FORM 13F
UNITED STATES SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, DC 220549
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 1999
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Check here if Amendment [ ]: Amendment Number: ___________
This Amendment (Check only one):
/ / Is a reinstatement.
/ / Adds new holdings entities.
INSTITUTIONAL INVESTMENT MANAGER FILING THIS REPORT:
Name: Nomura Securities Company, Ltd.
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Address: Nihonbashi 1-9-1, Chuo-ku, Tokyo 102, Japan
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Form 13F File Number: 28-
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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: Gregory P. Gnall
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Title: Director
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Phone: 212-667-1711
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SIGNATURE, PLACE AND DATE OF SIGNING:
/s/ Gregory P. Gnall
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(Signature)
New York, New York
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(City, State)
August 13, 1999
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(Date)
REPORT TYPE (CHECK ONLY ONE):
/X/ 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager
are reported in this report.)
/ / 13F NOTICE. (Check here if no holdings repeated are in this report, and
all holdings are reported by other reporting manager(s).)
/ / 13F COMBINATION REPORT. (Check here if a portion of the holdings for this
reporting manager are reported in this report and a portion are reported
by other reporting managers.)
LIST OF OTHER MANAGERS REPORTING FOR THIS MANAGER. (IF THERE ARE NO ENTITIES IN
THIS LIST, OMIT THIS SECTION.)
Form 13F File Number: 28-
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Name:
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<PAGE>
FORM 13F SUMMARY PAGE
REPORT SUMMARY:
Number of Other Included Managers:
Four
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Form 13F Information Table Entry Total:
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Form 13F Information Table Value Total:
$ __________________ (thousands)
List of Other Included managers:
Provide a numbered list of the name(s) and Form 13F file number(s)
of all institutional investment managers with respect to which this
report is filed, other than the manager filing this report. (If there are
no entries in this list, state "NONE" and omit the column headings and
list entries.)
No. 1
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Form 13F File Number 28-
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Name: Nomura Securities International, Inc.
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No. 2
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Form 13F File Number 28-
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Name: Nomura International plc.
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No. 3
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Form 13F File Number 28-
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Name: Nomura Asset Capital Corporation.
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No. 4
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Form 13F File Number 28-
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Name: Nomura Securities (Bermuda) Ltd.
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(Repeat as necessary.)
<PAGE>
<TABLE>
<CAPTION>
Page 1 99-08-13 17:14:14
FORM 13F
INFORMATION TABLE
QUARTER ENDING
06/30/1999
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
- ------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
LERNOUT & HAUSPIE SPEECH PRODS COM B5628B104 4,822 000000135000 SH DEFINED 02 SOLE
DAIMLERCHRYSLER AG ORD D1668R123 166 000000001876 SH DEFINED 02 SOLE
CORECOMM LTD ORD G2422R109 0 000000000189 SH DEFINED 01 SOLE
FRESH DEL MONTE PRODUCE INC ORD G36738105 0 000000000740 SH DEFINED 01 SOLE
FRUIT OF THE LOOM LTD ORD CL A G3682L105 0 000000012467 SH DEFINED 01 SOLE
GLOBAL CROSSING LTD COM G3921A100 0 000002037136 SH SOLE SOLE
GLOBAL CROSSING LTD COM G3921A100 0 000000000001 SH DEFINED 01 SOLE
HELEN OF TROY CORP LTD COM G4388N106 0 000000000403 SH DEFINED 01 SOLE
LORAL SPACE & COMMUNICATIONS COM G56462107 0 000000041000 SH DEFINED 01 SOLE
MIH LTD CL A G6116R101 1,092 000000040000 SH DEFINED 02 SOLE
HILFIGER TOMMY CORP ORD G8915Z102 0 000000001700 SH DEFINED 01 SOLE
TRANSOCEAN OFFSHORE INC CAYMON ORD G90076103 0 000000016103 SH DEFINED 01 SOLE
XOMA LTD ORD G9825R107 0 000000000774 SH DEFINED 01 SOLE
XL CAP LTD CL A G98255105 0 000000000521 SH DEFINED 01 SOLE
BAAN CO NV COM N08044104 0 000000285500 SH DEFINED 04 SOLE
AAR CORP COM 000361105 0 000000001032 SH DEFINED 01 SOLE
ABR INFORMATION SVCS INC COM 00077R108 0 000000001080 SH DEFINED 01 SOLE
ACTV INC COM 00088E104 0 000000000610 SH DEFINED 01 SOLE
A D C TELECOMMUNICATIONS COM 000886101 0 000000018736 SH DEFINED 01 SOLE
ACM GOVT INCOME FD INC COM 000912105 0 000000000955 SH DEFINED 01 SOLE
AFC CABLE SYS INC COM 000950105 0 000000050282 SH DEFINED 01 SOLE
ABM INDS INC COM 000957100 0 000000000630 SH DEFINED 01 SOLE
ACT NETWORKS INC COM 000975102 0 000000000159 SH DEFINED 01 SOLE
AEP INDS INC COM 001031103 0 000000000126 SH DEFINED 01 SOLE
AFLAC INC COM 001055102 0 000000051602 SH DEFINED 01 SOLE
AGCO CORP COM 001084102 0 000000014279 SH DEFINED 01 SOLE
AGL RES INC COM 001204106 0 000000008828 SH DEFINED 01 SOLE
AHL SVCS INC COM 001296102 0 000000000258 SH DEFINED 01 SOLE
AES CORP COM 00130H105 0 000000038539 SH DEFINED 01 SOLE
AES CORP COM 00130H105 121 000000002066 SH DEFINED 02 SOLE
AK STL HLDG CORP COM 001547108 0 000000008665 SH DEFINED 01 SOLE
AMC ENTMT INC COM 001669100 0 000000000834 SH DEFINED 01 SOLE
AMLI RESIDENTIAL PPTYS TR SH BEN INT 001735109 0 000000000516 SH DEFINED 01 SOLE
AMR CORP COM 001765106 0 000000026785 SH DEFINED 01 SOLE
ARM FINL GROUP INC CL A 001944107 0 000000000894 SH DEFINED 01 SOLE
AT&T CORP COM 001957109 485 000000008700 SH SOLE SOLE
AT&T CORP COM 001957109 0 000000494970 SH DEFINED 01 SOLE
ATMI INC COM 00207R101 0 000000000612 SH DEFINED 01 SOLE
AVT CORP COM 002420107 0 000000000345 SH DEFINED 01 SOLE
AAMES FINL CORP COM 00253A101 0 000000000966 SH DEFINED 01 SOLE
AARON RENTS INC COM 002535201 0 000000000548 SH DEFINED 01 SOLE
ABACUS DIRECT CORP COM 002553105 0 000000010307 SH DEFINED 01 SOLE
ABBOTT LABS COM 002824100 1,007 000000022200 SH SOLE SOLE
ABBOTT LABS COM 002824100 0 000000278801 SH DEFINED 01 SOLE
ABERCROMBIE & FITCH CO CL A 002896207 0 000000011945 SH DEFINED 01 SOLE
ABGENIX INC COM 00339B107 0 000000000224 SH DEFINED 01 SOLE
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Page 2 99-08-13 17:14:14
FORM 13F
INFORMATION TABLE
QUARTER ENDING
06/30/1999
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
- ------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ABOUT COM INC COM 003736105 0 000000000231 SH DEFINED 01 SOLE
ABOVENET COMMUNICATIONS INC COM 003743101 0 000000020509 SH DEFINED 01 SOLE
ACADIA RLTY TR COM SH BEN 004239109 0 000000000563 SH DEFINED 01 SOLE
ACCEPTANCE INS COS INC COM 004308102 0 000000000442 SH DEFINED 01 SOLE
ACCLAIM ENTMT INC COM PAR $0 004325205 0 000000001657 SH DEFINED 01 SOLE
ACKERLEY GROUP INC COM 004527107 0 000000000558 SH DEFINED 01 SOLE
ACNIELSEN CORP COM 004833109 0 000000006753 SH DEFINED 01 SOLE
ACTIVISION INC NEW COM NEW 004930202 0 000000000337 SH DEFINED 01 SOLE
ACTION PERFORMANCE COS INC COM 004933107 0 000000000552 SH DEFINED 01 SOLE
ACTEL CORP COM 004934105 0 000000000692 SH DEFINED 01 SOLE
ACTUATE SOFTWARE CORP COM 00508B102 0 000000000190 SH DEFINED 01 SOLE
ACUSON CORP COM 005113105 0 000000003927 SH DEFINED 01 SOLE
ACX TECHNOLOGIES INC COM 005123104 0 000000000522 SH DEFINED 01 SOLE
ACXIOM CORP COM 005125109 0 000000001938 SH DEFINED 01 SOLE
ADAC LABS COM NEW 005313200 0 000000000768 SH DEFINED 01 SOLE
ADAPTIVE BROADBAND CORP COM 00650M104 0 000000000474 SH DEFINED 01 SOLE
ADAPTEC INC COM 00651F108 0 000000001653 SH DEFINED 01 SOLE
ADELPHIA COMMUNICATIONS CORP CL A 006848105 0 000000001176 SH DEFINED 01 SOLE
ADFORCE INC COM 006867105 0 000000000328 SH DEFINED 01 SOLE
ADMINISTAFF INC COM 007094105 0 000000000222 SH DEFINED 01 SOLE
ADOBE SYS INC COM 00724F101 0 000000010670 SH DEFINED 01 SOLE
ADOBE SYS INC COM 00724F101 86 000000001000 SH DEFINED 02 SOLE
ADTRAN INC COM 00738A106 0 000000000732 SH DEFINED 01 SOLE
ADVANCE PARADIGM INC COM 007491103 0 000000000324 SH DEFINED 01 SOLE
ADVANCED COMMUNICATIONS GROUP COM 00751B106 0 000000000341 SH DEFINED 01 SOLE
ADVANCED DIGITAL INFORMATION COM 007525108 0 000000000151 SH DEFINED 01 SOLE
ADVANCED RADIO TELECOM CORP COM 00754U101 0 000000000327 SH DEFINED 01 SOLE
ADVANTAGE LEARNING SYSTEMS COM 00757K100 0 000000000312 SH DEFINED 01 SOLE
ADVO INC COM 007585102 0 000000000828 SH DEFINED 01 SOLE
AERIAL COMMUNICATIONS INC COM 007655103 0 000000000474 SH DEFINED 01 SOLE
AEROFLEX INC COM 007768104 0 000000000258 SH DEFINED 01 SOLE
ADVANCED MICRO DEVICES INC COM 007903107 0 000000057792 SH DEFINED 01 SOLE
ADVANCED ENERGY INDS COM 007973100 0 000000000270 SH DEFINED 01 SOLE
ADVENT SOFTWARE INC COM 007974108 0 000000000204 SH DEFINED 01 SOLE
AETNA INC COM 008117103 0 000000030718 SH DEFINED 01 SOLE
AFFILIATED COMPUTER SERVICES SB NT CV 008190AD2 0 031000000000 PRN DEFINED 01 SOLE
AFFILIATED COMPUTER SERVICES CL A 008190100 0 000000005710 SH DEFINED 01 SOLE
AFFILIATED MANAGERS GROUP COM 008252108 0 000000000876 SH DEFINED 01 SOLE
AFFYMETRIX INC COM 00826T108 0 000000000581 SH DEFINED 01 SOLE
AFTERMARKET TECHNOLOGY CORP COM 008318107 0 000000000762 SH DEFINED 01 SOLE
AGRIBRANDS INTL INC COM 00849R105 0 000000000396 SH DEFINED 01 SOLE
AGRIBIOTECH INC NEV COM 008494106 0 000000001578 SH DEFINED 01 SOLE
AIR EXPRESS INTL CORP COM 009104100 0 000000001266 SH DEFINED 01 SOLE
AIR PRODS & CHEMS INC COM 009158106 0 000000035695 SH DEFINED 01 SOLE
AIRBORNE FGHT CORP COM 009266107 0 000000007155 SH DEFINED 01 SOLE
AIRGAS INC COM 009363102 0 000000010636 SH DEFINED 01 SOLE
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Page 3 99-08-13 17:14:14
FORM 13F
INFORMATION TABLE
QUARTER ENDING
06/30/1999
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
- ------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AIRTRAN HLDGS INC COM 00949P108 0 000000002099 SH DEFINED 01 SOLE
AIRTOUCH COMMUNICATIONS INC COM 00949T100 0 000000519756 SH DEFINED 01 SOLE
AIRTOUCH COMMUNICATIONS INC COM 00949T100 164,935 000001487577 SH DEFINED 02 SOLE
ALABAMA NATL BANCORP DELA COM 010317105 0 000000000293 SH DEFINED 01 SOLE
ALARIS MED INC COM 011637105 0 000000001686 SH DEFINED 01 SOLE
ALASKA AIR GROUP INC COM 011659109 0 000000004091 SH DEFINED 01 SOLE
ALBANY INTL CORP CL A 012348108 0 000000004158 SH DEFINED 01 SOLE
ALBANY MOLECULAR RESH INC COM 012423109 0 000000000196 SH DEFINED 01 SOLE
ALBEMARLE CORP COM 012653101 0 000000007839 SH DEFINED 01 SOLE
ALBERTO CULVER CO CL B CONV 013068101 0 000000009888 SH DEFINED 01 SOLE
ALBERTSONS INC COM 013104104 0 000000075359 SH DEFINED 01 SOLE
ALCAN ALUMINIUM LTD NEW COM 013716105 0 000000044597 SH DEFINED 01 SOLE
ALCOA INC COM 013817101 0 000000058590 SH DEFINED 01 SOLE
ALEXANDER & BALDWIN INC COM 014482103 0 000000006516 SH DEFINED 01 SOLE
ALEXANDERS INC COM 014752109 0 000000000126 SH DEFINED 01 SOLE
ALEXANDRIA REAL ESTATE EQ INC COM 015271109 0 000000000396 SH DEFINED 01 SOLE
ALFA CORP COM 015385107 0 000000000922 SH DEFINED 01 SOLE
ALGOS PHARMACEUTICAL CORP COM 015869100 0 000000000414 SH DEFINED 01 SOLE
ALIANT COMMUNICATIONS INC COM 016090102 0 000000230485 SH DEFINED 01 SOLE
ALKERMES INC COM 01642T108 0 000000000846 SH DEFINED 01 SOLE
ALLAIRE CORP COM 016714107 0 000000000193 SH DEFINED 01 SOLE
ALLEGHENY ENERGY INC COM 017361106 0 000000013612 SH DEFINED 01 SOLE
ALLEGHENY TELEDYNE INC COM 017415100 0 000000029929 SH DEFINED 01 SOLE
ALLEN TELECOM INC COM 018091108 0 000000001032 SH DEFINED 01 SOLE
ALLERGAN INC COM 018490102 0 000000011411 SH DEFINED 01 SOLE
ALLIANCE BANCORP COM 01852J105 0 000000000172 SH DEFINED 01 SOLE
ALLIANCE SEMICONDUCTOR CORP COM 01877H100 0 000000000504 SH DEFINED 01 SOLE
ALLIANT CORP COM 018802108 0 000000009011 SH DEFINED 01 SOLE
ALLIANT TECHSYSTEMS INC COM 018804104 0 000000000329 SH DEFINED 01 SOLE
ALLIED CAP CORP NEW COM 01903Q108 0 000000000895 SH DEFINED 01 SOLE
ALLIEDSIGNAL INC COM 019512102 0 000000095872 SH DEFINED 01 SOLE
ALLIED WASTE INDS INC COM PAR$.0 019589308 0 000000021758 SH DEFINED 01 SOLE
ALLMERICA FINL CORP COM 019754100 0 000000006562 SH DEFINED 01 SOLE
ALLSTATE CORP COM 020002101 0 000000149256 SH DEFINED 01 SOLE
ALLTEL CORP COM 020039103 0 000000048824 SH DEFINED 01 SOLE
ALPHA INDS INC COM 020753109 0 000000000221 SH DEFINED 01 SOLE
ALPHARMA INC SR SB CV 1 020813AC5 0 047500000000 PRN DEFINED 01 SOLE
ALPHARMA INC CL A 020813101 0 000000154390 SH DEFINED 01 SOLE
ALPINE GROUP INC COM 020825105 0 000000000582 SH DEFINED 01 SOLE
ALTERA CORP COM 021441100 0 000000028032 SH DEFINED 01 SOLE
ALTERRA HEALTHCARE CORP COM 02146C104 0 000000004588 SH DEFINED 01 SOLE
ALZA CORP DEL SUB DB CON 022615AD0 0 120000000000 PRN DEFINED 01 SOLE
ALZA CORP DEL COM 022615108 0 000000228162 SH DEFINED 01 SOLE
AMAZON COM INC COM 023135106 0 000000100787 SH DEFINED 01 SOLE
AMBAC FINL GROUP INC COM 023139108 0 000000009666 SH DEFINED 01 SOLE
AMCOL INTL CORP COM 02341W103 0 000000000887 SH DEFINED 01 SOLE
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Page 4 99-08-13 17:14:14
FORM 13F
INFORMATION TABLE
QUARTER ENDING
06/30/1999
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
- ------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AMERADA HESS CORP COM 023551104 0 000000015490 SH DEFINED 01 SOLE
AMERCO COM 023586100 0 000000000312 SH DEFINED 01 SOLE
AMEREN CORP COM 023608102 0 000000023757 SH DEFINED 01 SOLE
AMERICA ONLINE INC DEL COM 02364J104 0 000000168978 SH DEFINED 01 SOLE
AMERICA ONLINE INC DEL COM 02364J104 825 000000008110 SH DEFINED 02 SOLE
AMERICA WEST HLDG CORP CL B 023657208 0 000000001307 SH DEFINED 01 SOLE
AMERICAN ANNUITY GROUP INC COM 023840101 0 000000000294 SH DEFINED 01 SOLE
AMCORE FINL INC COM 023912108 0 000000001062 SH DEFINED 01 SOLE
AMERICAN AXLE & MFG HLDGS INC COM 024061103 0 000000000585 SH DEFINED 01 SOLE
AMERICAN BANKERS INS GROUP INC COM 024456105 0 000000040000 SH DEFINED 01 SOLE
AMERICAN BUSINESS PRODS GA COM 024763104 0 000000000581 SH DEFINED 01 SOLE
AMERICAN CLASSIC VOYAGES CO COM 024928103 0 000000000258 SH DEFINED 01 SOLE
AMERICAN CAPITAL STRATEGIES COM 024937104 0 000000000176 SH DEFINED 01 SOLE
AMERICAN EAGLE OUTFITTERS NEW COM 02553E106 0 000000001008 SH DEFINED 01 SOLE
AMERICAN ELEC PWR INC COM 025537101 0 000000033443 SH DEFINED 01 SOLE
AMERICAN EXPRESS CO COM 025816109 0 000000077242 SH DEFINED 01 SOLE
AMERICAN FINL GROUP INC OHIO COM 025932104 0 000000007037 SH DEFINED 01 SOLE
AMERICAN FREIGHTWAYS CORP COM 02629V108 0 000000000786 SH DEFINED 01 SOLE
AMERICAN GENERAL CORP COM 026351106 0 000000042927 SH DEFINED 01 SOLE
AMERICAN GREETINGS CORP CL A 026375105 0 000000011573 SH DEFINED 01 SOLE
AMERICAN HEALTH PPTYS INC COM 026494104 0 000000000869 SH DEFINED 01 SOLE
AMERICAN HERITAGE LIFE INVT COM 026522102 0 000000000606 SH DEFINED 01 SOLE
AMERICAN HOME PRODS CORP COM 026609107 0 000000224819 SH DEFINED 01 SOLE
AMERICAN HOMEPATIENT INC COM 026649103 0 000000000415 SH DEFINED 01 SOLE
AMERICAN INDL PPTYS REIT COM NEW 026791202 0 000000000325 SH DEFINED 01 SOLE
AMERICAN INTL GROUP INC COM 026874107 412 000000004400 SH SOLE SOLE
AMERICAN INTL GROUP INC COM 026874107 0 000000212586 SH DEFINED 01 SOLE
AMERICAN ITALIAN PASTA CO CL A 027070101 0 000000000678 SH DEFINED 01 SOLE
AMERICAN MGMT SYS INC COM 027352103 0 000000001596 SH DEFINED 01 SOLE
AMERICAN MED SEC GROUP INC COM 02744P101 0 000000000318 SH DEFINED 01 SOLE
AMERICAN MOBILE SATELLITE CORP COM 02755R103 0 000000000690 SH DEFINED 01 SOLE
AMERICAN RETIREMENT CORP COM 028913101 0 000000000642 SH DEFINED 01 SOLE
AMERICAN PWR CONVERSION CORP COM 029066107 0 000000026829 SH DEFINED 01 SOLE
AMERICAN STD COS INC DEL COM 029712106 0 000000008171 SH DEFINED 01 SOLE
AMERICAN STS WTR CO COM 029899101 0 000000000133 SH DEFINED 01 SOLE
AMERICAN TOWER CORP CL A 029912201 0 000000004427 SH DEFINED 01 SOLE
AMERICAN SUPERCONDUCTOR CORP COM 030111108 0 000000000208 SH DEFINED 01 SOLE
AMERICAN WTR WKS INC COM 030411102 0 000000009346 SH DEFINED 01 SOLE
AMERICAN WOODMARK CORP COM 030506109 0 000000000123 SH DEFINED 01 SOLE
AMERICAN XTAL TECHNOLOGY INC COM 030514103 0 000000000237 SH DEFINED 01 SOLE
AMERICREDIT CORP COM 03060R101 0 000000002369 SH DEFINED 01 SOLE
AMERIPATH INC COM 03071D109 0 000000000570 SH DEFINED 01 SOLE
AMERISOURCE HEALTH CORP CL A 03071P102 0 000000007508 SH DEFINED 01 SOLE
AMERITRADE HLDG CORP CL A 03072H109 0 000000000702 SH DEFINED 01 SOLE
AMERUS LIFE HLDGS INC COM 030732101 0 000000000570 SH DEFINED 01 SOLE
AMES DEPT STORES INC COM NEW 030789507 0 000000000875 SH DEFINED 01 SOLE
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Page 5 99-08-13 17:14:14
FORM 13F
INFORMATION TABLE
QUARTER ENDING
06/30/1999
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
- ------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AMERITECH CORP NEW COM 030954101 0 000000190045 SH DEFINED 01 SOLE
AMETEK INC NEW COM 031100100 0 000000005055 SH DEFINED 01 SOLE
AMGEN INC COM 031162100 0 000000126332 SH DEFINED 01 SOLE
AMKOR TECHNOLOGY INC COM 031652100 0 000000001374 SH DEFINED 01 SOLE
AMPEX CORP DEL CL A 032092108 0 000000000874 SH DEFINED 01 SOLE
AMPHENOL CORP NEW CL A 032095101 0 000000000606 SH DEFINED 01 SOLE
AMSOUTH BANCORPORATION COM 032165102 0 000000055562 SH DEFINED 01 SOLE
AMTRAN INC COM 03234G106 0 000000000121 SH DEFINED 01 SOLE
ANACOMP INC DEL COM 032371106 0 000000000426 SH DEFINED 01 SOLE
ANADARKO PETE CORP COM 032511107 0 000000022137 SH DEFINED 01 SOLE
ANADIGICS INC COM 032515108 0 000000000195 SH DEFINED 01 SOLE
ANALOG DEVICES INC COM 032654105 0 000000020323 SH DEFINED 01 SOLE
ANALOGIC CORP COM PAR $0 032657207 0 000000000240 SH DEFINED 01 SOLE
ANALYSTS INTL CORP COM 032681108 0 000000000797 SH DEFINED 01 SOLE
ANCHOR BANCORP WIS INC COM 032839102 0 000000000677 SH DEFINED 01 SOLE
ANCHOR FINL CORP S C COM 033036104 0 000000000106 SH DEFINED 01 SOLE
ANCHOR GAMING COM 033037102 0 000000000276 SH DEFINED 01 SOLE
ANCOR COMMUNICATIONS INC COM 03332K108 0 000000000237 SH DEFINED 01 SOLE
ANDREW CORP COM 034425108 0 000000013933 SH DEFINED 01 SOLE
ANDRX CORP COM 034551101 0 000000000540 SH DEFINED 01 SOLE
ANESTA CORP COM 034603100 0 000000000189 SH DEFINED 01 SOLE
ANHEUSER BUSCH COS INC COM 035229103 0 000000085769 SH DEFINED 01 SOLE
ANICOM INC COM 035250109 0 000000000759 SH DEFINED 01 SOLE
ANIXTER INTL INC COM 035290105 0 000000000936 SH DEFINED 01 SOLE
ANNTAYLOR STORES CORP COM 036115103 0 000000031539 SH DEFINED 01 SOLE
ANTEC CORP COM 03664P105 0 000000000882 SH DEFINED 01 SOLE
ANSWERTHINK CONSULTING GROUP COM 036916104 0 000000000150 SH DEFINED 01 SOLE
ANTHRACITE CAP INC COM 037023108 0 000000000756 SH DEFINED 01 SOLE
AON CORP COM 037389103 0 000000046752 SH DEFINED 01 SOLE
APACHE CORP COM 037411105 0 000000023202 SH DEFINED 01 SOLE
APOGEE ENTERPRISES INC COM 037598109 0 000000001038 SH DEFINED 01 SOLE
APOLLO GROUP INC CL A 037604105 0 000000010433 SH DEFINED 01 SOLE
APPLE COMPUTER INC COM 037833100 0 000000029368 SH DEFINED 01 SOLE
APPLEBEES INTL INC COM 037899101 0 000000000924 SH DEFINED 01 SOLE
APRIA HEALTHCARE GROUP INC COM 037933108 0 000000007648 SH DEFINED 01 SOLE
APPLIED GRAPHICS TECHNOLOGIES COM 037937109 0 000000000396 SH DEFINED 01 SOLE
APPLIED ANALYTICAL INDS INC COM 037939105 0 000000000296 SH DEFINED 01 SOLE
APEX PC SOLUTIONS INC COM 037945102 0 000000000282 SH DEFINED 01 SOLE
APPLIED INDL TECHNOLOGIES INC COM 03820C105 0 000000000810 SH DEFINED 01 SOLE
APPLIED MICRO CIRCUITS CORP COM 03822W109 0 000000000876 SH DEFINED 01 SOLE
APPLIED MATLS INC COM 038222105 0 000000066283 SH DEFINED 01 SOLE
APPLIED PWR INC CL A 038225108 0 000000001458 SH DEFINED 01 SOLE
APPLIEDTHEORY CORP COM 03828R104 0 000000000322 SH DEFINED 01 SOLE
APTARGROUP INC COM 038336103 0 000000001164 SH DEFINED 01 SOLE
AQUA ALLIANCE INC CL A 038367108 0 000000006951 SH DEFINED 01 SOLE
AQUARION CO COM 03838W101 0 000000000426 SH DEFINED 01 SOLE
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Page 6 99-08-13 17:14:14
FORM 13F
INFORMATION TABLE
QUARTER ENDING
06/30/1999
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
- ------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AQUARION CO COM 03838W101 1,742 000000050000 SH DEFINED 02 SOLE
ARCADIA FINL LTD COM 039101100 0 000000001470 SH DEFINED 01 SOLE
ARCH CHEMICALS INC COM 03937R102 0 000000000389 SH DEFINED 01 SOLE
ARCH COAL INC COM 039380100 0 000000000665 SH DEFINED 01 SOLE
ARCHER DANIELS MIDLAND CO COM 039483102 0 000000100881 SH DEFINED 01 SOLE
ARCTIC CAT INC COM 039670104 0 000000000756 SH DEFINED 01 SOLE
ARDENT SOFTWARE INC COM 039794102 0 000000000221 SH DEFINED 01 SOLE
AREA BANCSHARES CORP NEW COM 039872106 0 000000000390 SH DEFINED 01 SOLE
ARGONAUT GROUP INC COM 040157109 0 000000000659 SH DEFINED 01 SOLE
ARGOSY GAMING CO COM 040228108 0 000000000463 SH DEFINED 01 SOLE
ARGUSS HLDGS INC COM 040282105 0 000000000180 SH DEFINED 01 SOLE
ARMCO INC COM 042170100 0 000000003443 SH DEFINED 01 SOLE
ARMOR HOLDINGS INC COM 042260109 0 000000000335 SH DEFINED 01 SOLE
ARMSTRONG WORLD INDS INC COM 042476101 0 000000006958 SH DEFINED 01 SOLE
ARNOLD INDS INC COM 042595108 0 000000003630 SH DEFINED 01 SOLE
ARROW ELECTRS INC COM 042735100 0 000000014257 SH DEFINED 01 SOLE
ARROW INTL INC COM 042764100 0 000000000522 SH DEFINED 01 SOLE
ARTESYN TECHNOLOGIES INC COM 043127109 0 000000001199 SH DEFINED 01 SOLE
ARVIN INDS INC COM 043339100 0 000000003887 SH DEFINED 01 SOLE
ASARCO INC COM 043413103 0 000000007464 SH DEFINED 01 SOLE
ASCEND COMMUNICATIONS INC COM 043491109 0 000000028000 SH DEFINED 04 SOLE
ASCENT ENTMT GROUP INC COM 043628106 0 000000001116 SH DEFINED 01 SOLE
ASHLAND INC COM 044204105 0 000000016480 SH DEFINED 01 SOLE
ASHTON TECHNOLOGY GROUP INC COM 045084100 0 000000000320 SH DEFINED 01 SOLE
ASPEC TECHNOLOGY INC COM 045233103 0 000000000474 SH DEFINED 01 SOLE
ASPECT DEV INC COM 045234101 0 000000000644 SH DEFINED 01 SOLE
ASPECT TELECOMMUNICATIONS CORP COM 045237104 0 000000001835 SH DEFINED 01 SOLE
ASPEN TECHNOLOGY INC COM 045327103 0 000000000936 SH DEFINED 01 SOLE
ASSOCIATED BANC CORP COM 045487105 0 000000007396 SH DEFINED 01 SOLE
ASSOCIATED ESTATES RLTY CORP COM 045604105 0 000000000654 SH DEFINED 01 SOLE
ASSOCIATED GROUP INC CL A 045651106 0 000000021762 SH DEFINED 01 SOLE
AT HOME CORP COM SER A 045919107 0 000000004842 SH DEFINED 01 SOLE
AT HOME CORP COM SER A 045919107 0 000000020600 SH DEFINED 04 SOLE
AT ENTMT INC COM 045920105 0 000000105342 SH DEFINED 01 SOLE
ASSOCIATES FIRST CAP CORP CL A 046008108 0 000000124959 SH DEFINED 01 SOLE
ASTEC INDS INC COM 046224101 0 000000000564 SH DEFINED 01 SOLE
ASTORIA FINL CORP COM 046265104 0 000000006393 SH DEFINED 01 SOLE
ASYST TECHNOLOGY CORP COM 04648X107 0 000000000122 SH DEFINED 01 SOLE
ATLANTIC COAST AIRLINES HLDGS COM 048396105 0 000000000481 SH DEFINED 01 SOLE
ATLANTIC RICHFIELD CO COM 048825103 0 000000095573 SH DEFINED 01 SOLE
ATLAS AIR INC COM 049164106 0 000000000522 SH DEFINED 01 SOLE
ATMEL CORP COM 049513104 0 000000012855 SH DEFINED 01 SOLE
ATMOS ENERGY CORP COM 049560105 0 000000001152 SH DEFINED 01 SOLE
ATWOOD OCEANICS INC COM 050095108 0 000000000390 SH DEFINED 01 SOLE
AURA SYS INC COM 051526101 0 000000003473 SH DEFINED 01 SOLE
AURORA FOODS INC COM 05164B106 0 000000000946 SH DEFINED 01 SOLE
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Page 7 99-08-13 17:14:14
FORM 13F
INFORMATION TABLE
QUARTER ENDING
06/30/1999
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
- ------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AUSPEX SYS INC COM 052116100 0 000000000399 SH DEFINED 01 SOLE
AUTHENTIC FITNESS CORP COM 052661105 0 000000000714 SH DEFINED 01 SOLE
AUTOBYTEL COM INC COM 05275N106 0 000000000302 SH DEFINED 01 SOLE
AUTODESK INC COM 052769106 0 000000010070 SH DEFINED 01 SOLE
AUTOMATIC DATA PROCESSING INC COM 053015103 0 000000100290 SH DEFINED 01 SOLE
AUTOWEB COM INC COM 053331104 0 000000000431 SH DEFINED 01 SOLE
AUTOZONE INC COM 053332102 0 000000032666 SH DEFINED 01 SOLE
AVADO BRANDS INC COM 05336P108 0 000000000846 SH DEFINED 01 SOLE
AVANT CORP COM 053487104 0 000000001046 SH DEFINED 01 SOLE
AVERY DENNISON CORP COM 053611109 0 000000017662 SH DEFINED 01 SOLE
AVIALL INC NEW COM 05366B102 0 000000000684 SH DEFINED 01 SOLE
AVID TECHNOLOGY INC COM 05367P100 0 000000000863 SH DEFINED 01 SOLE
AVIATION SALES CO COM 053672101 0 000000009342 SH DEFINED 01 SOLE
AVIRON COM 053762100 0 000000000486 SH DEFINED 01 SOLE
AVISTA CORP COM 05379B107 0 000000001518 SH DEFINED 01 SOLE
AVIS RENT A CAR INC COM 053790101 0 000000000930 SH DEFINED 01 SOLE
AVNET INC COM 053807103 0 000000004122 SH DEFINED 01 SOLE
AVON PRODS INC COM 054303102 0 000000056868 SH DEFINED 01 SOLE
AVONDALE INDS INC COM 054350103 0 000000000360 SH DEFINED 01 SOLE
AWARE INC MASS COM 05453N100 0 000000000367 SH DEFINED 01 SOLE
AXENT TECHNOLOGIES INC COM 05459C108 0 000000000945 SH DEFINED 01 SOLE
AZTAR CORP COM 054802103 0 000000001703 SH DEFINED 01 SOLE
BB&T CORP COM 054937107 0 000000053779 SH DEFINED 01 SOLE
BISYS GROUP INC COM 055472104 0 000000000912 SH DEFINED 01 SOLE
BJS WHOLESALE CLUB INC COM 05548J106 0 000000008629 SH DEFINED 01 SOLE
BJ SVCS CO COM 055482103 0 000000008241 SH DEFINED 01 SOLE
BMC INDS INC MINN COM 055607105 0 000000001020 SH DEFINED 01 SOLE
BOK FINL CORP COM NEW 05561Q201 0 000000000408 SH DEFINED 01 SOLE
BRE PROPERTIES INC CL A 05564E106 0 000000001662 SH DEFINED 01 SOLE
BSB BANCORP COM 055652101 0 000000000264 SH DEFINED 01 SOLE
BT FINL CORP COM 055763106 0 000000000486 SH DEFINED 01 SOLE
BMC SOFTWARE INC COM 055921100 0 000000045235 SH DEFINED 01 SOLE
BACOU USA INC COM 056439102 0 000000000179 SH DEFINED 01 SOLE
BAKER HUGHES INC SR LYON ZE 057224AH0 0 000005500000 SH DEFINED 01 SOLE
BAKER HUGHES INC COM 057224107 0 000000070587 SH DEFINED 01 SOLE
BALDOR ELEC CO COM 057741100 0 000000001247 SH DEFINED 01 SOLE
BALDWIN & LYONS INC CL B 057755209 0 000000000438 SH DEFINED 01 SOLE
BALL CORP COM 058498106 0 000000008254 SH DEFINED 01 SOLE
BALLARD MED PRODS COM 058566100 0 000000031152 SH DEFINED 01 SOLE
BALLY TOTAL FITNESS HLDG CORP COM 05873K108 0 000000000870 SH DEFINED 01 SOLE
BANCFIRST CORP COM 05945F103 0 000000000174 SH DEFINED 01 SOLE
BANCFIRST CORP ZANESVILLE OHIO COM 059450106 0 000000000264 SH DEFINED 01 SOLE
BANCO SANTANDER P R SAN JUAN COM 059646109 0 000000000643 SH DEFINED 01 SOLE
BANCORPSOUTH INC COM 059692103 0 000000002100 SH DEFINED 01 SOLE
BANCTEC INC COM 059784108 0 000000003437 SH DEFINED 01 SOLE
BANCWEST CORP NEW COM 059790105 0 000000000822 SH DEFINED 01 SOLE
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Page 8 99-08-13 17:14:14
FORM 13F
INFORMATION TABLE
QUARTER ENDING
06/30/1999
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
- ------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BANDAG INC COM 059815100 0 000000003066 SH DEFINED 01 SOLE
BANK OF AMERICA CORPORATION COM 060505104 0 000000299497 SH DEFINED 01 SOLE
BANK COMM SAN DIEGO CALIF COM 061589107 0 000000000233 SH DEFINED 01 SOLE
BANK OF GRANITE CORP COM 062401104 0 000000000432 SH DEFINED 01 SOLE
BANK NEW YORK INC COM 064057102 0 000000130490 SH DEFINED 01 SOLE
BANK ONE CORP COM 06423A103 0 000000202502 SH DEFINED 01 SOLE
BANK ONE CORP COM 06423A103 854 000000015100 SH DEFINED 02 SOLE
BANKBOSTON CORP COM 06605R106 0 000000050899 SH DEFINED 01 SOLE
BANKBOSTON CORP COM 06605R106 60 000000001200 SH DEFINED 02 SOLE
BANKNORTH GROUP INC DEL COM 06646L100 0 000000000870 SH DEFINED 01 SOLE
BANTA CORP COM 066821109 0 000000004280 SH DEFINED 01 SOLE
BANYAN SYS INC COM 066908104 0 000000000353 SH DEFINED 01 SOLE
BARD C R INC COM 067383109 0 000000012408 SH DEFINED 01 SOLE
BARNES & NOBLE INC COM 067774109 0 000000021777 SH DEFINED 01 SOLE
BARNES GROUP INC COM 067806109 0 000000000551 SH DEFINED 01 SOLE
BARRICK GOLD CORP COM 067901108 0 000000069600 SH DEFINED 01 SOLE
BARR LABS INC COM 068306109 0 000000000336 SH DEFINED 01 SOLE
BARRA INC COM 068313105 0 000000000408 SH DEFINED 01 SOLE
BARRETT RES CORP COM PAR $0 068480201 0 000000001200 SH DEFINED 01 SOLE
BASIN EXPL INC COM 070107107 0 000000000211 SH DEFINED 01 SOLE
BASSETT FURNITURE INDS INC COM 070203104 0 000000000479 SH DEFINED 01 SOLE
BATTLE MTN GOLD CO COM 071593107 0 000000040648 SH DEFINED 01 SOLE
BATTLE MTN GOLD CO COM 071593107 0 000000360000 SH DEFINED 04 SOLE
BAUSCH & LOMB INC COM 071707103 0 000000017600 SH DEFINED 01 SOLE
BAXTER INTL INC COM 071813109 0 000000060093 SH DEFINED 01 SOLE
BAY VIEW CAP CORP DEL COM 07262L101 0 000000000718 SH DEFINED 01 SOLE
BE AEROSPACE INC COM 073302101 0 000000000918 SH DEFINED 01 SOLE
BEA SYS INC COM 073325102 0 000000001644 SH DEFINED 01 SOLE
BEAR STEARNS COS INC COM 073902108 0 000000030334 SH DEFINED 01 SOLE
BEBE STORES INC COM 075571109 0 000000000438 SH DEFINED 01 SOLE
BECKMAN COULTER INC COM 075811109 0 000000003341 SH DEFINED 01 SOLE
BECTON DICKINSON & CO COM 075887109 0 000000042644 SH DEFINED 01 SOLE
BED BATH & BEYOND INC COM 075896100 0 000000019677 SH DEFINED 01 SOLE
