UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 2000
Check here if Amendment [ ]: Amendment Number:
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Northwestern Mutual Investment Services, LLC
Address: 720 E. Wisconsin Ave.
Milwaukee, WI 53202
13F File Number: 28-6374
The institutional investment manager filing this report and the
person by whom it is signed hereby represent that the person
signing the report is authorized to submit it, that all
information contained herein is true, correct and complete, and
that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of
this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Barbara Courtney
Title: Assistant Treasurer
Phone: 414-299-2418
/S/ Barbara Courtney Milwaukee, Wisconsin August 9, 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: 3270
Form 13F Information Table Value Total (000's): $7,439,796
List of Other Included Managers:
FORM 13F
FILE NO. NAME
-------- ------------------------------------------
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>
AMERICAN EAGLE OUTFITTERS COM 02553E106 27 1900 SH DEFINED 1 1900
EXPRESS SCRIPTS COM 302182100 93 1500 SH DEFINED 1 1500
INTERNATIONAL SPEEDWAY CORP COM 460335201 87 2100 SH DEFINED 1 2100
NEIMAN MARCUS GROUP COM 640204202 59 2000 SH DEFINED 1 2000
NSTAR COM 67019E107 98 2400 SH DEFINED 1 2400
POLYCOM INC COM 73172K104 122 1300 SH DEFINED 1 1300
VECTREN CORP COM 92240G101 41 2400 SH DEFINED 1 2400
FREEMARKETS INC COM 356602102 830 17500 SH DEFINED 1 17500
AMERICAN EAGLE OUTFITTERS COM 02553E106 73 5200 SH DEFINED 1 5200
EXPRESS SCRIPTS COM 302182100 267 4300 SH DEFINED 1 4300
INTERNATIONAL SPEEDWAY CORP COM 460335201 244 5900 SH DEFINED 1 5900
NEIMAN MARCUS GROUP COM 640204202 163 5500 SH DEFINED 1 5500
NSTAR COM 67019E107 273 6700 SH DEFINED 1 6700
POLYCOM INC COM 73172K104 348 3700 SH DEFINED 1 3700
VECTREN CORP COM 92240G101 117 6800 SH DEFINED 1 6800
HAWAIIAN ELECTRIC COM 419870100 43 1300 SH DEFINED 1 1300
HAWAIIAN ELECTRIC COM 419870100 118 3600 SH DEFINED 1 3600
360NETWORKS INC COM 88575T205 12 800 SH DEFINED 1 800
360NETWORKS INC COM 88575T205 47 3100 SH DEFINED 1 3100
360NETWORKS INC COM 88575T205 508 33300 SH DEFINED 1 33300
3COM CORPORATION COM 885535104 2616 45400 SH DEFINED 1 45400
3COM CORPORATION COM 885535104 144 2500 SH DEFINED 1 2500
3COM CORPORATION COM 885535104 75 1300 SH DEFINED 1 1300
3COM CORPORATION COM 885535104 294 5100 SH DEFINED 1 5100
3COM CORPORATION COM 885535104 2899 50300 SH DEFINED 1 50300
3COM CORPORATION COM 885535104 3532 61300 SH DEFINED 1 61300
