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Previous: EA STRATEGIES LLC, 13F-HR, 1999-05-18 |
Next: NELLIE MAE EDUCATION LOAN CORP, S-3, 1999-05-18 |
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calender Year or Quarter Ended: March 31, 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: EA Strategies LLC
Address: 31 West 52nd Street
New York, NY - 10019
13F File Number:
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: By: EA ADVISERS INC., ROBERT G. WOLFSON
Title: DIRECTOR
Phone: (212)469-5645
Signature, Place and Date of Signing:
/s/ ROBERT G. WOLFSON NEW YORK CITY NY
05/14/1999
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager:
I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934.
<PAGE> PAGE 2
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 1068
Form 13F Information Table Value Total: 999900
List of Other Included Managers:
<PAGE> PAGE 3
<TABLE>
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
<C>
<C>
3COM CORP COM 885535104 378 16200 SH
SOLE 16200 0 0
A D C TELECOMMUNICATIONS COM 000886101 749 15700 SH
SOLE 15700 0 0
ABBOTT LABS COM 002824100 4855 103700 SH
SOLE 103700 0 0
ABERCROMBIE & FITCH CO CL A 002896207 3110 33800 SH
SOLE 33800 0 0
ABN AMRO HLDG NV SPONSORED ADR 000937102 62 3000 SH
SOLE 3000 0 0
ACE LTD ORD G0070K103 31 1000 SH
SOLE 1000 0 0
ACNIELSEN CORP COM 004833109 157 5800 SH
SOLE 5800 0 0
ACTEL CORP COM 004934105 159 9700 SH
SOLE 9700 0 0
ACUSON CORP COM 005113105 36 2400 SH
SOLE 2400 0 0
ADAPTEC INC COM 00651F108 80 3500 SH
SOLE 3500 0 0
ADELPHIA COMMUNICATIONS CORP CL A 006848105 2432 38600 SH
SOLE 38600 0 0
ADOBE SYS INC COM 00724F101 11 200 SH
SOLE 200 0 0
ADVANCED MICRO DEVICES INC COM 007903107 68 4400 SH
SOLE 4400 0 0
AES CORP COM 00130H105 149 4000 SH
SOLE 4000 0 0
AETNA INC COM 008117103 4797 57800 SH
SOLE 57800 0 0
AFFILIATED MANAGERS GROUP COM 008252108 26 1000 SH
SOLE 1000 0 0
AFLAC INC COM 001055102 1089 20000 SH
SOLE 20000 0 0
AGCO CORP COM 001084102 294 44800 SH
SOLE 44800 0 0
AGL RES INC COM 001204106 111 6300 SH
SOLE 6300 0 0
AGOURON PHARMACEUTICALS INC COM 008488108 164 2900 SH
SOLE 2900 0 0
AGRIUM INC COM 008916108 117 12700 SH
SOLE 12700 0 0
AIRBORNE FGHT CORP COM 009266107 458 14700 SH
SOLE 14700 0 0
AIRGAS INC COM 009363102 156 18600 SH
SOLE 18600 0 0
AIRTOUCH COMMUNICATIONS INC COM 00949T100 1217 12600 SH
SOLE 12600 0 0
AK STL HLDG CORP COM 001547108 81 3600 SH
SOLE 3600 0 0
ALASKA AIR GROUP INC COM 011659109 271 5700 SH
SOLE 5700 0 0
ALBANY INTL CORP CL A 012348108 60 3200 SH
SOLE 3200 0 0
ALBEMARLE CORP COM 012653101 71 3400 SH
SOLE 3400 0 0
ALBERTO CULVER CO CL B CONV 013068101 30 1300 SH
SOLE 1300 0 0
ALBERTSONS INC COM 013104104 33 600 SH
SOLE 600 0 0
ALCAN ALUMINIUM LTD NEW COM 013716105 124 4800 SH
SOLE 4800 0 0
ALEXANDER & BALDWIN INC COM 014482103 90 4600 SH
SOLE 4600 0 0
ALIANT COMMUNICATIONS INC COM 016090102 151 3700 SH
SOLE 3700 0 0
ALLEGHENY ENERGY INC COM 017361106 351 11900 SH
SOLE 11900 0 0
ALLEGHENY TELEDYNE INC COM 017415100 17 900 SH
SOLE 900 0 0
ALLERGAN INC COM 018490102 439 5000 SH
SOLE 5000 0 0
ALLIED IRISH BKS P L C SPONSD ADR ORD 019228402 300 2900 SH
SOLE 2900 0 0
ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 385 26700 SH
SOLE 26700 0 0
ALLMERICA FINL CORP COM 019754100 248 4500 SH
SOLE 4500 0 0
ALLSTATE CORP COM 020002101 964 26000 SH
SOLE 26000 0 0
<PAGE> PAGE 4
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
<C>
<C>
ALLTEL CORP COM 020039103 1042 16700 SH
SOLE 16700 0 0
ALTERA CORP COM 021441100 8842 148600 SH
SOLE 148600 0 0
AMAZON COM INC COM 023135106 1532 8900 SH
SOLE 8900 0 0
AMBAC FINL GROUP INC COM 023139108 59 1100 SH
SOLE 1100 0 0
AMERADA HESS CORP COM 023551104 1107 22000 SH
SOLE 22000 0 0
AMERCO COM 023586100 26 1200 SH
SOLE 1200 0 0
AMEREN CORP COM 023608102 29 800 SH
SOLE 800 0 0
AMERICA ONLINE INC DEL COM 02364J104 4103 28100 SH
SOLE 28100 0 0
AMERICAN ELEC PWR INC COM 025537101 202 5100 SH
SOLE 5100 0 0
AMERICAN EXPRESS CO COM 025816109 5158 43900 SH
SOLE 43900 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 229 6500 SH
SOLE 6500 0 0
AMERICAN FREIGHTWAYS CORP COM 02629V108 76 5900 SH
SOLE 5900 0 0
AMERICAN GENERAL CORP COM 026351106 14 200 SH
SOLE 200 0 0
AMERICAN GREETINGS CORP CL A 026375105 41 1600 SH
SOLE 1600 0 0
AMERICAN INTL GROUP INC COM 026874107 8697 72100 SH
SOLE 72100 0 0
AMERICAN ITALIAN PASTA CO CL A 027070101 43 1700 SH
SOLE 1700 0 0
AMERICAN PWR CONVERSION CORP COM 029066107 265 9800 SH
SOLE 9800 0 0
AMERICAN STD COS INC DEL COM 029712106 144 4200 SH
SOLE 4200 0 0
AMERICAN STORES CO NEW COM 030096101 254 7700 SH
SOLE 7700 0 0
AMERICAN WTR WKS INC COM 030411102 238 8200 SH
SOLE 8200 0 0
AMERITECH CORP NEW COM 030954101 428 7400 SH
SOLE 7400 0 0
AMERITRADE HLDG CORP CL A 03072H109 803 13000 SH
SOLE 13000 0 0
AMES DEPT STORES INC COM NEW 030789507 74 2000 SH
SOLE 2000 0 0
AMETEK INC NEW COM 031100100 60 3300 SH
SOLE 3300 0 0
AMGEN INC COM 031162100 2800 37400 SH
SOLE 37400 0 0
AMP INC COM 031897101 1981 36900 SH
SOLE 36900 0 0
AMSOUTH BANCORPORATION COM 032165102 177 3900 SH
SOLE 3900 0 0
ANADARKO PETE CORP COM 032511107 423 11200 SH
SOLE 11200 0 0
ANALOG DEVICES INC COM 032654105 3549 119300 SH
SOLE 119300 0 0
ANDREW CORP COM 034425108 26 2100 SH
SOLE 2100 0 0
ANHEUSER BUSCH COS INC COM 035229103 14384 188800 SH
SOLE 188800 0 0
ANNTAYLOR STORES CORP COM 036115103 2651 60000 SH
SOLE 60000 0 0
AON CORP COM 037389103 44 700 SH
SOLE 700 0 0
APACHE CORP COM 037411105 467 17900 SH
SOLE 17900 0 0
APOLLO GROUP INC CL A 037604105 236 7900 SH
SOLE 7900 0 0
APPLE COMPUTER INC COM 037833100 194 5400 SH
SOLE 5400 0 0
APPLIED EXTRUSION TECHNOLOGIES COM 038196101 1 300 SH
SOLE 300 0 0
APPLIED MAGNETICS CP DEL COM 038213104 43 10300 SH
SOLE 10300 0 0
APPLIED MATLS INC COM 038222105 13985 226700 SH
SOLE 226700 0 0
APRIA HEALTHCARE GROUP INC COM 037933108 110 9300 SH
SOLE 9300 0 0
<PAGE> PAGE 5
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
<C>
<C>
ARCHER DANIELS MIDLAND CO COM 039483102 91 6200 SH
SOLE 6200 0 0
ARIS CORP COM 04040A101 25 3000 SH
SOLE 3000 0 0
ARMSTRONG WORLD INDS INC COM 042476101 226 5000 SH
SOLE 5000 0 0
ARNOLD INDS INC COM 042595108 33 2200 SH
SOLE 2200 0 0
ARROW ELECTRS INC COM 042735100 252 16800 SH
SOLE 16800 0 0
ARVIN INDS INC COM 043339100 125 3700 SH
SOLE 3700 0 0
ASARCO INC COM 043413103 140 10200 SH
SOLE 10200 0 0
ASCEND COMMUNICATIONS INC COM 043491109 14461 172800 SH
SOLE 172800 0 0
ASHLAND INC COM 044204105 602 14700 SH
SOLE 14700 0 0
ASM LITHOGRAPHY HLDG N V N Y SHS N07059111 5445 121000 SH
SOLE 121000 0 0
ASSOCIATED BANC CORP COM 045487105 208 6500 SH
SOLE 6500 0 0
ASSOCIATES FIRST CAP CORP CL A 046008108 653 14500 SH
SOLE 14500 0 0
ASTORIA FINL CORP COM 046265104 280 5600 SH
SOLE 5600 0 0
ASYST TECHNOLOGY CORP COM 04648X107 15 1100 SH
SOLE 1100 0 0
AT HOME CORP COM SER A 045919107 394 2500 SH
SOLE 2500 0 0
AT&T CORP COM 001957109 6193 77600 SH
SOLE 77600 0 0
AT&T CORP COM LIB GRP A 001957208 998 18972 SH
SOLE 18972 0 0
ATLANTIC RICHFIELD CO COM 048825103 2008 27500 SH
SOLE 27500 0 0
ATLAS AIR INC COM 049164106 40 1400 SH
SOLE 1400 0 0
ATMEL CORP COM 049513104 216 14200 SH
SOLE 14200 0 0
ATWOOD OCEANICS INC COM 050095108 366 12200 SH
SOLE 12200 0 0
AURORA FOODS INC COM 05164B106 210 12800 SH
SOLE 12800 0 0
AVERY DENNISON CORP COM 053611109 98 1700 SH
SOLE 1700 0 0
AVIS RENT A CAR INC COM 053790101 75 2700 SH
SOLE 2700 0 0
AXA SA SPONSORED ADR 054536107 1093 16500 SH
SOLE 16500 0 0
BA MERCHANT SVCS INC CL A 055239107 61 3000 SH
SOLE 3000 0 0
BAKER HUGHES INC COM 057224107 1189 48900 SH
SOLE 48900 0 0
BALTIMORE GAS & ELEC CO COM 059165100 150 5900 SH
SOLE 5900 0 0
BANDAG INC COM 059815100 53 1900 SH
SOLE 1900 0 0
BANK NEW YORK INC COM 064057102 205 5700 SH
SOLE 5700 0 0
BANKAMERICA CORP NEW COM 06605F102 13073 185100 SH
SOLE 185100 0 0
BANKBOSTON CORP COM 06605R106 1858 42900 SH
SOLE 42900 0 0
BANKERS TR CORP COM 066365107 2798 31700 SH
SOLE 31700 0 0
BANTA CORP COM 066821109 49 2600 SH
SOLE 2600 0 0
BARCLAYS PLC ADR 06738E204 331 2900 SH
SOLE 2900 0 0
BARNES & NOBLE INC COM 067774109 225 7000 SH
SOLE 7000 0 0
BARNES GROUP INC COM 067806109 9 500 SH
SOLE 500 0 0
BARR LABS INC COM 068306109 174 5700 SH
SOLE 5700 0 0
BARRETT RES CORP COM PAR $0.01 068480201 80 3200 SH
SOLE 3200 0 0
BARRICK GOLD CORP COM 067901108 92 5400 SH
SOLE 5400 0 0
<PAGE> PAGE 6
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
<C>
<C>
BATTLE MTN GOLD CO COM 071593107 141 51300 SH
