UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 1999
Check here if Amendment [ ]: Amendment Number:
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: 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 August 3, 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: 2202
Form 13F Information Table Value Total (000's): $6,403,300
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 700 14025 SH DEFINED 14025
$.99 ONLY STORES COM 65440K106 16968 339775 SH DEFINED 339775
3COM CORPORATION COM 885535104 1569 58800 SH DEFINED 58800
3COM CORPORATION COM 885535104 85 3200 SH DEFINED 3200
3COM CORPORATION COM 885535104 1748 65500 SH DEFINED 65500
ABBOTT LABORATORIES INC. COM 002824100 11311 248600 SH DEFINED 248600
ABBOTT LABORATORIES INC. COM 002824100 605 13300 SH DEFINED 13300
ABBOTT LABORATORIES INC. COM 002824100 12599 276900 SH DEFINED 276900
ABERCROMBIE & FITCH CO. COM 002896207 845 17600 SH DEFINED 17600
ABERCROMBIE & FITCH CO. COM 002896207 240 5000 SH DEFINED 5000
ABERCROMBIE & FITCH CO. COM 002896207 2914 60700 SH DEFINED 60700
ABERCROMBIE & FITCH CO. COM 002896207 10762 224200 SH DEFINED 224200
ABMAC FINANCIAL GROUP INC COM 023139108 114 2000 SH DEFINED 2000
ABMAC FINANCIAL GROUP INC COM 023139108 400 7000 SH DEFINED 7000
ABMAC FINANCIAL GROUP INC COM 023139108 3770 66000 SH DEFINED 66000
ACXIOM CORP COM 005125109 748 30000 SH DEFINED 30000
ACXIOM CORP COM 005125109 11222 450000 SH DEFINED 450000
ADELPHIA COMMUNUCATIONS CONVT 006848402 347 1750 SH DEFINED 1750
ADELPHIA COMMUNUCATIONS CONVT 006848402 1733 8750 SH DEFINED 8750
ADOBE SYSTEMS INCORPORATED COM 00724F101 822 10000 SH DEFINED 10000
ADOBE SYSTEMS INCORPORATED COM 00724F101 41 500 SH DEFINED 500
ADOBE SYSTEMS INCORPORATED COM 00724F101 912 11100 SH DEFINED 11100
ADOLPH COORS CO. COM 217016104 297 6000 SH DEFINED 6000
ADOLPH COORS CO. COM 217016104 15 300 SH DEFINED 300
ADOLPH COORS CO. COM 217016104 332 6700 SH DEFINED 6700
ADVANCED MICRO DEVICES, INC. COM 007903107 428 23700 SH DEFINED 23700
ADVANCED MICRO DEVICES, INC. COM 007903107 23 1300 SH DEFINED 1300
ADVANCED MICRO DEVICES, INC. COM 007903107 477 26400 SH DEFINED 26400
AES CORP COM 00130H105 1814 31200 SH DEFINED 31200
AES CORP COM 00130H105 99 1700 SH DEFINED 1700
AES CORP COM 00130H105 2017 34700 SH DEFINED 34700
AETNA INC. COM 008117103 2092 23393 SH DEFINED 23393
AETNA INC. COM 008117103 116 1300 SH DEFINED 1300
AETNA INC. COM 008117103 2331 26063 SH DEFINED 26063
AFFILIATED MANAGERS GROUP COM 008252108 522 17300 SH DEFINED 17300
AFLAC, INC. COM 001055102 2078 43400 SH DEFINED 43400
AFLAC, INC. COM 001055102 110 2300 SH DEFINED 2300
AFLAC, INC. COM 001055102 2317 48400 SH DEFINED 48400
AIR PRODUCTS & CHEMICALS, INC. COM 009158106 1513 37600 SH DEFINED 37600
AIR PRODUCTS & CHEMICALS, INC. COM 009158106 81 2000 SH DEFINED 2000
AIR PRODUCTS & CHEMICALS, INC. COM 009158106 1682 41800 SH DEFINED 41800
ALBERTO-CULVER COMPANY COM 013068101 248 9300 SH DEFINED 9300
ALBERTO-CULVER COMPANY COM 013068101 13 500 SH DEFINED 500
ALBERTO-CULVER COMPANY COM 013068101 277 10400 SH DEFINED 10400
ALBERTSON'S, INC. COM 013104104 3535 68550 SH DEFINED 68550
ALBERTSON'S, INC. COM 013104104 191 3712 SH DEFINED 3712
ALBERTSON'S, INC. COM 013104104 3941 76426 SH DEFINED 76426
ALCAN ALUMINUM LIMITED COM 013716105 1191 37300 SH DEFINED 37300
ALCAN ALUMINUM LIMITED COM 013716105 64 2000 SH DEFINED 2000
ALCAN ALUMINUM LIMITED COM 013716105 1325 41500 SH DEFINED 41500
ALCOA INC COM 013817101 3719 60100 SH DEFINED 60100
ALCOA INC COM 013817101 198 3200 SH DEFINED 3200
ALCOA INC COM 013817101 4146 67000 SH DEFINED 67000
ALLEGHENY TELEDYNE INC COM 017415100 728 32162 SH DEFINED 32162
ALLEGHENY TELEDYNE INC COM 017415100 38 1700 SH DEFINED 1700
ALLEGHENY TELEDYNE INC COM 017415100 534 23600 SH DEFINED 23600
ALLEGHENY TELEDYNE INC COM 017415100 6545 289300 SH DEFINED 289300
ALLEGHENY TELEDYNE INC COM 017415100 811 35835 SH DEFINED 35835
ALLERGAN INCORPORATED COM 018490102 1199 10800 SH DEFINED 10800
ALLERGAN INCORPORATED COM 018490102 67 600 SH DEFINED 600
ALLERGAN INCORPORATED COM 018490102 1332 12000 SH DEFINED 12000
ALLIED SIGNAL INC. COM 019512102 5746 91200 SH DEFINED 91200
ALLIED SIGNAL INC. COM 019512102 309 4900 SH DEFINED 4900
ALLIED SIGNAL INC. COM 019512102 107 1700 SH DEFINED 1700
ALLIED SIGNAL INC. COM 019512102 460 7300 SH DEFINED 7300
ALLIED SIGNAL INC. COM 019512102 4372 69400 SH DEFINED 69400
ALLIED SIGNAL INC. COM 019512102 6407 101700 SH DEFINED 101700
ALLSTATE CORPORATION COM 020002101 4821 134394 SH DEFINED 134394
ALLSTATE CORPORATION COM 020002101 258 7200 SH DEFINED 7200
ALLSTATE CORPORATION COM 020002101 5371 149728 SH DEFINED 149728
ALLTEL CORPORATION COM 020039103 3218 45000 SH DEFINED 45000
ALLTEL CORPORATION COM 020039103 172 2400 SH DEFINED 2400
ALLTEL CORPORATION COM 020039103 3589 50200 SH DEFINED 50200
ALZA CORP. COM 022615108 834 16400 SH DEFINED 16400
ALZA CORP. COM 022615108 46 900 SH DEFINED 900
ALZA CORP. COM 022615108 193 3800 SH DEFINED 3800
ALZA CORP. COM 022615108 2356 46300 SH DEFINED 46300
ALZA CORP. COM 022615108 926 18200 SH DEFINED 18200
AMERADA HESS CORP COM 023551104 881 14800 SH DEFINED 14800
AMERADA HESS CORP COM 023551104 48 800 SH DEFINED 800
AMERADA HESS CORP COM 023551104 982 16500 SH DEFINED 16500
AMEREN CORPORATION COM 023608102 863 22500 SH DEFINED 22500
AMEREN CORPORATION COM 023608102 46 1200 SH DEFINED 1200
AMEREN CORPORATION COM 023608102 959 25000 SH DEFINED 25000
AMERICAN ELECTRIC POWER CO INC COM 025537101 1176 31300 SH DEFINED 31300
AMERICAN ELECTRIC POWER CO INC COM 025537101 64 1700 SH DEFINED 1700
AMERICAN ELECTRIC POWER CO INC COM 025537101 1311 34900 SH DEFINED 34900
AMERICAN EXPRESS COMPANY COM 025816109 9642 74100 SH DEFINED 74100
AMERICAN EXPRESS COMPANY COM 025816109 521 4000 SH DEFINED 4000
AMERICAN EXPRESS COMPANY COM 025816109 10748 82600 SH DEFINED 82600
AMERICAN GENERAL CORPORATION COM 026351106 3113 41303 SH DEFINED 41303
AMERICAN GENERAL CORPORATION COM 026351106 167 2210 SH DEFINED 2210
AMERICAN GENERAL CORPORATION COM 026351106 3469 46025 SH DEFINED 46025
AMERICAN GREETINGS CORP. COM 026375105 346 11500 SH DEFINED 11500
AMERICAN GREETINGS CORP. COM 026375105 18 600 SH DEFINED 600
AMERICAN GREETINGS CORP. COM 026375105 386 12800 SH DEFINED 12800
AMERICAN HOME PRODUCTS CORPORA COM 026609107 12414 215900 SH DEFINED 215900
AMERICAN HOME PRODUCTS CORPORA COM 026609107 667 11600 SH DEFINED 11600
AMERICAN HOME PRODUCTS CORPORA COM 026609107 707 12300 SH DEFINED 12300
AMERICAN HOME PRODUCTS CORPORA COM 026609107 8654 150500 SH DEFINED 150500
AMERICAN HOME PRODUCTS CORPORA COM 026609107 13829 240500 SH DEFINED 240500
AMERICAN INTERNATIONAL GROUP,I COM 026874107 23542 201103 SH DEFINED 201103
AMERICAN INTERNATIONAL GROUP,I COM 026874107 1259 10757 SH DEFINED 10757
AMERICAN INTERNATIONAL GROUP,I COM 026874107 26231 224076 SH DEFINED 224076
AMERICAN ITALIAN PASTA COMPANY COM 027070101 577 19000 SH DEFINED 19000
AMERICAN ITALIAN PASTA COMPANY COM 027070101 4693 154500 SH DEFINED 154500
AMERICAN ONLINE INC. COM 02364J104 18597 168300 SH DEFINED 168300
AMERICAN ONLINE INC. COM 02364J104 995 9000 SH DEFINED 9000
AMERICAN ONLINE INC. COM 02364J104 122 1100 SH DEFINED 1100
AMERICAN ONLINE INC. COM 02364J104 431 3900 SH DEFINED 3900
AMERICAN ONLINE INC. COM 02364J104 4287 38800 SH DEFINED 38800
AMERICAN ONLINE INC. COM 02364J104 20719 187500 SH DEFINED 187500
AMERICAN TOWER CORP. COM 029912201 192 8000 SH DEFINED 8000
AMERICAN TOWER CORP. COM 029912201 7586 316100 SH DEFINED 316100
AMERICAN WATES INDUSTRIES COM 019589308 510 25800 SH DEFINED 25800
AMERICAN WATES INDUSTRIES COM 019589308 6257 316800 SH DEFINED 316800
AMERITECH CORPORATION COM 030954101 13230 180000 SH DEFINED 180000
AMERITECH CORPORATION COM 030954101 713 9700 SH DEFINED 9700
AMERITECH CORPORATION COM 030954101 14737 200500 SH DEFINED 200500
AMGEN INC COM 031162100 5077 83400 SH DEFINED 83400
AMGEN INC COM 031162100 274 4500 SH DEFINED 4500
AMGEN INC COM 031162100 5655 92900 SH DEFINED 92900
AMR CORPORATION COM 001765106 2041 29900 SH DEFINED 29900
AMR CORPORATION COM 001765106 109 1600 SH DEFINED 1600
AMR CORPORATION COM 001765106 143 2100 SH DEFINED 2100
AMR CORPORATION COM 001765106 505 7400 SH DEFINED 7400
AMR CORPORATION COM 001765106 5044 73900 SH DEFINED 73900
AMR CORPORATION COM 001765106 2273 33300 SH DEFINED 33300
AMSOUTH BANCORPORATION COM 032165102 677 29200 SH DEFINED 29200
AMSOUTH BANCORPORATION COM 032165102 37 1600 SH DEFINED 1600
AMSOUTH BANCORPORATION COM 032165102 754 32500 SH DEFINED 32500
ANADARKO PETROLEUM CORP. COM 032511107 762 20700 SH DEFINED 20700
ANADARKO PETROLEUM CORP. COM 032511107 40 1100 SH DEFINED 1100
ANADARKO PETROLEUM CORP. COM 032511107 600 16300 SH DEFINED 16300
ANADARKO PETROLEUM CORP. COM 032511107 11990 325700 SH DEFINED 325700
ANADARKO PETROLEUM CORP. COM 032511107 850 23100 SH DEFINED 23100
ANDREW CORPORATION COM 034425108 257 13562 SH DEFINED 13562
ANDREW CORPORATION COM 034425108 13 700 SH DEFINED 700
ANDREW CORPORATION COM 034425108 287 15137 SH DEFINED 15137
ANHEUSER-BUSCH COMPANIES INC COM 035229103 5554 78300 SH DEFINED 78300
ANHEUSER-BUSCH COMPANIES INC COM 035229103 298 4200 SH DEFINED 4200
ANHEUSER-BUSCH COMPANIES INC COM 035229103 149 2100 SH DEFINED 2100
ANHEUSER-BUSCH COMPANIES INC COM 035229103 525 7400 SH DEFINED 7400
ANHEUSER-BUSCH COMPANIES INC COM 035229103 4675 65900 SH DEFINED 65900
ANHEUSER-BUSCH COMPANIES INC COM 035229103 6186 87200 SH DEFINED 87200
AON CORPORATION COM 037389103 1723 41775 SH DEFINED 41775
AON CORPORATION COM 037389103 92 2225 SH DEFINED 2225
AON CORPORATION COM 037389103 615 14900 SH DEFINED 14900
AON CORPORATION COM 037389103 7557 183200 SH DEFINED 183200
AON CORPORATION COM 037389103 1918 46500 SH DEFINED 46500
APACHE CORP COM 037411105 706 18100 SH DEFINED 18100
APACHE CORP COM 037411105 39 1000 SH DEFINED 1000
APACHE CORP COM 037411105 788 20200 SH DEFINED 20200
APPLE COMPUTER, INC. COM 037833100 1204 26000 SH DEFINED 26000
APPLE COMPUTER, INC. COM 037833100 65 1400 SH DEFINED 1400
APPLE COMPUTER, INC. COM 037833100 1343 29000 SH DEFINED 29000
APPLIED MATERIALS INC COM 038222105 4462 60400 SH DEFINED 60400
APPLIED MATERIALS INC COM 038222105 236 3200 SH DEFINED 3200
APPLIED MATERIALS INC COM 038222105 362 4900 SH DEFINED 4900
APPLIED MATERIALS INC COM 038222105 4396 59500 SH DEFINED 59500
APPLIED MATERIALS INC COM 038222105 4972 67300 SH DEFINED 67300
ARCH COMMUNICATIONS GP COM 039381405 301 35377 SH DEFINED 35377
ARCH COMMUNICATIONS GP COM 039381504 1141 134194 SH DEFINED 134194
ARCHER DANIELS MIDLAND COMPANY COM 039483102 1497 96956 SH DEFINED 96956
ARCHER DANIELS MIDLAND COMPANY COM 039483102 80 5191 SH DEFINED 5191
ARCHER DANIELS MIDLAND COMPANY COM 039483102 1667 107980 SH DEFINED 107980
ARMSTRONG WORLD INDUSTRIES INC COM 042476101 382 6600 SH DEFINED 6600
ARMSTRONG WORLD INDUSTRIES INC COM 042476101 23 400 SH DEFINED 400
ARMSTRONG WORLD INDUSTRIES INC COM 042476101 422 7300 SH DEFINED 7300
ASARCO, INC. COM 043413103 122 6500 SH DEFINED 6500
ASARCO, INC. COM 043413103 6 300 SH DEFINED 300
ASARCO, INC. COM 043413103 132 7000 SH DEFINED 7000
ASHLAND INC COM 044204105 490 12200 SH DEFINED 12200
ASHLAND INC COM 044204105 28 700 SH DEFINED 700
ASHLAND INC COM 044204105 546 13600 SH DEFINED 13600
ASSOCIATES FIRST CAPITAL CORPO COM 046008108 5284 119238 SH DEFINED 119238
ASSOCIATES FIRST CAPITAL CORPO COM 046008108 286 6444 SH DEFINED 6444
ASSOCIATES FIRST CAPITAL CORPO COM 046008108 5885 132810 SH DEFINED 132810
AT&T CORPORATION COM 001957109 28769 515455 SH DEFINED 515455
AT&T CORPORATION COM 001957109 1548 27731 SH DEFINED 27731
AT&T CORPORATION COM 001957109 329 5895 SH DEFINED 5895
AT&T CORPORATION COM 001957109 497 8900 SH DEFINED 8900
AT&T CORPORATION COM 001957109 1174 21028 SH DEFINED 21028
AT&T CORPORATION COM 001957109 6072 108800 SH DEFINED 108800
AT&T CORPORATION COM 001957109 11719 209962 SH DEFINED 209962
AT&T CORPORATION COM 001957109 32044 574138 SH DEFINED 574138
ATLANTIC RICHFIELD COMPANY COM 048825103 4462 53400 SH DEFINED 53400
ATLANTIC RICHFIELD COMPANY COM 048825103 242 2900 SH DEFINED 2900
ATLANTIC RICHFIELD COMPANY COM 048825103 4972 59500 SH DEFINED 59500
AUTODESK, INC. COM 052769106 287 9700 SH DEFINED 9700
AUTODESK, INC. COM 052769106 15 500 SH DEFINED 500
AUTODESK, INC. COM 052769106 319 10800 SH DEFINED 10800
AUTOMATIC DATA PROCESSING, INC COM 053015103 4440 100900 SH DEFINED 100900
AUTOMATIC DATA PROCESSING, INC COM 053015103 238 5400 SH DEFINED 5400
AUTOMATIC DATA PROCESSING, INC COM 053015103 4946 112400 SH DEFINED 112400
AUTOZONE INC COM 053332102 741 24600 SH DEFINED 24600
AUTOZONE INC COM 053332102 39 1300 SH DEFINED 1300
AUTOZONE INC COM 053332102 105 3500 SH DEFINED 3500
AUTOZONE INC COM 053332102 1283 42600 SH DEFINED 42600
AUTOZONE INC COM 053332102 825 27400 SH DEFINED 27400
AVERY DENNISON CORP. COM 053611109 1147 19000 SH DEFINED 19000
AVERY DENNISON CORP. COM 053611109 60 1000 SH DEFINED 1000
AVERY DENNISON CORP. COM 053611109 229 3800 SH DEFINED 3800
AVERY DENNISON CORP. COM 053611109 833 13800 SH DEFINED 13800
AVERY DENNISON CORP. COM 053611109 5518 91400 SH DEFINED 91400
AVERY DENNISON CORP. COM 053611109 1280 21200 SH DEFINED 21200
AVON PRODUCTS, INC. COM 054303102 2387 43000 SH DEFINED 43000
AVON PRODUCTS, INC. COM 054303102 128 2300 SH DEFINED 2300
AVON PRODUCTS, INC. COM 054303102 2658 47900 SH DEFINED 47900
B B AND T CORP. COM 054937107 1867 50900 SH DEFINED 50900
B B AND T CORP. COM 054937107 99 2700 SH DEFINED 2700
B B AND T CORP. COM 054937107 2080 56700 SH DEFINED 56700
B.F. GOODRICH COMPANY COM 382388106 519 12200 SH DEFINED 12200
B.F. GOODRICH COMPANY COM 382388106 30 700 SH DEFINED 700
B.F. GOODRICH COMPANY COM 382388106 578 13600 SH DEFINED 13600
BAKER HUGHES INC. COM 057224107 1794 53540 SH DEFINED 53540
BAKER HUGHES INC. COM 057224107 97 2910 SH DEFINED 2910
BAKER HUGHES INC. COM 057224107 1998 59630 SH DEFINED 59630
BALL CORPORATION COM 058498106 211 5000 SH DEFINED 5000
BALL CORPORATION COM 058498106 13 300 SH DEFINED 300
BALL CORPORATION COM 058498106 237 5600 SH DEFINED 5600
BANC ONE CORPORATION COM 06423A103 11468 192545 SH DEFINED 192545
BANC ONE CORPORATION COM 06423A103 617 10358 SH DEFINED 10358
BANC ONE CORPORATION COM 06423A103 12781 214586 SH DEFINED 214586
BANESANDNOBLE.COM INC. COM 067846105 95 5300 SH DEFINED 5300
BANESANDNOBLE.COM INC. COM 067846105 333 18500 SH DEFINED 18500
BANESANDNOBLE.COM INC. COM 067846105 1465 81400 SH DEFINED 81400
BANK NATIONAL PARIS COM 413366700 293 3400 SH DEFINED 3400
BANK OF AMERICA CORP COM 060505104 20784 283495 SH DEFINED 283495
BANK OF AMERICA CORP COM 060505104 1113 15179 SH DEFINED 15179
BANK OF AMERICA CORP COM 060505104 62 844 SH DEFINED 844
BANK OF AMERICA CORP COM 060505104 1977 26963 SH DEFINED 26963
BANK OF AMERICA CORP COM 060505104 220 3000 SH DEFINED 3000
BANK OF AMERICA CORP COM 060505104 24358 332243 SH DEFINED 332243
BANK OF AMERICA CORP COM 060505104 3849 52501 SH DEFINED 52501
BANK OF AMERICA CORP COM 060505104 23150 315776 SH DEFINED 315776
BANK OF NEW YORK COMPANY INC. COM 064057102 4571 124600 SH DEFINED 124600
BANK OF NEW YORK COMPANY INC. COM 064057102 246 6700 SH DEFINED 6700
BANK OF NEW YORK COMPANY INC. COM 064057102 139 3800 SH DEFINED 3800
BANK OF NEW YORK COMPANY INC. COM 064057102 466 12700 SH DEFINED 12700
BANK OF NEW YORK COMPANY INC. COM 064057102 4890 133300 SH DEFINED 133300
BANK OF NEW YORK COMPANY INC. COM 064057102 5092 138800 SH DEFINED 138800
BANK SARASIN COM 414954500 72 65 SH DEFINED 65
BANKBOSTON CORP COM 06605R106 2485 48600 SH DEFINED 48600
BANKBOSTON CORP COM 06605R106 133 2600 SH DEFINED 2600
BANKBOSTON CORP COM 06605R106 2766 54100 SH DEFINED 54100
BARNES & NOBLE INC COM 067774109 3860 141000 SH DEFINED 141000
BARRETT RESOURCES CORPORATION COM 068480201 61 1600 SH DEFINED 1600
BARRICK GOLD CORPORATION COM 067901108 1184 61100 SH DEFINED 61100
BARRICK GOLD CORPORATION COM 067901108 64 3300 SH DEFINED 3300
BARRICK GOLD CORPORATION COM 067901108 1319 68100 SH DEFINED 68100
BATTLE MOUNTAIN GOLD COMPANY COM 071593107 92 37600 SH DEFINED 37600
BATTLE MOUNTAIN GOLD COMPANY COM 071593107 5 2000 SH DEFINED 2000
BATTLE MOUNTAIN GOLD COMPANY COM 071593107 98 40300 SH DEFINED 40300
BAUSCH & LOMB INC. COM 071707103 704 9200 SH DEFINED 9200
BAUSCH & LOMB INC. COM 071707103 38 500 SH DEFINED 500
BAUSCH & LOMB INC. COM 071707103 61 800 SH DEFINED 800
BAUSCH & LOMB INC. COM 071707103 1331 17400 SH DEFINED 17400
BAUSCH & LOMB INC. COM 071707103 16884 220700 SH DEFINED 220700
BAUSCH & LOMB INC. COM 071707103 780 10200 SH DEFINED 10200
BAXTER INTERNATIONAL INC. COM 071813109 2837 46800 SH DEFINED 46800
BAXTER INTERNATIONAL INC. COM 071813109 152 2500 SH DEFINED 2500
BAXTER INTERNATIONAL INC. COM 071813109 3165 52200 SH DEFINED 52200
BEAR STEARNS COM 073902108 853 18240 SH DEFINED 18240
BEAR STEARNS COM 073902108 44 940 SH DEFINED 940
BEAR STEARNS COM 073902108 952 20360 SH DEFINED 20360
BECTON, DICKINSON & COMPANY COM 075887109 1224 40800 SH DEFINED 40800
BECTON, DICKINSON & COMPANY COM 075887109 66 2200 SH DEFINED 2200
