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Previous: NET2PHONE INC, S-1, 1999-05-18 |
Next: EA STRATEGIES LLC, 13F-HR, 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: December 31, 1998
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 Wolfson, Director and Secretary
Title: Manager
Phone: (212)469-5645
Signature, Place and Date of Signing:
/s/ ROBERT G. WOLFSON NEW YORK CITY NY
05/06/1999
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: 948
Form 13F Information Table Value Total: 635286
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 2263 50500 SH
SOLE 50500 0 0
A D C TELECOMMUNICATIONS COM 000886101 546 15700 SH
SOLE 15700 0 0
ABBOTT LABS COM 002824100 3783 77200 SH
SOLE 77200 0 0
ABERCROMBIE & FITCH CO CL A 002896207 1012 14300 SH
SOLE 14300 0 0
ABITIBI-CONSOLIDATED INC COM 003924107 58 6200 SH
SOLE 6200 0 0
ACNIELSEN CORP COM 004833109 164 5800 SH
SOLE 5800 0 0
ACTEL CORP COM 004934105 194 9700 SH
SOLE 9700 0 0
ACUSON CORP COM 005113105 36 2400 SH
SOLE 2400 0 0
ADAPTEC INC COM 00651F108 1029 58600 SH
SOLE 58600 0 0
ADELPHIA COMMUNICATIONS CORP CL A 006848105 549 12000 SH
SOLE 12000 0 0
ADMINISTAFF INC COM 007094105 135 5400 SH
SOLE 5400 0 0
ADOBE SYS INC COM 00724F101 9 200 SH
SOLE 200 0 0
ADVANCED FIBRE COMMUNICATIONS COM 00754A105 22 2000 SH
SOLE 2000 0 0
ADVANCED MICRO DEVICES INC COM 007903107 2891 99900 SH
SOLE 99900 0 0
AEGON N V SPONSORED ADR 007924103 1333 10900 SH
SOLE 10900 0 0
AES CORP COM 00130H105 190 4000 SH
SOLE 4000 0 0
AFLAC INC COM 001055102 832 18900 SH
SOLE 18900 0 0
AGCO CORP COM 001084102 229 29100 SH
SOLE 29100 0 0
AGOURON PHARMACEUTICALS INC COM 008488108 170 2900 SH
SOLE 2900 0 0
AGRIUM INC COM 008916108 89 10300 SH
SOLE 10300 0 0
AIRBORNE FGHT CORP COM 009266107 869 24100 SH
SOLE 24100 0 0
AIRGAS INC COM 009363102 57 6400 SH
SOLE 6400 0 0
AIRTOUCH COMMUNICATIONS INC COM 00949T100 1082 15000 SH
SOLE 15000 0 0
ALASKA AIR GROUP INC COM 011659109 8 200 SH
SOLE 200 0 0
ALBANY INTL CORP CL A 012348108 52 2754 SH
SOLE 2754 0 0
ALBEMARLE CORP COM 012653101 81 3400 SH
SOLE 3400 0 0
ALBERTO CULVER CO CL B CONV 013068101 35 1300 SH
SOLE 1300 0 0
ALBERTSONS INC COM 013104104 1369 21500 SH
SOLE 21500 0 0
ALEXANDER & BALDWIN INC COM 014482103 107 4600 SH
SOLE 4600 0 0
ALIANT COMMUNICATIONS INC COM 016090102 127 3100 SH
SOLE 3100 0 0
ALLEGHENY ENERGY INC COM 017361106 486 14100 SH
SOLE 14100 0 0
ALLEGHENY TELEDYNE INC COM 017415100 69 3400 SH
SOLE 3400 0 0
ALLEGIANCE CORP COM 017475104 615 13200 SH
SOLE 13200 0 0
ALLERGAN INC COM 018490102 97 1500 SH
SOLE 1500 0 0
ALLIANCE CAP MGMT L P UNIT LTD PARTN 018548107 85 3300 SH
SOLE 3300 0 0
ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 442 18700 SH
SOLE 18700 0 0
ALLIEDSIGNAL INC COM 019512102 425 9600 SH
SOLE 9600 0 0
ALLMERICA FINL CORP COM 019754100 260 4500 SH
SOLE 4500 0 0
ALLSTATE CORP COM 020002101 718 18600 SH
SOLE 18600 0 0
ALLTEL CORP COM 020039103 909 15200 SH
SOLE 15200 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>
ALPHARMA INC CL A 020813101 177 5000 SH
SOLE 5000 0 0
ALTERA CORP COM 021441100 4091 67200 SH
SOLE 67200 0 0
ALZA CORP DEL COM 022615108 298 5700 SH
SOLE 5700 0 0
AMBAC FINL GROUP INC COM 023139108 66 1100 SH
SOLE 1100 0 0
AMERADA HESS CORP COM 023551104 597 12000 SH
SOLE 12000 0 0
AMERCO COM 023586100 45 1600 SH
SOLE 1600 0 0
AMEREN CORP COM 023608102 26 600 SH
SOLE 600 0 0
AMERICA ONLINE INC DEL COM 02364J104 93 600 SH
SOLE 600 0 0
AMERICAN BANKERS INS GROUP INC COM 024456105 387 8000 SH
SOLE 8000 0 0
AMERICAN ELEC PWR INC COM 025537101 75 1600 SH
SOLE 1600 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 105 2400 SH
SOLE 2400 0 0
AMERICAN FREIGHTWAYS CORP COM 02629V108 68 5900 SH
SOLE 5900 0 0
AMERICAN GREETINGS CORP CL A 026375105 66 1600 SH
SOLE 1600 0 0
AMERICAN INTL GROUP INC COM 026874107 3372 34900 SH
SOLE 34900 0 0
AMERICAN PWR CONVERSION CORP COM 029066107 475 9800 SH
SOLE 9800 0 0
AMERICAN STD COS INC DEL COM 029712106 151 4200 SH
SOLE 4200 0 0
AMERICAN STORES CO NEW COM 030096101 451 12200 SH
SOLE 12200 0 0
AMERICAN WTR WKS INC COM 030411102 311 9200 SH
SOLE 9200 0 0
AMERITECH CORP NEW COM 030954101 5089 80300 SH
SOLE 80300 0 0
AMETEK INC NEW COM 031100100 62 2800 SH
SOLE 2800 0 0
AMGEN INC COM 031162100 732 7000 SH
SOLE 7000 0 0
AMOCO CORP COM 031905102 2113 35000 SH
SOLE 35000 0 0
AMP INC COM 031897101 385 7400 SH
SOLE 7400 0 0
AMSOUTH BANCORPORATION COM 032165102 96 2100 SH
SOLE 2100 0 0
ANALOG DEVICES INC COM 032654105 2912 92800 SH
SOLE 92800 0 0
ANDREW CORP COM 034425108 35 2100 SH
SOLE 2100 0 0
ANHEUSER BUSCH COS INC COM 035229103 6011 91600 SH
SOLE 91600 0 0
ANNTAYLOR STORES CORP COM 036115103 749 19000 SH
SOLE 19000 0 0
APOLLO GROUP INC CL A 037604105 268 7900 SH
SOLE 7900 0 0
APPLE COMPUTER INC COM 037833100 2424 59200 SH
SOLE 59200 0 0
APPLIED EXTRUSION TECHNOLOGIES COM 038196101 2 300 SH
SOLE 300 0 0
APPLIED MAGNETICS CP DEL COM 038213104 82 13300 SH
SOLE 13300 0 0
APPLIED MATLS INC COM 038222105 4593 107600 SH
SOLE 107600 0 0
APRIA HEALTHCARE GROUP INC COM 037933108 47 5300 SH
SOLE 5300 0 0
AQUARION CO COM 03838W101 41 1000 SH
SOLE 1000 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 167 9700 SH
SOLE 9700 0 0
ARIS CORP COM 04040A101 36 3000 SH
SOLE 3000 0 0
ARMSTRONG WORLD INDS INC COM 042476101 90 1500 SH
SOLE 1500 0 0
ARNOLD INDS INC COM 042595108 35 2200 SH
SOLE 2200 0 0
ARROW ELECTRS INC COM 042735100 262 9800 SH
SOLE 9800 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>
ARTERIAL VASCULAR ENGR INC COM 043013101 105 2000 SH
SOLE 2000 0 0
ASA HLDGS INC COM 04338Q107 79 2600 SH
SOLE 2600 0 0
ASARCO INC COM 043413103 101 6700 SH
SOLE 6700 0 0
ASCEND COMMUNICATIONS INC COM 043491109 6989 106300 SH
SOLE 106300 0 0
ASM LITHOGRAPHY HLDG N V N Y SHS N07059111 290 9500 SH
SOLE 9500 0 0
ASSOCIATED BANC CORP COM 045487105 222 6500 SH
SOLE 6500 0 0
ASSOCIATED MATLS INC COM 045709102 2 200 SH
SOLE 200 0 0
ASYST TECHNOLOGY CORP COM 04648X107 22 1100 SH
SOLE 1100 0 0
AT HOME CORP COM SER A 045919107 950 12800 SH
SOLE 12800 0 0
AT&T CORP COM 001957109 8 100 SH
SOLE 100 0 0
ATLANTIC RICHFIELD CO COM 048825103 861 13200 SH
SOLE 13200 0 0
ATLAS AIR INC COM 049164106 39 800 SH
SOLE 800 0 0
ATMEL CORP COM 049513104 156 10200 SH
SOLE 10200 0 0
AURORA FOODS INC COM 05164B106 234 11800 SH
SOLE 11800 0 0
AUTOLIV INC COM 052800109 4 100 SH
SOLE 100 0 0
AUTOZONE INC COM 053332102 102 3100 SH
SOLE 3100 0 0
AVIS RENT A CAR INC COM 053790101 94 3900 SH
SOLE 3900 0 0
BALTIMORE GAS & ELEC CO COM 059165100 315 10200 SH
SOLE 10200 0 0
BANDAG INC COM 059815100 76 1900 SH
SOLE 1900 0 0
BANKERS TR CORP COM 066365107 2708 31700 SH
SOLE 31700 0 0
BANTA CORP COM 066821109 71 2600 SH
SOLE 2600 0 0
BARNES & NOBLE INC COM 067774109 893 21000 SH
SOLE 21000 0 0
BARNES GROUP INC COM 067806109 15 500 SH
SOLE 500 0 0
BARR LABS INC COM 068306109 336 7000 SH
SOLE 7000 0 0
BARRICK GOLD CORP COM 067901108 103 5300 SH
SOLE 5300 0 0
BAUSCH & LOMB INC COM 071707103 138 2300 SH
SOLE 2300 0 0
BEAR STEARNS COS INC COM 073902108 505 13500 SH
SOLE 13500 0 0
BEC ENERGY COM 05538M101 210 5100 SH
SOLE 5100 0 0
BECKMAN COULTER INC COM 075811109 130 2400 SH
SOLE 2400 0 0
BECTON DICKINSON & CO COM 075887109 1989 46600 SH
SOLE 46600 0 0
BED BATH & BEYOND INC COM 075896100 519 15200 SH
SOLE 15200 0 0
BELL & HOWELL CO NEW COM 077852101 76 2000 SH
