FORM 13F
UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, DC 220549
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: December 31, 1999
------------------
Check here if Amendment [ ]: Amendment Number: ___________
This Amendment (Check only one):
Is a reinstatement.
Adds new holdings entities.
Institutional Investment Manager filing this Report:
Name: Nomura Securities Company, Ltd.
Address: Nihonbashi 1-9-1, Chuo-ku, Tokyo 102, Japan
Form 13F File Number: 28-04979
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
Title: Director
Phone: 212-667-1711
Signature, Place and Date of Signing:
\s\ Gregory P. Gnall
(Signature)
New York, New York
(City, State)
February 14, 2000
(Date)
Report Type (Check only one):
X 13F HOLDINGS REPORT. (Check here if all holdings of this reporting
manager are reported in this report.)
o 13F NOTICE. (Check here if no holdings repeated are in this report,
and all holdings are reported by other reporting manager(s).)
o 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- ______________________________________________________
Name: __________________________________________________________________________
<PAGE>
Form 13F Summary Page
Report Summary:
Number of Other Included Managers:
Four
Form 13F Information Table Entry Total:
-----------------------------------------------------------------------
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
Form 13F File Number 28- 04983__________________________________________________
Name: Nomura Securities International, Inc.
No. 2
Form 13F File Number 28- 04985__________________________________________________
Name: Nomura International plc
No. 3
Form 13F File Number 28- 04989__________________________________________________
Name: Nomura Asset Capital Corporation
No. 4
Form 13F File Number 28- 04993__________________________________________________
Name: Nomura Securities (Bermuda) Ltd
(Repeat as necessary.)
<PAGE>
<TABLE>
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FORM 13F
INFORMATION TABLE
QUARTER ENDING
<CAPTION>
12/31/1999
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
0LERNOUT & HAUSPIE SPEECH PRODS COM B5628B104 2,312 000000050000 SH DEFINED 01 SOLE
LERNOUT & HAUSPIE SPEECH PRODS COM B5628B104 3,037 000000063000 SH DEFINED 02 SOLE
ACE LTD ORD G0070K103 101 000000006100 SH DEFINED 01 SOLE
GEMSTAR INTL GROUP LTD ORD G3788V106 721 000000010130 SH DEFINED 01 SOLE
GLOBAL CROSSING LTD COM G3921A100 11,640 000000232805 SH DEFINED 01 SOLE
GLOBAL CROSSING LTD COM G3921A100 105 000000002205 SH DEFINED 02 SOLE
LORAL SPACE & COMMUNICATIONS COM G56462107 41 000000001700 SH DEFINED 01 SOLE
HILFIGER TOMMY CORP ORD G8915Z102 654 000000028000 SH DEFINED 01 SOLE
TRANSOCEAN OFFSHORE INC CAYMON ORD G90076103 803 000000023858 SH DEFINED 01 SOLE
ASM INTL N V COM N07045102 2,300 000000100000 SH DEFINED 01 SOLE
BAAN CO NV COM N08044104 1,207 000000085500 SH DEFINED 04 SOLE
SUN INTL HOTELS LTD ORD P8797T133 34 000000001800 SH DEFINED 01 SOLE
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 256 000000005200 SH DEFINED 01 SOLE
A D C TELECOMMUNICATIONS COM 000886101 3,421 000000047147 SH DEFINED 01 SOLE
AFLAC INC COM 001055102 3,506 000000074300 SH DEFINED 01 SOLE
AGCO CORP COM 001084102 22 000000001678 SH DEFINED 01 SOLE
AGL RES INC COM 001204106 27 000000001604 SH DEFINED 01 SOLE
AES CORP COM 00130H105 4,204 000000056253 SH DEFINED 01 SOLE
AES CORP COM 00130H105 35 000000000500 SH DEFINED 02 SOLE
AK STL HLDG CORP COM 001547108 54 000000002904 SH DEFINED 01 SOLE
AMC ENTMT INC COM 001669100 31 000000003600 SH DEFINED 01 SOLE
AMFM INC COM 001693100 12,089 000000154500 SH DEFINED 01 SOLE
AMR CORP COM 001765106 2,569 000000038351 SH DEFINED 01 SOLE
AT&T CORP COM 001957109 4,357 000000008700 SH SOLE SOLE
AT&T CORP COM 001957109 40,395 000000794985 SH DEFINED 01 SOLE
AXA FINL INC COM 002451102 435 000000012800 SH DEFINED 01 SOLE
ABBOTT LABS COM 002824100 9,800 000000027200 SH SOLE SOLE
ABBOTT LABS COM 002824100 13,699 000000377261 SH DEFINED 01 SOLE
ABERCROMBIE & FITCH CO CL A 002896207 210 000000007904 SH DEFINED 01 SOLE
ACNIELSEN CORP COM 004833109 175 000000007132 SH DEFINED 01 SOLE
ACUSON CORP COM 005113105 9 000000000753 SH DEFINED 01 SOLE
ACXIOM CORP COM 005125109 58 000000002422 SH DEFINED 01 SOLE
ADAPTEC INC SB NT CV 4 00651FAC2 7,568 000007000000 PRN DEFINED 01 SOLE
ADAPTEC INC COM 00651F108 1,482 000000029729 SH DEFINED 01 SOLE
ADAPTEC INC COM 00651F108 15 000000000300 SH DEFINED 02 SOLE
ADECCO SA SPONSORED 006754105 9,600 000000100000 SH DEFINED 04 SOLE
ADELPHIA COMMUNICATIONS CORP CL A 006848105 443 000000006762 SH DEFINED 01 SOLE
ADFORCE INC COM 006867105 5,353 000000075000 SH DEFINED 01 SOLE
ADOBE SYS INC COM 00724F101 2,559 000000038057 SH DEFINED 01 SOLE
ADOBE SYS INC COM 00724F101 26 000000000400 SH DEFINED 02 SOLE
ADTRAN INC COM 00738A106 57 000000001113 SH DEFINED 01 SOLE
AERIAL COMMUNICATIONS INC COM 007655103 3,402 000000055900 SH DEFINED 01 SOLE
ADVANCED MICRO DEVICES INC COM 007903107 1,181 000000040829 SH DEFINED 01 SOLE
AETNA INC COM 008117103 2,625 000000047033 SH DEFINED 01 SOLE
AFFILIATED COMPUTER SERVICES CL A 008190100 252 000000005491 SH DEFINED 01 SOLE
AFFYMETRIX INC COM 00826T108 69 000000000410 SH DEFINED 01 SOLE
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INFORMATION TABLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0AIR PRODS & CHEMS INC COM 009158106 2,083 000000062065 SH DEFINED 01 SOLE
AIRBORNE FGHT CORP COM 009266107 118 000000005371 SH DEFINED 01 SOLE
AIRGAS INC COM 009363102 18 000000001979 SH DEFINED 01 SOLE
AIRONET WIRELESS COMM COM 00943A107 2,016 000000030200 SH DEFINED 01 SOLE
ALASKA AIR GROUP INC COM 011659109 138 000000003944 SH DEFINED 01 SOLE
ALBANY INTL CORP CL A 012348108 23 000000001541 SH DEFINED 01 SOLE
ALBEMARLE CORP COM 012653101 25 000000001318 SH DEFINED 01 SOLE
ALBERTO CULVER CO CL B CONV 013068101 352 000000013659 SH DEFINED 01 SOLE
ALBERTSONS INC COM 013104104 3,351 000000103937 SH DEFINED 01 SOLE
ALCAN ALUMINIUM LTD NEW COM 013716105 2,377 000000057473 SH DEFINED 01 SOLE
ALCOA INC COM 013817101 7,499 000000090351 SH DEFINED 01 SOLE
ALEXANDER & BALDWIN INC COM 014482103 27 000000001215 SH DEFINED 01 SOLE
ALKERMES INC COM 01642T108 20 000000000410 SH DEFINED 01 SOLE
ALLEGHENY ENERGY INC COM 017361106 83 000000003112 SH DEFINED 01 SOLE
ALLERGAN INC COM 018490102 1,605 000000032265 SH DEFINED 01 SOLE
ALLIANT CORP COM 018802108 61 000000002219 SH DEFINED 01 SOLE
ALLIED WASTE INDS INC COM PAR$.0 019589308 408 000000046338 SH DEFINED 01 SOLE
ALLMERICA FINL CORP COM 019754100 85 000000001529 SH DEFINED 01 SOLE
ALLSTATE CORP COM 020002101 5,203 000000216232 SH DEFINED 01 SOLE
ALLTEL CORP COM 020039103 6,998 000000084643 SH DEFINED 01 SOLE
ALPHARMA INC SR SB CV 1 020813AC5 5,094 000004750000 PRN DEFINED 01 SOLE
ALPHARMA INC CL A 020813101 301 000000009800 SH DEFINED 01 SOLE
ALTERA CORP COM 021441100 1,053 000000021253 SH DEFINED 01 SOLE
ALZA CORP DEL COM 022615108 867 000000025052 SH DEFINED 01 SOLE
AMAZON COM INC COM 023135106 31,136 000000409016 SH DEFINED 01 SOLE
AMBAC FINL GROUP INC COM 023139108 165 000000003171 SH DEFINED 01 SOLE
AMERADA HESS CORP COM 023551104 1,889 000000033302 SH DEFINED 01 SOLE
AMEREN CORP COM 023608102 1,100 000000033594 SH DEFINED 01 SOLE
AMERICA ONLINE INC DEL COM 02364J104 41,625 000000548609 SH DEFINED 01 SOLE
AMERICA ONLINE INC DEL COM 02364J104 445 000000005760 SH DEFINED 02 SOLE
AMERICAN EAGLE OUTFITTERS NEW COM 02553E106 59 000000001315 SH DEFINED 01 SOLE
AMERICAN ELEC PWR INC COM 025537101 1,530 000000047638 SH DEFINED 01 SOLE
AMERICAN EXPRESS CO COM 025816109 18,421 000000110805 SH DEFINED 01 SOLE
AMERICAN FINL GROUP INC OHIO COM 025932104 43 000000001646 SH DEFINED 01 SOLE
AMERICAN GENERAL CORP COM 026351106 4,600 000000060628 SH DEFINED 01 SOLE
AMERICAN GREETINGS CORP CL A 026375105 372 000000015773 SH DEFINED 01 SOLE
AMERICAN HOME PRODS CORP COM 026609107 2,731 000000007000 SH SOLE SOLE
AMERICAN HOME PRODS CORP COM 026609107 12,576 000000320430 SH DEFINED 01 SOLE
AMERICAN INTL GROUP INC COM 026874107 594 000000005500 SH SOLE SOLE
AMERICAN INTL GROUP INC COM 026874107 41,083 000000379961 SH DEFINED 01 SOLE
AMERICAN PWR CONVERSION CORP COM 029066107 514 000000019526 SH DEFINED 01 SOLE
AMERICAN STD COS INC DEL COM 029712106 123 000000002693 SH DEFINED 01 SOLE
AMERICAN WTR WKS INC COM 030411102 58 000000002731 SH DEFINED 01 SOLE
AMERIGAS PARTNERS L P UNIT L P I 030975106 19 000000001300 SH DEFINED 01 SOLE
AMETEK INC NEW COM 031100100 17 000000000907 SH DEFINED 01 SOLE
AMGEN INC COM 031162100 17,215 000000286618 SH DEFINED 01 SOLE
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INFORMATION TABLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0AMPHENOL CORP NEW CL A 032095101 53 000000000800 SH DEFINED 01 SOLE
AMSOUTH BANCORPORATION COM 032165102 1,930 000000099978 SH DEFINED 01 SOLE
ANADARKO PETE CORP COM 032511107 1,091 000000031994 SH DEFINED 01 SOLE
ANALOG DEVICES INC COM 032654105 4,121 000000044314 SH DEFINED 01 SOLE
ANDREW CORP COM 034425108 442 000000023344 SH DEFINED 01 SOLE
ANHEUSER BUSCH COS INC COM 035229103 8,653 000000122093 SH DEFINED 01 SOLE
ANNTAYLOR STORES CORP COM 036115103 626 000000018200 SH DEFINED 01 SOLE
AON CORP COM 037389103 2,519 000000062984 SH DEFINED 01 SOLE
APACHE CORP COM 037411105 1,282 000000034728 SH DEFINED 01 SOLE
APOLLO GROUP INC CL A 037604105 406 000000020253 SH DEFINED 01 SOLE
APPLE COMPUTER INC COM 037833100 5,755 000000055978 SH DEFINED 01 SOLE
APRIA HEALTHCARE GROUP INC COM 037933108 26 000000001467 SH DEFINED 01 SOLE
APPLIED MICRO CIRCUITS CORP COM 03822W109 443 000000003484 SH DEFINED 01 SOLE
APPLIED MATLS INC COM 038222105 13,146 000000103773 SH DEFINED 01 SOLE
APTARGROUP INC COM 038336103 123 000000004900 SH DEFINED 01 SOLE
AQUARION CO COM 03838W101 7,400 000000200000 SH DEFINED 01 SOLE
ARCHER DANIELS MIDLAND CO COM 039483102 1,810 000000149288 SH DEFINED 01 SOLE
ARDENT SOFTWARE INC COM 039794102 4,691 000000120300 SH DEFINED 01 SOLE
ARMSTRONG WORLD INDS INC COM 042476101 328 000000009834 SH DEFINED 01 SOLE
ARNOLD INDS INC COM 042595108 9 000000000694 SH DEFINED 01 SOLE
ARROW ELECTRS INC COM 042735100 403 000000015905 SH DEFINED 01 SOLE
ARVIN INDS INC COM 043339100 20 000000000728 SH DEFINED 01 SOLE
ASHLAND INC COM 044204105 583 000000017716 SH DEFINED 01 SOLE
ASSOCIATED BANC CORP COM 045487105 61 000000001803 SH DEFINED 01 SOLE
ASSOCIATED GROUP INC CL A 045651106 9,690 000000106200 SH DEFINED 01 SOLE
AT HOME CORP COM SER A 045919107 655 000000015286 SH DEFINED 01 SOLE
ASSOCIATES FIRST CAP CORP CL A 046008108 5,051 000000184099 SH DEFINED 01 SOLE
ASTORIA FINL CORP COM 046265104 46 000000001533 SH DEFINED 01 SOLE
ATLANTIC RICHFIELD CO COM 048825103 7,196 000000083197 SH DEFINED 01 SOLE
ATMEL CORP COM 049513104 416 000000014092 SH DEFINED 01 SOLE
AUDIOVOX CORP CL A 050757103 139 000000004600 SH DEFINED 01 SOLE
AUTODESK INC COM 052769106 590 000000017491 SH DEFINED 01 SOLE
AUTOMATIC DATA PROCESSING INC COM 053015103 8,264 000000153399 SH DEFINED 01 SOLE
AUTONATION INC COM 05329W102 6 000000000700 SH DEFINED 02 SOLE
AUTOZONE INC COM 053332102 1,287 000000039839 SH DEFINED 01 SOLE
AVERY DENNISON CORP COM 053611109 2,010 000000027587 SH DEFINED 01 SOLE
AVNET INC COM 053807103 71 000000001182 SH DEFINED 01 SOLE
AVON PRODS INC COM 054303102 1,962 000000059459 SH DEFINED 01 SOLE
BB&T CORP COM 054937107 2,357 000000086105 SH DEFINED 01 SOLE
BCE INC COM 05534B109 45 000000000500 SH DEFINED 01 SOLE
BJS WHOLESALE CLUB INC COM 05548J106 75 000000002076 SH DEFINED 01 SOLE
BJ SVCS CO COM 055482103 83 000000001997 SH DEFINED 01 SOLE
BP AMOCO P L C SPONSORED 055622104 47 000000000800 SH DEFINED 01 SOLE
BMC SOFTWARE INC COM 055921100 5,575 000000069747 SH DEFINED 01 SOLE
BAKER HUGHES INC COM 057224107 1,905 000000090470 SH DEFINED 01 SOLE
BALL CORP COM 058498106 292 000000007427 SH DEFINED 01 SOLE
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INFORMATION TABLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0BANDAG INC COM 059815100 15 000000000618 SH DEFINED 01 SOLE
BANK OF AMERICA CORPORATION COM 060505104 21,025 000000418943 SH DEFINED 01 SOLE
BANK NEW YORK INC COM 064057102 7,228 000000180705 SH DEFINED 01 SOLE
BANK ONE CORP COM 06423A103 9,006 000000281439 SH DEFINED 01 SOLE
BANK ONE CORP COM 06423A103 93 000000002950 SH DEFINED 02 SOLE
BANTA CORP COM 066821109 16 000000000749 SH DEFINED 01 SOLE
BARD C R INC COM 067383109 665 000000012556 SH DEFINED 01 SOLE
BARNES & NOBLE INC COM 067774109 341 000000016556 SH DEFINED 01 SOLE
BARRICK GOLD CORP COM 067901108 1,877 000000106163 SH DEFINED 01 SOLE
BARR LABS INC COM 068306109 172 000000005500 SH DEFINED 01 SOLE
BAUSCH & LOMB INC COM 071707103 1,096 000000016024 SH DEFINED 01 SOLE
BAXTER INTL INC COM 071813109 5,590 000000089003 SH DEFINED 01 SOLE
BEA SYS INC SB NT CV 073325AB8 53,840 000010149000 PRN DEFINED 01 SOLE
BEAR STEARNS COS INC COM 073902108 1,250 000000029250 SH DEFINED 01 SOLE
BECKMAN COULTER INC COM 075811109 41 000000000819 SH DEFINED 01 SOLE
BECTON DICKINSON & CO COM 075887109 1,654 000000061430 SH DEFINED 01 SOLE
BED BATH & BEYOND INC COM 075896100 1,789 000000051509 SH DEFINED 01 SOLE
BELL & HOWELL CO NEW COM 077852101 6 000000000200 SH DEFINED 01 SOLE
BELL ATLANTIC CORP COM 077853109 24,985 000000405852 SH DEFINED 01 SOLE
BELLSOUTH CORP COM 079860102 21,623 000000461917 SH DEFINED 01 SOLE
BELO A H CORP DEL COM SER A 080555105 328 000000017238 SH DEFINED 01 SOLE
BEMIS INC COM 081437105 447 000000012839 SH DEFINED 01 SOLE
BERGEN BRUNSWIG CORP CL A 083739102 31 000000003782 SH DEFINED 01 SOLE
BEST BUY INC COM 086516101 2,866 000000057054 SH DEFINED 01 SOLE
BESTFOODS COM 08658U101 3,597 000000068433 SH DEFINED 01 SOLE
