UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: December 31, 1999
Check here if Amendment [ ]: Amendment Number:
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: 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 February 14, 2000
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: 1
Form 13F Information Table Entry Total: 3211
Form 13F Information Table Value Total (000's): $7,062,376
List of Other Included Managers:
FORM 13F
NO. FILE NO. NAME
- --- -------- ------------------------------------------
1 28-229 The Northwestern Mutual Life Insurance Company
<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>
COM 02553E106 68 1500 SH DEFINED 1 1500
COM 302182100 77 1200 SH DEFINED 1 1200
COM 460335201 86 1700 SH DEFINED 1 1700
COM 640204202 45 1600 SH DEFINED 1 1600
COM 67019E107 81 2000 SH DEFINED 1 2000
COM 73172K104 70 1100 SH DEFINED 1 1100
COM 12476Q102 142 4000 SH DEFINED 1 4000
COM 356602102 5973 17500 SH DEFINED 1 17500
COM 02553E106 131 2900 SH DEFINED 1 2900
COM 302182100 154 2400 SH DEFINED 1 2400
COM 460335201 166 3300 SH DEFINED 1 3300
COM 640204202 84 3000 SH DEFINED 1 3000
COM 67019E107 158 3900 SH DEFINED 1 3900
COM 73172K104 127 2000 SH DEFINED 1 2000
COM 12476Q102 923 26000 SH DEFINED 1 26000
HAWAIIAN ELECTRIC COM 419870100 29 1000 SH DEFINED 1 1000
HAWAIIAN ELECTRIC COM 419870100 58 2000 SH DEFINED 1 2000
1-800-FLOWERS.COM COM 68243Q106 61 5700 SH DEFINED 1 5700
1-800-FLOWERS.COM COM 68243Q106 498 46600 SH DEFINED 1 46600
3COM CORPORATION COM 885535104 2472 52600 SH DEFINED 1 52600
3COM CORPORATION COM 885535104 155 3300 SH DEFINED 1 3300
3COM CORPORATION COM 885535104 3060 65100 SH DEFINED 1 65100
ABBOTT LABORATORIES INC. COM 002824100 8127 223800 SH DEFINED 1 223800
ABBOTT LABORATORIES INC. COM 002824100 512 14100 SH DEFINED 1 14100
ABBOTT LABORATORIES INC. COM 002824100 10059 277000 SH DEFINED 1 277000
ABERCROMBIE & FITCH CO. COM 002896207 181 6800 SH DEFINED 1 6800
ABERCROMBIE & FITCH CO. COM 002896207 299 11200 SH DEFINED 1 11200
ABERCROMBIE & FITCH CO. COM 002896207 88 3300 SH DEFINED 1 3300
ABERCROMBIE & FITCH CO. COM 002896207 3648 136700 SH DEFINED 1 136700
ABERCROMBIE & FITCH CO. COM 002896207 3024 113300 SH DEFINED 1 113300
ABERCROMBIE & FITCH CO. COM 002896207 171 6400 SH DEFINED 1 6400
ABMAC FINANCIAL GROUP INC COM 023139108 423 8100 SH DEFINED 1 8100
ABMAC FINANCIAL GROUP INC COM 023139108 120 2300 SH DEFINED 1 2300
ABMAC FINANCIAL GROUP INC COM 023139108 5135 98400 SH DEFINED 1 98400
ABMAC FINANCIAL GROUP INC COM 023139108 224 4300 SH DEFINED 1 4300
ACME COMMUNICATIONS COM 004631107 57 1700 SH DEFINED 1 1700
ACME COMMUNICATIONS COM 004631107 80 2400 SH DEFINED 1 2400
ACME COMMUNICATIONS COM 004631107 625 18800 SH DEFINED 1 18800
ACNIELSEN CORPORATION COM 004833109 47 1900 SH DEFINED 1 1900
ACNIELSEN CORPORATION COM 004833109 89 3600 SH DEFINED 1 3600
ACUSON CORP. COM 005113105 9 700 SH DEFINED 1 700
ACUSON CORP. COM 005113105 21 1700 SH DEFINED 1 1700
ACXIOM CORP COM 005125109 65 2700 SH DEFINED 1 2700
ACXIOM CORP COM 005125109 125 5200 SH DEFINED 1 5200
ADAPTEC INC COM 00651F108 758 15200 SH DEFINED 1 15200
ADAPTEC INC COM 00651F108 50 1000 SH DEFINED 1 1000
ADAPTEC INC COM 00651F108 938 18800 SH DEFINED 1 18800
ADC TELECOMMUNICATION COM 000886101 1596 22000 SH DEFINED 1 22000
ADC TELECOMMUNICATION COM 000886101 102 1400 SH DEFINED 1 1400
ADC TELECOMMUNICATION COM 000886101 1974 27200 SH DEFINED 1 27200
ADOBE SYSTEMS INCORPORATED COM 00724F101 1211 18000 SH DEFINED 1 18000
ADOBE SYSTEMS INCORPORATED COM 00724F101 74 1100 SH DEFINED 1 1100
ADOBE SYSTEMS INCORPORATED COM 00724F101 1493 22200 SH DEFINED 1 22200
ADOLPH COORS CO. COM 217016104 284 5400 SH DEFINED 1 5400
ADOLPH COORS CO. COM 217016104 16 300 SH DEFINED 1 300
ADOLPH COORS CO. COM 217016104 352 6700 SH DEFINED 1 6700
ADTRAN COM 00738A106 67 1300 SH DEFINED 1 1300
ADTRAN COM 00738A106 123 2400 SH DEFINED 1 2400
ADVANCED MICRO DEVICES, INC. COM 007903107 628 21700 SH DEFINED 1 21700
ADVANCED MICRO DEVICES, INC. COM 007903107 41 1400 SH DEFINED 1 1400
ADVANCED MICRO DEVICES, INC. COM 007903107 776 26800 SH DEFINED 1 26800
ADVENT SOFTWARE, INC. COM 007974108 55 850 SH DEFINED 1 850
ADVENT SOFTWARE, INC. COM 007974108 161 2500 SH DEFINED 1 2500
ADVENT SOFTWARE, INC. COM 007974108 1153 17900 SH DEFINED 1 17900
AES CORPORATION COM 00130H105 2265 30300 SH DEFINED 1 30300
AES CORPORATION COM 00130H105 142 1900 SH DEFINED 1 1900
AES CORPORATION COM 00130H105 2803 37500 SH DEFINED 1 37500
AETHER SYSTEMS INC. COM 00808V105 179 2500 SH DEFINED 1 2500
AETHER SYSTEMS INC. COM 00808V105 3402 47500 SH DEFINED 1 47500
AETNA INC. COM 008117103 1227 21993 SH DEFINED 1 21993
AETNA INC. COM 008117103 78 1400 SH DEFINED 1 1400
AETNA INC. COM 008117103 1522 27263 SH DEFINED 1 27263
AFFILIATED COMPUTER SERVICES, COM 008190100 74 1600 SH DEFINED 1 1600
AFFILIATED COMPUTER SERVICES, COM 008190100 138 3000 SH DEFINED 1 3000
AFLAC, INC. COM 001055102 1845 39100 SH DEFINED 1 39100
AFLAC, INC. COM 001055102 118 2500 SH DEFINED 1 2500
AFLAC, INC. COM 001055102 2284 48400 SH DEFINED 1 48400
AGCO CORP COM 001084102 26 1900 SH DEFINED 1 1900
AGCO CORP COM 001084102 50 3700 SH DEFINED 1 3700
AGILENT TECHNOLOGIES COM 00846U101 54 700 SH DEFINED 1 700
AGILENT TECHNOLOGIES COM 00846U101 193 2500 SH DEFINED 1 2500
AGILENT TECHNOLOGIES COM 00846U101 1925 24900 SH DEFINED 1 24900
AGL RESOURCES INC. COM 001204106 31 1800 SH DEFINED 1 1800
AGL RESOURCES INC. COM 001204106 60 3500 SH DEFINED 1 3500
AIR PRODUCTS & CHEMICALS, INC. COM 009158106 1131 33700 SH DEFINED 1 33700
AIR PRODUCTS & CHEMICALS, INC. COM 009158106 70 2100 SH DEFINED 1 2100
AIR PRODUCTS & CHEMICALS, INC. COM 009158106 1400 41700 SH DEFINED 1 41700
AIRBORNE FREIGHT CORP. COM 009266107 35 1600 SH DEFINED 1 1600
AIRBORNE FREIGHT CORP. COM 009266107 66 3000 SH DEFINED 1 3000
AIRGAS INC. COM 009363102 22 2300 SH DEFINED 1 2300
AIRGAS INC. COM 009363102 42 4400 SH DEFINED 1 4400
AIRNET COMMUNICATIONS CORP COM 00941P106 76 2100 SH DEFINED 1 2100
AIRNET COMMUNICATIONS CORP COM 00941P106 98 2700 SH DEFINED 1 2700
AIRNET COMMUNICATIONS CORP COM 00941P106 618 17000 SH DEFINED 1 17000
AK STEEL HOLDING CORPORATION COM 001547108 62 3300 SH DEFINED 1 3300
AK STEEL HOLDING CORPORATION COM 001547108 117 6200 SH DEFINED 1 6200
ALASKA AIR GROUP COM 011659109 32 900 SH DEFINED 1 900
ALASKA AIR GROUP COM 011659109 56 1600 SH DEFINED 1 1600
ALBANY INTERNATIONAL COM 012348108 16 1000 SH DEFINED 1 1000
ALBANY INTERNATIONAL COM 012348108 29 1900 SH DEFINED 1 1900
ALBEMARLE CORPORATION COM 012653101 29 1500 SH DEFINED 1 1500
ALBEMARLE CORPORATION COM 012653101 56 2900 SH DEFINED 1 2900
ALBERTO-CULVER COMPANY COM 013068101 212 8200 SH DEFINED 1 8200
ALBERTO-CULVER COMPANY COM 013068101 13 500 SH DEFINED 1 500
ALBERTO-CULVER COMPANY COM 013068101 263 10200 SH DEFINED 1 10200
ALBERTSON'S, INC. COM 013104104 1995 61850 SH DEFINED 1 61850
ALBERTSON'S, INC. COM 013104104 126 3912 SH DEFINED 1 3912
ALBERTSON'S, INC. COM 013104104 2468 76526 SH DEFINED 1 76526
ALCAN ALUMINUM LIMITED COM 013716105 1367 33200 SH DEFINED 1 33200
ALCAN ALUMINUM LIMITED COM 013716105 86 2100 SH DEFINED 1 2100
ALCAN ALUMINUM LIMITED COM 013716105 1693 41100 SH DEFINED 1 41100
ALCATEL ALSTHOM COM 421682500 161 700 SH DEFINED 1 700
ALCOA INC COM 013817101 4474 53900 SH DEFINED 1 53900
ALCOA INC COM 013817101 282 3400 SH DEFINED 1 3400
ALCOA INC COM 013817101 5544 66800 SH DEFINED 1 66800
ALEXANDER & BALDWIN INC. COM 014482103 32 1400 SH DEFINED 1 1400
ALEXANDER & BALDWIN INC. COM 014482103 62 2700 SH DEFINED 1 2700
ALLEGHENY ENERGY INC. COM 017361106 100 3700 SH DEFINED 1 3700
ALLEGHENY ENERGY INC. COM 017361106 191 7100 SH DEFINED 1 7100
ALLERGAN INCORPORATED COM 018490102 965 19400 SH DEFINED 1 19400
ALLERGAN INCORPORATED COM 018490102 60 1200 SH DEFINED 1 1200
ALLERGAN INCORPORATED COM 018490102 1194 24000 SH DEFINED 1 24000
ALLIANT ENERGY COM 018802108 69 2500 SH DEFINED 1 2500
ALLIANT ENERGY COM 018802108 132 4800 SH DEFINED 1 4800
ALLMERICA FINANCIAL CORPORATIO COM 019754100 100 1800 SH DEFINED 1 1800
ALLMERICA FINANCIAL CORPORATIO COM 019754100 184 3300 SH DEFINED 1 3300
ALLSTATE CORPORATION COM 020002101 2820 117494 SH DEFINED 1 117494
ALLSTATE CORPORATION COM 020002101 178 7400 SH DEFINED 1 7400
ALLSTATE CORPORATION COM 020002101 3488 145328 SH DEFINED 1 145328
ALLTEL CORPORATION COM 020039103 3713 44900 SH DEFINED 1 44900
ALLTEL CORPORATION COM 020039103 232 2800 SH DEFINED 1 2800
ALLTEL CORPORATION COM 020039103 4597 55600 SH DEFINED 1 55600
ALTERA CORPORATION COM 021441100 902 18200 SH DEFINED 1 18200
ALTERA CORPORATION COM 021441100 317 6400 SH DEFINED 1 6400
ALTERA CORPORATION COM 021441100 17322 349500 SH DEFINED 1 349500
ALTERA CORPORATION COM 021441100 610 12300 SH DEFINED 1 12300
ALZA CORP. COM 022615108 516 14900 SH DEFINED 1 14900
ALZA CORP. COM 022615108 31 900 SH DEFINED 1 900
ALZA CORP. COM 022615108 641 18500 SH DEFINED 1 18500
AMAZON.COM INC COM 023135106 84 1100 SH DEFINED 1 1100
AMAZON.COM INC COM 023135106 320 4200 SH DEFINED 1 4200
AMAZON.COM INC COM 023135106 3190 41900 SH DEFINED 1 41900
AMDOCS LTD COM G02602103 204 5900 SH DEFINED 1 5900
AMDOCS LTD COM G02602103 725 21000 SH DEFINED 1 21000
AMDOCS LTD COM G02602103 7245 210000 SH DEFINED 1 210000
AMERADA HESS CORP COM 023551104 755 13300 SH DEFINED 1 13300
AMERADA HESS CORP COM 023551104 45 800 SH DEFINED 1 800
AMERADA HESS CORP COM 023551104 936 16500 SH DEFINED 1 16500
AMEREN CORPORATION COM 023608102 662 20200 SH DEFINED 1 20200
AMEREN CORPORATION COM 023608102 43 1300 SH DEFINED 1 1300
AMEREN CORPORATION COM 023608102 819 25000 SH DEFINED 1 25000
AMERICA ONLINE INC COM 02364J104 24593 326000 SH DEFINED 1 326000
AMERICA ONLINE INC COM 02364J104 1546 20500 SH DEFINED 1 20500
AMERICA ONLINE INC COM 02364J104 211 2800 SH DEFINED 1 2800
AMERICA ONLINE INC COM 02364J104 468 6200 SH DEFINED 1 6200
AMERICA ONLINE INC COM 02364J104 739 9800 SH DEFINED 1 9800
AMERICA ONLINE INC COM 02364J104 6201 82200 SH DEFINED 1 82200
AMERICA ONLINE INC COM 02364J104 5854 77600 SH DEFINED 1 77600
AMERICA ONLINE INC COM 02364J104 30439 403500 SH DEFINED 1 403500
AMERICAN ELECTRIC POWER CO INC COM 025537101 912 28400 SH DEFINED 1 28400
AMERICAN ELECTRIC POWER CO INC COM 025537101 58 1800 SH DEFINED 1 1800
AMERICAN ELECTRIC POWER CO INC COM 025537101 1131 35200 SH DEFINED 1 35200
AMERICAN EXPRESS COMPANY COM 025816109 10989 66100 SH DEFINED 1 66100
AMERICAN EXPRESS COMPANY COM 025816109 698 4200 SH DEFINED 1 4200
AMERICAN EXPRESS COMPANY COM 025816109 13599 81800 SH DEFINED 1 81800
AMERICAN FINANCIAL GROUP, INC. COM 025932104 50 1900 SH DEFINED 1 1900
AMERICAN FINANCIAL GROUP, INC. COM 025932104 98 3700 SH DEFINED 1 3700
AMERICAN GENERAL CORPORATION COM 026351106 2777 36603 SH DEFINED 1 36603
AMERICAN GENERAL CORPORATION COM 026351106 175 2310 SH DEFINED 1 2310
AMERICAN GENERAL CORPORATION COM 026351106 3439 45325 SH DEFINED 1 45325
AMERICAN GREETINGS CORP. COM 026375105 234 9900 SH DEFINED 1 9900
AMERICAN GREETINGS CORP. COM 026375105 14 600 SH DEFINED 1 600
AMERICAN GREETINGS CORP. COM 026375105 291 12300 SH DEFINED 1 12300
AMERICAN HOME PRODUCTS CORPORA COM 026609107 7580 192200 SH DEFINED 1 192200
AMERICAN HOME PRODUCTS CORPORA COM 026609107 477 12100 SH DEFINED 1 12100
AMERICAN HOME PRODUCTS CORPORA COM 026609107 434 11000 SH DEFINED 1 11000
AMERICAN HOME PRODUCTS CORPORA COM 026609107 5289 134100 SH DEFINED 1 134100
AMERICAN HOME PRODUCTS CORPORA COM 026609107 9382 237900 SH DEFINED 1 237900
AMERICAN INTERNATIONAL GROUP,I COM 026874107 24628 227778 SH DEFINED 1 227778
AMERICAN INTERNATIONAL GROUP,I COM 026874107 1551 14346 SH DEFINED 1 14346
AMERICAN INTERNATIONAL GROUP,I COM 026874107 22 200 SH DEFINED 1 200
AMERICAN INTERNATIONAL GROUP,I COM 026874107 87 800 SH DEFINED 1 800
AMERICAN INTERNATIONAL GROUP,I COM 026874107 865 8000 SH DEFINED 1 8000
AMERICAN INTERNATIONAL GROUP,I COM 026874107 30480 281895 SH DEFINED 1 281895
AMERICAN ITALIAN PASTA COMPANY COM 027070101 120 3900 SH DEFINED 1 3900
AMERICAN ITALIAN PASTA COMPANY COM 027070101 889 28900 SH DEFINED 1 28900
AMERICAN POWER CONVERSION COM 029066107 164 6200 SH DEFINED 1 6200
AMERICAN POWER CONVERSION COM 029066107 314 11900 SH DEFINED 1 11900
AMERICAN STANDARD COMPANIES IN COM 029712106 106 2300 SH DEFINED 1 2300
AMERICAN STANDARD COMPANIES IN COM 029712106 202 4400 SH DEFINED 1 4400
AMERICAN TOWER CORP COM 029912201 364 11900 SH DEFINED 1 11900
AMERICAN TOWER CORP COM 029912201 6654 217722 SH DEFINED 1 217722
AMERICAN WATER WORKS INC. COM 030411102 66 3100 SH DEFINED 1 3100
AMERICAN WATER WORKS INC. COM 030411102 128 6000 SH DEFINED 1 6000
AMERICAN WATES INDUSTRIES COM 019589308 244 27700 SH DEFINED 1 27700
AMERICAN WATES INDUSTRIES COM 019589308 15 1700 SH DEFINED 1 1700
AMERICAN WATES INDUSTRIES COM 019589308 302 34300 SH DEFINED 1 34300
AMETEK INCORPORATED COM 031100100 19 1000 SH DEFINED 1 1000
AMETEK INCORPORATED COM 031100100 38 2000 SH DEFINED 1 2000
AMFM INC COM 001693100 556 7100 SH DEFINED 1 7100
AMFM INC COM 001693100 9061 115800 SH DEFINED 1 115800
AMGEN INC COM 031162100 9009 150000 SH DEFINED 1 150000
AMGEN INC COM 031162100 565 9400 SH DEFINED 1 9400
AMGEN INC COM 031162100 11154 185700 SH DEFINED 1 185700
AMR CORPORATION COM 001765106 1481 22100 SH DEFINED 1 22100
AMR CORPORATION COM 001765106 94 1400 SH DEFINED 1 1400
AMR CORPORATION COM 001765106 141 2100 SH DEFINED 1 2100
AMR CORPORATION COM 001765106 496 7400 SH DEFINED 1 7400
AMR CORPORATION COM 001765106 4951 73900 SH DEFINED 1 73900
AMR CORPORATION COM 001765106 1836 27400 SH DEFINED 1 27400
AMSOUTH BANCORPORATION COM 032165102 1118 57900 SH DEFINED 1 57900
AMSOUTH BANCORPORATION COM 032165102 70 3600 SH DEFINED 1 3600
AMSOUTH BANCORPORATION COM 032165102 1383 71600 SH DEFINED 1 71600
ANADARKO PETROLEUM CORP. COM 032511107 638 18700 SH DEFINED 1 18700
ANADARKO PETROLEUM CORP. COM 032511107 41 1200 SH DEFINED 1 1200
ANADARKO PETROLEUM CORP. COM 032511107 65 1900 SH DEFINED 1 1900
ANADARKO PETROLEUM CORP. COM 032511107 880 25800 SH DEFINED 1 25800
ANADARKO PETROLEUM CORP. COM 032511107 16578 485800 SH DEFINED 1 485800
ANADARKO PETROLEUM CORP. COM 032511107 792 23200 SH DEFINED 1 23200
ANALOG DEVICES COM 032654105 2362 25400 SH DEFINED 1 25400
ANALOG DEVICES COM 032654105 149 1600 SH DEFINED 1 1600
ANALOG DEVICES COM 032654105 2930 31500 SH DEFINED 1 31500
ANDREW CORPORATION COM 034425108 228 12062 SH DEFINED 1 12062
ANDREW CORPORATION COM 034425108 15 800 SH DEFINED 1 800
ANDREW CORPORATION COM 034425108 283 14937 SH DEFINED 1 14937
ANHEUSER-BUSCH COMPANIES INC COM 035229103 4876 68800 SH DEFINED 1 68800
ANHEUSER-BUSCH COMPANIES INC COM 035229103 305 4300 SH DEFINED 1 4300
ANHEUSER-BUSCH COMPANIES INC COM 035229103 92 1300 SH DEFINED 1 1300
ANHEUSER-BUSCH COMPANIES INC COM 035229103 312 4400 SH DEFINED 1 4400
ANHEUSER-BUSCH COMPANIES INC COM 035229103 3466 48900 SH DEFINED 1 48900
ANHEUSER-BUSCH COMPANIES INC COM 035229103 6031 85100 SH DEFINED 1 85100
AON CORPORATION COM 037389103 1507 37675 SH DEFINED 1 37675
AON CORPORATION COM 037389103 93 2325 SH DEFINED 1 2325
AON CORPORATION COM 037389103 716 17900 SH DEFINED 1 17900
AON CORPORATION COM 037389103 8740 218500 SH DEFINED 1 218500
AON CORPORATION COM 037389103 1864 46600 SH DEFINED 1 46600
APACHE CORP COM 037411105 621 16800 SH DEFINED 1 16800
APACHE CORP COM 037411105 41 1100 SH DEFINED 1 1100
APACHE CORP COM 037411105 765 20700 SH DEFINED 1 20700
APOLLO GROUP INC. COM 037604105 50 2500 SH DEFINED 1 2500
APOLLO GROUP INC. COM 037604105 96 4800 SH DEFINED 1 4800
APPLE COMPUTER, INC. COM 037833100 2437 23700 SH DEFINED 1 23700
APPLE COMPUTER, INC. COM 037833100 154 1500 SH DEFINED 1 1500
APPLE COMPUTER, INC. COM 037833100 3012 29300 SH DEFINED 1 29300
APPLIED MATERIALS INC COM 038222105 6993 55200 SH DEFINED 1 55200
APPLIED MATERIALS INC COM 038222105 443 3500 SH DEFINED 1 3500
APPLIED MATERIALS INC COM 038222105 304 2400 SH DEFINED 1 2400
APPLIED MATERIALS INC COM 038222105 3674 29000 SH DEFINED 1 29000
APPLIED MATERIALS INC COM 038222105 8665 68400 SH DEFINED 1 68400
APRIA HEALTHCARE GROUP, INC. COM 037933108 30 1700 SH DEFINED 1 1700
APRIA HEALTHCARE GROUP, INC. COM 037933108 57 3200 SH DEFINED 1 3200
ARCH COMMUNICATIONS GP COM 039381504 885 134177 SH DEFINED 1 134177
ARCH COMMUNICATIONS GP COM 039381603 233 35377 SH DEFINED 1 35377
ARCHER DANIELS MIDLAND COMPANY COM 039483102 1107 90823 SH DEFINED 1 90823
ARCHER DANIELS MIDLAND COMPANY COM 039483102 70 5750 SH DEFINED 1 5750
ARCHER DANIELS MIDLAND COMPANY COM 039483102 1370 112449 SH DEFINED 1 112449
ARMSTRONG WORLD INDUSTRIES INC COM 042476101 197 5900 SH DEFINED 1 5900
ARMSTRONG WORLD INDUSTRIES INC COM 042476101 13 400 SH DEFINED 1 400
ARMSTRONG WORLD INDUSTRIES INC COM 042476101 244 7300 SH DEFINED 1 7300
ARNOLD INDUSTRIES INC. COM 042595108 10 700 SH DEFINED 1 700
ARNOLD INDUSTRIES INC. COM 042595108 21 1500 SH DEFINED 1 1500
ARROW ELECTRONICS INC. COM 042735100 79 3100 SH DEFINED 1 3100
ARROW ELECTRONICS INC. COM 042735100 150 5900 SH DEFINED 1 5900
ARVIN INDUSTRIES INC COM 043339100 23 800 SH DEFINED 1 800
ARVIN INDUSTRIES INC COM 043339100 45 1600 SH DEFINED 1 1600
ASHLAND INC COM 044204105 349 10600 SH DEFINED 1 10600
ASHLAND INC COM 044204105 23 700 SH DEFINED 1 700
ASHLAND INC COM 044204105 431 13100 SH DEFINED 1 13100
ASPEN TECHNOLOGY INC COM 045327103 42 1600 SH DEFINED 1 1600
ASPEN TECHNOLOGY INC COM 045327103 87 3300 SH DEFINED 1 3300
ASPEN TECHNOLOGY INC COM 045327103 587 22200 SH DEFINED 1 22200
ASSOCIATED BANC-CORP COM 045487105 69 2000 SH DEFINED 1 2000
ASSOCIATED BANC-CORP COM 045487105 134 3900 SH DEFINED 1 3900
ASSOCIATES FIRST CAPITAL CORPO COM 046008108 2940 107138 SH DEFINED 1 107138
ASSOCIATES FIRST CAPITAL CORPO COM 046008108 185 6744 SH DEFINED 1 6744
ASSOCIATES FIRST CAPITAL CORPO COM 046008108 3638 132610 SH DEFINED 1 132610
ASTORIA FINL CO COM 046265104 55 1800 SH DEFINED 1 1800
ASTORIA FINL CO COM 046265104 103 3400 SH DEFINED 1 3400
AT&T CORP-LIBERTY MEDIA COM 001957208 863 15200 SH DEFINED 1 15200
AT&T CORP-LIBERTY MEDIA COM 001957208 10538 185700 SH DEFINED 1 185700
AT&T CORPORATION COM 001957109 23860 470155 SH DEFINED 1 470155
AT&T CORPORATION COM 001957109 1504 29631 SH DEFINED 1 29631
AT&T CORPORATION COM 001957109 269 5295 SH DEFINED 1 5295
AT&T CORPORATION COM 001957109 731 14400 SH DEFINED 1 14400
AT&T CORPORATION COM 001957109 961 18928 SH DEFINED 1 18928
AT&T CORPORATION COM 001957109 8886 175100 SH DEFINED 1 175100
AT&T CORPORATION COM 001957109 9587 188900 SH DEFINED 1 188900
AT&T CORPORATION COM 001957109 29528 581838 SH DEFINED 1 581838
ATLANTIC RICHFIELD COMPANY COM 048825103 4100 47400 SH DEFINED 1 47400
ATLANTIC RICHFIELD COMPANY COM 048825103 260 3000 SH DEFINED 1 3000
ATLANTIC RICHFIELD COMPANY COM 048825103 5078 58700 SH DEFINED 1 58700
ATMEL CORP COM 049513104 38 1300 SH DEFINED 1 1300
ATMEL CORP COM 049513104 127 4300 SH DEFINED 1 4300
ATMEL CORP COM 049513104 189 6400 SH DEFINED 1 6400
ATMEL CORP COM 049513104 1292 43700 SH DEFINED 1 43700
ATMEL CORP COM 049513104 367 12400 SH DEFINED 1 12400
AUTODESK, INC. COM 052769106 294 8700 SH DEFINED 1 8700
AUTODESK, INC. COM 052769106 17 500 SH DEFINED 1 500
AUTODESK, INC. COM 052769106 361 10700 SH DEFINED 1 10700
AUTOMATIC DATA PROCESSING, INC COM 053015103 4903 91000 SH DEFINED 1 91000
AUTOMATIC DATA PROCESSING, INC COM 053015103 307 5700 SH DEFINED 1 5700
AUTOMATIC DATA PROCESSING, INC COM 053015103 6072 112700 SH DEFINED 1 112700
AUTOZONE INC COM 053332102 708 21900 SH DEFINED 1 21900
AUTOZONE INC COM 053332102 45 1400 SH DEFINED 1 1400
AUTOZONE INC COM 053332102 876 27100 SH DEFINED 1 27100
AVERY DENNISON CORP. COM 053611109 1217 16700 SH DEFINED 1 16700
AVERY DENNISON CORP. COM 053611109 80 1100 SH DEFINED 1 1100
AVERY DENNISON CORP. COM 053611109 277 3800 SH DEFINED 1 3800
AVERY DENNISON CORP. COM 053611109 1006 13800 SH DEFINED 1 13800
AVERY DENNISON CORP. COM 053611109 6661 91400 SH DEFINED 1 91400
AVERY DENNISON CORP. COM 053611109 1509 20700 SH DEFINED 1 20700
AVNET INCORPORATED COM 053807103 85 1400 SH DEFINED 1 1400
AVNET INCORPORATED COM 053807103 157 2600 SH DEFINED 1 2600
AVON PRODUCTS, INC. COM 054303102 1267 38400 SH DEFINED 1 38400
AVON PRODUCTS, INC. COM 054303102 79 2400 SH DEFINED 1 2400
AVON PRODUCTS, INC. COM 054303102 1568 47500 SH DEFINED 1 47500
B B AND T CORP. COM 054937107 1287 47000 SH DEFINED 1 47000
B B AND T CORP. COM 054937107 82 3000 SH DEFINED 1 3000
B B AND T CORP. COM 054937107 1593 58200 SH DEFINED 1 58200
B.F. GOODRICH COMPANY COM 382388106 446 16200 SH DEFINED 1 16200
B.F. GOODRICH COMPANY COM 382388106 28 1000 SH DEFINED 1 1000
B.F. GOODRICH COMPANY COM 382388106 550 20000 SH DEFINED 1 20000
BAKER HUGHES INC. COM 057224107 1018 48340 SH DEFINED 1 48340
BAKER HUGHES INC. COM 057224107 63 3010 SH DEFINED 1 3010
BAKER HUGHES INC. COM 057224107 1260 59830 SH DEFINED 1 59830
BALL CORPORATION COM 058498106 177 4500 SH DEFINED 1 4500
BALL CORPORATION COM 058498106 12 300 SH DEFINED 1 300
BALL CORPORATION COM 058498106 217 5500 SH DEFINED 1 5500
BANC ONE CORPORATION COM 06423A103 5532 172545 SH DEFINED 1 172545
BANC ONE CORPORATION COM 06423A103 348 10858 SH DEFINED 1 10858
BANC ONE CORPORATION COM 06423A103 6845 213486 SH DEFINED 1 213486
BANDAG INC COM 059815100 18 700 SH DEFINED 1 700
BANDAG INC COM 059815100 35 1400 SH DEFINED 1 1400
BANESANDNOBLE.COM INC. COM 067846105 33 2300 SH DEFINED 1 2300
BANESANDNOBLE.COM INC. COM 067846105 116 8200 SH DEFINED 1 8200
BANESANDNOBLE.COM INC. COM 067846105 1155 81400 SH DEFINED 1 81400
BANK NATIONAL PARIS COM 413366700 314 3400 SH DEFINED 1 3400
BANK OF AMERICA CORP COM 060505104 12752 254095 SH DEFINED 1 254095
BANK OF AMERICA CORP COM 060505104 802 15979 SH DEFINED 1 15979
BANK OF AMERICA CORP COM 060505104 776 15463 SH DEFINED 1 15463
BANK OF AMERICA CORP COM 060505104 9427 187843 SH DEFINED 1 187843
BANK OF AMERICA CORP COM 060505104 15783 314476 SH DEFINED 1 314476
BANK OF NEW YORK COMPANY INC. COM 064057102 4328 108200 SH DEFINED 1 108200
BANK OF NEW YORK COMPANY INC. COM 064057102 272 6800 SH DEFINED 1 6800
BANK OF NEW YORK COMPANY INC. COM 064057102 152 3800 SH DEFINED 1 3800
BANK OF NEW YORK COMPANY INC. COM 064057102 508 12700 SH DEFINED 1 12700
BANK OF NEW YORK COMPANY INC. COM 064057102 5332 133300 SH DEFINED 1 133300
BANK OF NEW YORK COMPANY INC. COM 064057102 5356 133900 SH DEFINED 1 133900
BANK SARASIN COM 414954500 82 65 SH DEFINED 1 65
BANTA COM 066821109 20 900 SH DEFINED 1 900
BANTA COM 066821109 38 1700 SH DEFINED 1 1700
BARNES & NOBLE INC COM 067774109 45 2200 SH DEFINED 1 2200
BARNES & NOBLE INC COM 067774109 2908 141000 SH DEFINED 1 141000
BARNES & NOBLE INC COM 067774109 89 4300 SH DEFINED 1 4300
BARRETT RESOURCES CORPORATION COM 068480201 59 2000 SH DEFINED 1 2000
BARRETT RESOURCES CORPORATION COM 068480201 100 3400 SH DEFINED 1 3400
BARRETT RESOURCES CORPORATION COM 068480201 742 25200 SH DEFINED 1 25200
BARRICK GOLD CORPORATION COM 067901108 1015 57400 SH DEFINED 1 57400
BARRICK GOLD CORPORATION COM 067901108 64 3600 SH DEFINED 1 3600
BARRICK GOLD CORPORATION COM 067901108 1256 71000 SH DEFINED 1 71000
BASIN EXPLORATION INC COM 070107107 111 6300 SH DEFINED 1 6300
BASIN EXPLORATION INC COM 070107107 777 44100 SH DEFINED 1 44100
BAUSCH & LOMB INC. COM 071707103 575 8400 SH DEFINED 1 8400
BAUSCH & LOMB INC. COM 071707103 34 500 SH DEFINED 1 500
BAUSCH & LOMB INC. COM 071707103 34 500 SH DEFINED 1 500
BAUSCH & LOMB INC. COM 071707103 287 4200 SH DEFINED 1 4200
BAUSCH & LOMB INC. COM 071707103 5277 77100 SH DEFINED 1 77100
BAUSCH & LOMB INC. COM 071707103 719 10500 SH DEFINED 1 10500
BAXTER INTERNATIONAL INC. COM 071813109 2688 42800 SH DEFINED 1 42800
BAXTER INTERNATIONAL INC. COM 071813109 170 2700 SH DEFINED 1 2700
BAXTER INTERNATIONAL INC. COM 071813109 3329 53000 SH DEFINED 1 53000
BEAR STEARNS CO INC COM 073902108 770 18002 SH DEFINED 1 18002
BEAR STEARNS CO INC COM 073902108 47 1092 SH DEFINED 1 1092
BEAR STEARNS CO INC COM 073902108 951 22238 SH DEFINED 1 22238
BECKMAN COULTER INC. COM 075811109 46 900 SH DEFINED 1 900
BECKMAN COULTER INC. COM 075811109 92 1800 SH DEFINED 1 1800
BECTON, DICKINSON & COMPANY COM 075887109 984 36800 SH DEFINED 1 36800
BECTON, DICKINSON & COMPANY COM 075887109 62 2300 SH DEFINED 1 2300
BECTON, DICKINSON & COMPANY COM 075887109 1220 45600 SH DEFINED 1 45600
BED BATH & BEYOND INC COM 075896100 712 20500 SH DEFINED 1 20500
BED BATH & BEYOND INC COM 075896100 45 1300 SH DEFINED 1 1300
BED BATH & BEYOND INC COM 075896100 883 25400 SH DEFINED 1 25400
BELL ATLANTIC CORPORATION COM 077853109 14060 228380 SH DEFINED 1 228380
BELL ATLANTIC CORPORATION COM 077853109 885 14370 SH DEFINED 1 14370
BELL ATLANTIC CORPORATION COM 077853109 234 3800 SH DEFINED 1 3800
BELL ATLANTIC CORPORATION COM 077853109 2850 46300 SH DEFINED 1 46300
BELL ATLANTIC CORPORATION COM 077853109 17403 282684 SH DEFINED 1 282684
BELLSOUTH CORPORATION COM 079860102 12986 277400 SH DEFINED 1 277400
BELLSOUTH CORPORATION COM 079860102 819 17500 SH DEFINED 1 17500
BELLSOUTH CORPORATION COM 079860102 16071 343300 SH DEFINED 1 343300
BELO (A.H.) CORP. COM 080555105 72 3800 SH DEFINED 1 3800
BELO (A.H.) CORP. COM 080555105 139 7300 SH DEFINED 1 7300
