UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 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 November 13, 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: 3263
Form 13F Information Table Value Total (000's): $7,713,491
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>
HAWAIIAN ELECTRIC COM 419870100 45 1300 SH DEFINED 1 1300
HAWAIIAN ELECTRIC COM 419870100 160 4600 SH DEFINED 1 4600
21ST CENTURY TELECOM GRP COM 90130P983 0 300 SH DEFINED 1 300
21ST CENTURY TELECOM GRP COM 90130P983 0 850 SH DEFINED 1 850
3COM CORPORATION COM 885535104 276 14400 SH DEFINED 1 14400
3COM CORPORATION COM 885535104 967 50400 SH DEFINED 1 50400
A T & T WIRELESS GROUP COM 001957406 19 900 SH DEFINED 1 900
A T & T WIRELESS GROUP COM 001957406 84 4000 SH DEFINED 1 4000
A T & T WIRELESS GROUP COM 001957406 785 37600 SH DEFINED 1 37600
ABBOTT LABORATORIES INC. COM 002824100 9736 204700 SH DEFINED 1 204700
ABBOTT LABORATORIES INC. COM 002824100 552 11600 SH DEFINED 1 11600
ABBOTT LABORATORIES INC. COM 002824100 12970 272700 SH DEFINED 1 272700
ABERCROMBIE & FITCH CO. COM 002896207 212 11100 SH DEFINED 1 11100
ABERCROMBIE & FITCH CO. COM 002896207 80 4200 SH DEFINED 1 4200
ABERCROMBIE & FITCH CO. COM 002896207 2446 128300 SH DEFINED 1 128300
ABERCROMBIE & FITCH CO. COM 002896207 278 14600 SH DEFINED 1 14600
ABMAC FINANCIAL GROUP INC COM 023139108 938 12800 SH DEFINED 1 12800
ABMAC FINANCIAL GROUP INC COM 023139108 212 2900 SH DEFINED 1 2900
ABMAC FINANCIAL GROUP INC COM 023139108 10819 147700 SH DEFINED 1 147700
ABMAC FINANCIAL GROUP INC COM 023139108 733 10000 SH DEFINED 1 10000
ABN-AMRO HOLDING COM 525076900 26 1100 SH DEFINED 1 1100
ACE LTD COM G0070K103 1397 35600 SH DEFINED 1 35600
ACE LTD COM G0070K103 25167 641200 SH DEFINED 1 641200
ACNIELSEN CORPORATION COM 004833109 57 2400 SH DEFINED 1 2400
ACNIELSEN CORPORATION COM 004833109 198 8300 SH DEFINED 1 8300
ACT MANUFACTURING INC COM 000973107 53 1000 SH DEFINED 1 1000
ACT MANUFACTURING INC COM 000973107 100 1900 SH DEFINED 1 1900
ACT MANUFACTURING INC COM 000973107 1150 21800 SH DEFINED 1 21800
ACUSON CORP. COM 005113105 25 1100 SH DEFINED 1 1100
ACUSON CORP. COM 005113105 91 4000 SH DEFINED 1 4000
ACXIOM CORP COM 005125109 114 3600 SH DEFINED 1 3600
ACXIOM CORP COM 005125109 394 12400 SH DEFINED 1 12400
ADAPTEC INC COM 00651F108 274 13700 SH DEFINED 1 13700
ADAPTEC INC COM 00651F108 16 800 SH DEFINED 1 800
ADAPTEC INC COM 00651F108 366 18300 SH DEFINED 1 18300
ADC TELECOMMUNICATION COM 000886101 2399 89200 SH DEFINED 1 89200
ADC TELECOMMUNICATION COM 000886101 137 5100 SH DEFINED 1 5100
ADC TELECOMMUNICATION COM 000886101 1000 37200 SH DEFINED 1 37200
ADC TELECOMMUNICATION COM 000886101 18600 691700 SH DEFINED 1 691700
ADC TELECOMMUNICATION COM 000886101 3195 118800 SH DEFINED 1 118800