BECTON, DICKINSON & COMPANY COM 075887109 1362 45400 SH DEFINED 45400
BELL ATLANTIC CORPORATION COM 077853109 16624 254280 SH DEFINED 254280
BELL ATLANTIC CORPORATION COM 077853109 894 13670 SH DEFINED 13670
BELL ATLANTIC CORPORATION COM 077853109 333 5100 SH DEFINED 5100
BELL ATLANTIC CORPORATION COM 077853109 4112 62900 SH DEFINED 62900
BELL ATLANTIC CORPORATION COM 077853109 18513 283184 SH DEFINED 283184
BELLSOUTH CORPORATION COM 079860102 14972 319400 SH DEFINED 319400
BELLSOUTH CORPORATION COM 079860102 806 17200 SH DEFINED 17200
BELLSOUTH CORPORATION COM 079860102 16678 355800 SH DEFINED 355800
BEMIS COMPANY, INC. COM 081437105 342 8600 SH DEFINED 8600
BEMIS COMPANY, INC. COM 081437105 20 500 SH DEFINED 500
BEMIS COMPANY, INC. COM 081437105 382 9600 SH DEFINED 9600
BENCHISER (ADR) COM D0882P103 91 1700 SH DEFINED 1700
BENCHISER (ADR) COM D0882P103 311 5800 SH DEFINED 5800
BENCHISER (ADR) COM D0882P103 4183 78000 SH DEFINED 78000
BERGEN BRUNSWIG CORP COM 083739102 32 1870 SH DEFINED 1870
BESTFOODS INC COM 08658U101 2317 46800 SH DEFINED 46800
BESTFOODS INC COM 08658U101 124 2500 SH DEFINED 2500
BESTFOODS INC COM 08658U101 2579 52100 SH DEFINED 52100
BETHLEHEM STEEL CORPORATION COM 087509105 164 21300 SH DEFINED 21300
BETHLEHEM STEEL CORPORATION COM 087509105 8 1100 SH DEFINED 1100
BETHLEHEM STEEL CORPORATION COM 087509105 182 23700 SH DEFINED 23700
BIOMET, INC. COM 090613100 731 18400 SH DEFINED 18400
BIOMET, INC. COM 090613100 40 1000 SH DEFINED 1000
BIOMET, INC. COM 090613100 815 20500 SH DEFINED 20500
BJ SERVICES COMPANY COM 055482103 127 4300 SH DEFINED 4300
BLACK & DECKER CORPORATION COM 091797100 909 14400 SH DEFINED 14400
BLACK & DECKER CORPORATION COM 091797100 51 800 SH DEFINED 800
BLACK & DECKER CORPORATION COM 091797100 1010 16000 SH DEFINED 16000
BMC SOFTWARE INCORPORATED COM 055921100 2084 38600 SH DEFINED 38600
BMC SOFTWARE INCORPORATED COM 055921100 113 2100 SH DEFINED 2100
BMC SOFTWARE INCORPORATED COM 055921100 2322 43000 SH DEFINED 43000
BOEING COMPANY COM 097023105 6788 153618 SH DEFINED 153618
BOEING COMPANY COM 097023105 365 8270 SH DEFINED 8270
BOEING COMPANY COM 097023105 7564 171176 SH DEFINED 171176
BOISE CASCADE CORPORATION COM 097383103 394 9200 SH DEFINED 9200
BOISE CASCADE CORPORATION COM 097383103 21 500 SH DEFINED 500
BOISE CASCADE CORPORATION COM 097383103 442 10300 SH DEFINED 10300
BORG WARNER AUTOMOTIVE COM 099724106 198 3600 SH DEFINED 3600
BORG WARNER AUTOMOTIVE COM 099724106 2690 48900 SH DEFINED 48900
BOSTON SCIENTIFIC CORP. COM 101137107 2830 64400 SH DEFINED 64400
BOSTON SCIENTIFIC CORP. COM 101137107 154 3500 SH DEFINED 3500
BOSTON SCIENTIFIC CORP. COM 101137107 3150 71700 SH DEFINED 71700
BP AMOCO PLC COM 055622104 130 1200 SH DEFINED 1200
BP AMOCO PLC COM 055622104 499 4600 SH DEFINED 4600
BP AMOCO PLC COM 055622104 4883 45000 SH DEFINED 45000
BRIGGS & STRATTON CORPORATION COM 109043109 219 3800 SH DEFINED 3800
BRIGGS & STRATTON CORPORATION COM 109043109 12 200 SH DEFINED 200
BRIGGS & STRATTON CORPORATION COM 109043109 248 4300 SH DEFINED 4300
BRISTOL-MYERS SQUIBB COMPANY COM 110122108 22927 325500 SH DEFINED 325500
BRISTOL-MYERS SQUIBB COMPANY COM 110122108 1233 17500 SH DEFINED 17500
BRISTOL-MYERS SQUIBB COMPANY COM 110122108 218 3100 SH DEFINED 3100
BRISTOL-MYERS SQUIBB COMPANY COM 110122108 606 8600 SH DEFINED 8600
BRISTOL-MYERS SQUIBB COMPANY COM 110122108 810 11500 SH DEFINED 11500
BRISTOL-MYERS SQUIBB COMPANY COM 110122108 7516 106700 SH DEFINED 106700
BRISTOL-MYERS SQUIBB COMPANY COM 110122108 8206 116500 SH DEFINED 116500
BRISTOL-MYERS SQUIBB COMPANY COM 110122108 25541 362600 SH DEFINED 362600
BRITISH AEROSPACE PLC COM 026349400 367 35839 SH DEFINED 35839
BRITISH ENERGY COM 013365000 355 26500 SH DEFINED 26500
BROOKS AUTOMATION, INC. COM 11434A100 51 1900 SH DEFINED 1900
BROWN-FORMAN CORP COM 115637209 730 11200 SH DEFINED 11200
BROWN-FORMAN CORP COM 115637209 39 600 SH DEFINED 600
BROWN-FORMAN CORP COM 115637209 815 12500 SH DEFINED 12500
BROWNING-FERRIS INDUSTRIESINC. COM 115885105 1114 25900 SH DEFINED 25900
BROWNING-FERRIS INDUSTRIESINC. COM 115885105 60 1400 SH DEFINED 1400
BROWNING-FERRIS INDUSTRIESINC. COM 115885105 1243 28900 SH DEFINED 28900
BRUNSWICK CORPORATION COM 117043109 418 15000 SH DEFINED 15000
BRUNSWICK CORPORATION COM 117043109 22 800 SH DEFINED 800
BRUNSWICK CORPORATION COM 117043109 468 16800 SH DEFINED 16800
BURLINGTON NORTHERN SANTA FE C COM 12189T104 2381 76799 SH DEFINED 76799
BURLINGTON NORTHERN SANTA FE C COM 12189T104 127 4100 SH DEFINED 4100
BURLINGTON NORTHERN SANTA FE C COM 12189T104 2654 85621 SH DEFINED 85621
BURLINGTON RESOURCE INC COM 122014103 1257 29075 SH DEFINED 29075
BURLINGTON RESOURCE INC COM 122014103 69 1605 SH DEFINED 1605
BURLINGTON RESOURCE INC COM 122014103 1398 32320 SH DEFINED 32320
C.R. BARD, INC. COM 067383109 421 8800 SH DEFINED 8800
C.R. BARD, INC. COM 067383109 24 500 SH DEFINED 500
C.R. BARD, INC. COM 067383109 469 9800 SH DEFINED 9800
CABLETRON SYSTEMS INC. COM 126920107 367 28200 SH DEFINED 28200
CABLETRON SYSTEMS INC. COM 126920107 20 1500 SH DEFINED 1500
CABLETRON SYSTEMS INC. COM 126920107 408 31400 SH DEFINED 31400
CAMBREX CORPORATION COM 132011107 10571 402700 SH DEFINED 402700
CAMPBELL SOUP COMPANY COM 134429109 3376 72800 SH DEFINED 72800
CAMPBELL SOUP COMPANY COM 134429109 181 3900 SH DEFINED 3900
CAMPBELL SOUP COMPANY COM 134429109 51 1100 SH DEFINED 1100
CAMPBELL SOUP COMPANY COM 134429109 2449 52800 SH DEFINED 52800
CAMPBELL SOUP COMPANY COM 134429109 3761 81100 SH DEFINED 81100
CANADIAN NATIONAL RAILWAY CO. COM 136375102 134 2000 SH DEFINED 2000
CANADIAN NATIONAL RAILWAY CO. COM 136375102 469 7000 SH DEFINED 7000
CANADIAN NATIONAL RAILWAY CO. COM 136375102 5528 82500 SH DEFINED 82500
CAPITAL ONE FINL CORP COM 14040H105 1793 32200 SH DEFINED 32200
CAPITAL ONE FINL CORP COM 14040H105 95 1700 SH DEFINED 1700
CAPITAL ONE FINL CORP COM 14040H105 1999 35900 SH DEFINED 35900
CARDINAL HEALTH INC COM 14149Y108 2860 44600 SH DEFINED 44600
CARDINAL HEALTH INC COM 14149Y108 151 2350 SH DEFINED 2350
CARDINAL HEALTH INC COM 14149Y108 19 300 SH DEFINED 300
CARDINAL HEALTH INC COM 14149Y108 4726 73700 SH DEFINED 73700
CARDINAL HEALTH INC COM 14149Y108 3184 49650 SH DEFINED 49650
CARNIVAL CRUISE LINES INC COM 143658102 4869 100400 SH DEFINED 100400
CARNIVAL CRUISE LINES INC COM 143658102 262 5400 SH DEFINED 5400
CARNIVAL CRUISE LINES INC COM 143658102 5422 111800 SH DEFINED 111800
CAROLINA POWER & LIGHT COMPANY COM 144141108 1062 24800 SH DEFINED 24800
CAROLINA POWER & LIGHT COMPANY COM 144141108 56 1300 SH DEFINED 1300
CAROLINA POWER & LIGHT COMPANY COM 144141108 1182 27600 SH DEFINED 27600
CASE CORPORATION COM 14743R103 582 12100 SH DEFINED 12100
CASE CORPORATION COM 14743R103 34 700 SH DEFINED 700
CASE CORPORATION COM 14743R103 650 13500 SH DEFINED 13500
CATALINA MARKETING CORPORATION COM 148867104 92 1000 SH DEFINED 1000
CATALINA MARKETING CORPORATION COM 148867104 1040 11300 SH DEFINED 11300
CATALINA MARKETING CORPORATION COM 148867104 29918 325200 SH DEFINED 325200
CATERPILLAR INC. COM 149123101 3522 58700 SH DEFINED 58700
CATERPILLAR INC. COM 149123101 192 3200 SH DEFINED 3200
CATERPILLAR INC. COM 149123101 3924 65400 SH DEFINED 65400
CBS CORP COMM COM 12490K107 5021 115600 SH DEFINED 115600
CBS CORP COMM COM 12490K107 269 6200 SH DEFINED 6200
CBS CORP COMM COM 12490K107 5595 128800 SH DEFINED 128800
CBT GROUP ADR NEW COM 124853300 18 1100 SH DEFINED 1100
CBT GROUP ADR NEW COM 124853300 1931 117000 SH DEFINED 117000
CDW COMPUTERS COM 125129106 35 800 SH DEFINED 800
CDW COMPUTERS COM 125129106 669 15200 SH DEFINED 15200
CDW COMPUTERS COM 125129106 9020 205000 SH DEFINED 205000
CENDANT CORPORATION COM 151313103 2578 125754 SH DEFINED 125754
CENDANT CORPORATION COM 151313103 138 6722 SH DEFINED 6722
CENDANT CORPORATION COM 151313103 529 25800 SH DEFINED 25800
CENDANT CORPORATION COM 151313103 6494 316800 SH DEFINED 316800
CENDANT CORPORATION COM 151313103 2873 140154 SH DEFINED 140154
CENTEX CORPORATION COM 152312104 364 9700 SH DEFINED 9700
CENTEX CORPORATION COM 152312104 19 500 SH DEFINED 500
CENTEX CORPORATION COM 152312104 53 1400 SH DEFINED 1400
CENTEX CORPORATION COM 152312104 184 4900 SH DEFINED 4900
CENTEX CORPORATION COM 152312104 2479 66000 SH DEFINED 66000
CENTEX CORPORATION COM 152312104 409 10900 SH DEFINED 10900
CENTRAL & SOUTH WEST CORPORATI COM 152357109 813 34800 SH DEFINED 34800
CENTRAL & SOUTH WEST CORPORATI COM 152357109 44 1900 SH DEFINED 1900
CENTRAL & SOUTH WEST CORPORATI COM 152357109 907 38800 SH DEFINED 38800
CENTURYTEL INC COM 156700106 898 22600 SH DEFINED 22600
CENTURYTEL INC COM 156700106 48 1200 SH DEFINED 1200
CENTURYTEL INC COM 156700106 1002 25200 SH DEFINED 25200
CERIDIAN CORP COM 15677T106 765 23400 SH DEFINED 23400
CERIDIAN CORP COM 15677T106 42 1300 SH DEFINED 1300
CERIDIAN CORP COM 15677T106 853 26100 SH DEFINED 26100
CHAMPION INTERNATIONAL COM 158525105 752 15700 SH DEFINED 15700
CHAMPION INTERNATIONAL COM 158525105 38 800 SH DEFINED 800
CHAMPION INTERNATIONAL COM 158525105 833 17400 SH DEFINED 17400
CHANCELLOR MEDIA CORPORATION O COM 158915108 700 12700 SH DEFINED 12700
CHANCELLOR MEDIA CORPORATION O COM 158915108 12216 221600 SH DEFINED 221600
CHASE MANHATTAN CORPORATION COM 16161A108 12002 138548 SH DEFINED 138548
CHASE MANHATTAN CORPORATION COM 16161A108 641 7400 SH DEFINED 7400
CHASE MANHATTAN CORPORATION COM 16161A108 208 2400 SH DEFINED 2400
CHASE MANHATTAN CORPORATION COM 16161A108 728 8400 SH DEFINED 8400
CHASE MANHATTAN CORPORATION COM 16161A108 8219 94880 SH DEFINED 94880
CHASE MANHATTAN CORPORATION COM 16161A108 13367 154312 SH DEFINED 154312
CHEVRON CORP COM 166751107 10176 106900 SH DEFINED 106900
CHEVRON CORP COM 166751107 543 5700 SH DEFINED 5700
CHEVRON CORP COM 166751107 67 700 SH DEFINED 700
CHEVRON CORP COM 166751107 162 1700 SH DEFINED 1700
CHEVRON CORP COM 166751107 2189 23000 SH DEFINED 23000
CHEVRON CORP COM 166751107 11327 119000 SH DEFINED 119000
CHRISTIANIA BANK COM 420411000 23 50000 SH DEFINED 50000
CHUBB CORPORATION COM 171232101 1856 26700 SH DEFINED 26700
CHUBB CORPORATION COM 171232101 97 1400 SH DEFINED 1400
CHUBB CORPORATION COM 171232101 2064 29700 SH DEFINED 29700
CIGNA CORPORATION COM 125509109 3008 33800 SH DEFINED 33800
CIGNA CORPORATION COM 125509109 160 1800 SH DEFINED 1800
CIGNA CORPORATION COM 125509109 3355 37700 SH DEFINED 37700
CINCINNATI FINANCIAL CORP. COM 172062101 1025 27300 SH DEFINED 27300
CINCINNATI FINANCIAL CORP. COM 172062101 56 1500 SH DEFINED 1500
CINCINNATI FINANCIAL CORP. COM 172062101 1146 30500 SH DEFINED 30500
CINERGY CORPORATION COM 172474108 832 26005 SH DEFINED 26005
CINERGY CORPORATION COM 172474108 45 1400 SH DEFINED 1400
CINERGY CORPORATION COM 172474108 925 28917 SH DEFINED 28917
CINTAS CORPORATION COM 172908105 598 8900 SH DEFINED 8900
CINTAS CORPORATION COM 172908105 23979 356900 SH DEFINED 356900
CIRCUIT CITY GROUP COM COM 172737108 1535 16500 SH DEFINED 16500
CIRCUIT CITY GROUP COM COM 172737108 84 900 SH DEFINED 900
CIRCUIT CITY GROUP COM COM 172737108 1702 18300 SH DEFINED 18300
CISCO SYSTEMS INCORPORATED COM 17275R102 33359 517200 SH DEFINED 517200
CISCO SYSTEMS INCORPORATED COM 17275R102 1787 27700 SH DEFINED 27700
CISCO SYSTEMS INCORPORATED COM 17275R102 316 4900 SH DEFINED 4900
CISCO SYSTEMS INCORPORATED COM 17275R102 1590 24650 SH DEFINED 24650
CISCO SYSTEMS INCORPORATED COM 17275R102 1090 16900 SH DEFINED 16900
CISCO SYSTEMS INCORPORATED COM 17275R102 19540 302950 SH DEFINED 302950
CISCO SYSTEMS INCORPORATED COM 17275R102 10010 155200 SH DEFINED 155200
CISCO SYSTEMS INCORPORATED COM 17275R102 37168 576250 SH DEFINED 576250
CIT GROUP INC COM 125577106 283 9800 SH DEFINED 9800
CIT GROUP INC COM 125577106 3474 120300 SH DEFINED 120300
CITIGROUP INC COM 172967101 26347 554682 SH DEFINED 554682
CITIGROUP INC COM 172967101 1413 29745 SH DEFINED 29745
CITIGROUP INC COM 172967101 121 2550 SH DEFINED 2550
CITIGROUP INC COM 172967101 403 8475 SH DEFINED 8475
CITIGROUP INC COM 172967101 3477 73200 SH DEFINED 73200
CITIGROUP INC COM 172967101 29353 617962 SH DEFINED 617962
CLEAR CHANNEL COMMUNICATIONS, COM 184502102 3654 53000 SH DEFINED 53000
CLEAR CHANNEL COMMUNICATIONS, COM 184502102 193 2800 SH DEFINED 2800
CLEAR CHANNEL COMMUNICATIONS, COM 184502102 848 12300 SH DEFINED 12300
CLEAR CHANNEL COMMUNICATIONS, COM 184502102 19799 287200 SH DEFINED 287200
CLEAR CHANNEL COMMUNICATIONS, COM 184502102 4067 59000 SH DEFINED 59000
CLOROX COMPANY COM 189054109 2051 19200 SH DEFINED 19200
CLOROX COMPANY COM 189054109 107 1000 SH DEFINED 1000
CLOROX COMPANY COM 189054109 2286 21400 SH DEFINED 21400
CMS ENERGY COM 125896100 804 19200 SH DEFINED 19200
CMS ENERGY COM 125896100 42 1000 SH DEFINED 1000
CMS ENERGY COM 125896100 896 21400 SH DEFINED 21400
CNF TRANSPORTATION INC COM 12612W104 238 6200 SH DEFINED 6200
CNF TRANSPORTATION INC COM 12612W104 2913 75900 SH DEFINED 75900
COACH USA, INC. COM 18975L106 63 1500 SH DEFINED 1500
COASTAL CORP. COM 190441105 1392 34800 SH DEFINED 34800
COASTAL CORP. COM 190441105 76 1900 SH DEFINED 1900
COASTAL CORP. COM 190441105 1552 38800 SH DEFINED 38800
COCA COLA ENTERPRISES INC. COM 191219104 2068 69500 SH DEFINED 69500
COCA COLA ENTERPRISES INC. COM 191219104 110 3700 SH DEFINED 3700
COCA COLA ENTERPRISES INC. COM 191219104 2303 77400 SH DEFINED 77400
COCA-COLA COMPANY COM 191216100 25231 403700 SH DEFINED 403700
COCA-COLA COMPANY COM 191216100 1356 21700 SH DEFINED 21700
COCA-COLA COMPANY COM 191216100 28113 449800 SH DEFINED 449800
COLGATE-PALMOLIVE CO COM 194162103 4740 48000 SH DEFINED 48000
COLGATE-PALMOLIVE CO COM 194162103 257 2600 SH DEFINED 2600
COLGATE-PALMOLIVE CO COM 194162103 5273 53400 SH DEFINED 53400
COLTEC INDS. INC. COM 196879100 165 7600 SH DEFINED 7600
COLTEC INDS. INC. COM 196879100 2019 93100 SH DEFINED 93100
COLUMBIA ENERGY GROUP COM 197648108 859 13700 SH DEFINED 13700
COLUMBIA ENERGY GROUP COM 197648108 47 750 SH DEFINED 750
COLUMBIA ENERGY GROUP COM 197648108 539 8600 SH DEFINED 8600
COLUMBIA ENERGY GROUP COM 197648108 6626 105700 SH DEFINED 105700
COLUMBIA ENERGY GROUP COM 197648108 956 15250 SH DEFINED 15250
COLUMBIA/HCA HEALTHCARE CORPOR COM 197677107 2412 105750 SH DEFINED 105750
COLUMBIA/HCA HEALTHCARE CORPOR COM 197677107 130 5700 SH DEFINED 5700
COLUMBIA/HCA HEALTHCARE CORPOR COM 197677107 2687 117800 SH DEFINED 117800
COMCAST CORP. COM 200300200 4655 121100 SH DEFINED 121100
COMCAST CORP. COM 200300200 250 6500 SH DEFINED 6500
COMCAST CORP. COM 200300200 5185 134900 SH DEFINED 134900
COMERICA, INC. COM 200340107 1516 25500 SH DEFINED 25500
COMERICA, INC. COM 200340107 80 1350 SH DEFINED 1350
COMERICA, INC. COM 200340107 1685 28350 SH DEFINED 28350
COMPAQ COMPUTER CORPORATION COM 204493100 6544 276267 SH DEFINED 276267
COMPAQ COMPUTER CORPORATION COM 204493100 353 14885 SH DEFINED 14885
COMPAQ COMPUTER CORPORATION COM 204493100 7291 307809 SH DEFINED 307809
COMPLETE BUSINESS SOLUTIONS, I COM 20452F107 57 3200 SH DEFINED 3200
COMPLETE BUSINESS SOLUTIONS, I COM 20452F107 1288 71800 SH DEFINED 71800
COMPUTER ASSOCIATES INTL INC. COM 204912109 4852 88212 SH DEFINED 88212
COMPUTER ASSOCIATES INTL INC. COM 204912109 259 4700 SH DEFINED 4700
COMPUTER ASSOCIATES INTL INC. COM 204912109 5407 98312 SH DEFINED 98312
COMPUTER HORIZONS CORP COM 205908106 30 2200 SH DEFINED 2200
COMPUTER SCIENCES CORP. COM 205363104 1799 26000 SH DEFINED 26000
COMPUTER SCIENCES CORP. COM 205363104 97 1400 SH DEFINED 1400
COMPUTER SCIENCES CORP. COM 205363104 2006 29000 SH DEFINED 29000
COMPUWARE CORPORATION COM 205638109 1915 60200 SH DEFINED 60200
COMPUWARE CORPORATION COM 205638109 102 3200 SH DEFINED 3200
COMPUWARE CORPORATION COM 205638109 2135 67100 SH DEFINED 67100
COMVERSE COM 205862402 113 1500 SH DEFINED 1500
COMVERSE COM 205862402 1778 23550 SH DEFINED 23550
COMVERSE COM 205862402 29343 388650 SH DEFINED 388650
CONAGRA INC. COM 205887102 2133 80100 SH DEFINED 80100
CONAGRA INC. COM 205887102 114 4300 SH DEFINED 4300
CONAGRA INC. COM 205887102 2378 89300 SH DEFINED 89300
CONCORD EFS INC. COM 206197105 140 3300 SH DEFINED 3300
CONCORD EFS INC. COM 206197105 954 22550 SH DEFINED 22550
CONCORD EFS INC. COM 206197105 135 3200 SH DEFINED 3200
CONCORD EFS INC. COM 206197105 1341 31700 SH DEFINED 31700
CONCORD EFS INC. COM 206197105 16690 394450 SH DEFINED 394450
CONEXANT SYSTEMS INC COM 207142100 517 8900 SH DEFINED 8900
CONEXANT SYSTEMS INC COM 207142100 10515 181100 SH DEFINED 181100
CONOCO, INC.- CL.A COM 208251306 117 4200 SH DEFINED 4200
CONOCO, INC.- CL.A COM 208251306 404 14500 SH DEFINED 14500
CONOCO, INC.- CL.A COM 208251306 3819 137000 SH DEFINED 137000
CONSECO INC COM 208464107 1597 52470 SH DEFINED 52470
CONSECO INC COM 208464107 86 2833 SH DEFINED 2833
CONSECO INC COM 208464107 1779 58437 SH DEFINED 58437
CONSOLIDATED EDISON INC COM 209115104 1729 38200 SH DEFINED 38200
CONSOLIDATED EDISON INC COM 209115104 95 2100 SH DEFINED 2100
CONSOLIDATED EDISON INC COM 209115104 1923 42500 SH DEFINED 42500
CONSOLIDATED NATURAL GAS CO COM 209615103 954 15700 SH DEFINED 15700
CONSOLIDATED NATURAL GAS CO COM 209615103 49 800 SH DEFINED 800