BEDFORD PPTY INVS INC COM PAR $0 076446301 0 000000000833 SH DEFINED 01 SOLE
BELCO OIL & GAS CORP COM 077410108 0 000000000264 SH DEFINED 01 SOLE
BELDEN INC COM 077459105 0 000000002312 SH DEFINED 01 SOLE
BELL & HOWELL CO NEW COM 077852101 0 000000000551 SH DEFINED 01 SOLE
BELL ATLANTIC CORP COM 077853109 0 000000268792 SH DEFINED 01 SOLE
BELLSOUTH CORP COM 079860102 0 000000332569 SH DEFINED 01 SOLE
BELO A H CORP DEL COM SER A 080555105 0 000000013745 SH DEFINED 01 SOLE
BEMIS INC COM 081437105 0 000000008127 SH DEFINED 01 SOLE
BENCHMARK ELECTRS INC COM 08160H101 0 000000000390 SH DEFINED 01 SOLE
BERGEN BRUNSWIG CORP CL A 083739102 0 000000015653 SH DEFINED 01 SOLE
BERINGER WINE ESTATES HOLDINGS CL B 084102102 0 000000000683 SH DEFINED 01 SOLE
BERKLEY W R CORP COM 084423102 0 000000000793 SH DEFINED 01 SOLE
BERKSHIRE RLTY INC COM 084710102 0 000000001379 SH DEFINED 01 SOLE
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Page 9 99-08-13 17:14:14
FORM 13F
INFORMATION TABLE
QUARTER ENDING
06/30/1999
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
- ------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BERLITZ INTL INC NEW COM 08520F100 0 000000000090 SH DEFINED 01 SOLE
BERRY PETE CO CL A 085789105 0 000000000690 SH DEFINED 01 SOLE
BEST BUY INC COM 086516101 0 000000029023 SH DEFINED 01 SOLE
BESTFOODS COM 08658U101 0 000000057932 SH DEFINED 01 SOLE
BESTFOODS COM 08658U101 162 000000003312 SH DEFINED 02 SOLE
BETHLEHEM STL CORP COM 087509105 0 000000025284 SH DEFINED 01 SOLE
BEVERLY ENTERPRISES INC COM NEW 087851309 0 000000011933 SH DEFINED 01 SOLE
BEYOND COM CORP COM 08860E101 0 000000000507 SH DEFINED 01 SOLE
BIG FLOWER HLDGS INC COM 089159107 0 000000000642 SH DEFINED 01 SOLE
BILLING CONCEPTS CORP COM 090063108 0 000000001392 SH DEFINED 01 SOLE
BINDLEY WESTN INDS INC COM 090324104 0 000000002024 SH DEFINED 01 SOLE
BINDVIEW DEV CORP COM 090327107 0 000000000335 SH DEFINED 01 SOLE
BIO RAD LABS INC CL A 090572207 0 000000000390 SH DEFINED 01 SOLE
BIO TECHNOLOGY GEN CORP COM 090578105 0 000000001950 SH DEFINED 01 SOLE
BIOGEN INC COM 090597105 0 000000014426 SH DEFINED 01 SOLE
BIOMATRIX INC COM 09060P102 0 000000000527 SH DEFINED 01 SOLE
BIOMET INC COM 090613100 0 000000033147 SH DEFINED 01 SOLE
BLACK & DECKER CORP COM 091797100 0 000000015254 SH DEFINED 01 SOLE
BLACK BOX CORP DEL COM 091826107 0 000000000665 SH DEFINED 01 SOLE
BLACK HILLS CORP COM 092113109 0 000000003374 SH DEFINED 01 SOLE
BLANCH E W HLDGS INC COM 093210102 0 000000000480 SH DEFINED 01 SOLE
BLOCK DRUG INC CL A 093644102 0 000000000528 SH DEFINED 01 SOLE
BLOCK H & R INC COM 093671105 0 000000022601 SH DEFINED 01 SOLE
BLOUNT INTL INC CL A 095177101 0 000000005918 SH DEFINED 01 SOLE
BLYTH INDS INC COM 09643P108 0 000000005654 SH DEFINED 01 SOLE
BOB EVANS FARMS INC COM 096761101 0 000000006353 SH DEFINED 01 SOLE
BOEING CO COM 097023105 0 000000155693 SH DEFINED 01 SOLE
BOISE CASCADE CORP COM 097383103 0 000000008873 SH DEFINED 01 SOLE
BOISE CASCADE OFFICE PRODS COM 097403109 0 000000000468 SH DEFINED 01 SOLE
BOMBAY CO INC COM 097924104 0 000000000503 SH DEFINED 01 SOLE
BORDERS GROUP INC COM 099709107 0 000000008965 SH DEFINED 01 SOLE
BORG-WARNER AUTOMOTIVE INC COM 099724106 0 000000003990 SH DEFINED 01 SOLE
BORG WARNER SEC CORP COM 099733107 0 000000000486 SH DEFINED 01 SOLE
BOSTON SCIENTIFIC CORP COM 101137107 0 000000068042 SH DEFINED 01 SOLE
BOSTON SCIENTIFIC CORP COM 101137107 128 000000003190 SH DEFINED 02 SOLE
BOTTOMLINE TECH DEL INC COM 101388106 0 000000000172 SH DEFINED 01 SOLE
BOWATER INC COM 102183100 0 000000014014 SH DEFINED 01 SOLE
BOWNE & CO INC COM 103043105 0 000000005280 SH DEFINED 01 SOLE
BOYD GAMING CORP COM 103304101 0 000000001350 SH DEFINED 01 SOLE
BOYDS COLLECTION LTD COM 103354106 0 000000000886 SH DEFINED 01 SOLE
BOYKIN LODGING CO COM 103430104 0 000000000642 SH DEFINED 01 SOLE
BRADLEY REAL ESTATE INC COM 104580105 0 000000000905 SH DEFINED 01 SOLE
BRADY CORP CL A 104674106 0 000000000779 SH DEFINED 01 SOLE
BRANDYWINE RLTY TR SH BEN INT 105368203 0 000000001260 SH DEFINED 01 SOLE
BREED TECHNOLOGIES INC COM 106702103 0 000000000600 SH DEFINED 01 SOLE
BRENTON BKS INC COM 107211104 0 000000000508 SH DEFINED 01 SOLE
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Page 10 99-08-13 17:14:14
FORM 13F
INFORMATION TABLE
QUARTER ENDING
06/30/1999
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
- ------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BRIGGS & STRATTON CORP COM 109043109 0 000000004894 SH DEFINED 01 SOLE
BRIGHT HORIZON FAMILY SOLUTION COM 109195107 0 000000000174 SH DEFINED 01 SOLE
BRIGHTPOINT INC COM 109473108 0 000000001973 SH DEFINED 01 SOLE
BRINKER INTL INC COM 109641100 0 000000013106 SH DEFINED 01 SOLE
BRISTOL MYERS SQUIBB CO COM 110122108 1,246 000000017700 SH SOLE SOLE
BRISTOL MYERS SQUIBB CO COM 110122108 0 000000341278 SH DEFINED 01 SOLE
BRISTOL MYERS SQUIBB CO COM 110122108 1,019 000000014816 SH DEFINED 02 SOLE
BROADVISION INC COM 111412102 0 000000000672 SH DEFINED 01 SOLE
BROOKE GROUP LTD COM 112525100 0 000000000323 SH DEFINED 01 SOLE
BROOKLINE BANCORP INC COM 113739106 0 000000000515 SH DEFINED 01 SOLE
BROOKS AUTOMATION INC COM 11434A100 0 000000000125 SH DEFINED 01 SOLE
BROOKTROUT INC COM 114580103 0 000000000200 SH DEFINED 01 SOLE
BROWN & BROWN INC COM 115236101 0 000000000396 SH DEFINED 01 SOLE
BROWN FORMAN CORP CL A 115637100 4 000000000083 SH DEFINED 02 SOLE
BROWN FORMAN CORP CL B 115637209 0 000000011737 SH DEFINED 01 SOLE
BROWN TOM INC COM NEW 115660201 0 000000001008 SH DEFINED 01 SOLE
BROWN SHOE INC NEW COM 115736100 0 000000000678 SH DEFINED 01 SOLE
BROWNING FERRIS INDS COM 115885105 0 000000177055 SH DEFINED 01 SOLE
BRUNSWICK CORP COM 117043109 0 000000015884 SH DEFINED 01 SOLE
BRUSH WELLMAN INC COM 117421107 0 000000000612 SH DEFINED 01 SOLE
BUCKEYE TECHNOLOGIES INC COM 118255108 0 000000000887 SH DEFINED 01 SOLE
BUCKLE INC COM 118440106 0 000000000258 SH DEFINED 01 SOLE
BUDGET GROUP INC CL A 119003101 0 000000000972 SH DEFINED 01 SOLE
BUFFETS INC COM 119882108 0 000000006665 SH DEFINED 01 SOLE
BUILDING ONE SVCS CORP COM 120114103 0 000000001458 SH DEFINED 01 SOLE
BURLINGTON COAT FACTORY COM 121579106 0 000000000765 SH DEFINED 01 SOLE
BURLINGTON INDS INC COM 121693105 0 000000008369 SH DEFINED 01 SOLE
BURLINGTON NORTHN SANTA FE CP COM 12189T104 0 000000086956 SH DEFINED 01 SOLE
BURLINGTON NORTHN SANTA FE CP COM 12189T104 189 000000005988 SH DEFINED 02 SOLE
BURLINGTON RES INC COM 122014103 0 000000030668 SH DEFINED 01 SOLE
BURNHAM PAC PPTYS INC COM 12232C108 0 000000001200 SH DEFINED 01 SOLE
BURR BROWN CORP COM 122574106 0 000000000911 SH DEFINED 01 SOLE
BUSH BOAKE ALLEN INC COM 123162109 0 000000000228 SH DEFINED 01 SOLE
BUTLER MFG CO DEL COM 123655102 0 000000000204 SH DEFINED 01 SOLE
C&D TECHNOLOGIES INC COM 124661109 0 000000000469 SH DEFINED 01 SOLE
CBL & ASSOC PPTYS INC COM 124830100 0 000000000875 SH DEFINED 01 SOLE
CCC INFORMATION SVCS GROUP INC COM 12487Q109 0 000000000893 SH DEFINED 01 SOLE
CCB FINL CORP COM 124875105 0 000000004670 SH DEFINED 01 SOLE
CB RICHARD ELLIS SVCS INC COM 12489L108 0 000000000510 SH DEFINED 01 SOLE
CBRL GROUP INC COM 12489V106 0 000000007862 SH DEFINED 01 SOLE
CBS CORP COM 12490K107 0 000000123186 SH DEFINED 01 SOLE
CBS CORP COM 12490K107 52 000000001200 SH DEFINED 02 SOLE
CFW COMMUNICATION CO COM 124923103 0 000000000486 SH DEFINED 01 SOLE
CFSB BANCORP COM 124927104 0 000000000343 SH DEFINED 01 SOLE
C COR ELECTRS INC COM 125010108 0 000000000126 SH DEFINED 01 SOLE
C-CUBE MICROSYSTEMS INC COM 125015107 0 000000001308 SH DEFINED 01 SOLE
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Page 11 99-08-13 17:14:14
FORM 13F
INFORMATION TABLE
QUARTER ENDING
06/30/1999
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
- ------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
C D I CORP COM 125071100 0 000000000414 SH DEFINED 01 SOLE
CDNOW INC NEW COM 125086108 0 000000000714 SH DEFINED 01 SOLE
CD RADIO INC COM 125127100 0 000000000528 SH DEFINED 01 SOLE
CDW COMPUTER CTRS INC COM 125129106 0 000000000521 SH DEFINED 01 SOLE
CEC ENTMT INC COM 125137109 0 000000000677 SH DEFINED 01 SOLE
C H ROBINSON WORLDWIDE INC COM 12541W100 0 000000001547 SH DEFINED 01 SOLE
CHS ELECTRONICS INC COM NEW 12542A206 0 000000001277 SH DEFINED 01 SOLE
CIGNA CORP COM 125509109 0 000000047461 SH DEFINED 01 SOLE
CIGNA CORP COM 125509109 253 000000002870 SH DEFINED 02 SOLE
CLECO CORP COM 12561M107 0 000000003513 SH DEFINED 01 SOLE
CMGI INC COM 125750109 0 000000004458 SH DEFINED 01 SOLE
CMI CORP CL A 125761304 0 000000000347 SH DEFINED 01 SOLE
CMP GROUP INC COM 125887109 0 000000004933 SH DEFINED 01 SOLE
CMS ENERGY CORP COM 125896100 0 000000020245 SH DEFINED 01 SOLE
CMS ENERGY CORP COM CL G 125896209 0 000000000503 SH DEFINED 01 SOLE
CPI CORP COM 125902106 0 000000000371 SH DEFINED 01 SOLE
CPB INC COM 125903104 0 000000000151 SH DEFINED 01 SOLE
CSS INDS INC COM 125906107 0 000000000240 SH DEFINED 01 SOLE
CNET INC SB NT CV 1 125945AA3 0 065000000000 PRN DEFINED 01 SOLE
CNET INC COM 125945105 0 000000002723 SH DEFINED 01 SOLE
CTG RES INC COM 125957100 0 000000000124 SH DEFINED 01 SOLE
CSK AUTO CORP COM 125965103 0 000000000707 SH DEFINED 01 SOLE
CNA SURETY CORP COM 12612L108 0 000000000618 SH DEFINED 01 SOLE
CNF TRANSN INC COM 12612W104 0 000000006279 SH DEFINED 01 SOLE
CNF TRANSN INC COM 12612W104 35 000000000900 SH DEFINED 02 SOLE
CNB BANCSHARES INC COM 126126101 0 000000078652 SH DEFINED 01 SOLE
CSG SYS INTL INC COM 126349109 0 000000001938 SH DEFINED 01 SOLE
CSX CORP COM 126408103 0 000000037484 SH DEFINED 01 SOLE
CSX CORP COM 126408103 63 000000001400 SH DEFINED 02 SOLE
CTC COMMUNICATIONS CORP COM 126418102 0 000000000169 SH DEFINED 01 SOLE
CT COMMUNICATIONS INC COM NEW 126426402 0 000000000142 SH DEFINED 01 SOLE
CTS CORP COM 126501105 0 000000000426 SH DEFINED 01 SOLE
CUNO INC COM 126583103 0 000000000606 SH DEFINED 01 SOLE
CVB FINL CORP COM 126600105 0 000000000401 SH DEFINED 01 SOLE
CVS CORP COM 126650100 0 000000066852 SH DEFINED 01 SOLE
CVS CORP COM 126650100 172 000000003300 SH DEFINED 02 SOLE
CABLEVISION SYS CORP CL A 12686C109 0 000000008100 SH DEFINED 01 SOLE
CABLETRON SYS INC COM 126920107 0 000000026658 SH DEFINED 01 SOLE
CABLE DESIGN TECHNOLOGIES CORP COM 126924109 0 000000001056 SH DEFINED 01 SOLE
CABOT CORP COM 127055101 0 000000013476 SH DEFINED 01 SOLE
CABOT INDUSTRIAL TRUST COM 127072106 0 000000000696 SH DEFINED 01 SOLE
CABOT OIL & GAS CORP CL A 127097103 0 000000000858 SH DEFINED 01 SOLE
CACI INTL INC CL A 127190304 0 000000000162 SH DEFINED 01 SOLE
CADENCE DESIGN SYSTEM INC COM 127387108 0 000000028147 SH DEFINED 01 SOLE
CADIZ INC COM 127537108 0 000000001290 SH DEFINED 01 SOLE
CAL DIVE INTL INC COM 127914109 0 000000000186 SH DEFINED 01 SOLE
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Page 12 99-08-13 17:14:14
FORM 13F
INFORMATION TABLE
QUARTER ENDING
06/30/1999
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
- ------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CALGON CARBON CORP COM 129603106 0 000000001278 SH DEFINED 01 SOLE
CALIFORNIA WTR SVC GROUP COM 130788102 0 000000000432 SH DEFINED 01 SOLE
CALLAWAY GOLF CO COM 131193104 0 000000008694 SH DEFINED 01 SOLE
CALPINE CORP COM 131347106 0 000000000984 SH DEFINED 01 SOLE
CAMBREX CORP COM 132011107 0 000000000870 SH DEFINED 01 SOLE
CAMBRIDGE TECH PARTNERS MASS COM 132524109 0 000000007563 SH DEFINED 01 SOLE
CAMDEN PPTY TR SH BEN INT 133131102 0 000000001673 SH DEFINED 01 SOLE
CAMPBELL SOUP CO COM 134429109 0 000000078191 SH DEFINED 01 SOLE
CAMPBELL SOUP CO COM 134429109 21 000000000500 SH DEFINED 02 SOLE
CANANDAIGUA BRANDS INC CL A 137219200 0 000000000594 SH DEFINED 01 SOLE
CAPITAL CITY BK GROUP INC COM 139674105 0 000000000137 SH DEFINED 01 SOLE
CAPITAL AUTOMOTIVE REIT COM SH BEN 139733109 0 000000000684 SH DEFINED 01 SOLE
CAPITAL ONE FINL CORP COM 14040H105 0 000000035291 SH DEFINED 01 SOLE
CAPITAL ONE FINL CORP COM 14040H105 114 000000002235 SH DEFINED 02 SOLE
CAPITAL RE CORP COM 140432105 0 000000004628 SH DEFINED 01 SOLE
CAPITAL SR LIVING CORP COM 140475104 0 000000000408 SH DEFINED 01 SOLE
CAPITAL SOUTHWEST CORP COM 140501107 0 000000000058 SH DEFINED 01 SOLE
CAPROCK COMMUNICATIONS CORP COM 140667106 0 000000000415 SH DEFINED 01 SOLE
CAPSTEAD MTG CORP COM 14067E100 0 000000002310 SH DEFINED 01 SOLE
CARBO CERAMICS INC COM 140781105 0 000000000126 SH DEFINED 01 SOLE
CARAUSTAR INDS INC COM 140909102 0 000000000929 SH DEFINED 01 SOLE
CARDINAL HEALTH INC COM 14149Y108 0 000000046716 SH DEFINED 01 SOLE
CARDINAL HEALTH INC COM 14149Y108 170 000000002850 SH DEFINED 02 SOLE
CAREER EDUCATION CORP COM 141665109 0 000000000117 SH DEFINED 01 SOLE
CAREERBUILDER INC COM 141684100 0 000000000374 SH DEFINED 01 SOLE
CAREMATRIX CORP SB NT CV 6 141706AC5 0 008250000000 PRN DEFINED 01 SOLE
CAREMATRIX CORP COM 141706101 0 000000000372 SH DEFINED 01 SOLE
CAREY DIVERSIFIED LLC COM 14174P105 0 000000000405 SH DEFINED 01 SOLE
CARLISLE COS INC COM 142339100 0 000000003553 SH DEFINED 01 SOLE
CARMIKE CINEMAS INC CL A 143436103 0 000000002400 SH DEFINED 01 SOLE
CARNIVAL CORP COM 143658102 0 000000112384 SH DEFINED 01 SOLE
CARNIVAL CORP COM 143658102 314 000000006500 SH DEFINED 02 SOLE
CAROLINA FIRST CORP COM 143877108 0 000000000838 SH DEFINED 01 SOLE
CARRIAGE SVCS INC CL A 143905107 0 000000000354 SH DEFINED 01 SOLE
CAROLINA PWR & LT CO COM 144141108 0 000000026220 SH DEFINED 01 SOLE
CAROLINA PWR & LT CO COM 144141108 4 000000000100 SH DEFINED 02 SOLE
CARPENTER TECHNOLOGY CORP COM 144285103 0 000000003307 SH DEFINED 01 SOLE
CARRIER ACCESS CORP COM 144460102 0 000000000354 SH DEFINED 01 SOLE
CARTER WALLACE INC COM 146285101 0 000000006078 SH DEFINED 01 SOLE
CASE CORP COM 14743R103 0 000000077755 SH DEFINED 01 SOLE
CASELLA WASTE SYS INC CL A 147448104 0 000000000258 SH DEFINED 01 SOLE
CASEYS GEN STORES INC COM 147528103 0 000000001979 SH DEFINED 01 SOLE
CASH AMER INTL INC COM 14754D100 0 000000002547 SH DEFINED 01 SOLE
CASTLE A M & CO COM 148411101 0 000000000420 SH DEFINED 01 SOLE
CASTLE & COOKE INC NEW COM 148433105 0 000000000492 SH DEFINED 01 SOLE
CATALINA MARKETING CORP COM 148867104 0 000000000690 SH DEFINED 01 SOLE
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Page 13 99-08-13 17:14:14
FORM 13F
INFORMATION TABLE
QUARTER ENDING
06/30/1999
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
- ------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CATALYTICA INC COM 148885106 0 000000001793 SH DEFINED 01 SOLE
CATAPULT COMMUNICATIONS CORP COM 149016107 0 000000000232 SH DEFINED 01 SOLE
CATERPILLAR INC DEL COM 149123101 0 000000072390 SH DEFINED 01 SOLE
CATERPILLAR INC DEL COM 149123101 234 000000003868 SH DEFINED 02 SOLE
CATHAY BANCORP INC COM 149150104 0 000000000270 SH DEFINED 01 SOLE
CATO CORP NEW CL A 149205106 0 000000000594 SH DEFINED 01 SOLE
CELLSTAR CORP COM 150925105 0 000000001272 SH DEFINED 01 SOLE
CELGENE CORP COM 151020104 0 000000000252 SH DEFINED 01 SOLE
CELL PATHWAYS INC NEW COM 15114R101 0 000000000370 SH DEFINED 01 SOLE
CELLNET DATA SYS INC COM 15115M101 0 000000001362 SH DEFINED 01 SOLE
CELLULAR COMMUNICATIONS P R COM 15116N108 0 000000125417 SH DEFINED 01 SOLE
CENDANT CORP COM 151313103 0 000000132929 SH DEFINED 01 SOLE
CENTENNIAL BANCORP COM 15133T104 0 000000000631 SH DEFINED 01 SOLE
CENTENNIAL CELLULAR CORP CL A NEW 15133V208 0 000000000690 SH DEFINED 01 SOLE
CENTERPOINT PPTYS TR SH BEN INT 151895109 0 000000000756 SH DEFINED 01 SOLE
CENTERTRUST RETAIL PPTYS INC COM 152038105 0 000000000960 SH DEFINED 01 SOLE
CENTEX CONSTRUCTION PRODUCTS COM 15231R109 0 000000000342 SH DEFINED 01 SOLE
CENTEX CORP COM 152312104 0 000000014631 SH DEFINED 01 SOLE
CENTEX CORP COM 152312104 17 000000000500 SH DEFINED 02 SOLE
CENTOCOR INC COM 152342101 0 000000009418 SH DEFINED 01 SOLE
CENTRAL & SOUTH WEST CORP COM 152357109 0 000000036782 SH DEFINED 01 SOLE
CENTRAL & SOUTH WEST CORP COM 152357109 2 000000000100 SH DEFINED 02 SOLE
CENTRAL GARDEN & PET CO COM 153527106 0 000000001038 SH DEFINED 01 SOLE
CENTRAL HUDSON GAS & ELEC CORP COM 153609102 0 000000000630 SH DEFINED 01 SOLE
CENTRAL PKG CORP COM 154785109 0 000000003725 SH DEFINED 01 SOLE
CENTURA BKS INC COM 15640T100 0 000000001700 SH DEFINED 01 SOLE
CENTURY BUSINESS SVCS INC COM 156490104 0 000000002195 SH DEFINED 01 SOLE
CENTURY COMMUNICATIONS CORP CL A 156503104 0 000000051182 SH DEFINED 01 SOLE
CENTURY SOUTH BKS INC COM 156683104 0 000000000336 SH DEFINED 01 SOLE
CENTURYTEL INC COM 156700106 0 000000021759 SH DEFINED 01 SOLE
CEPHALON INC COM 156708109 0 000000001014 SH DEFINED 01 SOLE
CERIDIAN CORP COM 15677T106 0 000000039250 SH DEFINED 01 SOLE
CERNER CORP COM 156782104 0 000000000970 SH DEFINED 01 SOLE
CERUS CORP COM 157085101 0 000000000161 SH DEFINED 01 SOLE
CHAMPION ENTERPRISES INC COM 158496109 0 000000002753 SH DEFINED 01 SOLE
CHAMPION INTL CORP COM 158525105 0 000000021188 SH DEFINED 01 SOLE
CHAMPIONSHIP AUTO RACING TEAM COM 158711101 0 000000000384 SH DEFINED 01 SOLE
CHANCELLOR MEDIA CORP COM 158915108 0 000000003262 SH DEFINED 01 SOLE
CHARTER ONE FINL INC COM 160903100 0 000000019315 SH DEFINED 01 SOLE
CHARTER MUN MTG ACCEP CO SH BEN INT 160908109 0 000000000774 SH DEFINED 01 SOLE
CHARMING SHOPPES INC COM 161133103 0 000000003674 SH DEFINED 01 SOLE
CHART INDS INC COM 16115Q100 0 000000000600 SH DEFINED 01 SOLE
CHASE MANHATTAN CORP NEW COM 16161A108 0 000000151102 SH DEFINED 01 SOLE
CHASE MANHATTAN CORP NEW COM 16161A108 538 000000006481 SH DEFINED 02 SOLE
CHATEAU CMNTYS INC COM 161726104 0 000000000792 SH DEFINED 01 SOLE
CHATTEM INC COM 162456107 0 000000000366 SH DEFINED 01 SOLE
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Page 14 99-08-13 17:14:14
FORM 13F
INFORMATION TABLE
QUARTER ENDING
06/30/1999
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
- ------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CHEAP TICKETS INC COM 162672109 0 000000000311 SH DEFINED 01 SOLE
CHECKFREE HLDGS CORP COM 162816102 0 000000001493 SH DEFINED 01 SOLE
CHECKPOINT SYS INC COM 162825103 0 000000001074 SH DEFINED 01 SOLE
CHEESECAKE FACTORY INC COM 163072101 0 000000000624 SH DEFINED 01 SOLE
CHELSEA GCA RLTY INC COM 163262108 0 000000000588 SH DEFINED 01 SOLE
CHEMED CORP COM 163596109 0 000000000348 SH DEFINED 01 SOLE
CHEMFIRST INC COM 16361A106 0 000000000690 SH DEFINED 01 SOLE
CHEMICAL FINL CORP COM 163731102 0 000000000504 SH DEFINED 01 SOLE
CHESAPEAKE CORP COM 165159104 0 000000003286 SH DEFINED 01 SOLE
CHESAPEAKE ENERGY CORP COM 165167107 0 000000002082 SH DEFINED 01 SOLE
CHEVRON CORPORATION COM 166751107 0 000000119642 SH DEFINED 01 SOLE
CHEVRON CORPORATION COM 166751107 809 000000009000 SH DEFINED 02 SOLE
CHICAGO TITLE CORP COM 168228104 0 000000001816 SH DEFINED 01 SOLE
CHICOS FAS INC COM 168615102 0 000000000117 SH DEFINED 01 SOLE
CHILDRENS PL RETAIL STORES INC COM 168905107 0 000000000486 SH DEFINED 01 SOLE
CHOICE HOTELS INTL INC COM 169905106 0 000000001350 SH DEFINED 01 SOLE
CHIQUITA BRANDS INTL INC COM 170032106 0 000000001410 SH DEFINED 01 SOLE
CHIREX INC COM 170038103 0 000000000486 SH DEFINED 01 SOLE
CHIRON CORP COM 170040109 0 000000033095 SH DEFINED 01 SOLE
CHITTENDEN CORP COM 170228100 0 000000001090 SH DEFINED 01 SOLE
CHOICEPOINT INC COM 170388102 0 000000000551 SH DEFINED 01 SOLE
CHRIS CRAFT INDS INC COM 170520100 0 000000003909 SH DEFINED 01 SOLE
CHUBB CORP COM 171232101 0 000000027835 SH DEFINED 01 SOLE
CHURCH & DWIGHT INC COM 171340102 0 000000002899 SH DEFINED 01 SOLE
CHURCHILL DOWNS INC COM 171484108 0 000000000282 SH DEFINED 01 SOLE
CILCORP INC COM 171794100 0 000000000510 SH DEFINED 01 SOLE
CINCINNATI BELL INC COM 171870108 0 000000015948 SH DEFINED 01 SOLE
CINCINNATI FINL CORP COM 172062101 0 000000028294 SH DEFINED 01 SOLE
CINERGY CORP COM 172474108 0 000000027504 SH DEFINED 01 SOLE
CIRCLE INTL GROUP INC COM 172574105 0 000000000491 SH DEFINED 01 SOLE
CIRCUIT CITY STORE INC CIRCT CITY 172737108 0 000000018078 SH DEFINED 01 SOLE
CIRCUIT CITY STORE INC CIRCT CITY 172737108 16 000000000200 SH DEFINED 02 SOLE
CISCO SYS INC COM 17275R102 523 000000008125 SH SOLE SOLE
CISCO SYS INC COM 17275R102 0 000000520679 SH DEFINED 01 SOLE
CISCO SYS INC COM 17275R102 1,460 000000023600 SH DEFINED 02 SOLE
CIRRUS LOGIC CORP COM 172755100 0 000000009531 SH DEFINED 01 SOLE
CITADEL COMMUNICATIONS CORP COM 172853202 0 000000000350 SH DEFINED 01 SOLE
CITATION CORP ALA COM 172895104 0 000000000408 SH DEFINED 01 SOLE
CINTAS CORP COM 172908105 0 000000015368 SH DEFINED 01 SOLE
CITIGROUP INC COM 172967101 524 000000011050 SH SOLE SOLE
CITIGROUP INC COM 172967101 0 000000586374 SH DEFINED 01 SOLE
CITIGROUP INC COM 172967101 1,416 000000031258 SH DEFINED 02 SOLE
CITIZENS BKG CORP MICH COM 174420109 0 000000000906 SH DEFINED 01 SOLE
CITRIX SYS INC COM 177376100 0 000000012087 SH DEFINED 01 SOLE
CITY HLDG CO COM 177835105 0 000000000635 SH DEFINED 01 SOLE
CITY NATL CORP COM 178566105 0 000000005365 SH DEFINED 01 SOLE
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Page 15 99-08-13 17:14:14
FORM 13F
INFORMATION TABLE
QUARTER ENDING
06/30/1999
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
- ------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CLAIRE'S STORES INC COM 179584107 0 000000007394 SH DEFINED 01 SOLE
CLARCOR INC COM 179895107 0 000000000900 SH DEFINED 01 SOLE
CLARIFY INC COM 180492100 0 000000000830 SH DEFINED 01 SOLE
CLAYTON HOMES INC COM 184190106 0 000000016784 SH DEFINED 01 SOLE
CLEAR CHANNEL COMMUNICATIONS COM 184502102 0 000000062341 SH DEFINED 01 SOLE
CLEAR CHANNEL COMMUNICATIONS COM 184502102 9 000000000150 SH DEFINED 02 SOLE
CLEVELAND CLIFFS INC COM 185896107 0 000000001775 SH DEFINED 01 SOLE
CLOROX CO DEL COM 189054109 0 000000025637 SH DEFINED 01 SOLE
CLOROX CO DEL COM 189054109 99 000000001000 SH DEFINED 02 SOLE
CLOSURE MED CORP COM 189093107 0 000000000234 SH DEFINED 01 SOLE
COACH USA INC COM 18975L106 0 000000090900 SH DEFINED 01 SOLE
COACHMEN INDS INC COM 189873102 0 000000000624 SH DEFINED 01 SOLE
COASTAL CORP COM 190441105 0 000000052519 SH DEFINED 01 SOLE
COASTAL CORP COM 190441105 4 000000000100 SH DEFINED 02 SOLE
COCA COLA BOTTLING CO CONS COM 191098102 0 000000000084 SH DEFINED 01 SOLE
COCA COLA CO COM 191216100 0 000000423665 SH DEFINED 01 SOLE
COCA COLA CO COM 191216100 1,174 000000019032 SH DEFINED 02 SOLE
COCA COLA ENTERPRISES INC COM 191219104 0 000000072956 SH DEFINED 01 SOLE
COGNEX CORP COM 192422103 0 000000001271 SH DEFINED 01 SOLE
COGNIZANT TECHNOLOGY SOLUTIONS CL A 192446102 0 000000000140 SH DEFINED 01 SOLE
COHERENT INC COM 192479103 0 000000000894 SH DEFINED 01 SOLE
COHU INC COM 192576106 0 000000000366 SH DEFINED 01 SOLE
COINSTAR INC COM 19259P300 0 000000000227 SH DEFINED 01 SOLE
COLDWATER CREEK INC COM 193068103 0 000000000384 SH DEFINED 01 SOLE
COLE KENNETH PRODTNS INC CL A 193294105 0 000000001470 SH DEFINED 01 SOLE
COLEMAN INC NEW COM 193559101 0 000000000360 SH DEFINED 01 SOLE
COLGATE PALMOLIVE CO COM 194162103 0 000000050207 SH DEFINED 01 SOLE
COLGATE PALMOLIVE CO COM 194162103 275 000000002800 SH DEFINED 02 SOLE
COLLINS & AIKMAN CORP NEW COM 194830105 0 000000002202 SH DEFINED 01 SOLE
COLONIAL GAS CO COM 195674106 0 000000000336 SH DEFINED 01 SOLE
COLONIAL PPTYS TR COM SH BEN 195872106 0 000000000978 SH DEFINED 01 SOLE
COLUMBIA ENERGY GROUP COM 197648108 0 000000014428 SH DEFINED 01 SOLE
COLUMBIA ENERGY GROUP COM 197648108 51 000000000800 SH DEFINED 02 SOLE
COLUMBIA/HCA HEALTHCARE CORP COM 197677107 0 000000104861 SH DEFINED 01 SOLE
COLUMBIA/HCA HEALTHCARE CORP COM 197677107 16 000000000700 SH DEFINED 02 SOLE
COLUMBIA LABS INC COM 197779101 0 000000000876 SH DEFINED 01 SOLE
COLUMBIA SPORTSWEAR CO COM 198516106 0 000000000222 SH DEFINED 01 SOLE
COLUMBUS MCKINNON CORP N Y COM 199333105 0 000000000432 SH DEFINED 01 SOLE
COMAIR HOLDINGS INC COM 199789108 0 000000012804 SH DEFINED 01 SOLE
COMFORT SYS USA INC COM 199908104 0 000000001335 SH DEFINED 01 SOLE
COMCAST CORP CL A SPL 200300200 0 000000148770 SH DEFINED 01 SOLE
COMDISCO INC COM 200336105 0 000000019175 SH DEFINED 01 SOLE
COMERICA INC COM 200340107 0 000000061775 SH DEFINED 01 SOLE
COMERICA INC COM 200340107 155 000000002670 SH DEFINED 02 SOLE
COMMERCE BANCORP INC NJ COM 200519106 0 000000002182 SH DEFINED 01 SOLE
COMMERCE GROUP INC MASS COM 200641108 0 000000002078 SH DEFINED 01 SOLE
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Page 16 99-08-13 17:14:14
FORM 13F
INFORMATION TABLE
QUARTER ENDING
06/30/1999
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
- ------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
COMMERCIAL FEDERAL CORPORATION COM 201647104 0 000000002280 SH DEFINED 01 SOLE
COMMERCIAL INTERTECH CORP COM 201709102 0 000000000486 SH DEFINED 01 SOLE
COMMERCIAL METALS CO COM 201723103 0 000000000504 SH DEFINED 01 SOLE
COMMERCIAL NET LEASE RLTY INC COM 202218103 0 000000001128 SH DEFINED 01 SOLE
COMMNET CELLULAR INC COM 202604203 0 000000000780 SH DEFINED 01 SOLE
COMMONWEALTH BANCORP INC COM 20268X102 0 000000000503 SH DEFINED 01 SOLE
COMMONWEALTH ENERGY SYS COM SH BEN 202800108 0 000000000690 SH DEFINED 01 SOLE
COMMONWEALTH TEL ENTERPRISES COM 203349105 0 000000000426 SH DEFINED 01 SOLE
COMMSCOPE INC COM 203372107 0 000000001482 SH DEFINED 01 SOLE
COMMUNITY FIRST BANKSHARES INC COM 203902101 0 000000001770 SH DEFINED 01 SOLE
COMMUNITY TR BANCORP INC COM 204149108 0 000000000414 SH DEFINED 01 SOLE
COMPAQ COMPUTER CORP COM 204493100 0 000000264646 SH DEFINED 01 SOLE
COMPAQ COMPUTER CORP COM 204493100 322 000000014396 SH DEFINED 02 SOLE
COMPLETE BUSINESS SOLUTIONS COM 20452F107 0 000000000504 SH DEFINED 01 SOLE
COMPUCOM SYS INC COM 204780100 0 000000000842 SH DEFINED 01 SOLE
COMPUTER ASSOC INTL INC COM 204912109 0 000000089460 SH DEFINED 01 SOLE
COMPUTER ASSOC INTL INC COM 204912109 324 000000006195 SH DEFINED 02 SOLE
COMPUTER NETWORK TECHNOLOGY CP COM 204925101 0 000000000408 SH DEFINED 01 SOLE
COMPUSA INC COM 204932107 0 000000010731 SH DEFINED 01 SOLE
COMPUTER SCIENCES CORP COM 205363104 0 000000024618 SH DEFINED 01 SOLE
COMPUTER TASK GROUP INC COM 205477102 0 000000005337 SH DEFINED 01 SOLE
COMPX INTERNATIONAL INC CL A 20563P101 0 000000000222 SH DEFINED 01 SOLE
COMPUWARE CORP COM 205638109 0 000000070568 SH DEFINED 01 SOLE
COMSAT CORP COM SER 1 20564D107 0 000000006091 SH DEFINED 01 SOLE
COMSAT CORP COM SER 1 20564D107 6 000000000200 SH DEFINED 02 SOLE
COMVERSE TECHNOLOGY INC SB DB CV 5 205862AE5 0 030000000000 PRN DEFINED 01 SOLE
COMVERSE TECHNOLOGY INC COM PAR $0 205862402 0 000000009444 SH DEFINED 01 SOLE
CONAGRA INC COM 205887102 0 000000102339 SH DEFINED 01 SOLE
CONAGRA INC COM 205887102 15 000000000600 SH DEFINED 02 SOLE
CONCENTRIC NETWORK CORP COM 20589R107 0 000000001501 SH DEFINED 01 SOLE
CONCENTRA MANAGED CARE INC COM 20589T103 0 000000007265 SH DEFINED 01 SOLE
COMPUTER HORIZONS CORP COM 205908106 0 000000001172 SH DEFINED 01 SOLE
COM21 INC COM 205937105 0 000000000192 SH DEFINED 01 SOLE
CONCORD COMMUNICATIONS INC COM 206186108 0 000000000497 SH DEFINED 01 SOLE
CONCORD EFS INC COM 206197105 0 000000017432 SH DEFINED 01 SOLE
CONCUR TECHNOLOGIES INC COM 206708109 0 000000000378 SH DEFINED 01 SOLE
CONCURRENT COMPUTER CORP NEW COM 206710204 0 000000000653 SH DEFINED 01 SOLE
CONECTIV INC COM 206829103 0 000000010755 SH DEFINED 01 SOLE
CONEXANT SYSTEMS INC COM 207142100 30 000000000550 SH DEFINED 02 SOLE
CONMED CORP COM 207410101 0 000000000570 SH DEFINED 01 SOLE
CONNECTICUT ENERGY CORP COM 207567108 0 000000000390 SH DEFINED 01 SOLE
CONNING CORP COM 208215103 0 000000000489 SH DEFINED 01 SOLE
CONSECO INC COM 208464107 407 000000013400 SH SOLE SOLE
CONSECO INC COM 208464107 0 000000082259 SH DEFINED 01 SOLE
CONSOLIDATED EDISON INC COM 209115104 0 000000039160 SH DEFINED 01 SOLE
CONSOLIDATED EDISON INC COM 209115104 286 000000006070 SH DEFINED 02 SOLE
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Page 17 99-08-13 17:14:14
FORM 13F
INFORMATION TABLE
QUARTER ENDING
06/30/1999
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
- ------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CONSOLIDATED FREIGHTWAYS CORP COM 209232107 0 000000000792 SH DEFINED 01 SOLE
CONSOLIDATED GRAPHICS INC COM 209341106 0 000000000456 SH DEFINED 01 SOLE
CONSOLIDATED NAT GAS CO COM 209615103 0 000000016422 SH DEFINED 01 SOLE
CONSOLIDATED PAPERS INC COM 209759109 0 000000014761 SH DEFINED 01 SOLE
CONSOLIDATED PRODS INC COM 209798107 0 000000001380 SH DEFINED 01 SOLE
CONSOLIDATED STORES CORP COM 210149100 0 000000040222 SH DEFINED 01 SOLE
CONSTELLATION ENERGY CORP COM 210371100 0 000000030848 SH DEFINED 01 SOLE
CONTIFINANCIAL CORP COM 21075V107 0 000000000432 SH DEFINED 01 SOLE
CONVERGYS CORP COM 212485106 0 000000017653 SH DEFINED 01 SOLE
COOPER CAMERON CORP COM 216640102 0 000000000500 SH DEFINED 01 SOLE
COOPER COS INC COM NEW 216648402 0 000000000558 SH DEFINED 01 SOLE
COOPER INDS INC COM 216669101 0 000000016283 SH DEFINED 01 SOLE
COOPER TIRE & RUBR CO COM 216831107 0 000000013222 SH DEFINED 01 SOLE
COORS ADOLPH CO CL B 217016104 0 000000007868 SH DEFINED 01 SOLE
COPART INC COM 217204106 0 000000000702 SH DEFINED 01 SOLE
COR THERAPEUTICS INC COM 217753102 0 000000000919 SH DEFINED 01 SOLE
CORDANT TECHNOLOGIES INC COM 218412104 0 000000004241 SH DEFINED 01 SOLE
CORNERSTONE PROPANE PARTNR L P UNIT LTD P 218916104 0 000000000375 SH DEFINED 01 SOLE
CORN PRODS INTL INC COM 219023108 0 000000001409 SH DEFINED 01 SOLE