ADOBE SYSTEMS INCORPORATED COM 00724F101 2453 15800 SH DEFINED 1 15800
ADOBE SYSTEMS INCORPORATED COM 00724F101 140 900 SH DEFINED 1 900
ADOBE SYSTEMS INCORPORATED COM 00724F101 3276 21100 SH DEFINED 1 21100
ADOLPH COORS CO. COM 217016104 303 4800 SH DEFINED 1 4800
ADOLPH COORS CO. COM 217016104 19 300 SH DEFINED 1 300
ADOLPH COORS CO. COM 217016104 411 6500 SH DEFINED 1 6500
ADTRAN COM 00738A106 68 1600 SH DEFINED 1 1600
ADTRAN COM 00738A106 238 5600 SH DEFINED 1 5600
ADVANCED MICRO DEVICES, INC. COM 007903107 957 40500 SH DEFINED 1 40500
ADVANCED MICRO DEVICES, INC. COM 007903107 54 2300 SH DEFINED 1 2300
ADVANCED MICRO DEVICES, INC. COM 007903107 1273 53900 SH DEFINED 1 53900
ADVENT SOFTWARE, INC. COM 007974108 133 1900 SH DEFINED 1 1900
ADVENT SOFTWARE, INC. COM 007974108 475 6800 SH DEFINED 1 6800
ADVENT SOFTWARE, INC. COM 007974108 5800 83000 SH DEFINED 1 83000
AES CORPORATION COM 00130H105 4137 60400 SH DEFINED 1 60400
AES CORPORATION COM 00130H105 233 3400 SH DEFINED 1 3400
AES CORPORATION COM 00130H105 5507 80400 SH DEFINED 1 80400
AETNA INC. COM 008117103 1080 18593 SH DEFINED 1 18593
AETNA INC. COM 008117103 64 1100 SH DEFINED 1 1100
AETNA INC. COM 008117103 1438 24763 SH DEFINED 1 24763
AFFILIATED COMPUTER SERVICES, COM 008190100 100 2000 SH DEFINED 1 2000
AFFILIATED COMPUTER SERVICES, COM 008190100 354 7100 SH DEFINED 1 7100
AFLAC, INC. COM 001055102 2249 35100 SH DEFINED 1 35100
AFLAC, INC. COM 001055102 128 2000 SH DEFINED 1 2000
AFLAC, INC. COM 001055102 2992 46700 SH DEFINED 1 46700
AGCO CORP COM 001084102 29 2400 SH DEFINED 1 2400
AGCO CORP COM 001084102 102 8600 SH DEFINED 1 8600
AGILENT TECHNOLOGIES COM 00846U101 2924 59745 SH DEFINED 1 59745
AGILENT TECHNOLOGIES COM 00846U101 164 3346 SH DEFINED 1 3346
AGILENT TECHNOLOGIES COM 00846U101 3894 79580 SH DEFINED 1 79580
AGL RESOURCES INC. COM 001204106 44 2200 SH DEFINED 1 2200
AGL RESOURCES INC. COM 001204106 156 7800 SH DEFINED 1 7800
AIR PRODUCTS & CHEMICALS, INC. COM 009158106 1091 30300 SH DEFINED 1 30300
AIR PRODUCTS & CHEMICALS, INC. COM 009158106 61 1700 SH DEFINED 1 1700
AIR PRODUCTS & CHEMICALS, INC. COM 009158106 1454 40400 SH DEFINED 1 40400
AIRBORNE FREIGHT CORP. COM 009266107 20 2000 SH DEFINED 1 2000
AIRBORNE FREIGHT CORP. COM 009266107 71 7000 SH DEFINED 1 7000
AIRGAS INC. COM 009363102 18 2700 SH DEFINED 1 2700
AIRGAS INC. COM 009363102 65 9500 SH DEFINED 1 9500
AK STEEL HOLDING CORPORATION COM 001547108 43 4600 SH DEFINED 1 4600
AK STEEL HOLDING CORPORATION COM 001547108 150 16000 SH DEFINED 1 16000
ALASKA AIR GROUP COM 011659109 26 1100 SH DEFINED 1 1100
ALASKA AIR GROUP COM 011659109 91 3800 SH DEFINED 1 3800
ALBANY INTERNATIONAL COM 012348108 15 1216 SH DEFINED 1 1216
ALBANY INTERNATIONAL COM 012348108 53 4426 SH DEFINED 1 4426
ALBEMARLE CORPORATION COM 012653101 38 1900 SH DEFINED 1 1900