A T & T WIRELESS GROUP COM 001957406 25 900 SH DEFINED 1 900
A T & T WIRELESS GROUP COM 001957406 112 4000 SH DEFINED 1 4000
A T & T WIRELESS GROUP COM 001957406 1048 37600 SH DEFINED 1 37600
ABBOTT LABORATORIES INC. COM 002824100 9077 203700 SH DEFINED 1 203700
ABBOTT LABORATORIES INC. COM 002824100 504 11300 SH DEFINED 1 11300
ABBOTT LABORATORIES INC. COM 002824100 12273 275400 SH DEFINED 1 275400
ABERCROMBIE & FITCH CO. COM 002896207 135 11100 SH DEFINED 1 11100
ABERCROMBIE & FITCH CO. COM 002896207 50 4100 SH DEFINED 1 4100
ABERCROMBIE & FITCH CO. COM 002896207 1564 128300 SH DEFINED 1 128300
ABERCROMBIE & FITCH CO. COM 002896207 139 11400 SH DEFINED 1 11400
ABMAC FINANCIAL GROUP INC COM 023139108 702 12800 SH DEFINED 1 12800
ABMAC FINANCIAL GROUP INC COM 023139108 153 2800 SH DEFINED 1 2800
ABMAC FINANCIAL GROUP INC COM 023139108 8096 147700 SH DEFINED 1 147700
ABMAC FINANCIAL GROUP INC COM 023139108 428 7800 SH DEFINED 1 7800
ACE LTD COM G0070K103 605 21600 SH DEFINED 1 21600
ACE LTD COM G0070K103 11161 398600 SH DEFINED 1 398600
ACNIELSEN CORPORATION COM 004833109 51 2300 SH DEFINED 1 2300
ACNIELSEN CORPORATION COM 004833109 143 6500 SH DEFINED 1 6500
ACUSON CORP. COM 005113105 12 900 SH DEFINED 1 900
ACUSON CORP. COM 005113105 41 3000 SH DEFINED 1 3000
ACXIOM CORP COM 005125109 95 3500 SH DEFINED 1 3500
ACXIOM CORP COM 005125109 264 9700 SH DEFINED 1 9700
ADAPTEC INC COM 00651F108 312 13700 SH DEFINED 1 13700
ADAPTEC INC COM 00651F108 18 800 SH DEFINED 1 800
ADAPTEC INC COM 00651F108 423 18600 SH DEFINED 1 18600
ADC TELECOMMUNICATION COM 000886101 3338 39800 SH DEFINED 1 39800
ADC TELECOMMUNICATION COM 000886101 185 2200 SH DEFINED 1 2200
ADC TELECOMMUNICATION COM 000886101 1988 23700 SH DEFINED 1 23700
ADC TELECOMMUNICATION COM 000886101 37148 442900 SH DEFINED 1 442900
ADC TELECOMMUNICATION COM 000886101 4512 53800 SH DEFINED 1 53800
ADOBE SYSTEMS INCORPORATED COM 00724F101 2041 15700 SH DEFINED 1 15700
ADOBE SYSTEMS INCORPORATED COM 00724F101 117 900 SH DEFINED 1 900
ADOBE SYSTEMS INCORPORATED COM 00724F101 2756 21200 SH DEFINED 1 21200
ADOLPH COORS CO. COM 217016104 296 4900 SH DEFINED 1 4900
ADOLPH COORS CO. COM 217016104 18 300 SH DEFINED 1 300
ADOLPH COORS CO. COM 217016104 399 6600 SH DEFINED 1 6600
ADTRAN COM 00738A106 96 1600 SH DEFINED 1 1600
ADTRAN COM 00738A106 263 4400 SH DEFINED 1 4400
ADVANCED MICRO DEVICES, INC. COM 007903107 1506 19500 SH DEFINED 1 19500
ADVANCED MICRO DEVICES, INC. COM 007903107 85 1100 SH DEFINED 1 1100
ADVANCED MICRO DEVICES, INC. COM 007903107 2039 26400 SH DEFINED 1 26400
