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: Jemmco Investment Management LLC_________
Address: 111 Broadway, 7th Floor_____________
_______New York, N.Y. 10006_________
__________________________________________
Form 13F File Number: 28-7696_____
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: _David Muschel____
Title: _Manager_____________
Phone: _(212) 433-7624________________
Signature Place and Date of Signing:
David Muschel _New York, N.Y.___ _November_____1999____
[Signature] [City State] [Date]
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT. (Check here if all holdings of this
reporting manager are reported in this report.)
[ ] 13F NOTICE. (Check here if no holdings reported are in this
report and all holdings are reported by other reporting
manager(s).)
[ ] 13F COMBINATION REPORT. (Check here if a portion of the
holdings for this reporting manager are reported in this
report and a portion are reported by other reporting
manager(s).)
List of Other Managers Reporting for this Manager:
[If there are no entries in this list omit this section.]
Form 13F File Number Name
28-____________ _______________________________
[Repeat as necessary.]
Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: ____0__________
Form 13F Information Table Entry Total: _336__________
Form 13F Information Table Value Total: $165,863______________
(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. Form 13F File Number Name
____ 28-___________NONE________________
[Repeat as necessary.]
<TABLE>
FORM 13F INFORMATION TABLE
<C> <C> <C> <C> <C> <C> <C>
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
NAME OF ISSUER TITLE OF CUSIP MARKET AMNT OF INVSTMNT MGRS VOTING
CLASS NUMBER VALUE SECURITY DISCRTN AUTHRTY
(000) (SHARES) (A) (A)
ABBOTT LABS 2824100 1709 46500 SOLE SOLE
ALLIANCE CAPITAL MGMT LP UT 18548107 222 8100 SOLE SOLE
ARMSTRONG WORLD INDS. 42476101 431 9600 SOLE SOLE
ACE LIMITED G0070K103 598 35300 SOLE SOLE
ALBERTO CULVER CO 13068101 340 14700 SOLE SOLE
AETNA INC. 8117103 1019 20700 SOLE SOLE
ALLMERICA FINC'L CORP. 19754100 395 8300 SOLE SOLE
AMERICAN GENERAL CORP 26351106 1118 17700 SOLE SOLE
ALPINE GROUP INC 20825105 234 18100 SOLE SOLE
AMERADA HESS CORP 23551104 1427 23300 SOLE SOLE
APRIA HEALTHCARE GROUP INC 37933108 243 14500 SOLE SOLE
AK STEEL HOLDING CORP 1547108 772 42300 SOLE SOLE
ALCAN ALUM LTD 13716105 106 3400 SOLE SOLE
ALLIED SIGNAL INC 19512102 1235 20600 SOLE SOLE
ALLSTATE CORPORATION (THE) 20002101 1359 54500 SOLE SOLE
ALLEGHENY TELEDYNE INC 17415100 174 10300 SOLE SOLE
AMER. GREETING CORP CLASS A 26375105 103 4000 SOLE SOLE