CORN PRODS INTL INC COM 219023108 60 000000002000 SH DEFINED 02 SOLE
CORNERSTONE RLTY INCOME TR INC COM 21922V102 0 000000001469 SH DEFINED 01 SOLE
CORNING INC COM 219350105 638 000000009100 SH SOLE SOLE
CORNING INC COM 219350105 0 000000042166 SH DEFINED 01 SOLE
CORNING INC COM 219350105 135 000000002200 SH DEFINED 02 SOLE
CORPORATE EXECUTIVE BRD CO COM 21988R102 0 000000000186 SH DEFINED 01 SOLE
CORPORATE EXPRESS INC COM 219888104 0 000000005153 SH DEFINED 01 SOLE
CORT BUSINESS SVCS CORP COM 220493100 0 000000000492 SH DEFINED 01 SOLE
CORUS BANKSHARES INC COM 220873103 0 000000000300 SH DEFINED 01 SOLE
COST PLUS INC CALIF COM 221485105 0 000000000498 SH DEFINED 01 SOLE
COSTCO COMPANIES INC COM 22160Q102 0 000000039872 SH DEFINED 01 SOLE
COSTCO COMPANIES INC COM 22160Q102 110 000000001500 SH DEFINED 02 SOLE
COTELLIGENT INC COM 221630106 0 000000000474 SH DEFINED 01 SOLE
COULTER PHARMACEUTICAL INC COM 222116105 0 000000000522 SH DEFINED 01 SOLE
COUNTRYWIDE CR INDS INC DEL COM 222372104 0 000000020900 SH DEFINED 01 SOLE
COUNTRYWIDE CR INDS INC DEL COM 222372104 37 000000000900 SH DEFINED 02 SOLE
COUSINS PPTYS INC COM 222795106 0 000000000954 SH DEFINED 01 SOLE
COVANCE INC COM 222816100 0 000000009036 SH DEFINED 01 SOLE
COVANCE INC COM 222816100 5 000000000250 SH DEFINED 02 SOLE
COVENTRY HEALTH CARE INC COM 222862104 0 000000002208 SH DEFINED 01 SOLE
COX RADIO INC CL A 224051102 0 000000000330 SH DEFINED 01 SOLE
CRANE CO COM 224399105 0 000000011868 SH DEFINED 01 SOLE
CRAWFORD & CO CL B 224633107 0 000000001361 SH DEFINED 01 SOLE
CREATIVE COMPUTERS INC COM 22527E107 0 000000000672 SH DEFINED 01 SOLE
CREDENCE SYS CORP COM 225302108 0 000000000768 SH DEFINED 01 SOLE
CREDIT ACCEP CORP MICH COM 225310101 0 000000000834 SH DEFINED 01 SOLE
CREDITRUST CORP COM 225429109 0 000000000152 SH DEFINED 01 SOLE
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Page 18 99-08-13 17:14:14
FORM 13F
INFORMATION TABLE
QUARTER ENDING
06/30/1999
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
- ------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CREE RESH INC COM 225447101 0 000000000188 SH DEFINED 01 SOLE
CRESTLINE CAP CORP COM 226153104 2 000000000150 SH DEFINED 02 SOLE
CROMPTON & KNOWLES CORP COM 227111101 0 000000007544 SH DEFINED 01 SOLE
CROSS TIMBERS OIL CO COM 227573102 0 000000001452 SH DEFINED 01 SOLE
CROSSMANN CMNTYS INC COM 22764E109 0 000000000276 SH DEFINED 01 SOLE
CROWN AMERN RLTY TR SH BEN INT 228186102 0 000000000864 SH DEFINED 01 SOLE
CROWN CORK & SEAL INC COM 228255105 0 000000054471 SH DEFINED 01 SOLE
CROWN CORK & SEAL INC PFD CV 4.5 228255303 0 000615000000 PRN DEFINED 01 SOLE
CUBIC CORP COM 229669106 0 000000000204 SH DEFINED 01 SOLE
CULLEN FROST BANKERS INC COM 229899109 0 000000002004 SH DEFINED 01 SOLE
CUMMINS ENGINE INC COM 231021106 0 000000007225 SH DEFINED 01 SOLE
CUMULUS MEDIA INC CL A 231082108 0 000000000317 SH DEFINED 01 SOLE
CURTISS WRIGHT CORP COM 231561101 0 000000000186 SH DEFINED 01 SOLE
CYBERIAN OUTPOST INC COM 231914102 0 000000000379 SH DEFINED 01 SOLE
CUSTOMTRACKS CORP COM 232046102 0 000000000300 SH DEFINED 01 SOLE
CYBERCASH INC COM 232462101 0 000000000267 SH DEFINED 01 SOLE
CYBERONICS INC COM 23251P102 0 000000000226 SH DEFINED 01 SOLE
CYBEX COMPUTER PRODS CORP COM 232522102 0 000000000172 SH DEFINED 01 SOLE
CYGNUS INC COM 232560102 0 000000000332 SH DEFINED 01 SOLE
CYMER INC COM 232572107 0 000000001032 SH DEFINED 01 SOLE
CYPRESS SEMICONDUCTOR CORP COM 232806109 0 000000019442 SH DEFINED 01 SOLE
CYPRUS AMAX MINERALS CO COM 232809103 0 000000017398 SH DEFINED 01 SOLE
CYTEC INDS INC COM 232820100 0 000000005021 SH DEFINED 01 SOLE
CYTYC CORP COM 232946103 0 000000000600 SH DEFINED 01 SOLE
DII GROUP INC COM 232949107 0 000000001089 SH DEFINED 01 SOLE
DBT ONLINE INC COM 233044106 0 000000000276 SH DEFINED 01 SOLE
DPL INC COM 233293109 0 000000018509 SH DEFINED 01 SOLE
D R HORTON INC COM 23331A109 0 000000010830 SH DEFINED 01 SOLE
DSP GROUP INC COM 23332B106 0 000000000170 SH DEFINED 01 SOLE
DSP COMMUNICATIONS INC COM 23332K106 0 000000001440 SH DEFINED 01 SOLE
DTE ENERGY CO COM 233331107 0 000000028634 SH DEFINED 01 SOLE
DVI INC COM 233343102 0 000000000426 SH DEFINED 01 SOLE
DAIN RAUSCHER CORP COM 233856103 0 000000000468 SH DEFINED 01 SOLE
DAISYTEK INTL CORP COM 234053106 0 000000000420 SH DEFINED 01 SOLE
DAL-TILE INTL INC COM 23426R108 0 000000001320 SH DEFINED 01 SOLE
DALLAS SEMICONDUCTOR CORP COM 235204104 0 000000004868 SH DEFINED 01 SOLE
DAN RIV INC GA CL A 235774106 0 000000000761 SH DEFINED 01 SOLE
DANA CORP COM 235811106 0 000000037611 SH DEFINED 01 SOLE
DANAHER CORP DEL COM 235851102 0 000000030190 SH DEFINED 01 SOLE
DARDEN RESTAURANTS INC COM 237194105 0 000000024848 SH DEFINED 01 SOLE
DATA BROADCASTING CORP COM 237596101 0 000000000630 SH DEFINED 01 SOLE
DATA GEN CORP COM 237688106 0 000000015680 SH DEFINED 01 SOLE
DATA PROCESSING RES CORP COM 237823109 0 000000020228 SH DEFINED 01 SOLE
DATA TRANSMISSION NETWORK CORP COM 238017107 0 000000000372 SH DEFINED 01 SOLE
DATASCOPE CORP COM 238113104 0 000000000486 SH DEFINED 01 SOLE
DATASTREAM SYS INC COM 238124101 0 000000000590 SH DEFINED 01 SOLE
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Page 19 99-08-13 17:14:14
FORM 13F
INFORMATION TABLE
QUARTER ENDING
06/30/1999
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
- ------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
DAVE & BUSTERS INC COM 23833N104 0 000000000492 SH DEFINED 01 SOLE
DAVIDS BRIDAL INC COM 238576102 0 000000000323 SH DEFINED 01 SOLE
DAYTON HUDSON CORP COM 239753106 0 000000078360 SH DEFINED 01 SOLE
DAYTON HUDSON CORP COM 239753106 39 000000000600 SH DEFINED 02 SOLE
DEAN FOODS CO COM 242361103 0 000000004639 SH DEFINED 01 SOLE
DEB SHOPS INC COM 242728103 0 000000000183 SH DEFINED 01 SOLE
DEERE & CO COM 244199105 0 000000042929 SH DEFINED 01 SOLE
DEL MONTE FOODS CO COM 24522P103 0 000000000825 SH DEFINED 01 SOLE
DELCO REMY INTL INC CL A 246626105 0 000000000804 SH DEFINED 01 SOLE
DELL COMPUTER CORP COM 247025109 0 000000411599 SH DEFINED 01 SOLE
DELL COMPUTER CORP COM 247025109 644 000000017341 SH DEFINED 02 SOLE
DELPHI AUTOMOTIVE SYS CORP COM 247126105 0 000000097674 SH DEFINED 01 SOLE
DELPHI AUTOMOTIVE SYS CORP COM 247126105 0 000000006408 SH DEFINED 02 SOLE
DELPHI FINL GROUP INC CL A 247131105 0 000000000551 SH DEFINED 01 SOLE
DELTA AIR LINES INC DEL COM 247361108 0 000000024375 SH DEFINED 01 SOLE
DELTA AIR LINES INC DEL COM 247361108 92 000000001602 SH DEFINED 02 SOLE
DELTIC TIMBER CORP COM 247850100 0 000000000456 SH DEFINED 01 SOLE
DENBURY RES INC COM NEW 247916208 0 000000000650 SH DEFINED 01 SOLE
DELUXE CORP COM 248019101 0 000000013426 SH DEFINED 01 SOLE
DENDRITE INTL INC COM 248239105 0 000000000690 SH DEFINED 01 SOLE
DENTSPLY INTL INC NEW COM 249030107 0 000000006100 SH DEFINED 01 SOLE
DEPARTMENT 56 INC COM 249509100 0 000000000677 SH DEFINED 01 SOLE
DESTIA COMMUNICATIONS INC COM 25063E100 0 000000000463 SH DEFINED 01 SOLE
DETROIT DIESEL CORP COM 250837101 0 000000000318 SH DEFINED 01 SOLE
DEVELOPERS DIVERSIFIED RLTY CO COM 251591103 0 000000002299 SH DEFINED 01 SOLE
DEVON ENERGY CORP COM 251799102 0 000000001109 SH DEFINED 01 SOLE
DEVRY INC DEL COM 251893103 0 000000003649 SH DEFINED 01 SOLE
DEXTER CORP COM 252165105 0 000000003487 SH DEFINED 01 SOLE
DIACRIN INC COM 25243N103 592 000000105400 SH DEFINED 02 SOLE
DIAGNOSTIC PRODS CORP COM 252450101 0 000000000420 SH DEFINED 01 SOLE
DIAL CORP NEW COM 25247D101 0 000000011932 SH DEFINED 01 SOLE
DIAL CORP NEW COM 25247D101 119 000000003530 SH DEFINED 02 SOLE
DIALOGIC CORP COM 252499108 0 000000040666 SH DEFINED 01 SOLE
DIAMOND OFFSHORE DRILLING INC COM 25271C102 0 000000020200 SH DEFINED 01 SOLE
DIAMOND TECHNOLOGY PARTNERS CL A 252762109 0 000000000264 SH DEFINED 01 SOLE
DIAMONDS TR UNIT SER 1 252787106 0 000000320000 SH DEFINED 01 SOLE
DIEBOLD INC COM 253651103 0 000000008179 SH DEFINED 01 SOLE
DIGITAL MICROWAVE CORP COM 253859102 0 000000002321 SH DEFINED 01 SOLE
DIGITAL RIV INC COM 25388B104 0 000000000322 SH DEFINED 01 SOLE
DIME CMNTY BANCSHARES COM 253922108 0 000000000486 SH DEFINED 01 SOLE
DILLARDS INC CL A 254067101 0 000000018576 SH DEFINED 01 SOLE
DILLARDS INC CL A 254067101 107 000000003010 SH DEFINED 02 SOLE
DIME BANCORP INC NEW COM 25429Q102 0 000000021735 SH DEFINED 01 SOLE
DIMON INC COM 254394109 0 000000001673 SH DEFINED 01 SOLE
DIONEX CORP COM 254546104 0 000000000840 SH DEFINED 01 SOLE
DISCOUNT AUTO PTS INC COM 254642101 0 000000000318 SH DEFINED 01 SOLE
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Page 20 99-08-13 17:14:14
FORM 13F
INFORMATION TABLE
QUARTER ENDING
06/30/1999
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
- ------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
DISNEY WALT CO COM 254687106 0 000000356142 SH DEFINED 01 SOLE
DISNEY WALT CO COM 254687106 570 000000019300 SH DEFINED 02 SOLE
DOCUMENTUM INC COM 256159104 0 000000000474 SH DEFINED 01 SOLE
DOLE FOOD INC COM 256605106 185 000000006300 SH SOLE SOLE
DOLE FOOD INC COM 256605106 0 000000013224 SH DEFINED 01 SOLE
DOLLAR GEN CORP COM 256669102 0 000000038272 SH DEFINED 01 SOLE
DOLLAR GEN CORP COM 256669102 85 000000002965 SH DEFINED 02 SOLE
DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 0 000000000906 SH DEFINED 01 SOLE
DOLLAR TREE STORES INC COM 256747106 0 000000007914 SH DEFINED 01 SOLE
DOMINION RES INC VA COM 257470104 0 000000033047 SH DEFINED 01 SOLE
DOMINION RES INC VA COM 257470104 96 000000002187 SH DEFINED 02 SOLE
DONALDSON INC COM 257651109 0 000000006948 SH DEFINED 01 SOLE
DONNA KARAN INTL INC COM 257826107 0 000000000492 SH DEFINED 01 SOLE
DONNELLEY R R & SONS CO COM 257867101 0 000000022494 SH DEFINED 01 SOLE
DORAL FINL CORP COM 25811P100 0 000000001164 SH DEFINED 01 SOLE
DOUBLECLICK INC SB NT CV 1 258609AA4 0 000007500000 SH DEFINED 01 SOLE
DOUBLECLICK INC COM 258609304 0 000000001272 SH DEFINED 01 SOLE
DOVER CORP COM 260003108 0 000000036794 SH DEFINED 01 SOLE
DOVER CORP COM 260003108 91 000000002414 SH DEFINED 02 SOLE
DOVER DOWNS ENTMT INC COM 260086103 0 000000000372 SH DEFINED 01 SOLE
DOW CHEM CO COM 260543103 0 000000036631 SH DEFINED 01 SOLE
DOW CHEM CO COM 260543103 217 000000001691 SH DEFINED 02 SOLE
DOW JONES & CO INC COM 260561105 0 000000015649 SH DEFINED 01 SOLE
DOW JONES & CO INC COM 260561105 31 000000000600 SH DEFINED 02 SOLE
DOWNEY FINL CORP COM 261018105 0 000000000767 SH DEFINED 01 SOLE
DRESS BARN INC COM 261570105 0 000000000618 SH DEFINED 01 SOLE
DREYERS GRAND ICE CREAM INC COM 261878102 0 000000004005 SH DEFINED 01 SOLE
DRIL-QUIP INC COM 262037104 0 000000000216 SH DEFINED 01 SOLE
DU PONT E I DE NEMOURS & CO COM 263534109 0 000000177573 SH DEFINED 01 SOLE
DU PONT E I DE NEMOURS & CO COM 263534109 501 000000007396 SH DEFINED 02 SOLE
DUANE READE INC COM 263578106 0 000000000642 SH DEFINED 01 SOLE
DUFF & PHELPS CR RATING CO COM 26432F109 0 000000000156 SH DEFINED 01 SOLE
DUKE ENERGY CORP COM 264399106 0 000000063282 SH DEFINED 01 SOLE
DUKE ENERGY CORP COM 264399106 201 000000003600 SH DEFINED 02 SOLE
DUN & BRADSTREET CORP DEL COM 26483B106 0 000000028322 SH DEFINED 01 SOLE
DUN & BRADSTREET CORP DEL COM 26483B106 435 000000012389 SH DEFINED 02 SOLE
DURA AUTOMOTIVE SYSTEMS CORP CL A 265903104 0 000000000196 SH DEFINED 01 SOLE
DUPONT PHOTOMASKS INC COM 26613X101 0 000000000174 SH DEFINED 01 SOLE
DURA PHARMACEUTICALS INC COM 26632S109 0 000000001656 SH DEFINED 01 SOLE
DURAMED PHARMACEUTICALS INC COM 266354109 0 000000000324 SH DEFINED 01 SOLE
DYCOM INDS INC COM 267475101 0 000000001778 SH DEFINED 01 SOLE
EEX CORP COM NEW 26842V207 0 000000001590 SH DEFINED 01 SOLE
E4L INC COM 268452109 0 000000000396 SH DEFINED 01 SOLE
EG & G INC COM 268457108 0 000000006921 SH DEFINED 01 SOLE
E M C CORP MASS COM 268648102 0 000000157508 SH DEFINED 01 SOLE
E M C CORP MASS COM 268648102 403 000000007580 SH DEFINED 02 SOLE
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Page 21 99-08-13 17:14:14
FORM 13F
INFORMATION TABLE
QUARTER ENDING
06/30/1999
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
- ------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ENSCO INTL INC COM 26874Q100 0 000000015856 SH DEFINED 01 SOLE
ESSEF CORP COM 269145108 0 000000000205 SH DEFINED 01 SOLE
ESS TECHNOLOGY INC COM 269151106 0 000000000562 SH DEFINED 01 SOLE
E SPIRE COMMUNICATIONS INC COM 269153102 0 000000001830 SH DEFINED 01 SOLE
ETEC SYS INC COM 26922C103 0 000000000792 SH DEFINED 01 SOLE
E TOWN COM 269242103 0 000000000318 SH DEFINED 01 SOLE
E TRADE GROUP INC COM 269246104 0 000000034662 SH DEFINED 01 SOLE
EAGLE USA AIRFREIGHT INC COM 270018104 0 000000000300 SH DEFINED 01 SOLE
EARTHGRAINS CO COM 270319106 0 000000001608 SH DEFINED 01 SOLE
EARTHSHELL CORP COM 27032B100 0 000000000996 SH DEFINED 01 SOLE
EARTHWEB INC COM 27032C108 0 000000000164 SH DEFINED 01 SOLE
EARTHLINK NETWORK INC COM 270322100 0 000000000691 SH DEFINED 01 SOLE
EAST WEST BANCORP INC COM 27579R104 0 000000000369 SH DEFINED 01 SOLE
EASTERN ENTERPRISES COM 27637F100 0 000000004698 SH DEFINED 01 SOLE
EASTERN UTILS ASSOC COM 277173100 0 000000000768 SH DEFINED 01 SOLE
EASTGROUP PPTY INC COM 277276101 0 000000000612 SH DEFINED 01 SOLE
EASTMAN CHEM CO COM 277432100 0 000000012147 SH DEFINED 01 SOLE
EASTMAN KODAK CO COM 277461109 0 000000053144 SH DEFINED 01 SOLE
EASTMAN KODAK CO COM 277461109 289 000000004100 SH DEFINED 02 SOLE
EATON CORP COM 278058102 0 000000013778 SH DEFINED 01 SOLE
EATON CORP COM 278058102 46 000000000500 SH DEFINED 02 SOLE
EATON VANCE CORP COM NON VT 278265103 0 000000001086 SH DEFINED 01 SOLE
ECHELON CORP COM 27874N105 0 000000000523 SH DEFINED 01 SOLE
ECHO BAY MINES LTD COM 278751102 0 000000002277 SH DEFINED 01 SOLE
ECHOSTAR COMMUNICATIONS NEW CL A 278762109 0 000000000468 SH DEFINED 01 SOLE
ECLIPSE SURGICAL TECHNOLOGIES COM 278849104 0 000000000344 SH DEFINED 01 SOLE
ECLIPSYS CORP COM 278856109 0 000000000484 SH DEFINED 01 SOLE
ECOLAB INC COM 278865100 0 000000020127 SH DEFINED 01 SOLE
EDIFY CORP COM 280599101 0 000000000305 SH DEFINED 01 SOLE
EDISON INTL COM 281020107 0 000000082060 SH DEFINED 01 SOLE
EDISON INTL COM 281020107 104 000000003700 SH DEFINED 02 SOLE
EDUCATION MGMT CORP COM 28139T101 0 000000000678 SH DEFINED 01 SOLE
EDWARDS AG INC COM 281760108 0 000000028283 SH DEFINED 01 SOLE
EGGHEAD.COM INC COM 282330109 0 000000000472 SH DEFINED 01 SOLE
EL PASO ELEC CO COM NEW 283677854 0 000000002088 SH DEFINED 01 SOLE
EL PASO ENERGY CORP DEL COM 283905107 0 000000013998 SH DEFINED 01 SOLE
ELCOR CORP COM 284443108 0 000000000486 SH DEFINED 01 SOLE
ELECTRIC LIGHTWAVE INC CL A 284895109 0 000000000324 SH DEFINED 01 SOLE
ELECTRO RENT CORP COM 285218103 0 000000000564 SH DEFINED 01 SOLE
ELECTRO SCIENTIFIC INDS COM 285229100 0 000000000488 SH DEFINED 01 SOLE
ELECTROGLAS INC COM 285324109 0 000000000743 SH DEFINED 01 SOLE
ELECTRONIC ARTS INC COM 285512109 0 000000008139 SH DEFINED 01 SOLE
ELECTRONIC DATA SYS NEW COM 285661104 0 000000090749 SH DEFINED 01 SOLE
ELECTRONIC DATA SYS NEW COM 285661104 98 000000001750 SH DEFINED 02 SOLE
ELECTRONICS BOUTIQUE HLDGS CP COM 286045109 0 000000000321 SH DEFINED 01 SOLE
ELECTRONICS FOR IMAGING INC COM 286082102 0 000000002661 SH DEFINED 01 SOLE
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Page 22 99-08-13 17:14:14
FORM 13F
INFORMATION TABLE
QUARTER ENDING
06/30/1999
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
- ------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
EMCOR GROUP INC COM 29084Q100 0 000000000139 SH DEFINED 01 SOLE
EMCORE CORP COM 290846104 0 000000000167 SH DEFINED 01 SOLE
EMERALD FINL CORP COM 290927102 0 000000000178 SH DEFINED 01 SOLE
EMERSON ELEC CO COM 291011104 0 000000091761 SH DEFINED 01 SOLE
EMERSON ELEC CO COM 291011104 219 000000003392 SH DEFINED 02 SOLE
EMMIS COMMUNICATIONS CORP CL A 291525103 0 000000000432 SH DEFINED 01 SOLE
EMPIRE DIST ELEC CO COM 291641108 0 000000000642 SH DEFINED 01 SOLE
EMULEX CORP COM NEW 292475209 0 000000000115 SH DEFINED 01 SOLE
ENERGEN CORP COM 29265N108 0 000000000978 SH DEFINED 01 SOLE
ENERGY EAST CORP COM 29266M109 0 000000013604 SH DEFINED 01 SOLE
ENGELHARD CORP COM 292845104 0 000000019500 SH DEFINED 01 SOLE
ENGELHARD CORP COM 292845104 27 000000001200 SH DEFINED 02 SOLE
ENGINEERING ANIMATION INC COM 292872108 0 000000000300 SH DEFINED 01 SOLE
ENESCO GROUP INC COM 292973104 0 000000002379 SH DEFINED 01 SOLE
ENHANCE FINL SVCS GROUP INC COM 293310108 0 000000002714 SH DEFINED 01 SOLE
ENRON CORP COM 293561106 0 000000061386 SH DEFINED 01 SOLE
ENRON CORP COM 293561106 204 000000002620 SH DEFINED 02 SOLE
ENRON OIL & GAS CO COM 293562104 0 000000005700 SH DEFINED 01 SOLE
ENTERCOM COMMUNICATIONS CORP CL A 293639100 0 000000000555 SH DEFINED 01 SOLE
ENTERGY CORP NEW COM 29364G103 0 000000042778 SH DEFINED 01 SOLE
ENTERGY CORP NEW COM 29364G103 59 000000001830 SH DEFINED 02 SOLE
ENTERTAINMENT PPTYS TR COM SH BEN 29380T105 0 000000000522 SH DEFINED 01 SOLE
ENTREMED INC COM 29382F103 0 000000000379 SH DEFINED 01 SOLE
ENTRUST TECHNOLOGIES INC COM 293848107 0 000000000582 SH DEFINED 01 SOLE
ENZON INC COM 293904108 0 000000000574 SH DEFINED 01 SOLE
ENZO BIOCHEM INC COM 294100102 0 000000000804 SH DEFINED 01 SOLE
EPICOR SOFTWARE CORP COM 29426L108 0 000000001284 SH DEFINED 01 SOLE
EQUIFAX INC COM 294429105 0 000000038099 SH DEFINED 01 SOLE
EQUITABLE COS INC COM 29444G107 0 000000013000 SH DEFINED 01 SOLE
EQUITABLE RES INC COM 294549100 0 000000001272 SH DEFINED 01 SOLE
EQUITY INNS INC COM 294703103 0 000000001374 SH DEFINED 01 SOLE
ERICSSON L M TEL CO ADR CL B S 294821400 0 000000004677 SH DEFINED 01 SOLE
ESSEX PPTY TR INC COM 297178105 0 000000000546 SH DEFINED 01 SOLE
ESTERLINE TECHNOLOGIES CORP COM 297425100 0 000000003048 SH DEFINED 01 SOLE
ETHAN ALLEN INTERIORS INC COM 297602104 0 000000007800 SH DEFINED 01 SOLE
ETHYL CORP COM 297659104 0 000000012113 SH DEFINED 01 SOLE
EVEREN CAPITAL CORP COM 299761106 0 000000135298 SH DEFINED 01 SOLE
EVEREST REINS HLDGS INC COM 299808105 0 000000005677 SH DEFINED 01 SOLE
EVEREST REINS HLDGS INC COM 299808105 46 000000001500 SH DEFINED 02 SOLE
EVERGREEN RES INC COM NO PAR 299900308 0 000000000177 SH DEFINED 01 SOLE
EXAR CORP COM 300645108 0 000000000147 SH DEFINED 01 SOLE
EXCALIBUR TECHNOLOGIES CORP COM NEW 300651205 0 000000000196 SH DEFINED 01 SOLE
EXCEL SWITCHING CORP COM 30067V108 0 000000000205 SH DEFINED 01 SOLE
EXCHANGE APPLICATIONS COM 300867108 0 000000000174 SH DEFINED 01 SOLE
EXECUTIVE RISK INC COM 301586103 0 000000044692 SH DEFINED 01 SOLE
EXECUTONE INFORMATION SYS INC COM 301607107 0 000000001104 SH DEFINED 01 SOLE
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Page 23 99-08-13 17:14:14
FORM 13F
INFORMATION TABLE
QUARTER ENDING
06/30/1999
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
- ------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
EXIDE CORP COM 302051107 0 000000003448 SH DEFINED 01 SOLE
EXODUS COMMUNICATIONS INC COM 302088109 0 000000000972 SH DEFINED 01 SOLE
EXPEDITORS INTL WASH INC COM 302130109 0 000000001871 SH DEFINED 01 SOLE
EXPRESS SCRIPTS INC CL A 302182100 0 000000001248 SH DEFINED 01 SOLE
EXTENDED STAY AMER INC COM 30224P101 0 000000002681 SH DEFINED 01 SOLE
EXXON CORP COM 302290101 0 000000425774 SH DEFINED 01 SOLE
EXXON CORP COM 302290101 939 000000012418 SH DEFINED 02 SOLE
F&M BANCORP MD COM 302367107 0 000000000326 SH DEFINED 01 SOLE
F & M BANCORPORATION INC COM 302371109 0 000000000582 SH DEFINED 01 SOLE
F & M NATL CORP COM 302374103 0 000000000846 SH DEFINED 01 SOLE
FBL FINL GROUP INC CL A 30239F106 0 000000001182 SH DEFINED 01 SOLE
F M C CORP COM NEW 302491303 0 000000004841 SH DEFINED 01 SOLE
FNB CORP PA COM 302520101 0 000000000708 SH DEFINED 01 SOLE
FPIC INS GROUP INC COM 302563101 0 000000000356 SH DEFINED 01 SOLE
FPL GROUP INC COM 302571104 0 000000031384 SH DEFINED 01 SOLE
FPL GROUP INC COM 302571104 381 000000006700 SH DEFINED 02 SOLE
F Y I INC COM 302712104 0 000000000432 SH DEFINED 01 SOLE
FCNB CORP COM 302920103 0 000000000161 SH DEFINED 01 SOLE
FACTORY 2-U INC COM 303072102 0 000000000178 SH DEFINED 01 SOLE
FACTSET RESH SYS INC COM 303075105 0 000000000337 SH DEFINED 01 SOLE
FAIR ISAAC & CO INC COM 303250104 0 000000000384 SH DEFINED 01 SOLE
FAIRCHILD CORP CL A 303698104 0 000000000732 SH DEFINED 01 SOLE
FAIRFIELD CMNTYS INC COM PAR $0 304231301 0 000000001657 SH DEFINED 01 SOLE
FAMILY DLR STORES INC COM 307000109 0 000000021731 SH DEFINED 01 SOLE
FAMILY GOLF CTRS INC COM 30701A106 0 000000000744 SH DEFINED 01 SOLE
FARMER BROS CO COM 307675108 0 000000000036 SH DEFINED 01 SOLE
FARMERS CAP BK CORP COM 309562106 0 000000000245 SH DEFINED 01 SOLE
FASTENAL CO COM 311900104 0 000000005050 SH DEFINED 01 SOLE
FDX CORP COM 31304N107 0 000000051451 SH DEFINED 01 SOLE
FDX CORP COM 31304N107 130 000000002336 SH DEFINED 02 SOLE
FEDDERS CORP COM 313135105 0 000000001164 SH DEFINED 01 SOLE
FEDERAL AGRIC MTG CORP CL C 313148306 0 000000000114 SH DEFINED 01 SOLE
FEDERAL HOME LN MTG CORP COM 313400301 0 000000119216 SH DEFINED 01 SOLE
FEDERAL HOME LN MTG CORP COM 313400301 312 000000005700 SH DEFINED 02 SOLE
FEDERAL MOGUL CORP COM 313549107 0 000000008157 SH DEFINED 01 SOLE
FEDERAL NATL MTG ASSN COM 313586109 0 000000175931 SH DEFINED 01 SOLE
FEDERAL REALTY INVT TR SH BEN INT 313747206 0 000000001500 SH DEFINED 01 SOLE
FEDERAL SIGNAL CORP COM 313855108 0 000000011981 SH DEFINED 01 SOLE
FEDERATED DEPT STORES INC DEL COM 31410H101 0 000000035841 SH DEFINED 01 SOLE
FELCOR LODGING TR INC COM 31430F101 0 000000002429 SH DEFINED 01 SOLE
FERRO CORP COM 315405100 0 000000005439 SH DEFINED 01 SOLE
FIDELITY NATL FINL INC COM 316326107 0 000000000970 SH DEFINED 01 SOLE
FIFTH THIRD BANCORP COM 316773100 0 000000047308 SH DEFINED 01 SOLE
FIFTH THIRD BANCORP COM 316773100 175 000000002700 SH DEFINED 02 SOLE
FILENET CORP COM 316869106 0 000000001116 SH DEFINED 01 SOLE
FINANCIAL FED CORP COM 317492106 0 000000000348 SH DEFINED 01 SOLE
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Page 24 99-08-13 17:14:14
FORM 13F
INFORMATION TABLE
QUARTER ENDING
06/30/1999
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
- ------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FINISH LINE INC CL A 317923100 0 000000000637 SH DEFINED 01 SOLE
FINOVA GROUP INC COM 317928109 0 000000007222 SH DEFINED 01 SOLE
FIRST AMERN FINL CORP COM 318522307 0 000000009756 SH DEFINED 01 SOLE
FIRST BANCORP P R COM 318672102 0 000000000899 SH DEFINED 01 SOLE
FIRST BUSEY CORP COM 319383105 0 000000000186 SH DEFINED 01 SOLE
FIRST CHARTER CORP COM 319439105 0 000000000624 SH DEFINED 01 SOLE
FIRST CTZNS BANCSHARES INC N C CL A 31946M103 0 000000000222 SH DEFINED 01 SOLE
FIRST COMMERCE BANCSHARES INC CL B 319777207 0 000000000450 SH DEFINED 01 SOLE
FIRST COMWLTH FINL CORP PA COM 319829107 0 000000001163 SH DEFINED 01 SOLE
FIRST CONSULTING GROUP INC COM 31986R103 0 000000000594 SH DEFINED 01 SOLE
FIRST FED CAP CORP COM 319960100 0 000000000599 SH DEFINED 01 SOLE
FIRST DATA CORP COM 319963104 0 000000067112 SH DEFINED 01 SOLE
FIRST DATA CORP COM 319963104 195 000000004020 SH DEFINED 02 SOLE
FIRST FINL BANKSHARES COM 32020R109 0 000000000372 SH DEFINED 01 SOLE
FIRST FINL BANCORP OH COM 320209109 0 000000001080 SH DEFINED 01 SOLE
FIRST FINL CORP IND COM 320218100 0 000000000240 SH DEFINED 01 SOLE
FIRST FINL HLDGS INC COM 320239106 0 000000000509 SH DEFINED 01 SOLE
FIRST INDUSTRIAL REALTY TRUST COM 32054K103 0 000000001423 SH DEFINED 01 SOLE
FIRST IND CORP COM 32054R108 0 000000000348 SH DEFINED 01 SOLE
FIRST LIBERTY FINL CORP COM 320691108 0 000000000426 SH DEFINED 01 SOLE
FIRST MERCHANTS CORP COM 320817109 0 000000000378 SH DEFINED 01 SOLE
FIRST MIDWEST BANCORP DEL COM 320867104 0 000000000942 SH DEFINED 01 SOLE
FIRST HEALTH GROUP CORP COM 320960107 0 000000006461 SH DEFINED 01 SOLE
FIRST SIERRA FINANCIAL INC COM 335944104 0 000000000540 SH DEFINED 01 SOLE
FIRST REP BK SAN FRANCISCO COM 336158100 0 000000000354 SH DEFINED 01 SOLE
FIRST SEC CORP DEL COM 336294103 0 000000154703 SH DEFINED 01 SOLE
FIRST SENTINEL BANCORP INC COM 33640T103 0 000000001619 SH DEFINED 01 SOLE
1ST SOURCE CORP COM 336901103 0 000000000438 SH DEFINED 01 SOLE
FIRST TENN NATL CORP COM 337162101 0 000000015173 SH DEFINED 01 SOLE
FIRST UN CORP COM 337358105 457 000000009700 SH SOLE SOLE
FIRST UN CORP COM 337358105 0 000000193734 SH DEFINED 01 SOLE
FIRST UN CORP COM 337358105 411 000000009039 SH DEFINED 02 SOLE
FIRST UTD BANCSHARES INC ARK COM 33741E104 0 000000000804 SH DEFINED 01 SOLE
FIRST VA BANKS INC COM 337477103 0 000000005863 SH DEFINED 01 SOLE
FIRST WASH BANCORP INC WASH COM 33748T104 0 000000000444 SH DEFINED 01 SOLE
FIRST WESTERN BANCORP INC COM 337505101 0 000000000420 SH DEFINED 01 SOLE
FIRSTAR CORP NEW WIS COM 33763V109 0 000000113509 SH DEFINED 01 SOLE
FIRSTAR CORP NEW WIS COM 33763V109 210 000000007779 SH DEFINED 02 SOLE
FISERV INC COM 337738108 0 000000024613 SH DEFINED 01 SOLE
FIRSTFED FINL CORP COM 337907109 0 000000000743 SH DEFINED 01 SOLE
FLAGSTAR BANCORP INC COM 337930101 0 000000000204 SH DEFINED 01 SOLE
FIRSTENERGY CORP COM 337932107 0 000000040530 SH DEFINED 01 SOLE
FIRSTENERGY CORP COM 337932107 138 000000004350 SH DEFINED 02 SOLE
FISHER SCIENTIFIC INTL INC COM NEW 338032204 0 000000001500 SH DEFINED 01 SOLE
FLASHNET COMMUNICATIONS INC COM 338527104 0 000000000197 SH DEFINED 01 SOLE
FLEET FINL GROUP INC NEW COM 338915101 0 000000097839 SH DEFINED 01 SOLE
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Page 25 99-08-13 17:14:14
FORM 13F
INFORMATION TABLE
QUARTER ENDING
06/30/1999
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
- ------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FLEET FINL GROUP INC NEW COM 338915101 220 000000005044 SH DEFINED 02 SOLE
FLEETWOOD ENTERPRISES INC COM 339099103 0 000000006223 SH DEFINED 01 SOLE
FLEETWOOD ENTERPRISES INC COM 339099103 7 000000000300 SH DEFINED 02 SOLE
FLEMING COS INC COM 339130106 0 000000001435 SH DEFINED 01 SOLE
FLORIDA EAST COAST INDS COM 340632108 0 000000000426 SH DEFINED 01 SOLE
FLORIDA PANTHERS HLDGS INC CL A 341064103 0 000000001032 SH DEFINED 01 SOLE
FLORIDA PROGRESS CORP COM 341109106 0 000000025006 SH DEFINED 01 SOLE
FLORIDA ROCK INDS INC COM 341140101 0 000000000510 SH DEFINED 01 SOLE
FLOWERS INDS INC COM 343496105 0 000000026704 SH DEFINED 01 SOLE
FLOWSERVE CORP COM 34354P105 0 000000005857 SH DEFINED 01 SOLE
FLUOR CORP COM 343861100 0 000000017391 SH DEFINED 01 SOLE
FLYCAST COMMUNICATIONS CORP COM 344067103 0 000000000265 SH DEFINED 01 SOLE
FOOD LION INC CL B 344775101 0 000000003990 SH DEFINED 01 SOLE
FOODMAKER INC NEW COM NEW 344839204 0 000000001365 SH DEFINED 01 SOLE
FOOTSTAR INC COM 344912100 0 000000000917 SH DEFINED 01 SOLE
FORD MTR CO DEL COM 345370100 0 000000215049 SH DEFINED 01 SOLE
FORD MTR CO DEL COM 345370100 517 000000009600 SH DEFINED 02 SOLE
FOREMOST CORP OF AMER COM 345469100 0 000000000648 SH DEFINED 01 SOLE
FOREST CITY ENTERPRISES INC CL A 345550107 0 000000000510 SH DEFINED 01 SOLE
FOREST LABS INC CL A 345838106 0 000000013935 SH DEFINED 01 SOLE
FOREST OIL CORP COM NEW 346091606 0 000000001284 SH DEFINED 01 SOLE
FORRESTER RESH INC COM 346563109 0 000000000090 SH DEFINED 01 SOLE
FORT JAMES CORP COM 347471104 0 000000051889 SH DEFINED 01 SOLE
FORTUNE BRANDS INC COM 349631101 0 000000028685 SH DEFINED 01 SOLE
FORWARD AIR CORP COM 349853101 0 000000000212 SH DEFINED 01 SOLE
FOSSIL INC COM 349882100 0 000000000318 SH DEFINED 01 SOLE
FOSTER WHEELER CORP COM 350244109 0 000000008640 SH DEFINED 01 SOLE
FOUNDATION HEALTH SYS INC COM 350404109 0 000000014170 SH DEFINED 01 SOLE
FRANCHISE FIN CORP AMER COM 351807102 0 000000002094 SH DEFINED 01 SOLE
FRANCHISE MORTGAGE ACCEPTANCE COM 35181D108 0 000000010384 SH DEFINED 01 SOLE
FRANKLIN COVEY CO COM 353469109 0 000000000792 SH DEFINED 01 SOLE
FRANKLIN ELEC INC COM 353514102 0 000000000168 SH DEFINED 01 SOLE
FRANKLIN RES INC COM 354613101 0 000000065198 SH DEFINED 01 SOLE
FRANKLIN RES INC COM 354613101 3 000000000100 SH DEFINED 02 SOLE
FREEDOM SECS CORP COM 35644K103 0 000000000484 SH DEFINED 01 SOLE
FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 0 000000033422 SH DEFINED 01 SOLE
FRIEDE GOLDMAN INTERNATIONAL COM 358430106 0 000000000431 SH DEFINED 01 SOLE
FRIEDMAN BILLINGS RAMSEY GROUP CL A 358433100 0 000000000882 SH DEFINED 01 SOLE
FRIENDLY ICE CREAM CORP NEW COM 358497105 0 000000012372 SH SOLE SOLE
FRITZ COS INC COM 358846103 0 000000000864 SH DEFINED 01 SOLE
FRONTIER CORPORATION COM 35906P105 0 000000030163 SH DEFINED 01 SOLE
FRONTIER CORPORATION COM 35906P105 5 000000000100 SH DEFINED 02 SOLE
FRONTIER AIRLINES INC NEW COM 359065109 0 000000000244 SH DEFINED 01 SOLE
FRONTIER FINL CORP WASH COM 35907K105 0 000000000528 SH DEFINED 01 SOLE
FRONTIER INS GROUP INC NEW COM 359081106 0 000000001190 SH DEFINED 01 SOLE
FULLER H B CO COM 359694106 0 000000002146 SH DEFINED 01 SOLE
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Page 26 99-08-13 17:14:14
FORM 13F
INFORMATION TABLE
QUARTER ENDING
06/30/1999
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
- ------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FURNITURE BRANDS INTL INC COM 360921100 0 000000006056 SH DEFINED 01 SOLE
FURON CO COM 361106107 0 000000000690 SH DEFINED 01 SOLE
G & K SVCS INC CL A 361268105 0 000000000714 SH DEFINED 01 SOLE
GATX CORP COM 361448103 0 000000005652 SH DEFINED 01 SOLE
GBC BANCORP CALIF COM 361475106 0 000000000510 SH DEFINED 01 SOLE