ADVENT SOFTWARE, INC. COM 007974108 123 1900 SH DEFINED 1 1900
ADVENT SOFTWARE, INC. COM 007974108 419 6500 SH DEFINED 1 6500
ADVENT SOFTWARE, INC. COM 007974108 4863 75400 SH DEFINED 1 75400
AES CORPORATION COM 00130H105 2623 57500 SH DEFINED 1 57500
AES CORPORATION COM 00130H105 146 3200 SH DEFINED 1 3200
AES CORPORATION COM 00130H105 3550 77800 SH DEFINED 1 77800
AETNA INC. COM 008117103 1219 18993 SH DEFINED 1 18993
AETNA INC. COM 008117103 64 1000 SH DEFINED 1 1000
AETNA INC. COM 008117103 1647 25663 SH DEFINED 1 25663
AFFILIATED COMPUTER SERVICES, COM 008190100 66 2000 SH DEFINED 1 2000
AFFILIATED COMPUTER SERVICES, COM 008190100 182 5500 SH DEFINED 1 5500
AFLAC, INC. COM 001055102 1622 35300 SH DEFINED 1 35300
AFLAC, INC. COM 001055102 87 1900 SH DEFINED 1 1900
AFLAC, INC. COM 001055102 2191 47700 SH DEFINED 1 47700
AGCO CORP COM 001084102 29 2400 SH DEFINED 1 2400
AGCO CORP COM 001084102 81 6600 SH DEFINED 1 6600
AGILENT TECHNOLOGIES COM 00846U101 4414 59845 SH DEFINED 1 59845
AGILENT TECHNOLOGIES COM 00846U101 247 3346 SH DEFINED 1 3346
AGILENT TECHNOLOGIES COM 00846U101 39 533 SH DEFINED 1 533
AGILENT TECHNOLOGIES COM 00846U101 359 4864 SH DEFINED 1 4864
AGILENT TECHNOLOGIES COM 00846U101 3902 52907 SH DEFINED 1 52907
AGILENT TECHNOLOGIES COM 00846U101 5972 80980 SH DEFINED 1 80980
AGL RESOURCES INC. COM 001204106 37 2300 SH DEFINED 1 2300
AGL RESOURCES INC. COM 001204106 102 6400 SH DEFINED 1 6400
AIR PRODUCTS & CHEMICALS, INC. COM 009158106 937 30400 SH DEFINED 1 30400
AIR PRODUCTS & CHEMICALS, INC. COM 009158106 52 1700 SH DEFINED 1 1700
AIR PRODUCTS & CHEMICALS, INC. COM 009158106 1266 41100 SH DEFINED 1 41100
AIRBORNE FREIGHT CORP. COM 009266107 36 1900 SH DEFINED 1 1900
AIRBORNE FREIGHT CORP. COM 009266107 102 5400 SH DEFINED 1 5400
AIRGAS INC. COM 009363102 13 2300 SH DEFINED 1 2300
AIRGAS INC. COM 009363102 44 7800 SH DEFINED 1 7800
AK STEEL HOLDING CORPORATION COM 001547108 35 4400 SH DEFINED 1 4400
AK STEEL HOLDING CORPORATION COM 001547108 99 12400 SH DEFINED 1 12400
ALASKA AIR GROUP COM 011659109 30 1100 SH DEFINED 1 1100
ALASKA AIR GROUP COM 011659109 79 2900 SH DEFINED 1 2900
ALBANY INTERNATIONAL COM 012348108 18 1216 SH DEFINED 1 1216
ALBANY INTERNATIONAL COM 012348108 50 3426 SH DEFINED 1 3426
ALBEMARLE CORPORATION COM 012653101 38 1900 SH DEFINED 1 1900
ALBEMARLE CORPORATION COM 012653101 103 5200 SH DEFINED 1 5200
ALBERTO-CULVER COMPANY COM 013068101 226 7400 SH DEFINED 1 7400
ALBERTO-CULVER COMPANY COM 013068101 12 400 SH DEFINED 1 400
ALBERTO-CULVER COMPANY COM 013068101 306 10000 SH DEFINED 1 10000
