FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 30, 1999
Check here if Amendment: [ ] Amendment Number:
This Amendment (Check only one.):
[ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Aid Association for Lutherans
Address: 4321 N. Ballard Rd., Appleton, WI 54919
Form 13F File Number: 28-545
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: James H. Abitz
Title: Senior Vice President of Investments
Phone: 920-734-5721
Signature, Place, and Date of Signing:
/s/ James Abitz
- -------------------------------------------------------------
Signature
Appleton, Wisconsin
- -------------------------------------------------------------
City, State
October 27, 1999
- -------------------------------------------------------------
Date
Report Type (Check only one.):
[ X ] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager: [If there are no entries in
this list, omit this section.]
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: None
Form 13F Information Table Entry Total: 1,172
Form 13F Information Table Value Total: $2,274,560
<TABLE>
<CAPTION>
AID ASSOCIATION FOR LUTHERANS
Form 13F Information Table
Name of Title Value Shrs or Investment Other Voting Authority
issuer of Class CUSIP (x$1000) prn amt SH/PRN Put/Call Discretion managers Sole Shared None
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
3COM CORPORATION COMMON STK 885535104 1,081 37,600 SH SOLE 37,600
A.T. CROSS COMPANY COMMON STK 227478104 40 9,600 SH SOLE 9,600
AAR CORPORATION COMMON STK 000361105 286 15,900 SH SOLE 15,900
ABBOTT LABORATORIES COMMON STK 002824100 5,851 159,200 SH SOLE 159,200
ABM INDUSTRIES COMMON STK 000957100 325 12,800 SH SOLE 12,800
ACTION PERFORMANCE COMMON STK 004933107 206 9,800 SH SOLE 9,800
ACXIOM CORPORATION COMMON STK 005125109 3,495 177,800 SH SOLE 177,800
ADAC LABORATORIES COMMON STK 005313200 117 11,900 SH SOLE 11,900
ADAPTIVE BROADBAND COMMON STK 00650M104 288 8,600 SH SOLE 8,600
ADC TELECOMMUNICATIO COMMON STK 000886101 4,735 112,900 SH SOLE 112,900
ADOBE SYSTEMS, INC. COMMON STK 00724F101 738 6,500 SH SOLE 6,500
ADOLPH COORS COMPANY COMMON STK 217016104 211 3,900 SH SOLE 3,900
ADVANCED FIBRE COMMU COMMON STK 00754A105 1,573 70,700 SH SOLE 70,700
ADVANCED MICRO COMMON STK 007903107 263 15,300 SH SOLE 15,300
ADVANCED TISSUE COMMON STK 00755F103 94 30,400 SH SOLE 30,400
ADVO, INC. COMMON STK 007585102 243 12,200 SH SOLE 12,200
AES CORPORATION COMMON STK 00130H105 1,186 20,100 SH SOLE 20,100
AETNA LIFE & COMMON STK 008117103 732 14,863 SH SOLE 14,863
AFLAC, INC. COMMON STK 001055102 1,168 27,900 SH SOLE 27,900
AGRIBRANDS COMMON STK 00849R105 303 6,100 SH SOLE 6,100
AIR EXPRESS COMMON STK 009104100 440 19,400 SH SOLE 19,400
AIR PRODUCTS & COMMON STK 009158106 698 24,000 SH SOLE 24,000
ALBERTO-CULVER COMMON STK 013068101 134 5,800 SH SOLE 5,800
ALBERTSON'S, INC. COMMON STK 013104104 1,741 43,999 SH SOLE 43,999
ALCAN ALUMINIUM, COMMON STK 013716105 738 23,600 SH SOLE 23,600
ALCOA INC. COMMON STK 013817101 2,402 38,700 SH SOLE 38,700
ALLEGHENY TELEDYNE COMMON STK 017415100 338 20,001 SH SOLE 20,001
ALLEN GROUP, INC COMMON STK 018091108 156 16,000 SH SOLE 16,000
ALLERGAN, INC. COMMON STK 018490102 770 7,000 SH SOLE 7,000
ALLIANCE PHARMACEU- COMMON STK 018773101 128 25,200 SH SOLE 25,200
ALLIANT TECHSYSTEMS COMMON STK 018804104 416 6,000 SH SOLE 6,000
ALLIED WASTE COMMON STK 019589308 229 19,600 SH SOLE 19,600
ALLIEDSIGNAL, INC., COMMON STK 019512102 8,152 136,000 SH SOLE 136,000
ALLSTATE CORPORATION COMMON STK 020002101 2,097 84,078 SH SOLE 84,078
ALLTEL CORP COMMON STK 020039103 9,353 132,900 SH SOLE 132,900
ALPHA INDUSTRIES, COMMON STK 020753109 637 11,300 SH SOLE 11,300
ALPHARMA INC-CL A COMMON STK 020813101 1,398 39,600 SH SOLE 39,600
ALZA CORPORATION COMMON STK 022615108 450 10,500 SH SOLE 10,500
AMCAST INDL CORP COMMON STK 023395106 69 5,200 SH SOLE 5,200
AMCOL INTL CORP COMMON STK 02341W103 229 15,500 SH SOLE 15,500
AMERADA HESS COMMON STK 023551104 582 9,500 SH SOLE 9,500
AMEREN CORPORATION COMMON STK 023608102 541 14,300 SH SOLE 14,300
AMERICAN ELECTRIC COMMON STK 025537101 689 20,200 SH SOLE 20,200
AMERICAN EXPRESS COMMON STK 025816109 6,354 47,200 SH SOLE 47,200
AMERICAN FREIGHTWAYS COMMON STK 02629V108 336 18,500 SH SOLE 18,500
AMERICAN GENERAL COMMON STK 026351106 1,660 26,270 SH SOLE 26,270
AMERICAN GREETINGS COMMON STK 026375105 180 7,000 SH SOLE 7,000
AMERICAN HOME COMMON STK 026609107 5,686 137,000 SH SOLE 137,000
AMERICAN INT'L COMMON STK 026874107 17,045 196,064 SH SOLE 196,064
AMERICAN MANAGEMENT COMMON STK 027352103 1,609 62,700 SH SOLE 62,700
AMERICAN ONLINE, INC COMMON STK 02364J104 11,918 114,600 SH SOLE 114,600
AMERICREDIT CORP. COMMON STK 03060R101 623 41,700 SH SOLE 41,700
AMERISOURCE HEALTH COMMON STK 03071P102 1,793 75,700 SH SOLE 75,700
AMERITECH CORPORATIO COMMON STK 030954101 19,347 287,960 SH SOLE 287,960
AMES DEPT STORES INC COMMON STK 030789507 1,039 32,600 SH SOLE 32,600
AMGEN, INC. COMMON STK 031162100 4,368 53,600 SH SOLE 53,600
AMKOR TECHNOLOGY, COMMON STK 031652100 1,477 91,600 SH SOLE 91,600
AMR CORPORATION COMMON STK 001765106 872 16,000 SH SOLE 16,000
AMRESCO INC. COMMON STK 031909104 85 28,300 SH SOLE 28,300
AMSOUTH BANCORP COMMON STK 032165102 432 18,450 SH SOLE 18,450
ANADARKO PETROLEUM COMMON STK 032511107 394 12,900 SH SOLE 12,900
ANALOGIC COMMON STK 032657207 234 7,400 SH SOLE 7,400
ANALYSTS INTL CORP COMMON STK 032681108 135 13,000 SH SOLE 13,000
ANCHOR BANCORP COMMON STK 032839102 239 14,700 SH SOLE 14,700
ANCHOR GAMING COMMON STK 033037102 411 6,900 SH SOLE 6,900
ANDREW CORPORATION COMMON STK 034425108 147 8,475 SH SOLE 8,475
ANGELICA CORPORATION COMMON STK 034663104 58 5,000 SH SOLE 5,000
ANHEUSER-BUSCH COMMON STK 035229103 3,475 49,600 SH SOLE 49,600
ANICOM, INC COMMON STK 035250109 249 46,900 SH SOLE 46,900
ANIXTER INTL INC COMMON STK 035290105 484 20,800 SH SOLE 20,800
ANNTAYLOR STORES COR COMMON STK 036115103 1,034 25,300 SH SOLE 25,300
ANNUITY AND LIFE RE COMMON STK G03910109 1,346 54,100 SH SOLE 54,100
AON CORPORATION COMMON STK 037389103 792 26,775 SH SOLE 26,775
APACHE CORPORATION COMMON STK 037411105 5,429 125,700 SH SOLE 125,700
APEX, INC. COMMON STK 037548104 222 11,900 SH SOLE 11,900
APOGEE ENTERPRISES COMMON STK 037598109 113 16,100 SH SOLE 16,100
APPLE COMPUTER, INC. COMMON STK 037833100 1,064 16,800 SH SOLE 16,800
APPLEBEES INTL INC COMMON STK 037899101 1,819 54,000 SH SOLE 54,000
APPLIED INDL TECHNOL COMMON STK 03820C105 221 12,300 SH SOLE 12,300
APPLIED MATERIALS IN COMMON STK 038222105 7,258 93,200 SH SOLE 93,200
APPLIED PWR INC COMMON STK 038225108 1,321 43,495 SH SOLE 43,495
APTARGROUP INC COMMON STK 038336103 564 21,100 SH SOLE 21,100
AQUARION CO COMMON STK 03838W101 239 6,650 SH SOLE 6,650
ARCHER-DANIELS- COMMON STK 039483102 787 64,553 SH SOLE 64,553
ARCTIC CAT INC COMMON STK 039670104 142 14,900 SH SOLE 14,900
ARKANSAS BEST CORP COMMON STK 040790107 141 11,400 SH SOLE 11,400
ARMSTRONG WORLD COMMON STK 042476101 184 4,100 SH SOLE 4,100
ARTESYN TECHNOLOGIES COMMON STK 043127109 1,514 79,800 SH SOLE 79,800
ASARCO, INC. COMMON STK 043413103 110 4,100 SH SOLE 4,100
ASHLAND OIL, INC. COMMON STK 044204105 256 7,600 SH SOLE 7,600
ASHWORTH INC COMMON STK 04516H101 38 8,100 SH SOLE 8,100
ASPECT TELECOM. COMMON STK 045237104 467 27,500 SH SOLE 27,500
ASPEN TECHNOLOGY, COMMON STK 045327103 140 14,400 SH SOLE 14,400
ASSOCIATED BANC-CORP COMMON STK 045487105 1,647 45,500 SH SOLE 45,500
ASSOCIATES FIRST COMMON STK 046008108 2,743 76,190 SH SOLE 76,190
ASTEC INDS INC COMMON STK 046224101 265 11,000 SH SOLE 11,000
AT&T CORPORATION COMMON STK 001957109 21,609 496,759 SH SOLE 496,759
ATLANTIC COAST AIR COMMON STK 048396105 925 52,100 SH SOLE 52,100
ATLANTIC RICHFIELD COMMON STK 048825103 2,987 33,700 SH SOLE 33,700
ATMOS ENERGY CORPORA COMMON STK 049560105 1,086 45,000 SH SOLE 45,000
AUSPEX SYS INC COMMON STK 052116100 135 15,200 SH SOLE 15,200
AUTHENTIC FITNESS CO COMMON STK 052661105 234 13,300 SH SOLE 13,300
AUTODESK, INC. COMMON STK 052769106 133 6,100 SH SOLE 6,100
AUTOMATIC DATA PROCE COMMON STK 053015103 8,385 187,900 SH SOLE 187,900
AUTOZONE, INC. COMMON STK 053332102 438 15,600 SH SOLE 15,600
AVERY DENNISON CORPO COMMON STK 053611109 5,892 111,700 SH SOLE 111,700
AVIATION SALES CO. COMMON STK 053672101 165 8,700 SH SOLE 8,700
AVID TECHNOLOGY INC. COMMON STK 05367P100 180 13,700 SH SOLE 13,700
AVON PRODUCTS, INC. COMMON STK 054303102 3,863 155,700 SH SOLE 155,700
AZTAR CORPORATION COMMON STK 054802103 264 25,800 SH SOLE 25,800
B.F. GOODRICH COMMON STK 382388106 331 11,400 SH SOLE 11,400
BAKER HUGHES, INC. COMMON STK 057224107 995 34,320 SH SOLE 34,320
BAKER J INC COMMON STK 057232100 64 8,100 SH SOLE 8,100
BALDOR ELECTRIC COMMON STK 057741100 396 20,900 SH SOLE 20,900
BALL CORPORATION COMMON STK 058498106 141 3,200 SH SOLE 3,200
BANGOR HYDRO ELEC CO COMMON STK 060077104 69 4,200 SH SOLE 4,200
BANK OF NEW YORK COMMON STK 064057102 2,632 78,700 SH SOLE 78,700
BANK ONE CORPORATION COMMON STK 06423A103 4,292 123,285 SH SOLE 123,285
BANK UNITED CORP. COMMON STK 065412108 955 29,500 SH SOLE 29,500
BANKAMERICA CORPORAT COMMON STK 060505104 28,790 516,995 SH SOLE 516,995
BANKBOSTON COMMON STK 06605R106 1,332 30,700 SH SOLE 30,700
BANKNORTH GROUP, INC COMMON STK 06646L100 403 13,500 SH SOLE 13,500
BARD (C.R.), INC. COMMON STK 067383109 249 5,300 SH SOLE 5,300
BARNES GROUP INC COMMON STK 067806109 229 11,400 SH SOLE 11,400
BARR LABORATORIES, COMMON STK 068306109 422 13,300 SH SOLE 13,300
BARRETT RESOURCES COMMON STK 068480201 698 18,900 SH SOLE 18,900
BARRICK GOLD COMMON STK 067901108 885 40,700 SH SOLE 40,700
BASSETT FURNITURE COMMON STK 070203104 137 7,200 SH SOLE 7,200
