UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 30, 1999
Check here if Amendment [ ]: Amendment Number:
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Northwestern Mutual Investment Services, LLC
Address: 720 E. Wisconsin Ave.
Milwaukee, WI 53202
13F File Number: 28-6374
The institutional investment manager filing this report and the
person by whom it is signed hereby represent that the person
signing the report is authorized to submit it, that all
information contained herein is true, correct and complete, and
that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of
this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Barbara Courtney
Title: Assistant Treasurer
Phone: 414-299-2418
/S/ Barbara Courtney Milwaukee, Wisconsin November 8, 1999
Report Type (Check only one.):
[ X] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager: None
<PAGE>
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 2254
Form 13F Information Table Value Total (000's): $5,841,672
List of Other Included Managers: None
<PAGE>
<TABLE>
Form 13F Information Table
<CAPTION>
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS --SOLE-- -SHARED- --NONE--
- ------------------------------ -------------- --------- -------- ------- --- ---- ------- -------- -------- -------- --------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
$.99 ONLY STORES COM 65440K106 225 6225 SH DEFINED 6225
$.99 ONLY STORES COM 65440K106 4898 135575 SH DEFINED 135575
1-800-FLOWERS.COM COM 68243Q106 59 4100 SH DEFINED 4100
3COM CORPORATION COM 885535104 1541 53600 SH DEFINED 53600
3COM CORPORATION COM 885535104 95 3300 SH DEFINED 3300
3COM CORPORATION COM 885535104 1932 67200 SH DEFINED 67200
ABBOTT LABORATORIES INC. COM 002824100 8280 225300 SH DEFINED 225300
ABBOTT LABORATORIES INC. COM 002824100 515 14000 SH DEFINED 14000
ABBOTT LABORATORIES INC. COM 002824100 437 11900 SH DEFINED 11900
ABBOTT LABORATORIES INC. COM 002824100 5358 145800 SH DEFINED 145800
ABBOTT LABORATORIES INC. COM 002824100 10382 282500 SH DEFINED 282500
ABERCROMBIE & FITCH CO. COM 002896207 668 19600 SH DEFINED 19600
ABERCROMBIE & FITCH CO. COM 002896207 300 8800 SH DEFINED 8800
ABERCROMBIE & FITCH CO. COM 002896207 3716 109100 SH DEFINED 109100
ABERCROMBIE & FITCH CO. COM 002896207 9963 292500 SH DEFINED 292500
ABMAC FINANCIAL GROUP INC COM 023139108 95 2000 SH DEFINED 2000
ABMAC FINANCIAL GROUP INC COM 023139108 332 7000 SH DEFINED 7000
ABMAC FINANCIAL GROUP INC COM 023139108 3127 66000 SH DEFINED 66000
ACXIOM CORP COM 005125109 523 26600 SH DEFINED 26600
ACXIOM CORP COM 005125109 7467 379900 SH DEFINED 379900
ADC TELECOMMUNICATION COM 000886101 839 20000 SH DEFINED 20000
ADC TELECOMMUNICATION COM 000886101 50 1200 SH DEFINED 1200
ADC TELECOMMUNICATION COM 000886101 1048 25000 SH DEFINED 25000
ADOBE SYSTEMS INCORPORATED COM 00724F101 1022 9000 SH DEFINED 9000
ADOBE SYSTEMS INCORPORATED COM 00724F101 68 600 SH DEFINED 600
ADOBE SYSTEMS INCORPORATED COM 00724F101 1283 11300 SH DEFINED 11300
