UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: _March 31, 2000
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 list 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. _May 12, 2000_
[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: ____554____
Form 13F Information Table Value Total: $195,851_____
(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 TITLE OF CUSIP MARKET AMNT OF INVSTMNT MGRS VOTING
ISSUER CLASS NUMBER VALUE SECURITY DISCRTN AUTHRTY
(000) (SHARES) (A) (A)
3 COM CORP 885535104 2,884 51900 SOLE SOLE
ABERCROMBIE & FITCH CO CL A 2896207 734 45900 SOLE SOLE
ACE LIMITED G0070K103 39 1700 SOLE SOLE
ACTV INC. 8.80E+105 28 800 SOLE SOLE
ACUSON CORPORATION 5113105 259 17500 SOLE SOLE
ADAPTIVE BROADBAND CORP 00650M104 32 600 SOLE SOLE
ADTRAN INC 00738A106 30 500 SOLE SOLE
ADVANCED FIBRE COMMUNICATIONS 00754A105 50 800 SOLE SOLE
ADVANCED MICRO DEVICES INC 7903107 348 6100 SOLE SOLE
ADVANTA CORP CL-B 7942204 353 25000 SOLE SOLE
ADVENT SOFTWARE INC 7974108 27 600 SOLE SOLE
AFFYMETRIX INC 00826T108 30 200 SOLE SOLE
AIR PRODS & CHEMS INC 9158106 225 7900 SOLE SOLE
ALCOA INC 13817101 239 3400 SOLE SOLE
ALFA CORP 15385107 28 1600 SOLE SOLE
ALLERGAN INC 18490102 1,735 34700 SOLE SOLE
ALLIANT TECHSYSTEMS INC 18804104 24 400 SOLE SOLE
ALLMERICA FINC'L CORP. 19754100 179 3500 SOLE SOLE
ALLTEL CORPORATION COM 20039103 2,850 45200 SOLE SOLE
ALPHA INDS INC 20753109 29 300 SOLE SOLE
ALPINE GROUP INC 20825105 205 22800 SOLE SOLE
AMBAC FINANCIAL GROUP INC 23139108 2,735 54300 SOLE SOLE
AMER. GREETING CORP CLASS A 26375105 354 19400 SOLE SOLE
AMEREN CORP 23608102 195 6300 SOLE SOLE
AMERICA WEST HOLDINGS 23657208 189 12200 SOLE SOLE
AMERICAN EXPRESS CO 25816109 968 6500 SOLE SOLE
AMERICAN GENERAL CORP 26351106 1,218 21700 SOLE SOLE
AMERICAN MGMNT SYS INC 27352103 39 900 SOLE SOLE
AMERICAN STD COS INC DEL 29712106 1,195 32300 SOLE SOLE
AMERICREDIT CORP 03060R101 263 16100 SOLE SOLE
AMERISOURCE HEALTH CORP 03071P102 93 6200 SOLE SOLE
AMKOR TECH INC 31652100 37 700 SOLE SOLE
ANCHOR BANCORP WISCONSIN INC 32839102 21 1300 SOLE SOLE
ANCOR COMMUNICATIONS INC 03332K108 33 800 SOLE SOLE
ANDREW CORP 34425108 39 1700 SOLE SOLE
ANOLOG DEVICES INC 32654105 499 6200 SOLE SOLE
APPLEBY'S INTERNATIONAL INC 37899101 22 800 SOLE SOLE
APPLIED MATERIALS INC 38222105 735 7800 SOLE SOLE
APPLIED PWR INC 38225108 34 1200 SOLE SOLE