BESTFOODS COM 08658U101 37 000000000712 SH DEFINED 02 SOLE
BETHLEHEM STL CORP COM 087509105 269 000000032183 SH DEFINED 01 SOLE
BEVERLY ENTERPRISES INC COM NEW 087851309 12 000000002889 SH DEFINED 01 SOLE
BINDLEY WESTN INDS INC COM 090324104 105 000000007000 SH DEFINED 01 SOLE
BIOCHEM PHARMA INC COM 09058T108 181 000000008345 SH DEFINED 01 SOLE
BIOGEN INC COM 090597105 2,009 000000023781 SH DEFINED 01 SOLE
BIOMET INC COM 090613100 1,445 000000036142 SH DEFINED 01 SOLE
BLACK & DECKER CORP COM 091797100 1,113 000000021318 SH DEFINED 01 SOLE
BLACK HILLS CORP COM 092113109 13 000000000602 SH DEFINED 01 SOLE
BLAIR CORP COM 092828102 18 000000001300 SH DEFINED 01 SOLE
BLOCK H & R INC COM 093671105 1,190 000000027217 SH DEFINED 01 SOLE
BLYTH INDS INC COM 09643P108 40 000000001667 SH DEFINED 01 SOLE
BOB EVANS FARMS INC COM 096761101 17 000000001113 SH DEFINED 01 SOLE
BOEING CO COM 097023105 10,055 000000242666 SH DEFINED 01 SOLE
BOISE CASCADE CORP COM 097383103 1,187 000000029322 SH DEFINED 01 SOLE
BORDERS GROUP INC COM 099709107 247 000000015201 SH DEFINED 01 SOLE
BORG-WARNER AUTOMOTIVE INC COM 099724106 209 000000005162 SH DEFINED 01 SOLE
BOSTON SCIENTIFIC CORP COM 101137107 2,225 000000101755 SH DEFINED 01 SOLE
BOSTON SCIENTIFIC CORP COM 101137107 22 000000001070 SH DEFINED 02 SOLE
BOWATER INC COM 102183100 138 000000002556 SH DEFINED 01 SOLE
BRIGGS & STRATTON CORP COM 109043109 417 000000007780 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0BRINKER INTL INC COM 109641100 44 000000001844 SH DEFINED 01 SOLE
BRISTOL MYERS SQUIBB CO COM 110122108 11,331 000000017700 SH SOLE SOLE
BRISTOL MYERS SQUIBB CO COM 110122108 32,402 000000504805 SH DEFINED 01 SOLE
BRISTOL MYERS SQUIBB CO COM 110122108 333 000000005039 SH DEFINED 02 SOLE
BROADVISION INC COM 111412102 800 000000004710 SH DEFINED 01 SOLE
BROWN FORMAN CORP CL A 115637100 4 000000000083 SH DEFINED 02 SOLE
BROWN FORMAN CORP CL B 115637209 959 000000016762 SH DEFINED 01 SOLE
BRUNSWICK CORP COM 117043109 501 000000022527 SH DEFINED 01 SOLE
BUFFETS INC COM 119882108 11 000000001185 SH DEFINED 01 SOLE
BURLINGTON INDS INC COM 121693105 5 000000001491 SH DEFINED 01 SOLE
BURLINGTON NORTHN SANTA FE CP COM 12189T104 2,964 000000122234 SH DEFINED 01 SOLE
BURLINGTON NORTHN SANTA FE CP COM 12189T104 33 000000001400 SH DEFINED 02 SOLE
BURLINGTON RES INC COM 122014103 2,302 000000069628 SH DEFINED 01 SOLE
BURLINGTON RES INC COM 122014103 16 000000000500 SH DEFINED 02 SOLE
CCB FINL CORP COM 124875105 49 000000001141 SH DEFINED 01 SOLE
CBRL GROUP INC COM 12489V106 37 000000003872 SH DEFINED 01 SOLE
CBS CORP COM 12490K107 13,982 000000218691 SH DEFINED 01 SOLE
CBS CORP COM 12490K107 110 000000001845 SH DEFINED 02 SOLE
C D I CORP COM 125071100 24 000000001000 SH DEFINED 01 SOLE
CDW COMPUTER CTRS INC COM 125129106 95 000000001218 SH DEFINED 01 SOLE
CIGNA CORP COM 125509109 4,408 000000054725 SH DEFINED 01 SOLE
CIGNA CORP COM 125509109 39 000000000510 SH DEFINED 02 SOLE
CLECO CORP NEW COM 12561W105 20 000000000634 SH DEFINED 01 SOLE
CK WITCO CORP COM 12562C108 44 000000003352 SH DEFINED 01 SOLE
CMGI INC COM 125750109 1,999 000000007220 SH DEFINED 01 SOLE
CMP GROUP INC COM 125887109 25 000000000914 SH DEFINED 01 SOLE
CMS ENERGY CORP COM 125896100 886 000000028423 SH DEFINED 01 SOLE
CNET INC SB NT CV 1 125945AA3 16,090 000009500000 PRN DEFINED 01 SOLE
CNET INC COM 125945105 264 000000004665 SH DEFINED 01 SOLE
CNF TRANSN INC COM 12612W104 78 000000002263 SH DEFINED 01 SOLE
CSX CORP COM 126408103 1,681 000000053579 SH DEFINED 01 SOLE
CSX CORP COM 126408103 18 000000000600 SH DEFINED 02 SOLE
CTS CORP COM 126501105 241 000000003200 SH DEFINED 01 SOLE
CVS CORP COM 126650100 3,958 000000099276 SH DEFINED 01 SOLE
CABLEVISION SYS CORP CL A 12686C109 3,752 000000005000 SH SOLE SOLE
CABLEVISION SYS CORP CL A 12686C109 279 000000003700 SH DEFINED 01 SOLE
CABLETRON SYS INC COM 126920107 1,282 000000049315 SH DEFINED 01 SOLE
CABOT CORP COM 127055101 37 000000001863 SH DEFINED 01 SOLE
CADENCE DESIGN SYSTEM INC COM 127387108 164 000000006863 SH DEFINED 01 SOLE
CALLAWAY GOLF CO COM 131193104 37 000000002144 SH DEFINED 01 SOLE
CALPINE CORP COM 131347106 612 000000009573 SH DEFINED 01 SOLE
CAMBRIDGE TECH PARTNERS MASS COM 132524109 104 000000003963 SH DEFINED 01 SOLE
CAMPBELL SOUP CO COM 134429109 4,437 000000114699 SH DEFINED 01 SOLE
CAMPBELL SOUP CO COM 134429109 19 000000000500 SH DEFINED 02 SOLE
CAPITAL ONE FINL CORP COM 14040H105 2,664 000000055294 SH DEFINED 01 SOLE
CAPITAL ONE FINL CORP COM 14040H105 25 000000000535 SH DEFINED 02 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0CARDINAL HEALTH INC COM 14149Y108 3,647 000000076179 SH DEFINED 01 SOLE
CARDINAL HEALTH INC COM 14149Y108 38 000000000800 SH DEFINED 02 SOLE
CARLISLE COS INC COM 142339100 73 000000002049 SH DEFINED 01 SOLE
CARNIVAL CORP COM 143658102 7,238 000000151399 SH DEFINED 01 SOLE
CARNIVAL CORP COM 143658102 105 000000002300 SH DEFINED 02 SOLE
CAROLINA PWR & LT CO COM 144141108 1,192 000000039173 SH DEFINED 01 SOLE
CAROLINA PWR & LT CO COM 144141108 3 000000000100 SH DEFINED 02 SOLE
CARPENTER TECHNOLOGY CORP COM 144285103 112 000000004118 SH DEFINED 01 SOLE
CARTER WALLACE INC COM 146285101 22 000000001268 SH DEFINED 01 SOLE
CATERPILLAR INC DEL COM 149123101 4,324 000000091893 SH DEFINED 01 SOLE
CATERPILLAR INC DEL COM 149123101 43 000000000900 SH DEFINED 02 SOLE
CENDANT CORP COM 151313103 4,635 000000174492 SH DEFINED 01 SOLE
CENDANT CORP COM 151313103 53 000000002100 SH DEFINED 02 SOLE
CENTEX CORP COM 152312104 359 000000014545 SH DEFINED 01 SOLE
CENTEX CORP COM 152312104 4 000000000200 SH DEFINED 02 SOLE
CENTRAL & SOUTH WEST CORP COM 152357109 1,043 000000052177 SH DEFINED 01 SOLE
CENTRAL & SOUTH WEST CORP COM 152357109 2 000000000100 SH DEFINED 02 SOLE
CENTRAL NEWSPAPERS INC CL A 154647101 82 000000002100 SH DEFINED 01 SOLE
CENTURA BKS INC COM 15640T100 39 000000000900 SH DEFINED 01 SOLE
CENTURYTEL INC COM 156700106 1,624 000000034280 SH DEFINED 01 SOLE
CERIDIAN CORP COM 15677T106 798 000000037008 SH DEFINED 01 SOLE
CHAMPION INTL CORP COM 158525105 1,462 000000023609 SH DEFINED 01 SOLE
CHAMPION INTL CORP COM 158525105 51 000000000843 SH DEFINED 02 SOLE
CHARTER ONE FINL INC COM 160903100 114 000000005980 SH DEFINED 01 SOLE
CHASE MANHATTAN CORP NEW COM 16161A108 16,253 000000209210 SH DEFINED 01 SOLE
CHASE MANHATTAN CORP NEW COM 16161A108 159 000000002041 SH DEFINED 02 SOLE
CHECKFREE HLDGS CORP COM 162816102 161 000000001544 SH DEFINED 01 SOLE
CHESAPEAKE CORP COM 165159104 60 000000001994 SH DEFINED 01 SOLE
CHEVRON CORPORATION COM 166751107 14,495 000000167337 SH DEFINED 01 SOLE
CHEVRON CORPORATION COM 166751107 122 000000001400 SH DEFINED 02 SOLE
CHICAGO TITLE CORP COM 168228104 3,121 000000067500 SH DEFINED 01 SOLE
CHIRON CORP COM 170040109 955 000000022546 SH DEFINED 01 SOLE
CHRIS CRAFT INDS INC COM 170520100 68 000000000948 SH DEFINED 01 SOLE
CHUBB CORP COM 171232101 2,453 000000043566 SH DEFINED 01 SOLE
CHURCH & DWIGHT INC COM 171340102 178 000000006695 SH DEFINED 01 SOLE
CIENA CORP COM 171779101 522 000000009085 SH DEFINED 01 SOLE
CINCINNATI FINL CORP COM 172062101 1,256 000000040276 SH DEFINED 01 SOLE
CINERGY CORP COM 172474108 942 000000039391 SH DEFINED 01 SOLE
CINERGY CORP COM 172474108 11 000000000460 SH DEFINED 02 SOLE
CIRCUIT CITY STORE INC CIRCT CITY 172737108 2,248 000000049904 SH DEFINED 01 SOLE
CIRCUIT CITY STORE INC CIRCT CITY 172737108 26 000000000600 SH DEFINED 02 SOLE
CISCO SYS INC COM 17275R102 1,740 000000016250 SH SOLE SOLE
CISCO SYS INC COM 17275R102 93,022 000000868352 SH DEFINED 01 SOLE
CISCO SYS INC COM 17275R102 891 000000008400 SH DEFINED 02 SOLE
CIRRUS LOGIC CORP COM 172755100 24 000000001848 SH DEFINED 01 SOLE
CINTAS CORP COM 172908105 560 000000010557 SH DEFINED 01 SOLE
1Page 7 00-02-10 15:37:29
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INFORMATION TABLE
QUARTER ENDING
12/31/1999
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0CITIGROUP INC COM 172967101 9,127 000000016575 SH SOLE SOLE
CITIGROUP INC COM 172967101 46,524 000000835451 SH DEFINED 01 SOLE
CITIGROUP INC COM 172967101 470 000000008458 SH DEFINED 02 SOLE
CITRIX SYS INC COM 177376100 3,434 000000027926 SH DEFINED 01 SOLE
CITY NATL CORP COM 178566105 42 000000001280 SH DEFINED 01 SOLE
CLAIRE'S STORES INC COM 179584107 32 000000001442 SH DEFINED 01 SOLE
CLAIRE'S STORES INC COM 179584107 16 000000000700 SH DEFINED 02 SOLE
CLARIFY INC COM 180492100 12,600 000000100000 SH DEFINED 01 SOLE
CLAYTON HOMES INC COM 184190106 36 000000003944 SH DEFINED 01 SOLE
CLEAR CHANNEL COMMUNICATIONS COM 184502102 7,548 000000084573 SH DEFINED 01 SOLE
CLEVELAND CLIFFS INC COM 185896107 81 000000002612 SH DEFINED 01 SOLE
CLOROX CO DEL COM 189054109 2,922 000000058020 SH DEFINED 01 SOLE
CLOROX CO DEL COM 189054109 30 000000000610 SH DEFINED 02 SOLE
COASTAL CORP COM 190441105 2,721 000000076806 SH DEFINED 01 SOLE
COASTAL CORP COM 190441105 3 000000000100 SH DEFINED 02 SOLE
COCA COLA CO COM 191216100 4,642 000000008000 SH SOLE SOLE
COCA COLA CO COM 191216100 35,332 000000606572 SH DEFINED 01 SOLE
COCA COLA CO COM 191216100 395 000000006696 SH DEFINED 02 SOLE
COCA COLA ENTERPRISES INC COM 191219104 2,101 000000104419 SH DEFINED 01 SOLE
COLGATE PALMOLIVE CO COM 194162103 9,293 000000142977 SH DEFINED 01 SOLE
COLGATE PALMOLIVE CO COM 194162103 92 000000001500 SH DEFINED 02 SOLE
COLUMBIA ENERGY GROUP COM 197648108 1,260 000000019922 SH DEFINED 01 SOLE
COLUMBIA ENERGY GROUP COM 197648108 50 000000000800 SH DEFINED 02 SOLE
COLUMBIA/HCA HEALTHCARE CORP COM 197677107 4,052 000000138235 SH DEFINED 01 SOLE
COLUMBIA/HCA HEALTHCARE CORP COM 197677107 40 000000001400 SH DEFINED 02 SOLE
COMCAST CORP CL A SPL 200300200 10,314 000000203993 SH DEFINED 01 SOLE
COMCAST CORP CL A SPL 200300200 92 000000001800 SH DEFINED 02 SOLE
COMDISCO INC COM 200336105 227 000000006116 SH DEFINED 01 SOLE
COMERICA INC COM 200340107 2,431 000000052082 SH DEFINED 01 SOLE
COMMERCE GROUP INC MASS COM 200641108 39 000000001500 SH DEFINED 01 SOLE
COMMERCIAL METALS CO COM 201723103 13 000000000400 SH DEFINED 01 SOLE
COMPANHIA SIDERURGICA NACIONAL SPONSORED 20440W105 25,680 000000698787 SH DEFINED 04 SOLE
COMPASS BANCSHARES INC COM 20449H109 71 000000003203 SH DEFINED 01 SOLE
COMPAQ COMPUTER CORP COM 204493100 2,970 000000011000 SH SOLE SOLE
COMPAQ COMPUTER CORP COM 204493100 11,290 000000417183 SH DEFINED 01 SOLE
COMPAQ COMPUTER CORP COM 204493100 132 000000004856 SH DEFINED 02 SOLE
COMPUTER ASSOC INTL INC COM 204912109 9,251 000000132288 SH DEFINED 01 SOLE
COMPUTER ASSOC INTL INC COM 204912109 91 000000001395 SH DEFINED 02 SOLE
COMPUSA INC COM 204932107 13 000000002613 SH DEFINED 01 SOLE
COMPUTER SCIENCES CORP COM 205363104 3,866 000000040859 SH DEFINED 01 SOLE
COMPUTER SCIENCES CORP COM 205363104 36 000000000410 SH DEFINED 02 SOLE
COMPUTER TASK GROUP INC COM 205477102 20 000000001400 SH DEFINED 01 SOLE
COMPUWARE CORP COM 205638109 4,097 000000109994 SH DEFINED 01 SOLE
COMPUWARE CORP COM 205638109 37 000000001000 SH DEFINED 02 SOLE
COMSAT CORP COM SER 1 20564D107 29 000000001495 SH DEFINED 01 SOLE
COMSAT CORP COM SER 1 20564D107 1 000000000091 SH DEFINED 02 SOLE
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INFORMATION TABLE
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12/31/1999
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0COMVERSE TECHNOLOGY INC COM PAR $0 205862402 3,127 000000021605 SH DEFINED 01 SOLE
CONAGRA INC COM 205887102 3,648 000000160810 SH DEFINED 01 SOLE
CONAGRA INC COM 205887102 28 000000001300 SH DEFINED 02 SOLE
CONCORD EFS INC COM 206197105 481 000000018715 SH DEFINED 01 SOLE
CONECTIV INC COM 206829103 44 000000002621 SH DEFINED 01 SOLE
CONEXANT SYSTEMS INC COM 207142100 801 000000012076 SH DEFINED 01 SOLE
CONEXANT SYSTEMS INC COM 207142100 6 000000000100 SH DEFINED 02 SOLE
CONOCO INC CL B 208251405 4,121 000000165695 SH DEFINED 01 SOLE
CONOCO INC CL B 208251405 61 000000002500 SH DEFINED 02 SOLE
CONSECO INC COM 208464107 2,288 000000013400 SH SOLE SOLE
CONSECO INC COM 208464107 1,430 000000080281 SH DEFINED 01 SOLE
CONSOLIDATED EDISON INC COM 209115104 1,871 000000054243 SH DEFINED 01 SOLE
CONSOLIDATED EDISON INC COM 209115104 23 000000000670 SH DEFINED 02 SOLE
CONSOLIDATED NAT GAS CO COM 209615103 5,795 000000089244 SH DEFINED 01 SOLE
CONSOLIDATED PAPERS INC COM 209759109 81 000000002558 SH DEFINED 01 SOLE
CONSOLIDATED STORES CORP COM 210149100 441 000000027168 SH DEFINED 01 SOLE
CONSTELLATION ENERGY CORP COM 210371100 1,201 000000041415 SH DEFINED 01 SOLE
CONVERGYS CORP COM 212485106 132 000000004304 SH DEFINED 01 SOLE
COOPER INDS INC COM 216669101 932 000000023050 SH DEFINED 01 SOLE
COOPER TIRE & RUBR CO COM 216831107 293 000000018615 SH DEFINED 01 SOLE
COORS ADOLPH CO CL B 217016104 515 000000009824 SH DEFINED 01 SOLE
CORDANT TECHNOLOGIES INC COM 218412104 34 000000001035 SH DEFINED 01 SOLE
CORN PRODS INTL INC COM 219023108 3 000000000100 SH DEFINED 02 SOLE
CORNING INC COM 219350105 1,173 000000009100 SH SOLE SOLE
CORNING INC COM 219350105 7,745 000000060072 SH DEFINED 01 SOLE
CORNING INC COM 219350105 74 000000000600 SH DEFINED 02 SOLE
COSTCO WHSL CORP NEW COM 22160K105 5,560 000000060938 SH DEFINED 01 SOLE
COSTCO WHSL CORP NEW COM 22160K105 54 000000000600 SH DEFINED 02 SOLE
COUNTRYWIDE CR INDS INC DEL COM 222372104 782 000000030977 SH DEFINED 01 SOLE
COUNTRYWIDE CR INDS INC DEL COM 222372104 7 000000000300 SH DEFINED 02 SOLE
COVANCE INC COM 222816100 99 000000009245 SH DEFINED 01 SOLE
CRANE CO COM 224399105 431 000000021732 SH DEFINED 01 SOLE
CRESTLINE CAP CORP COM 226153104 3 000000000150 SH DEFINED 02 SOLE
CROWN CORK & SEAL INC COM 228255105 1,170 000000052298 SH DEFINED 01 SOLE
CROWN CORK & SEAL INC COM 228255105 7 000000000360 SH DEFINED 02 SOLE
