UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 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. August 12, 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.]
<PAGE>
Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: ____0_________
Form 13F Information Table Entry Total: __381_______
Form 13F Information Table Value Total: $__175,061 ______
(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.]
<PAGE>
<TABLE> <C> <C> <C> <C> <C>
FORM 13F INFORMATION TABLE
INVSTMT VOTING
NAME OF ISSUER / TITLE CUSIP VALUE SHARES DSCRETN AUTHORITY
ABACUS DIRECT CORP 2553105 1214 13500 SOLE SOLE
ACE LIMITED G0070K103 333 11800 SOLE SOLE
ACNIELSEN CORP 4833109 227 750 SOLE SOLE
AETNA INC. 8117103 152 1700 SOLE SOLE
AIR EXPRESS INTERNATL CO9104100 55 2200 SOLE SOLE
AK STEEL HOLDING CORP 1547108 20 900 SOLE SOLE
ALBERTO CULVER CO 13068101 186 7000 SOLE SOLE
ALBERTSONS INC 13104104 1727 33500 SOLE SOLE
ALCOA INC 13817101 161 2600 SOLE SOLE
ALKERMES INC 01642T108 126 5500 SOLE SOLE
ALLSTATE CORPORATION 20002101 100 2800 SOLE SOLE
AMAZON COM INC 23135106 1039 8305 SOLE SOLE
AMBAC FINANCIAL GROUP 23139108 486 8500 SOLE SOLE
AMERADA HESS CORP 23551104 934 15700 SOLE SOLE
AMERICA WEST HOLDINGS 23657208 168 8900 SOLE SOLE
AMERICAN HOME PRODS CORP26609107 840 14600 SOLE SOLE
AMERICREDIT CORP 03060R101 171 10700 SOLE SOLE
AMERISOURCE HEALTH CORP 03071P102 441 17300 SOLE SOLE
AMERITECH CORP 30954101 59 800 SOLE SOLE
AMETEK INC (NEW) 31100100 16 700 SOLE SOLE
AMEX S & P DEPOSITARY RE78462F103 17769 129700 SOLE SOLE
AMGEN 31162100 523 8600 SOLE SOLE
AMSOUTH BANCORP 32165102 992 42800 SOLE SOLE
ANADARKO PETE CORP 32511107 644 17500 SOLE SOLE
ANHEUSER BUSCH CO INC 35229103 880 12400 SOLE SOLE
ANNTAYLOR HLDGS INC 36115103 221 4900 SOLE SOLE
AON CORPORATION 37389103 1852 44900 SOLE SOLE
APPLIED MATERIALS INC 38222105 207 2800 SOLE SOLE
APRIA HEALTHCARE GROUP I37933108 180 10600 SOLE SOLE
ARCHER DANIELS MIDLAND C39483102 818 53000 SOLE SOLE
ARNOLD INDUSTRIES INC 42595108 8 500 SOLE SOLE
ARVIN INDS INC 43339100 500 13200 SOLE SOLE
ASARCO INCORPORATED 43413103 173 9200 SOLE SOLE
ASTORIA FINANCIAL CORP 46265104 53 1200 SOLE SOLE
AUTHENIC FITNESS 52661105 165 9400 SOLE SOLE
AUTOZONE INC 53332102 334 11100 SOLE SOLE
BAKER HUGHES INC. 57224107 442 13200 SOLE SOLE
BALL CORPORATION 58498106 313 7400 SOLE SOLE
BANDAG INC 59815100 236 6800 SOLE SOLE
BANK NEW YORK INC 64057102 1600 43600 SOLE SOLE
BANK ONE CORP 06423A103 1668 28000 SOLE SOLE
BANK UNITED CORP 65412108 16 400 SOLE SOLE
BANTA CORP 66821109 84 4000 SOLE SOLE
BARD C R INC 67383109 172 3600 SOLE SOLE
BARNES & NOBLE BOOKSTORE67774109 2595 94800 SOLE SOLE
BARRICK GOLD CORP 67901108 165 8500 SOLE SOLE