APPLIED MATERIALS INC 38222105 303 3900 SOLE SOLE
ABERCROMBIE & FITCH CO CL A 2896207 548 16100 SOLE SOLE
AON CORPORATION 37389103 2194 74200 SOLE SOLE
AMERICA ONLINE INC (DEL) 02364J104 229 2200 SOLE SOLE
APACHE CORP 37411105 1529 35400 SOLE SOLE
ANADARKO PETE CORP 32511107 740 24200 SOLE SOLE
ACNIELSEN CORP 4833109 234 10300 SOLE SOLE
ARVIN INDS INC 43339100 575 18600 SOLE SOLE
AMERICAN STD COS INC DEL 29712106 265 6900 SOLE SOLE
ASTORIA FINANCIAL CORP 46265104 6 200 SOLE SOLE
AUTHENIC FITNESS 52661105 227 12900 SOLE SOLE
AMSOUTH BANCORP 32165102 234 10000 SOLE SOLE
AVON PRODS INC 54303102 119 4800 SOLE SOLE
AVNET INC 53807103 214 5100 SOLE SOLE
AMERICA WEST HOLDINGS 23657208 211 12200 SOLE SOLE
AZTAR CORPORATION 54802103 222 21700 SOLE SOLE
BOEING CO 97023105 217 5100 SOLE SOLE
BANK OF AMERICA CORP 60505104 457 8200 SOLE SOLE
BED BATH & BEYOND INC 75896100 262 7500 SOLE SOLE
BERGEN BRUNSWIG CORP 83739102 281 27100 SOLE SOLE
BEST BUY CO INC 86516101 230 3700 SOLE SOLE
BRUNSWICK CORP 117043109 478 19200 SOLE SOLE
BOISE CASCADE CORP 97383103 251 6900 SOLE SOLE
BANDAG INC 59815100 352 11000 SOLE SOLE
BRIGGS & STRATTON CORP 109043109 274 4700 SOLE SOLE
BAKER HUGHES INC. 57224107 1459 50300 SOLE SOLE
BALL CORPORATION 58498106 220 5000 SOLE SOLE
BELL SOUTH CORP 79860102 306 6800 SOLE SOLE
BMC INDUSTRIES INC 55607105 238 19300 SOLE SOLE
BIOMET INC 90613100 221 8400 SOLE SOLE
BEMIS INC 81437105 518 15300 SOLE SOLE
PACIFIC CENTURY FINANCIAL CORP 694058108 204 10000 SOLE SOLE
BURLINGTON RES INC 122014103 772 21000 SOLE SOLE
BEAR STEARNS COS INC 73902108 336 8749 SOLE SOLE
BORG WARNER AUTOMOTIVE INC 99724106 280 6500 SOLE SOLE
BROWN SHOE CO INC 115736100 253 13800 SOLE SOLE
COMPUTER ASSOCIATES INTL INC 204912109 288 4700 SOLE SOLE
CONAGRA INC COM 205887102 1036 45900 SOLE SOLE
COMMERCE BANCSHARES INC 200525103 39 1100 SOLE SOLE
CIRCUIT CITY STORES-CIRCUIT 172737108 245 5800 SOLE SOLE
CCB FINANCIAL CORP 124875105 824 19800 SOLE SOLE
CROWN CORK & SEAL INC 228255105 429 17700 SOLE SOLE
CARNIVAL CORPORATION 143658102 226 5200 SOLE SOLE
CABLE DESIGN TECH CORP 126924109 217 9500 SOLE SOLE
CERIDIAN CORPORATION 15677T106 256 10300 SOLE SOLE
CONSOLIDATED GRAPHICS INC 209341106 190 4500 SOLE SOLE
CHAMPION INTL CORP 158525105 231 4500 SOLE SOLE
CHECKPOINT SYSTEMS INC COM 162825103 159 17100 SOLE SOLE
CLAIRES STORE INC 179584107 576 34800 SOLE SOLE
COMERICA INC 200340107 1114 22000 SOLE SOLE
CHASE MANHATTAN CORP 16161A108 264 3500 SOLE SOLE
COLONIAL BANCORP IN 195493309 56 5000 SOLE SOLE
CNF TRANSPORTATION INC 12612W104 525 14100 SOLE SOLE
CANADIAN NATL RAILWAY CO 136375102 200 6600 SOLE SOLE