APRIA HEALTHCARE GROUP INC 37933108 234 16200 SOLE SOLE
ARCHER DANIELS MIDLAND CO 39483102 223 21500 SOLE SOLE
ARMSTRONG WORLD INDS. 42476101 75 4200 SOLE SOLE
ASPECT COMMUNICATIONS CORP 04523Q102 30 800 SOLE SOLE
ASPECT DEVELOPMENT INC 45234101 45 700 SOLE SOLE
AVX CORP 2444107 349 4600 SOLE SOLE
AZTAR CORPORATION 54802103 206 21700 SOLE SOLE
B T FINANCIAL CORP 55763106 28 1800 SOLE SOLE
BALL CORPORATION 58498106 173 5000 SOLE SOLE
BANCWEST CORP 59790105 278 14100 SOLE SOLE
BANDAG INC 59815100 267 11600 SOLE SOLE
BANK OF AMERICA CORP 60505104 540 10300 SOLE SOLE
BANKNORTH GROUP INC. (DEL) 06646L100 24 900 SOLE SOLE
BARNES & NOBLE BOOKSTORES 67774109 403 17500 SOLE SOLE
BAUSCH & LOMB INC 71707103 209 4000 SOLE SOLE
BEAR STEARNS COS INC 73902108 3,377 74011 SOLE SOLE
BECKMAN COULTER INC 75811109 289 4500 SOLE SOLE
BELL SOUTH CORP 79860102 2,529 53800 SOLE SOLE
BERRY PETROLEUM CO CL A 85789105 26 1500 SOLE SOLE
BETHLEHEM STL CORP 87509105 37 6100 SOLE SOLE
BLACK BOX CORPORATION 91826107 34 500 SOLE SOLE
BLOCK H & R INC 93671105 237 5300 SOLE SOLE
BOB EVANS FARMS COM 96761101 29 2300 SOLE SOLE
BOEING CO 97023105 360 9500 SOLE SOLE
BOISE CASCADE CORP 97383103 28 800 SOLE SOLE
BORDERS GROUP INC 99709107 191 11100 SOLE SOLE
BRE PROPERTIES INC CL-A 5.56E+109 31 1200 SOLE SOLE
BRIGGS & STRATTON CORP 109043109 193 4700 SOLE SOLE
BRISTOL MYERS SQUIBB CO 110122108 208 3600 SOLE SOLE
BROADVISION INC 111412102 144 3200 SOLE SOLE
BROWN SHOE CO INC 115736100 166 13800 SOLE SOLE
BRUNSWICK CORP 117043109 180 9500 SOLE SOLE
BURR BROWN CORP 122574106 359 6600 SOLE SOLE
C.H. ROBINSON WORLDWIDE INC 12541W100 34 900 SOLE SOLE
CABLETRON SYSTEMS INC 126920107 129 4400 SOLE SOLE
CABOT INDUSTRIAL TRUST 127072106 35 1900 SOLE SOLE
CALLAWAY GOLF CO. 131193104 296 19100 SOLE SOLE
CAMBREX CORP 132011107 30 700 SOLE SOLE
CAMBRIDGE TECHNOLOGY PARTNERS 132524109 31 2300 SOLE SOLE
CAMDEN PROPERTY TRUST 133131102 32 1200 SOLE SOLE
CANADIAN NATL RAILWAY CO 136375102 203 7600 SOLE SOLE
CANADIAN PACIFIC LTD (NEW) 135923100 224 10000 SOLE SOLE
CAPITAL FEDERATED FINANCIAL 14057C106 31 3300 SOLE SOLE
CARDINAL HEALTH INC 14149Y108 211 4600 SOLE SOLE
CARNIVAL CORPORATION 143658102 97 3900 SOLE SOLE
C-CUBE MICROSYSTEMS INC 125015107 36 500 SOLE SOLE
CENTERPOINT PROPERTIES TRUST 151895109 29 800 SOLE SOLE
CFS BANCORP INC 12525D102 29 3300 SOLE SOLE
