 143905107 5 300 SH DEFINED 300
CARRIAGE SERVICES COM 143905107 68 4500 SH DEFINED 4500
CASE CORPORATION COM 14743R103 305 12000 SH DEFINED 12000
CASE CORPORATION COM 14743R103 15 600 SH DEFINED 600
CASE CORPORATION COM 14743R103 325 12800 SH DEFINED 12800
CATALINA MARKETING CORPORATION COM 148867104 86 1000 SH DEFINED 1000
CATALINA MARKETING CORPORATION COM 148867104 970 11300 SH DEFINED 11300
CATALINA MARKETING CORPORATION COM 148867104 27927 325200 SH DEFINED 325200
CATERPILLAR INC. COM 149123101 2710 59000 SH DEFINED 59000
CATERPILLAR INC. COM 149123101 133 2900 SH DEFINED 2900
CATERPILLAR INC. COM 149123101 2889 62900 SH DEFINED 62900
CBS CORP COMM COM 12490K107 4757 116200 SH DEFINED 116200
CBS CORP COMM COM 12490K107 233 5700 SH DEFINED 5700
CBS CORP COMM COM 12490K107 5072 123900 SH DEFINED 123900
CBT GROUP ADR NEW COM 124853300 13 1100 SH DEFINED 1100
CBT GROUP ADR NEW COM 124853300 1338 117000 SH DEFINED 117000
CDW COMPUTERS COM 125129106 28 400 SH DEFINED 400
CDW COMPUTERS COM 125129106 366 5300 SH DEFINED 5300
CDW COMPUTERS COM 125129106 5486 79500 SH DEFINED 79500
CENDANT CORPORATION COM 151313103 2212 140454 SH DEFINED 140454
CENDANT CORPORATION COM 151313103 107 6822 SH DEFINED 6822
CENDANT CORPORATION COM 151313103 402 25500 SH DEFINED 25500
CENDANT CORPORATION COM 151313103 4853 308100 SH DEFINED 308100
CENDANT CORPORATION COM 151313103 2357 149654 SH DEFINED 149654
CENTEX CORPORATION COM 152312104 327 9800 SH DEFINED 9800
CENTEX CORPORATION COM 152312104 17 500 SH DEFINED 500
CENTEX CORPORATION COM 152312104 47 1400 SH DEFINED 1400
CENTEX CORPORATION COM 152312104 164 4900 SH DEFINED 4900
CENTEX CORPORATION COM 152312104 1502 45000 SH DEFINED 45000
CENTEX CORPORATION COM 152312104 347 10400 SH DEFINED 10400
CENTRAL & SOUTH WEST CORPORATI COM 152357109 820 35000 SH DEFINED 35000
CENTRAL & SOUTH WEST CORPORATI COM 152357109 40 1700 SH DEFINED 1700
CENTRAL & SOUTH WEST CORPORATI COM 152357109 874 37300 SH DEFINED 37300
CERIDIAN CORP COM 15677T106 859 23500 SH DEFINED 23500
CERIDIAN CORP COM 15677T106 44 1200 SH DEFINED 1200
CERIDIAN CORP COM 15677T106 918 25100 SH DEFINED 25100
CHAMPION INTERNATIONAL COM 158525105 645 15700 SH DEFINED 15700
CHAMPION INTERNATIONAL COM 158525105 33 800 SH DEFINED 800
CHAMPION INTERNATIONAL COM 158525105 690 16800 SH DEFINED 16800
CHANCELLOR MEDIA CORPORATION O COM 158915108 429 9100 SH DEFINED 9100
CHANCELLOR MEDIA CORPORATION O COM 158915108 8746 185600 SH DEFINED 185600
CHASE MANHATTAN CORPORATION COM 16161A108 11323 139248 SH DEFINED 139248
CHASE MANHATTAN CORPORATION COM 16161A108 553 6800 SH DEFINED 6800
CHASE MANHATTAN CORPORATION COM 16161A108 195 2400 SH DEFINED 2400
CHASE MANHATTAN CORPORATION COM 16161A108 683 8400 SH DEFINED 8400
CHASE MANHATTAN CORPORATION COM 16161A108 7715 94880 SH DEFINED 94880
CHASE MANHATTAN CORPORATION COM 16161A108 12068 148412 SH DEFINED 148412
CHEVRON CORP COM 166751107 9498 107400 SH DEFINED 107400
CHEVRON CORP COM 166751107 460 5200 SH DEFINED 5200
CHEVRON CORP COM 166751107 62 700 SH DEFINED 700
CHEVRON CORP COM 166751107 150 1700 SH DEFINED 1700
CHEVRON CORP COM 166751107 2034 23000 SH DEFINED 23000
CHEVRON CORP COM 166751107 10126 114500 SH DEFINED 114500
CHRISTIANIA BANK COM 420411000 25 50000 SH DEFINED 50000
CHUBB CORPORATION COM 171232101 1569 26800 SH DEFINED 26800
CHUBB CORPORATION COM 171232101 76 1300 SH DEFINED 1300
CHUBB CORPORATION COM 171232101 1675 28600 SH DEFINED 28600
CIGNA CORPORATION COM 125509109 2850 34000 SH DEFINED 34000
CIGNA CORPORATION COM 125509109 142 1700 SH DEFINED 1700
CIGNA CORPORATION COM 125509109 3034 36200 SH DEFINED 36200
CINCINNATI FINANCIAL CORP. COM 172062101 1002 27500 SH DEFINED 27500
CINCINNATI FINANCIAL CORP. COM 172062101 47 1300 SH DEFINED 1300
CINCINNATI FINANCIAL CORP. COM 172062101 1068 29300 SH DEFINED 29300
CINERGY CORPORATION COM 172474108 718 26105 SH DEFINED 26105
CINERGY CORPORATION COM 172474108 36 1300 SH DEFINED 1300
CINERGY CORPORATION COM 172474108 765 27817 SH DEFINED 27817
CINTAS CORPORATION COM 172908105 582 8900 SH DEFINED 8900
CINTAS CORPORATION COM 172908105 25817 394900 SH DEFINED 394900
CIRCUIT CITY GROUP COM COM 172737108 1264 16500 SH DEFINED 16500
CIRCUIT CITY GROUP COM COM 172737108 61 800 SH DEFINED 800
CIRCUIT CITY GROUP COM COM 172737108 1349 17600 SH DEFINED 17600
CISCO SYSTEMS INCORPORATED COM 17275R102 28475 259900 SH DEFINED 259900
CISCO SYSTEMS INCORPORATED COM 17275R102 1386 12650 SH DEFINED 12650
CISCO SYSTEMS INCORPORATED COM 17275R102 312 2850 SH DEFINED 2850
CISCO SYSTEMS INCORPORATED COM 17275R102 1230 11225 SH DEFINED 11225
CISCO SYSTEMS INCORPORATED COM 17275R102 1134 10350 SH DEFINED 10350
CISCO SYSTEMS INCORPORATED COM 17275R102 14903 136025 SH DEFINED 136025
CISCO SYSTEMS INCORPORATED COM 17275R102 9696 88500 SH DEFINED 88500
CISCO SYSTEMS INCORPORATED COM 17275R102 30352 277025 SH DEFINED 277025
CIT GROUP INC COM 125577106 400 13100 SH DEFINED 13100
CIT GROUP INC COM 125577106 4862 159100 SH DEFINED 159100
CITIGROUP INC COM 172967101 23888 373988 SH DEFINED 373988
CITIGROUP INC COM 172967101 1169 18297 SH DEFINED 18297
CITIGROUP INC COM 172967101 96 1500 SH DEFINED 1500
CITIGROUP INC COM 172967101 252 3950 SH DEFINED 3950
CITIGROUP INC COM 172967101 316 4950 SH DEFINED 4950
CITIGROUP INC COM 172967101 3024 47350 SH DEFINED 47350
CITIGROUP INC COM 172967101 2683 42000 SH DEFINED 42000
CITIGROUP INC COM 172967101 25463 398641 SH DEFINED 398641
CLEAR CHANNEL COMMUNICATIONS, COM 184502102 2911 43400 SH DEFINED 43400
CLEAR CHANNEL COMMUNICATIONS, COM 184502102 141 2100 SH DEFINED 2100
CLEAR CHANNEL COMMUNICATIONS, COM 184502102 825 12300 SH DEFINED 12300
CLEAR CHANNEL COMMUNICATIONS, COM 184502102 17584 262200 SH DEFINED 262200
CLEAR CHANNEL COMMUNICATIONS, COM 184502102 3098 46200 SH DEFINED 46200
CLOROX COMPANY COM 189054109 2262 19300 SH DEFINED 19300
CLOROX COMPANY COM 189054109 105 900 SH DEFINED 900
CLOROX COMPANY COM 189054109 2414 20600 SH DEFINED 20600
CMAC INVESTMENT CORP. COM 125662106 6595 169100 SH DEFINED 169100
COACH USA, INC. COM 18975L106 39 1400 SH DEFINED 1400
COASTAL CORP. COM 190441105 1155 35000 SH DEFINED 35000
COASTAL CORP. COM 190441105 56 1700 SH DEFINED 1700
COASTAL CORP. COM 190441105 1231 37300 SH DEFINED 37300
COCA COLA ENTERPRISES INC. COM 191219104 1951 64500 SH DEFINED 64500
COCA COLA ENTERPRISES INC. COM 191219104 97 3200 SH DEFINED 3200
COCA COLA ENTERPRISES INC. COM 191219104 2081 68800 SH DEFINED 68800
COCA-COLA COMPANY COM 191216100 24906 405800 SH DEFINED 405800
COCA-COLA COMPANY COM 191216100 1215 19800 SH DEFINED 19800
COCA-COLA COMPANY COM 191216100 26545 432500 SH DEFINED 432500
COLGATE-PALMOLIVE CO COM 194162103 4434 48200 SH DEFINED 48200
COLGATE-PALMOLIVE CO COM 194162103 221 2400 SH DEFINED 2400
COLGATE-PALMOLIVE CO COM 194162103 4729 51400 SH DEFINED 51400
COLTEC INDS. INC. COM 196879100 486 26700 SH DEFINED 26700
COLTEC INDS. INC. COM 196879100 5804 319100 SH DEFINED 319100
COLUMBIA ENERGY GROUP COM 197648108 716 13700 SH DEFINED 13700
COLUMBIA ENERGY GROUP COM 197648108 34 650 SH DEFINED 650
COLUMBIA ENERGY GROUP COM 197648108 765 14650 SH DEFINED 14650
COLUMBIA/HCA HEALTHCARE CORPOR COM 197677107 2012 106250 SH DEFINED 106250
COLUMBIA/HCA HEALTHCARE CORPOR COM 197677107 98 5200 SH DEFINED 5200
COLUMBIA/HCA HEALTHCARE CORPOR COM 197677107 2146 113300 SH DEFINED 113300
COMCAST CORP. COM 200300200 3823 60750 SH DEFINED 60750
COMCAST CORP. COM 200300200 189 3000 SH DEFINED 3000
COMCAST CORP. COM 200300200 4075 64750 SH DEFINED 64750
COMERICA, INC. COM 200340107 1598 25600 SH DEFINED 25600
COMERICA, INC. COM 200340107 78 1250 SH DEFINED 1250
COMERICA, INC. COM 200340107 1701 27250 SH DEFINED 27250
COMPAQ COMPUTER CORPORATION COM 204493100 8865 279767 SH DEFINED 279767
COMPAQ COMPUTER CORPORATION COM 204493100 434 13685 SH DEFINED 13685
COMPAQ COMPUTER CORPORATION COM 204493100 9453 298309 SH DEFINED 298309
COMPLETE BUSINESS SOLUTIONS, I COM 20452F107 63 3200 SH DEFINED 3200
COMPLETE BUSINESS SOLUTIONS, I COM 20452F107 1409 71800 SH DEFINED 71800
COMPUTER ASSOCIATES INTL INC. COM 204912109 3151 88612 SH DEFINED 88612
COMPUTER ASSOCIATES INTL INC. COM 204912109 153 4300 SH DEFINED 4300
COMPUTER ASSOCIATES INTL INC. COM 204912109 3358 94412 SH DEFINED 94412
COMPUTER HORIZONS CORP COM 205908106 21 1900 SH DEFINED 1900
COMPUTER SCIENCES CORP. COM 205363104 1440 26100 SH DEFINED 26100
COMPUTER SCIENCES CORP. COM 205363104 72 1300 SH DEFINED 1300
COMPUTER SCIENCES CORP. COM 205363104 1534 27800 SH DEFINED 27800
COMPUWARE CORPORATION COM 205638109 1444 60500 SH DEFINED 60500
COMPUWARE CORPORATION COM 205638109 72 3000 SH DEFINED 3000
COMPUWARE CORPORATION COM 205638109 1540 64500 SH DEFINED 64500
COMVERSE COM 205862402 85 1000 SH DEFINED 1000
COMVERSE COM 205862402 1335 15700 SH DEFINED 15700
COMVERSE COM 205862402 22024 259100 SH DEFINED 259100
CONAGRA INC. COM 205887102 2058 80500 SH DEFINED 80500
CONAGRA INC. COM 205887102 100 3900 SH DEFINED 3900
CONAGRA INC. COM 205887102 2196 85900 SH DEFINED 85900
CONCORD EFS INC. COM 206197105 66 2400 SH DEFINED 2400
CONCORD EFS INC. COM 206197105 817 29650 SH DEFINED 29650
CONCORD EFS INC. COM 206197105 15458 560850 SH DEFINED 560850
CONOCO, INC.- CL.A COM 208251306 103 4200 SH DEFINED 4200
CONOCO, INC.- CL.A COM 208251306 356 14500 SH DEFINED 14500
CONOCO, INC.- CL.A COM 208251306 3365 137000 SH DEFINED 137000
CONSECO INC COM 208464107 1598 51770 SH DEFINED 51770
CONSECO INC COM 208464107 78 2533 SH DEFINED 2533
CONSECO INC COM 208464107 1702 55137 SH DEFINED 55137
CONSOLIDATED EDISON INC COM 209115104 1740 38400 SH DEFINED 38400
CONSOLIDATED EDISON INC COM 209115104 86 1900 SH DEFINED 1900
CONSOLIDATED EDISON INC COM 209115104 1853 40900 SH DEFINED 40900
CONSOLIDATED NATURAL GAS CO COM 209615103 769 15800 SH DEFINED 15800
CONSOLIDATED NATURAL GAS CO COM 209615103 39 800 SH DEFINED 800
CONSOLIDATED NATURAL GAS CO COM 209615103 818 16800 SH DEFINED 16800
CONSOLIDATED STORES CORP COM 210149100 546 18000 SH DEFINED 18000
CONSOLIDATED STORES CORP COM 210149100 27 900 SH DEFINED 900
CONSOLIDATED STORES CORP COM 210149100 582 19200 SH DEFINED 19200
COOPER INDUSTRIES, INC. COM 216669101 725 17000 SH DEFINED 17000
COOPER INDUSTRIES, INC. COM 216669101 34 800 SH DEFINED 800
COOPER INDUSTRIES, INC. COM 216669101 443 10400 SH DEFINED 10400
COOPER INDUSTRIES, INC. COM 216669101 5371 126000 SH DEFINED 126000
COOPER INDUSTRIES, INC. COM 216669101 776 18200 SH DEFINED 18200
COOPER TIRE & RUBBER COMPANY COM 216831107 230 12500 SH DEFINED 12500
COOPER TIRE & RUBBER COMPANY COM 216831107 11 600 SH DEFINED 600
COOPER TIRE & RUBBER COMPANY COM 216831107 244 13300 SH DEFINED 13300
CORNING INC COM 219350105 2280 38000 SH DEFINED 38000
CORNING INC COM 219350105 114 1900 SH DEFINED 1900
CORNING INC COM 219350105 2436 40600 SH DEFINED 40600
COSTCO COMPANIES INC COM COM 22160Q102 3264 35651 SH DEFINED 35651
COSTCO COMPANIES INC COM COM 22160Q102 156 1700 SH DEFINED 1700
COSTCO COMPANIES INC COM COM 22160Q102 3480 38007 SH DEFINED 38007
COUNTRYWIDE CREDIT INDUSTRIES COM 222372104 690 18400 SH DEFINED 18400
COUNTRYWIDE CREDIT INDUSTRIES COM 222372104 34 900 SH DEFINED 900
COUNTRYWIDE CREDIT INDUSTRIES COM 222372104 735 19600 SH DEFINED 19600
CRANE CO. COM 224399105 274 11325 SH DEFINED 11325
CRANE CO. COM 224399105 13 550 SH DEFINED 550
CRANE CO. COM 224399105 292 12075 SH DEFINED 12075
CREATIVE TECHNOLOGY LIMITED COM 620758200 67 10000 SH DEFINED 10000
CROWN CASTLE INTERNATIONAL COR COM 228227104 239 13300 SH DEFINED 13300
CROWN CASTLE INTERNATIONAL COR COM 228227104 7241 402300 SH DEFINED 402300
CROWN CORK & SEAL COMPANY,INC. COM 228255105 574 20100 SH DEFINED 20100
CROWN CORK & SEAL COMPANY,INC. COM 228255105 29 1000 SH DEFINED 1000
CROWN CORK & SEAL COMPANY,INC. COM 228255105 614 21500 SH DEFINED 21500
CSG SYSTEMS INTERNATIONAL, INC COM 126349109 1096 27800 SH DEFINED 27800
CSG SYSTEMS INTERNATIONAL, INC COM 126349109 19837 503000 SH DEFINED 503000
CSX CORPORATION COM 126408103 1398 35900 SH DEFINED 35900
CSX CORPORATION COM 126408103 70 1800 SH DEFINED 1800
CSX CORPORATION COM 126408103 1491 38300 SH DEFINED 38300
CUMMINS ENGINE COMPANY, INC. COM 231021106 245 6900 SH DEFINED 6900
CUMMINS ENGINE COMPANY, INC. COM 231021106 11 300 SH DEFINED 300
CUMMINS ENGINE COMPANY, INC. COM 231021106 263 7400 SH DEFINED 7400
CVS CORPORATION COM 126650100 3050 64200 SH DEFINED 64200
CVS CORPORATION COM 126650100 147 3100 SH DEFINED 3100
CVS CORPORATION COM 126650100 3249 68400 SH DEFINED 68400
CYPRUS MINERALS CO. COM 232809103 182 15000 SH DEFINED 15000
CYPRUS MINERALS CO. COM 232809103 8 700 SH DEFINED 700
CYPRUS MINERALS CO. COM 232809103 193 15950 SH DEFINED 15950
DANA CORPORATION COM 235811106 1036 27265 SH DEFINED 27265
DANA CORPORATION COM 235811106 52 1378 SH DEFINED 1378
DANA CORPORATION COM 235811106 1102 29000 SH DEFINED 29000
DANAHER COM 235851102 1150 22000 SH DEFINED 22000
DANAHER COM 235851102 57 1100 SH DEFINED 1100
DANAHER COM 235851102 1228 23500 SH DEFINED 23500
DARDEN RESTAURANT INC COM 237194105 472 22900 SH DEFINED 22900
DARDEN RESTAURANT INC COM 237194105 23 1100 SH DEFINED 1100
DARDEN RESTAURANT INC COM 237194105 503 24400 SH DEFINED 24400
DATA GENERAL CORPORATION COM 237688106 82 8100 SH DEFINED 8100
DATA GENERAL CORPORATION COM 237688106 3 300 SH DEFINED 300
DATA GENERAL CORPORATION COM 237688106 84 8300 SH DEFINED 8300
DAYTON HUDSON CORPORATION COM 239753106 4824 72400 SH DEFINED 72400
DAYTON HUDSON CORPORATION COM 239753106 233 3500 SH DEFINED 3500
DAYTON HUDSON CORPORATION COM 239753106 140 2100 SH DEFINED 2100