SOLE 2000 0 0
BELL ATLANTIC CORP COM 077853109 1998 37000 SH
SOLE 37000 0 0
BELL CDA INTL INC COM 077914109 5 400 SH
SOLE 400 0 0
BELLSOUTH CORP COM 079860102 1037 20800 SH
SOLE 20800 0 0
BELO A H CORP DEL COM SER A 080555105 309 15500 SH
SOLE 15500 0 0
BENCHMARK ELECTRS INC COM 08160H101 121 3300 SH
SOLE 3300 0 0
BERGEN BRUNSWIG CORP CL A 083739102 708 20300 SH
SOLE 20300 0 0
BERINGER WINE ESTATES HOLDINGS CL B 084102102 22 500 SH
SOLE 500 0 0
BERKSHIRE HATHAWAY INC DEL CL B 084670207 888 378 SH
SOLE 378 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>
BEST BUY INC COM 086516101 1890 30800 SH
SOLE 30800 0 0
BEVERLY ENTERPRISES INC COM NEW 087851309 71 10500 SH
SOLE 10500 0 0
BIOCHEM PHARMA INC COM 09058T108 72 2500 SH
SOLE 2500 0 0
BIOGEN INC COM 090597105 789 9500 SH
SOLE 9500 0 0
BIOMET INC COM 090613100 101 2500 SH
SOLE 2500 0 0
BJ SVCS CO COM 055482103 436 27900 SH
SOLE 27900 0 0
BJS WHOLESALE CLUB INC COM 05548J106 171 3700 SH
SOLE 3700 0 0
BLACK & DECKER CORP COM 091797100 6 100 SH
SOLE 100 0 0
BLACK HILLS CORP COM 092113109 76 2900 SH
SOLE 2900 0 0
BLOCK H & R INC COM 093671105 212 4700 SH
SOLE 4700 0 0
BMC SOFTWARE INC COM 055921100 1435 32200 SH
SOLE 32200 0 0
BOB EVANS FARMS INC COM 096761101 96 3700 SH
SOLE 3700 0 0
BOEING CO COM 097023105 1135 34800 SH
SOLE 34800 0 0
BOISE CASCADE CORP COM 097383103 282 9100 SH
SOLE 9100 0 0
BORDERS GROUP INC COM 099709107 603 24200 SH
SOLE 24200 0 0
BORG-WARNER AUTOMOTIVE INC COM 099724106 112 2000 SH
SOLE 2000 0 0
BOWATER INC COM 102183100 390 9400 SH
SOLE 9400 0 0
BP PRUDHOE BAY RTY TR UNIT BEN INT 055630107 26 5400 SH
SOLE 5400 0 0
BRIGGS & STRATTON CORP COM 109043109 25 500 SH
SOLE 500 0 0
BRINKER INTL INC COM 109641100 370 12800 SH
SOLE 12800 0 0
BRISTOL HOTEL & RESORTS INC COM 110041100 7 1200 SH
SOLE 1200 0 0
BROWNING FERRIS INDS COM 115885105 54 1900 SH
SOLE 1900 0 0
BRUNSWICK CORP COM 117043109 106 4300 SH
SOLE 4300 0 0
BUDGET GROUP INC CL A 119003101 40 2500 SH
SOLE 2500 0 0
BUFFETS INC COM 119882108 55 4600 SH
SOLE 4600 0 0
BURLINGTON INDS INC COM 121693105 69 6300 SH
SOLE 6300 0 0
BURLINGTON RES INC COM 122014103 29 800 SH
SOLE 800 0 0
BURR BROWN CORP COM 122574106 28 1200 SH
SOLE 1200 0 0
C D I CORP COM 125071100 4 200 SH
SOLE 200 0 0
C-CUBE MICROSYSTEMS INC COM 125015107 33 1200 SH
SOLE 1200 0 0
CABLETRON SYS INC COM 126920107 30 3600 SH
SOLE 3600 0 0
CABLEVISION SYS CORP CL A 12686C109 828 16500 SH
SOLE 16500 0 0
CABOT CORP COM 127055101 182 6500 SH
SOLE 6500 0 0
CABOT OIL & GAS CORP CL A 127097103 3 200 SH
SOLE 200 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 619 20800 SH
SOLE 20800 0 0
CALENERGY INC COM 129466108 212 6100 SH
SOLE 6100 0 0
CALGON CARBON CORP COM 129603106 26 3400 SH
SOLE 3400 0 0
CALLAWAY GOLF CO COM 131193104 79 7700 SH
SOLE 7700 0 0
CAMBRIDGE TECH PARTNERS MASS COM 132524109 133 6000 SH
SOLE 6000 0 0
CAPITAL ONE FINL CORP COM 14040H105 2047 17800 SH
SOLE 17800 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>
CAPITAL RE CORP COM 140432105 203 10100 SH
SOLE 10100 0 0
CARDINAL HEALTH INC COM 14149Y108 1024 13500 SH
SOLE 13500 0 0
CARLISLE COS INC COM 142339100 134 2600 SH
SOLE 2600 0 0
CAROLINA PWR & LT CO COM 144141108 311 6600 SH
SOLE 6600 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 64 1900 SH
SOLE 1900 0 0
CARTER WALLACE INC COM 146285101 165 8400 SH
SOLE 8400 0 0
CCB FINL CORP COM 124875105 217 3800 SH
SOLE 3800 0 0
CELESTICA INC SUB VTG SHS 15101Q108 49 2000 SH
SOLE 2000 0 0
CENDANT CORP COM 151313103 824 43200 SH
SOLE 43200 0 0
CENTEX CORP COM 152312104 631 14000 SH
SOLE 14000 0 0
CENTOCOR INC COM 152342101 505 11200 SH
SOLE 11200 0 0
CENTRAL & SOUTH WEST CORP COM 152357109 302 11000 SH
SOLE 11000 0 0
CENTURY COMMUNICATIONS CORP CL A 156503104 412 13000 SH
SOLE 13000 0 0
CENTURY TEL ENTERPRISES INC COM 156686107 358 5300 SH
SOLE 5300 0 0
CERIDIAN CORP COM 15677T106 2094 30000 SH
SOLE 30000 0 0
CHAMPION INTL CORP COM 158525105 1458 36000 SH
SOLE 36000 0 0
CHANCELLOR MEDIA CORP COM 158915108 1077 22500 SH
SOLE 22500 0 0
CHARTER ONE FINL INC COM 160903100 516 18600 SH
SOLE 18600 0 0
CHASE MANHATTAN CORP NEW COM 16161A108 8855 130100 SH
SOLE 130100 0 0
CHECKFREE HLDGS CORP COM 162816102 570 24400 SH
SOLE 24400 0 0
CHESAPEAKE CORP COM 165159104 66 1800 SH
SOLE 1800 0 0
CHIQUITA BRANDS INTL INC COM 170032106 150 15700 SH
SOLE 15700 0 0
CHIRON CORP COM 170040109 479 18300 SH
SOLE 18300 0 0
CHRIS CRAFT INDS INC COM 170520100 154 3200 SH
SOLE 3200 0 0
CHURCH & DWIGHT INC COM 171340102 61 1700 SH
SOLE 1700 0 0
CIENA CORP COM 171779101 483 33000 SH
SOLE 33000 0 0
CINCINNATI BELL INC COM 171870108 412 10900 SH
SOLE 10900 0 0
CINCINNATI FINL CORP COM 172062101 70 1900 SH
SOLE 1900 0 0
CINERGY CORP COM 172474108 457 13300 SH
SOLE 13300 0 0
CINTAS CORP COM 172908105 754 10700 SH
SOLE 10700 0 0
CIRCUIT CITY STORE INC CIRCT CITY GRP 172737108 335 6700 SH
SOLE 6700 0 0
CIRCUS CIRCUS ENTERPRISES INC COM 172909103 329 28800 SH
SOLE 28800 0 0
CIRRUS LOGIC CORP COM 172755100 64 6500 SH
SOLE 6500 0 0
CISCO SYS INC COM 17275R102 11435 123200 SH
SOLE 123200 0 0
CITRIX SYS INC COM 177376100 281 2900 SH
SOLE 2900 0 0
CITY NATL CORP COM 178566105 112 2700 SH
SOLE 2700 0 0
CLAIRE'S STORES INC COM 179584107 94 4600 SH
SOLE 4600 0 0
CLAYTON HOMES INC COM 184190106 240 17400 SH
SOLE 17400 0 0
CLEAR CHANNEL COMMUNICATIONS COM 184502102 1886 34600 SH
SOLE 34600 0 0
CLECO CORP COM 12561M107 65 1900 SH
SOLE 1900 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>
CLEVELAND CLIFFS INC COM 185896107 40 1000 SH
SOLE 1000 0 0
CLOROX CO DEL COM 189054109 4159 35600 SH
SOLE 35600 0 0
CMG INFORMATION SVCS INC COM 125750109 181 1700 SH
SOLE 1700 0 0
CMP GROUP INC COM 125887109 53 2800 SH
SOLE 2800 0 0
CMS ENERGY CORP COM 125896100 688 14200 SH
SOLE 14200 0 0
CNET INC COM 125945105 115 2100 SH
SOLE 2100 0 0
COASTAL CORP COM 190441105 828 23700 SH
SOLE 23700 0 0
COCA COLA CO COM 191216100 1124 16800 SH
SOLE 16800 0 0
COHU INC COM 192576106 376 17100 SH
SOLE 17100 0 0
COLGATE PALMOLIVE CO COM 194162103 2489 26800 SH
SOLE 26800 0 0
COLTEC INDS INC COM 196879100 59 3000 SH
SOLE 3000 0 0
COLUMBIA/HCA HEALTHCARE CORP COM 197677107 262 10600 SH
SOLE 10600 0 0
COMCAST CORP CL A SPL 200300200 5153 87800 SH
SOLE 87800 0 0
COMDISCO INC COM 200336105 262 15500 SH
SOLE 15500 0 0
COMERICA INC COM 200340107 293 4300 SH
SOLE 4300 0 0
COMMERCE BANCSHARES INC COM 200525103 72 1700 SH
SOLE 1700 0 0
COMPUSA INC COM 204932107 99 7600 SH
SOLE 7600 0 0
COMPUTER SCIENCES CORP COM 205363104 1933 30000 SH
SOLE 30000 0 0
COMSAT CORP COM SER 1 20564D107 274 7600 SH
SOLE 7600 0 0
COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 320 4500 SH
SOLE 4500 0 0
CONCENTRA MANAGED CARE INC COM 20589T103 51 4800 SH
SOLE 4800 0 0
CONCORD EFS INC COM 206197105 424 10000 SH
SOLE 10000 0 0
CONECTIV INC COM 206829103 96 3900 SH
SOLE 3900 0 0
CONSECO INC COM 208464107 342 11200 SH
SOLE 11200 0 0
CONSOLIDATED EDISON INC COM 209115104 259 4900 SH
SOLE 4900 0 0
CONSOLIDATED PAPERS INC COM 209759109 105 3800 SH
SOLE 3800 0 0
CONVERGYS CORP COM 212485106 72 3200 SH
SOLE 3200 0 0
COOPER INDS INC COM 216669101 33 700 SH
SOLE 700 0 0
COOPER TIRE & RUBR CO COM 216831107 4 200 SH
SOLE 200 0 0
COORS ADOLPH CO CL B 217016104 717 12700 SH
SOLE 12700 0 0
CORDANT TECHNOLOGIES INC COM 218412104 120 3200 SH