CONSOLIDATED NATURAL GAS CO COM 209615103 1063 17500 SH DEFINED 17500
CONSOLIDATED STORES CORP COM 210149100 483 17900 SH DEFINED 17900
CONSOLIDATED STORES CORP COM 210149100 27 1000 SH DEFINED 1000
CONSOLIDATED STORES CORP COM 210149100 540 20000 SH DEFINED 20000
CONSTELLATION ENERGY GROUP COM 210371100 723 24400 SH DEFINED 24400
CONSTELLATION ENERGY GROUP COM 210371100 39 1300 SH DEFINED 1300
CONSTELLATION ENERGY GROUP COM 210371100 806 27200 SH DEFINED 27200
COOPER INDUSTRIES, INC. COM 216669101 806 15500 SH DEFINED 15500
COOPER INDUSTRIES, INC. COM 216669101 42 800 SH DEFINED 800
COOPER INDUSTRIES, INC. COM 216669101 556 10700 SH DEFINED 10700
COOPER INDUSTRIES, INC. COM 216669101 6776 130300 SH DEFINED 130300
COOPER INDUSTRIES, INC. COM 216669101 894 17200 SH DEFINED 17200
COOPER TIRE & RUBBER COMPANY COM 216831107 293 12400 SH DEFINED 12400
COOPER TIRE & RUBBER COMPANY COM 216831107 17 700 SH DEFINED 700
COOPER TIRE & RUBBER COMPANY COM 216831107 326 13800 SH DEFINED 13800
COPPER MOUNTAIN COM 217510106 23 300 SH DEFINED 300
COPPER MOUNTAIN COM 217510106 263 3400 SH DEFINED 3400
CORNING INC COM 219350105 2805 40000 SH DEFINED 40000
CORNING INC COM 219350105 147 2100 SH DEFINED 2100
CORNING INC COM 219350105 3121 44500 SH DEFINED 44500
COSTCO COMPANIES INC COM COM 22160Q102 2862 35751 SH DEFINED 35751
COSTCO COMPANIES INC COM COM 22160Q102 152 1900 SH DEFINED 1900
COSTCO COMPANIES INC COM COM 22160Q102 104 1300 SH DEFINED 1300
COSTCO COMPANIES INC COM COM 22160Q102 376 4700 SH DEFINED 4700
COSTCO COMPANIES INC COM COM 22160Q102 3755 46900 SH DEFINED 46900
COSTCO COMPANIES INC COM COM 22160Q102 3187 39807 SH DEFINED 39807
COUNTRYWIDE CREDIT INDUSTRIES COM 222372104 787 18400 SH DEFINED 18400
COUNTRYWIDE CREDIT INDUSTRIES COM 222372104 43 1000 SH DEFINED 1000
COUNTRYWIDE CREDIT INDUSTRIES COM 222372104 876 20500 SH DEFINED 20500
CRANE CO. COM 224399105 353 11225 SH DEFINED 11225
CRANE CO. COM 224399105 20 650 SH DEFINED 650
CRANE CO. COM 224399105 392 12475 SH DEFINED 12475
CROWN CASTLE INTERNATIONAL COR COM 228227104 277 13300 SH DEFINED 13300
CROWN CASTLE INTERNATIONAL COR COM 228227104 12535 602300 SH DEFINED 602300
CROWN CORK & SEAL COMPANY,INC. COM 228255105 570 20000 SH DEFINED 20000
CROWN CORK & SEAL COMPANY,INC. COM 228255105 31 1100 SH DEFINED 1100
CROWN CORK & SEAL COMPANY,INC. COM 228255105 636 22300 SH DEFINED 22300
CSG SYSTEMS INTERNATIONAL, INC COM 126349109 71 2700 SH DEFINED 2700
CSG SYSTEMS INTERNATIONAL, INC COM 126349109 1228 46900 SH DEFINED 46900
CSX CORPORATION COM 126408103 1609 35500 SH DEFINED 35500
CSX CORPORATION COM 126408103 86 1900 SH DEFINED 1900
CSX CORPORATION COM 126408103 1794 39600 SH DEFINED 39600
CUMMINS ENGINE COMPANY, INC. COM 231021106 394 6900 SH DEFINED 6900
CUMMINS ENGINE COMPANY, INC. COM 231021106 23 400 SH DEFINED 400
CUMMINS ENGINE COMPANY, INC. COM 231021106 434 7600 SH DEFINED 7600
CVS CORPORATION COM 126650100 3243 63900 SH DEFINED 63900
CVS CORPORATION COM 126650100 173 3400 SH DEFINED 3400
CVS CORPORATION COM 126650100 3608 71100 SH DEFINED 71100
CYPRUS MINERALS CO. COM 232809103 226 14900 SH DEFINED 14900
CYPRUS MINERALS CO. COM 232809103 12 800 SH DEFINED 800
CYPRUS MINERALS CO. COM 232809103 251 16550 SH DEFINED 16550
DANA CORPORATION COM 235811106 1251 27165 SH DEFINED 27165
DANA CORPORATION COM 235811106 68 1478 SH DEFINED 1478
DANA CORPORATION COM 235811106 1396 30300 SH DEFINED 30300
DANAHER COM 235851102 1273 21900 SH DEFINED 21900
DANAHER COM 235851102 70 1200 SH DEFINED 1200
DANAHER COM 235851102 1418 24400 SH DEFINED 24400
DARDEN RESTAURANT INC COM 237194105 493 22600 SH DEFINED 22600
DARDEN RESTAURANT INC COM 237194105 26 1200 SH DEFINED 1200
DARDEN RESTAURANT INC COM 237194105 547 25100 SH DEFINED 25100
DATA GENERAL CORPORATION COM 237688106 119 8200 SH DEFINED 8200
DATA GENERAL CORPORATION COM 237688106 6 400 SH DEFINED 400
DATA GENERAL CORPORATION COM 237688106 128 8800 SH DEFINED 8800
DAVID'S BRIDAL INC COM 238576102 31 2000 SH DEFINED 2000
DAYTON HUDSON CORPORATION COM 239753106 4693 72200 SH DEFINED 72200
DAYTON HUDSON CORPORATION COM 239753106 254 3900 SH DEFINED 3900
DAYTON HUDSON CORPORATION COM 239753106 137 2100 SH DEFINED 2100
DAYTON HUDSON CORPORATION COM 239753106 319 4900 SH DEFINED 4900
DAYTON HUDSON CORPORATION COM 239753106 488 7500 SH DEFINED 7500
DAYTON HUDSON CORPORATION COM 239753106 3887 59800 SH DEFINED 59800
DAYTON HUDSON CORPORATION COM 239753106 4355 67000 SH DEFINED 67000
DAYTON HUDSON CORPORATION COM 239753106 5226 80400 SH DEFINED 80400
DEERE & COMPANY COM 244199105 1549 39100 SH DEFINED 39100
DEERE & COMPANY COM 244199105 83 2100 SH DEFINED 2100
DEERE & COMPANY COM 244199105 1724 43500 SH DEFINED 43500
DELL COMPUTER CORP. COM 247025109 15418 416700 SH DEFINED 416700
DELL COMPUTER CORP. COM 247025109 829 22400 SH DEFINED 22400
DELL COMPUTER CORP. COM 247025109 366 9900 SH DEFINED 9900
DELL COMPUTER CORP. COM 247025109 4481 121100 SH DEFINED 121100
DELL COMPUTER CORP. COM 247025109 17179 464300 SH DEFINED 464300
DELPHI AUTOMOTIVE SYSTEMS CORP COM 247126105 1718 92544 SH DEFINED 92544
DELPHI AUTOMOTIVE SYSTEMS CORP COM 247126105 93 5004 SH DEFINED 5004
DELPHI AUTOMOTIVE SYSTEMS CORP COM 247126105 1914 103137 SH DEFINED 103137
DELTA AIR LINES INC COM 247361108 1337 23200 SH DEFINED 23200
DELTA AIR LINES INC COM 247361108 69 1200 SH DEFINED 1200
DELTA AIR LINES INC COM 247361108 1487 25800 SH DEFINED 25800
DELUXE CORP. COM 248019101 514 13200 SH DEFINED 13200
DELUXE CORP. COM 248019101 27 700 SH DEFINED 700
DELUXE CORP. COM 248019101 572 14700 SH DEFINED 14700
DIAL CORP. COM 25247D101 216 5800 SH DEFINED 5800
DIAL CORP. COM 25247D101 777 20900 SH DEFINED 20900
DIAL CORP. COM 25247D101 7761 208700 SH DEFINED 208700
DILLARDS INC CL A COM 254067101 615 17500 SH DEFINED 17500
DILLARDS INC CL A COM 254067101 32 900 SH DEFINED 900
DILLARDS INC CL A COM 254067101 685 19500 SH DEFINED 19500
DIME BANCORP INC NEW COM 25429Q102 199 9900 SH DEFINED 9900
DIME BANCORP INC NEW COM 25429Q102 2443 121400 SH DEFINED 121400
DOLLAR GENERAL CORP COM 256669102 1052 36268 SH DEFINED 36268
DOLLAR GENERAL CORP COM 256669102 55 1912 SH DEFINED 1912
DOLLAR GENERAL CORP COM 256669102 1170 40343 SH DEFINED 40343
DOLLAR TREE STORES, INC. COM 256747106 554 12600 SH DEFINED 12600
DOLLAR TREE STORES, INC. COM 256747106 16949 385200 SH DEFINED 385200
DOMINION RESOURCES INC. COM 257470104 1386 32000 SH DEFINED 32000
DOMINION RESOURCES INC. COM 257470104 74 1700 SH DEFINED 1700
DOMINION RESOURCES INC. COM 257470104 286 6600 SH DEFINED 6600
DOMINION RESOURCES INC. COM 257470104 3500 80800 SH DEFINED 80800
DOMINION RESOURCES INC. COM 257470104 1542 35600 SH DEFINED 35600
DOVER CORPORATION COM 260003108 1278 36500 SH DEFINED 36500
DOVER CORPORATION COM 260003108 70 2000 SH DEFINED 2000
DOVER CORPORATION COM 260003108 1425 40700 SH DEFINED 40700
DOW CHEMICAL COMPANY COM 260543103 4606 36300 SH DEFINED 36300
DOW CHEMICAL COMPANY COM 260543103 241 1900 SH DEFINED 1900
DOW CHEMICAL COMPANY COM 260543103 5126 40400 SH DEFINED 40400
DOW JONES & COMPANY, INC. COM 260561105 817 15400 SH DEFINED 15400
DOW JONES & COMPANY, INC. COM 260561105 42 800 SH DEFINED 800
DOW JONES & COMPANY, INC. COM 260561105 907 17100 SH DEFINED 17100
DST SYSTEMS, INC. COM 233326107 880 14000 SH DEFINED 14000
DST SYSTEMS, INC. COM 233326107 2590 41200 SH DEFINED 41200
DST SYSTEMS, INC. COM 233326107 17655 280800 SH DEFINED 280800
DTE ENERGY COMPANY COM 233331107 952 23800 SH DEFINED 23800
DTE ENERGY COMPANY COM 233331107 52 1300 SH DEFINED 1300
DTE ENERGY COMPANY COM 233331107 1060 26500 SH DEFINED 26500
DUKE ENERGY COMPANY COM 264399106 3223 59271 SH DEFINED 59271
DUKE ENERGY COMPANY COM 264399106 176 3231 SH DEFINED 3231
DUKE ENERGY COMPANY COM 264399106 3592 66065 SH DEFINED 66065
DUN & BRADSTREET CORPORATI COM 26483B106 960 27100 SH DEFINED 27100
DUN & BRADSTREET CORPORATI COM 26483B106 53 1500 SH DEFINED 1500
DUN & BRADSTREET CORPORATI COM 26483B106 1067 30100 SH DEFINED 30100
E.I. DU PONT DE NEMOURS & COMP COM 263534109 12597 184400 SH DEFINED 184400
E.I. DU PONT DE NEMOURS & COMP COM 263534109 676 9900 SH DEFINED 9900
E.I. DU PONT DE NEMOURS & COMP COM 263534109 14031 205400 SH DEFINED 205400
EASTERN ENTERPRISES COM 27637F100 147 3700 SH DEFINED 3700
EASTERN ENTERPRISES COM 27637F100 8 200 SH DEFINED 200
EASTERN ENTERPRISES COM 27637F100 163 4100 SH DEFINED 4100
EASTMAN CHEMICAL COMPANY COM 277432100 671 12975 SH DEFINED 12975
EASTMAN CHEMICAL COMPANY COM 277432100 36 700 SH DEFINED 700
EASTMAN CHEMICAL COMPANY COM 277432100 746 14425 SH DEFINED 14425
EASTMAN KODAK COMPANY COM 277461109 3598 53100 SH DEFINED 53100
EASTMAN KODAK COMPANY COM 277461109 190 2800 SH DEFINED 2800
EASTMAN KODAK COMPANY COM 277461109 4004 59100 SH DEFINED 59100
EATON CORPORATION COM 278058102 1076 11700 SH DEFINED 11700
EATON CORPORATION COM 278058102 55 600 SH DEFINED 600
EATON CORPORATION COM 278058102 1196 13000 SH DEFINED 13000
ECOLAB, INC. COM 278865100 925 21200 SH DEFINED 21200
ECOLAB, INC. COM 278865100 48 1100 SH DEFINED 1100
ECOLAB, INC. COM 278865100 236 5400 SH DEFINED 5400
ECOLAB, INC. COM 278865100 829 19000 SH DEFINED 19000
ECOLAB, INC. COM 278865100 8895 203900 SH DEFINED 203900
ECOLAB, INC. COM 278865100 1030 23600 SH DEFINED 23600
EDISON INTERNATIONAL COM 281020107 1546 57800 SH DEFINED 57800
EDISON INTERNATIONAL COM 281020107 83 3100 SH DEFINED 3100
EDISON INTERNATIONAL COM 281020107 1723 64400 SH DEFINED 64400
EG&G, INC. COM 268457108 260 7300 SH DEFINED 7300
EG&G, INC. COM 268457108 14 400 SH DEFINED 400
EG&G, INC. COM 268457108 292 8200 SH DEFINED 8200
ELAN CORPORATION COM 284131208 325 11700 SH DEFINED 11700
ELAN CORPORATION COM 284131208 4296 154800 SH DEFINED 154800
ELECTRONIC DATA SYSTEMS COM 285661104 4565 80700 SH DEFINED 80700
ELECTRONIC DATA SYSTEMS COM 285661104 243 4300 SH DEFINED 4300
ELECTRONIC DATA SYSTEMS COM 285661104 141 2500 SH DEFINED 2500
ELECTRONIC DATA SYSTEMS COM 285661104 667 11800 SH DEFINED 11800
ELECTRONIC DATA SYSTEMS COM 285661104 8371 148000 SH DEFINED 148000
ELECTRONIC DATA SYSTEMS COM 285661104 5085 89900 SH DEFINED 89900
ELF-AQUITAINE COM 482408000 159 1050 SH DEFINED 1050
ELI LILLY & COMPANY COM 532457108 12900 180100 SH DEFINED 180100
ELI LILLY & COMPANY COM 532457108 695 9700 SH DEFINED 9700
ELI LILLY & COMPANY COM 532457108 115 1600 SH DEFINED 1600
ELI LILLY & COMPANY COM 532457108 444 6200 SH DEFINED 6200
ELI LILLY & COMPANY COM 532457108 372 5200 SH DEFINED 5200
ELI LILLY & COMPANY COM 532457108 5472 76400 SH DEFINED 76400
ELI LILLY & COMPANY COM 532457108 3359 46900 SH DEFINED 46900
ELI LILLY & COMPANY COM 532457108 14368 200600 SH DEFINED 200600
EMC CORPORATION COM 268648102 9042 164400 SH DEFINED 164400
EMC CORPORATION COM 268648102 484 8800 SH DEFINED 8800
EMC CORPORATION COM 268648102 44 800 SH DEFINED 800
EMC CORPORATION COM 268648102 759 13800 SH DEFINED 13800
EMC CORPORATION COM 268648102 154 2800 SH DEFINED 2800
EMC CORPORATION COM 268648102 9317 169400 SH DEFINED 169400
EMC CORPORATION COM 268648102 2409 43800 SH DEFINED 43800
EMC CORPORATION COM 268648102 10071 183100 SH DEFINED 183100
EMERSON ELECTRIC CO COM 291011104 4502 71600 SH DEFINED 71600
EMERSON ELECTRIC CO COM 291011104 239 3800 SH DEFINED 3800
EMERSON ELECTRIC CO COM 291011104 57 900 SH DEFINED 900
EMERSON ELECTRIC CO COM 291011104 207 3300 SH DEFINED 3300
EMERSON ELECTRIC CO COM 291011104 3886 61800 SH DEFINED 61800
EMERSON ELECTRIC CO COM 291011104 5017 79800 SH DEFINED 79800
ENGELHARD CORP. COM 292845104 464 20500 SH DEFINED 20500
ENGELHARD CORP. COM 292845104 25 1100 SH DEFINED 1100
ENGELHARD CORP. COM 292845104 518 22900 SH DEFINED 22900
ENRON CORP COM 293561106 4701 57500 SH DEFINED 57500
ENRON CORP COM 293561106 253 3100 SH DEFINED 3100
ENRON CORP COM 293561106 278 3400 SH DEFINED 3400
ENRON CORP COM 293561106 997 12200 SH DEFINED 12200
ENRON CORP COM 293561106 10301 126000 SH DEFINED 126000
ENRON CORP COM 293561106 5232 64000 SH DEFINED 64000
ENTERGY CORPORATION COM 29364G103 1263 40400 SH DEFINED 40400
ENTERGY CORPORATION COM 29364G103 69 2200 SH DEFINED 2200
ENTERGY CORPORATION COM 29364G103 1406 45000 SH DEFINED 45000
EQUIFAX INC COM 294429105 860 24100 SH DEFINED 24100
EQUIFAX INC COM 294429105 46 1300 SH DEFINED 1300
EQUIFAX INC COM 294429105 960 26900 SH DEFINED 26900
ETEC SYSTEMS INC COM 26922C103 37 1100 SH DEFINED 1100
ETEC SYSTEMS INC COM 26922C103 575 17300 SH DEFINED 17300
ETEC SYSTEMS INC COM 26922C103 9130 274600 SH DEFINED 274600
EXXON CORPORATION COM 302290101 30711 398200 SH DEFINED 398200
EXXON CORPORATION COM 302290101 1650 21400 SH DEFINED 21400
EXXON CORPORATION COM 302290101 123 1600 SH DEFINED 1600
EXXON CORPORATION COM 302290101 447 5800 SH DEFINED 5800
EXXON CORPORATION COM 302290101 2067 26800 SH DEFINED 26800
EXXON CORPORATION COM 302290101 34213 443600 SH DEFINED 443600
FASTENAL CO. COM 311900104 587 11200 SH DEFINED 11200
FASTENAL CO. COM 311900104 11788 224800 SH DEFINED 224800
FDX CORPORATION COM 31304N107 2628 48440 SH DEFINED 48440
FDX CORPORATION COM 31304N107 142 2620 SH DEFINED 2620
FDX CORPORATION COM 31304N107 98 1800 SH DEFINED 1800
FDX CORPORATION COM 31304N107 401 7400 SH DEFINED 7400
FDX CORPORATION COM 31304N107 3092 57000 SH DEFINED 57000
FDX CORPORATION COM 31304N107 2931 54020 SH DEFINED 54020
FEDERAL NATIONAL MORTGAGE ASSO COM 313586109 11610 169800 SH DEFINED 169800
FEDERAL NATIONAL MORTGAGE ASSO COM 313586109 622 9100 SH DEFINED 9100
FEDERAL NATIONAL MORTGAGE ASSO COM 313586109 335 4900 SH DEFINED 4900
FEDERAL NATIONAL MORTGAGE ASSO COM 313586109 4123 60300 SH DEFINED 60300
FEDERAL NATIONAL MORTGAGE ASSO COM 313586109 12937 189200 SH DEFINED 189200
FEDERATED DEPARTMENT STORES, I COM 31410H101 1816 34300 SH DEFINED 34300
FEDERATED DEPARTMENT STORES, I COM 31410H101 95 1800 SH DEFINED 1800
FEDERATED DEPARTMENT STORES, I COM 31410H101 498 9400 SH DEFINED 9400
FEDERATED DEPARTMENT STORES, I COM 31410H101 6083 114900 SH DEFINED 114900
FEDERATED DEPARTMENT STORES, I COM 31410H101 2028 38300 SH DEFINED 38300
FHLMC COM 313400301 6444 111100 SH DEFINED 111100
FHLMC COM 313400301 348 6000 SH DEFINED 6000
FHLMC COM 313400301 7180 123800 SH DEFINED 123800
FIFTH THIRD BANCORP COM 316773100 2900 43575 SH DEFINED 43575
FIFTH THIRD BANCORP COM 316773100 155 2325 SH DEFINED 2325
FIFTH THIRD BANCORP COM 316773100 126 1900 SH DEFINED 1900
FIFTH THIRD BANCORP COM 316773100 446 6700 SH DEFINED 6700
FIFTH THIRD BANCORP COM 316773100 4879 73300 SH DEFINED 73300
FIFTH THIRD BANCORP COM 316773100 3233 48575 SH DEFINED 48575
FINANCIAL SEC ASSURN HLDGS LTD COM 31769P100 140 2700 SH DEFINED 2700
FIRST DATA CORPORATION COM 319963104 3548 72500 SH DEFINED 72500
FIRST DATA CORPORATION COM 319963104 191 3900 SH DEFINED 3900
FIRST DATA CORPORATION COM 319963104 3954 80800 SH DEFINED 80800
FIRST ENERGY CORPORATION COM 337932107 1203 38800 SH DEFINED 38800
FIRST ENERGY CORPORATION COM 337932107 65 2100 SH DEFINED 2100
FIRST ENERGY CORPORATION COM 337932107 1342 43300 SH DEFINED 43300
FIRST UNION CORPORATION COM 337358105 7627 162286 SH DEFINED 162286
FIRST UNION CORPORATION COM 337358105 410 8720 SH DEFINED 8720
FIRST UNION CORPORATION COM 337358105 921 19600 SH DEFINED 19600
FIRST UNION CORPORATION COM 337358105 11351 241500 SH DEFINED 241500
FIRST UNION CORPORATION COM 337358105 8495 180752 SH DEFINED 180752
FIRSTAR CORPORATION NEW COM 33763V109 3164 113000 SH DEFINED 113000
FIRSTAR CORPORATION NEW COM 33763V109 171 6100 SH DEFINED 6100
FIRSTAR CORPORATION NEW COM 33763V109 3525 125900 SH DEFINED 125900
FISERV COM 337738108 317 10125 SH DEFINED 10125
FISERV COM 337738108 634 20250 SH DEFINED 20250
FISERV COM 337738108 1106 35325 SH DEFINED 35325
FISERV COM 337738108 7405 236475 SH DEFINED 236475
FISERV COM 337738108 9511 303750 SH DEFINED 303750
FLEET FINANCIAL GROUP INC. COM 338915101 4129 93038 SH DEFINED 93038
FLEET FINANCIAL GROUP INC. COM 338915101 222 5000 SH DEFINED 5000
FLEET FINANCIAL GROUP INC. COM 338915101 4600 103660 SH DEFINED 103660
FLEETWOOD ENTERPRISES, INC. COM 339099103 151 5700 SH DEFINED 5700
FLEETWOOD ENTERPRISES, INC. COM 339099103 8 300 SH DEFINED 300
FLEETWOOD ENTERPRISES, INC. COM 339099103 169 6400 SH DEFINED 6400
FLUOR CORPORATION COM 343861100 502 12400 SH DEFINED 12400
FLUOR CORPORATION COM 343861100 28 700 SH DEFINED 700
FLUOR CORPORATION COM 343861100 559 13800 SH DEFINED 13800
FMC CORPORATION COM 302491303 369 5400 SH DEFINED 5400
FMC CORPORATION COM 302491303 20 300 SH DEFINED 300
FMC CORPORATION COM 302491303 410 6000 SH DEFINED 6000
FORD MOTOR COMPANY COM 345370100 11186 198200 SH DEFINED 198200
FORD MOTOR COMPANY COM 345370100 598 10600 SH DEFINED 10600
FORD MOTOR COMPANY COM 345370100 113 2000 SH DEFINED 2000
FORD MOTOR COMPANY COM 345370100 384 6800 SH DEFINED 6800
FORD MOTOR COMPANY COM 345370100 5249 93000 SH DEFINED 93000
FORD MOTOR COMPANY COM 345370100 12461 220800 SH DEFINED 220800
FOREST LABORATORIES INC. COM 345838106 911 19700 SH DEFINED 19700
FOREST LABORATORIES INC. COM 345838106 11169 241500 SH DEFINED 241500