SOLE 51300 0 0
BEAR STEARNS COS INC COM 073902108 572 12800 SH
SOLE 12800 0 0
BEC ENERGY COM 05538M101 74 2000 SH
SOLE 2000 0 0
BECKMAN COULTER INC COM 075811109 132 3000 SH
SOLE 3000 0 0
BECTON DICKINSON & CO COM 075887109 452 11800 SH
SOLE 11800 0 0
BED BATH & BEYOND INC COM 075896100 756 20700 SH
SOLE 20700 0 0
BELL & HOWELL CO NEW COM 077852101 59 2000 SH
SOLE 2000 0 0
BELL ATLANTIC CORP COM 077853109 2760 53400 SH
SOLE 53400 0 0
BELL CDA INTL INC COM 077914109 5 400 SH
SOLE 400 0 0
BELLWETHER EXPL CO COM NEW 079895207 18 5000 SH
SOLE 5000 0 0
BELO A H CORP DEL COM SER A 080555105 243 13300 SH
SOLE 13300 0 0
BENCHMARK ELECTRS INC COM 08160H101 30 1000 SH
SOLE 1000 0 0
BERGEN BRUNSWIG CORP CL A 083739102 310 15500 SH
SOLE 15500 0 0
BERINGER WINE ESTATES HOLDINGS CL B 084102102 18 500 SH
SOLE 500 0 0
BERKSHIRE HATHAWAY INC DEL CL B 084670207 1002 426 SH
SOLE 426 0 0
BEST BUY INC COM 086516101 879 16900 SH
SOLE 16900 0 0
BETHLEHEM STL CORP COM 087509105 138 16700 SH
SOLE 16700 0 0
BEVERLY ENTERPRISES INC COM NEW 087851309 54 10500 SH
SOLE 10500 0 0
BIOCHEM PHARMA INC COM 09058T108 53 2500 SH
SOLE 2500 0 0
BIOGEN INC COM 090597105 857 7500 SH
SOLE 7500 0 0
BIOMET INC COM 090613100 105 2500 SH
SOLE 2500 0 0
BJ SVCS CO COM 055482103 991 42300 SH
SOLE 42300 0 0
BJS WHOLESALE CLUB INC COM 05548J106 233 8800 SH
SOLE 8800 0 0
BLACK & DECKER CORP COM 091797100 144 2600 SH
SOLE 2600 0 0
BLACK HILLS CORP COM 092113109 62 2900 SH
SOLE 2900 0 0
BLOCK H & R INC COM 093671105 767 16200 SH
SOLE 16200 0 0
BOB EVANS FARMS INC COM 096761101 84 4200 SH
SOLE 4200 0 0
BOEING CO COM 097023105 1075 31500 SH
SOLE 31500 0 0
BOISE CASCADE CORP COM 097383103 126 3900 SH
SOLE 3900 0 0
BORDERS GROUP INC COM 099709107 298 21200 SH
SOLE 21200 0 0
BORG-WARNER AUTOMOTIVE INC COM 099724106 325 6800 SH
SOLE 6800 0 0
BOSTON SCIENTIFIC CORP COM 101137107 1691 41700 SH
SOLE 41700 0 0
BOWNE & CO INC COM 103043105 18 1500 SH
SOLE 1500 0 0
BREED TECHNOLOGIES INC COM 106702103 70 19600 SH
SOLE 19600 0 0
BRIGGS & STRATTON CORP COM 109043109 25 500 SH
SOLE 500 0 0
BRINKER INTL INC COM 109641100 395 15300 SH
SOLE 15300 0 0
BRISTOL HOTEL & RESORTS INC COM 110041100 3 400 SH
SOLE 400 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 12406 192900 SH
SOLE 192900 0 0
BRITISH AWYS PLC ADR 2ND INSTAL 110419306 220 3200 SH
SOLE 3200 0 0
BRITISH TELECOMMUNICATIONS PLC ADR FINAL INST 111021408 427 2600 SH
SOLE 2600 0 0
<PAGE> PAGE 7
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
<C>
<C>
BROADCAST COM INC COM 111310108 2446 20700 SH
SOLE 20700 0 0
BROADCOM CORP CL A 111320107 647 10500 SH
SOLE 10500 0 0
BROWNING FERRIS INDS COM 115885105 135 3500 SH
SOLE 3500 0 0
BRUNSWICK CORP COM 117043109 168 8800 SH
SOLE 8800 0 0
BUDGET GROUP INC CL A 119003101 114 9300 SH
SOLE 9300 0 0
BUFFETS INC COM 119882108 45 4600 SH
SOLE 4600 0 0
BURLINGTON INDS INC COM 121693105 42 6300 SH
SOLE 6300 0 0
BURLINGTON RES INC COM 122014103 399 10000 SH
SOLE 10000 0 0
BURR BROWN CORP COM 122574106 28 1200 SH
SOLE 1200 0 0
C D I CORP COM 125071100 12 500 SH
SOLE 500 0 0
C-CUBE MICROSYSTEMS INC COM 125015107 24 1200 SH
SOLE 1200 0 0
CABLE & WIRELESS PUB LTD CO SPONSORED ADR 126830207 111 3000 SH
SOLE 3000 0 0
CABLETRON SYS INC COM 126920107 103 12600 SH
SOLE 12600 0 0
CABLEVISION SYS CORP CL A 12686C109 2965 40000 SH
SOLE 40000 0 0
CABOT CORP COM 127055101 51 2400 SH
SOLE 2400 0 0
CABOT OIL & GAS CORP CL A 127097103 3 200 SH
SOLE 200 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 438 17000 SH
SOLE 17000 0 0
CALGON CARBON CORP COM 129603106 21 4000 SH
SOLE 4000 0 0
CALLAWAY GOLF CO COM 131193104 78 7700 SH
SOLE 7700 0 0
CAMBRIDGE TECH PARTNERS MASS COM 132524109 83 6000 SH
SOLE 6000 0 0
CANADIAN NATL RY CO COM 136375102 17 300 SH
SOLE 300 0 0
CAPITAL ONE FINL CORP COM 14040H105 3247 21500 SH
SOLE 21500 0 0
CAPITAL RE CORP COM 140432105 71 4100 SH
SOLE 4100 0 0
CARDINAL HEALTH INC COM 14149Y108 924 14000 SH
SOLE 14000 0 0
CARLISLE COS INC COM 142339100 145 3100 SH
SOLE 3100 0 0
CAROLINA PWR & LT CO COM 144141108 469 12400 SH
SOLE 12400 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 49 1900 SH
SOLE 1900 0 0
CARTER WALLACE INC COM 146285101 152 8400 SH
SOLE 8400 0 0
CBRL GROUP INC COM 12489V106 81 4500 SH
SOLE 4500 0 0
CCB FINL CORP COM 124875105 205 3800 SH
SOLE 3800 0 0
CELESTICA INC SUB VTG SHS 15101Q108 162 5000 SH
SOLE 5000 0 0
CENDANT CORP COM 151313103 389 24700 SH
SOLE 24700 0 0
CENTEX CORP COM 152312104 1562 46800 SH
SOLE 46800 0 0
CENTOCOR INC COM 152342101 377 10200 SH
SOLE 10200 0 0
CENTRAL NEWSPAPERS INC CL A 154647101 65 2100 SH
SOLE 2100 0 0
CENTURY COMMUNICATIONS CORP CL A 156503104 395 8500 SH
SOLE 8500 0 0
CENTURY TEL ENTERPRISES INC COM 156686107 169 2400 SH
SOLE 2400 0 0
CERIDIAN CORP COM 15677T106 1254 34300 SH
SOLE 34300 0 0
CHAMPION ENTERPRISES INC COM 158496109 161 8300 SH
SOLE 8300 0 0
CHAMPION INTL CORP COM 158525105 3314 80700 SH
SOLE 80700 0 0
<PAGE> PAGE 8
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
<C>
<C>
CHANCELLOR MEDIA CORP COM 158915108 4265 90500 SH
SOLE 90500 0 0
CHARTER ONE FINL INC COM 160903100 537 18600 SH
SOLE 18600 0 0
CHASE MANHATTAN CORP NEW COM 16161A108 7090 87200 SH
SOLE 87200 0 0
CHESAPEAKE CORP COM 165159104 49 1800 SH
SOLE 1800 0 0
CHEVRON CORPORATION COM 166751107 7606 86000 SH
SOLE 86000 0 0
CHIRON CORP COM 170040109 401 18300 SH
SOLE 18300 0 0
CHOICE HOTELS INTL INC COM 169905106 20 1400 SH
SOLE 1400 0 0
CHRIS CRAFT INDS INC COM 170520100 179 3914 SH
SOLE 3914 0 0
CHURCH & DWIGHT INC COM 171340102 69 1700 SH
SOLE 1700 0 0
CIENA CORP COM 171779101 524 23300 SH
SOLE 23300 0 0
CIGNA CORP COM 125509109 3244 38700 SH
SOLE 38700 0 0
CINCINNATI BELL INC COM 171870108 283 12600 SH
SOLE 12600 0 0
CINCINNATI FINL CORP COM 172062101 69 1900 SH
SOLE 1900 0 0
CINERGY CORP COM 172474108 410 14900 SH
SOLE 14900 0 0
CINTAS CORP COM 172908105 700 10700 SH
SOLE 10700 0 0
CIRCUIT CITY STORE INC CIRCT CITY GRP 172737108 169 2200 SH
SOLE 2200 0 0
CIRCUS CIRCUS ENTERPRISES INC COM 172909103 170 9700 SH
SOLE 9700 0 0
CIRRUS LOGIC CORP COM 172755100 41 6500 SH
SOLE 6500 0 0
CISCO SYS INC COM 17275R102 13827 126200 SH
SOLE 126200 0 0
CITIGROUP INC COM 172967101 7844 122800 SH
SOLE 122800 0 0
CITRIX SYS INC COM 177376100 671 17600 SH
SOLE 17600 0 0
CITY NATL CORP COM 178566105 83 2700 SH
SOLE 2700 0 0
CLAIRE'S STORES INC COM 179584107 157 5200 SH
SOLE 5200 0 0
CLARK / BARDES HLDGS INC COM 180668105 34 2000 SH
SOLE 2000 0 0
CLAYTON HOMES INC COM 184190106 77 7000 SH
SOLE 7000 0 0
CLEAR CHANNEL COMMUNICATIONS COM 184502102 2039 30400 SH
SOLE 30400 0 0
CLEARNET COMMUNICATIONS INC CL A NON-VTG 184902104 53 4000 SH
SOLE 4000 0 0
CLECO CORP COM 12561M107 56 1900 SH
SOLE 1900 0 0
CLEVELAND CLIFFS INC COM 185896107 34 1000 SH
SOLE 1000 0 0
CMGI INC COM 125750109 2197 12000 SH
SOLE 12000 0 0
CMP GROUP INC COM 125887109 62 3400 SH
SOLE 3400 0 0
CMS ENERGY CORP COM 125896100 665 16600 SH
SOLE 16600 0 0
CNA FINL CORP COM 126117100 78 2000 SH
SOLE 2000 0 0
CNET INC COM 125945105 1382 15000 SH
SOLE 15000 0 0
CNF TRANSN INC COM 12612W104 299 7900 SH
SOLE 7900 0 0
COASTAL CORP COM 190441105 941 28500 SH
SOLE 28500 0 0
COCA COLA ENTERPRISES INC COM 191219104 895 29600 SH
SOLE 29600 0 0
COHU INC COM 192576106 172 7400 SH
SOLE 7400 0 0
COLTEC INDS INC COM 196879100 55 3000 SH
SOLE 3000 0 0
COLUMBIA ENERGY GROUP COM 197648108 449 8600 SH
SOLE 8600 0 0
<PAGE> PAGE 9
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
<C>
<C>
COLUMBIA/HCA HEALTHCARE CORP COM 197677107 9 500 SH
SOLE 500 0 0
COM21 INC COM 205937105 197 7500 SH
SOLE 7500 0 0
COMAIR HOLDINGS INC COM 199789108 241 10200 SH
SOLE 10200 0 0
COMCAST CORP CL A SPL 200300200 1492 23700 SH
SOLE 23700 0 0
COMDISCO INC COM 200336105 2833 158500 SH
SOLE 158500 0 0
COMMERCE BANCORP INC NJ COM 200519106 41 1000 SH
SOLE 1000 0 0
COMMERCE BANCSHARES INC COM 200525103 524 13600 SH
SOLE 13600 0 0
COMPASS BANCSHARES INC COM 20449H109 41 1200 SH
SOLE 1200 0 0
COMPUSA INC COM 204932107 46 6600 SH
SOLE 6600 0 0
COMSAT CORP COM SER 1 20564D107 229 7900 SH
SOLE 7900 0 0
COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 383 4500 SH
SOLE 4500 0 0
CONAGRA INC COM 205887102 28 1100 SH
SOLE 1100 0 0
CONCENTRA MANAGED CARE INC COM 20589T103 70 4800 SH
SOLE 4800 0 0
CONCORD EFS INC COM 206197105 367 13300 SH
SOLE 13300 0 0
CONECTIV INC COM 206829103 223 11500 SH
SOLE 11500 0 0
CONEXANT SYSTEMS INC COM 207142100 109 3950 SH
