FORM 13F
UNITED STATES SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, DC 220549
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 30, 1999
Check here if Amendment [x]: Amendment Number: 1
This Amendment (Check only one):
[X] 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: 28-04979
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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)
November 18, 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>
Page 1 99-11-16 17:22:15
FORM 13F
INFORMATION TABLE
QUARTER ENDING
09/30/1999
<CAPTION>
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>
LERNOUT & HAUSPIE SPEECH PRODS COM B5628B104 3,603 000000100000 SH DEFINED 02 SOLE
ACE LTD ORD G0070K103 293 000000017300 SH DEFINED 01 SOLE
FRUIT OF THE LOOM LTD ORD CL A G3682L105 62 000000018053 SH DEFINED 01 SOLE
GLOBAL CROSSING LTD COM G3921A100 53,984 000002037136 SH SOLE SOLE
GLOBAL CROSSING LTD COM G3921A100 3,211 000000121194 SH DEFINED 01 SOLE
HILFIGER TOMMY CORP ORD G8915Z102 622 000000022100 SH DEFINED 01 SOLE
TRANSOCEAN OFFSHORE INC CAYMON ORD G90076103 363 000000011855 SH DEFINED 01 SOLE
BAAN CO NV COM N08044104 4,139 000000285500 SH DEFINED 04 SOLE
AAR CORP COM 000361105 32 000000001800 SH DEFINED 01 SOLE
A D C TELECOMMUNICATIONS COM 000886101 1,736 000000041399 SH DEFINED 01 SOLE
AFC CABLE SYS INC COM 000950105 2,762 000000065000 SH DEFINED 01 SOLE
AFLAC INC COM 001055102 3,231 000000077178 SH DEFINED 01 SOLE
AGCO CORP COM 001084102 56 000000004347 SH DEFINED 01 SOLE
AGL RES INC COM 001204106 100 000000006202 SH DEFINED 01 SOLE
AES CORP COM 00130H105 3,120 000000052891 SH DEFINED 01 SOLE
AES CORP COM 00130H105 34 000000000566 SH DEFINED 02 SOLE
AK STL HLDG CORP COM 001547108 471 000000025848 SH DEFINED 01 SOLE
AMC ENTMT INC COM 001669100 50 000000003600 SH DEFINED 01 SOLE
AMR CORP COM 001765106 2,152 000000039501 SH DEFINED 01 SOLE
AT&T CORP COM 001957109 3,745 000000008700 SH SOLE SOLE
AT&T CORP COM 001957109 32,409 000000745037 SH DEFINED 01 SOLE
AXA FINL INC COM 002451102 385 000000006900 SH DEFINED 01 SOLE
ABACUS DIRECT CORP COM 002553105 3,059 000000025100 SH DEFINED 01 SOLE
ABBOTT LABS COM 002824100 8,007 000000022200 SH SOLE SOLE
ABBOTT LABS COM 002824100 14,645 000000399201 SH DEFINED 01 SOLE
ABERCROMBIE & FITCH CO CL A 002896207 274 000000008048 SH DEFINED 01 SOLE
ACNIELSEN CORP COM 004833109 96 000000004245 SH DEFINED 01 SOLE
ACUSON CORP COM 005113105 25 000000001992 SH DEFINED 01 SOLE
ACXIOM CORP COM 005125109 19 000000001000 SH DEFINED 01 SOLE
ADAPTEC INC COM 00651F108 115 000000002912 SH DEFINED 01 SOLE
ADFORCE INC COM 006867105 510 000000020100 SH DEFINED 01 SOLE
ADOBE SYS INC COM 00724F101 1,835 000000016173 SH DEFINED 01 SOLE
ADOBE SYS INC COM 00724F101 22 000000000200 SH DEFINED 02 SOLE
ADTRAN INC COM 00738A106 109 000000002859 SH DEFINED 01 SOLE
AEROFLEX INC COM 007768104 52 000000004300 SH DEFINED 01 SOLE
ADVANCED MICRO DEVICES INC COM 007903107 578 000000033678 SH DEFINED 01 SOLE
AEGON N V ORD AMER R 007924103 2 000000000030 SH DEFINED 01 SOLE
AETNA INC COM 008117103 1,785 000000036246 SH DEFINED 01 SOLE
AFFILIATED COMPUTER SERVICES SB NT CV 008190AD2 3,061 027000000000 PRN DEFINED 01 SOLE
AFFILIATED COMPUTER SERVICES CL A 008190100 433 000000010683 SH DEFINED 01 SOLE
AIR PRODS & CHEMS INC COM 009158106 1,840 000000062929 SH DEFINED 01 SOLE
AIRBORNE FGHT CORP COM 009266107 77 000000003657 SH DEFINED 01 SOLE
AIRGAS INC COM 009363102 60 000000005188 SH DEFINED 01 SOLE
ALASKA AIR GROUP INC COM 011659109 246 000000006066 SH DEFINED 01 SOLE
ALBANY INTL CORP CL A 012348108 32 000000002155 SH DEFINED 01 SOLE
ALBEMARLE CORP COM 012653101 69 000000003437 SH DEFINED 01 SOLE
</TABLE>
<PAGE>
<TABLE>
Page 2 99-11-16 17:22:15
FORM 13F
INFORMATION TABLE
QUARTER ENDING
09/30/1999
<CAPTION>
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>
ALBERTO CULVER CO CL B CONV 013068101 338 000000014631 SH DEFINED 01 SOLE
ALBERTSONS INC COM 013104104 4,453 000000112574 SH DEFINED 01 SOLE
ALCAN ALUMINIUM LTD NEW COM 013716105 1,771 000000056684 SH DEFINED 01 SOLE
ALCOA INC COM 013817101 6,388 000000102928 SH DEFINED 01 SOLE
ALEXANDER & BALDWIN INC COM 014482103 76 000000003213 SH DEFINED 01 SOLE
ALKERMES INC PFD CV EX$ 01642T405 980 000175000000 PRN DEFINED 01 SOLE
ALLEGHENY ENERGY INC COM 017361106 271 000000008505 SH DEFINED 01 SOLE
ALLEGHENY TELEDYNE INC COM 017415100 943 000000055883 SH DEFINED 01 SOLE
ALLERGAN INC COM 018490102 1,834 000000016681 SH DEFINED 01 SOLE
ALLIANT CORP COM 018802108 157 000000005697 SH DEFINED 01 SOLE
ALLIANT TECHSYSTEMS INC COM 018804104 180 000000002600 SH DEFINED 01 SOLE
ALLIEDSIGNAL INC COM 019512102 9,075 000000151418 SH DEFINED 01 SOLE
ALLIED WASTE INDS INC COM PAR$.0 019589308 637 000000054553 SH DEFINED 01 SOLE
ALLMERICA FINL CORP COM 019754100 193 000000004070 SH DEFINED 01 SOLE
ALLSTATE CORP COM 020002101 4,951 000000198568 SH DEFINED 01 SOLE
ALLTEL CORP COM 020039103 5,901 000000083863 SH DEFINED 01 SOLE
ALPHARMA INC SR SB CV 1 020813AC5 5,658 047500000000 PRN DEFINED 01 SOLE
ALTERA CORP COM 021441100 1,044 000000024080 SH DEFINED 01 SOLE
ALTERRA HEALTHCARE CORP COM 02146C104 23 000000002700 SH DEFINED 01 SOLE
ALZA CORP DEL SUB DB CON 022615AD0 12,000 100000000000 PRN DEFINED 01 SOLE
ALZA CORP DEL COM 022615108 22,821 000000533046 SH DEFINED 01 SOLE
AMAZON COM INC COM 023135106 32,302 000000404096 SH DEFINED 01 SOLE
AMBAC FINL GROUP INC COM 023139108 242 000000005118 SH DEFINED 01 SOLE
AMERADA HESS CORP COM 023551104 1,419 000000023183 SH DEFINED 01 SOLE
AMEREN CORP COM 023608102 1,302 000000034440 SH DEFINED 01 SOLE
AMERICA ONLINE INC DEL COM 02364J104 38,135 000000366461 SH DEFINED 01 SOLE
AMERICA ONLINE INC DEL COM 02364J104 329 000000003040 SH DEFINED 02 SOLE
AMERICAN ELEC PWR INC COM 025537101 1,646 000000048258 SH DEFINED 01 SOLE
AMERICAN EXPRESS CO COM 025816109 15,371 000000113866 SH DEFINED 01 SOLE
AMERICAN FINL GROUP INC OHIO COM 025932104 154 000000005523 SH DEFINED 01 SOLE
AMERICAN GENERAL CORP COM 026351106 3,922 000000062014 SH DEFINED 01 SOLE
AMERICAN GREETINGS CORP CL A 026375105 435 000000016907 SH DEFINED 01 SOLE
AMERICAN HERITAGE LIFE INVT COM 026522102 10,477 000000330000 SH DEFINED 01 SOLE
AMERICAN HOME PRODS CORP COM 026609107 13,510 000000325555 SH DEFINED 01 SOLE
AMERICAN INTL GROUP INC COM 026874107 4,735 000000005500 SH SOLE SOLE
AMERICAN INTL GROUP INC COM 026874107 33,458 000000384853 SH DEFINED 01 SOLE
AMERICAN MGMT SYS INC COM 027352103 15 000000000600 SH DEFINED 01 SOLE
AMERICAN PWR CONVERSION CORP COM 029066107 446 000000023525 SH DEFINED 01 SOLE
AMERICAN STD COS INC DEL COM 029712106 198 000000005135 SH DEFINED 01 SOLE
AMERICAN WTR WKS INC COM 030411102 203 000000007048 SH DEFINED 01 SOLE
AMERISOURCE HEALTH CORP CL A 03071P102 123 000000005200 SH DEFINED 01 SOLE
AMERITECH CORP NEW COM 030954101 18,354 000000274981 SH DEFINED 01 SOLE
AMETEK INC NEW COM 031100100 46 000000002360 SH DEFINED 01 SOLE
AMGEN INC COM 031162100 14,770 000000181236 SH DEFINED 01 SOLE
AMSOUTH BANCORPORATION COM 032165102 1,194 000000050949 SH DEFINED 01 SOLE
ANADARKO PETE CORP COM 032511107 983 000000032187 SH DEFINED 01 SOLE
</TABLE>
<PAGE>
<TABLE>
Page 3 99-11-16 17:22:15
FORM 13F
INFORMATION TABLE
QUARTER ENDING
09/30/1999
<CAPTION>
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>
ANALOG DEVICES INC COM 032654105 648 000000012656 SH DEFINED 01 SOLE
ANDREW CORP COM 034425108 366 000000021088 SH DEFINED 01 SOLE
ANHEUSER BUSCH COS INC COM 035229103 8,831 000000126054 SH DEFINED 01 SOLE
AON CORP COM 037389103 2,681 000000090701 SH DEFINED 01 SOLE
APACHE CORP COM 037411105 1,821 000000042165 SH DEFINED 01 SOLE
APOLLO GROUP INC CL A 037604105 263 000000012497 SH DEFINED 01 SOLE
APPLE COMPUTER INC COM 037833100 2,908 000000045939 SH DEFINED 01 SOLE
APRIA HEALTHCARE GROUP INC COM 037933108 104 000000006212 SH DEFINED 01 SOLE
APPLIED MATLS INC COM 038222105 7,282 000000093737 SH DEFINED 01 SOLE
AQUARION CO COM 03838W101 846 000000023600 SH DEFINED 01 SOLE
ARCH CHEMICALS INC COM 03937R102 0 000000000039 SH DEFINED 01 SOLE
ARCHER DANIELS MIDLAND CO COM 039483102 1,864 000000153766 SH DEFINED 01 SOLE
ARMCO INC COM 042170100 0 000000000047 SH DEFINED 01 SOLE
ARMSTRONG WORLD INDS INC COM 042476101 613 000000013649 SH DEFINED 01 SOLE
ARNOLD INDS INC COM 042595108 23 000000001825 SH DEFINED 01 SOLE
ARROW ELECTRS INC COM 042735100 122 000000006955 SH DEFINED 01 SOLE
ARVIN INDS INC COM 043339100 57 000000001857 SH DEFINED 01 SOLE
ASARCO INC COM 043413103 271 000000010045 SH DEFINED 01 SOLE
ASHLAND INC COM 044204105 631 000000018770 SH DEFINED 01 SOLE
ASSOCIATED BANC CORP COM 045487105 167 000000004632 SH DEFINED 01 SOLE
ASSOCIATED GROUP INC CL A 045651106 4,537 000000075000 SH DEFINED 01 SOLE
AT HOME CORP COM SER A 045919107 373 000000009008 SH DEFINED 01 SOLE
ASSOCIATES FIRST CAP CORP CL A 046008108 7,159 000000198870 SH DEFINED 01 SOLE
ASTORIA FINL CORP COM 046265104 139 000000004536 SH DEFINED 01 SOLE
ATLANTIC RICHFIELD CO COM 048825103 16,014 000000180705 SH DEFINED 01 SOLE
ATLAS AIR INC COM 049164106 15 000000000700 SH DEFINED 01 SOLE
ATMEL CORP COM 049513104 334 000000009887 SH DEFINED 01 SOLE
AUDIOVOX CORP CL A 050757103 36 000000002100 SH DEFINED 01 SOLE
AUTODESK INC COM 052769106 334 000000015300 SH DEFINED 01 SOLE
AUTOMATIC DATA PROCESSING INC COM 053015103 6,418 000000143834 SH DEFINED 01 SOLE
AUTONATION INC COM 05329W102 8 000000000700 SH DEFINED 02 SOLE
AUTOZONE INC COM 053332102 1,048 000000037361 SH DEFINED 01 SOLE
AVERY DENNISON CORP COM 053611109 1,527 000000028956 SH DEFINED 01 SOLE
AVNET INC COM 053807103 125 000000002986 SH DEFINED 01 SOLE
AVON PRODS INC COM 054303102 1,629 000000065655 SH DEFINED 01 SOLE
BB&T CORP COM 054937107 2,569 000000079360 SH DEFINED 01 SOLE
BJS WHOLESALE CLUB INC COM 05548J106 160 000000005438 SH DEFINED 01 SOLE
BJ SVCS CO COM 055482103 165 000000005188 SH DEFINED 01 SOLE
BMC INDS INC MINN COM 055607105 12 000000001000 SH DEFINED 01 SOLE
BMC SOFTWARE INC COM 055921100 4,398 000000061467 SH DEFINED 01 SOLE
BAKER HUGHES INC COM 057224107 2,952 000000101813 SH DEFINED 01 SOLE
BALL CORP COM 058498106 336 000000007636 SH DEFINED 01 SOLE
BANDAG INC COM 059815100 110 000000003438 SH DEFINED 01 SOLE
BANK OF AMERICA CORPORATION COM 060505104 24,289 000000436173 SH DEFINED 01 SOLE
BANK NEW YORK INC COM 064057102 6,105 000000182604 SH DEFINED 01 SOLE
BANK ONE CORP COM 06423A103 10,787 000000309877 SH DEFINED 01 SOLE
</TABLE>
<PAGE>
<TABLE>
Page 4 99-11-16 17:22:15
FORM 13F
INFORMATION TABLE
QUARTER ENDING
09/30/1999
<CAPTION>
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>
BANK ONE CORP COM 06423A103 113 000000003300 SH DEFINED 02 SOLE
BANK UTD CORP CL A 065412108 9 000000000300 SH DEFINED 01 SOLE
BANKBOSTON CORP COM 06605R106 3,206 000000073918 SH DEFINED 01 SOLE
BANKBOSTON CORP COM 06605R106 108 000000002553 SH DEFINED 02 SOLE
BANTA CORP COM 066821109 44 000000002001 SH DEFINED 01 SOLE
BARD C R INC COM 067383109 747 000000015890 SH DEFINED 01 SOLE
BARNES & NOBLE INC COM 067774109 208 000000008029 SH DEFINED 01 SOLE
BARRICK GOLD CORP COM 067901108 2,122 000000097598 SH DEFINED 01 SOLE
BARR LABS INC COM 068306109 92 000000002900 SH DEFINED 01 SOLE
BATTLE MTN GOLD CO COM 071593107 17 000000005486 SH DEFINED 01 SOLE
BAUSCH & LOMB INC COM 071707103 933 000000014160 SH DEFINED 01 SOLE
BAXTER INTL INC COM 071813109 4,902 000000081365 SH DEFINED 01 SOLE
BEA SYS INC SB NT CV 073325AB8 3,935 027500000000 PRN DEFINED 01 SOLE
BEAR STEARNS COS INC COM 073902108 1,466 000000038164 SH DEFINED 01 SOLE
BECKMAN COULTER INC COM 075811109 225 000000004996 SH DEFINED 01 SOLE
BECTON DICKINSON & CO COM 075887109 1,744 000000062172 SH DEFINED 01 SOLE
BED BATH & BEYOND INC COM 075896100 686 000000019643 SH DEFINED 01 SOLE
BELDEN INC COM 077459105 20 000000001000 SH DEFINED 01 SOLE
BELL ATLANTIC CORP COM 077853109 26,144 000000388398 SH DEFINED 01 SOLE
BELLSOUTH CORP COM 079860102 21,219 000000471541 SH DEFINED 01 SOLE
BELO A H CORP DEL COM SER A 080555105 165 000000008656 SH DEFINED 01 SOLE
BEMIS INC COM 081437105 440 000000013016 SH DEFINED 01 SOLE
BERGEN BRUNSWIG CORP CL A 083739102 137 000000013205 SH DEFINED 01 SOLE
BEST BUY INC COM 086516101 3,788 000000061100 SH DEFINED 01 SOLE
BESTFOODS COM 08658U101 3,808 000000078425 SH DEFINED 01 SOLE
BESTFOODS COM 08658U101 35 000000000712 SH DEFINED 02 SOLE
BETHLEHEM STL CORP COM 087509105 241 000000032728 SH DEFINED 01 SOLE
BEVERLY ENTERPRISES INC COM NEW 087851309 31 000000007497 SH DEFINED 01 SOLE
BINDLEY WESTN INDS INC COM 090324104 100 000000007000 SH DEFINED 01 SOLE
BIOCHEM PHARMA INC COM 09058T108 62 000000002600 SH DEFINED 01 SOLE
BIOGEN INC COM 090597105 1,851 000000023491 SH DEFINED 01 SOLE
BIOMET INC COM 090613100 1,205 000000045798 SH DEFINED 01 SOLE
BLACK & DECKER CORP COM 091797100 1,788 000000039156 SH DEFINED 01 SOLE
BLACK HILLS CORP COM 092113109 37 000000001589 SH DEFINED 01 SOLE
BLAIR CORP COM 092828102 22 000000001300 SH DEFINED 01 SOLE
BLANCH E W HLDGS INC COM 093210102 84 000000001300 SH DEFINED 01 SOLE
BLOCK H & R INC COM 093671105 1,224 000000028195 SH DEFINED 01 SOLE
BLYTH INDS INC COM 09643P108 99 000000003549 SH DEFINED 01 SOLE
BOB EVANS FARMS INC COM 096761101 60 000000002985 SH DEFINED 01 SOLE
BOEING CO COM 097023105 9,614 000000225568 SH DEFINED 01 SOLE
BOISE CASCADE CORP COM 097383103 738 000000020267 SH DEFINED 01 SOLE
BORDERS GROUP INC COM 099709107 87 000000005960 SH DEFINED 01 SOLE
BORG-WARNER AUTOMOTIVE INC COM 099724106 82 000000001926 SH DEFINED 01 SOLE
BOSTON SCIENTIFIC CORP COM 101137107 2,542 000000102738 SH DEFINED 01 SOLE
BOSTON SCIENTIFIC CORP COM 101137107 72 000000003190 SH DEFINED 02 SOLE
BOWATER INC COM 102183100 236 000000004498 SH DEFINED 01 SOLE
</TABLE>
<PAGE>
<TABLE>
Page 5 99-11-16 17:22:15
FORM 13F
INFORMATION TABLE
QUARTER ENDING
09/30/1999
<CAPTION>
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>
BRIGGS & STRATTON CORP COM 109043109 343 000000005890 SH DEFINED 01 SOLE
BRINKER INTL INC COM 109641100 129 000000004803 SH DEFINED 01 SOLE