BAUSCH & LOMB, INC. COMMON STK 071707103 3,277 49,700 SH SOLE 49,700
BAXTER INTERNATIONAL COMMON STK 071813109 15,713 260,800 SH SOLE 260,800
BB&T CORPORATION COMMON STK 054937107 7,297 225,400 SH SOLE 225,400
BE AEROSPACE, INC. COMMON STK 073302101 734 61,500 SH SOLE 61,500
BEA SYSTEMS, INC. COMMON STK 073325102 2,302 65,200 SH SOLE 65,200
BECTON, DICKINSON COMMON STK 075887109 732 26,100 SH SOLE 26,100
BELDEN INC COMMON STK 077459105 289 14,100 SH SOLE 14,100
BELL ATLANTIC CORPOR COMMON STK 077853109 24,041 357,162 SH SOLE 357,162
BELLSOUTH CORPORATIO COMMON STK 079860102 14,117 313,700 SH SOLE 313,700
BEMIS COMPANY, INC. COMMON STK 081437105 186 5,500 SH SOLE 5,500
BENCHMARK ELECTRS IN COMMON STK 08160H101 2,027 57,400 SH SOLE 57,400
BENTON OIL & GAS COMMON STK 083288100 46 17,100 SH SOLE 17,100
BEST BUY COMPANY COMMON STK 086516101 1,328 21,400 SH SOLE 21,400
BESTFOODS COMMON STK 08658U101 1,416 29,200 SH SOLE 29,200
BETHLEHEM STEEL COMMON STK 087509105 100 13,600 SH SOLE 13,600
BILLING CONCEPTS COMMON STK 090063108 108 21,600 SH SOLE 21,600
BINDLEY WESTERN COMMON STK 090324104 279 19,500 SH SOLE 19,500
BIO TECHNOLOGY GEN COMMON STK 090578104 292 30,400 SH SOLE 30,400
BIOMATRIX, INC. COMMON STK 09060P102 525 23,400 SH SOLE 23,400
BIOMET, INC. COMMON STK 090613100 2,450 93,100 SH SOLE 93,100
BIRMINGHAM STEEL COMMON STK 091250100 131 17,200 SH SOLE 17,200
BISYS GROUP, INC. COMMON STK 055472104 1,633 34,805 SH SOLE 34,805
BLACK & DECKER COMMON STK 091797100 416 9,100 SH SOLE 9,100
BLACK BOX CORP. COMMON STK 091826107 541 10,300 SH SOLE 10,300
BLOCK (H.R.), INC. COMMON STK 093671105 439 10,100 SH SOLE 10,100
BLOUNT INTERNATIONAL COMMON STK 095180105 0 1 SH SOLE 1
BMC INDS INC MINN COMMON STK 055607105 195 15,800 SH SOLE 15,800
BMC SOFTWARE, INC. COMMON STK 055921100 1,775 24,800 SH SOLE 24,800
BOEING COMPANY COMMON STK 097023105 4,326 101,488 SH SOLE 101,488
BOISE CASCADE COMMON STK 097383103 215 5,900 SH SOLE 5,900
BOMBAY COMPANY, INC. COMMON STK 097924104 806 159,200 SH SOLE 159,200
BOOKS-A-MILLION INC COMMON STK 098570104 85 10,400 SH SOLE 10,400
BOSTON SCIENTIFIC COMMON STK 101137107 1,037 42,000 SH SOLE 42,000
BOWNE & CO INC COMMON STK 103043105 258 21,400 SH SOLE 21,400
BRADY CORPORATION COMMON STK 104674106 419 13,100 SH SOLE 13,100
BRIGGS & STRATTON COMMON STK 109043109 146 2,500 SH SOLE 2,500
BRIGHTPOINT INC COMMON STK 109473108 225 30,900 SH SOLE 30,900
BRISTOL-MYERS SQUIBB COMMON STK 110122108 35,147 520,700 SH SOLE 520,700
BROWN SHOE COMPANY, COMMON STK 115736100 192 10,500 SH SOLE 10,500
BROWN-FOREMAN COMMON STK 115637209 449 7,200 SH SOLE 7,200
BRUNSWICK COMMON STK 117043109 239 9,600 SH SOLE 9,600
BRUSH WELLMAN, COMMON STK 117421107 138 9,400 SH SOLE 9,400
BUCKEYE TECHNOLOGIES COMMON STK 118255108 322 20,500 SH SOLE 20,500
BUILDING MATLS HLDG COMMON STK 120113105 73 7,300 SH SOLE 7,300
BURLINGTON COMMON STK 122014103 680 18,502 SH SOLE 18,502
BURLINGTON NORTHERN, COMMON STK 12189T104 1,344 48,884 SH SOLE 48,884
BURR-BROWN CORP COMMON STK 122574106 2,092 52,950 SH SOLE 52,950
BUTLER MFG CO DEL COMMON STK 123655102 108 4,100 SH SOLE 4,100
C D I CORP COMMON STK 125071100 300 11,000 SH SOLE 11,000
C&D TECHNOLOGIES, COMMON STK 124661109 272 7,500 SH SOLE 7,500
C-COR.NET CORPORATIO COMMON STK 125010108 462 15,200 SH SOLE 15,200
C-CUBE MICROSYSTEMS COMMON STK 125015107 1,009 23,200 SH SOLE 23,200
CABLE DESING TECHNOL COMMON STK 126924109 372 16,300 SH SOLE 16,300
CABLETRON SYSTEMS COMMON STK 126920107 282 18,000 SH SOLE 18,000
CABOT OIL & GAS CORP COMMON STK 127097103 247 14,300 SH SOLE 14,300
CAMBREX CORP COMMON STK 132011107 1,171 44,300 SH SOLE 44,300
CAMPBELL SOUP COMMON STK 134429109 1,780 45,500 SH SOLE 45,500
CANANDAIGUA BRANDS, COMMON STK 137219200 627 10,500 SH SOLE 10,500
CAPITAL ONE COMMON STK 14040H105 803 20,600 SH SOLE 20,600
CAPITAL RE CORP COMMON STK 140432105 211 21,100 SH SOLE 21,100
CARAUSTAR INDS INC COMMON STK 140909102 370 14,500 SH SOLE 14,500
CARDINAL HEALTH INC. COMMON STK 14149Y108 9,821 180,200 SH SOLE 180,200
CARMIKE CINEMAS INC COMMON STK 143436103 87 6,600 SH SOLE 6,600
CARNIVAL CORPORATION COMMON STK 143658102 12,015 276,200 SH SOLE 276,200
CAROLINA FIRST COMMON STK 143877108 293 14,800 SH SOLE 14,800
CAROLINA POWER & COMMON STK 144141108 587 16,600 SH SOLE 16,600
CASCADE NATURAL GAS COMMON STK 147339105 842 47,100 SH SOLE 47,100
CASE CORPORATION COMMON STK 14743R103 394 7,900 SH SOLE 7,900
CASELLA WASTE SYSTEM COMMON STK 147448104 769 46,100 SH SOLE 46,100
CASEYS GEN STORES COMMON STK 147528103 409 30,500 SH SOLE 30,500
CASH AMER INVTS INC COMMON STK 14754D100 140 14,800 SH SOLE 14,800
CASTLE A M & CO COMMON STK 148411101 102 8,100 SH SOLE 8,100
CATALINA MARKETING C COMMON STK 148867104 1,832 21,600 SH SOLE 21,600
CATERPILLAR, INC. COMMON STK 149123101 2,045 37,300 SH SOLE 37,300
CATO CORPORATION COMMON STK 149205106 216 15,300 SH SOLE 15,300
CBS CORPORATION COMMON STK 12490K107 8,926 193,000 SH SOLE 193,000
CEC ENTERTAINMENT IN COMMON STK 125137109 1,401 39,050 SH SOLE 39,050
CENDANT CORPORATION COMMON STK 151313103 1,333 75,120 SH SOLE 75,120
CENTEX CORPORATION COMMON STK 152312104 180 6,100 SH SOLE 6,100
CENTIGRAM COMMUNICAT COMMON STK 152317103 37 3,400 SH SOLE 3,400
CENTRAL & SOUTHWEST COMMON STK 152357109 469 22,200 SH SOLE 22,200
CENTRAL HUDSON GAS & COMMON STK 153609102 386 9,800 SH SOLE 9,800
CENTRAL PKG CORP COMMON STK 154785109 623 21,300 SH SOLE 21,300
CENTRAL VT PUB SVC COMMON STK 155771108 87 6,600 SH SOLE 6,600
CENTURA BKS INC COMMON STK 15640T100 1,328 32,100 SH SOLE 32,100
CENTURYTEL, INC. COMMON STK 156700106 591 14,550 SH SOLE 14,550
CEPHALON, INC. COMMON STK 156708109 320 17,800 SH SOLE 17,800
CERIDIAN CORPORATION COMMON STK 15677T106 2,080 83,600 SH SOLE 83,600
CERNER CORP COMMON STK 156782104 297 19,500 SH SOLE 19,500
CHAMPION COMMON STK 158525105 519 10,100 SH SOLE 10,100
CHAMPION ENERPRISES COMMON STK 158496109 252 28,000 SH SOLE 28,000
CHARLES SCHWAB COMMON STK 808513105 2,880 85,500 SH SOLE 85,500
CHASE MANHATTAN CORP COMMON STK 16161A108 13,936 184,892 SH SOLE 184,892
CHECK POINT SOFTWARE COMMON STK M22465104 946 11,200 SH SOLE 11,200
CHECKPOINT SYS INC COMMON STK 162825109 162 17,400 SH SOLE 17,400
CHEESECAKE FACTORY I COMMON STK 163072101 323 11,650 SH SOLE 11,650
CHEMED CORPORATION COMMON STK 163596109 185 6,100 SH SOLE 6,100
CHEMFIRST INC COMMON STK 16361A106 287 10,500 SH SOLE 10,500
CHEVRON CORPORATION COMMON STK 166751107 6,097 68,700 SH SOLE 68,700
CHIQUITA BRANDS COMMON STK 170032106 226 38,100 SH SOLE 38,100
CHIRON CORP DEBENTURE 170040AB5 4,736 4,500,000 PRN SOLE
CHITTENDEN COMMON STK 170228100 465 16,300 SH SOLE 16,300
CHOICEPOINT INC. COMMON STK 170388102 579 8,600 SH SOLE 8,600
CHUBB CORPORATION COMMON STK 171232101 917 18,400 SH SOLE 18,400
CIBER INC COMMON STK 17163B102 1,181 77,100 SH SOLE 77,100
CIGNA CORPORATION COMMON STK 125509109 1,648 21,200 SH SOLE 21,200
CILCORP,INC. COMMON STK 171794100 512 7,900 SH SOLE 7,900
CINCINNATI FINANCIAL COMMON STK 172062101 646 17,200 SH SOLE 17,200
CINERGY CORPORATION COMMON STK 172474108 467 16,500 SH SOLE 16,500
CIRCUIT CITY COMMON STK 172737108 882 20,900 SH SOLE 20,900
CISCO SYSTEMS, INC. COMMON STK 17275R102 38,289 558,450 SH SOLE 558,450
CITIGROUP, INC. COMMON STK 172967101 28,221 641,384 SH SOLE 641,384
CKE RESTAURANTS INC COMMON STK 12561E105 219 30,170 SH SOLE 30,170
CLARCOR,INC. COMMON STK 179895107 232 13,800 SH SOLE 13,800
CLARIFY, INC. COMMON STK 180492100 679 13,500 SH SOLE 13,500
CLEAR CHANNEL COMMON STK 184502102 2,796 35,000 SH SOLE 35,000
CLOROX COMPANY COMMON STK 189054109 941 24,600 SH SOLE 24,600
CMS ENERGY CORP COMMON STK 125896100 414 12,200 SH SOLE 12,200
COACHMEN INDUSTRIES, COMMON STK 189873102 148 9,600 SH SOLE 9,600
COASTAL CORPORATION COMMON STK 190441105 913 22,300 SH SOLE 22,300
COCA COLA BOTTLNG CO COMMON STK 191098102 286 5,100 SH SOLE 5,100
COCA-COLA COMMON STK 191219104 1,002 44,400 SH SOLE 44,400
COCA-COLA COMPANY, COMMON STK 191216100 17,399 362,000 SH SOLE 362,000
COEUR D ALENE MINES COMMON STK 192108108 60 12,700 SH SOLE 12,700
COGNEX CORPORATION COMMON STK 192422103 718 23,800 SH SOLE 23,800
COHERENT INC COMMON STK 192479103 310 13,900 SH SOLE 13,900
COLGATE-PALMOLIVE COMMON STK 194162103 6,190 135,300 SH SOLE 135,300
COLUMBIA ENERGY COMMON STK 197648108 471 8,500 SH SOLE 8,500
COLUMBIA/HCA COMMON STK 197677107 1,255 59,250 SH SOLE 59,250
COMCAST CORPORATION COMMON STK 200300200 15,388 385,900 SH SOLE 385,900
COMERICA, INC. COMMON STK 200340107 823 16,250 SH SOLE 16,250
COMMERCE BANCORP COMMON STK 200519106 671 16,176 SH SOLE 16,176
COMMERCIAL METALS CO COMMON STK 201723103 242 8,400 SH SOLE 8,400
COMMERICAL FEDERAL C COMMON STK 201647104 1,209 61,600 SH SOLE 61,600
COMMONWEALTH INDS IN COMMON STK 203004106 124 9,200 SH SOLE 9,200
COMMSCOPE, INC. COMMON STK 203372107 1,648 50,700 SH SOLE 50,700
COMMUNITY FIRST BANK COMMON STK 203902101 930 55,100 SH SOLE 55,100
COMPAQ COMPUTERS,INC COMMON STK 204493100 4,080 177,893 SH SOLE 177,893
COMPUTER ASSOCIATES COMMON STK 204912109 3,448 56,287 SH SOLE 56,287
COMPUTER NETWORKING COMMON STK 204925101 403 43,300 SH SOLE 43,300
COMPUTER SCIENCES COMMON STK 205363104 14,400 204,800 SH SOLE 204,800
COMPUTER TASK GROUP COMMON STK 205477102 178 12,100 SH SOLE 12,100
COMPUWARE CORP. COMMON STK 205638109 990 38,000 SH SOLE 38,000
CONAGRA, INC. COMMON STK 205887102 1,153 51,100 SH SOLE 51,100
CONE MILLS COMMON STK 206814105 72 14,700 SH SOLE 14,700
CONNECTICUT ENERGY COMMON STK 207567108 236 6,100 SH SOLE 6,100
CONOCO, INC. COMMON STK 208251405 3,240 118,348 SH SOLE 118,348
CONSECO INC. COMMON STK 208464107 2,785 144,214 SH SOLE 144,214