DAYTON HUDSON CORPORATION COM 239753106 506 7600 SH DEFINED 7600
DAYTON HUDSON CORPORATION COM 239753106 500 7500 SH DEFINED 7500
DAYTON HUDSON CORPORATION COM 239753106 6063 91000 SH DEFINED 91000
DAYTON HUDSON CORPORATION COM 239753106 4464 67000 SH DEFINED 67000
DAYTON HUDSON CORPORATION COM 239753106 5143 77200 SH DEFINED 77200
DEERE & COMPANY COM 244199105 1518 39300 SH DEFINED 39300
DEERE & COMPANY COM 244199105 73 1900 SH DEFINED 1900
DEERE & COMPANY COM 244199105 1615 41800 SH DEFINED 41800
DELL COMPUTER CORP. COM 247025109 17135 419200 SH DEFINED 419200
DELL COMPUTER CORP. COM 247025109 838 20500 SH DEFINED 20500
DELL COMPUTER CORP. COM 247025109 18267 446900 SH DEFINED 446900
DELTA AIR LINES INC COM 247361108 1633 23500 SH DEFINED 23500
DELTA AIR LINES INC COM 247361108 76 1100 SH DEFINED 1100
DELTA AIR LINES INC COM 247361108 1744 25100 SH DEFINED 25100
DELUXE CORP. COM 248019101 384 13200 SH DEFINED 13200
DELUXE CORP. COM 248019101 17 600 SH DEFINED 600
DELUXE CORP. COM 248019101 411 14100 SH DEFINED 14100
DIAL CORP. COM 25247D101 144 4200 SH DEFINED 4200
DIAL CORP. COM 25247D101 523 15200 SH DEFINED 15200
DIAL CORP. COM 25247D101 5352 155700 SH DEFINED 155700
DILLARDS INC CL A COM 254067101 447 17600 SH DEFINED 17600
DILLARDS INC CL A COM 254067101 23 900 SH DEFINED 900
DILLARDS INC CL A COM 254067101 475 18700 SH DEFINED 18700
DIME BANCORP INC NEW COM 25429Q102 223 9600 SH DEFINED 9600
DIME BANCORP INC NEW COM 25429Q102 2727 117600 SH DEFINED 117600
DOLLAR GENERAL CORP COM 256669102 1033 30375 SH DEFINED 30375
DOLLAR GENERAL CORP COM 256669102 49 1450 SH DEFINED 1450
DOLLAR GENERAL CORP COM 256669102 1101 32375 SH DEFINED 32375
DOLLAR TREE STORES, INC. COM 256747106 390 12600 SH DEFINED 12600
DOLLAR TREE STORES, INC. COM 256747106 11917 385200 SH DEFINED 385200
DOMINION RESOURCES INC. COM 257470104 1189 32200 SH DEFINED 32200
DOMINION RESOURCES INC. COM 257470104 59 1600 SH DEFINED 1600
DOMINION RESOURCES INC. COM 257470104 1267 34300 SH DEFINED 34300
DOVER CORPORATION COM 260003108 1207 36700 SH DEFINED 36700
DOVER CORPORATION COM 260003108 59 1800 SH DEFINED 1800
DOVER CORPORATION COM 260003108 1285 39100 SH DEFINED 39100
DOW CHEMICAL COMPANY COM 260543103 3392 36400 SH DEFINED 36400
DOW CHEMICAL COMPANY COM 260543103 168 1800 SH DEFINED 1800
DOW CHEMICAL COMPANY COM 260543103 3616 38800 SH DEFINED 38800
DOW JONES & COMPANY, INC. COM 260561105 727 15400 SH DEFINED 15400
DOW JONES & COMPANY, INC. COM 260561105 38 800 SH DEFINED 800
DOW JONES & COMPANY, INC. COM 260561105 779 16500 SH DEFINED 16500
DST SYSTEMS, INC. COM 233326107 1111 18500 SH DEFINED 18500
DST SYSTEMS, INC. COM 233326107 2475 41200 SH DEFINED 41200
DST SYSTEMS, INC. COM 233326107 19598 326300 SH DEFINED 326300
DTE ENERGY COMPANY COM 233331107 919 23900 SH DEFINED 23900
DTE ENERGY COMPANY COM 233331107 46 1200 SH DEFINED 1200
DTE ENERGY COMPANY COM 233331107 980 25500 SH DEFINED 25500
DUKE ENERGY COMPANY COM 264399106 3254 59571 SH DEFINED 59571
DUKE ENERGY COMPANY COM 264399106 160 2931 SH DEFINED 2931
DUKE ENERGY COMPANY COM 264399106 3467 63465 SH DEFINED 63465
DUN & BRADSTREET CORPORATI COM 26483B106 980 27500 SH DEFINED 27500
DUN & BRADSTREET CORPORATI COM 26483B106 46 1300 SH DEFINED 1300
DUN & BRADSTREET CORPORATI COM 26483B106 1044 29300 SH DEFINED 29300
E.I. DU PONT DE NEMOURS & COMP COM 263534109 10759 185300 SH DEFINED 185300
E.I. DU PONT DE NEMOURS & COMP COM 263534109 528 9100 SH DEFINED 9100
E.I. DU PONT DE NEMOURS & COMP COM 263534109 11467 197500 SH DEFINED 197500
EASTERN ENTERPRISES COM 27637F100 135 3700 SH DEFINED 3700
EASTERN ENTERPRISES COM 27637F100 7 200 SH DEFINED 200
EASTERN ENTERPRISES COM 27637F100 142 3900 SH DEFINED 3900
EASTMAN CHEMICAL COMPANY COM 277432100 550 13075 SH DEFINED 13075
EASTMAN CHEMICAL COMPANY COM 277432100 25 600 SH DEFINED 600
EASTMAN CHEMICAL COMPANY COM 277432100 586 13925 SH DEFINED 13925
EASTMAN KODAK COMPANY COM 277461109 3405 53300 SH DEFINED 53300
EASTMAN KODAK COMPANY COM 277461109 166 2600 SH DEFINED 2600
EASTMAN KODAK COMPANY COM 277461109 3628 56800 SH DEFINED 56800
EATON CORPORATION COM 278058102 844 11800 SH DEFINED 11800
EATON CORPORATION COM 278058102 43 600 SH DEFINED 600
EATON CORPORATION COM 278058102 894 12500 SH DEFINED 12500
ECOLAB, INC. COM 278865100 756 21300 SH DEFINED 21300
ECOLAB, INC. COM 278865100 36 1000 SH DEFINED 1000
ECOLAB, INC. COM 278865100 192 5400 SH DEFINED 5400
ECOLAB, INC. COM 278865100 675 19000 SH DEFINED 19000
ECOLAB, INC. COM 278865100 6457 181900 SH DEFINED 181900
ECOLAB, INC. COM 278865100 806 22700 SH DEFINED 22700
EDISON INTERNATIONAL COM 281020107 1293 58100 SH DEFINED 58100
EDISON INTERNATIONAL COM 281020107 62 2800 SH DEFINED 2800
EDISON INTERNATIONAL COM 281020107 1377 61900 SH DEFINED 61900
EG&G, INC. COM 268457108 195 7400 SH DEFINED 7400
EG&G, INC. COM 268457108 8 300 SH DEFINED 300
EG&G, INC. COM 268457108 206 7800 SH DEFINED 7800
ELECTRONIC DATA SYSTEMS COM 285661104 3949 81100 SH DEFINED 81100
ELECTRONIC DATA SYSTEMS COM 285661104 195 4000 SH DEFINED 4000
ELECTRONIC DATA SYSTEMS COM 285661104 122 2500 SH DEFINED 2500
ELECTRONIC DATA SYSTEMS COM 285661104 428 8800 SH DEFINED 8800
ELECTRONIC DATA SYSTEMS COM 285661104 5502 113000 SH DEFINED 113000
ELECTRONIC DATA SYSTEMS COM 285661104 4211 86500 SH DEFINED 86500
ELF-AQUITAINE COM 482408000 154 1050 SH DEFINED 1050
ELI LILLY & COMPANY COM 532457108 15362 181000 SH DEFINED 181000
ELI LILLY & COMPANY COM 532457108 747 8800 SH DEFINED 8800
ELI LILLY & COMPANY COM 532457108 136 1600 SH DEFINED 1600
ELI LILLY & COMPANY COM 532457108 441 5200 SH DEFINED 5200
ELI LILLY & COMPANY COM 532457108 3981 46900 SH DEFINED 46900
ELI LILLY & COMPANY COM 532457108 16372 192900 SH DEFINED 192900
EMC CORPORATION COM 268648102 10552 82600 SH DEFINED 82600
EMC CORPORATION COM 268648102 511 4000 SH DEFINED 4000
EMC CORPORATION COM 268648102 64 500 SH DEFINED 500
EMC CORPORATION COM 268648102 703 5500 SH DEFINED 5500
EMC CORPORATION COM 268648102 217 1700 SH DEFINED 1700
EMC CORPORATION COM 268648102 8457 66200 SH DEFINED 66200
EMC CORPORATION COM 268648102 3449 27000 SH DEFINED 27000
EMC CORPORATION COM 268648102 11242 88000 SH DEFINED 88000
EMERSON ELECTRIC CO COM 291011104 3838 72500 SH DEFINED 72500
EMERSON ELECTRIC CO COM 291011104 185 3500 SH DEFINED 3500
EMERSON ELECTRIC CO COM 291011104 1895 35800 SH DEFINED 35800
EMERSON ELECTRIC CO COM 291011104 4092 77300 SH DEFINED 77300
ENGELHARD CORP. COM 292845104 400 23600 SH DEFINED 23600
ENGELHARD CORP. COM 292845104 20 1200 SH DEFINED 1200
ENGELHARD CORP. COM 292845104 425 25100 SH DEFINED 25100
ENRON CORP COM 293561106 3495 54400 SH DEFINED 54400
ENRON CORP COM 293561106 173 2700 SH DEFINED 2700
ENRON CORP COM 293561106 199 3100 SH DEFINED 3100
ENRON CORP COM 293561106 707 11000 SH DEFINED 11000
ENRON CORP COM 293561106 7710 120000 SH DEFINED 120000
ENRON CORP COM 293561106 3727 58000 SH DEFINED 58000
ENTERGY CORPORATION COM 29364G103 1117 40600 SH DEFINED 40600
ENTERGY CORPORATION COM 29364G103 55 2000 SH DEFINED 2000
ENTERGY CORPORATION COM 29364G103 1191 43300 SH DEFINED 43300
EQUIFAX INC COM 294429105 835 24300 SH DEFINED 24300
EQUIFAX INC COM 294429105 41 1200 SH DEFINED 1200
EQUIFAX INC COM 294429105 890 25900 SH DEFINED 25900
ETEC SYSTEMS INC COM 26922C103 29 1000 SH DEFINED 1000
ETEC SYSTEMS INC COM 26922C103 509 17300 SH DEFINED 17300
ETEC SYSTEMS INC COM 26922C103 8084 274600 SH DEFINED 274600
EXIDE CORP CONVT 302051AF4 2 400000 PRN DEFINED 400000
EXIDE CORP CONVT 302051AF4 17 3000000 PRN DEFINED 3000000
EXXON CORPORATION COM 302290101 28239 400200 SH DEFINED 400200
EXXON CORPORATION COM 302290101 1376 19500 SH DEFINED 19500
EXXON CORPORATION COM 302290101 113 1600 SH DEFINED 1600
EXXON CORPORATION COM 302290101 409 5800 SH DEFINED 5800
EXXON CORPORATION COM 302290101 1891 26800 SH DEFINED 26800
EXXON CORPORATION COM 302290101 30102 426600 SH DEFINED 426600
FDX CORPORATION COM 31304N107 2257 24320 SH DEFINED 24320
FDX CORPORATION COM 31304N107 108 1160 SH DEFINED 1160
FDX CORPORATION COM 31304N107 84 900 SH DEFINED 900
FDX CORPORATION COM 31304N107 343 3700 SH DEFINED 3700
FDX CORPORATION COM 31304N107 2645 28500 SH DEFINED 28500
FDX CORPORATION COM 31304N107 2400 25860 SH DEFINED 25860
FEDERAL NATIONAL MORTGAGE ASSO COM 313586109 11821 170700 SH DEFINED 170700
FEDERAL NATIONAL MORTGAGE ASSO COM 313586109 575 8300 SH DEFINED 8300
FEDERAL NATIONAL MORTGAGE ASSO COM 313586109 12597 181900 SH DEFINED 181900
FEDERATED DEPARTMENT STORES, I COM 31410H101 1352 33700 SH DEFINED 33700
FEDERATED DEPARTMENT STORES, I COM 31410H101 64 1600 SH DEFINED 1600
FEDERATED DEPARTMENT STORES, I COM 31410H101 269 6700 SH DEFINED 6700
FEDERATED DEPARTMENT STORES, I COM 31410H101 3258 81200 SH DEFINED 81200
FEDERATED DEPARTMENT STORES, I COM 31410H101 1445 36000 SH DEFINED 36000
FHLMC COM 313400301 6381 111700 SH DEFINED 111700
FHLMC COM 313400301 314 5500 SH DEFINED 5500
FHLMC COM 313400301 6804 119100 SH DEFINED 119100
FIFTH THIRD BANCORP COM 316773100 2893 43875 SH DEFINED 43875
FIFTH THIRD BANCORP COM 316773100 140 2125 SH DEFINED 2125
FIFTH THIRD BANCORP COM 316773100 125 1900 SH DEFINED 1900
FIFTH THIRD BANCORP COM 316773100 442 6700 SH DEFINED 6700
FIFTH THIRD BANCORP COM 316773100 4833 73300 SH DEFINED 73300
FIFTH THIRD BANCORP COM 316773100 3084 46775 SH DEFINED 46775
FINANCIAL SEC ASSURN HLDGS LTD COM 31769P100 134 2700 SH DEFINED 2700
FIRST DATA CORPORATION COM 319963104 3116 72900 SH DEFINED 72900
FIRST DATA CORPORATION COM 319963104 154 3600 SH DEFINED 3600
FIRST DATA CORPORATION COM 319963104 3322 77700 SH DEFINED 77700
FIRST ENERGY CORPORATION COM 337932107 1090 39000 SH DEFINED 39000
FIRST ENERGY CORPORATION COM 337932107 53 1900 SH DEFINED 1900
FIRST ENERGY CORPORATION COM 337932107 1162 41600 SH DEFINED 41600
FIRST UNION CORPORATION COM 337358105 8715 163086 SH DEFINED 163086
FIRST UNION CORPORATION COM 337358105 423 7920 SH DEFINED 7920
FIRST UNION CORPORATION COM 337358105 27 500 SH DEFINED 500
FIRST UNION CORPORATION COM 337358105 1154 21600 SH DEFINED 21600
FIRST UNION CORPORATION COM 337358105 96 1800 SH DEFINED 1800
FIRST UNION CORPORATION COM 337358105 13969 261400 SH DEFINED 261400
FIRST UNION CORPORATION COM 337358105 812 15200 SH DEFINED 15200
FIRST UNION CORPORATION COM 337358105 9290 173852 SH DEFINED 173852
FIRSTAR CORPORATION NEW COM 33763V109 3392 37900 SH DEFINED 37900
FIRSTAR CORPORATION NEW COM 33763V109 161 1800 SH DEFINED 1800
FIRSTAR CORPORATION NEW COM 33763V109 3616 40400 SH DEFINED 40400
FISERV COM 337738108 362 6750 SH DEFINED 6750
FISERV COM 337738108 724 13500 SH DEFINED 13500
FISERV COM 337738108 1263 23550 SH DEFINED 23550
FISERV COM 337738108 8454 157650 SH DEFINED 157650
FISERV COM 337738108 10859 202500 SH DEFINED 202500
FLEET FINANCIAL GROUP INC. COM 338915101 3519 93538 SH DEFINED 93538
FLEET FINANCIAL GROUP INC. COM 338915101 173 4600 SH DEFINED 4600
FLEET FINANCIAL GROUP INC. COM 338915101 3753 99760 SH DEFINED 99760
FLEETWOOD ENTERPRISES, INC. COM 339099103 163 5700 SH DEFINED 5700
FLEETWOOD ENTERPRISES, INC. COM 339099103 9 300 SH DEFINED 300
FLEETWOOD ENTERPRISES, INC. COM 339099103 175 6100 SH DEFINED 6100
FLUOR CORPORATION COM 343861100 338 12500 SH DEFINED 12500
FLUOR CORPORATION COM 343861100 16 600 SH DEFINED 600
FLUOR CORPORATION COM 343861100 359 13300 SH DEFINED 13300
FMC CORPORATION COM 302491303 267 5400 SH DEFINED 5400
FMC CORPORATION COM 302491303 15 300 SH DEFINED 300
FMC CORPORATION COM 302491303 286 5800 SH DEFINED 5800
FORD MOTOR COMPANY COM 345370100 11305 199200 SH DEFINED 199200
FORD MOTOR COMPANY COM 345370100 550 9700 SH DEFINED 9700
FORD MOTOR COMPANY COM 345370100 114 2000 SH DEFINED 2000
FORD MOTOR COMPANY COM 345370100 386 6800 SH DEFINED 6800
FORD MOTOR COMPANY COM 345370100 5278 93000 SH DEFINED 93000
FORD MOTOR COMPANY COM 345370100 12048 212300 SH DEFINED 212300
FOREST LABORATORIES INC. COM 345838106 1246 22100 SH DEFINED 22100
FOREST LABORATORIES INC. COM 345838106 15030 266600 SH DEFINED 266600
FORT JAMES CORPORATION COM 347471104 1150 36300 SH DEFINED 36300
FORT JAMES CORPORATION COM 347471104 57 1800 SH DEFINED 1800
FORT JAMES CORPORATION COM 347471104 1226 38700 SH DEFINED 38700
FORTUNE BRANDS INC COM 349631101 1087 28100 SH DEFINED 28100
FORTUNE BRANDS INC COM 349631101 54 1400 SH DEFINED 1400
FORTUNE BRANDS INC COM 349631101 1161 30000 SH DEFINED 30000
FOSTER WHEELER CORPORATION COM 350244109 81 6700 SH DEFINED 6700
FOSTER WHEELER CORPORATION COM 350244109 4 300 SH DEFINED 300
FOSTER WHEELER CORPORATION COM 350244109 82 6800 SH DEFINED 6800
FPL GROUP, INC. COM 302571104 1587 29800 SH DEFINED 29800
FPL GROUP, INC. COM 302571104 80 1500 SH DEFINED 1500
FPL GROUP, INC. COM 302571104 1688 31700 SH DEFINED 31700
FRANKLIN RESOURCES COM 354613101 1170 41600 SH DEFINED 41600
FRANKLIN RESOURCES COM 354613101 56 2000 SH DEFINED 2000
FRANKLIN RESOURCES COM 354613101 1249 44400 SH DEFINED 44400
FRED MEYER INC. COM 592907109 1495 25400 SH DEFINED 25400
FRED MEYER INC. COM 592907109 71 1200 SH DEFINED 1200
FRED MEYER INC. COM 592907109 642 10900 SH DEFINED 10900
FRED MEYER INC. COM 592907109 7748 131600 SH DEFINED 131600
FRED MEYER INC. COM 592907109 1596 27100 SH DEFINED 27100
FREEPORT-MCMORAN COPPER & GOLD COM 35671D857 296 27200 SH DEFINED 27200
FREEPORT-MCMORAN COPPER & GOLD COM 35671D857 13 1200 SH DEFINED 1200
FREEPORT-MCMORAN COPPER & GOLD COM 35671D857 315 29000 SH DEFINED 29000
FRONTIER CORP. COM 35906P105 1463 28200 SH DEFINED 28200
FRONTIER CORP. COM 35906P105 73 1400 SH DEFINED 1400
FRONTIER CORP. COM 35906P105 1561 30100 SH DEFINED 30100