BEMIS COMPANY, INC. COM 081437105 269 7700 SH DEFINED 1 7700
BEMIS COMPANY, INC. COM 081437105 17 500 SH DEFINED 1 500
BEMIS COMPANY, INC. COM 081437105 331 9500 SH DEFINED 1 9500
BERGEN BRUNSWIG CORP COM 083739102 36 4300 SH DEFINED 1 4300
BERGEN BRUNSWIG CORP COM 083739102 69 8300 SH DEFINED 1 8300
BEST BUY CO INC COM 086516101 1506 30000 SH DEFINED 1 30000
BEST BUY CO INC COM 086516101 95 1900 SH DEFINED 1 1900
BEST BUY CO INC COM 086516101 1862 37100 SH DEFINED 1 37100
BESTFOODS INC COM 08658U101 2155 41000 SH DEFINED 1 41000
BESTFOODS INC COM 08658U101 137 2600 SH DEFINED 1 2600
BESTFOODS INC COM 08658U101 2670 50800 SH DEFINED 1 50800
BETHLEHEM STEEL CORPORATION COM 087509105 161 19200 SH DEFINED 1 19200
BETHLEHEM STEEL CORPORATION COM 087509105 10 1200 SH DEFINED 1 1200
BETHLEHEM STEEL CORPORATION COM 087509105 199 23800 SH DEFINED 1 23800
BEVERLY ENTERPRISES, INC. COM 087851309 12 2700 SH DEFINED 1 2700
BEVERLY ENTERPRISES, INC. COM 087851309 28 6300 SH DEFINED 1 6300
BIOGEN INC. COM 090597105 414 4900 SH DEFINED 1 4900
BIOGEN INC. COM 090597105 786 9300 SH DEFINED 1 9300
BIOMET, INC. COM 090613100 660 16500 SH DEFINED 1 16500
BIOMET, INC. COM 090613100 40 1000 SH DEFINED 1 1000
BIOMET, INC. COM 090613100 820 20500 SH DEFINED 1 20500
BIOVAIL CORPORATION INTERNATIO COM 09067K106 84 900 SH DEFINED 1 900
BIOVAIL CORPORATION INTERNATIO COM 09067K106 94 1000 SH DEFINED 1 1000
BIOVAIL CORPORATION INTERNATIO COM 09067K106 1106 11800 SH DEFINED 1 11800
BJ SERVICES COMPANY COM 055482103 197 4700 SH DEFINED 1 4700
BJ SERVICES COMPANY COM 055482103 1146 27400 SH DEFINED 1 27400
BJ SERVICES COMPANY COM 055482103 96 2300 SH DEFINED 1 2300
BJ SERVICES COMPANY COM 055482103 21032 503000 SH DEFINED 1 503000
BJ SERVICES COMPANY COM 055482103 184 4400 SH DEFINED 1 4400
BJ'S WHOLESALE CLUB INC. COM 05548J106 88 2400 SH DEFINED 1 2400
BJ'S WHOLESALE CLUB INC. COM 05548J106 164 4500 SH DEFINED 1 4500
BLACK & DECKER CORPORATION COM 091797100 669 12800 SH DEFINED 1 12800
BLACK & DECKER CORPORATION COM 091797100 42 800 SH DEFINED 1 800
BLACK & DECKER CORPORATION COM 091797100 826 15800 SH DEFINED 1 15800
BLACK HILLS CORP COM 092113109 13 600 SH DEFINED 1 600
BLACK HILLS CORP COM 092113109 29 1300 SH DEFINED 1 1300
BLUE STONE SOFTWARE INC. COM 09623P102 173 1500 SH DEFINED 1 1500
BLUE STONE SOFTWARE INC. COM 09623P102 3278 28500 SH DEFINED 1 28500
BLYTHE INDUSTRIES, INC. COM 09643P108 39 1600 SH DEFINED 1 1600
BLYTHE INDUSTRIES, INC. COM 09643P108 74 3000 SH DEFINED 1 3000
BMC SOFTWARE INCORPORATED COM 055921100 2814 35200 SH DEFINED 1 35200
BMC SOFTWARE INCORPORATED COM 055921100 176 2200 SH DEFINED 1 2200
BMC SOFTWARE INCORPORATED COM 055921100 320 4000 SH DEFINED 1 4000
BMC SOFTWARE INCORPORATED COM 055921100 3877 48500 SH DEFINED 1 48500
BMC SOFTWARE INCORPORATED COM 055921100 3485 43600 SH DEFINED 1 43600
BOB EVANS FARMS COM 096761101 20 1300 SH DEFINED 1 1300
BOB EVANS FARMS COM 096761101 37 2400 SH DEFINED 1 2400
BOEING COMPANY COM 097023105 5874 141318 SH DEFINED 1 141318
BOEING COMPANY COM 097023105 369 8870 SH DEFINED 1 8870
BOEING COMPANY COM 097023105 7268 174876 SH DEFINED 1 174876
BOISE CASCADE CORPORATION COM 097383103 340 8400 SH DEFINED 1 8400
BOISE CASCADE CORPORATION COM 097383103 20 500 SH DEFINED 1 500
BOISE CASCADE CORPORATION COM 097383103 421 10400 SH DEFINED 1 10400
BORDERS GROUP, INC. COM 099709107 40 2500 SH DEFINED 1 2500
BORDERS GROUP, INC. COM 099709107 77 4800 SH DEFINED 1 4800
BORG WARNER AUTOMOTIVE COM 099724106 36 900 SH DEFINED 1 900
BORG WARNER AUTOMOTIVE COM 099724106 65 1600 SH DEFINED 1 1600
BOSTON SCIENTIFIC CORP. COM 101137107 1330 60800 SH DEFINED 1 60800
BOSTON SCIENTIFIC CORP. COM 101137107 83 3800 SH DEFINED 1 3800
BOSTON SCIENTIFIC CORP. COM 101137107 1647 75300 SH DEFINED 1 75300
BOWATER INCORPORATED COM 102183100 244 4500 SH DEFINED 1 4500
BOWATER INCORPORATED COM 102183100 92 1700 SH DEFINED 1 1700
BOWATER INCORPORATED COM 102183100 3014 55500 SH DEFINED 1 55500
BOWATER INCORPORATED COM 102183100 174 3200 SH DEFINED 1 3200
BP AMOCO PLC COM 055622104 142 2400 SH DEFINED 1 2400
BP AMOCO PLC COM 055622104 546 9200 SH DEFINED 1 9200
BP AMOCO PLC COM 055622104 5338 90000 SH DEFINED 1 90000
BRIGGS & STRATTON CORPORATION COM 109043109 182 3400 SH DEFINED 1 3400
BRIGGS & STRATTON CORPORATION COM 109043109 11 200 SH DEFINED 1 200
BRIGGS & STRATTON CORPORATION COM 109043109 225 4200 SH DEFINED 1 4200
BRINKER INT'L COM 109641100 50 2100 SH DEFINED 1 2100
BRINKER INT'L COM 109641100 98 4100 SH DEFINED 1 4100
BRISTOL-MYERS SQUIBB COMPANY COM 110122108 18756 292200 SH DEFINED 1 292200
BRISTOL-MYERS SQUIBB COMPANY COM 110122108 1181 18400 SH DEFINED 1 18400
BRISTOL-MYERS SQUIBB COMPANY COM 110122108 225 3500 SH DEFINED 1 3500
BRISTOL-MYERS SQUIBB COMPANY COM 110122108 629 9800 SH DEFINED 1 9800
BRISTOL-MYERS SQUIBB COMPANY COM 110122108 815 12700 SH DEFINED 1 12700
BRISTOL-MYERS SQUIBB COMPANY COM 110122108 7735 120500 SH DEFINED 1 120500
BRISTOL-MYERS SQUIBB COMPANY COM 110122108 7478 116500 SH DEFINED 1 116500
BRISTOL-MYERS SQUIBB COMPANY COM 110122108 23210 361600 SH DEFINED 1 361600
BRITISH AEROSPACE PLC COM 026349400 3 239 SH DEFINED 1 239
BRITISH ENERGY COM 073829300 220 23739 SH DEFINED 1 23739
BRITISH ENERGY COM 513024-*9 0 26500 SH DEFINED 1 26500
BROADWING INC COM 111620100 258 7000 SH DEFINED 1 7000
BROADWING INC COM 111620100 490 13300 SH DEFINED 1 13300
BROWN-FORMAN CORP COM 115637209 578 10100 SH DEFINED 1 10100
BROWN-FORMAN CORP COM 115637209 34 600 SH DEFINED 1 600
BROWN-FORMAN CORP COM 115637209 716 12500 SH DEFINED 1 12500
BRUNSWICK CORPORATION COM 117043109 300 13500 SH DEFINED 1 13500
BRUNSWICK CORPORATION COM 117043109 20 900 SH DEFINED 1 900
BRUNSWICK CORPORATION COM 117043109 374 16800 SH DEFINED 1 16800
BUFFETS INC. COM 119882108 14 1400 SH DEFINED 1 1400
BUFFETS INC. COM 119882108 26 2600 SH DEFINED 1 2600
BUHRMANN COM 551675100 166 11000 SH DEFINED 1 11000
BURLINGTON INDUSTRIES INC. COM 121693105 6 1400 SH DEFINED 1 1400
BURLINGTON INDUSTRIES INC. COM 121693105 13 3300 SH DEFINED 1 3300
BURLINGTON NORTHERN SANTA FE C COM 12189T104 1659 68399 SH DEFINED 1 68399
BURLINGTON NORTHERN SANTA FE C COM 12189T104 104 4300 SH DEFINED 1 4300
BURLINGTON NORTHERN SANTA FE C COM 12189T104 2052 84621 SH DEFINED 1 84621
BURLINGTON RESOURCE INC COM 122014103 1057 31975 SH DEFINED 1 31975
BURLINGTON RESOURCE INC COM 122014103 66 2005 SH DEFINED 1 2005
BURLINGTON RESOURCE INC COM 122014103 1310 39620 SH DEFINED 1 39620
C.H. ROBINSON WORLDWIDE, INC COM 12541W100 40 1000 SH DEFINED 1 1000
C.H. ROBINSON WORLDWIDE, INC COM 12541W100 155 3900 SH DEFINED 1 3900
C.H. ROBINSON WORLDWIDE, INC COM 12541W100 1061 26700 SH DEFINED 1 26700
C.R. BARD, INC. COM 067383109 398 7500 SH DEFINED 1 7500
C.R. BARD, INC. COM 067383109 27 500 SH DEFINED 1 500
C.R. BARD, INC. COM 067383109 493 9300 SH DEFINED 1 9300
CABLETRON SYSTEMS INC. COM 126920107 666 25600 SH DEFINED 1 25600
CABLETRON SYSTEMS INC. COM 126920107 42 1600 SH DEFINED 1 1600
CABLETRON SYSTEMS INC. COM 126920107 824 31700 SH DEFINED 1 31700
CABOT CORPORATION COM 127055101 43 2100 SH DEFINED 1 2100
CABOT CORPORATION COM 127055101 84 4100 SH DEFINED 1 4100
CADENCE DESIGN SYSTEMS INC. COM 127387108 190 7900 SH DEFINED 1 7900
CADENCE DESIGN SYSTEMS INC. COM 127387108 360 15000 SH DEFINED 1 15000
CALLAWAY GOLF COM 131193104 42 2400 SH DEFINED 1 2400
CALLAWAY GOLF COM 131193104 83 4700 SH DEFINED 1 4700
CALPINE CORP. COM 131347106 128 2000 SH DEFINED 1 2000
CALPINE CORP. COM 131347106 243 3800 SH DEFINED 1 3800
CAMBREX CORPORATION COM 132011107 76 2200 SH DEFINED 1 2200
CAMBREX CORPORATION COM 132011107 758 22000 SH DEFINED 1 22000
CAMBRIDGE TECHNOLOGY PARTNERS, COM 132524109 50 1900 SH DEFINED 1 1900
CAMBRIDGE TECHNOLOGY PARTNERS, COM 132524109 97 3700 SH DEFINED 1 3700
CAMPBELL SOUP COMPANY COM 134429109 2472 63900 SH DEFINED 1 63900
CAMPBELL SOUP COMPANY COM 134429109 155 4000 SH DEFINED 1 4000
CAMPBELL SOUP COMPANY COM 134429109 3056 79000 SH DEFINED 1 79000
CANADIAN NATIONAL RAILWAY CO. COM 136375102 105 4000 SH DEFINED 1 4000
CANADIAN NATIONAL RAILWAY CO. COM 136375102 368 14000 SH DEFINED 1 14000
CANADIAN NATIONAL RAILWAY CO. COM 136375102 4342 165000 SH DEFINED 1 165000
CAPITAL ONE FINL CORP COM 14040H105 1402 29100 SH DEFINED 1 29100
CAPITAL ONE FINL CORP COM 14040H105 87 1800 SH DEFINED 1 1800
CAPITAL ONE FINL CORP COM 14040H105 1735 36000 SH DEFINED 1 36000
CARDINAL HEALTH INC COM 14149Y108 1920 40100 SH DEFINED 1 40100
CARDINAL HEALTH INC COM 14149Y108 122 2550 SH DEFINED 1 2550
CARDINAL HEALTH INC COM 14149Y108 2377 49650 SH DEFINED 1 49650
CARLISLE COMPANIES INCORPORATE COM 142339100 36 1000 SH DEFINED 1 1000
CARLISLE COMPANIES INCORPORATE COM 142339100 68 1900 SH DEFINED 1 1900
CARNIVAL CRUISE LINES INC COM 143658102 4313 90200 SH DEFINED 1 90200
CARNIVAL CRUISE LINES INC COM 143658102 273 5700 SH DEFINED 1 5700
CARNIVAL CRUISE LINES INC COM 143658102 5341 111700 SH DEFINED 1 111700
CAROLINA POWER & LIGHT COMPANY COM 144141108 715 23500 SH DEFINED 1 23500
CAROLINA POWER & LIGHT COMPANY COM 144141108 46 1500 SH DEFINED 1 1500
CAROLINA POWER & LIGHT COMPANY COM 144141108 886 29100 SH DEFINED 1 29100
CARPENTER TECHNOLOGY CORP. COM 144285103 19 700 SH DEFINED 1 700
CARPENTER TECHNOLOGY CORP. COM 144285103 38 1400 SH DEFINED 1 1400
CARTER-WALLACE INC. COM 146285101 27 1500 SH DEFINED 1 1500
CARTER-WALLACE INC. COM 146285101 50 2800 SH DEFINED 1 2800
CATALINA MARKETING CORPORATION COM 148867104 197 1700 SH DEFINED 1 1700
CATALINA MARKETING CORPORATION COM 148867104 1100 9500 SH DEFINED 1 9500
CATALINA MARKETING CORPORATION COM 148867104 150 1300 SH DEFINED 1 1300
CATALINA MARKETING CORPORATION COM 148867104 20661 178500 SH DEFINED 1 178500
CATALINA MARKETING CORPORATION COM 148867104 995 8600 SH DEFINED 1 8600
CATERPILLAR INC. COM 149123101 2461 52300 SH DEFINED 1 52300
CATERPILLAR INC. COM 149123101 155 3300 SH DEFINED 1 3300
CATERPILLAR INC. COM 149123101 3045 64700 SH DEFINED 1 64700
CBRL GROUP INC. COM 12489V106 18 1900 SH DEFINED 1 1900
CBRL GROUP INC. COM 12489V106 36 3700 SH DEFINED 1 3700
CBS CORP COMM COM 12490K107 7174 112205 SH DEFINED 1 112205
CBS CORP COMM COM 12490K107 452 7067 SH DEFINED 1 7067
CBS CORP COMM COM 12490K107 8874 138792 SH DEFINED 1 138792
CBT GROUP ADR NEW COM 124853300 40 1200 SH DEFINED 1 1200
CBT GROUP ADR NEW COM 124853300 184 5500 SH DEFINED 1 5500
CBT GROUP ADR NEW COM 124853300 1149 34300 SH DEFINED 1 34300
CCB FINANCIAL COM 124875105 57 1300 SH DEFINED 1 1300
CCB FINANCIAL COM 124875105 105 2400 SH DEFINED 1 2400
CDW COMPUTERS COM 125129106 102 1300 SH DEFINED 1 1300
CDW COMPUTERS COM 125129106 1423 18100 SH DEFINED 1 18100
CDW COMPUTERS COM 125129106 110 1400 SH DEFINED 1 1400
CDW COMPUTERS COM 125129106 189 2400 SH DEFINED 1 2400
CDW COMPUTERS COM 125129106 25655 326300 SH DEFINED 1 326300
CDW COMPUTERS COM 125129106 212 2700 SH DEFINED 1 2700
CDW COMPUTERS COM 125129106 1400 17800 SH DEFINED 1 17800
CENDANT CORPORATION COM 151313103 2815 105973 SH DEFINED 1 105973
CENDANT CORPORATION COM 151313103 177 6672 SH DEFINED 1 6672
CENDANT CORPORATION COM 151313103 522 19659 SH DEFINED 1 19659
CENDANT CORPORATION COM 151313103 6612 248904 SH DEFINED 1 248904
CENDANT CORPORATION COM 151313103 3483 131133 SH DEFINED 1 131133
CENTEX CORPORATION COM 152312104 217 8800 SH DEFINED 1 8800
CENTEX CORPORATION COM 152312104 15 600 SH DEFINED 1 600
CENTEX CORPORATION COM 152312104 269 10900 SH DEFINED 1 10900
CENTRAL & SOUTH WEST CORPORATI COM 152357109 626 31300 SH DEFINED 1 31300
CENTRAL & SOUTH WEST CORPORATI COM 152357109 40 2000 SH DEFINED 1 2000
CENTRAL & SOUTH WEST CORPORATI COM 152357109 774 38700 SH DEFINED 1 38700
CENTURYTEL INC COM 156700106 971 20500 SH DEFINED 1 20500
CENTURYTEL INC COM 156700106 62 1300 SH DEFINED 1 1300
CENTURYTEL INC COM 156700106 1203 25400 SH DEFINED 1 25400
CERIDIAN CORP COM 15677T106 459 21300 SH DEFINED 1 21300
CERIDIAN CORP COM 15677T106 28 1300 SH DEFINED 1 1300
CERIDIAN CORP COM 15677T106 569 26400 SH DEFINED 1 26400
CHAMPION INTERNATIONAL COM 158525105 873 14100 SH DEFINED 1 14100
CHAMPION INTERNATIONAL COM 158525105 56 900 SH DEFINED 1 900
CHAMPION INTERNATIONAL COM 158525105 1084 17500 SH DEFINED 1 17500
CHARLES RIVER ASSOCIATES INC. COM 159852102 104 3100 SH DEFINED 1 3100
CHARLES RIVER ASSOCIATES INC. COM 159852102 101 3000 SH DEFINED 1 3000
CHARLES RIVER ASSOCIATES INC. COM 159852102 861 25700 SH DEFINED 1 25700
CHARTER ONE FINANCIAL INC. COM 160903100 133 6930 SH DEFINED 1 6930
CHARTER ONE FINANCIAL INC. COM 160903100 252 13160 SH DEFINED 1 13160
CHARTERED SEMICONDUCTOR COM 16133R106 146 2000 SH DEFINED 1 2000
CHASE MANHATTAN CORPORATION COM 16161A108 9513 122448 SH DEFINED 1 122448
CHASE MANHATTAN CORPORATION COM 16161A108 598 7700 SH DEFINED 1 7700
CHASE MANHATTAN CORPORATION COM 16161A108 186 2400 SH DEFINED 1 2400
CHASE MANHATTAN CORPORATION COM 16161A108 653 8400 SH DEFINED 1 8400
CHASE MANHATTAN CORPORATION COM 16161A108 7371 94880 SH DEFINED 1 94880
CHASE MANHATTAN CORPORATION COM 16161A108 11771 151512 SH DEFINED 1 151512
CHECKFREE HOLDINGS CORP COM 162816102 188 1800 SH DEFINED 1 1800
CHECKFREE HOLDINGS CORP COM 162816102 355 3400 SH DEFINED 1 3400
CHESAPEAKE CORP COM 165159104 21 700 SH DEFINED 1 700
CHESAPEAKE CORP COM 165159104 40 1300 SH DEFINED 1 1300
CHEVRON CORP COM 166751107 8359 96500 SH DEFINED 1 96500
CHEVRON CORP COM 166751107 528 6100 SH DEFINED 1 6100
CHEVRON CORP COM 166751107 61 700 SH DEFINED 1 700
CHEVRON CORP COM 166751107 147 1700 SH DEFINED 1 1700
CHEVRON CORP COM 166751107 1992 23000 SH DEFINED 1 23000
CHEVRON CORP COM 166751107 10343 119400 SH DEFINED 1 119400
CHIRON CORP. COM 170040109 246 5800 SH DEFINED 1 5800
CHIRON CORP. COM 170040109 475 11200 SH DEFINED 1 11200
CHRIS-CRAFT INDUSTRIES INC. COM 170520100 79 1100 SH DEFINED 1 1100
CHRIS-CRAFT INDUSTRIES INC. COM 170520100 151 2100 SH DEFINED 1 2100
CHUBB CORPORATION COM 171232101 1458 25900 SH DEFINED 1 25900
CHUBB CORPORATION COM 171232101 90 1600 SH DEFINED 1 1600
CHUBB CORPORATION COM 171232101 1808 32100 SH DEFINED 1 32100
CHURCH & DWIGHT INC. COM 171340102 35 1300 SH DEFINED 1 1300
CHURCH & DWIGHT INC. COM 171340102 64 2400 SH DEFINED 1 2400
CIENA CORP COM 171779101 523 9100 SH DEFINED 1 9100
CIENA CORP COM 171779101 9654 167900 SH DEFINED 1 167900
CIGNA CORPORATION COM 125509109 2207 27400 SH DEFINED 1 27400
CIGNA CORPORATION COM 125509109 137 1700 SH DEFINED 1 1700
CIGNA CORPORATION COM 125509109 2731 33900 SH DEFINED 1 33900
CINCINNATI FINANCIAL CORP. COM 172062101 758 24300 SH DEFINED 1 24300
CINCINNATI FINANCIAL CORP. COM 172062101 47 1500 SH DEFINED 1 1500
CINCINNATI FINANCIAL CORP. COM 172062101 936 30000 SH DEFINED 1 30000
CINERGY CORPORATION COM 172474108 565 23405 SH DEFINED 1 23405
CINERGY CORPORATION COM 172474108 36 1500 SH DEFINED 1 1500
CINERGY CORPORATION COM 172474108 698 28917 SH DEFINED 1 28917
CINTAS CORPORATION COM 172908105 792 14900 SH DEFINED 1 14900
CINTAS CORPORATION COM 172908105 191 3600 SH DEFINED 1 3600
CINTAS CORPORATION COM 172908105 14817 278900 SH DEFINED 1 278900
CINTAS CORPORATION COM 172908105 361 6800 SH DEFINED 1 6800
CIRCUIT CITY GROUP COM COM 172737108 1334 29600 SH DEFINED 1 29600
CIRCUIT CITY GROUP COM COM 172737108 86 1900 SH DEFINED 1 1900
CIRCUIT CITY GROUP COM COM 172737108 198 4400 SH DEFINED 1 4400
CIRCUIT CITY GROUP COM COM 172737108 2429 53900 SH DEFINED 1 53900
CIRCUIT CITY GROUP COM COM 172737108 1649 36600 SH DEFINED 1 36600
CIRRUS LOGIC INC COM 172755100 28 2100 SH DEFINED 1 2100
CIRRUS LOGIC INC COM 172755100 53 4000 SH DEFINED 1 4000
CISCO SYSTEMS INCORPORATED COM 17275R102 51238 478300 SH DEFINED 1 478300
CISCO SYSTEMS INCORPORATED COM 17275R102 3224 30100 SH DEFINED 1 30100
CISCO SYSTEMS INCORPORATED COM 17275R102 525 4900 SH DEFINED 1 4900
CISCO SYSTEMS INCORPORATED COM 17275R102 2159 20150 SH DEFINED 1 20150
CISCO SYSTEMS INCORPORATED COM 17275R102 1810 16900 SH DEFINED 1 16900
CISCO SYSTEMS INCORPORATED COM 17275R102 26144 244050 SH DEFINED 1 244050
CISCO SYSTEMS INCORPORATED COM 17275R102 16626 155200 SH DEFINED 1 155200
CISCO SYSTEMS INCORPORATED COM 17275R102 63413 591950 SH DEFINED 1 591950
CIT GROUP INC COM 125577106 292 13820 SH DEFINED 1 13820
CIT GROUP INC COM 125577106 3553 168170 SH DEFINED 1 168170
CITADEL COMMUNICATIONS CORP COM 172853202 227 3500 SH DEFINED 1 3500
CITADEL COMMUNICATIONS CORP COM 172853202 1395 21500 SH DEFINED 1 21500
CITIGROUP INC COM 172967101 27608 496882 SH DEFINED 1 496882
CITIGROUP INC COM 172967101 1736 31245 SH DEFINED 1 31245
CITIGROUP INC COM 172967101 353 6350 SH DEFINED 1 6350
CITIGROUP INC COM 172967101 711 12800 SH DEFINED 1 12800
CITIGROUP INC COM 172967101 999 17975 SH DEFINED 1 17975
CITIGROUP INC COM 172967101 8568 154200 SH DEFINED 1 154200
CITIGROUP INC COM 172967101 12413 223400 SH DEFINED 1 223400
CITIGROUP INC COM 172967101 34166 614911 SH DEFINED 1 614911
CITRIX SYSTEMS INC COM 177376100 1587 12900 SH DEFINED 1 12900
CITRIX SYSTEMS INC COM 177376100 98 800 SH DEFINED 1 800
CITRIX SYSTEMS INC COM 177376100 1968 16000 SH DEFINED 1 16000
CITY NATIONAL CORPORATION COM 178566105 49 1500 SH DEFINED 1 1500
CITY NATIONAL CORPORATION COM 178566105 92 2800 SH DEFINED 1 2800
CK WITCO CORP COM 12562C108 52 3878 SH DEFINED 1 3878
CK WITCO CORP COM 12562C108 98 7363 SH DEFINED 1 7363
CLAIRE'S STORES INC. COM 179584107 36 1600 SH DEFINED 1 1600
CLAIRE'S STORES INC. COM 179584107 69 3100 SH DEFINED 1 3100
CLARIFY, INC. COM 180492100 227 1800 SH DEFINED 1 1800
CLARIFY, INC. COM 180492100 1021 8100 SH DEFINED 1 8100
CLAYTON HOMES INC. COM 184190106 43 4700 SH DEFINED 1 4700
CLAYTON HOMES INC. COM 184190106 82 8900 SH DEFINED 1 8900
CLEAR CHANNEL COMMUNICATIONS, COM 184502102 4436 49700 SH DEFINED 1 49700
CLEAR CHANNEL COMMUNICATIONS, COM 184502102 277 3100 SH DEFINED 1 3100
CLEAR CHANNEL COMMUNICATIONS, COM 184502102 1505 16862 SH DEFINED 1 16862
CLEAR CHANNEL COMMUNICATIONS, COM 184502102 27534 308500 SH DEFINED 1 308500
CLEAR CHANNEL COMMUNICATIONS, COM 184502102 5489 61500 SH DEFINED 1 61500
CLECO CORPORATION COM 12561W105 22 700 SH DEFINED 1 700
CLECO CORPORATION COM 12561W105 45 1400 SH DEFINED 1 1400
CLEVELAND-CLIFFS INC. COM 185896107 9 300 SH DEFINED 1 300
CLEVELAND-CLIFFS INC. COM 185896107 22 700 SH DEFINED 1 700
CLOROX COMPANY COM 189054109 1748 34700 SH DEFINED 1 34700
CLOROX COMPANY COM 189054109 111 2200 SH DEFINED 1 2200
CLOROX COMPANY COM 189054109 237 4700 SH DEFINED 1 4700
CLOROX COMPANY COM 189054109 2856 56700 SH DEFINED 1 56700
CLOROX COMPANY COM 189054109 2166 43000 SH DEFINED 1 43000
CMP GROUP COM 125887109 28 1000 SH DEFINED 1 1000
CMP GROUP COM 125887109 55 2000 SH DEFINED 1 2000
CMS ENERGY COM 125896100 543 17400 SH DEFINED 1 17400
CMS ENERGY COM 125896100 34 1100 SH DEFINED 1 1100
CMS ENERGY COM 125896100 671 21500 SH DEFINED 1 21500
CNF TRANSPORTATION INC COM 12612W104 55 1600 SH DEFINED 1 1600
CNF TRANSPORTATION INC COM 12612W104 104 3000 SH DEFINED 1 3000
COASTAL CORP. COM 190441105 1113 31400 SH DEFINED 1 31400
COASTAL CORP. COM 190441105 71 2000 SH DEFINED 1 2000
COASTAL CORP. COM 190441105 1379 38900 SH DEFINED 1 38900
COCA COLA ENTERPRISES INC. COM 191219104 1258 62500 SH DEFINED 1 62500
COCA COLA ENTERPRISES INC. COM 191219104 78 3900 SH DEFINED 1 3900
COCA COLA ENTERPRISES INC. COM 191219104 1558 77400 SH DEFINED 1 77400
COCA-COLA COMPANY COM 191216100 21156 363200 SH DEFINED 1 363200
COCA-COLA COMPANY COM 191216100 1334 22900 SH DEFINED 1 22900
COCA-COLA COMPANY COM 191216100 99 1700 SH DEFINED 1 1700
COCA-COLA COMPANY COM 191216100 146 2500 SH DEFINED 1 2500
COCA-COLA COMPANY COM 191216100 699 12000 SH DEFINED 1 12000
COCA-COLA COMPANY COM 191216100 1759 30200 SH DEFINED 1 30200
COCA-COLA COMPANY COM 191216100 6571 112800 SH DEFINED 1 112800
COCA-COLA COMPANY COM 191216100 26189 449600 SH DEFINED 1 449600
COLGATE-PALMOLIVE CO COM 194162103 5577 85800 SH DEFINED 1 85800
COLGATE-PALMOLIVE CO COM 194162103 351 5400 SH DEFINED 1 5400
COLGATE-PALMOLIVE CO COM 194162103 6897 106100 SH DEFINED 1 106100
COLUMBIA ENERGY GROUP COM 197648108 765 12100 SH DEFINED 1 12100
COLUMBIA ENERGY GROUP COM 197648108 47 750 SH DEFINED 1 750
COLUMBIA ENERGY GROUP COM 197648108 791 12500 SH DEFINED 1 12500
COLUMBIA ENERGY GROUP COM 197648108 9222 145800 SH DEFINED 1 145800
COLUMBIA ENERGY GROUP COM 197648108 946 14950 SH DEFINED 1 14950
COLUMBIA/HCA HEALTHCARE CORPOR COM 197677107 2434 83050 SH DEFINED 1 83050
COLUMBIA/HCA HEALTHCARE CORPOR COM 197677107 152 5200 SH DEFINED 1 5200
COLUMBIA/HCA HEALTHCARE CORPOR COM 197677107 3010 102700 SH DEFINED 1 102700
COMCAST CORP. COM 200300200 5543 110300 SH DEFINED 1 110300
COMCAST CORP. COM 200300200 347 6900 SH DEFINED 1 6900
COMCAST CORP. COM 200300200 6854 136400 SH DEFINED 1 136400
COMDISCO INC. COM 200336105 183 4900 SH DEFINED 1 4900
COMDISCO INC. COM 200336105 350 9400 SH DEFINED 1 9400
COMERICA, INC. COM 200340107 1074 23000 SH DEFINED 1 23000
COMERICA, INC. COM 200340107 68 1450 SH DEFINED 1 1450
COMERICA, INC. COM 200340107 1328 28450 SH DEFINED 1 28450
COMPAQ COMPUTER CORPORATION COM 204493100 6767 250067 SH DEFINED 1 250067
COMPAQ COMPUTER CORPORATION COM 204493100 427 15785 SH DEFINED 1 15785
COMPAQ COMPUTER CORPORATION COM 204493100 373 13800 SH DEFINED 1 13800
COMPAQ COMPUTER CORPORATION COM 204493100 4533 167500 SH DEFINED 1 167500
COMPAQ COMPUTER CORPORATION COM 204493100 8376 309509 SH DEFINED 1 309509
COMPASS BANCSHARES INC. COM 20449H109 83 3700 SH DEFINED 1 3700
COMPASS BANCSHARES INC. COM 20449H109 156 7000 SH DEFINED 1 7000
COMPUSA INC COM 204932107 15 3000 SH DEFINED 1 3000
COMPUSA INC COM 204932107 29 5700 SH DEFINED 1 5700
COMPUTER ASSOCIATES INTL INC. COM 204912109 5533 79112 SH DEFINED 1 79112
COMPUTER ASSOCIATES INTL INC. COM 204912109 350 5000 SH DEFINED 1 5000
COMPUTER ASSOCIATES INTL INC. COM 204912109 6848 97912 SH DEFINED 1 97912
COMPUTER HORIZONS CORP COM 205908106 39 2400 SH DEFINED 1 2400
COMPUTER SCIENCES CORP. COM 205363104 2224 23500 SH DEFINED 1 23500
COMPUTER SCIENCES CORP. COM 205363104 142 1500 SH DEFINED 1 1500
COMPUTER SCIENCES CORP. COM 205363104 2754 29100 SH DEFINED 1 29100
COMPUWARE CORPORATION COM 205638109 1956 52500 SH DEFINED 1 52500
COMPUWARE CORPORATION COM 205638109 123 3300 SH DEFINED 1 3300
COMPUWARE CORPORATION COM 205638109 2421 65000 SH DEFINED 1 65000
COMSAT CORP. COM 20564D107 33 1677 SH DEFINED 1 1677
COMSAT CORP. COM 20564D107 64 3222 SH DEFINED 1 3222
COMVERSE COM 205862402 1491 10300 SH DEFINED 1 10300
COMVERSE COM 205862402 87 600 SH DEFINED 1 600
COMVERSE COM 205862402 217 1500 SH DEFINED 1 1500
COMVERSE COM 205862402 1918 13250 SH DEFINED 1 13250
COMVERSE COM 205862402 35543 245550 SH DEFINED 1 245550
COMVERSE COM 205862402 1838 12700 SH DEFINED 1 12700
CONAGRA INC. COM 205887102 1620 71800 SH DEFINED 1 71800
CONAGRA INC. COM 205887102 102 4500 SH DEFINED 1 4500
CONAGRA INC. COM 205887102 2006 88900 SH DEFINED 1 88900
CONCORD EFS INC. COM 206197105 205 7950 SH DEFINED 1 7950
CONCORD EFS INC. COM 206197105 1010 39225 SH DEFINED 1 39225
CONCORD EFS INC. COM 206197105 518 20100 SH DEFINED 1 20100
CONCORD EFS INC. COM 206197105 171 6650 SH DEFINED 1 6650
CONCORD EFS INC. COM 206197105 5353 207900 SH DEFINED 1 207900
CONCORD EFS INC. COM 206197105 16769 651225 SH DEFINED 1 651225
CONCORD EFS INC. COM 206197105 326 12650 SH DEFINED 1 12650
CONECTIV INC. COM 206829103 50 3000 SH DEFINED 1 3000
CONECTIV INC. COM 206829103 98 5800 SH DEFINED 1 5800
CONEXANT SYSTEMS INC COM 207142100 1420 21400 SH DEFINED 1 21400
CONEXANT SYSTEMS INC COM 207142100 26749 403000 SH DEFINED 1 403000
CONOCO 'B' COM 208251405 2296 92300 SH DEFINED 1 92300
CONOCO 'B' COM 208251405 144 5800 SH DEFINED 1 5800
CONOCO 'B' COM 208251405 147 5900 SH DEFINED 1 5900
CONOCO 'B' COM 208251405 759 30500 SH DEFINED 1 30500
CONOCO 'B' COM 208251405 522 21000 SH DEFINED 1 21000
CONOCO 'B' COM 208251405 9214 370400 SH DEFINED 1 370400
CONOCO 'B' COM 208251405 5236 210500 SH DEFINED 1 210500
CONOCO 'B' COM 208251405 2841 114200 SH DEFINED 1 114200
CONSECO INC COM 208464107 859 48070 SH DEFINED 1 48070
CONSECO INC COM 208464107 54 3033 SH DEFINED 1 3033
CONSECO INC COM 208464107 1064 59537 SH DEFINED 1 59537
CONSOLIDATED EDISON INC COM 209115104 1121 32500 SH DEFINED 1 32500
CONSOLIDATED EDISON INC COM 209115104 69 2000 SH DEFINED 1 2000
CONSOLIDATED EDISON INC COM 209115104 1387 40200 SH DEFINED 1 40200
CONSOLIDATED NATURAL GAS CO COM 209615103 916 14100 SH DEFINED 1 14100
CONSOLIDATED NATURAL GAS CO COM 209615103 58 900 SH DEFINED 1 900
CONSOLIDATED NATURAL GAS CO COM 209615103 1136 17500 SH DEFINED 1 17500
CONSOLIDATED PAPERS INC. COM 209759109 92 2900 SH DEFINED 1 2900
CONSOLIDATED PAPERS INC. COM 209759109 178 5600 SH DEFINED 1 5600
CONSOLIDATED STORES CORP COM 210149100 263 16200 SH DEFINED 1 16200
CONSOLIDATED STORES CORP COM 210149100 16 1000 SH DEFINED 1 1000
CONSOLIDATED STORES CORP COM 210149100 327 20100 SH DEFINED 1 20100
CONSTELLATION ENERGY GROUP COM 210371100 638 22000 SH DEFINED 1 22000
CONSTELLATION ENERGY GROUP COM 210371100 41 1400 SH DEFINED 1 1400
CONSTELLATION ENERGY GROUP COM 210371100 789 27200 SH DEFINED 1 27200
CONVERGYS COM 212485106 151 4900 SH DEFINED 1 4900