CUMMINS ENGINE INC COM 231021106 490 000000010152 SH DEFINED 01 SOLE
CUMMINS ENGINE INC COM 231021106 14 000000000300 SH DEFINED 02 SOLE
CYMER INC SB NT CV S 232572AC1 5,537 000005000000 PRN DEFINED 01 SOLE
CYPRESS SEMICONDUCTOR CORP SUB NT CON 232806AD1 9,855 000006850000 PRN DEFINED 01 SOLE
CYPRESS SEMICONDUCTOR CORP COM 232806109 99 000000003080 SH DEFINED 01 SOLE
CYTEC INDS INC COM 232820100 27 000000001190 SH DEFINED 01 SOLE
DII GROUP INC COM 232949107 5,038 000000071000 SH DEFINED 01 SOLE
DQE INC COM 23329J104 73 000000002123 SH DEFINED 01 SOLE
DPL INC COM 233293109 77 000000004471 SH DEFINED 01 SOLE
D R HORTON INC COM 23331A109 63 000000004600 SH DEFINED 01 SOLE
DST SYS INC DEL COM 233326107 136 000000001787 SH DEFINED 01 SOLE
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12/31/1999
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0DTE ENERGY CO COM 233331107 1,226 000000038790 SH DEFINED 01 SOLE
DAIN RAUSCHER CORP COM 233856103 27 000000000600 SH DEFINED 01 SOLE
DANA CORP COM 235811106 1,208 000000040374 SH DEFINED 01 SOLE
DANA CORP COM 235811106 15 000000000520 SH DEFINED 02 SOLE
DANAHER CORP DEL COM 235851102 2,350 000000048722 SH DEFINED 01 SOLE
DARDEN RESTAURANTS INC COM 237194105 584 000000032248 SH DEFINED 01 SOLE
DAYTON HUDSON CORP COM 239753106 7,940 000000108131 SH DEFINED 01 SOLE
DAYTON HUDSON CORP COM 239753106 73 000000001000 SH DEFINED 02 SOLE
DEAN FOODS CO COM 242361103 99 000000002503 SH DEFINED 01 SOLE
DEERE & CO COM 244199105 2,486 000000057332 SH DEFINED 01 SOLE
DELHAIZE AMER INC CL B 246688204 605 000000029000 SH DEFINED 01 SOLE
DELL COMPUTER CORP COM 247025109 34,468 000000675844 SH DEFINED 01 SOLE
DELL COMPUTER CORP COM 247025109 298 000000005741 SH DEFINED 02 SOLE
DELPHI AUTOMOTIVE SYS CORP COM 247126105 2,183 000000138661 SH DEFINED 01 SOLE
DELPHI AUTOMOTIVE SYS CORP COM 247126105 22 000000001428 SH DEFINED 02 SOLE
DELTA AIR LINES INC DEL COM 247361108 1,728 000000034708 SH DEFINED 01 SOLE
DELTA AIR LINES INC DEL COM 247361108 19 000000000402 SH DEFINED 02 SOLE
DELUXE CORP COM 248019101 494 000000018017 SH DEFINED 01 SOLE
DELUXE CORP COM 248019101 5 000000000200 SH DEFINED 02 SOLE
DENTSPLY INTL INC NEW COM 249030107 35 000000001488 SH DEFINED 01 SOLE
DEVON ENERGY CORP NEW COM 25179M103 224 000000006818 SH DEFINED 01 SOLE
DEVON ENERGY CORP NEW COM 25179M103 10 000000000313 SH DEFINED 02 SOLE
DEVRY INC DEL COM 251893103 40 000000002157 SH DEFINED 01 SOLE
DEXTER CORP COM 252165105 423 000000010649 SH DEFINED 01 SOLE
DIACRIN INC COM 25243N103 498 000000080900 SH DEFINED 02 SOLE
DIAL CORP NEW COM 25247D101 733 000000030170 SH DEFINED 01 SOLE
DIAL CORP NEW COM 25247D101 0 000000000030 SH DEFINED 02 SOLE
DIAMOND OFFSHORE DRILLING INC COM 25271C102 510 000000016700 SH DEFINED 01 SOLE
DIAMONDS TR UNIT SER 1 252787106 71,416 000000620000 SH DEFINED 01 SOLE
DIEBOLD INC COM 253651103 45 000000001943 SH DEFINED 01 SOLE
DILLARDS INC CL A 254067101 530 000000026280 SH DEFINED 01 SOLE
DILLARDS INC CL A 254067101 6 000000000310 SH DEFINED 02 SOLE
DIME BANCORP INC NEW COM 25429Q102 3,084 000000203924 SH DEFINED 01 SOLE
DISNEY WALT CO COM 254687106 15,339 000000524438 SH DEFINED 01 SOLE
DISNEY WALT CO COM 254687106 165 000000005700 SH DEFINED 02 SOLE
DOLE FOOD INC COM 256605106 0 000000000000 SH SOLE SOLE
DOLE FOOD INC COM 256605106 25 000000001574 SH DEFINED 01 SOLE
DOLLAR GEN CORP COM 256669102 1,871 000000082267 SH DEFINED 01 SOLE
DOLLAR GEN CORP COM 256669102 19 000000000865 SH DEFINED 02 SOLE
DOLLAR TREE STORES INC COM 256747106 237 000000004895 SH DEFINED 01 SOLE
DOMINION RES INC VA COM 257470104 1,837 000000046828 SH DEFINED 01 SOLE
DOMINION RES INC VA COM 257470104 15 000000000387 SH DEFINED 02 SOLE
DONALDSON INC COM 257651109 31 000000001297 SH DEFINED 01 SOLE
DONNELLEY R R & SONS CO COM 257867101 787 000000031729 SH DEFINED 01 SOLE
DONNELLEY R R & SONS CO COM 257867101 9 000000000400 SH DEFINED 02 SOLE
DOUBLECLICK INC SB NT CV 1 258609AA4 42,966 000013849000 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0DOVER CORP COM 260003108 3,151 000000069455 SH DEFINED 01 SOLE
DOVER CORP COM 260003108 27 000000000614 SH DEFINED 02 SOLE
DOW CHEM CO COM 260543103 7,470 000000055909 SH DEFINED 01 SOLE
DOW CHEM CO COM 260543103 79 000000000591 SH DEFINED 02 SOLE
DOW JONES & CO INC COM 260561105 1,625 000000023904 SH DEFINED 01 SOLE
DOW JONES & CO INC COM 260561105 13 000000000200 SH DEFINED 02 SOLE
DREYERS GRAND ICE CREAM INC COM 261878102 13 000000000781 SH DEFINED 01 SOLE
DU PONT E I DE NEMOURS & CO COM 263534109 16,914 000000256761 SH DEFINED 01 SOLE
DU PONT E I DE NEMOURS & CO COM 263534109 174 000000002628 SH DEFINED 02 SOLE
DUALSTAR TECHNOLOGIES WT EXP 02 263572117 6 000000001700 SH DEFINED 01 SOLE
DUKE ENERGY CORP COM 264399106 4,633 000000092442 SH DEFINED 01 SOLE
DUKE ENERGY CORP COM 264399106 41 000000000820 SH DEFINED 02 SOLE
DUN & BRADSTREET CORP DEL COM 26483B106 1,164 000000039482 SH DEFINED 01 SOLE
DUN & BRADSTREET CORP DEL COM 26483B106 11 000000000389 SH DEFINED 02 SOLE
E M C CORP MASS COM 268648102 27,279 000000249698 SH DEFINED 01 SOLE
E M C CORP MASS COM 268648102 283 000000002600 SH DEFINED 02 SOLE
ENSCO INTL INC COM 26874Q100 88 000000003870 SH DEFINED 01 SOLE
EOG RES INC COM 26875P101 103 000000005900 SH DEFINED 01 SOLE
E TOWN COM 269242103 3,735 000000060000 SH DEFINED 01 SOLE
E TRADE GROUP INC COM 269246104 179 000000006889 SH DEFINED 01 SOLE
EARTHGRAINS CO COM 270319106 138 000000008600 SH DEFINED 01 SOLE
EASTERN ENTERPRISES COM 27637F100 380 000000006630 SH DEFINED 01 SOLE
EASTERN ENTERPRISES COM 27637F100 5 000000000100 SH DEFINED 02 SOLE
EASTMAN CHEM CO COM 277432100 1,060 000000022243 SH DEFINED 01 SOLE
EASTMAN KODAK CO COM 277461109 5,742 000000086686 SH DEFINED 01 SOLE
EASTMAN KODAK CO COM 277461109 52 000000000800 SH DEFINED 02 SOLE
EATON CORP COM 278058102 1,725 000000023763 SH DEFINED 01 SOLE
EATON CORP COM 278058102 14 000000000200 SH DEFINED 02 SOLE
EATON VANCE CORP COM NON VT 278265103 15 000000000400 SH DEFINED 01 SOLE
EBAY INC COM 278642103 672 000000005375 SH DEFINED 01 SOLE
ECHOSTAR COMMUNICATIONS NEW CL A 278762109 609 000000006252 SH DEFINED 01 SOLE
ECOLAB INC COM 278865100 1,241 000000031725 SH DEFINED 01 SOLE
EDISON INTL COM 281020107 2,231 000000085211 SH DEFINED 01 SOLE
EDISON INTL COM 281020107 23 000000000900 SH DEFINED 02 SOLE
EDWARDS AG INC COM 281760108 240 000000007495 SH DEFINED 01 SOLE
EL PASO ENERGY CORP DEL COM 283905107 2,174 000000056030 SH DEFINED 01 SOLE
EL PASO ENERGY CORP DEL COM 283905107 43 000000001100 SH DEFINED 02 SOLE
ELECTRONIC ARTS INC COM 285512109 667 000000007951 SH DEFINED 01 SOLE
ELECTRONIC ARTS INC COM 285512109 373 000000004500 SH DEFINED 02 SOLE
ELECTRONIC DATA SYS NEW COM 285661104 8,958 000000133827 SH DEFINED 01 SOLE
ELECTRONIC DATA SYS NEW COM 285661104 88 000000001325 SH DEFINED 02 SOLE
ELECTRONICS FOR IMAGING INC COM 286082102 129 000000002230 SH DEFINED 01 SOLE
EMERSON ELEC CO COM 291011104 6,468 000000112736 SH DEFINED 01 SOLE
EMERSON ELEC CO COM 291011104 74 000000001292 SH DEFINED 02 SOLE
ENERGY EAST CORP COM 29266M109 67 000000003224 SH DEFINED 01 SOLE
ENGELHARD CORP COM 292845104 592 000000031387 SH DEFINED 01 SOLE
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INFORMATION TABLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0ENGELHARD CORP COM 292845104 21 000000001200 SH DEFINED 02 SOLE
ENRON CORP COM 293561106 7,792 000000175611 SH DEFINED 01 SOLE
ENRON CORP COM 293561106 68 000000001600 SH DEFINED 02 SOLE
ENTERGY CORP NEW COM 29364G103 1,590 000000061778 SH DEFINED 01 SOLE
ENZON INC COM 293904108 26 000000000615 SH DEFINED 01 SOLE
EOTT ENERGY PARTNERS L P UNIT LTD P 294103106 10 000000000800 SH DEFINED 01 SOLE
EQUIFAX INC COM 294429105 1,491 000000063307 SH DEFINED 01 SOLE
EQUIFAX INC COM 294429105 27 000000001200 SH DEFINED 02 SOLE
ERICSSON L M TEL CO ADR CL B S 294821400 900 000000013702 SH DEFINED 01 SOLE
ESTERLINE TECHNOLOGIES CORP COM 297425100 27 000000002400 SH DEFINED 01 SOLE
ETHAN ALLEN INTERIORS INC COM 297602104 269 000000008400 SH DEFINED 01 SOLE
ETHYL CORP COM 297659104 8 000000002352 SH DEFINED 01 SOLE
EVEREST REINS HLDGS INC COM 299808105 29 000000001323 SH DEFINED 01 SOLE
EVEREST REINS HLDGS INC COM 299808105 2 000000000100 SH DEFINED 02 SOLE
EXPRESS SCRIPTS INC CL A 302182100 69 000000001086 SH DEFINED 01 SOLE
F M C CORP COM NEW 302491303 430 000000007504 SH DEFINED 01 SOLE
F M C CORP COM NEW 302491303 16 000000000300 SH DEFINED 02 SOLE
FPL GROUP INC COM 302571104 2,006 000000046878 SH DEFINED 01 SOLE
FPL GROUP INC COM 302571104 21 000000000500 SH DEFINED 02 SOLE
FAMILY DLR STORES INC COM 307000109 519 000000031872 SH DEFINED 01 SOLE
FASTENAL CO COM 311900104 113 000000002529 SH DEFINED 01 SOLE
FDX CORP COM 31304N107 3,212 000000078471 SH DEFINED 01 SOLE
FDX CORP COM 31304N107 2,369 000000055800 SH DEFINED 02 SOLE
FEDERAL HOME LN MTG CORP COM 313400301 8,433 000000179198 SH DEFINED 01 SOLE
FEDERAL HOME LN MTG CORP COM 313400301 91 000000002000 SH DEFINED 02 SOLE
FEDERAL MOGUL CORP COM 313549107 41 000000002081 SH DEFINED 01 SOLE
FEDERAL NATL MTG ASSN COM 313586109 19,014 000000304530 SH DEFINED 01 SOLE
FEDERAL NATL MTG ASSN COM 313586109 142 000000002300 SH DEFINED 02 SOLE
FEDERAL SIGNAL CORP COM 313855108 49 000000003099 SH DEFINED 01 SOLE
FEDERATED DEPT STORES INC DEL COM 31410H101 2,893 000000057223 SH DEFINED 01 SOLE
FEDERATED DEPT STORES INC DEL COM 31410H101 49 000000001000 SH DEFINED 02 SOLE
FERRO CORP COM 315405100 21 000000000995 SH DEFINED 01 SOLE
FIFTH THIRD BANCORP COM 316773100 5,558 000000075758 SH DEFINED 01 SOLE
FIFTH THIRD BANCORP COM 316773100 57 000000000800 SH DEFINED 02 SOLE
FINOVA GROUP INC COM 317928109 473 000000013326 SH DEFINED 01 SOLE
FIRST DATA CORP COM 319963104 5,071 000000102845 SH DEFINED 01 SOLE
FIRST DATA CORP COM 319963104 58 000000001200 SH DEFINED 02 SOLE
FIRST HEALTH GROUP CORP COM 320960107 83 000000003103 SH DEFINED 01 SOLE
FIRST REP BK SAN FRANCISCO COM 336158100 23 000000001000 SH DEFINED 01 SOLE
FIRST SEC CORP DEL COM 336294103 7,187 000000281517 SH DEFINED 01 SOLE
FIRST TENN NATL CORP COM 337162101 104 000000003674 SH DEFINED 01 SOLE
FIRST UN CORP COM 337358105 3,113 000000009700 SH SOLE SOLE
FIRST UN CORP COM 337358105 7,983 000000242389 SH DEFINED 01 SOLE
FIRST UN CORP COM 337358105 93 000000002809 SH DEFINED 02 SOLE
FIRST VA BANKS INC COM 337477103 60 000000001400 SH DEFINED 01 SOLE
FIRSTAR CORP NEW WIS COM 33763V109 5,375 000000254441 SH DEFINED 01 SOLE
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INFORMATION TABLE
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12/31/1999
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0FIRSTAR CORP NEW WIS COM 33763V109 54 000000002616 SH DEFINED 02 SOLE
FISERV INC COM 337738108 459 000000011991 SH DEFINED 01 SOLE
FIRSTMERIT CORP COM 337915102 58 000000002531 SH DEFINED 01 SOLE
FIRSTENERGY CORP COM 337932107 1,297 000000057190 SH DEFINED 01 SOLE
FIRSTENERGY CORP COM 337932107 12 000000000550 SH DEFINED 02 SOLE
FLEETWOOD ENTERPRISES INC COM 339099103 237 000000011511 SH DEFINED 01 SOLE
FLEETWOOD ENTERPRISES INC COM 339099103 5 000000000300 SH DEFINED 02 SOLE
FLEMING COS INC COM 339130106 52 000000005100 SH DEFINED 01 SOLE
FLORIDA PROGRESS CORP COM 341109106 1,016 000000024035 SH DEFINED 01 SOLE
FLORIDA PROGRESS CORP COM 341109106 33 000000000800 SH DEFINED 02 SOLE
FLOWERS INDS INC COM 343496105 45 000000002827 SH DEFINED 01 SOLE
FLOWSERVE CORP COM 34354P105 17 000000001052 SH DEFINED 01 SOLE
FLUOR CORP COM 343861100 917 000000019998 SH DEFINED 01 SOLE
FLYCAST COMMUNICATIONS CORP COM 344067103 6,691 000000051500 SH DEFINED 01 SOLE
FORD MTR CO DEL COM 345370100 16,378 000000307223 SH DEFINED 01 SOLE
FORD MTR CO DEL COM 345370100 160 000000003000 SH DEFINED 02 SOLE
FOREMOST CORP OF AMER COM 345469100 2,165 000000076300 SH DEFINED 01 SOLE
FOREST LABS INC CL A 345838106 144 000000002355 SH DEFINED 01 SOLE
FORT JAMES CORP COM 347471104 1,656 000000060504 SH DEFINED 01 SOLE
FORT JAMES CORP COM 347471104 16 000000000611 SH DEFINED 02 SOLE
FORTUNE BRANDS INC COM 349631101 1,331 000000040270 SH DEFINED 01 SOLE
FOSTER WHEELER CORP COM 350244109 88 000000009991 SH DEFINED 01 SOLE
FOUNDATION HEALTH SYS INC COM 350404109 34 000000003446 SH DEFINED 01 SOLE
FRANKLIN RES INC COM 354613101 2,121 000000066155 SH DEFINED 01 SOLE
FRANKLIN RES INC COM 354613101 3 000000000100 SH DEFINED 02 SOLE
FREEPORT-MCMORAN COPPER & GOLD CL A 35671D105 931 000000050200 SH DEFINED 01 SOLE
FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 887 000000042028 SH DEFINED 01 SOLE
FRIENDLY ICE CREAM CORP NEW COM 358497105 54 000000012372 SH SOLE SOLE
FULLER H B CO COM 359694106 22 000000000396 SH DEFINED 01 SOLE
FURNITURE BRANDS INTL INC COM 360921100 30 000000001391 SH DEFINED 01 SOLE
GATX CORP COM 361448103 46 000000001385 SH DEFINED 01 SOLE
GPU INC COM 36225X100 1,041 000000034994 SH DEFINED 01 SOLE
GTE CORP COM 362320103 3,362 000000004800 SH SOLE SOLE
GTE CORP COM 362320103 17,725 000000251194 SH DEFINED 01 SOLE
GTE CORP COM 362320103 181 000000002540 SH DEFINED 02 SOLE
GANNETT INC COM 364730101 5,579 000000068410 SH DEFINED 01 SOLE
GANNETT INC COM 364730101 57 000000000700 SH DEFINED 02 SOLE
GAP INC DEL COM 364760108 9,996 000000217317 SH DEFINED 01 SOLE
GAP INC DEL COM 364760108 98 000000002150 SH DEFINED 02 SOLE
GARTNER GROUP INC NEW CL B 366651206 46 000000003362 SH DEFINED 01 SOLE
GARTNER GROUP INC NEW CL B 366651206 1 000000000123 SH DEFINED 02 SOLE
GATEWAY INC COM 367626108 5,863 000000081372 SH DEFINED 01 SOLE
GATEWAY INC COM 367626108 62 000000000880 SH DEFINED 02 SOLE
GENENTECH INC COM NEW 368710406 862 000000006410 SH DEFINED 01 SOLE
GENERAL DYNAMICS CORP COM 369550108 2,754 000000052222 SH DEFINED 01 SOLE