ADOLPH COORS CO. COM 217016104 298 5500 SH DEFINED 5500
ADOLPH COORS CO. COM 217016104 16 300 SH DEFINED 300
ADOLPH COORS CO. COM 217016104 373 6900 SH DEFINED 6900
ADVANCED MICRO DEVICES, INC. COM 007903107 373 21700 SH DEFINED 21700
ADVANCED MICRO DEVICES, INC. COM 007903107 24 1400 SH DEFINED 1400
ADVANCED MICRO DEVICES, INC. COM 007903107 468 27200 SH DEFINED 27200
ADVENT SOFTWARE, INC. COM 007974108 53 850 SH DEFINED 850
AES CORP COM 00130H105 1670 28300 SH DEFINED 28300
AES CORP COM 00130H105 106 1800 SH DEFINED 1800
AES CORP COM 00130H105 2095 35500 SH DEFINED 35500
AETNA INC. COM 008117103 1029 20893 SH DEFINED 20893
AETNA INC. COM 008117103 64 1300 SH DEFINED 1300
AETNA INC. COM 008117103 1289 26163 SH DEFINED 26163
AFLAC, INC. COM 001055102 1658 39600 SH DEFINED 39600
AFLAC, INC. COM 001055102 105 2500 SH DEFINED 2500
AFLAC, INC. COM 001055102 2077 49600 SH DEFINED 49600
AIR PRODUCTS & CHEMICALS, INC. COM 009158106 988 34000 SH DEFINED 34000
AIR PRODUCTS & CHEMICALS, INC. COM 009158106 61 2100 SH DEFINED 2100
AIR PRODUCTS & CHEMICALS, INC. COM 009158106 1238 42600 SH DEFINED 42600
ALBERTO-CULVER COMPANY COM 013068101 192 8300 SH DEFINED 8300
ALBERTO-CULVER COMPANY COM 013068101 12 500 SH DEFINED 500
ALBERTO-CULVER COMPANY COM 013068101 243 10500 SH DEFINED 10500
ALBERTSON'S, INC. COM 013104104 2467 62350 SH DEFINED 62350
ALBERTSON'S, INC. COM 013104104 155 3912 SH DEFINED 3912
ALBERTSON'S, INC. COM 013104104 3091 78126 SH DEFINED 78126
ALCAN ALUMINUM LIMITED COM 013716105 1047 33500 SH DEFINED 33500
ALCAN ALUMINUM LIMITED COM 013716105 66 2100 SH DEFINED 2100
ALCAN ALUMINUM LIMITED COM 013716105 1313 42000 SH DEFINED 42000
ALCATEL ALSTHOM COM 421682500 103 700 SH DEFINED 700
ALCOA INC COM 013817101 3401 54800 SH DEFINED 54800
ALCOA INC COM 013817101 211 3400 SH DEFINED 3400
ALCOA INC COM 013817101 4264 68700 SH DEFINED 68700
ALLEGHENY TELEDYNE INC COM 017415100 482 28562 SH DEFINED 28562
ALLEGHENY TELEDYNE INC COM 017415100 30 1800 SH DEFINED 1800
ALLEGHENY TELEDYNE INC COM 017415100 402 23800 SH DEFINED 23800
ALLEGHENY TELEDYNE INC COM 017415100 4941 292800 SH DEFINED 292800
ALLEGHENY TELEDYNE INC COM 017415100 605 35835 SH DEFINED 35835
ALLERGAN INCORPORATED COM 018490102 1089 9900 SH DEFINED 9900
ALLERGAN INCORPORATED COM 018490102 66 600 SH DEFINED 600
ALLERGAN INCORPORATED COM 018490102 1364 12400 SH DEFINED 12400
ALLIED SIGNAL INC. COM 019512102 4909 81900 SH DEFINED 81900
ALLIED SIGNAL INC. COM 019512102 306 5100 SH DEFINED 5100
ALLIED SIGNAL INC. COM 019512102 102 1700 SH DEFINED 1700
ALLIED SIGNAL INC. COM 019512102 438 7300 SH DEFINED 7300
ALLIED SIGNAL INC. COM 019512102 4160 69400 SH DEFINED 69400
ALLIED SIGNAL INC. COM 019512102 6156 102700 SH DEFINED 102700
ALLSTATE CORPORATION COM 020002101 2982 119594 SH DEFINED 119594
ALLSTATE CORPORATION COM 020002101 185 7400 SH DEFINED 7400
ALLSTATE CORPORATION COM 020002101 3739 149928 SH DEFINED 149928
ALLTEL CORPORATION COM 020039103 3181 45200 SH DEFINED 45200
ALLTEL CORPORATION COM 020039103 197 2800 SH DEFINED 2800