CONVERGYS COM 212485106 289 9400 SH DEFINED 1 9400
COOPER CAMERON CORP. COM 216640102 401 8200 SH DEFINED 1 8200
COOPER CAMERON CORP. COM 216640102 4874 99600 SH DEFINED 1 99600
COOPER INDUSTRIES, INC. COM 216669101 562 13900 SH DEFINED 1 13900
COOPER INDUSTRIES, INC. COM 216669101 36 900 SH DEFINED 1 900
COOPER INDUSTRIES, INC. COM 216669101 449 11100 SH DEFINED 1 11100
COOPER INDUSTRIES, INC. COM 216669101 5540 137000 SH DEFINED 1 137000
COOPER INDUSTRIES, INC. COM 216669101 696 17200 SH DEFINED 1 17200
COOPER TIRE & RUBBER COMPANY COM 216831107 174 11200 SH DEFINED 1 11200
COOPER TIRE & RUBBER COMPANY COM 216831107 11 700 SH DEFINED 1 700
COOPER TIRE & RUBBER COMPANY COM 216831107 215 13800 SH DEFINED 1 13800
COPPER MOUNTAIN COM 217510106 468 9600 SH DEFINED 1 9600
COPPER MOUNTAIN COM 217510106 49 1000 SH DEFINED 1 1000
COPPER MOUNTAIN COM 217510106 8629 177000 SH DEFINED 1 177000
COPPER MOUNTAIN COM 217510106 512 10500 SH DEFINED 1 10500
CORDANT TECHNOLOGIES INC. COM 218412104 40 1200 SH DEFINED 1 1200
CORDANT TECHNOLOGIES INC. COM 218412104 76 2300 SH DEFINED 1 2300
CORNING INC COM 219350105 4642 36000 SH DEFINED 1 36000
CORNING INC COM 219350105 297 2300 SH DEFINED 1 2300
CORNING INC COM 219350105 5751 44600 SH DEFINED 1 44600
COSTCO WHOLESALE CORP. COM 22160K105 2961 32451 SH DEFINED 1 32451
COSTCO WHOLESALE CORP. COM 22160K105 183 2000 SH DEFINED 1 2000
COSTCO WHOLESALE CORP. COM 22160K105 164 1800 SH DEFINED 1 1800
COSTCO WHOLESALE CORP. COM 22160K105 566 6200 SH DEFINED 1 6200
COSTCO WHOLESALE CORP. COM 22160K105 5685 62300 SH DEFINED 1 62300
COSTCO WHOLESALE CORP. COM 22160K105 3669 40207 SH DEFINED 1 40207
COUNTRYWIDE CREDIT INDUSTRIES COM 222372104 419 16600 SH DEFINED 1 16600
COUNTRYWIDE CREDIT INDUSTRIES COM 222372104 25 1000 SH DEFINED 1 1000
COUNTRYWIDE CREDIT INDUSTRIES COM 222372104 520 20600 SH DEFINED 1 20600
COVANCE INC COM 222816100 21 1900 SH DEFINED 1 1900
COVANCE INC COM 222816100 39 3600 SH DEFINED 1 3600
CRANE CO. COM 224399105 197 9925 SH DEFINED 1 9925
CRANE CO. COM 224399105 13 650 SH DEFINED 1 650
CRANE CO. COM 224399105 244 12275 SH DEFINED 1 12275
CROWN CASTLE INTERNATIONAL COR COM 228227104 289 9000 SH DEFINED 1 9000
CROWN CASTLE INTERNATIONAL COR COM 228227104 90 2800 SH DEFINED 1 2800
CROWN CASTLE INTERNATIONAL COR COM 228227104 5310 165300 SH DEFINED 1 165300
CROWN CASTLE INTERNATIONAL COR COM 228227104 601 18700 SH DEFINED 1 18700
CROWN CORK & SEAL COMPANY,INC. COM 228255105 403 18000 SH DEFINED 1 18000
CROWN CORK & SEAL COMPANY,INC. COM 228255105 25 1100 SH DEFINED 1 1100
CROWN CORK & SEAL COMPANY,INC. COM 228255105 499 22300 SH DEFINED 1 22300
CSX CORPORATION COM 126408103 1004 32000 SH DEFINED 1 32000
CSX CORPORATION COM 126408103 63 2000 SH DEFINED 1 2000
CSX CORPORATION COM 126408103 1242 39600 SH DEFINED 1 39600
CUMMINS ENGINE COMPANY, INC. COM 231021106 300 6200 SH DEFINED 1 6200
CUMMINS ENGINE COMPANY, INC. COM 231021106 19 400 SH DEFINED 1 400
CUMMINS ENGINE COMPANY, INC. COM 231021106 367 7600 SH DEFINED 1 7600
CVS CORPORATION COM 126650100 2300 57600 SH DEFINED 1 57600
CVS CORPORATION COM 126650100 144 3600 SH DEFINED 1 3600
CVS CORPORATION COM 126650100 2848 71300 SH DEFINED 1 71300
CYMER INC COM 232572107 37 800 SH DEFINED 1 800
CYMER INC COM 232572107 198 4300 SH DEFINED 1 4300
CYMER INC COM 232572107 1173 25500 SH DEFINED 1 25500
CYPRESS SEMICONDUCTOR CORP COM 232806109 110 3400 SH DEFINED 1 3400
CYPRESS SEMICONDUCTOR CORP COM 232806109 210 6500 SH DEFINED 1 6500
CYTEC INDUSTRIES COM 232820100 32 1400 SH DEFINED 1 1400
CYTEC INDUSTRIES COM 232820100 60 2600 SH DEFINED 1 2600
DANA CORPORATION COM 235811106 729 24365 SH DEFINED 1 24365
DANA CORPORATION COM 235811106 47 1578 SH DEFINED 1 1578
DANA CORPORATION COM 235811106 904 30200 SH DEFINED 1 30200
DANAHER COM 235851102 1008 20900 SH DEFINED 1 20900
DANAHER COM 235851102 63 1300 SH DEFINED 1 1300
DANAHER COM 235851102 1250 25900 SH DEFINED 1 25900
DARDEN RESTAURANT INC COM 237194105 352 19400 SH DEFINED 1 19400
DARDEN RESTAURANT INC COM 237194105 22 1200 SH DEFINED 1 1200
DARDEN RESTAURANT INC COM 237194105 437 24100 SH DEFINED 1 24100
DAVID'S BRIDAL INC COM 238576102 38 3400 SH DEFINED 1 3400
DAVID'S BRIDAL INC COM 238576102 57 5100 SH DEFINED 1 5100
DAVID'S BRIDAL INC COM 238576102 630 56300 SH DEFINED 1 56300
DAYTON HUDSON CORPORATION COM 239753106 4773 65000 SH DEFINED 1 65000
DAYTON HUDSON CORPORATION COM 239753106 301 4100 SH DEFINED 1 4100
DAYTON HUDSON CORPORATION COM 239753106 154 2100 SH DEFINED 1 2100
DAYTON HUDSON CORPORATION COM 239753106 551 7500 SH DEFINED 1 7500
DAYTON HUDSON CORPORATION COM 239753106 4920 67000 SH DEFINED 1 67000
DAYTON HUDSON CORPORATION COM 239753106 5912 80500 SH DEFINED 1 80500
DBS HOLDINGS COM 617520300 79 8000 SH DEFINED 1 8000
DEAN FOODS CO. COM 242361103 52 1300 SH DEFINED 1 1300
DEAN FOODS CO. COM 242361103 95 2400 SH DEFINED 1 2400
DEERE & COMPANY COM 244199105 1492 34400 SH DEFINED 1 34400
DEERE & COMPANY COM 244199105 95 2200 SH DEFINED 1 2200
DEERE & COMPANY COM 244199105 291 6700 SH DEFINED 1 6700
DEERE & COMPANY COM 244199105 3596 82900 SH DEFINED 1 82900
DEERE & COMPANY COM 244199105 1843 42500 SH DEFINED 1 42500
DELL COMPUTER CORP. COM 247025109 19064 373800 SH DEFINED 1 373800
DELL COMPUTER CORP. COM 247025109 1199 23500 SH DEFINED 1 23500
DELL COMPUTER CORP. COM 247025109 122 2400 SH DEFINED 1 2400
DELL COMPUTER CORP. COM 247025109 306 6000 SH DEFINED 1 6000
DELL COMPUTER CORP. COM 247025109 439 8600 SH DEFINED 1 8600
DELL COMPUTER CORP. COM 247025109 3733 73200 SH DEFINED 1 73200
DELL COMPUTER CORP. COM 247025109 4427 86800 SH DEFINED 1 86800
DELL COMPUTER CORP. COM 247025109 23593 462600 SH DEFINED 1 462600
DELPHI AUTOMOTIVE SYSTEMS CORP COM 247126105 1310 83144 SH DEFINED 1 83144
DELPHI AUTOMOTIVE SYSTEMS CORP COM 247126105 82 5204 SH DEFINED 1 5204
DELPHI AUTOMOTIVE SYSTEMS CORP COM 247126105 1620 102837 SH DEFINED 1 102837
DELTA AIR LINES INC COM 247361108 1026 20600 SH DEFINED 1 20600
DELTA AIR LINES INC COM 247361108 65 1300 SH DEFINED 1 1300
DELTA AIR LINES INC COM 247361108 1275 25600 SH DEFINED 1 25600
DELUXE CORP. COM 248019101 307 11200 SH DEFINED 1 11200
DELUXE CORP. COM 248019101 19 700 SH DEFINED 1 700
DELUXE CORP. COM 248019101 379 13800 SH DEFINED 1 13800
DENTSPLY INTERNATIONAL INC. COM 249030107 40 1700 SH DEFINED 1 1700
DENTSPLY INTERNATIONAL INC. COM 249030107 78 3300 SH DEFINED 1 3300
DEVON ENERGY CORPORATION COM 25179M103 85 2600 SH DEFINED 1 2600
DEVON ENERGY CORPORATION COM 25179M103 161 4900 SH DEFINED 1 4900
DEVRY INC COM 251893103 41 2200 SH DEFINED 1 2200
DEVRY INC COM 251893103 80 4300 SH DEFINED 1 4300
DEXTER CORPORATION COM 252165105 28 700 SH DEFINED 1 700
DEXTER CORPORATION COM 252165105 56 1400 SH DEFINED 1 1400
DIAL CORP. COM 25247D101 175 7200 SH DEFINED 1 7200
DIAL CORP. COM 25247D101 620 25500 SH DEFINED 1 25500
DIAL CORP. COM 25247D101 80 3300 SH DEFINED 1 3300
DIAL CORP. COM 25247D101 6146 252800 SH DEFINED 1 252800
DIAL CORP. COM 25247D101 153 6300 SH DEFINED 1 6300
DIEBOLD INC COM 253651103 52 2200 SH DEFINED 1 2200
DIEBOLD INC COM 253651103 101 4300 SH DEFINED 1 4300
DILLARDS INC CL A COM 254067101 317 15700 SH DEFINED 1 15700
DILLARDS INC CL A COM 254067101 20 1000 SH DEFINED 1 1000
DILLARDS INC CL A COM 254067101 394 19500 SH DEFINED 1 19500
DIME BANCORP INC NEW COM 25429Q102 166 11000 SH DEFINED 1 11000
DIME BANCORP INC NEW COM 25429Q102 56 3700 SH DEFINED 1 3700
DIME BANCORP INC NEW COM 25429Q102 2040 134900 SH DEFINED 1 134900
DIME BANCORP INC NEW COM 25429Q102 106 7000 SH DEFINED 1 7000
DOLE FOOD COMPANY INC. COM 256605106 29 1800 SH DEFINED 1 1800
DOLE FOOD COMPANY INC. COM 256605106 57 3500 SH DEFINED 1 3500
DOLLAR GENERAL CORP COM 256669102 752 33068 SH DEFINED 1 33068
DOLLAR GENERAL CORP COM 256669102 48 2112 SH DEFINED 1 2112
DOLLAR GENERAL CORP COM 256669102 931 40943 SH DEFINED 1 40943
DOLLAR TREE STORES, INC. COM 256747106 494 10200 SH DEFINED 1 10200
DOLLAR TREE STORES, INC. COM 256747106 97 2000 SH DEFINED 1 2000
DOLLAR TREE STORES, INC. COM 256747106 73 1500 SH DEFINED 1 1500
DOLLAR TREE STORES, INC. COM 256747106 9290 191800 SH DEFINED 1 191800
DOLLAR TREE STORES, INC. COM 256747106 184 3800 SH DEFINED 1 3800
DOLLAR TREE STORES, INC. COM 256747106 760 15700 SH DEFINED 1 15700
DOMINION RESOURCES INC. COM 257470104 1107 28200 SH DEFINED 1 28200
DOMINION RESOURCES INC. COM 257470104 71 1800 SH DEFINED 1 1800
DOMINION RESOURCES INC. COM 257470104 1374 35000 SH DEFINED 1 35000
DONALDSON COM 257651109 36 1500 SH DEFINED 1 1500
DONALDSON COM 257651109 67 2800 SH DEFINED 1 2800
DOVER CORPORATION COM 260003108 1393 30700 SH DEFINED 1 30700
DOVER CORPORATION COM 260003108 86 1900 SH DEFINED 1 1900
DOVER CORPORATION COM 260003108 1720 37900 SH DEFINED 1 37900
DOW CHEMICAL COMPANY COM 260543103 4329 32400 SH DEFINED 1 32400
DOW CHEMICAL COMPANY COM 260543103 267 2000 SH DEFINED 1 2000
DOW CHEMICAL COMPANY COM 260543103 5358 40100 SH DEFINED 1 40100
DOW JONES & COMPANY, INC. COM 260561105 911 13400 SH DEFINED 1 13400
DOW JONES & COMPANY, INC. COM 260561105 54 800 SH DEFINED 1 800
DOW JONES & COMPANY, INC. COM 260561105 1122 16500 SH DEFINED 1 16500
DPL INCORPORATED COM 233293109 88 5100 SH DEFINED 1 5100
DPL INCORPORATED COM 233293109 170 9800 SH DEFINED 1 9800
DQE INCORP COM 23329J104 83 2400 SH DEFINED 1 2400
DQE INCORP COM 23329J104 159 4600 SH DEFINED 1 4600
DREYERS GRAND ICE CREAM INC COM 261878102 15 900 SH DEFINED 1 900
DREYERS GRAND ICE CREAM INC COM 261878102 29 1700 SH DEFINED 1 1700
DST SYSTEMS, INC. COM 233326107 137 1800 SH DEFINED 1 1800
DST SYSTEMS, INC. COM 233326107 1213 15900 SH DEFINED 1 15900
DST SYSTEMS, INC. COM 233326107 153 2000 SH DEFINED 1 2000
DST SYSTEMS, INC. COM 233326107 23138 303200 SH DEFINED 1 303200
DST SYSTEMS, INC. COM 233326107 298 3900 SH DEFINED 1 3900
DTE ENERGY COMPANY COM 233331107 668 21300 SH DEFINED 1 21300
DTE ENERGY COMPANY COM 233331107 41 1300 SH DEFINED 1 1300
DTE ENERGY COMPANY COM 233331107 232 7400 SH DEFINED 1 7400
DTE ENERGY COMPANY COM 233331107 2830 90200 SH DEFINED 1 90200
DTE ENERGY COMPANY COM 233331107 828 26400 SH DEFINED 1 26400
DUKE ENERGY COMPANY COM 264399106 2690 53671 SH DEFINED 1 53671
DUKE ENERGY COMPANY COM 264399106 167 3331 SH DEFINED 1 3331
DUKE ENERGY COMPANY COM 264399106 3332 66465 SH DEFINED 1 66465
DUN & BRADSTREET CORPORATI COM 26483B106 699 23700 SH DEFINED 1 23700
DUN & BRADSTREET CORPORATI COM 26483B106 44 1500 SH DEFINED 1 1500
DUN & BRADSTREET CORPORATI COM 26483B106 864 29300 SH DEFINED 1 29300
DYCOM INDUSTRIES COM 267475101 88 2000 SH DEFINED 1 2000
DYCOM INDUSTRIES COM 267475101 709 16100 SH DEFINED 1 16100
E*TRADE GROUP COM 269246104 199 7600 SH DEFINED 1 7600
E*TRADE GROUP COM 269246104 379 14500 SH DEFINED 1 14500
E.I. DU PONT DE NEMOURS & COMP COM 263534109 10112 153500 SH DEFINED 1 153500
E.I. DU PONT DE NEMOURS & COMP COM 263534109 639 9700 SH DEFINED 1 9700
E.I. DU PONT DE NEMOURS & COMP COM 263534109 12510 189900 SH DEFINED 1 189900
EASTERN ENTERPRISES COM 27637F100 224 3900 SH DEFINED 1 3900
EASTERN ENTERPRISES COM 27637F100 11 200 SH DEFINED 1 200
EASTERN ENTERPRISES COM 27637F100 281 4900 SH DEFINED 1 4900
EASTMAN CHEMICAL COMPANY COM 277432100 547 11475 SH DEFINED 1 11475
EASTMAN CHEMICAL COMPANY COM 277432100 33 700 SH DEFINED 1 700
EASTMAN CHEMICAL COMPANY COM 277432100 678 14225 SH DEFINED 1 14225
EASTMAN KODAK COMPANY COM 277461109 3087 46600 SH DEFINED 1 46600
EASTMAN KODAK COMPANY COM 277461109 192 2900 SH DEFINED 1 2900
EASTMAN KODAK COMPANY COM 277461109 3816 57600 SH DEFINED 1 57600
EATON CORPORATION COM 278058102 770 10600 SH DEFINED 1 10600
EATON CORPORATION COM 278058102 51 700 SH DEFINED 1 700
EATON CORPORATION COM 278058102 951 13100 SH DEFINED 1 13100
ECOLAB, INC. COM 278865100 743 19000 SH DEFINED 1 19000
ECOLAB, INC. COM 278865100 47 1200 SH DEFINED 1 1200
ECOLAB, INC. COM 278865100 227 5800 SH DEFINED 1 5800
ECOLAB, INC. COM 278865100 822 21000 SH DEFINED 1 21000
ECOLAB, INC. COM 278865100 7978 203900 SH DEFINED 1 203900
ECOLAB, INC. COM 278865100 923 23600 SH DEFINED 1 23600
EDISON INTERNATIONAL COM 281020107 1338 51100 SH DEFINED 1 51100
EDISON INTERNATIONAL COM 281020107 84 3200 SH DEFINED 1 3200
EDISON INTERNATIONAL COM 281020107 1655 63200 SH DEFINED 1 63200
EDWARDS (A.G.) INC. COM 281760108 96 3000 SH DEFINED 1 3000
EDWARDS (A.G.) INC. COM 281760108 186 5800 SH DEFINED 1 5800
EL PASO ENERGY CORP COM 283905107 1300 33500 SH DEFINED 1 33500
EL PASO ENERGY CORP COM 283905107 82 2100 SH DEFINED 1 2100
EL PASO ENERGY CORP COM 283905107 1611 41500 SH DEFINED 1 41500
ELAN CORPORATION COM 284131208 425 14400 SH DEFINED 1 14400
ELAN CORPORATION COM 284131208 7781 263755 SH DEFINED 1 263755
ELECTRONIC ARTS COM 285512109 655 7800 SH DEFINED 1 7800
ELECTRONIC ARTS COM 285512109 168 2000 SH DEFINED 1 2000
ELECTRONIC ARTS COM 285512109 10870 129400 SH DEFINED 1 129400
ELECTRONIC ARTS COM 285512109 319 3800 SH DEFINED 1 3800
ELECTRONIC DATA SYSTEMS COM 285661104 4853 72500 SH DEFINED 1 72500
ELECTRONIC DATA SYSTEMS COM 285661104 308 4600 SH DEFINED 1 4600
ELECTRONIC DATA SYSTEMS COM 285661104 234 3500 SH DEFINED 1 3500
ELECTRONIC DATA SYSTEMS COM 285661104 843 12600 SH DEFINED 1 12600
ELECTRONIC DATA SYSTEMS COM 285661104 8320 124300 SH DEFINED 1 124300
ELECTRONIC DATA SYSTEMS COM 285661104 6011 89800 SH DEFINED 1 89800
ELI LILLY & COMPANY COM 532457108 10693 160800 SH DEFINED 1 160800
ELI LILLY & COMPANY COM 532457108 672 10100 SH DEFINED 1 10100
ELI LILLY & COMPANY COM 532457108 133 2000 SH DEFINED 1 2000
ELI LILLY & COMPANY COM 532457108 452 6800 SH DEFINED 1 6800
ELI LILLY & COMPANY COM 532457108 472 7100 SH DEFINED 1 7100
ELI LILLY & COMPANY COM 532457108 5586 84000 SH DEFINED 1 84000
ELI LILLY & COMPANY COM 532457108 4316 64900 SH DEFINED 1 64900
ELI LILLY & COMPANY COM 532457108 13234 199000 SH DEFINED 1 199000
EMC CORPORATION COM 268648102 16283 149043 SH DEFINED 1 149043
EMC CORPORATION COM 268648102 1022 9356 SH DEFINED 1 9356
EMC CORPORATION COM 268648102 164 1500 SH DEFINED 1 1500
EMC CORPORATION COM 268648102 601 5500 SH DEFINED 1 5500
EMC CORPORATION COM 268648102 601 5500 SH DEFINED 1 5500
EMC CORPORATION COM 268648102 7353 67300 SH DEFINED 1 67300
EMC CORPORATION COM 268648102 5987 54800 SH DEFINED 1 54800
EMC CORPORATION COM 268648102 20161 184537 SH DEFINED 1 184537
EMERSON ELECTRIC CO COM 291011104 3666 63900 SH DEFINED 1 63900
EMERSON ELECTRIC CO COM 291011104 230 4000 SH DEFINED 1 4000
EMERSON ELECTRIC CO COM 291011104 3408 59400 SH DEFINED 1 59400
EMERSON ELECTRIC CO COM 291011104 4538 79100 SH DEFINED 1 79100
ENERGY EAST COM 29266M109 77 3700 SH DEFINED 1 3700
ENERGY EAST COM 29266M109 148 7100 SH DEFINED 1 7100
ENGAGE TECHNOLOGIES INC COM 292827102 204 3400 SH DEFINED 1 3400
ENGAGE TECHNOLOGIES INC COM 292827102 1002 16700 SH DEFINED 1 16700
ENGELHARD CORP. COM 292845104 349 18500 SH DEFINED 1 18500
ENGELHARD CORP. COM 292845104 23 1200 SH DEFINED 1 1200
ENGELHARD CORP. COM 292845104 432 22900 SH DEFINED 1 22900
ENRON CORP COM 293561106 4659 105000 SH DEFINED 1 105000
ENRON CORP COM 293561106 293 6600 SH DEFINED 1 6600
ENRON CORP COM 293561106 302 6800 SH DEFINED 1 6800
ENRON CORP COM 293561106 1083 24400 SH DEFINED 1 24400
ENRON CORP COM 293561106 11183 252000 SH DEFINED 1 252000
ENRON CORP COM 293561106 5769 130000 SH DEFINED 1 130000
ENSCO INTERNATIONAL INCORPORAT COM 26874Q100 101 4400 SH DEFINED 1 4400
ENSCO INTERNATIONAL INCORPORAT COM 26874Q100 194 8500 SH DEFINED 1 8500
ENTERCOM COM 293639100 660 10000 SH DEFINED 1 10000
ENTERCOM COM 293639100 12606 191000 SH DEFINED 1 191000
ENTERGY CORPORATION COM 29364G103 935 36300 SH DEFINED 1 36300
ENTERGY CORPORATION COM 29364G103 59 2300 SH DEFINED 1 2300
ENTERGY CORPORATION COM 29364G103 1156 44900 SH DEFINED 1 44900
EOG RESOURCES COM 26875P101 133 7600 SH DEFINED 1 7600
EOG RESOURCES COM 26875P101 474 27000 SH DEFINED 1 27000
EOG RESOURCES COM 26875P101 4742 270000 SH DEFINED 1 270000
EPCOS COM 578599300 226 3000 SH DEFINED 1 3000
EQUIFAX INC COM 294429105 497 21100 SH DEFINED 1 21100
EQUIFAX INC COM 294429105 31 1300 SH DEFINED 1 1300
EQUIFAX INC COM 294429105 617 26200 SH DEFINED 1 26200
ETEC SYSTEMS INC COM 26922C103 54 1200 SH DEFINED 1 1200
ETEC SYSTEMS INC COM 26922C103 664 14800 SH DEFINED 1 14800
ETEC SYSTEMS INC COM 26922C103 153 3400 SH DEFINED 1 3400
ETEC SYSTEMS INC COM 26922C103 9850 219500 SH DEFINED 1 219500
ETEC SYSTEMS INC COM 26922C103 978 21800 SH DEFINED 1 21800
ETHYL CORPORATION COM 297659104 9 2200 SH DEFINED 1 2200
ETHYL CORPORATION COM 297659104 20 5200 SH DEFINED 1 5200
ETOYS INC COM 297862104 50 1900 SH DEFINED 1 1900
ETOYS INC COM 297862104 310 11800 SH DEFINED 1 11800
ETOYS INC COM 297862104 179 6800 SH DEFINED 1 6800
ETOYS INC COM 297862104 1788 68100 SH DEFINED 1 68100
ETOYS INC COM 297862104 5738 218600 SH DEFINED 1 218600
EVEREST REINSURANCE HOLDINGS I COM 299808105 36 1600 SH DEFINED 1 1600
EVEREST REINSURANCE HOLDINGS I COM 299808105 67 3000 SH DEFINED 1 3000
EXPEDITORS INTL WASH INC COM 302130109 35 800 SH DEFINED 1 800
EXPEDITORS INTL WASH INC COM 302130109 377 8600 SH DEFINED 1 8600
EXPEDITORS INTL WASH INC COM 302130109 7006 159900 SH DEFINED 1 159900
EXXON MOBILE CORP COM 30231G102 41028 509273 SH DEFINED 1 509273
EXXON MOBILE CORP COM 30231G102 2586 32105 SH DEFINED 1 32105
EXXON MOBILE CORP COM 30231G102 235 2920 SH DEFINED 1 2920
EXXON MOBILE CORP COM 30231G102 1574 19538 SH DEFINED 1 19538
EXXON MOBILE CORP COM 30231G102 797 9892 SH DEFINED 1 9892
EXXON MOBILE CORP COM 30231G102 19144 237627 SH DEFINED 1 237627
EXXON MOBILE CORP COM 30231G102 7796 96767 SH DEFINED 1 96767
EXXON MOBILE CORP COM 30231G102 50769 630185 SH DEFINED 1 630185
FAMILY DOLLAR STORES COM 307000109 91 5600 SH DEFINED 1 5600
FAMILY DOLLAR STORES COM 307000109 175 10700 SH DEFINED 1 10700
FASTENAL CO. COM 311900104 54 1200 SH DEFINED 1 1200
FASTENAL CO. COM 311900104 103 2300 SH DEFINED 1 2300
FDX CORPORATION COM 31304N107 1791 43740 SH DEFINED 1 43740
FDX CORPORATION COM 31304N107 111 2720 SH DEFINED 1 2720
FDX CORPORATION COM 31304N107 74 1800 SH DEFINED 1 1800
FDX CORPORATION COM 31304N107 303 7400 SH DEFINED 1 7400
FDX CORPORATION COM 31304N107 2333 57000 SH DEFINED 1 57000
FDX CORPORATION COM 31304N107 2216 54120 SH DEFINED 1 54120
FEDERAL NATIONAL MORTGAGE ASSO COM 313586109 9416 150800 SH DEFINED 1 150800
FEDERAL NATIONAL MORTGAGE ASSO COM 313586109 593 9500 SH DEFINED 1 9500
FEDERAL NATIONAL MORTGAGE ASSO COM 313586109 287 4600 SH DEFINED 1 4600
FEDERAL NATIONAL MORTGAGE ASSO COM 313586109 3690 59100 SH DEFINED 1 59100
FEDERAL NATIONAL MORTGAGE ASSO COM 313586109 11651 186600 SH DEFINED 1 186600
FEDERAL SIGNAL COM 313855108 24 1500 SH DEFINED 1 1500
FEDERAL SIGNAL COM 313855108 45 2800 SH DEFINED 1 2800
FEDERAL-MOGUL COM 313549107 46 2300 SH DEFINED 1 2300
FEDERAL-MOGUL COM 313549107 89 4400 SH DEFINED 1 4400
FEDERATED DEPARTMENT STORES, I COM 31410H101 1552 30700 SH DEFINED 1 30700
FEDERATED DEPARTMENT STORES, I COM 31410H101 96 1900 SH DEFINED 1 1900
FEDERATED DEPARTMENT STORES, I COM 31410H101 465 9200 SH DEFINED 1 9200
FEDERATED DEPARTMENT STORES, I COM 31410H101 5628 111300 SH DEFINED 1 111300
FEDERATED DEPARTMENT STORES, I COM 31410H101 1921 38000 SH DEFINED 1 38000
FERRO COM 315405100 24 1100 SH DEFINED 1 1100
FERRO COM 315405100 48 2200 SH DEFINED 1 2200
FHLMC COM 313400301 4814 102300 SH DEFINED 1 102300
FHLMC COM 313400301 301 6400 SH DEFINED 1 6400
FHLMC COM 313400301 5958 126600 SH DEFINED 1 126600
FIFTH THIRD BANCORP COM 316773100 3256 44375 SH DEFINED 1 44375
FIFTH THIRD BANCORP COM 316773100 207 2825 SH DEFINED 1 2825
FIFTH THIRD BANCORP COM 316773100 139 1900 SH DEFINED 1 1900
FIFTH THIRD BANCORP COM 316773100 492 6700 SH DEFINED 1 6700
FIFTH THIRD BANCORP COM 316773100 5378 73300 SH DEFINED 1 73300
FIFTH THIRD BANCORP COM 316773100 4034 54975 SH DEFINED 1 54975
FINANCIAL SEC ASSURN HLDGS LTD COM 31769P100 156 3000 SH DEFINED 1 3000
FINOVA GROUP COM 317928109 71 2000 SH DEFINED 1 2000
FINOVA GROUP COM 317928109 135 3800 SH DEFINED 1 3800
FIRST DATA CORPORATION COM 319963104 3112 63100 SH DEFINED 1 63100
FIRST DATA CORPORATION COM 319963104 197 4000 SH DEFINED 1 4000
FIRST DATA CORPORATION COM 319963104 3851 78100 SH DEFINED 1 78100
FIRST ENERGY CORPORATION COM 337932107 780 34400 SH DEFINED 1 34400
FIRST ENERGY CORPORATION COM 337932107 50 2200 SH DEFINED 1 2200
FIRST ENERGY CORPORATION COM 337932107 966 42600 SH DEFINED 1 42600
FIRST HEALTH GROUP COM 320960107 43 1600 SH DEFINED 1 1600
FIRST HEALTH GROUP COM 320960107 83 3100 SH DEFINED 1 3100
FIRST SECURITY COM 336294103 161 6300 SH DEFINED 1 6300
FIRST SECURITY COM 336294103 306 12000 SH DEFINED 1 12000
FIRST TENNESSEE NATL CORP COM 337162101 120 4200 SH DEFINED 1 4200
FIRST TENNESSEE NATL CORP COM 337162101 231 8100 SH DEFINED 1 8100
FIRST UNION CORPORATION COM 337358105 4616 140686 SH DEFINED 1 140686
FIRST UNION CORPORATION COM 337358105 289 8820 SH DEFINED 1 8820
FIRST UNION CORPORATION COM 337358105 814 24800 SH DEFINED 1 24800
FIRST UNION CORPORATION COM 337358105 9893 301500 SH DEFINED 1 301500
FIRST UNION CORPORATION COM 337358105 5714 174152 SH DEFINED 1 174152
FIRST VIRGINIA BANKS INC COM 337477103 69 1600 SH DEFINED 1 1600
FIRST VIRGINIA BANKS INC COM 337477103 133 3100 SH DEFINED 1 3100
FIRSTAR CORPORATION NEW COM 33763V109 3060 144829 SH DEFINED 1 144829
FIRSTAR CORPORATION NEW COM 33763V109 193 9136 SH DEFINED 1 9136
FIRSTAR CORPORATION NEW COM 33763V109 3787 179265 SH DEFINED 1 179265
FIRSTMERIT CORP COM 337915102 67 2900 SH DEFINED 1 2900
FIRSTMERIT CORP COM 337915102 129 5600 SH DEFINED 1 5600
FISERV COM 337738108 388 10125 SH DEFINED 1 10125
FISERV COM 337738108 942 24586 SH DEFINED 1 24586
FISERV COM 337738108 1353 35325 SH DEFINED 1 35325
FISERV COM 337738108 153 4000 SH DEFINED 1 4000
FISERV COM 337738108 10209 266475 SH DEFINED 1 266475
FISERV COM 337738108 17193 448750 SH DEFINED 1 448750
FISERV COM 337738108 293 7650 SH DEFINED 1 7650
FLEETWOOD ENTERPRISES, INC. COM 339099103 101 4900 SH DEFINED 1 4900
FLEETWOOD ENTERPRISES, INC. COM 339099103 6 300 SH DEFINED 1 300
FLEETWOOD ENTERPRISES, INC. COM 339099103 126 6100 SH DEFINED 1 6100
FLORIDA PROGRESS CORPORATION COM 341109106 609 14400 SH DEFINED 1 14400
FLORIDA PROGRESS CORPORATION COM 341109106 38 900 SH DEFINED 1 900
FLORIDA PROGRESS CORPORATION COM 341109106 757 17900 SH DEFINED 1 17900
FLOWERS INDUSTRIES INC COM 343496105 51 3200 SH DEFINED 1 3200
FLOWERS INDUSTRIES INC COM 343496105 99 6200 SH DEFINED 1 6200
FLOWSERVE COM 34354P105 20 1200 SH DEFINED 1 1200
FLOWSERVE COM 34354P105 39 2300 SH DEFINED 1 2300
FLUOR CORPORATION COM 343861100 514 11200 SH DEFINED 1 11200
FLUOR CORPORATION COM 343861100 32 700 SH DEFINED 1 700
FLUOR CORPORATION COM 343861100 633 13800 SH DEFINED 1 13800
FMC CORPORATION COM 302491303 269 4700 SH DEFINED 1 4700
FMC CORPORATION COM 302491303 17 300 SH DEFINED 1 300
FMC CORPORATION COM 302491303 332 5800 SH DEFINED 1 5800
FORD MOTOR COMPANY COM 345370100 9512 178000 SH DEFINED 1 178000
FORD MOTOR COMPANY COM 345370100 599 11200 SH DEFINED 1 11200
FORD MOTOR COMPANY COM 345370100 107 2000 SH DEFINED 1 2000
FORD MOTOR COMPANY COM 345370100 363 6800 SH DEFINED 1 6800
FORD MOTOR COMPANY COM 345370100 4970 93000 SH DEFINED 1 93000
FORD MOTOR COMPANY COM 345370100 11772 220300 SH DEFINED 1 220300
FOREST LABORATORIES INC. COM 345838106 934 15200 SH DEFINED 1 15200
FOREST LABORATORIES INC. COM 345838106 166 2700 SH DEFINED 1 2700
FOREST LABORATORIES INC. COM 345838106 11348 184700 SH DEFINED 1 184700
FOREST LABORATORIES INC. COM 345838106 313 5100 SH DEFINED 1 5100
FORRESTER RESEARCH COM 346563109 96 1400 SH DEFINED 1 1400
FORRESTER RESEARCH COM 346563109 682 9900 SH DEFINED 1 9900
FORT JAMES CORPORATION COM 347471104 890 32500 SH DEFINED 1 32500
FORT JAMES CORPORATION COM 347471104 55 2000 SH DEFINED 1 2000
FORT JAMES CORPORATION COM 347471104 1100 40200 SH DEFINED 1 40200
FORTUNE BRANDS INC COM 349631101 810 24500 SH DEFINED 1 24500
FORTUNE BRANDS INC COM 349631101 50 1500 SH DEFINED 1 1500
FORTUNE BRANDS INC COM 349631101 1002 30300 SH DEFINED 1 30300
FOSTER WHEELER CORPORATION COM 350244109 53 6000 SH DEFINED 1 6000
FOSTER WHEELER CORPORATION COM 350244109 4 400 SH DEFINED 1 400
FOSTER WHEELER CORPORATION COM 350244109 66 7400 SH DEFINED 1 7400
FOUNDATION HEALTH SYSTEM COM 350404109 39 3900 SH DEFINED 1 3900
FOUNDATION HEALTH SYSTEM COM 350404109 75 7500 SH DEFINED 1 7500
FOUNDRY NETWORKS INC. COM 35063R100 453 1500 SH DEFINED 1 1500
FOUNDRY NETWORKS INC. COM 35063R100 8146 27000 SH DEFINED 1 27000
FPL GROUP, INC. COM 302571104 1130 26400 SH DEFINED 1 26400
FPL GROUP, INC. COM 302571104 73 1700 SH DEFINED 1 1700
FPL GROUP, INC. COM 302571104 1396 32600 SH DEFINED 1 32600
FRANKLIN RESOURCES COM 354613101 1190 37100 SH DEFINED 1 37100
FRANKLIN RESOURCES COM 354613101 74 2300 SH DEFINED 1 2300
FRANKLIN RESOURCES COM 354613101 1472 45900 SH DEFINED 1 45900
FREEPORT-MCMORAN COPPER & GOLD COM 35671D857 507 24000 SH DEFINED 1 24000
FREEPORT-MCMORAN COPPER & GOLD COM 35671D857 32 1500 SH DEFINED 1 1500
FREEPORT-MCMORAN COPPER & GOLD COM 35671D857 630 29800 SH DEFINED 1 29800
FREESHOP COM 356873109 230 4800 SH DEFINED 1 4800