ALBERTSON'S INC COM 013104104 1867 56150 SH DEFINED 1 56150
ALBERTSON'S INC COM 013104104 103 3112 SH DEFINED 1 3112
ALBERTSON'S INC COM 013104104 2525 75926 SH DEFINED 1 75926
ALCAN ALUMINIUM LTD COM 013716105 899 29000 SH DEFINED 1 29000
ALCAN ALUMINIUM LTD COM 013716105 50 1600 SH DEFINED 1 1600
ALCAN ALUMINIUM LTD COM 013716105 1218 39300 SH DEFINED 1 39300
ALCATEL ALSTHOM COM 597500600 230 3500 SH DEFINED 1 3500
ALCOA INC COM 013817101 3344 115308 SH DEFINED 1 115308
ALCOA INC COM 013817101 184 6360 SH DEFINED 1 6360
ALCOA INC COM 013817101 285 9840 SH DEFINED 1 9840
ALCOA INC COM 013817101 3424 118064 SH DEFINED 1 118064
ALCOA INC COM 013817101 4520 155868 SH DEFINED 1 155868
ALEXANDER & BALDWIN INC. COM 014482103 38 1700 SH DEFINED 1 1700
ALEXANDER & BALDWIN INC. COM 014482103 106 4800 SH DEFINED 1 4800
ALLEGHENY ENERGY INC. COM 017361106 120 4400 SH DEFINED 1 4400
ALLEGHENY ENERGY INC. COM 017361106 337 12300 SH DEFINED 1 12300
ALLEGHENY TECHNOLOGIES COM 01741R102 198 10981 SH DEFINED 1 10981
ALLEGHENY TECHNOLOGIES COM 01741R102 11 600 SH DEFINED 1 600
ALLEGHENY TECHNOLOGIES COM 01741R102 226 12550 SH DEFINED 1 12550
ALLEGHENY TECHNOLOGIES COM 01741R102 2615 145250 SH DEFINED 1 145250
ALLEGHENY TECHNOLOGIES COM 01741R102 268 14867 SH DEFINED 1 14867
ALLEGIANCE TELECOM INC COM 01747T102 157 2450 SH DEFINED 1 2450
ALLEGIANCE TELECOM INC COM 01747T102 163 2550 SH DEFINED 1 2550
ALLEGIANCE TELECOM INC COM 01747T102 1891 29550 SH DEFINED 1 29550
ALLEGIANCE TELECOM INC COM 01747T102 3280 51250 SH DEFINED 1 51250
ALLERGAN INCORPORATED COM 018490102 1296 17400 SH DEFINED 1 17400
ALLERGAN INCORPORATED COM 018490102 75 1000 SH DEFINED 1 1000
ALLERGAN INCORPORATED COM 018490102 1758 23600 SH DEFINED 1 23600
ALLIANT ENERGY COM 018802108 81 3100 SH DEFINED 1 3100
ALLIANT ENERGY COM 018802108 229 8800 SH DEFINED 1 8800
ALLMERICA FINANCIAL CORPORATIO COM 019754100 115 2200 SH DEFINED 1 2200
ALLMERICA FINANCIAL CORPORATIO COM 019754100 319 6100 SH DEFINED 1 6100
ALLSTATE CORPORATION COM 020002101 2374 106694 SH DEFINED 1 106694
ALLSTATE CORPORATION COM 020002101 131 5900 SH DEFINED 1 5900
ALLSTATE CORPORATION COM 020002101 3211 144328 SH DEFINED 1 144328
ALLTEL CORPORATION COM 020039103 2577 41600 SH DEFINED 1 41600
ALLTEL CORPORATION COM 020039103 142 2300 SH DEFINED 1 2300
ALLTEL CORPORATION COM 020039103 3481 56200 SH DEFINED 1 56200
ALTADIS SA COM 544401200 350 10000 SH DEFINED 1 10000
ALTERA CORPORATION COM 021441100 2691 26400 SH DEFINED 1 26400
ALTERA CORPORATION COM 021441100 153 1500 SH DEFINED 1 1500