GENERAL ELEC CO COM 369604103 990 000000006400 SH SOLE SOLE
1Page 13 00-02-10 15:37:29
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0GENERAL ELEC CO COM 369604103 124,666 000000805600 SH DEFINED 01 SOLE
GENERAL ELEC CO COM 369604103 1,293 000000008244 SH DEFINED 02 SOLE
GENERAL INSTR CORP DEL COM 370120107 38,930 000000458010 SH DEFINED 01 SOLE
GENERAL INSTR CORP DEL COM 370120107 37 000000000450 SH DEFINED 02 SOLE
GENERAL MLS INC COM 370334104 3,059 000000085567 SH DEFINED 01 SOLE
GENERAL MLS INC COM 370334104 24 000000000700 SH DEFINED 02 SOLE
GENERAL MTRS CORP COM 370442105 11,575 000000159253 SH DEFINED 01 SOLE
GENERAL MTRS CORP COM 370442105 115 000000001570 SH DEFINED 02 SOLE
GENESCO INC COM 371532102 15 000000001200 SH DEFINED 01 SOLE
GENESYS TELECOMMUNICATION LABS COM 371931106 11,917 000000220700 SH DEFINED 01 SOLE
GENUINE PARTS CO COM 372460105 1,082 000000043636 SH DEFINED 01 SOLE
GENUINE PARTS CO COM 372460105 11 000000000460 SH DEFINED 02 SOLE
GENZYME CORP COM GENL D 372917104 566 000000012585 SH DEFINED 01 SOLE
GEORGIA GULF CORP COM PAR $0 373200203 288 000000009473 SH DEFINED 01 SOLE
GEORGIA PAC CORP COM GA PAC 373298108 2,129 000000041962 SH DEFINED 01 SOLE
GEORGIA PAC CORP COM-TIMBER 373298702 57 000000002335 SH DEFINED 01 SOLE
GILEAD SCIENCES INC COM 375558103 111 000000002058 SH DEFINED 01 SOLE
GILLETTE CO COM 375766102 10,896 000000264544 SH DEFINED 01 SOLE
GILLETTE CO COM 375766102 117 000000002889 SH DEFINED 02 SOLE
GLATFELTER P H CO COM 377316104 17 000000001190 SH DEFINED 01 SOLE
GLOBAL MARINE INC COM 379352404 214 000000012916 SH DEFINED 01 SOLE
GOLDEN ST BANCORP INC COM 381197102 143 000000008300 SH DEFINED 01 SOLE
GOLDEN WEST FINL CORP DEL COM 381317106 1,328 000000039656 SH DEFINED 01 SOLE
GOLDEN WEST FINL CORP DEL COM 381317106 9 000000000300 SH DEFINED 02 SOLE
GOODRICH B F CO COM 382388106 743 000000027035 SH DEFINED 01 SOLE
GOODYEAR TIRE & RUBR CO COM 382550101 1,578 000000056266 SH DEFINED 01 SOLE
GOODYEAR TIRE & RUBR CO COM 382550101 13 000000000492 SH DEFINED 02 SOLE
GRACE W R & CO DEL NEW COM 38388F108 382 000000027108 SH DEFINED 01 SOLE
GRAINGER W W INC COM 384802104 1,093 000000022865 SH DEFINED 01 SOLE
GRAINGER W W INC COM 384802104 14 000000000300 SH DEFINED 02 SOLE
GRAND UN CO COM 386532402 10,808 000001067528 SH DEFINED 01 SOLE
GRANITE CONSTR INC COM 387328107 14 000000000762 SH DEFINED 01 SOLE
GREAT ATLANTIC & PAC TEA INC COM 390064103 262 000000009406 SH DEFINED 01 SOLE
GREAT ATLANTIC & PAC TEA INC COM 390064103 3 000000000120 SH DEFINED 02 SOLE
GREAT LAKES CHEM CORP COM 390568103 537 000000014076 SH DEFINED 01 SOLE
GREENPOINT FINL CORP COM 395384100 210 000000008839 SH DEFINED 01 SOLE
GTECH HLDGS CORP COM 400518106 45 000000002083 SH DEFINED 01 SOLE
GTECH HLDGS CORP COM 400518106 4,887 000000228300 SH DEFINED 02 SOLE
GUIDANT CORP COM 401698105 3,545 000000075430 SH DEFINED 01 SOLE
GUIDANT CORP COM 401698105 38 000000000800 SH DEFINED 02 SOLE
HSB GROUP INC COM 40428N109 78 000000002321 SH DEFINED 01 SOLE
HALLIBURTON CO COM 406216101 4,802 000000119316 SH DEFINED 01 SOLE
HALLIBURTON CO COM 406216101 44 000000001100 SH DEFINED 02 SOLE
HANDLEMAN CO DEL COM 410252100 34 000000002600 SH DEFINED 01 SOLE
HANGER ORTHOPEDIC GROUP INC COM NEW 41043F208 26 000000002600 SH DEFINED 01 SOLE
HANNA M A CO COM 410522106 56 000000005178 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0HANNAFORD BROS CO COM 410550107 602 000000008691 SH DEFINED 01 SOLE
HANOVER COMPRESSOR CO COM 410768105 30 000000000810 SH DEFINED 01 SOLE
HARCOURT GEN INC COM 41163G101 702 000000017459 SH DEFINED 01 SOLE
HARLEY DAVIDSON INC COM 412822108 273 000000004265 SH DEFINED 01 SOLE
HARRAHS ENTMT INC COM 413619107 1,394 000000052751 SH DEFINED 01 SOLE
HARRIS CORP DEL COM 413875105 59 000000002243 SH DEFINED 01 SOLE
HARSCO CORP COM 415864107 35 000000001131 SH DEFINED 01 SOLE
HARTE-HANKS INC COM 416196103 81 000000003735 SH DEFINED 01 SOLE
HARTFORD FINL SVCS GROUP INC COM 416515104 2,704 000000057086 SH DEFINED 01 SOLE
HARTFORD FINL SVCS GROUP INC COM 416515104 59 000000001300 SH DEFINED 02 SOLE
HARTFORD LIFE INC CL A 416592103 396 000000009000 SH DEFINED 01 SOLE
HASBRO INC COM 418056107 1,970 000000104056 SH DEFINED 01 SOLE
HASBRO INC COM 418056107 9 000000000495 SH DEFINED 02 SOLE
HAWAIIAN ELEC INDUSTRIES COM 419870100 26 000000000908 SH DEFINED 01 SOLE
HAYES LEMMERZ INTL INC COM 420781106 22,456 000001287800 SH DEFINED 02 SOLE
HEALTHSOUTH CORP COM 421924101 509 000000094771 SH DEFINED 01 SOLE
HEALTHSOUTH CORP COM 421924101 5 000000001054 SH DEFINED 02 SOLE
HEALTH MGMT ASSOC INC NEW CL A 421933102 95 000000007140 SH DEFINED 01 SOLE
HEILIG MEYERS CO COM 422893107 4 000000001687 SH DEFINED 01 SOLE
HEINZ H J CO COM 423074103 4,074 000000102352 SH DEFINED 01 SOLE
HEINZ H J CO COM 423074103 36 000000000900 SH DEFINED 02 SOLE
HELMERICH & PAYNE INC COM 423452101 518 000000023822 SH DEFINED 01 SOLE
HERCULES INC COM 427056106 727 000000026092 SH DEFINED 01 SOLE
HERSHEY FOODS CORP COM 427866108 1,634 000000034452 SH DEFINED 01 SOLE
HERTZ CORP CL A 428040109 130 000000002600 SH DEFINED 01 SOLE
HEWLETT PACKARD CO SB LYON ZE 428236AC7 3,418 000005000000 SH DEFINED 01 SOLE
HEWLETT PACKARD CO COM 428236103 28,495 000000250514 SH DEFINED 01 SOLE
HEWLETT PACKARD CO COM 428236103 299 000000002597 SH DEFINED 02 SOLE
HIBERNIA CORP CL A 428656102 48 000000004518 SH DEFINED 01 SOLE
HILLENBRAND INDS INC COM 431573104 115 000000003645 SH DEFINED 01 SOLE
HILTON HOTELS CORP COM 432848109 865 000000090512 SH DEFINED 01 SOLE
HILTON HOTELS CORP COM 432848109 7 000000000810 SH DEFINED 02 SOLE
HISPANIC BROADCASTING CORP CL A 43357B104 141 000000001532 SH DEFINED 01 SOLE
HOME DEPOT INC COM 437076102 26,326 000000382925 SH DEFINED 01 SOLE
HOME DEPOT INC COM 437076102 367 000000003614 SH DEFINED 02 SOLE
HOMESTAKE MNG CO COM 437614100 499 000000063872 SH DEFINED 01 SOLE
HOMESTAKE MNG CO COM 437614100 6 000000000800 SH DEFINED 02 SOLE
HON INDS INC COM 438092108 37 000000001701 SH DEFINED 01 SOLE
HORACE MANN EDUCATORS CORP NEW COM 440327104 50 000000002556 SH DEFINED 01 SOLE
HORMEL FOODS CORP COM 440452100 82 000000002042 SH DEFINED 01 SOLE
HOST MARRIOTT CORP NEW COM 44107P104 0 000000000100 SH DEFINED 02 SOLE
HOUGHTON MIFFLIN CO COM 441560109 36 000000000876 SH DEFINED 01 SOLE
HOUSEHOLD INTL INC COM 441815107 4,647 000000124756 SH DEFINED 01 SOLE
HOUSEHOLD INTL INC COM 441815107 55 000000001511 SH DEFINED 02 SOLE
HOWMET INTERNATIONAL COM 443208103 451 000000025000 SH DEFINED 01 SOLE
HUBBELL INC CL B 443510201 49 000000001825 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0HUMANA INC COM 444859102 336 000000041113 SH DEFINED 01 SOLE
HUMANA INC COM 444859102 11 000000001476 SH DEFINED 02 SOLE
HUMAN GENOME SCIENCES INC COM 444903108 62 000000000410 SH DEFINED 01 SOLE
HUNGARIAN TEL & CABLE CORP COM 445542103 3 000000000500 SH DEFINED 02 SOLE
HUNT J B TRANS SVCS INC COM 445658107 13 000000001004 SH DEFINED 01 SOLE
HUNTINGTON BANCSHARES INC COM 446150104 1,553 000000065089 SH DEFINED 01 SOLE
ICN PHARMACEUTICALS INC NEW COM 448924100 55 000000002209 SH DEFINED 01 SOLE
IBP INC COM 449223106 282 000000015700 SH DEFINED 01 SOLE
ICOS CORP COM 449295104 23 000000000820 SH DEFINED 01 SOLE
IDEC PHARMACEUTICALS CORP COM 449370105 80 000000000820 SH DEFINED 01 SOLE
IMC GLOBAL INC COM 449669100 52 000000003226 SH DEFINED 01 SOLE
IMS HEALTH INC COM 449934108 2,054 000000075573 SH DEFINED 01 SOLE
IMS HEALTH INC COM 449934108 22 000000000848 SH DEFINED 02 SOLE
ITT EDUCATIONAL SERVICES INC COM 45068B109 206 000000013400 SH DEFINED 01 SOLE
ITT INDS INC IND COM 450911102 738 000000022071 SH DEFINED 01 SOLE
ITT INDS INC IND COM 450911102 9 000000000270 SH DEFINED 02 SOLE
IDACORP INC COM 451107106 55 000000002060 SH DEFINED 01 SOLE
IDEX CORP COM 45167R104 42 000000001400 SH DEFINED 01 SOLE
IKON OFFICE SOLUTIONS INC COM 451713101 269 000000039486 SH DEFINED 01 SOLE
IKON OFFICE SOLUTIONS INC COM 451713101 2 000000000400 SH DEFINED 02 SOLE
ILLINOIS TOOL WKS INC COM 452308109 5,556 000000082243 SH DEFINED 01 SOLE
ILLINOIS TOOL WKS INC COM 452308109 45 000000000700 SH DEFINED 02 SOLE
ILLINOVA CORP COM 452317100 68 000000001971 SH DEFINED 01 SOLE
IMATION CORP COM 45245A107 34 000000001027 SH DEFINED 01 SOLE
IMMUNEX CORP NEW COM 452528102 1,688 000000015421 SH DEFINED 01 SOLE
INCO LTD COM 453258402 1,144 000000048704 SH DEFINED 01 SOLE
INDIANA ENERGY INC COM 454707100 14 000000000840 SH DEFINED 01 SOLE
INFORMIX CORP COM 456779107 64 000000005675 SH DEFINED 01 SOLE
INGERSOLL-RAND CO COM 456866102 2,640 000000047948 SH DEFINED 01 SOLE
INGERSOLL-RAND CO COM 456866102 55 000000001030 SH DEFINED 02 SOLE
INTEGRATED DEVICE TECHNOLOGY COM 458118106 74 000000002566 SH DEFINED 01 SOLE
INTEGRATED SYS INC COM 45812M104 815 000000024300 SH DEFINED 01 SOLE
INTEL CORP COM 458140100 3,281 000000004000 SH SOLE SOLE
INTEL CORP COM 458140100 99,392 000001207493 SH DEFINED 01 SOLE
INTEL CORP COM 458140100 734 000000008700 SH DEFINED 02 SOLE
INTERNATIONAL BUSINESS MACHS COM 459200101 711 000000006600 SH SOLE SOLE
INTERNATIONAL BUSINESS MACHS COM 459200101 48,284 000000447601 SH DEFINED 01 SOLE
INTERNATIONAL BUSINESS MACHS COM 459200101 498 000000004532 SH DEFINED 02 SOLE
INTERNATIONAL FLAVORS&FRAGRANC COM 459506101 1,039 000000027624 SH DEFINED 01 SOLE
INTERNATIONAL GAME TECHNOLOGY COM 459902102 51 000000002540 SH DEFINED 01 SOLE
INTERNATIONAL MULTIFOODS CORP COM 460043102 6 000000000528 SH DEFINED 01 SOLE
INTL PAPER CO COM 460146103 5,777 000000102361 SH DEFINED 01 SOLE
INTL PAPER CO COM 460146103 57 000000001000 SH DEFINED 02 SOLE
INTERNATIONAL SPEEDWAY CORP CL A 460335201 75 000000001497 SH DEFINED 01 SOLE
INTERPUBLIC GROUP COS INC COM 460690100 4,191 000000072658 SH DEFINED 01 SOLE
INTERPUBLIC GROUP COS INC COM 460690100 37 000000000700 SH DEFINED 02 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0INTERSTATE BAKERIES CORP DEL COM 46072H108 35 000000001976 SH DEFINED 01 SOLE
INTUIT COM 461202103 1,165 000000019444 SH DEFINED 01 SOLE
INVESTMENT TECHNOLOGY GRP NEW COM 46145F105 25 000000000874 SH DEFINED 01 SOLE
IPALCO ENTERPRISES INC COM 462613100 41 000000002416 SH DEFINED 01 SOLE
IT GROUP INC COM 465266104 20 000000002200 SH DEFINED 01 SOLE
I2 TECHNOLOGIES INC COM 465754109 897 000000004605 SH DEFINED 01 SOLE
IVAX CORP COM 465823102 76 000000002974 SH DEFINED 01 SOLE
JDS UNIPHASE CORP COM 46612J101 1,379 000000008551 SH DEFINED 01 SOLE
JSB FINANCIAL INC COM 46624M100 5,099 000000098300 SH DEFINED 01 SOLE
JABIL CIRCUIT INC COM 466313103 180 000000002471 SH DEFINED 01 SOLE
JACOBS ENGR GROUP INC DEL COM 469814107 23 000000000731 SH DEFINED 01 SOLE
JACOR COMMUNUNICATIONS INC WT EXP 09 469858138 1,494 000000093400 SH DEFINED 04 SOLE
JEFFERSON PILOT CORP COM 475070108 1,748 000000025617 SH DEFINED 01 SOLE
JOHNSON & JOHNSON COM 478160104 32,208 000000345402 SH DEFINED 01 SOLE
JOHNSON & JOHNSON COM 478160104 367 000000003907 SH DEFINED 02 SOLE
JOHNSON CTLS INC COM 478366107 1,190 000000020929 SH DEFINED 01 SOLE
JONES APPAREL GROUP INC COM 480074103 93 000000003453 SH DEFINED 01 SOLE
JONES INTERCABLE INC CL A 480206200 4,657 000000067200 SH DEFINED 01 SOLE
JOSTENS INC COM 481088102 199 000000008189 SH DEFINED 01 SOLE
KLA-TENCORP CORP COM 482480100 3,203 000000028764 SH DEFINED 01 SOLE
K MART CORP COM 482584109 1,219 000000121154 SH DEFINED 01 SOLE
KANSAS CITY PWR & LT CO COM 485134100 38 000000001744 SH DEFINED 01 SOLE
KANSAS CITY SOUTHN INDS INC COM 485170104 2,770 000000037125 SH DEFINED 01 SOLE
KAUFMAN & BROAD HOME CORP COM 486168107 282 000000011671 SH DEFINED 01 SOLE
KAYDON CORP COM 486587108 23 000000000868 SH DEFINED 01 SOLE
KEANE INC COM 486665102 64 000000002020 SH DEFINED 01 SOLE
KEITHLEY INSTRS INC COM 487584104 44 000000002200 SH DEFINED 01 SOLE
KELLOGG CO COM 487836108 3,580 000000116193 SH DEFINED 01 SOLE
KELLOGG CO COM 487836108 37 000000001170 SH DEFINED 02 SOLE
KELLY SVCS INC CL A 488152208 25 000000001012 SH DEFINED 01 SOLE
KENNAMETAL INC COM 489170100 28 000000000851 SH DEFINED 01 SOLE
KERR MCGEE CORP COM 492386107 1,458 000000023524 SH DEFINED 01 SOLE
KEYCORP NEW COM 493267108 2,428 000000109766 SH DEFINED 01 SOLE
KEYSPAN CORP COM 49337W100 87 000000003773 SH DEFINED 01 SOLE
KEYSTONE FINANCIAL INC COM 493482103 28 000000001373 SH DEFINED 01 SOLE
KIMBERLY CLARK CORP COM 494368103 8,741 000000133581 SH DEFINED 01 SOLE
KIMBERLY CLARK CORP COM 494368103 89 000000001380 SH DEFINED 02 SOLE
KNIGHT RIDDER INC COM 499040103 1,223 000000020548 SH DEFINED 01 SOLE
KOHLS CORP COM 500255104 2,980 000000041291 SH DEFINED 01 SOLE
KOHLS CORP COM 500255104 29 000000000432 SH DEFINED 02 SOLE
KROGER CO COM 501044101 3,853 000000204157 SH DEFINED 01 SOLE
KROGER CO COM 501044101 40 000000002138 SH DEFINED 02 SOLE
LG&E ENERGY CORP COM 501917108 159 000000009155 SH DEFINED 01 SOLE
LSI LOGIC CORP SB NT CV 4 502161AD4 4,532 000002000000 PRN DEFINED 01 SOLE
LSI LOGIC CORP COM 502161102 2,861 000000042391 SH DEFINED 01 SOLE
LA Z BOY INC COM 505336107 28 000000001700 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0LAIDLAW INC COM 50730K503 14 000000002800 SH DEFINED 02 SOLE
LAMAR ADVERTISING CO CL A 512815101 54 000000000900 SH DEFINED 01 SOLE
LANCASTER COLONY CORP COM 513847103 37 000000001128 SH DEFINED 01 SOLE
LANCE INC COM 514606102 8 000000000844 SH DEFINED 01 SOLE
LANDS END INC COM 515086106 29 000000000850 SH DEFINED 01 SOLE
LATTICE SEMICONDUCTOR CORP COM 518415104 216 000000004600 SH DEFINED 01 SOLE
LAUDER ESTEE COS INC CL A 518439104 2,502 000000005000 SH SOLE SOLE
LEAP WIRELESS INTL INC COM 521863100 6 000000000100 SH DEFINED 02 SOLE
LEAR CORP COM 521865105 316 000000009891 SH DEFINED 01 SOLE
LEE ENTERPRISES INC COM 523768109 39 000000001251 SH DEFINED 01 SOLE
LEGATO SYS INC COM 524651106 520 000000007559 SH DEFINED 01 SOLE