FREESHOP COM 356873109 1483 30900 SH DEFINED 1 30900
FUJI BANK COM 635628000 2 25000 SH DEFINED 1 25000
FULLER (H.B.) COM 359694106 28 500 SH DEFINED 1 500
FULLER (H.B.) COM 359694106 50 900 SH DEFINED 1 900
FURNITURE BRANDS INT COM 360921100 37 1700 SH DEFINED 1 1700
FURNITURE BRANDS INT COM 360921100 70 3200 SH DEFINED 1 3200
GANNET COMPANY INC. COM 364730101 3352 41100 SH DEFINED 1 41100
GANNET COMPANY INC. COM 364730101 212 2600 SH DEFINED 1 2600
GANNET COMPANY INC. COM 364730101 4152 50900 SH DEFINED 1 50900
GAP, INC. COM 364760108 5802 126125 SH DEFINED 1 126125
GAP, INC. COM 364760108 366 7962 SH DEFINED 1 7962
GAP, INC. COM 364760108 46 1000 SH DEFINED 1 1000
GAP, INC. COM 364760108 248 5400 SH DEFINED 1 5400
GAP, INC. COM 364760108 140 3050 SH DEFINED 1 3050
GAP, INC. COM 364760108 3064 66600 SH DEFINED 1 66600
GAP, INC. COM 364760108 1396 30350 SH DEFINED 1 30350
GAP, INC. COM 364760108 7179 156075 SH DEFINED 1 156075
GARTNER GROUP INC - CLASS B COM 366651206 39 2800 SH DEFINED 1 2800
GARTNER GROUP INC - CLASS B COM 366651206 75 5400 SH DEFINED 1 5400
GASONICS INTERNATIONAL CORP. COM 367278108 87 4400 SH DEFINED 1 4400
GATEWAY INC COM 367626108 3322 46100 SH DEFINED 1 46100
GATEWAY INC COM 367626108 209 2900 SH DEFINED 1 2900
GATEWAY INC COM 367626108 4108 57000 SH DEFINED 1 57000
GATX CORPORATION COM 361448103 54 1600 SH DEFINED 1 1600
GATX CORPORATION COM 361448103 105 3100 SH DEFINED 1 3100
GEMSTAR INTERNATIONAL GROUP LI COM G3788V106 2143 30082 SH DEFINED 1 30082
GEMSTAR INTERNATIONAL GROUP LI COM G3788V106 39173 549800 SH DEFINED 1 549800
GENERAL DYNAMICS CORPORATION COM 369550108 1546 29300 SH DEFINED 1 29300
GENERAL DYNAMICS CORPORATION COM 369550108 95 1800 SH DEFINED 1 1800
GENERAL DYNAMICS CORPORATION COM 369550108 1915 36300 SH DEFINED 1 36300
GENERAL ELECTRIC COMPANY COM 369604103 74682 482600 SH DEFINED 1 482600
GENERAL ELECTRIC COMPANY COM 369604103 4704 30400 SH DEFINED 1 30400
GENERAL ELECTRIC COMPANY COM 369604103 542 3500 SH DEFINED 1 3500
GENERAL ELECTRIC COMPANY COM 369604103 604 3900 SH DEFINED 1 3900
GENERAL ELECTRIC COMPANY COM 369604103 1919 12400 SH DEFINED 1 12400
GENERAL ELECTRIC COMPANY COM 369604103 7320 47300 SH DEFINED 1 47300
GENERAL ELECTRIC COMPANY COM 369604103 17719 114500 SH DEFINED 1 114500
GENERAL ELECTRIC COMPANY COM 369604103 92417 597200 SH DEFINED 1 597200
GENERAL INSTRUMENT CORPORATION COM 370120107 2168 25500 SH DEFINED 1 25500
GENERAL INSTRUMENT CORPORATION COM 370120107 136 1600 SH DEFINED 1 1600
GENERAL INSTRUMENT CORPORATION COM 370120107 2686 31600 SH DEFINED 1 31600
GENERAL MILLS, INC. COM 370334104 1609 45000 SH DEFINED 1 45000
GENERAL MILLS, INC. COM 370334104 100 2800 SH DEFINED 1 2800
GENERAL MILLS, INC. COM 370334104 1991 55700 SH DEFINED 1 55700
GENERAL MOTORS CORP COM 370442105 6891 94800 SH DEFINED 1 94800
GENERAL MOTORS CORP COM 370442105 436 6000 SH DEFINED 1 6000
GENERAL MOTORS CORP COM 370442105 8526 117300 SH DEFINED 1 117300
GENUINE PARTS COMPANY COM 372460105 654 26375 SH DEFINED 1 26375
GENUINE PARTS COMPANY COM 372460105 41 1650 SH DEFINED 1 1650
GENUINE PARTS COMPANY COM 372460105 809 32600 SH DEFINED 1 32600
GENZYME CORPORATION COM 372917104 122 2700 SH DEFINED 1 2700
GENZYME CORPORATION COM 372917104 230 5100 SH DEFINED 1 5100
GEORGIA GULF CORPORATION COM 373200203 30 1000 SH DEFINED 1 1000
GEORGIA GULF CORPORATION COM 373200203 58 1900 SH DEFINED 1 1900
GEORGIA PACIFIC CORP COM 373298108 1279 25200 SH DEFINED 1 25200
GEORGIA PACIFIC CORP COM 373298108 81 1600 SH DEFINED 1 1600
GEORGIA PACIFIC CORP COM 373298108 1583 31200 SH DEFINED 1 31200
GEORGIA PACIFIC CORP TIMBER COM 373298702 66 2700 SH DEFINED 1 2700
GEORGIA PACIFIC CORP TIMBER COM 373298702 126 5100 SH DEFINED 1 5100
GETTY IMAGES INC. COM 374276103 103 2100 SH DEFINED 1 2100
GETTY IMAGES INC. COM 374276103 1862 38100 SH DEFINED 1 38100
GETTY IMAGES INC. COM 374276103 259 5300 SH DEFINED 1 5300
GETTY IMAGES INC. COM 374276103 34902 714100 SH DEFINED 1 714100
GETTY IMAGES INC. COM 374276103 1486 30400 SH DEFINED 1 30400
GILEAD SCIENCES INC. COM 375558103 76 1400 SH DEFINED 1 1400
GILEAD SCIENCES INC. COM 375558103 141 2600 SH DEFINED 1 2600
GILLETTE COMPANY COM 375766102 6574 159600 SH DEFINED 1 159600
GILLETTE COMPANY COM 375766102 412 10000 SH DEFINED 1 10000
GILLETTE COMPANY COM 375766102 527 12800 SH DEFINED 1 12800
GILLETTE COMPANY COM 375766102 6384 155000 SH DEFINED 1 155000
GILLETTE COMPANY COM 375766102 8135 197500 SH DEFINED 1 197500
GLATFELTER (P.H.) COM 377316104 20 1400 SH DEFINED 1 1400
GLATFELTER (P.H.) COM 377316104 38 2600 SH DEFINED 1 2600
GLOBAL CROSSING LTS COM G3921A100 5649 112985 SH DEFINED 1 112985
GLOBAL CROSSING LTS COM G3921A100 354 7080 SH DEFINED 1 7080
GLOBAL CROSSING LTS COM G3921A100 305 6100 SH DEFINED 1 6100
GLOBAL CROSSING LTS COM G3921A100 3690 73800 SH DEFINED 1 73800
GLOBAL CROSSING LTS COM G3921A100 6996 139910 SH DEFINED 1 139910
GLOBAL INDUSTRIES LTD COM 379336100 47 5400 SH DEFINED 1 5400
GLOBAL INDUSTRIES LTD COM 379336100 304 35200 SH DEFINED 1 35200
GLOBAL INDUSTRIES LTD COM 379336100 92 10700 SH DEFINED 1 10700
GLOBAL INDUSTRIES LTD COM 379336100 7874 912900 SH DEFINED 1 912900
GLOBAL INDUSTRIES LTD COM 379336100 699 81100 SH DEFINED 1 81100
GLOBAL MARINE INC COM 379352404 93 5600 SH DEFINED 1 5600
GLOBAL MARINE INC COM 379352404 178 10700 SH DEFINED 1 10700
GLOBAL TELESYSTEMS GROUP INC COM 37936U104 104 3000 SH DEFINED 1 3000
GOLDEN WEST FINANCIAL CORPORAT COM 381317106 814 24300 SH DEFINED 1 24300
GOLDEN WEST FINANCIAL CORPORAT COM 381317106 50 1500 SH DEFINED 1 1500
GOLDEN WEST FINANCIAL CORPORAT COM 381317106 1005 30000 SH DEFINED 1 30000
GOLDMAN SACHS GROUP, INC. COM 38141G104 141 1500 SH DEFINED 1 1500
GOLDMAN SACHS GROUP, INC. COM 38141G104 593 6300 SH DEFINED 1 6300
GOLDMAN SACHS GROUP, INC. COM 38141G104 537 5700 SH DEFINED 1 5700
GOLDMAN SACHS GROUP, INC. COM 38141G104 7205 76500 SH DEFINED 1 76500
GOLDMAN SACHS GROUP, INC. COM 38141G104 2402 25500 SH DEFINED 1 25500
GOODYEAR TIRE & RUBBER COMPANY COM 382550101 648 23000 SH DEFINED 1 23000
GOODYEAR TIRE & RUBBER COMPANY COM 382550101 39 1400 SH DEFINED 1 1400
GOODYEAR TIRE & RUBBER COMPANY COM 382550101 803 28500 SH DEFINED 1 28500
GPU, INC. COM 36225X100 554 18500 SH DEFINED 1 18500
GPU, INC. COM 36225X100 36 1200 SH DEFINED 1 1200
GPU, INC. COM 36225X100 683 22800 SH DEFINED 1 22800
GRANITE CONSTRUCTION COM 387328107 17 900 SH DEFINED 1 900
GRANITE CONSTRUCTION COM 387328107 31 1700 SH DEFINED 1 1700
GREAT ATLTC&PACIFIC COMP, INC. COM 390064103 156 5600 SH DEFINED 1 5600
GREAT ATLTC&PACIFIC COMP, INC. COM 390064103 11 400 SH DEFINED 1 400
GREAT ATLTC&PACIFIC COMP, INC. COM 390064103 195 7000 SH DEFINED 1 7000
GREAT LAKES CHEMICAL COM 390568103 328 8600 SH DEFINED 1 8600
GREAT LAKES CHEMICAL COM 390568103 19 500 SH DEFINED 1 500
GREAT LAKES CHEMICAL COM 390568103 405 10600 SH DEFINED 1 10600
GREAT PLAINS SOFTWARE, INC COM 39119E105 90 1200 SH DEFINED 1 1200
GREAT PLAINS SOFTWARE, INC COM 39119E105 1144 15300 SH DEFINED 1 15300
GREAT PLAINS SOFTWARE, INC COM 39119E105 135 1800 SH DEFINED 1 1800
GREAT PLAINS SOFTWARE, INC COM 39119E105 20937 280100 SH DEFINED 1 280100
GREAT PLAINS SOFTWARE, INC COM 39119E105 1121 15000 SH DEFINED 1 15000
GREENPOINT FINANCIAL CORP COM 395384100 70 2942 SH DEFINED 1 2942
GREENPOINT FINANCIAL CORP COM 395384100 83 3500 SH DEFINED 1 3500
GREENPOINT FINANCIAL CORP COM 395384100 160 6700 SH DEFINED 1 6700
GTE CORPORATION COM 362320103 10182 144300 SH DEFINED 1 144300
GTE CORPORATION COM 362320103 642 9100 SH DEFINED 1 9100
GTE CORPORATION COM 362320103 127 1800 SH DEFINED 1 1800
GTE CORPORATION COM 362320103 593 8400 SH DEFINED 1 8400
GTE CORPORATION COM 362320103 459 6500 SH DEFINED 1 6500
GTE CORPORATION COM 362320103 7155 101400 SH DEFINED 1 101400
GTE CORPORATION COM 362320103 5850 82900 SH DEFINED 1 82900
GTE CORPORATION COM 362320103 12602 178600 SH DEFINED 1 178600
GTECH HOLDINGS COM 400518106 24 1100 SH DEFINED 1 1100
GTECH HOLDINGS COM 400518106 48 2200 SH DEFINED 1 2200
GUIDANT CORP COM 401698105 2087 44400 SH DEFINED 1 44400
GUIDANT CORP COM 401698105 132 2800 SH DEFINED 1 2800
GUIDANT CORP COM 401698105 47 1000 SH DEFINED 1 1000
GUIDANT CORP COM 401698105 141 3000 SH DEFINED 1 3000
GUIDANT CORP COM 401698105 1438 30600 SH DEFINED 1 30600
GUIDANT CORP COM 401698105 2585 55000 SH DEFINED 1 55000
H & R BLOCK, INC. COM 093671105 630 14400 SH DEFINED 1 14400
H & R BLOCK, INC. COM 093671105 39 900 SH DEFINED 1 900
H & R BLOCK, INC. COM 093671105 779 17800 SH DEFINED 1 17800
H.J. HEINZ COMPANY COM 423074103 2100 52750 SH DEFINED 1 52750
H.J. HEINZ COMPANY COM 423074103 131 3300 SH DEFINED 1 3300
H.J. HEINZ COMPANY COM 423074103 2598 65250 SH DEFINED 1 65250
HALLIBURTON COMPANY COM 406216101 2612 64900 SH DEFINED 1 64900
HALLIBURTON COMPANY COM 406216101 165 4100 SH DEFINED 1 4100
HALLIBURTON COMPANY COM 406216101 3232 80300 SH DEFINED 1 80300
HANNA (M.A.) COM 410522106 18 1600 SH DEFINED 1 1600
HANNA (M.A.) COM 410522106 33 3000 SH DEFINED 1 3000
HANNAFORD BROTHERS COMPANY COM 410550107 97 1400 SH DEFINED 1 1400
HANNAFORD BROTHERS COMPANY COM 410550107 180 2600 SH DEFINED 1 2600
HANOVER COMPRESSOR COMPANY COM 410768105 34 900 SH DEFINED 1 900
HANOVER COMPRESSOR COMPANY COM 410768105 68 1800 SH DEFINED 1 1800
HARCOURT GENERAL COM 41163G101 423 10500 SH DEFINED 1 10500
HARCOURT GENERAL COM 41163G101 28 700 SH DEFINED 1 700
HARCOURT GENERAL COM 41163G101 523 13000 SH DEFINED 1 13000
HARLEY DAVIDSON INC COM 412822108 269 4200 SH DEFINED 1 4200
HARLEY DAVIDSON INC COM 412822108 1134 17700 SH DEFINED 1 17700
HARLEY DAVIDSON INC COM 412822108 314 4900 SH DEFINED 1 4900
HARLEY DAVIDSON INC COM 412822108 10987 171500 SH DEFINED 1 171500
HARLEY DAVIDSON INC COM 412822108 602 9400 SH DEFINED 1 9400
HARRAHS ENTERTAINMENT COM 413619107 500 18900 SH DEFINED 1 18900
HARRAHS ENTERTAINMENT COM 413619107 32 1200 SH DEFINED 1 1200
HARRAHS ENTERTAINMENT COM 413619107 619 23400 SH DEFINED 1 23400
HARRIS CORPORATION COM 413875105 69 2600 SH DEFINED 1 2600
HARRIS CORPORATION COM 413875105 131 4900 SH DEFINED 1 4900
HARSCO CORPORATION COM 415864107 41 1300 SH DEFINED 1 1300
HARSCO CORPORATION COM 415864107 79 2500 SH DEFINED 1 2500
HARTE-HANKS INC. COM 416196103 50 2300 SH DEFINED 1 2300
HARTE-HANKS INC. COM 416196103 94 4300 SH DEFINED 1 4300
HASBRO INC. COM 418056107 546 28625 SH DEFINED 1 28625
HASBRO INC. COM 418056107 35 1850 SH DEFINED 1 1850
HASBRO INC. COM 418056107 676 35475 SH DEFINED 1 35475
HEALTH MANAGEMENT ASSOC INC COM 421933102 110 8200 SH DEFINED 1 8200
HEALTH MANAGEMENT ASSOC INC COM 421933102 209 15600 SH DEFINED 1 15600
HEALTHSOUTH CORP COM 421924101 328 61000 SH DEFINED 1 61000
HEALTHSOUTH CORP COM 421924101 20 3800 SH DEFINED 1 3800
HEALTHSOUTH CORP CONVT 421924AF8 1 100000 PRN DEFINED 1 100000
HEALTHSOUTH CORP CONVT 421924AF8 7 950000 PRN DEFINED 1 950000
HEALTHSOUTH CORP CONVT 421924AF8 25 3200000 PRN DEFINED 1 3200000
HEALTHSOUTH CORP COM 421924101 406 75600 SH DEFINED 1 75600
HEILIG-MEYERS COM 422893107 4 1600 SH DEFINED 1 1600
HEILIG-MEYERS COM 422893107 10 3700 SH DEFINED 1 3700
HELMERICH & PAYNE, INC. COM 423452101 159 7300 SH DEFINED 1 7300
HELMERICH & PAYNE, INC. COM 423452101 11 500 SH DEFINED 1 500
HELMERICH & PAYNE, INC. COM 423452101 196 9000 SH DEFINED 1 9000
HERCULES INCORPORATED COM 427056106 435 15600 SH DEFINED 1 15600
HERCULES INCORPORATED COM 427056106 28 1000 SH DEFINED 1 1000
HERCULES INCORPORATED COM 427056106 538 19300 SH DEFINED 1 19300
HERSHEY FOODS CORP COM 427866108 974 20500 SH DEFINED 1 20500
HERSHEY FOODS CORP COM 427866108 62 1300 SH DEFINED 1 1300
HERSHEY FOODS CORP COM 427866108 1207 25400 SH DEFINED 1 25400
HEWLETT-PACKARD COMPANY COM 428236103 16977 149000 SH DEFINED 1 149000
HEWLETT-PACKARD COMPANY COM 428236103 1071 9400 SH DEFINED 1 9400
HEWLETT-PACKARD COMPANY COM 428236103 182 1600 SH DEFINED 1 1600
HEWLETT-PACKARD COMPANY COM 428236103 706 6200 SH DEFINED 1 6200
HEWLETT-PACKARD COMPANY COM 428236103 7725 67800 SH DEFINED 1 67800
HEWLETT-PACKARD COMPANY COM 428236103 21010 184400 SH DEFINED 1 184400
HIBERNIA COM 428656102 55 5200 SH DEFINED 1 5200
HIBERNIA COM 428656102 105 9900 SH DEFINED 1 9900
HILLENBRAND INDUSTRIES INC. COM 431573104 67 2100 SH DEFINED 1 2100
HILLENBRAND INDUSTRIES INC. COM 431573104 130 4100 SH DEFINED 1 4100
HILTON HOTELS CORP COM 432848109 523 54300 SH DEFINED 1 54300
HILTON HOTELS CORP COM 432848109 33 3400 SH DEFINED 1 3400
HILTON HOTELS CORP CONVT 432848AL3 4 500000 PRN DEFINED 1 500000
HILTON HOTELS CORP CONVT 432848AL3 15 2000000 PRN DEFINED 1 2000000
HILTON HOTELS CORP COM 432848109 646 67100 SH DEFINED 1 67100
HISPANIC BROADCASTING CORP COM 43357B104 166 1800 SH DEFINED 1 1800
HISPANIC BROADCASTING CORP COM 43357B104 314 3400 SH DEFINED 1 3400
HOME DEPOT, INC. COM 437076102 22440 327297 SH DEFINED 1 327297
HOME DEPOT, INC. COM 437076102 1409 20550 SH DEFINED 1 20550
HOME DEPOT, INC. COM 437076102 12290 179250 SH DEFINED 1 179250
HOME DEPOT, INC. COM 437076102 27767 404994 SH DEFINED 1 404994
HOMESTAKE MINING COMPANY COM 437614100 299 38300 SH DEFINED 1 38300
HOMESTAKE MINING COMPANY COM 437614100 19 2400 SH DEFINED 1 2400
HOMESTAKE MINING COMPANY COM 437614100 370 47400 SH DEFINED 1 47400
HON INDUSTRIES COM 438092108 44 2000 SH DEFINED 1 2000
HON INDUSTRIES COM 438092108 83 3800 SH DEFINED 1 3800
HONEYWELL INTERNATIONAL COM 438516106 6700 116150 SH DEFINED 1 116150
HONEYWELL INTERNATIONAL COM 438516106 424 7350 SH DEFINED 1 7350
HONEYWELL INTERNATIONAL COM 438516106 98 1700 SH DEFINED 1 1700
HONEYWELL INTERNATIONAL COM 438516106 554 9600 SH DEFINED 1 9600
HONEYWELL INTERNATIONAL COM 438516106 421 7300 SH DEFINED 1 7300
HONEYWELL INTERNATIONAL COM 438516106 6703 116200 SH DEFINED 1 116200
HONEYWELL INTERNATIONAL COM 438516106 4004 69400 SH DEFINED 1 69400
HONEYWELL INTERNATIONAL COM 438516106 8287 143650 SH DEFINED 1 143650
HORACE MANN EDUCATOR COM 440327104 26 1300 SH DEFINED 1 1300
HORACE MANN EDUCATOR COM 440327104 49 2500 SH DEFINED 1 2500
HORMEL CO. COM 440452100 98 2400 SH DEFINED 1 2400
HORMEL CO. COM 440452100 183 4500 SH DEFINED 1 4500
HOUGHTON MIFFLIN COM 441560109 42 1000 SH DEFINED 1 1000
HOUGHTON MIFFLIN COM 441560109 80 1900 SH DEFINED 1 1900
HOUSEHOLD INTERNATIONAL INC. COM 441815107 2625 70459 SH DEFINED 1 70459
HOUSEHOLD INTERNATIONAL INC. COM 441815107 165 4419 SH DEFINED 1 4419
HOUSEHOLD INTERNATIONAL INC. COM 441815107 3247 87179 SH DEFINED 1 87179
HSB GROUP COM 40428N109 30 900 SH DEFINED 1 900
HSB GROUP COM 40428N109 61 1800 SH DEFINED 1 1800
HSBC HOLDINGS COM 615816300 19 10500 SH DEFINED 1 10500
HUBBELL INC., COM 443510201 57 2100 SH DEFINED 1 2100
HUBBELL INC., COM 443510201 109 4000 SH DEFINED 1 4000
HUMANA, INC. COM 444859102 202 24700 SH DEFINED 1 24700
HUMANA, INC. COM 444859102 13 1600 SH DEFINED 1 1600
HUMANA, INC. COM 444859102 250 30500 SH DEFINED 1 30500
HUNT, J.B. TRANSPORT SERVICES COM 445658107 14 1000 SH DEFINED 1 1000
HUNT, J.B. TRANSPORT SERVICES COM 445658107 30 2200 SH DEFINED 1 2200
HUNTINGTON BANCSHARES INC COM 446150104 810 33928 SH DEFINED 1 33928
HUNTINGTON BANCSHARES INC COM 446150104 50 2102 SH DEFINED 1 2102
HUNTINGTON BANCSHARES INC COM 446150104 1000 41884 SH DEFINED 1 41884
IBP COM 449223106 54 3000 SH DEFINED 1 3000
IBP COM 449223106 103 5700 SH DEFINED 1 5700
ICN PHARMACEUTICAL COM 448924100 63 2500 SH DEFINED 1 2500
ICN PHARMACEUTICAL COM 448924100 122 4800 SH DEFINED 1 4800
IDACORP COM 451107106 32 1200 SH DEFINED 1 1200
IDACORP COM 451107106 62 2300 SH DEFINED 1 2300
IKON OFFICE SOLUTIONS INC COM 451713101 149 21900 SH DEFINED 1 21900
IKON OFFICE SOLUTIONS INC COM 451713101 10 1400 SH DEFINED 1 1400
IKON OFFICE SOLUTIONS INC COM 451713101 185 27200 SH DEFINED 1 27200
ILLINOIS TOOL WORKS INC. COM 452308109 2980 44100 SH DEFINED 1 44100
ILLINOIS TOOL WORKS INC. COM 452308109 189 2800 SH DEFINED 1 2800
ILLINOIS TOOL WORKS INC. COM 452308109 128 1900 SH DEFINED 1 1900
ILLINOIS TOOL WORKS INC. COM 452308109 459 6800 SH DEFINED 1 6800
ILLINOIS TOOL WORKS INC. COM 452308109 4594 68000 SH DEFINED 1 68000
ILLINOIS TOOL WORKS INC. COM 452308109 3689 54600 SH DEFINED 1 54600
ILLINOVA CORP. COM 452317100 80 2300 SH DEFINED 1 2300
ILLINOVA CORP. COM 452317100 149 4300 SH DEFINED 1 4300
IMATION CORPORATION COM 45245A107 40 1200 SH DEFINED 1 1200
IMATION CORPORATION COM 45245A107 77 2300 SH DEFINED 1 2300
IMC FERTILIZER GROUP INC COM 449669100 61 3700 SH DEFINED 1 3700
IMC FERTILIZER GROUP INC COM 449669100 116 7100 SH DEFINED 1 7100
IMS HEALTH INC COM 449934108 1251 46000 SH DEFINED 1 46000
IMS HEALTH INC COM 449934108 79 2900 SH DEFINED 1 2900
IMS HEALTH INC COM 449934108 1550 57000 SH DEFINED 1 57000
INCO LIMITED COM 453258402 663 28200 SH DEFINED 1 28200
INCO LIMITED COM 453258402 42 1800 SH DEFINED 1 1800
INCO LIMITED COM 453258402 820 34900 SH DEFINED 1 34900
INDIANA ENERGY COM 454707100 18 1000 SH DEFINED 1 1000
INDIANA ENERGY COM 454707100 32 1800 SH DEFINED 1 1800
INET TECHNOLOGIES INC COM 45662V105 56 800 SH DEFINED 1 800
INET TECHNOLOGIES INC COM 45662V105 126 1800 SH DEFINED 1 1800
INET TECHNOLOGIES INC COM 45662V105 1349 19300 SH DEFINED 1 19300
INFORMIX COM 456779107 71 6200 SH DEFINED 1 6200
INFORMIX COM 456779107 134 11800 SH DEFINED 1 11800
INGERSOLL-RAND COMPANY COM 456866102 1335 24250 SH DEFINED 1 24250
INGERSOLL-RAND COMPANY COM 456866102 85 1550 SH DEFINED 1 1550
INGERSOLL-RAND COMPANY COM 456866102 1657 30100 SH DEFINED 1 30100
INSIGHT COMMUNICATIONS COM 45768V108 382 12900 SH DEFINED 1 12900
INSIGHT COMMUNICATIONS COM 45768V108 6272 211700 SH DEFINED 1 211700
INT'L MULTIFOOD COM 460043102 7 500 SH DEFINED 1 500
INT'L MULTIFOOD COM 460043102 16 1200 SH DEFINED 1 1200
INTEGRATED DEVICE TECH INC COM 458118106 84 2900 SH DEFINED 1 2900
INTEGRATED DEVICE TECH INC COM 458118106 160 5500 SH DEFINED 1 5500
INTEL CORP. COM 458140100 40053 486600 SH DEFINED 1 486600
INTEL CORP. COM 458140100 2519 30600 SH DEFINED 1 30600
INTEL CORP. COM 458140100 337 4100 SH DEFINED 1 4100
INTEL CORP. COM 458140100 1432 17400 SH DEFINED 1 17400
INTEL CORP. COM 458140100 1218 14800 SH DEFINED 1 14800
INTEL CORP. COM 458140100 17368 211000 SH DEFINED 1 211000
INTEL CORP. COM 458140100 12314 149600 SH DEFINED 1 149600
INTEL CORP. COM 458140100 49577 602300 SH DEFINED 1 602300
INTERNAT'L BUSINESS MACHINES COM 459200101 28739 266100 SH DEFINED 1 266100
INTERNAT'L BUSINESS MACHINES COM 459200101 1814 16800 SH DEFINED 1 16800
INTERNAT'L BUSINESS MACHINES COM 459200101 248 2300 SH DEFINED 1 2300
INTERNAT'L BUSINESS MACHINES COM 459200101 572 5300 SH DEFINED 1 5300
INTERNAT'L BUSINESS MACHINES COM 459200101 864 8000 SH DEFINED 1 8000
INTERNAT'L BUSINESS MACHINES COM 459200101 6901 63900 SH DEFINED 1 63900
INTERNAT'L BUSINESS MACHINES COM 459200101 8640 80000 SH DEFINED 1 80000
INTERNAT'L BUSINESS MACHINES COM 459200101 35575 329400 SH DEFINED 1 329400
INTERNATIONAL GAME TEC COM 459902102 380 18700 SH DEFINED 1 18700
INTERNATIONAL GAME TEC COM 459902102 59 2900 SH DEFINED 1 2900
INTERNATIONAL GAME TEC COM 459902102 4231 208300 SH DEFINED 1 208300
INTERNATIONAL GAME TEC COM 459902102 114 5600 SH DEFINED 1 5600
INTERNATIONAL PAPER COMPANY COM 460146103 3433 60831 SH DEFINED 1 60831
INTERNATIONAL PAPER COMPANY COM 460146103 214 3791 SH DEFINED 1 3791
INTERNATIONAL PAPER COMPANY COM 460146103 4248 75270 SH DEFINED 1 75270
INTERPUBLIC GROUP OF COS INC COM 460690100 2394 41500 SH DEFINED 1 41500
INTERPUBLIC GROUP OF COS INC COM 460690100 150 2600 SH DEFINED 1 2600
INTERPUBLIC GROUP OF COS INC COM 460690100 167 2900 SH DEFINED 1 2900
INTERPUBLIC GROUP OF COS INC COM 460690100 623 10800 SH DEFINED 1 10800
INTERPUBLIC GROUP OF COS INC COM 460690100 6248 108300 SH DEFINED 1 108300
INTERPUBLIC GROUP OF COS INC COM 460690100 2959 51300 SH DEFINED 1 51300
INTERSTATE BAKERIES COM 46072H108 42 2300 SH DEFINED 1 2300
INTERSTATE BAKERIES COM 46072H108 78 4300 SH DEFINED 1 4300
INTL FLAVORS & FRAGRANCES,INC. COM 459506101 589 15600 SH DEFINED 1 15600
INTL FLAVORS & FRAGRANCES,INC. COM 459506101 38 1000 SH DEFINED 1 1000
INTL FLAVORS & FRAGRANCES,INC. COM 459506101 729 19300 SH DEFINED 1 19300
INTUIT INC COM 461202103 360 6000 SH DEFINED 1 6000
INTUIT INC COM 461202103 689 11500 SH DEFINED 1 11500
INVENSYS PLC COM 080704100 278 32500 SH DEFINED 1 32500
INVESTMENT TECH GROUP COM 46145F105 29 1000 SH DEFINED 1 1000
INVESTMENT TECH GROUP COM 46145F105 58 2000 SH DEFINED 1 2000
INVESTORS FINANCIAL SERVICES C COM 461915100 207 4500 SH DEFINED 1 4500
INVESTORS FINANCIAL SERVICES C COM 461915100 971 21100 SH DEFINED 1 21100
INVESTORS FINANCIAL SERVICES C COM 461915100 143 3100 SH DEFINED 1 3100
INVESTORS FINANCIAL SERVICES C COM 461915100 17770 386300 SH DEFINED 1 386300
INVESTORS FINANCIAL SERVICES C COM 461915100 727 15800 SH DEFINED 1 15800
IPALCO ENTERPRISES, INC COM 462613100 48 2800 SH DEFINED 1 2800
IPALCO ENTERPRISES, INC COM 462613100 90 5300 SH DEFINED 1 5300
ITHACA INDUSTRIES COM 465679108 28 136000 SH DEFINED 1 136000
ITT INDUSTRIES INC COM 450911102 431 12900 SH DEFINED 1 12900
ITT INDUSTRIES INC COM 450911102 27 800 SH DEFINED 1 800
ITT INDUSTRIES INC COM 450911102 535 16000 SH DEFINED 1 16000
IVAX COM 465823102 88 3400 SH DEFINED 1 3400
IVAX COM 465823102 170 6600 SH DEFINED 1 6600
J.C. PENNEY COMPANY INC COM 708160106 774 38800 SH DEFINED 1 38800
J.C. PENNEY COMPANY INC COM 708160106 48 2400 SH DEFINED 1 2400
J.C. PENNEY COMPANY INC COM 708160106 957 48000 SH DEFINED 1 48000
J.P. MORGAN & COMPANY, INC. COM 616880100 3267 25800 SH DEFINED 1 25800
J.P. MORGAN & COMPANY, INC. COM 616880100 203 1600 SH DEFINED 1 1600
J.P. MORGAN & COMPANY, INC. COM 616880100 4052 32000 SH DEFINED 1 32000
JABIL CIRCUIT, INC COM 466313103 2015 27600 SH DEFINED 1 27600
JABIL CIRCUIT, INC COM 466313103 204 2800 SH DEFINED 1 2800
JABIL CIRCUIT, INC COM 466313103 38500 527400 SH DEFINED 1 527400
JABIL CIRCUIT, INC COM 466313103 394 5400 SH DEFINED 1 5400
JACOBS ENGINEERING COM 469814107 26 800 SH DEFINED 1 800
JACOBS ENGINEERING COM 469814107 52 1600 SH DEFINED 1 1600
JAKKS PACIFIC INC COM 47012E106 36 1900 SH DEFINED 1 1900
JAKKS PACIFIC INC COM 47012E106 45 2400 SH DEFINED 1 2400
JAKKS PACIFIC INC COM 47012E106 280 15000 SH DEFINED 1 15000
JAZZTEL PLC-ADR COM 47214R152 326 5000 SH DEFINED 1 5000
JDS UNIPHASE CORP COM 46612J101 355 2200 SH DEFINED 1 2200
JDS UNIPHASE CORP COM 46612J101 2162 13400 SH DEFINED 1 13400
JDS UNIPHASE CORP COM 46612J101 39167 242800 SH DEFINED 1 242800
JEFFERSON-PILOT CORP. COM 475070108 1056 15475 SH DEFINED 1 15475
JEFFERSON-PILOT CORP. COM 475070108 68 1000 SH DEFINED 1 1000
JEFFERSON-PILOT CORP. COM 475070108 1307 19150 SH DEFINED 1 19150
JNI CORP COM 46622G105 53 800 SH DEFINED 1 800
JNI CORP COM 46622G105 277 4200 SH DEFINED 1 4200
JOHNSON & JOHNSON COM 478160104 18420 197800 SH DEFINED 1 197800
JOHNSON & JOHNSON COM 478160104 1164 12500 SH DEFINED 1 12500
JOHNSON & JOHNSON COM 478160104 158 1700 SH DEFINED 1 1700
JOHNSON & JOHNSON COM 478160104 540 5800 SH DEFINED 1 5800
JOHNSON & JOHNSON COM 478160104 4572 49100 SH DEFINED 1 49100
JOHNSON & JOHNSON COM 478160104 22797 244800 SH DEFINED 1 244800
JOHNSON CONTROLS INC COM 478366107 717 12600 SH DEFINED 1 12600
JOHNSON CONTROLS INC COM 478366107 46 800 SH DEFINED 1 800
JOHNSON CONTROLS INC COM 478366107 882 15500 SH DEFINED 1 15500
JONES APPAREL GROUP INC COM 480074103 71 2600 SH DEFINED 1 2600
JONES APPAREL GROUP INC COM 480074103 453 16700 SH DEFINED 1 16700
JONES APPAREL GROUP INC COM 480074103 109 4000 SH DEFINED 1 4000
JONES APPAREL GROUP INC COM 480074103 5043 185900 SH DEFINED 1 185900
JONES APPAREL GROUP INC COM 480074103 205 7551 SH DEFINED 1 7551
JOSTENS, INC. COM 481088102 122 5000 SH DEFINED 1 5000
JOSTENS, INC. COM 481088102 7 300 SH DEFINED 1 300
JOSTENS, INC. COM 481088102 151 6200 SH DEFINED 1 6200
JUPITER COMMUNICATION COM 482050101 36 1200 SH DEFINED 1 1200
JUPITER COMMUNICATION COM 482050101 51 1700 SH DEFINED 1 1700
JUPITER COMMUNICATION COM 482050101 526 17400 SH DEFINED 1 17400
K MART CORPORATION COM 482584109 731 72600 SH DEFINED 1 72600
K MART CORPORATION COM 482584109 46 4600 SH DEFINED 1 4600
K MART CORPORATION COM 482584109 905 89900 SH DEFINED 1 89900
KANSAS CITY POWER AND LIGHT COM 485134100 44 2000 SH DEFINED 1 2000
KANSAS CITY POWER AND LIGHT COM 485134100 84 3800 SH DEFINED 1 3800
KANSAS CITY SOUTHERN COM 485170104 1216 16300 SH DEFINED 1 16300
KANSAS CITY SOUTHERN COM 485170104 75 1000 SH DEFINED 1 1000
KANSAS CITY SOUTHERN COM 485170104 1500 20100 SH DEFINED 1 20100
KAUFMAN & BROAD HOME CORP. COM 486168107 169 7000 SH DEFINED 1 7000
KAUFMAN & BROAD HOME CORP. COM 486168107 10 400 SH DEFINED 1 400
KAUFMAN & BROAD HOME CORP. COM 486168107 210 8700 SH DEFINED 1 8700
KAYDON CORPORATION COM 486587108 107 4000 SH DEFINED 1 4000
KAYDON CORPORATION COM 486587108 383 14300 SH DEFINED 1 14300
KAYDON CORPORATION COM 486587108 27 1000 SH DEFINED 1 1000
KAYDON CORPORATION COM 486587108 80 3000 SH DEFINED 1 3000
KAYDON CORPORATION COM 486587108 9175 342200 SH DEFINED 1 342200
KAYDON CORPORATION COM 486587108 54 2000 SH DEFINED 1 2000
KAYDON CORPORATION COM 486587108 654 24400 SH DEFINED 1 24400
KEANE COM 486665102 41 1300 SH DEFINED 1 1300
KEANE COM 486665102 387 12200 SH DEFINED 1 12200