GC COS INC COM 36155Q109 0 000000000210 SH DEFINED 01 SOLE
GPU INC COM 36225X100 0 000000021668 SH DEFINED 01 SOLE
GTE CORP COM 362320103 664 000000008800 SH SOLE SOLE
GTE CORP COM 362320103 0 000000168032 SH DEFINED 01 SOLE
GTE CORP COM 362320103 155 000000002200 SH DEFINED 02 SOLE
GT INTERACTIVE SOFTWARE CORP COM 36236E109 0 000000001050 SH DEFINED 01 SOLE
GABELLI ASSET MGMT INC CL A 36239Y102 0 000000000520 SH DEFINED 01 SOLE
GABLES RESIDENTIAL TR SH BEN INT 362418105 0 000000000984 SH DEFINED 01 SOLE
GALLAGHER ARTHUR J & CO COM 363576109 0 000000000678 SH DEFINED 01 SOLE
GANNETT INC COM 364730101 0 000000052791 SH DEFINED 01 SOLE
GANNETT INC COM 364730101 138 000000001900 SH DEFINED 02 SOLE
GAP INC DEL COM 364760108 0 000000148593 SH DEFINED 01 SOLE
GAP INC DEL COM 364760108 269 000000005850 SH DEFINED 02 SOLE
GARDNER DENVER INC COM 365558105 0 000000000492 SH DEFINED 01 SOLE
GARTNER GROUP INC NEW COM 366651107 0 000000001800 SH DEFINED 01 SOLE
GATEWAY INC COM 367626108 0 000000029878 SH DEFINED 01 SOLE
GAYLORD ENTMT CO NEW COM 367905106 0 000000000762 SH DEFINED 01 SOLE
GAYLORD CONTAINER CORP CL A 368145108 0 000000002003 SH DEFINED 01 SOLE
GELTEX PHARMACEUTICALS INC COM 368538104 0 000000000498 SH DEFINED 01 SOLE
GENCORP INC COM 368682100 0 000000006104 SH DEFINED 01 SOLE
GENENTECH INC COM SPL 368710307 0 000000155600 SH DEFINED 01 SOLE
GENERAL BINDING CORP COM 369154109 0 000000000228 SH DEFINED 01 SOLE
GENERAL CABLE CORP DEL NEW COM 369300108 0 000000001391 SH DEFINED 01 SOLE
GENERAL CIGAR HLDGS INC CL A 36933P100 0 000000000228 SH DEFINED 01 SOLE
GENERAL COMMUNICATION INC CL A 369385109 0 000000001355 SH DEFINED 01 SOLE
GENERAL DYNAMICS CORP COM 369550108 0 000000029072 SH DEFINED 01 SOLE
GENERAL DYNAMICS CORP COM 369550108 13 000000000200 SH DEFINED 02 SOLE
GENERAL ELEC CO COM 369604103 72 000000006400 SH SOLE SOLE
GENERAL ELEC CO COM 369604103 0 000000565957 SH DEFINED 01 SOLE
GENERAL ELEC CO COM 369604103 2,813 000000026572 SH DEFINED 02 SOLE
GENERAL GROWTH PPTYS INC COM 370021107 0 000000001464 SH DEFINED 01 SOLE
GENERAL INSTR CORP DEL COM 370120107 0 000000030929 SH DEFINED 01 SOLE
GENERAL MLS INC COM 370334104 0 000000026174 SH DEFINED 01 SOLE
GENERAL MTRS CORP COM 370442105 0 000000127862 SH DEFINED 01 SOLE
GENERAL MTRS CORP COM 370442105 599 000000009270 SH DEFINED 02 SOLE
GENERAL NUTRITION COS INC COM 37047F103 0 000000007836 SH DEFINED 01 SOLE
GENERAL SEMICONDUCTOR INC COM 370787103 0 000000001062 SH DEFINED 01 SOLE
GENESCO INC COM 371532102 0 000000000917 SH DEFINED 01 SOLE
GENTEX CORP COM 371901109 0 000000002719 SH DEFINED 01 SOLE
GENESYS TELECOMMUNICATION LABS COM 371931106 0 000000000347 SH DEFINED 01 SOLE
GENESIS DIRECT INC COM 371935107 0 000000000426 SH DEFINED 01 SOLE
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Page 27 99-08-13 17:14:14
FORM 13F
INFORMATION TABLE
QUARTER ENDING
06/30/1999
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
- ------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
GENLYTE GROUP INC COM 372302109 0 000000000456 SH DEFINED 01 SOLE
GENRAD INC COM 372447102 0 000000004588 SH DEFINED 01 SOLE
GENTEK INC COM 37245X104 0 000000000336 SH DEFINED 01 SOLE
GEON CO COM 37246W105 0 000000000882 SH DEFINED 01 SOLE
GENUINE PARTS CO COM 372460105 0 000000031173 SH DEFINED 01 SOLE
GENZYME CORP SB NT CV 5 372917AF1 0 020000000000 PRN DEFINED 01 SOLE
GENZYME CORP COM GENL D 372917104 0 000000011558 SH DEFINED 01 SOLE
GEORGIA GULF CORP COM PAR $0 373200203 0 000000004697 SH DEFINED 01 SOLE
GEORGIA PAC CORP COM GA PAC 373298108 0 000000035994 SH DEFINED 01 SOLE
GEORGIA PAC CORP COM-TIMBER 373298702 0 000000009943 SH DEFINED 01 SOLE
GERBER SCIENTIFIC INC COM 373730100 0 000000000726 SH DEFINED 01 SOLE
GETTY IMAGES INC COM 374276103 0 000000000817 SH DEFINED 01 SOLE
GIANT CEMENT HLDG INC COM 374450104 0 000000000347 SH DEFINED 01 SOLE
GIBRALTAR STL CORP COM 37476F103 0 000000000234 SH DEFINED 01 SOLE
GIBSON GREETINGS INC COM 374827103 0 000000000002 SH DEFINED 01 SOLE
GILEAD SCIENCES INC COM 375558103 0 000000004730 SH DEFINED 01 SOLE
GILLETTE CO COM 375766102 0 000000205911 SH DEFINED 01 SOLE
GILLETTE CO COM 375766102 435 000000010500 SH DEFINED 02 SOLE
GLACIER BANCORP INC NEW COM 37637Q105 0 000000000150 SH DEFINED 01 SOLE
GLATFELTER P H CO COM 377316104 0 000000005801 SH DEFINED 01 SOLE
GLENAYRE TECHNOLOGIES INC COM 377899109 0 000000002333 SH DEFINED 01 SOLE
GLENBOROUGH RLTY TR INC COM 37803P105 0 000000001193 SH DEFINED 01 SOLE
GLIATECH INC COM 37929C103 0 000000000170 SH DEFINED 01 SOLE
GLIMCHER RLTY TR SH BEN INT 379302102 0 000000000888 SH DEFINED 01 SOLE
GLOBAL INDL TECHNOLOGIES INC COM 379335102 0 000000000829 SH DEFINED 01 SOLE
GLOBAL IMAGING SYSTEMS COM 37934A100 0 000000000256 SH DEFINED 01 SOLE
GLOBAL MARINE INC COM 379352404 0 000000020148 SH DEFINED 01 SOLE
GLOBIX CORP COM 37957F101 0 000000000120 SH DEFINED 01 SOLE
GOLD BANC CORP INC COM 379907108 0 000000000324 SH DEFINED 01 SOLE
GOLDEN WEST FINL CORP DEL COM 381317106 0 000000011620 SH DEFINED 01 SOLE
GOLDEN WEST FINL CORP DEL COM 381317106 47 000000000500 SH DEFINED 02 SOLE
GOODRICH B F CO COM 382388106 0 000000012582 SH DEFINED 01 SOLE
GOODYEAR TIRE & RUBR CO COM 382550101 0 000000030436 SH DEFINED 01 SOLE
GOODYEAR TIRE & RUBR CO COM 382550101 265 000000004792 SH DEFINED 02 SOLE
GOODYS FAMILY CLOTHING INC COM 382588101 0 000000000696 SH DEFINED 01 SOLE
GO2NET INC COM 383486107 0 000000000188 SH DEFINED 01 SOLE
GRACE W R & CO DEL NEW COM 38388F108 0 000000010739 SH DEFINED 01 SOLE
GRACO INC COM 384109104 0 000000000646 SH DEFINED 01 SOLE
GRAINGER W W INC COM 384802104 0 000000015927 SH DEFINED 01 SOLE
GRAINGER W W INC COM 384802104 31 000000000600 SH DEFINED 02 SOLE
GRAND PREMIER FINL INC COM 386174106 0 000000000558 SH DEFINED 01 SOLE
GRAND UN CO COM 386532402 0 000001017528 SH SOLE SOLE
GRAND UN CO COM 386532402 0 000000000467 SH DEFINED 01 SOLE
GRANITE CONSTR INC COM 387328107 0 000000004953 SH DEFINED 01 SOLE
GREAT ATLANTIC & PAC TEA INC COM 390064103 0 000000007203 SH DEFINED 01 SOLE
GREAT ATLANTIC & PAC TEA INC COM 390064103 9 000000000300 SH DEFINED 02 SOLE
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Page 28 99-08-13 17:14:14
FORM 13F
INFORMATION TABLE
QUARTER ENDING
06/30/1999
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
- ------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
GREAT LAKES CHEM CORP COM 390568103 0 000000012851 SH DEFINED 01 SOLE
GREAT LAKES REIT INC COM 390752103 0 000000000618 SH DEFINED 01 SOLE
GREAT PLAINS SOFTWARE COM 39119E105 0 000000000331 SH DEFINED 01 SOLE
GREATER BAY BANCORP COM 391648102 0 000000000361 SH DEFINED 01 SOLE
GREENPOINT FINL CORP COM 395384100 0 000000017262 SH DEFINED 01 SOLE
GREIF BROS CORP CL A 397624107 0 000000000527 SH DEFINED 01 SOLE
GREY ADVERTISING INC COM 397838103 0 000000000024 SH DEFINED 01 SOLE
GREY WOLF INC COM 397888108 0 000000005477 SH DEFINED 01 SOLE
GRIFFON CORP COM 398433102 0 000000001140 SH DEFINED 01 SOLE
GROUP 1 AUTOMOTIVE INC COM 398905109 0 000000000517 SH DEFINED 01 SOLE
GROUP MAINTENANCE AMERICA CORP COM 39943E107 0 000000001170 SH DEFINED 01 SOLE
GTECH HLDGS CORP COM 400518106 0 000000009338 SH DEFINED 01 SOLE
GTECH HLDGS CORP COM 400518106 9,082 000000393300 SH DEFINED 02 SOLE
GUESS INC COM 401617105 0 000000000276 SH DEFINED 01 SOLE
GUIDANT CORP COM 401698105 0 000000057716 SH DEFINED 01 SOLE
GUIDANT CORP COM 401698105 118 000000002400 SH DEFINED 02 SOLE
GUILFORD MLS INC COM 401794102 0 000000000630 SH DEFINED 01 SOLE
GUILFORD PHARMACEUTICALS INC COM 401829106 0 000000000612 SH DEFINED 01 SOLE
GUITAR CTR MGMT INC COM 402040109 0 000000000636 SH DEFINED 01 SOLE
GULFSTREAM AEROSPACE CORP COM 402734107 0 000000080758 SH DEFINED 01 SOLE
GYMBOREE CORP COM 403777105 0 000000000906 SH DEFINED 01 SOLE
HCC INS HLDGS INC COM 404132102 0 000000001431 SH DEFINED 01 SOLE
HCR MANOR CARE INC COM 404134108 0 000000021445 SH DEFINED 01 SOLE
HNC SOFTWARE INC COM 40425P107 0 000000000963 SH DEFINED 01 SOLE
HSB GROUP INC COM 40428N109 0 000000004515 SH DEFINED 01 SOLE
HS RES INC COM 404297103 0 000000000629 SH DEFINED 01 SOLE
HA-LO INDS INC COM 404429102 0 000000001446 SH DEFINED 01 SOLE
HACH CO COM 404504102 0 000000000268 SH DEFINED 01 SOLE
HADCO CORP COM 404681108 0 000000000510 SH DEFINED 01 SOLE
HAEMONETICS CORP COM 405024100 0 000000000870 SH DEFINED 01 SOLE
HAIN FOOD GROUP INC COM 405219106 0 000000000510 SH DEFINED 01 SOLE
HALLIBURTON CO COM 406216101 0 000000084503 SH DEFINED 01 SOLE
HALLIBURTON CO COM 406216101 226 000000005325 SH DEFINED 02 SOLE
HALTER MARINE GROUP INC COM 40642Y105 0 000000001085 SH DEFINED 01 SOLE
HAMBRECHT & QUIST GROUP INC COM 406545103 0 000000001159 SH DEFINED 01 SOLE
HAMILTON BANCORP INC FLA COM 407013101 0 000000000294 SH DEFINED 01 SOLE
HANCOCK HLDG CO COM 410120109 0 000000000354 SH DEFINED 01 SOLE
HANDLEMAN CO DEL COM 410252100 0 000000001188 SH DEFINED 01 SOLE
HANGER ORTHOPEDIC GROUP INC COM NEW 41043F208 0 000000004208 SH DEFINED 01 SOLE
HANNA M A CO COM 410522106 0 000000007395 SH DEFINED 01 SOLE
HANNAFORD BROS CO COM 410550107 0 000000004951 SH DEFINED 01 SOLE
HANOVER COMPRESSOR CO COM 410768105 0 000000001068 SH DEFINED 01 SOLE
HANOVER DIRECT INC COM 410783104 0 000000004385 SH DEFINED 01 SOLE
HARBINGER CORP COM 41145C103 0 000000001171 SH DEFINED 01 SOLE
HARCOURT GEN INC COM 41163G101 0 000000012330 SH DEFINED 01 SOLE
HARBOR FLA BANCSHARES INC COM 411901101 0 000000000546 SH DEFINED 01 SOLE
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Page 29 99-08-13 17:14:14
FORM 13F
INFORMATION TABLE
QUARTER ENDING
06/30/1999
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
- ------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
HARKEN ENERGY CORP COM 412552101 0 000000005033 SH DEFINED 01 SOLE
HARLAND JOHN H CO COM 412693103 0 000000001169 SH DEFINED 01 SOLE
HARLEY DAVIDSON INC COM 412822108 0 000000019449 SH DEFINED 01 SOLE
HARLEYSVILLE GROUP INC COM 412824104 0 000000000426 SH DEFINED 01 SOLE
HARLEYSVILLE NATL CORP PA COM 412850109 0 000000000282 SH DEFINED 01 SOLE
HARMAN INTL INDS INC COM 413086109 0 000000000666 SH DEFINED 01 SOLE
HARMON INDS INC NEW COM 413136102 0 000000000402 SH DEFINED 01 SOLE
HARMONIC INC COM 413160102 0 000000000214 SH DEFINED 01 SOLE
HARRAHS ENTMT INC COM 413619107 0 000000022078 SH DEFINED 01 SOLE
HARRIS CORP DEL COM 413875105 0 000000012266 SH DEFINED 01 SOLE
HARRIS FINL INC COM 414541102 0 000000000306 SH DEFINED 01 SOLE
HARSCO CORP COM 415864107 0 000000004825 SH DEFINED 01 SOLE
HARTE-HANKS INC COM 416196103 0 000000008303 SH DEFINED 01 SOLE
HARTFORD FINL SVCS GROUP INC COM 416515104 0 000000042982 SH DEFINED 01 SOLE
HASBRO INC COM 418056107 0 000000039244 SH DEFINED 01 SOLE
HASBRO INC COM 418056107 104 000000003795 SH DEFINED 02 SOLE
HAVERTY FURNITURE INC COM 419596101 0 000000000323 SH DEFINED 01 SOLE
HAWAIIAN ELEC INDUSTRIES COM 419870100 0 000000004968 SH DEFINED 01 SOLE
HAYES LEMMERZ INTL INC COM 420781106 0 000001287800 SH SOLE SOLE
HAYES LEMMERZ INTL INC COM 420781106 0 000000000678 SH DEFINED 01 SOLE
HEALTH CARE PPTY INVS INC COM 421915109 0 000000001164 SH DEFINED 01 SOLE
HEALTHSOUTH CORP COM 421924101 0 000000082477 SH DEFINED 01 SOLE
HEALTH MGMT ASSOC INC NEW CL A 421933102 0 000000059901 SH DEFINED 01 SOLE
HEALTHCARE RLTY TR COM 421946104 0 000000001494 SH DEFINED 01 SOLE
HEALTH CARE REIT INC COM 42217K106 0 000000001062 SH DEFINED 01 SOLE
HEALTHCARE FINANCIAL PARTNERS COM 42219W108 0 000000000444 SH DEFINED 01 SOLE
HEARTLAND EXPRESS INC COM 422347104 0 000000000648 SH DEFINED 01 SOLE
HEICO CORP NEW COM 422806109 0 000000000222 SH DEFINED 01 SOLE
HEILIG MEYERS CO COM 422893107 0 000000009143 SH DEFINED 01 SOLE
HEINZ H J CO COM 423074103 0 000000064007 SH DEFINED 01 SOLE
HEINZ H J CO COM 423074103 66 000000001400 SH DEFINED 02 SOLE
HELIX TECHNOLOGY CORP COM 423319102 0 000000000708 SH DEFINED 01 SOLE
HELMERICH & PAYNE INC COM 423452101 0 000000014573 SH DEFINED 01 SOLE
HEMISPHERX BIOPHARMA INC COM 42366C103 0 000000000418 SH DEFINED 01 SOLE
HENRY JACK & ASSOC INC COM 426281101 0 000000000492 SH DEFINED 01 SOLE
HERBALIFE INTL INC CL A 426908208 0 000000000456 SH DEFINED 01 SOLE
HERCULES INC COM 427056106 0 000000015605 SH DEFINED 01 SOLE
HERSHEY FOODS CORP COM 427866108 0 000000023931 SH DEFINED 01 SOLE
HEWLETT PACKARD CO SB LYON ZE 428236AC7 0 000010000000 SH DEFINED 01 SOLE
HEWLETT PACKARD CO COM 428236103 0 000000164215 SH DEFINED 01 SOLE
HEXCEL CORP NEW COM 428291108 0 000000000558 SH DEFINED 01 SOLE
HI / FN INC COM 428358105 0 000000000137 SH DEFINED 01 SOLE
HIBERNIA CORP CL A 428656102 0 000000018448 SH DEFINED 01 SOLE
HILB ROGAL & HAMILTON CO COM 431294107 0 000000000456 SH DEFINED 01 SOLE
HILLENBRAND INDS INC COM 431573104 0 000000011961 SH DEFINED 01 SOLE
HILTON HOTELS CORP COM 432848109 0 000000044684 SH DEFINED 01 SOLE
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Page 30 99-08-13 17:14:14
FORM 13F
INFORMATION TABLE
QUARTER ENDING
06/30/1999
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
- ------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
HILTON HOTELS CORP COM 432848109 79 000000005710 SH DEFINED 02 SOLE
HINES HORTICULTURE INC COM 433245107 0 000000000370 SH DEFINED 01 SOLE
HISPANIC BROADCASTING CORP CL A 43357B104 0 000000005775 SH DEFINED 01 SOLE
HOLLINGER INTL INC CL A 435569108 0 000000005606 SH DEFINED 01 SOLE
HOLLYWOOD ENTMT CORP COM 436141105 0 000000001174 SH DEFINED 01 SOLE
HOLLYWOOD PK INC NEW COM 436255103 0 000000000725 SH DEFINED 01 SOLE
HOLOPHANE CORP COM 43645B106 0 000000000395 SH DEFINED 01 SOLE
HOME DEPOT INC COM 437076102 431 000000006700 SH SOLE SOLE
HOME DEPOT INC COM 437076102 0 000000266474 SH DEFINED 01 SOLE
HOME DEPOT INC COM 437076102 876 000000014304 SH DEFINED 02 SOLE
HOME PPTYS N Y INC COM 437306103 0 000000000678 SH DEFINED 01 SOLE
HOMEBASE INC COM 43738E108 0 000000001422 SH DEFINED 01 SOLE
HOMESTAKE MNG CO COM 437614100 0 000000040420 SH DEFINED 01 SOLE
HOMESTAKE MNG CO COM 437614100 38 000000004800 SH DEFINED 02 SOLE
HON INDS INC COM 438092108 0 000000007113 SH DEFINED 01 SOLE
HONEYWELL INC COM 438506107 0 000000111222 SH DEFINED 01 SOLE
HONEYWELL INC COM 438506107 170 000000001429 SH DEFINED 02 SOLE
HOOPER HOLMES INC COM 439104100 0 000000001058 SH DEFINED 01 SOLE
HORACE MANN EDUCATORS CORP NEW COM 440327104 0 000000004774 SH DEFINED 01 SOLE
HORMEL FOODS CORP COM 440452100 0 000000008548 SH DEFINED 01 SOLE
HOST MARRIOTT SVCS CORP COM 440914109 0 000000001075 SH DEFINED 01 SOLE
HOSPITALITY PPTYS TR COM SH BEN 44106M102 0 000000001368 SH DEFINED 01 SOLE
HOST MARRIOTT CORP NEW COM 44107P104 17 000000001500 SH DEFINED 02 SOLE
HOUGHTON MIFFLIN CO COM 441560109 0 000000004429 SH DEFINED 01 SOLE
HOUSEHOLD INTL INC COM 441815107 0 000000082164 SH DEFINED 01 SOLE
HOUSEHOLD INTL INC COM 441815107 150 000000003281 SH DEFINED 02 SOLE
HOUSTON EXPL CO COM 442120101 0 000000000306 SH DEFINED 01 SOLE
HUB GROUP INC CL A 443320106 0 000000000112 SH DEFINED 01 SOLE
HUBBELL INC CL B 443510201 0 000000007632 SH DEFINED 01 SOLE
HUDSON RIV BANCORP INC COM 444128102 0 000000000269 SH DEFINED 01 SOLE
HUDSON UNITED BANCORP COM 444165104 0 000000001487 SH DEFINED 01 SOLE
HUGHES SUPPLY INC COM 444482103 0 000000000810 SH DEFINED 01 SOLE
HUMANA INC COM 444859102 0 000000029066 SH DEFINED 01 SOLE
HUMAN GENOME SCIENCES INC COM 444903108 0 000000000840 SH DEFINED 01 SOLE
HUNGARIAN TEL & CABLE CORP COM 445542103 3 000000000500 SH DEFINED 02 SOLE
HUNT J B TRANS SVCS INC COM 445658107 0 000000004996 SH DEFINED 01 SOLE
HUNTINGTON BANCSHARES INC COM 446150104 0 000000036197 SH DEFINED 01 SOLE
HUSSMANN INTL INC COM 448110106 0 000000001913 SH DEFINED 01 SOLE
HUTCHINSON TECHNOLOGY INC COM 448407106 0 000000000744 SH DEFINED 01 SOLE
HVIDE MARINE INC CLA 448515106 0 000000000510 SH DEFINED 01 SOLE
ICN PHARMACEUTICALS INC NEW COM 448924100 0 000000009017 SH DEFINED 01 SOLE
IDT CORP COM 448947101 0 000000000624 SH DEFINED 01 SOLE
HYPERCOM CORP COM 44913M105 0 000000000390 SH DEFINED 01 SOLE
HYPERION TELECOMMUNICATIONS CL A 44914K306 0 000000000895 SH DEFINED 01 SOLE
HYPERION SOLUTIONS CORP COM 44914M104 0 000000001139 SH DEFINED 01 SOLE
IBP INC COM 449223106 0 000000014238 SH DEFINED 01 SOLE
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Page 31 99-08-13 17:14:14
FORM 13F
INFORMATION TABLE
QUARTER ENDING
06/30/1999
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
- ------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ICG COMMUNICATIONS INC COM 449246107 0 000000001728 SH DEFINED 01 SOLE
ICOS CORP COM 449295104 0 000000001398 SH DEFINED 01 SOLE
IDEC PHARMACEUTICALS CORP COM 449370105 0 000000000667 SH DEFINED 01 SOLE
IDG BOOKS WORLDWIDE INC CL A 449384106 0 000000000224 SH DEFINED 01 SOLE
IDX SYS CORP COM 449491109 0 000000000354 SH DEFINED 01 SOLE
IGEN INC COM 449536101 0 000000000402 SH DEFINED 01 SOLE
IHOP CORP COM 449623107 0 000000000697 SH DEFINED 01 SOLE
IMC GLOBAL INC COM 449669100 0 000000056906 SH DEFINED 01 SOLE
IMCO RECYCLING INC COM 449681105 0 000000000558 SH DEFINED 01 SOLE
IPC COMMUNICATIONS INC COM NEW 44980K206 0 000000000132 SH DEFINED 01 SOLE
IMS HEALTH INC COM 449934108 0 000000054893 SH DEFINED 01 SOLE
IMS HEALTH INC COM 449934108 29 000000000948 SH DEFINED 02 SOLE
IRI INTL CORP COM 45004F107 0 000000000612 SH DEFINED 01 SOLE
IRT PPTY CO COM 450058102 0 000000001176 SH DEFINED 01 SOLE
ISS GROUP INC COM 450306105 0 000000000384 SH DEFINED 01 SOLE
ITC DELTACOM INC COM 45031T104 0 000000001937 SH DEFINED 01 SOLE
ITI TECHNOLOGIES INC COM 450564109 0 000000000318 SH DEFINED 01 SOLE
ITT EDUCATIONAL SERVICES INC COM 45068B109 0 000000000624 SH DEFINED 01 SOLE
IXC COMMUNICATIONS INC COM 450713102 0 000000001020 SH DEFINED 01 SOLE
ITT INDS INC IND COM 450911102 0 000000015047 SH DEFINED 01 SOLE
ITT INDS INC IND COM 450911102 65 000000001670 SH DEFINED 02 SOLE
IDACORP INC COM 451107106 0 000000005783 SH DEFINED 01 SOLE
IDEX CORP COM 45167R104 0 000000001104 SH DEFINED 01 SOLE
IDEXX LABS INC COM 45168D104 0 000000001334 SH DEFINED 01 SOLE
IKON OFFICE SOLUTIONS INC COM 451713101 0 000000023024 SH DEFINED 01 SOLE
IKON OFFICE SOLUTIONS INC COM 451713101 7 000000000500 SH DEFINED 02 SOLE
IDENTIX INC COM 451906101 0 000000000401 SH DEFINED 01 SOLE
ILLINOIS TOOL WKS INC COM 452308109 0 000000043216 SH DEFINED 01 SOLE
ILLINOIS TOOL WKS INC COM 452308109 124 000000001624 SH DEFINED 02 SOLE
ILLINOVA CORP COM 452317100 0 000000008146 SH DEFINED 01 SOLE
IMALL INC COM PAR $0 45244X306 0 000000000263 SH DEFINED 01 SOLE
IMATION CORP COM 45245A107 0 000000006085 SH DEFINED 01 SOLE
IMCLONE SYS INC COM 45245W109 0 000000000919 SH DEFINED 01 SOLE
IMMUNEX CORP NEW COM 452528102 0 000000002139 SH DEFINED 01 SOLE
IMPATH INC COM 45255G101 0 000000000320 SH DEFINED 01 SOLE
IMPERIAL BANCORP COM 452556103 0 000000001318 SH DEFINED 01 SOLE
IMPERIAL CHEM INDS PLC ADR NEW 452704505 0 000000009800 SH DEFINED 01 SOLE
IMPERIAL CREDIT COMM MRTG INVS COM 45272T102 0 000000001296 SH DEFINED 01 SOLE
IMPERIAL CR INDS INC COM 452729106 0 000000001056 SH DEFINED 01 SOLE
IN FOCUS SYS INC COM 452919103 0 000000000374 SH DEFINED 01 SOLE
IMPERIAL SUGAR CO NEW COM 453096109 0 000000000660 SH DEFINED 01 SOLE
IMRGLOBAL CORPORATION COM 45321W106 0 000000000455 SH DEFINED 01 SOLE
INACOM CORP COM 45323G109 0 000000001410 SH DEFINED 01 SOLE
INCO LTD COM 453258402 0 000000030224 SH DEFINED 01 SOLE
INCYTE PHARMACEUTICALS INC COM 45337C102 0 000000000887 SH DEFINED 01 SOLE
INDEPENDENCE CMNTY BK CORP COM 453414104 0 000000002855 SH DEFINED 01 SOLE
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Page 32 99-08-13 17:14:14
FORM 13F
INFORMATION TABLE
QUARTER ENDING
06/30/1999
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
- ------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
INDEPENDENT BANK CORP MASS COM 453836108 0 000000000450 SH DEFINED 01 SOLE
INDIANA ENERGY INC COM 454707100 0 000000004581 SH DEFINED 01 SOLE
INFINITY BROADCASTING CP NEW CL A 45662S102 0 000000020000 SH DEFINED 04 SOLE
INFOCURE CORP COM 45665A108 0 000000000180 SH DEFINED 01 SOLE
INFORMATICA CORP COM 45666Q102 0 000000000201 SH DEFINED 01 SOLE
INFORMATION HLDGS INC COM 456727106 0 000000000270 SH DEFINED 01 SOLE
INFORMIX CORP COM 456779107 0 000000028425 SH DEFINED 01 SOLE
INFOSEEK CORP COM 45678M107 0 000000001755 SH DEFINED 01 SOLE
INFOUSA INC NEW CL B 456818103 0 000000001044 SH DEFINED 01 SOLE
INGERSOLL RAND CO COM 456866102 0 000000028624 SH DEFINED 01 SOLE
INGERSOLL RAND CO COM 456866102 70 000000001100 SH DEFINED 02 SOLE
INFORMATION RES INC COM 456905108 0 000000004367 SH DEFINED 01 SOLE
INGRAM MICRO INC CL A 457153104 0 000000005500 SH DEFINED 01 SOLE
INHALE THERAPEUTIC SYS INC COM 457191104 0 000000000636 SH DEFINED 01 SOLE
INNKEEPERS USA TR COM 4576J0104 0 000000001224 SH DEFINED 01 SOLE
INNOVEX INC COM 457647105 0 000000000557 SH DEFINED 01 SOLE
INSIGHT ENTERPRISES INC COM 45765U103 0 000000000744 SH DEFINED 01 SOLE
INPUT/OUTPUT INC COM 457652105 0 000000001698 SH DEFINED 01 SOLE
INSITUFORM TECHNOLOGIES INC CL A 457667103 0 000000000756 SH DEFINED 01 SOLE
INSIGNIA FINL GROUP INC NEW COM 45767A105 0 000000000588 SH DEFINED 01 SOLE
INSPIRE INS SOLUTIONS INC COM 457732105 0 000000000396 SH DEFINED 01 SOLE
INTEGRATED ELECTRICAL SVC COM 45811E103 0 000000000762 SH DEFINED 01 SOLE
INTEGRATED DEVICE TECHNOLOGY COM 458118106 0 000000013447 SH DEFINED 01 SOLE
INTEGRATED SYS INC COM 45812M104 0 000000000678 SH DEFINED 01 SOLE
INTEL CORP COM 458140100 0 000000556179 SH DEFINED 01 SOLE
INTEL CORP COM 458140100 1,331 000000023600 SH DEFINED 02 SOLE
INTER TEL INC COM 458372109 0 000000000774 SH DEFINED 01 SOLE
INTERDIGITAL COMMUNICATIONS CP COM 45866A105 0 000000001818 SH DEFINED 01 SOLE
INTERFACE INC CL A 458665106 0 000000001753 SH DEFINED 01 SOLE
INTERIM SVCS INC SUB NT CV 45868PAA8 0 012500000000 PRN DEFINED 01 SOLE
INTERIM SVCS INC COM 45868P100 0 000000001781 SH DEFINED 01 SOLE
INTERGRAPH CORP COM 458683109 0 000000001607 SH DEFINED 01 SOLE
INTERMET CORP COM 45881K104 0 000000000714 SH DEFINED 01 SOLE
INTERNATIONAL BANCSHARES CORP COM 459044103 0 000000000510 SH DEFINED 01 SOLE
INTERNATIONAL BUSINESS MACHS COM 459200101 86 000000006600 SH SOLE SOLE
INTERNATIONAL BUSINESS MACHS COM 459200101 0 000000282121 SH DEFINED 01 SOLE
INTERNATIONAL BUSINESS MACHS COM 459200101 1,733 000000013952 SH DEFINED 02 SOLE
INTERNATIONAL FIBERCOM INC COM 45950T101 0 000000000436 SH DEFINED 01 SOLE
INTERNATIONAL FLAVORS&FRAGRANC COM 459506101 0 000000018274 SH DEFINED 01 SOLE
INTERNATIONAL INTEGRATION INC COM 459698106 0 000000000255 SH DEFINED 01 SOLE
INTERNATIONAL GAME TECHNOLOGY COM 459902102 0 000000011450 SH DEFINED 01 SOLE
INTERNATIONAL MULTIFOODS CORP COM 460043102 0 000000002751 SH DEFINED 01 SOLE
INTERNATIONAL NETWORK SVCS COM 460053101 0 000000001254 SH DEFINED 01 SOLE
INTL PAPER CO COM 460146103 0 000000064035 SH DEFINED 01 SOLE
INTL PAPER CO COM 460146103 259 000000004971 SH DEFINED 02 SOLE
INTERNATIONAL RECTIFIER CORP COM 460254105 0 000000001943 SH DEFINED 01 SOLE
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Page 33 99-08-13 17:14:14
FORM 13F
INFORMATION TABLE
QUARTER ENDING
06/30/1999
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
- ------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
INTERNATIONAL SPEEDWAY CORP CL A 460335201 0 000000000696 SH DEFINED 01 SOLE
INTERNATIONAL TELECOMMUN DATA COM 46047F104 0 000000000480 SH DEFINED 01 SOLE
INTERPOOL INC COM 46062R108 0 000000000504 SH DEFINED 01 SOLE
INTERPUBLIC GROUP COS INC COM 460690100 0 000000024242 SH DEFINED 01 SOLE
INTERPUBLIC GROUP COS INC COM 460690100 860 000000010300 SH DEFINED 02 SOLE
INTERSTATE BAKERIES CORP DEL COM 46072H108 0 000000011486 SH DEFINED 01 SOLE
INTERWEST BANCORP INC COM 460931108 0 000000000516 SH DEFINED 01 SOLE
INTERVU INC COM 46114R106 0 000000000202 SH DEFINED 01 SOLE
INTERVOICE INC COM 461142101 0 000000000379 SH DEFINED 01 SOLE
INTIMATE BRANDS INC CL A 461156101 0 000000002900 SH DEFINED 01 SOLE
INTIMATE BRANDS INC CL A 461156101 0 000000120000 SH DEFINED 04 SOLE
INTRAWARE INC COM 46118M103 0 000000000417 SH DEFINED 01 SOLE
INTUIT COM 461202103 0 000000008327 SH DEFINED 01 SOLE
INVACARE CORP COM 461203101 0 000000000882 SH DEFINED 01 SOLE
INVESTMENT TECHNOLOGY GRP NEW COM 46145F105 0 000000005010 SH DEFINED 01 SOLE
INVITROGEN CORP COM 46185R100 0 000000000181 SH DEFINED 01 SOLE
INVESTORS FINL SERVICES CORP COM 461915100 0 000000000504 SH DEFINED 01 SOLE
IONICS INC COM 462218108 0 000000000606 SH DEFINED 01 SOLE
IPALCO ENTERPRISES INC COM 462613100 0 000000014456 SH DEFINED 01 SOLE
IRON MTN INC DEL COM 46284P104 0 000000000660 SH DEFINED 01 SOLE
IRWIN FINL CORP COM 464119106 0 000000000438 SH DEFINED 01 SOLE
ISIS PHARMACEUTICALS INC COM 464330109 0 000000001016 SH DEFINED 01 SOLE
IT GROUP INC COM 465266104 0 000000000376 SH DEFINED 01 SOLE
ITURF INC CL A 46575Q100 0 000000000298 SH DEFINED 01 SOLE
IVAX CORP COM 465823102 0 000000016041 SH DEFINED 01 SOLE
IVEX PACKAGING CORP DEL COM 465855104 0 000000000678 SH DEFINED 01 SOLE
IVILLAGE INC COM 46588H105 0 000000000446 SH DEFINED 01 SOLE
JDN RLTY CORP COM 465917102 0 000000001248 SH DEFINED 01 SOLE
JDA SOFTWARE GROUP INC COM 46612K108 0 000000000752 SH DEFINED 01 SOLE
JLK DIRECT DISTRIBUTION INC CL A 46621C105 0 000000000180 SH DEFINED 01 SOLE
JLG INDS INC COM 466210101 0 000000001512 SH DEFINED 01 SOLE
JP REALTY INC COM 46624A106 0 000000000492 SH DEFINED 01 SOLE
JSB FINANCIAL INC COM 46624M100 0 000000000287 SH DEFINED 01 SOLE
JABIL CIRCUIT INC COM 466313103 0 000000011177 SH DEFINED 01 SOLE
JACOBS ENGR GROUP INC DEL COM 469814107 0 000000003785 SH DEFINED 01 SOLE
JACOR COMMUNUNICATIONS INC WT EXP 09 469858138 0 000000093400 SH DEFINED 04 SOLE
JEFFBANKS INC COM 472317106 0 000000000283 SH DEFINED 01 SOLE
JEFFERIES GROUP INC NEW COM 472319102 0 000000000588 SH DEFINED 01 SOLE
JEFFERSON PILOT CORP COM 475070108 0 000000027848 SH DEFINED 01 SOLE
JO-ANN STORES INC CL A 47758P109 0 000000000633 SH DEFINED 01 SOLE
JOHN NUVEEN CO CL A 478035108 0 000000000234 SH DEFINED 01 SOLE
JOHNSON & JOHNSON COM 478160104 0 000000233727 SH DEFINED 01 SOLE
JOHNSON & JOHNSON COM 478160104 1,058 000000011607 SH DEFINED 02 SOLE
JOHNSON CTLS INC COM 478366107 0 000000014658 SH DEFINED 01 SOLE
JONES APPAREL GROUP INC COM 480074103 0 000000017026 SH DEFINED 01 SOLE
JONES LANG LASALLE INC COM 48020Q107 0 000000001145 SH DEFINED 01 SOLE
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Page 34 99-08-13 17:14:14
FORM 13F
INFORMATION TABLE
QUARTER ENDING
06/30/1999
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
- ------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
JONES INTERCABLE INC CL A 480206200 0 000000000539 SH DEFINED 01 SOLE
JONES PHARMA INC COM 480236108 0 000000000865 SH DEFINED 01 SOLE
JOSTENS INC COM 481088102 0 000000007585 SH DEFINED 01 SOLE
JOURNAL REGISTER CO COM 481138105 0 000000000408 SH DEFINED 01 SOLE
JUNO LTG INC COM 482047107 0 000000000654 SH DEFINED 01 SOLE
JUST FOR FEET INC COM 48213P106 0 000000000912 SH DEFINED 01 SOLE
JUSTIN INDS INC COM 482171105 0 000000000630 SH DEFINED 01 SOLE
KCS ENERGY INC COM 482434206 0 000000000944 SH DEFINED 01 SOLE
KLA-TENCORP CORP COM 482480100 0 000000015883 SH DEFINED 01 SOLE
K MART CORP COM 482584109 0 000000085541 SH DEFINED 01 SOLE
KN ENERGY INC COM 482620101 0 000000008266 SH DEFINED 01 SOLE
K-SWISS INC CL A 482686102 0 000000000167 SH DEFINED 01 SOLE
K V PHARMACEUTICAL CO CL B CONV 482740107 0 000000000510 SH DEFINED 01 SOLE
KAISER ALUMINUM CORP COM 483007100 0 000000001092 SH DEFINED 01 SOLE
KAMAN CORP CL A 483548103 0 000000000864 SH DEFINED 01 SOLE
KANSAS CITY LIFE INS CO COM 484836101 0 000000000264 SH DEFINED 01 SOLE
KANSAS CITY PWR & LT CO COM 485134100 0 000000007231 SH DEFINED 01 SOLE
KANSAS CITY SOUTHN INDS INC COM 485170104 0 000000019036 SH DEFINED 01 SOLE
KAUFMAN & BROAD HOME CORP COM 486168107 0 000000010179 SH DEFINED 01 SOLE
KAYDON CORP COM 486587108 0 000000008126 SH DEFINED 01 SOLE
KEANE INC COM 486665102 0 000000008198 SH DEFINED 01 SOLE
KELLOGG CO COM 487836108 0 000000084145 SH DEFINED 01 SOLE
KELLEY OIL & GAS CORP COM 487906109 0 000000004728 SH DEFINED 01 SOLE
KELLSTROM INDS INC COM 488035106 0 000000000444 SH DEFINED 01 SOLE
KELLWOOD CO COM 488044108 0 000000000846 SH DEFINED 01 SOLE
KELLY SVCS INC CL A 488152208 0 000000004350 SH DEFINED 01 SOLE
KEMET CORP COM 488360108 0 000000001433 SH DEFINED 01 SOLE
KENNAMETAL INC COM 489170100 0 000000003410 SH DEFINED 01 SOLE
KENT ELECTRS CORP COM 490553104 0 000000001050 SH DEFINED 01 SOLE
KERR MCGEE CORP COM 492386107 0 000000014923 SH DEFINED 01 SOLE
KEY ENERGY SVCS INC COM 492914106 0 000000002796 SH DEFINED 01 SOLE
KEYCORP NEW COM 493267108 0 000000076640 SH DEFINED 01 SOLE
KEYCORP NEW COM 493267108 148 000000004500 SH DEFINED 02 SOLE
KEYSTONE AUTOMOTIVE INDS INC COM 49338N109 0 000000000582 SH DEFINED 01 SOLE
KEYSTONE FINANCIAL INC COM 493482103 0 000000005686 SH DEFINED 01 SOLE
KILROY RLTY CORP COM 49427F108 0 000000001038 SH DEFINED 01 SOLE
KIMBALL INTL INC CL B 494274103 0 000000001338 SH DEFINED 01 SOLE
KIMBERLY CLARK CORP COM 494368103 0 000000108632 SH DEFINED 01 SOLE
KIMBERLY CLARK CORP COM 494368103 204 000000003570 SH DEFINED 02 SOLE
KING PHARMACEUTICALS INC COM 495582108 0 000000000459 SH DEFINED 01 SOLE
KING WORLD PRODTNS INC COM 495667107 0 000000078363 SH DEFINED 01 SOLE
KIRBY CORP COM 497266106 0 000000000756 SH DEFINED 01 SOLE