BB&T CORP 54937107 172 4700 SOLE SOLE
BECTON DICKINSON & CO 75887109 2361 78700 SOLE SOLE
BELL & HOWELL CO 77852101 170 4500 SOLE SOLE
BELL SOUTH CORP 79860102 1247 26600 SOLE SOLE
BEMIS INC 81437105 60 1500 SOLE SOLE
BERGEN BRUNSWIG CORP 83739102 693 40200 SOLE SOLE
BERKLEY W R CORP 84423102 35 1400 SOLE SOLE
BIOMET INC 90613100 416 10500 SOLE SOLE
BLOCK H & R INC 93671105 165 3300 SOLE SOLE
BOB EVANS FARMS COM 96761101 38 1900 SOLE SOLE
BOISE CASCADE CORP 97383103 249 5800 SOLE SOLE
BORG WARNER AUTOMOTIVE I99724106 270 4900 SOLE SOLE
BOWATER INC 102183100 765 16200 SOLE SOLE
BRIGGS & STRATTON CORP 109043109 196 3400 SOLE SOLE
BRINKER INTERNATIONAL IN109641100 266 9800 SOLE SOLE
BROWN SHOE CO INC 115736100 218 10000 SOLE SOLE
BRUNSWICK CORP 117043109 223 8000 SOLE SOLE
BURLINGTON RES INC 122014103 26 600 SOLE SOLE
CABLEVISION SYS. CORP. 12686C109 231 3300 SOLE SOLE
CABOT OIL & GAS CL A 127097103 155 8300 SOLE SOLE
CADENCE DESIGN SYSTEM IN127387108 145 11400 SOLE SOLE
CANADIAN NATL RAILWAY CO136375102 181 2700 SOLE SOLE
CAPITAL ONE FIN'L CORP 14040H105 735 13200 SOLE SOLE
CARAUSTER INDUSTRIES INC140909102 37 1500 SOLE SOLE
CCB FINANCIAL CORP 124875105 243 4600 SOLE SOLE
CENTERPOINT PROPERTIES T151895109 29 800 SOLE SOLE
CENTEX CORP 152312104 428 11400 SOLE SOLE
CENTOCOR INC 152342101 391 8400 SOLE SOLE
CERIDIAN CORPORATION 15677T106 879 26900 SOLE SOLE
CHAMPION ENTERPRISES 158496109 315 16900 SOLE SOLE
CHAMPION INTL CORP 158525105 335 7000 SOLE SOLE
CHARTER ONE FINANCIAL IN160903100 544 19600 SOLE SOLE
CHECKPOINT SYSTEMS INC C162825103 111 12400 SOLE SOLE
CHEVRON CORP 166751107 771 8100 SOLE SOLE
CHIQUITA BRAND INTL 170032106 128 14200 SOLE SOLE
CITY NATIONAL CORP 178566105 408 10900 SOLE SOLE
CKE RESTAURANTS INC (DEL1.26E+109 50 3100 SOLE SOLE
CLAIRES STORE INC 179584107 518 20200 SOLE SOLE
CLAYTON HOMES INC 184190106 158 13800 SOLE SOLE
CNF TRANSPORTATION INC 12612W104 391 10200 SOLE SOLE
COACHMEN INDS INC 189873102 153 6600 SOLE SOLE
COLGATE PALMOLIVE CO 194162103 346 3500 SOLE SOLE
COLUMBIA/HCA HEALTHCARE 197677107 611 26800 SOLE SOLE
COMERICA INC 200340107 1914 32200 SOLE SOLE
COMMERCE BANCSHARES INC 200525103 52 1300 SOLE SOLE
COMPAQ COMPUTER CORP 204493100 114 4800 SOLE SOLE
CONAGRA INC COM 205887102 160 6000 SOLE SOLE
CONCEPTS DIRECT INC 206013104 18 2000 SOLE SOLE
CONSECO INC 208464107 158 5200 SOLE SOLE
CONSOLIDATED EDISON INC 209115104 163 3600 SOLE SOLE
CONSOLIDATED GRAPHICS IN209341106 160 3200 SOLE SOLE
CONSOLIDATED STORES CORP210149100 1029 38100 SOLE SOLE
COOPER CAMERON CORP 216640102 44 1200 SOLE SOLE
COR THERAPEUTICS INC 217753102 9 600 SOLE SOLE
COSTCO COMPANIES INC 22160Q102 400 5000 SOLE SOLE