KEANE COM 486665102 73 2300 SH DEFINED 1 2300
KEANE COM 486665102 6439 202800 SH DEFINED 1 202800
KEANE COM 486665102 140 4400 SH DEFINED 1 4400
KEEBLER FOODS COM 487256109 183 6500 SH DEFINED 1 6500
KEEBLER FOODS COM 487256109 638 22700 SH DEFINED 1 22700
KEEBLER FOODS COM 487256109 3040 108100 SH DEFINED 1 108100
KELLOGG COMPANY COM 487836108 1836 59600 SH DEFINED 1 59600
KELLOGG COMPANY COM 487836108 117 3800 SH DEFINED 1 3800
KELLOGG COMPANY COM 487836108 2274 73800 SH DEFINED 1 73800
KELLY SERVICES INCORPORATED COM 488152208 30 1200 SH DEFINED 1 1200
KELLY SERVICES INCORPORATED COM 488152208 55 2200 SH DEFINED 1 2200
KENNAMETAL INC COM 489170100 34 1000 SH DEFINED 1 1000
KENNAMETAL INC COM 489170100 61 1800 SH DEFINED 1 1800
KENT ELECTRONICS COM 490553104 221 9700 SH DEFINED 1 9700
KENT ELECTRONICS COM 490553104 1131 49700 SH DEFINED 1 49700
KERR-MCGEE CORPORATION COM 492386107 791 12757 SH DEFINED 1 12757
KERR-MCGEE CORPORATION COM 492386107 49 795 SH DEFINED 1 795
KERR-MCGEE CORPORATION COM 492386107 974 15705 SH DEFINED 1 15705
KEY CORP COM 493267108 1460 66000 SH DEFINED 1 66000
KEY CORP COM 493267108 93 4200 SH DEFINED 1 4200
KEY CORP COM 493267108 436 19700 SH DEFINED 1 19700
KEY CORP COM 493267108 5368 242600 SH DEFINED 1 242600
KEY CORP COM 493267108 1808 81700 SH DEFINED 1 81700
KEYSPAN CORPORATION COM 49337W100 104 4500 SH DEFINED 1 4500
KEYSPAN CORPORATION COM 49337W100 199 8600 SH DEFINED 1 8600
KEYSTONE FINANCIAL COM 493482103 34 1600 SH DEFINED 1 1600
KEYSTONE FINANCIAL COM 493482103 63 3000 SH DEFINED 1 3000
KIMBERLY-CLARK CORPORATION COM 494368103 5111 78332 SH DEFINED 1 78332
KIMBERLY-CLARK CORPORATION COM 494368103 320 4900 SH DEFINED 1 4900
KIMBERLY-CLARK CORPORATION COM 494368103 144 2200 SH DEFINED 1 2200
KIMBERLY-CLARK CORPORATION COM 494368103 352 5400 SH DEFINED 1 5400
KIMBERLY-CLARK CORPORATION COM 494368103 529 8100 SH DEFINED 1 8100
KIMBERLY-CLARK CORPORATION COM 494368103 4293 65800 SH DEFINED 1 65800
KIMBERLY-CLARK CORPORATION COM 494368103 6721 103000 SH DEFINED 1 103000
KIMBERLY-CLARK CORPORATION COM 494368103 6332 97044 SH DEFINED 1 97044
KINDER MORGAN INC COM 49455P101 73 3600 SH DEFINED 1 3600
KINDER MORGAN INC COM 49455P101 139 6900 SH DEFINED 1 6900
KLA-TENCOR CORP. COM 482480100 1448 13000 SH DEFINED 1 13000
KLA-TENCOR CORP. COM 482480100 89 800 SH DEFINED 1 800
KLA-TENCOR CORP. COM 482480100 1793 16100 SH DEFINED 1 16100
KNIGHT RIDDER COM 499040103 708 11900 SH DEFINED 1 11900
KNIGHT RIDDER COM 499040103 48 800 SH DEFINED 1 800
KNIGHT RIDDER COM 499040103 881 14800 SH DEFINED 1 14800
KNIGHT TRANSPORTATION, INC. COM 499064103 73 4250 SH DEFINED 1 4250
KNIGHT TRANSPORTATION, INC. COM 499064103 60 3500 SH DEFINED 1 3500
KNIGHT TRANSPORTATION, INC. COM 499064103 553 32300 SH DEFINED 1 32300
KNIGHT TRIMARK GROUP INC COM 499067106 74 1600 SH DEFINED 1 1600
KNIGHT TRIMARK GROUP INC COM 499067106 713 15500 SH DEFINED 1 15500
KNIGHT TRIMARK GROUP INC COM 499067106 13653 296800 SH DEFINED 1 296800
KOHLS DEPARTMENT STORES COM 500255104 1733 24000 SH DEFINED 1 24000
KOHLS DEPARTMENT STORES COM 500255104 108 1500 SH DEFINED 1 1500
KOHLS DEPARTMENT STORES COM 500255104 303 4200 SH DEFINED 1 4200
KOHLS DEPARTMENT STORES COM 500255104 707 9800 SH DEFINED 1 9800
KOHLS DEPARTMENT STORES COM 500255104 1068 14800 SH DEFINED 1 14800
KOHLS DEPARTMENT STORES COM 500255104 10150 140600 SH DEFINED 1 140600
KOHLS DEPARTMENT STORES COM 500255104 13124 181800 SH DEFINED 1 181800
KOHLS DEPARTMENT STORES COM 500255104 2137 29600 SH DEFINED 1 29600
KONINKLIJKE PHILIPS ELECTRONIC COM 567143400 314 2300 SH DEFINED 1 2300
KROGER COMPANY COM 501044101 2303 122000 SH DEFINED 1 122000
KROGER COMPANY COM 501044101 145 7700 SH DEFINED 1 7700
KROGER COMPANY COM 501044101 2850 151000 SH DEFINED 1 151000
LABRANCHE & CO. INC. COM 505447102 34 2700 SH DEFINED 1 2700
LABRANCHE & CO. INC. COM 505447102 121 9500 SH DEFINED 1 9500
LABRANCHE & CO. INC. COM 505447102 602 47200 SH DEFINED 1 47200
LAMAR ADVERTISING COMPANY COM 512815101 115 1900 SH DEFINED 1 1900
LAMAR ADVERTISING COMPANY COM 512815101 1744 28800 SH DEFINED 1 28800
LAMAR ADVERTISING COMPANY COM 512815101 31912 526925 SH DEFINED 1 526925
LANCASTER COLONY COM 513847103 43 1300 SH DEFINED 1 1300
LANCASTER COLONY COM 513847103 83 2500 SH DEFINED 1 2500
LANCE INCORPORATED COM 514606102 8 800 SH DEFINED 1 800
LANCE INCORPORATED COM 514606102 18 1800 SH DEFINED 1 1800
LANDS' END COM 515086106 35 1000 SH DEFINED 1 1000
LANDS' END COM 515086106 66 1900 SH DEFINED 1 1900
LEAR CORP COM 521865105 285 8900 SH DEFINED 1 8900
LEAR CORP COM 521865105 70 2200 SH DEFINED 1 2200
LEAR CORP COM 521865105 3466 108300 SH DEFINED 1 108300
LEAR CORP COM 521865105 131 4100 SH DEFINED 1 4100
LEE ENTERPRISES INC COM 523768109 45 1400 SH DEFINED 1 1400
LEE ENTERPRISES INC COM 523768109 86 2700 SH DEFINED 1 2700
LEGATO SYSTEMS COM 524651106 179 2600 SH DEFINED 1 2600
LEGATO SYSTEMS COM 524651106 344 5000 SH DEFINED 1 5000
LEGG MASON INC COM 524901105 65 1800 SH DEFINED 1 1800
LEGG MASON INC COM 524901105 127 3500 SH DEFINED 1 3500
LEGGETT & PLATT INCORPORATED COM 524660107 620 28900 SH DEFINED 1 28900
LEGGETT & PLATT INCORPORATED COM 524660107 39 1800 SH DEFINED 1 1800
LEGGETT & PLATT INCORPORATED COM 524660107 767 35800 SH DEFINED 1 35800
LEHMAN BROTHERS HOLDINGS INC COM 524908100 1491 17600 SH DEFINED 1 17600
LEHMAN BROTHERS HOLDINGS INC COM 524908100 93 1100 SH DEFINED 1 1100
LEHMAN BROTHERS HOLDINGS INC COM 524908100 119 1400 SH DEFINED 1 1400
LEHMAN BROTHERS HOLDINGS INC COM 524908100 432 5100 SH DEFINED 1 5100
LEHMAN BROTHERS HOLDINGS INC COM 524908100 3692 43600 SH DEFINED 1 43600
LEHMAN BROTHERS HOLDINGS INC COM 524908100 1846 21800 SH DEFINED 1 21800
LENNAR CORP. COM 526057104 20 1200 SH DEFINED 1 1200
LENNAR CORP. COM 526057104 531 32700 SH DEFINED 1 32700
LEVEL 3 COMMUNICATIONS COM 52729N100 328 4000 SH DEFINED 1 4000
LEVEL 3 COMMUNICATIONS COM 52729N100 2424 29600 SH DEFINED 1 29600
LEXMARK INT'L GROUP COM 529771107 1710 18900 SH DEFINED 1 18900
LEXMARK INT'L GROUP COM 529771107 109 1200 SH DEFINED 1 1200
LEXMARK INT'L GROUP COM 529771107 2127 23500 SH DEFINED 1 23500
LG&E ENERGY COM 501917108 73 4200 SH DEFINED 1 4200
LG&E ENERGY COM 501917108 140 8000 SH DEFINED 1 8000
LIMITED INC. COM 532716107 1364 31485 SH DEFINED 1 31485
LIMITED INC. COM 532716107 84 1942 SH DEFINED 1 1942
LIMITED INC. COM 532716107 1688 38974 SH DEFINED 1 38974
LINCARE, INC. COM 532791100 153 4400 SH DEFINED 1 4400
LINCARE, INC. COM 532791100 430 12400 SH DEFINED 1 12400
LINCARE, INC. COM 532791100 66 1900 SH DEFINED 1 1900
LINCARE, INC. COM 532791100 8068 232600 SH DEFINED 1 232600
LINCARE, INC. COM 532791100 125 3600 SH DEFINED 1 3600
LINCOLN NATIONAL CORPORATION COM 534187109 1168 29200 SH DEFINED 1 29200
LINCOLN NATIONAL CORPORATION COM 534187109 72 1800 SH DEFINED 1 1800
LINCOLN NATIONAL CORPORATION COM 534187109 1448 36200 SH DEFINED 1 36200
LINEAR TECHNOLOGY COM 535678106 351 4900 SH DEFINED 1 4900
LINEAR TECHNOLOGY COM 535678106 673 9400 SH DEFINED 1 9400
LINENS & THIGNS INC COM 535679104 424 14300 SH DEFINED 1 14300
LINENS & THIGNS INC COM 535679104 50 1700 SH DEFINED 1 1700
LINENS & THIGNS INC COM 535679104 7751 261633 SH DEFINED 1 261633
LINENS & THIGNS INC COM 535679104 350 11800 SH DEFINED 1 11800
LITTON INDUSTRIES, INC. COM 538021106 75 1500 SH DEFINED 1 1500
LITTON INDUSTRIES, INC. COM 538021106 140 2800 SH DEFINED 1 2800
LIZ CLAIBORNE, INC. COM 539320101 339 9000 SH DEFINED 1 9000
LIZ CLAIBORNE, INC. COM 539320101 23 600 SH DEFINED 1 600
LIZ CLAIBORNE, INC. COM 539320101 421 11200 SH DEFINED 1 11200
LOCKHEED MARTIN CORPORATION COM 539830109 1271 58122 SH DEFINED 1 58122
LOCKHEED MARTIN CORPORATION COM 539830109 81 3700 SH DEFINED 1 3700
LOCKHEED MARTIN CORPORATION COM 539830109 1573 71908 SH DEFINED 1 71908
LOEWS CORP. COM 540424108 959 15800 SH DEFINED 1 15800
LOEWS CORP. COM 540424108 61 1000 SH DEFINED 1 1000
LOEWS CORP. COM 540424108 1189 19600 SH DEFINED 1 19600
LONE STAR STEAKHOUSE COM 542307103 9 1000 SH DEFINED 1 1000
LONE STAR STEAKHOUSE COM 542307103 18 2000 SH DEFINED 1 2000
LONGS DRUG STORES CORP. COM 543162101 150 5800 SH DEFINED 1 5800
LONGS DRUG STORES CORP. COM 543162101 10 400 SH DEFINED 1 400
LONGS DRUG STORES CORP. COM 543162101 183 7100 SH DEFINED 1 7100
LONGVIEW FIBRE COM 543213102 24 1700 SH DEFINED 1 1700
LONGVIEW FIBRE COM 543213102 46 3200 SH DEFINED 1 3200
LOUISIANA - PACIFIC CORPORATIO COM 546347105 225 15800 SH DEFINED 1 15800
LOUISIANA - PACIFIC CORPORATIO COM 546347105 14 1000 SH DEFINED 1 1000
LOUISIANA - PACIFIC CORPORATIO COM 546347105 279 19600 SH DEFINED 1 19600
LOWE'S COMPANIES, INC. COM 548661107 3352 56100 SH DEFINED 1 56100
LOWE'S COMPANIES, INC. COM 548661107 209 3500 SH DEFINED 1 3500
LOWE'S COMPANIES, INC. COM 548661107 4147 69400 SH DEFINED 1 69400
LSI LOGIC CORP COM 502161102 1465 21700 SH DEFINED 1 21700
LSI LOGIC CORP COM 502161102 95 1400 SH DEFINED 1 1400
LSI LOGIC CORP COM 502161102 1809 26800 SH DEFINED 1 26800
LUBRIZOL CORP COM 549271104 56 1800 SH DEFINED 1 1800
LUBRIZOL CORP COM 549271104 105 3400 SH DEFINED 1 3400
LUCENT TECHNOLOGIES INC COM 549463107 33722 450747 SH DEFINED 1 450747
LUCENT TECHNOLOGIES INC COM 549463107 2120 28335 SH DEFINED 1 28335
LUCENT TECHNOLOGIES INC COM 549463107 344 4600 SH DEFINED 1 4600
LUCENT TECHNOLOGIES INC COM 549463107 864 11550 SH DEFINED 1 11550
LUCENT TECHNOLOGIES INC COM 549463107 1227 16400 SH DEFINED 1 16400
LUCENT TECHNOLOGIES INC COM 549463107 10490 140215 SH DEFINED 1 140215
LUCENT TECHNOLOGIES INC COM 549463107 12186 162884 SH DEFINED 1 162884
LUCENT TECHNOLOGIES INC COM 549463107 41730 557800 SH DEFINED 1 557800
LUMINANT COM 550260103 141 3100 SH DEFINED 1 3100
LUMINANT COM 550260103 951 20900 SH DEFINED 1 20900
LYONDELL CHEMICAL CO COM 552078107 48 3800 SH DEFINED 1 3800
LYONDELL CHEMICAL CO COM 552078107 92 7200 SH DEFINED 1 7200
MAGNETEK INC COM 559424106 6 800 SH DEFINED 1 800
MAGNETEK INC COM 559424106 15 1900 SH DEFINED 1 1900
MALLINCKRODT, INC COM 561232109 331 10400 SH DEFINED 1 10400
MALLINCKRODT, INC COM 561232109 22 700 SH DEFINED 1 700
MALLINCKRODT, INC COM 561232109 410 12900 SH DEFINED 1 12900
MANDALAY RESORT GROUP COM 562567107 58 2900 SH DEFINED 1 2900
MANDALAY RESORT GROUP COM 562567107 113 5600 SH DEFINED 1 5600
MANOR CARE INC COM 564055101 253 15800 SH DEFINED 1 15800
MANOR CARE INC COM 564055101 16 1000 SH DEFINED 1 1000
MANOR CARE INC COM 564055101 312 19500 SH DEFINED 1 19500
MANPOWER INC COM 56418H100 94 2500 SH DEFINED 1 2500
MANPOWER INC COM 56418H100 177 4700 SH DEFINED 1 4700
MARK IV INDSUTRIES COM 570387100 27 1500 SH DEFINED 1 1500
MARK IV INDSUTRIES COM 570387100 51 2900 SH DEFINED 1 2900
MARRIOTT INTERNATIONAL INC CLA COM 571903202 1155 36600 SH DEFINED 1 36600
MARRIOTT INTERNATIONAL INC CLA COM 571903202 73 2300 SH DEFINED 1 2300
MARRIOTT INTERNATIONAL INC CLA COM 571903202 1430 45300 SH DEFINED 1 45300
MARSH & MCLENNAN COMPANIES INC COM 571748102 3713 38800 SH DEFINED 1 38800
MARSH & MCLENNAN COMPANIES INC COM 571748102 230 2400 SH DEFINED 1 2400
MARSH & MCLENNAN COMPANIES INC COM 571748102 421 4400 SH DEFINED 1 4400
MARSH & MCLENNAN COMPANIES INC COM 571748102 5124 53550 SH DEFINED 1 53550
MARSH & MCLENNAN COMPANIES INC COM 571748102 4598 48050 SH DEFINED 1 48050
MARSHALL & ILSLEY CORP COM 571834100 207 3300 SH DEFINED 1 3300
MARSHALL & ILSLEY CORP COM 571834100 402 6400 SH DEFINED 1 6400
MARTIN MARIETTA CORPORATION COM 573284106 62 1500 SH DEFINED 1 1500
MARTIN MARIETTA CORPORATION COM 573284106 119 2900 SH DEFINED 1 2900
MASCO CORPORATION COM 574599106 1654 65200 SH DEFINED 1 65200
MASCO CORPORATION COM 574599106 104 4100 SH DEFINED 1 4100
MASCO CORPORATION COM 574599106 2045 80600 SH DEFINED 1 80600
MATTEL, INC. COM 577081102 812 61860 SH DEFINED 1 61860
MATTEL, INC. COM 577081102 51 3900 SH DEFINED 1 3900
MATTEL, INC. COM 577081102 310 23600 SH DEFINED 1 23600
MATTEL, INC. COM 577081102 3752 285900 SH DEFINED 1 285900
MATTEL, INC. COM 577081102 1004 76488 SH DEFINED 1 76488
MAXIM INTEGRATED PRODUCTS COM 57772K101 415 8800 SH DEFINED 1 8800
MAXIM INTEGRATED PRODUCTS COM 57772K101 783 16600 SH DEFINED 1 16600
MAXXAM COM 577913106 9 200 SH DEFINED 1 200
MAXXAM COM 577913106 17 400 SH DEFINED 1 400
MAY DEPARTMENT STORES COMPANY COM 577778103 1585 49150 SH DEFINED 1 49150
MAY DEPARTMENT STORES COMPANY COM 577778103 98 3050 SH DEFINED 1 3050
MAY DEPARTMENT STORES COMPANY COM 577778103 1961 60800 SH DEFINED 1 60800
MAYTAG CORPORATION COM 578592107 614 12800 SH DEFINED 1 12800
MAYTAG CORPORATION COM 578592107 38 800 SH DEFINED 1 800
MAYTAG CORPORATION COM 578592107 763 15900 SH DEFINED 1 15900
MBIA INCORPORATED COM 55262C100 776 14700 SH DEFINED 1 14700
MBIA INCORPORATED COM 55262C100 48 900 SH DEFINED 1 900
MBIA INCORPORATED COM 55262C100 961 18200 SH DEFINED 1 18200
MBNA CORP COM 55262L100 3214 117932 SH DEFINED 1 117932
MBNA CORP COM 55262L100 203 7450 SH DEFINED 1 7450
MBNA CORP COM 55262L100 3978 145975 SH DEFINED 1 145975
MC CORMICK & CO COM 579780206 68 2300 SH DEFINED 1 2300
MC CORMICK & CO COM 579780206 131 4400 SH DEFINED 1 4400
MC DONALD'S CORPORATION COM 580135101 8034 199300 SH DEFINED 1 199300
MC DONALD'S CORPORATION COM 580135101 504 12500 SH DEFINED 1 12500
MC DONALD'S CORPORATION COM 580135101 141 3500 SH DEFINED 1 3500
MC DONALD'S CORPORATION COM 580135101 508 12600 SH DEFINED 1 12600
MC DONALD'S CORPORATION COM 580135101 4652 115400 SH DEFINED 1 115400
MC DONALD'S CORPORATION COM 580135101 9941 246600 SH DEFINED 1 246600
MCDERMOTT INTERNATIONAL, INC. COM 580037109 79 8700 SH DEFINED 1 8700
MCDERMOTT INTERNATIONAL, INC. COM 580037109 5 500 SH DEFINED 1 500
MCDERMOTT INTERNATIONAL, INC. COM 580037109 98 10800 SH DEFINED 1 10800
MCGRAW-HILL COMPANIES INC COM 580645109 1787 29000 SH DEFINED 1 29000
MCGRAW-HILL COMPANIES INC COM 580645109 111 1800 SH DEFINED 1 1800
MCGRAW-HILL COMPANIES INC COM 580645109 160 2600 SH DEFINED 1 2600
MCGRAW-HILL COMPANIES INC COM 580645109 271 4400 SH DEFINED 1 4400
MCGRAW-HILL COMPANIES INC COM 580645109 8763 142200 SH DEFINED 1 142200
MCGRAW-HILL COMPANIES INC COM 580645109 2206 35800 SH DEFINED 1 35800
MCI WORLD COM INC COM 55268B106 21935 413383 SH DEFINED 1 413383
MCI WORLD COM INC COM 55268B106 1381 26022 SH DEFINED 1 26022
MCI WORLD COM INC COM 55268B106 190 3577 SH DEFINED 1 3577
MCI WORLD COM INC COM 55268B106 1088 20505 SH DEFINED 1 20505
MCI WORLD COM INC COM 55268B106 641 12072 SH DEFINED 1 12072
MCI WORLD COM INC COM 55268B106 13221 249159 SH DEFINED 1 249159
MCI WORLD COM INC COM 55268B106 6885 129750 SH DEFINED 1 129750
MCI WORLD COM INC COM 55268B106 27140 511473 SH DEFINED 1 511473
MCKESSON HBOC INC COM 58155Q103 933 41353 SH DEFINED 1 41353
MCKESSON HBOC INC COM 58155Q103 59 2621 SH DEFINED 1 2621
MCKESSON HBOC INC COM 58155Q103 1156 51245 SH DEFINED 1 51245
MCN ENERGY GROUP INC COM 55267J100 67 2800 SH DEFINED 1 2800
MCN ENERGY GROUP INC COM 55267J100 126 5300 SH DEFINED 1 5300
MEAD CORP. COM 582834107 656 15100 SH DEFINED 1 15100
MEAD CORP. COM 582834107 39 900 SH DEFINED 1 900
MEAD CORP. COM 582834107 70 1600 SH DEFINED 1 1600
MEAD CORP. COM 582834107 239 5500 SH DEFINED 1 5500
MEAD CORP. COM 582834107 2389 55000 SH DEFINED 1 55000
MEAD CORP. COM 582834107 808 18600 SH DEFINED 1 18600
MEDIA GENERAL COM 584404107 47 900 SH DEFINED 1 900
MEDIA GENERAL COM 584404107 83 1600 SH DEFINED 1 1600
MEDIA ONE GROUP INC COM 58440J104 6852 89200 SH DEFINED 1 89200
MEDIA ONE GROUP INC COM 58440J104 430 5600 SH DEFINED 1 5600
MEDIA ONE GROUP INC COM 58440J104 8480 110400 SH DEFINED 1 110400
MEDIAPLEX COM 58446B105 13 200 SH DEFINED 1 200
MEDIAPLEX COM 58446B105 13 200 SH DEFINED 1 200
MEDIAPLEX COM 58446B105 82 1300 SH DEFINED 1 1300
MEDIMMUNE, INC. COM 584699102 332 2000 SH DEFINED 1 2000
MEDIMMUNE, INC. COM 584699102 614 3700 SH DEFINED 1 3700
MEDITRUST CORPORATION COM 58501T306 61 11117 SH DEFINED 1 11117
MEDTRONIC, INCORPORATED COM 585055106 6289 172600 SH DEFINED 1 172600
MEDTRONIC, INCORPORATED COM 585055106 397 10900 SH DEFINED 1 10900
MEDTRONIC, INCORPORATED COM 585055106 189 5200 SH DEFINED 1 5200
MEDTRONIC, INCORPORATED COM 585055106 670 18400 SH DEFINED 1 18400
MEDTRONIC, INCORPORATED COM 585055106 6041 165800 SH DEFINED 1 165800
MEDTRONIC, INCORPORATED COM 585055106 7787 213700 SH DEFINED 1 213700
MELLON FINANCIAL CORPORATION COM 58551A108 2575 75600 SH DEFINED 1 75600
MELLON FINANCIAL CORPORATION COM 58551A108 164 4800 SH DEFINED 1 4800
MELLON FINANCIAL CORPORATION COM 58551A108 3188 93600 SH DEFINED 1 93600
MENTOR GRAPHICS CORPORATION COM 587200106 29 2200 SH DEFINED 1 2200
MENTOR GRAPHICS CORPORATION COM 587200106 54 4100 SH DEFINED 1 4100
MERCANTILE BANKSHARES CORP. COM 587405101 70 2200 SH DEFINED 1 2200
MERCANTILE BANKSHARES CORP. COM 587405101 137 4300 SH DEFINED 1 4300
MERCK & CO., INC. COM 589331107 23143 345100 SH DEFINED 1 345100
MERCK & CO., INC. COM 589331107 1455 21700 SH DEFINED 1 21700
MERCK & CO., INC. COM 589331107 134 2000 SH DEFINED 1 2000
MERCK & CO., INC. COM 589331107 483 7200 SH DEFINED 1 7200
MERCK & CO., INC. COM 589331107 6532 97400 SH DEFINED 1 97400
MERCK & CO., INC. COM 589331107 28636 427000 SH DEFINED 1 427000
MEREDITH CORPORATION COM 589433101 317 7600 SH DEFINED 1 7600
MEREDITH CORPORATION COM 589433101 21 500 SH DEFINED 1 500
MEREDITH CORPORATION COM 589433101 392 9400 SH DEFINED 1 9400
MERITOR AUTOMOTIVE INC COM 59000G100 43 2200 SH DEFINED 1 2200
MERITOR AUTOMOTIVE INC COM 59000G100 83 4300 SH DEFINED 1 4300
MERRILL LYNCH & CO COM 590188108 4542 54400 SH DEFINED 1 54400
MERRILL LYNCH & CO COM 590188108 284 3400 SH DEFINED 1 3400
MERRILL LYNCH & CO COM 590188108 5620 67300 SH DEFINED 1 67300
META SOLV SOFTWARE COM 591393103 82 1000 SH DEFINED 1 1000
META SOLV SOFTWARE COM 591393103 139 1700 SH DEFINED 1 1700
META SOLV SOFTWARE COM 591393103 777 9500 SH DEFINED 1 9500
METALINK LTD COM M69897102 35 1700 SH DEFINED 1 1700
METALINK LTD COM M69897102 202 9900 SH DEFINED 1 9900
MGIC INVESTMENT CORP COM 552848103 969 16100 SH DEFINED 1 16100
MGIC INVESTMENT CORP COM 552848103 60 1000 SH DEFINED 1 1000
MGIC INVESTMENT CORP COM 552848103 1198 19900 SH DEFINED 1 19900
MICHAELS STORES INC COM 594087108 117 4100 SH DEFINED 1 4100
MICRO WAREHOUSE INC. COM 59501B105 19 1000 SH DEFINED 1 1000
MICRO WAREHOUSE INC. COM 59501B105 41 2200 SH DEFINED 1 2200
MICRON TECHNOLOGY COM 595112103 2861 36800 SH DEFINED 1 36800
MICRON TECHNOLOGY COM 595112103 179 2300 SH DEFINED 1 2300
MICRON TECHNOLOGY COM 595112103 3545 45600 SH DEFINED 1 45600
MICROSOFT CORPORATION COM 594918104 87656 750800 SH DEFINED 1 750800
MICROSOFT CORPORATION COM 594918104 5522 47300 SH DEFINED 1 47300
MICROSOFT CORPORATION COM 594918104 584 5000 SH DEFINED 1 5000
MICROSOFT CORPORATION COM 594918104 2732 23400 SH DEFINED 1 23400
MICROSOFT CORPORATION COM 594918104 2008 17200 SH DEFINED 1 17200
MICROSOFT CORPORATION COM 594918104 33157 284000 SH DEFINED 1 284000
MICROSOFT CORPORATION COM 594918104 20011 171400 SH DEFINED 1 171400
MICROSOFT CORPORATION COM 594918104 108484 929200 SH DEFINED 1 929200
MIDAMERICAN ENERGY COM 59562V107 67 2000 SH DEFINED 1 2000
MIDAMERICAN ENERGY COM 59562V107 128 3800 SH DEFINED 1 3800
MIDWEST EXPRESS HOLDINGS, INC. COM 597911106 120 3750 SH DEFINED 1 3750
MIDWEST EXPRESS HOLDINGS, INC. COM 597911106 406 12750 SH DEFINED 1 12750
MIDWEST EXPRESS HOLDINGS, INC. COM 597911106 3997 125400 SH DEFINED 1 125400
MIH COM G6116R101 295 5000 SH DEFINED 1 5000
MILACRON INC COM 598709103 83 5400 SH DEFINED 1 5400
MILACRON INC COM 598709103 5 300 SH DEFINED 1 300
MILACRON INC COM 598709103 103 6700 SH DEFINED 1 6700
MILLENNIUM PHARMACEUTICAL COM 599902103 146 1200 SH DEFINED 1 1200
MILLENNIUM PHARMACEUTICAL COM 599902103 268 2200 SH DEFINED 1 2200
MILLER HERMAN INC COM 600544100 60 2600 SH DEFINED 1 2600
MILLER HERMAN INC COM 600544100 113 4900 SH DEFINED 1 4900
MILLIPORE CORPORATION COM 601073109 255 6600 SH DEFINED 1 6600
MILLIPORE CORPORATION COM 601073109 15 400 SH DEFINED 1 400
MILLIPORE CORPORATION COM 601073109 317 8200 SH DEFINED 1 8200
MINERALS TECHNOLOGY COM 603158106 28 700 SH DEFINED 1 700
MINERALS TECHNOLOGY COM 603158106 52 1300 SH DEFINED 1 1300
MINIMED INC. COM 60365K108 73 1000 SH DEFINED 1 1000
MINIMED INC. COM 60365K108 139 1900 SH DEFINED 1 1900
MINN PWR & LT CO TR COM 604110106 41 2400 SH DEFINED 1 2400
MINN PWR & LT CO TR COM 604110106 76 4500 SH DEFINED 1 4500
MINNESOTA MINING & MFG COMPANY COM 604059105 5794 59200 SH DEFINED 1 59200
MINNESOTA MINING & MFG COMPANY COM 604059105 362 3700 SH DEFINED 1 3700
MINNESOTA MINING & MFG COMPANY COM 604059105 7174 73300 SH DEFINED 1 73300
MIRAGE RESORTS INC COM 60462E104 449 29300 SH DEFINED 1 29300
MIRAGE RESORTS INC COM 60462E104 28 1800 SH DEFINED 1 1800
MIRAGE RESORTS INC COM 60462E104 554 36200 SH DEFINED 1 36200
MODINE MANUFACTURING COM 607828100 25 1000 SH DEFINED 1 1000
MODINE MANUFACTURING COM 607828100 45 1800 SH DEFINED 1 1800
MODIS PROFESSIONAL SERVICES COM 607830106 44 3100 SH DEFINED 1 3100
MODIS PROFESSIONAL SERVICES COM 607830106 84 5900 SH DEFINED 1 5900
MOHAWK INDUSTRIES, INC. COM 608190104 53 2000 SH DEFINED 1 2000
MOHAWK INDUSTRIES, INC. COM 608190104 98 3700 SH DEFINED 1 3700
MOLEX INC. COM 608554101 1292 22800 SH DEFINED 1 22800
MOLEX INC. COM 608554101 79 1400 SH DEFINED 1 1400
MOLEX INC. COM 608554101 1599 28200 SH DEFINED 1 28200
MONSANTO COMPANY COM 611662107 3320 93200 SH DEFINED 1 93200
MONSANTO COMPANY COM 611662107 210 5900 SH DEFINED 1 5900
MONSANTO COMPANY COM 611662107 955 26800 SH DEFINED 1 26800
MONSANTO COMPANY COM 611662107 11592 325400 SH DEFINED 1 325400
MONSANTO COMPANY COM 611662107 4111 115400 SH DEFINED 1 115400
MONTANA POWER COM 612085100 130 3600 SH DEFINED 1 3600
MONTANA POWER COM 612085100 245 6800 SH DEFINED 1 6800
MORGAN STANLEY DEAN WITTER CO COM 617446448 11988 83980 SH DEFINED 1 83980
MORGAN STANLEY DEAN WITTER CO COM 617446448 750 5255 SH DEFINED 1 5255
MORGAN STANLEY DEAN WITTER CO COM 617446448 314 2200 SH DEFINED 1 2200
MORGAN STANLEY DEAN WITTER CO COM 617446448 1099 7700 SH DEFINED 1 7700
MORGAN STANLEY DEAN WITTER CO COM 617446448 9807 68700 SH DEFINED 1 68700
MORGAN STANLEY DEAN WITTER CO COM 617446448 14832 103905 SH DEFINED 1 103905
MOTOROLA INC COM 620076109 13149 89300 SH DEFINED 1 89300
MOTOROLA INC COM 620076109 825 5600 SH DEFINED 1 5600
MOTOROLA INC COM 620076109 825 5600 SH DEFINED 1 5600
MOTOROLA INC COM 620076109 9998 67900 SH DEFINED 1 67900
MOTOROLA INC COM 620076109 16286 110600 SH DEFINED 1 110600
MSC INDUSTRIAL DIRECT CO-A COM 553530106 130 9800 SH DEFINED 1 9800
MSC INDUSTRIAL DIRECT CO-A COM 553530106 947 71500 SH DEFINED 1 71500
MURPHY OIL U.S.A. INC COM 626717102 86 1500 SH DEFINED 1 1500
MURPHY OIL U.S.A. INC COM 626717102 161 2800 SH DEFINED 1 2800
MYLAN LABORATORIES INC COM 628530107 106 4200 SH DEFINED 1 4200
MYLAN LABORATORIES INC COM 628530107 202 8000 SH DEFINED 1 8000
NABISCO GROUP HOLDINGS COM 62952P102 510 48000 SH DEFINED 1 48000
NABISCO GROUP HOLDINGS COM 62952P102 32 3000 SH DEFINED 1 3000
NABISCO GROUP HOLDINGS COM 62952P102 631 59400 SH DEFINED 1 59400
NABORS IND INC COM 629568106 108 3500 SH DEFINED 1 3500
NABORS IND INC COM 629568106 981 31700 SH DEFINED 1 31700
NABORS IND INC COM 629568106 136 4400 SH DEFINED 1 4400
NABORS IND INC COM 629568106 152 4900 SH DEFINED 1 4900
NABORS IND INC COM 629568106 17965 580700 SH DEFINED 1 580700
NABORS IND INC COM 629568106 260 8400 SH DEFINED 1 8400
NABORS IND INC COM 629568106 1046 33800 SH DEFINED 1 33800
NACCO INDUSTRIES, INC. COM 629579103 67 1200 SH DEFINED 1 1200
NACCO INDUSTRIES, INC. COM 629579103 6 100 SH DEFINED 1 100
NACCO INDUSTRIES, INC. COM 629579103 83 1500 SH DEFINED 1 1500
NATIONAL CITY CORP COM 635405103 2153 90900 SH DEFINED 1 90900
NATIONAL CITY CORP COM 635405103 135 5700 SH DEFINED 1 5700
NATIONAL CITY CORP COM 635405103 2665 112500 SH DEFINED 1 112500
NATIONAL COM BANCORP COM 635449101 77 3400 SH DEFINED 1 3400
NATIONAL COM BANCORP COM 635449101 147 6500 SH DEFINED 1 6500
NATIONAL FUEL AND GAS COMPANY COM 636180101 60 1300 SH DEFINED 1 1300
NATIONAL FUEL AND GAS COMPANY COM 636180101 112 2400 SH DEFINED 1 2400
NATIONAL SEMICONDUCTOR CORPORA COM 637640103 1057 24700 SH DEFINED 1 24700
NATIONAL SEMICONDUCTOR CORPORA COM 637640103 69 1600 SH DEFINED 1 1600
NATIONAL SEMICONDUCTOR CORPORA COM 637640103 1310 30600 SH DEFINED 1 30600
NATIONAL SERVICE INDS, INC. COM 637657107 174 5900 SH DEFINED 1 5900
NATIONAL SERVICE INDS, INC. COM 637657107 12 400 SH DEFINED 1 400
NATIONAL SERVICE INDS, INC. COM 637657107 218 7400 SH DEFINED 1 7400
NAVIGANT CONSULTING CO COM 63935N107 15 1400 SH DEFINED 1 1400
NAVIGANT CONSULTING CO COM 63935N107 28 2600 SH DEFINED 1 2600
NAVISTAR INTERNATIONAL CORP. COM 63934E108 463 9770 SH DEFINED 1 9770
NAVISTAR INTERNATIONAL CORP. COM 63934E108 28 600 SH DEFINED 1 600
NAVISTAR INTERNATIONAL CORP. COM 63934E108 569 12000 SH DEFINED 1 12000
NCH CORPORATION COM 628850109 9 200 SH DEFINED 1 200
NCH CORPORATION COM 628850109 13 300 SH DEFINED 1 300
NCO GROUP COM 628858102 24 800 SH DEFINED 1 800
NCO GROUP COM 628858102 45 1500 SH DEFINED 1 1500
NCR CORPORATION COM 62886E108 121 3200 SH DEFINED 1 3200
NCR CORPORATION COM 62886E108 231 6100 SH DEFINED 1 6100