SOLE 3200 0 0
CORNING INC COM 219350105 5 100 SH
SOLE 100 0 0
CORRECTIONS CORP AMER COM 220256101 129 7300 SH
SOLE 7300 0 0
COSTCO COMPANIES INC COM 22160Q102 570 7900 SH
SOLE 7900 0 0
COULTER PHARMACEUTICAL INC COM 222116105 75 2500 SH
SOLE 2500 0 0
COUNTRYWIDE CR INDS INC DEL COM 222372104 85 1700 SH
SOLE 1700 0 0
COVANCE INC COM 222816100 172 5900 SH
SOLE 5900 0 0
COX COMMUNICATIONS INC NEW CL A 224044107 1894 27400 SH
SOLE 27400 0 0
CRACKER BARREL OLD CTRY STR COM 224100107 93 4000 SH
SOLE 4000 0 0
CRANE CO COM 224399105 601 19900 SH
SOLE 19900 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>
CROMPTON & KNOWLES CORP COM 227111101 230 11100 SH
SOLE 11100 0 0
CROSS TIMBERS OIL CO COM 227573102 77 10300 SH
SOLE 10300 0 0
CROWN CORK & SEAL INC COM 228255105 102 3300 SH
SOLE 3300 0 0
CVS CORP COM 126650100 2679 48700 SH
SOLE 48700 0 0
CYBERCASH INC COM 232462101 477 31800 SH
SOLE 31800 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 86 10400 SH
SOLE 10400 0 0
CYTEC INDS INC COM 232820100 130 6100 SH
SOLE 6100 0 0
D R HORTON INC COM 23331A109 242 10500 SH
SOLE 10500 0 0
DAIMLERCHRYSLER AG ORD D1668R123 2257 23500 SH
SOLE 23500 0 0
DANA CORP COM 235811106 446 10900 SH
SOLE 10900 0 0
DARDEN RESTAURANTS INC COM 237194105 151 8400 SH
SOLE 8400 0 0
DAYTON HUDSON CORP COM 239753106 6472 119300 SH
SOLE 119300 0 0
DEAN FOODS CO COM 242361103 33 800 SH
SOLE 800 0 0
DELUXE CORP COM 248019101 99 2700 SH
SOLE 2700 0 0
DENTSPLY INTL INC NEW COM 249030107 139 5400 SH
SOLE 5400 0 0
DETROIT DIESEL CORP COM 250837101 62 3000 SH
SOLE 3000 0 0
DEVON ENERGY CORP COM 251799102 40 1300 SH
SOLE 1300 0 0
DIAL CORP NEW COM 25247D101 990 34300 SH
SOLE 34300 0 0
DIAMOND OFFSHORE DRILLING INC COM 25271C102 59 2500 SH
SOLE 2500 0 0
DIEBOLD INC COM 253651103 250 7000 SH
SOLE 7000 0 0
DIGITAL LINK CORP COM 253856108 1 100 SH
SOLE 100 0 0
DII GROUP INC COM 232949107 189 8100 SH
SOLE 8100 0 0
DIME BANCORP INC NEW COM 25429Q102 164 6200 SH
SOLE 6200 0 0
DISCOUNT AUTO PTS INC COM 254642101 31 1400 SH
SOLE 1400 0 0
DOLE FOOD INC COM 256605106 9 300 SH
SOLE 300 0 0
DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 106 8200 SH
SOLE 8200 0 0
DOLLAR TREE STORES INC COM 256747106 205 4700 SH
SOLE 4700 0 0
DOMINION RES INC VA COM 257470104 379 8100 SH
SOLE 8100 0 0
DONALDSON INC COM 257651109 102 4900 SH
SOLE 4900 0 0
DONNA KARAN INTL INC COM 257826107 107 14000 SH
SOLE 14000 0 0
DONNELLEY R R & SONS CO COM 257867101 193 4400 SH
SOLE 4400 0 0
DOUBLECLICK INC COM 258609304 975 21400 SH
SOLE 21400 0 0
DPL INC COM 233293109 208 9600 SH
SOLE 9600 0 0
DREYERS GRAND ICE CREAM INC COM 261878102 36 2400 SH
SOLE 2400 0 0
DST SYS INC DEL COM 233326107 822 14400 SH
SOLE 14400 0 0
DTE ENERGY CO COM 233331107 176 4100 SH
SOLE 4100 0 0
DUANE READE INC COM 263578106 142 3700 SH
SOLE 3700 0 0
DUKE ENERGY CORP COM 264399106 846 13200 SH
SOLE 13200 0 0
DUSA PHARMACEUTICALS INC COM 266898105 18 2500 SH
SOLE 2500 0 0
E M C CORP MASS COM 268648102 3239 38100 SH
SOLE 38100 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>
E-TEK DYNAMICS INC COM 269240107 54 2000 SH
SOLE 2000 0 0
EARTHGRAINS CO COM 270319106 278 9000 SH
SOLE 9000 0 0
EASTERN ENTERPRISES COM 27637F100 22 500 SH
SOLE 500 0 0
EASTERN UTILS ASSOC COM 277173100 37 1300 SH
SOLE 1300 0 0
EATON CORP COM 278058102 262 3700 SH
SOLE 3700 0 0
EATON VANCE CORP COM NON VTG 278265103 2 100 SH
SOLE 100 0 0
ECOLAB INC COM 278865100 69 1900 SH
SOLE 1900 0 0
EDISON INTL COM 281020107 268 9600 SH
SOLE 9600 0 0
EG & G INC COM 268457108 28 1000 SH
SOLE 1000 0 0
EL PASO ENERGY CORP DEL COM 283905107 63 1800 SH
SOLE 1800 0 0
ELECTRONIC ARTS INC COM 285512109 348 6200 SH
SOLE 6200 0 0
ELECTRONIC DATA SYS NEW COM 285661104 2060 41000 SH
SOLE 41000 0 0
EMMIS COMMUNICATIONS CORP CL A 291525103 87 2000 SH
SOLE 2000 0 0
ENERGY EAST CORP COM 29266M109 497 8800 SH
SOLE 8800 0 0
ENESCO GROUP INC COM 292973104 33 1400 SH
SOLE 1400 0 0
ENGELHARD CORP COM 292845104 14 700 SH
SOLE 700 0 0
ENRON OIL & GAS CO COM 293562104 247 14300 SH
SOLE 14300 0 0
ENTERGY CORP NEW COM 29364G103 165 5300 SH
SOLE 5300 0 0
EQUIFAX INC COM 294429105 7 200 SH
SOLE 200 0 0
EQUITABLE COS INC COM 29444G107 203 3500 SH
SOLE 3500 0 0
EQUITY RESIDENTIAL PPTYS TR SH BEN INT 29476L107 73 1800 SH
SOLE 1800 0 0
ETHAN ALLEN INTERIORS INC COM 297602104 254 6200 SH
SOLE 6200 0 0
ETHYL CORP COM 297659104 41 7000 SH
SOLE 7000 0 0
EVEREN CAPITAL CORP COM 299761106 130 5700 SH
SOLE 5700 0 0
EVEREST REINS HLDGS INC COM 299808105 199 5100 SH
SOLE 5100 0 0
EXCITE INC COM 300904109 299 7100 SH
SOLE 7100 0 0
F M C CORP COM NEW 302491303 45 800 SH
SOLE 800 0 0
FAMILY DLR STORES INC COM 307000109 345 15700 SH
SOLE 15700 0 0
FASTENAL CO COM 311900104 136 3100 SH
SOLE 3100 0 0
FDX CORP COM 31304N107 1807 20300 SH
SOLE 20300 0 0
FEDERAL HOME LN MTG CORP COM 313400301 6863 106500 SH
SOLE 106500 0 0
FEDERAL NATL MTG ASSN COM 313586109 8673 117200 SH
SOLE 117200 0 0
FEDERAL SIGNAL CORP COM 313855108 5 200 SH
SOLE 200 0 0
FEDERATED DEPT STORES INC DEL COM 31410H101 2566 58900 SH
SOLE 58900 0 0
FIFTH THIRD BANCORP COM 316773100 421 5900 SH
SOLE 5900 0 0
FINOVA GROUP INC COM 317928109 307 5700 SH
SOLE 5700 0 0
FIRST BRANDS CORP COM 319356101 134 3400 SH
SOLE 3400 0 0
FIRST DATA CORP COM 319963104 478 15100 SH
SOLE 15100 0 0
FIRST HEALTH GROUP CORP COM 320960107 103 6200 SH
SOLE 6200 0 0
FIRST SEC CORP DEL COM 336294103 451 19300 SH
SOLE 19300 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>
FIRST VA BANKS INC COM 337477103 451 9600 SH
SOLE 9600 0 0
FIRSTENERGY CORP COM 337932107 212 6500 SH
SOLE 6500 0 0
FISERV INC COM 337738108 329 6400 SH
SOLE 6400 0 0
FLEETWOOD ENTERPRISES INC COM 339099103 188 5400 SH
SOLE 5400 0 0
FLEMING COS INC COM 339130106 190 18300 SH
SOLE 18300 0 0
FLEXTRONICS INTL LTD ORD Y2573F102 625 7300 SH
SOLE 7300 0 0
FLORIDA PROGRESS CORP COM 341109106 273 6100 SH
SOLE 6100 0 0
FLOWERS INDS INC COM 343496105 306 12800 SH
SOLE 12800 0 0
FLOWSERVE CORP COM 34354P105 58 3500 SH
SOLE 3500 0 0
FORCENERGY INC COM 345206106 1 400 SH
SOLE 400 0 0
FORD MTR CO DEL COM 345370100 4777 81400 SH
SOLE 81400 0 0
FORE SYSTEMS INC COM 345449102 3342 182500 SH
SOLE 182500 0 0
FOREST LABS INC CL A 345838106 553 10400 SH
SOLE 10400 0 0
FORTUNE BRANDS INC COM 349631101 164 5200 SH
SOLE 5200 0 0
FOSTER WHEELER CORP COM 350244109 73 5500 SH
SOLE 5500 0 0
FOUNDATION HEALTH SYS INC COM 350404109 74 6200 SH
SOLE 6200 0 0
FPL GROUP INC COM 302571104 351 5700 SH
SOLE 5700 0 0
FRANKLIN RES INC COM 354613101 128 4000 SH
SOLE 4000 0 0
FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 48 4600 SH
SOLE 4600 0 0
FRONTIER CORPORATION COM 35906P105 75 2200 SH
SOLE 2200 0 0
FRUIT OF THE LOOM INC CL A 359416104 22 1600 SH
SOLE 1600 0 0
FULLER H B CO COM 359694106 58 1200 SH
SOLE 1200 0 0
FURNITURE BRANDS INTL INC COM 360921100 144 5300 SH
SOLE 5300 0 0
GAP INC DEL COM 364760108 2289 40700 SH
SOLE 40700 0 0
GASONICS INTL CORP COM 367278108 2 200 SH
SOLE 200 0 0
GATX CORP COM 361448103 189 5000 SH
SOLE 5000 0 0
GAYLORD CONTAINER CORP CL A 368145108 368 60000 SH
SOLE 60000 0 0
GENCORP INC COM 368682100 274 11000 SH
SOLE 11000 0 0
GENENTECH INC COM SPL 368710307 239 3000 SH
SOLE 3000 0 0
GENERAL CHEM GROUP INC COM 369332101 31 2200 SH
SOLE 2200 0 0
GENERAL ELEC CO COM 369604103 5940 58200 SH
SOLE 58200 0 0