FRUIT OF THE LOOM INC. COM G3682L105 123 11900 SH DEFINED 11900
FRUIT OF THE LOOM INC. COM G3682L105 5 500 SH DEFINED 500
FRUIT OF THE LOOM INC. COM G3682L105 268 25800 SH DEFINED 25800
FRUIT OF THE LOOM INC. COM G3682L105 3221 310500 SH DEFINED 310500
FRUIT OF THE LOOM INC. COM G3682L105 131 12600 SH DEFINED 12600
GALILEO INTERNATIONAL, INC COM 363547100 111 2300 SH DEFINED 2300
GALILEO INTERNATIONAL, INC COM 363547100 890 18400 SH DEFINED 18400
GALILEO INTERNATIONAL, INC COM 363547100 18392 380200 SH DEFINED 380200
GANNET COMPANY INC. COM 364730101 2923 46400 SH DEFINED 46400
GANNET COMPANY INC. COM 364730101 145 2300 SH DEFINED 2300
GANNET COMPANY INC. COM 364730101 3112 49400 SH DEFINED 49400
GAP, INC. COM 364760108 6418 95350 SH DEFINED 95350
GAP, INC. COM 364760108 315 4675 SH DEFINED 4675
GAP, INC. COM 364760108 6842 101650 SH DEFINED 101650
GASONICS INTERNATIONAL CORP. COM 367278108 76 6900 SH DEFINED 6900
GATEWAY 2000 INC. COM 367833100 1762 25700 SH DEFINED 25700
GATEWAY 2000 INC. COM 367833100 89 1300 SH DEFINED 1300
GATEWAY 2000 INC. COM 367833100 1879 27400 SH DEFINED 27400
GEMSTAR INTERNATIONAL GROUP LI COM G3788V106 1023 13600 SH DEFINED 13600
GEMSTAR INTERNATIONAL GROUP LI COM G3788V106 24133 320700 SH DEFINED 320700
GENERAL DYNAMICS CORPORATION COM 369550108 1343 20900 SH DEFINED 20900
GENERAL DYNAMICS CORPORATION COM 369550108 64 1000 SH DEFINED 1000
GENERAL DYNAMICS CORPORATION COM 369550108 1426 22200 SH DEFINED 22200
GENERAL ELECTRIC COMPANY COM 369604103 59671 539400 SH DEFINED 539400
GENERAL ELECTRIC COMPANY COM 369604103 2909 26300 SH DEFINED 26300
GENERAL ELECTRIC COMPANY COM 369604103 387 3500 SH DEFINED 3500
GENERAL ELECTRIC COMPANY COM 369604103 1372 12400 SH DEFINED 12400
GENERAL ELECTRIC COMPANY COM 369604103 12667 114500 SH DEFINED 114500
GENERAL ELECTRIC COMPANY COM 369604103 63598 574900 SH DEFINED 574900
GENERAL INSTRUMENT CORPORATION COM 370120107 837 27600 SH DEFINED 27600
GENERAL INSTRUMENT CORPORATION COM 370120107 39 1300 SH DEFINED 1300
GENERAL INSTRUMENT CORPORATION COM 370120107 891 29400 SH DEFINED 29400
GENERAL MILLS, INC. COM 370334104 1904 25200 SH DEFINED 25200
GENERAL MILLS, INC. COM 370334104 91 1200 SH DEFINED 1200
GENERAL MILLS, INC. COM 370334104 2025 26800 SH DEFINED 26800
GENERAL MOTORS CORP COM 370442105 9356 107700 SH DEFINED 107700
GENERAL MOTORS CORP COM 370442105 460 5300 SH DEFINED 5300
GENERAL MOTORS CORP COM 370442105 9973 114800 SH DEFINED 114800
GENUINE PARTS COMPANY COM 372460105 852 29575 SH DEFINED 29575
GENUINE PARTS COMPANY COM 372460105 42 1450 SH DEFINED 1450
GENUINE PARTS COMPANY COM 372460105 910 31600 SH DEFINED 31600
GENZYME CORPORATION COM 372917104 444 8800 SH DEFINED 8800
GENZYME CORPORATION COM 372917104 5372 106500 SH DEFINED 106500
GEORGIA PACIFIC CORP COM 373298108 1077 14500 SH DEFINED 14500
GEORGIA PACIFIC CORP COM 373298108 52 700 SH DEFINED 700
GEORGIA PACIFIC CORP COM 373298108 1143 15400 SH DEFINED 15400
GETTY IMAGES INC. COM 374276103 34 1600 SH DEFINED 1600
GETTY IMAGES INC. COM 374276103 407 19400 SH DEFINED 19400
GETTY IMAGES INC. COM 374276103 13568 646100 SH DEFINED 646100
GILLETTE COMPANY COM 375766102 10853 182600 SH DEFINED 182600
GILLETTE COMPANY COM 375766102 529 8900 SH DEFINED 8900
GILLETTE COMPANY COM 375766102 11567 194600 SH DEFINED 194600
GLOBAL INDUSTRIES LTD COM 379336100 44 4300 SH DEFINED 4300
GLOBAL INDUSTRIES LTD COM 379336100 6450 637000 SH DEFINED 637000
GOLDEN STATE VINTNERS INC. COM 38121K208 21 1800 SH DEFINED 1800
GOLDEN WEST FINANCIAL CORPORAT COM 381317106 898 9400 SH DEFINED 9400
GOLDEN WEST FINANCIAL CORPORAT COM 381317106 48 500 SH DEFINED 500
GOLDEN WEST FINANCIAL CORPORAT COM 381317106 955 10000 SH DEFINED 10000
GOODYEAR TIRE & RUBBER COMPANY COM 382550101 1280 25700 SH DEFINED 25700
GOODYEAR TIRE & RUBBER COMPANY COM 382550101 65 1300 SH DEFINED 1300
GOODYEAR TIRE & RUBBER COMPANY COM 382550101 1365 27400 SH DEFINED 27400
GPU, INC. COM 36225X100 787 21100 SH DEFINED 21100
GPU, INC. COM 36225X100 37 1000 SH DEFINED 1000
GPU, INC. COM 36225X100 840 22500 SH DEFINED 22500
GREAT ATLTC&PACIFIC COMP, INC. COM 390064103 189 6300 SH DEFINED 6300
GREAT ATLTC&PACIFIC COMP, INC. COM 390064103 9 300 SH DEFINED 300
GREAT ATLTC&PACIFIC COMP, INC. COM 390064103 201 6700 SH DEFINED 6700
GREAT LAKES CHEMICAL COM 390568103 356 9700 SH DEFINED 9700
GREAT LAKES CHEMICAL COM 390568103 18 500 SH DEFINED 500
GREAT LAKES CHEMICAL COM 390568103 382 10400 SH DEFINED 10400
GREAT PLAINS SOFTWARE, INC COM 39119E105 27 700 SH DEFINED 700
GREAT PLAINS SOFTWARE, INC COM 39119E105 360 9300 SH DEFINED 9300
GREAT PLAINS SOFTWARE, INC COM 39119E105 5590 144500 SH DEFINED 144500
GTE CORPORATION COM 362320103 9613 158900 SH DEFINED 158900
GTE CORPORATION COM 362320103 472 7800 SH DEFINED 7800
GTE CORPORATION COM 362320103 109 1800 SH DEFINED 1800
GTE CORPORATION COM 362320103 448 7400 SH DEFINED 7400
GTE CORPORATION COM 362320103 393 6500 SH DEFINED 6500
GTE CORPORATION COM 362320103 5421 89600 SH DEFINED 89600
GTE CORPORATION COM 362320103 4229 69900 SH DEFINED 69900
GTE CORPORATION COM 362320103 10243 169300 SH DEFINED 169300
GUIDANT CORP COM 401698105 3001 49600 SH DEFINED 49600
GUIDANT CORP COM 401698105 145 2400 SH DEFINED 2400
GUIDANT CORP COM 401698105 97 1600 SH DEFINED 1600
GUIDANT CORP COM 401698105 363 6000 SH DEFINED 6000
GUIDANT CORP COM 401698105 3122 51600 SH DEFINED 51600
GUIDANT CORP COM 401698105 3200 52900 SH DEFINED 52900
H & R BLOCK, INC. COM 093671105 782 16500 SH DEFINED 16500
H & R BLOCK, INC. COM 093671105 38 800 SH DEFINED 800
H & R BLOCK, INC. COM 093671105 834 17600 SH DEFINED 17600
H.J. HEINZ COMPANY COM 423074103 2821 59550 SH DEFINED 59550
H.J. HEINZ COMPANY COM 423074103 137 2900 SH DEFINED 2900
H.J. HEINZ COMPANY COM 423074103 3011 63550 SH DEFINED 63550
HALLIBURTON COMPANY COM 406216101 2787 72400 SH DEFINED 72400
HALLIBURTON COMPANY COM 406216101 135 3500 SH DEFINED 3500
HALLIBURTON COMPANY COM 406216101 2968 77100 SH DEFINED 77100
HARCOURT GENERAL COM 41163G101 518 11700 SH DEFINED 11700
HARCOURT GENERAL COM 41163G101 27 600 SH DEFINED 600
HARCOURT GENERAL COM 41163G101 554 12500 SH DEFINED 12500
HARLEY DAVIDSON INC COM 412822108 242 4200 SH DEFINED 4200
HARLEY DAVIDSON INC COM 412822108 1018 17700 SH DEFINED 17700
HARLEY DAVIDSON INC COM 412822108 9861 171500 SH DEFINED 171500
HARNISCHFEGER INDUSTRIES, INC. COM 413345109 45 7900 SH DEFINED 7900
HARNISCHFEGER INDUSTRIES, INC. COM 413345109 2 300 SH DEFINED 300
HARNISCHFEGER INDUSTRIES, INC. COM 413345109 46 8000 SH DEFINED 8000
HARRAHS ENTERTAINMENT COM 413619107 397 20800 SH DEFINED 20800
HARRAHS ENTERTAINMENT COM 413619107 19 1000 SH DEFINED 1000
HARRAHS ENTERTAINMENT COM 413619107 423 22200 SH DEFINED 22200
HARRIS CORPORATION COM 413875105 378 13200 SH DEFINED 13200
HARRIS CORPORATION COM 413875105 17 600 SH DEFINED 600
HARRIS CORPORATION COM 413875105 401 14000 SH DEFINED 14000
HASBRO INC. COM 418056107 935 32325 SH DEFINED 32325
HASBRO INC. COM 418056107 45 1550 SH DEFINED 1550
HASBRO INC. COM 418056107 998 34475 SH DEFINED 34475
HCR MANOR CARE COM 404134108 415 18200 SH DEFINED 18200
HCR MANOR CARE COM 404134108 21 900 SH DEFINED 900
HCR MANOR CARE COM 404134108 443 19400 SH DEFINED 19400
HEALTHSOUTH CORP COM 421924101 722 69600 SH DEFINED 69600
HEALTHSOUTH CORP COM 421924101 35 3400 SH DEFINED 3400
HEALTHSOUTH CORP COM 421924101 740 71300 SH DEFINED 71300
HEALTHSOUTH CORP COM 421924101 8980 865500 SH DEFINED 865500
HEALTHSOUTH CORP COM 421924101 770 74200 SH DEFINED 74200
HEARTLAND EXPRESS INCORPORATED COM 422347104 23 1500 SH DEFINED 1500
HEARTLAND EXPRESS INCORPORATED COM 422347104 88 5800 SH DEFINED 5800
HEARTLAND EXPRESS INCORPORATED COM 422347104 1944 128000 SH DEFINED 128000
HELMERICH & PAYNE, INC. COM 423452101 188 8300 SH DEFINED 8300
HELMERICH & PAYNE, INC. COM 423452101 9 400 SH DEFINED 400
HELMERICH & PAYNE, INC. COM 423452101 200 8800 SH DEFINED 8800
HERCULES INCORPORATED COM 427056106 419 16600 SH DEFINED 16600
HERCULES INCORPORATED COM 427056106 20 800 SH DEFINED 800
HERCULES INCORPORATED COM 427056106 444 17600 SH DEFINED 17600
HERSHEY FOODS CORP COM 427866108 1322 23600 SH DEFINED 23600
HERSHEY FOODS CORP COM 427866108 67 1200 SH DEFINED 1200
HERSHEY FOODS CORP COM 427866108 1406 25100 SH DEFINED 25100
HEWLETT-PACKARD COMPANY COM 428236103 11576 170700 SH DEFINED 170700
HEWLETT-PACKARD COMPANY COM 428236103 563 8300 SH DEFINED 8300
HEWLETT-PACKARD COMPANY COM 428236103 88 1300 SH DEFINED 1300
HEWLETT-PACKARD COMPANY COM 428236103 353 5200 SH DEFINED 5200
HEWLETT-PACKARD COMPANY COM 428236103 3214 47400 SH DEFINED 47400
HEWLETT-PACKARD COMPANY COM 428236103 12342 182000 SH DEFINED 182000
HILTON HOTELS CORPORATION COM 432848109 603 42900 SH DEFINED 42900
HILTON HOTELS CORPORATION COM 432848109 30 2100 SH DEFINED 2100
HILTON HOTELS CORPORATION COM 432848109 644 45800 SH DEFINED 45800
HOME DEPOT, INC. COM 437076102 15102 242598 SH DEFINED 242598
HOME DEPOT, INC. COM 437076102 741 11900 SH DEFINED 11900
HOME DEPOT, INC. COM 437076102 7439 119500 SH DEFINED 119500
HOME DEPOT, INC. COM 437076102 16098 258596 SH DEFINED 258596
HOMESTAKE MINING COMPANY COM 437614100 339 39300 SH DEFINED 39300
HOMESTAKE MINING COMPANY COM 437614100 16 1900 SH DEFINED 1900
HOMESTAKE MINING COMPANY COM 437614100 361 41900 SH DEFINED 41900
HONEYWELL INC. COM 438506107 1569 20700 SH DEFINED 20700
HONEYWELL INC. COM 438506107 76 1000 SH DEFINED 1000
HONEYWELL INC. COM 438506107 1675 22100 SH DEFINED 22100
HOUSEHOLD INTERNATIONAL INC. COM 441815107 3625 79459 SH DEFINED 79459
HOUSEHOLD INTERNATIONAL INC. COM 441815107 179 3919 SH DEFINED 3919
HOUSEHOLD INTERNATIONAL INC. COM 441815107 3863 84679 SH DEFINED 84679
HSBC HOLDINGS COM 643650200 14 3500 SH DEFINED 3500
HUMANA, INC. COM 444859102 476 27600 SH DEFINED 27600
HUMANA, INC. COM 444859102 22 1300 SH DEFINED 1300
HUMANA, INC. COM 444859102 507 29400 SH DEFINED 29400
HUNTINGTON BANCSHARES INC COM 446150104 1076 34780 SH DEFINED 34780
HUNTINGTON BANCSHARES INC COM 446150104 53 1720 SH DEFINED 1720
HUNTINGTON BANCSHARES INC COM 446150104 1146 37040 SH DEFINED 37040
IKON OFFICE SOLUTIONS INC COM 451713101 310 24200 SH DEFINED 24200
IKON OFFICE SOLUTIONS INC COM 451713101 15 1200 SH DEFINED 1200
IKON OFFICE SOLUTIONS INC COM 451713101 331 25800 SH DEFINED 25800
ILLINOIS TOOL WORKS INC. COM 452308109 2549 41200 SH DEFINED 41200
ILLINOIS TOOL WORKS INC. COM 452308109 124 2000 SH DEFINED 2000
ILLINOIS TOOL WORKS INC. COM 452308109 2716 43900 SH DEFINED 43900
IMS HEALTH INC COM 449934108 1746 52700 SH DEFINED 52700
IMS HEALTH INC COM 449934108 86 2600 SH DEFINED 2600
IMS HEALTH INC COM 449934108 1862 56200 SH DEFINED 56200
INCO LIMITED COM 453258402 363 27300 SH DEFINED 27300
INCO LIMITED COM 453258402 17 1300 SH DEFINED 1300
INCO LIMITED COM 453258402 387 29100 SH DEFINED 29100
INFINTIY BROADCASTING COM 45662S102 173 6700 SH DEFINED 6700
INFINTIY BROADCASTING COM 45662S102 5248 203800 SH DEFINED 203800
INGERSOLL-RAND COMPANY COM 456866102 1342 27050 SH DEFINED 27050
INGERSOLL-RAND COMPANY COM 456866102 67 1350 SH DEFINED 1350
INGERSOLL-RAND COMPANY COM 456866102 1429 28800 SH DEFINED 28800
INPUT/OUTPUT INC COM 457652105 371 58700 SH DEFINED 58700
INPUT/OUTPUT INC COM 457652105 4491 711400 SH DEFINED 711400
INTEL CORP. COM 458140100 32688 274400 SH DEFINED 274400
INTEL CORP. COM 458140100 1596 13400 SH DEFINED 13400
INTEL CORP. COM 458140100 179 1500 SH DEFINED 1500
INTEL CORP. COM 458140100 941 7900 SH DEFINED 7900
INTEL CORP. COM 458140100 619 5200 SH DEFINED 5200
INTEL CORP. COM 458140100 11329 95100 SH DEFINED 95100
INTEL CORP. COM 458140100 5635 47300 SH DEFINED 47300
INTEL CORP. COM 458140100 34844 292500 SH DEFINED 292500
INTERIM SERVICE COM 45868P100 39 2600 SH DEFINED 2600
INTERIM SERVICE COM 45868P100 344 22900 SH DEFINED 22900
INTERIM SERVICE COM 45868P100 8328 555200 SH DEFINED 555200
INTERNAT'L BUSINESS MACHINES COM 459200101 27226 153600 SH DEFINED 153600
INTERNAT'L BUSINESS MACHINES COM 459200101 1329 7500 SH DEFINED 7500
INTERNAT'L BUSINESS MACHINES COM 459200101 355 2000 SH DEFINED 2000
INTERNAT'L BUSINESS MACHINES COM 459200101 1028 5800 SH DEFINED 5800
INTERNAT'L BUSINESS MACHINES COM 459200101 1205 6800 SH DEFINED 6800
INTERNAT'L BUSINESS MACHINES COM 459200101 12461 70300 SH DEFINED 70300
INTERNAT'L BUSINESS MACHINES COM 459200101 9820 55400 SH DEFINED 55400
INTERNAT'L BUSINESS MACHINES COM 459200101 29016 163700 SH DEFINED 163700
INTERNATIONAL GAME TEC COM 459902102 304 20900 SH DEFINED 20900
INTERNATIONAL GAME TEC COM 459902102 3565 244800 SH DEFINED 244800
INTERNATIONAL PAPER COMPANY COM 460146103 2135 50600 SH DEFINED 50600
INTERNATIONAL PAPER COMPANY COM 460146103 105 2500 SH DEFINED 2500
INTERNATIONAL PAPER COMPANY COM 460146103 2274 53900 SH DEFINED 53900
INTERPUBLIC GROUP OF COS INC COM 460690100 1783 22900 SH DEFINED 22900
INTERPUBLIC GROUP OF COS INC COM 460690100 86 1100 SH DEFINED 1100
INTERPUBLIC GROUP OF COS INC COM 460690100 1900 24400 SH DEFINED 24400
INTL FLAVORS & FRAGRANCES,INC. COM 459506101 657 17500 SH DEFINED 17500
INTL FLAVORS & FRAGRANCES,INC. COM 459506101 34 900 SH DEFINED 900
INTL FLAVORS & FRAGRANCES,INC. COM 459506101 699 18600 SH DEFINED 18600
INVESTORS FINANCIAL SERVICES C COM 461915100 132 4600 SH DEFINED 4600
INVESTORS FINANCIAL SERVICES C COM 461915100 615 21400 SH DEFINED 21400
INVESTORS FINANCIAL SERVICES C COM 461915100 11811 410800 SH DEFINED 410800
ITHACA INDUSTRIES COM 465679108 179 136000 SH DEFINED 136000
ITL INFOSYS COM 456788108 30 700 SH DEFINED 700