ALTERA CORPORATION COM 021441100 1886 18500 SH DEFINED 1 18500
ALTERA CORPORATION COM 021441100 36647 359500 SH DEFINED 1 359500
ALTERA CORPORATION COM 021441100 3639 35700 SH DEFINED 1 35700
ALZA CORP. COM 022615108 798 13500 SH DEFINED 1 13500
ALZA CORP. COM 022615108 41 700 SH DEFINED 1 700
ALZA CORP. COM 022615108 538 9100 SH DEFINED 1 9100
ALZA CORP. COM 022615108 952 16100 SH DEFINED 1 16100
ALZA CORP. COM 022615108 10950 185200 SH DEFINED 1 185200
ALZA CORP. COM 022615108 10229 173000 SH DEFINED 1 173000
ALZA CORP. COM 022615108 1082 18300 SH DEFINED 1 18300
AMAZON.COM INC COM 023135106 40 1100 SH DEFINED 1 1100
AMAZON.COM INC COM 023135106 153 4200 SH DEFINED 1 4200
AMAZON.COM INC COM 023135106 1521 41900 SH DEFINED 1 41900
AMDOCS LTD COM G02602103 399 5200 SH DEFINED 1 5200
AMDOCS LTD COM G02602103 1366 17800 SH DEFINED 1 17800
AMDOCS LTD COM G02602103 14130 184100 SH DEFINED 1 184100
AMERADA HESS CORP COM 023551104 741 12000 SH DEFINED 1 12000
AMERADA HESS CORP COM 023551104 43 700 SH DEFINED 1 700
AMERADA HESS CORP COM 023551104 1000 16200 SH DEFINED 1 16200
AMEREN CORPORATION COM 023608102 614 18200 SH DEFINED 1 18200
AMEREN CORPORATION COM 023608102 34 1000 SH DEFINED 1 1000
AMEREN CORPORATION COM 023608102 830 24600 SH DEFINED 1 24600
AMERICA ONLINE INC COM 02364J104 15952 302400 SH DEFINED 1 302400
AMERICA ONLINE INC COM 02364J104 881 16700 SH DEFINED 1 16700
AMERICA ONLINE INC COM 02364J104 164 3100 SH DEFINED 1 3100
AMERICA ONLINE INC COM 02364J104 644 12200 SH DEFINED 1 12200
AMERICA ONLINE INC COM 02364J104 665 12600 SH DEFINED 1 12600
AMERICA ONLINE INC COM 02364J104 7491 142000 SH DEFINED 1 142000
AMERICA ONLINE INC COM 02364J104 6799 128900 SH DEFINED 1 128900
AMERICA ONLINE INC COM 02364J104 21564 408800 SH DEFINED 1 408800
AMERICAN ELECTRIC POWER CO INC COM 025537101 1266 42740 SH DEFINED 1 42740
AMERICAN ELECTRIC POWER CO INC COM 025537101 68 2300 SH DEFINED 1 2300
AMERICAN ELECTRIC POWER CO INC COM 025537101 1710 57720 SH DEFINED 1 57720
AMERICAN EXPRESS COMPANY COM 025816109 9278 178000 SH DEFINED 1 178000
AMERICAN EXPRESS COMPANY COM 025816109 511 9800 SH DEFINED 1 9800
AMERICAN EXPRESS COMPANY COM 025816109 12541 240600 SH DEFINED 1 240600
AMERICAN FINANCIAL GROUP, INC. COM 025932104 57 2300 SH DEFINED 1 2300
AMERICAN FINANCIAL GROUP, INC. COM 025932104 161 6500 SH DEFINED 1 6500
AMERICAN GENERAL CORPORATION COM 026351106 1995 32703 SH DEFINED 1 32703
AMERICAN GENERAL CORPORATION COM 026351106 110 1810 SH DEFINED 1 1810
AMERICAN GENERAL CORPORATION COM 026351106 2698 44225 SH DEFINED 1 44225