GENERAL INSTR CORP DEL COM 370120107 302 8900 SH
SOLE 8900 0 0
GENERAL MLS INC COM 370334104 1462 18800 SH
SOLE 18800 0 0
GENERAL MTRS CORP CL H NEW 370442832 413 10400 SH
SOLE 10400 0 0
GENERAL MTRS CORP COM 370442105 4945 69100 SH
SOLE 69100 0 0
GENERAL NUTRITION COS INC COM 37047F103 109 6700 SH
SOLE 6700 0 0
GENESIS HEALTH VENTURES INC COM 371912106 121 13800 SH
SOLE 13800 0 0
GENUINE PARTS CO COM 372460105 94 2800 SH
SOLE 2800 0 0
GENZYME CORP COM GENL DIV 372917104 458 9200 SH
SOLE 9200 0 0
GEON CO COM 37246W105 145 6300 SH
SOLE 6300 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>
GEORGIA PAC CORP COM GA PAC GRP 373298108 1300 22200 SH
SOLE 22200 0 0
GEORGIA PAC CORP COM-TIMBER GRP 373298702 226 9500 SH
SOLE 9500 0 0
GILEAD SCIENCES INC COM 375558103 103 2500 SH
SOLE 2500 0 0
GLATFELTER P H CO COM 377316104 53 4300 SH
SOLE 4300 0 0
GLENAYRE TECHNOLOGIES INC COM 377899109 29 6600 SH
SOLE 6600 0 0
GLOBAL MARINE INC COM 379352404 292 31800 SH
SOLE 31800 0 0
GLOBALSTAR TELECOMMUNICTNS LTD COM G3930H104 111 5500 SH
SOLE 5500 0 0
GOLDEN ST BANCORP INC COM 381197102 83 5000 SH
SOLE 5000 0 0
GOLDEN WEST FINL CORP DEL COM 381317106 193 2100 SH
SOLE 2100 0 0
GOODRICH B F CO COM 382388106 72 2000 SH
SOLE 2000 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 877 17400 SH
SOLE 17400 0 0
GPU INC COM 36225X100 110 2500 SH
SOLE 2500 0 0
GRANITE CONSTR INC COM 387328107 164 4900 SH
SOLE 4900 0 0
GREENPOINT FINL CORP COM 395384100 376 10700 SH
SOLE 10700 0 0
GREY WOLF INC COM 397888108 48 64600 SH
SOLE 64600 0 0
GTE CORP COM 362320103 2333 34600 SH
SOLE 34600 0 0
GTECH HLDGS CORP COM 400518106 92 3600 SH
SOLE 3600 0 0
GUCCI GROUP N V COM NY REG 401566104 63 1300 SH
SOLE 1300 0 0
GUESS INC COM 401617105 37 7700 SH
SOLE 7700 0 0
GUIDANT CORP COM 401698105 1466 13300 SH
SOLE 13300 0 0
GULFSTREAM AEROSPACE CORP COM 402734107 394 7400 SH
SOLE 7400 0 0
GYMBOREE CORP COM 403777105 5 800 SH
SOLE 800 0 0
HADCO CORP COM 404681108 284 8100 SH
SOLE 8100 0 0
HAIN FOOD GROUP INC COM 405219106 68 2700 SH
SOLE 2700 0 0
HAMBRECHT & QUIST GROUP INC COM 406545103 383 16900 SH
SOLE 16900 0 0
HANNA M A CO COM 410522106 140 11400 SH
SOLE 11400 0 0
HANNAFORD BROS CO COM 410550107 37 700 SH
SOLE 700 0 0
HARCOURT GEN INC COM 41163G101 878 16500 SH
SOLE 16500 0 0
HARLEY DAVIDSON INC COM 412822108 976 20600 SH
SOLE 20600 0 0
HARRIS CORP DEL COM 413875105 66 1800 SH
SOLE 1800 0 0
HARSCO CORP COM 415864107 122 4000 SH
SOLE 4000 0 0
HASBRO INC COM 418056107 105 2900 SH
SOLE 2900 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 157 3900 SH
SOLE 3900 0 0
HAYES LEMMERZ INTL INC COM 420781106 109 3600 SH
SOLE 3600 0 0
HBO & CO COM 404100109 295 10300 SH
SOLE 10300 0 0
HEALTH MGMT ASSOC INC NEW CL A 421933102 577 26700 SH
SOLE 26700 0 0
HEALTHSOUTH CORP COM 421924101 129 8300 SH
SOLE 8300 0 0
HEILIG MEYERS CO COM 422893107 41 6100 SH
SOLE 6100 0 0
HELMERICH & PAYNE INC COM 423452101 221 11400 SH
SOLE 11400 0 0
HERCULES INC COM 427056106 30 1100 SH
SOLE 1100 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>
HERSHEY FOODS CORP COM 427866108 510 8200 SH
SOLE 8200 0 0
HERTZ CORP CL A 428040109 128 2800 SH
SOLE 2800 0 0
HIBERNIA CORP CL A 428656102 278 16000 SH
SOLE 16000 0 0
HILFIGER TOMMY CORP ORD G8915Z102 222 3700 SH
SOLE 3700 0 0
HILLENBRAND INDS INC COM 431573104 387 6800 SH
SOLE 6800 0 0
HOLLINGER INTL INC CL A 435569108 99 7100 SH
SOLE 7100 0 0
HOME DEPOT INC COM 437076102 6051 98900 SH
SOLE 98900 0 0
HOMESTAKE MNG CO COM 437614100 117 12700 SH
SOLE 12700 0 0
HON INDS INC COM 438092108 151 6300 SH
SOLE 6300 0 0
HONEYWELL INC COM 438506107 708 9400 SH
SOLE 9400 0 0
HORACE MANN EDUCATORS CORP NEW COM 440327104 143 5000 SH
SOLE 5000 0 0
HOST MARRIOTT CORP COM 441078102 0 700 SH
SOLE 700 0 0
HOUGHTON MIFFLIN CO COM 441560109 1021 21600 SH
SOLE 21600 0 0
HOUSEHOLD INTL INC COM 441815107 166 4200 SH
SOLE 4200 0 0
HOUSTON INDS INC COM 442161105 296 9200 SH
SOLE 9200 0 0
HSB GROUP INC COM 40428N109 103 2500 SH
SOLE 2500 0 0
HUMAN GENOME SCIENCES INC COM 444903108 715 20100 SH
SOLE 20100 0 0
HUNT J B TRANS SVCS INC COM 445658107 5 200 SH
SOLE 200 0 0
HUNTINGTON BANCSHARES INC COM 446150104 81 2700 SH
SOLE 2700 0 0
I2 TECHNOLOGIES INC COM 465754109 152 5000 SH
SOLE 5000 0 0
IBP INC COM 449223106 600 20600 SH
SOLE 20600 0 0
ICN PHARMACEUTICALS INC NEW COM 448924100 269 11900 SH
SOLE 11900 0 0
IDACORP INC COM 451107106 166 4600 SH
SOLE 4600 0 0
IKON OFFICE SOLUTIONS INC COM 451713101 27 3100 SH
SOLE 3100 0 0
ILLINOVA CORP COM 452317100 430 17200 SH
SOLE 17200 0 0
IMATION CORP COM 45245A107 49 2800 SH
SOLE 2800 0 0
IMC GLOBAL INC COM 449669100 259 12100 SH
SOLE 12100 0 0
IMS HEALTH INC COM 449934108 264 3500 SH
SOLE 3500 0 0
INDIANA ENERGY INC COM 454707100 62 2533 SH
SOLE 2533 0 0
INDYMAC MTG HLDGS INC COM 456607100 74 7000 SH
SOLE 7000 0 0
INFINITY BROADCASTING CP NEW CL A 45662S102 287 10500 SH
SOLE 10500 0 0
INFORMATION RES INC COM 456905108 25 2500 SH
SOLE 2500 0 0
INFORMIX CORP COM 456779107 174 17600 SH
SOLE 17600 0 0
INGERSOLL RAND CO COM 456866102 2760 58800 SH
SOLE 58800 0 0
INKTOMI CORP COM 457277101 13 100 SH
SOLE 100 0 0
INNOVEX INC COM 457647105 150 10900 SH
SOLE 10900 0 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 51 8400 SH
SOLE 8400 0 0
INTEGRATED PROCESS EQUIP CORP COM 45812K108 133 12400 SH
SOLE 12400 0 0
INTEL CORP COM 458140100 16148 136200 SH
SOLE 136200 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 17219 93200 SH
SOLE 93200 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>
INTERNATIONAL MULTIFOODS CORP COM 460043102 15 600 SH
SOLE 600 0 0
INTERNATIONAL RECTIFIER CORP COM 460254105 135 13800 SH
SOLE 13800 0 0
INTERSTATE BAKERIES CORP DEL COM 46072H108 323 12200 SH
SOLE 12200 0 0
INTERSTATE ENERGY CORP WISE COM 460845100 255 7900 SH
SOLE 7900 0 0
INTEVAC INC COM 461148108 1 200 SH
SOLE 200 0 0
INTIMATE BRANDS INC CL A 461156101 418 14000 SH
SOLE 14000 0 0
IOMEGA CORP COM 462030107 565 77300 SH
SOLE 77300 0 0
IPALCO ENTERPRISES INC COM 462613100 255 4600 SH
SOLE 4600 0 0
IPC HLDGS LTD ORD G4933P101 46 2000 SH
SOLE 2000 0 0
IRI INTL CORP COM 45004F107 8 2000 SH
SOLE 2000 0 0
IVAX CORP COM 465823102 136 10900 SH
SOLE 10900 0 0
IXC COMMUNICATIONS INC COM 450713102 67 2000 SH
SOLE 2000 0 0
JABIL CIRCUIT INC COM 466313103 1269 17000 SH
SOLE 17000 0 0
JEFFERSON PILOT CORP COM 475070108 53 700 SH
SOLE 700 0 0
JOHNSON & JOHNSON COM 478160104 5427 64700 SH
SOLE 64700 0 0
JOHNSON CTLS INC COM 478366107 112 1900 SH
SOLE 1900 0 0
JONES APPAREL GROUP INC COM 480074103 333 15100 SH
SOLE 15100 0 0
JONES INTERCABLE INC CL A 480206200 346 9700 SH
SOLE 9700 0 0
JONES PHARMA INC COM 480236108 135 3700 SH
SOLE 3700 0 0
JOSTENS INC COM 481088102 21 800 SH
SOLE 800 0 0
JOURNAL REGISTER CO COM 481138105 15 1000 SH
SOLE 1000 0 0
K MART CORP COM 482584109 369 24100 SH
SOLE 24100 0 0
KANSAS CITY PWR & LT CO COM 485134100 187 6300 SH
SOLE 6300 0 0
KANSAS CITY SOUTHN INDS INC COM 485170104 280 5700 SH
SOLE 5700 0 0
KAUFMAN & BROAD HOME CORP COM 486168107 394 13700 SH
SOLE 13700 0 0
KAYDON CORP COM 486587108 20 500 SH
SOLE 500 0 0
KEANE INC COM 486665102 252 6300 SH
SOLE 6300 0 0
KELLOGG CO COM 487836108 328 9600 SH
SOLE 9600 0 0
KELLY SVCS INC CL A 488152208 105 3300 SH
SOLE 3300 0 0
KENNAMETAL INC COM 489170100 104 4900 SH
SOLE 4900 0 0