SOLE 3950 0 0
CONSECO INC COM 208464107 62 2000 SH
SOLE 2000 0 0
CONSOLIDATED EDISON INC COM 209115104 440 9700 SH
SOLE 9700 0 0
CONSOLIDATED NAT GAS CO COM 209615103 570 11700 SH
SOLE 11700 0 0
CONSOLIDATED PAPERS INC COM 209759109 99 4200 SH
SOLE 4200 0 0
CONSOLIDATED STORES CORP COM 210149100 273 9000 SH
SOLE 9000 0 0
CONTINENTAL AIRLS INC CL B 210795308 1725 45400 SH
SOLE 45400 0 0
CONVERGYS CORP COM 212485106 216 12600 SH
SOLE 12600 0 0
COOPER CAMERON CORP COM 216640102 430 12700 SH
SOLE 12700 0 0
COOPER TIRE & RUBR CO COM 216831107 101 5500 SH
SOLE 5500 0 0
COORS ADOLPH CO CL B 217016104 1858 34400 SH
SOLE 34400 0 0
CORDANT TECHNOLOGIES INC COM 218412104 147 3700 SH
SOLE 3700 0 0
CORDIANT COMMS GRP PLC SPONSD ADR NEW 218514206 39 3000 SH
SOLE 3000 0 0
CORNING INC COM 219350105 738 12300 SH
SOLE 12300 0 0
COSTCO COMPANIES INC COM 22160Q102 3150 34400 SH
SOLE 34400 0 0
COULTER PHARMACEUTICAL INC COM 222116105 54 2500 SH
SOLE 2500 0 0
COUNTRYWIDE CR INDS INC DEL COM 222372104 158 4200 SH
SOLE 4200 0 0
COVANCE INC COM 222816100 148 5900 SH
SOLE 5900 0 0
COX COMMUNICATIONS INC NEW CL A 224044107 2730 36100 SH
SOLE 36100 0 0
CRANE CO COM 224399105 827 34200 SH
SOLE 34200 0 0
CREATIVE COMPUTERS INC COM 22527E107 30 1000 SH
SOLE 1000 0 0
CROMPTON & KNOWLES CORP COM 227111101 227 14400 SH
SOLE 14400 0 0
CROSS TIMBERS OIL CO COM 227573102 94 13300 SH
SOLE 13300 0 0
CSX CORP COM 126408103 825 21200 SH
SOLE 21200 0 0
CYBERCASH INC COM 232462101 343 24300 SH
SOLE 24300 0 0
<PAGE> PAGE 10
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
<C>
<C>
CYMER INC COM 232572107 199 10000 SH
SOLE 10000 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 126 14000 SH
SOLE 14000 0 0
CYTEC INDS INC COM 232820100 212 9500 SH
SOLE 9500 0 0
D R HORTON INC COM 23331A109 183 10900 SH
SOLE 10900 0 0
DAIMLERCHRYSLER AG ORD D1668R123 369 4300 SH
SOLE 4300 0 0
DANA CORP COM 235811106 163 4300 SH
SOLE 4300 0 0
DARDEN RESTAURANTS INC COM 237194105 235 11400 SH
SOLE 11400 0 0
DAYTON HUDSON CORP COM 239753106 10107 151700 SH
SOLE 151700 0 0
DELL COMPUTER CORP COM 247025109 4999 122300 SH
SOLE 122300 0 0
DELTA AIR LINES INC DEL COM 247361108 6331 91100 SH
SOLE 91100 0 0
DELUXE CORP COM 248019101 186 6400 SH
SOLE 6400 0 0
DENTSPLY INTL INC NEW COM 249030107 126 5400 SH
SOLE 5400 0 0
DETROIT DIESEL CORP COM 250837101 68 3000 SH
SOLE 3000 0 0
DEVELOPERS DIVERSIFIED RLTY CO COM 251591103 36 2500 SH
SOLE 2500 0 0
DEVON ENERGY CORP COM 251799102 58 2100 SH
SOLE 2100 0 0
DIAGEO P L C SPNSRD ADR NEW 25243Q205 910 19900 SH
SOLE 19900 0 0
DIAL CORP NEW COM 25247D101 1110 32300 SH
SOLE 32300 0 0
DIAMOND OFFSHORE DRILLING INC COM 25271C102 338 10700 SH
SOLE 10700 0 0
DIEBOLD INC COM 253651103 168 7000 SH
SOLE 7000 0 0
DIGITAL LINK CORP COM 253856108 1 100 SH
SOLE 100 0 0
DII GROUP INC COM 232949107 418 14300 SH
SOLE 14300 0 0
DILLARDS INC CL A 254067101 127 5000 SH
SOLE 5000 0 0
DIME BANCORP INC NEW COM 25429Q102 74 3200 SH
SOLE 3200 0 0
DOLLAR TREE STORES INC COM 256747106 145 4700 SH
SOLE 4700 0 0
DOMINION RES INC VA COM 257470104 443 12000 SH
SOLE 12000 0 0
DONALDSON INC COM 257651109 88 4900 SH
SOLE 4900 0 0
DONALDSON LUFKIN & JENRETTE NW COM 257661108 453 6500 SH
SOLE 6500 0 0
DONNA KARAN INTL INC COM 257826107 8 1000 SH
SOLE 1000 0 0
DONNELLEY R R & SONS CO COM 257867101 55 1700 SH
SOLE 1700 0 0
DOUBLECLICK INC COM 258609304 455 2500 SH
SOLE 2500 0 0
DPL INC COM 233293109 472 28600 SH
SOLE 28600 0 0
DREYERS GRAND ICE CREAM INC COM 261878102 31 2400 SH
SOLE 2400 0 0
DTE ENERGY CO COM 233331107 146 3800 SH
SOLE 3800 0 0
DUKE ENERGY CORP COM 264399106 694 12700 SH
SOLE 12700 0 0
DUN & BRADSTREET CORP DEL COM 26483B106 509 14300 SH
SOLE 14300 0 0
DUPONT PHOTOMASKS INC COM 26613X101 59 1500 SH
SOLE 1500 0 0
DUSA PHARMACEUTICALS INC COM 266898105 19 2500 SH
SOLE 2500 0 0
E M C CORP MASS COM 268648102 6324 49500 SH
SOLE 49500 0 0
E SPIRE COMMUNICATIONS INC COM 269153102 14 1000 SH
SOLE 1000 0 0
E TRADE GROUP INC COM 269246104 2023 34700 SH
SOLE 34700 0 0
<PAGE> PAGE 11
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
<C>
<C>
EARTHGRAINS CO COM 270319106 433 19500 SH
SOLE 19500 0 0
EARTHLINK NETWORK INC COM 270322100 120 2000 SH
SOLE 2000 0 0
EASTERN ENTERPRISES COM 27637F100 18 500 SH
SOLE 500 0 0
EATON CORP COM 278058102 443 6200 SH
SOLE 6200 0 0
EATON VANCE CORP COM NON VTG 278265103 2 100 SH
SOLE 100 0 0
EBAY INC COM 278642103 69 500 SH
SOLE 500 0 0
ECHOSTAR COMMUNICATIONS NEW CL A 278762109 531 6500 SH
SOLE 6500 0 0
EDISON INTL COM 281020107 372 16700 SH
SOLE 16700 0 0
EDWARDS AG INC COM 281760108 1118 34200 SH
SOLE 34200 0 0
EEX CORP COM NEW 26842V207 88 18000 SH
SOLE 18000 0 0
EG & G INC COM 268457108 26 1000 SH
SOLE 1000 0 0
EL PASO ENERGY CORP DEL COM 283905107 229 7000 SH
SOLE 7000 0 0
ELAN PLC ADR 284131208 419 6000 SH
SOLE 6000 0 0
ELECTROGLAS INC COM 285324109 126 9800 SH
SOLE 9800 0 0
ELECTRONIC ARTS INC COM 285512109 295 6200 SH
SOLE 6200 0 0
ELECTRONICS FOR IMAGING INC COM 286082102 117 3000 SH
SOLE 3000 0 0
ELF AQUITAINE SPONSORED ADR 286269105 289 4300 SH
SOLE 4300 0 0
EMERSON ELEC CO COM 291011104 1810 34200 SH
SOLE 34200 0 0
ENERGY EAST CORP COM 29266M109 105 2000 SH
SOLE 2000 0 0
ENESCO GROUP INC COM 292973104 25 1400 SH
SOLE 1400 0 0
ENI S P A SPONSORED ADR 26874R108 6142 97300 SH
SOLE 97300 0 0
ENRON OIL & GAS CO COM 293562104 283 17000 SH
SOLE 17000 0 0
ENSCO INTL INC COM 26874Q100 1246 93600 SH
SOLE 93600 0 0
EQUIFAX INC COM 294429105 7 200 SH
SOLE 200 0 0
EQUITABLE RES INC COM 294549100 47 1800 SH
SOLE 1800 0 0
ETEC SYS INC COM 26922C103 6 200 SH
SOLE 200 0 0
ETHAN ALLEN INTERIORS INC COM 297602104 249 6000 SH
SOLE 6000 0 0
ETHYL CORP COM 297659104 30 7000 SH
SOLE 7000 0 0
EVEREN CAPITAL CORP COM 299761106 63 3200 SH
SOLE 3200 0 0
EVEREST REINS HLDGS INC COM 299808105 215 6900 SH
SOLE 6900 0 0
EXCITE INC COM 300904109 154 1100 SH
SOLE 1100 0 0
EXTENDED STAY AMER INC COM 30224P101 85 8300 SH
SOLE 8300 0 0
EXXON CORP COM 302290101 17436 247100 SH
SOLE 247100 0 0
F M C CORP COM NEW 302491303 435 8800 SH
SOLE 8800 0 0
FAMILY DLR STORES INC COM 307000109 336 14600 SH
SOLE 14600 0 0
FASTENAL CO COM 311900104 109 3100 SH
SOLE 3100 0 0
FDX CORP COM 31304N107 241 2600 SH
SOLE 2600 0 0
FEDERAL MOGUL CORP COM 313549107 563 13100 SH
SOLE 13100 0 0
FEDERAL NATL MTG ASSN COM 313586109 7846 113300 SH
SOLE 113300 0 0
FEDERAL SIGNAL CORP COM 313855108 123 5900 SH
SOLE 5900 0 0
<PAGE> PAGE 12
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
<C>
<C>
FEDERATED DEPT STORES INC DEL COM 31410H101 1204 30000 SH
SOLE 30000 0 0
FIFTH THIRD BANCORP COM 316773100 389 5900 SH
SOLE 5900 0 0
FINOVA GROUP INC COM 317928109 332 6400 SH
SOLE 6400 0 0
FIRST DATA CORP COM 319963104 261 6100 SH
SOLE 6100 0 0
FIRST HEALTH GROUP CORP COM 320960107 100 6200 SH
SOLE 6200 0 0
FIRST SEC CORP DEL COM 336294103 267 13800 SH
SOLE 13800 0 0
FIRST VA BANKS INC COM 337477103 247 5400 SH
SOLE 5400 0 0
FIRSTAR CORP NEW WIS COM 33763V109 385 4300 SH
SOLE 4300 0 0
FIRSTENERGY CORP COM 337932107 430 15400 SH
SOLE 15400 0 0
FISERV INC COM 337738108 649 12100 SH
SOLE 12100 0 0
FLEXTRONICS INTL LTD ORD Y2573F102 2887 56600 SH
SOLE 56600 0 0
FLORIDA PROGRESS CORP COM 341109106 374 9900 SH
SOLE 9900 0 0
FLOWERS INDS INC COM 343496105 502 20400 SH
SOLE 20400 0 0
FLOWSERVE CORP COM 34354P105 62 4000 SH
SOLE 4000 0 0
FORD MTR CO DEL COM 345370100 11566 203800 SH
SOLE 203800 0 0
FORE SYSTEMS INC COM 345449102 2845 150500 SH
SOLE 150500 0 0
FOREST LABS INC CL A 345838106 519 9200 SH
SOLE 9200 0 0
FORTUNE BRANDS INC COM 349631101 228 5900 SH
SOLE 5900 0 0
FOUNDATION HEALTH SYS INC COM 350404109 464 38100 SH
SOLE 38100 0 0
FOUR SEASONS HOTEL INC LTD VTG SH 35100E104 342 8200 SH
SOLE 8200 0 0
FOX ENTMT GROUP INC CL A 35138T107 271 10000 SH
SOLE 10000 0 0
FRONTIER CORPORATION COM 35906P105 296 5700 SH
SOLE 5700 0 0
FRUIT OF THE LOOM LTD ORD CL A G3682L105 17 1600 SH
SOLE 1600 0 0
FULLER H B CO COM 359694106 71 1200 SH
SOLE 1200 0 0
FURNITURE BRANDS INTL INC COM 360921100 117 5300 SH
SOLE 5300 0 0
GALILEO TECHNOLOGY LTD ORD M47298100 29 1000 SH
SOLE 1000 0 0
GANNETT INC COM 364730101 983 15600 SH
SOLE 15600 0 0
GAP INC DEL COM 364760108 5796 86100 SH
SOLE 86100 0 0
GATX CORP COM 361448103 165 5000 SH
SOLE 5000 0 0
GAYLORD CONTAINER CORP CL A 368145108 450 60000 SH
SOLE 60000 0 0
GENCORP INC COM 368682100 283 15700 SH
SOLE 15700 0 0
GENERAL CABLE CORP DEL NEW COM 369300108 42 4000 SH
SOLE 4000 0 0