AMERICAN GREETINGS CORP. COM 026375105 162 8500 SH DEFINED 1 8500
AMERICAN GREETINGS CORP. COM 026375105 10 500 SH DEFINED 1 500
AMERICAN GREETINGS CORP. COM 026375105 220 11600 SH DEFINED 1 11600
AMERICAN HOME PRODUCTS COM 026609107 10164 173000 SH DEFINED 1 173000
AMERICAN HOME PRODUCTS COM 026609107 564 9600 SH DEFINED 1 9600
AMERICAN HOME PRODUCTS COM 026609107 570 9700 SH DEFINED 1 9700
AMERICAN HOME PRODUCTS COM 026609107 6527 111100 SH DEFINED 1 111100
AMERICAN HOME PRODUCTS COM 026609107 13742 233900 SH DEFINED 1 233900
AMERICAN INTERNATIONAL GROUP,I COM 026874107 24108 205178 SH DEFINED 1 205178
AMERICAN INTERNATIONAL GROUP,I COM 026874107 1333 11346 SH DEFINED 1 11346
AMERICAN INTERNATIONAL GROUP,I COM 026874107 82 700 SH DEFINED 1 700
AMERICAN INTERNATIONAL GROUP,I COM 026874107 306 2600 SH DEFINED 1 2600
AMERICAN INTERNATIONAL GROUP,I COM 026874107 3149 26800 SH DEFINED 1 26800
AMERICAN INTERNATIONAL GROUP,I COM 026874107 32594 277395 SH DEFINED 1 277395
AMERICAN ITALIAN PASTA COMPANY COM 027070101 112 5400 SH DEFINED 1 5400
AMERICAN ITALIAN PASTA COMPANY COM 027070101 1732 83700 SH DEFINED 1 83700
AMERICAN POWER CONVERSION COM 029066107 1041 25500 SH DEFINED 1 25500
AMERICAN POWER CONVERSION COM 029066107 57 1400 SH DEFINED 1 1400
AMERICAN POWER CONVERSION COM 029066107 1408 34500 SH DEFINED 1 34500
AMERICAN STANDARD COMPANIES IN COM 029712106 115 2800 SH DEFINED 1 2800
AMERICAN STANDARD COMPANIES IN COM 029712106 324 7900 SH DEFINED 1 7900
AMERICAN TOWER CORP COM 029912201 525 12600 SH DEFINED 1 12600
AMERICAN TOWER CORP COM 029912201 10056 241222 SH DEFINED 1 241222
AMERICAN WATER WORKS INC. COM 030411102 98 3900 SH DEFINED 1 3900
AMERICAN WATER WORKS INC. COM 030411102 270 10800 SH DEFINED 1 10800
AMERICAN WATES INDUSTRIES COM 019589308 250 25000 SH DEFINED 1 25000
AMERICAN WATES INDUSTRIES COM 019589308 14 1400 SH DEFINED 1 1400
AMERICAN WATES INDUSTRIES COM 019589308 338 33800 SH DEFINED 1 33800
AMETEK INCORPORATED COM 031100100 23 1300 SH DEFINED 1 1300
AMETEK INCORPORATED COM 031100100 63 3600 SH DEFINED 1 3600
AMGEN INC COM 031162100 9512 135400 SH DEFINED 1 135400
AMGEN INC COM 031162100 527 7500 SH DEFINED 1 7500
AMGEN INC COM 031162100 12856 183000 SH DEFINED 1 183000
AMR CORPORATION COM 001765106 518 19600 SH DEFINED 1 19600
AMR CORPORATION COM 001765106 29 1100 SH DEFINED 1 1100
AMR CORPORATION COM 001765106 701 26500 SH DEFINED 1 26500
AMSOUTH BANCORPORATION COM 032165102 816 51800 SH DEFINED 1 51800
AMSOUTH BANCORPORATION COM 032165102 46 2900 SH DEFINED 1 2900
AMSOUTH BANCORPORATION COM 032165102 1104 70100 SH DEFINED 1 70100