CONSOLIDATED COMMON STK 209341106 388 9,200 SH SOLE 9,200
CONSOLIDATED EDISON, COMMON STK 209115104 975 23,500 SH SOLE 23,500
CONSOLIDATED NATURAL COMMON STK 209615103 630 10,100 SH SOLE 10,100
CONSOLIDATED PRODUCT COMMON STK 209798107 150 15,425 SH SOLE 15,425
CONSOLIDATED STORES COMMON STK 210149100 249 11,300 SH SOLE 11,300
CONSTELLATION ENERGY COMMON STK 210371100 439 15,600 SH SOLE 15,600
COOPER COS INC COMMON STK 216648402 250 8,100 SH SOLE 8,100
COOPER INDUSTRIES, COMMON STK 216669101 463 9,900 SH SOLE 9,900
COOPER TIRE & RUBBER COMMON STK 216831107 137 7,800 SH SOLE 7,800
COR THERAPEUTICS INC COMMON STK 217753102 714 37,600 SH SOLE 37,600
CORN PRODUCTS COMMON STK 219023108 660 21,700 SH SOLE 21,700
CORNING, INC. COMMON STK 219350105 1,755 25,600 SH SOLE 25,600
COSTCO WHOLESALE COMMON STK 22160K105 1,663 23,100 SH SOLE 23,100
COULTER PHARMACEUTIC COMMON STK 222116105 223 16,000 SH SOLE 16,000
COUNTRYWIDE CREDIT COMMON STK 222372104 377 11,700 SH SOLE 11,700
COVENTRY HEALTH CARE COMMON STK 222862104 325 34,200 SH SOLE 34,200
CPI CORPORATION COMMON STK 125902106 198 5,800 SH SOLE 5,800
CRANE COMPANY COMMON STK 224399105 159 7,100 SH SOLE 7,100
CREDENCE SYSTEMS COMMON STK 225302108 1,081 24,100 SH SOLE 24,100
CROSS A T CO COMMON STK 227573102 381 28,200 SH SOLE 28,200
CROWN CORK & SEAL COMMON STK 228255105 308 12,700 SH SOLE 12,700
CSX CORPORATION COMMON STK 126408103 966 22,800 SH SOLE 22,800
CTS CORPORATION COMMON STK 126501105 920 16,000 SH SOLE 16,000
CULLEN/FROST BANKERS COMMON STK 229899109 2,065 82,600 SH SOLE 82,600
CUMMINS ENGINE COMMON STK 231021106 219 4,400 SH SOLE 4,400
CURATIVE HEALTH COMMON STK 231264102 28 5,800 SH SOLE 5,800
CUSTOMTRACKS COMMON STK 232046102 264 8,900 SH SOLE 8,900
CVS CORPORATION COMMON STK 126650100 12,831 314,400 SH SOLE 314,400
CYGNUS INC COMMON STK 232560102 157 14,000 SH SOLE 14,000
CYPRESS SEMICONDUCTO COMMON STK 232806109 770 35,800 SH SOLE 35,800
CYPRUS MINERALS COMMON STK 232809103 183 9,300 SH SOLE 9,300
CYRK INC COMMON STK 232817106 50 9,100 SH SOLE 9,100
D R HORTON INC COMMON STK 23331A109 481 37,200 SH SOLE 37,200
DAIN RAUSCHER CORP COMMON STK 233856103 358 7,300 SH SOLE 7,300
DAISYTEK INTL CORP COMMON STK 234053106 2,562 182,200 SH SOLE 182,200
DALLAS SEMICONDUCTOR COMMON STK 235204104 1,630 30,500 SH SOLE 30,500
DAMARK INTL INC COMMON STK 235691102 34 3,400 SH SOLE 3,400
DANA CORPORATION COMMON STK 235811106 644 17,345 SH SOLE 17,345
DANAHER CORPORATION COMMON STK 235851102 785 14,900 SH SOLE 14,900
DARDEN RESTAURANTS, COMMON STK 237194105 5,254 268,600 SH SOLE 268,600
DATA GENERAL COMMON STK 237688106 110 5,200 SH SOLE 5,200
DATASCOPE CORP. COMMON STK 238113104 313 8,900 SH SOLE 8,900
DAYTON HUDSON CORP COMMON STK 239753106 5,634 93,800 SH SOLE 93,800
DBT ONLINE, INC. COMMON STK 233044106 274 11,000 SH SOLE 11,000
DEERE & COMPANY COMMON STK 244199105 936 24,200 SH SOLE 24,200
DELL COMPUTER CORPOR COMMON STK 247025109 15,947 381,400 SH SOLE 381,400
DELPHI AUTOMOTIVE COMMON STK 247126105 949 59,070 SH SOLE 59,070
DELPHI FINANCIAL COMMON STK 247131105 355 11,745 SH SOLE 11,745
DELTA & PINE LD CO COMMON STK 247357106 577 22,300 SH SOLE 22,300
DELTA AIR LINES, COMMON STK 247361108 708 14,600 SH SOLE 14,600
DELTA WOODSIDE INDS COMMON STK 247909104 38 13,700 SH SOLE 13,700
DELTEK SYSTEMS INC COMMON STK 24785A108 1,624 99,200 SH SOLE 99,200
DELUXE CORPORATION COMMON STK 248019101 272 8,000 SH SOLE 8,000
DENDRITE COMMON STK 248239105 709 15,000 SH SOLE 15,000
DEPARTMENT 56, INC. COMMON STK 249509100 239 10,000 SH SOLE 10,000
DEVON ENERGY CORPORA DEBENTURE 25179MAB9 2,948 3,000,000 PRN SOLE
DEVRY INC DEL COMMON STK 251893103 1,554 77,700 SH SOLE 77,700
DIAGNOSTIC PRODUCTS COMMON STK 252450101 212 7,900 SH SOLE 7,900
DIGI INTL INC COMMON STK 253798102 94 8,600 SH SOLE 8,600
DIGITAL MICROWAVE CO COMMON STK 253859102 1,741 111,000 SH SOLE 111,000
DILLARD'S INC. COMMON STK 254067101 225 11,100 SH SOLE 11,100
DIMON INC COMMON STK 254394109 100 25,800 SH SOLE 25,800
DIONEX CORP COMMON STK 254546104 556 13,000 SH SOLE 13,000
DISCOUNT AUTO PARTS, COMMON STK 254642101 155 9,600 SH SOLE 9,600
DIXIE GROUP INC COMMON STK 255519101 51 6,600 SH SOLE 6,600
DOLLAR GENERAL COMMON STK 256669102 717 23,230 SH SOLE 23,230
DOMINION RESOURCES, COMMON STK 257470104 903 20,000 SH SOLE 20,000
DOVER CORPORATION COMMON STK 260003108 5,007 122,500 SH SOLE 122,500
DOW JONES & COMPANY, COMMON STK 260561105 507 9,500 SH SOLE 9,500
DOWNEY FINL CORP COMMON STK 261018105 327 16,265 SH SOLE 16,265
DRIL-QUIP, INC. COMMON STK 262037104 256 10,000 SH SOLE 10,000
DSP COMMUNICATIONS I COMMON STK 23332K106 834 43,900 SH SOLE 43,900
DTE ENERGY COMPANY COMMON STK 233331107 545 15,100 SH SOLE 15,100
DUKE ENERGY CORP. COMMON STK 264399106 7,199 130,594 SH SOLE 130,594
DUN & BRADSTREET COMMON STK 26483B106 508 17,000 SH SOLE 17,000
DURA AUTOMOTIVE SYST COMMON STK 265903104 1,733 72,000 SH SOLE 72,000
DURA PHARMACEUTICALS COMMON STK 26632S109 357 25,600 SH SOLE 25,600
DYCOM INDUSTRIES, COMMON STK 267475101 1,291 30,600 SH SOLE 30,600
E.I. DU PONT DE COMMON STK 263534109 7,280 119,588 SH SOLE 119,588
E.W. BLANCH HOLDINGS COMMON STK 093210102 977 15,000 SH SOLE 15,000
EARTHGRAINS COMPANY COMMON STK 270319106 546 24,700 SH SOLE 24,700
EASTERN ENTERPRISES COMMON STK 27637F100 130 2,800 SH SOLE 2,800
EASTERN UTILITIES COMMON STK 277173100 356 11,900 SH SOLE 11,900
EASTMAN CHEMICAL COMMON STK 277432100 324 8,100 SH SOLE 8,100
EASTMAN KODAK COMMON STK 277461109 2,527 33,500 SH SOLE 33,500
EATON CORPORATION COMMON STK 278058102 656 7,600 SH SOLE 7,600
EATON VANCE CORP COMMON STK 278265103 666 20,800 SH SOLE 20,800
ECOLAB, INC., LARGE COMMON STK 278865100 4,228 123,900 SH SOLE 123,900
EDISON INTERNATIONAL COMMON STK 281020107 883 36,300 SH SOLE 36,300
EG&G, INC. COMMON STK 268457108 187 4,700 SH SOLE 4,700
ELCOR CORPORATION COMMON STK 284443108 283 11,300 SH SOLE 11,300
ELECTRO SCIENTIFIC I COMMON STK 285229100 570 10,700 SH SOLE 10,700
ELECTROGLAS INC COMMON STK 285324109 266 11,400 SH SOLE 11,400
ELECTRONIC DATA COMMON STK 285661104 2,732 51,600 SH SOLE 51,600
EMC CORPORATION COMMON STK 268648102 7,580 106,100 SH SOLE 106,100
EMERSON ELECTRIC CO COMMON STK 291011104 2,881 45,600 SH SOLE 45,600
EMMIS COMMUNICATIONS COMMON STK 291525103 2,596 39,300 SH SOLE 39,300
ENERGEN CORP COMMON STK 29265N108 350 17,300 SH SOLE 17,300
ENESCO GROUP, INC. COMMON STK 292973104 123 8,000 SH SOLE 8,000
ENGELHARD COMMON STK 292845104 237 13,050 SH SOLE 13,050
ENHANCE FINL SVCS GR COMMON STK 293310108 389 22,000 SH SOLE 22,000
ENRON CORPORATION COMMON STK 293561106 6,757 163,800 SH SOLE 163,800
ENTERGY CORPORATION COMMON STK 29364G103 744 25,700 SH SOLE 25,700
ENZO BIOCHEM INC COMMON STK 294100102 409 14,400 SH SOLE 14,400
EPICOR SOFTWARE COMMON STK 29426L108 136 23,600 SH SOLE 23,600
EQUIFAX, INC. COMMON STK 294429105 425 15,100 SH SOLE 15,100
ESTERLINE TECH CORP. COMMON STK 297425100 158 10,000 SH SOLE 10,000
ETEC SYSTEMS INC COMMON STK 26922C103 1,437 38,200 SH SOLE 38,200
ETHAN ALLEN INTERIOR COMMON STK 297602104 1,258 39,550 SH SOLE 39,550
EXABYTE CORPORATION COMMON STK 300615101 56 12,900 SH SOLE 12,900
EXPEDITORS INTL WASH COMMON STK 302130109 937 29,200 SH SOLE 29,200
EXPRESS SCRIPTS, COMMON STK 302182100 2,997 38,300 SH SOLE 38,300
EXXON CORPORATION, COMMON STK 302290101 28,256 372,100 SH SOLE 372,100
F & M BANCORPORATION COMMON STK 302371109 1,060 30,500 SH SOLE 30,500
FACTSET RESEARCH COMMON STK 303075105 520 9,150 SH SOLE 9,150
FAIR ISAAC & CO INC COMMON STK 303250104 227 8,100 SH SOLE 8,100
FEDDERS CORP COMMON STK 313135105 125 20,800 SH SOLE 20,800
FEDERAL EXPRESS COMMON STK 31304N107 1,205 31,100 SH SOLE 31,100
FEDERAL NATIONAL MOR COMMON STK 313586109 10,118 161,400 SH SOLE 161,400
FEDERATED DEPARTMENT COMMON STK 31410H101 952 21,800 SH SOLE 21,800
FIDELITY NAT FINL CO COMMON STK 316326107 268 17,620 SH SOLE 17,620
FIFTH THIRD BANCORP COMMON STK 316773100 1,720 28,275 SH SOLE 28,275
FILENET CORP COMMON STK 316869106 200 18,700 SH SOLE 18,700
FIRST AMERN FINL COR COMMON STK 318522307 506 37,800 SH SOLE 37,800
FIRST BANCORP/PUERTO COMMON STK 318672102 164 16,800 SH SOLE 16,800
FIRST DATA COMMON STK 319963104 1,974 45,000 SH SOLE 45,000
FIRST MIDWEST COMMON STK 320867104 619 16,200 SH SOLE 16,200
FIRST UNION COMMON STK 337358105 3,590 100,942 SH SOLE 100,942
FIRSTAR COPORATION COMMON STK 33763V109 2,641 103,073 SH SOLE 103,073
FIRSTENERGY CORP COMMON STK 337932107 622 24,400 SH SOLE 24,400
FIRSTMERIT CORPORATI COMMON STK 337915102 2,581 101,700 SH SOLE 101,700
FLEET FINANCIAL COMMON STK 338915101 2,182 59,582 SH SOLE 59,582
FLEETWOOD COMMON STK 339099103 71 3,500 SH SOLE 3,500
FLEMING COMPANIES, COMMON STK 339130106 221 22,500 SH SOLE 22,500
FLORIDA PROGRESS COMMON STK 341109106 472 10,200 SH SOLE 10,200
FLORIDA ROCK COMMON STK 341140101 382 11,000 SH SOLE 11,000
FLOW INTL CORP COMMON STK 343468104 85 8,200 SH SOLE 8,200
FLOWERS INDUSTRIES, COMMON STK 343496105 331 24,400 SH SOLE 24,400
FLUOR CORPORATION COMMON STK 343861100 318 7,900 SH SOLE 7,900
FMC CORPORATION COMMON STK 302491303 159 3,300 SH SOLE 3,300
FOODMAKER INC NEW COMMON STK 344839204 1,150 46,100 SH SOLE 46,100
FOOTSTAR, INC. COMMON STK 344912100 441 12,500 SH SOLE 12,500
FORD MOTOR COMPANY COMMON STK 345370100 7,714 153,700 SH SOLE 153,700
FORRESTER RESEARCH I COMMON STK 346563109 827 21,200 SH SOLE 21,200
FORT JAMES COMMON STK 347471104 616 23,100 SH SOLE 23,100
FORTUNE BRANDS, INC. COMMON STK 349631101 561 17,400 SH SOLE 17,400
FOSSIL, INC. COMMON STK 349882100 499 18,450 SH SOLE 18,450
FOSTER WHEELER COMMON STK 350244109 49 4,100 SH SOLE 4,100
FPL GROUP, INC. COMMON STK 302571104 952 18,900 SH SOLE 18,900