KMART FING I PFD TRCV 7 498778208 0 001145000000 PRN DEFINED 01 SOLE
KNOLL INC COM 498904101 0 000000000510 SH DEFINED 01 SOLE
KNIGHT RIDDER INC COM 499040103 0 000000023575 SH DEFINED 01 SOLE
KNIGHT TRANSN INC COM 499064103 0 000000000222 SH DEFINED 01 SOLE
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Page 35 99-08-13 17:14:14
FORM 13F
INFORMATION TABLE
QUARTER ENDING
06/30/1999
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
- ------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
KOGER EQUITY INC COM 500228101 0 000000000996 SH DEFINED 01 SOLE
KOHLS CORP COM 500255104 0 000000028106 SH DEFINED 01 SOLE
KOHLS CORP COM 500255104 132 000000001832 SH DEFINED 02 SOLE
KOMAG INC COM 500453105 0 000000002007 SH DEFINED 01 SOLE
KONOVER PPTY TR INC COM 50047R100 0 000000000509 SH DEFINED 01 SOLE
KOPIN CORP COM 500600101 0 000000000391 SH DEFINED 01 SOLE
KORN FERRY INTL COM NEW 500643200 0 000000000492 SH DEFINED 01 SOLE
KROGER CO COM 501044101 0 000000070839 SH DEFINED 01 SOLE
KROGER CO COM 501044101 131 000000002369 SH DEFINED 02 SOLE
KROLL O GARA CO COM 501050108 0 000000000358 SH DEFINED 01 SOLE
KRONOS INC COM 501052104 0 000000000474 SH DEFINED 01 SOLE
KULICKE & SOFFA INDS INC COM 501242101 0 000000000876 SH DEFINED 01 SOLE
LCA-VISION INC COM NEW 501803209 0 000000000842 SH DEFINED 01 SOLE
LG&E ENERGY CORP COM 501917108 0 000000015141 SH DEFINED 01 SOLE
LTV CORP NEW COM 501921100 0 000000003744 SH DEFINED 01 SOLE
LNR PPTY CORP COM 501940100 0 000000000966 SH DEFINED 01 SOLE
LSI INDS INC COM 50216C108 0 000000000160 SH DEFINED 01 SOLE
LSI LOGIC CORP COM 502161102 0 000000022290 SH DEFINED 01 SOLE
LTC PPTYS INC COM 502175102 0 000000001041 SH DEFINED 01 SOLE
LTX CORP COM 502392103 0 000000000457 SH DEFINED 01 SOLE
L-3 COMMUNICATIONS HLDGS INC COM 502424104 0 000000000248 SH DEFINED 01 SOLE
LA Z BOY INC COM 505336107 0 000000001967 SH DEFINED 01 SOLE
LABORATORY CORP AMER HLDGS COM 50540R102 0 000000001817 SH DEFINED 01 SOLE
LABOR READY INC COM NEW 505401208 0 000000000876 SH DEFINED 01 SOLE
LACLEDE GAS CO COM 505588103 0 000000000660 SH DEFINED 01 SOLE
LAIDLAW INC COM 50730K503 0 000000057307 SH DEFINED 01 SOLE
LAIDLAW INC COM 50730K503 21 000000002800 SH DEFINED 02 SOLE
LAM RESH CORP COM 512807108 0 000000001440 SH DEFINED 01 SOLE
LANCASTER COLONY CORP COM 513847103 0 000000004942 SH DEFINED 01 SOLE
LANCE INC COM 514606102 0 000000004296 SH DEFINED 01 SOLE
LANDAUER INC COM 51476K103 0 000000000299 SH DEFINED 01 SOLE
LANDAMERICA FINL GROUP INC COM 514936103 0 000000001076 SH DEFINED 01 SOLE
LANDRYS SEAFOOD RESTAURANTS COM 51508L103 0 000000000964 SH DEFINED 01 SOLE
LANDS END INC COM 515086106 0 000000004061 SH DEFINED 01 SOLE
LANDSTAR SYS INC COM 515098101 0 000000000384 SH DEFINED 01 SOLE
LASERSIGHT INC COM 517924106 0 000000000277 SH DEFINED 01 SOLE
LASALLE HOTEL PPTYS COM SH BEN 517942108 0 000000000444 SH DEFINED 01 SOLE
LASER VISION CTRS INC COM 51807H100 0 000000000182 SH DEFINED 01 SOLE
LASON INC COM 51808R107 0 000000000462 SH DEFINED 01 SOLE
LATTICE SEMICONDUCTOR CORP COM 518415104 0 000000000834 SH DEFINED 01 SOLE
LAUDER ESTEE COS INC CL A 518439104 0 000000003200 SH DEFINED 01 SOLE
LAUNCH MEDIA INC COM 518567102 0 000000000201 SH DEFINED 01 SOLE
LAWSON PRODS INC COM 520776105 0 000000000222 SH DEFINED 01 SOLE
LEAP WIRELESS INTL INC COM 521863100 0 000000000239 SH DEFINED 01 SOLE
LEAP WIRELESS INTL INC COM 521863100 2 000000000100 SH DEFINED 02 SOLE
LEAR CORP COM 521865105 0 000000007772 SH DEFINED 01 SOLE
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Page 36 99-08-13 17:14:14
FORM 13F
INFORMATION TABLE
QUARTER ENDING
06/30/1999
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
- ------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
LEARNING TREE INTL INC COM 522015106 0 000000000413 SH DEFINED 01 SOLE
LEASING SOLUTIONS INC COM 522113109 0 000000000210 SH DEFINED 01 SOLE
LEE ENTERPRISES INC COM 523768109 0 000000006870 SH DEFINED 01 SOLE
LEGATO SYS INC COM 524651106 0 000000006196 SH DEFINED 01 SOLE
LEGGETT & PLATT INC COM 524660107 0 000000022807 SH DEFINED 01 SOLE
LEHMAN BROS HLDGS INC COM 524908100 0 000000029303 SH DEFINED 01 SOLE
LEHMAN BROS HLDGS INC COM 524908100 61 000000001100 SH DEFINED 02 SOLE
LEVEL 3 COMMUNICATIONS INC COM 52729N100 0 000000004332 SH DEFINED 01 SOLE
LEVEL 3 COMMUNICATIONS INC COM 52729N100 501 000000007500 SH DEFINED 02 SOLE
LEVEL ONE COMMUNICATIONS INC COM 527295109 0 000000475664 SH DEFINED 01 SOLE
LEXINGTON CORP PPTYS TR COM 529043101 0 000000000642 SH DEFINED 01 SOLE
LEXMARK INTL GROUP INC CL A 529771107 0 000000017126 SH DEFINED 01 SOLE
LIBBEY INC COM 529898108 0 000000000642 SH DEFINED 01 SOLE
LIBERTY CORP S C COM 530370105 0 000000000414 SH DEFINED 01 SOLE
LIFE USA HLDG INC COM NEW 531918209 0 000000162766 SH DEFINED 01 SOLE
LIFEPOINT HOSPITALS INC COM 53219L109 0 000000000410 SH DEFINED 01 SOLE
LIFEPOINT HOSPITALS INC COM 53219L109 10 000000000883 SH DEFINED 02 SOLE
LIGAND PHARMACEUTICALS INC CL B 53220K207 0 000000001530 SH DEFINED 01 SOLE
LILLY ELI & CO COM 532457108 0 000000202923 SH DEFINED 01 SOLE
LILLY ELI & CO COM 532457108 256 000000003900 SH DEFINED 02 SOLE
LILLY INDS INC CL A 532491107 0 000000000852 SH DEFINED 01 SOLE
LIMITED INC COM 532716107 0 000000040619 SH DEFINED 01 SOLE
LIMITED INC COM 532716107 16,982 000000381899 SH DEFINED 02 SOLE
LINCARE HLDGS INC COM 532791100 0 000000007722 SH DEFINED 01 SOLE
LINCOLN ELEC HLDGS INC COM 533900106 0 000000001714 SH DEFINED 01 SOLE
LINCOLN NATL CORP IND COM 534187109 0 000000034758 SH DEFINED 01 SOLE
LINCOLN NATL CORP IND COM 534187109 263 000000005056 SH DEFINED 02 SOLE
LINDSAY MFG CO COM 535555106 0 000000000431 SH DEFINED 01 SOLE
LINEAR TECHNOLOGY CORP COM 535678106 0 000000021543 SH DEFINED 01 SOLE
LINENS N THINGS INC COM 535679104 0 000000001464 SH DEFINED 01 SOLE
LIPOSOME CO INC COM 536310105 0 000000001440 SH DEFINED 01 SOLE
LIQUI BOX CORP COM 536314107 0 000000000074 SH DEFINED 01 SOLE
LITHIA MTRS INC CL A 536797103 0 000000000163 SH DEFINED 01 SOLE
LITTELFUSE INC COM 537008104 0 000000000696 SH DEFINED 01 SOLE
LITTON INDS INC COM 538021106 0 000000005379 SH DEFINED 01 SOLE
LIZ CLAIBORNE INC COM 539320101 0 000000011011 SH DEFINED 01 SOLE
LOCAL FINL CORP COM 539553107 0 000000000768 SH DEFINED 01 SOLE
LOCKHEED MARTIN CORP COM 539830109 0 000000061341 SH DEFINED 01 SOLE
LOCKHEED MARTIN CORP COM 539830109 174 000000004827 SH DEFINED 02 SOLE
LODGIAN INC COM 54021P106 0 000000001115 SH DEFINED 01 SOLE
LOEWS CINEPLEX ENTMT CORP COM 540423100 0 000000000923 SH DEFINED 01 SOLE
LOEWS CORP COM 540424108 0 000000019848 SH DEFINED 01 SOLE
LONE STAR INDS INC COM NEW 542290408 0 000000000720 SH DEFINED 01 SOLE
LONE STAR STEAKHOUSE SALOON COM 542307103 0 000000005594 SH DEFINED 01 SOLE
LONE STAR TECHNOLOGIES INC COM 542312103 0 000000000846 SH DEFINED 01 SOLE
LONG BEACH FINL CORP COM 542446109 0 000000151886 SH DEFINED 01 SOLE
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Page 37 99-08-13 17:14:14
FORM 13F
INFORMATION TABLE
QUARTER ENDING
06/30/1999
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
- ------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
LONG BEACH FINL CORP COM 542446109 4,068 000000280000 SH DEFINED 02 SOLE
LONGS DRUG STORES CORP COM 543162101 0 000000007758 SH DEFINED 01 SOLE
LONGVIEW FIBRE CO COM 543213102 0 000000008062 SH DEFINED 01 SOLE
LOUIS DREYFUS NAT GAS CORP COM 546011107 0 000000000726 SH DEFINED 01 SOLE
LOUISIANA PAC CORP COM 546347105 0 000000024344 SH DEFINED 01 SOLE
LOWES COS INC COM 548661107 0 000000064319 SH DEFINED 01 SOLE
LUBRIZOL CORP COM 549271104 0 000000006420 SH DEFINED 01 SOLE
LUBYS INC COM 549282101 0 000000000850 SH DEFINED 01 SOLE
LUCENT TECHNOLOGIES INC COM 549463107 458 000000006800 SH SOLE SOLE
LUCENT TECHNOLOGIES INC COM 549463107 0 000000489419 SH DEFINED 01 SOLE
LUCENT TECHNOLOGIES INC COM 549463107 1,234 000000019028 SH DEFINED 02 SOLE
LUCENT TECHNOLOGIES INC COM 549463107 0 000000046200 SH DEFINED 04 SOLE
LYCOS INC COM 550818108 0 000000002432 SH DEFINED 01 SOLE
LYONDELL CHEMICAL CO COM 552078107 0 000000013010 SH DEFINED 01 SOLE
MAF BANCORP INC COM 55261R108 0 000000000906 SH DEFINED 01 SOLE
MBIA INC COM 55262C100 0 000000021261 SH DEFINED 01 SOLE
MBNA CORP COM 55262L100 0 000000137645 SH DEFINED 01 SOLE
MBNA CORP COM 55262L100 145 000000004800 SH DEFINED 02 SOLE
MCN ENERGY GROUP INC COM 55267J100 0 000000009217 SH DEFINED 01 SOLE
M D C HLDGS INC COM 552676108 0 000000000828 SH DEFINED 01 SOLE
MCI WORLDCOM INC COM 55268B106 0 000000306357 SH DEFINED 01 SOLE
MCI WORLDCOM INC COM 55268B106 1,153 000000012384 SH DEFINED 02 SOLE
MDU RES GROUP INC COM 552690109 0 000000001997 SH DEFINED 01 SOLE
MEMC ELECTR MATLS INC COM 552715104 0 000000000732 SH DEFINED 01 SOLE
MGC COMMUNICATIONS INC COM 552763302 0 000000000138 SH DEFINED 01 SOLE
MGIC INVT CORP WIS COM 552848103 0 000000020584 SH DEFINED 01 SOLE
MGI PPTYS INC COM 552885105 0 000000000516 SH DEFINED 01 SOLE
MGM GRAND INC COM 552953101 0 000000002400 SH DEFINED 01 SOLE
MKS INSTRUMENT INC COM 55306N104 0 000000000310 SH DEFINED 01 SOLE
MMC NETWORKS INC COM 55308N102 0 000000001140 SH DEFINED 01 SOLE
MMI COS INC COM 553087107 0 000000000606 SH DEFINED 01 SOLE
MRV COMMUNICATIONS INC COM 553477100 0 000000000864 SH DEFINED 01 SOLE
M S CARRIERS INC COM 553533100 0 000000000342 SH DEFINED 01 SOLE
MTS SYS CORP COM 553777103 0 000000000690 SH DEFINED 01 SOLE
MTI TECHNOLOGY CORP COM 553903105 0 000000000954 SH DEFINED 01 SOLE
MACDERMID INC COM 554273102 0 000000000534 SH DEFINED 01 SOLE
MACERICH CO COM 554382101 0 000000001152 SH DEFINED 01 SOLE
MACMILLAN BLOEDEL LTD COM 554783209 0 000000100000 SH DEFINED 01 SOLE
MACROVISION CORP COM 555904101 0 000000000121 SH DEFINED 01 SOLE
MACROMEDIA INC COM 556100105 0 000000001325 SH DEFINED 01 SOLE
MADISON GAS & ELEC CO COM 557497104 0 000000000606 SH DEFINED 01 SOLE
MAGELLAN HEALTH SVCS INC COM 559079108 0 000000001194 SH DEFINED 01 SOLE
MAGNA INTL INC SUB DB CV 559222AF1 0 000001750000 SH DEFINED 01 SOLE
MAGNA INTL INC CL A 559222401 0 000000000700 SH DEFINED 01 SOLE
MAGNETEK INC COM 559424106 0 000000004620 SH DEFINED 01 SOLE
MAHONING NATL BANCORP INC COM 560090102 0 000000000234 SH DEFINED 01 SOLE
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Page 38 99-08-13 17:14:14
FORM 13F
INFORMATION TABLE
QUARTER ENDING
06/30/1999
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
- ------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MAIL-WELL INC COM 560321200 0 000000001434 SH DEFINED 01 SOLE
MALLINCKRODT INC NEW COM 561232109 0 000000012165 SH DEFINED 01 SOLE
MANHATTAN ASSOCS INC COM 562750109 0 000000000132 SH DEFINED 01 SOLE
MANITOWOC INC COM 563571108 0 000000004272 SH DEFINED 01 SOLE
MANNATECH INC COM 563771104 0 000000000425 SH DEFINED 01 SOLE
MANPOWER INC COM 56418H100 362 000000016000 SH SOLE SOLE
MANPOWER INC COM 56418H100 0 000000025460 SH DEFINED 01 SOLE
MANUFACTURED HOME CMNTYS INC COM 564682102 0 000000000815 SH DEFINED 01 SOLE
MAPICS INC COM 564910107 0 000000000618 SH DEFINED 01 SOLE
MANUGISTICS GROUP INC COM 565011103 0 000000000732 SH DEFINED 01 SOLE
MAPQUEST COM INC COM 565644101 0 000000000532 SH DEFINED 01 SOLE
MARCUS CORP COM 566330106 0 000000000852 SH DEFINED 01 SOLE
MARINE DRILLING COS INC COM PAR $0 568240204 0 000000001967 SH DEFINED 01 SOLE
MARINER POST-ACUTE NETWORK INC COM 568459101 0 000000002748 SH DEFINED 01 SOLE
MARK IV INDS INC COM 570387100 0 000000007621 SH DEFINED 01 SOLE
MARKEL CORP COM 570535104 0 000000000156 SH DEFINED 01 SOLE
MARKETWATCH COM INC COM 570619106 0 000000000165 SH DEFINED 01 SOLE
MARKETING SVCS GROUP INC COM 570907105 0 000000000238 SH DEFINED 01 SOLE
MARSH & MCLENNAN COS INC COM 571748102 0 000000045364 SH DEFINED 01 SOLE
MARSH & MCLENNAN COS INC COM 571748102 262 000000003528 SH DEFINED 02 SOLE
MARSHALL & ILSLEY CORP COM 571834100 0 000000012291 SH DEFINED 01 SOLE
MARRIOTT INTL INC NEW CL A 571903202 0 000000046527 SH DEFINED 01 SOLE
MARSHALL INDS COM 572393106 0 000000004324 SH DEFINED 01 SOLE
MARTIN MARIETTA MATLS INC COM 573284106 0 000000015878 SH DEFINED 01 SOLE
MARVEL ENTERPRISES INC COM 57383M108 0 000000000300 SH DEFINED 01 SOLE
MASCO CORP COM 574599106 0 000000060711 SH DEFINED 01 SOLE
MASCO CORP COM 574599106 65 000000002300 SH DEFINED 02 SOLE
MASCOTECH INC SBDB CONV 574670AB1 0 007500000000 PRN DEFINED 01 SOLE
MASCOTECH INC COM 574670105 0 000000001326 SH DEFINED 01 SOLE
MASTECH CORP COM 57632N105 0 000000000741 SH DEFINED 01 SOLE
MASTEC INC COM 576323109 0 000000000468 SH DEFINED 01 SOLE
MATRIA HEALTHCARE INC COM 576817100 0 000000000619 SH DEFINED 01 SOLE
MATTEL INC COM 577081102 0 000000091594 SH DEFINED 01 SOLE
MATTHEWS INTL CORP CL A 577128101 0 000000000599 SH DEFINED 01 SOLE
MAXIM INTEGRATED PRODS INC COM 57772K101 0 000000019087 SH DEFINED 01 SOLE
MAXTOR CORP COM NEW 577729205 0 000000001740 SH DEFINED 01 SOLE
MAXWELL TECHNOLOGIES INC COM 577767106 0 000000000150 SH DEFINED 01 SOLE
MAXXIM MED INC COM 57777G105 0 000000000534 SH DEFINED 01 SOLE
MAY DEPT STORES CO COM 577778103 0 000000078492 SH DEFINED 01 SOLE
MAY DEPT STORES CO COM 577778103 89 000000002150 SH DEFINED 02 SOLE
MAXXAM INC COM 577913106 0 000000000957 SH DEFINED 01 SOLE
MAVERICK TUBE CORP COM 577914104 0 000000000581 SH DEFINED 01 SOLE
MAXIMUS INC COM 577933104 0 000000000342 SH DEFINED 01 SOLE
MAYTAG CORP COM 578592107 0 000000023863 SH DEFINED 01 SOLE
MCCLATCHY CO CL A 579489105 0 000000002252 SH DEFINED 01 SOLE
MCCORMICK & CO INC COM NON VT 579780206 0 000000008545 SH DEFINED 01 SOLE
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Page 39 99-08-13 17:14:14
FORM 13F
INFORMATION TABLE
QUARTER ENDING
06/30/1999
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
- ------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MCDERMOTT INTL INC COM 580037109 0 000000010197 SH DEFINED 01 SOLE
MCDONALDS CORP COM 580135101 0 000000234917 SH DEFINED 01 SOLE
MCDONALDS CORP COM 580135101 432 000000010833 SH DEFINED 02 SOLE
MCGRATH RENTCORP COM 580589109 0 000000000274 SH DEFINED 01 SOLE
MCGRAW HILL COS INC COM 580645109 0 000000034050 SH DEFINED 01 SOLE
MCGRAW HILL COS INC COM 580645109 255 000000004992 SH DEFINED 02 SOLE
MCKESSON HBOC INC COM 58155Q103 0 000000047634 SH DEFINED 01 SOLE
MCKESSON HBOC INC COM 58155Q103 53 000000001700 SH DEFINED 02 SOLE
MCLEODUSA INC COM 582266102 0 000000001224 SH DEFINED 01 SOLE
MCMORAN EXPLORATION CO COM 582411104 0 000000000216 SH DEFINED 01 SOLE
MEAD CORP COM 582834107 0 000000019678 SH DEFINED 01 SOLE
MEAD CORP COM 582834107 54 000000001300 SH DEFINED 02 SOLE
MEADOWCRAFT INC COM 583204102 0 000000000138 SH DEFINED 01 SOLE
MECHANICAL TECHNOLOGY INC COM 583538103 0 000000000166 SH DEFINED 01 SOLE
MEDALLION FINL CORP COM 583928106 0 000000000420 SH DEFINED 01 SOLE
MEDAPHIS CORP COM 584028104 0 000000002963 SH DEFINED 01 SOLE
MEDCO RESH INC COM 584059109 0 000000000661 SH DEFINED 01 SOLE
MEDE AMER CORP COM 584067102 0 000000000186 SH DEFINED 01 SOLE
MEDIA ARTS GROUP INC COM 58439C102 0 000000000180 SH DEFINED 01 SOLE
MEDIAONE GROUP INC COM 58440J104 0 000000289639 SH DEFINED 01 SOLE
MEDIAONE GROUP INC COM 58440J104 502 000000006829 SH DEFINED 02 SOLE
MEDIA METRIX INC COM 58440X103 0 000000000282 SH DEFINED 01 SOLE
MEDIA GEN INC CL A 584404107 0 000000004015 SH DEFINED 01 SOLE
MEDICAL ASSURN INC COM 58449U100 0 000000000876 SH DEFINED 01 SOLE
MEDICAL MANAGER CORP COM 58461C103 0 000000000396 SH DEFINED 01 SOLE
MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 0 000000001073 SH DEFINED 01 SOLE
MEDIMMUNE INC COM 584699102 0 000000008259 SH DEFINED 01 SOLE
MEDQUIST INC COM 584949101 0 000000001266 SH DEFINED 01 SOLE
MEDTRONIC INC COM 585055106 0 000000100520 SH DEFINED 01 SOLE
MEDTRONIC INC COM 585055106 346 000000004656 SH DEFINED 02 SOLE
MELITA INTERNATIONAL CORP COM 585493109 0 000000000240 SH DEFINED 01 SOLE
MELLON BK CORP COM 585509102 0 000000104852 SH DEFINED 01 SOLE
MELLON BK CORP COM 585509102 139 000000004032 SH DEFINED 02 SOLE
MEMBERWORKS INC COM 586002107 0 000000000462 SH DEFINED 01 SOLE
MENS WEARHOUSE INC COM 587118100 0 000000000915 SH DEFINED 01 SOLE
MENTOR CORP MINN COM 587188103 0 000000000858 SH DEFINED 01 SOLE
MENTOR GRAPHICS CORP COM 587200106 0 000000009914 SH DEFINED 01 SOLE
MERCANTILE BANCORPORATION INC COM 587342106 0 000000287070 SH DEFINED 01 SOLE
MERCANTILE BANCORPORATION INC COM 587342106 110 000000002000 SH DEFINED 02 SOLE
MERCANTILE BANKSHARES CORP COM 587405101 0 000000008226 SH DEFINED 01 SOLE
MERCHANTS N Y BANCORP INC COM 589167105 0 000000000282 SH DEFINED 01 SOLE
MERCK & CO INC COM 589331107 625 000000008500 SH SOLE SOLE
MERCK & CO INC COM 589331107 0 000000414967 SH DEFINED 01 SOLE
MERCK & CO INC COM 589331107 1,437 000000020547 SH DEFINED 02 SOLE
MERCURY COMPUTER SYS COM 589378108 0 000000000135 SH DEFINED 01 SOLE
MERCURY GENL CORP NEW COM 589400100 0 000000003100 SH DEFINED 01 SOLE
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Page 40 99-08-13 17:14:14
FORM 13F
INFORMATION TABLE
QUARTER ENDING
06/30/1999
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
- ------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MERCURY INTERACTIVE CORP COM 589405109 0 000000001225 SH DEFINED 01 SOLE
MEREDITH CORP COM 589433101 0 000000009060 SH DEFINED 01 SOLE
MERIDIAN RESOURCE CORP COM 58977Q109 0 000000001667 SH DEFINED 01 SOLE
MERISTAR HOSPITALITY CORP COM 58984Y103 0 000000001758 SH DEFINED 01 SOLE
MERITOR AUTOMOTIVE INC COM 59000G100 0 000000008062 SH DEFINED 01 SOLE
MERRILL CORP COM 590175105 0 000000000522 SH DEFINED 01 SOLE
MERRILL LYNCH & CO INC COM 590188108 0 000000063586 SH DEFINED 01 SOLE
MERRILL LYNCH & CO INC COM 590188108 81 000000001100 SH DEFINED 02 SOLE
MESABA HLDGS INC COM 59066B102 0 000000000444 SH DEFINED 01 SOLE
MESSAGEMEDIA INC COM 590787107 0 000000000456 SH DEFINED 01 SOLE
METAL MGMT INC COM 591097100 0 000000001121 SH DEFINED 01 SOLE
METALS USA INC COM 591324108 0 000000001062 SH DEFINED 01 SOLE
METAMOR WORLDWIDE INC COM 59133P100 0 000000001092 SH DEFINED 01 SOLE
METHODE ELECTRS INC CL A 591520200 0 000000001332 SH DEFINED 01 SOLE
METRIS COS INC COM 591598107 0 000000001450 SH DEFINED 01 SOLE
METRO INFORMATION SERVICES INC COM 59162P104 0 000000000240 SH DEFINED 01 SOLE
METROMEDIA FIBER NETWORK INC CL A 591689104 0 000000001873 SH DEFINED 01 SOLE
METROMEDIA INTL GROUP INC COM 591695101 0 000000001997 SH DEFINED 01 SOLE
METRO NETWORKS INC COM 591918107 0 000000000270 SH DEFINED 01 SOLE
METTLER TOLEDO INTERNATIONAL COM 592688105 0 000000001440 SH DEFINED 01 SOLE
METZLER GROUP INC COM 592903108 0 000000000645 SH DEFINED 01 SOLE
MIAMI COMPUTER SUPPLY CORP COM 593261100 0 000000000166 SH DEFINED 01 SOLE
MICHAEL FOOD INC NEW COM 594079105 0 000000000486 SH DEFINED 01 SOLE
MICHAELS STORES INC COM 594087108 0 000000000912 SH DEFINED 01 SOLE
MICHIGAN FINL CORP COM 594480105 0 000000000119 SH DEFINED 01 SOLE
MICREL INC COM 594793101 0 000000000505 SH DEFINED 01 SOLE
MICROS SYS INC COM 594901100 0 000000000606 SH DEFINED 01 SOLE
MICROSOFT CORP COM 594918104 883 000000009800 SH SOLE SOLE
MICROSOFT CORP COM 594918104 0 000000826577 SH DEFINED 01 SOLE
MICROSOFT CORP COM 594918104 3,222 000000037498 SH DEFINED 02 SOLE
MICROSTRATEGY INC CL A 594972101 0 000000000636 SH DEFINED 01 SOLE
MICRO WHSE INC COM 59501B105 0 000000005384 SH DEFINED 01 SOLE
MICROCHIP TECHNOLOGY INC COM 595017104 0 000000008376 SH DEFINED 01 SOLE
MICROMUSE INC COM 595094103 0 000000000384 SH DEFINED 01 SOLE
MICRON ELECTRONICS INC COM 595100108 0 000000002822 SH DEFINED 01 SOLE
MICRON TECHNOLOGY INC COM 595112103 0 000000038929 SH DEFINED 01 SOLE
MICRON TECHNOLOGY INC COM 595112103 97 000000002510 SH DEFINED 02 SOLE
MID-AMER APT CMNTYS INC COM 59522J103 0 000000000708 SH DEFINED 01 SOLE
MID ATLANTIC MED SVCS INC COM 59523C107 0 000000001704 SH DEFINED 01 SOLE
MIDAMERICAN ENERGY HLDGS NEW COM 59562V107 0 000000006971 SH DEFINED 01 SOLE
MIDAS GROUP INC COM 595626102 0 000000000636 SH DEFINED 01 SOLE
MID AMER BANCORP COM 595915109 0 000000000306 SH DEFINED 01 SOLE
MIDLAND CO COM 597486109 0 000000000168 SH DEFINED 01 SOLE
MIDWEST EXPRESS HLDGS INC COM 597911106 0 000000000528 SH DEFINED 01 SOLE
MIDWAY GAMES INC COM 598148104 0 000000001069 SH DEFINED 01 SOLE
MIDWEST BANC HOLDINGS INC COM 598251106 0 000000000174 SH DEFINED 01 SOLE
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Page 41 99-08-13 17:14:14
FORM 13F
INFORMATION TABLE
QUARTER ENDING
06/30/1999
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
- ------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MIKASA INC COM 59862T109 0 000000000335 SH DEFINED 01 SOLE
MILACRON INC COM 598709103 0 000000007830 SH DEFINED 01 SOLE
MILLENNIUM PHARMACEUTICALS INC COM 599902103 0 000000001254 SH DEFINED 01 SOLE
MILLER HERMAN INC COM 600544100 0 000000010432 SH DEFINED 01 SOLE
MILLER INDS INC TENN COM 600551105 0 000000001482 SH DEFINED 01 SOLE
MILLIPORE CORP COM 601073109 0 000000006919 SH DEFINED 01 SOLE
MILLS CORP COM 601148109 0 000000000570 SH DEFINED 01 SOLE
MINDSPRING ENTERPRISES INC COM 602683104 0 000000000654 SH DEFINED 01 SOLE
MINE SAFETY APPLIANCES CO COM 602720104 0 000000000138 SH DEFINED 01 SOLE
MINERALS TECHNOLOGIES INC COM 603158106 0 000000003256 SH DEFINED 01 SOLE
MINIMED INC COM 60365K108 0 000000000558 SH DEFINED 01 SOLE
MINNESOTA MNG & MFG CO COM 604059105 0 000000069608 SH DEFINED 01 SOLE
MINNESOTA MNG & MFG CO COM 604059105 433 000000004900 SH DEFINED 02 SOLE
MINNESOTA PWR INC COM 604110106 0 000000011223 SH DEFINED 01 SOLE
MIPS TECHNOLOGIES INC CL A 604567107 0 000000000521 SH DEFINED 01 SOLE
MIRAGE RESORTS INC COM 60462E104 0 000000068161 SH DEFINED 01 SOLE
MISSISSIPPI CHEM CORP COM NEW 605288208 0 000000000989 SH DEFINED 01 SOLE
MISSISSIPPI VY BANCSHARES INC COM 605720101 0 000000000234 SH DEFINED 01 SOLE
MITCHELL ENERGY & DEV CORP CL A 606592202 0 000000000756 SH DEFINED 01 SOLE
MOBIL CORP COM 607059102 0 000000136888 SH DEFINED 01 SOLE
MOBIL CORP COM 607059102 511 000000005324 SH DEFINED 02 SOLE
MODEM MEDIA POPPE TYSON INC CL A 607533106 0 000000000167 SH DEFINED 01 SOLE
MODINE MFG CO COM 607828100 0 000000004270 SH DEFINED 01 SOLE
MODIS PROFESSIONAL SVCS INC COM 607830106 0 000000031103 SH DEFINED 01 SOLE
MOHAWK INDS INC COM 608190104 0 000000007040 SH DEFINED 01 SOLE
MOLECULAR DEVICES CORP COM 60851C107 0 000000000126 SH DEFINED 01 SOLE
MOLEX INC COM 608554101 0 000000019444 SH DEFINED 01 SOLE
MOMENTUM BUSINESS APPS INC CL A 60877P108 8 000000001046 SH DEFINED 02 SOLE
MONACO COACH CORP COM 60886R103 0 000000000468 SH DEFINED 01 SOLE
MONDAVI ROBERT CORP CL A 609200100 0 000000000300 SH DEFINED 01 SOLE
MONSANTO CO COM 611662107 0 000000113563 SH DEFINED 01 SOLE
MONSANTO CO COM 611662107 196 000000005000 SH DEFINED 02 SOLE
MONTANA POWER CO COM 612085100 0 000000015138 SH DEFINED 01 SOLE
MOOG INC CL A 615394202 0 000000000264 SH DEFINED 01 SOLE
MOORE LTD COM 615785102 0 000000000789 SH DEFINED 01 SOLE
MORGAN J P & CO INC COM 616880100 0 000000030399 SH DEFINED 01 SOLE
MORGAN KEEGAN INC COM 617410105 0 000000001014 SH DEFINED 01 SOLE
MORGAN STANLEY DEAN WITTER&CO COM NEW 617446448 0 000000097662 SH DEFINED 01 SOLE
MORGAN STANLEY DEAN WITTER&CO COM NEW 617446448 304 000000003247 SH DEFINED 02 SOLE
MORRISON HEALTH CARE INC COM 61841L108 0 000000000196 SH DEFINED 01 SOLE
MORRISON KNUDSEN CORP NEW COM 61844A109 0 000000001242 SH DEFINED 01 SOLE
MOSAIX INC COM 619454101 0 000000226500 SH DEFINED 01 SOLE
MOTIVEPOWER INDS INC COM 61980K101 0 000000001002 SH DEFINED 01 SOLE
MOTOROLA INC COM 620076109 0 000000096810 SH DEFINED 01 SOLE
MOTOROLA INC COM 620076109 359 000000003954 SH DEFINED 02 SOLE
MOVADO GROUP INC COM 624580106 0 000000000342 SH DEFINED 01 SOLE
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Page 42 99-08-13 17:14:14
FORM 13F
INFORMATION TABLE
QUARTER ENDING
06/30/1999
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
- ------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MPATH INTERACTIVE INC COM 62473C101 0 000000000427 SH DEFINED 01 SOLE
MUELLER INDS INC COM 624756102 0 000000001344 SH DEFINED 01 SOLE
MULTEX COM INC COM 625367107 0 000000000320 SH DEFINED 01 SOLE
MURPHY OIL CORP COM 626717102 0 000000006100 SH DEFINED 01 SOLE
MUSICLAND STORES CORP COM 62758B109 0 000000002355 SH DEFINED 01 SOLE
MUTUAL RISK MGMT LTD COM 628351108 0 000000005600 SH DEFINED 01 SOLE
MYERS INDS INC COM 628464109 0 000000000690 SH DEFINED 01 SOLE
MYLAN LABS INC COM 628530107 0 000000023116 SH DEFINED 01 SOLE
NBT BANCORP INC COM 628778102 0 000000000468 SH DEFINED 01 SOLE
NBTY INC COM 628782104 0 000000002202 SH DEFINED 01 SOLE
NCH CORP COM 628850109 0 000000000738 SH DEFINED 01 SOLE
NCI BUILDING SYS INC COM 628852105 0 000000000690 SH DEFINED 01 SOLE
NCO GROUP INC COM 628858102 0 000000000319 SH DEFINED 01 SOLE
NCR CORP NEW COM 62886E108 0 000000011584 SH DEFINED 01 SOLE
NCS HEALTHCARE INC CL A 628874109 0 000000000534 SH DEFINED 01 SOLE
NFO WORLDWIDE INC COM 62910N108 0 000000000660 SH DEFINED 01 SOLE
NL INDS INC COM NEW 629156407 0 000000000815 SH DEFINED 01 SOLE
NPC INTERNATIONAL INC COM 629360306 0 000000000342 SH DEFINED 01 SOLE
NTL INC COM 629407107 0 000000004184 SH DEFINED 01 SOLE
NUI CORP COM 629430109 0 000000000450 SH DEFINED 01 SOLE
NVR INC COM 62944T105 0 000000000354 SH DEFINED 01 SOLE
NABISCO GROUP HLDG CORP COM 62952P102 0 000000055784 SH DEFINED 01 SOLE
NABISCO HLDGS CORP CL A 629526104 0 000000005200 SH DEFINED 01 SOLE
NABORS INDS INC COM 629568106 0 000000173922 SH DEFINED 01 SOLE
NACCO INDS INC CL A 629579103 0 000000003505 SH DEFINED 01 SOLE
NALCO CHEM CO COM 629853102 0 000000010476 SH DEFINED 01 SOLE
NALCO CHEM CO COM 629853102 5 000000000100 SH DEFINED 02 SOLE
NAMIBIAN MINERALS CORP COM 629913104 273 000000081300 SH DEFINED 02 SOLE
NASDAQ 100 TR UNIT SER 1 631100104 0 000000500000 SH DEFINED 01 SOLE
NATIONAL BANCORP ALASKA COM 632587101 0 000000000576 SH DEFINED 01 SOLE
NATIONAL CITY BANCSHARES INC COM 635313109 0 000000000630 SH DEFINED 01 SOLE
NATIONAL CITY CORP COM 635405103 0 000000053951 SH DEFINED 01 SOLE
NATIONAL CITY CORP COM 635405103 236 000000003613 SH DEFINED 02 SOLE
NATIONAL COMPUTER SYS INC COM 635519101 0 000000001044 SH DEFINED 01 SOLE
NATIONAL DATA CORP COM 635621105 0 000000001266 SH DEFINED 01 SOLE
NATIONAL DISC BROKERS GROUP COM 635646102 0 000000000243 SH DEFINED 01 SOLE
NATIONAL EQUIP SVCS INC COM 635847106 0 000000000333 SH DEFINED 01 SOLE
NATIONAL FUEL GAS CO N J COM 636180101 0 000000004417 SH DEFINED 01 SOLE
NATIONAL GOLF PPTYS INC COM 63623G109 0 000000000469 SH DEFINED 01 SOLE
NATIONAL HEALTH INVS INC COM 63633D104 0 000000000840 SH DEFINED 01 SOLE
NATIONAL INSTRS CORP COM 636518102 0 000000000552 SH DEFINED 01 SOLE
NATIONAL-OILWELL INC COM 637071101 0 000000002100 SH DEFINED 01 SOLE
NATIONAL PENN BANCSHARES INC COM 637138108 0 000000000636 SH DEFINED 01 SOLE
NATIONAL PRESTO INDS INC COM 637215104 0 000000000264 SH DEFINED 01 SOLE
NATIONAL PROCESSING INC COM 637229105 0 000000000282 SH DEFINED 01 SOLE
NATIONAL R V HLDGS INC COM 637277104 0 000000000389 SH DEFINED 01 SOLE
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Page 43 99-08-13 17:14:14
FORM 13F
INFORMATION TABLE
QUARTER ENDING
06/30/1999
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
- ------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
NATIONAL SEMICONDUCTOR CORP COM 637640103 0 000000025645 SH DEFINED 01 SOLE
NATIONAL SVC INDS INC COM 637657107 0 000000007151 SH DEFINED 01 SOLE
NATIONAL WESTN LIFE INS CO CL A 638522102 0 000000000072 SH DEFINED 01 SOLE
NATIONSRENT INC COM 638588103 0 000000000868 SH DEFINED 01 SOLE
NATIONWIDE HEALTH PPTYS INC COM 638620104 0 000000001632 SH DEFINED 01 SOLE
NATURES SUNSHINE PRODUCTS INC COM 639027101 0 000000000539 SH DEFINED 01 SOLE
NAUTICA ENTERPRISES INC COM 639089101 0 000000001254 SH DEFINED 01 SOLE
NAVARRE CORP COM 639208107 0 000000000387 SH DEFINED 01 SOLE
NAVISTAR INTL CORP NEW COM 63934E108 0 000000011554 SH DEFINED 01 SOLE
NEFF CORP CL A 640094108 0 000000000229 SH DEFINED 01 SOLE
NEOMAGIC CORP COM 640497103 0 000000000744 SH DEFINED 01 SOLE
NEON SYS INC COM 640509105 0 000000000116 SH DEFINED 01 SOLE
NETWORK EVENT THEATER INC COM 640924106 0 000000000250 SH DEFINED 01 SOLE
NETBANK INC COM 640933107 0 000000000528 SH DEFINED 01 SOLE
NETWORKS ASSOCS INC SB DB CV Z 640938AB2 0 000004000000 SH DEFINED 01 SOLE
NETWORKS ASSOCS INC COM 640938106 0 000000018625 SH DEFINED 01 SOLE
NETWORKS ASSOCS INC COM 640938106 748 000000050000 SH DEFINED 02 SOLE
NET PERCEPTIONS INC COM 64107U101 0 000000000279 SH DEFINED 01 SOLE
NETGRAVITY INC COM 641114103 0 000000000265 SH DEFINED 01 SOLE
NETOPIA INC COM 64114K104 0 000000000191 SH DEFINED 01 SOLE
NETOBJECTS INC COM 64114L102 0 000000000368 SH DEFINED 01 SOLE
NETWORK APPLIANCE INC COM 64120L104 0 000000017392 SH DEFINED 01 SOLE
NETWORK EQUIP TECHNOLOGIES COM 641208103 0 000000000804 SH DEFINED 01 SOLE
NETWORK SOLUTIONS INC DEL CL A 64121Q102 0 000000000300 SH DEFINED 01 SOLE
NEVADA POWER CO COM 641423108 0 000000007871 SH DEFINED 01 SOLE
NEW CENTURY FINANCIAL CORP COM 64352D101 0 000000000203 SH DEFINED 01 SOLE
NEW CENTURY ENERGIES INC COM 64352U103 0 000000019797 SH DEFINED 01 SOLE
NEW CENTURY ENERGIES INC COM 64352U103 50 000000001300 SH DEFINED 02 SOLE
NEW ENGLAND BUSINESS SVC INC COM 643872104 0 000000001280 SH DEFINED 01 SOLE
NEW ENGLAND ELEC SYS COM 644001109 0 000000006860 SH DEFINED 01 SOLE
NEW ERA OF NETWORKS INC COM 644312100 0 000000000641 SH DEFINED 01 SOLE