NEIMAN MARCUS GROUP -CL B COM 640204301 0 13 SH DEFINED 1 13
NEIMAN MARCUS GROUP -CL B COM 640204301 0 17 SH DEFINED 1 17
NETWORK ASSOCIATES COM 640938106 120 4500 SH DEFINED 1 4500
NETWORK ASSOCIATES COM 640938106 230 8600 SH DEFINED 1 8600
NETZERO INC. COM 64122R109 897 33300 SH DEFINED 1 33300
NEW CENTURY ENERGIES INC. COM 64352U103 516 17000 SH DEFINED 1 17000
NEW CENTURY ENERGIES INC. COM 64352U103 33 1100 SH DEFINED 1 1100
NEW CENTURY ENERGIES INC. COM 64352U103 638 21000 SH DEFINED 1 21000
NEW ENGLAND ELECTRIC SYSTEM COM 644001109 98 1900 SH DEFINED 1 1900
NEW ENGLAND ELECTRIC SYSTEM COM 644001109 186 3600 SH DEFINED 1 3600
NEW YORK TIMES COMPANY COM 650111107 1258 25600 SH DEFINED 1 25600
NEW YORK TIMES COMPANY COM 650111107 79 1600 SH DEFINED 1 1600
NEW YORK TIMES COMPANY COM 650111107 275 5600 SH DEFINED 1 5600
NEW YORK TIMES COMPANY COM 650111107 953 19400 SH DEFINED 1 19400
NEW YORK TIMES COMPANY COM 650111107 6347 129200 SH DEFINED 1 129200
NEW YORK TIMES COMPANY COM 650111107 1557 31700 SH DEFINED 1 31700
NEWELL RUBBERMAID INC COM 651229106 1203 41471 SH DEFINED 1 41471
NEWELL RUBBERMAID INC COM 651229106 77 2645 SH DEFINED 1 2645
NEWELL RUBBERMAID INC COM 651229106 1489 51332 SH DEFINED 1 51332
NEWMONT MINING CORPORATION COM 651639106 603 24630 SH DEFINED 1 24630
NEWMONT MINING CORPORATION COM 651639106 38 1558 SH DEFINED 1 1558
NEWMONT MINING CORPORATION COM 651639106 747 30480 SH DEFINED 1 30480
NEWPORT NEWS SHIPBUILDING COM 652228107 30 1100 SH DEFINED 1 1100
NEWPORT NEWS SHIPBUILDING COM 652228107 58 2100 SH DEFINED 1 2100
NEWS CORP LTD COM 652487703 711 18600 SH DEFINED 1 18600
NEWS CORP LTD COM 652487703 8648 226100 SH DEFINED 1 226100
NEXTEL COMMUNICATIONS INC. COM 65332V103 5486 53200 SH DEFINED 1 53200
NEXTEL COMMUNICATIONS INC. COM 65332V103 340 3300 SH DEFINED 1 3300
NEXTEL COMMUNICATIONS INC. COM 65332V103 206 2000 SH DEFINED 1 2000
NEXTEL COMMUNICATIONS INC. COM 65332V103 743 7200 SH DEFINED 1 7200
NEXTEL COMMUNICATIONS INC. COM 65332V103 7477 72500 SH DEFINED 1 72500
NEXTEL COMMUNICATIONS INC. COM 65332V103 6786 65800 SH DEFINED 1 65800
NIAGARA MOHAWK HOLDINGS INC COM 653520106 385 27600 SH DEFINED 1 27600
NIAGARA MOHAWK HOLDINGS INC COM 653520106 24 1700 SH DEFINED 1 1700
NIAGARA MOHAWK HOLDINGS INC COM 653520106 475 34100 SH DEFINED 1 34100
NICOR INC. COM 654086107 224 6900 SH DEFINED 1 6900
NICOR INC. COM 654086107 13 400 SH DEFINED 1 400
NICOR INC. COM 654086107 280 8600 SH DEFINED 1 8600
NIKE, INC. COM 654106103 2052 41400 SH DEFINED 1 41400
NIKE, INC. COM 654106103 129 2600 SH DEFINED 1 2600
NIKE, INC. COM 654106103 2538 51200 SH DEFINED 1 51200
NIPPON TEL & TEL COM 664137300 2 1 SH DEFINED 1 1
NISOURCE COM 65473P105 72 4000 SH DEFINED 1 4000
NISOURCE COM 65473P105 138 7700 SH DEFINED 1 7700
NOBLE AFFILIATES COM 654894104 39 1800 SH DEFINED 1 1800
NOBLE AFFILIATES COM 654894104 75 3500 SH DEFINED 1 3500
NOBLE DRILLING CORP COM 655042109 141 4300 SH DEFINED 1 4300
NOBLE DRILLING CORP COM 655042109 265 8100 SH DEFINED 1 8100
NOKIA A SHARES COM 565521200 454 2500 SH DEFINED 1 2500
NORDSON COM 655663102 24 500 SH DEFINED 1 500
NORDSON COM 655663102 48 1000 SH DEFINED 1 1000
NORDSTROM, INC. COM 655664100 539 20600 SH DEFINED 1 20600
NORDSTROM, INC. COM 655664100 34 1300 SH DEFINED 1 1300
NORDSTROM, INC. COM 655664100 668 25500 SH DEFINED 1 25500
NORFOLK SOUTHERN CORPORATION COM 655844108 1148 56000 SH DEFINED 1 56000
NORFOLK SOUTHERN CORPORATION COM 655844108 72 3500 SH DEFINED 1 3500
NORFOLK SOUTHERN CORPORATION COM 655844108 1421 69300 SH DEFINED 1 69300
NORTEL NETWORK CORP COM 656569100 19717 195220 SH DEFINED 1 195220
NORTEL NETWORK CORP COM 656569100 1238 12260 SH DEFINED 1 12260
NORTEL NETWORK CORP COM 656569100 323 3200 SH DEFINED 1 3200
NORTEL NETWORK CORP COM 656569100 1475 14600 SH DEFINED 1 14600
NORTEL NETWORK CORP COM 656569100 11312 112000 SH DEFINED 1 112000
NORTEL NETWORK CORP COM 656569100 24402 241600 SH DEFINED 1 241600
NORTH FORK BANCORP COM 659424105 77 4400 SH DEFINED 1 4400
NORTH FORK BANCORP COM 659424105 147 8400 SH DEFINED 1 8400
NORTHEAST UTILITES COM 664397106 86 4200 SH DEFINED 1 4200
NORTHEAST UTILITES COM 664397106 167 8100 SH DEFINED 1 8100
NORTHERN STATES POWER COMPANY COM 665772109 443 22700 SH DEFINED 1 22700
NORTHERN STATES POWER COMPANY COM 665772109 27 1400 SH DEFINED 1 1400
NORTHERN STATES POWER COMPANY COM 665772109 115 5900 SH DEFINED 1 5900
NORTHERN STATES POWER COMPANY COM 665772109 1429 73300 SH DEFINED 1 73300
NORTHERN STATES POWER COMPANY COM 665772109 548 28100 SH DEFINED 1 28100
NORTHERN TRUST CORPORATION COM 665859104 1738 32800 SH DEFINED 1 32800
NORTHERN TRUST CORPORATION COM 665859104 106 2000 SH DEFINED 1 2000
NORTHERN TRUST CORPORATION COM 665859104 2152 40600 SH DEFINED 1 40600
NORTHPOINT COMMUNICATION COM 666610100 194 8100 SH DEFINED 1 8100
NORTHPOINT COMMUNICATION COM 666610100 53 2200 SH DEFINED 1 2200
NORTHPOINT COMMUNICATION COM 666610100 2779 115800 SH DEFINED 1 115800
NORTHPOINT COMMUNICATION COM 666610100 547 22800 SH DEFINED 1 22800
NORTHROP GRUMMAN CORPORATION COM 666807102 551 10200 SH DEFINED 1 10200
NORTHROP GRUMMAN CORPORATION COM 666807102 32 600 SH DEFINED 1 600
NORTHROP GRUMMAN CORPORATION COM 666807102 681 12600 SH DEFINED 1 12600
NOVA CORPORATION COM 669784100 76 2400 SH DEFINED 1 2400
NOVA CORPORATION COM 669784100 142 4500 SH DEFINED 1 4500
NOVELL, INC. COM 670006105 1969 49300 SH DEFINED 1 49300
NOVELL, INC. COM 670006105 124 3100 SH DEFINED 1 3100
NOVELL, INC. COM 670006105 2436 61000 SH DEFINED 1 61000
NOVELLUS SYSTEMS, INC. COM 670008101 1250 10200 SH DEFINED 1 10200
NOVELLUS SYSTEMS, INC. COM 670008101 159 1300 SH DEFINED 1 1300
NOVELLUS SYSTEMS, INC. COM 670008101 22423 183000 SH DEFINED 1 183000
NOVELLUS SYSTEMS, INC. COM 670008101 294 2400 SH DEFINED 1 2400
NTAP COM 64120L104 1794 21600 SH DEFINED 1 21600
NTAP COM 64120L104 116 1400 SH DEFINED 1 1400
NTAP COM 64120L104 1462 17600 SH DEFINED 1 17600
NTAP COM 64120L104 23856 287200 SH DEFINED 1 287200
NTAP COM 64120L104 2226 26800 SH DEFINED 1 26800
NTT DOCOMO COM 612927700 6 15 SH DEFINED 1 15
NUCOR CORP. COM 670346105 702 12800 SH DEFINED 1 12800
NUCOR CORP. COM 670346105 44 800 SH DEFINED 1 800
NUCOR CORP. COM 670346105 872 15900 SH DEFINED 1 15900
O'REILLY AUTOMOTIVE, INC. COM 686091109 198 9200 SH DEFINED 1 9200
O'REILLY AUTOMOTIVE, INC. COM 686091109 718 33400 SH DEFINED 1 33400
O'REILLY AUTOMOTIVE, INC. COM 686091109 13210 614400 SH DEFINED 1 614400
OCCIDENTAL PETROLEUM CORPORATI COM 674599105 1109 51300 SH DEFINED 1 51300
OCCIDENTAL PETROLEUM CORPORATI COM 674599105 69 3200 SH DEFINED 1 3200
OCCIDENTAL PETROLEUM CORPORATI COM 674599105 1373 63500 SH DEFINED 1 63500
OCEAN ENERGY COM 67481E106 42 5400 SH DEFINED 1 5400
OCEAN ENERGY COM 67481E106 80 10300 SH DEFINED 1 10300
OFFICE DEPOT INC COM 676220106 603 55100 SH DEFINED 1 55100
OFFICE DEPOT INC COM 676220106 38 3500 SH DEFINED 1 3500
OFFICE DEPOT INC COM 676220106 746 68200 SH DEFINED 1 68200
OFFICE MAX, INC. COM 67622M108 20 3700 SH DEFINED 1 3700
OFFICE MAX, INC. COM 67622M108 39 7000 SH DEFINED 1 7000
OGDEN CORPORATION COM 676346109 19 1600 SH DEFINED 1 1600
OGDEN CORPORATION COM 676346109 36 3000 SH DEFINED 1 3000
OGE ENERGY COM 670837103 48 2500 SH DEFINED 1 2500
OGE ENERGY COM 670837103 91 4800 SH DEFINED 1 4800
OHIO CASUALTY COM 677240103 32 2000 SH DEFINED 1 2000
OHIO CASUALTY COM 677240103 61 3800 SH DEFINED 1 3800
OLD KENT FINANCIAL CORPORATION COM 679833103 619 17500 SH DEFINED 1 17500
OLD KENT FINANCIAL CORPORATION COM 679833103 39 1100 SH DEFINED 1 1100
OLD KENT FINANCIAL CORPORATION COM 679833103 764 21600 SH DEFINED 1 21600
OLD REPUBLIC INT'L COM 680223104 57 4200 SH DEFINED 1 4200
OLD REPUBLIC INT'L COM 680223104 109 8000 SH DEFINED 1 8000
OLIN CORPORATION COM 680665205 30 1500 SH DEFINED 1 1500
OLIN CORPORATION COM 680665205 55 2800 SH DEFINED 1 2800
OLSTEN CORP COM 681385100 29 2600 SH DEFINED 1 2600
OLSTEN CORP COM 681385100 57 5000 SH DEFINED 1 5000
OMNICARE INC COM 681904108 35 2900 SH DEFINED 1 2900
OMNICARE INC COM 681904108 67 5600 SH DEFINED 1 5600
OMNICOM GROUP INCORPORATED COM 681919106 2610 26100 SH DEFINED 1 26100
OMNICOM GROUP INCORPORATED COM 681919106 160 1600 SH DEFINED 1 1600
OMNICOM GROUP INCORPORATED COM 681919106 100 1000 SH DEFINED 1 1000
OMNICOM GROUP INCORPORATED COM 681919106 340 3400 SH DEFINED 1 3400
OMNICOM GROUP INCORPORATED COM 681919106 3360 33600 SH DEFINED 1 33600
OMNICOM GROUP INCORPORATED COM 681919106 3230 32300 SH DEFINED 1 32300
ONEOK, INC. COM 682680103 118 4700 SH DEFINED 1 4700
ONEOK, INC. COM 682680103 8 300 SH DEFINED 1 300
ONEOK, INC. COM 682680103 146 5800 SH DEFINED 1 5800
ORACLE CORPORATION COM 68389X105 23726 211725 SH DEFINED 1 211725
ORACLE CORPORATION COM 68389X105 1499 13375 SH DEFINED 1 13375
ORACLE CORPORATION COM 68389X105 179 1600 SH DEFINED 1 1600
ORACLE CORPORATION COM 68389X105 577 5150 SH DEFINED 1 5150
ORACLE CORPORATION COM 68389X105 639 5700 SH DEFINED 1 5700
ORACLE CORPORATION COM 68389X105 7054 62950 SH DEFINED 1 62950
ORACLE CORPORATION COM 68389X105 6388 57000 SH DEFINED 1 57000
ORACLE CORPORATION COM 68389X105 29366 262050 SH DEFINED 1 262050
OREGON STEEL MILLS COM 686079104 6 700 SH DEFINED 1 700
OREGON STEEL MILLS COM 686079104 13 1600 SH DEFINED 1 1600
OUTBACK STEAKHOUSE COM 689899102 62 2400 SH DEFINED 1 2400
OUTBACK STEAKHOUSE COM 689899102 119 4600 SH DEFINED 1 4600
OVERSEAS SHIPHOLDING COM 690368105 18 1200 SH DEFINED 1 1200
OVERSEAS SHIPHOLDING COM 690368105 33 2200 SH DEFINED 1 2200
OWENS CORNING COM 69073F103 156 8100 SH DEFINED 1 8100
OWENS CORNING COM 69073F103 10 500 SH DEFINED 1 500
OWENS CORNING COM 69073F103 193 10000 SH DEFINED 1 10000
OWENS ILLINOIS INC. COM 690768403 574 22900 SH DEFINED 1 22900
OWENS ILLINOIS INC. COM 690768403 35 1400 SH DEFINED 1 1400
OWENS ILLINOIS INC. COM 690768403 712 28400 SH DEFINED 1 28400
OXFORD HEALTH PLANS COM 691471106 33 2600 SH DEFINED 1 2600
OXFORD HEALTH PLANS COM 691471106 63 5000 SH DEFINED 1 5000
PACCAR INCORPORATED COM 693718108 509 11490 SH DEFINED 1 11490
PACCAR INCORPORATED COM 693718108 31 700 SH DEFINED 1 700
PACCAR INCORPORATED COM 693718108 632 14270 SH DEFINED 1 14270
PACIFIC CENTURY FINANCIAL CORP COM 694058108 49 2600 SH DEFINED 1 2600
PACIFIC CENTURY FINANCIAL CORP COM 694058108 93 5000 SH DEFINED 1 5000
PACIFICARE HLTH 'B' COM 695112102 80 1500 SH DEFINED 1 1500
PACIFICARE HLTH 'B' COM 695112102 148 2800 SH DEFINED 1 2800
PACTIV CORPORATION COM 695257105 267 25100 SH DEFINED 1 25100
PACTIV CORPORATION COM 695257105 17 1600 SH DEFINED 1 1600
PACTIV CORPORATION COM 695257105 329 31000 SH DEFINED 1 31000
PAINEWEBBER GROUP COM 695629105 831 21400 SH DEFINED 1 21400
PAINEWEBBER GROUP COM 695629105 50 1300 SH DEFINED 1 1300
PAINEWEBBER GROUP COM 695629105 1029 26500 SH DEFINED 1 26500
PALL CORPORATION COM 696429307 394 18266 SH DEFINED 1 18266
PALL CORPORATION COM 696429307 24 1100 SH DEFINED 1 1100
PALL CORPORATION COM 696429307 487 22600 SH DEFINED 1 22600
PAPA JOHN'S INT'L COM 698813102 26 1000 SH DEFINED 1 1000
PAPA JOHN'S INT'L COM 698813102 50 1900 SH DEFINED 1 1900
PARADYNE COM 69911G107 101 3722 SH DEFINED 1 3722
PARADYNE COM 69911G107 1856 68100 SH DEFINED 1 68100
PARAMETRIC TECHNOLOGY CORP. COM 699173100 1072 39600 SH DEFINED 1 39600
PARAMETRIC TECHNOLOGY CORP. COM 699173100 68 2500 SH DEFINED 1 2500
PARAMETRIC TECHNOLOGY CORP. COM 699173100 1326 49000 SH DEFINED 1 49000
PARK PLACE ENTERTAINMENT CORP COM 700690100 123 9800 SH DEFINED 1 9800
PARK PLACE ENTERTAINMENT CORP COM 700690100 234 18700 SH DEFINED 1 18700
PARKER-HANNIFIN CORPORATION COM 701094104 821 16000 SH DEFINED 1 16000
PARKER-HANNIFIN CORPORATION COM 701094104 54 1050 SH DEFINED 1 1050
PARKER-HANNIFIN CORPORATION COM 701094104 1015 19775 SH DEFINED 1 19775
PATTERSON DENTAL COMPANY COM 703412106 185 4350 SH DEFINED 1 4350
PATTERSON DENTAL COMPANY COM 703412106 838 19650 SH DEFINED 1 19650
PATTERSON DENTAL COMPANY COM 703412106 115 2700 SH DEFINED 1 2700
PATTERSON DENTAL COMPANY COM 703412106 17047 399925 SH DEFINED 1 399925
PATTERSON DENTAL COMPANY COM 703412106 827 19400 SH DEFINED 1 19400
PAYCHEX INCORPORATED COM 704326107 1448 36200 SH DEFINED 1 36200
PAYCHEX INCORPORATED COM 704326107 90 2250 SH DEFINED 1 2250
PAYCHEX INCORPORATED COM 704326107 72 1800 SH DEFINED 1 1800
PAYCHEX INCORPORATED COM 704326107 1181 29515 SH DEFINED 1 29515
PAYCHEX INCORPORATED COM 704326107 21600 540000 SH DEFINED 1 540000
PAYCHEX INCORPORATED COM 704326107 1790 44750 SH DEFINED 1 44750
PAYLESS SHOE SOURCE COM 704379106 47 1000 SH DEFINED 1 1000
PAYLESS SHOE SOURCE COM 704379106 94 2000 SH DEFINED 1 2000
PE CORP-PE BIOSYSTEMS GRP COM 69332S102 1805 15000 SH DEFINED 1 15000
PE CORP-PE BIOSYSTEMS GRP COM 69332S102 108 900 SH DEFINED 1 900
PE CORP-PE BIOSYSTEMS GRP COM 69332S102 963 8000 SH DEFINED 1 8000
PE CORP-PE BIOSYSTEMS GRP COM 69332S102 180 1500 SH DEFINED 1 1500
PE CORP-PE BIOSYSTEMS GRP COM 69332S102 2214 18400 SH DEFINED 1 18400
PE CORP-PE BIOSYSTEMS GRP COM 69332S102 13475 112000 SH DEFINED 1 112000
PE CORP-PE BIOSYSTEMS GRP COM 69332S102 2238 18600 SH DEFINED 1 18600
PECO ENERGY COMPANY COM 693304107 956 27500 SH DEFINED 1 27500
PECO ENERGY COMPANY COM 693304107 59 1700 SH DEFINED 1 1700
PECO ENERGY COMPANY COM 693304107 1182 34000 SH DEFINED 1 34000
PENNZOIL-QUAKER STATE CO COM 709323109 25 2500 SH DEFINED 1 2500
PENNZOIL-QUAKER STATE CO COM 709323109 49 4800 SH DEFINED 1 4800
PENTAIR INC COM 709631105 62 1600 SH DEFINED 1 1600
PENTAIR INC COM 709631105 116 3000 SH DEFINED 1 3000
PEOPLES ENERGY CORPORATION COM 711030106 174 5200 SH DEFINED 1 5200
PEOPLES ENERGY CORPORATION COM 711030106 10 300 SH DEFINED 1 300
PEOPLES ENERGY CORPORATION COM 711030106 218 6500 SH DEFINED 1 6500
PEOPLESOFT, INC COM 712713106 763 35800 SH DEFINED 1 35800
PEOPLESOFT, INC COM 712713106 49 2300 SH DEFINED 1 2300
PEOPLESOFT, INC COM 712713106 944 44300 SH DEFINED 1 44300
PEP BOYS - MANNY, MOE & JACK COM 713278109 70 7700 SH DEFINED 1 7700
PEP BOYS - MANNY, MOE & JACK COM 713278109 5 500 SH DEFINED 1 500
PEP BOYS - MANNY, MOE & JACK COM 713278109 88 9600 SH DEFINED 1 9600
PEPSICO INC. COM 713448108 7582 215100 SH DEFINED 1 215100
PEPSICO INC. COM 713448108 476 13500 SH DEFINED 1 13500
PEPSICO INC. COM 713448108 113 3200 SH DEFINED 1 3200
PEPSICO INC. COM 713448108 434 12300 SH DEFINED 1 12300
PEPSICO INC. COM 713448108 335 9500 SH DEFINED 1 9500
PEPSICO INC. COM 713448108 5277 149700 SH DEFINED 1 149700
PEPSICO INC. COM 713448108 3599 102100 SH DEFINED 1 102100
PEPSICO INC. COM 713448108 9384 266200 SH DEFINED 1 266200
PEREGRINE SYSTEMS COM 71366Q101 1669 20200 SH DEFINED 1 20200
PEREGRINE SYSTEMS COM 71366Q101 30475 368831 SH DEFINED 1 368831
PERKINELMER INC COM 714046109 279 6700 SH DEFINED 1 6700
PERKINELMER INC COM 714046109 17 400 SH DEFINED 1 400
PERKINELMER INC COM 714046109 346 8300 SH DEFINED 1 8300
PERRIGO COM 714290103 19 2400 SH DEFINED 1 2400
PERRIGO COM 714290103 36 4500 SH DEFINED 1 4500
PFIZER INC. COM 717081103 18489 570000 SH DEFINED 1 570000
PFIZER INC. COM 717081103 1165 35900 SH DEFINED 1 35900
PFIZER INC. COM 717081103 45 1400 SH DEFINED 1 1400
PFIZER INC. COM 717081103 152 4700 SH DEFINED 1 4700
PFIZER INC. COM 717081103 1418 43700 SH DEFINED 1 43700
PFIZER INC. COM 717081103 22885 705500 SH DEFINED 1 705500
PG&E CORP COM COM 69331C108 1158 56500 SH DEFINED 1 56500
PG&E CORP COM COM 69331C108 74 3600 SH DEFINED 1 3600
PG&E CORP COM COM 69331C108 221 10800 SH DEFINED 1 10800
PG&E CORP COM COM 69331C108 2686 131000 SH DEFINED 1 131000
PG&E CORP COM COM 69331C108 1433 69900 SH DEFINED 1 69900
PHARMACIA & UPJOHN INC COM 716941109 3354 74530 SH DEFINED 1 74530
PHARMACIA & UPJOHN INC COM 716941109 212 4700 SH DEFINED 1 4700
PHARMACIA & UPJOHN INC COM 716941109 4149 92205 SH DEFINED 1 92205
PHELPS DODGE CORPORATION COM 717265102 773 11510 SH DEFINED 1 11510
PHELPS DODGE CORPORATION COM 717265102 47 696 SH DEFINED 1 696
PHELPS DODGE CORPORATION COM 717265102 955 14225 SH DEFINED 1 14225
PHILIP MORRIS COMPANIES COM 718154107 8153 351600 SH DEFINED 1 351600
PHILIP MORRIS COMPANIES COM 718154107 512 22100 SH DEFINED 1 22100
PHILIP MORRIS COMPANIES COM 718154107 846 36500 SH DEFINED 1 36500
PHILIP MORRIS COMPANIES COM 718154107 10471 451600 SH DEFINED 1 451600
PHILIP MORRIS COMPANIES COM 718154107 10091 435200 SH DEFINED 1 435200
PHILLIPS PETROLEUM COMPANY COM 718507106 1753 37300 SH DEFINED 1 37300
PHILLIPS PETROLEUM COMPANY COM 718507106 108 2300 SH DEFINED 1 2300
PHILLIPS PETROLEUM COMPANY COM 718507106 2167 46100 SH DEFINED 1 46100
PINNACLE WEST CAPITAL CORP COM 723484101 382 12500 SH DEFINED 1 12500
PINNACLE WEST CAPITAL CORP COM 723484101 24 800 SH DEFINED 1 800
PINNACLE WEST CAPITAL CORP COM 723484101 471 15400 SH DEFINED 1 15400
PIONEER NAT RESOURCES COM 723787107 29 3200 SH DEFINED 1 3200
PIONEER NAT RESOURCES COM 723787107 55 6200 SH DEFINED 1 6200
PITNEY BOWES INC. COM 724479100 1904 39400 SH DEFINED 1 39400
PITNEY BOWES INC. COM 724479100 121 2500 SH DEFINED 1 2500
PITNEY BOWES INC. COM 724479100 2353 48700 SH DEFINED 1 48700
PITTSTON BRINKS GROUP COM 725701106 29 1300 SH DEFINED 1 1300
PITTSTON BRINKS GROUP COM 725701106 55 2500 SH DEFINED 1 2500
PLACER DOME INCORPORATED COM 725906101 515 47900 SH DEFINED 1 47900
PLACER DOME INCORPORATED COM 725906101 32 3000 SH DEFINED 1 3000
PLACER DOME INCORPORATED COM 725906101 637 59300 SH DEFINED 1 59300
PMC-SIERRA INC. COM 69344F106 192 1200 SH DEFINED 1 1200
PMC-SIERRA INC. COM 69344F106 1667 10400 SH DEFINED 1 10400
PMC-SIERRA INC. COM 69344F106 176 1100 SH DEFINED 1 1100
PMC-SIERRA INC. COM 69344F106 30504 190278 SH DEFINED 1 190278
PMC-SIERRA INC. COM 69344F106 914 5700 SH DEFINED 1 5700
PMI GROUP INC. COM 69344M101 68 1400 SH DEFINED 1 1400
PMI GROUP INC. COM 69344M101 134 2750 SH DEFINED 1 2750
PNC BANK CORPORATION COM 693475105 1989 44700 SH DEFINED 1 44700
PNC BANK CORPORATION COM 693475105 125 2800 SH DEFINED 1 2800
PNC BANK CORPORATION COM 693475105 2461 55300 SH DEFINED 1 55300
POLAROID CORPORATION COM 731095105 122 6500 SH DEFINED 1 6500
POLAROID CORPORATION COM 731095105 8 400 SH DEFINED 1 400
POLAROID CORPORATION COM 731095105 152 8100 SH DEFINED 1 8100
POLICY MANAGEMENT SYSTEMS CORP COM 731108106 28 1100 SH DEFINED 1 1100
POLICY MANAGEMENT SYSTEMS CORP COM 731108106 56 2200 SH DEFINED 1 2200
PORSCHE AG NV PFD DM50 COM 469678400 232 85 SH DEFINED 1 85
POTLATCH CORPORATION COM 737628107 192 4300 SH DEFINED 1 4300
POTLATCH CORPORATION COM 737628107 13 300 SH DEFINED 1 300
POTLATCH CORPORATION COM 737628107 237 5300 SH DEFINED 1 5300
POTOMAC ELECTRIC POWER COMPANY COM 737679100 87 3800 SH DEFINED 1 3800
POTOMAC ELECTRIC POWER COMPANY COM 737679100 167 7300 SH DEFINED 1 7300
POWER ONE INC. COM 739308104 128 2800 SH DEFINED 1 2800
POWER ONE INC. COM 739308104 105 2300 SH DEFINED 1 2300
POWER ONE INC. COM 739308104 990 21600 SH DEFINED 1 21600
PP&L RESOURCES, INC. COM 693499105 531 23233 SH DEFINED 1 23233
PP&L RESOURCES, INC. COM 693499105 34 1498 SH DEFINED 1 1498
PP&L RESOURCES, INC. COM 693499105 657 28734 SH DEFINED 1 28734
PPG INDUSTRIES INC COM 693506107 1595 25500 SH DEFINED 1 25500
PPG INDUSTRIES INC COM 693506107 100 1600 SH DEFINED 1 1600
PPG INDUSTRIES INC COM 693506107 56 900 SH DEFINED 1 900
PPG INDUSTRIES INC COM 693506107 307 4900 SH DEFINED 1 4900
PPG INDUSTRIES INC COM 693506107 3053 48800 SH DEFINED 1 48800
PPG INDUSTRIES INC COM 693506107 1977 31600 SH DEFINED 1 31600
PRAXAIR INC COM 74005P104 1177 23400 SH DEFINED 1 23400
PRAXAIR INC COM 74005P104 75 1500 SH DEFINED 1 1500
PRAXAIR INC COM 74005P104 1459 29000 SH DEFINED 1 29000
PRECISION CASTPARTS CORP. COM 740189105 18 700 SH DEFINED 1 700
PRECISION CASTPARTS CORP. COM 740189105 39 1500 SH DEFINED 1 1500
PREDICTIVE SYSTEMS COM 74036W102 20 300 SH DEFINED 1 300
PREDICTIVE SYSTEMS COM 74036W102 52 800 SH DEFINED 1 800
PREDICTIVE SYSTEMS COM 74036W102 511 7800 SH DEFINED 1 7800
PREMIER PARKS COM 740540208 72 2500 SH DEFINED 1 2500
PREMIER PARKS COM 740540208 139 4800 SH DEFINED 1 4800
PRICE (TR) COM 741477103 661 17900 SH DEFINED 1 17900
PRICE (TR) COM 741477103 41 1100 SH DEFINED 1 1100
PRICE (TR) COM 741477103 816 22100 SH DEFINED 1 22100
PRIMACOM COM 562233500 152 2500 SH DEFINED 1 2500
PRIORITY HEALTHCARE COM 74264T102 72 2500 SH DEFINED 1 2500
PRIORITY HEALTHCARE COM 74264T102 660 22800 SH DEFINED 1 22800
PROCTER & GAMBLE COMPANY COM 742718109 21409 195400 SH DEFINED 1 195400
PROCTER & GAMBLE COMPANY COM 742718109 1348 12300 SH DEFINED 1 12300
PROCTER & GAMBLE COMPANY COM 742718109 285 2600 SH DEFINED 1 2600
PROCTER & GAMBLE COMPANY COM 742718109 887 8100 SH DEFINED 1 8100
PROCTER & GAMBLE COMPANY COM 742718109 855 7800 SH DEFINED 1 7800
PROCTER & GAMBLE COMPANY COM 742718109 10792 98500 SH DEFINED 1 98500
PROCTER & GAMBLE COMPANY COM 742718109 10518 96000 SH DEFINED 1 96000
PROCTER & GAMBLE COMPANY COM 742718109 26503 241900 SH DEFINED 1 241900
PROGRESSIVE CORP. COM 743315103 782 10700 SH DEFINED 1 10700
PROGRESSIVE CORP. COM 743315103 51 700 SH DEFINED 1 700
PROGRESSIVE CORP. COM 743315103 973 13300 SH DEFINED 1 13300
PROTECTIVE LIFE COM 743674103 67 2100 SH DEFINED 1 2100
PROTECTIVE LIFE COM 743674103 127 4000 SH DEFINED 1 4000
PROVIDENT FIN'L GROUP COM 743866105 50 1400 SH DEFINED 1 1400
PROVIDENT FIN'L GROUP COM 743866105 97 2700 SH DEFINED 1 2700
PROVIDIAN FINANCIAL CORP COM 74406A102 1899 20850 SH DEFINED 1 20850
PROVIDIAN FINANCIAL CORP COM 74406A102 118 1300 SH DEFINED 1 1300
PROVIDIAN FINANCIAL CORP COM 74406A102 2349 25800 SH DEFINED 1 25800
PROVINCE HEALTHCARE COMPANY COM 743977100 44 2300 SH DEFINED 1 2300
PROVINCE HEALTHCARE COMPANY COM 743977100 239 12600 SH DEFINED 1 12600
PROVINCE HEALTHCARE COMPANY COM 743977100 112 5900 SH DEFINED 1 5900
PROVINCE HEALTHCARE COMPANY COM 743977100 5723 301200 SH DEFINED 1 301200
PROVINCE HEALTHCARE COMPANY COM 743977100 851 44800 SH DEFINED 1 44800
PROXICOM COM 744282104 37 300 SH DEFINED 1 300
PROXICOM COM 744282104 510 4100 SH DEFINED 1 4100
PROXICOM COM 744282104 6999 56300 SH DEFINED 1 56300
PSS WORLD MEDICAL INC COM 69366A100 22 2300 SH DEFINED 1 2300
PSS WORLD MEDICAL INC COM 69366A100 42 4400 SH DEFINED 1 4400
PUBLIC SERV ENTRPRISE GRP, INC COM 744573106 1124 32300 SH DEFINED 1 32300
PUBLIC SERV ENTRPRISE GRP, INC COM 744573106 70 2000 SH DEFINED 1 2000
PUBLIC SERV ENTRPRISE GRP, INC COM 744573106 1389 39900 SH DEFINED 1 39900
PUBLIC SERVICE OF NEW MEXICO COM 744499104 21 1300 SH DEFINED 1 1300
PUBLIC SERVICE OF NEW MEXICO COM 744499104 41 2500 SH DEFINED 1 2500
PUGET SOUND POWER & LIGHT CO COM 745332106 52 2700 SH DEFINED 1 2700
PUGET SOUND POWER & LIGHT CO COM 745332106 101 5200 SH DEFINED 1 5200
PULTE CORPORATION COM 745867101 144 6400 SH DEFINED 1 6400
PULTE CORPORATION COM 745867101 9 400 SH DEFINED 1 400
PULTE CORPORATION COM 745867101 178 7900 SH DEFINED 1 7900
QLOGIC CORPORATION COM 747277101 240 1500 SH DEFINED 1 1500
QLOGIC CORPORATION COM 747277101 1807 11300 SH DEFINED 1 11300
QLOGIC CORPORATION COM 747277101 192 1200 SH DEFINED 1 1200
QLOGIC CORPORATION COM 747277101 256 1600 SH DEFINED 1 1600
QLOGIC CORPORATION COM 747277101 36420 227800 SH DEFINED 1 227800
QLOGIC CORPORATION COM 747277101 352 2200 SH DEFINED 1 2200
QLOGIC CORPORATION COM 747277101 927 5800 SH DEFINED 1 5800
QUAKER OATS COMPANY COM 747402105 1293 19700 SH DEFINED 1 19700
QUAKER OATS COMPANY COM 747402105 79 1200 SH DEFINED 1 1200
QUAKER OATS COMPANY COM 747402105 112 1700 SH DEFINED 1 1700
QUAKER OATS COMPANY COM 747402105 387 5900 SH DEFINED 1 5900
QUAKER OATS COMPANY COM 747402105 4305 65600 SH DEFINED 1 65600
QUAKER OATS COMPANY COM 747402105 1601 24400 SH DEFINED 1 24400
QUALCOMM FINANCIAL TRUST COM 747525103 16638 94400 SH DEFINED 1 94400
QUALCOMM FINANCIAL TRUST COM 747525103 1058 6000 SH DEFINED 1 6000
QUALCOMM FINANCIAL TRUST COM 747525103 20586 116800 SH DEFINED 1 116800
QUANTUM CORP - DLT STORAGE COM 747906204 118 7800 SH DEFINED 1 7800
QUANTUM CORP - DLT STORAGE COM 747906204 80 5300 SH DEFINED 1 5300
QUANTUM CORP - DLT STORAGE COM 747906204 1416 93600 SH DEFINED 1 93600
QUANTUM CORP - DLT STORAGE COM 747906204 154 10200 SH DEFINED 1 10200
QUESTOR CORPORATION COM 748356102 41 2700 SH DEFINED 1 2700
QUESTOR CORPORATION COM 748356102 77 5100 SH DEFINED 1 5100
QUINTILES TRANSNATIONAL CORP COM 748767100 316 16900 SH DEFINED 1 16900
QUINTILES TRANSNATIONAL CORP COM 748767100 21 1100 SH DEFINED 1 1100
QUINTILES TRANSNATIONAL CORP COM 748767100 391 20900 SH DEFINED 1 20900
QUORUM HEALTH GROUP, INC. COM 749084109 26 2750 SH DEFINED 1 2750
QUORUM HEALTH GROUP, INC. COM 749084109 22 2400 SH DEFINED 1 2400
QUORUM HEALTH GROUP, INC. COM 749084109 42 4500 SH DEFINED 1 4500
R.R. DONNELLEY & SONS COMPANY COM 257867101 466 18800 SH DEFINED 1 18800
R.R. DONNELLEY & SONS COMPANY COM 257867101 30 1200 SH DEFINED 1 1200
R.R. DONNELLEY & SONS COMPANY COM 257867101 576 23200 SH DEFINED 1 23200
RADIN GROUP INC COM 750236101 475 9953 SH DEFINED 1 9953
RADIN GROUP INC COM 750236101 110 2300 SH DEFINED 1 2300
RADIN GROUP INC COM 750236101 8695 182100 SH DEFINED 1 182100
RADIN GROUP INC COM 750236101 888 18600 SH DEFINED 1 18600
RALSTON PURINA GROUP COM 751277302 1327 47600 SH DEFINED 1 47600
RALSTON PURINA GROUP COM 751277302 84 3000 SH DEFINED 1 3000