ALLTEL CORPORATION COM 020039103 3990 56700 SH DEFINED 56700
ALTERA CORPORATION COM 021441100 789 18200 SH DEFINED 18200
ALTERA CORPORATION COM 021441100 15160 349500 SH DEFINED 349500
ALZA CORP. COM 022615108 638 14900 SH DEFINED 14900
ALZA CORP. COM 022615108 39 900 SH DEFINED 900
ALZA CORP. COM 022615108 801 18700 SH DEFINED 18700
AMAZON.COM INC COM 023135106 32 400 SH DEFINED 400
AMAZON.COM INC COM 023135106 128 1600 SH DEFINED 1600
AMAZON.COM INC COM 023135106 1343 16800 SH DEFINED 16800
AMDOCS LTD COM G02602103 13 600 SH DEFINED 600
AMDOCS LTD COM G02602103 53 2500 SH DEFINED 2500
AMDOCS LTD COM G02602103 420 20000 SH DEFINED 20000
AMERADA HESS CORP COM 023551104 821 13400 SH DEFINED 13400
AMERADA HESS CORP COM 023551104 49 800 SH DEFINED 800
AMERADA HESS CORP COM 023551104 1029 16800 SH DEFINED 16800
AMEREN CORPORATION COM 023608102 768 20300 SH DEFINED 20300
AMEREN CORPORATION COM 023608102 49 1300 SH DEFINED 1300
AMEREN CORPORATION COM 023608102 964 25500 SH DEFINED 25500
AMERICAN ELECTRIC POWER CO INC COM 025537101 976 28600 SH DEFINED 28600
AMERICAN ELECTRIC POWER CO INC COM 025537101 61 1800 SH DEFINED 1800
AMERICAN ELECTRIC POWER CO INC COM 025537101 1222 35800 SH DEFINED 35800
AMERICAN EXPRESS COMPANY COM 025816109 8993 66800 SH DEFINED 66800
AMERICAN EXPRESS COMPANY COM 025816109 565 4200 SH DEFINED 4200
AMERICAN EXPRESS COMPANY COM 025816109 11268 83700 SH DEFINED 83700
AMERICAN GENERAL CORPORATION COM 026351106 2351 37203 SH DEFINED 37203
AMERICAN GENERAL CORPORATION COM 026351106 146 2310 SH DEFINED 2310
AMERICAN GENERAL CORPORATION COM 026351106 2946 46625 SH DEFINED 46625
AMERICAN GREETINGS CORP. COM 026375105 258 10000 SH DEFINED 10000
AMERICAN GREETINGS CORP. COM 026375105 15 600 SH DEFINED 600
AMERICAN GREETINGS CORP. COM 026375105 322 12500 SH DEFINED 12500
AMERICAN HOME PRODUCTS CORPORA COM 026609107 8055 194100 SH DEFINED 194100
AMERICAN HOME PRODUCTS CORPORA COM 026609107 502 12100 SH DEFINED 12100
AMERICAN HOME PRODUCTS CORPORA COM 026609107 324 7800 SH DEFINED 7800
AMERICAN HOME PRODUCTS CORPORA COM 026609107 3972 95700 SH DEFINED 95700
AMERICAN HOME PRODUCTS CORPORA COM 026609107 10097 243300 SH DEFINED 243300
AMERICAN INTERNATIONAL GROUP,I COM 026874107 19950 229478 SH DEFINED 229478
AMERICAN INTERNATIONAL GROUP,I COM 026874107 1239 14246 SH DEFINED 14246
AMERICAN INTERNATIONAL GROUP,I COM 026874107 17 200 SH DEFINED 200
AMERICAN INTERNATIONAL GROUP,I COM 026874107 70 800 SH DEFINED 800
AMERICAN INTERNATIONAL GROUP,I COM 026874107 696 8000 SH DEFINED 8000
AMERICAN INTERNATIONAL GROUP,I COM 026874107 25011 287695 SH DEFINED 287695
AMERICAN ONLINE INC. COM 02364J104 16744 161000 SH DEFINED 161000
AMERICAN ONLINE INC. COM 02364J104 1040 10000 SH DEFINED 10000
AMERICAN ONLINE INC. COM 02364J104 114 1100 SH DEFINED 1100
AMERICAN ONLINE INC. COM 02364J104 291 2800 SH DEFINED 2800
AMERICAN ONLINE INC. COM 02364J104 406 3900 SH DEFINED 3900
AMERICAN ONLINE INC. COM 02364J104 3910 37600 SH DEFINED 37600
AMERICAN ONLINE INC. COM 02364J104 4035 38800 SH DEFINED 38800