CK WITCO CORP 12562C108 370 25400 SOLE SOLE
CHARTER ONE FINANCIAL INC 160903100 147 6380 SOLE SOLE
COMAIR HOLDINGS INC 199789108 93 5600 SOLE SOLE
COOPER TIRE & RUBR CO 216831107 164 9300 SOLE SOLE
CENTEX CORP 152312104 467 15800 SOLE SOLE
CUMMINS ENGINE INC 231021106 513 10300 SOLE SOLE
CABLEVISION SYS. CORP. 12686C109 327 4500 SOLE SOLE
CVS CORP (DELAWARE) 126650100 69 1700 SOLE SOLE
CYPRESS SEMICONDUCTOR CORP 232806109 452 21000 SOLE SOLE
CITY NATIONAL CORP 178566105 685 20400 SOLE SOLE
CYTEC INDUSTRIES INC 232820100 314 13100 SOLE SOLE
DIEBOLD INC 253651103 183 7900 SOLE SOLE
DILLARDS INC 254067101 171 8400 SOLE SOLE
DEXTER CORP 252165105 257 6900 SOLE SOLE
DELPHI FINANCIAL GROUP IN CL-A 247131105 154 5100 SOLE SOLE
D.R. HORTON INC 23331A109 505 39000 SOLE SOLE
DIAMONDS 252787106 2093 20200 SOLE SOLE
DONALDSON LUFKIN JENRETTE 257661108 3319 83900 SOLE SOLE
DELUXE CORP 248019101 224 6600 SOLE SOLE
DIME BANCORP INC (NEW) 25429Q102 996 56900 SOLE SOLE
DONNELLEY R R & SONS CO 257867101 191 6600 SOLE SOLE
DOLE FOOD INC 256605106 258 13600 SOLE SOLE
DOW CHEM CO 260543103 1307 11500 SOLE SOLE
DARDEN RESTAURANTS INC 237194105 362 18500 SOLE SOLE
DALLAS SEMICONDUCTOR CORP 235204104 235 4400 SOLE SOLE
DTE ENERGY CO (HOLDING CO) 233331107 199 5500 SOLE SOLE
BRINKER INTERNATIONAL IN 109641100 363 13400 SOLE SOLE
ENGELHARD CORP 292845104 309 17000 SOLE SOLE
ELECTRONIC DATA SYS CORP 285661104 212 4000 SOLE SOLE
EG & G INC 268457108 255 6400 SOLE SOLE
EDISON INTERNATIONAL 281020107 204 8400 SOLE SOLE
CALLAWAY GOLF CO. 131193104 49 4000 SOLE SOLE
EOG RESOURCES INC 26875P101 196 9200 SOLE SOLE
EL PASO ENERGY CORP 283905107 275 6900 SOLE SOLE
EQUITABLE RESOURCE INC 294549100 276 7300 SOLE SOLE
ENSCO INTL DEV 26874Q100 443 24500 SOLE SOLE
ENTERGY CORP NEW 29364G103 229 7900 SOLE SOLE
FORD MTR CO DEL 345370100 311 6200 SOLE SOLE
FURNITURE BRANDS INT'L INC 360921100 161 8200 SOLE SOLE
FEDERATED DEPT STORES INC NEW 31410H101 450 10300 SOLE SOLE
FIRST DATA CORPORATION 319963104 211 4800 SOLE SOLE
FAMILY DLR STORES INC 307000109 209 9900 SOLE SOLE
FOUNDATION HEALTH SYSTEMS INC 350404109 163 17300 SOLE SOLE
FLEET FINANCIAL GROUP INC (NEW 338915101 3234 88000 SOLE SOLE
FOODMAKER INC 344839204 249 10000 SOLE SOLE
FEDERAL MOGUL CORP 313549107 838 30400 SOLE SOLE
FEDERAL NATL MTG ASSN 313586109 2069 33000 SOLE SOLE
FINOVA GROUP INC 317928109 201 5500 SOLE SOLE
FORTUNE BRANDS INC 349631101 197 6100 SOLE SOLE
FERRO CORP 315405100 43 2000 SOLE SOLE
FOREST LABS INC 345838106 923 21900 SOLE SOLE
FIRST TENN NATL CP 337162101 219 7800 SOLE SOLE
FIRST UNION CORP 337358105 2304 64800 SOLE SOLE