RALSTON PURINA GROUP COM 751277302 1642 58900 SH DEFINED 1 58900
RATIONAL SOFTWARE COM 75409P202 138 2800 SH DEFINED 1 2800
RATIONAL SOFTWARE COM 75409P202 265 5400 SH DEFINED 1 5400
RAYONIER INC COM 754907103 43 900 SH DEFINED 1 900
RAYONIER INC COM 754907103 82 1700 SH DEFINED 1 1700
RAYTHEON CLASS B COM 755111408 1320 49700 SH DEFINED 1 49700
RAYTHEON CLASS B COM 755111408 82 3100 SH DEFINED 1 3100
RAYTHEON CLASS B COM 755111408 1634 61500 SH DEFINED 1 61500
READER'S DIGEST ASSOCIATION IN COM 755267101 102 3500 SH DEFINED 1 3500
READER'S DIGEST ASSOCIATION IN COM 755267101 193 6600 SH DEFINED 1 6600
REEBOK INTERNATIONAL LTD. COM 758110100 68 8300 SH DEFINED 1 8300
REEBOK INTERNATIONAL LTD. COM 758110100 4 500 SH DEFINED 1 500
REEBOK INTERNATIONAL LTD. COM 758110100 84 10200 SH DEFINED 1 10200
REGIONS FINANCIAL CORP. COM 758940100 827 32900 SH DEFINED 1 32900
REGIONS FINANCIAL CORP. COM 758940100 53 2100 SH DEFINED 1 2100
REGIONS FINANCIAL CORP. COM 758940100 1025 40800 SH DEFINED 1 40800
RELIANT ENERGY INC COM 75952J108 996 43526 SH DEFINED 1 43526
RELIANT ENERGY INC COM 75952J108 63 2773 SH DEFINED 1 2773
RELIANT ENERGY INC COM 75952J108 1232 53862 SH DEFINED 1 53862
RELIASTAR FINANCIAL COM 75952U103 110 2800 SH DEFINED 1 2800
RELIASTAR FINANCIAL COM 75952U103 208 5300 SH DEFINED 1 5300
REPSOL COM 566935400 139 6000 SH DEFINED 1 6000
REPUBLIC NEW YORK CORPORATION COM 760719104 1109 15400 SH DEFINED 1 15400
REPUBLIC NEW YORK CORPORATION COM 760719104 72 1000 SH DEFINED 1 1000
REPUBLIC NEW YORK CORPORATION COM 760719104 1375 19100 SH DEFINED 1 19100
REPUBLIC SERVICES, INC. - CL. COM 760759100 91 6300 SH DEFINED 1 6300
REPUBLIC SERVICES, INC. - CL. COM 760759100 233 16200 SH DEFINED 1 16200
REPUBLIC SERVICES, INC. - CL. COM 760759100 303 21100 SH DEFINED 1 21100
REPUBLIC SERVICES, INC. - CL. COM 760759100 2833 197100 SH DEFINED 1 197100
REPUBLIC SERVICES, INC. - CL. COM 760759100 3099 215600 SH DEFINED 1 215600
REYNOLDS & REYNOLDS COM 761695105 56 2500 SH DEFINED 1 2500
REYNOLDS & REYNOLDS COM 761695105 108 4800 SH DEFINED 1 4800
REYNOLDS METALS COMPANY COM 761763101 713 9300 SH DEFINED 1 9300
REYNOLDS METALS COMPANY COM 761763101 46 600 SH DEFINED 1 600
REYNOLDS METALS COMPANY COM 761763101 23 300 SH DEFINED 1 300
REYNOLDS METALS COMPANY COM 761763101 261 3400 SH DEFINED 1 3400
REYNOLDS METALS COMPANY COM 761763101 874 11400 SH DEFINED 1 11400
REYNOLDS,(R.J.) TOBACCO HOLDIN COM 76182K105 62 3500 SH DEFINED 1 3500
REYNOLDS,(R.J.) TOBACCO HOLDIN COM 76182K105 118 6700 SH DEFINED 1 6700
RITE AID CORPORATION COM 767754104 426 38100 SH DEFINED 1 38100
RITE AID CORPORATION COM 767754104 27 2400 SH DEFINED 1 2400
RITE AID CORPORATION COM 767754104 527 47100 SH DEFINED 1 47100
ROBERT HALF INTERNATIONAL INC COM 770323103 86 3000 SH DEFINED 1 3000
ROBERT HALF INTERNATIONAL INC COM 770323103 160 5600 SH DEFINED 1 5600
ROCKWELL INTERNATIONAL CORPORA COM 773903109 1345 28100 SH DEFINED 1 28100
ROCKWELL INTERNATIONAL CORPORA COM 773903109 86 1800 SH DEFINED 1 1800
ROCKWELL INTERNATIONAL CORPORA COM 773903109 1666 34800 SH DEFINED 1 34800
ROHM & HAAS COMPANY COM 775371107 1302 32001 SH DEFINED 1 32001
ROHM & HAAS COMPANY COM 775371107 82 2005 SH DEFINED 1 2005
ROHM & HAAS COMPANY COM 775371107 977 24000 SH DEFINED 1 24000
ROHM & HAAS COMPANY COM 775371107 11877 291900 SH DEFINED 1 291900
ROHM & HAAS COMPANY COM 775371107 1612 39613 SH DEFINED 1 39613
ROLLINS COM 775711104 15 1000 SH DEFINED 1 1000
ROLLINS COM 775711104 29 1900 SH DEFINED 1 1900
ROSS STORES COM 778296103 52 2900 SH DEFINED 1 2900
ROSS STORES COM 778296103 100 5600 SH DEFINED 1 5600
ROWAN COMPANIES, INC COM 779382100 265 12200 SH DEFINED 1 12200
ROWAN COMPANIES, INC COM 779382100 17 800 SH DEFINED 1 800
ROWAN COMPANIES, INC COM 779382100 327 15100 SH DEFINED 1 15100
ROYAL CARIBBEAN CRUISES COM V7780T103 454 9200 SH DEFINED 1 9200
ROYAL CARIBBEAN CRUISES COM V7780T103 8250 167300 SH DEFINED 1 167300
ROYAL DUTCH PETROLEUM CO. COM 780257804 19062 315400 SH DEFINED 1 315400
ROYAL DUTCH PETROLEUM CO. COM 780257804 1203 19900 SH DEFINED 1 19900
ROYAL DUTCH PETROLEUM CO. COM 780257804 23595 390400 SH DEFINED 1 390400
RPM COM 749685103 36 3500 SH DEFINED 1 3500
RPM COM 749685103 69 6800 SH DEFINED 1 6800
RSA SECURITY COM 749719100 767 9900 SH DEFINED 1 9900
RSA SECURITY COM 749719100 14353 185200 SH DEFINED 1 185200
RUDDICK COM 781258108 23 1500 SH DEFINED 1 1500
RUDDICK COM 781258108 45 2900 SH DEFINED 1 2900
RUSSELL CORP. COM 782352108 82 4900 SH DEFINED 1 4900
RUSSELL CORP. COM 782352108 5 300 SH DEFINED 1 300
RUSSELL CORP. COM 782352108 102 6100 SH DEFINED 1 6100
RYDER SYSTEM, INC. COM 783549108 230 9400 SH DEFINED 1 9400
RYDER SYSTEM, INC. COM 783549108 15 600 SH DEFINED 1 600
RYDER SYSTEM, INC. COM 783549108 286 11700 SH DEFINED 1 11700
RYERSON TULL COM 78375P107 14 700 SH DEFINED 1 700
RYERSON TULL COM 78375P107 29 1500 SH DEFINED 1 1500
SAFECO INC. COM 786429100 480 19300 SH DEFINED 1 19300
SAFECO INC. COM 786429100 30 1200 SH DEFINED 1 1200
SAFECO INC. COM 786429100 595 23900 SH DEFINED 1 23900
SAFEWAY INC. COM 786514208 2671 75100 SH DEFINED 1 75100
SAFEWAY INC. COM 786514208 167 4700 SH DEFINED 1 4700
SAFEWAY INC. COM 786514208 3304 92900 SH DEFINED 1 92900
SAKS INC. COM 79377W108 73 4700 SH DEFINED 1 4700
SAKS INC. COM 79377W108 139 8900 SH DEFINED 1 8900
SANMINA CORP COM 800907107 60 600 SH DEFINED 1 600
SANMINA CORP COM 800907107 1890 18922 SH DEFINED 1 18922
SANMINA CORP COM 800907107 190 1900 SH DEFINED 1 1900
SANMINA CORP COM 800907107 34577 346200 SH DEFINED 1 346200
SANMINA CORP COM 800907107 360 3600 SH DEFINED 1 3600
SANTA FE INTERNATIONAL COM G7805C108 1224 47300 SH DEFINED 1 47300
SANTA FE INTERNATIONAL COM G7805C108 22392 865401 SH DEFINED 1 865401
SANTA FE SNYDER CORP COM 80218K105 46 5800 SH DEFINED 1 5800
SANTA FE SNYDER CORP COM 80218K105 90 11200 SH DEFINED 1 11200
SAPIENT COM 803062108 1494 10600 SH DEFINED 1 10600
SAPIENT COM 803062108 25566 181400 SH DEFINED 1 181400
SARA LEE CORPORATION COM 803111103 2932 132900 SH DEFINED 1 132900
SARA LEE CORPORATION COM 803111103 185 8400 SH DEFINED 1 8400
SARA LEE CORPORATION COM 803111103 3629 164500 SH DEFINED 1 164500
SBC COMMUNICATIONS INCORPORATE COM 78387G103 24485 502250 SH DEFINED 1 502250
SBC COMMUNICATIONS INCORPORATE COM 78387G103 1542 31623 SH DEFINED 1 31623
SBC COMMUNICATIONS INCORPORATE COM 78387G103 51 1052 SH DEFINED 1 1052
SBC COMMUNICATIONS INCORPORATE COM 78387G103 843 17291 SH DEFINED 1 17291
SBC COMMUNICATIONS INCORPORATE COM 78387G103 282 5790 SH DEFINED 1 5790
SBC COMMUNICATIONS INCORPORATE COM 78387G103 10267 210610 SH DEFINED 1 210610
SBC COMMUNICATIONS INCORPORATE COM 78387G103 2444 50139 SH DEFINED 1 50139
SBC COMMUNICATIONS INCORPORATE COM 78387G103 30304 621625 SH DEFINED 1 621625
SCANA COM 805898103 89 3300 SH DEFINED 1 3300
SCANA COM 805898103 172 6400 SH DEFINED 1 6400
SCHERING-PLOUGH CORPORATION COM 806605101 9113 216000 SH DEFINED 1 216000
SCHERING-PLOUGH CORPORATION COM 806605101 574 13600 SH DEFINED 1 13600
SCHERING-PLOUGH CORPORATION COM 806605101 11277 267300 SH DEFINED 1 267300
SCHLUMBERGER LIMITED COM 806857108 4534 80600 SH DEFINED 1 80600
SCHLUMBERGER LIMITED COM 806857108 287 5100 SH DEFINED 1 5100
SCHLUMBERGER LIMITED COM 806857108 62 1100 SH DEFINED 1 1100
SCHLUMBERGER LIMITED COM 806857108 231 4100 SH DEFINED 1 4100
SCHLUMBERGER LIMITED COM 806857108 2278 40500 SH DEFINED 1 40500
SCHLUMBERGER LIMITED COM 806857108 5608 99700 SH DEFINED 1 99700
SCHOLASTIC CORP. COM 807066105 31 500 SH DEFINED 1 500
SCHOLASTIC CORP. COM 807066105 62 1000 SH DEFINED 1 1000
SCHULMAN A INC COM 808194104 16 1000 SH DEFINED 1 1000
SCHULMAN A INC COM 808194104 31 1900 SH DEFINED 1 1900
SCHWAB, CHARLES CORP COM 808513105 4618 120350 SH DEFINED 1 120350
SCHWAB, CHARLES CORP COM 808513105 292 7600 SH DEFINED 1 7600
SCHWAB, CHARLES CORP COM 808513105 5714 148900 SH DEFINED 1 148900
SCI SYSTEMS INC COM 783890106 189 2300 SH DEFINED 1 2300
SCI SYSTEMS INC COM 783890106 370 4500 SH DEFINED 1 4500
SCIENT COM 80864H109 761 8800 SH DEFINED 1 8800
SCIENT COM 80864H109 121 1400 SH DEFINED 1 1400
SCIENT COM 80864H109 13054 151020 SH DEFINED 1 151020
SCIENT COM 80864H109 692 8000 SH DEFINED 1 8000
SCIENTIFIC-ATLANTA, INC. COM 808655104 629 11300 SH DEFINED 1 11300
SCIENTIFIC-ATLANTA, INC. COM 808655104 39 700 SH DEFINED 1 700
SCIENTIFIC-ATLANTA, INC. COM 808655104 773 13900 SH DEFINED 1 13900
SCOTTISH POWER PLC-ADR COM 81013T705 715 25520 SH DEFINED 1 25520
SCOTTISH POWER PLC-ADR COM 81013T705 44 1566 SH DEFINED 1 1566
SCOTTISH POWER PLC-ADR COM 81013T705 895 31958 SH DEFINED 1 31958
SEAGATE TECHNOLOGY INC COM 811804103 1425 30600 SH DEFINED 1 30600
SEAGATE TECHNOLOGY INC COM 811804103 88 1900 SH DEFINED 1 1900
SEAGATE TECHNOLOGY INC COM 811804103 200 4300 SH DEFINED 1 4300
SEAGATE TECHNOLOGY INC COM 811804103 2454 52700 SH DEFINED 1 52700
SEAGATE TECHNOLOGY INC COM 811804103 1765 37900 SH DEFINED 1 37900
SEAGRAM COMPANY LTD. COM 811850106 2858 63600 SH DEFINED 1 63600
SEAGRAM COMPANY LTD. COM 811850106 180 4000 SH DEFINED 1 4000
SEAGRAM COMPANY LTD. COM 811850106 741 16500 SH DEFINED 1 16500
SEAGRAM COMPANY LTD. COM 811850106 8996 200200 SH DEFINED 1 200200
SEAGRAM COMPANY LTD. COM 811850106 3537 78700 SH DEFINED 1 78700
SEALED AIR CORP NEW COM 81211K100 637 12286 SH DEFINED 1 12286
SEALED AIR CORP NEW COM 81211K100 42 814 SH DEFINED 1 814
SEALED AIR CORP NEW COM 81211K100 791 15271 SH DEFINED 1 15271
SEARS, ROEBUCK & COMPANY COM 812387108 1705 56000 SH DEFINED 1 56000
SEARS, ROEBUCK & COMPANY COM 812387108 107 3500 SH DEFINED 1 3500
SEARS, ROEBUCK & COMPANY COM 812387108 2109 69300 SH DEFINED 1 69300
SEMPRA ENERGY COM 816851109 614 35359 SH DEFINED 1 35359
SEMPRA ENERGY COM 816851109 39 2251 SH DEFINED 1 2251
SEMPRA ENERGY COM 816851109 761 43802 SH DEFINED 1 43802
SEMTECH CORP COM 816850101 125 2400 SH DEFINED 1 2400
SEMTECH CORP COM 816850101 1074 20600 SH DEFINED 1 20600
SEMTECH CORP COM 816850101 182 3500 SH DEFINED 1 3500
SEMTECH CORP COM 816850101 20777 398600 SH DEFINED 1 398600
SEMTECH CORP COM 816850101 917 17600 SH DEFINED 1 17600
SENSORMATIC ELECTRONICS CORP COM 817265101 42 2400 SH DEFINED 1 2400
SENSORMATIC ELECTRONICS CORP COM 817265101 82 4700 SH DEFINED 1 4700
SEPRACOR INC COM 817315104 109 1100 SH DEFINED 1 1100
SEPRACOR INC COM 817315104 198 2000 SH DEFINED 1 2000
SEQUA COM 817320104 16 300 SH DEFINED 1 300
SEQUA COM 817320104 32 600 SH DEFINED 1 600
SERVICE CORP INTL COM 817565104 278 40000 SH DEFINED 1 40000
SERVICE CORP INTL COM 817565104 17 2500 SH DEFINED 1 2500
SERVICE CORP INTL COM 817565104 343 49500 SH DEFINED 1 49500
SERVICEMASTER CO COM 81760N109 90 7350 SH DEFINED 1 7350
SERVICEMASTER CO COM 81760N109 314 25500 SH DEFINED 1 25500
SERVICEMASTER CO COM 81760N109 3020 245250 SH DEFINED 1 245250
SHARED MEDICAL SYSTEMS CORP. COM 819486101 199 3900 SH DEFINED 1 3900
SHARED MEDICAL SYSTEMS CORP. COM 819486101 10 200 SH DEFINED 1 200
SHARED MEDICAL SYSTEMS CORP. COM 819486101 250 4900 SH DEFINED 1 4900
SHAW INDUSTRIES COM 820286102 68 4400 SH DEFINED 1 4400
SHAW INDUSTRIES COM 820286102 131 8500 SH DEFINED 1 8500
SHELL TRANSPORT & TRADING - AD COM 822703609 374 7600 SH DEFINED 1 7600
SHELL TRANSPORT & TRADING - AD COM 822703609 4541 92200 SH DEFINED 1 92200
SHERWIN-WILLIAMS COMPANY COM 824348106 523 24900 SH DEFINED 1 24900
SHERWIN-WILLIAMS COMPANY COM 824348106 34 1600 SH DEFINED 1 1600
SHERWIN-WILLIAMS COMPANY COM 824348106 647 30800 SH DEFINED 1 30800
SHIRE PHARMACEUTICALS GR-ADR COM 82481R106 463 15900 SH DEFINED 1 15900
SHIRE PHARMACEUTICALS GR-ADR COM 82481R106 73 2500 SH DEFINED 1 2500
SHIRE PHARMACEUTICALS GR-ADR COM 82481R106 8338 286300 SH DEFINED 1 286300
SHIRE PHARMACEUTICALS GR-ADR COM 82481R106 472 16200 SH DEFINED 1 16200
SIEBEL SYSTEMS INC COM 826170102 504 6000 SH DEFINED 1 6000
SIEBEL SYSTEMS INC COM 826170102 958 11400 SH DEFINED 1 11400
SIERRA PACIFIC RESOURCES COM 826428104 44 2558 SH DEFINED 1 2558
SIERRA PACIFIC RESOURCES COM 826428104 83 4781 SH DEFINED 1 4781
SIGMA-ALDRICH CORP COM 826552101 445 14800 SH DEFINED 1 14800
SIGMA-ALDRICH CORP COM 826552101 27 900 SH DEFINED 1 900
SIGMA-ALDRICH CORP COM 826552101 553 18400 SH DEFINED 1 18400
SILICON GRAPHICS COM 827056102 273 27800 SH DEFINED 1 27800
SILICON GRAPHICS COM 827056102 17 1700 SH DEFINED 1 1700
SILICON GRAPHICS COM 827056102 338 34400 SH DEFINED 1 34400
SLM HOLDING CORP COM 78442A109 1001 23700 SH DEFINED 1 23700
SLM HOLDING CORP COM 78442A109 63 1500 SH DEFINED 1 1500
SLM HOLDING CORP COM 78442A109 1238 29300 SH DEFINED 1 29300
SMITH INTERNATIONAL INC COM 832110100 80 1600 SH DEFINED 1 1600
SMITH INTERNATIONAL INC COM 832110100 154 3100 SH DEFINED 1 3100
SMITHKLINE BEECHAM PLC COM 013565600 154 7500 SH DEFINED 1 7500
SMUCKER J M COMPANY COM 832696108 18 900 SH DEFINED 1 900
SMUCKER J M COMPANY COM 832696108 35 1800 SH DEFINED 1 1800
SMURFIT-STONE CONTAINER CORP COM 832727101 691 28202 SH DEFINED 1 28202
SMURFIT-STONE CONTAINER CORP COM 832727101 8473 345834 SH DEFINED 1 345834
SNAP-ON INCORPORATED COM 833034101 256 9650 SH DEFINED 1 9650
SNAP-ON INCORPORATED COM 833034101 16 600 SH DEFINED 1 600
SNAP-ON INCORPORATED COM 833034101 317 11950 SH DEFINED 1 11950
SOLECTRON COM 834182107 4100 43100 SH DEFINED 1 43100
SOLECTRON COM 834182107 257 2700 SH DEFINED 1 2700
SOLECTRON COM 834182107 5070 53300 SH DEFINED 1 53300
SOLUTIA INC COM 834376105 56 3600 SH DEFINED 1 3600
SOLUTIA INC COM 834376105 105 6800 SH DEFINED 1 6800
SONERA OYJ COM 555658600 481 7000 SH DEFINED 1 7000
SONIC AUTOMOTIVE INC. COM 83545G102 320 32800 SH DEFINED 1 32800
SONIC AUTOMOTIVE INC. COM 83545G102 67 6900 SH DEFINED 1 6900
SONIC AUTOMOTIVE INC. COM 83545G102 6111 626800 SH DEFINED 1 626800
SONIC AUTOMOTIVE INC. COM 83545G102 334 34300 SH DEFINED 1 34300
SONOCO PRODUCTS COMPANY COM 835495102 75 3300 SH DEFINED 1 3300
SONOCO PRODUCTS COMPANY COM 835495102 143 6300 SH DEFINED 1 6300
SOTHEBY'S HOLDINGS COM 835898107 57 1900 SH DEFINED 1 1900
SOTHEBY'S HOLDINGS COM 835898107 108 3600 SH DEFINED 1 3600
SOUTHDOWN, INC. COM 841297104 62 1200 SH DEFINED 1 1200
SOUTHDOWN, INC. COM 841297104 114 2200 SH DEFINED 1 2200
SOUTHERN COMPANY COM 842587107 2362 100500 SH DEFINED 1 100500
SOUTHERN COMPANY COM 842587107 148 6300 SH DEFINED 1 6300
SOUTHERN COMPANY COM 842587107 2923 124400 SH DEFINED 1 124400
SOUTHTRUST CORP. COM 844730101 930 24600 SH DEFINED 1 24600
SOUTHTRUST CORP. COM 844730101 61 1600 SH DEFINED 1 1600
SOUTHTRUST CORP. COM 844730101 1153 30500 SH DEFINED 1 30500
SOUTHWEST AIRLINES CO. COM 844741108 1201 74175 SH DEFINED 1 74175
SOUTHWEST AIRLINES CO. COM 844741108 76 4687 SH DEFINED 1 4687
SOUTHWEST AIRLINES CO. COM 844741108 97 6000 SH DEFINED 1 6000
SOUTHWEST AIRLINES CO. COM 844741108 342 21150 SH DEFINED 1 21150
SOUTHWEST AIRLINES CO. COM 844741108 3493 215775 SH DEFINED 1 215775
SOUTHWEST AIRLINES CO. COM 844741108 1486 91800 SH DEFINED 1 91800
SOVEREIGN BANCORP INC COM 845905108 53 7100 SH DEFINED 1 7100
SOVEREIGN BANCORP INC COM 845905108 101 13500 SH DEFINED 1 13500
SPRINGS INDUSTRIES, INC. COM 851783100 104 2600 SH DEFINED 1 2600
SPRINGS INDUSTRIES, INC. COM 851783100 8 200 SH DEFINED 1 200
SPRINGS INDUSTRIES, INC. COM 851783100 132 3300 SH DEFINED 1 3300
SPRINT CORP PCS COM 852061506 6627 64650 SH DEFINED 1 64650
SPRINT CORP PCS COM 852061506 415 4050 SH DEFINED 1 4050
SPRINT CORP PCS COM 852061506 8205 80050 SH DEFINED 1 80050
SPRINT CORPORATION COM 852061100 8589 127600 SH DEFINED 1 127600
SPRINT CORPORATION COM 852061100 539 8000 SH DEFINED 1 8000
SPRINT CORPORATION COM 852061100 10629 157900 SH DEFINED 1 157900
SPX CORP. COM 784635104 81 1000 SH DEFINED 1 1000
SPX CORP. COM 784635104 154 1900 SH DEFINED 1 1900
ST. JUDE MEDICAL, INC. COM 790849103 382 12450 SH DEFINED 1 12450
ST. JUDE MEDICAL, INC. COM 790849103 25 800 SH DEFINED 1 800
ST. JUDE MEDICAL, INC. COM 790849103 473 15400 SH DEFINED 1 15400
ST. PAUL COMPANIES, INC. COM 792860108 1122 33306 SH DEFINED 1 33306
ST. PAUL COMPANIES, INC. COM 792860108 70 2082 SH DEFINED 1 2082
ST. PAUL COMPANIES, INC. COM 792860108 1391 41286 SH DEFINED 1 41286
STAGECOACH COM 041466700 311 75000 SH DEFINED 1 75000
STANDARD REGISTER CO COM 853887107 16 800 SH DEFINED 1 800
STANDARD REGISTER CO COM 853887107 33 1700 SH DEFINED 1 1700
STANLEY WORKS COM 854616109 395 13100 SH DEFINED 1 13100
STANLEY WORKS COM 854616109 24 800 SH DEFINED 1 800
STANLEY WORKS COM 854616109 488 16200 SH DEFINED 1 16200
STAPLES INC COM 855030102 1418 68350 SH DEFINED 1 68350
STAPLES INC COM 855030102 89 4300 SH DEFINED 1 4300
STAPLES INC COM 855030102 1755 84600 SH DEFINED 1 84600
STARBUCKS COM 855244109 143 5900 SH DEFINED 1 5900
STARBUCKS COM 855244109 272 11200 SH DEFINED 1 11200
STATE STREET CORP. COM 857477103 1732 23700 SH DEFINED 1 23700
STATE STREET CORP. COM 857477103 110 1500 SH DEFINED 1 1500
STATE STREET CORP. COM 857477103 2148 29400 SH DEFINED 1 29400
STEINER LEISURE LTD COM P8744Y102 41 2450 SH DEFINED 1 2450
STERIS CORP COM 859152100 23 2200 SH DEFINED 1 2200
STERIS CORP COM 859152100 43 4200 SH DEFINED 1 4200
STERLING COMMERCE, INC COM 859205106 99 2900 SH DEFINED 1 2900
STERLING COMMERCE, INC COM 859205106 184 5400 SH DEFINED 1 5400
STERLING SOFTWARE, INC. COM 859547101 85 2700 SH DEFINED 1 2700
STERLING SOFTWARE, INC. COM 859547101 164 5200 SH DEFINED 1 5200
STEWART & STEVENSON COM 860342104 8 700 SH DEFINED 1 700
STEWART & STEVENSON COM 860342104 20 1700 SH DEFINED 1 1700
STEWART ENTERPRISES COM 860370105 17 3600 SH DEFINED 1 3600
STEWART ENTERPRISES COM 860370105 33 6900 SH DEFINED 1 6900
STONE ENERGY CORP COM 861642106 50 1400 SH DEFINED 1 1400
STONE ENERGY CORP COM 861642106 103 2900 SH DEFINED 1 2900
STONE ENERGY CORP COM 861642106 716 20100 SH DEFINED 1 20100
STONERIDGE, INC. COM 86183P102 85 5500 SH DEFINED 1 5500
STORAGE TECHNOLOGY COM 862111200 59 3200 SH DEFINED 1 3200
STORAGE TECHNOLOGY COM 862111200 114 6200 SH DEFINED 1 6200
STRUCTURAL DYNAMICS RESEARCH COM 863555108 13 1000 SH DEFINED 1 1000
STRUCTURAL DYNAMICS RESEARCH COM 863555108 28 2200 SH DEFINED 1 2200
STRYKER CORPORATION COM 863667101 216 3100 SH DEFINED 1 3100
STRYKER CORPORATION COM 863667101 418 6000 SH DEFINED 1 6000
SUIZA CAPITAL TRUST II COM 865077101 44 1100 SH DEFINED 1 1100
SUIZA CAPITAL TRUST II COM 865077101 83 2100 SH DEFINED 1 2100
SUMMIT BANCORP INC COM 866005101 796 26000 SH DEFINED 1 26000
SUMMIT BANCORP INC COM 866005101 49 1600 SH DEFINED 1 1600
SUMMIT BANCORP INC COM 866005101 986 32200 SH DEFINED 1 32200
SUN MICROSYSTEMS INC COM 866810104 17633 227700 SH DEFINED 1 227700
SUN MICROSYSTEMS INC COM 866810104 1107 14300 SH DEFINED 1 14300
SUN MICROSYSTEMS INC COM 866810104 186 2400 SH DEFINED 1 2400
SUN MICROSYSTEMS INC COM 866810104 1742 22500 SH DEFINED 1 22500
SUN MICROSYSTEMS INC COM 866810104 650 8400 SH DEFINED 1 8400
SUN MICROSYSTEMS INC COM 866810104 21187 273600 SH DEFINED 1 273600
SUN MICROSYSTEMS INC COM 866810104 6892 89000 SH DEFINED 1 89000
SUN MICROSYSTEMS INC COM 866810104 21822 281800 SH DEFINED 1 281800
SUNGARD DATA COM 867363103 93 3900 SH DEFINED 1 3900
SUNGARD DATA COM 867363103 176 7400 SH DEFINED 1 7400
SUNOCO INC COM 86764P109 313 13300 SH DEFINED 1 13300
SUNOCO INC COM 86764P109 19 800 SH DEFINED 1 800
SUNOCO INC COM 86764P109 388 16500 SH DEFINED 1 16500
SUNTRUST BANKS INC. COM 867914103 3255 47300 SH DEFINED 1 47300
SUNTRUST BANKS INC. COM 867914103 206 3000 SH DEFINED 1 3000
SUNTRUST BANKS INC. COM 867914103 4032 58600 SH DEFINED 1 58600
SUPERIOR IND INT'L COM 868168105 24 900 SH DEFINED 1 900
SUPERIOR IND INT'L COM 868168105 46 1700 SH DEFINED 1 1700
SUPERVALU INC COM 868536103 408 20400 SH DEFINED 1 20400
SUPERVALU INC COM 868536103 26 1300 SH DEFINED 1 1300
SUPERVALU INC COM 868536103 506 25300 SH DEFINED 1 25300
SWIFT TRANSPORTATION CO. INC COM 870756103 108 6150 SH DEFINED 1 6150
SWIFT TRANSPORTATION CO. INC COM 870756103 497 28175 SH DEFINED 1 28175
SWIFT TRANSPORTATION CO. INC COM 870756103 37 2100 SH DEFINED 1 2100
SWIFT TRANSPORTATION CO. INC COM 870756103 69 3900 SH DEFINED 1 3900
SWIFT TRANSPORTATION CO. INC COM 870756103 9086 515490 SH DEFINED 1 515490
SWIFT TRANSPORTATION CO. INC COM 870756103 71 4000 SH DEFINED 1 4000
SWIFT TRANSPORTATION CO. INC COM 870756103 552 31300 SH DEFINED 1 31300
SYBRON INTL COM 87114F106 128 5200 SH DEFINED 1 5200
SYBRON INTL COM 87114F106 881 35700 SH DEFINED 1 35700
SYBRON INTL COM 87114F106 84 3400 SH DEFINED 1 3400
SYBRON INTL COM 87114F106 106 4300 SH DEFINED 1 4300
SYBRON INTL COM 87114F106 16457 666600 SH DEFINED 1 666600
SYBRON INTL COM 87114F106 158 6400 SH DEFINED 1 6400
SYBRON INTL COM 87114F106 785 31800 SH DEFINED 1 31800
SYCAMORE NETWORKS COM 871206108 1417 4600 SH DEFINED 1 4600
SYKES ENTERPRISES INC. COM 871237103 61 1400 SH DEFINED 1 1400
SYKES ENTERPRISES INC. COM 871237103 114 2600 SH DEFINED 1 2600
SYLVAN LEARNING SYSTEMS INC. COM 871399101 22 1700 SH DEFINED 1 1700
SYLVAN LEARNING SYSTEMS INC. COM 871399101 42 3200 SH DEFINED 1 3200
SYMANTEC CORP COM 871503108 106 1800 SH DEFINED 1 1800
SYMANTEC CORP COM 871503108 205 3500 SH DEFINED 1 3500
SYMBOL TECHNOLOGIES INC. COM 871508107 178 2800 SH DEFINED 1 2800
SYMBOL TECHNOLOGIES INC. COM 871508107 343 5400 SH DEFINED 1 5400
SYNOPSYS COM 871607107 60 900 SH DEFINED 1 900
SYNOPSYS COM 871607107 1035 15500 SH DEFINED 1 15500
SYNOPSYS COM 871607107 154 2300 SH DEFINED 1 2300
SYNOPSYS COM 871607107 19030 285093 SH DEFINED 1 285093
SYNOPSYS COM 871607107 294 4400 SH DEFINED 1 4400
SYNOVUS FINANCIAL CORP COM 87161C105 794 39950 SH DEFINED 1 39950
SYNOVUS FINANCIAL CORP COM 87161C105 51 2550 SH DEFINED 1 2550
SYNOVUS FINANCIAL CORP COM 87161C105 981 49350 SH DEFINED 1 49350
SYSCO CORPORATION COM 871829107 1927 48700 SH DEFINED 1 48700
SYSCO CORPORATION COM 871829107 123 3100 SH DEFINED 1 3100
SYSCO CORPORATION COM 871829107 2386 60300 SH DEFINED 1 60300
TALBOTS, INC. (THE) COM 874161102 58 1300 SH DEFINED 1 1300
TALBOTS, INC. (THE) COM 874161102 80 1800 SH DEFINED 1 1800
TALBOTS, INC. (THE) COM 874161102 928 20800 SH DEFINED 1 20800
TANDY CORPORATION COM 875382103 1397 28400 SH DEFINED 1 28400
TANDY CORPORATION COM 875382103 89 1800 SH DEFINED 1 1800
TANDY CORPORATION COM 875382103 1731 35200 SH DEFINED 1 35200
TCF FINANCIAL COM 872275102 67 2700 SH DEFINED 1 2700
TCF FINANCIAL COM 872275102 127 5100 SH DEFINED 1 5100
TECH DATA COM 878237106 46 1700 SH DEFINED 1 1700
TECH DATA COM 878237106 87 3200 SH DEFINED 1 3200
TECO ENERGY INCORPORATED COM 872375100 80 4300 SH DEFINED 1 4300
TECO ENERGY INCORPORATED COM 872375100 152 8200 SH DEFINED 1 8200
TECUMSEH PRODS 'A' COM 878895200 33 700 SH DEFINED 1 700
TECUMSEH PRODS 'A' COM 878895200 57 1200 SH DEFINED 1 1200
TEKTRONIX, INC. COM 879131100 268 6900 SH DEFINED 1 6900
TEKTRONIX, INC. COM 879131100 16 400 SH DEFINED 1 400
TEKTRONIX, INC. COM 879131100 332 8550 SH DEFINED 1 8550
TELE CORP PCS INC COM 879299105 57 1500 SH DEFINED 1 1500
TELE CORP PCS INC COM 879299105 1083 28500 SH DEFINED 1 28500
TELEFLEX INCORPORATED COM 879369106 94 3000 SH DEFINED 1 3000
TELEFLEX INCORPORATED COM 879369106 38 1200 SH DEFINED 1 1200
TELEFLEX INCORPORATED COM 879369106 72 2300 SH DEFINED 1 2300
TELEFONICA DE ESPANA COM 573252400 234 9363 SH DEFINED 1 9363
TELEFONOS DE MEXICO (TELMEX) COM 879403780 281 2500 SH DEFINED 1 2500
TELEPHONE AND DATA SYSTEMS COM 879433100 252 2000 SH DEFINED 1 2000
TELEPHONE AND DATA SYSTEMS COM 879433100 479 3800 SH DEFINED 1 3800
TELLABS INC COM 879664100 3697 57600 SH DEFINED 1 57600
TELLABS INC COM 879664100 231 3600 SH DEFINED 1 3600
TELLABS INC COM 879664100 103 1600 SH DEFINED 1 1600
TELLABS INC COM 879664100 879 13700 SH DEFINED 1 13700
TELLABS INC COM 879664100 17209 268100 SH DEFINED 1 268100
TELLABS INC COM 879664100 4577 71300 SH DEFINED 1 71300
TEMPLE-INLAND INC. COM 879868107 541 8200 SH DEFINED 1 8200
TEMPLE-INLAND INC. COM 879868107 33 500 SH DEFINED 1 500
TEMPLE-INLAND INC. COM 879868107 402 6100 SH DEFINED 1 6100
TEMPLE-INLAND INC. COM 879868107 4893 74200 SH DEFINED 1 74200
TEMPLE-INLAND INC. COM 879868107 673 10200 SH DEFINED 1 10200
TENET HEALTHCARE CORP COM 88033G100 1074 45700 SH DEFINED 1 45700
TENET HEALTHCARE CORP COM 88033G100 68 2900 SH DEFINED 1 2900
TENET HEALTHCARE CORP COM 88033G100 249 10600 SH DEFINED 1 10600
TENET HEALTHCARE CORP COM 88033G100 3020 128500 SH DEFINED 1 128500
TENET HEALTHCARE CORP COM 88033G100 1328 56500 SH DEFINED 1 56500
TERADYNE COM 880770102 1663 25200 SH DEFINED 1 25200
TERADYNE COM 880770102 106 1600 SH DEFINED 1 1600
TERADYNE COM 880770102 2059 31200 SH DEFINED 1 31200
TESCO TECNNOLOGIES INCORPORATE COM 872386107 95 5100 SH DEFINED 1 5100
TESCO TECNNOLOGIES INCORPORATE COM 872386107 402 21600 SH DEFINED 1 21600
TETRA TECH INC. COM 88162G103 83 5400 SH DEFINED 1 5400
TETRA TECH INC. COM 88162G103 13048 848678 SH DEFINED 1 848678
TEXACO INC. COM 881694103 4416 81300 SH DEFINED 1 81300
TEXACO INC. COM 881694103 277 5100 SH DEFINED 1 5100
TEXACO INC. COM 881694103 60 1100 SH DEFINED 1 1100
TEXACO INC. COM 881694103 212 3900 SH DEFINED 1 3900
TEXACO INC. COM 881694103 2064 38000 SH DEFINED 1 38000
TEXACO INC. COM 881694103 5464 100600 SH DEFINED 1 100600
TEXAS INSTRUMENTS INCORPORATED COM 882508104 11199 115600 SH DEFINED 1 115600