LEGGETT & PLATT INC COM 524660107 1,032 000000048174 SH DEFINED 01 SOLE
LEGG MASON INC COM 524901105 58 000000001612 SH DEFINED 01 SOLE
LEHMAN BROS HLDGS INC COM 524908100 2,598 000000030685 SH DEFINED 01 SOLE
LEHMAN BROS HLDGS INC COM 524908100 24 000000000300 SH DEFINED 02 SOLE
LENNAR CORP COM 526057104 87 000000005400 SH DEFINED 01 SOLE
LEVEL 3 COMMUNICATIONS INC COM 52729N100 1,084 000000013250 SH DEFINED 01 SOLE
LEXMARK INTL GROUP INC CL A 529771107 2,836 000000031343 SH DEFINED 01 SOLE
LIBERTY CORP S C COM 530370105 12 000000000300 SH DEFINED 01 SOLE
LIBERTY DIGITAL INC CL A 530436104 10,766 000000145000 SH DEFINED 01 SOLE
LIFEPOINT HOSPITALS INC COM 53219L109 10 000000000883 SH DEFINED 02 SOLE
LILLY ELI & CO COM 532457108 17,956 000000270021 SH DEFINED 01 SOLE
LILLY ELI & CO COM 532457108 186 000000002770 SH DEFINED 02 SOLE
LIMITED INC COM 532716107 2,282 000000052692 SH DEFINED 01 SOLE
LIMITED INC COM 532716107 25 000000000600 SH DEFINED 02 SOLE
LINCARE HLDGS INC COM 532791100 133 000000003863 SH DEFINED 01 SOLE
LINCOLN NATL CORP IND COM 534187109 1,918 000000047964 SH DEFINED 01 SOLE
LINCOLN NATL CORP IND COM 534187109 17 000000000456 SH DEFINED 02 SOLE
LINEAR TECHNOLOGY CORP COM 535678106 1,648 000000023035 SH DEFINED 01 SOLE
LITTON INDS INC COM 538021106 64 000000001284 SH DEFINED 01 SOLE
LIZ CLAIBORNE INC COM 539320101 545 000000014509 SH DEFINED 01 SOLE
LOCKHEED MARTIN CORP COM 539830109 2,125 000000097169 SH DEFINED 01 SOLE
LOCKHEED MARTIN CORP COM 539830109 23 000000001174 SH DEFINED 02 SOLE
LOEWS CORP COM 540424108 1,609 000000026528 SH DEFINED 01 SOLE
LOEWS CORP COM 540424108 11 000000000200 SH DEFINED 02 SOLE
LONE STAR STEAKHOUSE SALOON COM 542307103 8 000000000933 SH DEFINED 01 SOLE
LONGS DRUG STORES CORP COM 543162101 248 000000009619 SH DEFINED 01 SOLE
LONGVIEW FIBRE CO COM 543213102 20 000000001456 SH DEFINED 01 SOLE
LOUIS DREYFUS NAT GAS CORP COM 546011107 47 000000002600 SH DEFINED 01 SOLE
LOUISIANA PAC CORP COM 546347105 386 000000027505 SH DEFINED 01 SOLE
LOWES COS INC COM 548661107 5,603 000000093781 SH DEFINED 01 SOLE
LOWES COS INC COM 548661107 64 000000001100 SH DEFINED 02 SOLE
LUBRIZOL CORP COM 549271104 47 000000001539 SH DEFINED 01 SOLE
LUCENT TECHNOLOGIES INC COM 549463107 60,282 000000803771 SH DEFINED 01 SOLE
LUCENT TECHNOLOGIES INC COM 549463107 607 000000007886 SH DEFINED 02 SOLE
LYCOS INC COM 550818108 529 000000006661 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0LYONDELL CHEMICAL CO COM 552078107 330 000000025914 SH DEFINED 01 SOLE
MBIA INC COM 55262C100 1,322 000000025037 SH DEFINED 01 SOLE
MBIA INC COM 55262C100 14 000000000280 SH DEFINED 02 SOLE
MBNA CORP COM 55262L100 5,361 000000196746 SH DEFINED 01 SOLE
MBNA CORP COM 55262L100 52 000000002000 SH DEFINED 02 SOLE
MCN ENERGY GROUP INC COM 55267J100 3,976 000000167414 SH DEFINED 01 SOLE
MCI WORLDCOM INC COM 55268B106 4,611 000000008700 SH SOLE SOLE
MCI WORLDCOM INC COM 55268B106 26,721 000000503588 SH DEFINED 01 SOLE
MCI WORLDCOM INC COM 55268B106 387 000000004778 SH DEFINED 02 SOLE
MDU RES GROUP INC COM 552690109 46 000000002300 SH DEFINED 01 SOLE
MEMC ELECTR MATLS INC COM 552715104 84 000000006900 SH DEFINED 01 SOLE
MGIC INVT CORP WIS COM 552848103 1,700 000000028246 SH DEFINED 01 SOLE
MGIC INVT CORP WIS COM 552848103 33 000000000561 SH DEFINED 02 SOLE
MGM GRAND INC COM 552953101 80 000000001600 SH DEFINED 01 SOLE
MAGNA INTL INC SUB DB CV 559222AF1 1,487 000001750000 SH DEFINED 01 SOLE
MAGNA INTL INC SBDB CV 4. 559222AG9 1,912 000002250000 SH DEFINED 01 SOLE
MAGNA INTL INC CL A 559222401 135 000000003200 SH DEFINED 01 SOLE
MAGNETEK INC COM 559424106 5 000000000679 SH DEFINED 01 SOLE
MAKER COMMUNICATIONS INC COM 560875106 1,239 000000029000 SH DEFINED 01 SOLE
MALLINCKRODT INC NEW COM 561232109 543 000000017080 SH DEFINED 01 SOLE
MANDALAY RESORT GROUP MANDALAY 562567107 182 000000009053 SH DEFINED 01 SOLE
MANITOWOC INC COM 563571108 57 000000001700 SH DEFINED 01 SOLE
MANPOWER INC COM 56418H100 5,930 000000016000 SH SOLE SOLE
MANPOWER INC COM 56418H100 80 000000002138 SH DEFINED 01 SOLE
MAPQUEST COM INC COM 565644101 2,606 000000115500 SH DEFINED 01 SOLE
MARK IV INDS INC COM 570387100 23 000000001312 SH DEFINED 01 SOLE
MARSH & MCLENNAN COS INC COM 571748102 6,265 000000065478 SH DEFINED 01 SOLE
MARSH & MCLENNAN COS INC COM 571748102 56 000000000600 SH DEFINED 02 SOLE
MARSHALL & ILSLEY CORP COM 571834100 188 000000003002 SH DEFINED 01 SOLE
MARRIOTT INTL INC NEW CL A 571903202 1,926 000000061033 SH DEFINED 01 SOLE
MARRIOTT INTL INC NEW CL A 571903202 22 000000000720 SH DEFINED 02 SOLE
MARTIN MARIETTA MATLS INC COM 573284106 53 000000001316 SH DEFINED 01 SOLE
MASCO CORP COM 574599106 2,943 000000115993 SH DEFINED 01 SOLE
MASCO CORP COM 574599106 35 000000001400 SH DEFINED 02 SOLE
MASCOTECH INC COM 574670105 35 000000002800 SH DEFINED 01 SOLE
MATTEL INC COM 577081102 1,648 000000125568 SH DEFINED 01 SOLE
MATTEL INC COM 577081102 16 000000001270 SH DEFINED 02 SOLE
MAXIM INTEGRATED PRODS INC COM 57772K101 1,371 000000029064 SH DEFINED 01 SOLE
MAY DEPT STORES CO COM 577778103 2,812 000000087203 SH DEFINED 01 SOLE
MAY DEPT STORES CO COM 577778103 29 000000000950 SH DEFINED 02 SOLE
MAXXAM INC COM 577913106 8 000000000197 SH DEFINED 01 SOLE
MAYTAG CORP COM 578592107 1,037 000000021616 SH DEFINED 01 SOLE
MCCORMICK & CO INC COM NON VT 579780206 184 000000006195 SH DEFINED 01 SOLE
MCDERMOTT INTL INC COM 580037109 132 000000014581 SH DEFINED 01 SOLE
MCDONALDS CORP COM 580135101 13,651 000000338634 SH DEFINED 01 SOLE
MCDONALDS CORP COM 580135101 137 000000003413 SH DEFINED 02 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0MCGRAW HILL COS INC COM 580645109 3,390 000000055014 SH DEFINED 01 SOLE
MCGRAW HILL COS INC COM 580645109 35 000000000592 SH DEFINED 02 SOLE
MCKESSON HBOC INC COM 58155Q103 1,554 000000069106 SH DEFINED 01 SOLE
MCKESSON HBOC INC COM 58155Q103 15 000000000700 SH DEFINED 02 SOLE
MCLEODUSA INC COM 582266102 412 000000007005 SH DEFINED 01 SOLE
MEAD CORP COM 582834107 1,091 000000025130 SH DEFINED 01 SOLE
MEAD CORP COM 582834107 12 000000000300 SH DEFINED 02 SOLE
MEDIAONE GROUP INC COM 58440J104 36,385 000000473691 SH DEFINED 01 SOLE
MEDIAONE GROUP INC COM 58440J104 9,411 000000121729 SH DEFINED 02 SOLE
MEDIA GEN INC CL A 584404107 39 000000000750 SH DEFINED 01 SOLE
MEDIMMUNE INC COM 584699102 1,110 000000006697 SH DEFINED 01 SOLE
MEDTRONIC INC COM 585055106 10,735 000000294621 SH DEFINED 01 SOLE
MEDTRONIC INC COM 585055106 111 000000003012 SH DEFINED 02 SOLE
MENTOR GRAPHICS CORP COM 587200106 23 000000001809 SH DEFINED 01 SOLE
MERCANTILE BANKSHARES CORP COM 587405101 62 000000001943 SH DEFINED 01 SOLE
MERCK & CO INC COM 589331107 7,372 000000011000 SH SOLE SOLE
MERCK & CO INC COM 589331107 39,603 000000589448 SH DEFINED 01 SOLE
MERCK & CO INC COM 589331107 403 000000005947 SH DEFINED 02 SOLE
MEREDITH CORP COM 589433101 526 000000012628 SH DEFINED 01 SOLE
MEREDITH CORP COM 589433101 4 000000000120 SH DEFINED 02 SOLE
MERITOR AUTOMOTIVE INC COM 59000G100 37 000000001948 SH DEFINED 01 SOLE
MERRILL LYNCH & CO INC COM 590188108 8,220 000000098670 SH DEFINED 01 SOLE
MERRILL LYNCH & CO INC COM 590188108 79 000000001000 SH DEFINED 02 SOLE
METROMEDIA FIBER NETWORK INC CL A 591689104 580 000000012116 SH DEFINED 01 SOLE
MICROSOFT CORP COM 594918104 735 000000006300 SH SOLE SOLE
MICROSOFT CORP COM 594918104 159,445 000001365699 SH DEFINED 01 SOLE
MICROSOFT CORP COM 594918104 1,543 000000013098 SH DEFINED 02 SOLE
MICRO WHSE INC COM 59501B105 2,815 000000152208 SH DEFINED 01 SOLE
MICROCHIP TECHNOLOGY INC COM 595017104 260 000000003800 SH DEFINED 01 SOLE
MICRON ELECTRONICS INC COM 595100108 45 000000004080 SH DEFINED 01 SOLE
MICRON TECHNOLOGY INC SUB NT CON 595112AB9 6,431 000005000000 PRN DEFINED 01 SOLE
MICRON TECHNOLOGY INC COM 595112103 5,777 000000074312 SH DEFINED 01 SOLE
MICRON TECHNOLOGY INC COM 595112103 55 000000000710 SH DEFINED 02 SOLE
MIDAMERICAN ENERGY HLDGS NEW COM 59562V107 10,163 000000301687 SH DEFINED 01 SOLE
MIDAMERICAN ENERGY HLDGS NEW COM 59562V107 3,699 000000109500 SH DEFINED 02 SOLE
MIDCAP SPDR TR UNIT SER 1 595635103 20,281 000000250000 SH DEFINED 01 SOLE
MILACRON INC COM 598709103 139 000000009082 SH DEFINED 01 SOLE
MILLENNIUM PHARMACEUTICALS INC COM 599902103 227 000000001867 SH DEFINED 01 SOLE
MILLENNIUM CHEMICALS INC COM 599903101 169 000000008600 SH DEFINED 01 SOLE
MILLER HERMAN INC COM 600544100 132 000000005772 SH DEFINED 01 SOLE
MILLIPORE CORP COM 601073109 429 000000011113 SH DEFINED 01 SOLE
MINERALS TECHNOLOGIES INC COM 603158106 99 000000002496 SH DEFINED 01 SOLE
MINIMED INC COM 60365K108 130 000000001777 SH DEFINED 01 SOLE
MINNESOTA MNG & MFG CO COM 604059105 9,681 000000098912 SH DEFINED 01 SOLE
MINNESOTA MNG & MFG CO COM 604059105 96 000000001000 SH DEFINED 02 SOLE
MINNESOTA PWR INC COM 604110106 35 000000002070 SH DEFINED 01 SOLE
1Page 20 00-02-10 15:37:29
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INFORMATION TABLE
QUARTER ENDING
12/31/1999
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0MIRAGE RESORTS INC COM 60462E104 717 000000047414 SH DEFINED 01 SOLE
MODINE MFG CO COM 607828100 20 000000000832 SH DEFINED 01 SOLE
MODIS PROFESSIONAL SVCS INC COM 607830106 38 000000002707 SH DEFINED 01 SOLE
MOHAWK INDS INC COM 608190104 45 000000001709 SH DEFINED 01 SOLE
MOLEX INC COM 608554101 2,424 000000042771 SH DEFINED 01 SOLE
MOLEX INC CL A 608554200 5,027 000000111100 SH DEFINED 01 SOLE
MOMENTUM BUSINESS APPS INC CL A 60877P108 8 000000001046 SH DEFINED 02 SOLE
MONSANTO CO COM 611662107 5,518 000000155734 SH DEFINED 01 SOLE
MONSANTO CO COM 611662107 56 000000001600 SH DEFINED 02 SOLE
MONTANA POWER CO COM 612085100 112 000000003106 SH DEFINED 01 SOLE
MORGAN J P & CO INC COM 616880100 5,436 000000042930 SH DEFINED 01 SOLE
MORGAN J P & CO INC COM 616880100 62 000000000500 SH DEFINED 02 SOLE
MORGAN STANLEY DEAN WITTER&CO COM NEW 617446448 19,511 000000136682 SH DEFINED 01 SOLE
MORGAN STANLEY DEAN WITTER&CO COM NEW 617446448 195 000000001447 SH DEFINED 02 SOLE
MOTOROLA INC COM 620076109 22,008 000000149463 SH DEFINED 01 SOLE
MOTOROLA INC COM 620076109 211 000000001454 SH DEFINED 02 SOLE
MUELLER INDS INC COM 624756102 18 000000000500 SH DEFINED 01 SOLE
MURPHY OIL CORP COM 626717102 78 000000001368 SH DEFINED 01 SOLE
MYLAN LABS INC COM 628530107 169 000000006742 SH DEFINED 01 SOLE
NCH CORP COM 628850109 6 000000000152 SH DEFINED 01 SOLE
NCO GROUP INC COM 628858102 21 000000000715 SH DEFINED 01 SOLE
NCR CORP NEW COM 62886E108 103 000000002721 SH DEFINED 01 SOLE
NTL INC COM 629407107 763 000000006118 SH DEFINED 01 SOLE
NVR INC COM 62944T105 52 000000001100 SH DEFINED 01 SOLE
NABISCO GROUP HLDG CORP COM 62952P102 871 000000082034 SH DEFINED 01 SOLE
NABISCO GROUP HLDG CORP COM 62952P102 9 000000000900 SH DEFINED 02 SOLE
NABISCO HLDGS CORP CL A 629526104 214 000000006800 SH DEFINED 01 SOLE
NABORS INDS INC COM 629568106 120 000000003911 SH DEFINED 01 SOLE
NACCO INDS INC CL A 629579103 110 000000001992 SH DEFINED 01 SOLE
NASDAQ 100 TR UNIT SER 1 631100104 572,592 000003133200 SH DEFINED 01 SOLE
NATIONAL CITY CORP COM 635405103 3,584 000000151316 SH DEFINED 01 SOLE
NATIONAL CITY CORP COM 635405103 39 000000001708 SH DEFINED 02 SOLE
NATIONAL COMM BANCORP COM 635449101 69 000000003051 SH DEFINED 01 SOLE
NATIONAL DATA CORP COM 635621105 247 000000007300 SH DEFINED 01 SOLE
NATIONAL FUEL GAS CO N J COM 636180101 50 000000001093 SH DEFINED 01 SOLE
NATIONAL-OILWELL INC COM 637071101 39 000000002500 SH DEFINED 01 SOLE
NATIONAL SEMICONDUCTOR CORP COM 637640103 2,414 000000056390 SH DEFINED 01 SOLE
NATIONAL SEMICONDUCTOR CORP COM 637640103 20 000000000480 SH DEFINED 02 SOLE
NATIONAL SVC INDS INC COM 637657107 444 000000015083 SH DEFINED 01 SOLE
NATIONWIDE FINL SVCS INC CL A 638612101 477 000000017100 SH DEFINED 01 SOLE
NAUTICA ENTERPRISES INC COM 639089101 99 000000008800 SH DEFINED 01 SOLE
NAVISTAR INTL CORP NEW COM 63934E108 733 000000015605 SH DEFINED 01 SOLE
NAVIGANT CONSULTING INC COM 63935N107 12 000000001174 SH DEFINED 01 SOLE
NETWORKS ASSOCS INC COM 640938106 319 000000011974 SH DEFINED 01 SOLE
NETWORK APPLIANCE INC COM 64120L104 3,768 000000045372 SH DEFINED 01 SOLE
NETWORK APPLIANCE INC COM 64120L104 16 000000000200 SH DEFINED 02 SOLE
1Page 21 00-02-10 15:37:29
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INFORMATION TABLE
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12/31/1999
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0NETWORK EQUIP TECHNOLOGIES COM 641208103 55 000000004700 SH DEFINED 01 SOLE
NETWORK SOLUTIONS INC DEL COM 64121Q102 441 000000002028 SH DEFINED 01 SOLE
NEW CENTURY ENERGIES INC COM 64352U103 861 000000028347 SH DEFINED 01 SOLE
NEW CENTURY ENERGIES INC COM 64352U103 9 000000000300 SH DEFINED 02 SOLE
NEW ENGLAND ELEC SYS COM 644001109 86 000000001666 SH DEFINED 01 SOLE
NEW ENGLAND ELEC SYS COM 644001109 44,573 000000860800 SH DEFINED 02 SOLE
NEW YORK TIMES CO CL A 650111107 2,064 000000042026 SH DEFINED 01 SOLE
NEWBRIDGE NETWORKS CORP COM 650901101 1,985 000000009000 SH SOLE SOLE
NEWELL RUBBERMAID INC COM 651229106 2,561 000000088313 SH DEFINED 01 SOLE
NEWMONT MINING CORP COM 651639106 1,007 000000041132 SH DEFINED 01 SOLE
NEWMONT MINING CORP COM 651639106 35 000000001400 SH DEFINED 02 SOLE
NEWPORT NEWS SHIPBUILDING INC COM 652228107 25 000000000929 SH DEFINED 01 SOLE
NEXTEL COMMUNICATIONS INC CL A 65332V103 11,775 000000114190 SH DEFINED 01 SOLE
NEXTEL COMMUNICATIONS INC CL A 65332V103 103 000000001000 SH DEFINED 02 SOLE
NEXTLINK COMMUNICATIONS INC CL A 65333H707 388 000000004680 SH DEFINED 01 SOLE
NFRONT INC COM 65334N109 514 000000025700 SH DEFINED 01 SOLE
NIAGARA MOHAWK HLDGS INC COM 653520106 640 000000045966 SH DEFINED 01 SOLE