COUNTRYWIDE CR INDS 222372104 466 10900 SOLE SOLE
COX COMMUNICATIONS INC C224044107 593 16100 SOLE SOLE
CRANE CO DEL 224399105 146 4650 SOLE SOLE
CROWN CORK & SEAL INC 228255105 1659 58200 SOLE SOLE
CYPRESS SEMICONDUCTOR CO232806109 251 15200 SOLE SOLE
CYPRUS AMAX MINERALS CO 232809103 152 10000 SOLE SOLE
D.R. HORTON INC 23331A109 294 17700 SOLE SOLE
DANA CORP 235811106 212 4600 SOLE SOLE
DANAHER CORP 235851102 308 5300 SOLE SOLE
DARDEN RESTAURANTS INC 237194105 294 13500 SOLE SOLE
DATA GENERAL CORP 237688106 125 8600 SOLE SOLE
DELUXE CORP 248019101 105 2700 SOLE SOLE
DEXTER CORP 252165105 204 5000 SOLE SOLE
DIAMOND OFFSHORE DRILLIN25271C102 1353 47700 SOLE SOLE
DIAMONDS 252787106 1881 17200 SOLE SOLE
DIME BANCORP INC (NEW) 25429Q102 137 6800 SOLE SOLE
DOMINION RESOURCES INC 257470104 165 3800 SOLE SOLE
DONALDSON LUFKIN JENRETT257661108 217 3600 SOLE SOLE
DOVER CORP 260003108 343 9800 SOLE SOLE
DOW CHEM CO 260543103 216 1700 SOLE SOLE
DOW JONES & CO INC 260561105 446 8400 SOLE SOLE
DTE ENERGY CO (HOLDING C233331107 160 4000 SOLE SOLE
DUKE ENERGY CORP 264399106 158 2900 SOLE SOLE
EASTMAN KODAK CO 277461109 129 1900 SOLE SOLE
EATON CORP 278058102 212 2300 SOLE SOLE
EDISON INTERNATIONAL 281020107 163 6100 SOLE SOLE
EL PASO ENERGY CORP 283905107 176 5000 SOLE SOLE
ELAN CORPORATION PLC 284131208 117 4200 SOLE SOLE
ELECTRONIC DATA SYS COR 285661104 667 11800 SOLE SOLE
EMERSON ELEC CO 291011104 233 3700 SOLE SOLE
ENERGY EAST CORP (HOLDIN29266M109 153 5900 SOLE SOLE
ENTERGY CORP NEW 29364G103 181 5800 SOLE SOLE
EQUIFAX INC 294429105 632 17700 SOLE SOLE
EQUITABLE COS INC 29444G107 2740 40900 SOLE SOLE
EQUITABLE RESOURCE INC 294549100 200 5300 SOLE SOLE
EVEREST REINSURANCE HLDG299808105 163 5000 SOLE SOLE
EXPEDITORS INTL WASH INC302130109 52 1900 SOLE SOLE
FAMILY DLR STORES INC 307000109 163 6800 SOLE SOLE
FDX CORP 31304N107 136 2500 SOLE SOLE
FEDERAL HOME LOAN MTG CO313400301 1868 32200 SOLE SOLE
FEDERAL NATL MTG ASSN 313586109 164 2400 SOLE SOLE
FEDERAL SIGNAL CORP 313855108 180 8500 SOLE SOLE
FELCOR LODGING TRUST INC31430F101 29 1400 SOLE SOLE
FERRO CORP 315405100 63 2300 SOLE SOLE
FIRST TENN NATL CP 337162101 138 3600 SOLE SOLE
FIRST UNION CORP 337358105 823 17500 SOLE SOLE
FIRST WASHINGTON BANCORP33748T104 18 900 SOLE SOLE
FLEET FINANCIAL GROUP IN338915101 222 5000 SOLE SOLE
FLORDIA PROGRESS CORP 341109106 178 4300 SOLE SOLE
FLOWER INDUSTRIES INC 343496105 76 3500 SOLE SOLE
FOODMAKER INC 344839204 162 5700 SOLE SOLE
FORD MTR CO DEL 345370100 254 4500 SOLE SOLE
FOREST LABS INC 345838106 911 19700 SOLE SOLE
FREEMONT GENERAL CORP 357288109 119 6300 SOLE SOLE
FURNITURE BRANDS INT'L I360921100 164 5900 SOLE SOLE