BRISTOL MYERS SQUIBB CO COM 110122108 11,867 000000017700 SH SOLE SOLE
BRISTOL MYERS SQUIBB CO COM 110122108 33,360 000000494231 SH DEFINED 01 SOLE
BRISTOL MYERS SQUIBB CO COM 110122108 377 000000005639 SH DEFINED 02 SOLE
BROWN FORMAN CORP CL A 115637100 4 000000000083 SH DEFINED 02 SOLE
BROWN FORMAN CORP CL B 115637209 1,057 000000016956 SH DEFINED 01 SOLE
BRUNSWICK CORP COM 117043109 572 000000023013 SH DEFINED 01 SOLE
BUFFETS INC COM 119882108 36 000000003177 SH DEFINED 01 SOLE
BURLINGTON INDS INC COM 121693105 17 000000003910 SH DEFINED 01 SOLE
BURLINGTON NORTHN SANTA FE CP COM 12189T104 3,805 000000138387 SH DEFINED 01 SOLE
BURLINGTON NORTHN SANTA FE CP COM 12189T104 37 000000001400 SH DEFINED 02 SOLE
BURLINGTON RES INC COM 122014103 1,869 000000050880 SH DEFINED 01 SOLE
BURLINGTON RES INC COM 122014103 44 000000001200 SH DEFINED 02 SOLE
CCB FINL CORP COM 124875105 222 000000005353 SH DEFINED 01 SOLE
CBRL GROUP INC COM 12489V106 91 000000005897 SH DEFINED 01 SOLE
CBS CORP COM 12490K107 8,144 000000176087 SH DEFINED 01 SOLE
CBS CORP COM 12490K107 56 000000001200 SH DEFINED 02 SOLE
CIGNA CORP COM 125509109 3,851 000000049541 SH DEFINED 01 SOLE
CIGNA CORP COM 125509109 44 000000000510 SH DEFINED 02 SOLE
CLECO CORP NEW COM 12561W105 54 000000001695 SH DEFINED 01 SOLE
CK WITCO CORP COM 12562C108 250 000000016824 SH DEFINED 01 SOLE
CMGI INC COM 125750109 437 000000004272 SH DEFINED 01 SOLE
CMP GROUP INC COM 125887109 62 000000002355 SH DEFINED 01 SOLE
CMS ENERGY CORP COM 125896100 999 000000029438 SH DEFINED 01 SOLE
CMS ENERGY CORP ADJ CV TR8 125896308 727 000199000000 PRN DEFINED 01 SOLE
CNET INC SB NT CV 1 125945AA3 15,188 095000000000 PRN DEFINED 01 SOLE
CNET INC COM 125945105 158 000000002832 SH DEFINED 01 SOLE
CNF TRANSN INC COM 12612W104 130 000000003503 SH DEFINED 01 SOLE
CNB BANCSHARES INC COM 126126101 13,027 000000245800 SH DEFINED 01 SOLE
CSG SYS INTL INC COM 126349109 19 000000000700 SH DEFINED 01 SOLE
CSX CORP COM 126408103 2,304 000000054381 SH DEFINED 01 SOLE
CSX CORP COM 126408103 25 000000000600 SH DEFINED 02 SOLE
CVS CORP COM 126650100 4,079 000000099955 SH DEFINED 01 SOLE
CABLEVISION SYS CORP CL A 12686C109 3,603 000000005000 SH SOLE SOLE
CABLEVISION SYS CORP CL A 12686C109 421 000000005800 SH DEFINED 01 SOLE
CABLETRON SYS INC COM 126920107 698 000000044498 SH DEFINED 01 SOLE
CABOT CORP COM 127055101 115 000000004847 SH DEFINED 01 SOLE
CABOT OIL & GAS CORP CL A 127097103 31 000000001800 SH DEFINED 01 SOLE
CADENCE DESIGN SYSTEM INC COM 127387108 237 000000017761 SH DEFINED 01 SOLE
CALLAWAY GOLF CO COM 131193104 67 000000005531 SH DEFINED 01 SOLE
CALPINE CORP COM 131347106 506 000000005959 SH DEFINED 01 SOLE
CAMBRIDGE TECH PARTNERS MASS COM 132524109 84 000000005827 SH DEFINED 01 SOLE
CAMPBELL SOUP CO COM 134429109 5,085 000000129993 SH DEFINED 01 SOLE
CAMPBELL SOUP CO COM 134429109 20 000000000500 SH DEFINED 02 SOLE
CANADIAN NATL RY CO COM 136375102 27 000000000900 SH DEFINED 01 SOLE
</TABLE>
<PAGE>
<TABLE>
Page 6 99-11-16 17:22:15
FORM 13F
INFORMATION TABLE
QUARTER ENDING
09/30/1999
<CAPTION>
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>
CAPITAL ONE FINL CORP COM 14040H105 1,915 000000049107 SH DEFINED 01 SOLE
CAPITAL ONE FINL CORP COM 14040H105 20 000000000535 SH DEFINED 02 SOLE
CARDINAL HEALTH INC COM 14149Y108 4,219 000000077430 SH DEFINED 01 SOLE
CARDINAL HEALTH INC COM 14149Y108 42 000000000800 SH DEFINED 02 SOLE
CAREMATRIX CORP SB NT CV 6 141706AC5 361 008250000000 PRN DEFINED 01 SOLE
CARLISLE COS INC COM 142339100 86 000000002188 SH DEFINED 01 SOLE
CARMIKE CINEMAS INC CL A 143436103 31 000000002400 SH DEFINED 01 SOLE
CARNIVAL CORP COM 143658102 7,309 000000168027 SH DEFINED 01 SOLE
CARNIVAL CORP COM 143658102 46 000000001100 SH DEFINED 02 SOLE
CAROLINA PWR & LT CO COM 144141108 1,414 000000039979 SH DEFINED 01 SOLE
CAROLINA PWR & LT CO COM 144141108 3 000000000100 SH DEFINED 02 SOLE
CARPENTER TECHNOLOGY CORP COM 144285103 40 000000001644 SH DEFINED 01 SOLE
CARTER WALLACE INC COM 146285101 59 000000003320 SH DEFINED 01 SOLE
CASE CORP COM 14743R103 3,445 000000069164 SH DEFINED 01 SOLE
CASE CORP COM 14743R103 34 000000000700 SH DEFINED 02 SOLE
CATERPILLAR INC DEL COM 149123101 5,031 000000091790 SH DEFINED 01 SOLE
CATERPILLAR INC DEL COM 149123101 52 000000000968 SH DEFINED 02 SOLE
CEMEX S A SPON ADR 5 151290889 0 000000000020 SH DEFINED 04 SOLE
CENDANT CORP COM 151313103 3,193 000000179928 SH DEFINED 01 SOLE
CENDANT CORP COM 151313103 37 000000002100 SH DEFINED 02 SOLE
CENTEX CORP COM 152312104 557 000000018867 SH DEFINED 01 SOLE
CENTEX CORP COM 152312104 5 000000000200 SH DEFINED 02 SOLE
CENTOCOR INC COM 152342101 23,867 000000407559 SH DEFINED 01 SOLE
CENTRAL & SOUTH WEST CORP COM 152357109 1,125 000000053279 SH DEFINED 01 SOLE
CENTRAL & SOUTH WEST CORP COM 152357109 2 000000000100 SH DEFINED 02 SOLE
CENTRAL PKG CORP COM 154785109 32 000000001100 SH DEFINED 01 SOLE
CENTURA BKS INC COM 15640T100 103 000000002500 SH DEFINED 01 SOLE
CENTURY COMMUNICATIONS CORP CL A 156503104 10,183 000000223200 SH DEFINED 01 SOLE
CENTURYTEL INC COM 156700106 1,429 000000035191 SH DEFINED 01 SOLE
CERIDIAN CORP COM 15677T106 830 000000033368 SH DEFINED 01 SOLE
CHAMPION INTL CORP COM 158525105 1,243 000000024207 SH DEFINED 01 SOLE
CHAMPION INTL CORP COM 158525105 44 000000000843 SH DEFINED 02 SOLE
CHARTER ONE FINL INC COM 160903100 294 000000012727 SH DEFINED 01 SOLE
CHASE MANHATTAN CORP NEW COM 16161A108 15,603 000000207007 SH DEFINED 01 SOLE
CHASE MANHATTAN CORP NEW COM 16161A108 172 000000002341 SH DEFINED 02 SOLE
CHESAPEAKE CORP COM 165159104 147 000000004882 SH DEFINED 01 SOLE
CHEVRON CORPORATION COM 166751107 14,956 000000168524 SH DEFINED 01 SOLE
CHEVRON CORPORATION COM 166751107 161 000000001800 SH DEFINED 02 SOLE
CHICAGO TITLE CORP COM 168228104 599 000000015000 SH DEFINED 01 SOLE
CHIRON CORP SB CV ADJ 170040AB5 1,567 000001500000 SH DEFINED 01 SOLE
CHIRON CORP COM 170040109 608 000000021962 SH DEFINED 01 SOLE
CHRIS CRAFT INDS INC COM 170520100 139 000000002484 SH DEFINED 01 SOLE
CHUBB CORP COM 171232101 2,171 000000043768 SH DEFINED 01 SOLE
CHURCH & DWIGHT INC COM 171340102 69 000000002795 SH DEFINED 01 SOLE
CIBER INC COM 17163B102 7 000000000500 SH DEFINED 01 SOLE
CIENA CORP COM 171779101 203 000000005584 SH DEFINED 01 SOLE
</TABLE>
<PAGE>
<TABLE>
Page 7 99-11-16 17:22:15
FORM 13F
INFORMATION TABLE
QUARTER ENDING
09/30/1999
<CAPTION>
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>
CINCINNATI BELL INC COM 171870108 213 000000010979 SH DEFINED 01 SOLE
CINCINNATI FINL CORP COM 172062101 1,539 000000041017 SH DEFINED 01 SOLE
CINERGY CORP COM 172474108 1,127 000000039806 SH DEFINED 01 SOLE
CIRCUIT CITY STORE INC CIRCT CITY 172737108 2,284 000000054159 SH DEFINED 01 SOLE
CIRCUIT CITY STORE INC CIRCT CITY 172737108 25 000000000600 SH DEFINED 02 SOLE
CISCO SYS INC COM 17275R102 11,059 000000016250 SH SOLE SOLE
CISCO SYS INC COM 17275R102 54,576 000000796002 SH DEFINED 01 SOLE
CISCO SYS INC COM 17275R102 602 000000008800 SH DEFINED 02 SOLE
CIRRUS LOGIC CORP COM 172755100 48 000000004401 SH DEFINED 01 SOLE
CINTAS CORP COM 172908105 735 000000012725 SH DEFINED 01 SOLE
CITIGROUP INC COM 172967101 7,293 000000016575 SH SOLE SOLE
CITIGROUP INC COM 172967101 37,649 000000855662 SH DEFINED 01 SOLE
CITIGROUP INC COM 172967101 410 000000009558 SH DEFINED 02 SOLE
CITRIX SYS INC COM 177376100 614 000000009924 SH DEFINED 01 SOLE
CITY NATL CORP COM 178566105 111 000000003335 SH DEFINED 01 SOLE
CLAIRE'S STORES INC COM 179584107 408 000000024662 SH DEFINED 01 SOLE
CLAYTON HOMES INC COM 184190106 91 000000010546 SH DEFINED 01 SOLE
CLEAR CHANNEL COMMUNICATIONS COM 184502102 7,804 000000097713 SH DEFINED 01 SOLE
CLEAR CHANNEL COMMUNICATIONS COM 184502102 73 000000000950 SH DEFINED 02 SOLE
CLEVELAND CLIFFS INC COM 185896107 26 000000000853 SH DEFINED 01 SOLE
CLOROX CO DEL COM 189054109 2,240 000000058566 SH DEFINED 01 SOLE
CLOROX CO DEL COM 189054109 76 000000002000 SH DEFINED 02 SOLE
COACHMEN INDS INC COM 189873102 17 000000001100 SH DEFINED 01 SOLE
COASTAL CORP COM 190441105 2,898 000000070795 SH DEFINED 01 SOLE
COASTAL CORP COM 190441105 4 000000000100 SH DEFINED 02 SOLE
COCA COLA CO COM 191216100 3,842 000000008000 SH SOLE SOLE
COCA COLA CO COM 191216100 29,739 000000616359 SH DEFINED 01 SOLE
COCA COLA CO COM 191216100 350 000000006996 SH DEFINED 02 SOLE
COCA COLA ENTERPRISES INC COM 191219104 2,385 000000105722 SH DEFINED 01 SOLE
COLGATE PALMOLIVE CO COM 194162103 6,913 000000151114 SH DEFINED 01 SOLE
COLGATE PALMOLIVE CO COM 194162103 73 000000001600 SH DEFINED 02 SOLE
COLUMBIA ENERGY GROUP COM 197648108 1,289 000000023279 SH DEFINED 01 SOLE
COLUMBIA ENERGY GROUP COM 197648108 45 000000000800 SH DEFINED 02 SOLE
COLUMBIA/HCA HEALTHCARE CORP COM 197677107 2,989 000000141115 SH DEFINED 01 SOLE
COLUMBIA/HCA HEALTHCARE CORP COM 197677107 14 000000000700 SH DEFINED 02 SOLE
COMAIR HOLDINGS INC COM 199789108 180 000000010809 SH DEFINED 01 SOLE
COMCAST CORP CL A SPL 200300200 8,079 000000202628 SH DEFINED 01 SOLE
COMCAST CORP CL A SPL 200300200 75 000000002083 SH DEFINED 02 SOLE
COMDISCO INC COM 200336105 358 000000018540 SH DEFINED 01 SOLE
COMERICA INC COM 200340107 4,250 000000083966 SH DEFINED 01 SOLE
COMPASS BANCSHARES INC COM 20449H109 204 000000008181 SH DEFINED 01 SOLE
COMPAQ COMPUTER CORP COM 204493100 2,429 000000011000 SH SOLE SOLE
COMPAQ COMPUTER CORP COM 204493100 9,344 000000408508 SH DEFINED 01 SOLE
COMPAQ COMPUTER CORP COM 204493100 109 000000004856 SH DEFINED 02 SOLE
COMPUTER ASSOC INTL INC COM 204912109 7,958 000000130205 SH DEFINED 01 SOLE
COMPUTER ASSOC INTL INC COM 204912109 81 000000001395 SH DEFINED 02 SOLE
</TABLE>
<PAGE>
<TABLE>
Page 8 99-11-16 17:22:15
FORM 13F
INFORMATION TABLE
QUARTER ENDING
09/30/1999
<CAPTION>
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>
COMPUSA INC COM 204932107 40 000000006705 SH DEFINED 01 SOLE
COMPUTER SCIENCES CORP COM 205363104 2,598 000000036954 SH DEFINED 01 SOLE
COMPUTER SCIENCES CORP COM 205363104 28 000000000410 SH DEFINED 02 SOLE
COMPUTER TASK GROUP INC COM 205477102 23 000000001600 SH DEFINED 01 SOLE
COMPUWARE CORP COM 205638109 2,768 000000106222 SH DEFINED 01 SOLE
COMPUWARE CORP COM 205638109 27 000000001000 SH DEFINED 02 SOLE
COMSAT CORP COM SER 1 20564D107 1,964 000000066311 SH DEFINED 01 SOLE
COMSAT CORP COM SER 1 20564D107 5 000000000200 SH DEFINED 02 SOLE
COMVERSE TECHNOLOGY INC COM PAR $0 205862402 711 000000007547 SH DEFINED 01 SOLE
CONAGRA INC COM 205887102 3,355 000000148734 SH DEFINED 01 SOLE
CONAGRA INC COM 205887102 32 000000001400 SH DEFINED 02 SOLE
CONCORD EFS INC COM 206197105 470 000000022814 SH DEFINED 01 SOLE
CONECTIV INC COM 206829103 132 000000006763 SH DEFINED 01 SOLE
CONEXANT SYSTEMS INC COM 207142100 2,041 000000028096 SH DEFINED 01 SOLE
CONEXANT SYSTEMS INC COM 207142100 3 000000000050 SH DEFINED 02 SOLE
CONOCO INC CL B 208251405 6,610 000000241464 SH DEFINED 01 SOLE
CONOCO INC CL B 208251405 65 000000002500 SH DEFINED 02 SOLE
CONSECO INC COM 208464107 2,546 000000013400 SH SOLE SOLE
CONSECO INC COM 208464107 1,541 000000081126 SH DEFINED 01 SOLE
CONSOLIDATED EDISON INC COM 209115104 2,290 000000055189 SH DEFINED 01 SOLE
CONSOLIDATED EDISON INC COM 209115104 27 000000000670 SH DEFINED 02 SOLE
CONSOLIDATED NAT GAS CO COM 209615103 1,489 000000023876 SH DEFINED 01 SOLE
CONSOLIDATED PAPERS INC COM 209759109 326 000000012142 SH DEFINED 01 SOLE
CONSOLIDATED PRODS INC COM 209798107 5 000000000600 SH DEFINED 01 SOLE
CONSOLIDATED STORES CORP COM 210149100 604 000000027388 SH DEFINED 01 SOLE
CONSTELLATION ENERGY CORP COM 210371100 1,053 000000037441 SH DEFINED 01 SOLE
CONVERGYS CORP COM 212485106 219 000000011074 SH DEFINED 01 SOLE
COOPER INDS INC COM 216669101 1,265 000000027077 SH DEFINED 01 SOLE
COOPER TIRE & RUBR CO COM 216831107 344 000000019522 SH DEFINED 01 SOLE
COORS ADOLPH CO CL B 217016104 494 000000009138 SH DEFINED 01 SOLE
CORDANT TECHNOLOGIES INC COM 218412104 241 000000007944 SH DEFINED 01 SOLE
CORN PRODS INTL INC COM 219023108 3 000000000100 SH DEFINED 02 SOLE
CORNING INC COM 219350105 6,193 000000009100 SH SOLE SOLE
CORNING INC COM 219350105 4,193 000000061162 SH DEFINED 01 SOLE
CORPORATE EXPRESS INC COM 219888104 2,751 000000292508 SH DEFINED 01 SOLE
COSTCO WHSL CORP NEW COM 22160K105 4,444 000000061734 SH DEFINED 01 SOLE
COSTCO WHSL CORP NEW COM 22160K105 108 000000001500 SH DEFINED 02 SOLE
COUNTRYWIDE CR INDS INC DEL COM 222372104 904 000000028036 SH DEFINED 01 SOLE
COUNTRYWIDE CR INDS INC DEL COM 222372104 9 000000000300 SH DEFINED 02 SOLE
COVANCE INC COM 222816100 246 000000025395 SH DEFINED 01 SOLE
CRANE CO COM 224399105 589 000000026289 SH DEFINED 01 SOLE
CRESTLINE CAP CORP COM 226153104 3 000000000150 SH DEFINED 02 SOLE
CROWN CORK & SEAL INC COM 228255105 1,560 000000064347 SH DEFINED 01 SOLE
CROWN CORK & SEAL INC COM 228255105 8 000000000360 SH DEFINED 02 SOLE
CUMMINS ENGINE INC COM 231021106 532 000000010684 SH DEFINED 01 SOLE
CUMMINS ENGINE INC COM 231021106 15 000000000300 SH DEFINED 02 SOLE
</TABLE>
<PAGE>
<TABLE>
Page 9 99-11-16 17:22:15
FORM 13F
INFORMATION TABLE
QUARTER ENDING
09/30/1999
<CAPTION>
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>
CYPRESS SEMICONDUCTOR CORP SUB NT CON 232806AD1 2,300 020000000000 PRN DEFINED 01 SOLE
CYPRESS SEMICONDUCTOR CORP COM 232806109 163 000000007599 SH DEFINED 01 SOLE
CYPRUS AMAX MINERALS CO COM 232809103 443 000000022616 SH DEFINED 01 SOLE
CYTEC INDS INC COM 232820100 74 000000003183 SH DEFINED 01 SOLE
DQE INC COM 23329J104 117 000000003000 SH DEFINED 01 SOLE
DPL INC COM 233293109 204 000000011603 SH DEFINED 01 SOLE
D R HORTON INC COM 23331A109 45 000000003500 SH DEFINED 01 SOLE
DST SYS INC DEL COM 233326107 785 000000013819 SH DEFINED 01 SOLE
DTE ENERGY CO COM 233331107 1,470 000000040427 SH DEFINED 01 SOLE
DAIN RAUSCHER CORP COM 233856103 49 000000001000 SH DEFINED 01 SOLE
DANA CORP COM 235811106 1,712 000000046116 SH DEFINED 01 SOLE
DANAHER CORP DEL COM 235851102 1,879 000000035676 SH DEFINED 01 SOLE