FRANKLIN COVEY CO COMMON STK 353469109 91 11,800 SH SOLE 11,800
FRANKLIN RESOURCES COMMON STK 354613101 809 26,300 SH SOLE 26,300
FREDDIE MAC COMMON STK 313400301 9,043 173,900 SH SOLE 173,900
FREEPORT-MCMORAN COMMON STK 35671D857 265 17,000 SH SOLE 17,000
FREMONT GEN CORP COMMON STK 357288109 386 40,600 SH SOLE 40,600
FRITZ COS INC COMMON STK 358846103 219 21,100 SH SOLE 21,100
FRONTIER INSURANCE COMMON STK 359081106 176 20,070 SH SOLE 20,070
FROZEN FOOD EXPR IND COMMON STK 359360104 58 9,400 SH SOLE 9,400
FRUIT OF THE LOOM, COMMON STK G3682L105 25 7,500 SH SOLE 7,500
FURNITURE BRANDS INT COMMON STK 360921100 969 49,200 SH SOLE 49,200
FUTURE VALUE VENTURE COMMON STK 36116*105 37 183,333 SH SOLE 183,333
G & K SVCS INC COMMON STK 361268105 486 12,000 SH SOLE 12,000
GALEY & LORD INC COMMON STK 36352K103 18 6,900 SH SOLE 6,900
GALLAGHER ARTHUR J & COMMON STK 363576109 564 10,600 SH SOLE 10,600
GANNETT COMPANY, COMMON STK 364730101 2,027 29,300 SH SOLE 29,300
GAP, INC. COMMON STK 364760108 2,876 89,862 SH SOLE 89,862
GARDNER DENVER, INC. COMMON STK 365558105 132 8,700 SH SOLE 8,700
GATEWAY, INC. COMMON STK 367626108 1,453 32,700 SH SOLE 32,700
GC COS INC COMMON STK 36155Q109 138 4,600 SH SOLE 4,600
GENERAL COMMON STK 370787103 220 21,300 SH SOLE 21,300
GENERAL COMMUNICATIO COMMON STK 369385109 152 29,100 SH SOLE 29,100
GENERAL DYNAMICS COR COMMON STK 369550108 11,133 178,300 SH SOLE 178,300
GENERAL ELECTRIC COM COMMON STK 369604103 77,077 650,100 SH SOLE 650,100
GENERAL INSTRUMENT C COMMON STK 370120107 4,784 99,400 SH SOLE 99,400
GENERAL MILLS, INC. COMMON STK 370334104 1,306 16,100 SH SOLE 16,100
GENERAL MOTORS COMMON STK 370442105 4,267 67,800 SH SOLE 67,800
GENESIS HEALTH VENTU COMMON STK 371912106 50 20,900 SH SOLE 20,900
GENTEX CORPORATION COMMON STK 371901109 1,530 74,060 SH SOLE 74,060
GENUINE PARTS COMMON STK 372460105 494 18,600 SH SOLE 18,600
GEORGIA-PACIFIC COMMON STK 373298108 725 17,900 SH SOLE 17,900
GERBER SCIENTIFIC, COMMON STK 373730100 286 12,800 SH SOLE 12,800
GETTY IMAGES, INC. COMMON STK 374276103 1,643 68,100 SH SOLE 68,100
GIBSON GREETINGS, COMMON STK 374827103 48 9,100 SH SOLE 9,100
GILAT SATELLITE NETW COMMON STK M51474100 1,260 23,500 SH SOLE 23,500
GILLETTE COMPANY COMMON STK 375766102 3,910 115,200 SH SOLE 115,200
GLOBAL CROSSING COMMON STK G3921A100 978 36,900 SH SOLE 36,900
GLOBAL INDL TECHNOLO COMMON STK 379335102 156 12,800 SH SOLE 12,800
GOLDEN WEST COMMON STK 381317106 580 5,900 SH SOLE 5,900
GOODY'S FAMILY COMMON STK 382588101 156 19,300 SH SOLE 19,300
GOODYEAR TIRE & COMMON STK 382550101 784 16,300 SH SOLE 16,300
GOTTSCHALKS INC COMMON STK 383485109 65 7,200 SH SOLE 7,200
GPU INC. COMMON STK 36225X100 427 13,100 SH SOLE 13,100
GRACO INC. COMMON STK 384109104 387 11,800 SH SOLE 11,800
GRANITE CONSTRUCTION COMMON STK 387328107 962 36,900 SH SOLE 36,900
GREAT ATLANTIC & COMMON STK 390064103 121 4,000 SH SOLE 4,000
GREAT LAKES CHEMICAL COMMON STK 390568103 232 6,100 SH SOLE 6,100
GREEN MOUNTAIN PWR COMMON STK 393154109 31 3,000 SH SOLE 3,000
GRIFFON CORP COMMON STK 398433102 141 17,600 SH SOLE 17,600
GROUP 1 AUTOMOTIVE, COMMON STK 398905109 233 12,700 SH SOLE 12,700
GTE CORPORATION COMMON STK 362320103 16,567 215,500 SH SOLE 215,500
GUIDANT CORPORATION COMMON STK 401698105 3,464 64,600 SH SOLE 64,600
GUILFORD MLS INC COMMON STK 401794102 110 12,800 SH SOLE 12,800
GYMBOREE CORPORATION COMMON STK 403777105 96 14,000 SH SOLE 14,000
H.J. HEINZ COMPANY COMMON STK 423074103 1,615 37,550 SH SOLE 37,550
HA-LO INDS INC COMMON STK 404429102 180 28,750 SH SOLE 28,750
HADCO CORP COMMON STK 404681108 342 7,900 SH SOLE 7,900
HAGGAR CORP. COMMON STK 405173105 52 4,100 SH SOLE 4,100
HALLIBURTON COMPANY COMMON STK 406216101 1,890 46,100 SH SOLE 46,100
HALTER MARINE GROUP, COMMON STK 40642Y105 91 16,700 SH SOLE 16,700
HAMBRECHT & QUIST COMMON STK 406545103 695 14,200 SH SOLE 14,200
HANCOCK FABRICS INC COMMON STK 409900107 47 11,000 SH SOLE 11,000
HANGER ORTHOPEDIC COMMON STK 41043F208 158 10,900 SH SOLE 10,900
HARBINGER CORP. COMMON STK 41145C103 376 22,300 SH SOLE 22,300
HARCOURT GENERAL COMMON STK 41163G101 308 7,400 SH SOLE 7,400
HARLEY-DAVIDSON INC, COMMON STK 412822108 2,964 59,200 SH SOLE 59,200
HARMAN INTERNATIONAL COMMON STK 413086109 433 10,300 SH SOLE 10,300
HARMON INDS INC NEW COMMON STK 413136102 80 6,350 SH SOLE 6,350
HARRAH'S COMMON STK 413619107 369 13,300 SH SOLE 13,300
HARRIS CORPORATION COMMON STK 413875105 227 8,200 SH SOLE 8,200
HARTMARX CORPORATION COMMON STK 417119104 75 18,700 SH SOLE 18,700
HASBRO, INC. COMMON STK 418056107 436 20,350 SH SOLE 20,350
HCC INSURANCE HOLDIN COMMON STK 404132102 1,505 89,500 SH SOLE 89,500
HCR MANOR CARE, INC. COMMON STK 404134108 194 11,300 SH SOLE 11,300
HEALTHSOUTH COMMON STK 421924101 263 43,300 SH SOLE 43,300
HEARTLAND EXPRESS IN COMMON STK 422347104 246 17,400 SH SOLE 17,400
HELCA MINING COMPANY COMMON STK 422704106 113 38,600 SH SOLE 38,600
HELIX TECHNOLOGY COR COMMON STK 423319102 432 13,000 SH SOLE 13,000
HELMERICH & PAYNE, COMMON STK 423452101 129 5,100 SH SOLE 5,100
HENRY JACK & ASSOC I COMMON STK 426281101 432 11,700 SH SOLE 11,700
HERCULES, INC. COMMON STK 427056106 315 11,000 SH SOLE 11,000
HERSHEY FOODS COMMON STK 427866108 716 14,700 SH SOLE 14,700
HEWLETT-PACKARD CO COMMON STK 428236103 16,404 178,300 SH SOLE 178,300
HILB ROGAL & HAMILTO COMMON STK 431294107 190 7,600 SH SOLE 7,600
HILTON HOTELS COMMON STK 432848109 265 26,800 SH SOLE 26,800
HNC SOFTWARE, INC. COMMON STK 40425P107 560 14,100 SH SOLE 14,100
HOLLYWOOD PARK, INC. COMMON STK 436255103 232 15,100 SH SOLE 15,100
HOLOGIC INC COMMON STK 436440101 35 8,800 SH SOLE 8,800
HOME DEPOT, INC., COMMON STK 437076102 26,352 384,000 SH SOLE 384,000
HOME OWNERSHIP, PREF PREFERRED ST 437296205 14,040 17,000 SH SOLE 17,000
HOMESTAKE MINING COMMON STK 437614100 249 27,100 SH SOLE 27,100
HONEYWELL, INC., COM COMMON STK 438506107 6,523 58,600 SH SOLE 58,600
HOOPER HOLMES, INC. COMMON STK 439104100 428 16,700 SH SOLE 16,700
HOUSEHOLD INTERNATIO COMMON STK 441815107 3,928 97,885 SH SOLE 97,885
HS RES INC COMMON STK 404297103 178 10,900 SH SOLE 10,900
HUDSON UNITED COMMON STK 444165104 1,266 41,086 SH SOLE 41,086
HUFFY CORP COMMON STK 444356109 59 6,000 SH SOLE 6,000
HUGHES SUPPLY INC COMMON STK 444482103 294 13,500 SH SOLE 13,500
HUMANA, INC. COMMON STK 444859102 120 17,400 SH SOLE 17,400
HUNTINGTON COMMON STK 446150104 641 24,116 SH SOLE 24,116
HUTCHINSON COMMON STK 448407106 386 14,300 SH SOLE 14,300
HYPERION SOLUTIONS COMMON STK 44914M104 391 17,780 SH SOLE 17,780
IDEC PHARMACEUTICALS COMMON STK 449370105 1,392 14,800 SH SOLE 14,800
IDEX CORPORATION COMMON STK 45167R104 484 17,100 SH SOLE 17,100
IDEXX LABORATORIES, COMMON STK 45168D104 1,068 62,000 SH SOLE 62,000
IHOP CORP COMMON STK 449623107 233 11,500 SH SOLE 11,500
IKON OFFICE COMMON STK 451713101 166 15,500 SH SOLE 15,500
ILLINOIS TOOL WORKS, COMMON STK 452308109 1,961 26,300 SH SOLE 26,300
IMCO RECYCLING INC COMMON STK 449681105 143 9,500 SH SOLE 9,500
IMMUNE RESPONSE CORP COMMON STK 45252T106 70 14,400 SH SOLE 14,400
IMS HEALTH INC. COMMON STK 449934108 6,111 267,900 SH SOLE 267,900
INACOM CORPORATION COMMON STK 45323G109 243 26,408 SH SOLE 26,408
INCO LTD PU DEBENTURE 453258AK1 3,820 4,000,000 PRN SOLE
INCO, LTD. COMMON STK 453258402 428 20,000 SH SOLE 20,000
INCYTE PHARMACEUTICA COMMON STK 45337C102 837 36,200 SH SOLE 36,200
INFORMATION COMMON STK 456905108 180 16,300 SH SOLE 16,300
INGERSOLL-RAND COMPA COMMON STK 456866102 4,129 75,150 SH SOLE 75,150
INHALE THERAPEUTIC S COMMON STK 457191104 738 24,300 SH SOLE 24,300
INNOVEX INC COMMON STK 457647105 77 8,500 SH SOLE 8,500
INPUT/OUTPUT INC COMMON STK 457652105 193 29,200 SH SOLE 29,200
INSIGHT ENTERPRISES, COMMON STK 45765U103 483 14,850 SH SOLE 14,850
INSITUFORM TECHNOLOG COMMON STK 457667103 368 14,700 SH SOLE 14,700
INSPIRE INSURANCE COMMON STK 457732105 1,154 167,900 SH SOLE 167,900
INSTEEL INDS INC COMMON STK 45774W108 44 4,900 SH SOLE 4,900
INSURANCE AUTO AUCTI COMMON STK 457875102 98 6,600 SH SOLE 6,600
INT'L FLAVORS COMMON STK 459506101 380 11,000 SH SOLE 11,000
INTEGRATED HEALTH COMMON STK 45812C106 48 30,700 SH SOLE 30,700
INTEL CORPORATION, COMMON STK 458140100 47,709 642,000 SH SOLE 642,000
INTER TEL INC COMMON STK 458372109 264 14,900 SH SOLE 14,900
INTERFACE FLOORING COMMON STK 458665106 158 30,800 SH SOLE 30,800
INTERIM SVCS INC COMMON STK 45868P100 1,348 82,300 SH SOLE 82,300
INTERMAGNETICS GEN COMMON STK 458771102 43 7,138 SH SOLE 7,138
INTERMET CORP COMMON STK 45881K104 124 14,700 SH SOLE 14,700
INTERNAT'L BUSINESS COMMON STK 459200101 43,064 354,800 SH SOLE 354,800
INTERNATIONAL PAPER COMMON STK 460146103 5,386 112,054 SH SOLE 112,054
INTERNATIONAL RECTIF COMMON STK 460254105 458 30,000 SH SOLE 30,000
INTERPUBLIC GROUP OF COMMON STK 460690100 7,415 180,300 SH SOLE 180,300
INTERVOICE BRITE, COMMON STK 461142101 205 18,500 SH SOLE 18,500
INVACARE CORP COMMON STK 461203101 323 16,500 SH SOLE 16,500
IONICS INC COMMON STK 462218108 304 9,400 SH SOLE 9,400
ITRON INC COMMON STK 465741106 51 8,600 SH SOLE 8,600
ITT HARTFORD GROUP, COMMON STK 416515104 969 23,700 SH SOLE 23,700
ITT INDUSTRIES,INC. COMMON STK 450911102 289 9,100 SH SOLE 9,100
J & J SNACK FOODS CO COMMON STK 466032109 103 5,200 SH SOLE 5,200
J. JILL GROUP, INC. COMMON STK 466189107 444 94,700 SH SOLE 94,700
J.C. PENNEY COMPANY, COMMON STK 708160106 945 27,500 SH SOLE 27,500
JACK IN THE BOX INC COMMON STK 466367109 566 22,700 SH SOLE 22,700
JAN BELL MARKETING I COMMON STK 470760109 48 15,700 SH SOLE 15,700
JEFFERSON-PILOT COMMON STK 475070108 708 11,200 SH SOLE 11,200
JEFFRIES GROUP, INC. COMMON STK 472319102 288 13,800 SH SOLE 13,800