GANNETT INC 364730101 1456 20400 SOLE SOLE
GATEWAY INC 367626108 171 2900 SOLE SOLE
GELTEX PHARMACEUTICALS I368538104 36 2000 SOLE SOLE
GENCORP INC 368682100 177 7000 SOLE SOLE
GENERAL DYNAMICS CORP 369550108 1863 27200 SOLE SOLE
GENERAL MTRS CORP 370442105 125 1900 SOLE SOLE
GENRAD INC 372447102 237 11400 SOLE SOLE
GEON COMPANY (THE) 37246W105 371 11500 SOLE SOLE
GEORGIA PAC CORP 373298108 298 6300 SOLE SOLE
GILLETTE CO 375766102 2353 57400 SOLE SOLE
GLAXO WELLCOME PLC 37733W105 334 5900 SOLE SOLE
GOLDEN WEST FINL CORP DE381317106 147 1500 SOLE SOLE
GOODRICH B F CO 382388106 442 10400 SOLE SOLE
GOODYEAR TIRE & RUBBER C382550101 118 2000 SOLE SOLE
GPU INC. 36225X100 177 4200 SOLE SOLE
GRACE W.R. & CO NEW 38388F108 178 9700 SOLE SOLE
GREENPOINT FINANCIAL COR395384100 144 4400 SOLE SOLE
HALLIBURTON CO 406216101 891 19700 SOLE SOLE
HARLAND JOHN H CO 412693103 193 9700 SOLE SOLE
HASBRO INC 418056107 1143 40900 SOLE SOLE
HCC INSURANCE HOLDINGS I404132102 315 13900 SOLE SOLE
HEALTH CARE REIT INC DEL42217K106 167 7200 SOLE SOLE
HEALTH MANAGMENT ASSOC I421933102 135 12000 SOLE SOLE
HEINZ H J CO 423074103 160 3200 SOLE SOLE
HELMERICH & PAYNE INC 423452101 226 9500 SOLE SOLE
HEWLETT PACKARD CO 428236103 221 2200 SOLE SOLE
HORMEL FOODS CORPORATION440452100 173 4300 SOLE SOLE
HOUSEHOLD INTL INC 441815107 180 3800 SOLE SOLE
HUMAN GENOME SCIENCES IN444903108 130 3300 SOLE SOLE
HUNTINGTON BANCSHARES IN446150104 198 5700 SOLE SOLE
IBP INC 449223106 150 6300 SOLE SOLE
ICG COMMUNICATION INC 449246107 138 6500 SOLE SOLE
IDEXX LABS INC 45168D104 173 7500 SOLE SOLE
IMATION CORP 45245A107 189 7600 SOLE SOLE
IMC GLOBAL INC 449669100 1690 95900 SOLE SOLE
IMPERIAL CHEM IND PLC AD452704505 80 2000 SOLE SOLE
IMPERIAL OIL LTD (NEW) 453038408 150 7900 SOLE SOLE
INCO LTD COM 453258402 187 10400 SOLE SOLE
INDYMAC MORTGAGE HOLDING456607100 2 100 SOLE SOLE
INGERSOLL RAND CO 456866102 1241 19200 SOLE SOLE
INGRAM MICRO INC 457153104 157 6100 SOLE SOLE
INHALE THERAPEUTIC SYSTE457191104 21 900 SOLE SOLE
INTERNATIONAL GAME TECHN459902102 113 6100 SOLE SOLE
INTERNATIONAL PAPER CO 460146103 192 3800 SOLE SOLE
INTIMATE BRANDS INC. 461156101 383 8085 SOLE SOLE
IPALCO ENTERPRISES INC 462613100 148 7000 SOLE SOLE
J L G INDUSTRIES INC 466210101 206 10100 SOLE SOLE
JOHNSON CTLS INC 478366107 1594 23000 SOLE SOLE
JONES APPAREL GROUP INC 480074103 175 5100 SOLE SOLE
JUST FOR FEET INC 48213P106 102 16100 SOLE SOLE
KANSAS CITY SOUTHN INDS 485170104 185 2900 SOLE SOLE
KAUFMAN BROAD HOME CORP 486168107 177 7100 SOLE SOLE
KELLOGG CO 487836108 360 10900 SOLE SOLE
KEYCORP 493267108 96 3000 SOLE SOLE
KEYSTONE FINANCIAL 493482103 56 1900 SOLE SOLE
KIMBERLY CLARK CORP 494368103 148 2600 SOLE SOLE