DARDEN RESTAURANTS INC COM 237194105 727 000000037198 SH DEFINED 01 SOLE
DATA GEN CORP COM 237688106 246 000000011717 SH DEFINED 01 SOLE
DAYTON HUDSON CORP COM 239753106 7,125 000000118642 SH DEFINED 01 SOLE
DAYTON HUDSON CORP COM 239753106 35 000000000600 SH DEFINED 02 SOLE
DEAN FOODS CO COM 242361103 124 000000002863 SH DEFINED 01 SOLE
DEERE & CO COM 244199105 2,251 000000058195 SH DEFINED 01 SOLE
DELL COMPUTER CORP COM 247025109 29,690 000000710087 SH DEFINED 01 SOLE
DELL COMPUTER CORP COM 247025109 315 000000007241 SH DEFINED 02 SOLE
DELPHI AUTOMOTIVE SYS CORP COM 247126105 2,268 000000141243 SH DEFINED 01 SOLE
DELPHI AUTOMOTIVE SYS CORP COM 247126105 96 000000005878 SH DEFINED 02 SOLE
DELTA AIR LINES INC DEL COM 247361108 1,702 000000035112 SH DEFINED 01 SOLE
DELTA AIR LINES INC DEL COM 247361108 18 000000000402 SH DEFINED 02 SOLE
DELUXE CORP COM 248019101 650 000000019120 SH DEFINED 01 SOLE
DELUXE CORP COM 248019101 6 000000000200 SH DEFINED 02 SOLE
DENTSPLY INTL INC NEW COM 249030107 102 000000004516 SH DEFINED 01 SOLE
DEPARTMENT 56 INC COM 249509100 14 000000000600 SH DEFINED 01 SOLE
DEVON ENERGY CORP NEW COM 25179M103 242 000000005860 SH DEFINED 01 SOLE
DEVON ENERGY CORP NEW COM 25179M103 12 000000000313 SH DEFINED 02 SOLE
DEXTER CORP COM 252165105 62 000000001685 SH DEFINED 01 SOLE
DIACRIN INC COM 25243N103 586 000000105400 SH DEFINED 02 SOLE
DIAL CORP NEW COM 25247D101 252 000000009900 SH DEFINED 01 SOLE
DIAL CORP NEW COM 25247D101 0 000000000030 SH DEFINED 02 SOLE
DIAMOND OFFSHORE DRILLING INC SB NT CV 3 25271CAA0 1,761 016800000000 PRN DEFINED 01 SOLE
DIAMOND OFFSHORE DRILLING INC COM 25271C102 123 000000003700 SH DEFINED 01 SOLE
DIAMONDS TR UNIT SER 1 252787106 131,603 000001270000 SH DEFINED 01 SOLE
DIEBOLD INC COM 253651103 183 000000007956 SH DEFINED 01 SOLE
DILLARDS INC CL A 254067101 1,168 000000057512 SH DEFINED 01 SOLE
DILLARDS INC CL A 254067101 6 000000000310 SH DEFINED 02 SOLE
DIME BANCORP INC NEW COM 25429Q102 295 000000016862 SH DEFINED 01 SOLE
DISNEY WALT CO COM 254687106 14,100 000000542309 SH DEFINED 01 SOLE
DISNEY WALT CO COM 254687106 149 000000005700 SH DEFINED 02 SOLE
DOLE FOOD INC COM 256605106 1,197 000000006300 SH SOLE SOLE
DOLE FOOD INC COM 256605106 203 000000010685 SH DEFINED 01 SOLE
DOLLAR GEN CORP COM 256669102 1,732 000000056099 SH DEFINED 01 SOLE
</TABLE>
<PAGE>
<TABLE>
Page 10 99-11-16 17:22:15
FORM 13F
INFORMATION TABLE
QUARTER ENDING
09/30/1999
<CAPTION>
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>
DOLLAR GEN CORP COM 256669102 25 000000000865 SH DEFINED 02 SOLE
DOLLAR TREE STORES INC COM 256747106 255 000000006401 SH DEFINED 01 SOLE
DOMINION RES INC VA COM 257470104 2,167 000000048044 SH DEFINED 01 SOLE
DOMINION RES INC VA COM 257470104 17 000000000387 SH DEFINED 02 SOLE
DONALDSON INC COM 257651109 78 000000003398 SH DEFINED 01 SOLE
DONNELLEY R R & SONS CO COM 257867101 1,192 000000041314 SH DEFINED 01 SOLE
DONNELLEY R R & SONS CO COM 257867101 11 000000000400 SH DEFINED 02 SOLE
DOUBLECLICK INC SB NT CV 1 258609AA4 21,656 000013849000 SH DEFINED 01 SOLE
DOVER CORP COM 260003108 2,129 000000052093 SH DEFINED 01 SOLE
DOVER CORP COM 260003108 24 000000000614 SH DEFINED 02 SOLE
DOW CHEM CO COM 260543103 6,251 000000055017 SH DEFINED 01 SOLE
DOW CHEM CO COM 260543103 65 000000000591 SH DEFINED 02 SOLE
DOW JONES & CO INC COM 260561105 1,327 000000024870 SH DEFINED 01 SOLE
DOW JONES & CO INC COM 260561105 10 000000000200 SH DEFINED 02 SOLE
DREYERS GRAND ICE CREAM INC COM 261878102 35 000000002021 SH DEFINED 01 SOLE
DU PONT E I DE NEMOURS & CO COM 263534109 14,876 000000245888 SH DEFINED 01 SOLE
DU PONT E I DE NEMOURS & CO COM 263534109 163 000000002696 SH DEFINED 02 SOLE
DU PONT E I DE NEMOURS & CO COM 263534109 363 000000006000 SH DEFINED 04 SOLE
DUKE ENERGY CORP COM 264399106 5,030 000000091259 SH DEFINED 01 SOLE
DUKE ENERGY CORP COM 264399106 59 000000001100 SH DEFINED 02 SOLE
DUN & BRADSTREET CORP DEL COM 26483B106 1,206 000000040369 SH DEFINED 01 SOLE
DUN & BRADSTREET CORP DEL COM 26483B106 11 000000000389 SH DEFINED 02 SOLE
EG & G INC COM 268457108 417 000000010506 SH DEFINED 01 SOLE
E M C CORP MASS COM 268648102 17,423 000000244111 SH DEFINED 01 SOLE
E M C CORP MASS COM 268648102 205 000000002880 SH DEFINED 02 SOLE
ENSCO INTL INC COM 26874Q100 251 000000013909 SH DEFINED 01 SOLE
EOG RES INC COM 26875P101 225 000000010600 SH DEFINED 01 SOLE
E TRADE GROUP INC COM 269246104 401 000000017067 SH DEFINED 01 SOLE
EARTHGRAINS CO COM 270319106 84 000000003800 SH DEFINED 01 SOLE
EASTERN ENTERPRISES COM 27637F100 314 000000006772 SH DEFINED 01 SOLE
EASTERN ENTERPRISES COM 27637F100 4 000000000100 SH DEFINED 02 SOLE
EASTERN UTILS ASSOC COM 277173100 977 000000032700 SH DEFINED 02 SOLE
EASTMAN CHEM CO COM 277432100 1,059 000000026562 SH DEFINED 01 SOLE
EASTMAN KODAK CO COM 277461109 5,878 000000077732 SH DEFINED 01 SOLE
EASTMAN KODAK CO COM 277461109 65 000000000900 SH DEFINED 02 SOLE
EATON CORP COM 278058102 2,221 000000025740 SH DEFINED 01 SOLE
EATON CORP COM 278058102 17 000000000200 SH DEFINED 02 SOLE
EATON VANCE CORP COM NON VT 278265103 70 000000002200 SH DEFINED 01 SOLE
ECOLAB INC COM 278865100 1,353 000000039658 SH DEFINED 01 SOLE
EDISON INTL COM 281020107 2,113 000000086934 SH DEFINED 01 SOLE
EDISON INTL COM 281020107 21 000000000900 SH DEFINED 02 SOLE
EDWARDS AG INC COM 281760108 182 000000006901 SH DEFINED 01 SOLE
EL PASO ENERGY CORP DEL COM 283905107 367 000000009123 SH DEFINED 01 SOLE
ELAN PLC ADR 284131208 65 000000002000 SH DEFINED 02 SOLE
ELCOR CORP COM 284443108 25 000000001000 SH DEFINED 01 SOLE
ELECTRONIC ARTS INC COM 285512109 481 000000006656 SH DEFINED 01 SOLE
</TABLE>
<PAGE>
<TABLE>
Page 11 99-11-16 17:22:15
FORM 13F
INFORMATION TABLE
QUARTER ENDING
09/30/1999
<CAPTION>
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>
ELECTRONIC DATA SYS NEW COM 285661104 7,475 000000141208 SH DEFINED 01 SOLE
ELECTRONIC DATA SYS NEW COM 285661104 71 000000001325 SH DEFINED 02 SOLE
ELECTRONICS FOR IMAGING INC COM 286082102 75 000000001472 SH DEFINED 01 SOLE
EMERSON ELEC CO COM 291011104 7,034 000000111327 SH DEFINED 01 SOLE
EMERSON ELEC CO COM 291011104 81 000000001292 SH DEFINED 02 SOLE
ENERGY EAST CORP COM 29266M109 211 000000008920 SH DEFINED 01 SOLE
ENGELHARD CORP COM 292845104 573 000000031428 SH DEFINED 01 SOLE
ENGELHARD CORP COM 292845104 22 000000001200 SH DEFINED 02 SOLE
ENHANCE FINL SVCS GROUP INC COM 293310108 3 000000000200 SH DEFINED 01 SOLE
ENRON CORP COM 293561106 7,326 000000178415 SH DEFINED 01 SOLE
ENRON CORP COM 293561106 75 000000001840 SH DEFINED 02 SOLE
ENTERGY CORP NEW COM 29364G103 2,392 000000082682 SH DEFINED 01 SOLE
EQUIFAX INC COM 294429105 1,427 000000050761 SH DEFINED 01 SOLE
EQUIFAX INC COM 294429105 33 000000001200 SH DEFINED 02 SOLE
EQUITABLE RES INC COM 294549100 75 000000002000 SH DEFINED 01 SOLE
ERICSSON L M TEL CO ADR CL B S 294821400 690 000000022080 SH DEFINED 01 SOLE
ESTERLINE TECHNOLOGIES CORP COM 297425100 37 000000002400 SH DEFINED 01 SOLE
ETHYL CORP COM 297659104 23 000000006098 SH DEFINED 01 SOLE
EVEREN CAPITAL CORP COM 299761106 10,030 000000340000 SH DEFINED 01 SOLE
EVEREST REINS HLDGS INC COM 299808105 324 000000013613 SH DEFINED 01 SOLE
EVEREST REINS HLDGS INC COM 299808105 2 000000000100 SH DEFINED 02 SOLE
EXCEL SWITCHING CORP COM 30067V108 3,666 000000102200 SH DEFINED 01 SOLE
EXCEL SWITCHING CORP COM 30067V108 3,556 000000100000 SH DEFINED 02 SOLE
EXIDE CORP COM 302051107 16 000000001700 SH DEFINED 01 SOLE
EXXON CORP COM 302290101 46,606 000000613246 SH DEFINED 01 SOLE
EXXON CORP COM 302290101 490 000000006418 SH DEFINED 02 SOLE
F M C CORP COM NEW 302491303 1,005 000000020849 SH DEFINED 01 SOLE
F M C CORP COM NEW 302491303 14 000000000300 SH DEFINED 02 SOLE
FPL GROUP INC COM 302571104 2,265 000000044976 SH DEFINED 01 SOLE
FPL GROUP INC COM 302571104 25 000000000500 SH DEFINED 02 SOLE
FAMILY DLR STORES INC COM 307000109 265 000000012575 SH DEFINED 01 SOLE
FASTENAL CO COM 311900104 178 000000003784 SH DEFINED 01 SOLE
FDX CORP COM 31304N107 3,444 000000088611 SH DEFINED 01 SOLE
FDX CORP COM 31304N107 33 000000000900 SH DEFINED 02 SOLE
FEDERAL HOME LN MTG CORP COM 313400301 8,988 000000172862 SH DEFINED 01 SOLE
FEDERAL HOME LN MTG CORP COM 313400301 103 000000002000 SH DEFINED 02 SOLE
FEDERAL MOGUL CORP COM 313549107 157 000000005714 SH DEFINED 01 SOLE
FEDERAL NATL MTG ASSN COM 313586109 16,012 000000255432 SH DEFINED 01 SOLE
FEDERAL NATL MTG ASSN COM 313586109 173 000000002800 SH DEFINED 02 SOLE
FEDERAL SIGNAL CORP COM 313855108 129 000000006519 SH DEFINED 01 SOLE
FEDERATED DEPT STORES INC DEL COM 31410H101 2,280 000000052201 SH DEFINED 01 SOLE
FEDERATED DEPT STORES INC DEL COM 31410H101 43 000000001000 SH DEFINED 02 SOLE
FERRO CORP COM 315405100 54 000000002577 SH DEFINED 01 SOLE
FIFTH THIRD BANCORP COM 316773100 4,101 000000067411 SH DEFINED 01 SOLE
FIFTH THIRD BANCORP COM 316773100 47 000000000800 SH DEFINED 02 SOLE
FINOVA GROUP INC COM 317928109 476 000000013047 SH DEFINED 01 SOLE
</TABLE>
<PAGE>
<TABLE>
Page 12 99-11-16 17:22:15
FORM 13F
INFORMATION TABLE
QUARTER ENDING
09/30/1999
<CAPTION>
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>
FIRST AMERN FINL CORP COM 318522307 105 000000007900 SH DEFINED 01 SOLE
FIRST AMER CORP TENN COM 318900107 14,268 000000328000 SH DEFINED 01 SOLE
FIRST DATA CORP COM 319963104 4,374 000000099704 SH DEFINED 01 SOLE
FIRST DATA CORP COM 319963104 52 000000001200 SH DEFINED 02 SOLE
FIRST HEALTH GROUP CORP COM 320960107 108 000000004825 SH DEFINED 01 SOLE
FIRST REP BK SAN FRANCISCO COM 336158100 26 000000001000 SH DEFINED 01 SOLE
FIRST SEC CORP DEL COM 336294103 6,346 000000266876 SH DEFINED 01 SOLE
FIRST TENN NATL CORP COM 337162101 269 000000009578 SH DEFINED 01 SOLE
FIRST UN CORP COM 337358105 3,401 000000009700 SH SOLE SOLE
FIRST UN CORP COM 337358105 10,725 000000301069 SH DEFINED 01 SOLE
FIRST UN CORP COM 337358105 101 000000002809 SH DEFINED 02 SOLE
FIRST VA BANKS INC COM 337477103 169 000000003896 SH DEFINED 01 SOLE
FIRSTAR CORP NEW WIS COM 33763V109 6,967 000000271889 SH DEFINED 01 SOLE
FIRSTAR CORP NEW WIS COM 33763V109 67 000000002816 SH DEFINED 02 SOLE
FISERV INC COM 337738108 494 000000015216 SH DEFINED 01 SOLE
FIRSTENERGY CORP COM 337932107 1,518 000000060008 SH DEFINED 01 SOLE
FIRSTENERGY CORP COM 337932107 79 000000003150 SH DEFINED 02 SOLE
FLEET FINL GROUP INC NEW COM 338915101 5,186 000000141616 SH DEFINED 01 SOLE
FLEETWOOD ENTERPRISES INC COM 339099103 171 000000008485 SH DEFINED 01 SOLE
FLEETWOOD ENTERPRISES INC COM 339099103 6 000000000300 SH DEFINED 02 SOLE
FLORIDA PROGRESS CORP COM 341109106 1,137 000000024589 SH DEFINED 01 SOLE
FLORIDA PROGRESS CORP COM 341109106 36 000000000800 SH DEFINED 02 SOLE
FLORIDA ROCK INDS INC COM 341140101 13 000000000400 SH DEFINED 01 SOLE
FLOWERS INDS INC COM 343496105 99 000000007314 SH DEFINED 01 SOLE
FLOWSERVE CORP COM 34354P105 45 000000002729 SH DEFINED 01 SOLE
FLUOR CORP COM 343861100 918 000000022816 SH DEFINED 01 SOLE
FORD MTR CO DEL COM 345370100 15,806 000000314554 SH DEFINED 01 SOLE
FORD MTR CO DEL COM 345370100 168 000000003400 SH DEFINED 02 SOLE
FOREST LABS INC CL A 345838106 255 000000006056 SH DEFINED 01 SOLE
FORT JAMES CORP COM 347471104 1,472 000000055157 SH DEFINED 01 SOLE
FORT JAMES CORP COM 347471104 16 000000000611 SH DEFINED 02 SOLE
FORTE SOFTWARE INC COM 349546101 3,720 000000135300 SH DEFINED 01 SOLE
FORTUNE BRANDS INC COM 349631101 1,340 000000041553 SH DEFINED 01 SOLE
FOSTER WHEELER CORP COM 350244109 122 000000010168 SH DEFINED 01 SOLE
FOUNDATION HEALTH SYS INC COM 350404109 90 000000009587 SH DEFINED 01 SOLE
FRANKLIN RES INC COM 354613101 2,502 000000081865 SH DEFINED 01 SOLE
FRANKLIN RES INC COM 354613101 3 000000000100 SH DEFINED 02 SOLE
FREEPORT-MCMORAN COPPER & GOLD CL A 35671D105 589 000000042500 SH DEFINED 01 SOLE
FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 881 000000056617 SH DEFINED 01 SOLE
FRIENDLY ICE CREAM CORP NEW COM 358497105 61 000000012372 SH SOLE SOLE
FRONTIER CORPORATION COM 35906P105 4,874 000000089855 SH DEFINED 01 SOLE
FRONTIER CORPORATION COM 35906P105 5 000000000100 SH DEFINED 02 SOLE
FULLER H B CO COM 359694106 62 000000001022 SH DEFINED 01 SOLE
FURNITURE BRANDS INTL INC COM 360921100 321 000000016342 SH DEFINED 01 SOLE
GATX CORP COM 361448103 111 000000003605 SH DEFINED 01 SOLE
GPU INC COM 36225X100 1,100 000000033727 SH DEFINED 01 SOLE
</TABLE>
<PAGE>
<TABLE>
Page 13 99-11-16 17:22:15
FORM 13F
INFORMATION TABLE
QUARTER ENDING
09/30/1999
<CAPTION>
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>
GTE CORP COM 362320103 3,652 000000004800 SH SOLE SOLE
GTE CORP COM 362320103 18,850 000000245205 SH DEFINED 01 SOLE
GTE CORP COM 362320103 1,268 000000016400 SH DEFINED 02 SOLE
GALILEO INTERNATIONAL INC COM 363547100 20 000000000500 SH DEFINED 01 SOLE
GALLAGHER ARTHUR J & CO COM 363576109 26 000000000500 SH DEFINED 01 SOLE
GANNETT INC COM 364730101 5,357 000000077434 SH DEFINED 01 SOLE
GANNETT INC COM 364730101 48 000000000700 SH DEFINED 02 SOLE
GAP INC DEL COM 364760108 7,701 000000240674 SH DEFINED 01 SOLE
GAP INC DEL COM 364760108 79 000000002450 SH DEFINED 02 SOLE
GARTNER GROUP INC NEW CL B 366651206 112 000000006720 SH DEFINED 01 SOLE
GARTNER GROUP INC NEW CL B 366651206 2 000000000123 SH DEFINED 02 SOLE
GATEWAY INC COM 367626108 3,308 000000075199 SH DEFINED 01 SOLE
GENCORP INC COM 368682100 54 000000002992 SH DEFINED 01 SOLE
GENERAL DYNAMICS CORP COM 369550108 3,526 000000056482 SH DEFINED 01 SOLE
GENERAL ELEC CO COM 369604103 758 000000006400 SH SOLE SOLE
GENERAL ELEC CO COM 369604103 97,458 000000821999 SH DEFINED 01 SOLE
GENERAL ELEC CO COM 369604103 1,094 000000009244 SH DEFINED 02 SOLE
GENERAL INSTR CORP DEL COM 370120107 9,937 000000207022 SH DEFINED 01 SOLE
GENERAL MLS INC COM 370334104 3,781 000000046608 SH DEFINED 01 SOLE
GENERAL MTRS CORP COM 370442105 10,577 000000168069 SH DEFINED 01 SOLE
GENERAL MTRS CORP COM 370442105 108 000000001770 SH DEFINED 02 SOLE
GENESCO INC COM 371532102 26 000000002100 SH DEFINED 01 SOLE