ANADARKO PETROLEUM CORP COM 032511107 833 16900 SH DEFINED 1 16900
ANADARKO PETROLEUM CORP COM 032511107 44 900 SH DEFINED 1 900
ANADARKO PETROLEUM CORP COM 032511107 99 2000 SH DEFINED 1 2000
ANADARKO PETROLEUM CORP COM 032511107 858 17400 SH DEFINED 1 17400
ANADARKO PETROLEUM CORP COM 032511107 16091 326300 SH DEFINED 1 326300
ANADARKO PETROLEUM CORP COM 032511107 1124 22800 SH DEFINED 1 22800
ANALOG DEVICES COM 032654105 3519 46300 SH DEFINED 1 46300
ANALOG DEVICES COM 032654105 198 2600 SH DEFINED 1 2600
ANALOG DEVICES COM 032654105 4765 62700 SH DEFINED 1 62700
ANDREW CORPORATION COM 034425108 358 10662 SH DEFINED 1 10662
ANDREW CORPORATION COM 034425108 20 600 SH DEFINED 1 600
ANDREW CORPORATION COM 034425108 485 14437 SH DEFINED 1 14437
ANHEUSER-BUSCH COS INC COM 035229103 4608 61700 SH DEFINED 1 61700
ANHEUSER-BUSCH COS INC COM 035229103 254 3400 SH DEFINED 1 3400
ANHEUSER-BUSCH COS INC COM 035229103 164 2200 SH DEFINED 1 2200
ANHEUSER-BUSCH COS INC COM 035229103 650 8700 SH DEFINED 1 8700
ANHEUSER-BUSCH COS INC COM 035229103 6916 92600 SH DEFINED 1 92600
ANHEUSER-BUSCH COS INC COM 035229103 6229 83400 SH DEFINED 1 83400
ANTEC CORP COM 03664P105 62 1500 SH DEFINED 1 1500
ANTEC CORP COM 03664P105 175 4200 SH DEFINED 1 4200
AON CORPORATION COM 037389103 1055 33975 SH DEFINED 1 33975
AON CORPORATION COM 037389103 60 1925 SH DEFINED 1 1925
AON CORPORATION COM 037389103 1429 46000 SH DEFINED 1 46000
APACHE CORP COM 037411105 888 15100 SH DEFINED 1 15100
APACHE CORP COM 037411105 47 800 SH DEFINED 1 800
APACHE CORP COM 037411105 1200 20400 SH DEFINED 1 20400
APOLLO GROUP INC. COM 037604105 84 3000 SH DEFINED 1 3000
APOLLO GROUP INC. COM 037604105 238 8500 SH DEFINED 1 8500
APPLE COMPUTER, INC. COM 037833100 2242 42800 SH DEFINED 1 42800
APPLE COMPUTER, INC. COM 037833100 126 2400 SH DEFINED 1 2400
APPLE COMPUTER, INC. COM 037833100 3038 58000 SH DEFINED 1 58000
APPLIED MATERIALS INC COM 038222105 9189 101400 SH DEFINED 1 101400
APPLIED MATERIALS INC COM 038222105 508 5600 SH DEFINED 1 5600
APPLIED MATERIALS INC COM 038222105 62 687 SH DEFINED 1 687
APPLIED MATERIALS INC COM 038222105 1039 11462 SH DEFINED 1 11462
APPLIED MATERIALS INC COM 038222105 299 3300 SH DEFINED 1 3300
APPLIED MATERIALS INC COM 038222105 117 1295 SH DEFINED 1 1295
APPLIED MATERIALS INC COM 038222105 3462 38200 SH DEFINED 1 38200
APPLIED MATERIALS INC COM 038222105 19093 210681 SH DEFINED 1 210681
APPLIED MATERIALS INC COM 038222105 12425 137100 SH DEFINED 1 137100
APPLIED MATERIALS INC COM 038222105 1472 16238 SH DEFINED 1 16238