KING WORLD PRODTNS INC 495667107 164 4700 SOLE SOLE
KULICKE & SOFFA INDUSTRI501242101 93 3500 SOLE SOLE
LANDSTAR SYSTEMS INC 515098101 43 1200 SOLE SOLE
LG & E ENERGY CORP 501917108 122 5800 SOLE SOLE
LILLY ELI & CO 532457108 4899 68400 SOLE SOLE
LINCOLN NATL CORP 534187109 241 4600 SOLE SOLE
LITTON INDS INC 538021106 179 2500 SOLE SOLE
LOEWS CORP 540424108 190 2400 SOLE SOLE
LONE STAR TECHNOLOGIES I542312103 167 9400 SOLE SOLE
LONGS DRUG STORES INC 543162101 266 7700 SOLE SOLE
LUBRIZOL CORP 549271104 155 5700 SOLE SOLE
LUXOTTICA GROUP SPONSORE55068R202 120 7700 SOLE SOLE
MAGNA INTL CL A 559222401 341 6000 SOLE SOLE
MALLINCKRODT INC 561232109 189 5200 SOLE SOLE
MARK IV INDUSTRIES INC 570387100 70 3300 SOLE SOLE
MASCO CORP 574599106 162 5600 SOLE SOLE
MATTEL INC 577081102 1031 39000 SOLE SOLE
MAY DEPT STORES CO 577778103 2064 50500 SOLE SOLE
MBIA INC 55262C100 149 2300 SOLE SOLE
MCDERMOTT INT'L INC 580037109 218 7700 SOLE SOLE
MCKESSON HBOC INC 58155Q103 151 4700 SOLE SOLE
MELLON BANK CORP 585509102 735 20200 SOLE SOLE
MEMC ELECTRONIC MATERIAL552715104 162 13300 SOLE SOLE
MERCANTILE BANKSHARES CO587405101 14 400 SOLE SOLE
MERRILL LYNCH PIERCE FEN590188108 2710 33900 SOLE SOLE
MICRO WAREHOUSE INC 59501B105 65 3700 SOLE SOLE
MICROSOFT CORP 594918104 270 3000 SOLE SOLE
MILLENNIUM PHARA INC 599902103 553 15400 SOLE SOLE
MINNESOTA MNG & MFG CO 604059105 165 1900 SOLE SOLE
MIRAGE RESORTS INC 6.05E+108 516 30800 SOLE SOLE
MOORE CORP LTD 615785102 120 14300 SOLE SOLE
NASDAQ-100 SHARES 631100104 1061 9200 SOLE SOLE
NATIONAL CITY CORP 635405103 2862 43700 SOLE SOLE
NATIONAL SEMICONDUCTOR C637640103 172 6800 SOLE SOLE
NATIONAL SVC INDS INC 637657107 155 4300 SOLE SOLE
NAVISTAR INT'L CORP NEW 6.39E+112 790 15800 SOLE SOLE
NCS HEALTHCARE INC CL A 628874109 20 3600 SOLE SOLE
NEIMAN-MARCUS GROUP INC 640204103 159 6200 SOLE SOLE
NEWELL RUBBERMAID INC 651229106 502 10800 SOLE SOLE
NIAGARA MOHAWK HOLDINGS 653520106 191 11900 SOLE SOLE
NORDSTROM INC 655664100 2482 74100 SOLE SOLE
NORSK HYDRO A.S. SPONSER656531605 46 1200 SOLE SOLE
NORTHEAST UTILS 664397106 163 9200 SOLE SOLE
NORTHROP GRUMMAN CORP 666807102 166 2500 SOLE SOLE
NUEVO ENERGY CO 670509108 195 14700 SOLE SOLE
OCCIDENTAL PETE CORP 674599105 380 18000 SOLE SOLE
OCEANEERING INTERNATIONA675232102 181 11200 SOLE SOLE
OGDEN CORP 676346109 170 6300 SOLE SOLE
OLD KENT FINANCIAL CORP 679833103 155 3700 SOLE SOLE
OLD REP INTL CORP 680223104 983 56800 SOLE SOLE
OMNICARE INC 681904108 640 50700 SOLE SOLE
OREGON STEEL 686079104 349 26200 SOLE SOLE
ORGANOGENESIS INC 685906109 162 17300 SOLE SOLE
OWENS CORNING 69073F103 144 4200 SOLE SOLE
PACCAR INC 693718108 203 3800 SOLE SOLE