ITL INFOSYS COM 456788108 617 14300 SH DEFINED 14300
ITT INDUSTRIES INC COM 450911102 605 17100 SH DEFINED 17100
ITT INDUSTRIES INC COM 450911102 28 800 SH DEFINED 800
ITT INDUSTRIES INC COM 450911102 644 18200 SH DEFINED 18200
IVEX PACKAGING CORPORATION COM 465855104 50 3300 SH DEFINED 3300
IVEX PACKAGING CORPORATION COM 465855104 278 18300 SH DEFINED 18300
IVILLAGE.COM COM 46588H105 30 300 SH DEFINED 300
IVILLAGE.COM COM 46588H105 744 7400 SH DEFINED 7400
IVILLAGE.COM COM 46588H105 4633 46100 SH DEFINED 46100
J.C. PENNEY COMPANY INC COM 708160106 1693 41800 SH DEFINED 41800
J.C. PENNEY COMPANY INC COM 708160106 81 2000 SH DEFINED 2000
J.C. PENNEY COMPANY INC COM 708160106 1806 44600 SH DEFINED 44600
J.P. MORGAN & COMPANY, INC. COM 616880100 3553 28800 SH DEFINED 28800
J.P. MORGAN & COMPANY, INC. COM 616880100 173 1400 SH DEFINED 1400
J.P. MORGAN & COMPANY, INC. COM 616880100 3788 30700 SH DEFINED 30700
JABIL CIRCUIT, INC COM 466313103 1288 31800 SH DEFINED 31800
JABIL CIRCUIT, INC COM 466313103 27297 674000 SH DEFINED 674000
JEFFERSON-PILOT CORP. COM 475070108 1184 17475 SH DEFINED 17475
JEFFERSON-PILOT CORP. COM 475070108 61 900 SH DEFINED 900
JEFFERSON-PILOT CORP. COM 475070108 1257 18550 SH DEFINED 18550
JEVIC TRANSPORTATION INC COM 47719P107 38 5900 SH DEFINED 5900
JEVIC TRANSPORTATION INC COM 47719P107 48 7500 SH DEFINED 7500
JOHNSON & JOHNSON COM 478160104 20733 221300 SH DEFINED 221300
JOHNSON & JOHNSON COM 478160104 1012 10800 SH DEFINED 10800
JOHNSON & JOHNSON COM 478160104 159 1700 SH DEFINED 1700
JOHNSON & JOHNSON COM 478160104 543 5800 SH DEFINED 5800
JOHNSON & JOHNSON COM 478160104 4600 49100 SH DEFINED 49100
JOHNSON & JOHNSON COM 478160104 22101 235900 SH DEFINED 235900
JOHNSON CONTROLS INC COM 478366107 867 13900 SH DEFINED 13900
JOHNSON CONTROLS INC COM 478366107 44 700 SH DEFINED 700
JOHNSON CONTROLS INC COM 478366107 929 14900 SH DEFINED 14900
JONES APPAREL GROUP INC COM 480074103 64 2300 SH DEFINED 2300
JOSTENS, INC. COM 481088102 123 5800 SH DEFINED 5800
JOSTENS, INC. COM 481088102 6 300 SH DEFINED 300
JOSTENS, INC. COM 481088102 132 6200 SH DEFINED 6200
K MART CORPORATION COM 482584109 1363 81100 SH DEFINED 81100
K MART CORPORATION COM 482584109 67 4000 SH DEFINED 4000
K MART CORPORATION COM 482584109 1454 86500 SH DEFINED 86500
KAUFMAN & BROAD HOME CORP. COM 486168107 178 7900 SH DEFINED 7900
KAUFMAN & BROAD HOME CORP. COM 486168107 9 400 SH DEFINED 400
KAUFMAN & BROAD HOME CORP. COM 486168107 190 8400 SH DEFINED 8400
KAYDON CORPORATION COM 486587108 110 3800 SH DEFINED 3800
KAYDON CORPORATION COM 486587108 336 11600 SH DEFINED 11600
KAYDON CORPORATION COM 486587108 9358 323400 SH DEFINED 323400
KEEBLER FOODS COM 487256109 237 6500 SH DEFINED 6500
KEEBLER FOODS COM 487256109 829 22700 SH DEFINED 22700
KEEBLER FOODS COM 487256109 1971 54000 SH DEFINED 54000
KELLOGG COMPANY COM 487836108 2255 66700 SH DEFINED 66700
KELLOGG COMPANY COM 487836108 112 3300 SH DEFINED 3300
KELLOGG COMPANY COM 487836108 2404 71100 SH DEFINED 71100
KERR-MCGEE CORPORATION COM 492386107 468 14257 SH DEFINED 14257
KERR-MCGEE CORPORATION COM 492386107 23 695 SH DEFINED 695
KERR-MCGEE CORPORATION COM 492386107 496 15105 SH DEFINED 15105
KEY CORP COM 493267108 2270 74900 SH DEFINED 74900
KEY CORP COM 493267108 112 3700 SH DEFINED 3700
KEY CORP COM 493267108 430 14200 SH DEFINED 14200
KEY CORP COM 493267108 5177 170800 SH DEFINED 170800
KEY CORP COM 493267108 2422 79900 SH DEFINED 79900
KIMBERLY-CLARK CORPORATION COM 494368103 4278 89232 SH DEFINED 89232
KIMBERLY-CLARK CORPORATION COM 494368103 211 4400 SH DEFINED 4400
KIMBERLY-CLARK CORPORATION COM 494368103 331 6900 SH DEFINED 6900
KIMBERLY-CLARK CORPORATION COM 494368103 3960 82600 SH DEFINED 82600
KIMBERLY-CLARK CORPORATION COM 494368103 4556 95044 SH DEFINED 95044
KING WORLD PRODUCTIONS, INC. COM 495667107 367 12000 SH DEFINED 12000
KING WORLD PRODUCTIONS, INC. COM 495667107 18 600 SH DEFINED 600
KING WORLD PRODUCTIONS, INC. COM 495667107 391 12800 SH DEFINED 12800
KLA-TENCOR CORP. COM 482480100 699 14400 SH DEFINED 14400
KLA-TENCOR CORP. COM 482480100 34 700 SH DEFINED 700
KLA-TENCOR CORP. COM 482480100 743 15300 SH DEFINED 15300
KNIGHT RIDDER COM 499040103 645 12900 SH DEFINED 12900
KNIGHT RIDDER COM 499040103 30 600 SH DEFINED 600
KNIGHT RIDDER COM 499040103 690 13800 SH DEFINED 13800
KNIGHT TRANSPORTATION, INC. COM 499064103 69 3550 SH DEFINED 3550
KNIGHT TRANSPORTATION, INC. COM 499064103 563 29050 SH DEFINED 29050
KNIGHT TRIMARK GROUP INC COM 499067106 154 2300 SH DEFINED 2300
KNIGHT TRIMARK GROUP INC COM 499067106 1286 19200 SH DEFINED 19200
KNIGHT TRIMARK GROUP INC COM 499067106 33078 493700 SH DEFINED 493700
KOHLS DEPARTMENT STORES COM 500255104 1843 26000 SH DEFINED 26000
KOHLS DEPARTMENT STORES COM 500255104 92 1300 SH DEFINED 1300
KOHLS DEPARTMENT STORES COM 500255104 333 4700 SH DEFINED 4700
KOHLS DEPARTMENT STORES COM 500255104 631 8900 SH DEFINED 8900
KOHLS DEPARTMENT STORES COM 500255104 1162 16400 SH DEFINED 16400
KOHLS DEPARTMENT STORES COM 500255104 9965 140600 SH DEFINED 140600
KOHLS DEPARTMENT STORES COM 500255104 18378 259300 SH DEFINED 259300
KOHLS DEPARTMENT STORES COM 500255104 1970 27800 SH DEFINED 27800
KONINKLIJKE PHILIPS ELECTRONIC COM 468520900 377 4300 SH DEFINED 4300
KROGER COMPANY COM 501044101 2527 42200 SH DEFINED 42200
KROGER COMPANY COM 501044101 126 2100 SH DEFINED 2100
KROGER COMPANY COM 501044101 2694 45000 SH DEFINED 45000
LAIDLAW, INC. CLASS B COM 50730K503 316 54300 SH DEFINED 54300
LAIDLAW, INC. CLASS B COM 50730K503 16 2700 SH DEFINED 2700
LAIDLAW, INC. CLASS B COM 50730K503 337 57900 SH DEFINED 57900
LAMAR ADVERTISING COMPANY COM 512815101 48 1400 SH DEFINED 1400
LAMAR ADVERTISING COMPANY COM 512815101 869 25600 SH DEFINED 25600
LAMAR ADVERTISING COMPANY COM 512815101 12710 374500 SH DEFINED 374500
LEAR CORP COM 521865105 196 4600 SH DEFINED 4600
LEAR CORP COM 521865105 2326 54500 SH DEFINED 54500
LEHMAN BROTHERS HOLDINGS INC COM 524908100 1141 19100 SH DEFINED 19100
LEHMAN BROTHERS HOLDINGS INC COM 524908100 54 900 SH DEFINED 900
LEHMAN BROTHERS HOLDINGS INC COM 524908100 1213 20300 SH DEFINED 20300
LENNAR CORP. COM 526057104 36 1600 SH DEFINED 1600
LENNAR CORP. COM 526057104 116 5200 SH DEFINED 5200
LENNAR CORP. COM 526057104 1020 45600 SH DEFINED 45600
LEVEL 3 COMMUNICATIONS COM 52729N100 262 3600 SH DEFINED 3600
LEVEL 3 COMMUNICATIONS COM 52729N100 3175 43600 SH DEFINED 43600
LIMITED INC. COM 532716107 1486 37500 SH DEFINED 37500
LIMITED INC. COM 532716107 71 1800 SH DEFINED 1800
LIMITED INC. COM 532716107 1585 40000 SH DEFINED 40000
LINCARE, INC. COM 532791100 110 3900 SH DEFINED 3900
LINCOLN NATIONAL CORPORATION COM 534187109 1641 16600 SH DEFINED 16600
LINCOLN NATIONAL CORPORATION COM 534187109 79 800 SH DEFINED 800
LINCOLN NATIONAL CORPORATION COM 534187109 1750 17700 SH DEFINED 17700
LINENS & THIGNS INC COM 535679104 1624 35800 SH DEFINED 35800
LINENS & THIGNS INC COM 535679104 15096 332700 SH DEFINED 332700
LIZ CLAIBORNE, INC. COM 539320101 346 10600 SH DEFINED 10600
LIZ CLAIBORNE, INC. COM 539320101 16 500 SH DEFINED 500
LIZ CLAIBORNE, INC. COM 539320101 369 11300 SH DEFINED 11300
LOCKHEED MARTIN CORPORATION COM 539830109 2435 64622 SH DEFINED 64622
LOCKHEED MARTIN CORPORATION COM 539830109 121 3200 SH DEFINED 3200
LOCKHEED MARTIN CORPORATION COM 539830109 2597 68908 SH DEFINED 68908
LOEWS CORP. COM 540424108 1395 18700 SH DEFINED 18700
LOEWS CORP. COM 540424108 67 900 SH DEFINED 900
LOEWS CORP. COM 540424108 1485 19900 SH DEFINED 19900
LONGS DRUG STORES CORP. COM 543162101 195 6400 SH DEFINED 6400
LONGS DRUG STORES CORP. COM 543162101 9 300 SH DEFINED 300
LONGS DRUG STORES CORP. COM 543162101 207 6800 SH DEFINED 6800
LOUISIANA - PACIFIC CORPORATIO COM 546347105 333 17900 SH DEFINED 17900
LOUISIANA - PACIFIC CORPORATIO COM 546347105 15 800 SH DEFINED 800
LOUISIANA - PACIFIC CORPORATIO COM 546347105 356 19100 SH DEFINED 19100
LOWE'S COMPANIES, INC. COM 548661107 3509 58000 SH DEFINED 58000
LOWE'S COMPANIES, INC. COM 548661107 169 2800 SH DEFINED 2800
LOWE'S COMPANIES, INC. COM 548661107 3739 61800 SH DEFINED 61800
LSI LOGIC CORP COM 502161102 727 23300 SH DEFINED 23300
LSI LOGIC CORP COM 502161102 34 1100 SH DEFINED 1100
LSI LOGIC CORP COM 502161102 773 24800 SH DEFINED 24800
LUCENT TECHNOLOGIES INC COM 549463107 23326 216486 SH DEFINED 216486
LUCENT TECHNOLOGIES INC COM 549463107 1142 10600 SH DEFINED 10600
LUCENT TECHNOLOGIES INC COM 549463107 151 1400 SH DEFINED 1400
LUCENT TECHNOLOGIES INC COM 549463107 496 4600 SH DEFINED 4600
LUCENT TECHNOLOGIES INC COM 549463107 4455 41342 SH DEFINED 41342
LUCENT TECHNOLOGIES INC COM 549463107 24856 230680 SH DEFINED 230680
MALLINCKRODT, INC COM 561232109 312 11700 SH DEFINED 11700
MALLINCKRODT, INC COM 561232109 16 600 SH DEFINED 600
MALLINCKRODT, INC COM 561232109 333 12500 SH DEFINED 12500
MARK VII, INC. COM 570414102 64 4600 SH DEFINED 4600
MARRIOTT INTERNATIONAL INC CLA COM 571903202 1385 41200 SH DEFINED 41200
MARRIOTT INTERNATIONAL INC CLA COM 571903202 67 2000 SH DEFINED 2000
MARRIOTT INTERNATIONAL INC CLA COM 571903202 1476 43900 SH DEFINED 43900
MARSH & MCLENNAN COMPANIES INC COM 571748102 3146 42400 SH DEFINED 42400
MARSH & MCLENNAN COMPANIES INC COM 571748102 156 2100 SH DEFINED 2100
MARSH & MCLENNAN COMPANIES INC COM 571748102 705 9500 SH DEFINED 9500
MARSH & MCLENNAN COMPANIES INC COM 571748102 8513 114750 SH DEFINED 114750
MARSH & MCLENNAN COMPANIES INC COM 571748102 3350 45150 SH DEFINED 45150
MASCO CORPORATION COM 574599106 1576 55800 SH DEFINED 55800
MASCO CORPORATION COM 574599106 76 2700 SH DEFINED 2700
MASCO CORPORATION COM 574599106 1681 59500 SH DEFINED 59500
MATTEL, INC. COM 577081102 1178 47360 SH DEFINED 47360
MATTEL, INC. COM 577081102 57 2300 SH DEFINED 2300
MATTEL, INC. COM 577081102 714 28700 SH DEFINED 28700
MATTEL, INC. COM 577081102 8639 347300 SH DEFINED 347300
MATTEL, INC. COM 577081102 1256 50488 SH DEFINED 50488
MAY DEPARTMENT STORES COMPANY COM 577778103 2259 57750 SH DEFINED 57750
MAY DEPARTMENT STORES COMPANY COM 577778103 112 2850 SH DEFINED 2850
MAY DEPARTMENT STORES COMPANY COM 577778103 2406 61500 SH DEFINED 61500
MAYTAG CORPORATION COM 578592107 894 14800 SH DEFINED 14800
MAYTAG CORPORATION COM 578592107 42 700 SH DEFINED 700
MAYTAG CORPORATION COM 578592107 954 15800 SH DEFINED 15800
MBIA INCORPORATED COM 55262C100 951 16400 SH DEFINED 16400
MBIA INCORPORATED COM 55262C100 46 800 SH DEFINED 800
MBIA INCORPORATED COM 55262C100 186 3200 SH DEFINED 3200
MBIA INCORPORATED COM 55262C100 2268 39100 SH DEFINED 39100
MBIA INCORPORATED COM 55262C100 1009 17400 SH DEFINED 17400
MBNA CORP COM 55262L100 3150 131932 SH DEFINED 131932
MBNA CORP COM 55262L100 154 6450 SH DEFINED 6450
MBNA CORP COM 55262L100 3359 140675 SH DEFINED 140675
MC DONALD'S CORPORATION COM 580135101 10091 222700 SH DEFINED 222700
MC DONALD'S CORPORATION COM 580135101 494 10900 SH DEFINED 10900
MC DONALD'S CORPORATION COM 580135101 227 5000 SH DEFINED 5000
MC DONALD'S CORPORATION COM 580135101 798 17600 SH DEFINED 17600
MC DONALD'S CORPORATION COM 580135101 7268 160400 SH DEFINED 160400
MC DONALD'S CORPORATION COM 580135101 10757 237400 SH DEFINED 237400
MCDERMOTT INTERNATIONAL, INC. COM 580037109 246 9700 SH DEFINED 9700
MCDERMOTT INTERNATIONAL, INC. COM 580037109 13 500 SH DEFINED 500
MCDERMOTT INTERNATIONAL, INC. COM 580037109 263 10400 SH DEFINED 10400
MCGRAW-HILL COMPANIES INC COM 580645109 1766 32400 SH DEFINED 32400
MCGRAW-HILL COMPANIES INC COM 580645109 87 1600 SH DEFINED 1600
MCGRAW-HILL COMPANIES INC COM 580645109 5243 96200 SH DEFINED 96200
MCGRAW-HILL COMPANIES INC COM 580645109 1880 34500 SH DEFINED 34500
MCI WORLD COM INC COM 55268B106 26727 301789 SH DEFINED 301789
MCI WORLD COM INC COM 55268B106 1306 14748 SH DEFINED 14748
MCI WORLD COM INC COM 55268B106 406 4585 SH DEFINED 4585
MCI WORLD COM INC COM 55268B106 1760 19870 SH DEFINED 19870
MCI WORLD COM INC COM 55268B106 1395 15748 SH DEFINED 15748
MCI WORLD COM INC COM 55268B106 21247 239906 SH DEFINED 239906
MCI WORLD COM INC COM 55268B106 12611 142400 SH DEFINED 142400
MCI WORLD COM INC COM 55268B106 28489 321682 SH DEFINED 321682
MCKESSON HBOC INC COM 58155Q103 2947 44653 SH DEFINED 44653
MCKESSON HBOC INC COM 58155Q103 147 2221 SH DEFINED 2221
MCKESSON HBOC INC COM 58155Q103 3145 47645 SH DEFINED 47645
MEAD CORP. COM 582834107 520 16900 SH DEFINED 16900
MEAD CORP. COM 582834107 25 800 SH DEFINED 800
MEAD CORP. COM 582834107 554 18000 SH DEFINED 18000
MEDIA ONE GROUP INC COM 58440J104 6344 99900 SH DEFINED 99900
MEDIA ONE GROUP INC COM 58440J104 311 4900 SH DEFINED 4900
MEDIA ONE GROUP INC COM 58440J104 6763 106500 SH DEFINED 106500
MEDITRUST CORPORATION COM 58501T306 138 11118 SH DEFINED 11118
MEDTRONIC, INCORPORATED COM 585055106 6902 96200 SH DEFINED 96200
MEDTRONIC, INCORPORATED COM 585055106 337 4700 SH DEFINED 4700
MEDTRONIC, INCORPORATED COM 585055106 187 2600 SH DEFINED 2600
MEDTRONIC, INCORPORATED COM 585055106 660 9200 SH DEFINED 9200
MEDTRONIC, INCORPORATED COM 585055106 5948 82900 SH DEFINED 82900
MEDTRONIC, INCORPORATED COM 585055106 7354 102500 SH DEFINED 102500
MELLON BANK CORPORATION COM 585509102 3026 43000 SH DEFINED 43000
MELLON BANK CORPORATION COM 585509102 148 2100 SH DEFINED 2100
MELLON BANK CORPORATION COM 585509102 3223 45800 SH DEFINED 45800
MERCANTILE BANKSHARES CORP. COM 587342106 1230 25900 SH DEFINED 25900
MERCANTILE BANKSHARES CORP. COM 587342106 62 1300 SH DEFINED 1300
MERCANTILE BANKSHARES CORP. COM 587342106 1311 27600 SH DEFINED 27600
MERCK & CO., INC. COM 589331107 31442 392100 SH DEFINED 392100
MERCK & CO., INC. COM 589331107 1532 19100 SH DEFINED 19100