GENERAL CHEM GROUP INC COM 369332101 5 400 SH
SOLE 400 0 0
GENERAL ELEC CO COM 369604103 17501 158200 SH
SOLE 158200 0 0
GENERAL INSTR CORP DEL COM 370120107 573 18900 SH
SOLE 18900 0 0
GENERAL MTRS CORP COM 370442105 5647 65000 SH
SOLE 65000 0 0
GENERAL MTRS CORP CL H NEW 370442832 913 18100 SH
SOLE 18100 0 0
GENERAL NUTRITION COS INC COM 37047F103 102 7300 SH
SOLE 7300 0 0
GENUINE PARTS CO COM 372460105 205 7100 SH
SOLE 7100 0 0
GENZYME CORP COM GENL DIV 372917104 464 9200 SH
SOLE 9200 0 0
<PAGE> PAGE 13
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
<C>
<C>
GEON CO COM 37246W105 59 2600 SH
SOLE 2600 0 0
GEORGIA GULF CORP COM PAR $0.01 373200203 74 6600 SH
SOLE 6600 0 0
GEORGIA PAC CORP COM GA PAC GRP 373298108 9697 130600 SH
SOLE 130600 0 0
GEORGIA PAC CORP COM-TIMBER GRP 373298702 292 13000 SH
SOLE 13000 0 0
GLATFELTER P H CO COM 377316104 48 4300 SH
SOLE 4300 0 0
GLAXO WELLCOME PLC SPONSORED ADR 37733W105 1038 15500 SH
SOLE 15500 0 0
GLENAYRE TECHNOLOGIES INC COM 377899109 23 6600 SH
SOLE 6600 0 0
GLOBAL MARINE INC COM 379352404 1294 110100 SH
SOLE 110100 0 0
GLOBALSTAR TELECOMMUNICTNS LTD COM G3930H104 104 7500 SH
SOLE 7500 0 0
GOLDEN WEST FINL CORP DEL COM 381317106 411 4300 SH
SOLE 4300 0 0
GOODRICH B F CO COM 382388106 398 11600 SH
SOLE 11600 0 0
GPU INC COM 36225X100 90 2400 SH
SOLE 2400 0 0
GRAINGER W W INC COM 384802104 581 13500 SH
SOLE 13500 0 0
GRANITE CONSTR INC COM 387328107 126 5400 SH
SOLE 5400 0 0
GREAT ATLANTIC & PAC TEA INC COM 390064103 33 1100 SH
SOLE 1100 0 0
GREENPOINT FINL CORP COM 395384100 215 6200 SH
SOLE 6200 0 0
GREY WOLF INC COM 397888108 270 187600 SH
SOLE 187600 0 0
GTE CORP COM 362320103 6256 103400 SH
SOLE 103400 0 0
GTECH HLDGS CORP COM 400518106 105 4300 SH
SOLE 4300 0 0
GUCCI GROUP N V COM NY REG 401566104 24 300 SH
SOLE 300 0 0
GUESS INC COM 401617105 57 9300 SH
SOLE 9300 0 0
GUIDANT CORP COM 401698105 3799 62800 SH
SOLE 62800 0 0
GULFSTREAM AEROSPACE CORP COM 402734107 408 9400 SH
SOLE 9400 0 0
GYMBOREE CORP COM 403777105 181 20300 SH
SOLE 20300 0 0
HADCO CORP COM 404681108 145 4600 SH
SOLE 4600 0 0
HAEMONETICS CORP COM 405024100 52 3300 SH
SOLE 3300 0 0
HAIN FOOD GROUP INC COM 405219106 45 2700 SH
SOLE 2700 0 0
HALLIBURTON CO COM 406216101 127 3300 SH
SOLE 3300 0 0
HAMBRECHT & QUIST GROUP INC COM 406545103 427 12300 SH
SOLE 12300 0 0
HANNAFORD BROS CO COM 410550107 105 2300 SH
SOLE 2300 0 0
HARCOURT GEN INC COM 41163G101 554 12500 SH
SOLE 12500 0 0
HARLEY DAVIDSON INC COM 412822108 1668 29000 SH
SOLE 29000 0 0
HARRAHS ENTMT INC COM 413619107 120 6300 SH
SOLE 6300 0 0
HARSCO CORP COM 415864107 53 2100 SH
SOLE 2100 0 0
HASBRO INC COM 418056107 126 4350 SH
SOLE 4350 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 116 3300 SH
SOLE 3300 0 0
HEALTH MGMT ASSOC INC NEW CL A 421933102 446 36600 SH
SOLE 36600 0 0
HEALTHSOUTH CORP COM 421924101 147 14200 SH
SOLE 14200 0 0
HEILIG MEYERS CO COM 422893107 32 6100 SH
SOLE 6100 0 0
HEINZ H J CO COM 423074103 275 5800 SH
SOLE 5800 0 0
<PAGE> PAGE 14
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
<C>
<C>
HELMERICH & PAYNE INC COM 423452101 77 3400 SH
SOLE 3400 0 0
HERCULES INC COM 427056106 28 1100 SH
SOLE 1100 0 0
HERSHEY FOODS CORP COM 427866108 493 8800 SH
SOLE 8800 0 0
HERTZ CORP CL A 428040109 219 4100 SH
SOLE 4100 0 0
HIBERNIA CORP CL A 428656102 210 16000 SH
SOLE 16000 0 0
HILFIGER TOMMY CORP ORD G8915Z102 1040 15100 SH
SOLE 15100 0 0
HILLENBRAND INDS INC COM 431573104 499 10800 SH
SOLE 10800 0 0
HILTON HOTELS CORP COM 432848109 200 14200 SH
SOLE 14200 0 0
HOLLY CORP COM PAR $0.01 435758305 161 12000 SH
SOLE 12000 0 0
HOME DEPOT INC COM 437076102 9892 158900 SH
SOLE 158900 0 0
HON INDS INC COM 438092108 138 6300 SH
SOLE 6300 0 0
HONEYWELL INC COM 438506107 2813 37100 SH
SOLE 37100 0 0
HONG KONG TELECOMMUNICATIONS SPONSORED ADR 438579203 23 1200 SH
SOLE 1200 0 0
HORACE MANN EDUCATORS CORP NEW COM 440327104 195 8400 SH
SOLE 8400 0 0
HORMEL FOODS CORP COM 440452100 531 14900 SH
SOLE 14900 0 0
HOUGHTON MIFFLIN CO COM 441560109 1144 24400 SH
SOLE 24400 0 0
HSB GROUP INC COM 40428N109 111 3000 SH
SOLE 3000 0 0
HUMAN GENOME SCIENCES INC COM 444903108 697 20100 SH
SOLE 20100 0 0
HUMANA INC COM 444859102 343 19900 SH
SOLE 19900 0 0
IBP INC COM 449223106 462 24800 SH
SOLE 24800 0 0
ICG COMMUNICATIONS INC COM 449246107 690 34300 SH
SOLE 34300 0 0
ICN PHARMACEUTICALS INC NEW COM 448924100 88 3500 SH
SOLE 3500 0 0
IDACORP INC COM 451107106 115 3900 SH
SOLE 3900 0 0
IKON OFFICE SOLUTIONS INC COM 451713101 40 3100 SH
SOLE 3100 0 0
ILLINOVA CORP COM 452317100 371 17500 SH
SOLE 17500 0 0
IMPERIAL CHEM INDS PLC ADR NEW 452704505 11 300 SH
SOLE 300 0 0
IMS HEALTH INC COM 449934108 232 7000 SH
SOLE 7000 0 0
INCO LTD COM 453258402 173 13000 SH
SOLE 13000 0 0
INDIANA ENERGY INC COM 454707100 59 3100 SH
SOLE 3100 0 0
INFINITY BROADCASTING CP NEW CL A 45662S102 258 10000 SH
SOLE 10000 0 0
INFORMATION RES INC COM 456905108 16 2500 SH
SOLE 2500 0 0
INFORMIX CORP COM 456779107 274 37200 SH
SOLE 37200 0 0
INFOSEEK CORP COM 45678M107 148 2000 SH
SOLE 2000 0 0
ING GROEP N V SPONSORED ADR 456837103 121 2200 SH
SOLE 2200 0 0
INGERSOLL RAND CO COM 456866102 3434 69200 SH
SOLE 69200 0 0
INKTOMI CORP COM 457277101 189 2200 SH
SOLE 2200 0 0
INNOVEX INC COM 457647105 147 11000 SH
SOLE 11000 0 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 45 8400 SH
SOLE 8400 0 0
INTEGRATED HEALTH SVCS INC COM 45812C106 185 33700 SH
SOLE 33700 0 0
INTEGRATED PROCESS EQUIP CORP COM 45812K108 116 12900 SH
SOLE 12900 0 0
<PAGE> PAGE 15
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
<C>
<C>
INTERIM SVCS INC COM 45868P100 197 13100 SH
SOLE 13100 0 0
INTERMEDIA COMMUNICATIONS INC COM 458801107 493 18500 SH
SOLE 18500 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 3846 21700 SH
SOLE 21700 0 0
INTERNATIONAL GAME TECHNOLOGY COM 459902102 127 8700 SH
SOLE 8700 0 0
INTERNATIONAL MULTIFOODS CORP COM 460043102 14 600 SH
SOLE 600 0 0
INTERNATIONAL RECTIFIER CORP COM 460254105 97 13800 SH
SOLE 13800 0 0
INTERPUBLIC GROUP COS INC COM 460690100 701 9000 SH
SOLE 9000 0 0
INTERSTATE BAKERIES CORP DEL COM 46072H108 110 5100 SH
SOLE 5100 0 0
INTERSTATE ENERGY CORP WISE COM 460845100 209 7900 SH
SOLE 7900 0 0
INTIMATE BRANDS INC CL A 461156101 2960 61500 SH
SOLE 61500 0 0
INTL PAPER CO COM 460146103 966 22900 SH
SOLE 22900 0 0
INTUIT COM 461202103 875 8600 SH
SOLE 8600 0 0
IOMEGA CORP COM 462030107 21 4000 SH
SOLE 4000 0 0
IPALCO ENTERPRISES INC COM 462613100 202 9200 SH
SOLE 9200 0 0
IPC HLDGS LTD ORD G4933P101 40 2000 SH
SOLE 2000 0 0
IRI INTL CORP COM 45004F107 154 37800 SH
SOLE 37800 0 0
ISPAT INTL N V NY REG SH CL A 464899103 186 25000 SH
SOLE 25000 0 0
ITT INDS INC IND COM 450911102 120 3400 SH
SOLE 3400 0 0
IVAX CORP COM 465823102 142 12000 SH
SOLE 12000 0 0
IXC COMMUNICATIONS INC COM 450713102 229 5000 SH
SOLE 5000 0 0
JABIL CIRCUIT INC COM 466313103 1912 47200 SH
SOLE 47200 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 185 4700 SH
SOLE 4700 0 0
JEFFERIES GROUP INC COM 472318104 119 2500 SH
SOLE 2500 0 0
JEFFERSON PILOT CORP COM 475070108 2554 37700 SH
SOLE 37700 0 0
JOHNSON & JOHNSON COM 478160104 7842 83700 SH
SOLE 83700 0 0
JOHNSON CTLS INC COM 478366107 692 11100 SH
SOLE 11100 0 0
JONES APPAREL GROUP INC COM 480074103 207 7400 SH
SOLE 7400 0 0
JONES INTERCABLE INC CL A 480206200 383 9700 SH
SOLE 9700 0 0
JONES PHARMA INC COM 480236108 129 3700 SH
SOLE 3700 0 0
JOSTENS INC COM 481088102 17 800 SH
SOLE 800 0 0
JOURNAL REGISTER CO COM 481138105 12 1000 SH
SOLE 1000 0 0
K MART CORP COM 482584109 918 54600 SH
SOLE 54600 0 0
KANSAS CITY PWR & LT CO COM 485134100 155 6300 SH
SOLE 6300 0 0
KAUFMAN & BROAD HOME CORP COM 486168107 345 15300 SH
SOLE 15300 0 0
KAYDON CORP COM 486587108 95 3300 SH
SOLE 3300 0 0
KEANE INC COM 486665102 153 7200 SH
SOLE 7200 0 0
KEEBLER FOODS CO COM 487256109 4 100 SH
SOLE 100 0 0
KELLOGG CO COM 487836108 558 16500 SH
SOLE 16500 0 0
KELLY SVCS INC CL A 488152208 105 3800 SH
SOLE 3800 0 0
KENNAMETAL INC COM 489170100 96 5500 SH
SOLE 5500 0 0
<PAGE> PAGE 16
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
<C>
<C>
KENT ELECTRS CORP COM 490553104 80 8100 SH
SOLE 8100 0 0
KERR MCGEE CORP COM 492386107 1070 32600 SH
SOLE 32600 0 0
KEYCORP NEW COM 493267108 1128 37200 SH
SOLE 37200 0 0
KEYSPAN ENERGY COM 49337K106 397 15800 SH
SOLE 15800 0 0
KEYSTONE FINANCIAL INC COM 493482103 171 5300 SH
SOLE 5300 0 0
KIMBERLY CLARK CORP COM 494368103 3773 78700 SH