NEW JERSEY RES COM 646025106 0 000000000672 SH DEFINED 01 SOLE
NEW PLAN EXCEL RLTY TR INC COM 648053106 0 000000003317 SH DEFINED 01 SOLE
NEW YORK TIMES CO CL A 650111107 0 000000030497 SH DEFINED 01 SOLE
NEWELL RUBBERMAID INC COM 651229106 0 000000048527 SH DEFINED 01 SOLE
NEWFIELD EXPL CO COM 651290108 0 000000001350 SH DEFINED 01 SOLE
NEWHALL LAND & FARMING CO CAL DEPOSITARY 651426108 0 000000000513 SH DEFINED 01 SOLE
NEWMONT MINING CORP COM 651639106 0 000000025961 SH DEFINED 01 SOLE
NEWMONT MINING CORP COM 651639106 26 000000001400 SH DEFINED 02 SOLE
NEWPARK RES INC COM PAR $. 651718504 0 000000002576 SH DEFINED 01 SOLE
NEWPORT NEWS SHIPBUILDING INC COM 652228107 0 000000005462 SH DEFINED 01 SOLE
NIAGARA BANCORP INC COM 652914102 0 000000000434 SH DEFINED 01 SOLE
NEXTERA ENTERPRISES INC CL A 65332E101 0 000000000545 SH DEFINED 01 SOLE
NEXTEL COMMUNICATIONS INC CL A 65332V103 0 000000030833 SH SOLE SOLE
NEXTEL COMMUNICATIONS INC CL A 65332V103 0 000000053439 SH DEFINED 01 SOLE
NEXTEL COMMUNICATIONS INC CL A 65332V103 162 000000003500 SH DEFINED 02 SOLE
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Page 44 99-08-13 17:14:14
FORM 13F
INFORMATION TABLE
QUARTER ENDING
06/30/1999
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
- ------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
NEXSTAR PHARMACEUTICALS INC COM 65333B106 0 000000001080 SH DEFINED 01 SOLE
NIAGARA MOHAWK HLDGS INC COM 653520106 0 000000032288 SH DEFINED 01 SOLE
NICHOLS RESH CORP COM 653818104 0 000000000444 SH DEFINED 01 SOLE
NICOR INC COM 654086107 0 000000008178 SH DEFINED 01 SOLE
NIKE INC CL B 654106103 0 000000048548 SH DEFINED 01 SOLE
NIKE INC CL B 654106103 6 000000000100 SH DEFINED 02 SOLE
99 CENTS ONLY STORES COM 65440K106 0 000000000306 SH DEFINED 01 SOLE
NISOURCE INC COM 65473P105 0 000000014428 SH DEFINED 01 SOLE
NOBLE AFFILIATES INC COM 654894104 0 000000013864 SH DEFINED 01 SOLE
NOBLE DRILLING CORP COM 655042109 0 000000015344 SH DEFINED 01 SOLE
NORDSON CORP COM 655663102 0 000000002472 SH DEFINED 01 SOLE
NORDSTROM INC COM 655664100 0 000000033970 SH DEFINED 01 SOLE
NORDSTROM INC COM 655664100 59 000000001800 SH DEFINED 02 SOLE
NORFOLK SOUTHERN CORP COM 655844108 0 000000084049 SH DEFINED 01 SOLE
NORFOLK SOUTHERN CORP COM 655844108 188 000000006037 SH DEFINED 02 SOLE
NORRELL CORP GA COM 656301108 0 000000000570 SH DEFINED 01 SOLE
NORTEK INC COM 656559101 0 000000000360 SH DEFINED 01 SOLE
NORTEL NETWORKS CORP COM 656569100 0 000000103188 SH DEFINED 01 SOLE
NORTEL NETWORKS CORP COM 656569100 448 000000005352 SH DEFINED 02 SOLE
NORTH CAROLINA NAT GAS CORP COM 658221106 0 000000000378 SH DEFINED 01 SOLE
NORTH FORK BANCORPORATION NY COM 659424105 0 000000017506 SH DEFINED 01 SOLE
NORTH PITTSBURGH SYS INC COM 661562108 0 000000000564 SH DEFINED 01 SOLE
NORTHEAST OPTIC NETWORK INC COM 664334109 0 000000000254 SH DEFINED 01 SOLE
NORTHEAST UTILS COM 664397106 0 000000024213 SH DEFINED 01 SOLE
NORTHERN BORDER PARTNERS L P UNIT LTD P 664785102 0 000000000500 SH DEFINED 01 SOLE
NORTHN STS PWR CO MINN COM 665772109 0 000000026480 SH DEFINED 01 SOLE
NORTHN STS PWR CO MINN COM 665772109 37 000000001500 SH DEFINED 02 SOLE
NORTHERN TR CORP COM 665859104 0 000000018938 SH DEFINED 01 SOLE
NORTHERN TR CORP COM 665859104 107 000000001100 SH DEFINED 02 SOLE
NORTHROP GRUMMAN CORP COM 666807102 0 000000012390 SH DEFINED 01 SOLE
NORTHWEST AIRLS CORP CL A 667280101 0 000000001269 SH DEFINED 01 SOLE
NORTHWEST BANCORP INC PA COM 667328108 0 000000000546 SH DEFINED 01 SOLE
NORTHWEST NAT GAS CO COM 667655104 0 000000000936 SH DEFINED 01 SOLE
NORTHWESTERN CORP COM 668074107 0 000000000864 SH DEFINED 01 SOLE
NOVA CORP GA COM 669784100 0 000000011046 SH DEFINED 01 SOLE
NOVACARE CORP COM 669930109 0 000000002352 SH DEFINED 01 SOLE
NOVELL INC COM 670006105 0 000000066371 SH DEFINED 01 SOLE
NOVELL INC COM 670006105 81 000000003100 SH DEFINED 02 SOLE
NOVELLUS SYS INC COM 670008101 0 000000001452 SH DEFINED 01 SOLE
NOVOSTE CORP COM 67010C100 0 000000000366 SH DEFINED 01 SOLE
NUCOR CORP COM 670346105 0 000000024291 SH DEFINED 01 SOLE
NUCOR CORP COM 670346105 14 000000000300 SH DEFINED 02 SOLE
NUEVO ENERGY CO COM 670509108 0 000000005044 SH DEFINED 01 SOLE
NVIDIA CORP COM 67066G104 0 000000000431 SH DEFINED 01 SOLE
O CHARLEYS INC COM 670823103 0 000000000202 SH DEFINED 01 SOLE
OEA INC COM 670826106 0 000000000624 SH DEFINED 01 SOLE
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Page 45 99-08-13 17:14:14
FORM 13F
INFORMATION TABLE
QUARTER ENDING
06/30/1999
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
- ------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
OEC-MEDICAL SYS INC COM 670828102 0 000000001079 SH DEFINED 01 SOLE
OGE ENERGY CORP COM 670837103 0 000000013799 SH DEFINED 01 SOLE
OM GROUP INC COM 670872100 0 000000002788 SH DEFINED 01 SOLE
OAK INDS INC COM NEW 671400505 0 000000009066 SH DEFINED 01 SOLE
OAKLEY INC COM 673662102 0 000000001169 SH DEFINED 01 SOLE
OAKWOOD HOMES CORP COM 674098108 0 000000009164 SH DEFINED 01 SOLE
OCCIDENTAL PETE CORP DEL COM 674599105 0 000000060168 SH DEFINED 01 SOLE
OCEAN ENERGY INC TEX COM 67481E106 0 000000025454 SH DEFINED 01 SOLE
OCEAN FINL CORP COM 674904107 0 000000000456 SH DEFINED 01 SOLE
OCEANEERING INTL INC COM 675232102 0 000000000851 SH DEFINED 01 SOLE
OCTEL CORP COM 675727101 0 000000000522 SH DEFINED 01 SOLE
OCULAR SCIENCES INC COM 675744106 0 000000000348 SH DEFINED 01 SOLE
OFFICEMAX INC COM 67622M108 0 000000013157 SH DEFINED 01 SOLE
OFFICE DEPOT INC COM 676220106 0 000000066532 SH DEFINED 01 SOLE
OFFSHORE LOGISTICS INC SUB NT CON 676255AF9 0 012500000000 PRN DEFINED 01 SOLE
OFFSHORE LOGISTICS INC COM 676255102 0 000000000804 SH DEFINED 01 SOLE
OGDEN CORP COM 676346109 0 000000005698 SH DEFINED 01 SOLE
OLD KENT FINL CORP COM 679833103 0 000000011864 SH DEFINED 01 SOLE
OLD NATL BANCORP IND COM 680033107 0 000000001695 SH DEFINED 01 SOLE
OLD REP INTL CORP COM 680223104 0 000000027836 SH DEFINED 01 SOLE
OLIN CORP COM PAR $1 680665205 0 000000005267 SH DEFINED 01 SOLE
OLSTEN CORP COM 681385100 0 000000011943 SH DEFINED 01 SOLE
OMNICARE INC COM 681904108 0 000000047547 SH DEFINED 01 SOLE
OMNICOM GROUP INC SB DB CV 4 681919AE6 0 051200000000 PRN DEFINED 01 SOLE
OMNICOM GROUP INC COM 681919106 0 000000031108 SH DEFINED 01 SOLE
OMEGA HEALTHCARE INVS INC COM 681936100 0 000000000744 SH DEFINED 01 SOLE
OMEGA FINL CORP COM 682092101 0 000000000336 SH DEFINED 01 SOLE
OMEGA RESEARCH INC COM 68211E101 0 000000000377 SH DEFINED 01 SOLE
OMNIPOINT CORP COM 68212D102 0 000000011151 SH DEFINED 01 SOLE
ON ASSIGNMENT INC COM 682159108 0 000000000409 SH DEFINED 01 SOLE
ON COMMAND CORP COM 682160106 0 000000000372 SH DEFINED 01 SOLE
ONE VALLEY BANCORP INC COM 682419106 0 000000001290 SH DEFINED 01 SOLE
ONEIDA LTD COM 682505102 0 000000000522 SH DEFINED 01 SOLE
ONEMAIN COM INC COM 68267P109 0 000000000373 SH DEFINED 01 SOLE
ONEOK INC NEW COM 682680103 0 000000006678 SH DEFINED 01 SOLE
ONSALE INC COM 682838107 0 000000000132 SH DEFINED 01 SOLE
ONYX SOFTWARE CORP COM 683402101 0 000000000253 SH DEFINED 01 SOLE
OPEN MKT INC COM 68370M100 0 000000000855 SH DEFINED 01 SOLE
OPTICAL CABLE CORP COM 683827109 0 000000000096 SH DEFINED 01 SOLE
OPTICAL COATING LAB INC COM 683829105 0 000000000204 SH DEFINED 01 SOLE
ORACLE CORP COM 68389X105 371 000000010000 SH SOLE SOLE
ORACLE CORP COM 68389X105 0 000000239767 SH DEFINED 01 SOLE
ORACLE CORP COM 68389X105 344 000000009439 SH DEFINED 02 SOLE
OPPENHEIMER MULTI-SECTOR INCOM SH BEN INT 683933105 0 000000000453 SH DEFINED 01 SOLE
ORANGE & ROCKLAND UTILS INC COM 684065105 0 000000000510 SH DEFINED 01 SOLE
ORBITAL SCIENCES CORP COM 685564106 0 000000000628 SH DEFINED 01 SOLE
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Page 46 99-08-13 17:14:14
FORM 13F
INFORMATION TABLE
QUARTER ENDING
06/30/1999
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
- ------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ORGANOGENESIS INC COM 685906109 0 000000007115 SH DEFINED 01 SOLE
OREGON STL MLS INC COM 686079104 0 000000003870 SH DEFINED 01 SOLE
O REILLY AUTOMOTIVE INC COM 686091109 0 000000000588 SH DEFINED 01 SOLE
ORIENTAL FINL GROUP INC COM 68618W100 0 000000000420 SH DEFINED 01 SOLE
ORTHODONTIC CTRS AMER INC COM 68750P103 0 000000001363 SH DEFINED 01 SOLE
OSHKOSH B GOSH INC CL A 688222207 0 000000000456 SH DEFINED 01 SOLE
OSHKOSH TRUCK CORP COM 688239201 0 000000000119 SH DEFINED 01 SOLE
OSTEOTECH INC COM 688582105 0 000000000203 SH DEFINED 01 SOLE
O'SULLIVAN INDS HLDGS INC COM 688609106 0 000000000600 SH DEFINED 01 SOLE
OTTER TAIL PWR CO COM 689648103 0 000000000444 SH DEFINED 01 SOLE
OUTBACK STEAKHOUSE INC COM 689899102 0 000000008573 SH DEFINED 01 SOLE
OUTDOOR SYS INC COM 690057104 0 000000058000 SH DEFINED 01 SOLE
OVERSEAS SHIPHOLDING GROUP INC COM 690368105 0 000000005370 SH DEFINED 01 SOLE
OWENS CORNING COM 69073F103 0 000000010753 SH DEFINED 01 SOLE
OWENS & MINOR INC NEW COM 690732102 0 000000000744 SH DEFINED 01 SOLE
OWENS ILL INC COM NEW 690768403 0 000000024073 SH DEFINED 01 SOLE
OWENS ILL INC COM NEW 690768403 22 000000000700 SH DEFINED 02 SOLE
OXFORD HEALTH PLANS INC COM 691471106 0 000000012373 SH DEFINED 01 SOLE
OXFORD INDS INC COM 691497309 0 000000000245 SH DEFINED 01 SOLE
P C CONNECTION COM 69318J100 0 000000000250 SH DEFINED 01 SOLE
P-COM INC COM 693262107 0 000000001666 SH DEFINED 01 SOLE
PECO ENERGY CO COM 693304107 0 000000039822 SH DEFINED 01 SOLE
PG&E CORP COM 69331C108 0 000000066292 SH DEFINED 01 SOLE
PG&E CORP COM 69331C108 13 000000000400 SH DEFINED 02 SOLE
PFF BANCORP INC COM 69331W104 0 000000000582 SH DEFINED 01 SOLE
PE CORP COM PE BIO 69332S102 0 000000007705 SH DEFINED 01 SOLE
PE CORP COM PE BIO 69332S102 67 000000000594 SH DEFINED 02 SOLE
PE CORP CELERA GEN 69332S201 0 000000000001 SH DEFINED 01 SOLE
PE CORP CELERA GEN 69332S201 8 000000000607 SH DEFINED 02 SOLE
P F CHANGS CHINA BISTRO INC COM 69333Y108 0 000000000167 SH DEFINED 01 SOLE
PICO HLDGS INC COM NEW 693366205 0 000000000188 SH DEFINED 01 SOLE
PLX TECHNOLOGY INC COM 693417107 0 000000000280 SH DEFINED 01 SOLE
PMA CAP CORP CL A 693419202 0 000000000561 SH DEFINED 01 SOLE
PMC-SIERRA INC COM 69344F106 0 000000002321 SH DEFINED 01 SOLE
PMI GROUP INC COM 69344M101 0 000000003500 SH DEFINED 01 SOLE
PNC BK CORP COM 693475105 0 000000063258 SH DEFINED 01 SOLE
P P & L RES INC COM 693499105 0 000000030021 SH DEFINED 01 SOLE
PPG INDS INC COM 693506107 0 000000027369 SH DEFINED 01 SOLE
PRI AUTOMATION INC COM 69357H106 0 000000000654 SH DEFINED 01 SOLE
PS BUSINESS PKS INC CALIF COM 69360J107 0 000000000888 SH DEFINED 01 SOLE
PSS WORLD MED INC COM 69366A100 0 000000010861 SH DEFINED 01 SOLE
PXRE CORP COM 693674103 0 000000000384 SH DEFINED 01 SOLE
PACCAR INC COM 693718108 0 000000015056 SH DEFINED 01 SOLE
PACCAR INC COM 693718108 36 000000000700 SH DEFINED 02 SOLE
PACIFIC CAP BANCORP NEW COM 69404P101 0 000000000906 SH DEFINED 01 SOLE
PACIFIC CENTY FINL CORP COM 694058108 0 000000009334 SH DEFINED 01 SOLE
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Page 47 99-08-13 17:14:14
FORM 13F
INFORMATION TABLE
QUARTER ENDING
06/30/1999
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
- ------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PACIFIC GATEWAY EXCHANGE INC COM 694327107 0 000000000309 SH DEFINED 01 SOLE
PACIFIC GULF PPTYS INC COM 694396102 0 000000000660 SH DEFINED 01 SOLE
PACIFIC SUNWEAR CALIF INC COM 694873100 0 000000001152 SH DEFINED 01 SOLE
PACIFICARE HEALTH SYS DEL CL A 695112102 0 000000005872 SH DEFINED 01 SOLE
PACIFICARE HEALTH SYS DEL CL B 695112201 0 000000001320 SH DEFINED 01 SOLE
PACIFICARE HEALTH SYS DEL CL B 695112201 11 000000000150 SH DEFINED 02 SOLE
PACIFICORP COM 695114108 0 000000051366 SH DEFINED 01 SOLE
PACIFICORP COM 695114108 36,296 000001913503 SH DEFINED 02 SOLE
PAINE WEBBER GROUP INC COM 695629105 0 000000028857 SH DEFINED 01 SOLE
PAIRGAIN TECHNOLOGIES INC COM 695934109 0 000000002655 SH DEFINED 01 SOLE
PALL CORP COM 696429307 0 000000029210 SH DEFINED 01 SOLE
PALM HARBOR HOMES COM 696639103 0 000000000714 SH DEFINED 01 SOLE
PANAMSAT CORP NEW COM 697933109 0 000000003780 SH DEFINED 01 SOLE
PAN PACIFIC RETAIL PPTYS INC COM 69806L104 0 000000000384 SH DEFINED 01 SOLE
PAPA JOHNS INTL INC COM 698813102 0 000000004200 SH DEFINED 01 SOLE
PARAMETRIC TECHNOLOGY CORP COM 699173100 0 000000049024 SH DEFINED 01 SOLE
PARAMETRIC TECHNOLOGY CORP COM 699173100 78 000000005319 SH DEFINED 02 SOLE
PAREXEL INTL CORP COM 699462107 0 000000000930 SH DEFINED 01 SOLE
PARK ELECTROCHEMICAL CORP COM 700416209 0 000000000348 SH DEFINED 01 SOLE
PARK NATL CORP COM 700658107 0 000000000312 SH DEFINED 01 SOLE
PARKER DRILLING CO COM 701081101 0 000000002334 SH DEFINED 01 SOLE
PARKER HANNIFIN CORP COM 701094104 0 000000018855 SH DEFINED 01 SOLE
PARKERVISION INC COM 701354102 0 000000000223 SH DEFINED 01 SOLE
PARKWAY PPTYS INC COM 70159Q104 0 000000000378 SH DEFINED 01 SOLE
PATHOGENESIS CORP COM 70321E104 0 000000000612 SH DEFINED 01 SOLE
PATTERSON DENTAL CO COM 703412106 0 000000000822 SH DEFINED 01 SOLE
PATTERSON ENERGY INC COM 703414102 0 000000001193 SH DEFINED 01 SOLE
PAXAR CORP COM 704227107 0 000000001305 SH DEFINED 01 SOLE
PAXSON COMMUNICATIONS CORP COM 704231109 0 000000000684 SH DEFINED 01 SOLE
PAYCHEX INC COM 704326107 0 000000042408 SH DEFINED 01 SOLE
PAYLESS SHOESOURCE INC COM 704379106 0 000000004826 SH DEFINED 01 SOLE
PAYMENTECH INC COM 704384106 0 000000214794 SH DEFINED 01 SOLE
PCORDER COM INC CL A 70453H107 0 000000000226 SH DEFINED 01 SOLE
PEC ISRAEL ECONOMIC CORP COM 705098101 0 000000000198 SH DEFINED 01 SOLE
PEDIATRIX MED GROUP COM 705324101 0 000000000581 SH DEFINED 01 SOLE
PEGASYSTEMS INC COM 705573103 0 000000000252 SH DEFINED 01 SOLE
PEGASUS COMMUNICATIONS CORP CL A 705904100 0 000000000312 SH DEFINED 01 SOLE
PEGASUS SYSTEMS INC COM 705906105 0 000000000396 SH DEFINED 01 SOLE
PENN TREATY AMERN CORP COM 707874103 0 000000000215 SH DEFINED 01 SOLE
PENNCORP FINL GROUP INC COM 708094107 0 000000000978 SH DEFINED 01 SOLE
PENNEY J C INC COM 708160106 0 000000057977 SH DEFINED 01 SOLE
PENNEY J C INC COM 708160106 14 000000000300 SH DEFINED 02 SOLE
PENNSYLVANIA ENTERPRISES INC COM 708720107 0 000000000402 SH DEFINED 01 SOLE
PENNSYLVANIA RL ESTATE INVT TR SH BEN INT 709102107 0 000000000444 SH DEFINED 01 SOLE
PENNZENERGY CO COM 70931Q109 0 000000016932 SH DEFINED 01 SOLE
PENNZENERGY CO COM 70931Q109 10 000000000700 SH DEFINED 02 SOLE
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Page 48 99-08-13 17:14:14
FORM 13F
INFORMATION TABLE
QUARTER ENDING
06/30/1999
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
- ------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PENNZOIL-QUAKER STATE COMPANY COM 709323109 0 000000009047 SH DEFINED 01 SOLE
PENNZOIL-QUAKER STATE COMPANY COM 709323109 10 000000000700 SH DEFINED 02 SOLE
PENSKE MOTORSPORTS INC COM 709598106 0 000000038816 SH DEFINED 01 SOLE
PENTAIR INC COM 709631105 0 000000009380 SH DEFINED 01 SOLE
PENTON MEDIA INC COM 709668107 0 000000000455 SH DEFINED 01 SOLE
PEOPLES BANCORP INC DEL COM 709909105 0 000000001224 SH DEFINED 01 SOLE
PEOPLES ENERGY CORP COM 711030106 0 000000007618 SH DEFINED 01 SOLE
PEOPLES ENERGY CORP COM 711030106 7 000000000200 SH DEFINED 02 SOLE
PEOPLESOFT INC COM 712713106 0 000000043527 SH DEFINED 01 SOLE
PEOPLESOFT INC COM 712713106 1 000000000100 SH DEFINED 02 SOLE
PEP BOYS MANNY MOE & JACK COM 713278109 0 000000009152 SH DEFINED 01 SOLE
PEPSICO INC COM 713448108 0 000000271364 SH DEFINED 01 SOLE
PEPSICO INC COM 713448108 307 000000008399 SH DEFINED 02 SOLE
PERCLOSE INC COM 71361C107 0 000000000258 SH DEFINED 01 SOLE
PEREGRINE SYSTEMS INC COM 71366Q101 0 000000000659 SH DEFINED 01 SOLE
PERFORMANCE FOOD GROUP CO COM 713755106 0 000000000479 SH DEFINED 01 SOLE
PERMIAN BASIN RTY TR UNIT BEN I 714236106 0 000000000760 SH DEFINED 01 SOLE
PERRIGO CO COM 714290103 0 000000010927 SH DEFINED 01 SOLE
PERSONNEL GROUP AMER INC COM 715338109 0 000000001127 SH DEFINED 01 SOLE
PERVASIVE SOFTWARE INC COM 715710109 0 000000000217 SH DEFINED 01 SOLE
PETCO ANIMAL SUPPLIES COM 716016100 0 000000000792 SH DEFINED 01 SOLE
PETSMART INC COM 716768106 0 000000004367 SH DEFINED 01 SOLE
PHARMACYCLICS INC COM 716933106 0 000000000462 SH DEFINED 01 SOLE
PHARMACIA & UPJOHN INC COM 716941109 0 000000087052 SH DEFINED 01 SOLE
PHARMACIA & UPJOHN INC COM 716941109 273 000000005000 SH DEFINED 02 SOLE
PFIZER INC COM 717081103 0 000000228527 SH DEFINED 01 SOLE
PFIZER INC COM 717081103 799 000000007846 SH DEFINED 02 SOLE
PHARMACEUTICAL PROD DEV INC COM 717124101 0 000000000642 SH DEFINED 01 SOLE
PHARMACEUTICAL RES INC COM 717125108 0 000000000433 SH DEFINED 01 SOLE
PHELPS DODGE CORP COM 717265102 0 000000008952 SH DEFINED 01 SOLE
PHELPS DODGE CORP COM 717265102 48 000000000780 SH DEFINED 02 SOLE
PHILADELPHIA CONS HLDG CORP COM 717528103 0 000000000234 SH DEFINED 01 SOLE
PHILADELPHIA SUBN CORP COM PAR $0 718009608 0 000000002314 SH DEFINED 01 SOLE
PHILIP MORRIS COS INC COM 718154107 546 000000013600 SH SOLE SOLE
PHILIP MORRIS COS INC COM 718154107 0 000000414485 SH DEFINED 01 SOLE
PHILIP MORRIS COS INC COM 718154107 1,087 000000025700 SH DEFINED 02 SOLE
PHILLIPS PETE CO COM 718507106 392 000000007800 SH SOLE SOLE
PHILLIPS PETE CO COM 718507106 0 000000076194 SH DEFINED 01 SOLE
PHILLIPS VAN HEUSEN CORP COM 718592108 0 000000000858 SH DEFINED 01 SOLE
PHYMATRIX CORP COM 718925100 0 000000000774 SH DEFINED 01 SOLE
PHOENIX INVT PARTNERS LTD COM 719085102 0 000000001638 SH DEFINED 01 SOLE
PHOENIX TECHNOLOGY LTD COM 719153108 0 000000000407 SH DEFINED 01 SOLE
PHYCOR INC COM 71940F100 0 000000002856 SH DEFINED 01 SOLE
PHOTRONICS INC COM 719405102 0 000000000785 SH DEFINED 01 SOLE
PICTURETEL CORP COM NEW 720035302 0 000000001512 SH DEFINED 01 SOLE
PIEDMONT NAT GAS INC COM 720186105 0 000000001158 SH DEFINED 01 SOLE
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Page 49 99-08-13 17:14:14
FORM 13F
INFORMATION TABLE
QUARTER ENDING
06/30/1999
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
- ------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PIERCE LEAHY CORP COM 720722107 0 000000000288 SH DEFINED 01 SOLE
PILGRIMS PRIDE CORP CL B 721467108 0 000000000150 SH DEFINED 01 SOLE
PILLOWTEX CORP COM 721501104 0 000000000270 SH DEFINED 01 SOLE
PINNACLE BANC GROUP INC COM 723449104 0 000000000156 SH DEFINED 01 SOLE
PINNACLE HLDGS INC COM 72346N101 0 000000000514 SH DEFINED 01 SOLE
PINNACLE SYS INC COM 723481107 0 000000000674 SH DEFINED 01 SOLE
PINNACLE WEST CAP CORP COM 723484101 0 000000009815 SH DEFINED 01 SOLE
PIONEER FINL SVCS INC SUB NT CV 723672AE1 0 086620000000 PRN DEFINED 01 SOLE
PIONEER GROUP INC COM 723684106 0 000000000848 SH DEFINED 01 SOLE
PIONEER HI BRED INTL INC COM 723686101 0 000000276085 SH DEFINED 01 SOLE
PIONEER HI BRED INTL INC COM 723686101 2,988 000000077300 SH DEFINED 02 SOLE
PIONEER NAT RES CO COM 723787107 0 000000011635 SH DEFINED 01 SOLE
PIONEER STD ELECTRS INC COM 723877106 0 000000000990 SH DEFINED 01 SOLE
PITNEY BOWES INC COM 724479100 0 000000041645 SH DEFINED 01 SOLE
PITNEY BOWES INC COM 724479100 73 000000001140 SH DEFINED 02 SOLE
PITTSTON CO COM BRINKS 725701106 0 000000004783 SH DEFINED 01 SOLE
PITTSTON CO COM BAX GR 725701882 0 000000000780 SH DEFINED 01 SOLE
PLACER DOME INC COM 725906101 0 000000052029 SH DEFINED 01 SOLE
PLAINS ALL AMERN PIPELINE L P UNIT LTD P 726503105 0 000000000479 SH DEFINED 01 SOLE
PLAINS RES INC COM PAR $0 726540503 0 000000000636 SH DEFINED 01 SOLE
PLANET HOLLYWOOD INTL INC CL A 727025108 0 000000001373 SH DEFINED 01 SOLE
PLANTRONICS INC NEW COM 727493108 0 000000000642 SH DEFINED 01 SOLE
PLAYERS INTL INC COM 727903106 0 000000000478 SH DEFINED 01 SOLE
PLAYBOY ENTERPRISES INC CL B 728117300 0 000000002726 SH DEFINED 01 SOLE
PLAYTEX PRODS INC COM 72813P100 0 000000001224 SH DEFINED 01 SOLE
PLEXUS CORP COM 729132100 0 000000000570 SH DEFINED 01 SOLE
POGO PRODUCING CO COM 730448107 0 000000001506 SH DEFINED 01 SOLE
POLARIS INDS INC COM 731068102 0 000000000846 SH DEFINED 01 SOLE
POLAROID CORP COM 731095105 0 000000006805 SH DEFINED 01 SOLE
POLAROID CORP COM 731095105 7 000000000300 SH DEFINED 02 SOLE
POLICY MGMT SYS CORP COM 731108106 0 000000004322 SH DEFINED 01 SOLE
POLYCOM INC COM 73172K104 0 000000000583 SH DEFINED 01 SOLE
POLYMER GROUP INC COM 731745105 0 000000001001 SH DEFINED 01 SOLE
POOL ENERGY SVCS CO COM 732788104 0 000000048193 SH DEFINED 01 SOLE
POTASH CORP SASK INC COM 73755L107 0 000000005900 SH DEFINED 01 SOLE
POTLATCH CORP COM 737628107 0 000000005458 SH DEFINED 01 SOLE
POTOMAC ELEC PWR CO COM 737679100 0 000000013919 SH DEFINED 01 SOLE
POWER INTEGRATIONS INC COM 739276103 0 000000000176 SH DEFINED 01 SOLE
POWER-ONE INC COM 739308104 0 000000000276 SH DEFINED 01 SOLE
POWERHOUSE TECHNOLOGIES INC COM 739323103 0 000000000163 SH DEFINED 01 SOLE
POWERTEL INC COM 73936C109 0 000000000576 SH DEFINED 01 SOLE
POWERWAVE TECHNOLOGIES INC COM 739363109 0 000000000168 SH DEFINED 01 SOLE
PREMIER BANCSHARES INC GA COM 739909109 0 000000000978 SH DEFINED 01 SOLE
PRAXAIR INC COM 74005P104 0 000000031121 SH DEFINED 01 SOLE
PRAXAIR INC COM 74005P104 162 000000003400 SH DEFINED 02 SOLE
PRE PAID LEGAL SVCS INC COM 740065107 0 000000000743 SH DEFINED 01 SOLE
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Page 50 99-08-13 17:14:14
FORM 13F
INFORMATION TABLE
QUARTER ENDING
06/30/1999
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
- ------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PRECISION CASTPARTS CORP COM 740189105 0 000000003774 SH DEFINED 01 SOLE
PREMARK INTL INC COM 740459102 0 000000011841 SH DEFINED 01 SOLE
PREMIER NATL BANCORP INC COM 74053F107 0 000000000226 SH DEFINED 01 SOLE
PREMIER PKS INC COM NEW 740540208 0 000000002369 SH DEFINED 01 SOLE
PREMIERE TECHNOLOGIES INC COM 74058F102 0 000000001255 SH DEFINED 01 SOLE
PREMISYS COMMUNICATIONS INC COM 740584107 0 000000000900 SH DEFINED 01 SOLE
PRENTISS PPTYS TR SH BEN INT 740706106 0 000000001463 SH DEFINED 01 SOLE
PRESIDENTIAL LIFE CORP COM 740884101 0 000000000822 SH DEFINED 01 SOLE
PRESSTEK INC COM 741113104 0 000000001032 SH DEFINED 01 SOLE
PREVIEW TRAVEL INC COM 74137R101 0 000000000462 SH DEFINED 01 SOLE
PRICE COMMUNICATIONS CORP COM NEW 741437305 0 000000000509 SH DEFINED 01 SOLE
PRICE T ROWE & ASSOCIATES COM 741477103 0 000000018693 SH DEFINED 01 SOLE
PRIME RETAIL INC COM 741570105 0 000000001614 SH DEFINED 01 SOLE
PRIME GROUP REALTY TRUST SH BEN INT 74158J103 0 000000000162 SH DEFINED 01 SOLE
PRIMEX TECHNOLOGIES INC COM 741597108 0 000000000341 SH DEFINED 01 SOLE
PRIMARK CORP COM 741903108 0 000000000795 SH DEFINED 01 SOLE
PRIME BANCORP INC COM 741914105 0 000000000354 SH DEFINED 01 SOLE
PRIME HOSPITALITY CORP COM 741917108 0 000000004721 SH DEFINED 01 SOLE
PRIMUS TELECOMMUNICATIONS GRP COM 741929103 0 000000000794 SH DEFINED 01 SOLE
PRIDE INTL INC COM 741932107 0 000000001890 SH DEFINED 01 SOLE
PRISON RLTY TR COM 74264N105 0 000000004242 SH DEFINED 01 SOLE
PRIORITY HEALTHCARE CORP CL B 74264T102 0 000000000708 SH DEFINED 01 SOLE
PROBUSINESS SERVICES INC COM 742674104 0 000000000420 SH DEFINED 01 SOLE
PROCTER & GAMBLE CO COM 742718109 0 000000237943 SH DEFINED 01 SOLE
PROCTER & GAMBLE CO COM 742718109 648 000000007550 SH DEFINED 02 SOLE
PROFESSIONALS GROUP INC COM 742954100 0 000000000119 SH DEFINED 01 SOLE
PROFESSIONAL DETAILING INC COM 74312N107 0 000000000150 SH DEFINED 01 SOLE
PROFIT RECOVERY GROUP INTL INC COM 743168106 0 000000000497 SH DEFINED 01 SOLE
PROGRESS SOFTWARE CORP COM 743312100 0 000000000649 SH DEFINED 01 SOLE
PROGRESSIVE CORP OHIO COM 743315103 0 000000012376 SH DEFINED 01 SOLE
PROJECT SOFTWARE & DEV INC COM 74339P101 0 000000000252 SH DEFINED 01 SOLE
PROMUS HOTEL CORP NEW COM 74342P106 0 000000009708 SH DEFINED 01 SOLE
PROTECTION ONE INC COM 743663304 0 000000000810 SH DEFINED 01 SOLE
PROTECTIVE LIFE CORP COM 743674103 0 000000007854 SH DEFINED 01 SOLE
PROTEIN DESIGN LABS INC COM 74369L103 0 000000000696 SH DEFINED 01 SOLE
PROTEIN DESIGN LABS INC COM 74369L103 563 000000026000 SH DEFINED 02 SOLE
PROVANT INC COM 743724106 0 000000000243 SH DEFINED 01 SOLE
PROVIDENT AMER CORP COM 743832107 0 000000000166 SH DEFINED 01 SOLE
PROVIDENT BANKSHARES CORP COM 743859100 0 000000000959 SH DEFINED 01 SOLE
PROVIDENT COS INC COM 743862104 0 000000023156 SH DEFINED 01 SOLE
PROVIDENT COS INC COM 743862104 39 000000000924 SH DEFINED 02 SOLE
PROVIDENT FINL GROUP INC COM 743866105 0 000000004962 SH DEFINED 01 SOLE
PROVINCE HEALTHCARE CO COM 743977100 0 000000000318 SH DEFINED 01 SOLE
PROVIDIAN FINL CORP COM 74406A102 0 000000026944 SH DEFINED 01 SOLE
PROVIDIAN FINL CORP COM 74406A102 126 000000001504 SH DEFINED 02 SOLE
PROXICOM INC COM 744282104 0 000000000348 SH DEFINED 01 SOLE
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Page 51 99-08-13 17:14:14
FORM 13F
INFORMATION TABLE
QUARTER ENDING
06/30/1999
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
- ------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PROXIM INC COM 744284100 0 000000000133 SH DEFINED 01 SOLE
PROXYMED PHARMACY INC COM 744290107 0 000000000275 SH DEFINED 01 SOLE
PSINET INC COM 74437C101 0 000000001675 SH DEFINED 01 SOLE
PUBLIC SVC CO N MEX COM 744499104 0 000000006377 SH DEFINED 01 SOLE
PUBLIC SVC CO N C INC COM 744516105 0 000000000768 SH DEFINED 01 SOLE
PUBLIC SVC ENTERPRISE GROUP COM 744573106 0 000000037979 SH DEFINED 01 SOLE
PUGET SOUND ENERGY INC COM 745332106 0 000000009824 SH DEFINED 01 SOLE
PULTE CORP COM 745867101 0 000000008397 SH DEFINED 01 SOLE
PUTNAM MASTER INCOME TR SH BEN INT 74683K104 0 000000000820 SH DEFINED 01 SOLE
QRS CORP COM 74726X105 0 000000000282 SH DEFINED 01 SOLE
QLOGIC CORP COM 747277101 0 000000000666 SH DEFINED 01 SOLE
QUADRAMED CORP COM 74730W101 0 000000000732 SH DEFINED 01 SOLE
QUAKER OATS CO COM 747402105 0 000000029966 SH DEFINED 01 SOLE
QUALCOMM INC COM 747525103 0 000000021671 SH DEFINED 01 SOLE
QUALCOMM INC COM 747525103 51 000000000400 SH DEFINED 02 SOLE
QUANTA SVCS INC COM 74762E102 0 000000000397 SH DEFINED 01 SOLE
QUANEX CORP COM 747620102 0 000000000534 SH DEFINED 01 SOLE
QUANTUM CORP COM 747906105 0 000000023141 SH DEFINED 01 SOLE
QUEENS CNTY BANCORP INC COM 748242104 0 000000000660 SH DEFINED 01 SOLE
QUEST DIAGNOSTICS INC COM 74834L100 0 000000001123 SH DEFINED 01 SOLE
QUESTAR CORP COM 748356102 0 000000009743 SH DEFINED 01 SOLE
QUIKSILVER INC COM 74838C106 0 000000000768 SH DEFINED 01 SOLE
QUINTILES TRANSNATIONAL CORP SB NT CV 4 748767AC4 0 019420000000 PRN DEFINED 01 SOLE
QUINTILES TRANSNATIONAL CORP COM 748767100 0 000000024272 SH DEFINED 01 SOLE
QUORUM HEALTH GROUP INC COM 749084109 0 000000008417 SH DEFINED 01 SOLE
QUORUM HEALTH GROUP INC COM 749084109 13 000000001100 SH DEFINED 02 SOLE
QWEST COMMUNICATIONS INTL INC COM 749121109 0 000000007318 SH DEFINED 01 SOLE
QWEST COMMUNICATIONS INTL INC COM 749121109 927 000000027000 SH DEFINED 02 SOLE
R & G FINANCIAL CORP CL B 749136107 0 000000000469 SH DEFINED 01 SOLE
RCN CORP COM 749361101 0 000000001310 SH DEFINED 01 SOLE
RFS HOTEL INVS INC COM 74955J108 0 000000000852 SH DEFINED 01 SOLE
R H DONNELLEY CORP COM NEW 74955W307 0 000000000528 SH DEFINED 01 SOLE
RLI CORP COM 749607107 0 000000000294 SH DEFINED 01 SOLE
RPC INC COM 749660106 0 000000000498 SH DEFINED 01 SOLE
RPM INC OHIO COM 749685103 0 000000012848 SH DEFINED 01 SOLE
RTI INTL METALS INC COM 74973W107 0 000000000546 SH DEFINED 01 SOLE
RWD TECHNOLOGIES INC COM 74975B101 0 000000000162 SH DEFINED 01 SOLE
RACING CHAMPIONS CORP COM 750069106 0 000000000262 SH DEFINED 01 SOLE
RADIAN GROUP INC COM 750236101 0 000000001322 SH DEFINED 01 SOLE
RADIANT SYSTEMS INC COM 75025N102 0 000000000264 SH DEFINED 01 SOLE
RADIO ONE INC CL A 75040P108 0 000000000193 SH DEFINED 01 SOLE
RADISYS CORP COM 750459109 0 000000000124 SH DEFINED 01 SOLE
RAMBUS INC DEL COM 750917106 0 000000000558 SH DEFINED 01 SOLE
RALCORP HLDGS INC NEW COM 751028101 0 000000001170 SH DEFINED 01 SOLE
RALSTON PURINA CO COM RAL-PU 751277302 0 000000055939 SH DEFINED 01 SOLE
RALSTON PURINA CO COM RAL-PU 751277302 44 000000001500 SH DEFINED 02 SOLE
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Page 52 99-08-13 17:14:14
FORM 13F
INFORMATION TABLE
QUARTER ENDING
06/30/1999
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
- ------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
RANGER OIL LTD COM 752805101 0 000000014602 SH DEFINED 01 SOLE
RANGE RES CORP COM 75281A109 0 000000001362 SH DEFINED 01 SOLE
RARE MEDIUM GROUP INC COM 75382N109 0 000000000488 SH DEFINED 01 SOLE
RARE HOSPITALITY INTL INC COM 753820109 0 000000000187 SH DEFINED 01 SOLE
RATIONAL SOFTWARE CORP COM NEW 75409P202 0 000000013113 SH DEFINED 01 SOLE
RAYCHEM CORP DEL COM 754603108 0 000000112125 SH DEFINED 01 SOLE
RAYONIER INC COM 754907103 0 000000004298 SH DEFINED 01 SOLE
RAYOVAC CORP COM 755081106 0 000000001032 SH DEFINED 01 SOLE
RAYTHEON CO CL A 755111309 0 000000008574 SH DEFINED 01 SOLE
RAYTHEON CO CL A 755111309 78 000000001145 SH DEFINED 02 SOLE
RAYTHEON CO CL B 755111408 0 000000044096 SH DEFINED 01 SOLE
RAYTHEON CO CL B 755111408 100 000000001431 SH DEFINED 02 SOLE
RAZORFISH INC CL A 755236106 0 000000000428 SH DEFINED 01 SOLE
READ-RITE CORP COM 755246105 0 000000001697 SH DEFINED 01 SOLE
READERS DIGEST ASSN INC CL A NON V 755267101 0 000000012369 SH DEFINED 01 SOLE
REALNETWORKS INC COM 75605L104 0 000000000672 SH DEFINED 01 SOLE