AMERICAN ONLINE INC. COM 02364J104 20998 201900 SH DEFINED 201900
AMERICAN TOWER CORP COM 029912201 233 11900 SH DEFINED 11900
AMERICAN TOWER CORP COM 029912201 6669 340900 SH DEFINED 340900
AMERICAN WATES INDUSTRIES COM 019589308 325 27800 SH DEFINED 27800
AMERICAN WATES INDUSTRIES COM 019589308 20 1700 SH DEFINED 1700
AMERICAN WATES INDUSTRIES COM 019589308 408 34900 SH DEFINED 34900
AMERITECH CORPORATION COM 030954101 10945 162900 SH DEFINED 162900
AMERITECH CORPORATION COM 030954101 679 10100 SH DEFINED 10100
AMERITECH CORPORATION COM 030954101 54 800 SH DEFINED 800
AMERITECH CORPORATION COM 030954101 665 9900 SH DEFINED 9900
AMERITECH CORPORATION COM 030954101 296 4400 SH DEFINED 4400
AMERITECH CORPORATION COM 030954101 8157 121400 SH DEFINED 121400
AMERITECH CORPORATION COM 030954101 2560 38100 SH DEFINED 38100
AMERITECH CORPORATION COM 030954101 13720 204200 SH DEFINED 204200
AMFM INC COM 001693100 871 14300 SH DEFINED 14300
AMFM INC COM 001693100 14220 233600 SH DEFINED 233600
AMGEN INC COM 031162100 6186 75900 SH DEFINED 75900
AMGEN INC COM 031162100 383 4700 SH DEFINED 4700
AMGEN INC COM 031162100 7751 95100 SH DEFINED 95100
AMR CORPORATION COM 001765106 1243 22800 SH DEFINED 22800
AMR CORPORATION COM 001765106 76 1400 SH DEFINED 1400
AMR CORPORATION COM 001765106 114 2100 SH DEFINED 2100
AMR CORPORATION COM 001765106 403 7400 SH DEFINED 7400
AMR CORPORATION COM 001765106 4028 73900 SH DEFINED 73900
AMR CORPORATION COM 001765106 1553 28500 SH DEFINED 28500
AMSOUTH BANCORPORATION COM 032165102 612 26100 SH DEFINED 26100
AMSOUTH BANCORPORATION COM 032165102 38 1600 SH DEFINED 1600
AMSOUTH BANCORPORATION COM 032165102 766 32700 SH DEFINED 32700
ANADARKO PETROLEUM CORP. COM 032511107 547 17900 SH DEFINED 17900
ANADARKO PETROLEUM CORP. COM 032511107 34 1100 SH DEFINED 1100
ANADARKO PETROLEUM CORP. COM 032511107 556 18200 SH DEFINED 18200
ANADARKO PETROLEUM CORP. COM 032511107 10492 343300 SH DEFINED 343300
ANADARKO PETROLEUM CORP. COM 032511107 688 22500 SH DEFINED 22500
ANCOR COMMUNICATIONS INC COM 03332K108 19 800 SH DEFINED 800
ANDREW CORPORATION COM 034425108 211 12162 SH DEFINED 12162
ANDREW CORPORATION COM 034425108 14 800 SH DEFINED 800
ANDREW CORPORATION COM 034425108 266 15337 SH DEFINED 15337
ANHEUSER-BUSCH COMPANIES INC COM 035229103 4939 70500 SH DEFINED 70500
ANHEUSER-BUSCH COMPANIES INC COM 035229103 308 4400 SH DEFINED 4400
ANHEUSER-BUSCH COMPANIES INC COM 035229103 147 2100 SH DEFINED 2100
ANHEUSER-BUSCH COMPANIES INC COM 035229103 518 7400 SH DEFINED 7400
ANHEUSER-BUSCH COMPANIES INC COM 035229103 4617 65900 SH DEFINED 65900
ANHEUSER-BUSCH COMPANIES INC COM 035229103 6194 88400 SH DEFINED 88400
AON CORPORATION COM 037389103 1123 37975 SH DEFINED 37975
AON CORPORATION COM 037389103 69 2325 SH DEFINED 2325
AON CORPORATION COM 037389103 479 16200 SH DEFINED 16200
AON CORPORATION COM 037389103 5898 199500 SH DEFINED 199500
AON CORPORATION COM 037389103 1407 47600 SH DEFINED 47600
APACHE CORP COM 037411105 717 16600 SH DEFINED 16600