FOSTER WHEELER CORP 350244109 257 21300 SOLE SOLE
NICOR INC 654086107 219 5900 SOLE SOLE
GENERAL DYNAMICS CORP 369550108 194 3100 SOLE SOLE
GUIDANT CORPORATION IPO 401698105 1636 30500 SOLE SOLE
GENRAD INC 372447102 300 15700 SOLE SOLE
GENZYME CORP (GENERAL DIVISION 372917104 14 300 SOLE SOLE
GENERAL MTRS CORP 370442105 1592 25300 SOLE SOLE
GENTEX CORP 371901109 202 9800 SOLE SOLE
GEON COMPANY (THE) 37246W105 381 14800 SOLE SOLE
GEORGIA PAC CORP 373298108 1632 40300 SOLE SOLE
GENUINE PARTS CO 372460105 191 7200 SOLE SOLE
THE GAP INC 364760108 1091 34100 SOLE SOLE
GPU INC. 36225X100 189 5800 SOLE SOLE
GOODRICH B F CO 382388106 1259 43400 SOLE SOLE
GRACE W.R. & CO NEW 38388F108 214 13300 SOLE SOLE
GENCORP INC 368682100 277 15100 SOLE SOLE
HARCOURT GENERAL INC 41163G101 79 1900 SOLE SOLE
HAEMONETICS CORP 405024100 238 12100 SOLE SOLE
HASBRO INC 418056107 770 35900 SOLE SOLE
HUNTINGTON BANCSHARES INC 446150104 141 5300 SOLE SOLE
HARTFORD FINANCIAL SERVICES GR 416515104 1639 40100 SOLE SOLE
HILTON HOTELS CORP 432848109 325 32900 SOLE SOLE
HELMERICH & PAYNE INC 423452101 613 24200 SOLE SOLE
HERCULES INC 427056106 664 23200 SOLE SOLE
BLOCK H & R INC 93671105 621 14300 SOLE SOLE
HEALTHSOUTH CORPORATION 421924101 41 6800 SOLE SOLE
HORMEL FOODS CORPORATION 440452100 244 5900 SOLE SOLE
HRPT PROPERTIES TR 40426W101 148 12700 SOLE SOLE
HERSHEY FOODS CORP 427866108 29 600 SOLE SOLE
HEWLETT PACKARD CO 428236103 1509 16400 SOLE SOLE
INTERNATIONAL BUSINESS MACHS 459200101 218 1800 SOLE SOLE
IBP INC 449223106 212 8600 SOLE SOLE
IMC GLOBAL INC 449669100 12 800 SOLE SOLE
ITT INDUSTRIES INC(INDIANA) 450911102 525 16500 SOLE SOLE
IKON OFFICE SOLUTIONS INC 451713101 192 18000 SOLE SOLE
IMATION CORP 45245A107 236 7600 SOLE SOLE
IMPERIAL OIL LTD (NEW) 453038408 148 7100 SOLE SOLE
INTERNATIONAL PAPER CO 460146103 106 2200 SOLE SOLE
INTERPUBLIC GROUP COS INC 460690100 1119 27200 SOLE SOLE
INGERSOLL RAND CO 456866102 1527 27800 SOLE SOLE
INTERNATIONAL RECTIFIER CORP 460254105 236 15500 SOLE SOLE
IRT PROPERTY CO. 450058102 51 5700 SOLE SOLE
INTERIM SERVICES INC 45868P100 18 1100 SOLE SOLE
MARK IV INDUSTRIES INC 570387100 89 4500 SOLE SOLE
IVAX CORP 465823102 299 18100 SOLE SOLE
PENNEY J C INC 708160106 932 27100 SOLE SOLE
HARLAND JOHN H CO 412693103 260 13400 SOLE SOLE
J L G INDUSTRIES INC 466210101 211 13900 SOLE SOLE
JONES APPAREL GROUP INC 480074103 207 7200 SOLE SOLE
MORGAN J P & CO INC 616880100 1748 15300 SOLE SOLE
KEYCORP 493267108 310 12000 SOLE SOLE
K MART CORP 482584109 324 27700 SOLE SOLE
KIMBERLY CLARK CORP 494368103 368 7000 SOLE SOLE
KERR MCGEE CORP 492386107 1222 22200 SOLE SOLE