JLG INDS INC COMMON STK 466210101 387 25,500 SH SOLE 25,500
JO-ANN STORES, INC. COMMON STK 47758P109 132 10,600 SH SOLE 10,600
JOHN H. HARLAND COMMON STK 412693103 350 18,000 SH SOLE 18,000
JOHNSON & JOHNSON, COMMON STK 478160104 22,335 243,100 SH SOLE 243,100
JOHNSON CONTROLS, IN COMMON STK 478366107 10,166 153,300 SH SOLE 153,300
JONES PHARMA, INC. COMMON STK 480236108 829 25,150 SH SOLE 25,150
JOSTENS, INC. COMMON STK 481088102 67 3,500 SH SOLE 3,500
JSB FINANCIAL INC COMMON STK 46624M100 309 5,400 SH SOLE 5,400
JUST FOR FEET INC COMMON STK 48213P106 37 18,100 SH SOLE 18,100
JUSTIN INDS INC COMMON STK 482171105 209 14,700 SH SOLE 14,700
K-SWISS INC COMMON STK 482686102 208 6,600 SH SOLE 6,600
K2 INC COMMON STK 482732104 84 9,500 SH SOLE 9,500
KAMAN CORPORATION COMMON STK 483548103 173 13,600 SH SOLE 13,600
KAUFMAN & BROAD HOME COMMON STK 486168107 101 4,900 SH SOLE 4,900
KC SOUTHERN IND, INC COMMON STK 485170104 534 11,500 SH SOLE 11,500
KELLOGG COMPANY COMMON STK 487836108 1,587 42,400 SH SOLE 42,400
KELLWOOD CORPORATION COMMON STK 488044108 352 16,000 SH SOLE 16,000
KEMET CORPORATION COMMON STK 488360108 732 22,900 SH SOLE 22,900
KENT ELECTRS CORP COMMON STK 490553104 1,689 91,300 SH SOLE 91,300
KERR-MCGEE COMMON STK 492386107 501 9,104 SH SOLE 9,104
KEYCORP COMMON STK 493267108 1,208 46,800 SH SOLE 46,800
KIMBERLY-CLARK COMMON STK 494368103 11,554 220,072 SH SOLE 220,072
KING WORLD COMMON STK 495667107 266 7,100 SH SOLE 7,100
KIRBY EXPL CO. COMMON STK 497266106 228 11,600 SH SOLE 11,600
KLA-TENCOR COMMON STK 482480100 598 9,200 SH SOLE 9,200
KMART CORPORATION COMMON STK 482584109 604 51,700 SH SOLE 51,700
KNIGHT RIDDER INC. COMMON STK 499040103 461 8,400 SH SOLE 8,400
KOALA CORPORATION COMMON STK 499866101 1,024 33,300 SH SOLE 33,300
KOHL'S CORPORATION COMMON STK 500255104 1,131 17,100 SH SOLE 17,100
KOMAG INC COMMON STK 500453105 94 31,200 SH SOLE 31,200
KROGER CORPORATION COMMON STK 501044101 1,911 86,600 SH SOLE 86,600
KRONOS INC COMMON STK 501052104 270 7,350 SH SOLE 7,350
KULICKE & SOFFA INDS COMMON STK 501242101 331 13,600 SH SOLE 13,600
LA Z BOY CHAIR COMMON STK 505336107 578 30,300 SH SOLE 30,300
LABOR READY, INC. COMMON STK 505401208 250 24,800 SH SOLE 24,800
LAIDLAW, INC. COMMON STK 50730K503 232 34,400 SH SOLE 34,400
LAMAR ADVERTISING CO COMMON STK 512815101 1,767 35,700 SH SOLE 35,700
LANDRY'S SEAFOOD COMMON STK 51508L103 118 14,800 SH SOLE 14,800
LANDSTAR SYS INC COMMON STK 515098101 202 5,800 SH SOLE 5,800
LASER VISION CENTERS COMMON STK 51807H100 203 14,500 SH SOLE 14,500
LASON, INC. COMMON STK 51808R107 485 10,900 SH SOLE 10,900
LATTICE SEMICONDUCTR COMMON STK 518415104 1,449 48,800 SH SOLE 48,800
LAWSON PRODUCTS COMMON STK 520776105 130 6,000 SH SOLE 6,000
LEGG MASON INC COMMON STK 524901105 1,774 46,300 SH SOLE 46,300
LEHMAN BROTHERS HLDG COMMON STK 524908100 729 12,500 SH SOLE 12,500
LEXMARK INTL GROUP COMMON STK 529771107 1,087 13,500 SH SOLE 13,500
LIBBEY, INC. COMMON STK 529898108 281 9,500 SH SOLE 9,500
LILLIAN VERNON CORP COMMON STK 532430105 66 5,300 SH SOLE 5,300
LILLY (ELI) & COMPY COMMON STK 532457108 7,360 115,000 SH SOLE 115,000
LILLY INDL COATINGS COMMON STK 532491107 183 13,400 SH SOLE 13,400
LIMITED (THE), INC. COMMON STK 532716107 850 22,233 SH SOLE 22,233
LINCOLN NATIONAL COMMON STK 534187109 785 20,900 SH SOLE 20,900
LINDSAY MFG CO COMMON STK 535555106 142 7,250 SH SOLE 7,250
LINENS N THINGS INC COMMON STK 535679104 1,131 33,500 SH SOLE 33,500
LIPOSOME COMPANY INC COMMON STK 536310105 307 40,400 SH SOLE 40,400
LIZ CLAIBORNE, INC. COMMON STK 539320101 202 6,500 SH SOLE 6,500
LOCKHEED MARTIN COMMON STK 539830109 1,350 41,300 SH SOLE 41,300
LOEWS CORP DEBENTURE 540424AL2 4,250 5,000,000 PRN SOLE
LOEWS CORPORATION COMMON STK 540424108 807 11,500 SH SOLE 11,500
LOISLAW.COM, INC. COMMON STK 541431102 26 1,800 SH SOLE 1,800
LONE STAR INDS INC COMMON STK 542290408 554 11,100 SH SOLE 11,100
LONG'S DRUG STORES, COMMON STK 543162101 122 4,100 SH SOLE 4,100
LOUISIANA-PACIFIC COMMON STK 546347105 173 11,100 SH SOLE 11,100
LOWE'S COMPANIES, IN COMMON STK 548661107 15,259 313,000 SH SOLE 313,000
LSI LOGIC COMMON STK 502161102 783 15,200 SH SOLE 15,200
LUBY'S, INC. COMMON STK 549282101 150 13,000 SH SOLE 13,000
LUCENT TECHNOLOGIES, COMMON STK 549463107 30,069 463,493 SH SOLE 463,493
LYDALL INC COMMON STK 550819106 94 9,100 SH SOLE 9,100
M D C CORP COLO COMMON STK 552676108 209 12,900 SH SOLE 12,900
MACDERMID INC COMMON STK 554273102 497 14,600 SH SOLE 14,600
MACROMEDIA, INC. COMMON STK 556100105 2,105 51,500 SH SOLE 51,500
MAF BANCORP, INC. COMMON STK 55261R108 278 14,000 SH SOLE 14,000
MAGELLAN HEALTH SVCS COMMON STK 559079108 135 18,400 SH SOLE 18,400
MAGNA INTERNATIONAL DEBENTURE 559222AF1 1,800 2,000,000 PRN SOLE
MALLINCKRODT, INC. COMMON STK 561232109 220 7,300 SH SOLE 7,300
MANITOWOC INC COMMON STK 563571108 515 15,100 SH SOLE 15,100
MARCUS CORP COMMON STK 566330106 209 17,300 SH SOLE 17,300
MARRIOTT COMMON STK 571903202 850 26,000 SH SOLE 26,000
MARSH & MCLENNAN COMMON STK 571748102 1,897 27,700 SH SOLE 27,700
MARSHALL INDS COMMON STK 572393106 354 9,700 SH SOLE 9,700
MASCO CORPORATION COMMON STK 574599106 1,435 46,300 SH SOLE 46,300
MASCOTECH, INC. COMMON STK 574670105 419 25,900 SH SOLE 25,900
MATERIAL SCIENCES CO COMMON STK 576674105 117 8,800 SH SOLE 8,800
MATTEL, INC. COMMON STK 577081102 9,108 479,375 SH SOLE 479,375
MAXXIM MEDICAL, INC. COMMON STK 57777G105 199 8,300 SH SOLE 8,300
MAY DEPARTMENT COMMON STK 577778103 1,272 34,900 SH SOLE 34,900
MAYTAG CORPORATION COMMON STK 578592107 2,605 78,200 SH SOLE 78,200
MBIA, INC. COMMON STK 55262C100 485 10,400 SH SOLE 10,400
MBNA CORPORATION COMMON STK 55262L100 1,912 83,805 SH SOLE 83,805
MCDERMOTT COMMON STK 580037109 124 6,100 SH SOLE 6,100
MCDONALD'S COMMON STK 580135101 6,106 142,000 SH SOLE 142,000
MCGRAW-HILL, INC. COMMON STK 580645109 4,388 90,700 SH SOLE 90,700
MCHORTER TECHNOLOGIE COMMON STK 582803102 86 5,800 SH SOLE 5,800
MCKESSON HBOC, INC. COMMON STK 58155Q103 845 29,122 SH SOLE 29,122
MDU RESOURCES GROUP, COMMON STK 552690109 1,934 85,975 SH SOLE 85,975
MEAD CORPORATION COMMON STK 582834107 364 10,600 SH SOLE 10,600
MEDIAONE GROUP, INC. COMMON STK 58440J104 10,718 156,900 SH SOLE 156,900
MEDQUIST, INC. COMMON STK 584949101 699 20,900 SH SOLE 20,900
MEDTRONIC, INC. COMMON STK 585055106 4,352 122,600 SH SOLE 122,600
MELLON BANK COMMON STK 585509102 1,829 54,200 SH SOLE 54,200
MENS WEARHOUSE INC COMMON STK 587118100 520 24,200 SH SOLE 24,200
MENTOR CORP MINN COMMON STK 587188103 402 14,100 SH SOLE 14,100
MERCK & COMPANY, L COMMON STK 589331107 28,485 439,500 SH SOLE 439,500
MERCURY INTERACTIVE COMMON STK 589405109 2,111 32,700 SH SOLE 32,700
MEREDITH CORPORATION COMMON STK 589433101 192 5,300 SH SOLE 5,300
MERRILL CORP COMMON STK 590175105 185 9,300 SH SOLE 9,300
MERRILL LYNCH & COMMON STK 590188108 2,600 38,700 SH SOLE 38,700
MESA AIR GROUP INC COMMON STK 590479101 120 19,600 SH SOLE 19,600
METHODE ELECTRS INC COMMON STK 591520200 727 38,500 SH SOLE 38,500
MGIC INVESTMENT COMMON STK 552848103 544 11,400 SH SOLE 11,400
MICHAEL FOODS, INC. COMMON STK 594079105 307 11,700 SH SOLE 11,700
MICHAELS STORES, COMMON STK 594087108 490 16,600 SH SOLE 16,600
MICREL, INC. COMMON STK 594793101 1,032 23,800 SH SOLE 23,800
MICROAGE INC COMMON STK 594928103 25 11,800 SH SOLE 11,800
MICRON TECHNOLOGY, COMMON STK 595112103 1,744 26,200 SH SOLE 26,200
MICROS SYSTEMS, INC. COMMON STK 594901100 381 9,400 SH SOLE 9,400
MICROSOFT CORPORATIO COMMON STK 594918104 81,117 895,700 SH SOLE 895,700
MIDWAY GAMES INC. COMMON STK 598148104 347 22,051 SH SOLE 22,051
MIDWEST EXPRESS COMMON STK 597911106 213 8,140 SH SOLE 8,140
MILACRON, INC. COMMON STK 598709103 67 3,800 SH SOLE 3,800
MILLIPORE CORP COMMON STK 601073109 5,702 151,800 SH SOLE 151,800
MINNESOTA MINING & M COMMON STK 604059105 6,023 62,700 SH SOLE 62,700
MIRAGE RESORTS COMMON STK 60462E104 291 20,700 SH SOLE 20,700
MISSISSIPPI CHEM COR COMMON STK 605288208 106 15,100 SH SOLE 15,100
MOBIL CORPORATION, COMMON STK 607059102 21,218 210,600 SH SOLE 210,600
MOLECULAR BIOSYSTEMS COMMON STK 608513107 19 10,800 SH SOLE 10,800
MONACO COACH CORP. COMMON STK 60886R103 266 10,900 SH SOLE 10,900
MONSANTO COMPANY COMMON STK 611662107 2,363 66,200 SH SOLE 66,200
MORGAN & CO (J.P.) COMMON STK 616880100 2,125 18,600 SH SOLE 18,600
MORGAN STANLEY, DEAN COMMON STK 617446448 8,305 93,120 SH SOLE 93,120
MORRISON KNUDSEN COR COMMON STK 61844A109 315 30,500 SH SOLE 30,500
MOTOROLA, INC. COMMON STK 620076109 5,579 63,400 SH SOLE 63,400
MS CARRIERS COMMON STK 553533100 1,075 44,800 SH SOLE 44,800
MUELLER INDS INC COMMON STK 624756102 618 20,800 SH SOLE 20,800
MUTUAL RISK MGMT LTD COMMON STK 628351108 309 25,200 SH SOLE 25,200
MYERS INDS INC COMMON STK 628464109 207 11,640 SH SOLE 11,640
NABISCO GROUP COMMON STK 62952P102 510 34,000 SH SOLE 34,000
NABORS INDUSTRIES, COMMON STK 629568106 1,410 56,400 SH SOLE 56,400
NACCO INDUSTRIES COMMON STK 629579103 64 915 SH SOLE 915
NASH FINCH CO COMMON STK 631158102 46 6,500 SH SOLE 6,500
NASHUA CORP COMMON STK 631226107 30 3,400 SH SOLE 3,400
NATIONAL COMMON STK 637640103 534 17,500 SH SOLE 17,500
NATIONAL CITY CORPOR COMMON STK 635405103 4,137 155,000 SH SOLE 155,000
NATIONAL COMPUTER SY COMMON STK 635519101 706 18,400 SH SOLE 18,400
NATIONAL DATA CORP COMMON STK 635621105 1,165 44,800 SH SOLE 44,800
NATIONAL INSTRUMENTS COMMON STK 636518102 1,449 41,000 SH SOLE 41,000
NATIONAL PRESTO INDS COMMON STK 637215104 166 4,300 SH SOLE 4,300
NATIONAL SERVICE COMMON STK 637657107 132 4,200 SH SOLE 4,200
NATURES SUNSHINE PRO COMMON STK 639027101 96 10,100 SH SOLE 10,100
NAUTICA ENTERPRISES COMMON STK 639089101 323 20,000 SH SOLE 20,000