KENT ELECTRS CORP COM 490553104 103 8100 SH
SOLE 8100 0 0
KERR MCGEE CORP COM 492386107 42 1100 SH
SOLE 1100 0 0
KEYCORP NEW COM 493267108 656 20500 SH
SOLE 20500 0 0
KEYSPAN ENERGY COM 49337K106 313 10100 SH
SOLE 10100 0 0
KEYSTONE FINANCIAL INC COM 493482103 178 4800 SH
SOLE 4800 0 0
KIMBERLY CLARK CORP COM 494368103 3205 58800 SH
SOLE 58800 0 0
KINNARD INVTS INC COM 497059105 2 500 SH
SOLE 500 0 0
KN ENERGY INC COM 482620101 171 4700 SH
SOLE 4700 0 0
KNIGHT RIDDER INC COM 499040103 660 12900 SH
SOLE 12900 0 0
KOHLS CORP COM 500255104 31 500 SH
SOLE 500 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>
KOMAG INC COM 500453105 34 3300 SH
SOLE 3300 0 0
KROGER CO COM 501044101 1379 22800 SH
SOLE 22800 0 0
KUHLMAN CORP COM 501206106 95 2500 SH
SOLE 2500 0 0
LAFARGE CORP COM 505862102 243 6000 SH
SOLE 6000 0 0
LAIDLAW INC COM 50730K503 49 4900 SH
SOLE 4900 0 0
LANCASTER COLONY CORP COM 513847103 122 3800 SH
SOLE 3800 0 0
LANCE INC COM 514606102 52 2600 SH
SOLE 2600 0 0
LANDS END INC COM 515086106 124 4600 SH
SOLE 4600 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 1992 43400 SH
SOLE 43400 0 0
LAUDER ESTEE COS INC CL A 518439104 889 10400 SH
SOLE 10400 0 0
LEAR CORP COM 521865105 185 4800 SH
SOLE 4800 0 0
LEARNING CO INC COM 522008101 26 1000 SH
SOLE 1000 0 0
LEE ENTERPRISES INC COM 523768109 145 4600 SH
SOLE 4600 0 0
LEGGETT & PLATT INC COM 524660107 442 20100 SH
SOLE 20100 0 0
LEHMAN BROS HLDGS INC COM 524908100 908 20600 SH
SOLE 20600 0 0
LENNAR CORP COM 526057104 788 31200 SH
SOLE 31200 0 0
LEXMARK INTL GROUP INC CL A 529771107 1317 13100 SH
SOLE 13100 0 0
LG&E ENERGY CORP COM 501917108 198 7000 SH
SOLE 7000 0 0
LIBERTY TERM TR INC COM 531282101 119 13400 SH
SOLE 13400 0 0
LILLY ELI & CO COM 532457108 5253 59100 SH
SOLE 59100 0 0
LINCARE HLDGS INC COM 532791100 207 5100 SH
SOLE 5100 0 0
LIZ CLAIBORNE INC COM 539320101 139 4400 SH
SOLE 4400 0 0
LOCKHEED MARTIN CORP COM 539830109 686 8100 SH
SOLE 8100 0 0
LOEWS CORP COM 540424108 1051 10700 SH
SOLE 10700 0 0
LONE STAR STEAKHOUSE SALOON COM 542307103 29 3200 SH
SOLE 3200 0 0
LONGS DRUG STORES CORP COM 543162101 11 300 SH
SOLE 300 0 0
LONGVIEW FIBRE CO COM 543213102 61 5300 SH
SOLE 5300 0 0
LOUIS DREYFUS NAT GAS CORP COM 546011107 143 10000 SH
SOLE 10000 0 0
LOUISIANA PAC CORP COM 546347105 286 15600 SH
SOLE 15600 0 0
LOWES COS INC COM 548661107 3337 65200 SH
SOLE 65200 0 0
LSI LOGIC CORP COM 502161102 206 12800 SH
SOLE 12800 0 0
LUBRIZOL CORP COM 549271104 26 1000 SH
SOLE 1000 0 0
LYONDELL CHEMICAL CO COM 552078107 157 8700 SH
SOLE 8700 0 0
M D C HLDGS INC COM 552676108 113 5300 SH
SOLE 5300 0 0
M/I SCHOTTENSTEIN HOMES INC COM 55305B101 40 1800 SH
SOLE 1800 0 0
MACROMEDIA INC COM 556100105 263 7800 SH
SOLE 7800 0 0
MAGNA INTL INC CL A 559222401 130 2100 SH
SOLE 2100 0 0
MAGNETEK INC COM 559424106 128 11100 SH
SOLE 11100 0 0
MALLINCKRODT INC NEW COM 561232109 55 1800 SH
SOLE 1800 0 0
MANPOWER INC COM 56418H100 292 11600 SH
SOLE 11600 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>
MARINE DRILLING COS INC COM PAR $0.01 568240204 205 26600 SH
SOLE 26600 0 0
MARK IV INDS INC COM 570387100 70 5400 SH
SOLE 5400 0 0
MARSHALL & ILSLEY CORP COM 571834100 660 11300 SH
SOLE 11300 0 0
MARTIN MARIETTA MATLS INC COM 573284106 429 6900 SH
SOLE 6900 0 0
MASCO CORP COM 574599106 661 23000 SH
SOLE 23000 0 0
MATTEL INC COM 577081102 180 7900 SH
SOLE 7900 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 3700 84700 SH
SOLE 84700 0 0
MAXTOR CORP COM NEW 577729205 53 3800 SH
SOLE 3800 0 0
MCCORMICK & CO INC COM NON VTG 579780206 298 8800 SH
SOLE 8800 0 0
MCDONALDS CORP COM 580135101 5509 71900 SH
SOLE 71900 0 0
MCGRAW HILL COS INC COM 580645109 5491 53900 SH
SOLE 53900 0 0
MCI WORLDCOM INC COM 55268B106 10454 145700 SH
SOLE 145700 0 0
MCKESSON CORP NEW COM 581557105 799 10100 SH
SOLE 10100 0 0
MCN ENERGY GROUP INC COM 55267J100 231 12100 SH
SOLE 12100 0 0
MEAD CORP COM 582834107 803 27400 SH
SOLE 27400 0 0
MEDIA GEN INC CL A 584404107 122 2300 SH
SOLE 2300 0 0
MEDIAONE GROUP INC COM 58440J104 1730 36800 SH
SOLE 36800 0 0
MEDTRONIC INC COM 585055106 394 5300 SH
SOLE 5300 0 0
MELLON BK CORP COM 585509102 3431 49900 SH
SOLE 49900 0 0
MENS WEARHOUSE INC COM 587118100 51 1600 SH
SOLE 1600 0 0
MENTOR GRAPHICS CORP COM 587200106 57 6700 SH
SOLE 6700 0 0
MERCANTILE BANCORPORATION INC COM 587342106 1624 35200 SH
SOLE 35200 0 0
MERCANTILE BANKSHARES CORP COM 587405101 281 7300 SH
SOLE 7300 0 0
MERCK & CO INC COM 589331107 620 4200 SH
SOLE 4200 0 0
MEREDITH CORP COM 589433101 208 5500 SH
SOLE 5500 0 0
MERITOR AUTOMOTIVE INC COM 59000G100 250 11800 SH
SOLE 11800 0 0
MERRILL LYNCH & CO INC COM 590188108 1382 20700 SH
SOLE 20700 0 0
MEYER FRED INC DEL NEW COM 592907109 1675 27800 SH
SOLE 27800 0 0
MICRO WHSE INC COM 59501B105 122 3600 SH
SOLE 3600 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 174 4700 SH
SOLE 4700 0 0
MICROSOFT CORP COM 594918104 22370 161300 SH
SOLE 161300 0 0
MIDAMERICAN ENERGY HLDGS CO COM 595920109 258 9600 SH
SOLE 9600 0 0
MIDWEST EXPRESS HLDGS INC COM 597911106 168 6400 SH
SOLE 6400 0 0
MILACRON INC COM 598709103 133 6900 SH
SOLE 6900 0 0
MILLENNIUM CHEMICALS INC COM 599903101 155 7800 SH
SOLE 7800 0 0
MILLER HERMAN INC COM 600544100 237 8800 SH
SOLE 8800 0 0
MILLIPORE CORP COM 601073109 14 500 SH
SOLE 500 0 0
MINERALS TECHNOLOGIES INC COM 603158106 78 1900 SH
SOLE 1900 0 0
MINNESOTA PWR INC COM 604110106 163 3700 SH
SOLE 3700 0 0
MOBIL CORP COM 607059102 1054 12100 SH
SOLE 12100 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>
MODINE MFG CO COM 607828100 94 2600 SH
SOLE 2600 0 0
MODIS PROFESSIONAL SVCS INC COM 607830106 309 21300 SH
SOLE 21300 0 0
MOLEX INC COM 608554101 606 15900 SH
SOLE 15900 0 0
MONSANTO CO COM 611662107 618 13000 SH
SOLE 13000 0 0
MONTANA POWER CO COM 612085100 141 2500 SH
SOLE 2500 0 0
MOORE LTD COM 615785102 22 2000 SH
SOLE 2000 0 0
MORGAN J P & CO INC COM 616880100 420 4000 SH
SOLE 4000 0 0
MORTON INTL INC IND NEW COM 619335102 174 7100 SH
SOLE 7100 0 0
MOTOROLA INC COM 620076109 482 7900 SH
SOLE 7900 0 0
MURPHY OIL CORP COM 626717102 132 3200 SH
SOLE 3200 0 0
MYLAN LABS INC COM 628530107 835 26500 SH
SOLE 26500 0 0
NABORS INDS INC COM 629568106 45 3300 SH
SOLE 3300 0 0
NALCO CHEM CO COM 629853102 28 900 SH
SOLE 900 0 0
NATIONAL FUEL GAS CO N J COM 636180101 127 2800 SH
SOLE 2800 0 0
NATIONAL STL CORP CL B 637844309 5 700 SH
SOLE 700 0 0
NATIONAL SVC INDS INC COM 637657107 38 1000 SH
SOLE 1000 0 0
NATIONAL-OILWELL INC COM 637071101 24 2200 SH
SOLE 2200 0 0
NCH CORP COM 628850109 36 600 SH
SOLE 600 0 0
NCR CORP NEW COM 62886E108 514 12300 SH
SOLE 12300 0 0
NEIMAN MARCUS GROUP INC COM 640204103 748 30000 SH
SOLE 30000 0 0
NETWORKS ASSOCS INC COM 640938106 1742 26300 SH
SOLE 26300 0 0
NEVADA POWER CO COM 641423108 122 4700 SH
SOLE 4700 0 0
NEW CENTURY ENERGIES INC COM 64352U103 463 9500 SH
SOLE 9500 0 0
NEW ENGLAND ELEC SYS COM 644001109 183 3800 SH
SOLE 3800 0 0
NEW HOLLAND N V ORD N62648105 51 3700 SH
SOLE 3700 0 0
NEW YORK TIMES CO CL A 650111107 246 7100 SH
SOLE 7100 0 0
NEWBRIDGE NETWORKS CORP COM 650901101 103 3400 SH
SOLE 3400 0 0
NEWPORT NEWS SHIPBUILDING INC COM 652228107 100 3000 SH
SOLE 3000 0 0
NEXTEL COMMUNICATIONS INC CL A 65332V103 555 23500 SH
SOLE 23500 0 0
NIAGARA MOHAWK PWR CORP COM 653522102 68 4200 SH
SOLE 4200 0 0
NIKE INC CL B 654106103 81 2000 SH