CHASE MANHATTAN CORP 16161A108 323 3700 SOLE SOLE
CHEESECAKE FACTORY INC 163072101 21 500 SOLE SOLE
CHEMED CORP 163596109 30 1000 SOLE SOLE
CIBER INC 17163B102 33 1600 SOLE SOLE
CIGNA CORP 125509109 " 2,833 " 37400 SOLE SOLE
CITADEL COMMUNICATIONS 172853202 21 500 SOLE SOLE
CITIZENS BANKING CORP MICH 174420109 33 1700 SOLE SOLE
CITY NATIONAL CORP 178566105 202 6000 SOLE SOLE
CK WITCO CORP 12562C108 39 3800 SOLE SOLE
CLARCOR INC 179895107 28 1600 SOLE SOLE
CLEAR CHANNEL COMMUN INC 184502102 " 1,395 " 20200 SOLE SOLE
CLEVELAND CLIFFS INC 185896107 33 1400 SOLE SOLE
CMS ENERGY CORP 125896100 236 13000 SOLE SOLE
CNF TRANSPORTATION INC 12612W104 " 1,182 " 42600 SOLE SOLE
COASTCAST CORPORATION 19057T108 31 1800 SOLE SOLE
COCA-COLA ENTERPRISES INC 191219104 218 10100 SOLE SOLE
COGNEX CORP 192422103 29 500 SOLE SOLE
COLONIAL PROPERTIES TRUST 195872106 29 1200 SOLE SOLE
COLUMBIA/HCA HEALTHCARE CORP 197677107 246 9700 SOLE SOLE
COMMERCE BANCORP INC N J 200519106 22 600 SOLE SOLE
COMMSCOPE INC 203372107 32 700 SOLE SOLE
COMMUNITY FIRST BANSHARES INC 203902101 24 1500 SOLE SOLE
COMPUTER ASSOCIATES INTL INC 204912109 249 4200 SOLE SOLE
CONAGRA INC COM 205887102 183 10100 SOLE SOLE
CONCENTRIC NETWORK CORP 20589R107 28 500 SOLE SOLE
CONSOLIDATED EDISON INC (HOLDN209115104 220 7600 SOLE SOLE
CONSTELLATION ENERGY 210371100 233 7300 SOLE SOLE
CORE LABORATORIES NV N22717107 387 13300 SOLE SOLE
CORN PRODUCTS INT'L INC 219023108 29 1200 SOLE SOLE
COUNTRYWIDE CR INDS 222372104 327 12000 SOLE SOLE
CREDENCE SYSTEMS CORP 225302108 25 200 SOLE SOLE
CREE INC 225447101 34 300 SOLE SOLE
CTS CORP 126501105 29 500 SOLE SOLE
CUMMINS ENGINE INC 231021106 158 4200 SOLE SOLE
CVS CORP (DELAWARE) 126650100 470 12500 SOLE SOLE
CYPRESS SEMICONDUCTOR CORP 232806109 1,085 22000 SOLE SOLE
DALLAS SEMICONDUCTOR CORP 235204104 295 8400 SOLE SOLE
DANAHER CORP 235851102 240 4700 SOLE SOLE
DARDEN RESTAURANTS INC 237194105 330 18500 SOLE SOLE
DEAN FOODS CO 242361103 738 27600 SOLE SOLE
DEERE & CO 244199105 243 6400 SOLE SOLE
DENDRITE INTERNATIONAL INC 248239105 23 1100 SOLE SOLE
DEVELOPERS DIVERSIFIED REAL CP251591103 28 2000 SOLE SOLE
DEXTER CORP 252165105 32 600 SOLE SOLE
DIGITAL MICROWAVE CORP 253859102 31 900 SOLE SOLE
DII GROUP INC 232949107 34 300 SOLE SOLE
DIONEX CORP 254546104 29 900 SOLE SOLE
DONALDSON & CO 257651109 11 500 SOLE SOLE