PACIFIC CENTURY FINANCIA694058108 270 12500 SOLE SOLE
PAINE WEBBER GROUP INC 695629105 206 4400 SOLE SOLE
PARKER HANNIFIN CORP 701094104 165 3600 SOLE SOLE
PARTNERRE LTD G6852T105 157 4200 SOLE SOLE
PAYLESS SHOESOURCE INC 704379106 187 3500 SOLE SOLE
PENTAIR INC 709631105 197 4300 SOLE SOLE
PEOPLES BK BRIDGEPORT CO710198102 9 300 SOLE SOLE
PFIZER INC 717081103 1986 18100 SOLE SOLE
PG & E CORP 69331C108 166 5100 SOLE SOLE
PHARMACIA-UPJOHN INC 716941109 1420 25000 SOLE SOLE
PHELPS DODGE CORP 717265102 99 1600 SOLE SOLE
PHILLIPS PETE CO 718507106 1424 28300 SOLE SOLE
PHOSPHATE RESOURCE PRTNR719217101 145 13600 SOLE SOLE
PLACER DOME INC 725906101 150 12700 SOLE SOLE
PNC BANK CORP 693475105 1026 17800 SOLE SOLE
POPE & TALBOT INC 732827100 183 15200 SOLE SOLE
POPULAR INC 733174106 27 900 SOLE SOLE
PREMARK INTERNATIONAL IN740459102 319 8500 SOLE SOLE
PREMIERE TECHNOLOGIES IN74058F102 114 10000 SOLE SOLE
PRE-PAID LEGAL SERVICE 740065107 443 16300 SOLE SOLE
PRICE T ROWE & ASSOC INC741477103 238 6200 SOLE SOLE
PSS WORLD MEDICAL 69366A100 82 7400 SOLE SOLE
PUGET SOUND ENERGY CO 745332106 151 6300 SOLE SOLE
PULTE CORP 745867101 25 1100 SOLE SOLE
QUAKER OATS CO 747402105 219 3300 SOLE SOLE
RALCORP HLDGS NEW 751028101 120 7500 SOLE SOLE
RAY JAMES FINL INC 754730109 180 7500 SOLE SOLE
REGIS CORP (MN) 758932107 247 12900 SOLE SOLE
RELIANCE GROUP HLDGS INC759464100 691 92900 SOLE SOLE
RENT- A- CENTER INC 76009N100 637 26600 SOLE SOLE
REYNOLDS & REYNOLDS CO C761695105 214 9200 SOLE SOLE
ROBERTS PHARMACEUTICAL C770491108 201 8300 SOLE SOLE
RUSSELL CORPORATION 782352108 74 3800 SOLE SOLE
RYERSON TULL INC (NEW) 78375P107 219 9700 SOLE SOLE
SARA LEE CORP 803111103 1491 65700 SOLE SOLE
SBARRO INC 805844107 30 1100 SOLE SOLE
SBC COMMUNICATIONS INC 78387G103 168 2900 SOLE SOLE
SCHULMAN A INC 808194104 15 900 SOLE SOLE
SCHWAB CHARLES CORP NEW 808513105 418 3800 SOLE SOLE
SCI SYSTEMS INC 783890106 285 6000 SOLE SOLE
SCIENTIFIC ATLANTA INC 808655104 180 5000 SOLE SOLE
SCOTTS CO CL-A 810186106 33 700 SOLE SOLE
SEAGATE TECHNOLOGY 811804103 172 6700 SOLE SOLE
SEARS ROEBUCK & CO 812387108 3275 73500 SOLE SOLE
SEQUENT COMP SYS INC 817338106 88 5000 SOLE SOLE
SERVICEMASTER CO 81760N109 167 8900 SOLE SOLE
SHAW GROUP INC 820280105 181 11400 SOLE SOLE
SHAW INDUSTRIES INC 820286102 142 8600 SOLE SOLE
SHERWIN WILLIAMS CO 824348106 674 24300 SOLE SOLE
SHOPKO STORES INC 824911101 181 5000 SOLE SOLE
SIMON PROPERTY GROUP INC828806109 662 26100 SOLE SOLE
SMITH INTL INC 832110100 487 11200 SOLE SOLE
SMITHKLINE BEECHAM P.L.C832378301 575 8700 SOLE SOLE
SPRING INDUSTRIES INC 851783100 57 1300 SOLE SOLE
SPRINT CORP 852061100 1415 26800 SOLE SOLE
STANDARD PACIFIC CORP 85375C101 204 15800 SOLE SOLE