APACHE CORP COM 037411105 43 1000 SH DEFINED 1000
APACHE CORP COM 037411105 898 20800 SH DEFINED 20800
APPLE COMPUTER, INC. COM 037833100 1494 23600 SH DEFINED 23600
APPLE COMPUTER, INC. COM 037833100 95 1500 SH DEFINED 1500
APPLE COMPUTER, INC. COM 037833100 1868 29500 SH DEFINED 29500
APPLIED MATERIALS INC COM 038222105 4306 55300 SH DEFINED 55300
APPLIED MATERIALS INC COM 038222105 265 3400 SH DEFINED 3400
APPLIED MATERIALS INC COM 038222105 374 4800 SH DEFINED 4800
APPLIED MATERIALS INC COM 038222105 4587 58900 SH DEFINED 58900
APPLIED MATERIALS INC COM 038222105 5397 69300 SH DEFINED 69300
ARCH COMMUNICATIONS GP COM 039381405 142 35377 SH DEFINED 35377
ARCH COMMUNICATIONS GP COM 039381504 537 134177 SH DEFINED 134177
ARCHER DANIELS MIDLAND COMPANY COM 039483102 1115 91523 SH DEFINED 91523
ARCHER DANIELS MIDLAND COMPANY COM 039483102 69 5650 SH DEFINED 5650
ARCHER DANIELS MIDLAND COMPANY COM 039483102 1399 114749 SH DEFINED 114749
ARMSTRONG WORLD INDUSTRIES INC COM 042476101 265 5900 SH DEFINED 5900
ARMSTRONG WORLD INDUSTRIES INC COM 042476101 18 400 SH DEFINED 400
ARMSTRONG WORLD INDUSTRIES INC COM 042476101 333 7400 SH DEFINED 7400
ASARCO, INC. COM 043413103 158 5900 SH DEFINED 5900
ASARCO, INC. COM 043413103 11 400 SH DEFINED 400
ASARCO, INC. COM 043413103 198 7400 SH DEFINED 7400
ASHLAND INC COM 044204105 363 10800 SH DEFINED 10800
ASHLAND INC COM 044204105 24 700 SH DEFINED 700
ASHLAND INC COM 044204105 457 13600 SH DEFINED 13600
ASSOCIATES FIRST CAPITAL CORPO COM 046008108 3886 107938 SH DEFINED 107938
ASSOCIATES FIRST CAPITAL CORPO COM 046008108 243 6744 SH DEFINED 6744
ASSOCIATES FIRST CAPITAL CORPO COM 046008108 4871 135310 SH DEFINED 135310
AT&T CORP-LIBERTY MEDIA COM 001957208 535 14400 SH DEFINED 14400
AT&T CORP-LIBERTY MEDIA COM 001957208 6530 175900 SH DEFINED 175900
AT&T CORPORATION COM 001957109 20513 471555 SH DEFINED 471555
AT&T CORPORATION COM 001957109 1276 29331 SH DEFINED 29331
AT&T CORPORATION COM 001957109 256 5895 SH DEFINED 5895
AT&T CORPORATION COM 001957109 479 11000 SH DEFINED 11000
AT&T CORPORATION COM 001957109 915 21028 SH DEFINED 21028
AT&T CORPORATION COM 001957109 5881 135200 SH DEFINED 135200
AT&T CORPORATION COM 001957109 9133 209962 SH DEFINED 209962
AT&T CORPORATION COM 001957109 25719 591238 SH DEFINED 591238
ATLANTIC RICHFIELD COMPANY COM 048825103 4227 47700 SH DEFINED 47700
ATLANTIC RICHFIELD COMPANY COM 048825103 266 3000 SH DEFINED 3000
ATLANTIC RICHFIELD COMPANY COM 048825103 5300 59800 SH DEFINED 59800
AUTODESK, INC. COM 052769106 190 8700 SH DEFINED 8700
AUTODESK, INC. COM 052769106 11 500 SH DEFINED 500
AUTODESK, INC. COM 052769106 238 10900 SH DEFINED 10900
AUTOMATIC DATA PROCESSING, INC COM 053015103 4092 91700 SH DEFINED 91700
AUTOMATIC DATA PROCESSING, INC COM 053015103 254 5700 SH DEFINED 5700
AUTOMATIC DATA PROCESSING, INC COM 053015103 5132 115000 SH DEFINED 115000
AUTOZONE INC COM 053332102 623 22200 SH DEFINED 22200
AUTOZONE INC COM 053332102 39 1400 SH DEFINED 1400