TEXAS INSTRUMENTS INCORPORATED COM 882508104 707 7300 SH DEFINED 1 7300
TEXAS INSTRUMENTS INCORPORATED COM 882508104 174 1800 SH DEFINED 1 1800
TEXAS INSTRUMENTS INCORPORATED COM 882508104 775 8000 SH DEFINED 1 8000
TEXAS INSTRUMENTS INCORPORATED COM 882508104 639 6600 SH DEFINED 1 6600
TEXAS INSTRUMENTS INCORPORATED COM 882508104 9387 96900 SH DEFINED 1 96900
TEXAS INSTRUMENTS INCORPORATED COM 882508104 6219 64200 SH DEFINED 1 64200
TEXAS INSTRUMENTS INCORPORATED COM 882508104 13853 143000 SH DEFINED 1 143000
TEXAS UTILITIES COMPANY COM 882848104 1447 40695 SH DEFINED 1 40695
TEXAS UTILITIES COMPANY COM 882848104 91 2567 SH DEFINED 1 2567
TEXAS UTILITIES COMPANY COM 882848104 1789 50315 SH DEFINED 1 50315
TEXTRON INC COM 883203101 1695 22100 SH DEFINED 1 22100
TEXTRON INC COM 883203101 107 1400 SH DEFINED 1 1400
TEXTRON INC COM 883203101 2094 27300 SH DEFINED 1 27300
THE CORPORATE EXECUTIVE BOARD COM 21988R102 106 1900 SH DEFINED 1 1900
THE CORPORATE EXECUTIVE BOARD COM 21988R102 878 15719 SH DEFINED 1 15719
THE CORPORATE EXECUTIVE BOARD COM 21988R102 207 3700 SH DEFINED 1 3700
THE CORPORATE EXECUTIVE BOARD COM 21988R102 16070 287600 SH DEFINED 1 287600
THE CORPORATE EXECUTIVE BOARD COM 21988R102 1263 22600 SH DEFINED 1 22600
THE MANAGEMENT NETWORK GROUP COM 561693102 65 2000 SH DEFINED 1 2000
THE MANAGEMENT NETWORK GROUP COM 561693102 95 2900 SH DEFINED 1 2900
THE MANAGEMENT NETWORK GROUP COM 561693102 532 16300 SH DEFINED 1 16300
THE MEN'S WAREHOUSE INC COM 587118100 38 1300 SH DEFINED 1 1300
THERMO ELECTRON CORP COM 883556102 348 23200 SH DEFINED 1 23200
THERMO ELECTRON CORP COM 883556102 23 1500 SH DEFINED 1 1500
THERMO ELECTRON CORP COM 883556102 431 28700 SH DEFINED 1 28700
THOMAS & BETTS CORPORATION COM 884315102 268 8400 SH DEFINED 1 8400
THOMAS & BETTS CORPORATION COM 884315102 16 500 SH DEFINED 1 500
THOMAS & BETTS CORPORATION COM 884315102 332 10400 SH DEFINED 1 10400
TIBCO SOFTWARE INC COM 88632Q103 245 1600 SH DEFINED 1 1600
TIBCO SOFTWARE INC COM 88632Q103 887 5800 SH DEFINED 1 5800
TIBCO SOFTWARE INC COM 88632Q103 92 600 SH DEFINED 1 600
TIBCO SOFTWARE INC COM 88632Q103 8798 57500 SH DEFINED 1 57500
TIBCO SOFTWARE INC COM 88632Q103 872 5700 SH DEFINED 1 5700
TIDEWATER INC COM 886423102 65 1800 SH DEFINED 1 1800
TIDEWATER INC COM 886423102 122 3400 SH DEFINED 1 3400
TIFFANY & COMPANY COM 886547108 36 400 SH DEFINED 1 400
TIFFANY & COMPANY COM 886547108 143 1600 SH DEFINED 1 1600
TIFFANY & COMPANY COM 886547108 205 2300 SH DEFINED 1 2300
TIFFANY & COMPANY COM 886547108 1410 15800 SH DEFINED 1 15800
TIFFANY & COMPANY COM 886547108 384 4300 SH DEFINED 1 4300
TIME WARNER INC COM 887315109 13785 190300 SH DEFINED 1 190300
TIME WARNER INC COM 887315109 869 12000 SH DEFINED 1 12000
TIME WARNER INC COM 887315109 109 1500 SH DEFINED 1 1500
TIME WARNER INC COM 887315109 384 5300 SH DEFINED 1 5300
TIME WARNER INC COM 887315109 3803 52500 SH DEFINED 1 52500
TIME WARNER INC COM 887315109 17059 235500 SH DEFINED 1 235500
TIMES MIRROR COMPANY COM 887364107 590 8800 SH DEFINED 1 8800
TIMES MIRROR COMPANY COM 887364107 40 600 SH DEFINED 1 600
TIMES MIRROR COMPANY COM 887364107 730 10900 SH DEFINED 1 10900
TIMKEN COMPANY COM 887389104 186 9100 SH DEFINED 1 9100
TIMKEN COMPANY COM 887389104 12 600 SH DEFINED 1 600
TIMKEN COMPANY COM 887389104 231 11300 SH DEFINED 1 11300
TJX COMPANIES, INC. COM 872540109 954 46700 SH DEFINED 1 46700
TJX COMPANIES, INC. COM 872540109 59 2900 SH DEFINED 1 2900
TJX COMPANIES, INC. COM 872540109 382 18700 SH DEFINED 1 18700
TJX COMPANIES, INC. COM 872540109 4639 227000 SH DEFINED 1 227000
TJX COMPANIES, INC. COM 872540109 1181 57800 SH DEFINED 1 57800
TORCHMARK CORPORATION COM 891027104 570 19600 SH DEFINED 1 19600
TORCHMARK CORPORATION COM 891027104 35 1200 SH DEFINED 1 1200
TORCHMARK CORPORATION COM 891027104 703 24200 SH DEFINED 1 24200
TOSCO CORPORATION COM 891490302 609 22400 SH DEFINED 1 22400
TOSCO CORPORATION COM 891490302 38 1400 SH DEFINED 1 1400
TOSCO CORPORATION COM 891490302 71 2600 SH DEFINED 1 2600
TOSCO CORPORATION COM 891490302 598 22000 SH DEFINED 1 22000
TOSCO CORPORATION COM 891490302 258 9500 SH DEFINED 1 9500
TOSCO CORPORATION COM 891490302 7262 267100 SH DEFINED 1 267100
TOSCO CORPORATION COM 891490302 2556 94000 SH DEFINED 1 94000
TOSCO CORPORATION COM 891490302 753 27700 SH DEFINED 1 27700
TOTAL B COM 490541300 200 1520 SH DEFINED 1 1520
TOTAL RENAL CARE HOLDINGS, INC COM 89151A107 32 4800 SH DEFINED 1 4800
TOTAL RENAL CARE HOLDINGS, INC COM 89151A107 17 2600 SH DEFINED 1 2600
TOTAL RENAL CARE HOLDINGS, INC COM 89151A107 47 7000 SH DEFINED 1 7000
TOTAL RENAL CARE HOLDINGS, INC COM 89151A107 33 5000 SH DEFINED 1 5000
TOTAL RENAL CARE HOLDINGS, INC COM 89151A107 391 58400 SH DEFINED 1 58400
TOWER AUTOMOTIVE, INC. COM 891707101 523 33882 SH DEFINED 1 33882
TOWER AUTOMOTIVE, INC. COM 891707101 82 5300 SH DEFINED 1 5300
TOWER AUTOMOTIVE, INC. COM 891707101 9570 619900 SH DEFINED 1 619900
TOWER AUTOMOTIVE, INC. COM 891707101 594 38500 SH DEFINED 1 38500
TOYS "R" US COM 892335100 521 36400 SH DEFINED 1 36400
TOYS "R" US COM 892335100 33 2300 SH DEFINED 1 2300
TOYS "R" US COM 892335100 645 45100 SH DEFINED 1 45100
TRAMMELL CROW COMPANY COM 89288R106 36 3100 SH DEFINED 1 3100
TRANSACTION SYSTEMS ARCHITECTS COM 893416107 45 1600 SH DEFINED 1 1600
TRANSACTION SYSTEMS ARCHITECTS COM 893416107 31 1100 SH DEFINED 1 1100
TRANSACTION SYSTEMS ARCHITECTS COM 893416107 56 2000 SH DEFINED 1 2000
TRANSOCEAN SEDCO FOREX INC COM G90078109 527 15636 SH DEFINED 1 15636
TRANSOCEAN SEDCO FOREX INC COM G90078109 33 989 SH DEFINED 1 989
TRANSOCEAN SEDCO FOREX INC COM G90078109 7 213 SH DEFINED 1 213
TRANSOCEAN SEDCO FOREX INC COM G90078109 27 795 SH DEFINED 1 795
TRANSOCEAN SEDCO FOREX INC COM G90078109 265 7857 SH DEFINED 1 7857
TRANSOCEAN SEDCO FOREX INC COM G90078109 652 19341 SH DEFINED 1 19341
TRIBUNE COMPANY COM 896047107 1922 34900 SH DEFINED 1 34900
TRIBUNE COMPANY COM 896047107 121 2200 SH DEFINED 1 2200
TRIBUNE COMPANY COM 896047107 308 5600 SH DEFINED 1 5600
TRIBUNE COMPANY COM 896047107 1035 18800 SH DEFINED 1 18800
TRIBUNE COMPANY COM 896047107 8370 152000 SH DEFINED 1 152000
TRIBUNE COMPANY COM 896047107 2379 43200 SH DEFINED 1 43200
TRICON GLOBAL RESTAURANTS, INC COM 895953107 873 22590 SH DEFINED 1 22590
TRICON GLOBAL RESTAURANTS, INC COM 895953107 55 1430 SH DEFINED 1 1430
TRICON GLOBAL RESTAURANTS, INC COM 895953107 1081 27990 SH DEFINED 1 27990
TRIGON HEALTHCARE COM 89618L100 38 1300 SH DEFINED 1 1300
TRIGON HEALTHCARE COM 89618L100 77 2600 SH DEFINED 1 2600
TRINITY INDUSTRIES INC COM 896522109 37 1300 SH DEFINED 1 1300
TRINITY INDUSTRIES INC COM 896522109 71 2500 SH DEFINED 1 2500
TRITEL INC COM 89675X104 3 100 SH DEFINED 1 100
TRW INC. COM 872649108 924 17800 SH DEFINED 1 17800
TRW INC. COM 872649108 57 1100 SH DEFINED 1 1100
TRW INC. COM 872649108 1148 22100 SH DEFINED 1 22100
TUPPERWARE COM 899896104 144 8500 SH DEFINED 1 8500
TUPPERWARE COM 899896104 8 500 SH DEFINED 1 500
TUPPERWARE COM 899896104 178 10500 SH DEFINED 1 10500
TYCO INTERNATIONAL LTD COM 902124106 9568 246118 SH DEFINED 1 246118
TYCO INTERNATIONAL LTD COM 902124106 603 15520 SH DEFINED 1 15520
TYCO INTERNATIONAL LTD COM 902124106 280 7200 SH DEFINED 1 7200
TYCO INTERNATIONAL LTD COM 902124106 1639 42156 SH DEFINED 1 42156
TYCO INTERNATIONAL LTD COM 902124106 863 22200 SH DEFINED 1 22200
TYCO INTERNATIONAL LTD COM 902124106 20013 514798 SH DEFINED 1 514798
TYCO INTERNATIONAL LTD COM 902124106 8685 223400 SH DEFINED 1 223400
TYCO INTERNATIONAL LTD COM 902124106 11843 304640 SH DEFINED 1 304640
TYSON FOODS INC COM 902494103 120 7400 SH DEFINED 1 7400
TYSON FOODS INC COM 902494103 231 14200 SH DEFINED 1 14200
U S WEST INC NEW COM 91273H101 5343 74205 SH DEFINED 1 74205
U S WEST INC NEW COM 91273H101 337 4681 SH DEFINED 1 4681
U S WEST INC NEW COM 91273H101 6617 91908 SH DEFINED 1 91908
U.S. FOODSERVICE COM 90331R101 54 3200 SH DEFINED 1 3200
U.S. FOODSERVICE COM 90331R101 102 6100 SH DEFINED 1 6100
UCAR INT'L COM 90262K109 27 1500 SH DEFINED 1 1500
UCAR INT'L COM 90262K109 50 2800 SH DEFINED 1 2800
ULTRAMAR DIAMOND SHA COM 904000106 64 2800 SH DEFINED 1 2800
ULTRAMAR DIAMOND SHA COM 904000106 120 5300 SH DEFINED 1 5300
UNICOM CORP. COM 904911104 1072 32000 SH DEFINED 1 32000
UNICOM CORP. COM 904911104 67 2000 SH DEFINED 1 2000
UNICOM CORP. COM 904911104 1327 39600 SH DEFINED 1 39600
UNIFI COM 904677101 23 1900 SH DEFINED 1 1900
UNIFI COM 904677101 46 3700 SH DEFINED 1 3700
UNILEVER NV-CVA COM 904784709 4579 84107 SH DEFINED 1 84107
UNILEVER NV-CVA COM 904784709 286 5253 SH DEFINED 1 5253
UNILEVER NV-CVA COM 904784709 5665 104067 SH DEFINED 1 104067
UNION CARBIDE CORPORATION COM 905581104 1308 19600 SH DEFINED 1 19600
UNION CARBIDE CORPORATION COM 905581104 80 1200 SH DEFINED 1 1200
UNION CARBIDE CORPORATION COM 905581104 1615 24200 SH DEFINED 1 24200
UNION PACIFIC CORPORATION COM 907818108 1592 36500 SH DEFINED 1 36500
UNION PACIFIC CORPORATION COM 907818108 100 2300 SH DEFINED 1 2300
UNION PACIFIC CORPORATION COM 907818108 785 18000 SH DEFINED 1 18000
UNION PACIFIC CORPORATION COM 907818108 9645 221100 SH DEFINED 1 221100
UNION PACIFIC CORPORATION COM 907818108 1967 45100 SH DEFINED 1 45100
UNION PACIFIC RESOURCE GROUP COM 907834105 472 37058 SH DEFINED 1 37058
UNION PACIFIC RESOURCE GROUP COM 907834105 29 2300 SH DEFINED 1 2300
UNION PACIFIC RESOURCE GROUP COM 907834105 585 45892 SH DEFINED 1 45892
UNION PLANTERS CAPITAL TRUST A COM 908068109 828 21000 SH DEFINED 1 21000
UNION PLANTERS CAPITAL TRUST A COM 908068109 51 1300 SH DEFINED 1 1300
UNION PLANTERS CAPITAL TRUST A COM 908068109 1025 26000 SH DEFINED 1 26000
UNISYS CORPORATION COM 909214108 1437 45000 SH DEFINED 1 45000
UNISYS CORPORATION COM 909214108 89 2800 SH DEFINED 1 2800
UNISYS CORPORATION COM 909214108 1779 55700 SH DEFINED 1 55700
UNITED HEALTHCARE CORP COM 910581107 1355 25500 SH DEFINED 1 25500
UNITED HEALTHCARE CORP COM 910581107 85 1600 SH DEFINED 1 1600
UNITED HEALTHCARE CORP COM 910581107 1679 31600 SH DEFINED 1 31600
UNITED PARCEL SERVICES COM 911312106 117 1700 SH DEFINED 1 1700
UNITED PARCEL SERVICES COM 911312106 1449 21000 SH DEFINED 1 21000
UNITED TECHNOLOGIES CORP COM 913017109 4609 70900 SH DEFINED 1 70900
UNITED TECHNOLOGIES CORP COM 913017109 293 4500 SH DEFINED 1 4500
UNITED TECHNOLOGIES CORP COM 913017109 5701 87700 SH DEFINED 1 87700
UNITRIN INCORPORATED COM 913275103 87 2300 SH DEFINED 1 2300
UNITRIN INCORPORATED COM 913275103 169 4500 SH DEFINED 1 4500
UNIVERSAL CORP COM 913456109 25 1100 SH DEFINED 1 1100
UNIVERSAL CORP COM 913456109 46 2000 SH DEFINED 1 2000
UNIVERSAL FOODS CORPORATION COM 913538104 33 1600 SH DEFINED 1 1600
UNIVERSAL FOODS CORPORATION COM 913538104 63 3100 SH DEFINED 1 3100
UNIVISION COMMUNICATIONS INC. COM 914906102 337 3300 SH DEFINED 1 3300
UNIVISION COMMUNICATIONS INC. COM 914906102 644 6300 SH DEFINED 1 6300
UNOCAL CORP. COM 915289102 1198 35700 SH DEFINED 1 35700
UNOCAL CORP. COM 915289102 74 2200 SH DEFINED 1 2200
UNOCAL CORP. COM 915289102 1480 44100 SH DEFINED 1 44100
UNUM PROVIDENT CORPORATION COM 91529Y106 1126 35106 SH DEFINED 1 35106
UNUM PROVIDENT CORPORATION COM 91529Y106 70 2176 SH DEFINED 1 2176
UNUM PROVIDENT CORPORATION COM 91529Y106 624 19455 SH DEFINED 1 19455
UNUM PROVIDENT CORPORATION COM 91529Y106 7660 238923 SH DEFINED 1 238923
UNUM PROVIDENT CORPORATION COM 91529Y106 1393 43431 SH DEFINED 1 43431
US BANKCORP COM 902973106 2562 107587 SH DEFINED 1 107587
US BANKCORP COM 902973106 161 6759 SH DEFINED 1 6759
US BANKCORP COM 902973106 576 24200 SH DEFINED 1 24200
US BANKCORP COM 902973106 7015 294600 SH DEFINED 1 294600
US BANKCORP COM 902973106 3173 133231 SH DEFINED 1 133231
USAIR GROUP, INC. COM 911905107 337 10500 SH DEFINED 1 10500
USAIR GROUP, INC. COM 911905107 22 700 SH DEFINED 1 700
USAIR GROUP, INC. COM 911905107 417 13000 SH DEFINED 1 13000
USG CORPORATION COM 903293405 75 1600 SH DEFINED 1 1600
USG CORPORATION COM 903293405 146 3100 SH DEFINED 1 3100
UST INCORPORATED COM 902911106 645 25600 SH DEFINED 1 25600
UST INCORPORATED COM 902911106 40 1600 SH DEFINED 1 1600
UST INCORPORATED COM 902911106 798 31700 SH DEFINED 1 31700
USX-MARATHON GROUP COM 902905827 1121 45400 SH DEFINED 1 45400
USX-MARATHON GROUP COM 902905827 72 2900 SH DEFINED 1 2900
USX-MARATHON GROUP COM 902905827 1387 56200 SH DEFINED 1 56200
USX-U S STEEL GROUP INC. COM 90337T101 429 13000 SH DEFINED 1 13000
USX-U S STEEL GROUP INC. COM 90337T101 26 800 SH DEFINED 1 800
USX-U S STEEL GROUP INC. COM 90337T101 337 10200 SH DEFINED 1 10200
USX-U S STEEL GROUP INC. COM 90337T101 4128 125100 SH DEFINED 1 125100
USX-U S STEEL GROUP INC. COM 90337T101 531 16100 SH DEFINED 1 16100
UTILICORP UNITED COM 918005109 58 3000 SH DEFINED 1 3000
UTILICORP UNITED COM 918005109 111 5700 SH DEFINED 1 5700
VALERO ENERGY CORP COM 91913Y100 36 1800 SH DEFINED 1 1800
VALERO ENERGY CORP COM 91913Y100 70 3500 SH DEFINED 1 3500
VARCO INTERNATIONAL INC COM 922126107 21 2100 SH DEFINED 1 2100
VARCO INTERNATIONAL INC COM 922126107 41 4000 SH DEFINED 1 4000
VERISIGN INC COM 92343E102 115 600 SH DEFINED 1 600
VERISIGN INC COM 92343E102 1566 8200 SH DEFINED 1 8200
VERISIGN INC COM 92343E102 28068 147000 SH DEFINED 1 147000
VERITAS SOFTWARE CORP. COM 923436109 1188 8300 SH DEFINED 1 8300
VERITAS SOFTWARE CORP. COM 923436109 2261 15800 SH DEFINED 1 15800
VF CORPORATION COM 918204108 525 17500 SH DEFINED 1 17500
VF CORPORATION COM 918204108 33 1100 SH DEFINED 1 1100
VF CORPORATION COM 918204108 648 21600 SH DEFINED 1 21600
VIACOM INCORPORATED- CL B COM 925524308 6196 102512 SH DEFINED 1 102512
VIACOM INCORPORATED- CL B COM 925524308 393 6500 SH DEFINED 1 6500
VIACOM INCORPORATED- CL B COM 925524308 127 2100 SH DEFINED 1 2100
VIACOM INCORPORATED- CL B COM 925524308 459 7600 SH DEFINED 1 7600
VIACOM INCORPORATED- CL B COM 925524308 4593 76000 SH DEFINED 1 76000
VIACOM INCORPORATED- CL B COM 925524308 7664 126812 SH DEFINED 1 126812
VIAD CORPORATION COM 92552R109 86 3100 SH DEFINED 1 3100
VIAD CORPORATION COM 92552R109 167 6000 SH DEFINED 1 6000
VIANT COM 92553N107 772 7800 SH DEFINED 1 7800
VIANT COM 92553N107 109 1100 SH DEFINED 1 1100
VIANT COM 92553N107 6085 61469 SH DEFINED 1 61469
VIANT COM 92553N107 673 6800 SH DEFINED 1 6800
VIATEL COM 925529208 152 2840 SH DEFINED 1 2840
VIATEL COM 925529208 875 16325 SH DEFINED 1 16325
VIGNETTE CORPORATION COM 926734104 1923 11800 SH DEFINED 1 11800
VIGNETTE CORPORATION COM 926734104 35098 215328 SH DEFINED 1 215328
VISHAY INTERTECH COM 928298108 85 2700 SH DEFINED 1 2700
VISHAY INTERTECH COM 928298108 165 5225 SH DEFINED 1 5225
VISX INC. COM 92844S105 311 6000 SH DEFINED 1 6000
VISX INC. COM 92844S105 109 2100 SH DEFINED 1 2100
VISX INC. COM 92844S105 5537 107000 SH DEFINED 1 107000
VISX INC. COM 92844S105 202 3900 SH DEFINED 1 3900
VITESSE SEMICONDUCTOR CORPORAI COM 928497106 262 5000 SH DEFINED 1 5000
VITESSE SEMICONDUCTOR CORPORAI COM 928497106 498 9500 SH DEFINED 1 9500
VLASIC FOODS INTERNATIONAL INC COM 928559103 7 1200 SH DEFINED 1 1200
VLASIC FOODS INTERNATIONAL INC COM 928559103 16 2800 SH DEFINED 1 2800
VULCAN MATERIALS COM 929160109 587 14700 SH DEFINED 1 14700
VULCAN MATERIALS COM 929160109 36 900 SH DEFINED 1 900
VULCAN MATERIALS COM 929160109 727 18200 SH DEFINED 1 18200
W.R. GRACE & CO. COM 38388F108 146 10500 SH DEFINED 1 10500
W.R. GRACE & CO. COM 38388F108 10 700 SH DEFINED 1 700
W.R. GRACE & CO. COM 38388F108 180 13000 SH DEFINED 1 13000
W.W. GRAINGER, INC. COM 384802104 655 13700 SH DEFINED 1 13700
W.W. GRAINGER, INC. COM 384802104 43 900 SH DEFINED 1 900
W.W. GRAINGER, INC. COM 384802104 124 2600 SH DEFINED 1 2600
W.W. GRAINGER, INC. COM 384802104 406 8500 SH DEFINED 1 8500
W.W. GRAINGER, INC. COM 384802104 4064 85000 SH DEFINED 1 85000
W.W. GRAINGER, INC. COM 384802104 813 17000 SH DEFINED 1 17000
WACHOVIA CORPORATION COM 929771103 2026 29800 SH DEFINED 1 29800
WACHOVIA CORPORATION COM 929771103 129 1900 SH DEFINED 1 1900
WACHOVIA CORPORATION COM 929771103 2502 36800 SH DEFINED 1 36800
WADDELL & REED FINANCIAL INC C COM 930059100 127 4700 SH DEFINED 1 4700
WADDELL & REED FINANCIAL INC C COM 930059100 920 33900 SH DEFINED 1 33900
WALGREEN COMPANY COM 931422109 4317 147600 SH DEFINED 1 147600
WALGREEN COMPANY COM 931422109 272 9300 SH DEFINED 1 9300
WALGREEN COMPANY COM 931422109 208 7100 SH DEFINED 1 7100
WALGREEN COMPANY COM 931422109 1044 35700 SH DEFINED 1 35700
WALGREEN COMPANY COM 931422109 7675 262400 SH DEFINED 1 262400
WALGREEN COMPANY COM 931422109 5344 182700 SH DEFINED 1 182700
WALLACE COMPUTER SERVICES INC. COM 932270101 23 1400 SH DEFINED 1 1400
WALLACE COMPUTER SERVICES INC. COM 932270101 43 2600 SH DEFINED 1 2600
WALMART STORES INC COM 931142103 45256 654700 SH DEFINED 1 654700
WALMART STORES INC COM 931142103 2848 41200 SH DEFINED 1 41200
WALMART STORES INC COM 931142103 394 5700 SH DEFINED 1 5700
WALMART STORES INC COM 931142103 781 11300 SH DEFINED 1 11300
WALMART STORES INC COM 931142103 1389 20100 SH DEFINED 1 20100
WALMART STORES INC COM 931142103 9553 138200 SH DEFINED 1 138200
WALMART STORES INC COM 931142103 13341 193000 SH DEFINED 1 193000
WALMART STORES INC COM 931142103 56005 810200 SH DEFINED 1 810200
WALT DISNEY COMPANY COM 254687106 8875 303408 SH DEFINED 1 303408
WALT DISNEY COMPANY COM 254687106 559 19100 SH DEFINED 1 19100
WALT DISNEY COMPANY COM 254687106 10984 375507 SH DEFINED 1 375507
WARNACO GROUP COM 934390105 22 1800 SH DEFINED 1 1800
WARNACO GROUP COM 934390105 42 3400 SH DEFINED 1 3400
WARNER-LAMBERT COMPANY COM 934488107 10300 125700 SH DEFINED 1 125700
WARNER-LAMBERT COMPANY COM 934488107 647 7900 SH DEFINED 1 7900
WARNER-LAMBERT COMPANY COM 934488107 98 1200 SH DEFINED 1 1200
WARNER-LAMBERT COMPANY COM 934488107 754 9200 SH DEFINED 1 9200
WARNER-LAMBERT COMPANY COM 934488107 361 4400 SH DEFINED 1 4400
WARNER-LAMBERT COMPANY COM 934488107 9349 114100 SH DEFINED 1 114100
WARNER-LAMBERT COMPANY COM 934488107 3163 38600 SH DEFINED 1 38600
WARNER-LAMBERT COMPANY COM 934488107 12749 155600 SH DEFINED 1 155600
WASHINGTON GAS LIGHT CO COM 938837101 41 1500 SH DEFINED 1 1500
WASHINGTON GAS LIGHT CO COM 938837101 80 2900 SH DEFINED 1 2900
WASHINGTON MUTUAL INC COM 939322103 2216 85214 SH DEFINED 1 85214
WASHINGTON MUTUAL INC COM 939322103 140 5386 SH DEFINED 1 5386
WASHINGTON MUTUAL INC COM 939322103 530 20400 SH DEFINED 1 20400
WASHINGTON MUTUAL INC COM 939322103 6445 247900 SH DEFINED 1 247900
WASHINGTON MUTUAL INC COM 939322103 2741 105436 SH DEFINED 1 105436
WASHINGTON POST COM 939640108 167 300 SH DEFINED 1 300
WASHINGTON POST COM 939640108 334 600 SH DEFINED 1 600
WASTE MANAGEMENT NEW COM 94106L109 1566 91097 SH DEFINED 1 91097
WASTE MANAGEMENT NEW COM 94106L109 99 5757 SH DEFINED 1 5757
WASTE MANAGEMENT NEW COM 94106L109 222 12905 SH DEFINED 1 12905
WASTE MANAGEMENT NEW COM 94106L109 2711 157717 SH DEFINED 1 157717
WASTE MANAGEMENT NEW COM 94106L109 1938 112785 SH DEFINED 1 112785
WATERS CORPORATION COM 941848103 387 7300 SH DEFINED 1 7300
WATERS CORPORATION COM 941848103 106 2000 SH DEFINED 1 2000
WATERS CORPORATION COM 941848103 6715 126700 SH DEFINED 1 126700
WATERS CORPORATION COM 941848103 201 3800 SH DEFINED 1 3800
WATSON PHARMACEUTICAL COM 942683103 505 14100 SH DEFINED 1 14100
WATSON PHARMACEUTICAL COM 942683103 32 900 SH DEFINED 1 900
WATSON PHARMACEUTICAL COM 942683103 623 17400 SH DEFINED 1 17400
WAUSAU-MOSINEE PAPER COM 943315101 20 1700 SH DEFINED 1 1700
WAUSAU-MOSINEE PAPER COM 943315101 37 3200 SH DEFINED 1 3200
WEATHERFORD INT'L INC COM 947074100 88 2200 SH DEFINED 1 2200
WEATHERFORD INT'L INC COM 947074100 1422 35600 SH DEFINED 1 35600
WEATHERFORD INT'L INC COM 947074100 136 3400 SH DEFINED 1 3400
WEATHERFORD INT'L INC COM 947074100 26036 651925 SH DEFINED 1 651925
WEATHERFORD INT'L INC COM 947074100 260 6500 SH DEFINED 1 6500
WEBSTER FINL CORP COM 947890109 35 1500 SH DEFINED 1 1500
WEBSTER FINL CORP COM 947890109 66 2800 SH DEFINED 1 2800
WELLMAN INC. COM 949702104 19 1000 SH DEFINED 1 1000
WELLMAN INC. COM 949702104 35 1900 SH DEFINED 1 1900
WELLPOINT HEALTH NETWORKS INC COM 94973H108 640 9700 SH DEFINED 1 9700
WELLPOINT HEALTH NETWORKS INC COM 94973H108 40 600 SH DEFINED 1 600
WELLPOINT HEALTH NETWORKS INC COM 94973H108 791 12000 SH DEFINED 1 12000
WELLS FARGO COMPANY COM 949746101 9813 242660 SH DEFINED 1 242660
WELLS FARGO COMPANY COM 949746101 619 15300 SH DEFINED 1 15300
WELLS FARGO COMPANY COM 949746101 12141 300230 SH DEFINED 1 300230
WENDY'S INTERNATIONAL, INC. COM 950590109 369 17900 SH DEFINED 1 17900
WENDY'S INTERNATIONAL, INC. COM 950590109 23 1100 SH DEFINED 1 1100
WENDY'S INTERNATIONAL, INC. COM 950590109 456 22100 SH DEFINED 1 22100
WESLEY JESSEN VISIONCARE COM 951018100 174 4600 SH DEFINED 1 4600
WESLEY JESSEN VISIONCARE COM 951018100 87 2300 SH DEFINED 1 2300
WESLEY JESSEN VISIONCARE COM 951018100 875 23100 SH DEFINED 1 23100
WESTAMERICA BANCORPORATION COM 957090103 34 1200 SH DEFINED 1 1200
WESTAMERICA BANCORPORATION COM 957090103 67 2400 SH DEFINED 1 2400
WESTPOINT STEVENS COM 961238102 32 1800 SH DEFINED 1 1800
WESTPOINT STEVENS COM 961238102 60 3400 SH DEFINED 1 3400
WESTVACO CORPORATION COM 961548104 481 14750 SH DEFINED 1 14750
WESTVACO CORPORATION COM 961548104 29 900 SH DEFINED 1 900
WESTVACO CORPORATION COM 961548104 595 18250 SH DEFINED 1 18250
WESTWOOD ONE, INC. COM 961815107 129 1700 SH DEFINED 1 1700
WESTWOOD ONE, INC. COM 961815107 220 2900 SH DEFINED 1 2900
WESTWOOD ONE, INC. COM 961815107 251 3300 SH DEFINED 1 3300
WESTWOOD ONE, INC. COM 961815107 1467 19300 SH DEFINED 1 19300
WEYERHAEUSER COMPANY COM 962166104 2492 34700 SH DEFINED 1 34700
WEYERHAEUSER COMPANY COM 962166104 158 2200 SH DEFINED 1 2200
WEYERHAEUSER COMPANY COM 962166104 3081 42900 SH DEFINED 1 42900
WHIRLPOOL CORPORATION COM 963320106 722 11100 SH DEFINED 1 11100
WHIRLPOOL CORPORATION COM 963320106 46 700 SH DEFINED 1 700
WHIRLPOOL CORPORATION COM 963320106 891 13700 SH DEFINED 1 13700
WHITEHALL JEWELLERS INC COM 965063100 15 400 SH DEFINED 1 400
WHITEHALL JEWELLERS INC COM 965063100 22 600 SH DEFINED 1 600
WHITEHALL JEWELLERS INC COM 965063100 136 3700 SH DEFINED 1 3700
WHITMAN CORP COM 96647R107 62 4600 SH DEFINED 1 4600
WHITMAN CORP COM 96647R107 117 8700 SH DEFINED 1 8700
WHITTMAN-HART, INC. COM 966834103 102 1900 SH DEFINED 1 1900
WHITTMAN-HART, INC. COM 966834103 627 11700 SH DEFINED 1 11700
WILD OATS COMMUNITY MARKET COM 96808B107 73 3300 SH DEFINED 1 3300
WILD OATS COMMUNITY MARKET COM 96808B107 686 30900 SH DEFINED 1 30900
WILLAMETTE INDUSTRIES INC COM 969133107 762 16400 SH DEFINED 1 16400
WILLAMETTE INDUSTRIES INC COM 969133107 46 1000 SH DEFINED 1 1000
WILLAMETTE INDUSTRIES INC COM 969133107 943 20300 SH DEFINED 1 20300
WILLIAMS COMMUNICATIONS GROUP, COM 969455104 87 3000 SH DEFINED 1 3000
WILLIAMS COMMUNICATIONS GROUP, COM 969455104 313 10800 SH DEFINED 1 10800
WILLIAMS COMMUNICATIONS GROUP, COM 969455104 3082 106500 SH DEFINED 1 106500
WILLIAMS COMPANIES INC COM 969457100 1953 63900 SH DEFINED 1 63900
WILLIAMS COMPANIES INC COM 969457100 122 4000 SH DEFINED 1 4000
WILLIAMS COMPANIES INC COM 969457100 2417 79100 SH DEFINED 1 79100
WILLIAMS SONOMA COM 969904101 83 1800 SH DEFINED 1 1800
WILLIAMS SONOMA COM 969904101 156 3400 SH DEFINED 1 3400
WILMINGTON TRUST CORP. COM 971807102 53 1100 SH DEFINED 1 1100
WILMINGTON TRUST CORP. COM 971807102 97 2000 SH DEFINED 1 2000
WINN-DIXIE STORES, INC. COM 974280109 524 21900 SH DEFINED 1 21900
WINN-DIXIE STORES, INC. COM 974280109 34 1400 SH DEFINED 1 1400
WINN-DIXIE STORES, INC. COM 974280109 649 27100 SH DEFINED 1 27100
WISCONSIN CENTRAL TRANSPORTATI COM 976592105 23 1700 SH DEFINED 1 1700
WISCONSIN CENTRAL TRANSPORTATI COM 976592105 43 3200 SH DEFINED 1 3200
WISCONSIN ENERGY CORP COM 976657106 73 3800 SH DEFINED 1 3800
WISCONSIN ENERGY CORP COM 976657106 139 7200 SH DEFINED 1 7200
WM. WRIGLEY JR. COMPANY COM 982526105 1418 17100 SH DEFINED 1 17100
WM. WRIGLEY JR. COMPANY COM 982526105 91 1100 SH DEFINED 1 1100
WM. WRIGLEY JR. COMPANY COM 982526105 1758 21200 SH DEFINED 1 21200
WORTHINGTON INDUSTRIES COM 981811102 224 13500 SH DEFINED 1 13500
WORTHINGTON INDUSTRIES COM 981811102 15 900 SH DEFINED 1 900
WORTHINGTON INDUSTRIES COM 981811102 277 16750 SH DEFINED 1 16750
XEROX CORPORATION COM 984121103 2212 97500 SH DEFINED 1 97500
XEROX CORPORATION COM 984121103 138 6100 SH DEFINED 1 6100
XEROX CORPORATION COM 984121103 2738 120700 SH DEFINED 1 120700
XILINX INC COM 983919101 2119 46600 SH DEFINED 1 46600
XILINX INC COM 983919101 136 3000 SH DEFINED 1 3000
XILINX INC COM 983919101 2619 57600 SH DEFINED 1 57600
XL CAPITAL LTD COM G98255105 415 8000 SH DEFINED 1 8000
XL CAPITAL LTD COM G98255105 4980 96000 SH DEFINED 1 96000
YAHOO COM 984332106 16745 38700 SH DEFINED 1 38700
YAHOO COM 984332106 1038 2400 SH DEFINED 1 2400
YAHOO COM 984332106 20726 47900 SH DEFINED 1 47900
YORK INTERNATIONAL CORP. COM 986670107 36 1300 SH DEFINED 1 1300
YORK INTERNATIONAL CORP. COM 986670107 69 2500 SH DEFINED 1 2500
ZAPME! CORPORATION COM 98912E100 33 3800 SH DEFINED 1 3800
ZAPME! CORPORATION COM 98912E100 614 71200 SH DEFINED 1 71200
ZIONS BANCORPORATION COM 989701107 160 2700 SH DEFINED 1 2700
ZIONS BANCORPORATION COM 989701107 308 5200 SH DEFINED 1 5200
</TABLE>