MERCK & CO., INC. COM 589331107 160 2000 SH DEFINED 2000
MERCK & CO., INC. COM 589331107 577 7200 SH DEFINED 7200
MERCK & CO., INC. COM 589331107 6527 81400 SH DEFINED 81400
MERCK & CO., INC. COM 589331107 33510 417900 SH DEFINED 417900
MEREDITH CORPORATION COM 589433101 270 8600 SH DEFINED 8600
MEREDITH CORPORATION COM 589433101 13 400 SH DEFINED 400
MEREDITH CORPORATION COM 589433101 289 9200 SH DEFINED 9200
MERRILL LYNCH & CO COM 590188108 5165 58400 SH DEFINED 58400
MERRILL LYNCH & CO COM 590188108 256 2900 SH DEFINED 2900
MERRILL LYNCH & CO COM 590188108 5501 62200 SH DEFINED 62200
METZLER GROUP INC COM 592903108 52 1650 SH DEFINED 1650
METZLER GROUP INC COM 592903108 530 16900 SH DEFINED 16900
METZLER GROUP INC COM 592903108 10512 335050 SH DEFINED 335050
MGIC INVESTMENT CORP COM 552848103 631 18000 SH DEFINED 18000
MGIC INVESTMENT CORP COM 552848103 32 900 SH DEFINED 900
MGIC INVESTMENT CORP COM 552848103 673 19200 SH DEFINED 19200
MICHAELS STORES INC COM 594087108 91 3700 SH DEFINED 3700
MICRON TECHNOLOGY COM 595112103 1969 40800 SH DEFINED 40800
MICRON TECHNOLOGY COM 595112103 97 2000 SH DEFINED 2000
MICRON TECHNOLOGY COM 595112103 2099 43500 SH DEFINED 43500
MICROSOFT CORPORATION COM 594918104 73564 820800 SH DEFINED 820800
MICROSOFT CORPORATION COM 594918104 3585 40000 SH DEFINED 40000
MICROSOFT CORPORATION COM 594918104 448 5000 SH DEFINED 5000
MICROSOFT CORPORATION COM 594918104 2026 22600 SH DEFINED 22600
MICROSOFT CORPORATION COM 594918104 1542 17200 SH DEFINED 17200
MICROSOFT CORPORATION COM 594918104 24593 274400 SH DEFINED 274400
MICROSOFT CORPORATION COM 594918104 14107 157400 SH DEFINED 157400
MICROSOFT CORPORATION COM 594918104 78422 875000 SH DEFINED 875000
MIDWEST EXPRESS HOLDINGS, INC. COM 597911106 110 3750 SH DEFINED 3750
MIDWEST EXPRESS HOLDINGS, INC. COM 597911106 375 12750 SH DEFINED 12750
MIDWEST EXPRESS HOLDINGS, INC. COM 597911106 3684 125400 SH DEFINED 125400
MILACRON INC COM 598709103 99 6300 SH DEFINED 6300
MILACRON INC COM 598709103 5 300 SH DEFINED 300
MILACRON INC COM 598709103 102 6500 SH DEFINED 6500
MILLIPORE CORPORATION COM 601073109 174 7200 SH DEFINED 7200
MILLIPORE CORPORATION COM 601073109 7 300 SH DEFINED 300
MILLIPORE CORPORATION COM 601073109 186 7700 SH DEFINED 7700
MINNESOTA MINING & MFG COMPANY COM 604059105 4677 66100 SH DEFINED 66100
MINNESOTA MINING & MFG COMPANY COM 604059105 226 3200 SH DEFINED 3200
MINNESOTA MINING & MFG COMPANY COM 604059105 4981 70400 SH DEFINED 70400
MIRAGE RESORTS INC COM 60462E104 629 29600 SH DEFINED 29600
MIRAGE RESORTS INC COM 60462E104 30 1400 SH DEFINED 1400
MIRAGE RESORTS INC COM 60462E104 189 8900 SH DEFINED 8900
MIRAGE RESORTS INC COM 60462E104 2287 107600 SH DEFINED 107600
MIRAGE RESORTS INC COM 60462E104 672 31600 SH DEFINED 31600
MOBIL CORPORATION COM 607059102 11299 128400 SH DEFINED 128400
MOBIL CORPORATION COM 607059102 554 6300 SH DEFINED 6300
MOBIL CORPORATION COM 607059102 88 1000 SH DEFINED 1000
MOBIL CORPORATION COM 607059102 1179 13400 SH DEFINED 13400
MOBIL CORPORATION COM 607059102 273 3100 SH DEFINED 3100
MOBIL CORPORATION COM 607059102 14186 161200 SH DEFINED 161200
MOBIL CORPORATION COM 607059102 3344 38000 SH DEFINED 38000
MOBIL CORPORATION COM 607059102 12038 136800 SH DEFINED 136800
MOLEX INC. COM 608554200 4941 190946 SH DEFINED 190946
MONSANTO COMPANY COM 611662107 4736 103100 SH DEFINED 103100
MONSANTO COMPANY COM 611662107 230 5000 SH DEFINED 5000
MONSANTO COMPANY COM 611662107 717 15600 SH DEFINED 15600
MONSANTO COMPANY COM 611662107 8650 188300 SH DEFINED 188300
MONSANTO COMPANY COM 611662107 5049 109900 SH DEFINED 109900
MOORE CORPORATION LTD. COM 615785102 144 14573 SH DEFINED 14573
MOORE CORPORATION LTD. COM 615785102 6 603 SH DEFINED 603
MOORE CORPORATION LTD. COM 615785102 153 15510 SH DEFINED 15510
MORGAN STANLEY DEAN WITTER CO COM 617446448 9502 95080 SH DEFINED 95080
MORGAN STANLEY DEAN WITTER CO COM 617446448 465 4655 SH DEFINED 4655
MORGAN STANLEY DEAN WITTER CO COM 617446448 220 2200 SH DEFINED 2200
MORGAN STANLEY DEAN WITTER CO COM 617446448 770 7700 SH DEFINED 7700
MORGAN STANLEY DEAN WITTER CO COM 617446448 6866 68700 SH DEFINED 68700
MORGAN STANLEY DEAN WITTER CO COM 617446448 10124 101305 SH DEFINED 101305
MORTON INTERNATIONAL INC COM 619335102 735 20000 SH DEFINED 20000
MORTON INTERNATIONAL INC COM 619335102 37 1000 SH DEFINED 1000
MORTON INTERNATIONAL INC COM 619335102 783 21300 SH DEFINED 21300
MOTOROLA, INC COM 620076109 7237 98800 SH DEFINED 98800
MOTOROLA, INC COM 620076109 352 4800 SH DEFINED 4800
MOTOROLA, INC COM 620076109 7713 105300 SH DEFINED 105300
NABORS IND INC COM 629568106 51 2800 SH DEFINED 2800
NACCO INDUSTRIES, INC. COM 629579103 96 1300 SH DEFINED 1300
NACCO INDUSTRIES, INC. COM 629579103 7 100 SH DEFINED 100
NACCO INDUSTRIES, INC. COM 629579103 104 1400 SH DEFINED 1400
NALCO CHEMICAL COMPANY COM 629853102 287 10800 SH DEFINED 10800
NALCO CHEMICAL COMPANY COM 629853102 13 500 SH DEFINED 500
NALCO CHEMICAL COMPANY COM 629853102 305 11500 SH DEFINED 11500
NATIONAL CITY CORP COM 635405103 3611 54400 SH DEFINED 54400
NATIONAL CITY CORP COM 635405103 179 2700 SH DEFINED 2700
NATIONAL CITY CORP COM 635405103 3850 58000 SH DEFINED 58000
NATIONAL SEMICONDUCTOR CORPORA COM 637640103 255 27400 SH DEFINED 27400
NATIONAL SEMICONDUCTOR CORPORA COM 637640103 11 1200 SH DEFINED 1200
NATIONAL SEMICONDUCTOR CORPORA COM 637640103 272 29200 SH DEFINED 29200
NATIONAL SERVICE INDS, INC. COM 637657107 232 6800 SH DEFINED 6800
NATIONAL SERVICE INDS, INC. COM 637657107 10 300 SH DEFINED 300
NATIONAL SERVICE INDS, INC. COM 637657107 249 7300 SH DEFINED 7300
NAVISTAR INTERNATIONAL CORP. COM 63934E108 445 11070 SH DEFINED 11070
NAVISTAR INTERNATIONAL CORP. COM 63934E108 20 500 SH DEFINED 500
NAVISTAR INTERNATIONAL CORP. COM 63934E108 474 11800 SH DEFINED 11800
NCS HEALTHCARE, INC. COM 628874109 23 1900 SH DEFINED 1900
NEW CENTURY ENERGIES INC. COM 64352U103 640 18800 SH DEFINED 18800
NEW CENTURY ENERGIES INC. COM 64352U103 31 900 SH DEFINED 900
NEW CENTURY ENERGIES INC. COM 64352U103 685 20100 SH DEFINED 20100
NEW YORK TIMES COMPANY COM 650111107 855 30000 SH DEFINED 30000
NEW YORK TIMES COMPANY COM 650111107 43 1500 SH DEFINED 1500
NEW YORK TIMES COMPANY COM 650111107 160 5600 SH DEFINED 5600
NEW YORK TIMES COMPANY COM 650111107 553 19400 SH DEFINED 19400
NEW YORK TIMES COMPANY COM 650111107 3682 129200 SH DEFINED 129200
NEW YORK TIMES COMPANY COM 650111107 912 32000 SH DEFINED 32000
NEWCOURT CR GROUP INC COM 650905102 961 35500 SH DEFINED 35500
NEWCOURT CR GROUP INC COM 650905102 11607 428900 SH DEFINED 428900
NEWELL RUBBERMAID INC COM 651229106 2198 46271 SH DEFINED 46271
NEWELL RUBBERMAID INC COM 651229106 107 2246 SH DEFINED 2246
NEWELL RUBBERMAID INC COM 651229106 152 3200 SH DEFINED 3200
NEWELL RUBBERMAID INC COM 651229106 527 11100 SH DEFINED 11100
NEWELL RUBBERMAID INC COM 651229106 4684 98600 SH DEFINED 98600
NEWELL RUBBERMAID INC COM 651229106 2339 49232 SH DEFINED 49232
NEWMONT MINING CORPORATION COM 651639106 482 27530 SH DEFINED 27530
NEWMONT MINING CORPORATION COM 651639106 24 1358 SH DEFINED 1358
NEWMONT MINING CORPORATION COM 651639106 514 29380 SH DEFINED 29380
NEWS CORP LTD COM 652487703 239 8100 SH DEFINED 8100
NEWS CORP LTD COM 652487703 2891 98000 SH DEFINED 98000
NEXTEL COMMUNICATIONS INC. COM 65332V103 1732 47300 SH DEFINED 47300
NEXTEL COMMUNICATIONS INC. COM 65332V103 84 2300 SH DEFINED 2300
NEXTEL COMMUNICATIONS INC. COM 65332V103 1846 50400 SH DEFINED 50400
NIAGARA MOHAWK HOLDINGS INC COM 653520106 414 30800 SH DEFINED 30800
NIAGARA MOHAWK HOLDINGS INC COM 653520106 20 1500 SH DEFINED 1500
NIAGARA MOHAWK HOLDINGS INC COM 653520106 442 32900 SH DEFINED 32900
NICOR INC. COM 654086107 280 7800 SH DEFINED 7800
NICOR INC. COM 654086107 14 400 SH DEFINED 400
NICOR INC. COM 654086107 302 8400 SH DEFINED 8400
NIKE, INC. COM 654106103 2717 47100 SH DEFINED 47100
NIKE, INC. COM 654106103 133 2300 SH DEFINED 2300
NIKE, INC. COM 654106103 2896 50200 SH DEFINED 50200
NOKIA A SHARES COM 544449800 279 1600 SH DEFINED 1600
NORDSTROM, INC. COM 655664100 1001 24500 SH DEFINED 24500
NORDSTROM, INC. COM 655664100 49 1200 SH DEFINED 1200
NORDSTROM, INC. COM 655664100 1067 26100 SH DEFINED 26100
NORFOLK SOUTHERN CORPORATION COM 655844108 1646 62400 SH DEFINED 62400
NORFOLK SOUTHERN CORPORATION COM 655844108 79 3000 SH DEFINED 3000
NORFOLK SOUTHERN CORPORATION COM 655844108 1754 66500 SH DEFINED 66500
NORTHERN STATES POWER COMPANY COM 665772109 582 25100 SH DEFINED 25100
NORTHERN STATES POWER COMPANY COM 665772109 28 1200 SH DEFINED 1200
NORTHERN STATES POWER COMPANY COM 665772109 621 26800 SH DEFINED 26800
NORTHERN TELECOM LIMITED COM 665815106 6670 107360 SH DEFINED 107360
NORTHERN TELECOM LIMITED COM 665815106 328 5280 SH DEFINED 5280
NORTHERN TELECOM LIMITED COM 665815106 75 1200 SH DEFINED 1200
NORTHERN TELECOM LIMITED COM 665815106 261 4200 SH DEFINED 4200
NORTHERN TELECOM LIMITED COM 665815106 2535 40800 SH DEFINED 40800
NORTHERN TELECOM LIMITED COM 665815106 7107 114400 SH DEFINED 114400
NORTHERN TRUST CORPORATION COM 665859104 1625 18300 SH DEFINED 18300
NORTHERN TRUST CORPORATION COM 665859104 80 900 SH DEFINED 900
NORTHERN TRUST CORPORATION COM 665859104 1732 19500 SH DEFINED 19500
NORTHROP GRUMMAN CORPORATION COM 666807102 677 11300 SH DEFINED 11300
NORTHROP GRUMMAN CORPORATION COM 666807102 36 600 SH DEFINED 600
NORTHROP GRUMMAN CORPORATION COM 666807102 724 12100 SH DEFINED 12100
NOVA CORPORATION COM 669784100 410 15600 SH DEFINED 15600
NOVARTIS LTD COM 504783100 175 160 SH DEFINED 160
NOVELL, INC. COM 670006105 1461 58000 SH DEFINED 58000
NOVELL, INC. COM 670006105 71 2800 SH DEFINED 2800
NOVELL, INC. COM 670006105 1557 61800 SH DEFINED 61800
NOVELLUS SYSTEMS, INC. COM 670008101 287 5200 SH DEFINED 5200
NOVELLUS SYSTEMS, INC. COM 670008101 8506 154300 SH DEFINED 154300
NTT DOCOMO COM 612927700 2 5 SH DEFINED 5
NUCOR CORP. COM 670346105 635 14400 SH DEFINED 14400
NUCOR CORP. COM 670346105 31 700 SH DEFINED 700
NUCOR CORP. COM 670346105 679 15400 SH DEFINED 15400
O'REILLY AUTOMOTIVE, INC. COM 686091109 157 3500 SH DEFINED 3500
O'REILLY AUTOMOTIVE, INC. COM 686091109 1146 25600 SH DEFINED 25600
O'REILLY AUTOMOTIVE, INC. COM 686091109 26931 601800 SH DEFINED 601800
OCCIDENTAL PETROLEUM CORPORATI COM 674599105 1024 56900 SH DEFINED 56900
OCCIDENTAL PETROLEUM CORPORATI COM 674599105 50 2800 SH DEFINED 2800
OCCIDENTAL PETROLEUM CORPORATI COM 674599105 1093 60700 SH DEFINED 60700
OMNICOM GROUP INCORPORATED COM 681919106 2222 27800 SH DEFINED 27800
OMNICOM GROUP INCORPORATED COM 681919106 112 1400 SH DEFINED 1400
OMNICOM GROUP INCORPORATED COM 681919106 2366 29600 SH DEFINED 29600
ONEMAIN.COM COM 68267P109 62 1700 SH DEFINED 1700
ONEMAIN.COM COM 68267P109 663 18300 SH DEFINED 18300
ONEOK, INC. COM 682680103 129 5200 SH DEFINED 5200
ONEOK, INC. COM 682680103 5 200 SH DEFINED 200
ONEOK, INC. COM 682680103 136 5500 SH DEFINED 5500
ORACLE CORPORATION COM 68389X105 6328 239925 SH DEFINED 239925
ORACLE CORPORATION COM 68389X105 308 11675 SH DEFINED 11675
ORACLE CORPORATION COM 68389X105 531 20150 SH DEFINED 20150
ORACLE CORPORATION COM 68389X105 6432 243850 SH DEFINED 243850
ORACLE CORPORATION COM 68389X105 6745 255750 SH DEFINED 255750
OWENS CORNING COM 69073F103 283 8900 SH DEFINED 8900
OWENS CORNING COM 69073F103 13 400 SH DEFINED 400
OWENS CORNING COM 69073F103 302 9500 SH DEFINED 9500
OWENS ILLINOIS INC. COM 690768403 640 25600 SH DEFINED 25600
OWENS ILLINOIS INC. COM 690768403 30 1200 SH DEFINED 1200
OWENS ILLINOIS INC. COM 690768403 683 27300 SH DEFINED 27300
PACCAR INCORPORATED COM 693718108 531 12890 SH DEFINED 12890
PACCAR INCORPORATED COM 693718108 25 600 SH DEFINED 600
PACCAR INCORPORATED COM 693718108 563 13670 SH DEFINED 13670
PACIFICORP COM 695114108 844 48900 SH DEFINED 48900
PACIFICORP COM 695114108 41 2400 SH DEFINED 2400
PACIFICORP COM 695114108 900 52200 SH DEFINED 52200
PALL CORPORATION COM 696429307 337 20366 SH DEFINED 20366
PALL CORPORATION COM 696429307 15 900 SH DEFINED 900
PALL CORPORATION COM 696429307 359 21700 SH DEFINED 21700
PARAMETRIC TECHNOLOGY CORP. COM 699173100 885 44800 SH DEFINED 44800
PARAMETRIC TECHNOLOGY CORP. COM 699173100 43 2200 SH DEFINED 2200
PARAMETRIC TECHNOLOGY CORP. COM 699173100 944 47800 SH DEFINED 47800
PARKER-HANNIFIN CORPORATION COM 701094104 613 17900 SH DEFINED 17900
PARKER-HANNIFIN CORPORATION COM 701094104 29 850 SH DEFINED 850
PARKER-HANNIFIN CORPORATION COM 701094104 653 19075 SH DEFINED 19075
PATTERSON DENTAL COMPANY COM 703412106 145 3350 SH DEFINED 3350
PATTERSON DENTAL COMPANY COM 703412106 763 17650 SH DEFINED 17650
PATTERSON DENTAL COMPANY COM 703412106 16700 386125 SH DEFINED 386125
PAYCHEX INCORPORATED COM 704326107 1276 26900 SH DEFINED 26900
PAYCHEX INCORPORATED COM 704326107 62 1300 SH DEFINED 1300
PAYCHEX INCORPORATED COM 704326107 565 11900 SH DEFINED 11900
PAYCHEX INCORPORATED COM 704326107 15846 334032 SH DEFINED 334032
PAYCHEX INCORPORATED COM 704326107 1361 28700 SH DEFINED 28700
PECO ENERGY COMPANY COM 693304107 1707 36900 SH DEFINED 36900
PECO ENERGY COMPANY COM 693304107 83 1800 SH DEFINED 1800
PECO ENERGY COMPANY COM 693304107 1818 39300 SH DEFINED 39300
PEDIATRIX MEDICAL GROUP INC. COM 705324101 28 1000 SH DEFINED 1000
PEDIATRIX MEDICAL GROUP INC. COM 705324101 124 4400 SH DEFINED 4400
PEDIATRIX MEDICAL GROUP INC. COM 705324101 6891 245000 SH DEFINED 245000
PEOPLES ENERGY CORPORATION COM 711030106 187 5800 SH DEFINED 5800
PEOPLES ENERGY CORPORATION COM 711030106 10 300 SH DEFINED 300
PEOPLES ENERGY CORPORATION COM 711030106 200 6200 SH DEFINED 6200