AUTOZONE INC COM 053332102 780 27800 SH DEFINED 27800
AVERY DENNISON CORP. COM 053611109 891 16900 SH DEFINED 16900
AVERY DENNISON CORP. COM 053611109 53 1000 SH DEFINED 1000
AVERY DENNISON CORP. COM 053611109 200 3800 SH DEFINED 3800
AVERY DENNISON CORP. COM 053611109 728 13800 SH DEFINED 13800
AVERY DENNISON CORP. COM 053611109 4821 91400 SH DEFINED 91400
AVERY DENNISON CORP. COM 053611109 1113 21100 SH DEFINED 21100
AVON PRODUCTS, INC. COM 054303102 963 38800 SH DEFINED 38800
AVON PRODUCTS, INC. COM 054303102 60 2400 SH DEFINED 2400
AVON PRODUCTS, INC. COM 054303102 1208 48700 SH DEFINED 48700
B B AND T CORP. COM 054937107 1509 46600 SH DEFINED 46600
B B AND T CORP. COM 054937107 94 2900 SH DEFINED 2900
B B AND T CORP. COM 054937107 1891 58400 SH DEFINED 58400
B.F. GOODRICH COMPANY COM 382388106 473 16300 SH DEFINED 16300
B.F. GOODRICH COMPANY COM 382388106 29 1000 SH DEFINED 1000
B.F. GOODRICH COMPANY COM 382388106 592 20400 SH DEFINED 20400
BAKER HUGHES INC. COM 057224107 1408 48540 SH DEFINED 48540
BAKER HUGHES INC. COM 057224107 87 3010 SH DEFINED 3010
BAKER HUGHES INC. COM 057224107 1764 60830 SH DEFINED 60830
BALL CORPORATION COM 058498106 198 4500 SH DEFINED 4500
BALL CORPORATION COM 058498106 13 300 SH DEFINED 300
BALL CORPORATION COM 058498106 251 5700 SH DEFINED 5700
BANC ONE CORPORATION COM 06423A103 6094 175045 SH DEFINED 175045
BANC ONE CORPORATION COM 06423A103 378 10858 SH DEFINED 10858
BANC ONE CORPORATION COM 06423A103 7637 219386 SH DEFINED 219386
BANESANDNOBLE.COM INC. COM 067846105 44 2300 SH DEFINED 2300
BANESANDNOBLE.COM INC. COM 067846105 158 8200 SH DEFINED 8200
BANESANDNOBLE.COM INC. COM 067846105 1572 81400 SH DEFINED 81400
BANK NATIONAL PARIS COM 413366700 290 3400 SH DEFINED 3400
BANK OF AMERICA CORP COM 060505104 14401 258595 SH DEFINED 258595
BANK OF AMERICA CORP COM 060505104 895 16079 SH DEFINED 16079
BANK OF AMERICA CORP COM 060505104 22 400 SH DEFINED 400
BANK OF AMERICA CORP COM 060505104 1145 20563 SH DEFINED 20563
BANK OF AMERICA CORP COM 060505104 78 1400 SH DEFINED 1400
BANK OF AMERICA CORP COM 060505104 14192 254843 SH DEFINED 254843
BANK OF AMERICA CORP COM 060505104 1453 26100 SH DEFINED 26100
BANK OF AMERICA CORP COM 060505104 18053 324176 SH DEFINED 324176
BANK OF NEW YORK COMPANY INC. COM 064057102 3772 112800 SH DEFINED 112800
BANK OF NEW YORK COMPANY INC. COM 064057102 234 7000 SH DEFINED 7000
BANK OF NEW YORK COMPANY INC. COM 064057102 127 3800 SH DEFINED 3800
BANK OF NEW YORK COMPANY INC. COM 064057102 425 12700 SH DEFINED 12700
BANK OF NEW YORK COMPANY INC. COM 064057102 4457 133300 SH DEFINED 133300
BANK OF NEW YORK COMPANY INC. COM 064057102 4728 141400 SH DEFINED 141400
BANK SARASIN COM 414954500 76 65 SH DEFINED 65
BANKBOSTON CORP COM 06605R106 1909 44000 SH DEFINED 44000
BANKBOSTON CORP COM 06605R106 117 2700 SH DEFINED 2700
BANKBOSTON CORP COM 06605R106 2390 55100 SH DEFINED 55100
BARNES & NOBLE INC COM 067774109 3666 141000 SH DEFINED 141000
BARRETT RESOURCES CORPORATION COM 068480201 70 1900 SH DEFINED 1900