DONALDSON LUFKIN JENRETTE 257661108 631 12200 SOLE SOLE
DONNELLEY R R & SONS CO 257867101 381 18200 SOLE SOLE
DOW CHEM CO 260543103 262 2300 SOLE SOLE
DOW JONES & CO INC 260561105 223 3100 SOLE SOLE
DSP GROUP INC 23332B106 26 400 SOLE SOLE
DU PONT E I DE NEMOURS & CO 263534109 185 3500 SOLE SOLE
DUKE ENERGY CORP 264399106 231 4400 SOLE SOLE
EASTMAN KODAK CO 277461109 217 4000 SOLE SOLE
EATON CORP 278058102 257 3300 SOLE SOLE
EATON VANCE NON VTG 278265103 26 600 SOLE SOLE
EDISON INTERNATIONAL 281020107 139 8400 SOLE SOLE
EL PASO ENERGY CORP 283905107 279 6900 SOLE SOLE
ELECTRONIC DATA SYS CORP 285661104 237 3700 SOLE SOLE
EMERSON ELEC CO 291011104 275 5200 SOLE SOLE
EMMIS COMMUNICATIONS CORP CL-A291525103 32 700 SOLE SOLE
EMULEX CORP (NEW) 292475209 76 700 SOLE SOLE
ENERGEN CORP 29265N108 29 1800 SOLE SOLE
ENERGY EAST CORP (HOLDING CO) 29266M109 162 8200 SOLE SOLE
ENGELHARD CORP 292845104 1,086 71800 SOLE SOLE
ENSCO INTL DEV 26874Q100 332 9200 SOLE SOLE
ENTERCOM COMMUNICATIONS CORP 293639100 31 600 SOLE SOLE
ENTERGY CORP NEW 29364G103 159 7900 SOLE SOLE
ENZON INC 293904108 34 900 SOLE SOLE
EQUITABLE RESOURCE INC 294549100 318 7100 SOLE SOLE
ESSEX PROPERTY TRUST INC 297178105 25 700 SOLE SOLE
ETHAN ALLEN INTERIORS INC 297602104 25 1000 SOLE SOLE
EVEREST RE GROUP LTD (BERMUDA G3223R108 838 25700 SOLE SOLE
EXTENDED STAY AMERICA INC 30224P101 32 4200 SOLE SOLE
FEDERAL HOME LOAN MTG CORP 313400301 2,218 50200 SOLE SOLE
FEDERAL NATL MTG ASSN 313586109 2,749 48700 SOLE SOLE
FEDERAL REALTY INVT TRUST SBI 313747206 33 1700 SOLE SOLE
FEDERATED DEPT STORES INC NEW31410H101 301 7200 SOLE SOLE
FERRO CORP 315405100 25 1400 SOLE SOLE
FIDELITY NATL FINL 316326107 789 57100 SOLE SOLE
FIRST DATA CORPORATION 319963104 212 4800 SOLE SOLE
FIRST HEALTH GROUP CORP 320960107 31 1000 SOLE SOLE
FIRST INDUSTRIAL REALTY TR INC32054K103 30 1100 SOLE SOLE
FISERV INC 337738108 293 7900 SOLE SOLE
FISHER SCIENTIFIC INT'L INC 338032204 31 700 SOLE SOLE
FLEETWOOD ENTERPRISES INC 339099103 99 6700 SOLE SOLE
FLEMING COMPANIES INC 339130106 280 18600 SOLE SOLE
FLORIDA EAST COAST INDS INC 340632108 29 600 SOLE SOLE
FLUOR CORP 343861100 233 7500 SOLE SOLE
FMC CORP NEW 302491303 260 4600 SOLE SOLE
FOOTSTAR INC 344912100 28 1000 SOLE SOLE
FORD MTR CO DEL 345370100 822 17900 SOLE SOLE
FORTUNE BRANDS INC 349631101 168 6700 SOLE SOLE