NAVISTAR COMMON STK 63934E108 321 6,900 SH SOLE 6,900
NBTY INC COMMON STK 628782104 296 38,800 SH SOLE 38,800
NCS HEALTHCARE INC COMMON STK 628874109 31 11,700 SH SOLE 11,700
NELSON THOMAS INC COMMON STK 640376109 80 8,200 SH SOLE 8,200
NETWORK APPLIANCE COMMON STK 64120L104 544 7,600 SH SOLE 7,600
NETWORK EQUIP TECHNO COMMON STK 641208103 113 12,300 SH SOLE 12,300
NEW CENTURY ENERGIES COMMON STK 64352U103 398 11,900 SH SOLE 11,900
NEW ENGLAND BUSINESS COMMON STK 643872104 240 8,400 SH SOLE 8,400
NEW JERSEY RESOURCES COMMON STK 646025106 840 21,000 SH SOLE 21,000
NEW YORK TIMES COMMON STK 650111107 690 18,400 SH SOLE 18,400
NEWELL RUBBERMAID COMMON STK 651229106 843 29,499 SH SOLE 29,499
NEWFIELD EXPL CO COMMON STK 651290108 791 24,000 SH SOLE 24,000
NEWMONT MINING COMMON STK 651639106 452 17,465 SH SOLE 17,465
NEXTEL COMMUNICATION COMMON STK 65332V103 2,197 32,400 SH SOLE 32,400
NFO WORLDWIDE INC COMMON STK 62910N108 164 12,900 SH SOLE 12,900
NIAGARA MOHAWK COMMON STK 653520106 303 19,600 SH SOLE 19,600
NICOR, INC. COMMON STK 654086107 182 4,900 SH SOLE 4,900
NIKE, INC. COMMON STK 654106103 1,678 29,500 SH SOLE 29,500
NORDSTROM, INC. COMMON STK 655664100 397 14,700 SH SOLE 14,700
NORFOLK SOUTHERN COMMON STK 655844108 975 39,800 SH SOLE 39,800
NORTEL NETWORKS COMMON STK 656569100 7,083 138,880 SH SOLE 138,880
NORTH AMERN VACCINE COMMON STK 657201109 143 19,000 SH SOLE 19,000
NORTHERN STATES COMMON STK 665772109 345 16,000 SH SOLE 16,000
NORTHERN TRUST COMMON STK 665859104 985 11,800 SH SOLE 11,800
NORTHROP GRUMMAN COMMON STK 666807102 464 7,300 SH SOLE 7,300
NORTHWEST NAT GAS CO COMMON STK 667655104 374 14,500 SH SOLE 14,500
NORTHWESTERN CORP. COMMON STK 668074107 305 13,400 SH SOLE 13,400
NOVA CORP/GEORGIA COMMON STK 669784100 2,955 118,200 SH SOLE 118,200
NOVELL, INC. COMMON STK 670006105 726 35,100 SH SOLE 35,100
NOVELLUS SYSTEMS INC COMMON STK 670008101 2,536 37,600 SH SOLE 37,600
NOVEN PHARMACEUTICAL COMMON STK 670009109 105 12,400 SH SOLE 12,400
NUCOR COMMON STK 670346105 433 9,100 SH SOLE 9,100
O'REILLY AUTOMOTIVE COMMON STK 686091109 1,940 40,700 SH SOLE 40,700
OAK INDUSTRIES, INC. COMMON STK 671400505 813 23,900 SH SOLE 23,900
OAKWOOD HOMES CORP COMMON STK 674098108 123 27,300 SH SOLE 27,300
OCCIDENTAL COMMON STK 674599105 842 36,400 SH SOLE 36,400
OCEANEERING INTL INC COMMON STK 675232102 219 13,000 SH SOLE 13,000
OFFICE DEPOT, INC. COMMON STK 676220106 398 39,100 SH SOLE 39,100
OFFSHORE LOGISTICS COMMON STK 676255102 126 12,200 SH SOLE 12,200
OM GROUP INC COMMON STK 670872100 533 13,900 SH SOLE 13,900
OMNICOM GROUP, INC. COMMON STK 681919106 7,111 89,800 SH SOLE 89,800
ONEOK, INC. COMMON STK 682680103 97 3,200 SH SOLE 3,200
ORACLE SYSTEMS COMMON STK 68389X105 6,857 150,712 SH SOLE 150,712
ORBITAL SCIENCES COR COMMON STK 685564106 378 21,600 SH SOLE 21,600
ORGANOGENESIS INC. COMMON STK 685906109 131 17,600 SH SOLE 17,600
ORION CAP CORP COMMON STK 686268103 749 15,800 SH SOLE 15,800
ORTHODONTIC CTRS AME COMMON STK 68750P103 1,318 75,300 SH SOLE 75,300
OSHKOSK B'GOSH, INC. COMMON STK 688222207 150 9,400 SH SOLE 9,400
OSTEOTECH, INC. COMMON STK 688582105 112 8,200 SH SOLE 8,200
OWENS & MINOR INC NE COMMON STK 690732102 182 18,900 SH SOLE 18,900
OWENS CORNING COMMON STK 69073F103 121 5,600 SH SOLE 5,600
OWENS-ILLINOIS, INC. COMMON STK 690768403 321 16,200 SH SOLE 16,200
OXFORD INDS INC COMMON STK 691497309 99 4,600 SH SOLE 4,600
P P & L RESOURCES, COMMON STK 693499105 447 16,500 SH SOLE 16,500
P-COM INC COMMON STK 693262107 260 37,200 SH SOLE 37,200
PACCAR, INC. COMMON STK 693718108 417 8,200 SH SOLE 8,200
PACIFIC GAS & COMMON STK 69331C108 1,038 40,100 SH SOLE 40,100
PACIFIC SUNWEAR OF COMMON STK 694873100 500 17,850 SH SOLE 17,850
PACIFICORP COMMON STK 695114108 624 31,000 SH SOLE 31,000
PAINE WEBBER GROUP, COMMON STK 695629105 551 15,200 SH SOLE 15,200
PAIRGAIN TECHNOLOGIE COMMON STK 695934109 751 58,900 SH SOLE 58,900
PALL CORPORATION COMMON STK 696429307 301 13,000 SH SOLE 13,000
PANERA BREAD COMPANY COMMON STK 69840W108 46 7,000 SH SOLE 7,000
PARAMETRIC COMMON STK 699173100 381 28,200 SH SOLE 28,200
PAREXEL INTL CORP COMMON STK 699462107 132 14,500 SH SOLE 14,500
PARK ELECTROCHEMICAL COMMON STK 700416209 201 6,100 SH SOLE 6,100
PARKER HANNIFIN COMMON STK 701094104 509 11,350 SH SOLE 11,350
PATTERSON DENTAL COM COMMON STK 703412106 3,323 67,050 SH SOLE 67,050
PAXAR CORP COMMON STK 704227107 260 27,000 SH SOLE 27,000
PAYCHEX, INC. COMMON STK 704326107 877 25,700 SH SOLE 25,700
PE CORP.- PE COMMON STK 69332S102 780 10,800 SH SOLE 10,800
PECO ENERGY COMPANY COMMON STK 693304107 743 19,800 SH SOLE 19,800
PEDIATRIX MED GROUP COMMON STK 705324101 123 8,900 SH SOLE 8,900
PENFORD CORP COMMON STK 707051108 59 4,300 SH SOLE 4,300
PENNSYLVANIA ENTERPR COMMON STK 708720107 204 6,300 SH SOLE 6,300
PEOPLES ENERGY COMMON STK 711030106 130 3,700 SH SOLE 3,700
PEOPLES HERITAGE FIN COMMON STK 711147108 1,337 80,400 SH SOLE 80,400
PEOPLESOFT, INC. COMMON STK 712713106 427 25,200 SH SOLE 25,200
PEP BOYS-MANNY, MOE, COMMON STK 713278109 80 5,348 SH SOLE 5,348
PEPSICO, INC. COMMON STK 713448108 4,659 154,000 SH SOLE 154,000
PERFORMANCE FOOD COMMON STK 713755106 202 7,900 SH SOLE 7,900
PETROLEUM GEO-SVCS COMMON STK 716597109 1,508 79,100 SH SOLE 79,100
PFIZER, INC., LAR COMMON STK 717081103 29,084 809,300 SH SOLE 809,300
PHARMACIA & UPJOHN, COMMON STK 716941109 2,630 52,995 SH SOLE 52,995
PHARMACUTICAL PRODUC COMMON STK 717124101 799 58,900 SH SOLE 58,900
PHELPS DODGE COMMON STK 717265102 341 6,200 SH SOLE 6,200
PHILADELPHIA SUBN CO COMMON STK 718009608 557 23,646 SH SOLE 23,646
PHILLIP MORRIS COMMON STK 718154107 8,605 251,700 SH SOLE 251,700
PHILLIPS PETROLEUM COMMON STK 718507106 1,292 26,500 SH SOLE 26,500
PHILLIPS VAN HEUSEN COMMON STK 718592108 140 15,800 SH SOLE 15,800
PHOTRONICS, INC. COMMON STK 719405102 310 13,800 SH SOLE 13,800
PHYCOR, INC. COMMON STK 71940F100 193 44,100 SH SOLE 44,100
PICTURETEL COMMON STK 720035302 99 23,400 SH SOLE 23,400
PIEDMONT NATURAL GAS COMMON STK 720186105 952 31,400 SH SOLE 31,400
PIER I IMPORTS INC COMMON STK 720279108 836 123,825 SH SOLE 123,825
PILLOWTEX CORP COMMON STK 721501104 62 8,200 SH SOLE 8,200
PINNACLE HOLDINGS COMMON STK 72346N101 1,920 73,500 SH SOLE 73,500
PIONEER GROUP INC COMMON STK 723684106 230 15,300 SH SOLE 15,300
PIONEER HI-BRED COMMON STK 723686101 995 25,000 SH SOLE 25,000
PIONER STD ELECTRS COMMON STK 723877106 227 15,700 SH SOLE 15,700
PITNEY-BOWES, INC. COMMON STK 724479100 12,846 210,800 SH SOLE 210,800
PITTSTON BAX GROUP COMMON STK 725701882 97 12,000 SH SOLE 12,000
PLACER DOME, INC. COMMON STK 725906101 506 34,000 SH SOLE 34,000
PLAINS RES INC COMMON STK 726540503 175 9,800 SH SOLE 9,800
PLANTRONICS, INC. COMMON STK 727493108 1,060 21,300 SH SOLE 21,300
PLAYERS INTL INC COMMON STK 727903106 137 18,500 SH SOLE 18,500
PLEXUS CORP COMMON STK 729132100 1,491 48,700 SH SOLE 48,700
PNC BANK CORPORATION COMMON STK 693475105 1,681 31,900 SH SOLE 31,900
POGO PRODUCING COMMON STK 730448107 483 23,300 SH SOLE 23,300
POLARIS INDS INC COMMON STK 731068102 506 14,600 SH SOLE 14,600
POLAROID CORPORATION COMMON STK 731095105 120 4,600 SH SOLE 4,600
POOL ENERGY SVCS CO COMMON STK 732788104 303 12,300 SH SOLE 12,300
POPE & TALBOT INC COMMON STK 732827100 97 7,800 SH SOLE 7,800
POTLATCH CORPORATION COMMON STK 737628107 124 3,000 SH SOLE 3,000
POWER-ONE, INC. COMMON STK 739308104 579 22,700 SH SOLE 22,700
POWERWAVE COMMON STK 739363109 559 11,600 SH SOLE 11,600
PPG INDUSTRIES, INC. COMMON STK 693506107 1,098 18,300 SH SOLE 18,300
PRAXAIR, INC. COMMON STK 74005P104 2,627 57,100 SH SOLE 57,100
PRE PAID LEGAL COMMON STK 740065107 528 13,400 SH SOLE 13,400
PRECISION DRILLING C COMMON STK 74022D100 2,344 101,100 SH SOLE 101,100
PREMIER BANCSHARES, COMMON STK 739909109 264 15,100 SH SOLE 15,100
PRIDE INTERNATIONAL, COMMON STK 741932107 461 32,500 SH SOLE 32,500
PRIMARK CORP COMMON STK 741903108 336 11,800 SH SOLE 11,800
PRIME HOSPITALITY CO COMMON STK 741917108 239 29,900 SH SOLE 29,900
PRIORITY HEALTHCARE COMMON STK 74264T102 919 29,766 SH SOLE 29,766
PROCTOR & GAMBLE COM COMMON STK 742718109 21,000 224,000 SH SOLE 224,000
PROGRESS SOFTWARE CO COMMON STK 743312100 309 9,850 SH SOLE 9,850
PROGRESSIVE COMMON STK 743315103 629 7,700 SH SOLE 7,700
PROTEIN DESIGN LABS COMMON STK 74369L103 394 10,900 SH SOLE 10,900
PROVANTAGE HEALTH SE COMMON STK 743725103 146 14,200 SH SOLE 14,200
PROVIDENT BANKSHARES COMMON STK 743859100 315 14,795 SH SOLE 14,795
PROVIDIAN FINANCIAL COMMON STK 74406A102 1,180 14,900 SH SOLE 14,900
PUBLIC SERVICE COMMON STK 744573106 885 22,900 SH SOLE 22,900
PUBLIC SVC CO N C IN COMMON STK 744516105 372 12,000 SH SOLE 12,000
PULTE CORPORATION COMMON STK 745867101 96 4,400 SH SOLE 4,400
QRS CORPORATION COMMON STK 74726X105 500 7,800 SH SOLE 7,800
QUAKER CHEM CORP COMMON STK 747316107 85 5,100 SH SOLE 5,100
QUAKER OATS COMPANY COMMON STK 747402105 872 14,100 SH SOLE 14,100
QUALCOMM, INC. COMMON STK 747525103 3,065 16,200 SH SOLE 16,200
QUANEX CORP COMMON STK 747620102 210 8,200 SH SOLE 8,200
QUANTAM HEALTH DEBENTURE 74763LAA3 2,745 3,000,000 PRN SOLE
QUEENS COUNTY COMMON STK 748242104 343 12,400 SH SOLE 12,400
QUIKSILVER, INC. COMMON STK 74838C106 235 12,900 SH SOLE 12,900
R.R. DONNELLEY & COMMON STK 257867101 390 13,500 SH SOLE 13,500
RADIAN GROUP, INC. COMMON STK 750236101 3,109 72,400 SH SOLE 72,400
RAILTEX INC COMMON STK 750766107 87 5,300 SH SOLE 5,300
RALCORP HOLDING, COMMON STK 751028101 313 17,700 SH SOLE 17,700
RALSTON PURINA COMMON STK 751277302 943 33,900 SH SOLE 33,900
RAYMOND JAMES FINL I COMMON STK 754730109 547 27,450 SH SOLE 27,450
RAYTHEON COMPANY COMMON STK 755111408 1,747 35,200 SH SOLE 35,200