PEOPLESOFT, INC COM 712713106 562 38400 SH DEFINED 38400
PEOPLESOFT, INC COM 712713106 28 1900 SH DEFINED 1900
PEOPLESOFT, INC COM 712713106 598 40900 SH DEFINED 40900
PEP BOYS - MANNY, MOE & JACK COM 713278109 131 8600 SH DEFINED 8600
PEP BOYS - MANNY, MOE & JACK COM 713278109 6 400 SH DEFINED 400
PEP BOYS - MANNY, MOE & JACK COM 713278109 140 9200 SH DEFINED 9200
PEPSI BOTTLING GROUP INC COM 713409100 106 4900 SH DEFINED 4900
PEPSI BOTTLING GROUP INC COM 713409100 386 17800 SH DEFINED 17800
PEPSI BOTTLING GROUP INC COM 713409100 3546 163500 SH DEFINED 163500
PEPSICO INC. COM 713448108 9464 241500 SH DEFINED 241500
PEPSICO INC. COM 713448108 462 11800 SH DEFINED 11800
PEPSICO INC. COM 713448108 200 5100 SH DEFINED 5100
PEPSICO INC. COM 713448108 658 16800 SH DEFINED 16800
PEPSICO INC. COM 713448108 705 18000 SH DEFINED 18000
PEPSICO INC. COM 713448108 7971 203400 SH DEFINED 203400
PEPSICO INC. COM 713448108 6823 174100 SH DEFINED 174100
PEPSICO INC. COM 713448108 10087 257400 SH DEFINED 257400
PEREGRINE SYSTEMS COM 71366Q101 673 20000 SH DEFINED 20000
PEREGRINE SYSTEMS COM 71366Q101 4876 145000 SH DEFINED 145000
PERKIN-ELMER CORPORATION COM 714041100 796 8200 SH DEFINED 8200
PERKIN-ELMER CORPORATION COM 714041100 39 400 SH DEFINED 400
PERKIN-ELMER CORPORATION COM 714041100 844 8700 SH DEFINED 8700
PFIZER INC. COM 717081103 29637 213600 SH DEFINED 213600
PFIZER INC. COM 717081103 1443 10400 SH DEFINED 10400
PFIZER INC. COM 717081103 208 1500 SH DEFINED 1500
PFIZER INC. COM 717081103 569 4100 SH DEFINED 4100
PFIZER INC. COM 717081103 9074 65400 SH DEFINED 65400
PFIZER INC. COM 717081103 31593 227700 SH DEFINED 227700
PG&E CORP COM COM 69331C108 1957 63000 SH DEFINED 63000
PG&E CORP COM COM 69331C108 96 3100 SH DEFINED 3100
PG&E CORP COM COM 69331C108 2084 67100 SH DEFINED 67100
PHARMACIA & UPJOHN INC COM 716941109 5216 83630 SH DEFINED 83630
PHARMACIA & UPJOHN INC COM 716941109 256 4100 SH DEFINED 4100
PHARMACIA & UPJOHN INC COM 716941109 69 1100 SH DEFINED 1100
PHARMACIA & UPJOHN INC COM 716941109 231 3700 SH DEFINED 3700
PHARMACIA & UPJOHN INC COM 716941109 2183 35000 SH DEFINED 35000
PHARMACIA & UPJOHN INC COM 716941109 5558 89105 SH DEFINED 89105
PHARMERICA INC COM 717135107 34 6800 SH DEFINED 6800
PHELPS DODGE CORPORATION COM 717265102 468 9500 SH DEFINED 9500
PHELPS DODGE CORPORATION COM 717265102 25 500 SH DEFINED 500
PHELPS DODGE CORPORATION COM 717265102 502 10200 SH DEFINED 10200
PHILIP MORRIS COMPANIES COM 718154107 14100 400700 SH DEFINED 400700
PHILIP MORRIS COMPANIES COM 718154107 690 19600 SH DEFINED 19600
PHILIP MORRIS COMPANIES COM 718154107 640 18200 SH DEFINED 18200
PHILIP MORRIS COMPANIES COM 718154107 338 9600 SH DEFINED 9600
PHILIP MORRIS COMPANIES COM 718154107 7755 220400 SH DEFINED 220400
PHILIP MORRIS COMPANIES COM 718154107 3139 89200 SH DEFINED 89200
PHILIP MORRIS COMPANIES COM 718154107 15032 427200 SH DEFINED 427200
PHILIPPINE LONG DISTANCE TELEP COM 718252604 171 6600 SH DEFINED 6600
PHILLIPS PETROLEUM COMPANY COM 718507106 1980 41900 SH DEFINED 41900
PHILLIPS PETROLEUM COMPANY COM 718507106 95 2000 SH DEFINED 2000
PHILLIPS PETROLEUM COMPANY COM 718507106 2112 44700 SH DEFINED 44700
PIONEER HI BRED INTERNATIONAL COM 723686101 1497 39800 SH DEFINED 39800
PIONEER HI BRED INTERNATIONAL COM 723686101 71 1900 SH DEFINED 1900
PIONEER HI BRED INTERNATIONAL COM 723686101 1595 42400 SH DEFINED 42400
PITNEY BOWES INC. COM 724479100 2862 44900 SH DEFINED 44900
PITNEY BOWES INC. COM 724479100 140 2200 SH DEFINED 2200
PITNEY BOWES INC. COM 724479100 3047 47800 SH DEFINED 47800
PLACER DOME INCORPORATED COM 725906101 461 41200 SH DEFINED 41200
PLACER DOME INCORPORATED COM 725906101 22 2000 SH DEFINED 2000
PLACER DOME INCORPORATED COM 725906101 491 43900 SH DEFINED 43900
PMC-SIERRA INC. COM 69344F106 71 1000 SH DEFINED 1000
PMC-SIERRA INC. COM 69344F106 14707 206600 SH DEFINED 206600
PNC BANK CORPORATION COM 693475105 2750 49500 SH DEFINED 49500
PNC BANK CORPORATION COM 693475105 133 2400 SH DEFINED 2400
PNC BANK CORPORATION COM 693475105 2934 52800 SH DEFINED 52800
POLAROID CORPORATION COM 731095105 144 7200 SH DEFINED 7200
POLAROID CORPORATION COM 731095105 6 300 SH DEFINED 300
POLAROID CORPORATION COM 731095105 154 7700 SH DEFINED 7700
PORSCHE AG NV PFD DM50 COM 469678400 226 85 SH DEFINED 85
POTLATCH CORPORATION COM 737628107 163 4800 SH DEFINED 4800
POTLATCH CORPORATION COM 737628107 7 200 SH DEFINED 200
POTLATCH CORPORATION COM 737628107 173 5100 SH DEFINED 5100
PP&L RESOURCES, INC. COM 693499105 617 24933 SH DEFINED 24933
PP&L RESOURCES, INC. COM 693499105 30 1198 SH DEFINED 1198
PP&L RESOURCES, INC. COM 693499105 312 12600 SH DEFINED 12600
PP&L RESOURCES, INC. COM 693499105 3799 153500 SH DEFINED 153500
PP&L RESOURCES, INC. COM 693499105 657 26534 SH DEFINED 26534
PPG INDUSTRIES INC COM 693506107 1497 29200 SH DEFINED 29200
PPG INDUSTRIES INC COM 693506107 72 1400 SH DEFINED 1400
PPG INDUSTRIES INC COM 693506107 1594 31100 SH DEFINED 31100
PRAXAIR INC COM 74005P104 938 26000 SH DEFINED 26000
PRAXAIR INC COM 74005P104 47 1300 SH DEFINED 1300
PRAXAIR INC COM 74005P104 999 27700 SH DEFINED 27700
PRICELINE.COM COM 741503106 1243 15000 SH DEFINED 15000
PRIMACOM COM 562233500 93 2500 SH DEFINED 2500
PROCTER & GAMBLE COMPANY COM 742718109 21390 218400 SH DEFINED 218400
PROCTER & GAMBLE COMPANY COM 742718109 1048 10700 SH DEFINED 10700
PROCTER & GAMBLE COMPANY COM 742718109 196 2000 SH DEFINED 2000
PROCTER & GAMBLE COMPANY COM 742718109 1107 11300 SH DEFINED 11300
PROCTER & GAMBLE COMPANY COM 742718109 676 6900 SH DEFINED 6900
PROCTER & GAMBLE COMPANY COM 742718109 13437 137200 SH DEFINED 137200
PROCTER & GAMBLE COMPANY COM 742718109 6111 62400 SH DEFINED 62400
PROCTER & GAMBLE COMPANY COM 742718109 22800 232800 SH DEFINED 232800
PROGRESSIVE CORP. COM 743315103 1708 11900 SH DEFINED 11900
PROGRESSIVE CORP. COM 743315103 86 600 SH DEFINED 600
PROGRESSIVE CORP. COM 743315103 1822 12700 SH DEFINED 12700
PROVIDENT CO. INC. COM 743862104 771 22300 SH DEFINED 22300
PROVIDENT CO. INC. COM 743862104 38 1100 SH DEFINED 1100
PROVIDENT CO. INC. COM 743862104 235 6800 SH DEFINED 6800
PROVIDENT CO. INC. COM 743862104 2848 82400 SH DEFINED 82400
PROVIDENT CO. INC. COM 743862104 819 23700 SH DEFINED 23700
PROVIDIAN FINANCIAL CORP COM 74406A102 2569 23350 SH DEFINED 23350
PROVIDIAN FINANCIAL CORP COM 74406A102 121 1100 SH DEFINED 1100
PROVIDIAN FINANCIAL CORP COM 74406A102 2728 24800 SH DEFINED 24800
PROVINCE HEALTHCARE COMPANY COM 743977100 48 2600 SH DEFINED 2600
PROVINCE HEALTHCARE COMPANY COM 743977100 313 16900 SH DEFINED 16900
PROVINCE HEALTHCARE COMPANY COM 743977100 7478 404200 SH DEFINED 404200
PSS WORLD MEDICAL INC COM 69366A100 30 3400 SH DEFINED 3400
PSS WORLD MEDICAL INC COM 69366A100 213 24200 SH DEFINED 24200
PSS WORLD MEDICAL INC COM 69366A100 6382 724200 SH DEFINED 724200
PUBLIC SERV ENTRPRISE GRP, INC COM 744573106 1436 37600 SH DEFINED 37600
PUBLIC SERV ENTRPRISE GRP, INC COM 744573106 69 1800 SH DEFINED 1800
PUBLIC SERV ENTRPRISE GRP, INC COM 744573106 1528 40000 SH DEFINED 40000
PULTE CORPORATION COM 745867101 148 7100 SH DEFINED 7100
PULTE CORPORATION COM 745867101 6 300 SH DEFINED 300
PULTE CORPORATION COM 745867101 158 7600 SH DEFINED 7600
QLOGIC CORPORATION COM 747277101 94 1400 SH DEFINED 1400
QLOGIC CORPORATION COM 747277101 571 8500 SH DEFINED 8500
QLOGIC CORPORATION COM 747277101 11968 178300 SH DEFINED 178300
QUAKER OATS COMPANY COM 747402105 1401 22400 SH DEFINED 22400
QUAKER OATS COMPANY COM 747402105 69 1100 SH DEFINED 1100
QUAKER OATS COMPANY COM 747402105 106 1700 SH DEFINED 1700
QUAKER OATS COMPANY COM 747402105 369 5900 SH DEFINED 5900
QUAKER OATS COMPANY COM 747402105 3291 52600 SH DEFINED 52600
QUAKER OATS COMPANY COM 747402105 1495 23900 SH DEFINED 23900
QUANTUM CORP COM 747906105 295 16400 SH DEFINED 16400
QUANTUM CORP COM 747906105 3551 197300 SH DEFINED 197300
QUINTILES TRANSNATIONAL CORP COM 748767100 910 24100 SH DEFINED 24100
QUINTILES TRANSNATIONAL CORP COM 748767100 13756 364400 SH DEFINED 364400
QUORUM HEALTH GROUP, INC. COM 749084109 27 2650 SH DEFINED 2650
R.R. DONNELLEY & SONS COMPANY COM 257867101 721 22400 SH DEFINED 22400
R.R. DONNELLEY & SONS COMPANY COM 257867101 35 1100 SH DEFINED 1100
R.R. DONNELLEY & SONS COMPANY COM 257867101 766 23800 SH DEFINED 23800
RALSTON PURINA GROUP COM 751277302 1372 51400 SH DEFINED 51400
RALSTON PURINA GROUP COM 751277302 67 2500 SH DEFINED 2500
RALSTON PURINA GROUP COM 751277302 1462 54800 SH DEFINED 54800
RAYCHEM CORP. COM 754603108 293 13000 SH DEFINED 13000
RAYCHEM CORP. COM 754603108 14 600 SH DEFINED 600
RAYCHEM CORP. COM 754603108 314 13900 SH DEFINED 13900
RAYTHEON CLASS B COM 755111408 3254 55500 SH DEFINED 55500
RAYTHEON CLASS B COM 755111408 158 2700 SH DEFINED 2700
RAYTHEON CLASS B COM 755111408 3465 59100 SH DEFINED 59100
REEBOK INTERNATIONAL LTD. COM 758110100 148 9300 SH DEFINED 9300
REEBOK INTERNATIONAL LTD. COM 758110100 6 400 SH DEFINED 400
REEBOK INTERNATIONAL LTD. COM 758110100 157 9900 SH DEFINED 9900
REGIONS FINANCIAL CORP. COM 758940100 1260 36400 SH DEFINED 36400
REGIONS FINANCIAL CORP. COM 758940100 62 1800 SH DEFINED 1800
REGIONS FINANCIAL CORP. COM 758940100 1343 38800 SH DEFINED 38800
RELIANT ENERGY INC COM 75952J108 1220 46826 SH DEFINED 46826
RELIANT ENERGY INC COM 75952J108 59 2273 SH DEFINED 2273
RELIANT ENERGY INC COM 75952J108 1300 49862 SH DEFINED 49862
REPUBLIC NEW YORK CORPORATION COM 760719104 816 17700 SH DEFINED 17700
REPUBLIC NEW YORK CORPORATION COM 760719104 42 900 SH DEFINED 900
REPUBLIC NEW YORK CORPORATION COM 760719104 867 18800 SH DEFINED 18800
REPUBLIC SERVICES, INC. - CL. COM 760759100 50 3100 SH DEFINED 3100
REPUBLIC SERVICES, INC. - CL. COM 760759100 550 34000 SH DEFINED 34000
REPUBLIC SERVICES, INC. - CL. COM 760759100 176 10900 SH DEFINED 10900
REPUBLIC SERVICES, INC. - CL. COM 760759100 6634 409800 SH DEFINED 409800
REPUBLIC SERVICES, INC. - CL. COM 760759100 1522 94000 SH DEFINED 94000
REYNOLDS METALS COMPANY COM 761763101 512 10600 SH DEFINED 10600
REYNOLDS METALS COMPANY COM 761763101 24 500 SH DEFINED 500
REYNOLDS METALS COMPANY COM 761763101 546 11300 SH DEFINED 11300
RITE AID CORPORATION COM 767754104 1063 42500 SH DEFINED 42500
RITE AID CORPORATION COM 767754104 53 2100 SH DEFINED 2100
RITE AID CORPORATION COM 767754104 1133 45300 SH DEFINED 45300
RJR NABISCO HOLDINGS CORP. COM 74960K876 1338 53500 SH DEFINED 53500
RJR NABISCO HOLDINGS CORP. COM 74960K876 65 2600 SH DEFINED 2600
RJR NABISCO HOLDINGS CORP. COM 74960K876 1425 57000 SH DEFINED 57000
ROBERT HALF INTERNATIONAL INC COM 770323103 199 6050 SH DEFINED 6050
ROBERT HALF INTERNATIONAL INC COM 770323103 5419 165150 SH DEFINED 165150
ROCKWELL INTERNATIONAL CORPORA COM 773903109 1337 31500 SH DEFINED 31500
ROCKWELL INTERNATIONAL CORPORA COM 773903109 64 1500 SH DEFINED 1500
ROCKWELL INTERNATIONAL CORPORA COM 773903109 1422 33500 SH DEFINED 33500
ROHM & HAAS COMPANY COM 775371107 920 27400 SH DEFINED 27400
ROHM & HAAS COMPANY COM 775371107 44 1300 SH DEFINED 1300
ROHM & HAAS COMPANY COM 775371107 725 21600 SH DEFINED 21600
ROHM & HAAS COMPANY COM 775371107 8743 260500 SH DEFINED 260500
ROHM & HAAS COMPANY COM 775371107 980 29200 SH DEFINED 29200
ROWAN COMPANIES, INC COM 779382100 175 13800 SH DEFINED 13800
ROWAN COMPANIES, INC COM 779382100 8 600 SH DEFINED 600
ROWAN COMPANIES, INC COM 779382100 187 14700 SH DEFINED 14700
ROYAL DUTCH PETROLEUM CO. COM 780257804 18351 352900 SH DEFINED 352900
ROYAL DUTCH PETROLEUM CO. COM 780257804 894 17200 SH DEFINED 17200
ROYAL DUTCH PETROLEUM CO. COM 780257804 19562 376200 SH DEFINED 376200
ROYAL PTT NEDERLAND NV COM 549080000 214 5000 SH DEFINED 5000
RUSSELL CORP. COM 782352108 119 5900 SH DEFINED 5900
RUSSELL CORP. COM 782352108 6 300 SH DEFINED 300
RUSSELL CORP. COM 782352108 123 6100 SH DEFINED 6100
RYDER SYSTEM, INC. COM 783549108 326 11800 SH DEFINED 11800
RYDER SYSTEM, INC. COM 783549108 17 600 SH DEFINED 600
RYDER SYSTEM, INC. COM 783549108 348 12600 SH DEFINED 12600
S M & A CORPORATION COM 784432106 274 23800 SH DEFINED 23800
SAFECO INC. COM 786429100 906 22400 SH DEFINED 22400
SAFECO INC. COM 786429100 44 1100 SH DEFINED 1100
SAFECO INC. COM 786429100 966 23900 SH DEFINED 23900
SAFEWAY INC. COM 786514208 4105 80000 SH DEFINED 80000
SAFEWAY INC. COM 786514208 200 3900 SH DEFINED 3900
SAFEWAY INC. COM 786514208 4377 85300 SH DEFINED 85300
SANMINA CORP COM 800907107 6 100 SH DEFINED 100
SANMINA CORP COM 800907107 1390 21800 SH DEFINED 21800
SANMINA CORP COM 800907107 20802 326300 SH DEFINED 326300
SANTA FE INTERNATIONAL COM G7805C108 783 41900 SH DEFINED 41900
SANTA FE INTERNATIONAL COM G7805C108 7813 418100 SH DEFINED 418100
SARA LEE CORPORATION COM 803111103 3720 150300 SH DEFINED 150300
SARA LEE CORPORATION COM 803111103 181 7300 SH DEFINED 7300
SARA LEE CORPORATION COM 803111103 3967 160300 SH DEFINED 160300
SBC COMMUNICATIONS INCORPORATE COM 78387G103 15173 321974 SH DEFINED 321974
SBC COMMUNICATIONS INCORPORATE COM 78387G103 741 15732 SH DEFINED 15732
SBC COMMUNICATIONS INCORPORATE COM 78387G103 170 3600 SH DEFINED 3600
SBC COMMUNICATIONS INCORPORATE COM 78387G103 2111 44800 SH DEFINED 44800
SBC COMMUNICATIONS INCORPORATE COM 78387G103 16173 343198 SH DEFINED 343198
SCHERING-PLOUGH CORPORATION COM 806605101 13380 241900 SH DEFINED 241900
SCHERING-PLOUGH CORPORATION COM 806605101 653 11800 SH DEFINED 11800
SCHERING-PLOUGH CORPORATION COM 806605101 14260 257800 SH DEFINED 257800
SCHLUMBERGER LIMITED COM 806857108 5411 89900 SH DEFINED 89900
SCHLUMBERGER LIMITED COM 806857108 265 4400 SH DEFINED 4400