FORT JAMES CORPORATION COM 347471104 1367 36100 SH DEFINED 36100
FORT JAMES CORPORATION COM 347471104 72 1900 SH DEFINED 1900
FORT JAMES CORPORATION COM 347471104 1523 40200 SH DEFINED 40200
FORTUNE BRANDS INC COM 349631101 1159 28000 SH DEFINED 28000
FORTUNE BRANDS INC COM 349631101 62 1500 SH DEFINED 1500
FORTUNE BRANDS INC COM 349631101 1291 31200 SH DEFINED 31200
FOSTER WHEELER CORPORATION COM 350244109 95 6700 SH DEFINED 6700
FOSTER WHEELER CORPORATION COM 350244109 6 400 SH DEFINED 400
FOSTER WHEELER CORPORATION COM 350244109 100 7100 SH DEFINED 7100
FPL GROUP, INC. COM 302571104 1617 29600 SH DEFINED 29600
FPL GROUP, INC. COM 302571104 87 1600 SH DEFINED 1600
FPL GROUP, INC. COM 302571104 1803 33000 SH DEFINED 33000
FRANKLIN RESOURCES COM 354613101 1682 41400 SH DEFINED 41400
FRANKLIN RESOURCES COM 354613101 89 2200 SH DEFINED 2200
FRANKLIN RESOURCES COM 354613101 1873 46100 SH DEFINED 46100
FREEPORT-MCMORAN COPPER & GOLD COM 35671D857 486 27100 SH DEFINED 27100
FREEPORT-MCMORAN COPPER & GOLD COM 35671D857 27 1500 SH DEFINED 1500
FREEPORT-MCMORAN COPPER & GOLD COM 35671D857 542 30200 SH DEFINED 30200
FRONTIER CORP. COM 35906P105 1658 28100 SH DEFINED 28100
FRONTIER CORP. COM 35906P105 89 1500 SH DEFINED 1500
FRONTIER CORP. COM 35906P105 1847 31300 SH DEFINED 31300
FRUIT OF THE LOOM INC. COM G3682L105 115 11800 SH DEFINED 11800
FRUIT OF THE LOOM INC. COM G3682L105 6 600 SH DEFINED 600
FRUIT OF THE LOOM INC. COM G3682L105 338 34700 SH DEFINED 34700
FRUIT OF THE LOOM INC. COM G3682L105 4152 425800 SH DEFINED 425800
FRUIT OF THE LOOM INC. COM G3682L105 129 13200 SH DEFINED 13200
GALILEO INTERNATIONAL, INC COM 363547100 123 2300 SH DEFINED 2300
GALILEO INTERNATIONAL, INC COM 363547100 983 18400 SH DEFINED 18400
GALILEO INTERNATIONAL, INC COM 363547100 20317 380200 SH DEFINED 380200
GANNET COMPANY INC. COM 364730101 3290 46100 SH DEFINED 46100
GANNET COMPANY INC. COM 364730101 178 2500 SH DEFINED 2500
GANNET COMPANY INC. COM 364730101 3669 51400 SH DEFINED 51400
GAP, INC. COM 364760108 7054 140025 SH DEFINED 140025
GAP, INC. COM 364760108 376 7462 SH DEFINED 7462
GAP, INC. COM 364760108 30 600 SH DEFINED 600
GAP, INC. COM 364760108 98 1950 SH DEFINED 1950
GAP, INC. COM 364760108 1005 19950 SH DEFINED 19950
GAP, INC. COM 364760108 7862 156075 SH DEFINED 156075
GASONICS INTERNATIONAL CORP. COM 367278108 97 6900 SH DEFINED 6900
GATEWAY INC COM 367626108 1510 25600 SH DEFINED 25600
GATEWAY INC COM 367626108 83 1400 SH DEFINED 1400
GATEWAY INC COM 367626108 1682 28500 SH DEFINED 28500
GEMSTAR INTERNATIONAL GROUP LI COM G3788V106 1233 18900 SH DEFINED 18900
GEMSTAR INTERNATIONAL GROUP LI COM G3788V106 28736 440400 SH DEFINED 440400
GENERAL DYNAMICS CORPORATION COM 369550108 1425 20800 SH DEFINED 20800
GENERAL DYNAMICS CORPORATION COM 369550108 75 1100 SH DEFINED 1100
GENERAL DYNAMICS CORPORATION COM 369550108 1582 23100 SH DEFINED 23100
GENERAL ELECTRIC COMPANY COM 369604103 60647 536700 SH DEFINED 536700
GENERAL ELECTRIC COMPANY COM 369604103 3254 28800 SH DEFINED 28800
GENERAL ELECTRIC COMPANY COM 369604103 396 3500 SH DEFINED 3500
GENERAL ELECTRIC COMPANY COM 369604103 1401 12400 SH DEFINED 12400
GENERAL ELECTRIC COMPANY COM 369604103 12939 114500 SH DEFINED 114500
GENERAL ELECTRIC COMPANY COM 369604103 67563 597900 SH DEFINED 597900
GENERAL INSTRUMENT CORPORATION COM 370120107 1165 27400 SH DEFINED 27400
GENERAL INSTRUMENT CORPORATION COM 370120107 64 1500 SH DEFINED 1500
GENERAL INSTRUMENT CORPORATION COM 370120107 1296 30500 SH DEFINED 30500
GENERAL MILLS, INC. COM 370334104 2017 25100 SH DEFINED 25100
GENERAL MILLS, INC. COM 370334104 104 1300 SH DEFINED 1300
GENERAL MILLS, INC. COM 370334104 2251 28000 SH DEFINED 28000
GENERAL MOTORS CORP COM 370442105 7075 107200 SH DEFINED 107200
GENERAL MOTORS CORP COM 370442105 383 5800 SH DEFINED 5800
GENERAL MOTORS CORP COM 370442105 7880 119400 SH DEFINED 119400
GENUINE PARTS COMPANY COM 372460105 1032 29475 SH DEFINED 29475
GENUINE PARTS COMPANY COM 372460105 54 1550 SH DEFINED 1550
GENUINE PARTS COMPANY COM 372460105 1148 32800 SH DEFINED 32800
GENZYME CORPORATION COM 372917104 432 8900 SH DEFINED 8900
GENZYME CORPORATION COM 372917104 5335 110000 SH DEFINED 110000
GEORGIA PACIFIC CORP COM 373298108 1364 28800 SH DEFINED 28800
GEORGIA PACIFIC CORP COM 373298108 71 1500 SH DEFINED 1500
GEORGIA PACIFIC CORP COM 373298108 1521 32100 SH DEFINED 32100
GETTY IMAGES INC. COM 374276103 30 1600 SH DEFINED 1600
GETTY IMAGES INC. COM 374276103 366 19400 SH DEFINED 19400
GETTY IMAGES INC. COM 374276103 12195 646100 SH DEFINED 646100
GILLETTE COMPANY COM 375766102 7450 181700 SH DEFINED 181700
GILLETTE COMPANY COM 375766102 402 9800 SH DEFINED 9800
GILLETTE COMPANY COM 375766102 467 11400 SH DEFINED 11400
GILLETTE COMPANY COM 375766102 5720 139500 SH DEFINED 139500
GILLETTE COMPANY COM 375766102 8298 202400 SH DEFINED 202400
GLOBAL INDUSTRIES LTD COM 379336100 55 4300 SH DEFINED 4300
GLOBAL INDUSTRIES LTD COM 379336100 8162 637000 SH DEFINED 637000
GLOBAL TELESYSTEMS GROUP INC COM 37936U104 122 1500 SH DEFINED 1500
GOLDEN WEST FINANCIAL CORPORAT COM 381317106 911 9300 SH DEFINED 9300
GOLDEN WEST FINANCIAL CORPORAT COM 381317106 49 500 SH DEFINED 500
GOLDEN WEST FINANCIAL CORPORAT COM 381317106 1019 10400 SH DEFINED 10400
GOLDMAN SACHS GROUP, INC. COM 38141G104 108 1500 SH DEFINED 1500
GOLDMAN SACHS GROUP, INC. COM 38141G104 412 5700 SH DEFINED 5700
GOLDMAN SACHS GROUP, INC. COM 38141G104 1842 25500 SH DEFINED 25500
GOODYEAR TIRE & RUBBER COMPANY COM 382550101 1500 25500 SH DEFINED 25500
GOODYEAR TIRE & RUBBER COMPANY COM 382550101 82 1400 SH DEFINED 1400
GOODYEAR TIRE & RUBBER COMPANY COM 382550101 1670 28400 SH DEFINED 28400
GPU, INC. COM 36225X100 886 21000 SH DEFINED 21000
GPU, INC. COM 36225X100 46 1100 SH DEFINED 1100
GPU, INC. COM 36225X100 983 23300 SH DEFINED 23300
GREAT ATLTC&PACIFIC COMP, INC. COM 390064103 213 6300 SH DEFINED 6300
GREAT ATLTC&PACIFIC COMP, INC. COM 390064103 10 300 SH DEFINED 300
GREAT ATLTC&PACIFIC COMP, INC. COM 390064103 237 7000 SH DEFINED 7000
GREAT LAKES CHEMICAL COM 390568103 447 9700 SH DEFINED 9700
GREAT LAKES CHEMICAL COM 390568103 23 500 SH DEFINED 500
GREAT LAKES CHEMICAL COM 390568103 497 10800 SH DEFINED 10800
GREAT PLAINS SOFTWARE, INC COM 39119E105 42 900 SH DEFINED 900
GREAT PLAINS SOFTWARE, INC COM 39119E105 439 9300 SH DEFINED 9300
GREAT PLAINS SOFTWARE, INC COM 39119E105 6819 144500 SH DEFINED 144500
GREENPOINT FINANCIAL CORP COM 395384100 83 2542 SH DEFINED 2542
GREENPOINT FINANCIAL CORP COM 395384100 12467 379936 SH DEFINED 379936
GTE CORPORATION COM 362320103 11976 158100 SH DEFINED 158100
GTE CORPORATION COM 362320103 644 8500 SH DEFINED 8500
GTE CORPORATION COM 362320103 136 1800 SH DEFINED 1800
GTE CORPORATION COM 362320103 568 7500 SH DEFINED 7500
GTE CORPORATION COM 362320103 492 6500 SH DEFINED 6500
GTE CORPORATION COM 362320103 6977 92100 SH DEFINED 92100
GTE CORPORATION COM 362320103 6280 82900 SH DEFINED 82900
GTE CORPORATION COM 362320103 13340 176100 SH DEFINED 176100
GUIDANT CORP COM 401698105 2536 49300 SH DEFINED 49300
GUIDANT CORP COM 401698105 139 2700 SH DEFINED 2700
GUIDANT CORP COM 401698105 82 1600 SH DEFINED 1600
GUIDANT CORP COM 401698105 309 6000 SH DEFINED 6000
GUIDANT CORP COM 401698105 2654 51600 SH DEFINED 51600
GUIDANT CORP COM 401698105 2829 55000 SH DEFINED 55000
H & R BLOCK, INC. COM 093671105 800 16000 SH DEFINED 16000
H & R BLOCK, INC. COM 093671105 45 900 SH DEFINED 900
H & R BLOCK, INC. COM 093671105 890 17800 SH DEFINED 17800
H.J. HEINZ COMPANY COM 423074103 2970 59250 SH DEFINED 59250
H.J. HEINZ COMPANY COM 423074103 160 3200 SH DEFINED 3200
H.J. HEINZ COMPANY COM 423074103 3311 66050 SH DEFINED 66050
HALLIBURTON COMPANY COM 406216101 3258 72000 SH DEFINED 72000
HALLIBURTON COMPANY COM 406216101 176 3900 SH DEFINED 3900
HALLIBURTON COMPANY COM 406216101 3629 80200 SH DEFINED 80200
HARCOURT GENERAL COM 41163G101 598 11600 SH DEFINED 11600
HARCOURT GENERAL COM 41163G101 31 600 SH DEFINED 600
HARCOURT GENERAL COM 41163G101 670 13000 SH DEFINED 13000
HARLEY DAVIDSON INC COM 412822108 228 4200 SH DEFINED 4200
HARLEY DAVIDSON INC COM 412822108 962 17700 SH DEFINED 17700
HARLEY DAVIDSON INC COM 412822108 9325 171500 SH DEFINED 171500
HARRAHS ENTERTAINMENT COM 413619107 455 20700 SH DEFINED 20700
HARRAHS ENTERTAINMENT COM 413619107 24 1100 SH DEFINED 1100
HARRAHS ENTERTAINMENT COM 413619107 506 23000 SH DEFINED 23000
HARRIS CORPORATION COM 413875105 506 12900 SH DEFINED 12900
HARRIS CORPORATION COM 413875105 27 700 SH DEFINED 700
HARRIS CORPORATION COM 413875105 564 14400 SH DEFINED 14400
HASBRO INC. COM 418056107 897 32125 SH DEFINED 32125
HASBRO INC. COM 418056107 49 1750 SH DEFINED 1750
HASBRO INC. COM 418056107 999 35775 SH DEFINED 35775
HCR MANOR CARE COM 404134108 440 18200 SH DEFINED 18200
HCR MANOR CARE COM 404134108 24 1000 SH DEFINED 1000
HCR MANOR CARE COM 404134108 489 20200 SH DEFINED 20200
HEALTHSOUTH CORP COM 421924101 1035 69300 SH DEFINED 69300
HEALTHSOUTH CORP COM 421924101 55 3700 SH DEFINED 3700
HEALTHSOUTH CORP COM 421924101 865 57900 SH DEFINED 57900
HEALTHSOUTH CORP COM 421924101 10601 709700 SH DEFINED 709700
HEALTHSOUTH CORP COM 421924101 1153 77200 SH DEFINED 77200
HEARTLAND EXPRESS INCORPORATED COM 422347104 25 1500 SH DEFINED 1500
HELMERICH & PAYNE, INC. COM 423452101 193 8100 SH DEFINED 8100
HELMERICH & PAYNE, INC. COM 423452101 10 400 SH DEFINED 400
HELMERICH & PAYNE, INC. COM 423452101 214 9000 SH DEFINED 9000
HERCULES INCORPORATED COM 427056106 649 16500 SH DEFINED 16500
HERCULES INCORPORATED COM 427056106 35 900 SH DEFINED 900
HERCULES INCORPORATED COM 427056106 723 18400 SH DEFINED 18400
HERSHEY FOODS CORP COM 427866108 1389 23400 SH DEFINED 23400
HERSHEY FOODS CORP COM 427866108 77 1300 SH DEFINED 1300
HERSHEY FOODS CORP COM 427866108 243 4100 SH DEFINED 4100
HERSHEY FOODS CORP COM 427866108 2375 40000 SH DEFINED 40000
HERSHEY FOODS CORP COM 427866108 1550 26100 SH DEFINED 26100
HEWLETT-PACKARD COMPANY COM 428236103 16703 166200 SH DEFINED 166200
HEWLETT-PACKARD COMPANY COM 428236103 894 8900 SH DEFINED 8900
HEWLETT-PACKARD COMPANY COM 428236103 161 1600 SH DEFINED 1600
HEWLETT-PACKARD COMPANY COM 428236103 623 6200 SH DEFINED 6200
HEWLETT-PACKARD COMPANY COM 428236103 6814 67800 SH DEFINED 67800
HEWLETT-PACKARD COMPANY COM 428236103 18613 185200 SH DEFINED 185200
HILTON HOTELS CORPORATION COM 432848109 606 42700 SH DEFINED 42700
HILTON HOTELS CORPORATION COM 432848109 33 2300 SH DEFINED 2300
HILTON HOTELS CORPORATION COM 432848109 675 47600 SH DEFINED 47600
HOME DEPOT, INC. COM 437076102 15555 241398 SH DEFINED 241398
HOME DEPOT, INC. COM 437076102 838 13000 SH DEFINED 13000
HOME DEPOT, INC. COM 437076102 7700 119500 SH DEFINED 119500
HOME DEPOT, INC. COM 437076102 17333 268996 SH DEFINED 268996
HOMESTAKE MINING COMPANY COM 437614100 349 42600 SH DEFINED 42600
HOMESTAKE MINING COMPANY COM 437614100 19 2300 SH DEFINED 2300
HOMESTAKE MINING COMPANY COM 437614100 388 47400 SH DEFINED 47400
HONEYWELL INC. COM 438506107 2387 20600 SH DEFINED 20600
HONEYWELL INC. COM 438506107 127 1100 SH DEFINED 1100
HONEYWELL INC. COM 438506107 2665 23000 SH DEFINED 23000
HOUSEHOLD INTERNATIONAL INC. COM 441815107 3745 79059 SH DEFINED 79059
HOUSEHOLD INTERNATIONAL INC. COM 441815107 200 4219 SH DEFINED 4219
HOUSEHOLD INTERNATIONAL INC. COM 441815107 4173 88079 SH DEFINED 88079
HSBC HOLDINGS COM 643650200 16 3500 SH DEFINED 3500
HUMANA, INC. COM 444859102 354 27400 SH DEFINED 27400
HUMANA, INC. COM 444859102 19 1500 SH DEFINED 1500
HUMANA, INC. COM 444859102 395 30500 SH DEFINED 30500
HUNTINGTON BANCSHARES INC COM 446150104 1207 34480 SH DEFINED 34480
HUNTINGTON BANCSHARES INC COM 446150104 64 1820 SH DEFINED 1820
HUNTINGTON BANCSHARES INC COM 446150104 1345 38440 SH DEFINED 38440
IKON OFFICE SOLUTIONS INC COM 451713101 363 24200 SH DEFINED 24200
IKON OFFICE SOLUTIONS INC COM 451713101 20 1300 SH DEFINED 1300
IKON OFFICE SOLUTIONS INC COM 451713101 404 26900 SH DEFINED 26900
ILLINOIS TOOL WORKS INC. COM 452308109 3362 41000 SH DEFINED 41000
ILLINOIS TOOL WORKS INC. COM 452308109 180 2200 SH DEFINED 2200
ILLINOIS TOOL WORKS INC. COM 452308109 3739 45600 SH DEFINED 45600
IMS HEALTH INC COM 449934108 1631 52200 SH DEFINED 52200
IMS HEALTH INC COM 449934108 88 2800 SH DEFINED 2800
IMS HEALTH INC COM 449934108 1819 58200 SH DEFINED 58200
INCO LIMITED COM 453258402 535 29700 SH DEFINED 29700
INCO LIMITED COM 453258402 29 1600 SH DEFINED 1600
INCO LIMITED COM 453258402 594 33000 SH DEFINED 33000
INET TECHNOLOGIES INC COM 45662V105 55 2300 SH DEFINED 2300
INET TECHNOLOGIES INC COM 45662V105 612 25500 SH DEFINED 25500
INFINTIY BROADCASTING COM 45662S102 402 13500 SH DEFINED 13500
INFINTIY BROADCASTING COM 45662S102 8086 271800 SH DEFINED 271800
INGERSOLL-RAND COMPANY COM 456866102 1742 26950 SH DEFINED 26950
INGERSOLL-RAND COMPANY COM 456866102 94 1450 SH DEFINED 1450
INGERSOLL-RAND COMPANY COM 456866102 1939 30000 SH DEFINED 30000
INPUT/OUTPUT INC COM 457652105 451 59600 SH DEFINED 59600
INPUT/OUTPUT INC COM 457652105 5538 732300 SH DEFINED 732300
INTEL CORP. COM 458140100 32493 546100 SH DEFINED 546100
INTEL CORP. COM 458140100 1743 29300 SH DEFINED 29300
INTEL CORP. COM 458140100 119 2000 SH DEFINED 2000
INTEL CORP. COM 458140100 512 8600 SH DEFINED 8600
INTEL CORP. COM 458140100 524 8800 SH DEFINED 8800
INTEL CORP. COM 458140100 6408 107700 SH DEFINED 107700
INTEL CORP. COM 458140100 4439 74600 SH DEFINED 74600
INTEL CORP. COM 458140100 36194 608300 SH DEFINED 608300
INTERIM SERVICE COM 45868P100 54 2600 SH DEFINED 2600
INTERIM SERVICE COM 45868P100 472 22900 SH DEFINED 22900
INTERIM SERVICE COM 45868P100 7326 355200 SH DEFINED 355200
INTERNAT'L BUSINESS MACHINES COM 459200101 39072 302300 SH DEFINED 302300
INTERNAT'L BUSINESS MACHINES COM 459200101 2094 16200 SH DEFINED 16200
INTERNAT'L BUSINESS MACHINES COM 459200101 517 4000 SH DEFINED 4000
INTERNAT'L BUSINESS MACHINES COM 459200101 1512 11700 SH DEFINED 11700
INTERNAT'L BUSINESS MACHINES COM 459200101 1758 13600 SH DEFINED 13600
INTERNAT'L BUSINESS MACHINES COM 459200101 18547 143500 SH DEFINED 143500
INTERNAT'L BUSINESS MACHINES COM 459200101 14321 110800 SH DEFINED 110800
INTERNAT'L BUSINESS MACHINES COM 459200101 43531 336800 SH DEFINED 336800
INTERNATIONAL GAME TEC COM 459902102 346 18700 SH DEFINED 18700
INTERNATIONAL GAME TEC COM 459902102 4436 239800 SH DEFINED 239800
INTERNATIONAL PAPER COMPANY COM 460146103 3390 67131 SH DEFINED 67131
INTERNATIONAL PAPER COMPANY COM 460146103 181 3591 SH DEFINED 3591
INTERNATIONAL PAPER COMPANY COM 460146103 3776 74769 SH DEFINED 74769
INTERPUBLIC GROUP OF COS INC COM 460690100 1975 22800 SH DEFINED 22800
INTERPUBLIC GROUP OF COS INC COM 460690100 104 1200 SH DEFINED 1200
INTERPUBLIC GROUP OF COS INC COM 460690100 2200 25400 SH DEFINED 25400
INTL FLAVORS & FRAGRANCES,INC. COM 459506101 772 17400 SH DEFINED 17400
INTL FLAVORS & FRAGRANCES,INC. COM 459506101 40 900 SH DEFINED 900
INTL FLAVORS & FRAGRANCES,INC. COM 459506101 861 19400 SH DEFINED 19400
INVESTORS FINANCIAL SERVICES C COM 461915100 184 4600 SH DEFINED 4600
INVESTORS FINANCIAL SERVICES C COM 461915100 856 21400 SH DEFINED 21400
INVESTORS FINANCIAL SERVICES C COM 461915100 16432 410800 SH DEFINED 410800
ITHACA INDUSTRIES COM 465679108 111 136000 SH DEFINED 136000
ITT INDUSTRIES INC COM 450911102 568 14900 SH DEFINED 14900
ITT INDUSTRIES INC COM 450911102 31 800 SH DEFINED 800
ITT INDUSTRIES INC COM 450911102 633 16600 SH DEFINED 16600
IVEX PACKAGING CORPORATION COM 465855104 77 3500 SH DEFINED 3500
J.C. PENNEY COMPANY INC COM 708160106 2098 43200 SH DEFINED 43200
J.C. PENNEY COMPANY INC COM 708160106 112 2300 SH DEFINED 2300
J.C. PENNEY COMPANY INC COM 708160106 2336 48100 SH DEFINED 48100
J.P. MORGAN & COMPANY, INC. COM 616880100 4018 28600 SH DEFINED 28600
J.P. MORGAN & COMPANY, INC. COM 616880100 211 1500 SH DEFINED 1500
J.P. MORGAN & COMPANY, INC. COM 616880100 4482 31900 SH DEFINED 31900
JABIL CIRCUIT, INC COM 466313103 1106 24500 SH DEFINED 24500
JABIL CIRCUIT, INC COM 466313103 22314 494500 SH DEFINED 494500
JEFFERSON-PILOT CORP. COM 475070108 1150 17375 SH DEFINED 17375
JEFFERSON-PILOT CORP. COM 475070108 60 900 SH DEFINED 900
JEFFERSON-PILOT CORP. COM 475070108 1281 19350 SH DEFINED 19350
JOHNSON & JOHNSON COM 478160104 21580 220200 SH DEFINED 220200
JOHNSON & JOHNSON COM 478160104 1156 11800 SH DEFINED 11800
JOHNSON & JOHNSON COM 478160104 167 1700 SH DEFINED 1700
JOHNSON & JOHNSON COM 478160104 568 5800 SH DEFINED 5800
JOHNSON & JOHNSON COM 478160104 4812 49100 SH DEFINED 49100
JOHNSON & JOHNSON COM 478160104 24039 245300 SH DEFINED 245300
JOHNSON CONTROLS INC COM 478366107 963 13900 SH DEFINED 13900
JOHNSON CONTROLS INC COM 478366107 49 700 SH DEFINED 700
JOHNSON CONTROLS INC COM 478366107 1074 15500 SH DEFINED 15500
JONES APPAREL GROUP INC COM 480074103 79 2300 SH DEFINED 2300
JONES APPAREL GROUP INC COM 480074103 137 4000 SH DEFINED 4000
JONES APPAREL GROUP INC COM 480074103 1678 48900 SH DEFINED 48900
JOSTENS, INC. COM 481088102 122 5800 SH DEFINED 5800
JOSTENS, INC. COM 481088102 6 300 SH DEFINED 300