REALTY INCOME CORP COM 756109104 0 000000001008 SH DEFINED 01 SOLE
REALTY INFORMATION GROUP INC COM 75612B107 0 000000000146 SH DEFINED 01 SOLE
RECKSON ASSOCS RLTY CORP COM 75621K106 0 000000001505 SH DEFINED 01 SOLE
RECKSON ASSOCS RLTY CORP CL B 75621K304 0 000000000443 SH DEFINED 01 SOLE
RED ROOF INNS INC COM 757005103 0 000000001024 SH DEFINED 01 SOLE
REEBOK INTL LTD COM 758110100 0 000000009983 SH DEFINED 01 SOLE
REGAL BELOIT CORP COM 758750103 0 000000000786 SH DEFINED 01 SOLE
REGENERON PHARMACEUTICALS COM 75886F107 0 000000000864 SH DEFINED 01 SOLE
REGIS CORP MINN COM 758932107 0 000000001008 SH DEFINED 01 SOLE
REGENCY RLTY CORP COM 758939102 0 000000001187 SH DEFINED 01 SOLE
REGIONS FINL CORP COM 758940100 0 000000038243 SH DEFINED 01 SOLE
REGIONS FINL CORP COM 758940100 79 000000002100 SH DEFINED 02 SOLE
REINSURANCE GROUP AMER INC COM 759351109 0 000000002322 SH DEFINED 01 SOLE
RELIANCE BANCORP INC COM 759451107 0 000000000324 SH DEFINED 01 SOLE
RELIANCE STEEL & ALUMINUM CO COM 759509102 0 000000000384 SH DEFINED 01 SOLE
RELIANT ENERGY INC COM 75952J108 0 000000083168 SH DEFINED 01 SOLE
RELIASTAR FINL CORP COM 75952U103 0 000000010628 SH DEFINED 01 SOLE
REMEC INC COM 759543101 0 000000000738 SH DEFINED 01 SOLE
REMEDY CORP COM 759548100 0 000000000828 SH DEFINED 01 SOLE
RENAISSANCE WORLDWIDE INC COM 75968A109 0 000000000522 SH DEFINED 01 SOLE
REPUBLIC BANCSHARES INC COM 759929102 0 000000000183 SH DEFINED 01 SOLE
RENAL CARE GROUP INC COM 759930100 0 000000001547 SH DEFINED 01 SOLE
RENT A CTR INC NEW COM 76009N100 0 000000000576 SH DEFINED 01 SOLE
RENT WAY INC COM 76009U104 0 000000000618 SH DEFINED 01 SOLE
RENTAL SERVICE CORP COM 76009V102 0 000000020907 SH DEFINED 01 SOLE
REPUBLIC BANCORP INC COM 760282103 0 000000001500 SH DEFINED 01 SOLE
REPUBLIC BKG CORP FLA MIAMI FL COM 760322107 0 000000000318 SH DEFINED 01 SOLE
REPUBLIC GROUP INC COM 760473108 0 000000000330 SH DEFINED 01 SOLE
REPUBLIC N Y CORP COM 760719104 0 000000277965 SH DEFINED 01 SOLE
REPUBLIC N Y CORP COM 760719104 10,279 000000151100 SH DEFINED 02 SOLE
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Page 53 99-08-13 17:14:14
FORM 13F
INFORMATION TABLE
QUARTER ENDING
06/30/1999
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
- ------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
REPUBLIC SECURITY FINL CORP COM 760758102 0 000000001896 SH DEFINED 01 SOLE
RES-CARE INC COM 760943100 0 000000000455 SH DEFINED 01 SOLE
RESTORATION HARDWARE INC DEL COM 760981100 0 000000000258 SH DEFINED 01 SOLE
RESMED INC COM 761152107 0 000000000552 SH DEFINED 01 SOLE
RESOURCE AMERICA INC CL A 761195205 0 000000000822 SH DEFINED 01 SOLE
RESOURCE BANCSHARES MTG GROUP COM 761197102 0 000000000542 SH DEFINED 01 SOLE
RESPIRONICS INC COM 761230101 0 000000001044 SH DEFINED 01 SOLE
REUTERS GROUP PLC SPONSORED 76132M102 0 000000001955 SH DEFINED 01 SOLE
REXALL SUNDOWN INC COM 761648104 0 000000000917 SH DEFINED 01 SOLE
REYNOLDS & REYNOLDS CO CL A 761695105 0 000000009002 SH DEFINED 01 SOLE
REYNOLDS METALS CO COM 761763101 0 000000013956 SH DEFINED 01 SOLE
REYNOLDS R J TOB HLDGS INC COM 76182K105 0 000000014590 SH DEFINED 01 SOLE
RICHFOOD HLDGS INC COM 763408101 0 000000201793 SH DEFINED 01 SOLE
RICHMOND CNTY FINL CORP COM 764556106 0 000000000894 SH DEFINED 01 SOLE
RIGHTCHOICE MANAGED CARE INC CL A 76657K101 0 000000000302 SH DEFINED 01 SOLE
RIGGS NATL CORP WASH DC COM 766570105 0 000000000666 SH DEFINED 01 SOLE
RISK CAP HLDGS INC COM 767711104 0 000000000474 SH DEFINED 01 SOLE
RITE AID CORP COM 767754104 0 000000044267 SH DEFINED 01 SOLE
RITE AID CORP COM 767754104 17 000000000700 SH DEFINED 02 SOLE
RIVIANA FOODS INC COM 769536103 0 000000000276 SH DEFINED 01 SOLE
ROADWAY EXPRESS INC DEL COM 769742107 0 000000000581 SH DEFINED 01 SOLE
ROBBINS & MYERS INC SUB NT CV 770196AA1 0 020150000000 PRN DEFINED 01 SOLE
ROBBINS & MYERS INC COM 770196103 0 000000000294 SH DEFINED 01 SOLE
ROBERT HALF INTL INC COM 770323103 0 000000010577 SH DEFINED 01 SOLE
ROBERTS PHARMACEUTICAL CORP COM 770491108 0 000000000966 SH DEFINED 01 SOLE
ROCHESTER GAS & ELEC CORP COM 771367109 0 000000001404 SH DEFINED 01 SOLE
ROCK FINL CORP MICH COM 772150108 0 000000000238 SH DEFINED 01 SOLE
ROCK-TENN CO CL A 772739207 0 000000000444 SH DEFINED 01 SOLE
ROCKWELL INTL CORP NEW COM 773903109 0 000000029567 SH DEFINED 01 SOLE
ROCKWELL INTL CORP NEW COM 773903109 143 000000002400 SH DEFINED 02 SOLE
ROGERS COMMUNICATIONS INC CL B 775109200 0 000000012500 SH DEFINED 01 SOLE
ROGERS CORP COM 775133101 0 000000000288 SH DEFINED 01 SOLE
ROHM & HAAS CO COM 775371107 0 000000033045 SH DEFINED 01 SOLE
ROHM & HAAS CO COM 775371107 13 000000000300 SH DEFINED 02 SOLE
ROHN INDS INC COM 775381106 0 000000000876 SH DEFINED 01 SOLE
ROLLINS INC COM 775711104 0 000000004296 SH DEFINED 01 SOLE
ROLLINS TRUCK LEASING CORP COM 775741101 0 000000001800 SH DEFINED 01 SOLE
ROMAC INTL INC COM 775835101 0 000000001325 SH DEFINED 01 SOLE
ROPER INDS INC NEW COM 776696106 0 000000001140 SH DEFINED 01 SOLE
ROSLYN BANCORP INC COM 778162107 0 000000002906 SH DEFINED 01 SOLE
ROSS STORES INC COM 778296103 0 000000006066 SH DEFINED 01 SOLE
ROWAN COS INC COM 779382100 0 000000014491 SH DEFINED 01 SOLE
ROWAN COS INC COM 779382100 1 000000000100 SH DEFINED 02 SOLE
ROYAL DUTCH PETE CO NY REG GLD 780257804 0 000000370785 SH DEFINED 01 SOLE
ROYAL DUTCH PETE CO NY REG GLD 780257804 906 000000015386 SH DEFINED 02 SOLE
ROYCE VALUE TR INC COM 780910105 0 000000000491 SH DEFINED 01 SOLE
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Page 54 99-08-13 17:14:14
FORM 13F
INFORMATION TABLE
QUARTER ENDING
06/30/1999
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
- ------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
RUBY TUESDAY INC COM 781182100 0 000000001085 SH DEFINED 01 SOLE
RUDDICK CORP COM 781258108 0 000000006462 SH DEFINED 01 SOLE
RUSS BERRIE & CO COM 782233100 0 000000000401 SH DEFINED 01 SOLE
RUSSELL CORP COM 782352108 0 000000007200 SH DEFINED 01 SOLE
RYANS FAMILY STEAK HOUSE INC COM 783519101 0 000000001476 SH DEFINED 01 SOLE
RYDER SYS INC COM 783549108 0 000000012283 SH DEFINED 01 SOLE
RYDER SYS INC COM 783549108 24 000000000900 SH DEFINED 02 SOLE
RYERSON TULL INC NEW COM 78375P107 0 000000003807 SH DEFINED 01 SOLE
RYLAND GROUP INC COM 783764103 0 000000000558 SH DEFINED 01 SOLE
S & T BANCORP INC COM 783859101 0 000000001026 SH DEFINED 01 SOLE
SBC COMMUNICATIONS INC COM 78387G103 435 000000007500 SH SOLE SOLE
SBC COMMUNICATIONS INC COM 78387G103 0 000000339841 SH DEFINED 01 SOLE
SBC COMMUNICATIONS INC COM 78387G103 729 000000013600 SH DEFINED 02 SOLE
SCI SYS INC COM 783890106 0 000000008395 SH DEFINED 01 SOLE
SCM MICROSYSTEMS INC COM 784018103 0 000000000468 SH DEFINED 01 SOLE
SCIPE HLDGS INC COM 78402P104 0 000000000447 SH DEFINED 01 SOLE
SCP POOL CORP COM 784028102 0 000000000170 SH DEFINED 01 SOLE
SDL INC COM 784076101 0 000000000999 SH DEFINED 01 SOLE
SEI INVESTMENTS CO COM 784117103 0 000000000492 SH DEFINED 01 SOLE
SEMCO ENERGY INC COM 78412D109 0 000000000654 SH DEFINED 01 SOLE
SFX ENTMT INC CL A 784178105 0 000000001080 SH DEFINED 01 SOLE
SJW CORP COM 784305104 0 000000000041 SH DEFINED 01 SOLE
SK TELECOM LTD SPONSORED 78440P108 0 000000000003 SH DEFINED 02 SOLE
SL GREEN RLTY CORP COM 78440X101 0 000000000906 SH DEFINED 01 SOLE
SLM HLDG CORP COM 78442A109 0 000000041374 SH DEFINED 01 SOLE
SLM HLDG CORP COM 78442A109 4 000000000100 SH DEFINED 02 SOLE
SLI INC COM 78442T108 0 000000000564 SH DEFINED 01 SOLE
SPDR TR UNIT SER 1 78462F103 0 000002086400 SH DEFINED 01 SOLE
SPSS INC COM 78462K102 0 000000000143 SH DEFINED 01 SOLE
SPS TECHNOLOGIES INC COM 784626103 0 000000002296 SH DEFINED 01 SOLE
SPX CORP COM 784635104 0 000000004789 SH DEFINED 01 SOLE
S3 INC COM 784849101 0 000000001946 SH DEFINED 01 SOLE
SVI HLDGS INC COM 784872103 0 000000000452 SH DEFINED 01 SOLE
SABINE ROYALTY TR UNIT BEN I 785688102 0 000000000230 SH DEFINED 01 SOLE
SABRATEK CORP COM 78571U108 0 000000000372 SH DEFINED 01 SOLE
SAFECO CORP COM 786429100 0 000000023617 SH DEFINED 01 SOLE
SAFECO CORP COM 786429100 4 000000000100 SH DEFINED 02 SOLE
SAFEGUARD SCIENTIFICS INC COM 786449108 0 000000001056 SH DEFINED 01 SOLE
SAFESCIENCE INC COM 786452102 0 000000000253 SH DEFINED 01 SOLE
SAFETY-KLEEN CORP NEW COM NEW 78648R203 0 000000001110 SH DEFINED 01 SOLE
SAFEWAY INC COM NEW 786514208 0 000000087864 SH DEFINED 01 SOLE
SAFEWAY INC COM NEW 786514208 249 000000004900 SH DEFINED 02 SOLE
SAGA COMMUNICATIONS CL A 786598102 0 000000000182 SH DEFINED 01 SOLE
SAGA SYS INC COM 786610105 0 000000001146 SH DEFINED 01 SOLE
ST FRANCIS CAP CORP COM 789374105 0 000000000163 SH DEFINED 01 SOLE
ST JOHN KNITS INC COM 790289102 0 000000000624 SH DEFINED 01 SOLE
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Page 55 99-08-13 17:14:14
FORM 13F
INFORMATION TABLE
QUARTER ENDING
06/30/1999
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
- ------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ST JUDE MED INC COM 790849103 0 000000014416 SH DEFINED 01 SOLE
ST MARY LD & EXPL CO COM 792228108 0 000000000408 SH DEFINED 01 SOLE
ST PAUL BANCORP INC COM 792848103 0 000000078999 SH DEFINED 01 SOLE
ST PAUL COS INC COM 792860108 0 000000038651 SH DEFINED 01 SOLE
ST PAUL COS INC COM 792860108 71 000000002200 SH DEFINED 02 SOLE
SAKS INC COM 79377W108 0 000000019473 SH DEFINED 01 SOLE
SALTON INC COM 795757103 0 000000000094 SH DEFINED 01 SOLE
SAN JUAN BASIN RTY TR UNIT BEN I 798241105 0 000000000720 SH DEFINED 01 SOLE
SANCHEZ COMPUTER ASSOCS INC COM 799702105 0 000000000444 SH DEFINED 01 SOLE
SANDERSON FARMS INC COM 800013104 0 000000000208 SH DEFINED 01 SOLE
SANDISK CORP COM 80004C101 0 000000000732 SH DEFINED 01 SOLE
SANDY SPRING BANCORP INC COM 800363103 0 000000000360 SH DEFINED 01 SOLE
SANMINA CORP COM 800907107 0 000000007918 SH DEFINED 01 SOLE
SANGSTAT MED CORP COM 801003104 0 000000000607 SH DEFINED 01 SOLE
SANTA CRUZ OPERATION INC COM 801833104 0 000000000591 SH DEFINED 01 SOLE
SANTA FE SNYDER CORP COM 80218K105 0 000000027717 SH DEFINED 01 SOLE
SAP AKTIENGESELLSCHAFT SPONSORED 803054204 0 000000185004 SH DEFINED 04 SOLE
SAPIENT CORP COM 803062108 0 000000000384 SH DEFINED 01 SOLE
SARA LEE CORP COM 803111103 0 000000157385 SH DEFINED 01 SOLE
SARA LEE CORP COM 803111103 206 000000009019 SH DEFINED 02 SOLE
SAUER INC COM 804137107 0 000000000342 SH DEFINED 01 SOLE
SAUL CTRS INC COM 804395101 0 000000000208 SH DEFINED 01 SOLE
SAVILLE SYS PLC SPONSORED 805174109 0 000000012200 SH DEFINED 01 SOLE
SAVIA S A DE C V SPON ADR R 805175106 0 000002462252 SH DEFINED 04 SOLE
SAWTEK INC COM 805468105 0 000000000450 SH DEFINED 01 SOLE
SBARRO INC COM 805844107 0 000000002863 SH DEFINED 01 SOLE
SCANA CORP COM 805898103 0 000000011958 SH DEFINED 01 SOLE
SCHAWK INC CL A 806373106 0 000000000384 SH DEFINED 01 SOLE
SCHEIN HENRY INC COM 806407102 0 000000000942 SH DEFINED 01 SOLE
SCHEIN PHARMACEUTICAL INC COM 806416103 0 000000000186 SH DEFINED 01 SOLE
SCHERING PLOUGH CORP COM 806605101 325 000000006200 SH SOLE SOLE
SCHERING PLOUGH CORP COM 806605101 0 000000252725 SH DEFINED 01 SOLE
SCHERING PLOUGH CORP COM 806605101 546 000000011125 SH DEFINED 02 SOLE
SCHLUMBERGER LTD COM 806857108 573 000000009000 SH SOLE SOLE
SCHLUMBERGER LTD COM 806857108 0 000000094471 SH DEFINED 01 SOLE
SCHLUMBERGER LTD COM 806857108 436 000000007200 SH DEFINED 02 SOLE
SCHOLASTIC CORP COM 807066105 0 000000002402 SH DEFINED 01 SOLE
SCHOOL SPECIALTY INC COM 807863105 0 000000000190 SH DEFINED 01 SOLE
SCHULMAN A INC COM 808194104 0 000000004871 SH DEFINED 01 SOLE
SCHWAB CHARLES CORP NEW COM 808513105 0 000000070159 SH DEFINED 01 SOLE
SCHWAB CHARLES CORP NEW COM 808513105 245 000000002676 SH DEFINED 02 SOLE
SCHWEITZER-MAUDUIT INTL INC COM 808541106 0 000000000528 SH DEFINED 01 SOLE
SCIENTIFIC ATLANTA INC COM 808655104 0 000000026064 SH DEFINED 01 SOLE
SCIENTIFIC GAMES HLDGS CORP COM 808747109 0 000000000366 SH DEFINED 01 SOLE
SCOTSMAN INDS INC COM 809340102 0 000000000396 SH DEFINED 01 SOLE
SCOTT TECHNOLOGIES INC COM 810022301 0 000000000683 SH DEFINED 01 SOLE
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Page 56 99-08-13 17:14:14
FORM 13F
INFORMATION TABLE
QUARTER ENDING
06/30/1999
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
- ------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SCOTTS CO CL A 810186106 0 000000000689 SH DEFINED 01 SOLE
SEABOARD CORP COM 811543107 0 000000000012 SH DEFINED 01 SOLE
SEACOAST FINL SVCS CORP COM 81170Q106 0 000000000414 SH DEFINED 01 SOLE
SEAGATE TECHNOLOGY COM 811804103 0 000000034691 SH DEFINED 01 SOLE
SEAGATE TECHNOLOGY COM 811804103 62 000000002087 SH DEFINED 02 SOLE
SEAGRAM LTD COM 811850106 0 000000085998 SH DEFINED 01 SOLE
SEACOR SMIT INC COM 811904101 0 000000002571 SH DEFINED 01 SOLE
SEALED AIR CORP NEW COM 81211K100 0 000000014346 SH DEFINED 01 SOLE
SEALED AIR CORP NEW COM 81211K100 60 000000000944 SH DEFINED 02 SOLE
SEALED AIR CORP NEW PFD CV A $ 81211K209 0 000510000000 PRN DEFINED 01 SOLE
SEARS ROEBUCK & CO COM 812387108 0 000000079477 SH DEFINED 01 SOLE
SEARS ROEBUCK & CO COM 812387108 23 000000000500 SH DEFINED 02 SOLE
SECOND BANCORP INC COM 813114105 0 000000000131 SH DEFINED 01 SOLE
SECTOR SPDR TR SBI BASIC 81369Y100 0 000000250000 SH DEFINED 01 SOLE
SECTOR SPDR TR SBI CONS S 81369Y308 0 000000100000 SH DEFINED 01 SOLE
SECTOR SPDR TR SBI INT-FI 81369Y605 0 000000100000 SH DEFINED 01 SOLE
SECTOR SPDR TR SBI INT-TE 81369Y803 0 000001350000 SH DEFINED 01 SOLE
SECURITY CAP GROUP INC CL B 81413P204 0 000000001558 SH DEFINED 01 SOLE
SECURITY DYNAMICS TECHNOLOGIES COM 814208104 0 000000001368 SH DEFINED 01 SOLE
SECURITY FIRST TECHNOLOGIES CP COM 814279105 0 000000000419 SH DEFINED 01 SOLE
SEITEL INC COM NEW 816074306 0 000000002684 SH DEFINED 01 SOLE
SELECT COMFORT CORP COM 81616X103 0 000000000574 SH DEFINED 01 SOLE
SELECTIVE INS GROUP INC COM 816300107 0 000000001056 SH DEFINED 01 SOLE
SEMTECH CORP COM 816850101 0 000000000468 SH DEFINED 01 SOLE
SEMPRA ENERGY COM 816851109 0 000000041515 SH DEFINED 01 SOLE
SENSORMATIC ELECTRS CORP COM 817265101 0 000000011252 SH DEFINED 01 SOLE
SEPRACOR INC COM 817315104 0 000000007778 SH SOLE SOLE
SEPRACOR INC COM 817315104 0 000000004936 SH DEFINED 01 SOLE
SEQUA CORPORATION CL A 817320104 0 000000001419 SH DEFINED 01 SOLE
SEQUENT COMPUTER SYS INC COM 817338106 0 000000006442 SH DEFINED 01 SOLE
SERENA SOFTWARE INC COM 817492101 0 000000000388 SH DEFINED 01 SOLE
SERVICE CORP INTL COM 817565104 0 000000053051 SH DEFINED 01 SOLE
SERVICE CORP INTL COM 817565104 1 000000000100 SH DEFINED 02 SOLE
SERVICE EXPERTS INC COM 817567100 0 000000000576 SH DEFINED 01 SOLE
7-ELEVEN INC COM 817826100 0 000000005369 SH DEFINED 01 SOLE
SHARED MED SYS CORP COM 819486101 0 000000004615 SH DEFINED 01 SOLE
SHARED MED SYS CORP COM 819486101 13 000000000211 SH DEFINED 02 SOLE
SHAW INDS INC COM 820286102 0 000000033047 SH DEFINED 01 SOLE
SHERWIN WILLIAMS CO COM 824348106 0 000000047702 SH DEFINED 01 SOLE
SHERWIN WILLIAMS CO COM 824348106 53 000000001926 SH DEFINED 02 SOLE
SHOE CARNIVAL INC COM 824889109 0 000000000211 SH DEFINED 01 SOLE
SHOPKO STORES INC COM 824911101 0 000000001578 SH DEFINED 01 SOLE
SHOP AT HOME INC COM NEW 825066301 0 000000000341 SH DEFINED 01 SOLE
SHORELINE FINL CORP COM 825190101 0 000000000246 SH DEFINED 01 SOLE
SHOREWOOD PACKAGING CORP COM 825229107 0 000000000828 SH DEFINED 01 SOLE
SHURGARD STORAGE CTRS INC COM 82567D104 0 000000001085 SH DEFINED 01 SOLE
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Page 57 99-08-13 17:14:14
FORM 13F
INFORMATION TABLE
QUARTER ENDING
06/30/1999
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
- ------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SIEBEL SYS INC COM 826170102 0 000000013757 SH DEFINED 01 SOLE
SIEBERT FINL CORP COM 826176109 0 000000000400 SH DEFINED 01 SOLE
SIERRA HEALTH SVCS INC COM 826322109 0 000000000875 SH DEFINED 01 SOLE
SIERRA PAC RES COM 826425100 0 000000001164 SH DEFINED 01 SOLE
SIGMA ALDRICH CORP COM 826552101 0 000000017777 SH DEFINED 01 SOLE
SIGMA ALDRICH CORP COM 826552101 33 000000001000 SH DEFINED 02 SOLE
SIGCORP INC COM 826912107 0 000000000888 SH DEFINED 01 SOLE
SILGAN HOLDINGS INC COM 827048109 0 000000000426 SH DEFINED 01 SOLE
SILICON GRAPHICS INC COM 827056102 0 000000051680 SH DEFINED 01 SOLE
SILICON VY BANCSHARES COM 827064106 0 000000000732 SH DEFINED 01 SOLE
SILICON VY GROUP INC COM 827066101 0 000000001230 SH DEFINED 01 SOLE
SILICONIX INC COM NEW 827079203 0 000000000372 SH DEFINED 01 SOLE
SILKNET SOFTWARE INC COM 827094103 0 000000000289 SH DEFINED 01 SOLE
SIMMONS 1ST NATL CORP CL A $5 PA 828730200 0 000000000246 SH DEFINED 01 SOLE
SIMPSON MANUFACTURING CO INC COM 829073105 0 000000000162 SH DEFINED 01 SOLE
SIPEX CORP COM 829909100 0 000000000673 SH DEFINED 01 SOLE
SKY FINL GROUP INC COM 83080P103 0 000000001685 SH DEFINED 01 SOLE
SKYLINE CORP COM 830830105 0 000000000288 SH DEFINED 01 SOLE
SKYTEL COMMUNICATIONS INC COM 83087Q104 0 000000327251 SH DEFINED 01 SOLE
SKYWEST INC COM 830879102 0 000000000773 SH DEFINED 01 SOLE
SMART & FINAL INC COM 831683107 0 000000000372 SH DEFINED 01 SOLE
SMART MODULAR TECH INC COM 831690102 0 000000000996 SH DEFINED 01 SOLE
SMITH A O COM 831865209 0 000000000522 SH DEFINED 01 SOLE
SMITH INTL INC COM 832110100 0 000000005606 SH DEFINED 01 SOLE
SMITH CHARLES E RESDNTL RLTY COM 832197107 0 000000000654 SH DEFINED 01 SOLE
SMITHFIELD FOODS INC COM 832248108 0 000000001392 SH DEFINED 01 SOLE
SMUCKER J M CO CL A 832696108 0 000000004435 SH DEFINED 01 SOLE
SMURFIT-STONE CONTAINER CORP COM 832727101 0 000000026946 SH DEFINED 01 SOLE
SNYDER COMMUNICATIONS INC COM 832914105 0 000000008747 SH DEFINED 01 SOLE
SNAP ON INC COM 833034101 0 000000011480 SH DEFINED 01 SOLE
SODAK GAMING INC COM 833777105 0 000000000354 SH DEFINED 01 SOLE
SODEXHO MARRIOTT SVCS INC COM 833793102 0 000000000800 SH DEFINED 01 SOLE
SOFTNET SYS INC COM 833964109 0 000000000225 SH DEFINED 01 SOLE
SOLA INTL INC COM 834092108 0 000000000935 SH DEFINED 01 SOLE
SOLECTRON CORP COM 834182107 0 000000048654 SH DEFINED 01 SOLE
SOLUTIA INC COM 834376105 0 000000013028 SH DEFINED 01 SOLE
SONAT INC COM 835415100 0 000000019130 SH DEFINED 01 SOLE
SONAT INC COM 835415100 38 000000001100 SH DEFINED 02 SOLE
SONIC AUTOMOTIVE INC CL A 83545G102 0 000000000483 SH DEFINED 01 SOLE
SONIC CORP COM 835451105 0 000000000708 SH DEFINED 01 SOLE
SONOCO PRODS CO COM 835495102 0 000000017587 SH DEFINED 01 SOLE
SONOSITE INC COM 83568G104 0 000000000001 SH DEFINED 01 SOLE
SOTHEBYS HLDGS INC CL A 835898107 0 000000008111 SH DEFINED 01 SOLE
SOURCE INFORMATION MGMT CO COM NEW 836151209 0 000000000200 SH DEFINED 01 SOLE
SOURCE MEDIA INC COM NEW 836153304 0 000000000166 SH DEFINED 01 SOLE
SOUTH JERSEY INDS INC COM 838518108 0 000000000294 SH DEFINED 01 SOLE
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Page 58 99-08-13 17:14:14
FORM 13F
INFORMATION TABLE
QUARTER ENDING
06/30/1999
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
- ------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SOUTHDOWN INC COM 841297104 0 000000004433 SH DEFINED 01 SOLE
SOUTHERN CO COM 842587107 34 000000001300 SH SOLE SOLE
SOUTHERN CO COM 842587107 0 000000120670 SH DEFINED 01 SOLE
SOUTHERN CO COM 842587107 219 000000007904 SH DEFINED 02 SOLE
SOUTHERN PERU COPPER CORP COM 843611104 0 000000000942 SH DEFINED 01 SOLE
SOUTHERN UN CO NEW COM 844030106 0 000000000660 SH DEFINED 01 SOLE
SOUTHTRUST CORP COM 844730101 0 000000028650 SH DEFINED 01 SOLE
SOUTHWEST AIRLS CO COM 844741108 0 000000077274 SH DEFINED 01 SOLE
SOUTHWEST AIRLS CO COM 844741108 9 000000000300 SH DEFINED 02 SOLE
SOUTHWEST BANCORPORATION TEX COM 84476R109 0 000000000906 SH DEFINED 01 SOLE
SOUTHWEST GAS CORP COM 844895102 0 000000001146 SH DEFINED 01 SOLE
SOUTHWEST SECS GROUP INC COM 845224104 0 000000000402 SH DEFINED 01 SOLE
SOUTHWESTERN ENERGY CO COM 845467109 0 000000000936 SH DEFINED 01 SOLE
SOVEREIGN BANCORP INC COM 845905108 0 000000018441 SH DEFINED 01 SOLE
SOVRAN SELF STORAGE INC COM 84610H108 0 000000000462 SH DEFINED 01 SOLE
SPARTECH CORP COM NEW 847220209 0 000000000486 SH DEFINED 01 SOLE
SPECIALTY EQUIP COS INC COM NEW 847497203 0 000000000432 SH DEFINED 01 SOLE
SPEEDFAM-IPEC INC COM 847705100 0 000000001098 SH DEFINED 01 SOLE
SPEEDWAY MOTORSPORTS INC SB DB CV 5 847788AC0 0 020000000000 PRN DEFINED 01 SOLE
SPEEDWAY MOTORSPORTS INC COM 847788106 0 000000000462 SH DEFINED 01 SOLE
SPELLING ENTMT GROUP INC COM 847807104 0 000000000888 SH DEFINED 01 SOLE
SPIEGEL INC CL A 848457107 0 000000001062 SH DEFINED 01 SOLE
SPORTSLINE USA INC COM 848934105 0 000000000576 SH DEFINED 01 SOLE
SPRINGS INDS INC CL A 851783100 0 000000003497 SH DEFINED 01 SOLE
SPRINT CORP COM FON GR 852061100 0 000000135214 SH DEFINED 01 SOLE
SPRINT CORP COM FON GR 852061100 256 000000004648 SH DEFINED 02 SOLE
SPRINT CORP PCS COM SE 852061506 99 000000001750 SH SOLE SOLE
SPRINT CORP PCS COM SE 852061506 0 000000068303 SH DEFINED 01 SOLE
SPRINT CORP PCS COM SE 852061506 163 000000002800 SH DEFINED 02 SOLE
SPYGLASS INC COM 852192103 0 000000000275 SH DEFINED 01 SOLE
SS&C TECHNOLOGIES INC COM 85227Q100 0 000000000352 SH DEFINED 01 SOLE
STAFF LEASING INC COM 852381102 0 000000000563 SH DEFINED 01 SOLE
STAFFMARK INC COM 852389105 0 000000000834 SH DEFINED 01 SOLE
STANDARD MTR PRODS INC COM 853666105 0 000000000384 SH DEFINED 01 SOLE
STANDARD PAC CORP NEW COM 85375C101 0 000000000942 SH DEFINED 01 SOLE
STANDARD PRODS CO COM 853836104 0 000000000605 SH DEFINED 01 SOLE
STANDARD REGISTER CO COM 853887107 0 000000003752 SH DEFINED 01 SOLE
STANDEX INTL CORP COM 854231107 0 000000000432 SH DEFINED 01 SOLE
STANFORD TELECOMMUNICATIONS COM 854402104 0 000000000196 SH DEFINED 01 SOLE
STANLEY WKS COM 854616109 0 000000020921 SH DEFINED 01 SOLE
STAR TELECOMMUNICATIONS INC COM 854923109 0 000000001101 SH DEFINED 01 SOLE
STAPLES INC COM 855030102 0 000000086450 SH DEFINED 01 SOLE
STAPLES INC COM 855030102 25 000000000900 SH DEFINED 02 SOLE
STAR GAS PARTNERS L P UNIT LTD P 85512C105 0 000000000199 SH DEFINED 01 SOLE
STARBUCKS CORP COM 855244109 0 000000025762 SH DEFINED 01 SOLE
STARTEK INC COM 85569C107 0 000000000223 SH DEFINED 01 SOLE
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Page 59 99-08-13 17:14:14
FORM 13F
INFORMATION TABLE
QUARTER ENDING
06/30/1999
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
- ------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
STATE AUTO FINL CORP COM 855707105 0 000000000534 SH DEFINED 01 SOLE
STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF 85590A203 0 000000150000 SH DEFINED 04 SOLE
STATE STR CORP COM 857477103 0 000000027474 SH DEFINED 01 SOLE
STATE STR CORP COM 857477103 74 000000000900 SH DEFINED 02 SOLE
STATEN IS BANCORP INC COM 857550107 0 000000001602 SH DEFINED 01 SOLE
STATION CASINOS INC COM 857689103 0 000000000786 SH DEFINED 01 SOLE
STEEL DYNAMICS INC COM 858119100 0 000000001332 SH DEFINED 01 SOLE
STEIN MART INC COM 858375108 0 000000001026 SH DEFINED 01 SOLE
STEINWAY MUSICAL INSTRS INC COM ORD 858495104 0 000000000330 SH DEFINED 01 SOLE
STEPAN CO COM 858586100 0 000000000276 SH DEFINED 01 SOLE
STERLING BANCSHARES INC COM 858907108 0 000000000899 SH DEFINED 01 SOLE
STERIS CORP COM 859152100 0 000000009006 SH DEFINED 01 SOLE
STERLING COMM INC COM 859205106 0 000000011062 SH DEFINED 01 SOLE
STERLING FINL CORP COM 859317109 0 000000000216 SH DEFINED 01 SOLE
STERLING SOFTWARE INC COM 859547101 0 000000009673 SH DEFINED 01 SOLE
STEWART & STEVENSON SVCS INC COM 860342104 0 000000004255 SH DEFINED 01 SOLE
STEWART ENTERPRISES INC CL A 860370105 0 000000014807 SH DEFINED 01 SOLE
STEWART INFORMATION SVCS CORP COM 860372101 0 000000000492 SH DEFINED 01 SOLE
STILLWATER MNG CO COM 86074Q102 0 000000001152 SH DEFINED 01 SOLE
STONE & WEBSTER INC COM 861572105 0 000000000258 SH DEFINED 01 SOLE
STONE ENERGY CORP COM 861642106 0 000000000504 SH DEFINED 01 SOLE
STONERIDGE INC COM 86183P102 0 000000000432 SH DEFINED 01 SOLE
STORAGE USA INC COM 861907103 0 000000000970 SH DEFINED 01 SOLE
STORAGE TECHNOLOGY CORP COM PAR $0 862111200 0 000000052351 SH DEFINED 01 SOLE
STRAYER ED INC COM 863236105 0 000000000270 SH DEFINED 01 SOLE
STRIDE RITE CORP COM 863314100 0 000000010540 SH DEFINED 01 SOLE
STRUCTURAL DYNAMICS RESH CORP COM 863555108 0 000000005510 SH DEFINED 01 SOLE
STRYKER CORP COM 863667101 0 000000013059 SH DEFINED 01 SOLE
STUDENT LN CORP COM 863902102 0 000000000150 SH DEFINED 01 SOLE
STURM RUGER & CO INC COM 864159108 0 000000000732 SH DEFINED 01 SOLE
SUGEN INC COM 865041107 0 000000000379 SH DEFINED 01 SOLE
SUIZA FOODS CORP COM 865077101 0 000000004039 SH DEFINED 01 SOLE
SUMMIT BANCORP COM 866005101 0 000000029497 SH DEFINED 01 SOLE
SUMMIT BANCORP COM 866005101 49 000000001203 SH DEFINED 02 SOLE
SUMMIT PPTYS INC COM 866239106 0 000000000905 SH DEFINED 01 SOLE
SUMMIT TECHNOLOGY INC COM 86627E101 0 000000000617 SH DEFINED 01 SOLE
SUN COMMUNITIES INC COM 866674104 0 000000000642 SH DEFINED 01 SOLE
SUN MICROSYSTEMS INC COM 866810104 0 000000126826 SH DEFINED 01 SOLE
SUN MICROSYSTEMS INC COM 866810104 340 000000005189 SH DEFINED 02 SOLE
SUN HEALTHCARE GROUP INC COM 866933104 0 000000001949 SH DEFINED 01 SOLE
SUNGLASS HUT INTL INC COM 86736F106 0 000000001602 SH DEFINED 01 SOLE
SUNGARD DATA SYS INC COM 867363103 0 000000013344 SH DEFINED 01 SOLE
SUNOCO INC COM 86764P109 0 000000030527 SH DEFINED 01 SOLE
SUNQUEST INFORMATION SYS INC COM 867654105 0 000000000213 SH DEFINED 01 SOLE
SUNRISE ASSISTED LIVING INC COM 86768K106 0 000000000529 SH DEFINED 01 SOLE
SUNRISE TECHNOLOGIES INTL INC COM 86769L103 0 000000000752 SH DEFINED 01 SOLE
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Page 60 99-08-13 17:14:14
FORM 13F
INFORMATION TABLE
QUARTER ENDING
06/30/1999
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
- ------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SUNTERRA CORP COM 86787D109 0 000000001020 SH DEFINED 01 SOLE
SUNTRUST BKS INC COM 867914103 0 000000055121 SH DEFINED 01 SOLE
SUNTRUST BKS INC COM 867914103 143 000000002108 SH DEFINED 02 SOLE
SUNSTONE HOTEL INVS INC COM 867933103 0 000000001410 SH DEFINED 01 SOLE
SUPERGEN INC COM 868059106 0 000000000446 SH DEFINED 01 SOLE
SUPERIOR CONSULTANT HLDGS CORP COM 868146101 0 000000000265 SH DEFINED 01 SOLE
SUPERIOR INDS INTL INC COM 868168105 0 000000003994 SH DEFINED 01 SOLE
SUPERIOR SVCS INC COM 868316100 0 000000176025 SH DEFINED 01 SOLE
SUPERIOR SVCS INC COM 868316100 2,671 000000100000 SH DEFINED 02 SOLE
SUPERIOR TELECOM INC COM 868365107 0 000000000379 SH DEFINED 01 SOLE
SUPERVALU INC COM 868536103 0 000000020733 SH DEFINED 01 SOLE
SUPERVALU INC COM 868536103 2 000000000100 SH DEFINED 02 SOLE
SUSQUEHANNA BANCSHARES INC PA COM 869099101 0 000000001386 SH DEFINED 01 SOLE
SWIFT ENERGY CO COM 870738101 0 000000000552 SH DEFINED 01 SOLE
SWIFT TRANSN CO COM 870756103 0 000000001380 SH DEFINED 01 SOLE
SYBASE INC COM 871130100 0 000000003091 SH DEFINED 01 SOLE
SYBRON INTL CORP COM 87114F106 0 000000011900 SH DEFINED 01 SOLE
SYKES ENTERPRISES INC COM 871237103 0 000000000633 SH DEFINED 01 SOLE
SYLVAN LEARNING SYS INC COM 871399101 0 000000007543 SH DEFINED 01 SOLE
SYMANTEC CORP COM 871503108 0 000000008593 SH DEFINED 01 SOLE
SYMBOL TECHNOLOGIES INC COM 871508107 0 000000010235 SH DEFINED 01 SOLE
SYNCOR INTL CORP DEL COM 87157J106 0 000000000189 SH DEFINED 01 SOLE
SYNETIC INC SUB DB CON 87160FAB5 0 022500000000 PRN DEFINED 01 SOLE
SYNETIC INC COM 87160F109 0 000000000768 SH DEFINED 01 SOLE
SYNOPSYS INC COM 871607107 0 000000009683 SH DEFINED 01 SOLE
SYNOVUS FINL CORP COM 87161C105 0 000000046528 SH DEFINED 01 SOLE
SYNTEL INC COM 87162H103 0 000000000198 SH DEFINED 01 SOLE
SYNTROLEUM CORP COM 871630109 0 000000000840 SH DEFINED 01 SOLE
SYSCO CORP COM 871829107 0 000000061498 SH DEFINED 01 SOLE
SYSCO CORP COM 871829107 42 000000001400 SH DEFINED 02 SOLE
SYSTEM SOFTWARE ASSOC INC COM 871839106 0 000000001236 SH DEFINED 01 SOLE
SYSTEMAX INC COM 871851101 0 000000000612 SH DEFINED 01 SOLE
SYSTEMS & COMPUTER TECHNOLOGY COM 871873105 0 000000001236 SH DEFINED 01 SOLE
SYNTHETIC INDS INC COM 871914107 0 000000000123 SH DEFINED 01 SOLE
TCA CABLE TV INC COM 872241104 0 000000090633 SH DEFINED 01 SOLE
TCF FINL CORP COM 872275102 0 000000015061 SH DEFINED 01 SOLE
TECO ENERGY INC COM 872375100 0 000000015274 SH DEFINED 01 SOLE
THQ INC COM NEW 872443403 0 000000000175 SH DEFINED 01 SOLE
TJ INTL INC COM 872534102 0 000000000543 SH DEFINED 01 SOLE
TJX COS INC NEW COM 872540109 0 000000067882 SH DEFINED 01 SOLE
TNP ENTERPRISES INC COM 872594106 0 000000000414 SH DEFINED 01 SOLE
TRW INC COM 872649108 0 000000021580 SH DEFINED 01 SOLE
TSI INTERNATIONAL SOFTWARE LTD COM 872879101 0 000000000371 SH DEFINED 01 SOLE
TMP WORLDWIDE INC COM 872941109 0 000000000561 SH DEFINED 01 SOLE
TV GUIDE INC CL A 87307Q109 0 000000006000 SH DEFINED 01 SOLE
TALBOTS INC COM 874161102 0 000000000432 SH DEFINED 01 SOLE
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Page 61 99-08-13 17:14:14
FORM 13F
INFORMATION TABLE
QUARTER ENDING
06/30/1999
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
- ------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TALK COM INC COM 874264104 0 000000001413 SH DEFINED 01 SOLE
TANDY CORP COM 875382103 0 000000033551 SH DEFINED 01 SOLE
TANGER FACTORY OUTLET CTRS INC COM 875465106 0 000000000204 SH DEFINED 01 SOLE
TARRANT APPAREL GROUP COM 876289109 0 000000000286 SH DEFINED 01 SOLE
TAUBMAN CTRS INC COM 876664103 0 000000001457 SH DEFINED 01 SOLE
