FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 31, 1999
Check here if Amendment: [ ] Amendment Number:
This Amendment (Check only one.):
[ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: 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 Abitz
Title: Vice President of Securities
Phone: 920-734-5721
Signature, Place, and Date of Signing:
/s/ James Abitz
- -------------------------------------------------------------
Signature
Appleton, Wisconsin
- -------------------------------------------------------------
City, State
April 30, 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: 1,190
Form 13F Information Table Value Total: $2,243,504
List of Other Included Mangers:
No. 13F File Number Name
AID ASSOCATION LUTHERANS
Form 13F Information Table
<TABLE>
Name of Title Value Shrs or Investment Other Voting authority
issuer of class CUSIP (x$1000) prn amt SH/PRN Put/ discretion managers Sole Shared None
Column 1 Column 2 Column 3 Column 4 Column 5 Call Column 6 Column 7 Column 8
<CAPTION>
<S> <C> <C> <C> <C> <C> <C> <C>
3COM CORPORATION COMMON STK 885535104 774.00 33,200.00 SH SOLE 33200
A.T. CROSS COMPANY COMMON STK 227478104 69.00 9,400.00 SH SOLE 9400
AAR CORPORATION COMMON STK 000361105 280.00 15,700.00 SH SOLE 15700
ABBOTT LABORATORIES COMMON STK 002824100 8,518.00 182,400.00 SH SOLE 182400
ABM INDUSTRIES COMMON STK 000957100 366.00 12,000.00 SH SOLE 12000
ABR INFORMATION SERV COMMON STK 00077R108 1,595.00 91,800.00 SH SOLE 91800
ACXIOM CORPORATION COMMON STK 005125109 4,399.00 166,000.00 SH SOLE 166000
ADAC LABORATORIES COMMON STK 005313200 155.00 11,400.00 SH SOLE 11400
ADC TELECOMMUNICATIO COMMON STK 000886101 7,945.00 166,600.00 SH SOLE 166600
ADOBE SYSTEMS, INC. COMMON STK 00724F101 341.00 6,000.00 SH SOLE 6000
ADOLPH COORS COMPANY COMMON STK 217016104 189.00 3,500.00 SH SOLE 3500
ADVANCED MICRO COMMON STK 007903107 206.00 13,300.00 SH SOLE 13300
ADVANCED TISSUE COMMON STK 00755F103 48.00 22,300.00 SH SOLE 22300
ADVO, INC. COMMON STK 007585102 243.00 12,600.00 SH SOLE 12600
AEROQUIP-VICKERS COMMON STK 007869100 149.00 2,600.00 SH SOLE 2600
AES CORPORATION COMMON STK 00130H105 622.00 16,700.00 SH SOLE 16700
AETNA LIFE & COMMON STK 008117103 1,117.00 13,463.00 SH SOLE 13463
AIR EXPRESS COMMON STK 009104100 290.00 19,200.00 SH SOLE 19200
AIR PRODUCTS & CHEMIC COMMON STK 009158106 730.00 21,300.00 SH SOLE 21300
AIRTOUCH COMMON STK 00949T100 5,150.00 53,300.00 SH SOLE 53300
ALBERTO-CULVER COMMON STK 013068101 119.00 5,100.00 SH SOLE 5100
ALBERTSONS COMMON STK 013104104 14,067.00 259,000.00 SH SOLE 259000
ALCAN ALUMINIUM, COMMON STK 013716105 545.00 21,100.00 SH SOLE 21100
ALCOA INC. COMMON STK 013817101 1,400.00 34,000.00 SH SOLE 34000
ALL/TEL CORPORATION COMMON STK 020039103 1,597.00 25,600.00 SH SOLE 25600