SOLE 2000 0 0
NINE WEST GROUP INC COM 65440D102 48 3100 SH
SOLE 3100 0 0
NIPSCO INDS INC COM 629140104 447 14700 SH
SOLE 14700 0 0
NOBILITY HOMES INC COM 654892108 4 300 SH
SOLE 300 0 0
NOBLE AFFILIATES INC COM 654894104 268 10900 SH
SOLE 10900 0 0
NOBLE DRILLING CORP COM 655042109 411 31800 SH
SOLE 31800 0 0
NORDSON CORP COM 655663102 77 1500 SH
SOLE 1500 0 0
NORDSTROM INC COM 655664100 56 1600 SH
SOLE 1600 0 0
NORTH FORK BANCORPORATION NY COM 659424105 206 8600 SH
SOLE 8600 0 0
NORTHEAST UTILS COM 664397106 245 15300 SH
SOLE 15300 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>
NORTHERN TELECOM LTD COM 665815106 3855 76900 SH
SOLE 76900 0 0
NORTHERN TR CORP COM 665859104 498 5700 SH
SOLE 5700 0 0
NORTHN STS PWR CO MINN COM 665772109 167 6000 SH
SOLE 6000 0 0
NOVA CORP GA COM 669784100 236 6800 SH
SOLE 6800 0 0
NOVELL INC COM 670006105 145 8000 SH
SOLE 8000 0 0
NOVELLUS SYS INC COM 670008101 2158 43600 SH
SOLE 43600 0 0
NS GROUP INC COM 628916108 66 14900 SH
SOLE 14900 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 253 15000 SH
SOLE 15000 0 0
OCEAN ENERGY INC COM NEW 674812201 65 10300 SH
SOLE 10300 0 0
OEA INC COM 670826106 21 1800 SH
SOLE 1800 0 0
OFFICE DEPOT INC COM 676220106 1311 35500 SH
SOLE 35500 0 0
OFFICEMAX INC COM 67622M108 160 13200 SH
SOLE 13200 0 0
OGDEN CORP COM 676346109 125 5000 SH
SOLE 5000 0 0
OGE ENERGY CORP COM 670837103 392 13500 SH
SOLE 13500 0 0
OLD KENT FINL CORP COM 679833103 502 10800 SH
SOLE 10800 0 0
OLD REP INTL CORP COM 680223104 313 13900 SH
SOLE 13900 0 0
OLIN CORP COM PAR $1 680665205 59 2100 SH
SOLE 2100 0 0
OLYMPIC CASCADE FINL CORP COM 68158N106 0 200 SH
SOLE 200 0 0
OMNICARE INC COM 681904108 348 10000 SH
SOLE 10000 0 0
OMNICOM GROUP INC COM 681919106 1491 25700 SH
SOLE 25700 0 0
OMNIPOINT CORP COM 68212D102 2 200 SH
SOLE 200 0 0
ONEOK INC NEW COM 682680103 25 700 SH
SOLE 700 0 0
ONSALE INC COM 682838107 68 1700 SH
SOLE 1700 0 0
ORACLE CORP COM 68389X105 1893 43900 SH
SOLE 43900 0 0
ORBITAL SCIENCES CORP COM 685564106 9 200 SH
SOLE 200 0 0
ORTEL CORP COM 68749W102 2 200 SH
SOLE 200 0 0
OUTBACK STEAKHOUSE INC COM 689899102 319 8000 SH
SOLE 8000 0 0
OVERSEAS SHIPHOLDING GROUP INC COM 690368105 61 3800 SH
SOLE 3800 0 0
OWENS CORNING COM 69073F103 291 8200 SH
SOLE 8200 0 0
OXFORD HEALTH PLANS INC COM 691471106 85 5700 SH
SOLE 5700 0 0
P P & L RES INC COM 693499105 17 600 SH
SOLE 600 0 0
PACIFIC CENTY FINL CORP COM 694058108 200 8200 SH
SOLE 8200 0 0
PACIFICORP COM 695114108 141 6700 SH
SOLE 6700 0 0
PAINE WEBBER GROUP INC COM 695629105 1147 29700 SH
SOLE 29700 0 0
PAIRGAIN TECHNOLOGIES INC COM 695934109 31 4000 SH
SOLE 4000 0 0
PANAMSAT CORP NEW COM 697933109 47 1200 SH
SOLE 1200 0 0
PARAMETRIC TECHNOLOGY CORP COM 699173100 87 5300 SH
SOLE 5300 0 0
PARKER DRILLING CO COM 701081101 25 7800 SH
SOLE 7800 0 0
PATRIOT AMERN HOSPITALITY DEL PAIRED CTF 703352203 21 3500 SH
SOLE 3500 0 0
PAYCHEX INC COM 704326107 170 3300 SH
SOLE 3300 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>
PECO ENERGY CO COM 693304107 158 3800 SH
SOLE 3800 0 0
PENNZOIL CO COM 709903108 0 22100 SH
SOLE 22100 0 0
PENNZOIL-QUAKER STATE COMPANY COM 709323109 327 22100 SH
SOLE 22100 0 0
PENTAIR INC COM 709631105 131 3300 SH
SOLE 3300 0 0
PEOPLESOFT INC COM 712713106 76 4000 SH
SOLE 4000 0 0
PERKIN ELMER CORP COM 714041100 498 5100 SH
SOLE 5100 0 0
PERRIGO CO COM 714290103 66 7500 SH
SOLE 7500 0 0
PFIZER INC COM 717081103 11616 92600 SH
SOLE 92600 0 0
PG&E CORP COM 69331C108 195 6200 SH
SOLE 6200 0 0
PHARMACIA & UPJOHN INC COM 716941109 1529 27000 SH
SOLE 27000 0 0
PHILIP MORRIS COS INC COM 718154107 4392 82100 SH
SOLE 82100 0 0
PHILIPS ELECTRS N V NEW YORK SHS 718337504 677 10000 SH
SOLE 10000 0 0
PHILLIPS PETE CO COM 718507106 976 22900 SH
SOLE 22900 0 0
PHOSPHATE RESOURCE PARTNERS DEPOSITARY UNT 719217101 24 2500 SH
SOLE 2500 0 0
PIER 1 IMPORTS INC COM 720279108 39 4000 SH
SOLE 4000 0 0
PINNACLE WEST CAP CORP COM 723484101 377 8900 SH
SOLE 8900 0 0
PIONEER HI BRED INTL INC COM 723686101 111 4100 SH
SOLE 4100 0 0
PIONEER NAT RES CO COM 723787107 79 9000 SH
SOLE 9000 0 0
PITNEY BOWES INC COM 724479100 575 8700 SH
SOLE 8700 0 0
PITTSTON CO COM BRINKS GRP 725701106 134 4200 SH
SOLE 4200 0 0
PLACER DOME INC COM 725906101 45 3900 SH
SOLE 3900 0 0
PLATINUM TECHNOLOGY INC COM 72764T101 174 9100 SH
SOLE 9100 0 0
PLUM CREEK TIMBER CO LP DEPOSITARY UNT 729237107 78 3000 SH
SOLE 3000 0 0
PMC-SIERRA INC COM 69344F106 120 1900 SH
SOLE 1900 0 0
PMI GROUP INC COM 69344M101 99 2000 SH
SOLE 2000 0 0
PNC BK CORP COM 693475105 1413 26100 SH
SOLE 26100 0 0
POLAROID CORP COM 731095105 135 7200 SH
SOLE 7200 0 0
POLICY MGMT SYS CORP COM 731108106 157 3100 SH
SOLE 3100 0 0
POLO RALPH LAUREN CORP CL A 731572103 135 7000 SH
SOLE 7000 0 0
POTLATCH CORP COM 737628107 100 2700 SH
SOLE 2700 0 0
POTOMAC ELEC PWR CO COM 737679100 437 16600 SH
SOLE 16600 0 0
PRECISION DRILLING CORP COM 74022D100 40 3600 SH
SOLE 3600 0 0
PREMISYS COMMUNICATIONS INC COM 740584107 4 400 SH
SOLE 400 0 0
PREVIEW TRAVEL INC COM 74137R101 35 1900 SH
SOLE 1900 0 0
PRIME HOSPITALITY CORP COM 741917108 98 9300 SH
SOLE 9300 0 0
PRIMEDIA INC COM 74157K101 71 6000 SH
SOLE 6000 0 0
PRIMUS TELECOMMUNICATIONS GRP COM 741929103 83 5000 SH
SOLE 5000 0 0
PROCTER & GAMBLE CO COM 742718109 329 3600 SH
SOLE 3600 0 0
PROGRESSIVE CORP OHIO COM 743315103 1118 6600 SH
SOLE 6600 0 0
PROMUS HOTEL CORP NEW COM 74342P106 81 2500 SH
SOLE 2500 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>
PROTECTIVE LIFE CORP COM 743674103 402 10100 SH
SOLE 10100 0 0
PROVIDENT COS INC COM 743862104 125 3000 SH
SOLE 3000 0 0
PROVIDENT FINL GROUP INC COM 743866105 166 4400 SH
SOLE 4400 0 0
PSS WORLD MED INC COM 69366A100 166 7200 SH
SOLE 7200 0 0
PUBLIC SVC CO N MEX COM 744499104 88 4300 SH
SOLE 4300 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 152 3800 SH
SOLE 3800 0 0
PUGET SOUND ENERGY INC COM 745332106 295 10600 SH
SOLE 10600 0 0
PULTE CORP COM 745867101 234 8400 SH
SOLE 8400 0 0
QUALCOMM INC COM 747525103 513 9900 SH
SOLE 9900 0 0
QUANTUM CORP COM 747906105 1704 80200 SH
SOLE 80200 0 0
QUESTAR CORP COM 748356102 153 7900 SH
SOLE 7900 0 0
QUINTILES TRANSNATIONAL CORP COM 748767100 427 8000 SH
SOLE 8000 0 0
QUORUM HEALTH GROUP INC COM 749084109 91 7000 SH
SOLE 7000 0 0
R & B FALCON CORP COM 74912E101 87 11450 SH
SOLE 11450 0 0
RANGER OIL LTD COM 752805101 57 12900 SH
SOLE 12900 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 99 4700 SH
SOLE 4700 0 0
RAYONIER INC COM 754907103 124 2700 SH
SOLE 2700 0 0
READ-RITE CORP COM 755246105 28 1900 SH
SOLE 1900 0 0
REALNETWORKS INC COM 75605L104 32 900 SH
SOLE 900 0 0
REGAL BELOIT CORP COM 758750103 64 2800 SH
SOLE 2800 0 0
RELIASTAR FINL CORP COM 75952U103 429 9300 SH
SOLE 9300 0 0
REPUBLIC N Y CORP COM 760719104 296 6500 SH
SOLE 6500 0 0
REVLON INC CL A 761525500 150 9100 SH
SOLE 9100 0 0
REXALL SUNDOWN INC COM 761648104 3 200 SH
SOLE 200 0 0
REYNOLDS & REYNOLDS CO CL A 761695105 181 7900 SH
SOLE 7900 0 0
RIO HOTEL & CASINO INC COM 767147101 64 4000 SH
SOLE 4000 0 0
RITE AID CORP COM 767754104 684 13800 SH
SOLE 13800 0 0
RJR NABISCO HOLDINGS CORP COM NEW 74960K876 125 4200 SH
SOLE 4200 0 0
ROBERT HALF INTL INC COM 770323103 487 10900 SH
SOLE 10900 0 0
ROBERTS PHARMACEUTICAL CORP COM 770491108 22 1000 SH
SOLE 1000 0 0