FOSTER WHEELER CORP 350244109 120 17800 SOLE SOLE
FOUNDATION HEALTH SYSTEMS INC 350404109 138 17300 SOLE SOLE
FRANKLIN RES INC 354613101 231 6900 SOLE SOLE
FREEPORT MCMORAN COPPER & GOLD35671D857 164 13600 SOLE SOLE
FURNITURE BRANDS INT'L INC 360921100 26 1400 SOLE SOLE
G & K SERVICES INC CL A 361268105 27 1400 SOLE SOLE
GABLES RESIDENTIAL TRUST SBI 362418105 27 1200 SOLE SOLE
GATEWAY INC 367626108 191 3600 SOLE SOLE
GENCORP INC 368682100 140 18100 SOLE SOLE
GENRAD INC 372447102 182 14700 SOLE SOLE
GEON COMPANY (THE) 37246W105 213 9900 SOLE SOLE
GEORGIA GULF CORP NEW 373200203 211 8100 SOLE SOLE
GEORGIA PAC CORP 373298108 554 14000 SOLE SOLE
GETTY IMAGES INC 374276103 32 900 SOLE SOLE
GILEAD SCIENCE 375558103 44 700 SOLE SOLE
GLATFELTER P H CO 377316104 64 6000 SOLE SOLE
GLENBOROUGH REALTY TR INC 37803P105 28 1900 SOLE SOLE
GO2NET INC 383486107 32 400 SOLE SOLE
GOLDEN STATE BANCORP INC 381197102 85 5700 SOLE SOLE
GOODYEAR TIRE & RUBBER CO 382550101 263 11300 SOLE SOLE
GPU INC. 36225X100 159 5800 SOLE SOLE
GRACE W.R. & CO NEW 38388F108 195 15400 SOLE SOLE
GREAT ATLANTIC & PAC TEA INC 390064103 142 7300 SOLE SOLE
GREAT LAKES REIT INC 390752103 26 1700 SOLE SOLE
GREAT PLAINS SOFTWAREINC 3.91E+109 32 600 SOLE SOLE
GREATER BAY BANCORP 391648102 24 600 SOLE SOLE
GST TELECOMMUNICATIONS INC 361942105 124 20500 SOLE SOLE
GTECH HOLDINGS CORP 400518106 30 1600 SOLE SOLE
H & Q HEALTHCARE FD 404052102 128 4800 SOLE SOLE
HALLIBURTON CO 406216101 4,719 115100 SOLE SOLE
HANOVER COMPRESSOR CO 410768105 28 500 SOLE SOLE
HARBINGER CORP 41145C103 29 1000 SOLE SOLE
HARLAND JOHN H CO 412693103 181 13400 SOLE SOLE
HARLEYSVILLE NATL CORP PA 412850109 27 1000 SOLE SOLE
HARMAN INTL INDS INC NEW 413086109 24 400 SOLE SOLE
HARMONIC INC 413160102 42 500 SOLE SOLE
HARRAH'S ENTERTAINMENT INC 413619107 139 7500 SOLE SOLE
HARSCO CORP 415864107 20 700 SOLE SOLE
HASBRO INC 418056107 229 13900 SOLE SOLE
HCC INSURANCE HOLDINGS INC 404132102 172 13000 SOLE SOLE
HEALTHCARE PROP INVST INC 421915109 31 1200 SOLE SOLE
HEALTHCARE REALTY TR INC 421946104 34 2000 SOLE SOLE
HEINZ H J CO 423074103 684 19600 SOLE SOLE
HELMERICH & PAYNE INC 423452101 803 25900 SOLE SOLE
HERCULES INC 427056106 195 12100 SOLE SOLE
HERTZ CORP CL A 428040109 279 8200 SOLE SOLE
HIBERNIA CORP CLASS-A 428656102 141 13400 SOLE SOLE
HNC SOFTWARE INC 40425P107 43 600 SOLE SOLE