READ-RITE CORP COMMON STK 755246105 135 28,800 SH SOLE 28,800
REEBOK INTERNATIONAL COMMON STK 758110100 62 5,800 SH SOLE 5,800
REGAL BELOIT CORP COMMON STK 758750103 251 12,100 SH SOLE 12,100
REGENERON PHARMACEUT COMMON STK 75886F107 147 18,100 SH SOLE 18,100
REGIONS FINANCIAL COMMON STK 758940100 702 23,400 SH SOLE 23,400
REGIS CORP MINN COMMON STK 758932107 430 22,350 SH SOLE 22,350
RELIANCE STEEL & COMMON STK 759509102 338 16,100 SH SOLE 16,100
RELIANT ENERGY, INC. COMMON STK 75952J108 839 30,997 SH SOLE 30,997
REMEDY CORPORATION COMMON STK 759548100 474 16,700 SH SOLE 16,700
REMINGTON OIL & GAS COMMON STK 759594302 70 12,300 SH SOLE 12,300
RENAL CARE GROUP INC COMMON STK 759930100 1,368 62,450 SH SOLE 62,450
REPUBLIC GROUP, INC. COMMON STK 760473108 95 6,800 SH SOLE 6,800
REPUBLIC N Y COMMON STK 760719104 682 11,100 SH SOLE 11,100
RESPIRONICS INC COMMON STK 761230101 146 17,700 SH SOLE 17,700
REYNOLDS METALS COMMON STK 761763101 405 6,700 SH SOLE 6,700
RIGS NATIONAL CORP- COMMON STK 766570105 277 16,400 SH SOLE 16,400
RITE AID CORPORATION COMMON STK 767754104 373 27,000 SH SOLE 27,000
ROBBINS & MYERS INC COMMON STK 770196103 99 6,400 SH SOLE 6,400
ROBERTS PHARMACEUTIC COMMON STK 770491108 560 18,500 SH SOLE 18,500
ROCKWELL INTERNATION COMMON STK 773903109 1,050 20,000 SH SOLE 20,000
ROHM & HAAS COMPANY COMMON STK 775371107 806 22,324 SH SOLE 22,324
ROLLINS TRUCK COMMON STK 775741101 337 33,250 SH SOLE 33,250
ROPER INDS INC NEW COMMON STK 776696106 673 17,600 SH SOLE 17,600
ROSS STORES, INC. COMMON STK 778296103 1,461 72,600 SH SOLE 72,600
ROWAN COMPANIES, INC COMMON STK 779382100 140 8,600 SH SOLE 8,600
ROYAL APPLIANCE MFG COMMON STK 780076105 54 10,800 SH SOLE 10,800
ROYAL DUTCH PETROLEU COMMON STK 780257804 23,294 394,400 SH SOLE 394,400
RSA SECURITY, INC. COMMON STK 749719100 1,482 55,800 SH SOLE 55,800
RTI INTERNATIONAL COMMON STK 74973W107 120 12,000 SH SOLE 12,000
RUBY TUESDAY, INC. COMMON STK 781182100 361 18,500 SH SOLE 18,500
RURAL / METRO CORP COMMON STK 781748108 56 8,400 SH SOLE 8,400
RUSS BERRIE & COMMON STK 782233100 258 12,300 SH SOLE 12,300
RUSSELL CORPORATION COMMON STK 782352108 50 3,500 SH SOLE 3,500
RYANS FAMILY STEAK COMMON STK 783519101 194 21,500 SH SOLE 21,500
RYDER SYSTEMS, INC. COMMON STK 783549108 149 7,300 SH SOLE 7,300
RYLAND GROUP INC COMMON STK 783764103 196 8,600 SH SOLE 8,600
S3, INC. COMMON STK 784849101 436 41,800 SH SOLE 41,800
SAFECO CORPORATION COMMON STK 786429100 392 14,000 SH SOLE 14,000
SAFESKIN CORP COMMON STK 786454108 265 32,200 SH SOLE 32,200
SAFEWAY, INC. COMMON STK 786514208 4,899 128,700 SH SOLE 128,700
SARA LEE CORPORATION COMMON STK 803111103 5,592 238,600 SH SOLE 238,600
SBC COMMUNICATIONS, COMMON STK 78387G103 13,852 271,266 SH SOLE 271,266
SCHERING-PLOUGH CORP COMMON STK 806605101 8,808 201,900 SH SOLE 201,900
SCHLUMBERGER, LTD. COMMON STK 806857108 3,571 57,300 SH SOLE 57,300
SCHWEITZER-MAUDUIT COMMON STK 808541106 118 9,100 SH SOLE 9,100
SCIENTIFIC-ATLANTA, COMMON STK 808655104 392 7,900 SH SOLE 7,900
SCOTT TECHNOLOGIES, COMMON STK 810022301 207 10,500 SH SOLE 10,500
SCOTTS CO COMMON STK 810186106 370 10,700 SH SOLE 10,700
SEACOR SMIT, INC. COMMON STK 811904101 359 7,000 SH SOLE 7,000
SEAGATE TECHNOLOGY COMMON STK 811804103 715 23,200 SH SOLE 23,200
SEAGRAM COMPANY, LTD COMMON STK 811850106 2,043 44,900 SH SOLE 44,900
SEALED AIR CORP. COMMON STK 81211K100 448 8,740 SH SOLE 8,740
SEARS ROEBUCK & COMMON STK 812387108 1,249 39,800 SH SOLE 39,800
SEI INVESTMENTS COMP COMMON STK 784117103 1,580 17,700 SH SOLE 17,700
SEITEL INC COMMON STK 816074306 137 14,000 SH SOLE 14,000
SELECTIVE INS GROUP COMMON STK 816300107 304 16,100 SH SOLE 16,100
SEMPRA ENERGY COMMON STK 816851109 522 25,074 SH SOLE 25,074
SERVICE CORPORATION COMMON STK 817565104 300 28,400 SH SOLE 28,400
SERVICE EXPERTS, INC COMMON STK 817567100 106 10,200 SH SOLE 10,200
SHARED MEDICAL COMMON STK 819486101 131 2,800 SH SOLE 2,800
SHERWIN-WILLIAMS COM COMMON STK 824348106 2,531 120,900 SH SOLE 120,900
SHOPKO STORES INC COMMON STK 824911101 499 17,200 SH SOLE 17,200
SHOREWOOD PACKAGING COMMON STK 825229107 216 15,900 SH SOLE 15,900
SIERRA HEALTH SVCS I COMMON STK 826322109 157 15,500 SH SOLE 15,500
SIGMA-ALDRICH COMMON STK 826552101 333 10,500 SH SOLE 10,500
SILICON GRAPHICS, COMMON STK 827056102 215 19,700 SH SOLE 19,700
SILICON VALLEY COMMON STK 827064106 290 12,000 SH SOLE 12,000
SILICON VALLEY GROUP COMMON STK 827066101 226 19,100 SH SOLE 19,100
SIMPSON INDS INC COMMON STK 829060102 115 10,400 SH SOLE 10,400
SIMPSON MANUFACTURNG COMMON STK 829073105 328 7,000 SH SOLE 7,000
SKYLINE CORPORATION COMMON STK 830830105 134 5,200 SH SOLE 5,200
SKYWEST INC COMMON STK 830879102 706 32,200 SH SOLE 32,200
SLI, INC. COMMON STK 78442T108 2,767 129,850 SH SOLE 129,850
SLM HOLDING CORP. COMMON STK 78442A109 727 16,900 SH SOLE 16,900
SMITH A O CORP 'B' COMMON STK 831865209 405 13,400 SH SOLE 13,400
SMITHFIELD FOODS INC COMMON STK 832248108 647 24,200 SH SOLE 24,200
SNAP-ON, INC. COMMON STK 833034101 221 6,800 SH SOLE 6,800
SOLA INTL INC COMMON STK 834092108 222 14,400 SH SOLE 14,400
SOLECTRON CORP. COMMON STK 834182107 2,025 28,200 SH SOLE 28,200
SONAT INC. COMMON STK 835415100 452 11,400 SH SOLE 11,400
SONIC CORP COMMON STK 835451105 327 10,750 SH SOLE 10,750
SOUTHDOWN INC COMMON STK 841297104 1,193 22,300 SH SOLE 22,300
SOUTHERN CALIF WTR COMMON STK 029899101 172 5,200 SH SOLE 5,200
SOUTHERN COMPANY COMMON STK 842587107 1,862 72,300 SH SOLE 72,300
SOUTHERN ENERGY HOME COMMON STK 842814105 18 7,000 SH SOLE 7,000
SOUTHTRUST CORPORATI COMMON STK 844730101 6,099 170,000 SH SOLE 170,000
SOUTHWEST AIRLINES COMMON STK 844741108 800 52,687 SH SOLE 52,687
SOUTHWEST GAS COMMON STK 844895102 479 17,800 SH SOLE 17,800
SOUTHWESTERN ENERGY COMMON STK 845467109 131 14,400 SH SOLE 14,400
SPACELABS MED INC COMMON STK 846247104 82 5,400 SH SOLE 5,400
SPARTAN MTRS INC COMMON STK 846819100 36 7,200 SH SOLE 7,200
SPECIALITY EQUIPMENT COMMON STK 847497203 270 10,700 SH SOLE 10,700
SPEEDFAM-IPEC, INC. COMMON STK 847705100 203 16,900 SH SOLE 16,900
SPORTS AUTH INC COMMON STK 849176102 59 18,500 SH SOLE 18,500
SPORTSLINE USA INC COMMON STK 848934105 919 31,100 SH SOLE 31,100
SPRINGS INDUSTRIES, COMMON STK 851783100 61 1,800 SH SOLE 1,800
SPRINT CORPORATION COMMON STK 852061100 4,920 90,700 SH SOLE 90,700
SPRINT PCS GROUP COMMON STK 852061506 3,437 46,100 SH SOLE 46,100
SPS TECHNOLOGIES INC COMMON STK 784626103 281 7,400 SH SOLE 7,400
ST MARY LD & EXPL CO COMMON STK 792228108 167 6,400 SH SOLE 6,400
ST. JUDE MEDICAL, COMMON STK 790849103 275 8,716 SH SOLE 8,716
ST. PAUL BANCORP, COMMON STK 792848103 531 23,200 SH SOLE 23,200
ST. PAUL COMPANIES, COMMON STK 792860108 651 23,668 SH SOLE 23,668
STAFFMARK, INC. COMMON STK 852389105 134 16,900 SH SOLE 16,900
STANDARD MICROSYSTEM COMMON STK 853626109 83 9,000 SH SOLE 9,000
STANDARD MTR PRODS COMMON STK 853666105 148 7,600 SH SOLE 7,600
STANDARD PAC CORP NE COMMON STK 85375C101 176 17,200 SH SOLE 17,200
STANDARD PRODUCTS COMMON STK 853836104 333 9,400 SH SOLE 9,400
STANDEX INTL CORP COMMON STK 854231107 200 7,400 SH SOLE 7,400
STANLEY WORKS COMMON STK 854616109 232 9,200 SH SOLE 9,200
STAPLES, INC. COMMON STK 855030102 1,059 48,550 SH SOLE 48,550
STATE STREET COMMON STK 857477103 1,092 16,900 SH SOLE 16,900
STEEL TECHNOLOGIES I COMMON STK 858147101 74 6,400 SH SOLE 6,400
STEIN MART INC COMMON STK 858375108 185 25,900 SH SOLE 25,900
STEINER LEISURE, COMMON STK P8744Y102 1,353 54,100 SH SOLE 54,100
STILLWATER MNG CO COMMON STK 86074Q102 589 21,900 SH SOLE 21,900
STONE & WEBSTER INC COMMON STK 861572105 210 7,500 SH SOLE 7,500
STONE ENERGY CORP. COMMON STK 861642106 544 10,700 SH SOLE 10,700
STRIDE RITE COMMON STK 863314100 188 26,900 SH SOLE 26,900
STURM, RUGER & CO., COMMON STK 864159108 140 15,600 SH SOLE 15,600
SUMMIT BANCORP COMMON STK 866005101 587 18,100 SH SOLE 18,100
SUMMIT TECHNOLOGY, COMMON STK 86627E101 494 27,000 SH SOLE 27,000
SUN MICROSYSTEMS, COMMON STK 866810104 11,876 127,700 SH SOLE 127,700
SUNOCO, INC. COMMON STK 86764P109 257 9,400 SH SOLE 9,400
SUNRISE ASSISTED LIV COMMON STK 86768K106 1,612 60,700 SH SOLE 60,700
SUNRISE MED INC COMMON STK 867910101 77 12,800 SH SOLE 12,800
SUNTRUST BANKS, INC. COMMON STK 867914103 2,216 33,700 SH SOLE 33,700
SUPERIOR CONSULTANT COMMON STK 868146101 421 35,800 SH SOLE 35,800
SUPERVALU, INC. COMMON STK 868536103 319 14,644 SH SOLE 14,644
SUSQUEHANNA COMMON STK 869099101 369 21,400 SH SOLE 21,400
SWISS ARMY BRANDS IN COMMON STK 870827102 42 4,500 SH SOLE 4,500
SYMMETRICOM INC COMMON STK 871543104 65 8,600 SH SOLE 8,600
SYNCOR INTL CORP DEL COMMON STK 87157J106 259 6,900 SH SOLE 6,900
SYNOPSYS, INC. COMMON STK 871607107 730 13,000 SH SOLE 13,000
SYNOVUS FINANCIAL COMMON STK 87161C105 528 28,250 SH SOLE 28,250
SYSCO CORPORATION, COMMON STK 871829107 6,669 190,200 SH SOLE 190,200
TACO CABANA INC COMMON STK 873425102 75 7,700 SH SOLE 7,700
TALK.COM, INC. COMMON STK 874264104 458 35,500 SH SOLE 35,500
TALK.COM, INC. RIGHT COMMON STK 87426499 0 1,400 SH SOLE 1,400
TANDY CORPORATION COMMON STK 875382103 1,044 20,200 SH SOLE 20,200
TBC CORP COMMON STK 872180104 84 12,200 SH SOLE 12,200
TCBY ENTERPRISES INC COMMON STK 872245105 60 13,200 SH SOLE 13,200
TECHNITROL INC COMMON STK 878555101 335 9,500 SH SOLE 9,500
TECHNOLOGY SOLUTIONS COMMON STK 87872T108 343 24,300 SH SOLE 24,300
TEKTRONIX, INC. COMMON STK 879131100 161 4,800 SH SOLE 4,800
TELECOM COMMON STK 87921P107 1,093 85,700 SH SOLE 85,700
TELLABS, INC. COMMON STK 879664100 13,346 234,400 SH SOLE 234,400
TELXON CORP COMMON STK 879700102 78 9,300 SH SOLE 9,300
TEMPLE-INLAND, INC. COMMON STK 879868107 1,591 26,300 SH SOLE 26,300