NICOR INC COM 654086107 390 000000012017 SH DEFINED 01 SOLE
NIKE INC CL B 654106103 4,377 000000088329 SH DEFINED 01 SOLE
NIKE INC CL B 654106103 39 000000000800 SH DEFINED 02 SOLE
NISOURCE INC COM 65473P105 123 000000006925 SH DEFINED 01 SOLE
NOBLE AFFILIATES INC COM 654894104 115 000000005408 SH DEFINED 01 SOLE
NOBLE DRILLING CORP COM 655042109 186 000000005704 SH DEFINED 01 SOLE
NORDSON CORP COM 655663102 22 000000000464 SH DEFINED 01 SOLE
NORDSTROM INC COM 655664100 952 000000036196 SH DEFINED 01 SOLE
NORDSTROM INC COM 655664100 12 000000000480 SH DEFINED 02 SOLE
NORFOLK SOUTHERN CORP COM 655844108 1,929 000000094115 SH DEFINED 01 SOLE
NORFOLK SOUTHERN CORP COM 655844108 20 000000000967 SH DEFINED 02 SOLE
NORTEL NETWORKS CORP COM 656569100 33,104 000000327767 SH DEFINED 01 SOLE
NORTEL NETWORKS CORP COM 656569100 367 000000003704 SH DEFINED 02 SOLE
NORTH AMERN VACCINE INC COM 657201109 225 000000050000 SH DEFINED 01 SOLE
NORTH FORK BANCORPORATION NY COM 659424105 89 000000005175 SH DEFINED 01 SOLE
NORTHEAST UTILS COM 664397106 76 000000003708 SH DEFINED 01 SOLE
NORTHEAST UTILS COM 664397106 1,448 000000070000 SH DEFINED 02 SOLE
NORTHN STS PWR CO MINN COM 665772109 740 000000037985 SH DEFINED 01 SOLE
NORTHN STS PWR CO MINN COM 665772109 8 000000000400 SH DEFINED 02 SOLE
NORTHERN TR CORP COM 665859104 2,894 000000054619 SH DEFINED 01 SOLE
NORTHERN TR CORP COM 665859104 52 000000001000 SH DEFINED 02 SOLE
NORTHROP GRUMMAN CORP COM 666807102 981 000000018152 SH DEFINED 01 SOLE
NORTHROP GRUMMAN CORP COM 666807102 11 000000000227 SH DEFINED 02 SOLE
NORTHWEST AIRLS CORP CL A 667280101 86 000000003877 SH DEFINED 01 SOLE
NOVA CORP GA COM 669784100 65 000000002075 SH DEFINED 01 SOLE
NOVELL INC COM 670006105 4,527 000000113360 SH DEFINED 01 SOLE
NOVELL INC COM 670006105 33 000000001000 SH DEFINED 02 SOLE
NOVELLUS SYS INC COM 670008101 233 000000001902 SH DEFINED 01 SOLE
NSTAR COM 67019E107 68 000000001695 SH DEFINED 01 SOLE
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INFORMATION TABLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0NUCOR CORP COM 670346105 1,989 000000036303 SH DEFINED 01 SOLE
NUCOR CORP COM 670346105 10 000000000200 SH DEFINED 02 SOLE
OGE ENERGY CORP COM 670837103 98 000000005193 SH DEFINED 01 SOLE
OM GROUP INC COM 670872100 123 000000003600 SH DEFINED 01 SOLE
OAK INDS INC COM NEW 671400505 6,600 000000062200 SH DEFINED 01 SOLE
OCCIDENTAL PETE CORP DEL COM 674599105 1,989 000000092009 PRN DEFINED 01 SOLE
OCEAN ENERGY INC TEX COM 67481E106 36 000000004703 SH DEFINED 01 SOLE
OCEANEERING INTL INC COM 675232102 92 000000006200 SH DEFINED 01 SOLE
OFFICEMAX INC COM 67622M108 17 000000003194 SH DEFINED 01 SOLE
OFFICE DEPOT INC COM 676220106 919 000000083564 SH DEFINED 01 SOLE
OFFICE DEPOT INC COM 676220106 31 000000002900 SH DEFINED 02 SOLE
OFFSHORE LOGISTICS INC SUB NT CON 676255AF9 1,637 000002000000 PRN DEFINED 01 SOLE
OGDEN CORP COM 676346109 16 000000001394 SH DEFINED 01 SOLE
OHIO CAS CORP COM 677240103 27 000000001693 SH DEFINED 01 SOLE
OLD KENT FINL CORP COM 679833103 1,021 000000028887 SH DEFINED 01 SOLE
OLD REP INTL CORP COM 680223104 48 000000003558 SH DEFINED 01 SOLE
OLIN CORP COM PAR $1 680665205 25 000000001270 SH DEFINED 01 SOLE
OLSTEN CORP COM 681385100 591 000000052292 SH DEFINED 01 SOLE
OMNICARE INC COM 681904108 179 000000014973 SH DEFINED 01 SOLE
OMNICOM GROUP INC COM 681919106 4,354 000000043548 SH DEFINED 01 SOLE
OMNICOM GROUP INC COM 681919106 40 000000000400 SH DEFINED 02 SOLE
OMNIPOINT CORP COM 68212D102 6,911 000000057300 SH DEFINED 01 SOLE
ONEOK INC NEW COM 682680103 209 000000008346 SH DEFINED 01 SOLE
ONEOK INC NEW COM 682680103 5 000000000200 SH DEFINED 02 SOLE
OPTICAL COATING LAB INC COM 683829105 4,499 000000015200 SH DEFINED 01 SOLE
ORACLE CORP COM 68389X105 784 000000007000 SH SOLE SOLE
ORACLE CORP COM 68389X105 43,159 000000385132 SH DEFINED 01 SOLE
ORACLE CORP COM 68389X105 388 000000003600 SH DEFINED 02 SOLE
OREGON STL MLS INC COM 686079104 5 000000000726 SH DEFINED 01 SOLE
OUTBACK STEAKHOUSE INC COM 689899102 54 000000002114 SH DEFINED 01 SOLE
OVERSEAS SHIPHOLDING GROUP INC COM 690368105 14 000000000949 SH DEFINED 01 SOLE
OWENS CORNING COM 69073F103 259 000000013411 SH DEFINED 01 SOLE
OWENS ILL INC COM NEW 690768403 921 000000036757 SH DEFINED 01 SOLE
OWENS ILL INC COM NEW 690768403 9 000000000400 SH DEFINED 02 SOLE
OXFORD HEALTH PLANS INC COM 691471106 29 000000002298 SH DEFINED 01 SOLE
PECO ENERGY CO COM 693304107 1,584 000000045584 SH DEFINED 01 SOLE
PG&E CORP COM 69331C108 1,931 000000094237 SH DEFINED 01 SOLE
PG&E CORP COM 69331C108 8 000000000400 SH DEFINED 02 SOLE
PE CORP COM PE BIO 69332S102 3,255 000000027060 SH DEFINED 01 SOLE
PE CORP COM PE BIO 69332S102 36 000000000288 SH DEFINED 02 SOLE
PE CORP CELERA GEN 69332S201 61 000000000411 SH DEFINED 01 SOLE
PE CORP CELERA GEN 69332S201 1 000000000007 SH DEFINED 02 SOLE
PIMCO ADVISORS HLDGS L P UT LTD PAR 69338P102 3,015 000000080000 SH DEFINED 01 SOLE
PMC-SIERRA INC COM 69344F106 669 000000004177 SH DEFINED 01 SOLE
PMI GROUP INC COM 69344M101 139 000000002859 SH DEFINED 01 SOLE
PNC BK CORP COM 693475105 4,540 000000102034 SH DEFINED 01 SOLE
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INFORMATION TABLE
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12/31/1999
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0PNC BK CORP COM 693475105 40 000000000910 SH DEFINED 02 SOLE
P P & L RES INC COM 693499105 939 000000041082 SH DEFINED 01 SOLE
PPG INDS INC COM 693506107 2,837 000000045355 SH DEFINED 01 SOLE
PSS WORLD MED INC COM 69366A100 18 000000001999 SH DEFINED 01 SOLE
PACCAR INC COM 693718108 1,068 000000024108 SH DEFINED 01 SOLE
PACCAR INC COM 693718108 9 000000000200 SH DEFINED 02 SOLE
PACIFIC CENTY FINL CORP COM 694058108 42 000000002262 SH DEFINED 01 SOLE
PACIFICARE HEALTH SYS DEL COM 695112102 214 000000004046 SH DEFINED 01 SOLE
PAINE WEBBER GROUP INC COM 695629105 1,499 000000038627 SH DEFINED 01 SOLE
PALL CORP COM 696429307 691 000000032071 SH DEFINED 01 SOLE
PANAMSAT CORP NEW COM 697933109 665 000000011206 SH DEFINED 01 SOLE
PAPA JOHNS INTL INC COM 698813102 147 000000005658 SH DEFINED 01 SOLE
PARAMETRIC TECHNOLOGY CORP COM 699173100 2,339 000000086446 SH DEFINED 01 SOLE
PARAMETRIC TECHNOLOGY CORP COM 699173100 21 000000000719 SH DEFINED 02 SOLE
PARK PL ENTMT CORP COM 700690100 107 000000008593 SH DEFINED 01 SOLE
PARKER HANNIFIN CORP COM 701094104 1,409 000000027475 SH DEFINED 01 SOLE
PARKER HANNIFIN CORP COM 701094104 16 000000000350 SH DEFINED 02 SOLE
PAYCHEX INC COM 704326107 2,957 000000073947 SH DEFINED 01 SOLE
PAYCHEX INC COM 704326107 25 000000000620 SH DEFINED 02 SOLE
PAYLESS SHOESOURCE INC COM 704379106 121 000000002575 SH DEFINED 01 SOLE
PECHINEY SPONSORED 705151207 4,034 000000111100 SH DEFINED 01 SOLE
PENNEY J C INC COM 708160106 1,412 000000070864 SH DEFINED 01 SOLE
PENNEY J C INC COM 708160106 5 000000000300 SH DEFINED 02 SOLE
PENNZOIL-QUAKER STATE COMPANY COM 709323109 79 000000007798 SH DEFINED 01 SOLE
PENNZOIL-QUAKER STATE COMPANY COM 709323109 7 000000000700 SH DEFINED 02 SOLE
PENTAIR INC COM 709631105 506 000000013158 SH DEFINED 01 SOLE
PEOPLES ENERGY CORP COM 711030106 291 000000008712 SH DEFINED 01 SOLE
PEOPLES ENERGY CORP COM 711030106 3 000000000090 SH DEFINED 02 SOLE
PEOPLESOFT INC COM 712713106 1,823 000000085579 SH DEFINED 01 SOLE
PEOPLESOFT INC COM 712713106 2 000000000100 SH DEFINED 02 SOLE
PEP BOYS MANNY MOE & JACK COM 713278109 128 000000014386 SH DEFINED 01 SOLE
PEPSICO INC COM 713448108 12,592 000000357225 SH DEFINED 01 SOLE
PEPSICO INC COM 713448108 133 000000003699 SH DEFINED 02 SOLE
PERRIGO CO COM 714290103 16 000000002067 SH DEFINED 01 SOLE
PHARMACIA & UPJOHN INC COM 716941109 6,274 000000139430 SH DEFINED 01 SOLE
PHARMACIA & UPJOHN INC COM 716941109 63 000000001400 SH DEFINED 02 SOLE
PFIZER INC COM 717081103 30,816 000000950020 SH DEFINED 01 SOLE
PFIZER INC COM 717081103 358 000000010938 SH DEFINED 02 SOLE
PHELPS DODGE CORP COM 717265102 1,338 000000019866 SH DEFINED 01 SOLE
PHELPS DODGE CORP COM 717265102 25 000000000380 SH DEFINED 02 SOLE
PHILIP MORRIS COS INC COM 718154107 13,365 000000581087 SH DEFINED 01 SOLE
PHILIP MORRIS COS INC COM 718154107 137 000000006020 SH DEFINED 02 SOLE
PHILLIPS PETE CO COM 718507106 1,794 000000007800 SH SOLE SOLE
PHILLIPS PETE CO COM 718507106 3,504 000000074562 SH DEFINED 01 SOLE
PIEDMONT NAT GAS INC COM 720186105 36 000000001200 SH DEFINED 01 SOLE
PIERCE LEAHY CORP COM 720722107 4,299 000000099400 SH DEFINED 01 SOLE
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INFORMATION TABLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0PILGRIMS PRIDE CORP CL B 721467108 14 000000001700 SH DEFINED 01 SOLE
PINNACLE WEST CAP CORP COM 723484101 675 000000022090 SH DEFINED 01 SOLE
PIONEER NAT RES CO COM 723787107 25 000000002827 SH DEFINED 01 SOLE
PITNEY BOWES INC COM 724479100 3,396 000000070295 SH DEFINED 01 SOLE
PITNEY BOWES INC COM 724479100 33 000000000740 SH DEFINED 02 SOLE
PITTSTON CO COM BRINKS 725701106 133 000000006052 SH DEFINED 01 SOLE
PITTSTON CO COM BAX GR 725701882 714 000000067200 SH DEFINED 01 SOLE
PITTWAY CORP DEL CL A 725790208 4,611 000000102900 SH DEFINED 01 SOLE
PLACER DOME INC COM 725906101 872 000000081206 SH DEFINED 01 SOLE
POGO PRODUCING CO COM 730448107 142 000000007000 SH DEFINED 01 SOLE
POLAROID CORP COM 731095105 205 000000010921 SH DEFINED 01 SOLE
POLAROID CORP COM 731095105 5 000000000300 SH DEFINED 02 SOLE
POLICY MGMT SYS CORP COM 731108106 25 000000001003 SH DEFINED 01 SOLE
POLYCOM INC COM 73172K104 58 000000000925 SH DEFINED 01 SOLE
POTLATCH CORP COM 737628107 316 000000007089 SH DEFINED 01 SOLE
POTOMAC ELEC PWR CO COM 737679100 76 000000003341 SH DEFINED 01 SOLE
PRAXAIR INC COM 74005P104 1,962 000000038999 SH DEFINED 01 SOLE
PRAXAIR INC COM 74005P104 20 000000000400 SH DEFINED 02 SOLE
PRECISION CASTPARTS CORP COM 740189105 18 000000000691 SH DEFINED 01 SOLE
PREMIER PKS INC COM NEW 740540208 63 000000002205 SH DEFINED 01 SOLE
PRICE T ROWE & ASSOCIATES COM 741477103 1,295 000000035064 SH DEFINED 01 SOLE
PROCTER & GAMBLE CO COM 742718109 36,356 000000331834 SH DEFINED 01 SOLE
PROCTER & GAMBLE CO COM 742718109 389 000000003550 SH DEFINED 02 SOLE
PROGRESSIVE CORP OHIO COM 743315103 1,312 000000017946 SH DEFINED 01 SOLE
PROGRESSIVE CORP OHIO COM 743315103 16 000000000230 SH DEFINED 02 SOLE
PROTECTIVE LIFE CORP COM 743674103 57 000000001818 SH DEFINED 01 SOLE
PROVIDENCE ENERGY CORP COM 743743106 18 000000000500 SH DEFINED 01 SOLE
PROVIDENT FINL GROUP INC COM 743866105 44 000000001241 SH DEFINED 01 SOLE
PROVIDIAN FINL CORP COM 74406A102 3,171 000000034833 SH DEFINED 01 SOLE
PROVIDIAN FINL CORP COM 74406A102 35 000000000404 SH DEFINED 02 SOLE
PSINET INC COM 74437C101 444 000000007200 SH DEFINED 01 SOLE
PSINET INC PFD C CV 6 74437C309 2,918 000000050000 PRN DEFINED 01 SOLE
PUBLIC SVC CO N MEX COM 744499104 18 000000001149 SH DEFINED 01 SOLE
PUBLIC SVC CO N C INC COM 744516105 12 000000000400 SH DEFINED 01 SOLE
PUBLIC SVC ENTERPRISE GROUP COM 744573106 1,992 000000057240 SH DEFINED 01 SOLE
PUGET SOUND ENERGY INC COM 745332106 46 000000002383 SH DEFINED 01 SOLE
PULTE CORP COM 745867101 272 000000012117 SH DEFINED 01 SOLE
QLT PHOTOTHERAPEUTICS INC COM 746927102 60 000000001025 SH DEFINED 01 SOLE
QLOGIC CORP COM 747277101 497 000000003110 SH DEFINED 01 SOLE
QUAKER OATS CO COM 747402105 2,149 000000032756 SH DEFINED 01 SOLE
QUAKER OATS CO COM 747402105 19 000000000300 SH DEFINED 02 SOLE
QUALCOMM INC COM 747525103 9,136 000000051873 SH DEFINED 01 SOLE
QUALCOMM INC COM 747525103 215 000000000360 SH DEFINED 02 SOLE
QUANTUM CORP COM DSSG 747906204 210 000000013944 SH DEFINED 01 SOLE
QUEBECOR PRINTING INC SUB VTG 747922102 13 000000000600 SH DEFINED 01 SOLE
QUESTAR CORP COM 748356102 34 000000002323 SH DEFINED 01 SOLE
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INFORMATION TABLE
QUARTER ENDING
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0QUINTILES TRANSNATIONAL CORP SB NT CV 4 748767AC4 9,699 000010038000 PRN DEFINED 01 SOLE
QUINTILES TRANSNATIONAL CORP COM 748767100 995 000000053285 SH DEFINED 01 SOLE
QUORUM HEALTH GROUP INC COM 749084109 18 000000001991 SH DEFINED 01 SOLE
QUORUM HEALTH GROUP INC COM 749084109 9 000000001100 SH DEFINED 02 SOLE
QWEST COMMUNICATIONS INTL INC COM 749121109 8,587 000000199700 SH DEFINED 01 SOLE
RPM INC OHIO COM 749685103 31 000000003044 SH DEFINED 01 SOLE
RF MICRODEVICES INC COM 749941100 344 000000005039 SH DEFINED 01 SOLE
RADIAN GROUP INC COM 750236101 434 000000009100 SH DEFINED 01 SOLE
RALSTON PURINA CO COM RAL-PU 751277302 2,348 000000084261 SH DEFINED 01 SOLE
RALSTON PURINA CO COM RAL-PU 751277302 41 000000001500 SH DEFINED 02 SOLE
RATIONAL SOFTWARE CORP COM NEW 75409P202 120 000000002461 SH DEFINED 01 SOLE
RAYONIER INC COM 754907103 37 000000000774 SH DEFINED 01 SOLE
RAYTHEON CO CL A 755111309 247 000000009974 SH DEFINED 01 SOLE
RAYTHEON CO CL A 755111309 15 000000000645 SH DEFINED 02 SOLE
RAYTHEON CO CL B 755111408 1,979 000000074524 SH DEFINED 01 SOLE
RAYTHEON CO CL B 755111408 16 000000000670 SH DEFINED 02 SOLE
READERS DIGEST ASSN INC CL A NON V 755267101 87 000000003001 SH DEFINED 01 SOLE
REALNETWORKS INC COM 75605L104 468 000000003898 SH DEFINED 01 SOLE
REEBOK INTL LTD COM 758110100 113 000000013813 SH DEFINED 01 SOLE
REGIONS FINL CORP COM 758940100 1,347 000000053639 SH DEFINED 01 SOLE
REGIONS FINL CORP COM 758940100 16 000000000700 SH DEFINED 02 SOLE
RELIANCE BANCORP INC COM 759451107 5,595 000000162200 SH DEFINED 01 SOLE
RELIANT ENERGY INC COM 75952J108 1,972 000000086241 SH DEFINED 01 SOLE
RELIASTAR FINL CORP COM 75952U103 352 000000009001 SH DEFINED 01 SOLE
REPUBLIC N Y CORP COM 760719104 17,689 000000245683 SH DEFINED 01 SOLE
REPUBLIC N Y CORP COM 760719104 21 000000000300 SH DEFINED 02 SOLE