HOME PROPERTIES OF NEW YORK 437306103 27 1000 SOLE SOLE
HONEYWELL INT'L INC 438516106 242 4600 SOLE SOLE
HORMEL FOODS CORPORATION 440452100 194 11800 SOLE SOLE
HOSPITALITY PROPERTIES TRUST 44106M102 30 1500 SOLE SOLE
HOUSEHOLD INTL INC 441815107 1,131 30300 SOLE SOLE
HUDSON RIVER BANCORP 444128102 30 3000 SOLE SOLE
HUDSON UNITED BANCORP 444165104 33 1500 SOLE SOLE
HUMAN GENOME SCIENCES INC 444903108 50 600 SOLE SOLE
HUSSMANN INT'L INC 448110106 27 2100 SOLE SOLE
HYPERION SOLUTIONS CRP 44914M104 29 900 SOLE SOLE
ICN PHARMACEUTICALS INC NEW 448924100 229 8400 SOLE SOLE
IDEC PHARMACEUTICALS CORP 449370105 59 600 SOLE SOLE
IDT CORP 448947101 1,917 46050 SOLE SOLE
IMATION CORP 45245A107 227 8500 SOLE SOLE
IMPERIAL OIL LTD (NEW) 453038408 387 18500 SOLE SOLE
INCO LTD COM 453258402 524 28600 SOLE SOLE
INCYTE PHARMACEUTICALS INC 45337C102 52 600 SOLE SOLE
INDEPENDENCE COMMUNITY BK CRP 453414104 31 2800 SOLE SOLE
INDYMAC MORTGAGE HOLDINGS INC 456607100 1 100 SOLE SOLE
INFORMIX CORP 456779107 44 2600 SOLE SOLE
INTEGRATED DEVICE TECH INC 458118106 40 1000 SOLE SOLE
INTERDIGITAL COM CORP 45866A105 43 1700 SOLE SOLE
INTERIM SERVICES INC 45868P100 30 1600 SOLE SOLE
INTERMEDIA COMMUNICATIONS INC 458801107 1,525 31600 SOLE SOLE
INTERNATIONAL HOME FOODS INC 459655106 442 27600 SOLE SOLE
INTERNATIONAL PAPER CO 460146103 180 4200 SOLE SOLE
INTERNATIONAL RECTIFIER CORP 460254105 618 16200 SOLE SOLE
INVESTORS FIN'L SERVS CORP 461915100 23 400 SOLE SOLE
IRON MOUNTAIN INC (NEW) 462846106 27 800 SOLE SOLE
ISS GROUP INC 450306105 35 300 SOLE SOLE
ITC DELTACOM INC 45031T104 28 800 SOLE SOLE
ITT EDUCATIONAL SERVICES INC 45068B109 200 12500 SOLE SOLE
IVAX CORP 465823102 740 27150 SOLE SOLE
JACK IN THE BOX INC 466367109 26 1200 SOLE SOLE
JDN REALITY CORP 465917102 31 3000 SOLE SOLE
JOHN NUVEEN COMPANY 478035108 27 700 SOLE SOLE
JOHNSON & JOHNSON 478160104 3,846 54900 SOLE SOLE
JOHNSON CTLS INC 478366107 2,411 44600 SOLE SOLE
JONES APPAREL GROUP INC 480074103 230 7200 SOLE SOLE
JONES PHARMA INC 480236108 33 1100 SOLE SOLE
JOSTENS INC 481088102 27 1100 SOLE SOLE
KANSAS CITY SOUTHN INDS INC 485170104 344 4000 SOLE SOLE
KAUFMAN BROAD HOME CORP 486168107 454 21200 SOLE SOLE
KAYDON CORP 486587108 25 900 SOLE SOLE
KELLOGG CO 487836108 172 6700 SOLE SOLE
KELLY SERVICES INC CL A 488152208 29 1200 SOLE SOLE
KEMET CORP 488360108 44 700 SOLE SOLE