M B N A CORP 55262L100 1499 65700 SOLE SOLE
KNIGHT RIDDER INC 499040103 236 4300 SOLE SOLE
KANSAS CITY SOUTHN INDS INC 485170104 186 4000 SOLE SOLE
LIBERTY FINANCIAL COS INC 530512102 59 2700 SOLE SOLE
LONGS DRUG STORES INC 543162101 218 7300 SOLE SOLE
LEAR CORPORATION 521865105 577 16400 SOLE SOLE
LEGGETT & PLATT INC 524660107 658 33400 SOLE SOLE
LENNAR CORP 526057104 480 30100 SOLE SOLE
LG & E ENERGY CORP 501917108 170 8000 SOLE SOLE
LINENS N THINGS INC 535679104 314 9300 SOLE SOLE
LITTON INDS INC 538021106 192 3500 SOLE SOLE
LIZ CLAIBORNE INC 539320101 195 6300 SOLE SOLE
LINCOLN NATL CORP 534187109 954 25400 SOLE SOLE
LOUISIANA PACIFIC CORPORATION 546347105 313 20000 SOLE SOLE
LOEWS CORP 540424108 147 2100 SOLE SOLE
LUBRIZOL CORP 549271104 51 2000 SOLE SOLE
M.A. HANNA CO 410522106 240 21100 SOLE SOLE
MOORE CORP LTD 615785102 196 19600 SOLE SOLE
MCDERMOTT INT'L INC 580037109 126 6200 SOLE SOLE
MEAD CORP 582834107 148 4300 SOLE SOLE
MERRILL LYNCH PIERCE FENNER & 590188108 202 3000 SOLE SOLE
MALLINCKRODT INC 561232109 347 11500 SOLE SOLE
MUTUAL RISK MANAGMENT LTD 628351108 167 13600 SOLE SOLE
MARSH & MCLENNAN COS INC 571748102 3247 47400 SOLE SOLE
MMI COMPANIES INC 553087107 14 1300 SOLE SOLE
MOTOROLA INC 620076109 194 2200 SOLE SOLE
MEDITRUST CORPORATION 58501T306 377 44400 SOLE SOLE
MGIC INVESTMENT CORP 552848103 229 4800 SOLE SOLE
MORGAN STANLEY DEAN WITTER CO 617446448 598 6700 SOLE SOLE
MAYTAG CO 578592107 2635 79100 SOLE SOLE
MYLAN LABS INC 628530107 261 14200 SOLE SOLE
NABISCO HOLDINGS CP CL A 629526104 207 6000 SOLE SOLE
NAVISTAR INT'L CORP NEW 6.39E+112 1009 21700 SOLE SOLE
NOBLE AFFILIATES INC 654894104 383 13200 SOLE SOLE
NATIONAL DATA CORP 635621105 484 18600 SOLE SOLE
INDYMAC MORTGAGE HOLDINGS INC 456607100 2 100 SOLE SOLE
NOBLE DRILLING CORP 655042109 193 8800 SOLE SOLE
ENERGY EAST CORP (HOLDING CO) 29266M109 195 8200 SOLE SOLE
NORTHROP GRUMMAN CORP 666807102 216 3400 SOLE SOLE
NATIONAL SVC INDS INC 637657107 186 5900 SOLE SOLE
NATIONAL SEMICONDUCTOR CORP 637640103 287 9400 SOLE SOLE
NUCOR CORP 670346105 371 7800 SOLE SOLE
NEWS CORP LTD ADR NEW 652487703 412 14500 SOLE SOLE
QUAKER OATS CO 747402105 705 11400 SOLE SOLE
OFFICE DEPOT INC 676220106 1052 102600 SOLE SOLE
OGDEN CORP 676346109 86 8600 SOLE SOLE
OAKWOOD HOMES CORP 674098108 29 6500 SOLE SOLE
TRITON ENERGY LTD ORD G90751101 283 20100 SOLE SOLE
OLD KENT FINANCIAL CORP 679833103 199 5354 SOLE SOLE
OFFICEMAX INC 67622M108 117 20100 SOLE SOLE
OREGON STEEL 686079104 213 19000 SOLE SOLE
OWENS CORNING 69073F103 384 17700 SOLE SOLE
PHILLIPS PETE CO 718507106 2418 49600 SOLE SOLE
PEP BOYS MANNY MOE & JACK 713278109 314 21100 SOLE SOLE