JOSTENS, INC. COM 481088102 135 6400 SH DEFINED 6400
K MART CORPORATION COM 482584109 1327 80700 SH DEFINED 80700
K MART CORPORATION COM 482584109 71 4300 SH DEFINED 4300
K MART CORPORATION COM 482584109 1478 89900 SH DEFINED 89900
KANSAS CITY SOUTHERN COM 485170104 1142 17900 SH DEFINED 17900
KANSAS CITY SOUTHERN COM 485170104 64 1000 SH DEFINED 1000
KANSAS CITY SOUTHERN COM 485170104 1276 20000 SH DEFINED 20000
KAUFMAN & BROAD HOME CORP. COM 486168107 194 7800 SH DEFINED 7800
KAUFMAN & BROAD HOME CORP. COM 486168107 10 400 SH DEFINED 400
KAUFMAN & BROAD HOME CORP. COM 486168107 216 8700 SH DEFINED 8700
KAYDON CORPORATION COM 486587108 128 3800 SH DEFINED 3800
KAYDON CORPORATION COM 486587108 390 11600 SH DEFINED 11600
KAYDON CORPORATION COM 486587108 10874 323400 SH DEFINED 323400
KEEBLER FOODS COM 487256109 197 6500 SH DEFINED 6500
KEEBLER FOODS COM 487256109 690 22700 SH DEFINED 22700
KEEBLER FOODS COM 487256109 3284 108100 SH DEFINED 108100
KELLOGG COMPANY COM 487836108 2191 66400 SH DEFINED 66400
KELLOGG COMPANY COM 487836108 119 3600 SH DEFINED 3600
KELLOGG COMPANY COM 487836108 2439 73900 SH DEFINED 73900
KERR-MCGEE CORPORATION COM 492386107 711 14157 SH DEFINED 14157
KERR-MCGEE CORPORATION COM 492386107 40 795 SH DEFINED 795
KERR-MCGEE CORPORATION COM 492386107 793 15805 SH DEFINED 15805
KEY CORP COM 493267108 2397 74600 SH DEFINED 74600
KEY CORP COM 493267108 129 4000 SH DEFINED 4000
KEY CORP COM 493267108 569 17700 SH DEFINED 17700
KEY CORP COM 493267108 6994 217700 SH DEFINED 217700
KEY CORP COM 493267108 2670 83100 SH DEFINED 83100
KIMBERLY-CLARK CORPORATION COM 494368103 5058 88732 SH DEFINED 88732
KIMBERLY-CLARK CORPORATION COM 494368103 274 4800 SH DEFINED 4800
KIMBERLY-CLARK CORPORATION COM 494368103 63 1100 SH DEFINED 1100
KIMBERLY-CLARK CORPORATION COM 494368103 405 7100 SH DEFINED 7100
KIMBERLY-CLARK CORPORATION COM 494368103 228 4000 SH DEFINED 4000
KIMBERLY-CLARK CORPORATION COM 494368103 4993 87600 SH DEFINED 87600
KIMBERLY-CLARK CORPORATION COM 494368103 2280 40000 SH DEFINED 40000
KIMBERLY-CLARK CORPORATION COM 494368103 5634 98844 SH DEFINED 98844
KING WORLD PRODUCTIONS, INC. COM 495667107 407 11700 SH DEFINED 11700
KING WORLD PRODUCTIONS, INC. COM 495667107 21 600 SH DEFINED 600
KING WORLD PRODUCTIONS, INC. COM 495667107 453 13000 SH DEFINED 13000
KLA-TENCOR CORP. COM 482480100 934 14400 SH DEFINED 14400
KLA-TENCOR CORP. COM 482480100 52 800 SH DEFINED 800
KLA-TENCOR CORP. COM 482480100 1038 16000 SH DEFINED 16000
KLM FL 20 COM 448025500 132 4500 SH DEFINED 4500
KNIGHT RIDDER COM 499040103 709 12900 SH DEFINED 12900
KNIGHT RIDDER COM 499040103 38 700 SH DEFINED 700
KNIGHT RIDDER COM 499040103 786 14300 SH DEFINED 14300
KNIGHT TRANSPORTATION, INC. COM 499064103 76 3550 SH DEFINED 3550
KNIGHT TRANSPORTATION, INC. COM 499064103 621 29050 SH DEFINED 29050
KNIGHT TRIMARK GROUP INC COM 499067106 121 2000 SH DEFINED 2000
KNIGHT TRIMARK GROUP INC COM 499067106 1182 19600 SH DEFINED 19600
KNIGHT TRIMARK GROUP INC COM 499067106 23244 385400 SH DEFINED 385400
KOHLS DEPARTMENT STORES COM 500255104 1999 25900 SH DEFINED 25900
KOHLS DEPARTMENT STORES COM 500255104 108 1400 SH DEFINED 1400
KOHLS DEPARTMENT STORES COM 500255104 363 4700 SH DEFINED 4700
KOHLS DEPARTMENT STORES COM 500255104 687 8900 SH DEFINED 8900
KOHLS DEPARTMENT STORES COM 500255104 1266 16400 SH DEFINED 16400
KOHLS DEPARTMENT STORES COM 500255104 10853 140600 SH DEFINED 140600
KOHLS DEPARTMENT STORES COM 500255104 20015 259300 SH DEFINED 259300
KOHLS DEPARTMENT STORES COM 500255104 2231 28900 SH DEFINED 28900
KONINKLIJKE KPN NV COM 549080000 246 5075 SH DEFINED 5075
KONINKLIJKE PHILIPS ELECTRONIC COM 567143400 235 2300 SH DEFINED 2300
KROGER COMPANY COM 501044101 3766 134800 SH DEFINED 134800
KROGER COMPANY COM 501044101 201 7200 SH DEFINED 7200
KROGER COMPANY COM 501044101 620 22200 SH DEFINED 22200
KROGER COMPANY COM 501044101 7599 272000 SH DEFINED 272000
KROGER COMPANY COM 501044101 4196 150200 SH DEFINED 150200
LAIDLAW, INC. CLASS B COM 50730K503 399 54100 SH DEFINED 54100
LAIDLAW, INC. CLASS B COM 50730K503 21 2900 SH DEFINED 2900
LAIDLAW, INC. CLASS B COM 50730K503 444 60200 SH DEFINED 60200
LAMAR ADVERTISING COMPANY COM 512815101 57 1400 SH DEFINED 1400
LAMAR ADVERTISING COMPANY COM 512815101 1048 25600 SH DEFINED 25600
LAMAR ADVERTISING COMPANY COM 512815101 15331 374500 SH DEFINED 374500
LEAR CORP COM 521865105 343 6900 SH DEFINED 6900
LEAR CORP COM 521865105 4249 85400 SH DEFINED 85400
LEHMAN BROTHERS HOLDINGS INC COM 524908100 1158 18600 SH DEFINED 18600
LEHMAN BROTHERS HOLDINGS INC COM 524908100 62 1000 SH DEFINED 1000
LEHMAN BROTHERS HOLDINGS INC COM 524908100 1289 20700 SH DEFINED 20700
LENNAR CORP. COM 526057104 38 1600 SH DEFINED 1600
LENNAR CORP. COM 526057104 125 5200 SH DEFINED 5200
LENNAR CORP. COM 526057104 1094 45600 SH DEFINED 45600
LEVEL 3 COMMUNICATIONS COM 52729N100 216 3600 SH DEFINED 3600
LEVEL 3 COMMUNICATIONS COM 52729N100 1616 26900 SH DEFINED 26900
LIMITED INC. COM 532716107 1569 34585 SH DEFINED 34585
LIMITED INC. COM 532716107 84 1842 SH DEFINED 1842
LIMITED INC. COM 532716107 1750 38574 SH DEFINED 38574
LINCARE, INC. COM 532791100 100 4000 SH DEFINED 4000
LINCOLN NATIONAL CORPORATION COM 534187109 1726 33000 SH DEFINED 33000
LINCOLN NATIONAL CORPORATION COM 534187109 94 1800 SH DEFINED 1800
LINCOLN NATIONAL CORPORATION COM 534187109 1925 36800 SH DEFINED 36800
LINENS & THIGNS INC COM 535679104 1326 30300 SH DEFINED 30300
LINENS & THIGNS INC COM 535679104 14556 332700 SH DEFINED 332700
LIZ CLAIBORNE, INC. COM 539320101 387 10600 SH DEFINED 10600
LIZ CLAIBORNE, INC. COM 539320101 22 600 SH DEFINED 600
LIZ CLAIBORNE, INC. COM 539320101 431 11800 SH DEFINED 11800
LOCKHEED MARTIN CORPORATION COM 539830109 2396 64322 SH DEFINED 64322
LOCKHEED MARTIN CORPORATION COM 539830109 130 3500 SH DEFINED 3500
LOCKHEED MARTIN CORPORATION COM 539830109 2667 71608 SH DEFINED 71608
LOEWS CORP. COM 540424108 1472 18600 SH DEFINED 18600
LOEWS CORP. COM 540424108 79 1000 SH DEFINED 1000
LOEWS CORP. COM 540424108 1638 20700 SH DEFINED 20700
LONGS DRUG STORES CORP. COM 543162101 221 6400 SH DEFINED 6400
LONGS DRUG STORES CORP. COM 543162101 10 300 SH DEFINED 300
LONGS DRUG STORES CORP. COM 543162101 245 7100 SH DEFINED 7100
LOUISIANA - PACIFIC CORPORATIO COM 546347105 423 17800 SH DEFINED 17800
LOUISIANA - PACIFIC CORPORATIO COM 546347105 24 1000 SH DEFINED 1000
LOUISIANA - PACIFIC CORPORATIO COM 546347105 470 19800 SH DEFINED 19800
LOWE'S COMPANIES, INC. COM 548661107 3447 60800 SH DEFINED 60800
LOWE'S COMPANIES, INC. COM 548661107 187 3300 SH DEFINED 3300
LOWE'S COMPANIES, INC. COM 548661107 3843 67800 SH DEFINED 67800
LSI LOGIC CORP COM 502161102 1070 23200 SH DEFINED 23200
LSI LOGIC CORP COM 502161102 55 1200 SH DEFINED 1200
LSI LOGIC CORP COM 502161102 1190 25800 SH DEFINED 25800
LUCENT TECHNOLOGIES INC COM 549463107 33149 491547 SH DEFINED 491547
LUCENT TECHNOLOGIES INC COM 549463107 1783 26435 SH DEFINED 26435
LUCENT TECHNOLOGIES INC COM 549463107 189 2800 SH DEFINED 2800
LUCENT TECHNOLOGIES INC COM 549463107 334 4950 SH DEFINED 4950
LUCENT TECHNOLOGIES INC COM 549463107 620 9200 SH DEFINED 9200
LUCENT TECHNOLOGIES INC COM 549463107 4128 61215 SH DEFINED 61215
LUCENT TECHNOLOGIES INC COM 549463107 5576 82684 SH DEFINED 82684
LUCENT TECHNOLOGIES INC COM 549463107 36929 547600 SH DEFINED 547600
MALLINCKRODT, INC COM 561232109 426 11700 SH DEFINED 11700
MALLINCKRODT, INC COM 561232109 22 600 SH DEFINED 600
MALLINCKRODT, INC COM 561232109 473 13000 SH DEFINED 13000
MARK VII, INC. COM 570414102 76 4600 SH DEFINED 4600
MARRIOTT INTERNATIONAL INC CLA COM 571903202 1488 39800 SH DEFINED 39800
MARRIOTT INTERNATIONAL INC CLA COM 571903202 78 2100 SH DEFINED 2100
MARRIOTT INTERNATIONAL INC CLA COM 571903202 1656 44300 SH DEFINED 44300
MARSH & MCLENNAN COMPANIES INC COM 571748102 3179 42100 SH DEFINED 42100
MARSH & MCLENNAN COMPANIES INC COM 571748102 174 2300 SH DEFINED 2300
MARSH & MCLENNAN COMPANIES INC COM 571748102 747 9900 SH DEFINED 9900
MARSH & MCLENNAN COMPANIES INC COM 571748102 9162 121350 SH DEFINED 121350
MARSH & MCLENNAN COMPANIES INC COM 571748102 3545 46950 SH DEFINED 46950
MASCO CORPORATION COM 574599106 1605 55600 SH DEFINED 55600
MASCO CORPORATION COM 574599106 87 3000 SH DEFINED 3000
MASCO CORPORATION COM 574599106 1787 61900 SH DEFINED 61900
MATTEL, INC. COM 577081102 1805 68260 SH DEFINED 68260
MATTEL, INC. COM 577081102 98 3700 SH DEFINED 3700
MATTEL, INC. COM 577081102 859 32500 SH DEFINED 32500
MATTEL, INC. COM 577081102 10543 398800 SH DEFINED 398800
MATTEL, INC. COM 577081102 2009 75988 SH DEFINED 75988
MAY DEPARTMENT STORES COMPANY COM 577778103 2344 57350 SH DEFINED 57350
MAY DEPARTMENT STORES COMPANY COM 577778103 125 3050 SH DEFINED 3050
MAY DEPARTMENT STORES COMPANY COM 577778103 2612 63900 SH DEFINED 63900
MAYTAG CORPORATION COM 578592107 1024 14700 SH DEFINED 14700
MAYTAG CORPORATION COM 578592107 56 800 SH DEFINED 800
MAYTAG CORPORATION COM 578592107 28 400 SH DEFINED 400
MAYTAG CORPORATION COM 578592107 91 1300 SH DEFINED 1300
MAYTAG CORPORATION COM 578592107 906 13000 SH DEFINED 13000
MAYTAG CORPORATION COM 578592107 1143 16400 SH DEFINED 16400
MBIA INCORPORATED COM 55262C100 1055 16300 SH DEFINED 16300
MBIA INCORPORATED COM 55262C100 58 900 SH DEFINED 900
MBIA INCORPORATED COM 55262C100 1172 18100 SH DEFINED 18100
MBNA CORP COM 55262L100 4022 131332 SH DEFINED 131332
MBNA CORP COM 55262L100 216 7050 SH DEFINED 7050
MBNA CORP COM 55262L100 4480 146275 SH DEFINED 146275
MC DONALD'S CORPORATION COM 580135101 9155 221600 SH DEFINED 221600
MC DONALD'S CORPORATION COM 580135101 492 11900 SH DEFINED 11900
MC DONALD'S CORPORATION COM 580135101 207 5000 SH DEFINED 5000
MC DONALD'S CORPORATION COM 580135101 727 17600 SH DEFINED 17600
MC DONALD'S CORPORATION COM 580135101 6627 160400 SH DEFINED 160400
MC DONALD'S CORPORATION COM 580135101 10200 246900 SH DEFINED 246900
MCDERMOTT INTERNATIONAL, INC. COM 580037109 274 9700 SH DEFINED 9700
MCDERMOTT INTERNATIONAL, INC. COM 580037109 14 500 SH DEFINED 500
MCDERMOTT INTERNATIONAL, INC. COM 580037109 305 10800 SH DEFINED 10800
MCGRAW-HILL COMPANIES INC COM 580645109 1737 32200 SH DEFINED 32200
MCGRAW-HILL COMPANIES INC COM 580645109 92 1700 SH DEFINED 1700
MCGRAW-HILL COMPANIES INC COM 580645109 5189 96200 SH DEFINED 96200
MCGRAW-HILL COMPANIES INC COM 580645109 1936 35900 SH DEFINED 35900
MCI WORLD COM INC COM 55268B106 25900 300289 SH DEFINED 300289
MCI WORLD COM INC COM 55268B106 1393 16148 SH DEFINED 16148
MCI WORLD COM INC COM 55268B106 240 2785 SH DEFINED 2785
MCI WORLD COM INC COM 55268B106 1740 20170 SH DEFINED 20170
MCI WORLD COM INC COM 55268B106 694 8048 SH DEFINED 8048
MCI WORLD COM INC COM 55268B106 21330 247306 SH DEFINED 247306
MCI WORLD COM INC COM 55268B106 8582 99500 SH DEFINED 99500
MCI WORLD COM INC COM 55268B106 28849 334482 SH DEFINED 334482
MCKESSON HBOC INC COM 58155Q103 1457 45353 SH DEFINED 45353
MCKESSON HBOC INC COM 58155Q103 78 2421 SH DEFINED 2421
MCKESSON HBOC INC COM 58155Q103 1624 50545 SH DEFINED 50545
MEAD CORP. COM 582834107 697 16700 SH DEFINED 16700
MEAD CORP. COM 582834107 38 900 SH DEFINED 900
MEAD CORP. COM 582834107 777 18600 SH DEFINED 18600
MEDIA ONE GROUP INC COM 58440J104 7393 99400 SH DEFINED 99400
MEDIA ONE GROUP INC COM 58440J104 394 5300 SH DEFINED 5300
MEDIA ONE GROUP INC COM 58440J104 8233 110700 SH DEFINED 110700
MEDITRUST CORPORATION COM 58501T306 145 11117 SH DEFINED 11117
MEDTRONIC, INCORPORATED COM 585055106 7453 95700 SH DEFINED 95700
MEDTRONIC, INCORPORATED COM 585055106 397 5100 SH DEFINED 5100
MEDTRONIC, INCORPORATED COM 585055106 202 2600 SH DEFINED 2600
MEDTRONIC, INCORPORATED COM 585055106 716 9200 SH DEFINED 9200
MEDTRONIC, INCORPORATED COM 585055106 6456 82900 SH DEFINED 82900
MEDTRONIC, INCORPORATED COM 585055106 8301 106600 SH DEFINED 106600
MELLON BANK CORPORATION COM 585509102 3110 85500 SH DEFINED 85500
MELLON BANK CORPORATION COM 585509102 167 4600 SH DEFINED 4600
MELLON BANK CORPORATION COM 585509102 3467 95300 SH DEFINED 95300
MERCANTILE BANKSHARES CORP. COM 587342106 1474 25800 SH DEFINED 25800
MERCANTILE BANKSHARES CORP. COM 587342106 80 1400 SH DEFINED 1400
MERCANTILE BANKSHARES CORP. COM 587342106 1639 28700 SH DEFINED 28700
MERCK & CO., INC. COM 589331107 28875 390200 SH DEFINED 390200
MERCK & CO., INC. COM 589331107 1554 21000 SH DEFINED 21000
MERCK & CO., INC. COM 589331107 148 2000 SH DEFINED 2000
MERCK & CO., INC. COM 589331107 533 7200 SH DEFINED 7200
MERCK & CO., INC. COM 589331107 7208 97400 SH DEFINED 97400
MERCK & CO., INC. COM 589331107 32160 434600 SH DEFINED 434600
MEREDITH CORPORATION COM 589433101 294 8500 SH DEFINED 8500
MEREDITH CORPORATION COM 589433101 17 500 SH DEFINED 500
MEREDITH CORPORATION COM 589433101 329 9500 SH DEFINED 9500
MERRILL LYNCH & CO COM 590188108 4644 58100 SH DEFINED 58100
MERRILL LYNCH & CO COM 590188108 248 3100 SH DEFINED 3100
MERRILL LYNCH & CO COM 590188108 5172 64700 SH DEFINED 64700
METZLER GROUP INC COM 592903108 46 1650 SH DEFINED 1650
METZLER GROUP INC COM 592903108 467 16900 SH DEFINED 16900
METZLER GROUP INC COM 592903108 9256 335050 SH DEFINED 335050
MGIC INVESTMENT CORP COM 552848103 870 17900 SH DEFINED 17900
MGIC INVESTMENT CORP COM 552848103 49 1000 SH DEFINED 1000
MGIC INVESTMENT CORP COM 552848103 973 20000 SH DEFINED 20000
MICHAELS STORES INC COM 594087108 113 3700 SH DEFINED 3700
MICRON TECHNOLOGY COM 595112103 1637 40600 SH DEFINED 40600
MICRON TECHNOLOGY COM 595112103 89 2200 SH DEFINED 2200
MICRON TECHNOLOGY COM 595112103 1822 45200 SH DEFINED 45200
MICROSOFT CORPORATION COM 594918104 74549 826600 SH DEFINED 826600
MICROSOFT CORPORATION COM 594918104 4004 44400 SH DEFINED 44400
MICROSOFT CORPORATION COM 594918104 451 5000 SH DEFINED 5000
MICROSOFT CORPORATION COM 594918104 1714 19000 SH DEFINED 19000
MICROSOFT CORPORATION COM 594918104 1551 17200 SH DEFINED 17200
MICROSOFT CORPORATION COM 594918104 21068 233600 SH DEFINED 233600
MICROSOFT CORPORATION COM 594918104 14196 157400 SH DEFINED 157400
MICROSOFT CORPORATION COM 594918104 83045 920800 SH DEFINED 920800
MIDWEST EXPRESS HOLDINGS, INC. COM 597911106 128 3750 SH DEFINED 3750
MIDWEST EXPRESS HOLDINGS, INC. COM 597911106 434 12750 SH DEFINED 12750
MIDWEST EXPRESS HOLDINGS, INC. COM 597911106 4264 125400 SH DEFINED 125400
MIH COM G6116R101 225 8500 SH DEFINED 8500
MILACRON INC COM 598709103 117 6300 SH DEFINED 6300
MILACRON INC COM 598709103 6 300 SH DEFINED 300
MILACRON INC COM 598709103 130 7000 SH DEFINED 7000
MILLIPORE CORPORATION COM 601073109 292 7200 SH DEFINED 7200
MILLIPORE CORPORATION COM 601073109 16 400 SH DEFINED 400
MILLIPORE CORPORATION COM 601073109 325 8000 SH DEFINED 8000
MINNESOTA MINING & MFG COMPANY COM 604059105 5720 65800 SH DEFINED 65800
MINNESOTA MINING & MFG COMPANY COM 604059105 304 3500 SH DEFINED 3500
MINNESOTA MINING & MFG COMPANY COM 604059105 6373 73300 SH DEFINED 73300
MIRAGE RESORTS INC COM 60462E104 539 32200 SH DEFINED 32200
MIRAGE RESORTS INC COM 60462E104 28 1700 SH DEFINED 1700
MIRAGE RESORTS INC COM 60462E104 221 13200 SH DEFINED 13200
MIRAGE RESORTS INC COM 60462E104 2720 162400 SH DEFINED 162400
MIRAGE RESORTS INC COM 60462E104 601 35900 SH DEFINED 35900
MOBIL CORPORATION COM 607059102 12642 127700 SH DEFINED 127700
MOBIL CORPORATION COM 607059102 683 6900 SH DEFINED 6900
MOBIL CORPORATION COM 607059102 99 1000 SH DEFINED 1000
MOBIL CORPORATION COM 607059102 950 9600 SH DEFINED 9600
MOBIL CORPORATION COM 607059102 307 3100 SH DEFINED 3100
MOBIL CORPORATION COM 607059102 11613 117300 SH DEFINED 117300
MOBIL CORPORATION COM 607059102 5247 53000 SH DEFINED 53000
MOBIL CORPORATION COM 607059102 14088 142300 SH DEFINED 142300
MONSANTO COMPANY COM 611662107 4046 102600 SH DEFINED 102600
MONSANTO COMPANY COM 611662107 217 5500 SH DEFINED 5500
MONSANTO COMPANY COM 611662107 899 22800 SH DEFINED 22800
MONSANTO COMPANY COM 611662107 11027 279600 SH DEFINED 279600
MONSANTO COMPANY COM 611662107 4508 114300 SH DEFINED 114300
MORGAN STANLEY DEAN WITTER CO COM 617446448 9694 94580 SH DEFINED 94580
MORGAN STANLEY DEAN WITTER CO COM 617446448 518 5055 SH DEFINED 5055
MORGAN STANLEY DEAN WITTER CO COM 617446448 226 2200 SH DEFINED 2200
MORGAN STANLEY DEAN WITTER CO COM 617446448 789 7700 SH DEFINED 7700
MORGAN STANLEY DEAN WITTER CO COM 617446448 7042 68700 SH DEFINED 68700
MORGAN STANLEY DEAN WITTER CO COM 617446448 10804 105405 SH DEFINED 105405
MOTOROLA, INC COM 620076109 9314 98300 SH DEFINED 98300
MOTOROLA, INC COM 620076109 502 5300 SH DEFINED 5300
MOTOROLA, INC COM 620076109 284 3000 SH DEFINED 3000
MOTOROLA, INC COM 620076109 3515 37100 SH DEFINED 37100
MOTOROLA, INC COM 620076109 10375 109500 SH DEFINED 109500
NABISCO GROUP HOLDINGS COM 62952P102 1047 53500 SH DEFINED 53500
NABISCO GROUP HOLDINGS COM 62952P102 57 2900 SH DEFINED 2900
NABISCO GROUP HOLDINGS COM 62952P102 1160 59300 SH DEFINED 59300
NABORS IND INC COM 629568106 73 3000 SH DEFINED 3000
NABORS IND INC COM 629568106 440 18000 SH DEFINED 18000
NABORS IND INC COM 629568106 12830 525000 SH DEFINED 525000