SOLE 78700 0 0
KIRIN BREWERY LTD ADR 497350207 11 100 SH
SOLE 100 0 0
KLA-TENCORP CORP COM 482480100 1501 30900 SH
SOLE 30900 0 0
KLM ROYAL DUTCH AIRLS COM N Y REG 482516101 172 6200 SH
SOLE 6200 0 0
KN ENERGY INC COM 482620101 140 7000 SH
SOLE 7000 0 0
KNIGHT RIDDER INC COM 499040103 1345 26900 SH
SOLE 26900 0 0
KOHLS CORP COM 500255104 177 2500 SH
SOLE 2500 0 0
KONINKLIJKE AHOLD N V SPNSRD ADR NEW 500467303 153 4000 SH
SOLE 4000 0 0
KONINKLIJKE PHILIPS ELECTRS NV SPONSORED ADR 500472105 577 7000 SH
SOLE 7000 0 0
KROGER CO COM 501044101 3311 55300 SH
SOLE 55300 0 0
KULICKE & SOFFA INDS INC COM 501242101 318 12600 SH
SOLE 12600 0 0
LAFARGE CORP COM 505862102 554 19800 SH
SOLE 19800 0 0
LAIDLAW INC COM 50730K503 22 3700 SH
SOLE 3700 0 0
LAM RESH CORP COM 512807108 2216 76400 SH
SOLE 76400 0 0
LANCASTER COLONY CORP COM 513847103 117 4400 SH
SOLE 4400 0 0
LANCE INC COM 514606102 50 3100 SH
SOLE 3100 0 0
LANDS END INC COM 515086106 69 2000 SH
SOLE 2000 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 2779 61000 SH
SOLE 61000 0 0
LEAR CORP COM 521865105 205 4800 SH
SOLE 4800 0 0
LEARNING CO INC COM 522008101 29 1000 SH
SOLE 1000 0 0
LEE ENTERPRISES INC COM 523768109 133 4600 SH
SOLE 4600 0 0
LEGGETT & PLATT INC COM 524660107 402 20100 SH
SOLE 20100 0 0
LEHMAN BROS HLDGS INC COM 524908100 759 12700 SH
SOLE 12700 0 0
LENNAR CORP COM 526057104 273 12200 SH
SOLE 12200 0 0
LG&E ENERGY CORP COM 501917108 200 9600 SH
SOLE 9600 0 0
LIBERTY TERM TR INC COM 531282101 120 13400 SH
SOLE 13400 0 0
LINCARE HLDGS INC COM 532791100 169 6000 SH
SOLE 6000 0 0
LINCOLN NATL CORP IND COM 534187109 4321 43700 SH
SOLE 43700 0 0
LINEAR TECHNOLOGY CORP COM 535678106 7677 149800 SH
SOLE 149800 0 0
LITTON INDS INC COM 538021106 495 8600 SH
SOLE 8600 0 0
LIZ CLAIBORNE INC COM 539320101 16 500 SH
SOLE 500 0 0
LOEWS CORP COM 540424108 754 10100 SH
SOLE 10100 0 0
LONE STAR STEAKHOUSE SALOON COM 542307103 38 3700 SH
SOLE 3700 0 0
LONGS DRUG STORES CORP COM 543162101 107 3500 SH
SOLE 3500 0 0
LONGVIEW FIBRE CO COM 543213102 61 5300 SH
SOLE 5300 0 0
<PAGE> PAGE 17
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
<C>
<C>
LORAL SPACE & COMMUNICATIONS COM G56462107 25 1700 SH
SOLE 1700 0 0
LOUIS DREYFUS NAT GAS CORP COM 546011107 218 15000 SH
SOLE 15000 0 0
LOUISIANA PAC CORP COM 546347105 669 35900 SH
SOLE 35900 0 0
LOWES COS INC COM 548661107 4544 75100 SH
SOLE 75100 0 0
LSI LOGIC CORP COM 502161102 820 26300 SH
SOLE 26300 0 0
LTV CORP NEW COM 501921100 161 30000 SH
SOLE 30000 0 0
LYCOS INC COM 550818108 353 4100 SH
SOLE 4100 0 0
LYONDELL CHEMICAL CO COM 552078107 541 39500 SH
SOLE 39500 0 0
M D C HLDGS INC COM 552676108 62 4300 SH
SOLE 4300 0 0
M/I SCHOTTENSTEIN HOMES INC COM 55305B101 21 1200 SH
SOLE 1200 0 0
MACROMEDIA INC COM 556100105 245 5400 SH
SOLE 5400 0 0
MAGNA INTL INC CL A 559222401 149 2600 SH
SOLE 2600 0 0
MAGNETEK INC COM 559424106 97 11600 SH
SOLE 11600 0 0
MALLINCKRODT INC NEW COM 561232109 67 2500 SH
SOLE 2500 0 0
MANPOWER INC COM 56418H100 224 9600 SH
SOLE 9600 0 0
MARINE DRILLING COS INC COM PAR $0.01 568240204 125 11400 SH
SOLE 11400 0 0
MARK IV INDS INC COM 570387100 71 5400 SH
SOLE 5400 0 0
MARSH & MCLENNAN COS INC COM 571748102 453 6100 SH
SOLE 6100 0 0
MARSHALL & ILSLEY CORP COM 571834100 1430 25800 SH
SOLE 25800 0 0
MARTIN MARIETTA MATLS INC COM 573284106 753 13200 SH
SOLE 13200 0 0
MASCO CORP COM 574599106 1054 37300 SH
SOLE 37300 0 0
MASCOTECH INC COM 574670105 47 3000 SH
SOLE 3000 0 0
MATTEL INC COM 577081102 657 26400 SH
SOLE 26400 0 0
MAXTOR CORP COM NEW 577729205 25 3500 SH
SOLE 3500 0 0
MAXXAM INC COM 577913106 81 1600 SH
SOLE 1600 0 0
MAYTAG CORP COM 578592107 2077 34400 SH
SOLE 34400 0 0
MBNA CORP COM 55262L100 289 12100 SH
SOLE 12100 0 0
MCCORMICK & CO INC COM NON VTG 579780206 255 8800 SH
SOLE 8800 0 0
MCDERMOTT INTL INC COM 580037109 476 18800 SH
SOLE 18800 0 0
MCDONALDS CORP COM 580135101 8061 177900 SH
SOLE 177900 0 0
MCGRAW HILL COS INC COM 580645109 2164 39700 SH
SOLE 39700 0 0
MCI WORLDCOM INC COM 55268B106 19882 224500 SH
SOLE 224500 0 0
MCKESSON HBOC INC COM 58155Q103 383 5800 SH
SOLE 5800 0 0
MCLEODUSA INC COM 582266102 525 12500 SH
SOLE 12500 0 0
MCN ENERGY GROUP INC COM 55267J100 135 8400 SH
SOLE 8400 0 0
MEAD CORP COM 582834107 65 2100 SH
SOLE 2100 0 0
MEDIA GEN INC CL A 584404107 131 2800 SH
SOLE 2800 0 0
MEDIAONE GROUP INC COM 58440J104 6058 95400 SH
SOLE 95400 0 0
MELLON BK CORP COM 585509102 4898 69600 SH
SOLE 69600 0 0
MENS WEARHOUSE INC COM 587118100 46 1600 SH
SOLE 1600 0 0
<PAGE> PAGE 18
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
<C>
<C>
MENTOR GRAPHICS CORP COM 587200106 90 6700 SH
SOLE 6700 0 0
MERCANTILE BANCORPORATION INC COM 587342106 3990 84000 SH
SOLE 84000 0 0
MERCANTILE BANKSHARES CORP COM 587405101 270 7300 SH
SOLE 7300 0 0
MERCK & CO INC COM 589331107 7073 88200 SH
SOLE 88200 0 0
MEREDITH CORP COM 589433101 283 9000 SH
SOLE 9000 0 0
MERITOR AUTOMOTIVE INC COM 59000G100 141 9100 SH
SOLE 9100 0 0
MERRILL LYNCH & CO INC COM 590188108 5368 60700 SH
SOLE 60700 0 0
METROMEDIA FIBER NETWORK INC CL A 591689104 285 5500 SH
SOLE 5500 0 0
MEYER FRED INC DEL NEW COM 592907109 1931 32800 SH
SOLE 32800 0 0
MGIC INVT CORP WIS COM 552848103 56 1600 SH
SOLE 1600 0 0
MICRO WHSE INC COM 59501B105 58 3600 SH
SOLE 3600 0 0
MICROCELL TELECOMMUNICATIONS CL B NON VTG 59501T304 16 2000 SH
SOLE 2000 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 184 5300 SH
SOLE 5300 0 0
MICRON TECHNOLOGY INC COM 595112103 628 13000 SH
SOLE 13000 0 0
MICROSOFT CORP COM 594918104 28823 321600 SH
SOLE 321600 0 0
MIDAMERICAN ENERGY HLDGS NEW COM 59562V107 171 6100 SH
SOLE 6100 0 0
MILACRON INC COM 598709103 52 3300 SH
SOLE 3300 0 0
MILLENNIUM CHEMICALS INC COM 599903101 244 12300 SH
SOLE 12300 0 0
MILLER HERMAN INC COM 600544100 161 8800 SH
SOLE 8800 0 0
MINDSPRING ENTERPRISES INC COM 602683104 86 1000 SH
SOLE 1000 0 0
MINERALS TECHNOLOGIES INC COM 603158106 91 1900 SH
SOLE 1900 0 0
MINNESOTA PWR INC COM 604110106 146 7400 SH
SOLE 7400 0 0
MISSISSIPPI CHEM CORP COM NEW 605288208 18 1900 SH
SOLE 1900 0 0
MOBIL CORP COM 607059102 3793 43100 SH
SOLE 43100 0 0
MODINE MFG CO COM 607828100 87 3100 SH
SOLE 3100 0 0
MODIS PROFESSIONAL SVCS INC COM 607830106 279 30800 SH
SOLE 30800 0 0
MOLEX INC COM 608554101 467 15900 SH
SOLE 15900 0 0
MONSANTO CO COM 611662107 7313 159200 SH
SOLE 159200 0 0
MONTANA POWER CO COM 612085100 169 2300 SH
SOLE 2300 0 0
MOORE LTD COM 615785102 20 2000 SH
SOLE 2000 0 0
MORGAN J P & CO INC COM 616880100 8883 72000 SH
SOLE 72000 0 0
MORGAN KEEGAN INC COM 617410105 51 3100 SH
SOLE 3100 0 0
MORTON INTL INC IND NEW COM 619335102 107 2900 SH
SOLE 2900 0 0
MOTOROLA INC COM 620076109 6754 92200 SH
SOLE 92200 0 0
MURPHY OIL CORP COM 626717102 50 1200 SH
SOLE 1200 0 0
MYLAN LABS INC COM 628530107 818 29800 SH
SOLE 29800 0 0
NACCO INDS INC CL A 629579103 22 300 SH
SOLE 300 0 0
NALCO CHEM CO COM 629853102 35 1300 SH
SOLE 1300 0 0
NATIONAL DATA CORP COM 635621105 84 2000 SH
SOLE 2000 0 0
NATIONAL FUEL GAS CO N J COM 636180101 133 3400 SH
SOLE 3400 0 0
<PAGE> PAGE 19
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
<C>
<C>
NATIONAL STL CORP CL B 637844309 33 4000 SH
SOLE 4000 0 0
NATIONAL SVC INDS INC COM 637657107 34 1000 SH
SOLE 1000 0 0
NATIONAL-OILWELL INC COM 637071101 120 10400 SH
SOLE 10400 0 0
NAVISTAR INTL CORP NEW COM 63934E108 2954 73500 SH
SOLE 73500 0 0
NCH CORP COM 628850109 29 600 SH
SOLE 600 0 0
NCR CORP NEW COM 62886E108 2765 55300 SH
SOLE 55300 0 0
NEIMAN MARCUS GROUP INC COM 640204103 575 25400 SH
SOLE 25400 0 0
NETGRAVITY INC COM 641114103 248 6000 SH
SOLE 6000 0 0
NETWORK APPLIANCE INC COM 64120L104 81 1600 SH
SOLE 1600 0 0
NETWORK SOLUTIONS INC DEL CL A 64121Q102 1206 11400 SH
SOLE 11400 0 0
NETWORKS ASSOCS INC COM 640938106 408 13300 SH
SOLE 13300 0 0
NEVADA POWER CO COM 641423108 131 5300 SH
SOLE 5300 0 0
NEW CENTURY ENERGIES INC COM 64352U103 433 12700 SH
SOLE 12700 0 0
NEW ENGLAND ELEC SYS COM 644001109 296 6100 SH
SOLE 6100 0 0
NEW HOLLAND N V ORD N62648105 31 3000 SH
SOLE 3000 0 0
NEW PLAN EXCEL RLTY TR INC COM 648053106 44 2300 SH
SOLE 2300 0 0
NEW YORK TIMES CO CL A 650111107 71 2500 SH
SOLE 2500 0 0
NEWFIELD EXPL CO COM 651290108 23 1000 SH
SOLE 1000 0 0
NEWPORT NEWS SHIPBUILDING INC COM 652228107 114 3600 SH
SOLE 3600 0 0
NEWS CORP LTD ADR NEW 652487703 537 18200 SH
SOLE 18200 0 0
NEWS CORP LTD SP ADR PFD 652487802 193 7000 SH
SOLE 7000 0 0
NEXTEL COMMUNICATIONS INC CL A 65332V103 1154 31500 SH