TENET HEALTHCARE COMMON STK 88033G100 569 32,400 SH SOLE 32,400
TENNECO,INC COMMON STK 88037E101 301 17,700 SH SOLE 17,700
TETRA TECHNOLOGIES COMMON STK 88162G103 2,040 122,225 SH SOLE 122,225
TETRA TECHNOLOGIES, COMMON STK 88162F105 1,719 168,700 SH SOLE 168,700
TEXACO, INC., LARG COMMON STK 881694103 18,092 286,600 SH SOLE 286,600
TEXAS INDS INC COMMON STK 882491103 451 12,200 SH SOLE 12,200
TEXAS INSTRUMENTS, COMMON STK 882508104 6,761 82,200 SH SOLE 82,200
TEXAS UTILITIES COMMON STK 882848104 1,089 29,187 SH SOLE 29,187
TEXTRON, INC. COMMON STK 883203101 1,223 15,800 SH SOLE 15,800
THE BEAR STEARNS CO. COMMON STK 073902108 465 12,095 SH SOLE 12,095
THE DOW CHEMICAL COMMON STK 260543103 2,625 23,100 SH SOLE 23,100
THE DRESS BARN COMMON STK 261570105 211 11,500 SH SOLE 11,500
THE GEON COMPANY COMMON STK 37246W105 850 33,000 SH SOLE 33,000
THE KROLL-O'GARA COMMON STK 501050108 214 12,800 SH SOLE 12,800
THE PROFIT RECOVERY COMMON STK 743168106 1,667 37,350 SH SOLE 37,350
THERMO ELECTRON COMMON STK 883556102 220 16,400 SH SOLE 16,400
THERMO INSTRUMENTS DEBENTURE 883559AE6 4,266 5,400,000 PRN SOLE
THERMO TERRATECH DEBENTURE 883598AA2 4,382 5,125,000 PRN SOLE
THOMAS & BETTS COMMON STK 884315102 301 5,900 SH SOLE 5,900
THOMAS INDS INC COMMON STK 884425109 170 9,100 SH SOLE 9,100
THOR INDS INC COMMON STK 885160101 179 7,000 SH SOLE 7,000
THREE-FIVE SYS INC COMMON STK 88554L108 89 4,000 SH SOLE 4,000
TIMBERLAND CO COMMON STK 887100105 480 12,300 SH SOLE 12,300
TIME WARNER, INC. COMMON STK 887315109 12,156 200,100 SH SOLE 200,100
TIMES MIRROR COMPANY COMMON STK 887364107 500 7,600 SH SOLE 7,600
TIMKEN COMPANY COMMON STK 887389104 103 6,400 SH SOLE 6,400
TITAN INTL INC ILL COMMON STK 88830M102 122 11,900 SH SOLE 11,900
TITANIUM METALS CORP COMMON STK 888339108 1,057 118,300 SH SOLE 118,300
TJ INTL INC COMMON STK 872534102 224 8,900 SH SOLE 8,900
TJX COMPANIES, INC. COMMON STK 872540109 940 33,500 SH SOLE 33,500
TNP ENTERPRISES INC COMMON STK 872594106 304 7,800 SH SOLE 7,800
TOLL BROTHERS INC COMMON STK 889478103 404 21,200 SH SOLE 21,200
TORCHMARK COMMON STK 891027104 360 13,900 SH SOLE 13,900
TORO CO COMMON STK 891092108 284 7,600 SH SOLE 7,600
TOSCO CORPORATION COMMON STK 891490302 139 5,500 SH SOLE 5,500
TOWER AUTOMOTIVE, IN COMMON STK 891707101 1,617 81,600 SH SOLE 81,600
TOYS 'R' US, INC. COMMON STK 892335100 387 25,800 SH SOLE 25,800
TREDEGAR CORP COMMON STK 894650100 460 21,500 SH SOLE 21,500
TRENWICK GROUP INC COMMON STK 895290104 101 6,100 SH SOLE 6,100
TRIARC COS INC COMMON STK 895927101 317 14,800 SH SOLE 14,800
TRIBUNE COMPANY COMMON STK 896047107 4,264 85,700 SH SOLE 85,700
TRICON GLOBAL COMMON STK 895953107 657 16,050 SH SOLE 16,050
TRIMBLE NAVIGATION L COMMON STK 896239100 139 13,000 SH SOLE 13,000
TRUE NORTH COMMUNICA COMMON STK 897844106 1,419 39,000 SH SOLE 39,000
TRUSTCO BANK CORP COMMON STK 898349105 462 15,650 SH SOLE 15,650
TRW INC. COMMON STK 872649108 627 12,600 SH SOLE 12,600
TUBOSCOPE VETCO INTL COMMON STK 898600101 320 25,700 SH SOLE 25,700
TUPPERWARE COMMON STK 899896104 119 5,900 SH SOLE 5,900
TYCO INTERNATIONAL L COMMON STK 902124106 25,593 247,878 SH SOLE 247,878
U S BIOSCIENCE INC COMMON STK 911646206 225 15,800 SH SOLE 15,800
U S HOME CORP NEW COMMON STK 911920106 214 7,700 SH SOLE 7,700
U S WEST, INC. COMMON STK 91273H101 3,012 52,780 SH SOLE 52,780
U.S. AGGREGATES, INC COMMON STK 90334D109 886 63,600 SH SOLE 63,600
U.S. TRUST COMMON STK 91288L105 1,583 19,700 SH SOLE 19,700
ULTRATECH STEPPER, COMMON STK 904034105 157 12,300 SH SOLE 12,300
UNICOM CORPORATION COMMON STK 904911104 835 22,600 SH SOLE 22,600
UNILEVER N.V. COMMON STK 904784709 4,077 59,853 SH SOLE 59,853
UNION CARBIDE COMMON STK 905581104 795 14,000 SH SOLE 14,000
UNION PACIFIC COMMON STK 907834105 423 26,304 SH SOLE 26,304
UNION PACIFIC COMMON STK 907818108 1,240 25,800 SH SOLE 25,800
UNION PLANTERS CORPO COMMON STK 908068109 607 14,900 SH SOLE 14,900
UNISYS CORPORATION COMMON STK 909214108 1,376 30,500 SH SOLE 30,500
UNITED BANKSHARES, COMMON STK 909907107 610 25,100 SH SOLE 25,100
UNITED HEALTHCARE CO COMMON STK 910581107 3,238 66,500 SH SOLE 66,500
UNITED ILLUMINATING COMMON STK 910637107 406 8,400 SH SOLE 8,400
UNITED NATURAL FOODS COMMON STK 911163103 92 10,500 SH SOLE 10,500
UNITED TECHNOLOGIES COMMON STK 913017109 2,995 50,500 SH SOLE 50,500
UNITED WTR RES INC COMMON STK 913190104 1,256 38,500 SH SOLE 38,500
UNITRODE CORP COMMON STK 913283107 785 18,700 SH SOLE 18,700
UNIVERSAL FST PRODS COMMON STK 913543104 157 12,000 SH SOLE 12,000
UNIVERSAL HEALTH SVC COMMON STK 913903100 748 28,900 SH SOLE 28,900
UNOCAL CORPORATION COMMON STK 915289102 938 25,300 SH SOLE 25,300
UNUMPROVIDENT COMMON STK 91529Y106 732 24,882 SH SOLE 24,882
URS CORPORATION COMMON STK 903236107 221 9,000 SH SOLE 9,000
US BANCORP, LARGE COMMON STK 902973106 5,104 169,086 SH SOLE 169,086
US ONCOLOGY, INC. COMMON STK 90338W103 449 49,500 SH SOLE 49,500
USA DETERGENTS INC COMMON STK 902938109 40 8,000 SH SOLE 8,000
USAIR GROUP, INC. COMMON STK 911905107 197 7,500 SH SOLE 7,500
USFREIGHTWAYS CORPOR COMMON STK 916906100 1,322 27,900 SH SOLE 27,900
UST CORP. COMMON STK 902900109 766 24,900 SH SOLE 24,900
UST, INC. COMMON STK 902911106 552 18,300 SH SOLE 18,300
USX-MARATHON COMMON STK 902905827 7,620 260,500 SH SOLE 260,500
USX-US STEEL GROUP, COMMON STK 90337T101 237 9,200 SH SOLE 9,200
UTI ENERGY CORP. COMMON STK 903387108 2,018 103,800 SH SOLE 103,800
V F CORPORATION COMMON STK 918204108 388 12,500 SH SOLE 12,500
VALASSIS COMMUNICATI COMMON STK 918866104 2,526 57,500 SH SOLE 57,500
VALENCE TECHNOLOGY I COMMON STK 918914102 75 16,000 SH SOLE 16,000
VALMONT INDS INC COMMON STK 920253101 236 14,000 SH SOLE 14,000
VANTIVE CORP COMMON STK 922091103 136 15,600 SH SOLE 15,600
VARIAN MEDICAL COMMON STK 92220P105 387 17,700 SH SOLE 17,700
VERTEX PHARMACEUTICA COMMON STK 92532F100 891 28,700 SH SOLE 28,700
VIACOM, INC. COMMON STK 925524308 3,059 72,400 SH SOLE 72,400
VICOR CORPORATION COMMON STK 925815102 542 23,900 SH SOLE 23,900
VINTAGE PETE INC COMMON STK 927460105 487 36,100 SH SOLE 36,100
VISHAY INTERTECHNOLO COMMON STK 928298108 1,399 58,925 SH SOLE 58,925
VISIO CORPORATION COMMON STK 927914101 691 17,600 SH SOLE 17,600
VITAL SIGNS INC COMMON STK 928469105 145 7,100 SH SOLE 7,100
VOLT INFORMATION SCI COMMON STK 928703107 211 8,700 SH SOLE 8,700
VULCAN MATERIALS CO. COMMON STK 929160109 385 10,500 SH SOLE 10,500
W.R. GRACE & COMPANY COMMON STK 38388F108 116 7,200 SH SOLE 7,200
W.W. GRAINGER, INC. COMMON STK 384802104 466 9,700 SH SOLE 9,700
WABASH NATL CORP COMMON STK 929566107 270 13,300 SH SOLE 13,300
WACHOVIA CORPORATION COMMON STK 929771103 1,675 21,300 SH SOLE 21,300
WADDELL & REED FIN - COMMON STK 930059100 1,453 65,500 SH SOLE 65,500
WAL-MART STORES, INC COMMON STK 931142103 43,700 918,800 SH SOLE 918,800
WALGREEN COMPANY, COMMON STK 931422109 7,072 278,700 SH SOLE 278,700
WALL DATA, INC. COMMON STK 932045107 31 5,800 SH SOLE 5,800
WALT DISNEY COMPANY COMMON STK 254687106 5,580 215,634 SH SOLE 215,634
WARNER-LAMBERT COMMON STK 934488107 20,536 309,400 SH SOLE 309,400
WASHINGTON GAS LIGHT COMMON STK 938837101 599 22,100 SH SOLE 22,100
WASHINGTON MUTUAL, COMMON STK 939322103 1,803 61,646 SH SOLE 61,646
WASTE MANAGEMENT INC COMMON STK 94106L109 1,233 64,029 SH SOLE 64,029
WATKINS JOHNSON CO COMMON STK 942486101 131 3,900 SH SOLE 3,900
WATSCO INC COMMON STK 942622200 189 16,650 SH SOLE 16,650
WATSON COMMON STK 942683103 303 9,900 SH SOLE 9,900
WD 40 CO COMMON STK 929236107 210 8,970 SH SOLE 8,970
WELLPOINT HEALTH COMMON STK 94973H108 399 7,000 SH SOLE 7,000
WELLS FARGO & C0 COMMON STK 949746101 9,275 234,060 SH SOLE 234,060
WENDY'S COMMON STK 950590109 338 12,800 SH SOLE 12,800
WERNER ENTERPRISES I COMMON STK 950755108 484 27,475 SH SOLE 27,475
WESLEY JESSEN COMMON STK 951018100 315 10,100 SH SOLE 10,100
WESTVACO CORPORATION COMMON STK 961548104 267 10,400 SH SOLE 10,400
WEYERHAEUSER COMPANY COMMON STK 962166104 1,216 21,100 SH SOLE 21,100
WHIRLPOOL COMMON STK 963320106 523 8,000 SH SOLE 8,000
WHITNEY HLDG CORP COMMON STK 966612103 457 13,300 SH SOLE 13,300
WHITTMAN-HART, INC. COMMON STK 966834103 2,269 58,500 SH SOLE 58,500
WHOLE FOODS MKT INC COMMON STK 966837106 501 15,300 SH SOLE 15,300
WHX CORP COMMON STK 929248102 96 9,600 SH SOLE 9,600
WICOR INC COMMON STK 929253102 631 21,700 SH SOLE 21,700
WILLAMETTE INDUSTRIE COMMON STK 969133107 1,337 31,000 SH SOLE 31,000
WILLIAMS COMPANIES, COMMON STK 969457100 1,696 45,300 SH SOLE 45,300
WINN-DIXIE STORES, COMMON STK 974280109 457 15,400 SH SOLE 15,400
WINNEBAGO INDS INC COMMON STK 974637100 309 12,900 SH SOLE 12,900
WMX TECHNOLOGIES DEBENTURE 92929QAF4 2,044 2,500,000 PRN SOLE
WOLVERINE TUBE INC COMMON STK 978093102 119 7,700 SH SOLE 7,700
WOLVERINE WORLD COMMON STK 978097103 272 23,900 SH SOLE 23,900
WORLDCOM, INC. COMMON STK 55268B106 21,139 294,110 SH SOLE 294,110
WORTHINGTON COMMON STK 981811102 162 9,500 SH SOLE 9,500
WRIGLEY (WM) JR COMMON STK 982526105 846 12,300 SH SOLE 12,300
WYNNS INTL INC COMMON STK 983195108 172 10,800 SH SOLE 10,800
X-RITE INC COMMON STK 983857103 80 12,300 SH SOLE 12,300
XEROX CORPORATION COMMON STK 984121103 2,902 69,200 SH SOLE 69,200
XIRCOM, INC. COMMON STK 983922105 1,110 26,000 SH SOLE 26,000
XOMED SURGICAL COMMON STK 98412V107 410 7,200 SH SOLE 7,200
YELLOW CORPORATION COMMON STK 985509108 239 14,400 SH SOLE 14,400
ZALE CORPORATION COMMON STK 988858106 1,349 35,200 SH SOLE 35,200
ZEBRA TECHNOLOGIES C COMMON STK 989207105 1,482 32,600 SH SOLE 32,600
ZENITH NATIONAL COMMON STK 989390109 212 9,900 SH SOLE 9,900
ZILOG INC COMMON STK 989524103 25 10,152 SH SOLE 10,152
Total 2,274,560
</TABLE>