GENRAD INC COM 372447102 24 000000001300 SH DEFINED 01 SOLE
GEON CO COM 37246W105 56 000000002200 SH DEFINED 01 SOLE
GENUINE PARTS CO COM 372460105 1,189 000000044798 SH DEFINED 01 SOLE
GENUINE PARTS CO COM 372460105 13 000000000500 SH DEFINED 02 SOLE
GENZYME CORP COM GENL D 372917104 554 000000012305 SH DEFINED 01 SOLE
GEORGIA GULF CORP COM PAR $0 373200203 39 000000002258 SH DEFINED 01 SOLE
GEORGIA PAC CORP COM GA PAC 373298108 1,920 000000047498 SH DEFINED 01 SOLE
GEORGIA PAC CORP COM-TIMBER 373298702 175 000000007677 SH DEFINED 01 SOLE
GIBSON GREETINGS INC COM 374827103 0 000000000002 SH DEFINED 01 SOLE
GILEAD SCIENCES INC COM 375558103 231 000000003613 SH DEFINED 01 SOLE
GILLETTE CO COM 375766102 10,096 000000297507 SH DEFINED 01 SOLE
GILLETTE CO COM 375766102 97 000000002889 SH DEFINED 02 SOLE
GLATFELTER P H CO COM 377316104 50 000000003064 SH DEFINED 01 SOLE
GLOBAL MARINE INC COM 379352404 208 000000012687 SH DEFINED 01 SOLE
GOLDEN WEST FINL CORP DEL COM 381317106 1,355 000000013788 SH DEFINED 01 SOLE
GOLDEN WEST FINL CORP DEL COM 381317106 9 000000000100 SH DEFINED 02 SOLE
GOLDMAN SACHS GROUP INC COM 38141G104 2,653 000000043500 SH DEFINED 01 SOLE
GOODRICH B F CO COM 382388106 1,858 000000064103 SH DEFINED 01 SOLE
GOODYEAR TIRE & RUBR CO COM 382550101 2,388 000000049621 SH DEFINED 01 SOLE
GOODYEAR TIRE & RUBR CO COM 382550101 22 000000000492 SH DEFINED 02 SOLE
GRACE W R & CO DEL NEW COM 38388F108 414 000000025297 SH DEFINED 01 SOLE
GRAINGER W W INC COM 384802104 1,033 000000021501 SH DEFINED 01 SOLE
GRAINGER W W INC COM 384802104 14 000000000300 SH DEFINED 02 SOLE
GRAND UN CO COM 386532402 14,578 000001067528 SH SOLE SOLE
</TABLE>
<PAGE>
<TABLE>
Page 14 99-11-16 17:22:15
FORM 13F
INFORMATION TABLE
QUARTER ENDING
09/30/1999
<CAPTION>
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>
GRANITE CONSTR INC COM 387328107 51 000000001968 SH DEFINED 01 SOLE
GREAT ATLANTIC & PAC TEA INC COM 390064103 289 000000009553 SH DEFINED 01 SOLE
GREAT ATLANTIC & PAC TEA INC COM 390064103 3 000000000100 SH DEFINED 02 SOLE
GREAT LAKES CHEM CORP COM 390568103 559 000000014692 SH DEFINED 01 SOLE
GREENPOINT FINL CORP COM 395384100 230 000000008692 SH DEFINED 01 SOLE
GTECH HLDGS CORP COM 400518106 277 000000012927 SH DEFINED 01 SOLE
GTECH HLDGS CORP COM 400518106 4,922 000000228300 SH DEFINED 02 SOLE
GUIDANT CORP COM 401698105 5,258 000000098058 SH DEFINED 01 SOLE
GUIDANT CORP COM 401698105 44 000000000900 SH DEFINED 02 SOLE
HCR MANOR CARE INC COM 404134108 488 000000028440 SH DEFINED 01 SOLE
HSB GROUP INC COM 40428N109 76 000000002168 SH DEFINED 01 SOLE
HALLIBURTON CO COM 406216101 4,651 000000113451 SH DEFINED 01 SOLE
HALLIBURTON CO COM 406216101 46 000000001125 SH DEFINED 02 SOLE
HAMBRECHT & QUIST GROUP INC COM 406545103 297 000000006100 SH DEFINED 01 SOLE
HANGER ORTHOPEDIC GROUP INC COM NEW 41043F208 13 000000000900 SH DEFINED 01 SOLE
HANNA M A CO COM 410522106 101 000000008885 SH DEFINED 01 SOLE
HANNAFORD BROS CO COM 410550107 221 000000003138 SH DEFINED 01 SOLE
HARCOURT GEN INC COM 41163G101 743 000000017867 SH DEFINED 01 SOLE
HARLEY DAVIDSON INC COM 412822108 1,177 000000023511 SH DEFINED 01 SOLE
HARRAHS ENTMT INC COM 413619107 887 000000031984 SH DEFINED 01 SOLE
HARRIS CORP DEL COM 413875105 510 000000018468 SH DEFINED 01 SOLE
HARSCO CORP COM 415864107 110 000000004016 SH DEFINED 01 SOLE
HARTE-HANKS INC COM 416196103 131 000000005223 SH DEFINED 01 SOLE
HARTFORD FINL SVCS GROUP INC COM 416515104 2,299 000000056251 SH DEFINED 01 SOLE
HARTFORD FINL SVCS GROUP INC COM 416515104 24 000000000600 SH DEFINED 02 SOLE
HARTFORD LIFE INC CL A 416592103 19 000000000400 SH DEFINED 01 SOLE
HASBRO INC COM 418056107 1,370 000000063740 SH DEFINED 01 SOLE
HASBRO INC COM 418056107 10 000000000495 SH DEFINED 02 SOLE
HAWAIIAN ELEC INDUSTRIES COM 419870100 84 000000002397 SH DEFINED 01 SOLE
HAYES LEMMERZ INTL INC COM 420781106 29,941 000001287800 SH SOLE SOLE
HEALTHSOUTH CORP COM 421924101 635 000000103794 SH DEFINED 01 SOLE
HEALTHSOUTH CORP COM 421924101 6 000000001054 SH DEFINED 02 SOLE
HEALTH MGMT ASSOC INC NEW CL A 421933102 142 000000018423 SH DEFINED 01 SOLE
HEILIG MEYERS CO COM 422893107 20 000000004334 SH DEFINED 01 SOLE
HEINZ H J CO COM 423074103 3,842 000000089349 SH DEFINED 01 SOLE
HEINZ H J CO COM 423074103 38 000000000900 SH DEFINED 02 SOLE
HELMERICH & PAYNE INC COM 423452101 315 000000012464 SH DEFINED 01 SOLE
HERCULES INC COM 427056106 845 000000029530 SH DEFINED 01 SOLE
HERSHEY FOODS CORP COM 427866108 2,073 000000042585 SH DEFINED 01 SOLE
HEWLETT PACKARD CO SB LYON ZE 428236AC7 9,056 000015000000 SH DEFINED 01 SOLE
HEWLETT PACKARD CO COM 428236103 22,279 000000245504 SH DEFINED 01 SOLE
HEWLETT PACKARD CO COM 428236103 269 000000002897 SH DEFINED 02 SOLE
HIBERNIA CORP CL A 428656102 135 000000011694 SH DEFINED 01 SOLE
HILLENBRAND INDS INC COM 431573104 127 000000004851 SH DEFINED 01 SOLE
HILTON HOTELS CORP COM 432848109 684 000000069308 SH DEFINED 01 SOLE
HILTON HOTELS CORP COM 432848109 7 000000000810 SH DEFINED 02 SOLE
</TABLE>
<PAGE>
<TABLE>
Page 15 99-11-16 17:22:15
FORM 13F
INFORMATION TABLE
QUARTER ENDING
09/30/1999
<CAPTION>
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>
HISPANIC BROADCASTING CORP CL A 43357B104 286 000000003762 SH DEFINED 01 SOLE
HOME DEPOT INC COM 437076102 4,359 000000006700 SH SOLE SOLE
HOME DEPOT INC COM 437076102 26,105 000000380408 SH DEFINED 01 SOLE
HOME DEPOT INC COM 437076102 278 000000004104 SH DEFINED 02 SOLE
HOMESTAKE MNG CO COM 437614100 598 000000065154 SH DEFINED 01 SOLE
HOMESTAKE MNG CO COM 437614100 7 000000000800 SH DEFINED 02 SOLE
HON INDS INC COM 438092108 86 000000004486 SH DEFINED 01 SOLE
HONEYWELL INC COM 438506107 42,138 000000378560 SH DEFINED 01 SOLE
HONEYWELL INC COM 438506107 46 000000000429 SH DEFINED 02 SOLE
HOOPER HOLMES INC COM 439104100 15 000000000600 SH DEFINED 01 SOLE
HORACE MANN EDUCATORS CORP NEW COM 440327104 76 000000002967 SH DEFINED 01 SOLE
HORMEL FOODS CORP COM 440452100 221 000000005370 SH DEFINED 01 SOLE
HOST MARRIOTT CORP NEW COM 44107P104 0 000000000100 SH DEFINED 02 SOLE
HOUGHTON MIFFLIN CO COM 441560109 285 000000007032 SH DEFINED 01 SOLE
HOUSEHOLD INTL INC COM 441815107 4,861 000000121167 SH DEFINED 01 SOLE
HOUSEHOLD INTL INC COM 441815107 10 000000000271 SH DEFINED 02 SOLE
HUBBELL INC CL B 443510201 151 000000004749 SH DEFINED 01 SOLE
HUGHES SUPPLY INC COM 444482103 17 000000000800 SH DEFINED 01 SOLE
HUMANA INC COM 444859102 419 000000061058 SH DEFINED 01 SOLE
HUMANA INC COM 444859102 11 000000001476 SH DEFINED 02 SOLE
HUMAN GENOME SCIENCES INC SUB NT CV 444903AA6 3,117 020000000000 PRN DEFINED 01 SOLE
HUNGARIAN TEL & CABLE CORP COM 445542103 2 000000000500 SH DEFINED 02 SOLE
HUNT J B TRANS SVCS INC COM 445658107 36 000000002631 SH DEFINED 01 SOLE
HUNTINGTON BANCSHARES INC COM 446150104 1,671 000000062920 SH DEFINED 01 SOLE
ICN PHARMACEUTICALS INC NEW COM 448924100 97 000000005697 SH DEFINED 01 SOLE
IBP INC COM 449223106 339 000000013759 SH DEFINED 01 SOLE
IMC GLOBAL INC COM 449669100 121 000000008373 SH DEFINED 01 SOLE
IMS HEALTH INC COM 449934108 1,785 000000078258 SH DEFINED 01 SOLE
IMS HEALTH INC COM 449934108 19 000000000848 SH DEFINED 02 SOLE
IXC COMMUNICATIONS INC COM 450713102 1,561 000000039600 SH DEFINED 01 SOLE
ITT INDS INC IND COM 450911102 723 000000022727 SH DEFINED 01 SOLE
ITT INDS INC IND COM 450911102 8 000000000270 SH DEFINED 02 SOLE
IDACORP INC COM 451107106 83 000000002767 SH DEFINED 01 SOLE
IKON OFFICE SOLUTIONS INC COM 451713101 466 000000043607 SH DEFINED 01 SOLE
IKON OFFICE SOLUTIONS INC COM 451713101 4 000000000400 SH DEFINED 02 SOLE
ILLINOIS TOOL WKS INC COM 452308109 4,679 000000062760 SH DEFINED 01 SOLE
ILLINOIS TOOL WKS INC COM 452308109 47 000000000650 SH DEFINED 02 SOLE
ILLINOVA CORP COM 452317100 160 000000005732 SH DEFINED 01 SOLE
IMALL INC COM PAR $0 45244X306 1,519 000000081300 SH DEFINED 01 SOLE
IMATION CORP COM 45245A107 86 000000002777 SH DEFINED 01 SOLE
IMMUNEX CORP NEW COM 452528102 333 000000007696 SH DEFINED 01 SOLE
IMPERIAL CHEM INDS PLC ADR NEW 452704505 237 000000005500 SH DEFINED 01 SOLE
INCO LTD COM 453258402 1,068 000000050005 SH DEFINED 01 SOLE
INDIANA ENERGY INC COM 454707100 44 000000002201 SH DEFINED 01 SOLE
INFINITY BROADCASTING CP NEW CL A 45662S102 586 000000020000 SH DEFINED 04 SOLE
INFORMIX CORP COM 456779107 110 000000013864 SH DEFINED 01 SOLE
</TABLE>
<PAGE>
<TABLE>
Page 16 99-11-16 17:22:15
FORM 13F
INFORMATION TABLE
QUARTER ENDING
09/30/1999
<CAPTION>
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>
INGERSOLL-RAND CO COM 456866102 2,789 000000050776 SH DEFINED 01 SOLE
INGERSOLL-RAND CO COM 456866102 22 000000000400 SH DEFINED 02 SOLE
INFORMATION RES INC COM 456905108 0 000000000001 SH DEFINED 01 SOLE
INSTRON CORP COM 457776102 26 000000001200 SH DEFINED 01 SOLE
INTEGRATED DEVICE TECHNOLOGY COM 458118106 118 000000006415 SH DEFINED 01 SOLE
INTEL CORP COM 458140100 6,514 000000008800 SH SOLE SOLE
INTEL CORP COM 458140100 76,697 000001032093 SH DEFINED 01 SOLE
INTEL CORP COM 458140100 727 000000009500 SH DEFINED 02 SOLE
INTERIM SVCS INC SUB NT CV 45868PAA8 989 012500000000 PRN DEFINED 01 SOLE
INTERIM SVCS INC COM 45868P100 288 000000017600 SH DEFINED 01 SOLE
INTERNATIONAL BUSINESS MACHS COM 459200101 798 000000006600 SH SOLE SOLE
INTERNATIONAL BUSINESS MACHS COM 459200101 51,436 000000425093 SH DEFINED 01 SOLE
INTERNATIONAL BUSINESS MACHS COM 459200101 606 000000004952 SH DEFINED 02 SOLE
INTERNATIONAL FLAVORS&FRAGRANC COM 459506101 996 000000028886 SH DEFINED 01 SOLE
INTERNATIONAL GAME TECHNOLOGY COM 459902102 118 000000006587 SH DEFINED 01 SOLE
INTERNATIONAL MULTIFOODS CORP COM 460043102 31 000000001383 SH DEFINED 01 SOLE
INTERNATIONAL NETWORK SVCS COM 460053101 12,364 000000227400 SH DEFINED 01 SOLE
INTL PAPER CO COM 460146103 5,061 000000105306 SH DEFINED 01 SOLE
INTL PAPER CO COM 460146103 52 000000001071 SH DEFINED 02 SOLE
INTERNATIONAL RECTIFIER CORP COM 460254105 122 000000008000 SH DEFINED 01 SOLE
INTERPUBLIC GROUP COS INC COM 460690100 3,516 000000085503 SH DEFINED 01 SOLE
INTERPUBLIC GROUP COS INC COM 460690100 31 000000000800 SH DEFINED 02 SOLE
INTERSTATE BAKERIES CORP DEL COM 46072H108 118 000000005158 SH DEFINED 01 SOLE
INTUIT COM 461202103 771 000000008800 SH DEFINED 01 SOLE
INVESTMENT TECHNOLOGY GRP NEW COM 46145F105 52 000000002272 SH DEFINED 01 SOLE
IPALCO ENTERPRISES INC COM 462613100 170 000000008773 SH DEFINED 01 SOLE
IT GROUP INC COM 465266104 36 000000003800 SH DEFINED 01 SOLE
IVAX CORP COM 465823102 131 000000007975 SH DEFINED 01 SOLE
JDS UNIPHASE CORP COM 46612J101 508 000000004464 SH DEFINED 01 SOLE
JSB FINANCIAL INC COM 46624M100 1,047 000000018300 SH DEFINED 01 SOLE
JABIL CIRCUIT INC COM 466313103 436 000000008809 SH DEFINED 01 SOLE
JACOBS ENGR GROUP INC DEL COM 469814107 60 000000001848 SH DEFINED 01 SOLE
JACOR COMMUNUNICATIONS INC WT EXP 09 469858138 1,307 000000093400 SH DEFINED 04 SOLE
JEFFERIES GROUP INC NEW COM 472319102 37 000000001800 SH DEFINED 01 SOLE
JEFFERSON PILOT CORP COM 475070108 1,673 000000026479 SH DEFINED 01 SOLE
JOHN NUVEEN CO CL A 478035108 44 000000001200 SH DEFINED 01 SOLE
JOHNSON & JOHNSON COM 478160104 31,128 000000338812 SH DEFINED 01 SOLE
JOHNSON & JOHNSON COM 478160104 362 000000003907 SH DEFINED 02 SOLE
JOHNSON CTLS INC COM 478366107 1,410 000000021274 SH DEFINED 01 SOLE
JONES APPAREL GROUP INC COM 480074103 371 000000012924 SH DEFINED 01 SOLE
JOSTENS INC COM 481088102 167 000000008745 SH DEFINED 01 SOLE
KLA-TENCORP CORP COM 482480100 1,565 000000024084 SH DEFINED 01 SOLE
K MART CORP COM 482584109 1,628 000000139297 SH DEFINED 01 SOLE
KN ENERGY INC COM 482620101 116 000000005207 SH DEFINED 01 SOLE
KANSAS CITY PWR & LT CO COM 485134100 109 000000004537 SH DEFINED 01 SOLE
KANSAS CITY SOUTHN INDS INC COM 485170104 1,287 000000027692 SH DEFINED 01 SOLE
</TABLE>
<PAGE>
<TABLE>
Page 17 99-11-16 17:22:15
FORM 13F
INFORMATION TABLE
QUARTER ENDING
09/30/1999
<CAPTION>
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>
KAUFMAN & BROAD HOME CORP COM 486168107 605 000000029340 SH DEFINED 01 SOLE
KAYDON CORP COM 486587108 117 000000004739 SH DEFINED 01 SOLE
KEANE INC COM 486665102 119 000000005221 SH DEFINED 01 SOLE
KELLOGG CO COM 487836108 4,092 000000109315 SH DEFINED 01 SOLE
KELLY SVCS INC CL A 488152208 79 000000002631 SH DEFINED 01 SOLE
KENNAMETAL INC COM 489170100 56 000000002189 SH DEFINED 01 SOLE
KENT ELECTRS CORP COM 490553104 66 000000003600 SH DEFINED 01 SOLE
KERR MCGEE CORP COM 492386107 1,193 000000021677 SH DEFINED 01 SOLE
KEYCORP NEW COM 493267108 2,916 000000112990 SH DEFINED 01 SOLE
KEYSPAN CORP COM 49337W100 297 000000010404 SH DEFINED 01 SOLE
KEYSTONE FINANCIAL INC COM 493482103 84 000000003578 SH DEFINED 01 SOLE
KIMBERLY CLARK CORP COM 494368103 7,598 000000144054 SH DEFINED 01 SOLE
KIMBERLY CLARK CORP COM 494368103 78 000000001440 SH DEFINED 02 SOLE
KING WORLD PRODTNS INC COM 495667107 9,815 000000261747 SH DEFINED 01 SOLE
KING WORLD PRODTNS INC COM 495667107 18 000000000500 SH DEFINED 02 SOLE
KMART FING I PFD TRCV 7 498778208 6,452 001354860000 PRN DEFINED 01 SOLE
KNIGHT RIDDER INC COM 499040103 1,108 000000020150 SH DEFINED 01 SOLE
KNIGHT/TRIMARK GROUP INC CL A 499067106 1,481 000000050000 SH DEFINED 01 SOLE
KOHLS CORP COM 500255104 2,690 000000040684 SH DEFINED 01 SOLE
KOHLS CORP COM 500255104 29 000000000432 SH DEFINED 02 SOLE
KROGER CO COM 501044101 4,824 000000218653 SH DEFINED 01 SOLE
KROGER CO COM 501044101 55 000000002338 SH DEFINED 02 SOLE
LG&E ENERGY CORP COM 501917108 201 000000009467 SH DEFINED 01 SOLE
LSI LOGIC CORP COM 502161102 1,885 000000036261 SH DEFINED 01 SOLE
LAIDLAW INC COM 50730K503 557 000000082660 SH DEFINED 01 SOLE
LAIDLAW INC COM 50730K503 19 000000002800 SH DEFINED 02 SOLE
LANCASTER COLONY CORP COM 513847103 95 000000002998 SH DEFINED 01 SOLE
LANCE INC COM 514606102 28 000000002158 SH DEFINED 01 SOLE
LANDS END INC COM 515086106 148 000000002254 SH DEFINED 01 SOLE
LATTICE SEMICONDUCTOR CORP COM 518415104 169 000000005700 SH DEFINED 01 SOLE
LAUDER ESTEE COS INC CL A 518439104 179 000000004600 SH DEFINED 01 SOLE