SOLE 31500 0 0
NEXTLINK COMMUNICATIONS INC CL A 65333H707 308 5500 SH
SOLE 5500 0 0
NICOR INC COM 654086107 234 6500 SH
SOLE 6500 0 0
NIKE INC CL B 654106103 58 1000 SH
SOLE 1000 0 0
NINE WEST GROUP INC COM 65440D102 91 3700 SH
SOLE 3700 0 0
NIPSCO INDS INC COM 629140104 122 4500 SH
SOLE 4500 0 0
NL INDS INC COM NEW 629156407 2 200 SH
SOLE 200 0 0
NOBILITY HOMES INC COM 654892108 3 330 SH
SOLE 330 0 0
NOBLE AFFILIATES INC COM 654894104 481 16600 SH
SOLE 16600 0 0
NOBLE DRILLING CORP COM 655042109 995 57500 SH
SOLE 57500 0 0
NOKIA CORP SPONSORED ADR 654902204 5202 33400 SH
SOLE 33400 0 0
NORDSON CORP COM 655663102 84 1500 SH
SOLE 1500 0 0
NORDSTROM INC COM 655664100 86 2100 SH
SOLE 2100 0 0
NORSK HYDRO A S SPONSORED ADR 656531605 44 1100 SH
SOLE 1100 0 0
NORTH FORK BANCORPORATION NY COM 659424105 351 16600 SH
SOLE 16600 0 0
NORTHEAST UTILS COM 664397106 425 30600 SH
SOLE 30600 0 0
NORTHERN TR CORP COM 665859104 1750 19700 SH
SOLE 19700 0 0
NORTHN STS PWR CO MINN COM 665772109 237 10200 SH
SOLE 10200 0 0
NORTHROP GRUMMAN CORP COM 666807102 689 11500 SH
SOLE 11500 0 0
<PAGE> PAGE 20
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
<C>
<C>
NOVA CORP GA COM 669784100 194 7400 SH
SOLE 7400 0 0
NOVELL INC COM 670006105 967 38400 SH
SOLE 38400 0 0
NS GROUP INC COM 628916108 28 5000 SH
SOLE 5000 0 0
NUEVO ENERGY CO COM 670509108 68 5000 SH
SOLE 5000 0 0
OAK INDS INC COM NEW 671400505 16 500 SH
SOLE 500 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 355 19700 SH
SOLE 19700 0 0
OCEAN ENERGY INC COM NEW 674812201 0 10300 SH
SOLE 10300 0 0
OCEANEERING INTL INC COM 675232102 107 7100 SH
SOLE 7100 0 0
OEA INC COM 670826106 15 1800 SH
SOLE 1800 0 0
OFFICE DEPOT INC COM 676220106 898 24400 SH
SOLE 24400 0 0
OFFICEMAX INC COM 67622M108 117 13600 SH
SOLE 13600 0 0
OGDEN CORP COM 676346109 120 5000 SH
SOLE 5000 0 0
OGE ENERGY CORP COM 670837103 124 5500 SH
SOLE 5500 0 0
OLD KENT FINL CORP COM 679833103 456 10800 SH
SOLE 10800 0 0
OLD REP INTL CORP COM 680223104 254 13900 SH
SOLE 13900 0 0
OLYMPIC CASCADE FINL CORP COM 68158N106 1 200 SH
SOLE 200 0 0
OMNICARE INC COM 681904108 175 9200 SH
SOLE 9200 0 0
OMNICOM GROUP INC COM 681919106 783 9800 SH
SOLE 9800 0 0
OMNIPOINT CORP COM 68212D102 32 2200 SH
SOLE 2200 0 0
ONEOK INC NEW COM 682680103 17 700 SH
SOLE 700 0 0
ONSALE INC COM 682838107 7 200 SH
SOLE 200 0 0
OPEN MKT INC COM 68370M100 499 38600 SH
SOLE 38600 0 0
ORACLE CORP COM 68389X105 649 24600 SH
SOLE 24600 0 0
ORBITAL SCIENCES CORP COM 685564106 6 200 SH
SOLE 200 0 0
OREGON STL MLS INC COM 686079104 7 700 SH
SOLE 700 0 0
ORTEL CORP COM 68749W102 1 200 SH
SOLE 200 0 0
OUTBACK STEAKHOUSE INC COM 689899102 442 13500 SH
SOLE 13500 0 0
OVERSEAS SHIPHOLDING GROUP INC COM 690368105 43 3800 SH
SOLE 3800 0 0
OWENS CORNING COM 69073F103 477 15000 SH
SOLE 15000 0 0
OWENS ILL INC COM NEW 690768403 73 2900 SH
SOLE 2900 0 0
OXFORD HEALTH PLANS INC COM 691471106 128 8200 SH
SOLE 8200 0 0
P P & L RES INC COM 693499105 109 4400 SH
SOLE 4400 0 0
PACCAR INC COM 693718108 721 17500 SH
SOLE 17500 0 0
PACIFIC CENTY FINL CORP COM 694058108 171 8200 SH
SOLE 8200 0 0
PACIFICARE HEALTH SYS DEL CL B 695112201 696 10200 SH
SOLE 10200 0 0
PACIFICORP COM 695114108 116 6700 SH
SOLE 6700 0 0
PAINE WEBBER GROUP INC COM 695629105 1591 39900 SH
SOLE 39900 0 0
PAIRGAIN TECHNOLOGIES INC COM 695934109 29 3000 SH
SOLE 3000 0 0
PANAMSAT CORP NEW COM 697933109 37 1200 SH
SOLE 1200 0 0
PAPA JOHNS INTL INC COM 698813102 132 3000 SH
SOLE 3000 0 0
<PAGE> PAGE 21
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
<C>
<C>
PARAMETRIC TECHNOLOGY CORP COM 699173100 85 4300 SH
SOLE 4300 0 0
PARKER DRILLING CO COM 701081101 28 7800 SH
SOLE 7800 0 0
PATRIOT AMERN HOSPITALITY DEL PAIRED CTF 703352203 33 6500 SH
SOLE 6500 0 0
PATTERSON ENERGY INC COM 703414102 17 3000 SH
SOLE 3000 0 0
PAYCHEX INC COM 704326107 157 3300 SH
SOLE 3300 0 0
PAYMENTECH INC COM 704384106 47 2000 SH
SOLE 2000 0 0
PEAPOD INC COM 704718105 33 3000 SH
SOLE 3000 0 0
PENNZENERGY CO COM 70931Q109 159 15100 SH
SOLE 15100 0 0
PENNZOIL-QUAKER STATE COMPANY COM 709323109 329 26600 SH
SOLE 26600 0 0
PENTAIR INC COM 709631105 132 3900 SH
SOLE 3900 0 0
PEOPLES ENERGY CORP COM 711030106 110 3400 SH
SOLE 3400 0 0
PEOPLESOFT INC COM 712713106 37 2500 SH
SOLE 2500 0 0
PERKIN ELMER CORP COM 714041100 107 1100 SH
SOLE 1100 0 0
PERRIGO CO COM 714290103 54 7500 SH
SOLE 7500 0 0
PERSONNEL GROUP AMER INC COM 715338109 150 20800 SH
SOLE 20800 0 0
PETROLEUM GEO-SVCS A/S SPONSORED ADR 716597109 448 29400 SH
SOLE 29400 0 0
PFIZER INC COM 717081103 12862 92700 SH
SOLE 92700 0 0
PG&E CORP COM 69331C108 199 6400 SH
SOLE 6400 0 0
PHARMACIA & UPJOHN INC COM 716941109 3387 54300 SH
SOLE 54300 0 0
PHILLIPS PETE CO COM 718507106 1488 31500 SH
SOLE 31500 0 0
PHOSPHATE RESOURCE PARTNERS DEPOSITARY UNT 719217101 34 2900 SH
SOLE 2900 0 0
PIER 1 IMPORTS INC COM 720279108 33 4000 SH
SOLE 4000 0 0
PINNACLE WEST CAP CORP COM 723484101 182 5000 SH
SOLE 5000 0 0
PIONEER HI BRED INTL INC COM 723686101 154 4100 SH
SOLE 4100 0 0
PITNEY BOWES INC COM 724479100 1830 28700 SH
SOLE 28700 0 0
PITTSTON CO COM BRINKS GRP 725701106 99 4200 SH
SOLE 4200 0 0
PLACER DOME INC COM 725906101 44 3900 SH
SOLE 3900 0 0
PLATINUM TECHNOLOGY INTL INC COM 72764T101 232 9100 SH
SOLE 9100 0 0
PLUM CREEK TIMBER CO LP DEPOSITARY UNT 729237107 86 3000 SH
SOLE 3000 0 0
PMC-SIERRA INC COM 69344F106 242 3400 SH
SOLE 3400 0 0
PNC BK CORP COM 693475105 8034 144600 SH
SOLE 144600 0 0
POGO PRODUCING CO COM 730448107 100 7700 SH
SOLE 7700 0 0
POLICY MGMT SYS CORP COM 731108106 113 3700 SH
SOLE 3700 0 0
POLO RALPH LAUREN CORP CL A 731572103 543 27300 SH
SOLE 27300 0 0
POPE & TALBOT INC COM 732827100 13 2000 SH
SOLE 2000 0 0
PORTUGAL TELECOM S A SPONSORED ADR 737273102 4 100 SH
SOLE 100 0 0
POST PPTYS INC COM 737464107 18 500 SH
SOLE 500 0 0
POTLATCH CORP COM 737628107 193 5700 SH
SOLE 5700 0 0
POTOMAC ELEC PWR CO COM 737679100 352 15200 SH
SOLE 15200 0 0
PRECISION DRILLING CORP COM 74022D100 39 3000 SH
SOLE 3000 0 0
<PAGE> PAGE 22
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
<C>
<C>
PREMARK INTL INC COM 740459102 105 3200 SH
SOLE 3200 0 0
PREMISYS COMMUNICATIONS INC COM 740584107 3 400 SH
SOLE 400 0 0
PRI AUTOMATION INC COM 69357H106 195 9300 SH
SOLE 9300 0 0
PRICE T ROWE & ASSOCIATES COM 741477103 402 11700 SH
SOLE 11700 0 0
PRIDE INTL INC COM 741932107 137 16600 SH
SOLE 16600 0 0
PRIME HOSPITALITY CORP COM 741917108 5 500 SH
SOLE 500 0 0
PRIMEDIA INC COM 74157K101 1 100 SH
SOLE 100 0 0
PRIMUS TELECOMMUNICATIONS GRP COM 741929103 51 5000 SH
SOLE 5000 0 0
PROGRESSIVE CORP OHIO COM 743315103 3344 23300 SH
SOLE 23300 0 0
PROMUS HOTEL CORP NEW COM 74342P106 829 22800 SH
SOLE 22800 0 0
PROTECTIVE LIFE CORP COM 743674103 170 4500 SH
SOLE 4500 0 0
PROVIDENT COS INC COM 743862104 156 4500 SH
SOLE 4500 0 0
PROVIDENT FINL GROUP INC COM 743866105 169 4400 SH
SOLE 4400 0 0
PSS WORLD MED INC COM 69366A100 63 7200 SH
SOLE 7200 0 0
PUBLIC SVC CO N MEX COM 744499104 73 4300 SH
SOLE 4300 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 80 2100 SH
SOLE 2100 0 0
PUGET SOUND ENERGY INC COM 745332106 316 13700 SH
SOLE 13700 0 0
PULTE CORP COM 745867101 343 16500 SH
SOLE 16500 0 0
QUALCOMM INC COM 747525103 2351 18900 SH
SOLE 18900 0 0
QUANEX CORP COM 747620102 14 900 SH
SOLE 900 0 0
QUANTUM CORP COM 747906105 319 17700 SH
SOLE 17700 0 0
QUESTAR CORP COM 748356102 281 16600 SH
SOLE 16600 0 0
QUINTILES TRANSNATIONAL CORP COM 748767100 302 8000 SH
SOLE 8000 0 0
QUORUM HEALTH GROUP INC COM 749084109 75 7500 SH
SOLE 7500 0 0
QWEST COMMUNICATIONS INTL INC COM 749121109 252 3500 SH
SOLE 3500 0 0
R & B FALCON CORP COM 74912E101 463 52550 SH
SOLE 52550 0 0
RALCORP HLDGS INC NEW COM 751028101 152 8000 SH
SOLE 8000 0 0
RALSTON PURINA CO COM RAL-PUR GP 751277302 77 2900 SH
SOLE 2900 0 0
RAMBUS INC DEL COM 750917106 2215 34400 SH
SOLE 34400 0 0
RANGER OIL LTD COM 752805101 182 45400 SH
SOLE 45400 0 0
RAYCHEM CORP DEL COM 754603108 20 900 SH
SOLE 900 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 69 3500 SH
SOLE 3500 0 0
RAYONIER INC COM 754907103 453 11300 SH
SOLE 11300 0 0
READERS DIGEST ASSN INC CL A NON VTG 755267101 229 7300 SH
SOLE 7300 0 0
REALNETWORKS INC COM 75605L104 843 6900 SH
SOLE 6900 0 0
REGAL BELOIT CORP COM 758750103 34 1900 SH
SOLE 1900 0 0
REGIONS FINL CORP COM 758940100 1201 34700 SH
SOLE 34700 0 0
RELIANT ENERGY INC COM 75952J108 198 7600 SH
SOLE 7600 0 0