ALBEMARLE CORPORATION COM 012653101 133 6600 SH DEFINED 1 6600
ALBERTO-CULVER COMPANY COM 013068101 213 7400 SH DEFINED 1 7400
ALBERTO-CULVER COMPANY COM 013068101 12 400 SH DEFINED 1 400
ALBERTO-CULVER COMPANY COM 013068101 282 9800 SH DEFINED 1 9800
ALBERTSON'S INC COM 013104104 1175 55950 SH DEFINED 1 55950
ALBERTSON'S INC COM 013104104 67 3212 SH DEFINED 1 3212
ALBERTSON'S INC COM 013104104 1565 74526 SH DEFINED 1 74526
ALCAN ALUMINIUM LTD COM 013716105 836 28900 SH DEFINED 1 28900
ALCAN ALUMINIUM LTD COM 013716105 46 1600 SH DEFINED 1 1600
ALCAN ALUMINIUM LTD COM 013716105 1114 38500 SH DEFINED 1 38500
ALCATEL ALSTHOM COM 597500600 224 3500 SH DEFINED 1 3500
ALCOA INC COM 013817101 2891 114208 SH DEFINED 1 114208
ALCOA INC COM 013817101 164 6460 SH DEFINED 1 6460
ALCOA INC COM 013817101 249 9840 SH DEFINED 1 9840
ALCOA INC COM 013817101 2988 118064 SH DEFINED 1 118064
ALCOA INC COM 013817101 3849 152068 SH DEFINED 1 152068
ALEXANDER & BALDWIN INC. COM 014482103 44 1700 SH DEFINED 1 1700
ALEXANDER & BALDWIN INC. COM 014482103 156 6000 SH DEFINED 1 6000
ALLEGHENY ENERGY INC. COM 017361106 172 4500 SH DEFINED 1 4500
ALLEGHENY ENERGY INC. COM 017361106 607 15900 SH DEFINED 1 15900
ALLEGHENY TECHNOLOGIES COM 01741R102 199 10981 SH DEFINED 1 10981
ALLEGHENY TECHNOLOGIES COM 01741R102 11 600 SH DEFINED 1 600
ALLEGHENY TECHNOLOGIES COM 01741R102 227 12550 SH DEFINED 1 12550
ALLEGHENY TECHNOLOGIES COM 01741R102 2633 145250 SH DEFINED 1 145250
ALLEGHENY TECHNOLOGIES COM 01741R102 266 14667 SH DEFINED 1 14667
ALLEGIANCE TELECOM INC COM 01747T102 91 2450 SH DEFINED 1 2450
ALLEGIANCE TELECOM INC COM 01747T102 143 3850 SH DEFINED 1 3850
ALLEGIANCE TELECOM INC COM 01747T102 1667 44750 SH DEFINED 1 44750
ALLEGIANCE TELECOM INC COM 01747T102 1909 51250 SH DEFINED 1 51250
ALLERGAN INCORPORATED COM 018490102 1444 17100 SH DEFINED 1 17100
ALLERGAN INCORPORATED COM 018490102 84 1000 SH DEFINED 1 1000
ALLERGAN INCORPORATED COM 018490102 1925 22800 SH DEFINED 1 22800
ALLETE COM 018522102 66 3000 SH DEFINED 1 3000
ALLETE COM 018522102 235 10600 SH DEFINED 1 10600
ALLIANT ENERGY COM 018802108 97 3300 SH DEFINED 1 3300
ALLIANT ENERGY COM 018802108 332 11300 SH DEFINED 1 11300
ALLMERICA FINANCIAL CORPORATIO COM 019754100 141 2200 SH DEFINED 1 2200
ALLMERICA FINANCIAL CORPORATIO COM 019754100 492 7700 SH DEFINED 1 7700
ALLSTATE CORPORATION COM 020002101 3419 98394 SH DEFINED 1 98394
ALLSTATE CORPORATION COM 020002101 195 5600 SH DEFINED 1 5600
ALLSTATE CORPORATION COM 020002101 4553 131028 SH DEFINED 1 131028
ALLTEL CORPORATION COM 020039103 2176 41700 SH DEFINED 1 41700
ALLTEL CORPORATION COM 020039103 125 2400 SH DEFINED 1 2400
ALLTEL CORPORATION COM 020039103 2896 55500 SH DEFINED 1 55500
ALTADIS SA COM 544401200 322 10000 SH DEFINED 1 10000
ALTERA CORPORATION COM 021441100 2512 52600 SH DEFINED 1 52600