ROLLINS INC COM 775711104 49 2800 SH
SOLE 2800 0 0
ROSS STORES INC COM 778296103 228 5800 SH
SOLE 5800 0 0
ROUSE CO COM 779273101 77 2800 SH
SOLE 2800 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 503 13600 SH
SOLE 13600 0 0
RPM INC OHIO COM 749685103 181 11300 SH
SOLE 11300 0 0
RSL COMMUNICATIONS LTD CL A G7702U102 295 10000 SH
SOLE 10000 0 0
RUDDICK CORP COM 781258108 110 4800 SH
SOLE 4800 0 0
RUSSELL CORP COM 782352108 12 600 SH
SOLE 600 0 0
RYLAND GROUP INC COM 783764103 185 6400 SH
SOLE 6400 0 0
SAFESKIN CORP COM 786454108 731 30300 SH
SOLE 30300 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>
SAFEWAY INC COM NEW 786514208 2340 38400 SH
SOLE 38400 0 0
SAKS INC COM 79377W108 587 18600 SH
SOLE 18600 0 0
SANMINA CORP COM 800907107 831 13300 SH
SOLE 13300 0 0
SARA LEE CORP COM 803111103 538 19100 SH
SOLE 19100 0 0
SBARRO INC COM 805844107 42 1600 SH
SOLE 1600 0 0
SBC COMMUNICATIONS INC COM 78387G103 4419 82400 SH
SOLE 82400 0 0
SCANA CORP COM 805898103 532 16500 SH
SOLE 16500 0 0
SCHERING PLOUGH CORP COM 806605101 5083 92000 SH
SOLE 92000 0 0
SCHLOTZSKYS INC COM 806832101 3 300 SH
SOLE 300 0 0
SCHOLASTIC CORP COM 807066105 129 2400 SH
SOLE 2400 0 0
SCHULMAN A INC COM 808194104 70 3100 SH
SOLE 3100 0 0
SCHWAB CHARLES CORP NEW COM 808513105 525 9350 SH
SOLE 9350 0 0
SCI SYS INC COM 783890106 820 14200 SH
SOLE 14200 0 0
SCIENTIFIC ATLANTA INC COM 808655104 132 5800 SH
SOLE 5800 0 0
SCIENTIFIC GAMES HLDGS CORP COM 808747109 19 1000 SH
SOLE 1000 0 0
SCRIPPS E W CO OHIO CL A 811054204 15 300 SH
SOLE 300 0 0
SEAGATE TECHNOLOGY COM 811804103 971 32100 SH
SOLE 32100 0 0
SEAGULL ENERGY CORP COM 812007102 41 6500 SH
SOLE 6500 0 0
SEALED AIR CORP NEW COM 81211K100 97 1900 SH
SOLE 1900 0 0
SECURE COMPUTING CORP COM 813705100 57 3000 SH
SOLE 3000 0 0
SEMITOOL INC COM 816909105 4 600 SH
SOLE 600 0 0
SEMPRA ENERGY COM 816851109 325 12800 SH
SOLE 12800 0 0
SENSORMATIC ELECTRS CORP COM 817265101 51 7400 SH
SOLE 7400 0 0
SEPRACOR INC COM 817315104 254 2900 SH
SOLE 2900 0 0
SEQUA CORPORATION CL A 817320104 54 900 SH
SOLE 900 0 0
SEQUENT COMPUTER SYS INC COM 817338106 296 24500 SH
SOLE 24500 0 0
SERVICE CORP INTL COM 817565104 221 5800 SH
SOLE 5800 0 0
SHAW INDS INC COM 820286102 373 15400 SH
SOLE 15400 0 0
SHELL TRANS & TRADING PLC NEW YRK SH NEW 822703609 9513 255800 SH
SOLE 255800 0 0
SHERWIN WILLIAMS CO COM 824348106 326 11100 SH
SOLE 11100 0 0
SHIVA CORP COM 824851109 1 100 SH
SOLE 100 0 0
SIGMA ALDRICH CORP COM 826552101 38 1300 SH
SOLE 1300 0 0
SILICON GRAPHICS INC COM 827056102 73 5700 SH
SOLE 5700 0 0
SILICON VY BANCSHARES COM 827064106 63 3700 SH
SOLE 3700 0 0
SILICON VY GROUP INC COM 827066101 85 6700 SH
SOLE 6700 0 0
SKYWEST INC COM 830879102 13 400 SH
SOLE 400 0 0
SLM HLDG CORP COM 78442A109 230 4800 SH
SOLE 4800 0 0
SMART MODULAR TECH INC COM 831690102 375 13500 SH
SOLE 13500 0 0
SMITH INTL INC COM 832110100 144 5700 SH
SOLE 5700 0 0
SMUCKER J M CO CL A 832696108 62 2500 SH
SOLE 2500 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>
SMURFIT-STONE CONTAINER CORP COM 832727101 271 17150 SH
SOLE 17150 0 0
SNYDER COMMUNICATIONS INC COM 832914105 219 6500 SH
SOLE 6500 0 0
SOLUTIA INC COM 834376105 43 1900 SH
SOLE 1900 0 0
SONAT INC COM 835415100 260 9600 SH
SOLE 9600 0 0
SONOCO PRODS CO COM 835495102 44 1500 SH
SOLE 1500 0 0
SOTHEBYS HLDGS INC CL A 835898107 483 15100 SH
SOLE 15100 0 0
SOUTHDOWN INC COM 841297104 793 13400 SH
SOLE 13400 0 0
SOUTHERN CO COM 842587107 892 30700 SH
SOLE 30700 0 0
SOUTHTRUST CORP COM 844730101 2863 77500 SH
SOLE 77500 0 0
SOUTHWEST AIRLS CO COM 844741108 476 21200 SH
SOLE 21200 0 0
SOVEREIGN BANCORP INC COM 845905108 289 20300 SH
SOLE 20300 0 0
SPDR TR UNIT SER 1 78462F103 2583 21000 SH
SOLE 21000 0 0
SPEEDFAM INTL INC COM 847706108 33 1900 SH
SOLE 1900 0 0
SPIEGEL INC CL A 848457107 155 27000 SH
SOLE 27000 0 0
SPRINGS INDS INC CL A 851783100 17 400 SH
SOLE 400 0 0
SPRINT CORP PCS COM SER 1 852061506 238 10300 SH
SOLE 10300 0 0
SPX CORP COM 784635104 188 2800 SH
SOLE 2800 0 0
SPYGLASS INC COM 852192103 20 900 SH
SOLE 900 0 0
ST JUDE MED INC COM 790849103 58 2100 SH
SOLE 2100 0 0
ST PAUL COS INC COM 792860108 59 1700 SH
SOLE 1700 0 0
STANDARD PAC CORP NEW COM 85375C101 24 1700 SH
SOLE 1700 0 0
STANDARD REGISTER CO COM 853887107 74 2400 SH
SOLE 2400 0 0
STANLEY WKS COM 854616109 147 5300 SH
SOLE 5300 0 0
STAPLES INC COM 855030102 1992 45600 SH
SOLE 45600 0 0
STAR TELECOMMUNICATIONS INC COM 854923109 98 8000 SH
SOLE 8000 0 0
STARBUCKS CORP COM 855244109 2531 45100 SH
SOLE 45100 0 0
STARWOOD HOTELS & RESORTS COMBND CTF NEW 855905204 109 4800 SH
SOLE 4800 0 0
STERIS CORP COM 859152100 199 7000 SH
SOLE 7000 0 0
STERLING COMM INC COM 859205106 423 9400 SH
SOLE 9400 0 0
STERLING SOFTWARE INC COM 859547101 189 7000 SH
SOLE 7000 0 0
STEWART & STEVENSON SVCS INC COM 860342104 28 2900 SH
SOLE 2900 0 0
STEWART ENTERPRISES INC CL A 860370105 223 10000 SH
SOLE 10000 0 0
STMICROELECTRONICS N V COM 861012102 3528 45200 SH
SOLE 45200 0 0
STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 1270 35700 SH
SOLE 35700 0 0
STRUCTURAL DYNAMICS RESH CORP COM 863555108 68 3400 SH
SOLE 3400 0 0
STRYKER CORP COM 863667101 396 7200 SH
SOLE 7200 0 0
SUIZA FOODS CORP COM 865077101 183 3600 SH
SOLE 3600 0 0
SUMMIT BANCORP COM 866005101 2481 56800 SH
SOLE 56800 0 0
SUN MICROSYSTEMS INC COM 866810104 5805 67800 SH
SOLE 67800 0 0
SUNAMERICA INC COM 866930100 454 5600 SH
SOLE 5600 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>
SUNBEAM CORP COM 867071102 1 200 SH
SOLE 200 0 0
SUNBURST HOSPITALITY CORP COM 866948102 24 5600 SH
SOLE 5600 0 0
SUNCOR ENERGY INC COM 867229106 30 1000 SH
SOLE 1000 0 0
SUNDSTRAND CORP COM 867323107 316 6100 SH
SOLE 6100 0 0
SUNGARD DATA SYS INC COM 867363103 460 11600 SH
SOLE 11600 0 0
SUNSTONE HOTEL INVS INC COM 867933103 82 8700 SH
SOLE 8700 0 0
SUNTRUST BKS INC COM 867914103 138 1800 SH
SOLE 1800 0 0
SUPERVALU INC COM 868536103 202 7200 SH
SOLE 7200 0 0
SWISHER INTL GROUP INC CL A 870809100 2 200 SH
SOLE 200 0 0
SYBASE INC COM 871130100 4 500 SH
SOLE 500 0 0
SYBRON INTL CORP COM 87114F106 280 10300 SH
SOLE 10300 0 0
SYMANTEC CORP COM 871503108 124 5700 SH
SOLE 5700 0 0
SYMBOL TECHNOLOGIES INC COM 871508107 384 6000 SH
SOLE 6000 0 0
SYNOVUS FINL CORP COM 87161C105 102 4200 SH
SOLE 4200 0 0
SYSCO CORP COM 871829107 143 5200 SH
SOLE 5200 0 0
TANDY CORP COM 875382103 297 7200 SH
SOLE 7200 0 0
TCA CABLE TV INC COM 872241104 211 5900 SH
SOLE 5900 0 0
TCF FINL CORP COM 872275102 201 8300 SH
SOLE 8300 0 0
TECH DATA CORP COM 878237106 149 3700 SH
SOLE 3700 0 0
TECO ENERGY INC COM 872375100 437 15500 SH
SOLE 15500 0 0
TECUMSEH PRODS CO CL A 878895200 89 1900 SH
SOLE 1900 0 0
TEKELEC COM 879101103 3 200 SH
SOLE 200 0 0
TEKTRONIX INC COM 879131100 138 4600 SH
SOLE 4600 0 0
TELE COMMUNICATIONS INC NEW COM LIB GRP A 87924V507 484 10500 SH
SOLE 10500 0 0
TELE COMMUNICATIONS INC NEW COM TCI GRP A 87924V101 4431 80100 SH
SOLE 80100 0 0
TELE COMMUNICATIONS INC NEW COM TCI VENT A 87924V887 179 7600 SH
SOLE 7600 0 0
TELEFLEX INC COM 879369106 146 3200 SH
SOLE 3200 0 0
TELEPHONE & DATA SYS INC COM 879433100 328 7300 SH
SOLE 7300 0 0
TEMPLE INLAND INC COM 879868107 1133 19100 SH
SOLE 19100 0 0
TENET HEALTHCARE CORP COM 88033G100 255 9700 SH
SOLE 9700 0 0
TERADYNE INC COM 880770102 3487 82300 SH
SOLE 82300 0 0