APRIA HEALTHCARE GROUP, INC. COM 037933108 26 2100 SH DEFINED 1 2100
APRIA HEALTHCARE GROUP, INC. COM 037933108 71 5800 SH DEFINED 1 5800
ARCH COMMUNICATION GROUP-WTS CONVT 039381116 31 32686 PRN DEFINED 1 32686
ARCH COMMUNICATION GROUP-WTS COM 039381504 872 134177 SH DEFINED 1 134177
ARCH COMMUNICATION GROUP-WTS COM 039381603 230 35377 SH DEFINED 1 35377
ARCHER DANIELS MIDLAND COMPANY COM 039483102 789 80423 SH DEFINED 1 80423
ARCHER DANIELS MIDLAND COMPANY COM 039483102 44 4450 SH DEFINED 1 4450
ARCHER DANIELS MIDLAND COMPANY COM 039483102 1067 108749 SH DEFINED 1 108749
ARMSTRONG HOLDINGS COM 042384107 81 5300 SH DEFINED 1 5300
ARMSTRONG HOLDINGS COM 042384107 5 300 SH DEFINED 1 300
ARMSTRONG HOLDINGS COM 042384107 110 7200 SH DEFINED 1 7200
ARNOLD INDUSTRIES INC. COM 042595108 10 800 SH DEFINED 1 800
ARNOLD INDUSTRIES INC. COM 042595108 33 2700 SH DEFINED 1 2700
ARROW ELECTRONICS INC. COM 042735100 118 3800 SH DEFINED 1 3800
ARROW ELECTRONICS INC. COM 042735100 332 10700 SH DEFINED 1 10700
ARVIN INDUSTRIES INC COM 043339100 16 900 SH DEFINED 1 900
ARVIN INDUSTRIES INC COM 043339100 50 2900 SH DEFINED 1 2900
ASHLAND INC COM 044204105 330 9400 SH DEFINED 1 9400
ASHLAND INC COM 044204105 18 500 SH DEFINED 1 500
ASHLAND INC COM 044204105 445 12700 SH DEFINED 1 12700
ASPEN TECHNOLOGY INC COM 045327103 77 2000 SH DEFINED 1 2000
ASPEN TECHNOLOGY INC COM 045327103 158 4100 SH DEFINED 1 4100
ASPEN TECHNOLOGY INC COM 045327103 2429 63100 SH DEFINED 1 63100
ASSOCIATED BANC-CORP COM 045487105 61 2810 SH DEFINED 1 2810
ASSOCIATED BANC-CORP COM 045487105 172 7890 SH DEFINED 1 7890
ASSOCIATES CORP NA COM 046008108 2154 96538 SH DEFINED 1 96538
ASSOCIATES CORP NA COM 046008108 119 5344 SH DEFINED 1 5344
ASSOCIATES CORP NA COM 046008108 2912 130510 SH DEFINED 1 130510
ASTORIA FINL CO COM 046265104 57 2200 SH DEFINED 1 2200
ASTORIA FINL CO COM 046265104 157 6100 SH DEFINED 1 6100
AT&T CORP-LIBERTY MEDIA COM 001957208 970 40000 SH DEFINED 1 40000
AT&T CORP-LIBERTY MEDIA COM 001957208 11070 456500 SH DEFINED 1 456500
AT&T CORPORATION COM 001957109 15846 501070 SH DEFINED 1 501070
AT&T CORPORATION COM 001957109 873 27611 SH DEFINED 1 27611
AT&T CORPORATION COM 001957109 152 4795 SH DEFINED 1 4795
AT&T CORPORATION COM 001957109 455 14400 SH DEFINED 1 14400
AT&T CORPORATION COM 001957109 599 18928 SH DEFINED 1 18928
AT&T CORPORATION COM 001957109 5237 165600 SH DEFINED 1 165600
AT&T CORPORATION COM 001957109 6126 193700 SH DEFINED 1 193700
AT&T CORPORATION COM 001957109 21408 676938 SH DEFINED 1 676938
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