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 110 1500 SH DEFINED 1500
NALCO CHEMICAL COMPANY COM 629853102 555 10700 SH DEFINED 10700
NALCO CHEMICAL COMPANY COM 629853102 31 600 SH DEFINED 600
NALCO CHEMICAL COMPANY COM 629853102 617 11900 SH DEFINED 11900
NATIONAL CITY CORP COM 635405103 3498 53400 SH DEFINED 53400
NATIONAL CITY CORP COM 635405103 190 2900 SH DEFINED 2900
NATIONAL CITY CORP COM 635405103 3897 59500 SH DEFINED 59500
NATIONAL SEMICONDUCTOR CORPORA COM 637640103 694 27400 SH DEFINED 27400
NATIONAL SEMICONDUCTOR CORPORA COM 637640103 38 1500 SH DEFINED 1500
NATIONAL SEMICONDUCTOR CORPORA COM 637640103 772 30500 SH DEFINED 30500
NATIONAL SERVICE INDS, INC. COM 637657107 241 6700 SH DEFINED 6700
NATIONAL SERVICE INDS, INC. COM 637657107 14 400 SH DEFINED 400
NATIONAL SERVICE INDS, INC. COM 637657107 270 7500 SH DEFINED 7500
NAVISTAR INTERNATIONAL CORP. COM 63934E108 544 10870 SH DEFINED 10870
NAVISTAR INTERNATIONAL CORP. COM 63934E108 30 600 SH DEFINED 600
NAVISTAR INTERNATIONAL CORP. COM 63934E108 605 12100 SH DEFINED 12100
NEW CENTURY ENERGIES INC. COM 64352U103 726 18700 SH DEFINED 18700
NEW CENTURY ENERGIES INC. COM 64352U103 39 1000 SH DEFINED 1000
NEW CENTURY ENERGIES INC. COM 64352U103 811 20900 SH DEFINED 20900
NEW YORK TIMES COMPANY COM 650111107 1101 29900 SH DEFINED 29900
NEW YORK TIMES COMPANY COM 650111107 59 1600 SH DEFINED 1600
NEW YORK TIMES COMPANY COM 650111107 206 5600 SH DEFINED 5600
NEW YORK TIMES COMPANY COM 650111107 714 19400 SH DEFINED 19400
NEW YORK TIMES COMPANY COM 650111107 4756 129200 SH DEFINED 129200
NEW YORK TIMES COMPANY COM 650111107 1226 33300 SH DEFINED 33300
NEWCOURT CR GROUP INC COM 650905102 573 44300 SH DEFINED 44300
NEWCOURT CR GROUP INC COM 650905102 7048 544800 SH DEFINED 544800
NEWELL RUBBERMAID INC COM 651229106 2138 45971 SH DEFINED 45971
NEWELL RUBBERMAID INC COM 651229106 114 2445 SH DEFINED 2445
NEWELL RUBBERMAID INC COM 651229106 2382 51232 SH DEFINED 51232
NEWMONT MINING CORPORATION COM 651639106 545 27430 SH DEFINED 27430
NEWMONT MINING CORPORATION COM 651639106 29 1458 SH DEFINED 1458
NEWMONT MINING CORPORATION COM 651639106 606 30480 SH DEFINED 30480
NEWS CORP LTD COM 652487703 191 5400 SH DEFINED 5400
NEWS CORP LTD COM 652487703 2341 66300 SH DEFINED 66300
NEXTEL COMMUNICATIONS INC. COM 65332V103 2364 47100 SH DEFINED 47100
NEXTEL COMMUNICATIONS INC. COM 65332V103 125 2500 SH DEFINED 2500
NEXTEL COMMUNICATIONS INC. COM 65332V103 80 1600 SH DEFINED 1600
NEXTEL COMMUNICATIONS INC. COM 65332V103 286 5700 SH DEFINED 5700
NEXTEL COMMUNICATIONS INC. COM 65332V103 2911 58000 SH DEFINED 58000
NEXTEL COMMUNICATIONS INC. COM 65332V103 2635 52500 SH DEFINED 52500
NIAGARA MOHAWK HOLDINGS INC COM 653520106 493 30700 SH DEFINED 30700
NIAGARA MOHAWK HOLDINGS INC COM 653520106 26 1600 SH DEFINED 1600
NIAGARA MOHAWK HOLDINGS INC COM 653520106 549 34200 SH DEFINED 34200
NICOR INC. COM 654086107 297 7800 SH DEFINED 7800
NICOR INC. COM 654086107 15 400 SH DEFINED 400
NICOR INC. COM 654086107 331 8700 SH DEFINED 8700
NIKE, INC. COM 654106103 2931 46300 SH DEFINED 46300
NIKE, INC. COM 654106103 158 2500 SH DEFINED 2500
NIKE, INC. COM 654106103 3267 51600 SH DEFINED 51600
NOKIA A SHARES COM 565521200 290 3200 SH DEFINED 3200
NORDSTROM, INC. COM 655664100 781 23300 SH DEFINED 23300
NORDSTROM, INC. COM 655664100 40 1200 SH DEFINED 1200
NORDSTROM, INC. COM 655664100 868 25900 SH DEFINED 25900
NORFOLK SOUTHERN CORPORATION COM 655844108 1871 62100 SH DEFINED 62100
NORFOLK SOUTHERN CORPORATION COM 655844108 99 3300 SH DEFINED 3300
NORFOLK SOUTHERN CORPORATION COM 655844108 2085 69200 SH DEFINED 69200
NORTEL NETWORK CORP COM 656569100 9433 108660 SH DEFINED 108660
NORTEL NETWORK CORP COM 656569100 510 5880 SH DEFINED 5880
NORTEL NETWORK CORP COM 656569100 139 1600 SH DEFINED 1600
NORTEL NETWORK CORP COM 656569100 634 7300 SH DEFINED 7300
NORTEL NETWORK CORP COM 656569100 4862 56000 SH DEFINED 56000
NORTEL NETWORK CORP COM 656569100 10513 121100 SH DEFINED 121100
NORTHERN STATES POWER COMPANY COM 665772109 605 25000 SH DEFINED 25000
NORTHERN STATES POWER COMPANY COM 665772109 31 1300 SH DEFINED 1300
NORTHERN STATES POWER COMPANY COM 665772109 672 27800 SH DEFINED 27800
NORTHERN TRUST CORPORATION COM 665859104 1765 18200 SH DEFINED 18200
NORTHERN TRUST CORPORATION COM 665859104 97 1000 SH DEFINED 1000
NORTHERN TRUST CORPORATION COM 665859104 1969 20300 SH DEFINED 20300
NORTHPOINT COMMUNICATION COM 666610100 84 2300 SH DEFINED 2300
NORTHPOINT COMMUNICATION COM 666610100 117 3200 SH DEFINED 3200
NORTHPOINT COMMUNICATION COM 666610100 2362 64700 SH DEFINED 64700
NORTHROP GRUMMAN CORPORATION COM 666807102 749 11300 SH DEFINED 11300
NORTHROP GRUMMAN CORPORATION COM 666807102 40 600 SH DEFINED 600
NORTHROP GRUMMAN CORPORATION COM 666807102 836 12600 SH DEFINED 12600
NOVARTIS LTD COM 504783100 151 160 SH DEFINED 160
NOVELL, INC. COM 670006105 1465 55300 SH DEFINED 55300
NOVELL, INC. COM 670006105 80 3000 SH DEFINED 3000
NOVELL, INC. COM 670006105 1632 61600 SH DEFINED 61600
NOVELLUS SYSTEMS, INC. COM 670008101 355 5200 SH DEFINED 5200
NOVELLUS SYSTEMS, INC. COM 670008101 10531 154300 SH DEFINED 154300
NTAP COM 64120L104 615 11000 SH DEFINED 11000
NTT DOCOMO COM 612927700 2 20 SH DEFINED 20
NUCOR CORP. COM 670346105 678 14300 SH DEFINED 14300
NUCOR CORP. COM 670346105 38 800 SH DEFINED 800
NUCOR CORP. COM 670346105 759 16000 SH DEFINED 16000
O'REILLY AUTOMOTIVE, INC. COM 686091109 176 3500 SH DEFINED 3500
O'REILLY AUTOMOTIVE, INC. COM 686091109 1149 22800 SH DEFINED 22800
O'REILLY AUTOMOTIVE, INC. COM 686091109 27480 545500 SH DEFINED 545500
OCCIDENTAL PETROLEUM CORPORATI COM 674599105 1198 56700 SH DEFINED 56700
OCCIDENTAL PETROLEUM CORPORATI COM 674599105 63 3000 SH DEFINED 3000
OCCIDENTAL PETROLEUM CORPORATI COM 674599105 1333 63100 SH DEFINED 63100
OFFICE DEPOT INC COM 676220106 441 20000 SH DEFINED 20000
OFFICE DEPOT INC COM 676220106 4413 200000 SH DEFINED 200000
OMNICOM GROUP INCORPORATED COM 681919106 2208 27600 SH DEFINED 27600
OMNICOM GROUP INCORPORATED COM 681919106 120 1500 SH DEFINED 1500
OMNICOM GROUP INCORPORATED COM 681919106 2464 30800 SH DEFINED 30800
ONEMAIN.COM COM 68267P109 314 13300 SH DEFINED 13300
ONEOK, INC. COM 682680103 165 5200 SH DEFINED 5200
ONEOK, INC. COM 682680103 10 300 SH DEFINED 300
ONEOK, INC. COM 682680103 184 5800 SH DEFINED 5800
ORACLE CORPORATION COM 68389X105 8755 235825 SH DEFINED 235825
ORACLE CORPORATION COM 68389X105 471 12675 SH DEFINED 12675
ORACLE CORPORATION COM 68389X105 251 6750 SH DEFINED 6750
ORACLE CORPORATION COM 68389X105 3091 83250 SH DEFINED 83250
ORACLE CORPORATION COM 68389X105 9751 262650 SH DEFINED 262650
OWENS CORNING COM 69073F103 306 8900 SH DEFINED 8900
OWENS CORNING COM 69073F103 17 500 SH DEFINED 500
OWENS CORNING COM 69073F103 340 9900 SH DEFINED 9900
OWENS ILLINOIS INC. COM 690768403 830 25400 SH DEFINED 25400
OWENS ILLINOIS INC. COM 690768403 46 1400 SH DEFINED 1400
OWENS ILLINOIS INC. COM 690768403 925 28300 SH DEFINED 28300
PACCAR INCORPORATED COM 693718108 683 12790 SH DEFINED 12790
PACCAR INCORPORATED COM 693718108 37 700 SH DEFINED 700
PACCAR INCORPORATED COM 693718108 762 14270 SH DEFINED 14270
PACIFICORP COM 695114108 895 48700 SH DEFINED 48700
PACIFICORP COM 695114108 48 2600 SH DEFINED 2600
PACIFICORP COM 695114108 998 54300 SH DEFINED 54300
PAINEWEBBER GROUP COM 695629105 1094 23400 SH DEFINED 23400
PAINEWEBBER GROUP COM 695629105 61 1300 SH DEFINED 1300
PAINEWEBBER GROUP COM 695629105 1220 26100 SH DEFINED 26100
PALL CORPORATION COM 696429307 452 20366 SH DEFINED 20366
PALL CORPORATION COM 696429307 24 1100 SH DEFINED 1100
PALL CORPORATION COM 696429307 504 22700 SH DEFINED 22700
PARAMETRIC TECHNOLOGY CORP. COM 699173100 608 43800 SH DEFINED 43800
PARAMETRIC TECHNOLOGY CORP. COM 699173100 33 2400 SH DEFINED 2400
PARAMETRIC TECHNOLOGY CORP. COM 699173100 677 48800 SH DEFINED 48800
PARKER-HANNIFIN CORPORATION COM 701094104 814 17800 SH DEFINED 17800
PARKER-HANNIFIN CORPORATION COM 701094104 43 950 SH DEFINED 950
PARKER-HANNIFIN CORPORATION COM 701094104 905 19775 SH DEFINED 19775
PATTERSON DENTAL COMPANY COM 703412106 116 3350 SH DEFINED 3350
PATTERSON DENTAL COMPANY COM 703412106 613 17650 SH DEFINED 17650
PATTERSON DENTAL COMPANY COM 703412106 13418 386125 SH DEFINED 386125
PAYCHEX INCORPORATED COM 704326107 1281 40200 SH DEFINED 40200
PAYCHEX INCORPORATED COM 704326107 69 2150 SH DEFINED 2150
PAYCHEX INCORPORATED COM 704326107 284 8900 SH DEFINED 8900
PAYCHEX INCORPORATED COM 704326107 7978 250300 SH DEFINED 250300
PAYCHEX INCORPORATED COM 704326107 1426 44750 SH DEFINED 44750
PE CORP-PE BIOSYSTEMS GRP COM 69332S102 941 8200 SH DEFINED 8200
PE CORP-PE BIOSYSTEMS GRP COM 69332S102 46 400 SH DEFINED 400
PE CORP-PE BIOSYSTEMS GRP COM 69332S102 1044 9100 SH DEFINED 9100
PECO ENERGY COMPANY COM 693304107 1537 36700 SH DEFINED 36700
PECO ENERGY COMPANY COM 693304107 84 2000 SH DEFINED 2000
PECO ENERGY COMPANY COM 693304107 1713 40900 SH DEFINED 40900
PEDIATRIX MEDICAL GROUP INC. COM 705324101 28 1300 SH DEFINED 1300
PEOPLES ENERGY CORPORATION COM 711030106 219 5800 SH DEFINED 5800
PEOPLES ENERGY CORPORATION COM 711030106 11 300 SH DEFINED 300
PEOPLES ENERGY CORPORATION COM 711030106 245 6500 SH DEFINED 6500
PEOPLESOFT, INC COM 712713106 659 38200 SH DEFINED 38200
PEOPLESOFT, INC COM 712713106 35 2000 SH DEFINED 2000
PEOPLESOFT, INC COM 712713106 733 42500 SH DEFINED 42500
PEP BOYS - MANNY, MOE & JACK COM 713278109 186 8600 SH DEFINED 8600
PEP BOYS - MANNY, MOE & JACK COM 713278109 11 500 SH DEFINED 500
PEP BOYS - MANNY, MOE & JACK COM 713278109 208 9600 SH DEFINED 9600
PEPSI BOTTLING GROUP INC COM 713409100 108 4700 SH DEFINED 4700
PEPSI BOTTLING GROUP INC COM 713409100 145 6300 SH DEFINED 6300
PEPSI BOTTLING GROUP INC COM 713409100 390 16900 SH DEFINED 16900
PEPSI BOTTLING GROUP INC COM 713409100 1785 77400 SH DEFINED 77400
PEPSI BOTTLING GROUP INC COM 713409100 3771 163500 SH DEFINED 163500
PEPSICO INC. COM 713448108 9297 240300 SH DEFINED 240300
PEPSICO INC. COM 713448108 499 12900 SH DEFINED 12900
PEPSICO INC. COM 713448108 197 5100 SH DEFINED 5100
PEPSICO INC. COM 713448108 1292 33400 SH DEFINED 33400
PEPSICO INC. COM 713448108 696 18000 SH DEFINED 18000
PEPSICO INC. COM 713448108 15823 409000 SH DEFINED 409000
PEPSICO INC. COM 713448108 7625 197100 SH DEFINED 197100
PEPSICO INC. COM 713448108 10357 267700 SH DEFINED 267700
PEREGRINE SYSTEMS COM 71366Q101 514 20000 SH DEFINED 20000
PEREGRINE SYSTEMS COM 71366Q101 4688 182500 SH DEFINED 182500
PFIZER INC. COM 717081103 23333 212600 SH DEFINED 212600
PFIZER INC. COM 717081103 1251 11400 SH DEFINED 11400
PFIZER INC. COM 717081103 165 1500 SH DEFINED 1500
PFIZER INC. COM 717081103 450 4100 SH DEFINED 4100
PFIZER INC. COM 717081103 7178 65400 SH DEFINED 65400
PFIZER INC. COM 717081103 25989 236800 SH DEFINED 236800
PG&E CORP COM COM 69331C108 2035 62600 SH DEFINED 62600
PG&E CORP COM COM 69331C108 111 3400 SH DEFINED 3400
PG&E CORP COM COM 69331C108 2269 69800 SH DEFINED 69800
PHARMACIA & UPJOHN INC COM 716941109 4729 83230 SH DEFINED 83230
PHARMACIA & UPJOHN INC COM 716941109 256 4500 SH DEFINED 4500
PHARMACIA & UPJOHN INC COM 716941109 62 1100 SH DEFINED 1100
PHARMACIA & UPJOHN INC COM 716941109 210 3700 SH DEFINED 3700
PHARMACIA & UPJOHN INC COM 716941109 1988 35000 SH DEFINED 35000
PHARMACIA & UPJOHN INC COM 716941109 5267 92705 SH DEFINED 92705
PHELPS DODGE CORPORATION COM 717265102 588 9500 SH DEFINED 9500
PHELPS DODGE CORPORATION COM 717265102 31 500 SH DEFINED 500
PHELPS DODGE CORPORATION COM 717265102 657 10600 SH DEFINED 10600
PHILIP MORRIS COMPANIES COM 718154107 16027 398800 SH DEFINED 398800
PHILIP MORRIS COMPANIES COM 718154107 860 21400 SH DEFINED 21400
PHILIP MORRIS COMPANIES COM 718154107 1423 35400 SH DEFINED 35400
PHILIP MORRIS COMPANIES COM 718154107 17470 434700 SH DEFINED 434700
PHILIP MORRIS COMPANIES COM 718154107 17851 444200 SH DEFINED 444200
PHILLIPS PETROLEUM COMPANY COM 718507106 2098 41700 SH DEFINED 41700
PHILLIPS PETROLEUM COMPANY COM 718507106 111 2200 SH DEFINED 2200
PHILLIPS PETROLEUM COMPANY COM 718507106 2340 46500 SH DEFINED 46500
PIONEER HI BRED INTERNATIONAL COM 723686101 1526 39200 SH DEFINED 39200
PIONEER HI BRED INTERNATIONAL COM 723686101 82 2100 SH DEFINED 2100
PIONEER HI BRED INTERNATIONAL COM 723686101 1702 43700 SH DEFINED 43700
PITNEY BOWES INC. COM 724479100 2872 44700 SH DEFINED 44700
PITNEY BOWES INC. COM 724479100 154 2400 SH DEFINED 2400
PITNEY BOWES INC. COM 724479100 3193 49700 SH DEFINED 49700
PLACER DOME INCORPORATED COM 725906101 630 53300 SH DEFINED 53300
PLACER DOME INCORPORATED COM 725906101 34 2900 SH DEFINED 2900
PLACER DOME INCORPORATED COM 725906101 702 59400 SH DEFINED 59400
PMC-SIERRA INC. COM 69344F106 118 2000 SH DEFINED 2000
PMC-SIERRA INC. COM 69344F106 536 9100 SH DEFINED 9100
PMC-SIERRA INC. COM 69344F106 23528 399200 SH DEFINED 399200
PNC BANK CORPORATION COM 693475105 2841 49300 SH DEFINED 49300
PNC BANK CORPORATION COM 693475105 150 2600 SH DEFINED 2600
PNC BANK CORPORATION COM 693475105 3164 54900 SH DEFINED 54900
POLAROID CORPORATION COM 731095105 199 7200 SH DEFINED 7200
POLAROID CORPORATION COM 731095105 11 400 SH DEFINED 400
POLAROID CORPORATION COM 731095105 221 8000 SH DEFINED 8000
PORSCHE AG NV PFD DM50 COM 469678400 205 85 SH DEFINED 85
POTLATCH CORPORATION COM 737628107 207 4700 SH DEFINED 4700
POTLATCH CORPORATION COM 737628107 13 300 SH DEFINED 300
POTLATCH CORPORATION COM 737628107 233 5300 SH DEFINED 5300
PP&L RESOURCES, INC. COM 693499105 761 24733 SH DEFINED 24733
PP&L RESOURCES, INC. COM 693499105 40 1298 SH DEFINED 1298
PP&L RESOURCES, INC. COM 693499105 95 3100 SH DEFINED 3100
PP&L RESOURCES, INC. COM 693499105 1175 38200 SH DEFINED 38200
PP&L RESOURCES, INC. COM 693499105 850 27634 SH DEFINED 27634
PPG INDUSTRIES INC COM 693506107 1701 28800 SH DEFINED 28800
PPG INDUSTRIES INC COM 693506107 89 1500 SH DEFINED 1500
PPG INDUSTRIES INC COM 693506107 1896 32100 SH DEFINED 32100
PRAXAIR INC COM 74005P104 1263 25800 SH DEFINED 25800
PRAXAIR INC COM 74005P104 69 1400 SH DEFINED 1400
PRAXAIR INC COM 74005P104 1409 28800 SH DEFINED 28800
PRIMACOM COM 562233500 117 2500 SH DEFINED 2500
PRISM FINANCIAL CORP COM 74264Q108 22 1100 SH DEFINED 1100
PROCTER & GAMBLE COMPANY COM 742718109 19412 217500 SH DEFINED 217500
PROCTER & GAMBLE COMPANY COM 742718109 1044 11700 SH DEFINED 11700
PROCTER & GAMBLE COMPANY COM 742718109 187 2100 SH DEFINED 2100
PROCTER & GAMBLE COMPANY COM 742718109 1339 15000 SH DEFINED 15000
PROCTER & GAMBLE COMPANY COM 742718109 696 7800 SH DEFINED 7800
PROCTER & GAMBLE COMPANY COM 742718109 16636 186400 SH DEFINED 186400
PROCTER & GAMBLE COMPANY COM 742718109 6783 76000 SH DEFINED 76000
PROCTER & GAMBLE COMPANY COM 742718109 21625 242300 SH DEFINED 242300
PROGRESSIVE CORP. COM 743315103 1726 11900 SH DEFINED 11900
PROGRESSIVE CORP. COM 743315103 87 600 SH DEFINED 600
PROGRESSIVE CORP. COM 743315103 1914 13200 SH DEFINED 13200
PROVIDENT CO. INC. COM 743862104 888 22200 SH DEFINED 22200
PROVIDENT CO. INC. COM 743862104 48 1200 SH DEFINED 1200
PROVIDENT CO. INC. COM 743862104 540 13500 SH DEFINED 13500
PROVIDENT CO. INC. COM 743862104 6604 165100 SH DEFINED 165100
PROVIDENT CO. INC. COM 743862104 988 24700 SH DEFINED 24700
PROVIDIAN FINANCIAL CORP COM 74406A102 2165 23150 SH DEFINED 23150
PROVIDIAN FINANCIAL CORP COM 74406A102 112 1200 SH DEFINED 1200
PROVIDIAN FINANCIAL CORP COM 74406A102 2412 25800 SH DEFINED 25800
PROVINCE HEALTHCARE COMPANY COM 743977100 39 2000 SH DEFINED 2000
PROVINCE HEALTHCARE COMPANY COM 743977100 246 12600 SH DEFINED 12600
PROVINCE HEALTHCARE COMPANY COM 743977100 5873 301200 SH DEFINED 301200
PROXICOM COM 744282104 5 200 SH DEFINED 200
PROXICOM COM 744282104 64 2500 SH DEFINED 2500
PROXICOM COM 744282104 1310 51000 SH DEFINED 51000
PSS WORLD MEDICAL INC COM 69366A100 23 2100 SH DEFINED 2100
PSS WORLD MEDICAL INC COM 69366A100 170 15200 SH DEFINED 15200
PSS WORLD MEDICAL INC COM 69366A100 5067 452900 SH DEFINED 452900
PUBLIC SERV ENTRPRISE GRP, INC COM 744573106 1492 36500 SH DEFINED 36500
PUBLIC SERV ENTRPRISE GRP, INC COM 744573106 82 2000 SH DEFINED 2000
PUBLIC SERV ENTRPRISE GRP, INC COM 744573106 1664 40700 SH DEFINED 40700
PULTE CORPORATION COM 745867101 164 7100 SH DEFINED 7100
PULTE CORPORATION COM 745867101 9 400 SH DEFINED 400
PULTE CORPORATION COM 745867101 182 7900 SH DEFINED 7900
QLOGIC CORPORATION COM 747277101 185 1400 SH DEFINED 1400
QLOGIC CORPORATION COM 747277101 1096 8300 SH DEFINED 8300
QLOGIC CORPORATION COM 747277101 23087 174900 SH DEFINED 174900
QUAKER OATS COMPANY COM 747402105 1480 22300 SH DEFINED 22300
QUAKER OATS COMPANY COM 747402105 80 1200 SH DEFINED 1200
QUAKER OATS COMPANY COM 747402105 113 1700 SH DEFINED 1700
QUAKER OATS COMPANY COM 747402105 392 5900 SH DEFINED 5900
QUAKER OATS COMPANY COM 747402105 4354 65600 SH DEFINED 65600
QUAKER OATS COMPANY COM 747402105 1653 24900 SH DEFINED 24900
QUANTUM CORP COM 747906105 179 7400 SH DEFINED 7400
QUANTUM CORP COM 747906105 2191 90800 SH DEFINED 90800
QUINTILES TRANSNATIONAL CORP COM 748767100 1205 28700 SH DEFINED 28700