LEAP WIRELESS INTL INC COM 521863100 2 000000000100 SH DEFINED 02 SOLE
LEAR CORP COM 521865105 383 000000010896 SH DEFINED 01 SOLE
LEE ENTERPRISES INC COM 523768109 88 000000003234 SH DEFINED 01 SOLE
LEGATO SYS INC COM 524651106 258 000000005931 SH DEFINED 01 SOLE
LEGGETT & PLATT INC COM 524660107 282 000000014324 SH DEFINED 01 SOLE
LEHMAN BROS HLDGS INC COM 524908100 2,274 000000038961 SH DEFINED 01 SOLE
LEHMAN BROS HLDGS INC COM 524908100 16 000000000300 SH DEFINED 02 SOLE
LENNAR CORP COM 526057104 149 000000009400 SH DEFINED 01 SOLE
LEVEL 3 COMMUNICATIONS INC COM 52729N100 422 000000008096 SH DEFINED 01 SOLE
LEXMARK INTL GROUP INC CL A 529771107 2,407 000000029906 SH DEFINED 01 SOLE
LIFE USA HLDG INC COM NEW 531918209 5,292 000000256600 SH DEFINED 01 SOLE
LIFEPOINT HOSPITALS INC COM 53219L109 6 000000000883 SH DEFINED 02 SOLE
LILLY ELI & CO COM 532457108 17,956 000000279741 SH DEFINED 01 SOLE
LILLY ELI & CO COM 532457108 198 000000003100 SH DEFINED 02 SOLE
LIMITED INC COM 532716107 2,546 000000066565 SH DEFINED 01 SOLE
</TABLE>
<PAGE>
<TABLE>
Page 18 99-11-16 17:22:15
FORM 13F
INFORMATION TABLE
QUARTER ENDING
09/30/1999
<CAPTION>
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>
LIMITED INC COM 532716107 22 000000000600 SH DEFINED 02 SOLE
LINCARE HLDGS INC COM 532791100 157 000000005914 SH DEFINED 01 SOLE
LINCOLN NATL CORP IND COM 534187109 2,864 000000076263 SH DEFINED 01 SOLE
LINCOLN NATL CORP IND COM 534187109 21 000000000556 SH DEFINED 02 SOLE
LINEAR TECHNOLOGY CORP COM 535678106 1,073 000000018257 SH DEFINED 01 SOLE
LITTON INDS INC COM 538021106 219 000000004000 SH DEFINED 01 SOLE
LIZ CLAIBORNE INC COM 539320101 980 000000031643 SH DEFINED 01 SOLE
LOCKHEED MARTIN CORP COM 539830109 2,994 000000091594 SH DEFINED 01 SOLE
LOCKHEED MARTIN CORP COM 539830109 37 000000001174 SH DEFINED 02 SOLE
LOEWS CORP COM 540424108 1,885 000000026862 SH DEFINED 01 SOLE
LONE STAR INDS INC COM NEW 542290408 10,478 000000210100 SH DEFINED 01 SOLE
LONE STAR STEAKHOUSE SALOON COM 542307103 20 000000002627 SH DEFINED 01 SOLE
LONG BEACH FINL CORP COM 542446109 3,751 000000236295 SH DEFINED 01 SOLE
LONG BEACH FINL CORP COM 542446109 4,287 000000280000 SH DEFINED 02 SOLE
LONGS DRUG STORES CORP COM 543162101 393 000000013174 SH DEFINED 01 SOLE
LONGVIEW FIBRE CO COM 543213102 46 000000003774 SH DEFINED 01 SOLE
LOUISIANA PAC CORP COM 546347105 1,070 000000068534 SH DEFINED 01 SOLE
LOWES COS INC COM 548661107 5,645 000000115814 SH DEFINED 01 SOLE
LOWES COS INC COM 548661107 52 000000001100 SH DEFINED 02 SOLE
LUBRIZOL CORP COM 549271104 102 000000003977 SH DEFINED 01 SOLE
LUCENT TECHNOLOGIES INC COM 549463107 46,209 000000712280 SH DEFINED 01 SOLE
LYCOS INC COM 550818108 199 000000003984 SH DEFINED 01 SOLE
LYONDELL CHEMICAL CO COM 552078107 130 000000009754 SH DEFINED 01 SOLE
MBIA INC COM 55262C100 1,783 000000038261 SH DEFINED 01 SOLE
MBNA CORP COM 55262L100 0 000000000000 SH SOLE SOLE
MBNA CORP COM 55262L100 5,292 000000231995 SH DEFINED 01 SOLE
MBNA CORP COM 55262L100 50 000000002200 SH DEFINED 02 SOLE
MCN ENERGY GROUP INC COM 55267J100 105 000000006127 SH DEFINED 01 SOLE
MCI WORLDCOM INC COM 55268B106 4,123 000000005800 SH SOLE SOLE
MCI WORLDCOM INC COM 55268B106 33,468 000000465648 SH DEFINED 01 SOLE
MCI WORLDCOM INC COM 55268B106 383 000000005178 SH DEFINED 02 SOLE
MEMC ELECTR MATLS INC COM 552715104 125 000000009100 SH DEFINED 01 SOLE
MGIC INVT CORP WIS COM 552848103 1,407 000000029483 SH DEFINED 01 SOLE
MGIC INVT CORP WIS COM 552848103 26 000000000561 SH DEFINED 02 SOLE
MGM GRAND INC COM 552953101 81 000000001600 SH DEFINED 01 SOLE
MACMILLAN BLOEDEL LTD COM 554783209 9,276 000000591300 SH DEFINED 01 SOLE
MAGNA INTL INC SUB DB CV 559222AF1 1,579 000001750000 SH DEFINED 01 SOLE
MAGNA INTL INC SBDB CV 4. 559222AG9 1,128 000001250000 SH DEFINED 01 SOLE
MAGNETEK INC COM 559424106 20 000000002329 SH DEFINED 01 SOLE
MALLINCKRODT INC NEW COM 561232109 534 000000017702 SH DEFINED 01 SOLE
MANDALAY RESORT GROUP MANDALAY 562567107 210 000000010642 SH DEFINED 01 SOLE
MANITOWOC INC COM 563571108 105 000000003100 SH DEFINED 01 SOLE
MANPOWER INC COM 56418H100 4,642 000000016000 SH SOLE SOLE
MANPOWER INC COM 56418H100 168 000000005770 SH DEFINED 01 SOLE
MARK IV INDS INC COM 570387100 72 000000003647 SH DEFINED 01 SOLE
MARSH & MCLENNAN COS INC COM 571748102 4,940 000000072131 SH DEFINED 01 SOLE
</TABLE>
<PAGE>
<TABLE>
Page 19 99-11-16 17:22:15
FORM 13F
INFORMATION TABLE
QUARTER ENDING
09/30/1999
<CAPTION>
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>
MARSH & MCLENNAN COS INC COM 571748102 55 000000000828 SH DEFINED 02 SOLE
MARSHALL & ILSLEY CORP COM 571834100 435 000000007636 SH DEFINED 01 SOLE
MARRIOTT INTL INC NEW CL A 571903202 2,085 000000063801 SH DEFINED 01 SOLE
MARSHALL INDS COM 572393106 10,585 000000290000 SH DEFINED 01 SOLE
MARTIN MARIETTA MATLS INC COM 573284106 163 000000004103 SH DEFINED 01 SOLE
MASCO CORP COM 574599106 4,054 000000130780 SH DEFINED 01 SOLE
MATTEL INC COM 577081102 1,995 000000105049 SH DEFINED 01 SOLE
MATTEL INC COM 577081102 58 000000002800 SH DEFINED 02 SOLE
MAXIM INTEGRATED PRODS INC COM 57772K101 1,029 000000016324 SH DEFINED 01 SOLE
MAY DEPT STORES CO COM 577778103 3,609 000000099063 SH DEFINED 01 SOLE
MAY DEPT STORES CO COM 577778103 35 000000000950 SH DEFINED 02 SOLE
MAXXAM INC COM 577913106 25 000000000499 SH DEFINED 01 SOLE
MAYTAG CORP COM 578592107 1,021 000000030656 SH DEFINED 01 SOLE
MCCORMICK & CO INC COM NON VT 579780206 172 000000005222 SH DEFINED 01 SOLE
MCDERMOTT INTL INC COM 580037109 565 000000027905 SH DEFINED 01 SOLE
MCDONALDS CORP COM 580135101 14,735 000000340709 SH DEFINED 01 SOLE
MCDONALDS CORP COM 580135101 165 000000003833 SH DEFINED 02 SOLE
MCGRAW HILL COS INC COM 580645109 2,407 000000049758 SH DEFINED 01 SOLE
MCGRAW HILL COS INC COM 580645109 29 000000000592 SH DEFINED 02 SOLE
MCKESSON HBOC INC COM 58155Q103 2,029 000000069979 SH DEFINED 01 SOLE
MCKESSON HBOC INC COM 58155Q103 19 000000000700 SH DEFINED 02 SOLE
MCLEODUSA INC COM 582266102 177 000000004176 SH DEFINED 01 SOLE
MEAD CORP COM 582834107 1,291 000000037557 SH DEFINED 01 SOLE
MEAD CORP COM 582834107 10 000000000300 SH DEFINED 02 SOLE
MEDIAONE GROUP INC COM 58440J104 29,651 000000434055 SH DEFINED 01 SOLE
MEDIAONE GROUP INC COM 58440J104 116 000000001729 SH DEFINED 02 SOLE
MEDIA GEN INC CL A 584404107 100 000000001964 SH DEFINED 01 SOLE
MEDICAL ASSURN INC COM 58449U100 20 000000000800 SH DEFINED 01 SOLE
MEDICAL MANAGER CORP NEW SUB DB CON 58461UAA1 3,132 032000000000 PRN DEFINED 01 SOLE
MEDIMMUNE INC COM 584699102 544 000000005462 SH DEFINED 01 SOLE
MEDTRONIC INC COM 585055106 10,378 000000291834 SH DEFINED 01 SOLE
MEDTRONIC INC COM 585055106 116 000000003312 SH DEFINED 02 SOLE
MELLON BK CORP COM 585509102 4,298 000000127826 SH DEFINED 01 SOLE
MELLON BK CORP COM 585509102 46 000000001432 SH DEFINED 02 SOLE
MENTOR GRAPHICS CORP COM 587200106 41 000000004860 SH DEFINED 01 SOLE
MERCANTILE BANKSHARES CORP COM 587405101 157 000000005083 SH DEFINED 01 SOLE
MERCK & CO INC COM 589331107 5,446 000000008500 SH SOLE SOLE
MERCK & CO INC COM 589331107 37,958 000000585666 SH DEFINED 01 SOLE
MERCK & CO INC COM 589331107 418 000000006347 SH DEFINED 02 SOLE
MEREDITH CORP COM 589433101 466 000000012854 SH DEFINED 01 SOLE
MERITOR AUTOMOTIVE INC COM 59000G100 106 000000005084 SH DEFINED 01 SOLE
MERRILL LYNCH & CO INC COM 590188108 6,655 000000098787 SH DEFINED 01 SOLE
MERRILL LYNCH & CO INC COM 590188108 66 000000001000 SH DEFINED 02 SOLE
MICROSOFT CORP COM 594918104 7,924 000000008800 SH SOLE SOLE
MICROSOFT CORP COM 594918104 113,051 000001248317 SH DEFINED 01 SOLE
MICROSOFT CORP COM 594918104 1,267 000000013898 SH DEFINED 02 SOLE
</TABLE>
<PAGE>
<TABLE>
Page 20 99-11-16 17:22:15
FORM 13F
INFORMATION TABLE
QUARTER ENDING
09/30/1999
<CAPTION>
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>
MICRO WHSE INC COM 59501B105 31 000000002630 SH DEFINED 01 SOLE
MICROCHIP TECHNOLOGY INC COM 595017104 280 000000005463 SH DEFINED 01 SOLE
MICRON ELECTRONICS INC COM 595100108 28 000000002704 SH DEFINED 01 SOLE
MICRON TECHNOLOGY INC COM 595112103 3,989 000000059992 SH DEFINED 01 SOLE
MICRON TECHNOLOGY INC COM 595112103 53 000000000710 SH DEFINED 02 SOLE
MIDAMERICAN ENERGY HLDGS NEW COM 59562V107 145 000000004941 SH DEFINED 01 SOLE
MIDWEST EXPRESS HLDGS INC COM 597911106 18 000000000700 SH DEFINED 01 SOLE
MILACRON INC COM 598709103 165 000000009299 SH DEFINED 01 SOLE
MILLENNIUM PHARMACEUTICALS INC COM 599902103 180 000000002774 SH DEFINED 01 SOLE
MILLENNIUM CHEMICALS INC COM 599903101 63 000000003100 SH DEFINED 01 SOLE
MILLER HERMAN INC COM 600544100 192 000000008046 SH DEFINED 01 SOLE
MILLIPORE CORP COM 601073109 386 000000010301 SH DEFINED 01 SOLE
MINERALS TECHNOLOGIES INC COM 603158106 155 000000003207 SH DEFINED 01 SOLE
MINIMED INC COM 60365K108 219 000000002236 SH DEFINED 01 SOLE
MINNESOTA MNG & MFG CO COM 604059105 9,865 000000102701 SH DEFINED 01 SOLE
MINNESOTA MNG & MFG CO COM 604059105 111 000000001200 SH DEFINED 02 SOLE
MINNESOTA PWR INC COM 604110106 167 000000009551 SH DEFINED 01 SOLE
MIRAGE RESORTS INC COM 60462E104 857 000000061226 SH DEFINED 01 SOLE
MOBIL CORP COM 607059102 21,239 000000210814 SH DEFINED 01 SOLE
MOBIL CORP COM 607059102 213 000000002124 SH DEFINED 02 SOLE
MODINE MFG CO COM 607828100 50 000000002160 SH DEFINED 01 SOLE
MODIS PROFESSIONAL SVCS INC COM 607830106 92 000000007009 SH DEFINED 01 SOLE
MOHAWK INDS INC COM 608190104 123 000000006203 SH DEFINED 01 SOLE
MOLEX INC COM 608554101 504 000000013857 SH DEFINED 01 SOLE
MOMENTUM BUSINESS APPS INC CL A 60877P108 9 000000001046 SH DEFINED 02 SOLE
MONSANTO CO COM 611662107 5,648 000000158278 SH DEFINED 01 SOLE
MONSANTO CO COM 611662107 59 000000001700 SH DEFINED 02 SOLE
MONTANA POWER CO COM 612085100 245 000000008074 SH DEFINED 01 SOLE
MORGAN J P & CO INC COM 616880100 5,565 000000048716 SH DEFINED 01 SOLE
MORGAN J P & CO INC COM 616880100 57 000000000500 SH DEFINED 02 SOLE
MORGAN STANLEY DEAN WITTER&CO COM NEW 617446448 12,650 000000141845 SH DEFINED 01 SOLE
MORGAN STANLEY DEAN WITTER&CO COM NEW 617446448 136 000000001547 SH DEFINED 02 SOLE
MOTOROLA INC COM 620076109 13,446 000000152803 SH DEFINED 01 SOLE
MOTOROLA INC COM 620076109 148 000000001654 SH DEFINED 02 SOLE
MURPHY OIL CORP COM 626717102 178 000000003304 SH DEFINED 01 SOLE
MYLAN LABS INC COM 628530107 190 000000010374 SH DEFINED 01 SOLE
MYLEX CORP COM 628546103 2,863 000000241100 SH DEFINED 01 SOLE
NCH CORP COM 628850109 18 000000000414 SH DEFINED 01 SOLE
NCR CORP NEW COM 62886E108 241 000000007290 SH DEFINED 01 SOLE
NS GROUP INC COM 628916108 10 000000001000 SH DEFINED 01 SOLE
NTL INC COM 629407107 278 000000002896 SH DEFINED 01 SOLE
NABISCO GROUP HLDG CORP COM 62952P102 1,379 000000091938 SH DEFINED 01 SOLE
NABISCO GROUP HLDG CORP COM 62952P102 13 000000000900 SH DEFINED 02 SOLE
NABISCO HLDGS CORP CL A 629526104 362 000000010500 SH DEFINED 01 SOLE
NABORS INDS INC COM 629568106 212 000000008495 SH DEFINED 01 SOLE
NACCO INDS INC CL A 629579103 139 000000002003 SH DEFINED 01 SOLE
</TABLE>
<PAGE>
<TABLE>
Page 21 99-11-16 17:22:15
FORM 13F
INFORMATION TABLE
QUARTER ENDING
09/30/1999
<CAPTION>
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>
NALCO CHEM CO COM 629853102 8,837 000000175000 SH DEFINED 01 SOLE
NALCO CHEM CO COM 629853102 4 000000000100 SH DEFINED 02 SOLE
NASDAQ 100 TR UNIT SER 1 631100104 13,445 000000111700 SH DEFINED 01 SOLE
NATIONAL CITY CORP COM 635405103 4,105 000000153847 SH DEFINED 01 SOLE
NATIONAL CITY CORP COM 635405103 45 000000001708 SH DEFINED 02 SOLE
NATIONAL COMPUTER SYS INC COM 635519101 3 000000000100 SH DEFINED 01 SOLE
NATIONAL DATA CORP COM 635621105 5 000000000200 SH DEFINED 01 SOLE
NATIONAL FUEL GAS CO N J COM 636180101 133 000000002832 SH DEFINED 01 SOLE
NATIONAL SEMICONDUCTOR CORP COM 637640103 1,179 000000038584 SH DEFINED 01 SOLE
NATIONAL SEMICONDUCTOR CORP COM 637640103 16 000000000480 SH DEFINED 02 SOLE
NATIONAL SVC INDS INC COM 637657107 321 000000010222 SH DEFINED 01 SOLE
NATIONWIDE FINL SVCS INC CL A 638612101 17 000000000500 SH DEFINED 01 SOLE
NAVISTAR INTL CORP NEW COM 63934E108 780 000000016783 SH DEFINED 01 SOLE
NAVIGANT CONSULTING INC COM 63935N107 143 000000003091 SH DEFINED 01 SOLE
NETWORKS ASSOCS INC COM 640938106 288 000000015063 SH DEFINED 01 SOLE
NETWORKS ASSOCS INC COM 640938106 967 000000050000 SH DEFINED 02 SOLE
NETGRAVITY INC COM 641114103 2,711 000000082000 SH DEFINED 01 SOLE
NETWORK APPLIANCE INC COM 64120L104 1,208 000000016869 SH DEFINED 01 SOLE
NEW CENTURY ENERGIES INC COM 64352U103 963 000000028807 SH DEFINED 01 SOLE
NEW CENTURY ENERGIES INC COM 64352U103 42 000000001300 SH DEFINED 02 SOLE
NEW ENGLAND BUSINESS SVC INC COM 643872104 22 000000000800 SH DEFINED 01 SOLE
NEW ENGLAND ELEC SYS COM 644001109 222 000000004290 SH DEFINED 01 SOLE
NEW ENGLAND ELEC SYS COM 644001109 34,124 000000660600 SH DEFINED 02 SOLE
NEW YORK TIMES CO CL A 650111107 1,636 000000043648 SH DEFINED 01 SOLE
NEWELL RUBBERMAID INC COM 651229106 3,296 000000115407 SH DEFINED 01 SOLE
NEWMONT MINING CORP COM 651639106 1,085 000000041947 SH DEFINED 01 SOLE
NEWMONT MINING CORP COM 651639106 36 000000001400 SH DEFINED 02 SOLE
NEWPORT NEWS SHIPBUILDING INC COM 652228107 82 000000002556 SH DEFINED 01 SOLE
NEXTEL COMMUNICATIONS INC CL A 65332V103 6,150 000000090695 SH DEFINED 01 SOLE
NEXTEL COMMUNICATIONS INC CL A 65332V103 64 000000001000 SH DEFINED 02 SOLE
NIAGARA MOHAWK HLDGS INC COM 653520106 770 000000049536 SH DEFINED 01 SOLE
NIELSEN MEDIA RESH INC COM NEW 653929307 5,578 000000150000 SH DEFINED 01 SOLE
NICOR INC COM 654086107 441 000000011872 SH DEFINED 01 SOLE
NIKE INC CL B 654106103 4,352 000000076529 SH DEFINED 01 SOLE
NIKE INC CL B 654106103 45 000000000800 SH DEFINED 02 SOLE
99 CENTS ONLY STORES COM 65440K106 72 000000002000 SH DEFINED 01 SOLE
NISOURCE INC COM 65473P105 328 000000014834 SH DEFINED 01 SOLE
NOBLE AFFILIATES INC COM 654894104 121 000000004180 SH DEFINED 01 SOLE
NOBLE DRILLING CORP COM 655042109 253 000000011608 SH DEFINED 01 SOLE