RELIASTAR FINL CORP COM 75952U103 1846 43300 SH
SOLE 43300 0 0
REPSOL S A SPONSORED ADR 76026T205 876 17100 SH
SOLE 17100 0 0
<PAGE> PAGE 23
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
<C>
<C>
REPUBLIC N Y CORP COM 760719104 8344 180900 SH
SOLE 180900 0 0
REPUBLIC SVCS INC CL A 760759100 65 4000 SH
SOLE 4000 0 0
REUTERS GROUP PLC SPONSORED ADR 76132M102 78 900 SH
SOLE 900 0 0
REXALL SUNDOWN INC COM 761648104 4 200 SH
SOLE 200 0 0
REYNOLDS & REYNOLDS CO CL A 761695105 93 4900 SH
SOLE 4900 0 0
REYNOLDS METALS CO COM 761763101 68 1400 SH
SOLE 1400 0 0
RITE AID CORP COM 767754104 145 5800 SH
SOLE 5800 0 0
RJR NABISCO HOLDINGS CORP COM NEW 74960K876 38 1500 SH
SOLE 1500 0 0
ROBERT HALF INTL INC COM 770323103 115 3500 SH
SOLE 3500 0 0
ROBERTS PHARMACEUTICAL CORP COM 770491108 114 5500 SH
SOLE 5500 0 0
ROGERS CANTEL MOBILE COMMN CL B RSTRG VTG 775102205 4 200 SH
SOLE 200 0 0
ROHM & HAAS CO COM 775371107 20 600 SH
SOLE 600 0 0
ROLLINS INC COM 775711104 47 2800 SH
SOLE 2800 0 0
ROSS STORES INC COM 778296103 166 3800 SH
SOLE 3800 0 0
ROSTELECOM OPEN JT STK LNG DST SPONSORED ADR 778529107 26 5500 SH
SOLE 5500 0 0
ROUGE INDS INC DEL CL A 779088103 44 5000 SH
SOLE 5000 0 0
ROUSE CO COM 779273101 49 2200 SH
SOLE 2200 0 0
ROWAN COS INC COM 779382100 241 19000 SH
SOLE 19000 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 2044 52400 SH
SOLE 52400 0 0
ROYAL PTT NEDERLAND N V SPONSORED ADR 780641205 79 2000 SH
SOLE 2000 0 0
RPM INC OHIO COM 749685103 150 11300 SH
SOLE 11300 0 0
RSL COMMUNICATIONS LTD CL A G7702U102 359 10000 SH
SOLE 10000 0 0
RUDDICK CORP COM 781258108 94 4800 SH
SOLE 4800 0 0
RUSSELL CORP COM 782352108 12 600 SH
SOLE 600 0 0
RYERSON TULL INC NEW COM 78375P107 97 6600 SH
SOLE 6600 0 0
RYLAND GROUP INC COM 783764103 451 17800 SH
SOLE 17800 0 0
SAFECO CORP COM 786429100 170 4200 SH
SOLE 4200 0 0
SAFESKIN CORP COM 786454108 36 4900 SH
SOLE 4900 0 0
SAFEWAY INC COM NEW 786514208 4264 83100 SH
SOLE 83100 0 0
SAKS INC COM 79377W108 481 18500 SH
SOLE 18500 0 0
SANMINA CORP COM 800907107 3015 47300 SH
SOLE 47300 0 0
SANTA FE ENERGY RES INC COM 802012104 22 3000 SH
SOLE 3000 0 0
SANTA FE INTL CORP ORD G7805C108 224 12000 SH
SOLE 12000 0 0
SAPIENT CORP COM 803062108 143 2000 SH
SOLE 2000 0 0
SBARRO INC COM 805844107 42 1600 SH
SOLE 1600 0 0
SBC COMMUNICATIONS INC COM 78387G103 589 12500 SH
SOLE 12500 0 0
SCANA CORP COM 805898103 284 13100 SH
SOLE 13100 0 0
SCHERING PLOUGH CORP COM 806605101 6322 114300 SH
SOLE 114300 0 0
SCHLOTZSKYS INC COM 806832101 3 300 SH
SOLE 300 0 0
SCHOLASTIC CORP COM 807066105 117 2400 SH
SOLE 2400 0 0
<PAGE> PAGE 24
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
<C>
<C>
SCHULMAN A INC COM 808194104 42 3100 SH
SOLE 3100 0 0
SCHWAB CHARLES CORP NEW COM 808513105 3057 31800 SH
SOLE 31800 0 0
SCI SYS INC COM 783890106 213 7200 SH
SOLE 7200 0 0
SCIENTIFIC ATLANTA INC COM 808655104 431 15800 SH
SOLE 15800 0 0
SCIENTIFIC GAMES HLDGS CORP COM 808747109 18 1000 SH
SOLE 1000 0 0
SEAGULL ENERGY CORP COM 812007102 0 6500 SH
SOLE 6500 0 0
SEALED AIR CORP NEW COM 81211K100 389 7900 SH
SOLE 7900 0 0
SECURE COMPUTING CORP COM 813705100 32 3000 SH
SOLE 3000 0 0
SEMITOOL INC COM 816909105 19 3100 SH
SOLE 3100 0 0
SEMPRA ENERGY COM 816851109 77 4000 SH
SOLE 4000 0 0
SENSORMATIC ELECTRS CORP COM 817265101 73 7700 SH
SOLE 7700 0 0
SEPRACOR INC COM 817315104 775 6900 SH
SOLE 6900 0 0
SEQUA CORPORATION CL A 817320104 45 900 SH
SOLE 900 0 0
SEQUENT COMPUTER SYS INC COM 817338106 222 24500 SH
SOLE 24500 0 0
SERVICE CORP INTL COM 817565104 83 5800 SH
SOLE 5800 0 0
SHAW INDS INC COM 820286102 285 15400 SH
SOLE 15400 0 0
SHELL TRANS & TRADING PLC NEW YRK SH NEW 822703609 12090 297600 SH
SOLE 297600 0 0
SHERWIN WILLIAMS CO COM 824348106 467 16600 SH
SOLE 16600 0 0
SIGMA ALDRICH CORP COM 826552101 38 1300 SH
SOLE 1300 0 0
SILICON GRAPHICS INC COM 827056102 80 4800 SH
SOLE 4800 0 0
SILICON VY BANCSHARES COM 827064106 77 3700 SH
SOLE 3700 0 0
SILICON VY GROUP INC COM 827066101 126 10200 SH
SOLE 10200 0 0
SKYTEL COMMUNICATIONS INC COM 83087Q104 67 4000 SH
SOLE 4000 0 0
SKYWEST INC COM 830879102 12 400 SH
SOLE 400 0 0
SLM HLDG CORP COM 78442A109 33 800 SH
SOLE 800 0 0
SMART MODULAR TECH INC COM 831690102 142 9500 SH
SOLE 9500 0 0
SMITH INTL INC COM 832110100 868 21700 SH
SOLE 21700 0 0
SMITHKLINE BEECHAM PLC ADR REP ORD 832378301 2796 39100 SH
SOLE 39100 0 0
SMUCKER J M CO CL A 832696108 67 3000 SH
SOLE 3000 0 0
SMURFIT-STONE CONTAINER CORP COM 832727101 235 12150 SH
SOLE 12150 0 0
SNYDER COMMUNICATIONS INC COM 832914105 198 7100 SH
SOLE 7100 0 0
SNYDER OIL CORP COM 833482102 40 2700 SH
SOLE 2700 0 0
SOLUTIA INC COM 834376105 549 31600 SH
SOLE 31600 0 0
SONAT INC COM 835415100 9 300 SH
SOLE 300 0 0
SONOCO PRODS CO COM 835495102 69 3000 SH
SOLE 3000 0 0
SONY CORP ADR NEW 835699307 767 8400 SH
SOLE 8400 0 0
SOTHEBYS HLDGS INC CL A 835898107 508 15700 SH
SOLE 15700 0 0
SOUTHDOWN INC COM 841297104 682 12700 SH
SOLE 12700 0 0
SOUTHERN CO COM 842587107 685 29400 SH
SOLE 29400 0 0
SOUTHTRUST CORP COM 844730101 1425 38200 SH
SOLE 38200 0 0
<PAGE> PAGE 25
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
<C>
<C>
SOUTHWEST AIRLS CO COM 844741108 3869 127900 SH
SOLE 127900 0 0
SOUTHWEST GAS CORP COM 844895102 129 4700 SH
SOLE 4700 0 0
SOVEREIGN BANCORP INC COM 845905108 249 20300 SH
SOLE 20300 0 0
SPEEDFAM INTL INC COM 847706108 173 14400 SH
SOLE 14400 0 0
SPIEGEL INC CL A 848457107 165 27000 SH
SOLE 27000 0 0
SPRINGS INDS INC CL A 851783100 11 400 SH
SOLE 400 0 0
SPRINT CORP COM FON GROUP 852061100 1207 12300 SH
SOLE 12300 0 0
SPRINT CORP PCS COM SER 1 852061506 767 17300 SH
SOLE 17300 0 0
SPX CORP COM 784635104 141 2800 SH
SOLE 2800 0 0
ST PAUL COS INC COM 792860108 649 20900 SH
SOLE 20900 0 0
STANDARD PAC CORP NEW COM 85375C101 19 1500 SH
SOLE 1500 0 0
STANDARD REGISTER CO COM 853887107 71 2400 SH
SOLE 2400 0 0
STAPLES INC COM 855030102 2985 90800 SH
SOLE 90800 0 0
STAR TELECOMMUNICATIONS INC COM 854923109 77 8000 SH
SOLE 8000 0 0
STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF 85590A203 229 8000 SH
SOLE 8000 0 0
STATE STR CORP COM 857477103 2893 35200 SH
SOLE 35200 0 0
STEEL TECHNOLOGIES INC COM 858147101 24 3000 SH
SOLE 3000 0 0
STERIS CORP COM 859152100 186 7000 SH
SOLE 7000 0 0
STERLING COMM INC COM 859205106 308 10000 SH
SOLE 10000 0 0
STERLING SOFTWARE INC COM 859547101 178 7500 SH
SOLE 7500 0 0
STEWART & STEVENSON SVCS INC COM 860342104 22 2900 SH
SOLE 2900 0 0
STEWART ENTERPRISES INC CL A 860370105 182 11300 SH
SOLE 11300 0 0
STMICROELECTRONICS N V COM 861012102 6954 71600 SH
SOLE 71600 0 0
STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 340 12200 SH
SOLE 12200 0 0
STRUCTURAL DYNAMICS RESH CORP COM 863555108 65 3400 SH
SOLE 3400 0 0
STRYKER CORP COM 863667101 378 7500 SH
SOLE 7500 0 0
SUIZA FOODS CORP COM 865077101 121 3600 SH
SOLE 3600 0 0
SUMMIT BANCORP COM 866005101 4037 103500 SH
SOLE 103500 0 0
SUN MICROSYSTEMS INC COM 866810104 9095 72800 SH
SOLE 72800 0 0
SUNCOR ENERGY INC COM 867229106 34 1000 SH
SOLE 1000 0 0
SUNDSTRAND CORP COM 867323107 320 4600 SH
SOLE 4600 0 0
SUNSTONE HOTEL INVS INC COM 867933103 41 5700 SH
SOLE 5700 0 0
SUNTRUST BKS INC COM 867914103 1238 19880 SH
SOLE 19880 0 0
SUPERIOR INDS INTL INC COM 868168105 686 29500 SH
SOLE 29500 0 0
SUPERVALU INC COM 868536103 248 12000 SH
SOLE 12000 0 0
SWISHER INTL GROUP INC CL A 870809100 2 200 SH
SOLE 200 0 0
SWISSCOM AG SPONSORED ADR 871013108 319 8200 SH
SOLE 8200 0 0
SYBASE INC COM 871130100 12 1500 SH
SOLE 1500 0 0
SYBRON INTL CORP COM 87114F106 258 10300 SH
SOLE 10300 0 0
SYMANTEC CORP COM 871503108 97 5700 SH
SOLE 5700 0 0
<PAGE> PAGE 26
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
<C>
<C>
SYMBOL TECHNOLOGIES INC COM 871508107 270 6000 SH
SOLE 6000 0 0
SYNOVUS FINL CORP COM 87161C105 86 4200 SH
SOLE 4200 0 0
TALBOTS INC COM 874161102 192 7900 SH
SOLE 7900 0 0
TANDY CORP COM 875382103 625 9800 SH
SOLE 9800 0 0
TCA CABLE TV INC COM 872241104 257 5900 SH
SOLE 5900 0 0
TCF FINL CORP COM 872275102 231 8900 SH
SOLE 8900 0 0
TECH DATA CORP COM 878237106 119 5200 SH
SOLE 5200 0 0
TECO ENERGY INC COM 872375100 231 11600 SH
SOLE 11600 0 0
TECUMSEH PRODS CO CL A 878895200 97 1900 SH
SOLE 1900 0 0
TEKELEC COM 879101103 1 200 SH
SOLE 200 0 0
TEKTRONIX INC COM 879131100 15 600 SH
SOLE 600 0 0
TELECOM ITALIA SPA SPONS ADR ORD 87927W106 365 3500 SH
SOLE 3500 0 0
TELEFLEX INC COM 879369106 129 3800 SH
SOLE 3800 0 0
TELEFONICA S A SPONSORED ADR 879382208 2542 19900 SH