KENT ELECTRONICS CORP 490553104 277 9500 SOLE SOLE
KERR MCGEE CORP 492386107 826 14300 SOLE SOLE
KEYCORP 493267108 29 1500 SOLE SOLE
KILROY REALTY CORP 49427F108 32 1500 SOLE SOLE
KIMBERLY CLARK CORP 494368103 504 9000 SOLE SOLE
KIRBY CORPORATION 497266106 41 2100 SOLE SOLE
KNIGHT RIDDER INC 499040103 764 15000 SOLE SOLE
KRONOS INC 501052104 35 1200 SOLE SOLE
LAM RESEARCH CORP 512807108 59 1300 SOLE SOLE
LATTICE SEMICONDUCTOR CORP 518415104 34 500 SOLE SOLE
LA-Z-BOY INCORPORATED 505336107 29 1900 SOLE SOLE
LEAP WIRELESS INTERNATIONAL IN521863100 30 300 SOLE SOLE
LEAR CORPORATION 521865105 866 30800 SOLE SOLE
LEE ENTERPRISES INC 523768109 31 1200 SOLE SOLE
LEUCADIA NATIONAL CORP 527288104 131 5500 SOLE SOLE
LIBERTY FINANCIAL COS INC 530512102 125 6300 SOLE SOLE
LINCOLN NATL CORP 534187109 576 17200 SOLE SOLE
LOEWS CORP 540424108 105 2100 SOLE SOLE
LONGVIEW FIBRE CO 543213102 237 16100 SOLE SOLE
LORAL SPACE & COMMUNICATIONS G56462107 236 23200 SOLE SOLE
LUBRIZOL CORP 549271104 674 23400 SOLE SOLE
M B N A CORP 55262L100 530 20800 SOLE SOLE
M.A. HANNA CO 410522106 158 14000 SOLE SOLE
MAGNA INTL CL A 559222401 620 15500 SOLE SOLE
MALLINCKRODT INC 561232109 204 7100 SOLE SOLE
MANITOWOC COMPANY INC 563571108 311 11500 SOLE SOLE
MANPOWER INC 56418H100 270 7600 SOLE SOLE
MARK IV INDUSTRIES INC 570387100 22 1000 SOLE SOLE
MASCOTECH INC 574670105 49 4200 SOLE SOLE
MAY DEPT STORES CO 577778103 752 26400 SOLE SOLE
MEAD CORP 582834107 1,258 36000 SOLE SOLE
MEDICIS PHARMACEUTICAL CL-A 584690309 312 7800 SOLE SOLE
MELLON FIN'L CORP 58551A108 4,870 165100 SOLE SOLE
MENS WEARHOUSE INC 587118100 21 700 SOLE SOLE
MENTOR GRAPHICS CORP 587200106 26 1700 SOLE SOLE
MERCK & CO INC 589331107 801 12900 SOLE SOLE
MERCURY INTERACTIVE CORP 589405109 63 800 SOLE SOLE
MERISTAR HOSPPITALITY CORP 58984Y103 35 2000 SOLE SOLE
MERRILL LYNCH PIERCE FENNER & 590188108 315 3000 SOLE SOLE
METAMOR WORLDWIDE INC 59133P100 25 900 SOLE SOLE
METRIS COMPANIES INC 591598107 23 600 SOLE SOLE
METTER TOLEDO INT'L INC 592688105 168 4100 SOLE SOLE
MGIC INVESTMENT CORP 552848103 209 4800 SOLE SOLE
MGM GRAND INC 552953101 230 9600 SOLE SOLE
MICREL INCORPORATED 594793101 29 300 SOLE SOLE
MICROMUSE INC 595094103 28 200 SOLE SOLE
MICROS SYSTEM INC 594901100 25 400 SOLE SOLE
MICROSTRATEGY INC 594972101 96 1100 SOLE SOLE
MILLENNIUM CHEMICALS INC 599903101 176 8800 SOLE SOLE