QUINTILES TRANSNATIONAL CORP COM 748767100 17237 410400 SH DEFINED 410400
QUORUM HEALTH GROUP, INC. COM 749084109 33 2650 SH DEFINED 2650
R.R. DONNELLEY & SONS COMPANY COM 257867101 815 22000 SH DEFINED 22000
R.R. DONNELLEY & SONS COMPANY COM 257867101 44 1200 SH DEFINED 1200
R.R. DONNELLEY & SONS COMPANY COM 257867101 908 24500 SH DEFINED 24500
RADIN GROUP INC COM 750236101 8254 169100 SH DEFINED 169100
RALSTON PURINA GROUP COM 751277302 1638 53800 SH DEFINED 53800
RALSTON PURINA GROUP COM 751277302 88 2900 SH DEFINED 2900
RALSTON PURINA GROUP COM 751277302 1823 59900 SH DEFINED 59900
RAMP NETWORKS COM 751567108 7 500 SH DEFINED 500
RAYCHEM CORP. COM 754603108 470 12700 SH DEFINED 12700
RAYCHEM CORP. COM 754603108 26 700 SH DEFINED 700
RAYCHEM CORP. COM 754603108 522 14100 SH DEFINED 14100
RAYTHEON CLASS B COM 755111408 3885 55200 SH DEFINED 55200
RAYTHEON CLASS B COM 755111408 211 3000 SH DEFINED 3000
RAYTHEON CLASS B COM 755111408 4328 61500 SH DEFINED 61500
REEBOK INTERNATIONAL LTD. COM 758110100 171 9200 SH DEFINED 9200
REEBOK INTERNATIONAL LTD. COM 758110100 9 500 SH DEFINED 500
REEBOK INTERNATIONAL LTD. COM 758110100 192 10300 SH DEFINED 10300
REGIONS FINANCIAL CORP. COM 758940100 1391 36200 SH DEFINED 36200
REGIONS FINANCIAL CORP. COM 758940100 73 1900 SH DEFINED 1900
REGIONS FINANCIAL CORP. COM 758940100 1553 40400 SH DEFINED 40400
RELIANT ENERGY INC COM 75952J108 1288 46626 SH DEFINED 46626
RELIANT ENERGY INC COM 75952J108 68 2473 SH DEFINED 2473
RELIANT ENERGY INC COM 75952J108 1433 51862 SH DEFINED 51862
REPUBLIC NEW YORK CORPORATION COM 760719104 1200 17600 SH DEFINED 17600
REPUBLIC NEW YORK CORPORATION COM 760719104 61 900 SH DEFINED 900
REPUBLIC NEW YORK CORPORATION COM 760719104 1336 19600 SH DEFINED 19600
REPUBLIC SERVICES, INC. - CL. COM 760759100 156 6300 SH DEFINED 6300
REPUBLIC SERVICES, INC. - CL. COM 760759100 782 31600 SH DEFINED 31600
REPUBLIC SERVICES, INC. - CL. COM 760759100 1134 45800 SH DEFINED 45800
REPUBLIC SERVICES, INC. - CL. COM 760759100 522 21100 SH DEFINED 21100
REPUBLIC SERVICES, INC. - CL. COM 760759100 13900 561600 SH DEFINED 561600
REPUBLIC SERVICES, INC. - CL. COM 760759100 5336 215600 SH DEFINED 215600
REPUBLIC SERVICES, INC. - CL. COM 760759100 12949 523200 SH DEFINED 523200
REYNOLDS METALS COMPANY COM 761763101 625 10600 SH DEFINED 10600
REYNOLDS METALS COMPANY COM 761763101 35 600 SH DEFINED 600
REYNOLDS METALS COMPANY COM 761763101 696 11800 SH DEFINED 11800
REYNOLDS,(R.J.) TOBACCO HOLDIN COM 76182K105 562 17833 SH DEFINED 17833
REYNOLDS,(R.J.) TOBACCO HOLDIN COM 76182K105 27 866 SH DEFINED 866
REYNOLDS,(R.J.) TOBACCO HOLDIN COM 76182K105 599 19000 SH DEFINED 19000
RITE AID CORPORATION COM 767754104 1044 42400 SH DEFINED 42400
RITE AID CORPORATION COM 767754104 57 2300 SH DEFINED 2300
RITE AID CORPORATION COM 767754104 1162 47200 SH DEFINED 47200
ROCKWELL INTERNATIONAL CORPORA COM 773903109 1889 31100 SH DEFINED 31100
ROCKWELL INTERNATIONAL CORPORA COM 773903109 103 1700 SH DEFINED 1700
ROCKWELL INTERNATIONAL CORPORA COM 773903109 2102 34600 SH DEFINED 34600
ROHM & HAAS COMPANY COM 775371107 1488 34701 SH DEFINED 34701
ROHM & HAAS COMPANY COM 775371107 82 1906 SH DEFINED 1906
ROHM & HAAS COMPANY COM 775371107 935 21800 SH DEFINED 21800
ROHM & HAAS COMPANY COM 775371107 11512 268500 SH DEFINED 268500
ROHM & HAAS COMPANY COM 775371107 1660 38713 SH DEFINED 38713
ROWAN COMPANIES, INC COM 779382100 253 13700 SH DEFINED 13700
ROWAN COMPANIES, INC COM 779382100 13 700 SH DEFINED 700
ROWAN COMPANIES, INC COM 779382100 282 15300 SH DEFINED 15300
ROYAL CARIBBEAN CRUISES COM V7780T103 5193 118700 SH DEFINED 118700
ROYAL DUTCH PETROLEUM CO. COM 780257804 21160 351200 SH DEFINED 351200
ROYAL DUTCH PETROLEUM CO. COM 780257804 1139 18900 SH DEFINED 18900
ROYAL DUTCH PETROLEUM CO. COM 780257804 23570 391200 SH DEFINED 391200
RUSSELL CORP. COM 782352108 115 5900 SH DEFINED 5900
RUSSELL CORP. COM 782352108 6 300 SH DEFINED 300
RUSSELL CORP. COM 782352108 129 6600 SH DEFINED 6600
RYANAIR COM 783513104 122 2300 SH DEFINED 2300
RYDER SYSTEM, INC. COM 783549108 304 11700 SH DEFINED 11700
RYDER SYSTEM, INC. COM 783549108 16 600 SH DEFINED 600
RYDER SYSTEM, INC. COM 783549108 341 13100 SH DEFINED 13100
SAFECO INC. COM 786429100 984 22300 SH DEFINED 22300
SAFECO INC. COM 786429100 53 1200 SH DEFINED 1200
SAFECO INC. COM 786429100 1099 24900 SH DEFINED 24900
SAFEWAY INC. COM 786514208 3940 79600 SH DEFINED 79600
SAFEWAY INC. COM 786514208 213 4300 SH DEFINED 4300
SAFEWAY INC. COM 786514208 4391 88700 SH DEFINED 88700
SANMINA CORP COM 800907107 8 100 SH DEFINED 100
SANMINA CORP COM 800907107 1449 19100 SH DEFINED 19100
SANMINA CORP COM 800907107 24758 326300 SH DEFINED 326300
SANTA FE INTERNATIONAL COM G7805C108 964 41900 SH DEFINED 41900
SANTA FE INTERNATIONAL COM G7805C108 9616 418100 SH DEFINED 418100
SARA LEE CORPORATION COM 803111103 3390 149400 SH DEFINED 149400
SARA LEE CORPORATION COM 803111103 182 8000 SH DEFINED 8000
SARA LEE CORPORATION COM 803111103 3775 166400 SH DEFINED 166400
SBC COMMUNICATIONS INCORPORATE COM 78387G103 18582 320374 SH DEFINED 320374
SBC COMMUNICATIONS INCORPORATE COM 78387G103 999 17232 SH DEFINED 17232
SBC COMMUNICATIONS INCORPORATE COM 78387G103 1305 22500 SH DEFINED 22500
SBC COMMUNICATIONS INCORPORATE COM 78387G103 16008 276000 SH DEFINED 276000
SBC COMMUNICATIONS INCORPORATE COM 78387G103 20700 356898 SH DEFINED 356898
SCHERING-PLOUGH CORPORATION COM 806605101 12757 240700 SH DEFINED 240700
SCHERING-PLOUGH CORPORATION COM 806605101 684 12900 SH DEFINED 12900
SCHERING-PLOUGH CORPORATION COM 806605101 14209 268100 SH DEFINED 268100
SCHLUMBERGER LIMITED COM 806857108 5694 89400 SH DEFINED 89400
SCHLUMBERGER LIMITED COM 806857108 306 4800 SH DEFINED 4800
SCHLUMBERGER LIMITED COM 806857108 45 700 SH DEFINED 700
SCHLUMBERGER LIMITED COM 806857108 159 2500 SH DEFINED 2500
SCHLUMBERGER LIMITED COM 806857108 2356 37000 SH DEFINED 37000
SCHLUMBERGER LIMITED COM 806857108 6343 99600 SH DEFINED 99600
SCHWAB, CHARLES CORP COM 808513105 7211 65625 SH DEFINED 65625
SCHWAB, CHARLES CORP COM 808513105 385 3500 SH DEFINED 3500
SCHWAB, CHARLES CORP COM 808513105 8037 73150 SH DEFINED 73150
SCIENT COM 80864H109 24 500 SH DEFINED 500
SCIENT COM 80864H109 247 5200 SH DEFINED 5200
SCIENTIFIC-ATLANTA, INC. COM 808655104 446 12400 SH DEFINED 12400
SCIENTIFIC-ATLANTA, INC. COM 808655104 25 700 SH DEFINED 700
SCIENTIFIC-ATLANTA, INC. COM 808655104 497 13800 SH DEFINED 13800
SEAGATE TECHNOLOGY INC COM 811804103 1022 39900 SH DEFINED 39900
SEAGATE TECHNOLOGY INC COM 811804103 54 2100 SH DEFINED 2100
SEAGATE TECHNOLOGY INC COM 811804103 1140 44500 SH DEFINED 44500
SEAGRAM COMPANY LTD. COM 811850106 3531 70100 SH DEFINED 70100
SEAGRAM COMPANY LTD. COM 811850106 191 3800 SH DEFINED 3800
SEAGRAM COMPANY LTD. COM 811850106 584 11600 SH DEFINED 11600
SEAGRAM COMPANY LTD. COM 811850106 7128 141500 SH DEFINED 141500
SEAGRAM COMPANY LTD. COM 811850106 3934 78100 SH DEFINED 78100
SEALED AIR CORP NEW COM 81211K100 888 13686 SH DEFINED 13686
SEALED AIR CORP NEW COM 81211K100 46 714 SH DEFINED 714
SEALED AIR CORP NEW COM 81211K100 991 15271 SH DEFINED 15271
SEARS, ROEBUCK & COMPANY COM 812387108 2794 62700 SH DEFINED 62700
SEARS, ROEBUCK & COMPANY COM 812387108 152 3400 SH DEFINED 3400
SEARS, ROEBUCK & COMPANY COM 812387108 3115 69900 SH DEFINED 69900
SEMPRA ENERGY COM 816851109 890 39359 SH DEFINED 39359
SEMPRA ENERGY COM 816851109 49 2151 SH DEFINED 2151
SEMPRA ENERGY COM 816851109 991 43802 SH DEFINED 43802
SEMTECH CORP COM 816850101 94 1800 SH DEFINED 1800
SEMTECH CORP COM 816850101 876 16800 SH DEFINED 16800
SEMTECH CORP COM 816850101 17686 339300 SH DEFINED 339300
SERVICE CORPORATION INTERNATIO COM 817565104 862 44800 SH DEFINED 44800
SERVICE CORPORATION INTERNATIO COM 817565104 46 2400 SH DEFINED 2400
SERVICE CORPORATION INTERNATIO COM 817565104 424 22000 SH DEFINED 22000
SERVICE CORPORATION INTERNATIO COM 817565104 5211 270700 SH DEFINED 270700
SERVICE CORPORATION INTERNATIO COM 817565104 961 49900 SH DEFINED 49900
SERVICEMASTER CO COM 81760N109 138 7350 SH DEFINED 7350
SERVICEMASTER CO COM 81760N109 478 25500 SH DEFINED 25500
SERVICEMASTER CO COM 81760N109 4598 245250 SH DEFINED 245250
SHARED MEDICAL SYSTEMS CORP. COM 819486101 287 4400 SH DEFINED 4400
SHARED MEDICAL SYSTEMS CORP. COM 819486101 13 200 SH DEFINED 200
SHARED MEDICAL SYSTEMS CORP. COM 819486101 320 4900 SH DEFINED 4900
SHELL TRANSPORT & TRADING - AD COM 822703609 812 17500 SH DEFINED 17500
SHELL TRANSPORT & TRADING - AD COM 822703609 9943 214400 SH DEFINED 214400
SHERWIN-WILLIAMS COMPANY COM 824348106 783 28200 SH DEFINED 28200
SHERWIN-WILLIAMS COMPANY COM 824348106 42 1500 SH DEFINED 1500
SHERWIN-WILLIAMS COMPANY COM 824348106 871 31400 SH DEFINED 31400
SIGMA-ALDRICH CORP COM 826552101 568 16500 SH DEFINED 16500
SIGMA-ALDRICH CORP COM 826552101 31 900 SH DEFINED 900
SIGMA-ALDRICH CORP COM 826552101 634 18400 SH DEFINED 18400
SILICON GRAPHICS COM 827056102 503 30700 SH DEFINED 30700
SILICON GRAPHICS COM 827056102 28 1700 SH DEFINED 1700
SILICON GRAPHICS COM 827056102 560 34200 SH DEFINED 34200
SIXT PFD COM 527127600 222 4000 SH DEFINED 4000
SLM HOLDING CORP COM 78442A109 1242 27100 SH DEFINED 27100
SLM HOLDING CORP COM 78442A109 69 1500 SH DEFINED 1500
SLM HOLDING CORP COM 78442A109 1384 30200 SH DEFINED 30200
SMITHKLINE BEECHAM PLC COM 013565600 154 7500 SH DEFINED 7500
SMURFIT-STONE CONTAINER CORP COM 832727101 311 15102 SH DEFINED 15102
SMURFIT-STONE CONTAINER CORP COM 832727101 3801 184834 SH DEFINED 184834
SNAP-ON INCORPORATED COM 833034101 389 10750 SH DEFINED 10750
SNAP-ON INCORPORATED COM 833034101 22 600 SH DEFINED 600
SNAP-ON INCORPORATED COM 833034101 432 11950 SH DEFINED 11950
SOLECTRON COM 834182107 2748 41200 SH DEFINED 41200
SOLECTRON COM 834182107 147 2200 SH DEFINED 2200
SOLECTRON COM 834182107 3061 45900 SH DEFINED 45900
SONAT INC. COM 835415100 596 18000 SH DEFINED 18000
SONAT INC. COM 835415100 33 1000 SH DEFINED 1000
SONAT INC. COM 835415100 666 20100 SH DEFINED 20100
SONEA COM 555658600 226 10000 SH DEFINED 10000
SONIC AUTOMOTIVE INC. COM 83545G102 600 43600 SH DEFINED 43600
SONIC AUTOMOTIVE INC. COM 83545G102 12276 892800 SH DEFINED 892800
SOUTHERN COMPANY COM 842587107 3026 114200 SH DEFINED 114200
SOUTHERN COMPANY COM 842587107 162 6100 SH DEFINED 6100
SOUTHERN COMPANY COM 842587107 3371 127200 SH DEFINED 127200
SOUTHTRUST CORP. COM 844730101 1040 27100 SH DEFINED 27100
SOUTHTRUST CORP. COM 844730101 58 1500 SH DEFINED 1500
SOUTHTRUST CORP. COM 844730101 1155 30100 SH DEFINED 30100
SOUTHWEST AIRLINES CO. COM 844741108 1713 55050 SH DEFINED 55050
SOUTHWEST AIRLINES CO. COM 844741108 91 2925 SH DEFINED 2925
SOUTHWEST AIRLINES CO. COM 844741108 125 4000 SH DEFINED 4000
SOUTHWEST AIRLINES CO. COM 844741108 439 14100 SH DEFINED 14100
SOUTHWEST AIRLINES CO. COM 844741108 4477 143850 SH DEFINED 143850
SOUTHWEST AIRLINES CO. COM 844741108 1911 61400 SH DEFINED 61400
SPRINGS INDUSTRIES, INC. COM 851783100 127 2900 SH DEFINED 2900
SPRINGS INDUSTRIES, INC. COM 851783100 9 200 SH DEFINED 200
SPRINGS INDUSTRIES, INC. COM 851783100 144 3300 SH DEFINED 3300
SPRINT CORP PCS COM 852061506 4116 72050 SH DEFINED 72050
SPRINT CORP PCS COM 852061506 220 3850 SH DEFINED 3850
SPRINT CORP PCS COM 852061506 4584 80250 SH DEFINED 80250
SPRINT CORPORATION COM 852061100 7732 146400 SH DEFINED 146400
SPRINT CORPORATION COM 852061100 417 7900 SH DEFINED 7900
SPRINT CORPORATION COM 852061100 8608 163000 SH DEFINED 163000
ST. JUDE MEDICAL, INC. COM 790849103 490 13750 SH DEFINED 13750
ST. JUDE MEDICAL, INC. COM 790849103 25 700 SH DEFINED 700
ST. JUDE MEDICAL, INC. COM 790849103 549 15400 SH DEFINED 15400
ST. PAUL COMPANIES, INC. COM 792860108 1228 38606 SH DEFINED 38606
ST. PAUL COMPANIES, INC. COM 792860108 66 2082 SH DEFINED 2082
ST. PAUL COMPANIES, INC. COM 792860108 1367 42986 SH DEFINED 42986
STANLEY WORKS COM 854616109 467 14500 SH DEFINED 14500
STANLEY WORKS COM 854616109 26 800 SH DEFINED 800
STANLEY WORKS COM 854616109 521 16200 SH DEFINED 16200
STAPLES INC COM 855030102 2334 75450 SH DEFINED 75450
STAPLES INC COM 855030102 127 4100 SH DEFINED 4100
STAPLES INC COM 855030102 2602 84100 SH DEFINED 84100
STAR GAS PARTNERS LP COM 85512C105 104 6030 SH DEFINED 6030
STAR GAS PARTNERS LP COM 85512C105 674 39202 SH DEFINED 39202
STARWOOD HOTELS & RESORTS WORL COM 85590A203 241 7879 SH DEFINED 7879
STARWOOD HOTELS & RESORTS WORL COM 85590A203 2931 95896 SH DEFINED 95896
STATE STREET CORP. COM 857477103 2245 26300 SH DEFINED 26300
STATE STREET CORP. COM 857477103 120 1400 SH DEFINED 1400
STATE STREET CORP. COM 857477103 2501 29300 SH DEFINED 29300
STEINER LEISURE LTD COM P8744Y102 105 3450 SH DEFINED 3450
STEINER LEISURE LTD COM P8744Y102 785 25900 SH DEFINED 25900
STEINER LEISURE LTD COM P8744Y102 15809 521550 SH DEFINED 521550
STERLING SOFTWARE, INC. COM 859547101 48 1800 SH DEFINED 1800
STERLING SOFTWARE, INC. COM 859547101 17755 665300 SH DEFINED 665300
STEWART ENTERPRISES COM 860370105 35 2400 SH DEFINED 2400
STEWART ENTERPRISES COM 860370105 186 12800 SH DEFINED 12800
STEWART ENTERPRISES COM 860370105 4710 323400 SH DEFINED 323400
STONERIDGE, INC. COM 86183P102 63 4700 SH DEFINED 4700
SUMMIT BANCORP INC COM 866005101 1187 28400 SH DEFINED 28400
SUMMIT BANCORP INC COM 866005101 63 1500 SH DEFINED 1500
SUMMIT BANCORP INC COM 866005101 1325 31700 SH DEFINED 31700
SUN MICROSYSTEMS INC COM 866810104 8692 126200 SH DEFINED 126200
SUN MICROSYSTEMS INC COM 866810104 468 6800 SH DEFINED 6800
SUN MICROSYSTEMS INC COM 866810104 69 1000 SH DEFINED 1000
SUN MICROSYSTEMS INC COM 866810104 944 13700 SH DEFINED 13700
SUN MICROSYSTEMS INC COM 866810104 241 3500 SH DEFINED 3500
SUN MICROSYSTEMS INC COM 866810104 11605 168500 SH DEFINED 168500
SUN MICROSYSTEMS INC COM 866810104 2714 39400 SH DEFINED 39400
SUN MICROSYSTEMS INC COM 866810104 9684 140600 SH DEFINED 140600
SUNOCO INC COM 86764P109 462 15300 SH DEFINED 15300
SUNOCO INC COM 86764P109 24 800 SH DEFINED 800
SUNOCO INC COM 86764P109 516 17100 SH DEFINED 17100
SUNTRUST BANKS INC. COM 867914103 3645 52500 SH DEFINED 52500
SUNTRUST BANKS INC. COM 867914103 194 2800 SH DEFINED 2800
SUNTRUST BANKS INC. COM 867914103 4062 58500 SH DEFINED 58500
SUPERVALUE INC COM 868536103 506 19700 SH DEFINED 19700
SUPERVALUE INC COM 868536103 28 1100 SH DEFINED 1100
SUPERVALUE INC COM 868536103 563 21900 SH DEFINED 21900
SWIFT TRANSPORTATION CO. INC COM 870756103 102 4650 SH DEFINED 4650
SWIFT TRANSPORTATION CO. INC COM 870756103 530 24075 SH DEFINED 24075
SWIFT TRANSPORTATION CO. INC COM 870756103 13424 610200 SH DEFINED 610200
SYBRON INTL COM 87114F106 132 4800 SH DEFINED 4800
SYBRON INTL COM 87114F106 896 32500 SH DEFINED 32500
SYBRON INTL COM 87114F106 17756 644200 SH DEFINED 644200
SYNOPSYS COM 871607107 55 1000 SH DEFINED 1000
SYNOPSYS COM 871607107 1214 22000 SH DEFINED 22000
SYNOPSYS COM 871607107 13366 242200 SH DEFINED 242200
SYNOVUS FINANCIAL CORP COM 87161C105 870 43750 SH DEFINED 43750
SYNOVUS FINANCIAL CORP COM 87161C105 47 2350 SH DEFINED 2350
SYNOVUS FINANCIAL CORP COM 87161C105 969 48750 SH DEFINED 48750
SYSCO CORPORATION COM 871829107 1625 54500 SH DEFINED 54500
SYSCO CORPORATION COM 871829107 86 2900 SH DEFINED 2900
SYSCO CORPORATION COM 871829107 1810 60700 SH DEFINED 60700
TANDY CORPORATION COM 875382103 1584 32400 SH DEFINED 32400
TANDY CORPORATION COM 875382103 88 1800 SH DEFINED 1800
TANDY CORPORATION COM 875382103 1769 36200 SH DEFINED 36200
TEKTRONIX, INC. COM 879131100 232 7700 SH DEFINED 7700
TEKTRONIX, INC. COM 879131100 12 400 SH DEFINED 400
TEKTRONIX, INC. COM 879131100 258 8550 SH DEFINED 8550
TELECOM ITALIA - AFTER MERGE COM 529750600 322 30000 SH DEFINED 30000
TELEFLEX INCORPORATED COM 879369106 117 2700 SH DEFINED 2700
TELEFONICA DE ESPANA SA ORD COM 488082200 153 3060 SH DEFINED 3060
TELEFONOS DE MEXICO (TELMEX) COM 879403780 202 2500 SH DEFINED 2500
TELLABS INC COM 879664100 4297 63600 SH DEFINED 63600
TELLABS INC COM 879664100 230 3400 SH DEFINED 3400
TELLABS INC COM 879664100 108 1600 SH DEFINED 1600
TELLABS INC COM 879664100 797 11800 SH DEFINED 11800
TELLABS INC COM 879664100 26282 389000 SH DEFINED 389000
TELLABS INC COM 879664100 4790 70900 SH DEFINED 70900
TEMPLE-INLAND INC. COM 879868107 621 9100 SH DEFINED 9100
TEMPLE-INLAND INC. COM 879868107 34 500 SH DEFINED 500
TEMPLE-INLAND INC. COM 879868107 689 10100 SH DEFINED 10100
TENET HEALTHCARE CORP COM 88033G100 943 50800 SH DEFINED 50800
TENET HEALTHCARE CORP COM 88033G100 50 2700 SH DEFINED 2700
TENET HEALTHCARE CORP COM 88033G100 1051 56600 SH DEFINED 56600
TENNECO INC COM 88037E101 666 27900 SH DEFINED 27900
TENNECO INC COM 88037E101 36 1500 SH DEFINED 1500
TENNECO INC COM 88037E101 740 31000 SH DEFINED 31000
TETRA TECH INC. COM 88162G103 14003 848678 SH DEFINED 848678
TEXACO INC. COM 881694103 5469 87500 SH DEFINED 87500
TEXACO INC. COM 881694103 294 4700 SH DEFINED 4700
TEXACO INC. COM 881694103 69 1100 SH DEFINED 1100
TEXACO INC. COM 881694103 244 3900 SH DEFINED 3900
TEXACO INC. COM 881694103 2375 38000 SH DEFINED 38000
TEXACO INC. COM 881694103 6094 97500 SH DEFINED 97500