ALTERA CORPORATION COM 021441100 143 3000 SH DEFINED 1 3000
ALTERA CORPORATION COM 021441100 1146 24000 SH DEFINED 1 24000
ALTERA CORPORATION COM 021441100 22452 470200 SH DEFINED 1 470200
ALTERA CORPORATION COM 021441100 3347 70100 SH DEFINED 1 70100
ALZA CORP. COM 022615108 1323 15300 SH DEFINED 1 15300
ALZA CORP. COM 022615108 78 900 SH DEFINED 1 900
ALZA CORP. COM 022615108 908 10500 SH DEFINED 1 10500
ALZA CORP. COM 022615108 995 11500 SH DEFINED 1 11500
ALZA CORP. COM 022615108 11375 131500 SH DEFINED 1 131500
ALZA CORP. COM 022615108 16677 192800 SH DEFINED 1 192800
ALZA CORP. COM 022615108 1756 20300 SH DEFINED 1 20300
AMAZON.COM INC COM 023135106 42 1100 SH DEFINED 1 1100
AMAZON.COM INC COM 023135106 161 4200 SH DEFINED 1 4200
AMAZON.COM INC COM 023135106 1611 41900 SH DEFINED 1 41900
AMDOCS LTD COM G02602103 306 4900 SH DEFINED 1 4900
AMDOCS LTD COM G02602103 1017 16300 SH DEFINED 1 16300
AMDOCS LTD COM G02602103 10573 169500 SH DEFINED 1 169500
AMERADA HESS CORP COM 023551104 803 12000 SH DEFINED 1 12000
AMERADA HESS CORP COM 023551104 47 700 SH DEFINED 1 700
AMERADA HESS CORP COM 023551104 1064 15900 SH DEFINED 1 15900
AMEREN CORPORATION COM 023608102 758 18100 SH DEFINED 1 18100
AMEREN CORPORATION COM 023608102 42 1000 SH DEFINED 1 1000
AMEREN CORPORATION COM 023608102 1013 24200 SH DEFINED 1 24200
AMERICA ONLINE INC COM 02364J104 16319 303600 SH DEFINED 1 303600
AMERICA ONLINE INC COM 02364J104 930 17300 SH DEFINED 1 17300
AMERICA ONLINE INC COM 02364J104 167 3100 SH DEFINED 1 3100
AMERICA ONLINE INC COM 02364J104 656 12200 SH DEFINED 1 12200
AMERICA ONLINE INC COM 02364J104 677 12600 SH DEFINED 1 12600
AMERICA ONLINE INC COM 02364J104 7633 142000 SH DEFINED 1 142000
AMERICA ONLINE INC COM 02364J104 6928 128900 SH DEFINED 1 128900
AMERICA ONLINE INC COM 02364J104 21737 404400 SH DEFINED 1 404400
AMERICAN EAGLE OUTFITTERS COM 02553E106 60 1900 SH DEFINED 1 1900
AMERICAN EAGLE OUTFITTERS COM 02553E106 211 6700 SH DEFINED 1 6700
AMERICAN ELECTRIC POWER CO INC COM 025537101 1664 42540 SH DEFINED 1 42540
AMERICAN ELECTRIC POWER CO INC COM 025537101 94 2400 SH DEFINED 1 2400
AMERICAN ELECTRIC POWER CO INC COM 025537101 2215 56620 SH DEFINED 1 56620
AMERICAN EXPRESS COMPANY COM 025816109 10722 176500 SH DEFINED 1 176500
AMERICAN EXPRESS COMPANY COM 025816109 608 10000 SH DEFINED 1 10000
AMERICAN EXPRESS COMPANY COM 025816109 14282 235100 SH DEFINED 1 235100
AMERICAN FINANCIAL GROUP, INC. COM 025932104 56 2400 SH DEFINED 1 2400
AMERICAN FINANCIAL GROUP, INC. COM 025932104 195 8400 SH DEFINED 1 8400
AMERICAN GENERAL CORPORATION COM 026351106 2559 32803 SH DEFINED 1 32803
AMERICAN GENERAL CORPORATION COM 026351106 149 1910 SH DEFINED 1 1910
AMERICAN GENERAL CORPORATION COM 026351106 3411 43725 SH DEFINED 1 43725