TEXACO INC COM 881694103 3929 74300 SH
SOLE 74300 0 0
TEXAS INSTRS INC COM 882508104 1070 12500 SH
SOLE 12500 0 0
TEXAS UTILS CO COM 882848104 359 7700 SH
SOLE 7700 0 0
THERMO ELECTRON CORP COM 883556102 230 13600 SH
SOLE 13600 0 0
TIMBERLAND CO CL A 887100105 159 3500 SH
SOLE 3500 0 0
TIME WARNER INC COM 887315109 1254 20200 SH
SOLE 20200 0 0
TJX COS INC NEW COM 872540109 232 8000 SH
SOLE 8000 0 0
TOLL BROTHERS INC COM 889478103 228 10100 SH
SOLE 10100 0 0
TORCHMARK CORP COM 891027104 187 5300 SH
SOLE 5300 0 0
<PAGE> PAGE 24
VALUE SHARES/ SH/
PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN
CALL DSCRETN MANAGERS SOLE SHARED NONE
<C>
<C>
TOSCO CORP COM NEW 891490302 23 900 SH
SOLE 900 0 0
TOTAL RENAL CARE HLDGS INC COM 89151A107 245 8300 SH
SOLE 8300 0 0
TRANS WORLD AIRLS INC COM PAR$.01NEW 893349837 143 29800 SH
SOLE 29800 0 0
TRANSAMERICA CORP COM 893485102 1813 15700 SH
SOLE 15700 0 0
TRANSOCEAN OFFSHORE INC COM 893817106 1354 50500 SH
SOLE 50500 0 0
TRICON GLOBAL RESTAURANTS COM 895953107 1769 35300 SH
SOLE 35300 0 0
TRIGON HEALTHCARE INC COM 89618L100 146 3900 SH
SOLE 3900 0 0
TRINITY INDS INC COM 896522109 35 900 SH
SOLE 900 0 0
TRUE NORTH COMMUNICATIONS INC COM 897844106 355 13200 SH
SOLE 13200 0 0
TRUMP HOTELS & CASINO RESORTS COM 898168109 48 12900 SH
SOLE 12900 0 0
TUBOSCOPE INC COM 898600101 17 2100 SH
SOLE 2100 0 0
TUPPERWARE CORP COM 899896104 122 7400 SH
SOLE 7400 0 0
TYCO INTL LTD NEW COM 902124106 3063 40600 SH
SOLE 40600 0 0
TYSON FOODS INC CL A 902494103 544 25600 SH
SOLE 25600 0 0
U S G CORP COM NEW 903293405 367 7200 SH
SOLE 7200 0 0
U S HOME CORP NEW COM 911920106 113 3400 SH
SOLE 3400 0 0
U S WEST INC NEW COM 91273H101 640 9900 SH
SOLE 9900 0 0
U S XPRESS ENTERPRISES INC CL A 90338N103 6 400 SH
SOLE 400 0 0
UAL CORP COM PAR $0.01 902549500 722 12100 SH
SOLE 12100 0 0
UCAR INTL INC COM 90262K109 82 4600 SH
SOLE 4600 0 0
ULTRAMAR DIAMOND SHAMROCK CORP COM 904000106 330 13600 SH
SOLE 13600 0 0
ULTRATECH STEPPER INC COM 904034105 182 11400 SH
SOLE 11400 0 0
UNIBANCO-UNIAO DE BANCOS BRASL GDR REP PFD UT 90458E107 51 3500 SH
SOLE 3500 0 0
UNICOM CORP COM 904911104 467 12100 SH
SOLE 12100 0 0
UNIFI INC COM 904677101 121 6200 SH
SOLE 6200 0 0
UNION CAMP CORP COM 905530101 108 1600 SH
SOLE 1600 0 0
UNION PAC RES GROUP INC COM 907834105 297 32800 SH
SOLE 32800 0 0
UNION PLANTERS CORP COM 908068109 1776 39200 SH
SOLE 39200 0 0
UNIONBANCAL CORP COM 908906100 133 3900 SH
SOLE 3900 0 0
UNISOURCE WORLDWIDE INC COM 909208100 52 7200 SH
SOLE 7200 0 0
UNISYS CORP COM 909214108 2073 60200 SH
SOLE 60200 0 0
UNITED ASSET MGMT CORP COM 909420101 86 3300 SH
SOLE 3300 0 0
UNITED ILLUM CO COM 910637107 46 900 SH
SOLE 900 0 0
UNITED STATES CELLULAR CORP COM 911684108 114 3000 SH
SOLE 3000 0 0
UNITED STATES FILTER CORP NEW COM NEW 911843209 403 17600 SH
SOLE 17600 0 0
UNITED WTR RES INC COM 913190104 24 1000 SH
SOLE 1000 0 0
UNITRODE CORP COM 913283107 100 5700 SH
SOLE 5700 0 0
UNIVERSAL CORP VA COM 913456109 91 2600 SH
SOLE 2600 0 0
UNIVERSAL FOODS CORP COM 913538104 47 1700 SH
SOLE 1700 0 0
UNOCAL CORP COM 915289102 908 31100 SH
SOLE 31100 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>
UNUM CORP COM 903192102 607 10400 SH
SOLE 10400 0 0
URBAN OUTFITTERS INC COM 917047102 62 3700 SH
SOLE 3700 0 0
US BANCORP DEL COM 902973106 1459 41100 SH
SOLE 41100 0 0
USA NETWORKS INC COM 902984103 13 400 SH
SOLE 400 0 0
USEC INC COM 90333E108 42 3000 SH
SOLE 3000 0 0
UST CORP COM 902900109 759 32200 SH
SOLE 32200 0 0
USX MARATHON GROUP COM NEW 902905827 937 31100 SH
SOLE 31100 0 0
UTI ENERGY CORP COM 903387108 94 13000 SH
SOLE 13000 0 0
UTILICORP UTD INC COM 918005109 213 5800 SH
SOLE 5800 0 0
V F CORP COM 918204108 38 800 SH
SOLE 800 0 0
VANGUARD CELLULAR SYS INC CL A 922022108 106 4100 SH
SOLE 4100 0 0
VARCO INTL INC COM 922126107 28 3600 SH
SOLE 3600 0 0
VARIAN ASSOC INC COM 922204102 129 3400 SH
SOLE 3400 0 0
VERISIGN INC COM 92343E102 24 400 SH
SOLE 400 0 0
VESTA INS GROUP INC COM 925391104 60 10000 SH
SOLE 10000 0 0
VIACOM INC CL B 925524308 799 10800 SH
SOLE 10800 0 0
VIAD CORP COM 92552R109 310 10200 SH
SOLE 10200 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 100 6900 SH
SOLE 6900 0 0
VITESSE SEMICONDUCTOR CORP COM 928497106 46 1000 SH
SOLE 1000 0 0
VLASIC FOODS INTL INC COM 928559103 81 3400 SH
SOLE 3400 0 0
VLSI TECHNOLOGY INC COM 918270109 155 14200 SH
SOLE 14200 0 0
VULCAN MATLS CO COM 929160109 618 4700 SH
SOLE 4700 0 0
WAL MART STORES INC COM 931142103 11051 135700 SH
SOLE 135700 0 0
WALGREEN CO COM 931422109 1728 29500 SH
SOLE 29500 0 0
WALLACE COMPUTER SERVICES INC COM 932270101 116 4400 SH
SOLE 4400 0 0
WALTER INDS INC COM 93317Q105 78 5100 SH
SOLE 5100 0 0
WARNACO GROUP INC CL A 934390105 146 5800 SH
SOLE 5800 0 0
WARNER LAMBERT CO COM 934488107 7338 97600 SH
SOLE 97600 0 0
WASHINGTON GAS LT CO COM 938837101 27 1000 SH
SOLE 1000 0 0
WASHINGTON MUT INC COM 939322103 351 9200 SH
SOLE 9200 0 0
WASHINGTON POST CO CL B 939640108 173 300 SH
SOLE 300 0 0
WASTE INDUSTRIES INC COM 941058109 28 1600 SH
SOLE 1600 0 0
WASTE MGMT INC DEL COM 94106L109 373 8000 SH
SOLE 8000 0 0
WATSON PHARMACEUTICALS INC COM 942683103 761 12100 SH
SOLE 12100 0 0
WATTS INDS INC CL A 942749102 38 2300 SH
SOLE 2300 0 0
WEATHERFORD INTL INC COM 947074100 283 14600 SH
SOLE 14600 0 0
WEBB DEL CORP COM 947423109 168 6100 SH
SOLE 6100 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 31 700 SH
SOLE 700 0 0
WELLMAN INC COM 949702104 196 19200 SH
SOLE 19200 0 0
WENDYS INTL INC COM 950590109 1067 48900 SH
SOLE 48900 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>
WESTERN DIGITAL CORP COM 958102105 1814 120400 SH
SOLE 120400 0 0
WESTERN GAS RES INC COM 958259103 75 13000 SH
SOLE 13000 0 0
WESTERN RES INC COM 959425109 67 2000 SH
SOLE 2000 0 0
WESTPOINT STEVENS INC COM 961238102 183 5800 SH
SOLE 5800 0 0
WESTVACO CORP COM 961548104 523 19500 SH
SOLE 19500 0 0
WEYERHAEUSER CO COM 962166104 661 13000 SH
SOLE 13000 0 0
WHIRLPOOL CORP COM 963320106 465 8400 SH
SOLE 8400 0 0
WHITMAN CORP COM 96647K102 249 9800 SH
SOLE 9800 0 0
WHITTMAN-HART INC COM 966834103 262 9500 SH
SOLE 9500 0 0
WILEY JOHN & SONS INC CL A 968223206 821 17000 SH
SOLE 17000 0 0
WILLAMETTE INDS INC COM 969133107 918 27400 SH
SOLE 27400 0 0
WILLIAMS COS INC DEL COM 969457100 44 1400 SH
SOLE 1400 0 0
WILLIAMS SONOMA INC COM 969904101 282 7000 SH
SOLE 7000 0 0
WILMINGTON TRUST CORP COM 971807102 210 3400 SH
SOLE 3400 0 0
WINN DIXIE STORES INC COM 974280109 1544 34400 SH
SOLE 34400 0 0
WINSTON HOTELS INC COM 97563A102 2 200 SH
SOLE 200 0 0
WISCONSIN CENT TRANSN CORP COM 976592105 22 1300 SH
SOLE 1300 0 0
WISCONSIN ENERGY CORP COM 976657106 478 15200 SH
SOLE 15200 0 0
WOLVERINE WORLD WIDE INC COM 978097103 13 1000 SH
SOLE 1000 0 0
WORLD COLOR PRESS INC DEL COM 981443104 79 2600 SH
SOLE 2600 0 0
WORTHINGTON INDS INC COM 981811102 28 2200 SH
SOLE 2200 0 0
XEROX CORP COM 984121103 6266 53100 SH
SOLE 53100 0 0
XILINX INC COM 983919101 5282 81100 SH
SOLE 81100 0 0
YAHOO INC COM 984332106 9050 38500 SH
SOLE 38500 0 0
YELLOW CORP COM 985509108 258 13500 SH
SOLE 13500 0 0
YORK INTL CORP NEW COM 986670107 212 5200 SH
SOLE 5200 0 0
YOUNG & RUBICAM INC COM 987425105 333 10300 SH
SOLE 10300 0 0
ZIONS BANCORPORATION COM 989701107 499 8000 SH
SOLE 8000 0 0
</TABLE>
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