REUTERS GROUP PLC SPONSORED 76132M102 96 000000001200 SH DEFINED 01 SOLE
REX STORES CORP COM 761624105 31 000000000900 SH DEFINED 01 SOLE
REXALL SUNDOWN INC COM 761648104 22 000000002190 SH DEFINED 01 SOLE
REYNOLDS & REYNOLDS CO CL A 761695105 48 000000002177 SH DEFINED 01 SOLE
REYNOLDS METALS CO COM 761763101 8,082 000000105483 SH DEFINED 01 SOLE
REYNOLDS R J TOB HLDGS INC COM 76182K105 54 000000003091 SH DEFINED 01 SOLE
RITE AID CORP COM 767754104 706 000000063522 SH DEFINED 01 SOLE
RITE AID CORP COM 767754104 7 000000000681 SH DEFINED 02 SOLE
ROBERT HALF INTL INC COM 770323103 72 000000002528 SH DEFINED 01 SOLE
ROCKWELL INTL CORP NEW COM 773903109 2,234 000000046665 SH DEFINED 01 SOLE
ROCKWELL INTL CORP NEW COM 773903109 28 000000000600 SH DEFINED 02 SOLE
ROHM & HAAS CO COM 775371107 3,149 000000077411 SH DEFINED 01 SOLE
ROHM & HAAS CO COM 775371107 11 000000000300 SH DEFINED 02 SOLE
ROLLINS INC COM 775711104 12 000000000848 SH DEFINED 01 SOLE
ROSS STORES INC COM 778296103 111 000000006200 SH DEFINED 01 SOLE
ROUSE CO COM 779273101 108 000000005100 SH DEFINED 01 SOLE
ROWAN COS INC COM 779382100 442 000000020389 SH DEFINED 01 SOLE
ROWAN COS INC COM 779382100 2 000000000100 SH DEFINED 02 SOLE
ROYAL DUTCH PETE CO NY REG GLD 780257804 32,444 000000535721 SH DEFINED 01 SOLE
ROYAL DUTCH PETE CO NY REG GLD 780257804 336 000000005546 SH DEFINED 02 SOLE
1Page 26 00-02-10 15:37:29
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INFORMATION TABLE
QUARTER ENDING
12/31/1999
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0RUDDICK CORP COM 781258108 20 000000001309 SH DEFINED 01 SOLE
RUSSELL CORP COM 782352108 135 000000008096 SH DEFINED 01 SOLE
RYDER SYS INC COM 783549108 385 000000015757 SH DEFINED 01 SOLE
RYDER SYS INC COM 783549108 22 000000000900 SH DEFINED 02 SOLE
RYERSON TULL INC NEW COM 78375P107 48 000000002498 SH DEFINED 01 SOLE
SBC COMMUNICATIONS INC COM 78387G103 40,852 000000837993 SH DEFINED 01 SOLE
SBC COMMUNICATIONS INC COM 78387G103 401 000000008251 SH DEFINED 02 SOLE
SCI SYS INC COM 783890106 167 000000002032 SH DEFINED 01 SOLE
SDL INC COM 784076101 444 000000002041 SH DEFINED 01 SOLE
SLM HLDG CORP COM 78442A109 1,877 000000044431 SH DEFINED 01 SOLE
SLM HLDG CORP COM 78442A109 4 000000000100 SH DEFINED 02 SOLE
SPDR TR UNIT SER 1 78462F103 545,111 000003711400 SH DEFINED 01 SOLE
SPX CORP COM 784635104 3,923 000000004900 SH SOLE SOLE
SPX CORP COM 784635104 71 000000000879 SH DEFINED 01 SOLE
SABRE HLDGS CORP CL A 785905100 763 000000015000 SH DEFINED 02 SOLE
SAFECO CORP COM 786429100 950 000000038212 SH DEFINED 01 SOLE
SAFECO CORP COM 786429100 7 000000000300 SH DEFINED 02 SOLE
SAFESKIN CORP COM 786454108 4,755 000000392200 SH DEFINED 01 SOLE
SAFEWAY INC COM NEW 786514208 4,464 000000124871 SH DEFINED 01 SOLE
SAFEWAY INC COM NEW 786514208 46 000000001300 SH DEFINED 02 SOLE
ST JUDE MED INC COM 790849103 633 000000020650 SH DEFINED 01 SOLE
ST JUDE MED INC COM 790849103 5 000000000200 SH DEFINED 02 SOLE
ST PAUL COS INC COM 792860108 1,878 000000055775 SH DEFINED 01 SOLE
SAKS INC COM 79377W108 63 000000004081 SH DEFINED 01 SOLE
SANMINA CORP COM 800907107 514 000000005154 SH DEFINED 01 SOLE
SANTA FE SNYDER CORP COM 80218K105 41 000000005197 SH DEFINED 01 SOLE
SARA LEE CORP COM 803111103 5,165 000000234105 SH DEFINED 01 SOLE
SARA LEE CORP COM 803111103 48 000000002249 SH DEFINED 02 SOLE
SAVIA S A DE C V SPON ADR R 805175106 54,169 000002462252 SH DEFINED 04 SOLE
SCANA CORP COM 805898103 78 000000002919 SH DEFINED 01 SOLE
SCHERING PLOUGH CORP COM 806605101 2,606 000000006200 SH SOLE SOLE
SCHERING PLOUGH CORP COM 806605101 15,899 000000375208 SH DEFINED 01 SOLE
SCHERING PLOUGH CORP COM 806605101 129 000000003025 SH DEFINED 02 SOLE
SCHLUMBERGER LTD COM 806857108 5,041 000000009000 SH SOLE SOLE
SCHLUMBERGER LTD COM 806857108 7,668 000000136638 SH DEFINED 01 SOLE
SCHLUMBERGER LTD COM 806857108 88 000000001500 SH DEFINED 02 SOLE
SCHOLASTIC CORP COM 807066105 28 000000000466 SH DEFINED 01 SOLE
SCHULMAN A INC COM 808194104 14 000000000877 SH DEFINED 01 SOLE
SCHWAB CHARLES CORP NEW COM 808513105 7,696 000000201223 SH DEFINED 01 SOLE
SCHWAB CHARLES CORP NEW COM 808513105 75 000000001952 SH DEFINED 02 SOLE
SCIENTIFIC ATLANTA INC COM 808655104 1,076 000000019270 SH DEFINED 01 SOLE
SCIENTIFIC ATLANTA INC COM 808655104 33 000000000600 SH DEFINED 02 SOLE
SCOTTS CO CL A 810186106 48 000000001200 SH DEFINED 01 SOLE
SCRIPPS E W CO OHIO CL A 811054204 201 000000004500 SH DEFINED 01 SOLE
SEAGATE TECHNOLOGY COM 811804103 2,515 000000054017 SH DEFINED 01 SOLE
SEAGATE TECHNOLOGY COM 811804103 28 000000000587 SH DEFINED 02 SOLE
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12/31/1999
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0SEAGRAM LTD COM 811850106 5,181 000000115781 SH DEFINED 01 SOLE
SEAGRAM LTD COM 811850106 57 000000001300 SH DEFINED 02 SOLE
SEALED AIR CORP NEW COM 81211K100 1,062 000000020498 SH DEFINED 01 SOLE
SEALED AIR CORP NEW COM 81211K100 48 000000000944 SH DEFINED 02 SOLE
SEALED AIR CORP NEW PFD CV A $ 81211K209 30,688 000000607700 PRN DEFINED 01 SOLE
SEARS ROEBUCK & CO COM 812387108 3,849 000000126736 SH DEFINED 01 SOLE
SEARS ROEBUCK & CO COM 812387108 26 000000000900 SH DEFINED 02 SOLE
SECTOR SPDR TR SBI CONS S 81369Y308 1,151 000000050000 SH DEFINED 01 SOLE
SECTOR SPDR TR SBI INT-FI 81369Y605 1,188 000000050000 SH DEFINED 01 SOLE
SECTOR SPDR TR SBI INT-TE 81369Y803 53,875 000001000000 SH DEFINED 01 SOLE
SEMPRA ENERGY COM 816851109 1,024 000000058985 SH DEFINED 01 SOLE
SEMPRA ENERGY COM 816851109 10 000000000600 SH DEFINED 02 SOLE
SENSORMATIC ELECTRS CORP COM 817265101 37 000000002144 SH DEFINED 01 SOLE
SEPRACOR INC COM 817315104 771 000000007778 SH SOLE SOLE
SEPRACOR INC COM 817315104 153 000000001549 SH DEFINED 01 SOLE
SEQUA CORPORATION CL A 817320104 15 000000000292 SH DEFINED 01 SOLE
SERVICE CORP INTL COM 817565104 463 000000066763 SH DEFINED 01 SOLE
SERVICE CORP INTL COM 817565104 0 000000000100 SH DEFINED 02 SOLE
SERVICEMASTER CO COM 81760N109 73 000000006000 SH DEFINED 01 SOLE
SHARED MED SYS CORP COM 819486101 336 000000006601 SH DEFINED 01 SOLE
SHARED MED SYS CORP COM 819486101 5 000000000111 SH DEFINED 02 SOLE
SHAW GROUP INC COM 820280105 40 000000001600 SH DEFINED 01 SOLE
SHAW INDS INC COM 820286102 160 000000010371 SH DEFINED 01 SOLE
SHERWIN WILLIAMS CO COM 824348106 1,419 000000067597 SH DEFINED 01 SOLE
SHERWIN WILLIAMS CO COM 824348106 8 000000000426 SH DEFINED 02 SOLE
SHOPKO STORES INC COM 824911101 223 000000009700 SH DEFINED 01 SOLE
SIEBEL SYS INC COM 826170102 1,494 000000017791 SH DEFINED 01 SOLE
SIERRA PAC RES NEW COM 826428104 76 000000004410 SH DEFINED 01 SOLE
SIGMA ALDRICH CORP COM 826552101 920 000000030604 SH DEFINED 01 SOLE
SIGMA ALDRICH CORP COM 826552101 7 000000000260 SH DEFINED 02 SOLE
SILICON GRAPHICS INC COM 827056102 437 000000045111 SH DEFINED 01 SOLE
SILICON GRAPHICS INC COM 827056102 4 000000000500 SH DEFINED 02 SOLE
SKYWEST INC COM 830879102 33 000000001200 SH DEFINED 02 SOLE
SMITH INTL INC COM 832110100 68 000000001379 SH DEFINED 01 SOLE
SMUCKER J M CO CL A 832696108 15 000000000818 SH DEFINED 01 SOLE
SMURFIT-STONE CONTAINER CORP COM 832727101 290 000000011876 SH DEFINED 01 SOLE
SNAP ON INC COM 833034101 858 000000032316 SH DEFINED 01 SOLE
SOLECTRON CORP COM 834182107 7,513 000000078986 SH DEFINED 01 SOLE
SOLECTRON CORP COM 834182107 74 000000000800 SH DEFINED 02 SOLE
SOLUTIA INC COM 834376105 260 000000016904 SH DEFINED 01 SOLE
SONOCO PRODS CO COM 835495102 367 000000016174 SH DEFINED 01 SOLE
SONOSITE INC COM 83568G104 0 000000000001 SH DEFINED 01 SOLE
SOTHEBYS HLDGS INC CL A 835898107 397 000000013257 SH DEFINED 01 SOLE
SOUTHDOWN INC COM 841297104 52 000000001012 SH DEFINED 01 SOLE
SOUTHERN CO COM 842587107 2,604 000000011300 SH SOLE SOLE
SOUTHERN CO COM 842587107 3,881 000000165190 SH DEFINED 01 SOLE
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12/31/1999
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0SOUTHERN CO COM 842587107 50 000000002104 SH DEFINED 02 SOLE
SOUTHERN PERU COPPER CORP COM 843611104 10 000000000700 SH DEFINED 01 SOLE
SOUTHTRUST CORP COM 844730101 1,636 000000043280 SH DEFINED 01 SOLE
SOUTHWEST AIRLS CO COM 844741108 2,025 000000125584 SH DEFINED 01 SOLE
SOUTHWEST AIRLS CO COM 844741108 38 000000002350 SH DEFINED 02 SOLE
SOUTHWEST GAS CORP COM 844895102 55 000000002400 SH DEFINED 01 SOLE
SOVEREIGN BANCORP INC COM 845905108 46 000000006180 SH DEFINED 01 SOLE
SPEEDWAY MOTORSPORTS INC COM 847788106 58 000000002100 SH DEFINED 01 SOLE
SPRINGS INDS INC CL A 851783100 175 000000004383 SH DEFINED 01 SOLE
SPRINT CORP COM FON GR 852061100 14,530 000000215864 SH DEFINED 01 SOLE
SPRINT CORP COM FON GR 852061100 148 000000002148 SH DEFINED 02 SOLE
SPRINT CORP PCS COM SE 852061506 10,840 000000105762 SH DEFINED 01 SOLE
SPRINT CORP PCS COM SE 852061506 114 000000001100 SH DEFINED 02 SOLE
STANDARD MTR PRODS INC COM 853666105 20 000000001300 SH DEFINED 01 SOLE
STANDARD REGISTER CO COM 853887107 15 000000000785 SH DEFINED 01 SOLE
STANLEY WKS COM 854616109 659 000000021894 SH DEFINED 01 SOLE
STAPLES INC COM 855030102 3,228 000000155602 SH DEFINED 01 SOLE
STAPLES INC COM 855030102 18 000000000900 SH DEFINED 02 SOLE
STARBUCKS CORP COM 855244109 466 000000019246 SH DEFINED 01 SOLE
STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF 85590A203 2,350 000000100000 SH DEFINED 04 SOLE
STATE STR CORP COM 857477103 3,057 000000041850 SH DEFINED 01 SOLE
STATE STR CORP COM 857477103 29 000000000400 SH DEFINED 02 SOLE
STERIS CORP COM 859152100 19 000000001902 SH DEFINED 01 SOLE
STERLING COMM INC COM 859205106 84 000000002489 SH DEFINED 01 SOLE
STERLING SOFTWARE INC COM 859547101 74 000000002374 SH DEFINED 01 SOLE
STEWART & STEVENSON SVCS INC COM 860342104 9 000000000789 SH DEFINED 01 SOLE
STEWART ENTERPRISES INC CL A 860370105 37 000000007851 SH DEFINED 01 SOLE
STONE & WEBSTER INC COM 861572105 45 000000002700 SH DEFINED 01 SOLE
STORAGE TECHNOLOGY CORP COM PAR $0 862111200 282 000000015323 SH DEFINED 01 SOLE
STRUCTURAL DYNAMICS RESH CORP COM 863555108 12 000000001007 SH DEFINED 01 SOLE
STRYKER CORP COM 863667101 190 000000002733 SH DEFINED 01 SOLE
STUDENT LN CORP COM 863902102 733 000000014700 SH DEFINED 01 SOLE
SUIZA FOODS CORP COM 865077101 34 000000000879 SH DEFINED 01 SOLE
SUMMIT BANCORP COM 866005101 1,313 000000042887 SH DEFINED 01 SOLE
SUMMIT BANCORP COM 866005101 13 000000000463 SH DEFINED 02 SOLE
SUN MICROSYSTEMS INC COM 866810104 32,641 000000421512 SH DEFINED 01 SOLE
SUN MICROSYSTEMS INC COM 866810104 306 000000003978 SH DEFINED 02 SOLE
SUNGARD DATA SYS INC COM 867363103 85 000000003614 SH DEFINED 01 SOLE
SUNOCO INC COM 86764P109 520 000000022145 SH DEFINED 01 SOLE
SUNOCO INC COM 86764P109 14 000000000600 SH DEFINED 02 SOLE
SUNTRUST BKS INC COM 867914103 5,402 000000078513 SH DEFINED 01 SOLE
SUNTRUST BKS INC COM 867914103 56 000000000820 SH DEFINED 02 SOLE
SUPERIOR INDS INTL INC COM 868168105 76 000000002851 SH DEFINED 01 SOLE
SUPERVALU INC COM 868536103 683 000000034179 SH DEFINED 01 SOLE
SUPERVALU INC COM 868536103 1 000000000100 SH DEFINED 02 SOLE
SWIFT ENERGY CO COM 870738101 35 000000003100 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0SWIFT TRANSN CO COM 870756103 31 000000001813 SH DEFINED 01 SOLE
SYBRON INTL CORP COM 87114F106 220 000000008924 SH DEFINED 01 SOLE
SYKES ENTERPRISES INC COM 871237103 52 000000001194 SH DEFINED 01 SOLE
SYLVAN LEARNING SYS INC COM 871399101 18 000000001436 SH DEFINED 01 SOLE
SYMANTEC CORP COM 871503108 96 000000001639 SH DEFINED 01 SOLE
SYMBOL TECHNOLOGIES INC COM 871508107 158 000000002494 SH DEFINED 01 SOLE
SYNOPSYS INC COM 871607107 798 000000011965 SH DEFINED 01 SOLE
SYNOVUS FINL CORP COM 87161C105 1,364 000000068657 SH DEFINED 01 SOLE
SYNOVUS FINL CORP COM 87161C105 40 000000002100 SH DEFINED 02 SOLE
SYSCO CORP COM 871829107 3,197 000000080812 SH DEFINED 01 SOLE
SYSCO CORP COM 871829107 34 000000000910 SH DEFINED 02 SOLE
TCF FINL CORP COM 872275102 125 000000005038 SH DEFINED 01 SOLE
TECO ENERGY INC COM 872375100 67 000000003648 SH DEFINED 01 SOLE
TJX COS INC NEW COM 872540109 1,555 000000076087 SH DEFINED 01 SOLE
TRW INC COM 872649108 1,549 000000029838 SH DEFINED 01 SOLE
TRW INC COM 872649108 18 000000000360 SH DEFINED 02 SOLE
TANDY CORP COM 875382103 4,901 000000010000 SH SOLE SOLE
TANDY CORP COM 875382103 2,638 000000053642 SH DEFINED 01 SOLE
TANDY CORP COM 875382103 14 000000000300 SH DEFINED 02 SOLE
TECH DATA CORP COM 878237106 102 000000003766 SH DEFINED 01 SOLE
TECUMSEH PRODS CO CL A 878895200 26 000000000562 SH DEFINED 01 SOLE
TEKTRONIX INC COM 879131100 765 000000019694 SH DEFINED 01 SOLE
TELEFLEX INC COM 879369106 208 000000006670 SH DEFINED 01 SOLE
TELEFONICA DE ARGENTINA S A SPON ADR C 879378206 41,372 000001340000 SH DEFINED 04 SOLE
TELEFONOS DE MEXICO S A SR DB CV 4 879403AD5 24,676 000019000000 SH DEFINED 01 SOLE
TELEFONOS DE MEXICO S A ADR NOMINA 879403400 0 000000000003 SH DEFINED 01 SOLE
TELEPHONE & DATA SYS INC COM 879433100 521 000000004140 SH DEFINED 01 SOLE
TELLABS INC COM 879664100 7,042 000000011000 SH SOLE SOLE
TELLABS INC COM 879664100 8,190 000000127596 SH DEFINED 01 SOLE
TELLABS INC COM 879664100 65 000000001000 SH DEFINED 02 SOLE
TELTREND INC COM 87969R106 862 000000028500 SH DEFINED 01 SOLE
TEMPLE INLAND INC COM 879868107 1,475 000000022374 SH DEFINED 01 SOLE
TENET HEALTHCARE CORP COM 88033G100 1,795 000000076420 SH DEFINED 01 SOLE
TENET HEALTHCARE CORP COM 88033G100 20 000000000890 SH DEFINED 02 SOLE
TERADYNE INC COM 880770102 2,769 000000041965 SH DEFINED 01 SOLE
TERADYNE INC COM 880770102 29 000000000500 SH DEFINED 02 SOLE
TESORO PETE CORP COM 881609101 31 000000002700 SH DEFINED 01 SOLE
TEXACO INC COM 881694103 2,971 000000005500 SH SOLE SOLE