BARRICK GOLD CORPORATION COM 067901108 1257 57800 SH DEFINED 57800
BARRICK GOLD CORPORATION COM 067901108 78 3600 SH DEFINED 3600
BARRICK GOLD CORPORATION COM 067901108 1577 72500 SH DEFINED 72500
BAUSCH & LOMB INC. COM 071707103 560 8500 SH DEFINED 8500
BAUSCH & LOMB INC. COM 071707103 33 500 SH DEFINED 500
BAUSCH & LOMB INC. COM 071707103 59 900 SH DEFINED 900
BAUSCH & LOMB INC. COM 071707103 1273 19300 SH DEFINED 19300
BAUSCH & LOMB INC. COM 071707103 20362 308800 SH DEFINED 308800
BAUSCH & LOMB INC. COM 071707103 699 10600 SH DEFINED 10600
BAXTER INTERNATIONAL INC. COM 071813109 2603 43200 SH DEFINED 43200
BAXTER INTERNATIONAL INC. COM 071813109 163 2700 SH DEFINED 2700
BAXTER INTERNATIONAL INC. COM 071813109 3266 54200 SH DEFINED 54200
BEAR STEARNS COM 073902108 663 17240 SH DEFINED 17240
BEAR STEARNS COM 073902108 40 1040 SH DEFINED 1040
BEAR STEARNS COM 073902108 833 21660 SH DEFINED 21660
BECTON, DICKINSON & COMPANY COM 075887109 1038 37000 SH DEFINED 37000
BECTON, DICKINSON & COMPANY COM 075887109 65 2300 SH DEFINED 2300
BECTON, DICKINSON & COMPANY COM 075887109 1302 46400 SH DEFINED 46400
BELL ATLANTIC CORPORATION COM 077853109 15487 230080 SH DEFINED 230080
BELL ATLANTIC CORPORATION COM 077853109 961 14270 SH DEFINED 14270
BELL ATLANTIC CORPORATION COM 077853109 343 5100 SH DEFINED 5100
BELL ATLANTIC CORPORATION COM 077853109 4295 63800 SH DEFINED 63800
BELL ATLANTIC CORPORATION COM 077853109 19412 288384 SH DEFINED 288384
BELLSOUTH CORPORATION COM 079860102 12632 280700 SH DEFINED 280700
BELLSOUTH CORPORATION COM 079860102 783 17400 SH DEFINED 17400
BELLSOUTH CORPORATION COM 079860102 15836 351900 SH DEFINED 351900
BEMIS COMPANY, INC. COM 081437105 264 7800 SH DEFINED 7800
BEMIS COMPANY, INC. COM 081437105 17 500 SH DEFINED 500
BEMIS COMPANY, INC. COM 081437105 329 9700 SH DEFINED 9700
BEST BUY CO INC COM 086516101 1880 30300 SH DEFINED 30300
BEST BUY CO INC COM 086516101 118 1900 SH DEFINED 1900
BEST BUY CO INC COM 086516101 2358 38000 SH DEFINED 38000
BESTFOODS INC COM 08658U101 2008 41400 SH DEFINED 41400
BESTFOODS INC COM 08658U101 126 2600 SH DEFINED 2600
BESTFOODS INC COM 08658U101 2517 51900 SH DEFINED 51900
BETHLEHEM STEEL CORPORATION COM 087509105 142 19300 SH DEFINED 19300
BETHLEHEM STEEL CORPORATION COM 087509105 9 1200 SH DEFINED 1200
BETHLEHEM STEEL CORPORATION COM 087509105 178 24200 SH DEFINED 24200
BIOMET, INC. COM 090613100 439 16700 SH DEFINED 16700
BIOMET, INC. COM 090613100 26 1000 SH DEFINED 1000
BIOMET, INC. COM 090613100 550 20900 SH DEFINED 20900
BJ SERVICES COMPANY COM 055482103 146 4600 SH DEFINED 4600
BJ SERVICES COMPANY COM 055482103 872 27400 SH DEFINED 27400
BJ SERVICES COMPANY COM 055482103 16002 503000 SH DEFINED 503000
BLACK & DECKER CORPORATION COM 091797100 589 12900 SH DEFINED 12900
BLACK & DECKER CORPORATION COM 091797100 37 800 SH DEFINED 800
BLACK & DECKER CORPORATION COM 091797100 740 16200 SH DEFINED 16200
BLUE STONE SOFTWARE INC. COM 09623P102 35 1500 SH DEFINED 1500
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