AMERICAN GREETINGS CORP. COM 026375105 149 8500 SH DEFINED 1 8500
AMERICAN GREETINGS CORP. COM 026375105 9 500 SH DEFINED 1 500
AMERICAN GREETINGS CORP. COM 026375105 200 11400 SH DEFINED 1 11400
AMERICAN HOME PRODUCTS COM 026609107 9746 172300 SH DEFINED 1 172300
AMERICAN HOME PRODUCTS COM 026609107 554 9800 SH DEFINED 1 9800
AMERICAN HOME PRODUCTS COM 026609107 549 9700 SH DEFINED 1 9700
AMERICAN HOME PRODUCTS COM 026609107 6284 111100 SH DEFINED 1 111100
AMERICAN HOME PRODUCTS COM 026609107 12987 229600 SH DEFINED 1 229600
AMERICAN INTERNATIONAL GROUP,I COM 026874107 29239 305567 SH DEFINED 1 305567
AMERICAN INTERNATIONAL GROUP,I COM 026874107 1657 17319 SH DEFINED 1 17319
AMERICAN INTERNATIONAL GROUP,I COM 026874107 244 2550 SH DEFINED 1 2550
AMERICAN INTERNATIONAL GROUP,I COM 026874107 928 9700 SH DEFINED 1 9700
AMERICAN INTERNATIONAL GROUP,I COM 026874107 9588 100200 SH DEFINED 1 100200
AMERICAN INTERNATIONAL GROUP,I COM 026874107 38944 406992 SH DEFINED 1 406992
AMERICAN POWER CONVERSION COM 029066107 491 25600 SH DEFINED 1 25600
AMERICAN POWER CONVERSION COM 029066107 29 1500 SH DEFINED 1 1500
AMERICAN POWER CONVERSION COM 029066107 654 34100 SH DEFINED 1 34100
AMERICAN STANDARD COMPANIES IN COM 029712106 129 2900 SH DEFINED 1 2900
AMERICAN STANDARD COMPANIES IN COM 029712106 449 10100 SH DEFINED 1 10100
AMERICAN TOWER CORP COM 029912201 1131 30000 SH DEFINED 1 30000
AMERICAN TOWER CORP COM 029912201 21622 573722 SH DEFINED 1 573722
AMERICAN WATER WORKS INC. COM 030411102 110 4000 SH DEFINED 1 4000
AMERICAN WATER WORKS INC. COM 030411102 386 14000 SH DEFINED 1 14000
AMERICAN WATES INDUSTRIES COM 019589308 230 25000 SH DEFINED 1 25000
AMERICAN WATES INDUSTRIES COM 019589308 13 1400 SH DEFINED 1 1400
AMERICAN WATES INDUSTRIES COM 019589308 306 33300 SH DEFINED 1 33300
AMETEK INCORPORATED COM 031100100 28 1300 SH DEFINED 1 1300
AMETEK INCORPORATED COM 031100100 97 4600 SH DEFINED 1 4600
AMGEN INC COM 031162100 9476 135700 SH DEFINED 1 135700
AMGEN INC COM 031162100 538 7700 SH DEFINED 1 7700
AMGEN INC COM 031162100 12618 180700 SH DEFINED 1 180700
AMR CORPORATION COM 001765106 647 19800 SH DEFINED 1 19800
AMR CORPORATION COM 001765106 36 1100 SH DEFINED 1 1100
AMR CORPORATION COM 001765106 860 26300 SH DEFINED 1 26300
AMSOUTH BANCORPORATION COM 032165102 649 51900 SH DEFINED 1 51900
AMSOUTH BANCORPORATION COM 032165102 38 3000 SH DEFINED 1 3000
AMSOUTH BANCORPORATION COM 032165102 865 69200 SH DEFINED 1 69200
ANADARKO PETROLEUM CORP COM 032511107 2132 32077 SH DEFINED 1 32077
ANADARKO PETROLEUM CORP COM 032511107 121 1819 SH DEFINED 1 1819
ANADARKO PETROLEUM CORP COM 032511107 100 1500 SH DEFINED 1 1500
ANADARKO PETROLEUM CORP COM 032511107 2842 42762 SH DEFINED 1 42762
ANALOG DEVICES COM 032654105 3864 46800 SH DEFINED 1 46800
ANALOG DEVICES COM 032654105 223 2700 SH DEFINED 1 2700