ALLEGHENY TELEDYNE COMMON STK 017415100 343.00 18,101.00 SH SOLE 18101
ALLEN GROUP, INC COMMON STK 018091108 95.00 15,600.00 SH SOLE 15600
ALLERGAN, INC. COMMON STK 018490102 545.00 6,200.00 SH SOLE 6200
ALLIANCE PHARMACEU- COMMON STK 018773101 50.00 18,200.00 SH SOLE 18200
ALLIANT TECHSYSTEMS COMMON STK 018804104 482.00 6,200.00 SH SOLE 6200
ALLIEDSIGNAL, INC., COMMON STK 019512102 6,394.00 130,000.00 SH SOLE 130000
ALLSTATE CORPORATION COMMON STK 020002101 2,820.00 76,078.00 SH SOLE 76078
ALPHARMA INC COMMON STK 020813101 561.00 14,300.00 SH SOLE 14300
ALZA CORPORATION COMMON STK 022615108 352.00 9,200.00 SH SOLE 9200
AMCAST INDL CORP COMMON STK 023395106 84.00 5,200.00 SH SOLE 5200
AMCOL INTL CORP COMMON STK 02341W103 154.00 15,400.00 SH SOLE 15400
AMERADA HESS COMMON STK 023551104 418.00 8,300.00 SH SOLE 8300
AMEREN CORPORATION COMMON STK 023608102 460.00 12,700.00 SH SOLE 12700
AMERICAN BANKERS COMMON STK 024456105 1,269.00 24,400.00 SH SOLE 24400
AMERICAN ELECTRIC COMMON STK 025537101 702.00 17,700.00 SH SOLE 17700
AMERICAN EXPRESS COMMON STK 025816109 4,947.00 42,100.00 SH SOLE 42100
AMERICAN FREIGHTWAYS COMMON STK 02629V108 229.00 17,800.00 SH SOLE 17800
AMERICAN GENERAL COMMON STK 026351106 1,648.00 23,370.00 SH SOLE 23370
AMERICAN GREETINGS COMMON STK 026375105 165.00 6,500.00 SH SOLE 6500
AMERICAN HOME COMMON STK 026609107 7,993.00 122,500.00 SH SOLE 122500
AMERICAN INT'L COMMON STK 026874107 14,790.00 122,612.00 SH SOLE 122612
AMERICAN MANAGEMENT COMMON STK 027352103 2,423.00 71,000.00 SH SOLE 71000
AMERICAN ONCOLOGY RE COMMON STK 028910107 167.00 18,600.00 SH SOLE 18600
AMERICAN ONLINE, INC COMMON STK 02364J104 13,797.00 94,500.00 SH SOLE 94500
AMERICAN STORES CO COMMON STK 030096101 4,604.00 139,500.00 SH SOLE 139500
AMERICAN TOWER CORP COMMON STK 029912201 914.00 37,300.00 SH SOLE 37300
AMERICREDIT CORP. COMMON STK 03060R101 458.00 34,900.00 SH SOLE 34900
AMERISOURCE HEALTH COMMON STK 03071P102 2,988.00 87,400.00 SH SOLE 87400
AMERITECH CORP COMMON STK 030954101 15,838.00 273,660.00 SH SOLE 273660
AMGEN, INC. COMMON STK 031162100 3,542.00 47,300.00 SH SOLE 47300
AMKOR TECHNOLOGY, COMMON STK 031652100 1,164.00 147,800.00 SH SOLE 147800
AMP, INC. COMMON STK 031897101 1,088.00 20,260.00 SH SOLE 20260
AMR CORPORATION COMMON STK 001765106 996.00 17,000.00 SH SOLE 17000
AMRESCO INC. COMMON STK 031909104 1,701.00 221,300.00 SH SOLE 221300
AMSOUTH BANCORP COMMON STK 032165102 496.00 10,900.00 SH SOLE 10900
ANADARKO PETROLEUM COMMON STK 032511107 419.00 11,100.00 SH SOLE 11100
ANALOGIC COMMON STK 032657207 237.00 7,200.00 SH SOLE 7200
ANALYSTS INTL CORP COMMON STK 032681108 147.00 12,800.00 SH SOLE 12800
ANCHOR BANCORP COMMON STK 032839102 149.00 9,700.00 SH SOLE 9700
ANCHOR GAMING COMMON STK 033037102 302.00 6,900.00 SH SOLE 6900