SCHLUMBERGER LIMITED COM 806857108 42 700 SH DEFINED 700
SCHLUMBERGER LIMITED COM 806857108 150 2500 SH DEFINED 2500
SCHLUMBERGER LIMITED COM 806857108 2227 37000 SH DEFINED 37000
SCHLUMBERGER LIMITED COM 806857108 5766 95800 SH DEFINED 95800
SCHWAB, CHARLES CORP COM 808513105 6347 66025 SH DEFINED 66025
SCHWAB, CHARLES CORP COM 808513105 308 3200 SH DEFINED 3200
SCHWAB, CHARLES CORP COM 808513105 6762 70350 SH DEFINED 70350
SCIENTIFIC-ATLANTA, INC. COM 808655104 335 12300 SH DEFINED 12300
SCIENTIFIC-ATLANTA, INC. COM 808655104 16 600 SH DEFINED 600
SCIENTIFIC-ATLANTA, INC. COM 808655104 357 13100 SH DEFINED 13100
SEAGATE TECHNOLOGY INC COM 811804103 1194 40400 SH DEFINED 40400
SEAGATE TECHNOLOGY INC COM 811804103 59 2000 SH DEFINED 2000
SEAGATE TECHNOLOGY INC COM 811804103 1271 43000 SH DEFINED 43000
SEAGRAM COMPANY LTD. COM 811850106 3245 64900 SH DEFINED 64900
SEAGRAM COMPANY LTD. COM 811850106 160 3200 SH DEFINED 3200
SEAGRAM COMPANY LTD. COM 811850106 3460 69200 SH DEFINED 69200
SEALED AIR CORP NEW COM 81211K100 673 13686 SH DEFINED 13686
SEALED AIR CORP NEW COM 81211K100 35 714 SH DEFINED 714
SEALED AIR CORP NEW COM 81211K100 722 14671 SH DEFINED 14671
SEARS, ROEBUCK & COMPANY COM 812387108 2851 63100 SH DEFINED 63100
SEARS, ROEBUCK & COMPANY COM 812387108 140 3100 SH DEFINED 3100
SEARS, ROEBUCK & COMPANY COM 812387108 3037 67200 SH DEFINED 67200
SEMPRA ENERGY COM 816851109 757 39459 SH DEFINED 39459
SEMPRA ENERGY COM 816851109 37 1951 SH DEFINED 1951
SEMPRA ENERGY COM 816851109 808 42102 SH DEFINED 42102
SEMTECH CORP COM 816850101 57 1800 SH DEFINED 1800
SEMTECH CORP COM 816850101 545 17100 SH DEFINED 17100
SEMTECH CORP COM 816850101 10994 344900 SH DEFINED 344900
SERVICE CORPORATION INTERNATIO COM 817565104 641 45000 SH DEFINED 45000
SERVICE CORPORATION INTERNATIO COM 817565104 31 2200 SH DEFINED 2200
SERVICE CORPORATION INTERNATIO COM 817565104 309 21700 SH DEFINED 21700
SERVICE CORPORATION INTERNATIO COM 817565104 3752 263300 SH DEFINED 263300
SERVICE CORPORATION INTERNATIO COM 817565104 684 48000 SH DEFINED 48000
SERVICEMASTER CO COM 81760N109 149 7350 SH DEFINED 7350
SERVICEMASTER CO COM 81760N109 518 25500 SH DEFINED 25500
SERVICEMASTER CO COM 81760N109 4982 245250 SH DEFINED 245250
SHARED MEDICAL SYSTEMS CORP. COM 819486101 245 4400 SH DEFINED 4400
SHARED MEDICAL SYSTEMS CORP. COM 819486101 11 200 SH DEFINED 200
SHARED MEDICAL SYSTEMS CORP. COM 819486101 262 4700 SH DEFINED 4700
SHELL TRANSPORT & TRADING - AD COM 822703609 1629 40100 SH DEFINED 40100
SHELL TRANSPORT & TRADING - AD COM 822703609 19549 481200 SH DEFINED 481200
SHERWIN-WILLIAMS COMPANY COM 824348106 796 28300 SH DEFINED 28300
SHERWIN-WILLIAMS COMPANY COM 824348106 39 1400 SH DEFINED 1400
SHERWIN-WILLIAMS COMPANY COM 824348106 849 30200 SH DEFINED 30200
SIGMA-ALDRICH CORP COM 826552101 486 16600 SH DEFINED 16600
SIGMA-ALDRICH CORP COM 826552101 23 800 SH DEFINED 800
SIGMA-ALDRICH CORP COM 826552101 518 17700 SH DEFINED 17700
SILICON GRAPHICS COM 827056102 516 30900 SH DEFINED 30900
SILICON GRAPHICS COM 827056102 25 1500 SH DEFINED 1500
SILICON GRAPHICS COM 827056102 549 32900 SH DEFINED 32900
SIXT PFD COM 481287000 368 6600 SH DEFINED 6600
SLM HOLDING CORP COM 78442A109 1140 27300 SH DEFINED 27300
SLM HOLDING CORP COM 78442A109 54 1300 SH DEFINED 1300
SLM HOLDING CORP COM 78442A109 1215 29100 SH DEFINED 29100
SMITHKLINE BEECHAM PLC COM 013565600 174 7500 SH DEFINED 7500
SMURFIT-STONE CONTAINER CORP COM 832727101 834 43202 SH DEFINED 43202
SMURFIT-STONE CONTAINER CORP COM 832727101 10103 523134 SH DEFINED 523134
SNAP-ON INCORPORATED COM 833034101 280 9650 SH DEFINED 9650
SNAP-ON INCORPORATED COM 833034101 15 500 SH DEFINED 500
SNAP-ON INCORPORATED COM 833034101 300 10350 SH DEFINED 10350
SOLECTRON COM 834182107 1879 38700 SH DEFINED 38700
SOLECTRON COM 834182107 92 1900 SH DEFINED 1900
SOLECTRON COM 834182107 2006 41300 SH DEFINED 41300
SONAT INC. COM 835415100 543 18100 SH DEFINED 18100
SONAT INC. COM 835415100 27 900 SH DEFINED 900
SONAT INC. COM 835415100 579 19300 SH DEFINED 19300
SONEA COM 555658600 179 10000 SH DEFINED 10000
SONIC AUTOMOTIVE INC. COM 83545G102 676 43600 SH DEFINED 43600
SONIC AUTOMOTIVE INC. COM 83545G102 13838 892800 SH DEFINED 892800
SOUTHERN COMPANY COM 842587107 2676 114800 SH DEFINED 114800
SOUTHERN COMPANY COM 842587107 131 5600 SH DEFINED 5600
SOUTHERN COMPANY COM 842587107 2851 122300 SH DEFINED 122300
SOUTHTRUST CORP. COM 844730101 1015 27200 SH DEFINED 27200
SOUTHTRUST CORP. COM 844730101 49 1300 SH DEFINED 1300
SOUTHTRUST CORP. COM 844730101 1082 29000 SH DEFINED 29000
SOUTHWEST AIRLINES CO. COM 844741108 1674 55350 SH DEFINED 55350
SOUTHWEST AIRLINES CO. COM 844741108 82 2725 SH DEFINED 2725
SOUTHWEST AIRLINES CO. COM 844741108 172 5700 SH DEFINED 5700
SOUTHWEST AIRLINES CO. COM 844741108 599 19800 SH DEFINED 19800
SOUTHWEST AIRLINES CO. COM 844741108 4351 143850 SH DEFINED 143850
SOUTHWEST AIRLINES CO. COM 844741108 1785 59000 SH DEFINED 59000
SPRINGS INDUSTRIES, INC. COM 851783100 81 3000 SH DEFINED 3000
SPRINGS INDUSTRIES, INC. COM 851783100 3 100 SH DEFINED 100
SPRINGS INDUSTRIES, INC. COM 851783100 81 3000 SH DEFINED 3000
SPRINT CORP PCS COM 852061506 3206 72350 SH DEFINED 72350
SPRINT CORP PCS COM 852061506 157 3550 SH DEFINED 3550
SPRINT CORP PCS COM 852061506 3419 77150 SH DEFINED 77150
SPRINT CORPORATION COM 852061100 6957 70900 SH DEFINED 70900
SPRINT CORPORATION COM 852061100 343 3500 SH DEFINED 3500
SPRINT CORPORATION COM 852061100 7418 75600 SH DEFINED 75600
ST. JUDE MEDICAL, INC. COM 790849103 338 13850 SH DEFINED 13850
ST. JUDE MEDICAL, INC. COM 790849103 17 700 SH DEFINED 700
ST. JUDE MEDICAL, INC. COM 790849103 361 14800 SH DEFINED 14800
ST. PAUL COMPANIES, INC. COM 792860108 1205 38806 SH DEFINED 38806
ST. PAUL COMPANIES, INC. COM 792860108 58 1882 SH DEFINED 1882
ST. PAUL COMPANIES, INC. COM 792860108 1286 41386 SH DEFINED 41386
STANLEY WORKS COM 854616109 374 14600 SH DEFINED 14600
STANLEY WORKS COM 854616109 18 700 SH DEFINED 700
STANLEY WORKS COM 854616109 400 15600 SH DEFINED 15600
STAPLES INC COM 855030102 2530 76950 SH DEFINED 76950
STAPLES INC COM 855030102 125 3800 SH DEFINED 3800
STAPLES INC COM 855030102 2696 82000 SH DEFINED 82000
STAR GAS PARTNERS LP COM 85512C105 84 6030 SH DEFINED 6030
STAR GAS PARTNERS LP COM 85512C105 549 39202 SH DEFINED 39202
STARWOOD HOTELS & RESORTS WORL COM 85590A203 819 28679 SH DEFINED 28679
STARWOOD HOTELS & RESORTS WORL COM 85590A203 9877 345796 SH DEFINED 345796
STATE STREET CORP. COM 857477103 2170 26400 SH DEFINED 26400
STATE STREET CORP. COM 857477103 107 1300 SH DEFINED 1300
STATE STREET CORP. COM 857477103 2318 28200 SH DEFINED 28200
STEINER LEISURE LTD COM P8744Y102 106 3450 SH DEFINED 3450
STEINER LEISURE LTD COM P8744Y102 796 25900 SH DEFINED 25900
STEINER LEISURE LTD COM P8744Y102 16038 521550 SH DEFINED 521550
STERLING SOFTWARE, INC. COM 859547101 43 1800 SH DEFINED 1800
STERLING SOFTWARE, INC. COM 859547101 15801 665300 SH DEFINED 665300
STEWART ENTERPRISES COM 860370105 35 2200 SH DEFINED 2200
STEWART ENTERPRISES COM 860370105 369 23000 SH DEFINED 23000
STEWART ENTERPRISES COM 860370105 9287 578200 SH DEFINED 578200
STONERIDGE, INC. COM 86183P102 62 4500 SH DEFINED 4500
SUMMIT BANCORP INC COM 866005101 1115 28600 SH DEFINED 28600
SUMMIT BANCORP INC COM 866005101 55 1400 SH DEFINED 1400
SUMMIT BANCORP INC COM 866005101 1190 30500 SH DEFINED 30500
SUN MICROSYSTEMS INC COM 866810104 7821 62600 SH DEFINED 62600
SUN MICROSYSTEMS INC COM 866810104 387 3100 SH DEFINED 3100
SUN MICROSYSTEMS INC COM 866810104 75 600 SH DEFINED 600
SUN MICROSYSTEMS INC COM 866810104 725 5800 SH DEFINED 5800
SUN MICROSYSTEMS INC COM 866810104 250 2000 SH DEFINED 2000
SUN MICROSYSTEMS INC COM 866810104 8771 70200 SH DEFINED 70200
SUN MICROSYSTEMS INC COM 866810104 2999 24000 SH DEFINED 24000
SUN MICROSYSTEMS INC COM 866810104 8346 66800 SH DEFINED 66800
SUNOCO INC COM 86764P109 555 15400 SH DEFINED 15400
SUNOCO INC COM 86764P109 29 800 SH DEFINED 800
SUNOCO INC COM 86764P109 591 16400 SH DEFINED 16400
SUNTRUST BANKS INC. COM 867914103 3256 52300 SH DEFINED 52300
SUNTRUST BANKS INC. COM 867914103 162 2600 SH DEFINED 2600
SUNTRUST BANKS INC. COM 867914103 3474 55800 SH DEFINED 55800
SUPERVALUE INC COM 868536103 408 19800 SH DEFINED 19800
SUPERVALUE INC COM 868536103 19 900 SH DEFINED 900
SUPERVALUE INC COM 868536103 435 21100 SH DEFINED 21100
SWIFT TRANSPORTATION CO. INC COM 870756103 80 3100 SH DEFINED 3100
SWIFT TRANSPORTATION CO. INC COM 870756103 415 16050 SH DEFINED 16050
SWIFT TRANSPORTATION CO. INC COM 870756103 10526 406800 SH DEFINED 406800
SYBRON INTL COM 87114F106 120 4800 SH DEFINED 4800
SYBRON INTL COM 87114F106 813 32500 SH DEFINED 32500
SYBRON INTL COM 87114F106 16105 644200 SH DEFINED 644200
SYNOPSYS COM 871607107 54 1000 SH DEFINED 1000
SYNOPSYS COM 871607107 1183 22000 SH DEFINED 22000
SYNOPSYS COM 871607107 13018 242200 SH DEFINED 242200
SYNOVUS FINANCIAL CORP COM 87161C105 898 43950 SH DEFINED 43950
SYNOVUS FINANCIAL CORP COM 87161C105 44 2150 SH DEFINED 2150
SYNOVUS FINANCIAL CORP COM 87161C105 957 46850 SH DEFINED 46850
SYSCO CORPORATION COM 871829107 1447 55000 SH DEFINED 55000
SYSCO CORPORATION COM 871829107 71 2700 SH DEFINED 2700
SYSCO CORPORATION COM 871829107 1542 58600 SH DEFINED 58600
TANDY CORPORATION COM 875382103 1040 16300 SH DEFINED 16300
TANDY CORPORATION COM 875382103 51 800 SH DEFINED 800
TANDY CORPORATION COM 875382103 1110 17400 SH DEFINED 17400
TEKTRONIX, INC. COM 879131100 197 7800 SH DEFINED 7800
TEKTRONIX, INC. COM 879131100 8 300 SH DEFINED 300
TEKTRONIX, INC. COM 879131100 211 8350 SH DEFINED 8350
TELECOM ITALIA - AFTER MERGE COM 529750600 343 30000 SH DEFINED 30000
TELEFLEX INCORPORATED COM 879369106 92 2700 SH DEFINED 2700
TELEFONICA DE ESPANA SA ORD COM 488082200 137 3000 SH DEFINED 3000
TELEFONOS DE MEXICO (TELMEX) COM 879403780 164 2500 SH DEFINED 2500
TELLABS INC COM 879664100 3128 32000 SH DEFINED 32000
TELLABS INC COM 879664100 156 1600 SH DEFINED 1600
TELLABS INC COM 879664100 78 800 SH DEFINED 800
TELLABS INC COM 879664100 577 5900 SH DEFINED 5900
TELLABS INC COM 879664100 19012 194500 SH DEFINED 194500
TELLABS INC COM 879664100 3333 34100 SH DEFINED 34100
TEMPLE-INLAND INC. COM 879868107 577 9200 SH DEFINED 9200
TEMPLE-INLAND INC. COM 879868107 25 400 SH DEFINED 400
TEMPLE-INLAND INC. COM 879868107 251 4000 SH DEFINED 4000
TEMPLE-INLAND INC. COM 879868107 4047 64500 SH DEFINED 64500
TEMPLE-INLAND INC. COM 879868107 615 9800 SH DEFINED 9800
TENET HEALTHCARE CORP COM 88033G100 966 51000 SH DEFINED 51000
TENET HEALTHCARE CORP COM 88033G100 47 2500 SH DEFINED 2500
TENET HEALTHCARE CORP COM 88033G100 1028 54300 SH DEFINED 54300
TENNECO INC COM 88037E101 782 28000 SH DEFINED 28000
TENNECO INC COM 88037E101 39 1400 SH DEFINED 1400
TENNECO INC COM 88037E101 215 7700 SH DEFINED 7700
TENNECO INC COM 88037E101 2584 92500 SH DEFINED 92500
TENNECO INC COM 88037E101 835 29900 SH DEFINED 29900
TETRA TECH INC. COM 88162G103 15406 731443 SH DEFINED 731443
TEXACO INC. COM 881694103 4994 88000 SH DEFINED 88000
TEXACO INC. COM 881694103 244 4300 SH DEFINED 4300
TEXACO INC. COM 881694103 5323 93800 SH DEFINED 93800
TEXAS INSTRUMENTS INCORPORATED COM 882508104 6372 64200 SH DEFINED 64200
TEXAS INSTRUMENTS INCORPORATED COM 882508104 308 3100 SH DEFINED 3100
TEXAS INSTRUMENTS INCORPORATED COM 882508104 536 5400 SH DEFINED 5400
TEXAS INSTRUMENTS INCORPORATED COM 882508104 6461 65100 SH DEFINED 65100
TEXAS INSTRUMENTS INCORPORATED COM 882508104 6789 68400 SH DEFINED 68400
TEXAS UTILITIES COMPANY COM 882848104 1938 46495 SH DEFINED 46495
TEXAS UTILITIES COMPANY COM 882848104 95 2267 SH DEFINED 2267
TEXAS UTILITIES COMPANY COM 882848104 2064 49515 SH DEFINED 49515
TEXTRON INC COM 883203101 2019 26100 SH DEFINED 26100
TEXTRON INC COM 883203101 101 1300 SH DEFINED 1300
TEXTRON INC COM 883203101 2151 27800 SH DEFINED 27800
THE CORPORATE EXECUTIVE BOARD COM 21988R102 11 400 SH DEFINED 400
THE CORPORATE EXECUTIVE BOARD COM 21988R102 106 4000 SH DEFINED 4000
THE CORPORATE EXECUTIVE BOARD COM 21988R102 2295 87000 SH DEFINED 87000
THERMO ELECTRON CORP COM 883556102 354 26100 SH DEFINED 26100
THERMO ELECTRON CORP COM 883556102 18 1300 SH DEFINED 1300
THERMO ELECTRON CORP COM 883556102 378 27900 SH DEFINED 27900
THOMAS & BETTS CORPORATION COM 884315102 349 9300 SH DEFINED 9300
THOMAS & BETTS CORPORATION COM 884315102 19 500 SH DEFINED 500
THOMAS & BETTS CORPORATION COM 884315102 376 10000 SH DEFINED 10000
TIME WARNER INC COM 887315109 14355 202000 SH DEFINED 202000
TIME WARNER INC COM 887315109 704 9900 SH DEFINED 9900
TIME WARNER INC COM 887315109 15300 215300 SH DEFINED 215300
TIMES MIRROR COMPANY COM 887364107 708 13100 SH DEFINED 13100
TIMES MIRROR COMPANY COM 887364107 32 600 SH DEFINED 600
TIMES MIRROR COMPANY COM 887364107 757 14000 SH DEFINED 14000
TIMKEN COMPANY COM 887389104 166 10200 SH DEFINED 10200
TIMKEN COMPANY COM 887389104 8 500 SH DEFINED 500
TIMKEN COMPANY COM 887389104 177 10900 SH DEFINED 10900
TJX COMPANIES, INC. COM 872540109 1802 53000 SH DEFINED 53000
TJX COMPANIES, INC. COM 872540109 88 2600 SH DEFINED 2600
TJX COMPANIES, INC. COM 872540109 473 13900 SH DEFINED 13900
TJX COMPANIES, INC. COM 872540109 5712 168000 SH DEFINED 168000
TJX COMPANIES, INC. COM 872540109 1921 56500 SH DEFINED 56500
TNT POST GROUP COM 548155800 130 4000 SH DEFINED 4000
TORCHMARK CORPORATION COM 891027104 731 23100 SH DEFINED 23100
TORCHMARK CORPORATION COM 891027104 35 1100 SH DEFINED 1100
TORCHMARK CORPORATION COM 891027104 778 24600 SH DEFINED 24600