MILLENNIUM PHARA INC 599902103 66 500 SOLE SOLE
MINNESOTA MNG & MFG CO 604059105 204 2300 SOLE SOLE
MODIS PROFESSIONAL SERVICES IN607830106 193 15600 SOLE SOLE
MOHAWK INDUSTRIES INC 608190104 105 4700 SOLE SOLE
MOLEX INC. CLASS A 608554200 3,994 90000 SOLE SOLE
MONY GROUP INC (THE) 615337102 29 900 SOLE SOLE
MORGAN J P & CO INC 616880100 211 1600 SOLE SOLE
MORGAN STANLEY DEAN WITTER CO 617446448 1,158 14200 SOLE SOLE
MRV COMMUNICATIONS INC 553477100 37 400 SOLE SOLE
MUELLER INDUSTRIES INC 624756102 21 700 SOLE SOLE
MURPHY OIL CORP 626717102 369 6400 SOLE SOLE
NABORS INDS INC 629568106 3,738 96300 SOLE SOLE
NATIONAL CITY CORP 635405103 1,487 72100 SOLE SOLE
NATIONAL COMPUTER SYS INC 635519101 30 600 SOLE SOLE
NATIONAL INSTRUMENTS CORP 636518102 28 600 SOLE SOLE
NATIONAL PRESTO INDS INC 637215104 26 800 SOLE SOLE
NATIONAL SEMICONDUCTOR CORP 637640103 570 9400 SOLE SOLE
NATIONAL-OILWELL INC 637071101 28 900 SOLE SOLE
NATIONWIDE HEALTH 638620104 30 2900 SOLE SOLE
NBC INTERNET INC CL-A 62873D105 30 700 SOLE SOLE
NCI BUILDING SYSTEMS INC 628852105 128 6800 SOLE SOLE
NEIMAN MARCUS GROUP CL-A 640204202 267 9600 SOLE SOLE
NEW YORK TIMES CO 650111107 335 7800 SOLE SOLE
NEWFIELD EXPLORATION CO 651290108 465 13200 SOLE SOLE
NEWMONT MINING CORP 651639106 242 10800 SOLE SOLE
NEWPORT NEWS SHIPBUILDING INC 652228107 24 800 SOLE SOLE
NOBLE AFFILIATES INC 654894104 266 8100 SOLE SOLE
NOBLE DRILLING CORP 655042109 365 8800 SOLE SOLE
NORTEL NETWORKS CORP 656569100 290 2300 SOLE SOLE
NORTHEAST UTILS 664397106 239 11100 SOLE SOLE
NORTHROP GRUMMAN CORP 666807102 180 3400 SOLE SOLE
NUCOR CORP 670346105 1,610 32200 SOLE SOLE
NUI CORP 629430109 26 1000 SOLE SOLE
OCCIDENTAL PETE CORP 674599105 386 18600 SOLE SOLE
OCEAN ENERGY INC (NEW) 6.75E+110 309 21500 SOLE SOLE
OCEANEERING INTERNATIONAL INC675232102 208 11100 SOLE SOLE
OCEANFIRST FIN'L CORP 675234108 25 1600 SOLE SOLE
OLD REP INTL CORP 680223104 261 19000 SOLE SOLE
OLIN CORP 680665205 263 14800 SOLE SOLE
OMEGA FINANCIAL CORP 682092101 27 1100 SOLE SOLE
ONEOK INC (NEW) 682680103 30 1200 SOLE SOLE
ORBITAL SCIENCES CORP 685564106 29 1900 SOLE SOLE
PAINE WEBBER GROUP INC 695629105 2,482 56400 SOLE SOLE
PALL CORP 696429307 209 9300 SOLE SOLE
PARKER HANNIFIN CORP 701094104 207 5000 SOLE SOLE
PARTNERRE LTD G6852T105 265 7200 SOLE SOLE
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