NORDSON CORP COM 655663102 60 000000001234 SH DEFINED 01 SOLE
NORDSTROM INC COM 655664100 950 000000035219 SH DEFINED 01 SOLE
NORDSTROM INC COM 655664100 49 000000001800 SH DEFINED 02 SOLE
NORFOLK SOUTHERN CORP COM 655844108 2,330 000000095114 SH DEFINED 01 SOLE
NORFOLK SOUTHERN CORP COM 655844108 69 000000002767 SH DEFINED 02 SOLE
NORTEK INC COM 656559101 27 000000000800 SH DEFINED 01 SOLE
NORTEL NETWORKS CORP COM 656569100 15,736 000000308553 SH DEFINED 01 SOLE
</TABLE>
<PAGE>
<TABLE>
Page 22 99-11-16 17:22:15
FORM 13F
INFORMATION TABLE
QUARTER ENDING
09/30/1999
<CAPTION>
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>
NORTEL NETWORKS CORP COM 656569100 184 000000003704 SH DEFINED 02 SOLE
NORTH FORK BANCORPORATION NY COM 659424105 352 000000018068 SH DEFINED 01 SOLE
NORTHEAST UTILS COM 664397106 255 000000013907 SH DEFINED 01 SOLE
NORTHN STS PWR CO MINN COM 665772109 831 000000038571 SH DEFINED 01 SOLE
NORTHN STS PWR CO MINN COM 665772109 51 000000002400 SH DEFINED 02 SOLE
NORTHERN TR CORP COM 665859104 2,316 000000027739 SH DEFINED 01 SOLE
NORTHERN TR CORP COM 665859104 24 000000000300 SH DEFINED 02 SOLE
NORTHROP GRUMMAN CORP COM 666807102 1,148 000000018075 SH DEFINED 01 SOLE
NORTHROP GRUMMAN CORP COM 666807102 13 000000000227 SH DEFINED 02 SOLE
NORTHWEST AIRLS CORP CL A 667280101 60 000000002384 SH DEFINED 01 SOLE
NOVA CORP GA COM 669784100 131 000000005279 SH DEFINED 01 SOLE
NOVELL INC COM 670006105 1,891 000000091425 SH DEFINED 01 SOLE
NOVELL INC COM 670006105 21 000000001000 SH DEFINED 02 SOLE
NOVELLUS SYS INC COM 670008101 20 000000000300 SH DEFINED 01 SOLE
NUCOR CORP COM 670346105 1,042 000000021893 SH DEFINED 01 SOLE
NUCOR CORP COM 670346105 9 000000000200 SH DEFINED 02 SOLE
OEC-MEDICAL SYS INC COM 670828102 87 000000002500 SH DEFINED 01 SOLE
OGE ENERGY CORP COM 670837103 126 000000005670 SH DEFINED 01 SOLE
OCCIDENTAL PETE CORP DEL COM 674599105 2,057 000000088953 SH DEFINED 01 SOLE
OCEAN ENERGY INC TEX COM 67481E106 123 000000012112 SH DEFINED 01 SOLE
OCEANEERING INTL INC COM 675232102 80 000000004800 SH DEFINED 01 SOLE
OFFICEMAX INC COM 67622M108 53 000000009171 SH DEFINED 01 SOLE
OFFICE DEPOT INC COM 676220106 1,090 000000103839 SH DEFINED 01 SOLE
OFFICE DEPOT INC COM 676220106 30 000000002900 SH DEFINED 02 SOLE
OFFSHORE LOGISTICS INC SUB NT CON 676255AF9 1,039 012500000000 PRN DEFINED 01 SOLE
OGDEN CORP COM 676346109 37 000000003580 SH DEFINED 01 SOLE
OHIO CAS CORP COM 677240103 75 000000004463 SH DEFINED 01 SOLE
OLD KENT FINL CORP COM 679833103 321 000000008671 SH DEFINED 01 SOLE
OLD REP INTL CORP COM 680223104 175 000000012134 SH DEFINED 01 SOLE
OLIN CORP COM PAR $1 680665205 45 000000003303 SH DEFINED 01 SOLE
OLSTEN CORP COM 681385100 61 000000005888 SH DEFINED 01 SOLE
OMNICARE INC COM 681904108 86 000000008945 SH DEFINED 01 SOLE
OMNICOM GROUP INC SB DB CV 4 681919AE6 12,940 051200000000 PRN DEFINED 01 SOLE
OMNICOM GROUP INC COM 681919106 3,525 000000044519 SH DEFINED 01 SOLE
OMNICOM GROUP INC COM 681919106 37 000000000500 SH DEFINED 02 SOLE
OMNIPOINT CORP COM 68212D102 4,822 000000086300 SH DEFINED 01 SOLE
ONEOK INC NEW COM 682680103 238 000000007854 SH DEFINED 01 SOLE
ONEOK INC NEW COM 682680103 6 000000000200 SH DEFINED 02 SOLE
ORACLE CORP COM 68389X105 4,505 000000010000 SH SOLE SOLE
ORACLE CORP COM 68389X105 16,458 000000361720 SH DEFINED 01 SOLE
ORACLE CORP COM 68389X105 175 000000004039 SH DEFINED 02 SOLE
OREGON STL MLS INC COM 686079104 21 000000001926 SH DEFINED 01 SOLE
ORION CAP CORP COM 686268103 5,211 000000110000 SH DEFINED 01 SOLE
OUTBACK STEAKHOUSE INC COM 689899102 140 000000005497 SH DEFINED 01 SOLE
OUTDOOR SYS INC COM 690057104 6,592 000000184400 SH DEFINED 01 SOLE
OVERSEAS SHIPHOLDING GROUP INC COM 690368105 41 000000002663 SH DEFINED 01 SOLE
</TABLE>
<PAGE>
<TABLE>
Page 23 99-11-16 17:22:15
FORM 13F
INFORMATION TABLE
QUARTER ENDING
09/30/1999
<CAPTION>
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>
OWENS CORNING COM 69073F103 591 000000027292 SH DEFINED 01 SOLE
OWENS ILL INC COM NEW 690768403 996 000000050287 SH DEFINED 01 SOLE
OWENS ILL INC COM NEW 690768403 7 000000000400 SH DEFINED 02 SOLE
OXFORD HEALTH PLANS INC COM 691471106 74 000000005933 SH DEFINED 01 SOLE
PECO ENERGY CO COM 693304107 1,772 000000047266 SH DEFINED 01 SOLE
PG&E CORP COM 69331C108 2,858 000000110471 SH DEFINED 01 SOLE
PG&E CORP COM 69331C108 10 000000000400 SH DEFINED 02 SOLE
PE CORP COM PE BIO 69332S102 1,702 000000023563 SH DEFINED 01 SOLE
PE CORP COM PE BIO 69332S102 19 000000000288 SH DEFINED 02 SOLE
PE CORP CELERA GEN 69332S201 0 000000000001 SH DEFINED 01 SOLE
PE CORP CELERA GEN 69332S201 0 000000000007 SH DEFINED 02 SOLE
PMI GROUP INC COM 69344M101 135 000000003308 SH DEFINED 01 SOLE
PNC BK CORP COM 693475105 4,622 000000087725 SH DEFINED 01 SOLE
PNC BK CORP COM 693475105 47 000000000910 SH DEFINED 02 SOLE
P P & L RES INC COM 693499105 1,067 000000039456 SH DEFINED 01 SOLE
PPG INDS INC COM 693506107 2,608 000000043467 SH DEFINED 01 SOLE
PSS WORLD MED INC COM 69366A100 45 000000005116 SH DEFINED 01 SOLE
PACCAR INC COM 693718108 1,156 000000022733 SH DEFINED 01 SOLE
PACCAR INC COM 693718108 9 000000000200 SH DEFINED 02 SOLE
PACIFIC CENTY FINL CORP COM 694058108 119 000000005851 SH DEFINED 01 SOLE
PACIFICARE HEALTH SYS DEL COM 695112102 340 000000007878 SH DEFINED 01 SOLE
PACIFICARE HEALTH SYS DEL COM 695112102 6 000000000150 SH DEFINED 02 SOLE
PACIFICORP COM 695114108 1,496 000000074368 SH DEFINED 01 SOLE
PACIFICORP COM 695114108 51,389 000002573503 SH DEFINED 02 SOLE
PAINE WEBBER GROUP INC COM 695629105 2,017 000000055643 SH DEFINED 01 SOLE
PALL CORP COM 696429307 723 000000031182 SH DEFINED 01 SOLE
PANAMSAT CORP NEW COM 697933109 249 000000006896 SH DEFINED 01 SOLE
PAPA JOHNS INTL INC COM 698813102 90 000000002192 SH DEFINED 01 SOLE
PARAMETRIC TECHNOLOGY CORP COM 699173100 1,158 000000085798 SH DEFINED 01 SOLE
PARAMETRIC TECHNOLOGY CORP COM 699173100 9 000000000719 SH DEFINED 02 SOLE
PARKER HANNIFIN CORP COM 701094104 1,219 000000027211 SH DEFINED 01 SOLE
PAYCHEX INC COM 704326107 2,401 000000070362 SH DEFINED 01 SOLE
PAYLESS SHOESOURCE INC COM 704379106 119 000000002368 SH DEFINED 01 SOLE
PENNEY J C INC COM 708160106 2,279 000000066061 SH DEFINED 01 SOLE
PENNEY J C INC COM 708160106 10 000000000300 SH DEFINED 02 SOLE
PENNZOIL-QUAKER STATE COMPANY COM 709323109 72 000000005721 SH DEFINED 01 SOLE
PENNZOIL-QUAKER STATE COMPANY COM 709323109 8 000000000700 SH DEFINED 02 SOLE
PENTAIR INC COM 709631105 124 000000003111 SH DEFINED 01 SOLE
PEOPLES ENERGY CORP COM 711030106 311 000000008860 SH DEFINED 01 SOLE
PEOPLES ENERGY CORP COM 711030106 6 000000000200 SH DEFINED 02 SOLE
PEOPLESOFT INC COM 712713106 1,146 000000067697 SH DEFINED 01 SOLE
PEOPLESOFT INC COM 712713106 1 000000000100 SH DEFINED 02 SOLE
PEP BOYS MANNY MOE & JACK COM 713278109 294 000000019780 SH DEFINED 01 SOLE
PEPSICO INC COM 713448108 11,109 000000364238 SH DEFINED 01 SOLE
PEPSICO INC COM 713448108 122 000000003899 SH DEFINED 02 SOLE
PERCLOSE INC COM 71361C107 4,074 000000087500 SH DEFINED 01 SOLE
</TABLE>
<PAGE>
<TABLE>
Page 24 99-11-16 17:22:15
FORM 13F
INFORMATION TABLE
QUARTER ENDING
09/30/1999
<CAPTION>
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>
PERIPHONICS CORP COM 714005105 3,680 000000117300 SH DEFINED 01 SOLE
PERRIGO CO COM 714290103 42 000000005355 SH DEFINED 01 SOLE
PETROLEUM GEO-SVCS A/S SPONSORED 716597109 3 000000000200 SH DEFINED 01 SOLE
PHARMACIA & UPJOHN INC COM 716941109 6,906 000000139166 SH DEFINED 01 SOLE
PHARMACIA & UPJOHN INC COM 716941109 68 000000001400 SH DEFINED 02 SOLE
PFIZER INC COM 717081103 34,773 000000969302 SH DEFINED 01 SOLE
PFIZER INC COM 717081103 376 000000010738 SH DEFINED 02 SOLE
PHELPS DODGE CORP COM 717265102 792 000000014394 SH DEFINED 01 SOLE
PHELPS DODGE CORP COM 717265102 20 000000000380 SH DEFINED 02 SOLE
PHILIP MORRIS COS INC COM 718154107 4,626 000000013600 SH SOLE SOLE
PHILIP MORRIS COS INC COM 718154107 20,578 000000601921 SH DEFINED 01 SOLE
PHILIP MORRIS COS INC COM 718154107 232 000000006720 SH DEFINED 02 SOLE
PHILLIPS PETE CO COM 718507106 3,749 000000007800 SH SOLE SOLE
PHILLIPS PETE CO COM 718507106 3,085 000000063283 SH DEFINED 01 SOLE
PILGRIMS PRIDE CORP CL B 721467108 14 000000001700 SH DEFINED 01 SOLE
PINNACLE WEST CAP CORP COM 723484101 322 000000008870 SH DEFINED 01 SOLE
PINNACLE WEST CAP CORP COM 723484101 550 000000015000 SH DEFINED 02 SOLE
PIONEER HI BRED INTL INC COM 723686101 10,703 000000269697 SH DEFINED 01 SOLE
PIONEER HI BRED INTL INC COM 723686101 19 000000000500 SH DEFINED 02 SOLE
PIONEER NAT RES CO COM 723787107 77 000000007336 SH DEFINED 01 SOLE
PITNEY BOWES INC COM 724479100 3,998 000000065622 SH DEFINED 01 SOLE
PITNEY BOWES INC COM 724479100 43 000000000740 SH DEFINED 02 SOLE
PITTSTON CO COM BRINKS 725701106 123 000000005330 SH DEFINED 01 SOLE
PLACER DOME INC COM 725906101 1,262 000000084902 SH DEFINED 01 SOLE
POLARIS INDS INC COM 731068102 86 000000002500 SH DEFINED 01 SOLE
POLAROID CORP COM 731095105 265 000000010225 SH DEFINED 01 SOLE
POLAROID CORP COM 731095105 7 000000000300 SH DEFINED 02 SOLE
POLICY MGMT SYS CORP COM 731108106 84 000000002670 SH DEFINED 01 SOLE
POLO RALPH LAUREN CORP CL A 731572103 154 000000008600 SH DEFINED 01 SOLE
POOL ENERGY SVCS CO COM 732788104 4,220 000000171400 SH DEFINED 01 SOLE
POTLATCH CORP COM 737628107 304 000000007403 SH DEFINED 01 SOLE
POTOMAC ELEC PWR CO COM 737679100 337 000000013260 SH DEFINED 01 SOLE
PRAXAIR INC COM 74005P104 1,827 000000039730 SH DEFINED 01 SOLE
PRAXAIR INC COM 74005P104 59 000000001300 SH DEFINED 02 SOLE
PRECISION CASTPARTS CORP COM 740189105 54 000000001800 SH DEFINED 01 SOLE
PREMARK INTL INC COM 740459102 1,626 000000032213 SH DEFINED 01 SOLE
PREMIER PKS INC COM NEW 740540208 164 000000005657 SH DEFINED 01 SOLE
PRICE T ROWE & ASSOCIATES COM 741477103 347 000000012670 SH DEFINED 01 SOLE
PRIME HOSPITALITY CORP COM 741917108 0 000000000100 SH DEFINED 01 SOLE
PROCTER & GAMBLE CO COM 742718109 31,196 000000332761 SH DEFINED 01 SOLE
PROCTER & GAMBLE CO COM 742718109 343 000000003550 SH DEFINED 02 SOLE
PROGRESSIVE CORP OHIO COM 743315103 2,065 000000025291 SH DEFINED 01 SOLE
PROMUS HOTEL CORP NEW COM 74342P106 3,442 000000105732 SH DEFINED 01 SOLE
PROTECTIVE LIFE CORP COM 743674103 396 000000013684 SH DEFINED 01 SOLE
PROVIDENT FINL GROUP INC COM 743866105 113 000000003104 SH DEFINED 01 SOLE
PROVIDIAN FINL CORP COM 74406A102 2,847 000000035965 SH DEFINED 01 SOLE
</TABLE>
<PAGE>
<TABLE>
Page 25 99-11-16 17:22:15
FORM 13F
INFORMATION TABLE
QUARTER ENDING
09/30/1999
<CAPTION>
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>
PROVIDIAN FINL CORP COM 74406A102 32 000000000404 SH DEFINED 02 SOLE
PUBLIC SVC CO N MEX COM 744499104 152 000000008362 SH DEFINED 01 SOLE
PUBLIC SVC ENTERPRISE GROUP COM 744573106 2,336 000000060487 SH DEFINED 01 SOLE
PUGET SOUND ENERGY INC COM 745332106 138 000000006154 SH DEFINED 01 SOLE
PULTE CORP COM 745867101 234 000000010781 SH DEFINED 01 SOLE
QLOGIC CORP COM 747277101 180 000000002589 SH DEFINED 01 SOLE
QUAKER OATS CO COM 747402105 2,065 000000033379 SH DEFINED 01 SOLE
QUALCOMM INC COM 747525103 8,543 000000045158 SH DEFINED 01 SOLE
QUALCOMM INC COM 747525103 77 000000000400 SH DEFINED 02 SOLE
QUANTUM CORP COM DSSG 747906204 171 000000012226 SH DEFINED 01 SOLE
QUESTAR CORP COM 748356102 109 000000006032 SH DEFINED 01 SOLE
QUINTILES TRANSNATIONAL CORP SB NT CV 4 748767AC4 13,494 140380000000 PRN DEFINED 01 SOLE
QUINTILES TRANSNATIONAL CORP COM 748767100 261 000000013738 SH DEFINED 01 SOLE
QUORUM HEALTH GROUP INC COM 749084109 37 000000005323 SH DEFINED 01 SOLE
QUORUM HEALTH GROUP INC COM 749084109 7 000000001100 SH DEFINED 02 SOLE
QWEST COMMUNICATIONS INTL INC COM 749121109 3,343 000000113092 SH DEFINED 01 SOLE
R G S ENERGY GROUP INC COM 74956K104 12 000000000500 SH DEFINED 01 SOLE
RPM INC OHIO COM 749685103 97 000000008019 SH DEFINED 01 SOLE
RADIAN GROUP INC COM 750236101 145 000000003400 SH DEFINED 01 SOLE
RALSTON PURINA CO COM RAL-PU 751277302 2,245 000000080559 SH DEFINED 01 SOLE
RALSTON PURINA CO COM RAL-PU 751277302 42 000000001500 SH DEFINED 02 SOLE
RATIONAL SOFTWARE CORP COM NEW 75409P202 184 000000006310 SH DEFINED 01 SOLE
RAYONIER INC COM 754907103 245 000000005849 SH DEFINED 01 SOLE
RAYTHEON CO CL A 755111309 1,094 000000022574 SH DEFINED 01 SOLE
RAYTHEON CO CL A 755111309 29 000000000645 SH DEFINED 02 SOLE
RAYTHEON CO CL B 755111408 4,147 000000083568 SH DEFINED 01 SOLE
RAYTHEON CO CL B 755111408 31 000000000670 SH DEFINED 02 SOLE
READERS DIGEST ASSN INC CL A NON V 755267101 229 000000007850 SH DEFINED 01 SOLE
REEBOK INTL LTD COM 758110100 151 000000014204 SH DEFINED 01 SOLE
REGAL BELOIT CORP COM 758750103 43 000000002100 SH DEFINED 01 SOLE
REGIONS FINL CORP COM 758940100 1,908 000000063613 SH DEFINED 01 SOLE
REGIONS FINL CORP COM 758940100 20 000000000700 SH DEFINED 02 SOLE
REINSURANCE GROUP AMER INC COM 759351109 100 000000003900 SH DEFINED 01 SOLE
RELIANCE BANCORP INC COM 759451107 4,703 000000125000 SH DEFINED 01 SOLE
RELIANT ENERGY INC COM 75952J108 2,618 000000096759 SH DEFINED 01 SOLE
RELIASTAR FINL CORP COM 75952U103 213 000000006415 SH DEFINED 01 SOLE
REPUBLIC N Y CORP COM 760719104 3,757 000000061162 SH DEFINED 01 SOLE
REPUBLIC N Y CORP COM 760719104 797 000000013050 SH DEFINED 02 SOLE
REUTERS GROUP PLC SPONSORED 76132M102 233 000000003384 SH DEFINED 01 SOLE
REX STORES CORP COM 761624105 120 000000003900 SH DEFINED 01 SOLE
REXALL SUNDOWN INC COM 761648104 17 000000001456 SH DEFINED 01 SOLE
REYNOLDS & REYNOLDS CO CL A 761695105 115 000000005671 SH DEFINED 01 SOLE
REYNOLDS METALS CO COM 761763101 3,665 000000060714 SH DEFINED 01 SOLE
REYNOLDS R J TOB HLDGS INC COM 76182K105 213 000000007924 SH DEFINED 01 SOLE
RITE AID CORP COM 767754104 890 000000064448 SH DEFINED 01 SOLE
RITE AID CORP COM 767754104 9 000000000681 SH DEFINED 02 SOLE
</TABLE>
<PAGE>
<TABLE>
Page 26 99-11-16 17:22:15
FORM 13F
INFORMATION TABLE
QUARTER ENDING
09/30/1999
<CAPTION>
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>