SOLE 19900 0 0
TELEPHONE & DATA SYS INC COM 879433100 170 3000 SH
SOLE 3000 0 0
TELEWEST COMMUNICATIONS PLC SPONSORED ADR 87956P105 93 2130 SH
SOLE 2130 0 0
TELLABS INC COM 879664100 6735 68900 SH
SOLE 68900 0 0
TEMPLE INLAND INC COM 879868107 2385 38000 SH
SOLE 38000 0 0
TENNECO INC NEW COM 88037E101 201 7200 SH
SOLE 7200 0 0
TERADYNE INC COM 880770102 3437 63000 SH
SOLE 63000 0 0
TERRA INDS INC COM 880915103 14 3000 SH
SOLE 3000 0 0
TEXACO INC COM 881694103 7031 123900 SH
SOLE 123900 0 0
TEXAS UTILS CO COM 882848104 442 10600 SH
SOLE 10600 0 0
THEGLOBE COM INC COM 88335R101 52 1000 SH
SOLE 1000 0 0
THERMO ELECTRON CORP COM 883556102 184 13600 SH
SOLE 13600 0 0
TICKETMASTER ONLINE-CITYSEARCH CL B 88633P203 34 1000 SH
SOLE 1000 0 0
TIDEWATER INC COM 886423102 171 6600 SH
SOLE 6600 0 0
TIFFANY & CO NEW COM 886547108 179 2400 SH
SOLE 2400 0 0
TIMBERLAND CO CL A 887100105 189 3000 SH
SOLE 3000 0 0
TIME WARNER INC COM 887315109 7554 106300 SH
SOLE 106300 0 0
TIMKEN CO COM 887389104 89 5500 SH
SOLE 5500 0 0
TJX COS INC NEW COM 872540109 459 13500 SH
SOLE 13500 0 0
TOLL BROTHERS INC COM 889478103 67 3700 SH
SOLE 3700 0 0
TORCHMARK CORP COM 891027104 266 8400 SH
SOLE 8400 0 0
TOSCO CORP COM NEW 891490302 213 8600 SH
SOLE 8600 0 0
TOTAL RENAL CARE HLDGS INC COM 89151A107 91 8300 SH
SOLE 8300 0 0
TOTAL S A SPONSORED ADR 89151E109 8131 133300 SH
SOLE 133300 0 0
TOYS R US INC COM 892335100 216 11500 SH
SOLE 11500 0 0
TRANS WORLD AIRLS INC COM PAR$.01NEW 893349837 115 22100 SH
SOLE 22100 0 0
TRANSAMERICA CORP COM 893485102 1860 26200 SH
SOLE 26200 0 0
<PAGE> PAGE 27
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
<C>
<C>
TRANSOCEAN OFFSHORE INC COM 893817106 2112 73300 SH
SOLE 73300 0 0
TRAVELERS PPTY CAS CORP CL A 893939108 533 14900 SH
SOLE 14900 0 0
TRICON GLOBAL RESTAURANTS COM 895953107 8718 124100 SH
SOLE 124100 0 0
TRIGON HEALTHCARE INC COM 89618L100 151 4400 SH
SOLE 4400 0 0
TRINITY INDS INC COM 896522109 26 900 SH
SOLE 900 0 0
TRUE NORTH COMMUNICATIONS INC COM 897844106 183 6500 SH
SOLE 6500 0 0
TRW INC COM 872649108 296 6500 SH
SOLE 6500 0 0
TUBOSCOPE INC COM 898600101 27 3000 SH
SOLE 3000 0 0
TUPPERWARE CORP COM 899896104 95 5300 SH
SOLE 5300 0 0
TYCO INTL LTD NEW COM 902124106 3882 54100 SH
SOLE 54100 0 0
TYSON FOODS INC CL A 902494103 509 24600 SH
SOLE 24600 0 0
U S G CORP COM NEW 903293405 848 16500 SH
SOLE 16500 0 0
U S HOME CORP NEW COM 911920106 199 6100 SH
SOLE 6100 0 0
U S XPRESS ENTERPRISES INC CL A 90338N103 5 400 SH
SOLE 400 0 0
UAL CORP COM PAR $0.01 902549500 1711 22000 SH
SOLE 22000 0 0
UBID INC COM 903469104 131 2000 SH
SOLE 2000 0 0
UCAR INTL INC COM 90262K109 65 4600 SH
SOLE 4600 0 0
ULTRAMAR DIAMOND SHAMROCK CORP COM 904000106 532 24600 SH
SOLE 24600 0 0
ULTRATECH STEPPER INC COM 904034105 161 11400 SH
SOLE 11400 0 0
UNIFI INC COM 904677101 79 6200 SH
SOLE 6200 0 0
UNILEVER N V NEW YORK SHS 904784501 10172 153100 SH
SOLE 153100 0 0
UNILEVER PLC AMERN SHS 904767605 3423 92500 SH
SOLE 92500 0 0
UNION CAMP CORP COM 905530101 376 5600 SH
SOLE 5600 0 0
UNION CARBIDE CORP COM 905581104 5888 130300 SH
SOLE 130300 0 0
UNION PAC RES GROUP INC COM 907834105 204 17200 SH
SOLE 17200 0 0
UNION PLANTERS CORP COM 908068109 1674 38100 SH
SOLE 38100 0 0
UNIONBANCAL CORP COM 908906100 133 3900 SH
SOLE 3900 0 0
UNISOURCE WORLDWIDE INC COM 909208100 51 7200 SH
SOLE 7200 0 0
UNISYS CORP COM 909214108 365 13200 SH
SOLE 13200 0 0
UNITED ILLUM CO COM 910637107 310 7400 SH
SOLE 7400 0 0
UNITED STATES CELLULAR CORP COM 911684108 295 6700 SH
SOLE 6700 0 0
UNITED STATES FILTER CORP NEW COM NEW 911843209 573 18700 SH
SOLE 18700 0 0
UNITRODE CORP COM 913283107 145 10200 SH
SOLE 10200 0 0
UNIVERSAL CORP VA COM 913456109 79 3100 SH
SOLE 3100 0 0
UNIVERSAL FOODS CORP COM 913538104 25 1200 SH
SOLE 1200 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 311 7200 SH
SOLE 7200 0 0
UNOCAL CORP COM 915289102 1270 34500 SH
SOLE 34500 0 0
UNUM CORP COM 903192102 233 4900 SH
SOLE 4900 0 0
URBAN OUTFITTERS INC COM 917047102 52 3700 SH
SOLE 3700 0 0
USEC INC COM 90333E108 41 3000 SH
SOLE 3000 0 0
<PAGE> PAGE 28
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
<C>
<C>
UST CORP COM 902900109 557 25500 SH
SOLE 25500 0 0
UST INC COM 902911106 60 2300 SH
SOLE 2300 0 0
USWEB CORP COM 917327108 83 2000 SH
SOLE 2000 0 0
USX MARATHON GROUP COM NEW 902905827 1884 68500 SH
SOLE 68500 0 0
USX-U S STL COM 90337T101 747 31800 SH
SOLE 31800 0 0
UTI ENERGY CORP COM 903387108 130 12200 SH
SOLE 12200 0 0
UTILICORP UTD INC COM 918005109 212 9300 SH
SOLE 9300 0 0
V F CORP COM 918204108 156 3300 SH
SOLE 3300 0 0
VALERO ENERGY CORP NEW COM 91913Y100 291 11700 SH
SOLE 11700 0 0
VANGUARD CELLULAR SYS INC CL A 922022108 112 4100 SH
SOLE 4100 0 0
VARIAN ASSOC INC COM 922204102 155 4000 SH
SOLE 4000 0 0
VERITAS DGC INC COM 92343P107 43 3000 SH
SOLE 3000 0 0
VESTA INS GROUP INC COM 925391104 52 10000 SH
SOLE 10000 0 0
VIACOM INC CL A 925524100 208 2500 SH
SOLE 2500 0 0
VIAD CORP COM 92552R109 284 10200 SH
SOLE 10200 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 159 10900 SH
SOLE 10900 0 0
VITESSE SEMICONDUCTOR CORP COM 928497106 440 8700 SH
SOLE 8700 0 0
VLASIC FOODS INTL INC COM 928559103 76 5900 SH
SOLE 5900 0 0
VLSI TECHNOLOGY INC COM 918270109 275 14200 SH
SOLE 14200 0 0
VODAFONE GROUP PLC SPONSORED ADR 92857T107 1934 10300 SH
SOLE 10300 0 0
VULCAN MATLS CO COM 929160109 533 12900 SH
SOLE 12900 0 0
WACHOVIA CORP COM 929771103 1437 17700 SH
SOLE 17700 0 0
WAL MART STORES INC COM 931142103 15451 167600 SH
SOLE 167600 0 0
WALLACE COMPUTER SERVICES INC COM 932270101 87 4400 SH
SOLE 4400 0 0
WALTER INDS INC COM 93317Q105 114 10100 SH
SOLE 10100 0 0
WARNACO GROUP INC CL A 934390105 143 5800 SH
SOLE 5800 0 0
WARNER LAMBERT CO COM 934488107 933 14100 SH
SOLE 14100 0 0
WASHINGTON GAS LT CO COM 938837101 106 4700 SH
SOLE 4700 0 0
WASTE INDUSTRIES INC COM 941058109 24 1600 SH
SOLE 1600 0 0
WASTE MGMT INC DEL COM 94106L109 710 16000 SH
SOLE 16000 0 0
WATSON PHARMACEUTICALS INC COM 942683103 472 10700 SH
SOLE 10700 0 0
WATTS INDS INC CL A 942749102 38 2800 SH
SOLE 2800 0 0
WAUSAU-MOSINEE PAPER CORP COM 943315101 76 5400 SH
SOLE 5400 0 0
WEATHERFORD INTL INC COM 947074100 465 17800 SH
SOLE 17800 0 0
WEBB DEL CORP COM 947423109 43 2000 SH
SOLE 2000 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 28 700 SH
SOLE 700 0 0
WELLMAN INC COM 949702104 183 20600 SH
SOLE 20600 0 0
WELLPOINT HEALTH NETWORK NEW COM 94973H108 3995 52700 SH
SOLE 52700 0 0
WELLS FARGO & CO NEW COM 949746101 1171 33400 SH
SOLE 33400 0 0
WENDYS INTL INC COM 950590109 597 21000 SH
SOLE 21000 0 0
<PAGE> PAGE 29
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
<C>
<C>
WESTERN DIGITAL CORP COM 958102105 117 14800 SH
SOLE 14800 0 0
WESTERN GAS RES INC COM 958259103 59 7900 SH
SOLE 7900 0 0
WESTERN WIRELESS CORP CL A 95988E204 73 2000 SH
SOLE 2000 0 0
WESTPOINT STEVENS INC COM 961238102 161 5800 SH
SOLE 5800 0 0
WESTVACO CORP COM 961548104 164 7800 SH
SOLE 7800 0 0
WHIRLPOOL CORP COM 963320106 1887 34700 SH
SOLE 34700 0 0
WHITMAN CORP COM 96647K102 2 100 SH
SOLE 100 0 0
WHITTMAN-HART INC COM 966834103 316 14700 SH
SOLE 14700 0 0
WILEY JOHN & SONS INC CL A 968223206 672 16000 SH
SOLE 16000 0 0
WILLAMETTE INDS INC COM 969133107 411 10900 SH
SOLE 10900 0 0
WILLIAMS COS INC DEL COM 969457100 8 200 SH
SOLE 200 0 0
WILMINGTON TRUST CORP COM 971807102 194 3400 SH
SOLE 3400 0 0
WINN DIXIE STORES INC COM 974280109 688 18400 SH
SOLE 18400 0 0
WINSTAR COMMUNICATIONS INC COM 975515107 291 8000 SH
SOLE 8000 0 0
WINSTON HOTELS INC COM 97563A102 2 200 SH
SOLE 200 0 0
WISCONSIN CENT TRANSN CORP COM 976592105 17 1300 SH
SOLE 1300 0 0
WISCONSIN ENERGY CORP COM 976657106 172 6600 SH
SOLE 6600 0 0
WITCO CORP COM 977385103 199 15700 SH
SOLE 15700 0 0
WORLD COLOR PRESS INC DEL COM 981443104 215 10100 SH
SOLE 10100 0 0
WORTHINGTON INDS INC COM 981811102 26 2200 SH
SOLE 2200 0 0
XEROX CORP COM 984121103 155 2900 SH
SOLE 2900 0 0
XILINX INC COM 983919101 7541 185900 SH
SOLE 185900 0 0
YELLOW CORP COM 985509108 235 13500 SH
SOLE 13500 0 0
YORK INTL CORP NEW COM 986670107 88 2500 SH
SOLE 2500 0 0
YOUNG & RUBICAM INC COM 987425105 1019 25000 SH
SOLE 25000 0 0
YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 41 1300 SH
SOLE 1300 0 0
ZENECA GROUP PLC SPONSORED ADR 98934D106 141 3000 SH
SOLE 3000 0 0
ZIONS BANCORPORATION COM 989701107 532 8000 SH
SOLE 8000 0 0
</TABLE>
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