PACCAR INC 693718108 198 3900 SOLE SOLE
PECO ENERGY COMPANY 693304107 199 5300 SOLE SOLE
PUBLIC SVC ENTERPRISES GROUP 744573106 216 5600 SOLE SOLE
KONINKLIKE PHILIPS ELECTRONIC 500472204 111 1100 SOLE SOLE
PULTE CORP 745867101 241 11100 SOLE SOLE
PMI GROUP INC 69344M101 221 5400 SOLE SOLE
PENTAIR INC 709631105 261 6500 SOLE SOLE
POTOMAC ELEC PWR CO 737679100 206 8100 SOLE SOLE
POPE & TALBOT INC 732827100 260 21000 SOLE SOLE
PUGET SOUND ENERGY CO 745332106 193 8600 SOLE SOLE
PAINE WEBBER GROUP INC 695629105 218 6000 SOLE SOLE
QUALCOMM INC 747525103 95 500 SOLE SOLE
NASDAQ-100 SHARES 631100104 903 7500 SOLE SOLE
QUINTILES TRANSNATIONAL CORP 748767100 230 12100 SOLE SOLE
RYDER SYS INC 783549108 26 1300 SOLE SOLE
READERS DIGEST ASSOC CL A 755267101 184 6300 SOLE SOLE
RUDDICK CORP 781258108 224 14100 SOLE SOLE
EVEREST REINSURANCE HLDGS INC 299808105 791 33200 SOLE SOLE
RELIANCE GROUP HLDGS INC 759464100 110 24800 SOLE SOLE
REYNOLDS & REYNOLDS CO CL A 761695105 257 12600 SOLE SOLE
REGIONS FINANCIAL CORP 758940100 119 4000 SOLE SOLE
RAY JAMES FINL INC 754730109 72 3600 SOLE SOLE
RELIASTAR FIN'L 75952U103 904 27200 SOLE SOLE
RUSSELL CORPORATION 782352108 216 15200 SOLE SOLE
RYERSON TULL INC (NEW) 78375P107 310 13400 SOLE SOLE
RAYTHEON CO CL B 755111408 993 20000 SOLE SOLE
SEARS ROEBUCK & CO 812387108 2579 82200 SOLE SOLE
SBC COMMUNICATIONS INC 78387G103 975 19100 SOLE SOLE
SCI SYSTEMS INC 783890106 369 8300 SOLE SOLE
SUNGARD DATA SYS INC 867363103 182 6900 SOLE SOLE
STERLING COMMERCE INC 859205106 150 8100 SOLE SOLE
SEALED AIR CORP NEW 81211K100 493 9600 SOLE SOLE
SILICON GRAPHICS 827056102 151 13800 SOLE SOLE
SCHERING PLOUGH CORP 806605101 1435 32900 SOLE SOLE
SHERWIN WILLIAMS CO 824348106 526 25100 SOLE SOLE
SHAW INDUSTRIES INC 820286102 189 11900 SOLE SOLE
SHOPKO STORES INC 824911101 945 32600 SOLE SOLE
SOLECTRON CORP 834182107 223 3100 SOLE SOLE
SNYDER COMMUNICATIONS 832914105 137 9000 SOLE SOLE
SOLA INTERNATIONAL INC 834092108 25 1600 SOLE SOLE
SOUTHTRUST CORP 844730101 43 1200 SOLE SOLE
ST. PAUL COMPANIES INC. 792860108 484 17600 SOLE SOLE
STANDARD PACIFIC CORP 85375C101 222 21700 SOLE SOLE
SIMON PROPERTY GROUP INC 828806109 1315 58600 SOLE SOLE
AMEX S & P DEPOSITARY RECEIPTS 78462F103 11391 88300 SOLE SOLE
SENSORMATIC ELECTRONICS CORP 817265101 207 16300 SOLE SOLE
STRIDE RITE CORP 863314100 134 19200 SOLE SOLE
THE E.W. SCRIPPS CO (NEW) 811054204 108 2200 SOLE SOLE
STERLING SOFTWARE 859547101 244 12200 SOLE SOLE
SUNTRUST BANKS INC 867914103 138 2100 SOLE SOLE
ST JUDE MEDICAL INC 790849103 381 12100 SOLE SOLE
SUPERIOR INDS INTL INC 868168105 182 6500 SOLE SOLE