ROBBINS & MYERS INC SUB NT CV 770196AA1 1,482 017650000000 PRN DEFINED 01 SOLE
ROBERT HALF INTL INC COM 770323103 509 000000021438 SH DEFINED 01 SOLE
ROCKWELL INTL CORP NEW COM 773903109 2,695 000000051334 SH DEFINED 01 SOLE
ROCKWELL INTL CORP NEW COM 773903109 31 000000000600 SH DEFINED 02 SOLE
ROGERS CANTEL MOBILE COMMN CL B RSTRG 775102205 14 000000000600 SH DEFINED 01 SOLE
ROGERS COMMUNICATIONS INC CL B 775109200 121 000000007200 SH DEFINED 01 SOLE
ROHM & HAAS CO COM 775371107 2,093 000000057958 SH DEFINED 01 SOLE
ROHM & HAAS CO COM 775371107 10 000000000300 SH DEFINED 02 SOLE
ROLLINS INC COM 775711104 34 000000002221 SH DEFINED 01 SOLE
ROSS STORES INC COM 778296103 185 000000009218 SH DEFINED 01 SOLE
ROUSE CO COM 779273101 117 000000005100 SH DEFINED 01 SOLE
ROWAN COS INC COM 779382100 339 000000020878 SH DEFINED 01 SOLE
ROWAN COS INC COM 779382100 1 000000000100 SH DEFINED 02 SOLE
ROYAL DUTCH PETE CO NY REG GLD 780257804 31,886 000000539880 SH DEFINED 01 SOLE
ROYAL DUTCH PETE CO NY REG GLD 780257804 359 000000006086 SH DEFINED 02 SOLE
RUDDICK CORP COM 781258108 54 000000003428 SH DEFINED 01 SOLE
RUSSELL CORP COM 782352108 156 000000011035 SH DEFINED 01 SOLE
RYDER SYS INC COM 783549108 374 000000018377 SH DEFINED 01 SOLE
RYDER SYS INC COM 783549108 19 000000000900 SH DEFINED 02 SOLE
RYERSON TULL INC NEW COM 78375P107 41 000000001793 SH DEFINED 01 SOLE
SBC COMMUNICATIONS INC COM 78387G103 0 000000000000 SH SOLE SOLE
SBC COMMUNICATIONS INC COM 78387G103 25,583 000000501025 SH DEFINED 01 SOLE
SBC COMMUNICATIONS INC COM 78387G103 274 000000005200 SH DEFINED 02 SOLE
SCI SYS INC COM 783890106 252 000000005681 SH DEFINED 01 SOLE
SLM HLDG CORP COM 78442A109 1,721 000000040041 SH DEFINED 01 SOLE
SLM HLDG CORP COM 78442A109 4 000000000100 SH DEFINED 02 SOLE
SPDR TR UNIT SER 1 78462F103 378,061 000002936400 SH DEFINED 01 SOLE
SPX CORP COM 784635104 205 000000002267 SH DEFINED 01 SOLE
SAFECO CORP COM 786429100 1,117 000000039905 SH DEFINED 01 SOLE
SAFECO CORP COM 786429100 8 000000000300 SH DEFINED 02 SOLE
SAFEWAY INC COM NEW 786514208 4,829 000000126881 SH DEFINED 01 SOLE
SAFEWAY INC COM NEW 786514208 66 000000001300 SH DEFINED 02 SOLE
ST JOE CO COM 790148100 12 000000000600 SH DEFINED 01 SOLE
ST JUDE MED INC COM 790849103 885 000000028125 SH DEFINED 01 SOLE
ST JUDE MED INC COM 790849103 6 000000000200 SH DEFINED 02 SOLE
ST PAUL BANCORP INC COM 792848103 6,212 000000271600 SH DEFINED 01 SOLE
ST PAUL COS INC COM 792860108 2,023 000000073582 SH DEFINED 01 SOLE
SAKS INC COM 79377W108 170 000000011246 SH DEFINED 01 SOLE
SANMINA CORP COM 800907107 1,448 000000018720 SH DEFINED 01 SOLE
SANTA FE SNYDER CORP COM 80218K105 119 000000013234 SH DEFINED 01 SOLE
SARA LEE CORP COM 803111103 5,326 000000227877 SH DEFINED 01 SOLE
SARA LEE CORP COM 803111103 63 000000002719 SH DEFINED 02 SOLE
SAVILLE SYS PLC SPONSORED 805174109 4,707 000000320500 SH DEFINED 01 SOLE
SAVIA S A DE C V SPON ADR R 805175106 54,169 000002462252 SH DEFINED 04 SOLE
SCANA CORP COM 805898103 183 000000007583 SH DEFINED 01 SOLE
SCHEIN HENRY INC COM 806407102 17 000000001200 SH DEFINED 01 SOLE
</TABLE>
<PAGE>
<TABLE>
Page 27 99-11-16 17:22:15
FORM 13F
INFORMATION TABLE
QUARTER ENDING
09/30/1999
<CAPTION>
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>
SCHERING PLOUGH CORP COM 806605101 2,669 000000006200 SH SOLE SOLE
SCHERING PLOUGH CORP COM 806605101 16,416 000000376312 SH DEFINED 01 SOLE
SCHERING PLOUGH CORP COM 806605101 164 000000003825 SH DEFINED 02 SOLE
SCHLUMBERGER LTD COM 806857108 5,582 000000009000 SH SOLE SOLE
SCHLUMBERGER LTD COM 806857108 8,625 000000138427 SH DEFINED 01 SOLE
SCHLUMBERGER LTD COM 806857108 92 000000001500 SH DEFINED 02 SOLE
SCHOLASTIC CORP COM 807066105 60 000000001217 SH DEFINED 01 SOLE
SCHULMAN A INC COM 808194104 39 000000002298 SH DEFINED 01 SOLE
SCHWAB CHARLES CORP NEW COM 808513105 6,802 000000203451 SH DEFINED 01 SOLE
SCHWAB CHARLES CORP NEW COM 808513105 73 000000002152 SH DEFINED 02 SOLE
SCIENTIFIC ATLANTA INC COM 808655104 858 000000017327 SH DEFINED 01 SOLE
SCIENTIFIC ATLANTA INC COM 808655104 30 000000000600 SH DEFINED 02 SOLE
SCOTTS CO CL A 810186106 83 000000002400 SH DEFINED 01 SOLE
SEAGATE TECHNOLOGY COM 811804103 1,578 000000051536 SH DEFINED 01 SOLE
SEAGATE TECHNOLOGY COM 811804103 18 000000000587 SH DEFINED 02 SOLE
SEAGRAM LTD COM 811850106 5,029 000000110532 SH DEFINED 01 SOLE
SEAGRAM LTD COM 811850106 57 000000001300 SH DEFINED 02 SOLE
SEALED AIR CORP NEW COM 81211K100 1,074 000000020934 SH DEFINED 01 SOLE
SEALED AIR CORP NEW COM 81211K100 49 000000000944 SH DEFINED 02 SOLE
SEALED AIR CORP NEW PFD CV A $ 81211K209 18,660 003677000000 PRN DEFINED 01 SOLE
SEARS ROEBUCK & CO COM 812387108 3,821 000000121806 SH DEFINED 01 SOLE
SEARS ROEBUCK & CO COM 812387108 56 000000001900 SH DEFINED 02 SOLE
SECTOR SPDR TR SBI CONS S 81369Y308 2,275 000000100000 SH DEFINED 01 SOLE
SECTOR SPDR TR SBI INT-FI 81369Y605 2,212 000000100000 SH DEFINED 01 SOLE
SECTOR SPDR TR SBI INT-TE 81369Y803 55,687 000001350000 SH DEFINED 01 SOLE
SEITEL INC COM NEW 816074306 6 000000000700 SH DEFINED 01 SOLE
SEMPRA ENERGY COM 816851109 1,291 000000062072 SH DEFINED 01 SOLE
SENSORMATIC ELECTRS CORP COM 817265101 177 000000014027 SH DEFINED 01 SOLE
SEPRACOR INC COM 817315104 587 000000007778 SH SOLE SOLE
SEPRACOR INC COM 817315104 177 000000002349 SH DEFINED 01 SOLE
SEQUA CORPORATION CL A 817320104 45 000000000729 SH DEFINED 01 SOLE
SEQUENT COMPUTER SYS INC COM 817338106 1,855 000000103069 SH DEFINED 01 SOLE
SERVICE CORP INTL COM 817565104 878 000000083141 SH DEFINED 01 SOLE
SERVICE CORP INTL COM 817565104 1 000000000100 SH DEFINED 02 SOLE
SHARED MED SYS CORP COM 819486101 309 000000006623 SH DEFINED 01 SOLE
SHARED MED SYS CORP COM 819486101 5 000000000111 SH DEFINED 02 SOLE
SHAW GROUP INC COM 820280105 29 000000001300 SH DEFINED 01 SOLE
SHAW INDS INC COM 820286102 424 000000026771 SH DEFINED 01 SOLE
SHERWIN WILLIAMS CO COM 824348106 1,597 000000076308 SH DEFINED 01 SOLE
SHERWIN WILLIAMS CO COM 824348106 10 000000000526 SH DEFINED 02 SOLE
SHOPKO STORES INC COM 824911101 72 000000002500 SH DEFINED 01 SOLE
SIEBEL SYS INC COM 826170102 690 000000010363 SH DEFINED 01 SOLE
SIERRA PAC RES NEW COM 826428104 127 000000005752 SH DEFINED 01 SOLE
SIGMA ALDRICH CORP COM 826552101 921 000000029025 SH DEFINED 01 SOLE
SIGMA ALDRICH CORP COM 826552101 31 000000001000 SH DEFINED 02 SOLE
SILICON GRAPHICS INC COM 827056102 686 000000062722 SH DEFINED 01 SOLE
</TABLE>
<PAGE>
<TABLE>
Page 28 99-11-16 17:22:15
FORM 13F
INFORMATION TABLE
QUARTER ENDING
09/30/1999
<CAPTION>
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>
SILICON GRAPHICS INC COM 827056102 5 000000000500 SH DEFINED 02 SOLE
SINCLAIR BROADCAST GROUP INC CL A 829226109 5 000000000600 SH DEFINED 01 SOLE
SKYTEL COMMUNICATIONS INC COM 83087Q104 12,086 000000660000 SH DEFINED 01 SOLE
SMART MODULAR TECH INC COM 831690102 2,118 000000062200 SH DEFINED 01 SOLE
SMITH A O COM 831865209 12 000000000400 SH DEFINED 01 SOLE
SMITH INTL INC COM 832110100 144 000000003578 SH DEFINED 01 SOLE
SMUCKER J M CO CL A 832696108 44 000000002123 SH DEFINED 01 SOLE
SMURFIT-STONE CONTAINER CORP COM 832727101 538 000000024896 SH DEFINED 01 SOLE
SNYDER COMMUNICATIONS INC COM 832914105 83 000000005483 SH DEFINED 01 SOLE
SNAP ON INC COM 833034101 772 000000023783 SH DEFINED 01 SOLE
SOLECTRON CORP COM 834182107 5,103 000000071069 SH DEFINED 01 SOLE
SOLECTRON CORP COM 834182107 56 000000000800 SH DEFINED 02 SOLE
SOLUTIA INC COM 834376105 419 000000023469 SH DEFINED 01 SOLE
SONAT INC COM 835415100 1,093 000000027565 SH DEFINED 01 SOLE
SONAT INC COM 835415100 42 000000001100 SH DEFINED 02 SOLE
SONOCO PRODS CO COM 835495102 240 000000010548 SH DEFINED 01 SOLE
SONOSITE INC COM 83568G104 0 000000000001 SH DEFINED 01 SOLE
SOTHEBYS HLDGS INC CL A 835898107 240 000000009324 SH DEFINED 01 SOLE
SOUTHDOWN INC COM 841297104 513 000000009594 SH DEFINED 01 SOLE
SOUTHERN CO COM 842587107 2,833 000000011300 SH SOLE SOLE
SOUTHERN CO COM 842587107 4,401 000000170914 SH DEFINED 01 SOLE
SOUTHERN CO COM 842587107 54 000000002104 SH DEFINED 02 SOLE
SOUTHTRUST CORP COM 844730101 1,691 000000047142 SH DEFINED 01 SOLE
SOUTHWEST AIRLS CO COM 844741108 2,412 000000158815 SH DEFINED 01 SOLE
SOUTHWEST AIRLS CO COM 844741108 7 000000000450 SH DEFINED 02 SOLE
SOUTHWEST GAS CORP COM 844895102 51 000000001900 SH DEFINED 01 SOLE
SOVEREIGN BANCORP INC COM 845905108 136 000000014955 SH DEFINED 01 SOLE
SPEEDWAY MOTORSPORTS INC SB DB CV 5 847788AC0 1,122 007500000000 PRN DEFINED 01 SOLE
SPRINGS INDS INC CL A 851783100 155 000000004569 SH DEFINED 01 SOLE
SPRINT CORP COM FON GR 852061100 10,925 000000201397 SH DEFINED 01 SOLE
SPRINT CORP COM FON GR 852061100 946 000000017148 SH DEFINED 02 SOLE
SPRINT CORP PCS COM SE 852061506 1,295 000000001750 SH SOLE SOLE
SPRINT CORP PCS COM SE 852061506 7,624 000000102251 SH DEFINED 01 SOLE
SPRINT CORP PCS COM SE 852061506 81 000000001100 SH DEFINED 02 SOLE
STANDARD MTR PRODS INC COM 853666105 25 000000001300 SH DEFINED 01 SOLE
STANDARD PRODS CO COM 853836104 1,416 000000040000 SH DEFINED 01 SOLE
STANDARD REGISTER CO COM 853887107 73 000000003143 SH DEFINED 01 SOLE
STANLEY WKS COM 854616109 561 000000022308 SH DEFINED 01 SOLE
STAPLES INC COM 855030102 2,788 000000127814 SH DEFINED 01 SOLE
STAPLES INC COM 855030102 19 000000000900 SH DEFINED 02 SOLE
STARBUCKS CORP COM 855244109 544 000000021956 SH DEFINED 01 SOLE
STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF 85590A203 24 000000001100 SH DEFINED 01 SOLE
STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF 85590A203 2,231 000000100000 SH DEFINED 04 SOLE
STATE STR CORP COM 857477103 2,595 000000040159 SH DEFINED 01 SOLE
STATE STR CORP COM 857477103 25 000000000400 SH DEFINED 02 SOLE
STERIS CORP COM 859152100 68 000000005007 SH DEFINED 01 SOLE
</TABLE>
<PAGE>
<TABLE>
Page 29 99-11-16 17:22:15
FORM 13F
INFORMATION TABLE
QUARTER ENDING
09/30/1999
<CAPTION>
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>
STERLING COMM INC COM 859205106 126 000000006813 SH DEFINED 01 SOLE
STERLING SOFTWARE INC COM 859547101 138 000000006905 SH DEFINED 01 SOLE
STEWART & STEVENSON SVCS INC COM 860342104 26 000000002056 SH DEFINED 01 SOLE
STEWART ENTERPRISES INC CL A 860370105 68 000000011306 SH DEFINED 01 SOLE
STONE ENERGY CORP COM 861642106 40 000000000800 SH DEFINED 01 SOLE
STORAGE TECHNOLOGY CORP COM PAR $0 862111200 141 000000007315 SH DEFINED 01 SOLE
STRUCTURAL DYNAMICS RESH CORP COM 863555108 38 000000002587 SH DEFINED 01 SOLE
STRYKER CORP COM 863667101 361 000000007078 SH DEFINED 01 SOLE
SUIZA FOODS CORP COM 865077101 92 000000002458 SH DEFINED 01 SOLE
SUMMIT BANCORP COM 866005101 1,580 000000048711 SH DEFINED 01 SOLE
SUMMIT BANCORP COM 866005101 15 000000000503 SH DEFINED 02 SOLE
SUN MICROSYSTEMS INC COM 866810104 17,815 000000191560 SH DEFINED 01 SOLE
SUN MICROSYSTEMS INC COM 866810104 205 000000002189 SH DEFINED 02 SOLE
SUNGARD DATA SYS INC COM 867363103 248 000000009426 SH DEFINED 01 SOLE
SUNOCO INC COM 86764P109 632 000000023090 SH DEFINED 01 SOLE
SUNOCO INC COM 86764P109 16 000000000600 SH DEFINED 02 SOLE
SUNTRUST BKS INC COM 867914103 5,257 000000079965 SH DEFINED 01 SOLE
SUPERIOR INDS INTL INC COM 868168105 55 000000001988 SH DEFINED 01 SOLE
SUPERVALU INC COM 868536103 858 000000038898 SH DEFINED 01 SOLE
SUPERVALU INC COM 868536103 2 000000000100 SH DEFINED 02 SOLE
SWIFT TRANSN CO COM 870756103 92 000000004687 SH DEFINED 01 SOLE
SYBRON INTL CORP COM 87114F106 214 000000007986 SH DEFINED 01 SOLE
SYLVAN LEARNING SYS INC COM 871399101 74 000000003824 SH DEFINED 01 SOLE
SYMANTEC CORP COM 871503108 148 000000004140 SH DEFINED 01 SOLE
SYMBOL TECHNOLOGIES INC COM 871508107 216 000000006445 SH DEFINED 01 SOLE
SYNOPSYS INC COM 871607107 594 000000010582 SH DEFINED 01 SOLE
SYNOVUS FINL CORP COM 87161C105 1,261 000000067506 SH DEFINED 01 SOLE
SYNOVUS FINL CORP COM 87161C105 37 000000002100 SH DEFINED 02 SOLE
SYSCO CORP COM 871829107 3,227 000000092053 SH DEFINED 01 SOLE
SYSCO CORP COM 871829107 50 000000001400 SH DEFINED 02 SOLE
TCF FINL CORP COM 872275102 328 000000011506 SH DEFINED 01 SOLE
TECO ENERGY INC COM 872375100 203 000000009636 SH DEFINED 01 SOLE
TJX COS INC NEW COM 872540109 2,229 000000079451 SH DEFINED 01 SOLE
TRW INC COM 872649108 1,384 000000027832 SH DEFINED 01 SOLE
TRW INC COM 872649108 17 000000000360 SH DEFINED 02 SOLE
TANDY CORP COM 875382103 2,508 000000048529 SH DEFINED 01 SOLE
TECH DATA CORP COM 878237106 138 000000005961 SH DEFINED 01 SOLE
TECUMSEH PRODS CO CL A 878895200 74 000000001480 SH DEFINED 01 SOLE
TEKTRONIX INC COM 879131100 357 000000010678 SH DEFINED 01 SOLE
TELEBANC FINANCIAL CORP COM 87925R109 2,145 000000093300 SH DEFINED 01 SOLE
TELECOMUNICACOES BRASILEIRAS S SPONSORED 879287100 0 000000000010 SH DEFINED 04 SOLE
TELECOMUNICACOES BRASILEIRAS S SPONSORED 879287308 342 000000004610 SH DEFINED 04 SOLE
TELEFLEX INC COM 879369106 219 000000005569 SH DEFINED 01 SOLE
TELEFONICA DE ARGENTINA S A SPON ADR C 879378206 35,395 000001342000 SH DEFINED 04 SOLE
TELEFONOS DE MEXICO S A SR DB CV 4 879403AD5 13,195 000014000000 SH DEFINED 04 SOLE
TELEFONOS DE MEXICO S A ADR NOMINA 879403400 0 000000000003 SH DEFINED 01 SOLE
</TABLE>
<PAGE>
<TABLE>
Page 30 99-11-16 17:22:15
FORM 13F
INFORMATION TABLE
QUARTER ENDING
09/30/1999
<CAPTION>
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>
TELEFONOS DE MEXICO S A SPON ADR O 879403780 178 000000002500 SH DEFINED 04 SOLE
TELEPHONE & DATA SYS INC COM 879433100 396 000000004467 SH DEFINED 01 SOLE
TELLABS INC COM 879664100 6,170 000000011000 SH SOLE SOLE
TELLABS INC COM 879664100 5,899 000000103610 SH DEFINED 01 SOLE
TELLABS INC COM 879664100 67 000000001200 SH DEFINED 02 SOLE
TEMPLE INLAND INC COM 879868107 894 000000014669 SH DEFINED 01 SOLE
TENET HEALTHCARE CORP COM 88033G100 1,365 000000077770 SH DEFINED 01 SOLE
TENET HEALTHCARE CORP COM 88033G100 15 000000000890 SH DEFINED 02 SOLE
TENNECO INC NEW COM 88037E101 726 000000042734 SH DEFINED 01 SOLE
TERADYNE INC COM 880770102 438 000000012445 SH DEFINED 01 SOLE