ANALOG DEVICES COM 032654105 5144 62300 SH DEFINED 1 62300
ANDREW CORPORATION COM 034425108 279 10662 SH DEFINED 1 10662
ANDREW CORPORATION COM 034425108 16 600 SH DEFINED 1 600
ANDREW CORPORATION COM 034425108 373 14237 SH DEFINED 1 14237
ANHEUSER-BUSCH COS INC COM 035229103 5052 119400 SH DEFINED 1 119400
ANHEUSER-BUSCH COS INC COM 035229103 288 6800 SH DEFINED 1 6800
ANHEUSER-BUSCH COS INC COM 035229103 186 4400 SH DEFINED 1 4400
ANHEUSER-BUSCH COS INC COM 035229103 736 17400 SH DEFINED 1 17400
ANHEUSER-BUSCH COS INC COM 035229103 7836 185200 SH DEFINED 1 185200
ANHEUSER-BUSCH COS INC COM 035229103 6728 159000 SH DEFINED 1 159000
ANTEC CORP COM 03664P105 47 1600 SH DEFINED 1 1600
ANTEC CORP COM 03664P105 159 5400 SH DEFINED 1 5400
AON CORPORATION COM 037389103 1326 33775 SH DEFINED 1 33775
AON CORPORATION COM 037389103 76 1925 SH DEFINED 1 1925
AON CORPORATION COM 037389103 1766 45000 SH DEFINED 1 45000
APACHE CORP COM 037411105 952 16100 SH DEFINED 1 16100
APACHE CORP COM 037411105 53 900 SH DEFINED 1 900
APACHE CORP COM 037411105 1265 21400 SH DEFINED 1 21400
APOLLO GROUP INC. COM 037604105 124 3100 SH DEFINED 1 3100
APOLLO GROUP INC. COM 037604105 431 10800 SH DEFINED 1 10800
APPLE COMPUTER, INC. COM 037833100 1107 43000 SH DEFINED 1 43000
APPLE COMPUTER, INC. COM 037833100 62 2400 SH DEFINED 1 2400
APPLE COMPUTER, INC. COM 037833100 1475 57300 SH DEFINED 1 57300
APPLIED MATERIALS INC COM 038222105 6329 106700 SH DEFINED 1 106700
APPLIED MATERIALS INC COM 038222105 362 6100 SH DEFINED 1 6100
APPLIED MATERIALS INC COM 038222105 41 687 SH DEFINED 1 687
APPLIED MATERIALS INC COM 038222105 680 11462 SH DEFINED 1 11462
APPLIED MATERIALS INC COM 038222105 12496 210681 SH DEFINED 1 210681
APPLIED MATERIALS INC COM 038222105 8428 142100 SH DEFINED 1 142100
APRIA HEALTHCARE GROUP, INC. COM 037933108 29 2100 SH DEFINED 1 2100
APRIA HEALTHCARE GROUP, INC. COM 037933108 105 7500 SH DEFINED 1 7500
APW LIMITED COM G04397108 68 1400 SH DEFINED 1 1400
APW LIMITED COM G04397108 229 4700 SH DEFINED 1 4700
APW LIMITED COM G04397108 3515 72100 SH DEFINED 1 72100
ARCH WIRELESS INC COM 039392105 848 169554 SH DEFINED 1 169554
ARCHER DANIELS MIDLAND COMPANY COM 039483102 720 83504 SH DEFINED 1 83504
ARCHER DANIELS MIDLAND COMPANY COM 039483102 41 4767 SH DEFINED 1 4767
ARCHER DANIELS MIDLAND COMPANY COM 039483102 960 111321 SH DEFINED 1 111321
ARMSTRONG HOLDINGS COM 042384107 63 5300 SH DEFINED 1 5300
ARMSTRONG HOLDINGS COM 042384107 4 300 SH DEFINED 1 300
ARMSTRONG HOLDINGS COM 042384107 85 7100 SH DEFINED 1 7100
ARNOLD INDUSTRIES INC. COM 042595108 17 1000 SH DEFINED 1 1000
ARNOLD INDUSTRIES INC. COM 042595108 59 3500 SH DEFINED 1 3500
ARROW ELECTRONICS INC. COM 042735100 136 4000 SH DEFINED 1 4000
ARROW ELECTRONICS INC. COM 042735100 473 13900 SH DEFINED 1 13900