SUPERVALU INC 868536103 410 18800 SOLE SOLE
SYSTEMAX INC 871851101 102 12200 SOLE SOLE
TRAVLERS PROPERTY CASUALTY CRP 893939108 735 24900 SOLE SOLE
TELEFONICA DE ARGENTINA SA 879378206 229 8700 SOLE SOLE
TIDEWATER INC 886423102 222 8700 SOLE SOLE
TEMPLE INLAND INC 879868107 1567 25900 SOLE SOLE
THE TJX COMPANIES INC 872540109 954 34000 SOLE SOLE
TIMES MIRROR CO CL A NEW 887364107 244 3700 SOLE SOLE
THERMO ELECTRON CORP 883556102 382 28400 SOLE SOLE
TOMMY HILFIGER CP G8915Z102 1539 54600 SOLE SOLE
TOYS-R-US 892335100 216 14400 SOLE SOLE
TOOTSIE ROLL INDS INC 890516107 194 5900 SOLE SOLE
PRICE T ROWE & ASSOC INC 741477103 162 5900 SOLE SOLE
TRW INC 872649108 667 13400 SOLE SOLE
TRIARC COMPANIES INC 895927101 214 10000 SOLE SOLE
SABRE HOLDINGS CORP. 785905100 430 10000 SOLE SOLE
TESORO PETE CORP 881609101 198 12000 SOLE SOLE
TUPPERWARE CORP 899896104 196 9700 SOLE SOLE
TOWER AUTOMOTIVE INC 891707101 246 12400 SOLE SOLE
TIME WARNER INC. 887315109 200 3300 SOLE SOLE
TEXAS INSTRS INC 882508104 362 4400 SOLE SOLE
TEXAS UTILS CO 882848104 216 5800 SOLE SOLE
TYCO INT'L LTD NEW < 902124106 434 4200 SOLE SOLE
UNICOM CORPORATION 904911104 211 5700 SOLE SOLE
UTILICORP UNITED INC 918005109 198 9400 SOLE SOLE
ULTRAMR-DIAMOND SHAMROCK CORP 904000106 194 7600 SOLE SOLE
UNIVERSAL HEALTH SERVICES CL-B 913903100 564 21800 SOLE SOLE
UNISYS CORP 909214108 727 16100 SOLE SOLE
UNION PACIFIC CORP 907818108 202 4200 SOLE SOLE
USG CORPORATION (NEW) 903293405 143 3000 SOLE SOLE
UNITED TECHNOLOGIES CORP 913017109 231 3900 SOLE SOLE
VALASSIS COMMUNICATIONS INC 918866104 259 5900 SOLE SOLE
SEAGRAM LTD 811850106 187 4100 SOLE SOLE
VISHAY INTERTECHNOLOGY INC 928298108 268 11300 SOLE SOLE
WESTVACO CORP 961548104 705 27500 SOLE SOLE
WALLACE COMPUTER SYS INC 932270101 178 8800 SOLE SOLE
WISCONSIN ENERGY CORP 976657106 213 9100 SOLE SOLE
WENDYS INTERNATIONAL INC 950590109 229 8700 SOLE SOLE
WELLS FARGO CO (NEW) 949746101 654 16500 SOLE SOLE
WACKENHUT CORRECTIONS CORP 929798106 17 1300 SOLE SOLE
WHIRLPOOL CORP 963320106 777 11900 SOLE SOLE
WILLAMETTE INDUSTREIES INC 969133107 306 7100 SOLE SOLE
WELLPOINT HEALTH NETWORKS INC. 94973H108 1083 19000 SOLE SOLE
WESTERN RES INC 959425109 197 9200 SOLE SOLE
WATSCO INC 942622200 455 40000 SOLE SOLE
WEYERHAEUSER CO 962166104 398 6900 SOLE SOLE
XL CAPITAL LTD G98255105 225 5000 SOLE SOLE
DENTSPLY INT'L INC NEW 249030107 297 13100 SOLE SOLE
XEROX CORP 984121103 13 300 SOLE SOLE
YELLOW CORP 985509108 201 12200 SOLE SOLE
YORK INTERNATIONAL CORP 986670107 352 9800 SOLE SOLE
ZALE CORP (NEW) 988858106 563 14700 SOLE SOLE
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