TOSCO CORPORATION COM 891490302 69 2800 SH DEFINED 2800
TOSCO CORPORATION COM 891490302 593 23900 SH DEFINED 23900
TOSCO CORPORATION COM 891490302 233 9400 SH DEFINED 9400
TOSCO CORPORATION COM 891490302 7158 288500 SH DEFINED 288500
TOSCO CORPORATION COM 891490302 2382 96000 SH DEFINED 96000
TOWER AUTOMOTIVE, INC. COM 891707101 425 22800 SH DEFINED 22800
TOWER AUTOMOTIVE, INC. COM 891707101 11002 590700 SH DEFINED 590700
TOYS "R" US COM 892335100 809 43000 SH DEFINED 43000
TOYS "R" US COM 892335100 40 2100 SH DEFINED 2100
TOYS "R" US COM 892335100 862 45800 SH DEFINED 45800
TRAMMELL CROW COMPANY COM 89288R106 50 2700 SH DEFINED 2700
TRAMMELL CROW COMPANY COM 89288R106 357 19300 SH DEFINED 19300
TRAMMELL CROW COMPANY COM 89288R106 8434 455900 SH DEFINED 455900
TRANSACTION SYSTEMS ARCHITECTS COM 893416107 58 1600 SH DEFINED 1600
TRANSACTION SYSTEMS ARCHITECTS COM 893416107 655 18200 SH DEFINED 18200
TRANSACTION SYSTEMS ARCHITECTS COM 893416107 11336 314900 SH DEFINED 314900
TRANSAMERICA CORPORATION COM 893485102 1456 20500 SH DEFINED 20500
TRANSAMERICA CORPORATION COM 893485102 71 1000 SH DEFINED 1000
TRANSAMERICA CORPORATION COM 893485102 1555 21900 SH DEFINED 21900
TRANSOCEAN OFFSHORE,INC COM 893817106 86 3000 SH DEFINED 3000
TRANSOCEAN OFFSHORE,INC COM 893817106 487 16900 SH DEFINED 16900
TRANSOCEAN OFFSHORE,INC COM 893817106 144 5000 SH DEFINED 5000
TRANSOCEAN OFFSHORE,INC COM 893817106 1141 39600 SH DEFINED 39600
TRANSOCEAN OFFSHORE,INC COM 893817106 10087 350100 SH DEFINED 350100
TRI STAR AEROSPACE CO COM 89674L101 48 5300 SH DEFINED 5300
TRIBUNE COMPANY COM 896047107 1276 19500 SH DEFINED 19500
TRIBUNE COMPANY COM 896047107 65 1000 SH DEFINED 1000
TRIBUNE COMPANY COM 896047107 183 2800 SH DEFINED 2800
TRIBUNE COMPANY COM 896047107 615 9400 SH DEFINED 9400
TRIBUNE COMPANY COM 896047107 4973 76000 SH DEFINED 76000
TRIBUNE COMPANY COM 896047107 1361 20800 SH DEFINED 20800
TRICON GLOBAL RESTAURANTS, INC COM 895953107 1763 25090 SH DEFINED 25090
TRICON GLOBAL RESTAURANTS, INC COM 895953107 86 1230 SH DEFINED 1230
TRICON GLOBAL RESTAURANTS, INC COM 895953107 1882 26790 SH DEFINED 26790
TRIUMPH GROUP INC. COM 896818101 33 1400 SH DEFINED 1400
TRIUMPH GROUP INC. COM 896818101 261 11100 SH DEFINED 11100
TRIUMPH GROUP INC. COM 896818101 2350 100000 SH DEFINED 100000
TRW INC. COM 872649108 896 19700 SH DEFINED 19700
TRW INC. COM 872649108 46 1000 SH DEFINED 1000
TRW INC. COM 872649108 956 21000 SH DEFINED 21000
TUPPERWARE COM 899896104 171 9500 SH DEFINED 9500
TUPPERWARE COM 899896104 7 400 SH DEFINED 400
TUPPERWARE COM 899896104 182 10100 SH DEFINED 10100
TYCO INTERNATIONAL LTD COM 902124106 7610 106059 SH DEFINED 106059
TYCO INTERNATIONAL LTD COM 902124106 372 5180 SH DEFINED 5180
TYCO INTERNATIONAL LTD COM 902124106 244 3400 SH DEFINED 3400
TYCO INTERNATIONAL LTD COM 902124106 1609 22428 SH DEFINED 22428
TYCO INTERNATIONAL LTD COM 902124106 682 9500 SH DEFINED 9500
TYCO INTERNATIONAL LTD COM 902124106 14565 202999 SH DEFINED 202999
TYCO INTERNATIONAL LTD COM 902124106 7218 100600 SH DEFINED 100600
TYCO INTERNATIONAL LTD COM 902124106 8112 113059 SH DEFINED 113059
U S WEST INC NEW COM 91273H101 4554 82705 SH DEFINED 82705
U S WEST INC NEW COM 91273H101 225 4081 SH DEFINED 4081
U S WEST INC NEW COM 91273H101 4857 88208 SH DEFINED 88208
UNICOM CORP. COM 904911104 1305 35700 SH DEFINED 35700
UNICOM CORP. COM 904911104 62 1700 SH DEFINED 1700
UNICOM CORP. COM 904911104 1393 38100 SH DEFINED 38100
UNILEVER, N.V. COM 904784501 7003 105400 SH DEFINED 105400
UNILEVER, N.V. COM 904784501 339 5100 SH DEFINED 5100
UNILEVER, N.V. COM 904784501 173 2600 SH DEFINED 2600
UNILEVER, N.V. COM 904784501 605 9100 SH DEFINED 9100
UNILEVER, N.V. COM 904784501 3395 51100 SH DEFINED 51100
UNILEVER, N.V. COM 904784501 7461 112300 SH DEFINED 112300
UNION CAMP CORPORATION COM 905530101 765 11400 SH DEFINED 11400
UNION CAMP CORPORATION COM 905530101 40 600 SH DEFINED 600
UNION CAMP CORPORATION COM 905530101 812 12100 SH DEFINED 12100
UNION CARBIDE CORPORATION COM 905581104 990 21900 SH DEFINED 21900
UNION CARBIDE CORPORATION COM 905581104 50 1100 SH DEFINED 1100
UNION CARBIDE CORPORATION COM 905581104 1053 23300 SH DEFINED 23300
UNION PACIFIC CORPORATION COM 907818108 2175 40700 SH DEFINED 40700
UNION PACIFIC CORPORATION COM 907818108 107 2000 SH DEFINED 2000
UNION PACIFIC CORPORATION COM 907818108 1560 29200 SH DEFINED 29200
UNION PACIFIC CORPORATION COM 907818108 18874 353200 SH DEFINED 353200
UNION PACIFIC CORPORATION COM 907818108 2319 43400 SH DEFINED 43400
UNION PACIFIC RESOURCE GROUP COM 907834105 491 41358 SH DEFINED 41358
UNION PACIFIC RESOURCE GROUP COM 907834105 24 2000 SH DEFINED 2000
UNION PACIFIC RESOURCE GROUP COM 907834105 522 43992 SH DEFINED 43992
UNION PLANTERS CAPITAL TRUST A COM 908068109 984 22400 SH DEFINED 22400
UNION PLANTERS CAPITAL TRUST A COM 908068109 48 1100 SH DEFINED 1100
UNION PLANTERS CAPITAL TRUST A COM 908068109 1050 23900 SH DEFINED 23900
UNIPHASE CORP COM 909149106 173 1500 SH DEFINED 1500
UNIPHASE CORP COM 909149106 1358 11800 SH DEFINED 11800
UNIPHASE CORP COM 909149106 32258 280200 SH DEFINED 280200
UNISYS CORPORATION COM 909214108 1163 42000 SH DEFINED 42000
UNISYS CORPORATION COM 909214108 58 2100 SH DEFINED 2100
UNISYS CORPORATION COM 909214108 1240 44800 SH DEFINED 44800
UNITED HEALTHCARE CORP COM 910581107 1616 30700 SH DEFINED 30700
UNITED HEALTHCARE CORP COM 910581107 79 1500 SH DEFINED 1500
UNITED HEALTHCARE CORP COM 910581107 1721 32700 SH DEFINED 32700
UNITED TECHNOLOGIES CORP COM 913017109 5038 37200 SH DEFINED 37200
UNITED TECHNOLOGIES CORP COM 913017109 244 1800 SH DEFINED 1800
UNITED TECHNOLOGIES CORP COM 913017109 5363 39600 SH DEFINED 39600
UNOCAL CORP. COM 915289102 1461 39700 SH DEFINED 39700
UNOCAL CORP. COM 915289102 70 1900 SH DEFINED 1900
UNOCAL CORP. COM 915289102 1557 42300 SH DEFINED 42300
UNUM CORPORATION COM 903192102 1084 22800 SH DEFINED 22800
UNUM CORPORATION COM 903192102 52 1100 SH DEFINED 1100
UNUM CORPORATION COM 903192102 842 17700 SH DEFINED 17700
UNUM CORPORATION COM 903192102 10078 211900 SH DEFINED 211900
UNUM CORPORATION COM 903192102 1156 24300 SH DEFINED 24300
US BANKCORP COM 902973106 4070 119487 SH DEFINED 119487
US BANKCORP COM 902973106 200 5859 SH DEFINED 5859
US BANKCORP COM 902973106 4337 127331 SH DEFINED 127331
USAIR GROUP, INC. COM 911905107 703 14400 SH DEFINED 14400
USAIR GROUP, INC. COM 911905107 34 700 SH DEFINED 700
USAIR GROUP, INC. COM 911905107 747 15300 SH DEFINED 15300
USEC INC COM 90333E108 654 48000 SH DEFINED 48000
USEC INC COM 90333E108 7881 578400 SH DEFINED 578400
UST INCORPORATED COM 902911106 799 30600 SH DEFINED 30600
UST INCORPORATED COM 902911106 39 1500 SH DEFINED 1500
UST INCORPORATED COM 902911106 852 32600 SH DEFINED 32600
USX-MARATHON GROUP COM 902905827 1392 50600 SH DEFINED 50600
USX-MARATHON GROUP COM 902905827 69 2500 SH DEFINED 2500
USX-MARATHON GROUP COM 902905827 1485 54000 SH DEFINED 54000
USX-U S STEEL GROUP INC. COM 90337T101 341 14500 SH DEFINED 14500
USX-U S STEEL GROUP INC. COM 90337T101 16 700 SH DEFINED 700
USX-U S STEEL GROUP INC. COM 90337T101 364 15500 SH DEFINED 15500
VERISIGN INC COM 92343E102 15 100 SH DEFINED 100
VERISIGN INC COM 92343E102 2279 14800 SH DEFINED 14800
VF CORPORATION COM 918204108 930 19700 SH DEFINED 19700
VF CORPORATION COM 918204108 47 1000 SH DEFINED 1000
VF CORPORATION COM 918204108 991 21000 SH DEFINED 21000
VIACOM INCORPORATED COM 925524308 4806 57256 SH DEFINED 57256
VIACOM INCORPORATED COM 925524308 235 2800 SH DEFINED 2800
VIACOM INCORPORATED COM 925524308 5125 61056 SH DEFINED 61056
VIGNETTE CORPORATION COM 926734104 557 7400 SH DEFINED 7400
VIGNETTE CORPORATION COM 926734104 572 7600 SH DEFINED 7600
W.R. GRACE & CO. COM 38388F108 147 12100 SH DEFINED 12100
W.R. GRACE & CO. COM 38388F108 6 500 SH DEFINED 500
W.R. GRACE & CO. COM 38388F108 156 12900 SH DEFINED 12900
W.W. GRAINGER, INC. COM 384802104 672 15600 SH DEFINED 15600
W.W. GRAINGER, INC. COM 384802104 34 800 SH DEFINED 800
W.W. GRAINGER, INC. COM 384802104 112 2600 SH DEFINED 2600
W.W. GRAINGER, INC. COM 384802104 366 8500 SH DEFINED 8500
W.W. GRAINGER, INC. COM 384802104 3660 85000 SH DEFINED 85000
W.W. GRAINGER, INC. COM 384802104 719 16700 SH DEFINED 16700
WACHOVIA CORPORATION COM 929771103 2712 33400 SH DEFINED 33400
WACHOVIA CORPORATION COM 929771103 130 1600 SH DEFINED 1600
WACHOVIA CORPORATION COM 929771103 2890 35600 SH DEFINED 35600
WALGREEN COMPANY COM 931422109 4639 164200 SH DEFINED 164200
WALGREEN COMPANY COM 931422109 226 8000 SH DEFINED 8000
WALGREEN COMPANY COM 931422109 299 10600 SH DEFINED 10600
WALGREEN COMPANY COM 931422109 1362 48200 SH DEFINED 48200
WALGREEN COMPANY COM 931422109 7413 262400 SH DEFINED 262400
WALGREEN COMPANY COM 931422109 4944 175000 SH DEFINED 175000
WALMART STORES INC COM 931142103 34183 370800 SH DEFINED 370800
WALMART STORES INC COM 931142103 1669 18100 SH DEFINED 18100
WALMART STORES INC COM 931142103 286 3100 SH DEFINED 3100
WALMART STORES INC COM 931142103 562 6100 SH DEFINED 6100
WALMART STORES INC COM 931142103 1014 11000 SH DEFINED 11000
WALMART STORES INC COM 931142103 6711 72800 SH DEFINED 72800
WALMART STORES INC COM 931142103 9763 105900 SH DEFINED 105900
WALMART STORES INC COM 931142103 36442 395300 SH DEFINED 395300
WALT DISNEY COMPANY COM 254687106 10496 337208 SH DEFINED 337208
WALT DISNEY COMPANY COM 254687106 514 16500 SH DEFINED 16500
WALT DISNEY COMPANY COM 254687106 90 2900 SH DEFINED 2900
WALT DISNEY COMPANY COM 254687106 311 10000 SH DEFINED 10000
WALT DISNEY COMPANY COM 254687106 3060 98300 SH DEFINED 98300
WALT DISNEY COMPANY COM 254687106 11187 359407 SH DEFINED 359407
WARNER-LAMBERT COMPANY COM 934488107 8949 135200 SH DEFINED 135200
WARNER-LAMBERT COMPANY COM 934488107 437 6600 SH DEFINED 6600
WARNER-LAMBERT COMPANY COM 934488107 79 1200 SH DEFINED 1200
WARNER-LAMBERT COMPANY COM 934488107 470 7100 SH DEFINED 7100
WARNER-LAMBERT COMPANY COM 934488107 291 4400 SH DEFINED 4400
WARNER-LAMBERT COMPANY COM 934488107 5725 86500 SH DEFINED 86500
WARNER-LAMBERT COMPANY COM 934488107 2555 38600 SH DEFINED 38600
WARNER-LAMBERT COMPANY COM 934488107 9538 144100 SH DEFINED 144100
WASHINGTON MUTUAL INC COM 939322103 3990 97614 SH DEFINED 97614
WASHINGTON MUTUAL INC COM 939322103 196 4786 SH DEFINED 4786
WASHINGTON MUTUAL INC COM 939322103 858 21000 SH DEFINED 21000
WASHINGTON MUTUAL INC COM 939322103 10354 253300 SH DEFINED 253300
WASHINGTON MUTUAL INC COM 939322103 4252 104036 SH DEFINED 104036
WASTE MANAGEMENT NEW COM 94106L109 4193 94497 SH DEFINED 94497
WASTE MANAGEMENT NEW COM 94106L109 207 4657 SH DEFINED 4657
WASTE MANAGEMENT NEW COM 94106L109 89 2000 SH DEFINED 2000
WASTE MANAGEMENT NEW COM 94106L109 1172 26405 SH DEFINED 26405
WASTE MANAGEMENT NEW COM 94106L109 320 7200 SH DEFINED 7200
WASTE MANAGEMENT NEW COM 94106L109 14161 319117 SH DEFINED 319117
WASTE MANAGEMENT NEW COM 94106L109 2769 62400 SH DEFINED 62400
WASTE MANAGEMENT NEW COM 94106L109 4472 100785 SH DEFINED 100785
WEATHERFORD INT'L INC COM 947074100 44 1700 SH DEFINED 1700
WEATHERFORD INT'L INC COM 947074100 653 25000 SH DEFINED 25000
WEATHERFORD INT'L INC COM 947074100 9031 345700 SH DEFINED 345700
WEBTRENDS CORP. COM 94844D104 49 1000 SH DEFINED 1000
WELLS FARGO COMPANY COM 949746101 9332 266160 SH DEFINED 266160
WELLS FARGO COMPANY COM 949746101 456 13000 SH DEFINED 13000
WELLS FARGO COMPANY COM 949746101 9948 283730 SH DEFINED 283730
WENDY'S INTERNATIONAL, INC. COM 950590109 583 20500 SH DEFINED 20500
WENDY'S INTERNATIONAL, INC. COM 950590109 28 1000 SH DEFINED 1000
WENDY'S INTERNATIONAL, INC. COM 950590109 620 21800 SH DEFINED 21800
WESLEY JESSEN VISIONCARE COM 951018100 113 4100 SH DEFINED 4100
WESLEY JESSEN VISIONCARE COM 951018100 8655 314000 SH DEFINED 314000
WESTVACO CORPORATION COM 961548104 350 16650 SH DEFINED 16650
WESTVACO CORPORATION COM 961548104 17 800 SH DEFINED 800
WESTVACO CORPORATION COM 961548104 373 17750 SH DEFINED 17750
WEYERHAEUSER COMPANY COM 962166104 1820 32800 SH DEFINED 32800
WEYERHAEUSER COMPANY COM 962166104 89 1600 SH DEFINED 1600
WEYERHAEUSER COMPANY COM 962166104 1937 34900 SH DEFINED 34900
WHIRLPOOL CORPORATION COM 963320106 680 12500 SH DEFINED 12500
WHIRLPOOL CORPORATION COM 963320106 33 600 SH DEFINED 600
WHIRLPOOL CORPORATION COM 963320106 723 13300 SH DEFINED 13300
WILLAMETTE INDUSTRIES INC COM 969133107 691 18300 SH DEFINED 18300
WILLAMETTE INDUSTRIES INC COM 969133107 34 900 SH DEFINED 900
WILLAMETTE INDUSTRIES INC COM 969133107 736 19500 SH DEFINED 19500
WILLIAMS COMPANIES INC COM 969457100 2781 70400 SH DEFINED 70400
WILLIAMS COMPANIES INC COM 969457100 134 3400 SH DEFINED 3400
WILLIAMS COMPANIES INC COM 969457100 2966 75100 SH DEFINED 75100
WINN-DIXIE STORES, INC. COM 974280109 912 24400 SH DEFINED 24400
WINN-DIXIE STORES, INC. COM 974280109 45 1200 SH DEFINED 1200
WINN-DIXIE STORES, INC. COM 974280109 975 26100 SH DEFINED 26100
WISCONSIN ENERGY CORP COM 976657106 358 13700 SH DEFINED 13700
WISCONSIN ENERGY CORP COM 976657106 4318 165300 SH DEFINED 165300
WM. WRIGLEY JR. COMPANY COM 982526105 1727 19100 SH DEFINED 19100
WM. WRIGLEY JR. COMPANY COM 982526105 81 900 SH DEFINED 900
WM. WRIGLEY JR. COMPANY COM 982526105 1845 20400 SH DEFINED 20400
WORTHINGTON INDUSTRIES COM 981811102 179 15200 SH DEFINED 15200
WORTHINGTON INDUSTRIES COM 981811102 8 700 SH DEFINED 700
WORTHINGTON INDUSTRIES COM 981811102 191 16250 SH DEFINED 16250
XEROX CORPORATION COM 984121103 5759 107900 SH DEFINED 107900
XEROX CORPORATION COM 984121103 283 5300 SH DEFINED 5300
XEROX CORPORATION COM 984121103 6143 115100 SH DEFINED 115100
</TABLE>