TECH DATA CORP COM 878237106 0 000000006738 SH DEFINED 01 SOLE
TECHNE CORP COM 878377100 0 000000000713 SH DEFINED 01 SOLE
TECHNITROL INC COM 878555101 0 000000000534 SH DEFINED 01 SOLE
TECHNOLOGY SOLUTIONS CO COM 87872T108 0 000000001547 SH DEFINED 01 SOLE
TECUMSEH PRODS CO CL A 878895200 0 000000003163 SH DEFINED 01 SOLE
TEJON RANCH CO DEL COM 879080109 0 000000000335 SH DEFINED 01 SOLE
TEKELEC COM 879101103 0 000000001286 SH DEFINED 01 SOLE
TEKTRONIX INC COM 879131100 0 000000007289 SH DEFINED 01 SOLE
TELEBANC FINANCIAL CORP COM 87925R109 0 000000062948 SH DEFINED 01 SOLE
TELECOMUNICACOES BRASILEIRAS S SPONSORED 879287100 0 000000000200 SH DEFINED 02 SOLE
TELECOMUNICACOES BRASILEIRAS S SPONSORED 879287100 0 000000000010 SH DEFINED 04 SOLE
TELECOMUNICACOES BRASILEIRAS S SPONSORED 879287308 0 000000000010 SH DEFINED 04 SOLE
TELEFLEX INC COM 879369106 0 000000004293 SH DEFINED 01 SOLE
TELEFONICA DE ARGENTINA S A SPNSR ADR 879378206 0 000001340000 SH DEFINED 04 SOLE
TELEFONOS DE MEXICO S A SR DB CV 4 879403AD5 0 000009000000 SH DEFINED 04 SOLE
TELEFONOS DE MEXICO S A ADR NOMINA 879403400 0 000000000003 SH DEFINED 01 SOLE
TELEPHONE & DATA SYS INC COM 879433100 0 000000007065 SH DEFINED 01 SOLE
TELESCAN INC COM 879516102 0 000000000175 SH DEFINED 01 SOLE
TELLABS INC COM 879664100 0 000000065131 SH DEFINED 01 SOLE
TELLABS INC COM 879664100 329 000000005000 SH DEFINED 02 SOLE
TEMPLE INLAND INC COM 879868107 0 000000011441 SH DEFINED 01 SOLE
TELETECH HOLDINGS INC COM 879939106 0 000000000798 SH DEFINED 01 SOLE
TENFOLD CORP COM 88033A103 0 000000000565 SH DEFINED 01 SOLE
TENET HEALTHCARE CORP COM 88033G100 0 000000086831 SH DEFINED 01 SOLE
TENET HEALTHCARE CORP COM 88033G100 56 000000003090 SH DEFINED 02 SOLE
TENNANT CO COM 880345103 0 000000000342 SH DEFINED 01 SOLE
TENNECO INC NEW COM 88037E101 0 000000026517 SH DEFINED 01 SOLE
TERADYNE INC COM 880770102 0 000000011520 SH DEFINED 01 SOLE
TERAYON COMMUNICATION SYS COM 880775101 0 000000000249 SH DEFINED 01 SOLE
TEREX CORP NEW COM 880779103 0 000000000659 SH DEFINED 01 SOLE
TERRA INDS INC COM 880915103 0 000000001224 SH DEFINED 01 SOLE
TESORO PETE CORP COM 881609101 0 000000001212 SH DEFINED 01 SOLE
TETRA TECH INC NEW COM 88162G103 0 000000001395 SH DEFINED 01 SOLE
TEXACO INC COM 881694103 0 000000092851 SH DEFINED 01 SOLE
TEXAS INDS INC COM 882491103 0 000000000796 SH DEFINED 01 SOLE
TEXAS INSTRS INC COM 882508104 50 000000003500 SH SOLE SOLE
TEXAS INSTRS INC COM 882508104 0 000000065341 SH DEFINED 01 SOLE
TEXAS INSTRS INC COM 882508104 482 000000003500 SH DEFINED 02 SOLE
TEXAS REGL BANCSHARES INC CL A VTG 882673106 0 000000000540 SH DEFINED 01 SOLE
TEXAS UTILS CO COM 882848104 0 000000144337 SH DEFINED 01 SOLE
TEXTRON INC COM 883203101 0 000000038180 SH DEFINED 01 SOLE
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Page 62 99-08-13 17:14:14
FORM 13F
INFORMATION TABLE
QUARTER ENDING
06/30/1999
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
- ------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TEXTRON INC COM 883203101 8 000000000100 SH DEFINED 02 SOLE
THEGLOBE COM INC COM 88335R101 0 000000000453 SH DEFINED 01 SOLE
THERAGENICS CORP COM 883375107 0 000000000977 SH DEFINED 01 SOLE
THERMEDICS DETECTION INC COM 88355E105 0 000000000293 SH DEFINED 01 SOLE
THERMO BIOANALYSIS CORP COM 88355H108 0 000000000222 SH DEFINED 01 SOLE
THERMO CARDIOSYSTEMS INC COM NONRED 88355K200 0 000000000678 SH DEFINED 01 SOLE
THERMO ECOTEK CORP COM 88355R106 0 000000000240 SH DEFINED 01 SOLE
THERMO FIBERTEK INC COM 88355W105 0 000000000366 SH DEFINED 01 SOLE
THERMO ELECTRON CORP COM 883556102 0 000000024779 SH DEFINED 01 SOLE
THERMO OPTEK CORP COM 883582108 0 000000000132 SH DEFINED 01 SOLE
THERMOQUEST CORP COM 883655102 0 000000000138 SH DEFINED 01 SOLE
THERMOSPECTRA CORP COM 883660102 0 000000000239 SH DEFINED 01 SOLE
THESTREET COM COM 88368Q103 0 000000000436 SH DEFINED 01 SOLE
THERMEDICS INC COM 883901100 0 000000000599 SH DEFINED 01 SOLE
THOMAS & BETTS CORP COM 884315102 0 000000010122 SH DEFINED 01 SOLE
THOMAS INDS INC COM 884425109 0 000000000593 SH DEFINED 01 SOLE
THOR INDS INC COM 885160101 0 000000000263 SH DEFINED 01 SOLE
THORNBURG MTG ASSET CORP COM 885218107 0 000000000804 SH DEFINED 01 SOLE
3DFX INTERACTIVE INC COM 88553X103 0 000000000554 SH DEFINED 01 SOLE
3COM CORP COM 885535104 0 000000059633 SH DEFINED 01 SOLE
3COM CORP COM 885535104 116 000000004260 SH DEFINED 02 SOLE
TIDEWATER INC COM 886423102 0 000000006536 SH DEFINED 01 SOLE
TIFFANY & CO NEW COM 886547108 0 000000004023 SH DEFINED 01 SOLE
TIMBERLAND CO CL A 887100105 0 000000000191 SH DEFINED 01 SOLE
TIME WARNER INC COM 887315109 0 000000208463 SH DEFINED 01 SOLE
TIME WARNER INC COM 887315109 634 000000009500 SH DEFINED 02 SOLE
TIMES MIRROR CO NEW COM SER A 887364107 0 000000014426 SH DEFINED 01 SOLE
TIMKEN CO COM 887389104 0 000000009649 SH DEFINED 01 SOLE
TITAN CORP COM 888266103 0 000000000454 SH DEFINED 01 SOLE
TITAN INTL INC ILL COM 88830M102 0 000000000630 SH DEFINED 01 SOLE
TITANIUM METALS CORP COM 888339108 0 000000000821 SH DEFINED 01 SOLE
TOLL BROTHERS INC COM 889478103 0 000000000900 SH DEFINED 01 SOLE
TOPPS INC COM 890786106 0 000000000660 SH DEFINED 01 SOLE
TORCHMARK CORP COM 891027104 0 000000029640 SH DEFINED 01 SOLE
TORCHMARK CORP COM 891027104 3 000000000100 SH DEFINED 02 SOLE
TORO CO COM 891092108 0 000000000886 SH DEFINED 01 SOLE
TOSCO CORP COM NEW 891490302 0 000000017879 SH DEFINED 01 SOLE
TOTAL RENAL CARE HLDGS INC SB NT CV14 89151AAA5 0 007500000000 PRN DEFINED 01 SOLE
TOTAL RENAL CARE HLDGS INC COM 89151A107 0 000000009377 SH DEFINED 01 SOLE
TOWER AUTOMOTIVE INC SB NT CV 891707AE1 0 019250000000 PRN DEFINED 01 SOLE
TOWER AUTOMOTIVE INC COM 891707101 0 000000001737 SH DEFINED 01 SOLE
TRACK DATA CORP COM 891918104 0 000000000319 SH DEFINED 01 SOLE
TOWN & CTRY TR SH BEN INT 892081100 0 000000000594 SH DEFINED 01 SOLE
TOYS R US INC COM 892335100 0 000000049691 SH DEFINED 01 SOLE
TRACTOR SUPPLY CO COM 892356106 0 000000000146 SH DEFINED 01 SOLE
TRAMMELL CROW CO COM 89288R106 0 000000001092 SH DEFINED 01 SOLE
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Page 63 99-08-13 17:14:14
FORM 13F
INFORMATION TABLE
QUARTER ENDING
06/30/1999
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
- ------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TRANS WORLD AIRLS INC COM PAR$.0 893349837 0 000000002169 SH DEFINED 01 SOLE
TRANS WORLD ENTMT CORP COM 89336Q100 0 000000000928 SH DEFINED 01 SOLE
TRANSACTION NETWORK SVCS INC COM 893414102 0 000000000354 SH DEFINED 01 SOLE
TRANSACTION SYS ARCHITECTS CL A 893416107 0 000000001175 SH DEFINED 01 SOLE
TRANSAMERICA CORP COM 893485102 0 000000076298 SH DEFINED 01 SOLE
TRANSAMERICA CORP COM 893485102 2,760 000000036500 SH DEFINED 02 SOLE
TRANSKARYOTIC THERAPIES INC COM 893735100 0 000000000631 SH DEFINED 01 SOLE
TRANSMONTAIGNE INC COM 893934109 0 000000000972 SH DEFINED 01 SOLE
TRAVELERS PPTY CAS CORP CL A 893939108 0 000000016100 SH DEFINED 01 SOLE
TRANSWITCH CORP COM 894065101 0 000000000356 SH DEFINED 01 SOLE
TREDEGAR CORP COM 894650100 0 000000003968 SH DEFINED 01 SOLE
TRENDWEST RESORTS INC COM 894917103 0 000000000144 SH DEFINED 01 SOLE
TRENWICK GROUP INC COM 895290104 0 000000000394 SH DEFINED 01 SOLE
TREX INC COM 89531P105 0 000000000193 SH DEFINED 01 SOLE
TREX MED CORP COM 89531R101 0 000000000252 SH DEFINED 01 SOLE
TRIAD HOSPITALS INC COM 89579K109 9 000000000883 SH DEFINED 02 SOLE
TRIANGLE BANCORP INC COM 895835106 0 000000000948 SH DEFINED 01 SOLE
TRIANGLE PHARMACEUTICALS INC COM 89589H104 0 000000000864 SH DEFINED 01 SOLE
TRIAD GTY INC COM 895925105 0 000000000503 SH DEFINED 01 SOLE
TRIARC COS INC CL A 895927101 0 000000000570 SH DEFINED 01 SOLE
TRIGEN ENERGY CORP COM 895930105 0 000000000195 SH DEFINED 01 SOLE
TRICON GLOBAL RESTAURANTS COM 895953107 0 000000026288 SH DEFINED 01 SOLE
TRICON GLOBAL RESTAURANTS COM 895953107 99 000000002000 SH DEFINED 02 SOLE
TRIBUNE CO NEW COM 896047107 0 000000027918 SH DEFINED 01 SOLE
TRIBUNE CO NEW COM 896047107 144 000000001651 SH DEFINED 02 SOLE
TRIGON HEALTHCARE INC COM 89618L100 0 000000004939 SH DEFINED 01 SOLE
TRIMBLE NAVIGATION LTD COM 896239100 0 000000000834 SH DEFINED 01 SOLE
TRINET CORP RLTY TR INC COM 896287109 0 000000000852 SH DEFINED 01 SOLE
TRINITY INDS INC COM 896522109 0 000000005031 SH DEFINED 01 SOLE
TRIQUINT SEMICONDUCTOR INC COM 89674K103 0 000000000091 SH DEFINED 01 SOLE
TRIUMPH GROUP INC NEW COM 896818101 0 000000000444 SH DEFINED 01 SOLE
TROPICAL SPORTSWEAR INTL CORP COM 89708P102 0 000000000114 SH DEFINED 01 SOLE
TRUST CO NJ JERSEY CITY NEW COM 898304100 0 000000000611 SH DEFINED 01 SOLE
TRUSTCO BK CORP N Y COM 898349105 0 000000001008 SH DEFINED 01 SOLE
TUBOSCOPE INC COM 898600101 0 000000001676 SH DEFINED 01 SOLE
TUESDAY MORNING CORP COM NEW 899035505 0 000000000576 SH DEFINED 01 SOLE
TUPPERWARE CORP COM 899896104 0 000000010069 SH DEFINED 01 SOLE
TUT SYSTEMS COM 901103101 0 000000000182 SH DEFINED 01 SOLE
TWEETER HOME ENTMT GROUP INC COM 901167106 0 000000000117 SH DEFINED 01 SOLE
24 / 7 MEDIA INC COM 901314104 0 000000000278 SH DEFINED 01 SOLE
TWINLAB CORP COM 901774109 0 000000000852 SH DEFINED 01 SOLE
TYCO INTL LTD NEW COM 902124106 909 000000009600 SH SOLE SOLE
TYCO INTL LTD NEW COM 902124106 0 000000141924 SH DEFINED 01 SOLE
TYCO INTL LTD NEW COM 902124106 669 000000007329 SH DEFINED 02 SOLE
TYLER TECHNOLOGIES INC COM 902252105 0 000000000982 SH DEFINED 01 SOLE
TYSON FOODS INC CL A 902494103 0 000000026819 SH DEFINED 01 SOLE
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Page 64 99-08-13 17:14:14
FORM 13F
INFORMATION TABLE
QUARTER ENDING
06/30/1999
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
- ------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
UAL CORP COM PAR $0 902549500 0 000000009900 SH DEFINED 01 SOLE
UCAR INTL INC COM 90262K109 0 000000005362 SH DEFINED 01 SOLE
UGI CORP NEW COM 902681105 0 000000001236 SH DEFINED 01 SOLE
UICI COM 902737105 0 000000001416 SH DEFINED 01 SOLE
UMB FINL CORP COM 902788108 0 000000000534 SH DEFINED 01 SOLE
UST CORP COM 902900109 0 000000087902 SH DEFINED 01 SOLE
USX MARATHON GROUP COM NEW 902905827 0 000000053125 SH DEFINED 01 SOLE
USX MARATHON GROUP COM NEW 902905827 9 000000000300 SH DEFINED 02 SOLE
U S B HLDG INC COM 902910108 0 000000000330 SH DEFINED 01 SOLE
UST INC COM 902911106 0 000000029928 SH DEFINED 01 SOLE
U S FRANCHISE SVCS INC CL A NEW 902956309 0 000000000242 SH DEFINED 01 SOLE
U S RESTAURANT PPTYS INC COM 902971100 0 000000000468 SH DEFINED 01 SOLE
US BANCORP DEL COM 902973106 347 000000010400 SH SOLE SOLE
US BANCORP DEL COM 902973106 0 000000124740 SH DEFINED 01 SOLE
US BANCORP DEL COM 902973106 265 000000008100 SH DEFINED 02 SOLE
U S LIQUIDS INC COM 902974104 0 000000000214 SH DEFINED 01 SOLE
USA NETWORKS INC COM 902984103 0 000000002571 SH DEFINED 01 SOLE
UNUM CORP COM 903192102 0 000000023713 SH DEFINED 01 SOLE
UNUM CORP COM 903192102 5 000000000100 SH DEFINED 02 SOLE
URS CORP NEW COM 903236107 0 000000000473 SH DEFINED 01 SOLE
U S CAN CORP COM 90328W105 0 000000000216 SH DEFINED 01 SOLE
U S G CORP COM NEW 903293405 0 000000009831 SH DEFINED 01 SOLE
U S FOODSERVICE COM 90331R101 0 000000011701 SH DEFINED 01 SOLE
US LEC CORP CL A 90331S109 0 000000000216 SH DEFINED 01 SOLE
USEC INC COM 90333E108 0 000000001343 SH DEFINED 01 SOLE
USX-U S STL COM 90337T101 0 000000029539 SH DEFINED 01 SOLE
USX-U S STL COM 90337T101 17 000000000690 SH DEFINED 02 SOLE
UTI ENERGY CORP COM 903387108 0 000000000459 SH DEFINED 01 SOLE
UBID INC COM 903469104 0 000000000153 SH DEFINED 01 SOLE
ULTRAMAR DIAMOND SHAMROCK CORP COM 904000106 0 000000010023 SH DEFINED 01 SOLE
ULTRATECH STEPPER INC COM 904034105 0 000000000792 SH DEFINED 01 SOLE
UNICAPITAL CORP NEW COM 90459D108 0 000000001680 SH DEFINED 01 SOLE
UNIFI INC COM 904677101 0 000000007047 SH DEFINED 01 SOLE
UNILAB CORP NEW COM 904763109 0 000000000642 SH DEFINED 01 SOLE
UNILEVER N V N Y SHS NE 904784709 0 000000098250 SH DEFINED 01 SOLE
UNILEVER N V N Y SHS NE 904784709 0 000000000001 SH DEFINED 04 SOLE
UNICOM CORP COM 904911104 0 000000052633 SH DEFINED 01 SOLE
UNIGRAPHICS SOLUTIONS INC CL A 904928108 0 000000000554 SH DEFINED 01 SOLE
UNION CARBIDE CORP COM 905581104 0 000000023236 SH DEFINED 01 SOLE
UNION CARBIDE CORP COM 905581104 77 000000001504 SH DEFINED 02 SOLE
UNION PAC CORP COM 907818108 0 000000048784 SH DEFINED 01 SOLE
UNION PAC RES GROUP INC COM 907834105 0 000000043351 SH DEFINED 01 SOLE
UNION PAC RES GROUP INC COM 907834105 47 000000003000 SH DEFINED 02 SOLE
UNION PLANTERS CORP COM 908068109 0 000000039087 SH DEFINED 01 SOLE
UNION PLANTERS CORP COM 908068109 68 000000001612 SH DEFINED 02 SOLE
UNIPHASE CORP COM 909149106 0 000000000974 SH DEFINED 01 SOLE
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Page 65 99-08-13 17:14:14
FORM 13F
INFORMATION TABLE
QUARTER ENDING
06/30/1999
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
- ------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
UNISOURCE ENERGY CORP COM 909205106 0 000000001212 SH DEFINED 01 SOLE
UNISOURCE WORLDWIDE INC COM 909208100 0 000000016886 SH DEFINED 01 SOLE
UNISTAR FINANCIAL SVC CORP COM 90921U100 0 000000000366 SH DEFINED 01 SOLE
UNISYS CORP COM 909214108 0 000000042036 SH DEFINED 01 SOLE
UNISYS CORP COM 909214108 109 000000002927 SH DEFINED 02 SOLE
UNISYS CORP PFD A CV $ 909214207 0 000000629630 SH DEFINED 01 SOLE
UNITED AUTO GROUP INC COM 909440109 0 000000000615 SH DEFINED 01 SOLE
UNITED CMNTY FINL CORP OHIO COM 909839102 0 000000000468 SH DEFINED 01 SOLE
UNITED BANKSHARES INC WEST VA COM 909907107 0 000000001614 SH DEFINED 01 SOLE
UNITED DOMINION INDS LTD COM 909914103 0 000000000670 SH DEFINED 01 SOLE
UNITED DOMINION REALTY TR INC COM 910197102 0 000000003887 SH DEFINED 01 SOLE
UNITED FIRE & CAS CO COM 910331107 0 000000000258 SH DEFINED 01 SOLE
UNITED HEALTHCARE CORP COM 910581107 0 000000029879 SH DEFINED 01 SOLE
UNITED HEALTHCARE CORP COM 910581107 64 000000001045 SH DEFINED 02 SOLE
UNITED ILLUM CO COM 910637107 0 000000000540 SH DEFINED 01 SOLE
UNITED INTL HLDGS INC CL A 910734102 0 000000001617 SH DEFINED 01 SOLE
UNITED INTL HLDGS INC CL A 910734102 29,418 000000456100 SH DEFINED 02 SOLE
UNITED NATL BANCORP N J COM 910909100 0 000000000564 SH DEFINED 01 SOLE
UNITED NAT FOODS INC COM 911163103 0 000000000180 SH DEFINED 01 SOLE
UNITED PAYORS&UTD PROVIDERS COM 911319101 0 000000000534 SH DEFINED 01 SOLE
UNITED RENTALS INC COM 911363109 0 000000001146 SH DEFINED 01 SOLE
U S BIOSCIENCE INC COM PAR $0 911646206 0 000000001019 SH DEFINED 01 SOLE
US AIRWAYS GROUP INC COM 911905107 0 000000021674 SH DEFINED 01 SOLE
U S HOME CORP NEW COM 911920106 0 000000000498 SH DEFINED 01 SOLE
U S OFFICE PRODS CO COM NEW 912325305 0 000000000665 SH DEFINED 01 SOLE
U S WEST INC NEW COM 91273H101 0 000000086972 SH DEFINED 01 SOLE
U S WEST INC NEW COM 91273H101 11 000000000200 SH DEFINED 02 SOLE
UNITED STATIONERS INC COM 913004107 0 000000001398 SH DEFINED 01 SOLE
UNITED TECHNOLOGIES CORP COM 913017109 0 000000081440 SH DEFINED 01 SOLE
UNITED TECHNOLOGIES CORP COM 913017109 556 000000008426 SH DEFINED 02 SOLE
UNITED TELEVISION INC COM 913066106 0 000000000144 SH DEFINED 01 SOLE
UNITED WTR RES INC COM 913190104 0 000000001032 SH DEFINED 01 SOLE
UNITRODE CORP COM 913283107 0 000000001188 SH DEFINED 01 SOLE
UNIVERSAL CORP VA COM 913456109 0 000000005100 SH DEFINED 01 SOLE
UNIVERSAL FOODS CORP COM 913538104 0 000000007815 SH DEFINED 01 SOLE
UNIVERSAL FST PRODS INC COM 913543104 0 000000000558 SH DEFINED 01 SOLE
UNIVISION COMMUNICATIONS INC CL A 914906102 0 000000010636 SH DEFINED 01 SOLE
UNOCAL CORP COM 915289102 0 000000041706 SH DEFINED 01 SOLE
UNOCAL CORP COM 915289102 81 000000002100 SH DEFINED 02 SOLE
UNOVA INC COM 91529B106 0 000000001374 SH DEFINED 01 SOLE
USFREIGHTWAYS CORP COM 916906100 0 000000000985 SH DEFINED 01 SOLE
URBAN OUTFITTERS INC COM 917047102 0 000000000366 SH DEFINED 01 SOLE
URBAN SHOPPING CTRS INC COM 917060105 0 000000000372 SH DEFINED 01 SOLE
USBANCORP INC PA COM 917292104 0 000000000504 SH DEFINED 01 SOLE
USINTERNETWORKING INC COM 917311805 0 000000000601 SH DEFINED 01 SOLE
USWEB CORP COM 917327108 0 000000002412 SH DEFINED 01 SOLE
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Page 66 99-08-13 17:14:14
FORM 13F
INFORMATION TABLE
QUARTER ENDING
06/30/1999
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
- ------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
UTILICORP UTD INC COM 918005109 0 000000020548 SH DEFINED 01 SOLE
V F CORP COM 918204108 0 000000031547 SH DEFINED 01 SOLE
VLSI TECHNOLOGY INC COM 918270109 0 000000001649 SH DEFINED 01 SOLE
VWR SCIENTIFIC PRODS CORP COM 918435108 0 000000063841 SH DEFINED 01 SOLE
VAIL RESORTS INC COM 91879Q109 0 000000001002 SH DEFINED 01 SOLE
VALASSIS COMMUNICATIONS INC COM 918866104 0 000000002033 SH DEFINED 01 SOLE
VALHI INC NEW COM 918905100 0 000000000342 SH DEFINED 01 SOLE
VALENCE TECHNOLOGY INC COM 918914102 0 000000000430 SH DEFINED 01 SOLE
VALERO ENERGY CORP NEW COM 91913Y100 0 000000006534 SH DEFINED 01 SOLE
VALMONT INDS INC COM 920253101 0 000000000684 SH DEFINED 01 SOLE
VALUE AMER INC COM 92038N102 0 000000000571 SH DEFINED 01 SOLE
VALUE CITY DEPT STORES INC COM 920387107 0 000000000444 SH DEFINED 01 SOLE
VALUE LINE INC COM 920437100 0 000000000072 SH DEFINED 01 SOLE
VALUEVISION INTL INC CL A 92047K107 0 000000000355 SH DEFINED 01 SOLE
VANTIVE CORP COM 922091103 0 000000000985 SH DEFINED 01 SOLE
VARCO INTL INC COM 922126107 0 000000007465 SH DEFINED 01 SOLE
VARLEN CORP COM 922248109 0 000000031136 SH DEFINED 01 SOLE
VEECO INSTRS INC DEL COM 922417100 0 000000000366 SH DEFINED 01 SOLE
VENTAS INC COM 92276F100 0 000000002040 SH DEFINED 01 SOLE
VENTANA MED SYS INC COM 92276H106 0 000000000504 SH DEFINED 01 SOLE
VENATOR GROUP INC COM 922944103 20 000000002080 SH DEFINED 02 SOLE
VERITY INC COM 92343C106 0 000000000164 SH DEFINED 01 SOLE
VERISIGN INC COM 92343E102 0 000000000277 SH DEFINED 01 SOLE
VERITAS DGC INC COM 92343P107 0 000000002558 SH DEFINED 01 SOLE
VERIO INC COM 923433106 0 000000000214 SH DEFINED 01 SOLE
VERITAS SOFTWARE CO COM 923436109 0 000000012944 SH DEFINED 01 SOLE
VERTEX PHARMACEUTICALS INC COM 92532F100 0 000000000954 SH DEFINED 01 SOLE
VERTICALNET INC COM 92532L107 0 000000000278 SH DEFINED 01 SOLE
VETERINARY CTRS AMER INC COM 925514101 0 000000000781 SH DEFINED 01 SOLE
VIAD CORP COM 92552R109 0 000000011518 SH DEFINED 01 SOLE
VIACOM INC CL A 925524100 0 000000166700 SH DEFINED 01 SOLE
VIACOM INC CL B 925524308 0 000000119365 SH DEFINED 01 SOLE
VIACOM INC CL B 925524308 203 000000004800 SH DEFINED 02 SOLE
VIATEL INC COM 925529208 0 000000000397 SH DEFINED 01 SOLE
VICAL INC COM 925602104 0 000000000606 SH DEFINED 01 SOLE
VICOR CORP COM 925815102 0 000000000725 SH DEFINED 01 SOLE
VINTAGE PETE INC COM 927460105 0 000000008021 SH DEFINED 01 SOLE
VISIO CORP COM 927914101 0 000000000942 SH DEFINED 01 SOLE
VISHAY INTERTECHNOLOGY INC COM 928298108 0 000000014041 SH DEFINED 01 SOLE
VISTANA INC COM 92839P108 0 000000000276 SH DEFINED 01 SOLE
VISX INC DEL COM 92844S105 0 000000011013 SH DEFINED 01 SOLE
VISUAL NETWORKS INC COM 928444108 0 000000000752 SH DEFINED 01 SOLE
VITAL SIGNS INC COM 928469105 0 000000000216 SH DEFINED 01 SOLE
VITESSE SEMICONDUCTOR CORP COM 928497106 0 000000010399 SH DEFINED 01 SOLE
VLASIC FOODS INTL INC COM 928559103 0 000000010083 SH DEFINED 01 SOLE
VOICESTREAM WIRELESS CORP COM 928615103 0 000000003868 SH DEFINED 01 SOLE
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Page 67 99-08-13 17:14:14
FORM 13F
INFORMATION TABLE
QUARTER ENDING
06/30/1999
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
- ------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
VOLT INFORMATION SCIENCES INC COM 928703107 0 000000000312 SH DEFINED 01 SOLE
VULCAN MATLS CO COM 929160109 0 000000015388 SH DEFINED 01 SOLE
WFS FINL INC COM 92923B106 0 000000000335 SH DEFINED 01 SOLE
WD-40 CO COM 929236107 0 000000000516 SH DEFINED 01 SOLE
WICOR INC COM 929253102 0 000000001404 SH DEFINED 01 SOLE
WMS INDS INC COM 929297109 0 000000000439 SH DEFINED 01 SOLE
WPS RESOURCES CORP COM 92931B106 0 000000000996 SH DEFINED 01 SOLE
WABASH NATL CORP COM 929566107 0 000000000864 SH DEFINED 01 SOLE
WACHOVIA CORP COM 929771103 0 000000034862 SH DEFINED 01 SOLE
WACHOVIA CORP COM 929771103 41 000000000500 SH DEFINED 02 SOLE
WACKENHUT CORRECTIONS CORP COM 929798106 0 000000000378 SH DEFINED 01 SOLE
WADDELL & REED FINL INC CL A 930059100 1 000000000047 SH DEFINED 02 SOLE
WADDELL & REED FINL INC CL B 930059209 5 000000000205 SH DEFINED 02 SOLE
WAL MART STORES INC COM 931142103 897 000000018600 SH SOLE SOLE
WAL MART STORES INC COM 931142103 0 000000785123 SH DEFINED 01 SOLE
WAL MART STORES INC COM 931142103 1,660 000000037035 SH DEFINED 02 SOLE
WALBRO CORP COM 931154108 0 000000050000 SH DEFINED 01 SOLE
WALDEN RESIDENTIAL PPTYS INC COM 931210108 0 000000000846 SH DEFINED 01 SOLE
WALGREEN CO COM 931422109 511 000000017400 SH SOLE SOLE
WALGREEN CO COM 931422109 0 000000171964 SH DEFINED 01 SOLE
WALGREEN CO COM 931422109 306 000000010648 SH DEFINED 02 SOLE
WALLACE COMPUTER SERVICES INC COM 932270101 0 000000006596 SH DEFINED 01 SOLE
WALTER INDS INC COM 93317Q105 0 000000001527 SH DEFINED 01 SOLE
WARNACO GROUP INC CL A 934390105 0 000000016084 SH DEFINED 01 SOLE
WARNER LAMBERT CO COM 934488107 0 000000146036 SH DEFINED 01 SOLE
WARNER LAMBERT CO COM 934488107 349 000000005500 SH DEFINED 02 SOLE
WASHINGTON GAS LT CO COM 938837101 0 000000007049 SH DEFINED 01 SOLE
WASHINGTON MUT INC COM 939322103 0 000000102012 SH DEFINED 01 SOLE
WASHINGTON MUT INC COM 939322103 132 000000003700 SH DEFINED 02 SOLE
WASHINGTON POST CO CL B 939640108 0 000000001094 SH DEFINED 01 SOLE
WASHINGTON REAL ESTATE INVT TR SH BEN INT 939653101 0 000000001338 SH DEFINED 01 SOLE
WASTE CONNECTIONS INC COM 941053100 0 000000000268 SH DEFINED 01 SOLE
WASTE INDUSTRIES INC COM 941058109 0 000000000132 SH DEFINED 01 SOLE
WASTE MGMT INC DEL SUB NT CON 94106LAA7 0 044300000000 PRN DEFINED 01 SOLE
WASTE MGMT INC DEL COM 94106L109 80 000000001500 SH SOLE SOLE
WASTE MGMT INC DEL COM 94106L109 0 000000105314 SH DEFINED 01 SOLE
WASTE MGMT INC DEL COM 94106L109 38 000000000685 SH DEFINED 02 SOLE
WATSCO INC COM 942622200 0 000000000870 SH DEFINED 01 SOLE
WATSON PHARMACEUTICALS INC COM 942683103 0 000000016235 SH DEFINED 01 SOLE
WATTS INDS INC CL A 942749102 0 000000003704 SH DEFINED 01 SOLE
WAUSAU-MOSINEE PAPER CORP COM 943315101 0 000000008086 SH DEFINED 01 SOLE
WAVE SYSTEMS CORP CL A 943526103 0 000000000656 SH DEFINED 01 SOLE
WAVO CORP COM 944027101 0 000000000791 SH DEFINED 01 SOLE
WEATHERFORD INTL INC COM 947074100 0 000000011322 SH DEFINED 01 SOLE
WEBB DEL CORP COM 947423109 0 000000001334 SH DEFINED 01 SOLE
WEBSTER FINL CORP CONN COM 947890109 0 000000001346 SH DEFINED 01 SOLE
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Page 68 99-08-13 17:14:14
FORM 13F
INFORMATION TABLE
QUARTER ENDING
06/30/1999
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
- ------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
WEBTRENDS CORP COM 94844D104 0 000000000159 SH DEFINED 01 SOLE
WEEKS CORP COM 94856P102 0 000000000738 SH DEFINED 01 SOLE
WEINGARTEN RLTY INVS SH BEN INT 948741103 0 000000001002 SH DEFINED 01 SOLE
WELLMAN INC COM 949702104 0 000000011219 SH DEFINED 01 SOLE
WELLPOINT HEALTH NETWORK NEW COM 94973H108 0 000000011665 SH DEFINED 01 SOLE
WELLS FARGO & CO NEW COM 949746101 0 000000283575 SH DEFINED 01 SOLE
WELLS FARGO & CO NEW COM 949746101 564 000000013008 SH DEFINED 02 SOLE
WELLSFORD REAL PPTYS INC COM 950240101 0 000000000666 SH DEFINED 01 SOLE
WENDYS INTL INC COM 950590109 0 000000021517 SH DEFINED 01 SOLE
WERNER ENTERPRISES INC COM 950755108 0 000000001074 SH DEFINED 01 SOLE
WESBANCO INC COM 950810101 0 000000000768 SH DEFINED 01 SOLE
WESCO INTL INC COM 95082P105 0 000000000731 SH DEFINED 01 SOLE
WESLEY JESSEN VISIONCARE INC COM 951018100 0 000000000402 SH DEFINED 01 SOLE
WEST COAST BANCORP ORE NEW COM 952145100 0 000000000534 SH DEFINED 01 SOLE
WEST MARINE INC COM 954235107 0 000000000354 SH DEFINED 01 SOLE
WEST PHARMACEUTICAL SVSC INC COM 955306105 0 000000000450 SH DEFINED 01 SOLE
WEST TELESERVICES CORP COM 956188106 0 000000000672 SH DEFINED 01 SOLE
WESTAMERICA BANCORPORATION COM 957090103 0 000000006063 SH DEFINED 01 SOLE
WESTELL TECHNOLOGIES INC CL A 957541105 0 000000000504 SH DEFINED 01 SOLE
WESTERN BANCORP COM 957683105 0 000000125786 SH DEFINED 01 SOLE
WESTCORP INC COM 957907108 0 000000000360 SH DEFINED 01 SOLE
WESTERN DIGITAL CORP SB DB CV Z 958102AH8 0 000006000000 SH DEFINED 01 SOLE
WESTERN GAS RES INC COM 958259103 0 000000000804 SH DEFINED 01 SOLE
WESTERN INVT REAL ESTATE TR SH BEN INT 958468100 0 000000000648 SH DEFINED 01 SOLE
WESTERN WIRELESS CORP CL A 95988E204 0 000000002867 SH DEFINED 01 SOLE
WESTERNBANK PUERTO RICO COM 959897109 0 000000001584 SH DEFINED 01 SOLE
WESTFIELD AMER INC COM 959910100 0 000000001133 SH DEFINED 01 SOLE
WESTINGHOUSE AIR BRAKE CO NEW COM 960386100 0 000000000642 SH DEFINED 01 SOLE
WESTOWER CORP COM 96121E101 0 000000000132 SH DEFINED 01 SOLE
WESTPOINT STEVENS INC COM 961238102 0 000000006589 SH DEFINED 01 SOLE
WESTVACO CORP COM 961548104 0 000000020671 SH DEFINED 01 SOLE
WESTWOOD ONE INC COM 961815107 0 000000000790 SH DEFINED 01 SOLE
WET SEAL INC CL A 961840105 0 000000000402 SH DEFINED 01 SOLE
WEYERHAEUSER CO COM 962166104 0 000000047911 SH DEFINED 01 SOLE
WEYERHAEUSER CO COM 962166104 12 000000000200 SH DEFINED 02 SOLE
WHIRLPOOL CORP COM 963320106 0 000000013290 SH DEFINED 01 SOLE
WHITE MTNS INS GROUP INC COM 964126106 0 000000000198 SH DEFINED 01 SOLE
WHITMAN CORP NEW COM 96647R107 0 000000010193 SH DEFINED 01 SOLE
WHITNEY HLDG CORP COM 966612103 0 000000000881 SH DEFINED 01 SOLE
WHITTAKER CORP DEL COM PAR $0 966680407 0 000000203473 SH DEFINED 01 SOLE
WHITTMAN-HART INC COM 966834103 0 000000001073 SH DEFINED 01 SOLE
WILD OATS MARKETS INC COM 96808B107 0 000000000408 SH DEFINED 01 SOLE
WILEY JOHN & SONS INC CL A 968223206 0 000000001931 SH DEFINED 01 SOLE
WILLAMETTE INDS INC COM 969133107 0 000000019598 SH DEFINED 01 SOLE
WILLAMETTE INDS INC COM 969133107 4 000000000100 SH DEFINED 02 SOLE
WILLIAMS COS INC DEL COM 969457100 0 000000087372 SH DEFINED 01 SOLE
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Page 69 99-08-13 17:14:14
FORM 13F
INFORMATION TABLE
QUARTER ENDING
06/30/1999
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
- ------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
WILLIAMS COS INC DEL COM 969457100 95 000000002000 SH DEFINED 02 SOLE
WILMINGTON TRUST CORP COM 971807102 0 000000003940 SH DEFINED 01 SOLE
WIND RIVER SYSTEMS INC COM 973149107 0 000000001236 SH DEFINED 01 SOLE
WINDMERE-DURABLE HLDGS INC COM 973411101 0 000000000828 SH DEFINED 01 SOLE
WINN DIXIE STORES INC COM 974280109 0 000000025467 SH DEFINED 01 SOLE
WINNEBAGO INDS INC COM 974637100 0 000000000480 SH DEFINED 01 SOLE
WINSLOEW FURNITURE INC COM 975377102 0 000000000112 SH DEFINED 01 SOLE
WINSTAR COMMUNICATIONS INC COM 975515107 0 000000001620 SH DEFINED 01 SOLE
WISCONSIN CENT TRANSN CORP COM 976592105 0 000000007832 SH DEFINED 01 SOLE
WISCONSIN ENERGY CORP COM 976657106 0 000000019100 SH DEFINED 01 SOLE
WITCO CORP COM 977385103 0 000000006747 SH DEFINED 01 SOLE
WOLVERINE TUBE INC COM 978093102 0 000000000533 SH DEFINED 01 SOLE
WOLVERINE WORLD WIDE INC COM 978097103 0 000000001541 SH DEFINED 01 SOLE
WOODWARD GOVERNOR CO COM 980745103 0 000000000324 SH DEFINED 01 SOLE
WORLD ACCESS INC COM 98141A101 0 000000001682 SH DEFINED 01 SOLE
WORLD COLOR PRESS INC DEL COM 981443104 0 000000001446 SH DEFINED 01 SOLE
WORLDPORT COMMUNICATIONS INC COM 98155J105 0 000000000337 SH DEFINED 01 SOLE
WORLDGATE COMMUNICATIONS INC COM 98156L307 0 000000000321 SH DEFINED 01 SOLE
WORTHINGTON INDS INC COM 981811102 0 000000015845 SH DEFINED 01 SOLE
WRIGLEY WM JR CO COM 982526105 0 000000019892 SH DEFINED 01 SOLE
WYMAN GORDON CO COM 983085101 0 000000040744 SH DEFINED 01 SOLE
WYNNS INTL INC COM 983195108 0 000000000540 SH DEFINED 01 SOLE
XCEED INC COM 98388N105 0 000000000236 SH DEFINED 01 SOLE
XILINX INC COM 983919101 0 000000020672 SH DEFINED 01 SOLE
XIRCOM INC COM 983922105 0 000000000900 SH DEFINED 01 SOLE
XOMED SURGICAL PRODS INC COM 98412V107 0 000000000456 SH DEFINED 01 SOLE
XEROX CORP COM 984121103 0 000000115449 SH DEFINED 01 SOLE
XEROX CORP COM 984121103 364 000000006393 SH DEFINED 02 SOLE
XOOM COM INC COM 98413F101 0 000000000229 SH DEFINED 01 SOLE
XTRA CORP COM 984138107 0 000000000522 SH DEFINED 01 SOLE
YAHOO INC COM 984332106 0 000000002072 SH DEFINED 01 SOLE
YANKEE ENERGY SYS INC COM 984779108 0 000000000396 SH DEFINED 01 SOLE
YELLOW CORP COM 985509108 0 000000000852 SH DEFINED 01 SOLE
YORK INTL CORP NEW COM 986670107 0 000000009519 SH DEFINED 01 SOLE
YOUNG BROADCASTING INC CL A 987434107 0 000000000353 SH DEFINED 01 SOLE
ZALE CORP NEW COM 988858106 0 000000001344 SH DEFINED 01 SOLE
ZAPATA CORP COM NEW 989070503 0 000000000576 SH DEFINED 01 SOLE
ZEBRA TECHNOLOGIES CORP CL A 989207105 0 000000000876 SH DEFINED 01 SOLE
ZENITH NATL INS CORP COM 989390109 0 000000000366 SH DEFINED 01 SOLE
ZIFF-DAVIS INC COM ZD 989511100 0 000000001722 SH DEFINED 01 SOLE
ZIFF-DAVIS INC COM ZDNET 989511209 0 000000036500 SH DEFINED 01 SOLE
ZIONS BANCORPORATION COM 989701107 0 000000009112 SH DEFINED 01 SOLE
ZOMAX INC MINN COM 989929104 0 000000000109 SH DEFINED 01 SOLE
</TABLE>