STANLEY WORKS 854616109 10 300 SOLE SOLE
STEWART ENTERPRISES INC 06370105 278 19200 SOLE SOLE
STILLWATER MINING CO 86074Q102 209 6400 SOLE SOLE
STRIDE RITE CORP 863314100 144 14000 SOLE SOLE
SUNGARD DATA SYS INC 867363103 173 5000 SOLE SOLE
SUNOCO INC 86764P109 468 15500 SOLE SOLE
SUPERIOR INDS INTL INC 868168105 128 4700 SOLE SOLE
SUPERVALU INC 868536103 283 11000 SOLE SOLE
SYSTEMAX INC 871851101 116 9400 SOLE SOLE
TCF FINANCIAL CORP 872275102 8 300 SOLE SOLE
TERADYNE INC 880770102 230 3200 SOLE SOLE
TEVA PHARMACEUTICAL INDS881624209 44 900 SOLE SOLE
TEXACO INC 881694103 344 5500 SOLE SOLE
TEXAS INSTRS INC 882508104 232 1600 SOLE SOLE
TEXAS UTILS CO 882848104 153 3700 SOLE SOLE
TEXTRON INC 883203101 132 1600 SOLE SOLE
THE BLACK AND DECKER COR91797100 170 2700 SOLE SOLE
THE PHILIP MORRIS COMPAN718154107 1165 29000 SOLE SOLE
THE PROCTER & GAMBLE COM742718109 1366 15300 SOLE SOLE
TIME WARNER INC. 887315109 191 2600 SOLE SOLE
TIMES MIRROR CO CL A NEW887364107 687 11600 SOLE SOLE
TIMKEN CO 887389104 216 11100 SOLE SOLE
TOMMY HILFIGER CP G8915Z102 316 4300 SOLE SOLE
TOWER AUTOMOTIVE INC 891707101 229 9000 SOLE SOLE
TOYS-R-US 892335100 664 32100 SOLE SOLE
TRANS ATLANTIC HOLDINGS 893521104 67 900 SOLE SOLE
TRANSMONTAIGNE INC 893934109 13 1000 SOLE SOLE
TRAVLERS PROPERTY CASUAL893939108 153 3900 SOLE SOLE
TRW INC 872649108 165 3000 SOLE SOLE
TUPPERWARE CORP 899896104 245 9600 SOLE SOLE
TYCO INT'L LTD NEW < 902124106 294 3100 SOLE SOLE
U.S.X MARATHON GROUP 902905827 567 17400 SOLE SOLE
UAL CORPORATION NEW 902549500 221 3400 SOLE SOLE
UCAR INTERNATIONAL INC. 90262K109 177 7000 SOLE SOLE
ULTRAMR-DIAMOND SHAMROCK904000106 122 5600 SOLE SOLE
UNICOM CORPORATION 904911104 170 4400 SOLE SOLE
UNION PACIFIC CORP 907818108 181 3100 SOLE SOLE
UNISYS CORP 909214108 456 11700 SOLE SOLE
UNIVERSAL HEALTH SERVICE913903100 119 2500 SOLE SOLE
USG CORPORATION (NEW) 903293405 34 600 SOLE SOLE
USX-U.S. STEEL GROUP 90337T101 84 3100 SOLE SOLE
V F CORP 918204108 201 4700 SOLE SOLE
VALASSIS COMMUNICATIONS 918866104 70 1900 SOLE SOLE
VIAD CORP 92552R109 415 13400 SOLE SOLE
WACHOVIA CORPORATION 929771103 693 8100 SOLE SOLE
WAL-MART STORES INC 931142103 1182 24500 SOLE SOLE
WASHINGTON MUTUAL INC 939322103 145 4100 SOLE SOLE
WATSCO INC 942622200 69 4200 SOLE SOLE
WELLPOINT HEALTH NETWORK94973H108 255 3000 SOLE SOLE
WENDYS INTERNATIONAL INC950590109 201 7100 SOLE SOLE
WEYERHAEUSER CO 962166104 1657 24100 SOLE SOLE
WHIRLPOOL CORP 963320106 178 2400 SOLE SOLE
WILLIAMS COS 969457100 2852 67000 SOLE SOLE
YELLOW CORP 985509108 169 9700 SOLE SOLE
YORK INTERNATIONAL CORP 986670107 535 12500 SOLE SOLE
ZALE CORP (NEW) 988858106 144 3600 SOLE SOLE
</TABLE>