TEXACO INC COM 881694103 7,849 000000144529 SH DEFINED 01 SOLE
TEXACO INC COM 881694103 79 000000001430 SH DEFINED 02 SOLE
TEXAS INSTRS INC COM 882508104 6,724 000000007000 SH SOLE SOLE
TEXAS INSTRS INC COM 882508104 19,228 000000198998 SH DEFINED 01 SOLE
TEXAS INSTRS INC COM 882508104 181 000000001700 SH DEFINED 02 SOLE
TEXAS UTILS CO COM 882848104 2,689 000000075624 SH DEFINED 01 SOLE
TEXAS UTILS CO COM 882848104 24 000000000700 SH DEFINED 02 SOLE
TEXTRON INC COM 883203101 2,798 000000036495 SH DEFINED 01 SOLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0TEXTRON INC COM 883203101 7 000000000100 SH DEFINED 02 SOLE
THERMO ELECTRON CORP COM 883556102 582 000000038829 SH DEFINED 01 SOLE
THERMO ELECTRON CORP COM 883556102 6 000000000400 SH DEFINED 02 SOLE
THOMAS & BETTS CORP COM 884315102 450 000000014132 SH DEFINED 01 SOLE
THOMAS & BETTS CORP COM 884315102 5 000000000180 SH DEFINED 02 SOLE
3COM CORP COM 885535104 4,438 000000094432 SH DEFINED 01 SOLE
3COM CORP COM 885535104 47 000000001060 SH DEFINED 02 SOLE
TIDEWATER INC COM 886423102 56 000000001568 SH DEFINED 01 SOLE
TIFFANY & CO NEW COM 886547108 181 000000002033 SH DEFINED 01 SOLE
TIME WARNER INC COM 887315109 22,829 000000315710 SH DEFINED 01 SOLE
TIME WARNER INC COM 887315109 207 000000002970 SH DEFINED 02 SOLE
TIMES MIRROR CO NEW COM SER A 887364107 1,542 000000023025 SH DEFINED 01 SOLE
TIMKEN CO COM 887389104 309 000000015151 SH DEFINED 01 SOLE
TOLL BROTHERS INC COM 889478103 102 000000005500 SH DEFINED 01 SOLE
TOO INC COM 890333107 4 000000000242 SH DEFINED 02 SOLE
TORCHMARK CORP COM 891027104 949 000000032659 SH DEFINED 01 SOLE
TORCHMARK CORP COM 891027104 2 000000000100 SH DEFINED 02 SOLE
TORO CO COM 891092108 52 000000001400 SH DEFINED 01 SOLE
TOSCO CORP COM NEW 891490302 960 000000035324 SH DEFINED 01 SOLE
TOTAL RENAL CARE HLDGS INC COM 89151A107 15 000000002288 SH DEFINED 01 SOLE
TOYS R US INC COM 892335100 859 000000060071 SH DEFINED 01 SOLE
TOYS R US INC COM 892335100 8 000000000600 SH DEFINED 02 SOLE
TRANSACTION SYS ARCHITECTS CL A 893416107 25 000000000917 SH DEFINED 01 SOLE
TRAVELERS PPTY CAS CORP CL A 893939108 448 000000013100 SH DEFINED 01 SOLE
TREND MICRO INC SPONSORED 89486M107 0 000000000003 SH DEFINED 01 SOLE
TRIAD HOSPITALS INC COM 89579K109 13 000000000883 SH DEFINED 02 SOLE
TRICON GLOBAL RESTAURANTS COM 895953107 1,455 000000037683 SH DEFINED 01 SOLE
TRICON GLOBAL RESTAURANTS COM 895953107 15 000000000400 SH DEFINED 02 SOLE
TRIBUNE CO NEW COM 896047107 3,211 000000058321 SH DEFINED 01 SOLE
TRIBUNE CO NEW COM 896047107 37 000000000702 SH DEFINED 02 SOLE
TRIGON HEALTHCARE INC COM 89618L100 277 000000009407 SH DEFINED 01 SOLE
TRINITY INDS INC COM 896522109 71 000000002512 SH DEFINED 01 SOLE
TRUE NORTH COMMUNICATIONS INC COM 897844106 178 000000004000 SH DEFINED 01 SOLE
TUPPERWARE CORP COM 899896104 334 000000019746 SH DEFINED 01 SOLE
TUPPERWARE CORP COM 899896104 8 000000000500 SH DEFINED 02 SOLE
TYCO INTL LTD NEW COM 902124106 7,488 000000019200 SH SOLE SOLE
TYCO INTL LTD NEW COM 902124106 16,275 000000417312 SH DEFINED 01 SOLE
TYCO INTL LTD NEW COM 902124106 151 000000004280 SH DEFINED 02 SOLE
TYSON FOODS INC CL A 902494103 199 000000012270 SH DEFINED 01 SOLE
UCAR INTL INC COM 90262K109 36 000000002071 SH DEFINED 01 SOLE
UST CORP COM 902900109 14,922 000000470000 SH DEFINED 01 SOLE
USX MARATHON GROUP COM NEW 902905827 2,383 000000096554 SH DEFINED 01 SOLE
USX MARATHON GROUP COM NEW 902905827 7 000000000300 SH DEFINED 02 SOLE
UST INC COM 902911106 1,087 000000043188 SH DEFINED 01 SOLE
UST INC COM 902911106 29 000000001200 SH DEFINED 02 SOLE
US BANCORP DEL COM 902973106 0 000000000000 SH SOLE SOLE
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INFORMATION TABLE
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NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0US BANCORP DEL COM 902973106 4,252 000000178573 SH DEFINED 01 SOLE
US BANCORP DEL COM 902973106 47 000000002040 SH DEFINED 02 SOLE
USA NETWORKS INC COM 902984103 479 000000008672 SH DEFINED 01 SOLE
U S CAN CORP COM 90328W105 23 000000001200 SH DEFINED 01 SOLE
U S G CORP COM NEW 903293405 800 000000016993 SH DEFINED 01 SOLE
U S FOODSERVICE COM 90331R101 483 000000028861 SH DEFINED 01 SOLE
USX-U S STL COM 90337T101 715 000000021685 SH DEFINED 01 SOLE
USX-U S STL COM 90337T101 22 000000000690 SH DEFINED 02 SOLE
UTI ENERGY CORP COM 903387108 43 000000001900 SH DEFINED 01 SOLE
ULTRAMAR DIAMOND SHAMROCK CORP COM 904000106 55 000000002442 SH DEFINED 01 SOLE
UNIFI INC COM 904677101 121 000000009869 SH DEFINED 01 SOLE
UNILEVER N V N Y SHS NE 904784709 7,635 000000140260 SH DEFINED 01 SOLE
UNICOM CORP COM 904911104 1,788 000000053385 SH DEFINED 01 SOLE
UNICOM CORP COM 904911104 19 000000000600 SH DEFINED 02 SOLE
UNION CARBIDE CORP COM 905581104 18,681 000000279872 SH DEFINED 01 SOLE
UNION CARBIDE CORP COM 905581104 27 000000000404 SH DEFINED 02 SOLE
UNION PAC CORP COM 907818108 3,123 000000071498 SH DEFINED 01 SOLE
UNION PAC CORP COM 907818108 29 000000000683 SH DEFINED 02 SOLE
UNION PAC RES GROUP INC COM 907834105 788 000000061853 SH DEFINED 01 SOLE
UNION PAC RES GROUP INC COM 907834105 37 000000003000 SH DEFINED 02 SOLE
UNION PLANTERS CORP COM 908068109 1,364 000000034609 SH DEFINED 01 SOLE
UNION PLANTERS CORP COM 908068109 15 000000000412 SH DEFINED 02 SOLE
UNIONBANCAL CORP COM 908906100 98 000000002500 SH DEFINED 01 SOLE
UNISTAR FINANCIAL SVC CORP COM 90921U100 9 000000000344 SH DEFINED 01 SOLE
UNISYS CORP COM 909214108 2,642 000000008500 SH SOLE SOLE
UNISYS CORP COM 909214108 2,428 000000076045 SH DEFINED 01 SOLE
UNISYS CORP COM 909214108 25 000000000827 SH DEFINED 02 SOLE
UNITED HEALTHCARE CORP COM 910581107 2,260 000000042560 SH DEFINED 01 SOLE
UNITED HEALTHCARE CORP COM 910581107 26 000000000500 SH DEFINED 02 SOLE
UNITED PAN-EUROPE COMMUNCTN NV SPON ADR A 911300200 34,794 000000272900 SH DEFINED 04 SOLE
US AIRWAYS GROUP INC COM 911905107 560 000000017487 SH DEFINED 01 SOLE
U S HOME CORP NEW COM 911920106 2 000000000100 SH DEFINED 01 SOLE
U S WEST INC NEW COM 91273H101 34,487 000000478990 SH DEFINED 01 SOLE
U S WEST INC NEW COM 91273H101 99 000000001400 SH DEFINED 02 SOLE
UNITED TECHNOLOGIES CORP COM 913017109 7,665 000000117930 SH DEFINED 01 SOLE
UNITED TECHNOLOGIES CORP COM 913017109 76 000000001200 SH DEFINED 02 SOLE
UNITED WTR RES INC COM 913190104 3,764 000000110100 SH DEFINED 01 SOLE
UNITEDGLOBALCOM CL A 913247508 24,468 000000384200 SH DEFINED 02 SOLE
UNITRIN INC COM 913275103 76 000000002039 SH DEFINED 01 SOLE
UNIVERSAL CORP VA COM 913456109 19 000000000873 SH DEFINED 01 SOLE
UNIVERSAL FOODS CORP COM 913538104 28 000000001417 SH DEFINED 01 SOLE
UNIVISION COMMUNICATIONS INC CL A 914906102 293 000000002873 SH DEFINED 01 SOLE
UNOCAL CORP COM 915289102 1,996 000000059486 SH DEFINED 01 SOLE
UNOCAL CORP COM 915289102 24 000000000700 SH DEFINED 02 SOLE
UNUMPROVIDENT CORP COM 91529Y106 2,113 000000065908 SH DEFINED 01 SOLE
UNUMPROVIDENT CORP COM 91529Y106 20 000000000674 SH DEFINED 02 SOLE
1Page 32 00-02-10 15:37:29
0 FORM 13F
INFORMATION TABLE
QUARTER ENDING
12/31/1999
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0USWEB CORP COM 917327108 1,541 000000034700 SH DEFINED 01 SOLE
UTILICORP UTD INC COM 918005109 50 000000002619 SH DEFINED 01 SOLE
V F CORP COM 918204108 868 000000028966 SH DEFINED 01 SOLE
V F CORP COM 918204108 9 000000000300 SH DEFINED 02 SOLE
VALERO ENERGY CORP NEW COM 91913Y100 31 000000001571 SH DEFINED 01 SOLE
VANTIVE CORP COM 922091103 2,903 000000160200 SH DEFINED 01 SOLE
VARCO INTL INC COM 922126107 54 000000005340 SH DEFINED 01 SOLE
VASTAR RES INC COM 922380100 35 000000000600 SH DEFINED 01 SOLE
VERITAS DGC INC COM 92343P107 140 000000010000 SH DEFINED 01 SOLE
VERITAS SOFTWARE CO COM 923436109 3,146 000000021984 SH DEFINED 01 SOLE
VIAD CORP COM 92552R109 208 000000007477 SH DEFINED 01 SOLE
VIACOM INC CL B 925524308 10,338 000000171052 SH DEFINED 01 SOLE
VIACOM INC CL B 925524308 80 000000001400 SH DEFINED 02 SOLE
VICON INDS INC COM 925811101 3,262 000000543715 SH DEFINED 01 SOLE
VINTAGE PETE INC COM 927460105 150 000000012500 SH DEFINED 01 SOLE
VISHAY INTERTECHNOLOGY INC COM 928298108 75 000000002386 SH DEFINED 01 SOLE
VISX INC DEL COM 92844S105 306 000000005917 SH DEFINED 01 SOLE
VITESSE SEMICONDUCTOR CORP COM 928497106 838 000000015999 SH DEFINED 01 SOLE
VLASIC FOODS INTL INC COM 928559103 7 000000001282 SH DEFINED 01 SOLE
VODAFONE AIRTOUCH PLC SPONSORED 92857T107 21 000000000445 SH DEFINED 02 SOLE
VOICESTREAM WIRELESS CORP COM 928615103 815 000000005732 SH DEFINED 01 SOLE
VULCAN MATLS CO COM 929160109 980 000000024556 SH DEFINED 01 SOLE
VULCAN MATLS CO COM 929160109 11 000000000300 SH DEFINED 02 SOLE
WABASH NATL CORP COM 929566107 46 000000003100 SH DEFINED 01 SOLE
WACHOVIA CORP COM 929771103 3,647 000000053645 SH DEFINED 01 SOLE
WACHOVIA CORP COM 929771103 33 000000000500 SH DEFINED 02 SOLE
WADDELL & REED FINL INC CL A 930059100 1 000000000047 SH DEFINED 02 SOLE
WADDELL & REED FINL INC CL B 930059209 5 000000000205 SH DEFINED 02 SOLE
WAL MART STORES INC COM 931142103 12,836 000000018600 SH SOLE SOLE
WAL MART STORES INC COM 931142103 75,519 000001092513 SH DEFINED 01 SOLE
WAL MART STORES INC COM 931142103 765 000000011135 SH DEFINED 02 SOLE
WALDEN RESIDENTIAL PPTYS INC COM 931210108 540 000000025000 SH DEFINED 01 SOLE
WALGREEN CO COM 931422109 5,050 000000017400 SH SOLE SOLE
WALGREEN CO COM 931422109 7,492 000000256160 SH DEFINED 01 SOLE
WALGREEN CO COM 931422109 76 000000002648 SH DEFINED 02 SOLE
WALLACE COMPUTER SERVICES INC COM 932270101 19 000000001181 SH DEFINED 01 SOLE
WARNACO GROUP INC CL A 934390105 128 000000010468 SH DEFINED 01 SOLE
WARNER LAMBERT CO COM 934488107 38,732 000000472706 SH DEFINED 01 SOLE
WARNER LAMBERT CO COM 934488107 176 000000002100 SH DEFINED 02 SOLE
WASHINGTON GAS LT CO COM 938837101 36 000000001310 SH DEFINED 01 SOLE
WASHINGTON MUT INC COM 939322103 3,903 000000150856 SH DEFINED 01 SOLE
WASHINGTON MUT INC COM 939322103 38 000000001500 SH DEFINED 02 SOLE
WASHINGTON POST CO CL B 939640108 119 000000000215 SH DEFINED 01 SOLE
WASTE MGMT INC DEL COM 94106L109 2,613 000000152068 SH DEFINED 01 SOLE
WASTE MGMT INC DEL COM 94106L109 24 000000001585 SH DEFINED 02 SOLE
WATERS CORP COM 941848103 92 000000001753 SH DEFINED 01 SOLE
1Page 33 00-02-10 15:37:29
0 FORM 13F
INFORMATION TABLE
QUARTER ENDING
12/31/1999
NAME OF ISSUER TITLE CUSIP VALUE SHARES SH PUT INVSTMT OTHER VOTING AUTHORITY
OF CLASS X1000 PRN AMT PRN CALL DSCRETN MANAGERS
------------------------------ ---------- --------- ---------- ------------ --- ---- ------- -------- ----------------
0WATSON PHARMACEUTICALS INC COM 942683103 1,122 000000031357 SH DEFINED 01 SOLE
WATSON PHARMACEUTICALS INC COM 942683103 10 000000000300 SH DEFINED 02 SOLE
WAUSAU-MOSINEE PAPER CORP COM 943315101 16 000000001449 SH DEFINED 01 SOLE
WEATHERFORD INTL INC COM 947074100 121 000000003046 SH DEFINED 01 SOLE
WEBSTER FINL CORP CONN COM 947890109 30 000000001277 SH DEFINED 01 SOLE
WELLMAN INC COM 949702104 17 000000000956 SH DEFINED 01 SOLE
WELLPOINT HEALTH NETWORK NEW COM 94973H108 1,159 000000017580 SH DEFINED 01 SOLE
WELLPOINT HEALTH NETWORK NEW COM 94973H108 42 000000000645 SH DEFINED 02 SOLE
WELLS FARGO & CO NEW COM 949746101 16,298 000000403043 SH DEFINED 01 SOLE
WELLS FARGO & CO NEW COM 949746101 171 000000004209 SH DEFINED 02 SOLE
WENDYS INTL INC COM 950590109 633 000000030445 SH DEFINED 01 SOLE
WESTAMERICA BANCORPORATION COM 957090103 29 000000001060 SH DEFINED 01 SOLE
WESTERN WIRELESS CORP CL A 95988E204 140 000000002100 SH DEFINED 01 SOLE
WESTPOINT STEVENS INC COM 961238102 26 000000001505 SH DEFINED 01 SOLE
WESTVACO CORP COM 961548104 950 000000029119 SH DEFINED 01 SOLE
WESTWOOD ONE INC COM 961815107 118 000000001563 SH DEFINED 01 SOLE
WEYERHAEUSER CO COM 962166104 4,268 000000059433 SH DEFINED 01 SOLE
WEYERHAEUSER CO COM 962166104 43 000000000600 SH DEFINED 02 SOLE
WHIRLPOOL CORP COM 963320106 1,188 000000018261 SH DEFINED 01 SOLE
WHIRLPOOL CORP COM 963320106 16 000000000263 SH DEFINED 02 SOLE
WHITMAN CORP NEW COM 96647R107 117 000000008778 SH DEFINED 01 SOLE
WHOLE FOODS MKT INC SB DB CV Z 966837AC0 745 000002000000 SH DEFINED 01 SOLE
WILLAMETTE INDS INC COM 969133107 1,610 000000034672 SH DEFINED 01 SOLE
WILLAMETTE INDS INC COM 969133107 41 000000000900 SH DEFINED 02 SOLE
WILLIAMS COS INC DEL COM 969457100 3,260 000000106673 SH DEFINED 01 SOLE
WILLIAMS COS INC DEL COM 969457100 55 000000001800 SH DEFINED 02 SOLE
WILLIAMS SONOMA INC COM 969904101 72 000000001579 SH DEFINED 01 SOLE
WILMINGTON TRUST CORP COM 971807102 44 000000000918 SH DEFINED 01 SOLE
WIND RIVER SYSTEMS INC SUB NT CON 973149AC1 5,050 000004000000 SH DEFINED 01 SOLE
WINN DIXIE STORES INC COM 974280109 892 000000037279 SH DEFINED 01 SOLE
WINN DIXIE STORES INC COM 974280109 16 000000000678 SH DEFINED 02 SOLE
WISCONSIN CENT TRANSN CORP COM 976592105 19 000000001444 SH DEFINED 01 SOLE
WISCONSIN ENERGY CORP COM 976657106 165 000000008622 SH DEFINED 01 SOLE
WISCONSIN ENERGY CORP COM 976657106 15 000000000800 SH DEFINED 02 SOLE
WOLVERINE TUBE INC COM 978093102 22 000000001600 SH DEFINED 01 SOLE
WORTHINGTON INDS INC COM 981811102 440 000000026581 SH DEFINED 01 SOLE
WRIGLEY WM JR CO COM 982526105 2,356 000000028415 SH DEFINED 01 SOLE
WRIGLEY WM JR CO COM 982526105 24 000000000300 SH DEFINED 02 SOLE
XILINX INC COM 983919101 5,177 000000113879 SH DEFINED 01 SOLE
XEROX CORP COM 984121103 4,603 000000202897 SH DEFINED 01 SOLE
YAHOO INC COM 984332106 31,266 000000072260 SH DEFINED 01 SOLE
YAHOO INC COM 984332106 267 000000000660 SH DEFINED 02 SOLE
YORK INTL CORP NEW COM 986670107 30 000000001098 SH DEFINED 01 SOLE
ZALE CORP NEW COM 988858106 619 000000012800 SH DEFINED 01 SOLE
ZIONS BANCORPORATION COM 989701107 142 000000002410 SH DEFINED 01 SOLE
</TABLE>