TESORO PETE CORP COM 881609101 16 000000001000 SH DEFINED 01 SOLE
TEXACO INC COM 881694103 3,465 000000005500 SH SOLE SOLE
TEXACO INC COM 881694103 9,033 000000143104 SH DEFINED 01 SOLE
TEXACO INC COM 881694103 100 000000001600 SH DEFINED 02 SOLE
TEXAS INDS INC COM 882491103 92 000000002500 SH DEFINED 01 SOLE
TEXAS INSTRS INC COM 882508104 5,741 000000007000 SH SOLE SOLE
TEXAS INSTRS INC COM 882508104 14,995 000000182313 SH DEFINED 01 SOLE
TEXAS INSTRS INC COM 882508104 181 000000002100 SH DEFINED 02 SOLE
TEXAS UTILS CO COM 882848104 5,505 000000147539 SH DEFINED 01 SOLE
TEXAS UTILS CO COM 882848104 25 000000000700 SH DEFINED 02 SOLE
TEXTRON INC COM 883203101 4,172 000000053925 SH DEFINED 01 SOLE
TEXTRON INC COM 883203101 7 000000000100 SH DEFINED 02 SOLE
THERMO ELECTRON CORP COM 883556102 558 000000041574 SH DEFINED 01 SOLE
THERMO ELECTRON CORP COM 883556102 5 000000000400 SH DEFINED 02 SOLE
THOMAS & BETTS CORP COM 884315102 665 000000013056 SH DEFINED 01 SOLE
3COM CORP COM 885535104 2,907 000000101115 SH DEFINED 01 SOLE
3COM CORP COM 885535104 30 000000001060 SH DEFINED 02 SOLE
TIDEWATER INC COM 886423102 121 000000004780 SH DEFINED 01 SOLE
TIFFANY & CO NEW COM 886547108 456 000000007624 SH DEFINED 01 SOLE
TIME WARNER INC COM 887315109 19,655 000000323555 SH DEFINED 01 SOLE
TIME WARNER INC COM 887315109 199 000000003300 SH DEFINED 02 SOLE
TIMES MIRROR CO NEW COM SER A 887364107 1,353 000000020568 SH DEFINED 01 SOLE
TIMKEN CO COM 887389104 251 000000015620 SH DEFINED 01 SOLE
TOO INC COM 890333107 4 000000000242 SH DEFINED 02 SOLE
TOOTSIE ROLL INDS INC COM 890516107 69 000000002100 SH DEFINED 01 SOLE
TORCHMARK CORP COM 891027104 1,455 000000056233 SH DEFINED 01 SOLE
TORCHMARK CORP COM 891027104 2 000000000100 SH DEFINED 02 SOLE
TOSCO CORP COM NEW 891490302 1,017 000000040304 SH DEFINED 01 SOLE
TOTAL RENAL CARE HLDGS INC COM 89151A107 44 000000005932 SH DEFINED 01 SOLE
TOTAL FINA S A SPONSORED 89151E109 12 000000000200 SH DEFINED 01 SOLE
TOWER AUTOMOTIVE INC COM 891707101 17 000000000900 SH DEFINED 01 SOLE
TOYS R US INC COM 892335100 928 000000061903 SH DEFINED 01 SOLE
TRANSACTION SYS ARCHITECTS CL A 893416107 62 000000002332 SH DEFINED 01 SOLE
TRAVELERS PPTY CAS CORP CL A 893939108 230 000000007800 SH DEFINED 01 SOLE
TREND MICRO INC SPONSORED 89486M107 1,050 000000080001 SH DEFINED 01 SOLE
TRIAD HOSPITALS INC COM 89579K109 9 000000000883 SH DEFINED 02 SOLE
</TABLE>
<PAGE>
<TABLE>
Page 31 99-11-16 17:22:15
FORM 13F
INFORMATION TABLE
QUARTER ENDING
09/30/1999
<CAPTION>
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>
TRICON GLOBAL RESTAURANTS COM 895953107 1,574 000000038467 SH DEFINED 01 SOLE
TRICON GLOBAL RESTAURANTS COM 895953107 21 000000000500 SH DEFINED 02 SOLE
TRIBUNE CO NEW COM 896047107 2,950 000000059310 SH DEFINED 01 SOLE
TRIBUNE CO NEW COM 896047107 33 000000000702 SH DEFINED 02 SOLE
TRIGON HEALTHCARE INC COM 89618L100 219 000000007514 SH DEFINED 01 SOLE
TRINITECH SYS INC CL A 896406105 54 000000002100 SH DEFINED 01 SOLE
TRINITY INDS INC COM 896522109 106 000000003439 SH DEFINED 01 SOLE
TRIUMPH GROUP INC NEW COM 896818101 31 000000001200 SH DEFINED 01 SOLE
TRUE NORTH COMMUNICATIONS INC COM 897844106 3 000000000100 SH DEFINED 01 SOLE
TUPPERWARE CORP COM 899896104 389 000000019246 SH DEFINED 01 SOLE
TUPPERWARE CORP COM 899896104 9 000000000500 SH DEFINED 02 SOLE
TYCO INTL LTD NEW COM 902124106 4,902 000000009600 SH SOLE SOLE
TYCO INTL LTD NEW COM 902124106 21,584 000000209055 SH DEFINED 01 SOLE
TYCO INTL LTD NEW COM 902124106 241 000000002390 SH DEFINED 02 SOLE
TYSON FOODS INC CL A 902494103 295 000000017981 SH DEFINED 01 SOLE
UAL CORP COM PAR $0 902549500 39 000000000600 SH DEFINED 01 SOLE
UCAR INTL INC COM 90262K109 75 000000003304 SH DEFINED 01 SOLE
UST CORP COM 902900109 6,094 000000198200 SH DEFINED 01 SOLE
USX MARATHON GROUP COM NEW 902905827 2,712 000000092731 SH DEFINED 01 SOLE
USX MARATHON GROUP COM NEW 902905827 9 000000000300 SH DEFINED 02 SOLE
UST INC COM 902911106 1,310 000000043414 SH DEFINED 01 SOLE
UST INC COM 902911106 36 000000001200 SH DEFINED 02 SOLE
US BANCORP DEL COM 902973106 3,121 000000010400 SH SOLE SOLE
US BANCORP DEL COM 902973106 5,488 000000181822 SH DEFINED 01 SOLE
US BANCORP DEL COM 902973106 60 000000002040 SH DEFINED 02 SOLE
USA NETWORKS INC COM 902984103 206 000000005328 SH DEFINED 01 SOLE
U S CAN CORP COM 90328W105 24 000000001200 SH DEFINED 01 SOLE
U S G CORP COM NEW 903293405 325 000000006839 SH DEFINED 01 SOLE
U S FOODSERVICE COM 90331R101 492 000000027345 SH DEFINED 01 SOLE
USX-U S STL COM 90337T101 570 000000022143 SH DEFINED 01 SOLE
USX-U S STL COM 90337T101 17 000000000690 SH DEFINED 02 SOLE
ULTRAMAR DIAMOND SHAMROCK CORP COM 904000106 160 000000006300 SH DEFINED 01 SOLE
UNIFI INC COM 904677101 83 000000007581 SH DEFINED 01 SOLE
UNILEVER N V N Y SHS NE 904784709 9,692 000000142270 SH DEFINED 01 SOLE
UNICOM CORP COM 904911104 2,494 000000067519 SH DEFINED 01 SOLE
UNICOM CORP COM 904911104 21 000000000600 SH DEFINED 02 SOLE
UNION CARBIDE CORP COM 905581104 8,125 000000143022 SH DEFINED 01 SOLE
UNION CARBIDE CORP COM 905581104 22 000000000404 SH DEFINED 02 SOLE
UNION PAC CORP COM 907818108 3,436 000000071507 SH DEFINED 01 SOLE
UNION PAC CORP COM 907818108 32 000000000683 SH DEFINED 02 SOLE
UNION PAC RES GROUP INC COM 907834105 1,026 000000063151 SH DEFINED 01 SOLE
UNION PAC RES GROUP INC COM 907834105 48 000000003000 SH DEFINED 02 SOLE
UNION PLANTERS CORP COM 908068109 1,448 000000035536 SH DEFINED 01 SOLE
UNION PLANTERS CORP COM 908068109 16 000000000412 SH DEFINED 02 SOLE
UNISTAR FINANCIAL SVC CORP COM 90921U100 9 000000000344 SH DEFINED 01 SOLE
UNISYS CORP COM 909214108 3,826 000000008500 SH SOLE SOLE
</TABLE>
<PAGE>
<TABLE>
Page 32 99-11-16 17:22:15
FORM 13F
INFORMATION TABLE
QUARTER ENDING
09/30/1999
<CAPTION>
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>
UNISYS CORP COM 909214108 3,191 000000070735 SH DEFINED 01 SOLE
UNISYS CORP COM 909214108 37 000000000827 SH DEFINED 02 SOLE
UNITED ASSET MGMT CORP COM 909420101 44 000000002300 SH DEFINED 01 SOLE
UNITED HEALTHCARE CORP COM 910581107 2,360 000000048478 SH DEFINED 01 SOLE
UNITED HEALTHCARE CORP COM 910581107 30 000000000500 SH DEFINED 02 SOLE
UNITED PAN-EUROPE COMMUNCTN NV SPON ADR A 911300200 28,236 000000462900 SH DEFINED 04 SOLE
UNITED RENTALS INC COM 911363109 15 000000000700 SH DEFINED 01 SOLE
US AIRWAYS GROUP INC COM 911905107 475 000000018098 SH DEFINED 01 SOLE
U S HOME CORP NEW COM 911920106 33 000000001200 SH DEFINED 01 SOLE
U S WEST INC NEW COM 91273H101 7,203 000000126239 SH DEFINED 01 SOLE
U S WEST INC NEW COM 91273H101 5,637 000000101400 SH DEFINED 02 SOLE
U S TR CORP NEW COM 91288L105 64 000000000800 SH DEFINED 01 SOLE
UNITED TECHNOLOGIES CORP COM 913017109 7,255 000000122334 SH DEFINED 01 SOLE
UNITED TECHNOLOGIES CORP COM 913017109 74 000000001326 SH DEFINED 02 SOLE
UNITED WTR RES INC COM 913190104 2,130 000000065000 SH DEFINED 02 SOLE
UNITEDGLOBALCOM CL A 913247508 26,195 000000344400 SH DEFINED 02 SOLE
UNITRIN INC COM 913275103 185 000000005350 SH DEFINED 01 SOLE
UNITRODE CORP COM 913283107 10,920 000000260000 SH DEFINED 01 SOLE
UNIVERSAL CORP VA COM 913456109 63 000000002426 SH DEFINED 01 SOLE
UNIVERSAL FOODS CORP COM 913538104 84 000000003673 SH DEFINED 01 SOLE
UNIVISION COMMUNICATIONS INC CL A 914906102 601 000000007395 SH DEFINED 01 SOLE
UNOCAL CORP COM 915289102 2,249 000000060699 SH DEFINED 01 SOLE
UNOCAL CORP COM 915289102 26 000000000700 SH DEFINED 02 SOLE
UNUMPROVIDENT CORP COM 91529Y106 1,746 000000059320 SH DEFINED 01 SOLE
UNUMPROVIDENT CORP COM 91529Y106 20 000000000674 SH DEFINED 02 SOLE
UTILICORP UTD INC COM 918005109 245 000000011659 SH DEFINED 01 SOLE
V F CORP COM 918204108 928 000000029945 SH DEFINED 01 SOLE
V F CORP COM 918204108 9 000000000300 SH DEFINED 02 SOLE
VALERO ENERGY CORP NEW COM 91913Y100 164 000000008536 SH DEFINED 01 SOLE
VARCO INTL INC COM 922126107 57 000000004751 SH DEFINED 01 SOLE
VARIAN MED SYS INC COM 92220P105 19 000000000900 SH DEFINED 01 SOLE
VENATOR GROUP INC COM 922944103 17 000000002080 SH DEFINED 02 SOLE
VERITAS SOFTWARE CO COM 923436109 1,514 000000019948 SH DEFINED 01 SOLE
VIAD CORP COM 92552R109 216 000000007352 SH DEFINED 01 SOLE
VIACOM INC CL B 925524308 7,354 000000174077 SH DEFINED 01 SOLE
VIACOM INC CL B 925524308 64 000000001500 SH DEFINED 02 SOLE
VISHAY INTERTECHNOLOGY INC COM 928298108 146 000000006169 SH DEFINED 01 SOLE
VISX INC DEL COM 92844S105 564 000000007135 SH DEFINED 01 SOLE
VITESSE SEMICONDUCTOR CORP COM 928497106 717 000000008402 SH DEFINED 01 SOLE
VLASIC FOODS INTL INC COM 928559103 49 000000007162 SH DEFINED 01 SOLE
VODAFONE AIRTOUCH PLC SPONSORED 92857T107 20 000000000089 SH DEFINED 02 SOLE
VULCAN MATLS CO COM 929160109 1,344 000000036706 SH DEFINED 01 SOLE
VULCAN MATLS CO COM 929160109 10 000000000300 SH DEFINED 02 SOLE
WMS INDS INC COM 929297109 83 000000007200 SH DEFINED 01 SOLE
WACHOVIA CORP COM 929771103 3,963 000000050411 SH DEFINED 01 SOLE
WACHOVIA CORP COM 929771103 37 000000000500 SH DEFINED 02 SOLE
</TABLE>
<PAGE>
<TABLE>
Page 33 99-11-16 17:22:15
FORM 13F
INFORMATION TABLE
QUARTER ENDING
09/30/1999
<CAPTION>
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>
WADDELL & REED FINL INC CL A 930059100 1 000000000047 SH DEFINED 02 SOLE
WADDELL & REED FINL INC CL B 930059209 4 000000000205 SH DEFINED 02 SOLE
WAL MART STORES INC COM 931142103 8,752 000000018600 SH SOLE SOLE
WAL MART STORES INC COM 931142103 53,184 000001118187 SH DEFINED 01 SOLE
WAL MART STORES INC COM 931142103 546 000000011735 SH DEFINED 02 SOLE
WALDEN RESIDENTIAL PPTYS INC COM 931210108 654 000000030000 SH DEFINED 01 SOLE
WALGREEN CO COM 931422109 4,356 000000017400 SH SOLE SOLE
WALGREEN CO COM 931422109 6,331 000000249520 SH DEFINED 01 SOLE
WALGREEN CO COM 931422109 65 000000002648 SH DEFINED 02 SOLE
WALLACE COMPUTER SERVICES INC COM 932270101 62 000000003065 SH DEFINED 01 SOLE
WARNACO GROUP INC CL A 934390105 352 000000019291 SH DEFINED 01 SOLE
WARNER LAMBERT CO COM 934488107 14,114 000000212647 SH DEFINED 01 SOLE
WARNER LAMBERT CO COM 934488107 152 000000002400 SH DEFINED 02 SOLE
WASHINGTON GAS LT CO COM 938837101 92 000000003407 SH DEFINED 01 SOLE
WASHINGTON MUT INC COM 939322103 4,728 000000161659 SH DEFINED 01 SOLE
WASHINGTON POST CO CL B 939640108 378 000000000742 SH DEFINED 01 SOLE
WASTE MGMT INC DEL COM 94106L109 0 000000000000 SH SOLE SOLE
WASTE MGMT INC DEL COM 94106L109 3,291 000000170980 SH DEFINED 01 SOLE
WASTE MGMT INC DEL COM 94106L109 29 000000001585 SH DEFINED 02 SOLE
WATERS CORP COM 941848103 766 000000012661 SH DEFINED 01 SOLE
WATSON PHARMACEUTICALS INC COM 942683103 925 000000030283 SH DEFINED 01 SOLE
WATTS INDS INC CL A 942749102 42 000000001959 SH DEFINED 01 SOLE
WAUSAU-MOSINEE PAPER CORP COM 943315101 46 000000003862 SH DEFINED 01 SOLE
WEATHERFORD INTL INC COM 947074100 247 000000007719 SH DEFINED 01 SOLE
WEBSTER FINL CORP CONN COM 947890109 70 000000002783 SH DEFINED 01 SOLE
WELLMAN INC COM 949702104 41 000000002276 SH DEFINED 01 SOLE
WELLPOINT HEALTH NETWORK NEW COM 94973H108 1,486 000000026087 SH DEFINED 01 SOLE
WELLPOINT HEALTH NETWORK NEW COM 94973H108 41 000000000645 SH DEFINED 02 SOLE
WELLS FARGO & CO NEW COM 949746101 16,243 000000409941 SH DEFINED 01 SOLE
WELLS FARGO & CO NEW COM 949746101 185 000000004809 SH DEFINED 02 SOLE
WENDYS INTL INC COM 950590109 1,344 000000050736 SH DEFINED 01 SOLE
WESTAMERICA BANCORPORATION COM 957090103 86 000000002867 SH DEFINED 01 SOLE
WESTERN BANCORP COM 957683105 6,079 000000157400 SH DEFINED 01 SOLE
WESTERN RES INC COM 959425109 40 000000001900 SH DEFINED 01 SOLE
WESTPOINT STEVENS INC COM 961238102 112 000000004778 SH DEFINED 01 SOLE
WESTVACO CORP COM 961548104 802 000000031298 SH DEFINED 01 SOLE
WESTWOOD ONE INC COM 961815107 177 000000003929 SH DEFINED 01 SOLE
WEYERHAEUSER CO COM 962166104 3,616 000000062755 SH DEFINED 01 SOLE
WEYERHAEUSER CO COM 962166104 11 000000000200 SH DEFINED 02 SOLE
WHIRLPOOL CORP COM 963320106 1,309 000000020046 SH DEFINED 01 SOLE
WHIRLPOOL CORP COM 963320106 17 000000000263 SH DEFINED 02 SOLE
WHITMAN CORP NEW COM 96647R107 220 000000015462 SH DEFINED 01 SOLE
WILLAMETTE INDS INC COM 969133107 1,279 000000029665 SH DEFINED 01 SOLE
WILLAMETTE INDS INC COM 969133107 38 000000000900 SH DEFINED 02 SOLE
WILLIAMS COS INC DEL COM 969457100 4,485 000000119217 SH DEFINED 01 SOLE
WILLIAMS COS INC DEL COM 969457100 77 000000002000 SH DEFINED 02 SOLE
</TABLE>
<PAGE>
<TABLE>
Page 34 99-11-16 17:22:15
FORM 13F
INFORMATION TABLE
QUARTER ENDING
09/30/1999
<CAPTION>
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>
WILLIAMS SONOMA INC COM 969904101 198 000000004083 SH DEFINED 01 SOLE
WILMINGTON TRUST CORP COM 971807102 117 000000002426 SH DEFINED 01 SOLE
WINN DIXIE STORES INC COM 974280109 1,093 000000036849 SH DEFINED 01 SOLE
WINN DIXIE STORES INC COM 974280109 21 000000000678 SH DEFINED 02 SOLE
WISCONSIN CENT TRANSN CORP COM 976592105 50 000000003698 SH DEFINED 01 SOLE
WISCONSIN ENERGY CORP COM 976657106 239 000000010234 SH DEFINED 01 SOLE
WISCONSIN ENERGY CORP COM 976657106 18 000000000800 SH DEFINED 02 SOLE
WOLVERINE TUBE INC COM 978093102 24 000000001600 SH DEFINED 01 SOLE
WORLD COLOR PRESS INC DEL COM 981443104 23,057 000000619000 SH DEFINED 01 SOLE
WORTHINGTON INDS INC COM 981811102 430 000000025311 SH DEFINED 01 SOLE
WRIGLEY WM JR CO COM 982526105 1,990 000000028924 SH DEFINED 01 SOLE
WRIGLEY WM JR CO COM 982526105 21 000000000300 SH DEFINED 02 SOLE
WYMAN GORDON CO COM 983085101 3,176 000000170000 SH DEFINED 01 SOLE
XILINX INC COM 983919101 1,304 000000019901 SH DEFINED 01 SOLE
XOMED SURGICAL PRODS INC COM 98412V107 7,125 000000125000 SH DEFINED 01 SOLE
XEROX CORP COM 984121103 7,609 000000181452 SH DEFINED 01 SOLE
XEROX CORP COM 984121103 83 000000002000 SH DEFINED 02 SOLE
YAHOO INC COM 984332106 9,562 000000053272 SH DEFINED 01 SOLE
YORK INTL CORP NEW COM 986670107 103 000000002875 SH DEFINED 01 SOLE
YOUNG & RUBICAM INC COM 987425105 184 000000004200 SH DEFINED 01 SOLE
ZIONS BANCORPORATION COM 989701107 317 000000005760 SH DEFINED 01 SOLE
</TABLE>