TEXAS INSTRUMENTS INCORPORATED COM 882508104 9266 63900 SH DEFINED 63900
TEXAS INSTRUMENTS INCORPORATED COM 882508104 493 3400 SH DEFINED 3400
TEXAS INSTRUMENTS INCORPORATED COM 882508104 87 600 SH DEFINED 600
TEXAS INSTRUMENTS INCORPORATED COM 882508104 885 6100 SH DEFINED 6100
TEXAS INSTRUMENTS INCORPORATED COM 882508104 464 3200 SH DEFINED 3200
TEXAS INSTRUMENTS INCORPORATED COM 882508104 10774 74300 SH DEFINED 74300
TEXAS INSTRUMENTS INCORPORATED COM 882508104 4205 29000 SH DEFINED 29000
TEXAS INSTRUMENTS INCORPORATED COM 882508104 10324 71200 SH DEFINED 71200
TEXAS UTILITIES COMPANY COM 882848104 1906 46195 SH DEFINED 46195
TEXAS UTILITIES COMPANY COM 882848104 102 2467 SH DEFINED 2467
TEXAS UTILITIES COMPANY COM 882848104 2125 51515 SH DEFINED 51515
TEXTRON INC COM 883203101 2132 25900 SH DEFINED 25900
TEXTRON INC COM 883203101 115 1400 SH DEFINED 1400
TEXTRON INC COM 883203101 2379 28900 SH DEFINED 28900
THE CORPORATE EXECUTIVE BOARD COM 21988R102 32 900 SH DEFINED 900
THE CORPORATE EXECUTIVE BOARD COM 21988R102 658 18500 SH DEFINED 18500
THE CORPORATE EXECUTIVE BOARD COM 21988R102 8695 244500 SH DEFINED 244500
THERMO ELECTRON CORP COM 883556102 522 26000 SH DEFINED 26000
THERMO ELECTRON CORP COM 883556102 28 1400 SH DEFINED 1400
THERMO ELECTRON CORP COM 883556102 582 29000 SH DEFINED 29000
THOMAS & BETTS CORPORATION COM 884315102 439 9300 SH DEFINED 9300
THOMAS & BETTS CORPORATION COM 884315102 24 500 SH DEFINED 500
THOMAS & BETTS CORPORATION COM 884315102 491 10400 SH DEFINED 10400
TIME WARNER INC COM 887315109 14774 201000 SH DEFINED 201000
TIME WARNER INC COM 887315109 794 10800 SH DEFINED 10800
TIME WARNER INC COM 887315109 16457 223900 SH DEFINED 223900
TIMES MIRROR COMPANY COM 887364107 699 11800 SH DEFINED 11800
TIMES MIRROR COMPANY COM 887364107 36 600 SH DEFINED 600
TIMES MIRROR COMPANY COM 887364107 782 13200 SH DEFINED 13200
TIMKEN COMPANY COM 887389104 199 10200 SH DEFINED 10200
TIMKEN COMPANY COM 887389104 10 500 SH DEFINED 500
TIMKEN COMPANY COM 887389104 220 11300 SH DEFINED 11300
TJX COMPANIES, INC. COM 872540109 1762 52900 SH DEFINED 52900
TJX COMPANIES, INC. COM 872540109 93 2800 SH DEFINED 2800
TJX COMPANIES, INC. COM 872540109 470 14100 SH DEFINED 14100
TJX COMPANIES, INC. COM 872540109 5760 172900 SH DEFINED 172900
TJX COMPANIES, INC. COM 872540109 1965 59000 SH DEFINED 59000
TNT POST GROUP COM 548155800 99 4000 SH DEFINED 4000
TORCHMARK CORPORATION COM 891027104 785 23000 SH DEFINED 23000
TORCHMARK CORPORATION COM 891027104 41 1200 SH DEFINED 1200
TORCHMARK CORPORATION COM 891027104 874 25600 SH DEFINED 25600
TOSCO CORPORATION COM 891490302 552 21300 SH DEFINED 21300
TOSCO CORPORATION COM 891490302 6790 261800 SH DEFINED 261800
TOWER AUTOMOTIVE, INC. COM 891707101 580 22800 SH DEFINED 22800
TOWER AUTOMOTIVE, INC. COM 891707101 15026 590700 SH DEFINED 590700
TOYS "R" US COM 892335100 850 41100 SH DEFINED 41100
TOYS "R" US COM 892335100 46 2200 SH DEFINED 2200
TOYS "R" US COM 892335100 947 45800 SH DEFINED 45800
TRAMMELL CROW COMPANY COM 89288R106 48 2900 SH DEFINED 2900
TRAMMELL CROW COMPANY COM 89288R106 317 19300 SH DEFINED 19300
TRAMMELL CROW COMPANY COM 89288R106 7494 455900 SH DEFINED 455900
TRANSACTION SYSTEMS ARCHITECTS COM 893416107 66 1700 SH DEFINED 1700
TRANSACTION SYSTEMS ARCHITECTS COM 893416107 710 18200 SH DEFINED 18200
TRANSACTION SYSTEMS ARCHITECTS COM 893416107 12281 314900 SH DEFINED 314900
TRANSAMERICA CORPORATION COM 893485102 1530 20400 SH DEFINED 20400
TRANSAMERICA CORPORATION COM 893485102 83 1100 SH DEFINED 1100
TRANSAMERICA CORPORATION COM 893485102 1710 22800 SH DEFINED 22800
TRANSOCEAN OFFSHORE,INC COM G90076103 66 2500 SH DEFINED 2500
TRANSOCEAN OFFSHORE,INC COM G90076103 87 3300 SH DEFINED 3300
TRANSOCEAN OFFSHORE,INC COM G90076103 693 26400 SH DEFINED 26400
TRI STAR AEROSPACE CO COM 89674L101 31 3800 SH DEFINED 3800
TRIBUNE COMPANY COM 896047107 1699 19500 SH DEFINED 19500
TRIBUNE COMPANY COM 896047107 87 1000 SH DEFINED 1000
TRIBUNE COMPANY COM 896047107 244 2800 SH DEFINED 2800
TRIBUNE COMPANY COM 896047107 819 9400 SH DEFINED 9400
TRIBUNE COMPANY COM 896047107 6622 76000 SH DEFINED 76000
TRIBUNE COMPANY COM 896047107 1891 21700 SH DEFINED 21700
TRICON GLOBAL RESTAURANTS, INC COM 895953107 1353 24990 SH DEFINED 24990
TRICON GLOBAL RESTAURANTS, INC COM 895953107 72 1330 SH DEFINED 1330
TRICON GLOBAL RESTAURANTS, INC COM 895953107 1504 27790 SH DEFINED 27790
TRIUMPH GROUP INC. COM 896818101 36 1400 SH DEFINED 1400
TRIUMPH GROUP INC. COM 896818101 283 11100 SH DEFINED 11100
TRIUMPH GROUP INC. COM 896818101 2550 100000 SH DEFINED 100000
TRW INC. COM 872649108 1076 19600 SH DEFINED 19600
TRW INC. COM 872649108 60 1100 SH DEFINED 1100
TRW INC. COM 872649108 1196 21800 SH DEFINED 21800
TUPPERWARE COM 899896104 240 9400 SH DEFINED 9400
TUPPERWARE COM 899896104 13 500 SH DEFINED 500
TUPPERWARE COM 899896104 268 10500 SH DEFINED 10500
TYCO INTERNATIONAL LTD COM 902124106 12664 133660 SH DEFINED 133660
TYCO INTERNATIONAL LTD COM 902124106 676 7137 SH DEFINED 7137
TYCO INTERNATIONAL LTD COM 902124106 322 3400 SH DEFINED 3400
TYCO INTERNATIONAL LTD COM 902124106 2068 21828 SH DEFINED 21828
TYCO INTERNATIONAL LTD COM 902124106 900 9500 SH DEFINED 9500
TYCO INTERNATIONAL LTD COM 902124106 25478 268899 SH DEFINED 268899
TYCO INTERNATIONAL LTD COM 902124106 9532 100600 SH DEFINED 100600
TYCO INTERNATIONAL LTD COM 902124106 14109 148905 SH DEFINED 148905
U S WEST INC NEW COM 91273H101 4841 82405 SH DEFINED 82405
U S WEST INC NEW COM 91273H101 257 4381 SH DEFINED 4381
U S WEST INC NEW COM 91273H101 5394 91808 SH DEFINED 91808
UNICOM CORP. COM 904911104 1373 35600 SH DEFINED 35600
UNICOM CORP. COM 904911104 73 1900 SH DEFINED 1900
UNICOM CORP. COM 904911104 1527 39600 SH DEFINED 39600
UNILEVER N V COM 904784709 6529 93607 SH DEFINED 93607
UNILEVER N V COM 904784709 352 5053 SH DEFINED 5053
UNILEVER N V COM 904784709 162 2321 SH DEFINED 2321
UNILEVER N V COM 904784709 567 8125 SH DEFINED 8125
UNILEVER N V COM 904784709 3182 45624 SH DEFINED 45624
UNILEVER N V COM 904784709 7273 104267 SH DEFINED 104267
UNION CARBIDE CORPORATION COM 905581104 1063 21800 SH DEFINED 21800
UNION CARBIDE CORPORATION COM 905581104 59 1200 SH DEFINED 1200
UNION CARBIDE CORPORATION COM 905581104 1180 24200 SH DEFINED 24200
UNION PACIFIC CORPORATION COM 907818108 2362 40500 SH DEFINED 40500
UNION PACIFIC CORPORATION COM 907818108 128 2200 SH DEFINED 2200
UNION PACIFIC CORPORATION COM 907818108 898 15400 SH DEFINED 15400
UNION PACIFIC CORPORATION COM 907818108 11044 189400 SH DEFINED 189400
UNION PACIFIC CORPORATION COM 907818108 2630 45100 SH DEFINED 45100
UNION PACIFIC RESOURCE GROUP COM 907834105 671 41158 SH DEFINED 41158
UNION PACIFIC RESOURCE GROUP COM 907834105 36 2200 SH DEFINED 2200
UNION PACIFIC RESOURCE GROUP COM 907834105 747 45792 SH DEFINED 45792
UNION PLANTERS CAPITAL TRUST A COM 908068109 1005 22500 SH DEFINED 22500
UNION PLANTERS CAPITAL TRUST A COM 908068109 54 1200 SH DEFINED 1200
UNION PLANTERS CAPITAL TRUST A COM 908068109 1122 25100 SH DEFINED 25100
UNIPHASE CORP COM 909149106 183 1100 SH DEFINED 1100
UNIPHASE CORP COM 909149106 1594 9600 SH DEFINED 9600
UNIPHASE CORP COM 909149106 37848 228000 SH DEFINED 228000
UNISYS CORPORATION COM 909214108 1663 42700 SH DEFINED 42700
UNISYS CORPORATION COM 909214108 90 2300 SH DEFINED 2300
UNISYS CORPORATION COM 909214108 1853 47600 SH DEFINED 47600
UNITED HEALTHCARE CORP COM 910581107 1910 30500 SH DEFINED 30500
UNITED HEALTHCARE CORP COM 910581107 100 1600 SH DEFINED 1600
UNITED HEALTHCARE CORP COM 910581107 2129 34000 SH DEFINED 34000
UNITED TECHNOLOGIES CORP COM 913017109 5663 79000 SH DEFINED 79000
UNITED TECHNOLOGIES CORP COM 913017109 301 4200 SH DEFINED 4200
UNITED TECHNOLOGIES CORP COM 913017109 6309 88000 SH DEFINED 88000
UNOCAL CORP. COM 915289102 1565 39500 SH DEFINED 39500
UNOCAL CORP. COM 915289102 83 2100 SH DEFINED 2100
UNOCAL CORP. COM 915289102 1744 44000 SH DEFINED 44000
UNUM PROVIDENT CORPORATION COM 91529Y106 1243 22700 SH DEFINED 22700
UNUM PROVIDENT CORPORATION COM 91529Y106 66 1200 SH DEFINED 1200
UNUM PROVIDENT CORPORATION COM 91529Y106 914 16700 SH DEFINED 16700
UNUM PROVIDENT CORPORATION COM 91529Y106 11180 204200 SH DEFINED 204200
UNUM PROVIDENT CORPORATION COM 91529Y106 1380 25200 SH DEFINED 25200
UPM KYMMENE COM 505125200 163 5500 SH DEFINED 5500
US BANKCORP COM 902973106 4059 119387 SH DEFINED 119387
US BANKCORP COM 902973106 220 6459 SH DEFINED 6459
US BANKCORP COM 902973106 54 1600 SH DEFINED 1600
US BANKCORP COM 902973106 663 19500 SH DEFINED 19500
US BANKCORP COM 902973106 204 6000 SH DEFINED 6000
US BANKCORP COM 902973106 8075 237500 SH DEFINED 237500
US BANKCORP COM 902973106 2040 60000 SH DEFINED 60000
US BANKCORP COM 902973106 4520 132931 SH DEFINED 132931
USAIR GROUP, INC. COM 911905107 623 14300 SH DEFINED 14300
USAIR GROUP, INC. COM 911905107 35 800 SH DEFINED 800
USAIR GROUP, INC. COM 911905107 693 15900 SH DEFINED 15900
USEC INC COM 90333E108 730 49100 SH DEFINED 49100
USEC INC COM 90333E108 8834 593900 SH DEFINED 593900
UST INCORPORATED COM 902911106 892 30500 SH DEFINED 30500
UST INCORPORATED COM 902911106 47 1600 SH DEFINED 1600
UST INCORPORATED COM 902911106 992 33900 SH DEFINED 33900
USX-MARATHON GROUP COM 902905827 1641 50400 SH DEFINED 50400
USX-MARATHON GROUP COM 902905827 88 2700 SH DEFINED 2700
USX-MARATHON GROUP COM 902905827 1827 56100 SH DEFINED 56100
USX-U S STEEL GROUP INC. COM 90337T101 392 14500 SH DEFINED 14500
USX-U S STEEL GROUP INC. COM 90337T101 22 800 SH DEFINED 800
USX-U S STEEL GROUP INC. COM 90337T101 435 16100 SH DEFINED 16100
VERISIGN INC COM 92343E102 17 200 SH DEFINED 200
VERISIGN INC COM 92343E102 5572 64600 SH DEFINED 64600
VF CORPORATION COM 918204108 838 19600 SH DEFINED 19600
VF CORPORATION COM 918204108 47 1100 SH DEFINED 1100
VF CORPORATION COM 918204108 936 21900 SH DEFINED 21900
VIACOM INCORPORATED COM 925524308 5012 113912 SH DEFINED 113912
VIACOM INCORPORATED COM 925524308 268 6100 SH DEFINED 6100
VIACOM INCORPORATED COM 925524308 5584 126912 SH DEFINED 126912
VIANT COM 92553N107 81 2300 SH DEFINED 2300
VIANT COM 92553N107 882 25200 SH DEFINED 25200
VIATEL COM 925529208 159 2840 SH DEFINED 2840
VIATEL COM 925529208 916 16325 SH DEFINED 16325
VIGNETTE CORPORATION COM 926734104 570 7600 SH DEFINED 7600
VIGNETTE CORPORATION COM 926734104 1875 25000 SH DEFINED 25000
VISIO CORPORATION COM 927914101 23 600 SH DEFINED 600
VISIO CORPORATION COM 927914101 1142 30000 SH DEFINED 30000
VISIO CORPORATION COM 927914101 11419 300000 SH DEFINED 300000
VISX INC. COM 92844S105 174 2200 SH DEFINED 2200
VISX INC. COM 92844S105 3373 42600 SH DEFINED 42600
VODAFONE AIRTOUCH PLC COM 92857T107 9229 46850 SH DEFINED 46850
VODAFONE AIRTOUCH PLC COM 92857T107 493 2500 SH DEFINED 2500
VODAFONE AIRTOUCH PLC COM 92857T107 10283 52200 SH DEFINED 52200
W.R. GRACE & CO. COM 38388F108 221 12000 SH DEFINED 12000
W.R. GRACE & CO. COM 38388F108 11 600 SH DEFINED 600
W.R. GRACE & CO. COM 38388F108 246 13400 SH DEFINED 13400
W.W. GRAINGER, INC. COM 384802104 839 15600 SH DEFINED 15600
W.W. GRAINGER, INC. COM 384802104 43 800 SH DEFINED 800
W.W. GRAINGER, INC. COM 384802104 140 2600 SH DEFINED 2600
W.W. GRAINGER, INC. COM 384802104 457 8500 SH DEFINED 8500
W.W. GRAINGER, INC. COM 384802104 4574 85000 SH DEFINED 85000
W.W. GRAINGER, INC. COM 384802104 931 17300 SH DEFINED 17300
WACHOVIA CORPORATION COM 929771103 2841 33200 SH DEFINED 33200
WACHOVIA CORPORATION COM 929771103 154 1800 SH DEFINED 1800
WACHOVIA CORPORATION COM 929771103 3166 37000 SH DEFINED 37000
WALGREEN COMPANY COM 931422109 4803 163500 SH DEFINED 163500
WALGREEN COMPANY COM 931422109 259 8800 SH DEFINED 8800
WALGREEN COMPANY COM 931422109 229 7800 SH DEFINED 7800
WALGREEN COMPANY COM 931422109 1125 38300 SH DEFINED 38300
WALGREEN COMPANY COM 931422109 7708 262400 SH DEFINED 262400
WALGREEN COMPANY COM 931422109 5352 182200 SH DEFINED 182200
WALMART STORES INC COM 931142103 35140 728300 SH DEFINED 728300
WALMART STORES INC COM 931142103 1887 39100 SH DEFINED 39100
WALMART STORES INC COM 931142103 275 5700 SH DEFINED 5700
WALMART STORES INC COM 931142103 593 12300 SH DEFINED 12300
WALMART STORES INC COM 931142103 970 20100 SH DEFINED 20100
WALMART STORES INC COM 931142103 7262 150500 SH DEFINED 150500
WALMART STORES INC COM 931142103 9312 193000 SH DEFINED 193000
WALMART STORES INC COM 931142103 39150 811400 SH DEFINED 811400
WALT DISNEY COMPANY COM 254687106 10375 336708 SH DEFINED 336708
WALT DISNEY COMPANY COM 254687106 558 18100 SH DEFINED 18100
WALT DISNEY COMPANY COM 254687106 89 2900 SH DEFINED 2900
WALT DISNEY COMPANY COM 254687106 308 10000 SH DEFINED 10000
WALT DISNEY COMPANY COM 254687106 3830 124300 SH DEFINED 124300
WALT DISNEY COMPANY COM 254687106 11558 375107 SH DEFINED 375107
WARNER-LAMBERT COMPANY COM 934488107 9331 134500 SH DEFINED 134500
WARNER-LAMBERT COMPANY COM 934488107 500 7200 SH DEFINED 7200
WARNER-LAMBERT COMPANY COM 934488107 83 1200 SH DEFINED 1200
WARNER-LAMBERT COMPANY COM 934488107 597 8600 SH DEFINED 8600
WARNER-LAMBERT COMPANY COM 934488107 305 4400 SH DEFINED 4400
WARNER-LAMBERT COMPANY COM 934488107 7402 106700 SH DEFINED 106700
WARNER-LAMBERT COMPANY COM 934488107 2678 38600 SH DEFINED 38600
WARNER-LAMBERT COMPANY COM 934488107 10399 149900 SH DEFINED 149900
WASHINGTON MUTUAL INC COM 939322103 3439 97214 SH DEFINED 97214
WASHINGTON MUTUAL INC COM 939322103 183 5186 SH DEFINED 5186
WASHINGTON MUTUAL INC COM 939322103 782 22100 SH DEFINED 22100
WASHINGTON MUTUAL INC COM 939322103 9576 270700 SH DEFINED 270700
WASHINGTON MUTUAL INC COM 939322103 3829 108236 SH DEFINED 108236
WASTE MANAGEMENT NEW COM 94106L109 5267 97997 SH DEFINED 97997
WASTE MANAGEMENT NEW COM 94106L109 283 5257 SH DEFINED 5257
WASTE MANAGEMENT NEW COM 94106L109 108 2000 SH DEFINED 2000
WASTE MANAGEMENT NEW COM 94106L109 1672 31105 SH DEFINED 31105
WASTE MANAGEMENT NEW COM 94106L109 387 7200 SH DEFINED 7200
WASTE MANAGEMENT NEW COM 94106L109 20496 381317 SH DEFINED 381317
WASTE MANAGEMENT NEW COM 94106L109 4698 87400 SH DEFINED 87400
WASTE MANAGEMENT NEW COM 94106L109 5869 109185 SH DEFINED 109185
WATSON PHARMACEUTICAL COM 942683103 547 15600 SH DEFINED 15600
WATSON PHARMACEUTICAL COM 942683103 28 800 SH DEFINED 800
WATSON PHARMACEUTICAL COM 942683103 610 17400 SH DEFINED 17400
WEATHERFORD INT'L INC COM 947074100 66 1800 SH DEFINED 1800
WEATHERFORD INT'L INC COM 947074100 916 25000 SH DEFINED 25000
WEATHERFORD INT'L INC COM 947074100 12661 345700 SH DEFINED 345700
WELLPOINT HEALTH NETWORKS INC COM 94973H108 942 11100 SH DEFINED 11100
WELLPOINT HEALTH NETWORKS INC COM 94973H108 51 600 SH DEFINED 600
WELLPOINT HEALTH NETWORKS INC COM 94973H108 1044 12300 SH DEFINED 12300
WELLS FARGO COMPANY COM 949746101 11511 269260 SH DEFINED 269260
WELLS FARGO COMPANY COM 949746101 620 14500 SH DEFINED 14500
WELLS FARGO COMPANY COM 949746101 12822 299930 SH DEFINED 299930
WENDY'S INTERNATIONAL, INC. COM 950590109 578 20400 SH DEFINED 20400
WENDY'S INTERNATIONAL, INC. COM 950590109 31 1100 SH DEFINED 1100
WENDY'S INTERNATIONAL, INC. COM 950590109 643 22700 SH DEFINED 22700
WESLEY JESSEN VISIONCARE COM 951018100 133 4100 SH DEFINED 4100
WESLEY JESSEN VISIONCARE COM 951018100 10166 314000 SH DEFINED 314000
WESTVACO CORPORATION COM 961548104 477 16450 SH DEFINED 16450
WESTVACO CORPORATION COM 961548104 26 900 SH DEFINED 900
WESTVACO CORPORATION COM 961548104 532 18350 SH DEFINED 18350
WEYERHAEUSER COMPANY COM 962166104 2241 32600 SH DEFINED 32600
WEYERHAEUSER COMPANY COM 962166104 124 1800 SH DEFINED 1800
WEYERHAEUSER COMPANY COM 962166104 2496 36300 SH DEFINED 36300
WHIRLPOOL CORPORATION COM 963320106 925 12500 SH DEFINED 12500
WHIRLPOOL CORPORATION COM 963320106 52 700 SH DEFINED 700
WHIRLPOOL CORPORATION COM 963320106 1029 13900 SH DEFINED 13900
WILLAMETTE INDUSTRIES INC COM 969133107 838 18200 SH DEFINED 18200
WILLAMETTE INDUSTRIES INC COM 969133107 46 1000 SH DEFINED 1000
WILLAMETTE INDUSTRIES INC COM 969133107 930 20200 SH DEFINED 20200
WILLIAMS COMPANIES INC COM 969457100 2984 70100 SH DEFINED 70100
WILLIAMS COMPANIES INC COM 969457100 162 3800 SH DEFINED 3800
WILLIAMS COMPANIES INC COM 969457100 3320 78000 SH DEFINED 78000
WINN-DIXIE STORES, INC. COM 974280109 898 24300 SH DEFINED 24300
WINN-DIXIE STORES, INC. COM 974280109 48 1300 SH DEFINED 1300
WINN-DIXIE STORES, INC. COM 974280109 1001 27100 SH DEFINED 27100
WM. WRIGLEY JR. COMPANY COM 982526105 1710 19000 SH DEFINED 19000
WM. WRIGLEY JR. COMPANY COM 982526105 90 1000 SH DEFINED 1000
WM. WRIGLEY JR. COMPANY COM 982526105 1908 21200 SH DEFINED 21200
WORTHINGTON INDUSTRIES COM 981811102 248 15100 SH DEFINED 15100
WORTHINGTON INDUSTRIES COM 981811102 13 800 SH DEFINED 800
WORTHINGTON INDUSTRIES COM 981811102 277 16850 SH DEFINED 16850
XEROX CORPORATION COM 984121103 6343 107400 SH DEFINED 107400
XEROX CORPORATION COM 984121103 343 5800 SH DEFINED 5800
XEROX CORPORATION COM 984121103 7070 119700 SH DEFINED 119700
XL CAPITAL LTD COM G98255105 350 6200 SH DEFINED 6200
XL CAPITAL LTD COM G98255105 4322 76500 SH DEFINED 76500
</TABLE>