ARVINMERITOR INC COM 043353101 44 2975 SH DEFINED 1 2975
ARVINMERITOR INC COM 043353101 152 10350 SH DEFINED 1 10350
ASHLAND INC COM 044204105 313 9300 SH DEFINED 1 9300
ASHLAND INC COM 044204105 17 500 SH DEFINED 1 500
ASHLAND INC COM 044204105 418 12400 SH DEFINED 1 12400
ASPEN TECHNOLOGY INC COM 045327103 90 2000 SH DEFINED 1 2000
ASPEN TECHNOLOGY INC COM 045327103 203 4500 SH DEFINED 1 4500
ASPEN TECHNOLOGY INC COM 045327103 3375 74800 SH DEFINED 1 74800
ASSOCIATED BANC-CORP COM 045487105 74 2810 SH DEFINED 1 2810
ASSOCIATED BANC-CORP COM 045487105 260 9890 SH DEFINED 1 9890
ASSOCIATES CORP NA COM 046008108 3657 96238 SH DEFINED 1 96238
ASSOCIATES CORP NA COM 046008108 207 5444 SH DEFINED 1 5444
ASSOCIATES CORP NA COM 046008108 4872 128210 SH DEFINED 1 128210
ASTORIA FINL CO COM 046265104 81 2100 SH DEFINED 1 2100
ASTORIA FINL CO COM 046265104 286 7400 SH DEFINED 1 7400
AT&T CORP-LIBERTY MEDIA COM 001957208 720 40000 SH DEFINED 1 40000
AT&T CORP-LIBERTY MEDIA COM 001957208 8217 456500 SH DEFINED 1 456500
AT&T CORPORATION COM 001957109 14566 495870 SH DEFINED 1 495870
AT&T CORPORATION COM 001957109 829 28211 SH DEFINED 1 28211
AT&T CORPORATION COM 001957109 141 4795 SH DEFINED 1 4795
AT&T CORPORATION COM 001957109 423 14400 SH DEFINED 1 14400
AT&T CORPORATION COM 001957109 556 18928 SH DEFINED 1 18928
AT&T CORPORATION COM 001957109 4865 165600 SH DEFINED 1 165600
AT&T CORPORATION COM 001957109 5690 193700 SH DEFINED 1 193700
AT&T CORPORATION COM 001957109 19403 660538 SH DEFINED 1 660538
ATLANTIC COAST AIRLINES HLDG COM 048396105 212 6600 SH DEFINED 1 6600
ATLANTIC COAST AIRLINES HLDG COM 048396105 3380 105000 SH DEFINED 1 105000
ATLAS AIR, INC COM 049164106 63 1500 SH DEFINED 1 1500
ATLAS AIR, INC COM 049164106 228 5400 SH DEFINED 1 5400
ATMEL CORP COM 049513104 143 9400 SH DEFINED 1 9400
ATMEL CORP COM 049513104 529 34800 SH DEFINED 1 34800
ATMEL CORP COM 049513104 278 18300 SH DEFINED 1 18300
ATMEL CORP COM 049513104 6476 426400 SH DEFINED 1 426400
ATMEL CORP COM 049513104 967 63700 SH DEFINED 1 63700
AUTODESK, INC. COM 052769106 195 7700 SH DEFINED 1 7700
AUTODESK, INC. COM 052769106 10 400 SH DEFINED 1 400
AUTODESK, INC. COM 052769106 261 10300 SH DEFINED 1 10300
AUTOMATIC DATA PROCESSING, INC COM 053015103 5544 82900 SH DEFINED 1 82900
AUTOMATIC DATA PROCESSING, INC COM 053015103 314 4700 SH DEFINED 1 4700
AUTOMATIC DATA PROCESSING, INC COM 053015103 7383 110400 SH DEFINED 1 110400
AUTONOMY CORP PLC-SP ADR W/I COM 05329Q105 165 3000 SH DEFINED 1 3000
AUTOZONE INC COM 053332102 402 17700 SH DEFINED 1 17700
AUTOZONE INC COM 053332102 23 1000 SH DEFINED 1 1000
AUTOZONE INC COM 053332102 533 23500 SH DEFINED 1 23500
AVANEX CORP COM 05348W109 86 800 SH DEFINED 1 800
AVANEX CORP COM 05348W109 355 3300 SH DEFINED 1 3300
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