ANDREW CORPORATION COMMON STK 034425108 96.00 7,775.00 SH SOLE 7775
ANGELICA CORPORATION COMMON STK 034663104 70.00 5,000.00 SH SOLE 5000
ANHEUSER-BUSCH COMMON STK 035229103 3,390.00 44,500.00 SH SOLE 44500
ANIXTER INTL INC COMMON STK 035290105 283.00 23,700.00 SH SOLE 23700
ANNTAYLOR STORES COMMON STK 036115103 645.00 14,600.00 SH SOLE 14600
AON CORPORATION COMMON STK 037389103 1,003.00 15,850.00 SH SOLE 15850
APACHE CORPORATION COMMON STK 037411105 232.00 8,900.00 SH SOLE 8900
APEX PC SOLUTIONS COMMON STK 037945102 1,336.00 95,850.00 SH SOLE 95850
APOGEE ENTERPRISES COMMON STK 037598109 186.00 15,700.00 SH SOLE 15700
APPLE COMPUTER, INC. COMMON STK 037833100 449.00 12,500.00 SH SOLE 12500
APPLEBEES INTL INC COMMON STK 037899101 1,799.00 72,500.00 SH SOLE 72500
APPLIED INDL TECHNOL COMMON STK 03820C105 137.00 12,300.00 SH SOLE 12300
APPLIED MAGNETICS CO COMMON STK 038213104 58.00 13,800.00 SH SOLE 13800
APPLIED MATERIALS COMMON STK 038222105 2,116.00 34,300.00 SH SOLE 34300
APPLIED PWR INC COMMON STK 038225108 2,346.00 86,095.00 SH SOLE 86095
APTARGROUP INC COMMON STK 038336103 530.00 20,400.00 SH SOLE 20400
AQUARION CO COMMON STK 03838W101 177.00 6,450.00 SH SOLE 6450
ARCHER-DANIELS- COMMON STK 039483102 807.00 54,965.00 SH SOLE 54965
ARCTIC CAT INC COMMON STK 039670104 155.00 15,600.00 SH SOLE 15600
ARKANSAS BEST CORP COMMON STK 040790107 76.00 11,100.00 SH SOLE 11100
ARM FINANCIAL GROUP COMMON STK 001944107 1,371.00 91,800.00 SH SOLE 91800
ARMSTRONG WORLD COMMON STK 042476101 163.00 3,600.00 SH SOLE 3600
ARTESYN TECHNOLOGIES COMMON STK 043127109 854.00 69,000.00 SH SOLE 69000
ASARCO, INC. COMMON STK 043413103 50.00 3,600.00 SH SOLE 3600
ASCEND COMMUNICATION COMMON STK 043491109 1,682.00 20,100.00 SH SOLE 20100
ASHLAND OIL, INC. COMMON STK 044204105 282.00 6,900.00 SH SOLE 6900
ASHWORTH INC COMMON STK 04516H101 28.00 8,000.00 SH SOLE 8000
ASPECT TELECOM. COMMON STK 045237104 191.00 28,800.00 SH SOLE 28800
ASPEN TECHNOLOGY COMMON STK 045327103 177.00 12,500.00 SH SOLE 12500
ASSOCIATES FIRST COMMON STK 046008108 6,120.00 135,990.00 SH SOLE 135990
ASTEC INDS INC COMMON STK 046224101 330.00 10,700.00 SH SOLE 10700
AT&T CORPORATION COMMON STK 001957109 25,330.00 317,374.00 SH SOLE 317374
ATLANTIC COAST AIR COMMON STK 048396105 1,086.00 38,600.00 SH SOLE 38600
ATLANTIC RICHFIELD COMMON STK 048825103 2,190.00 30,000.00 SH SOLE 30000
ATLAS AIR, INC. COMMON STK 049164106 1,318.00 45,750.00 SH SOLE 45750
ATMOS ENERGY CORP COMMON STK 049560105 414.00 17,200.00 SH SOLE 17200
AU BON PAIN INC COMMON STK 050103100 36.00 6,900.00 SH SOLE 6900
AUSPEX SYS INC COMMON STK 052116100 156.00 14,600.00 SH SOLE 14600
AUTHENTIC FITNESS CO COMMON STK 052661105 201.00 13,000.00 SH SOLE 13000
AUTODESK, INC. COMMON STK 052769106 218.00 5,400.00 SH SOLE 5400
AUTOMATIC DATA PROCE COMMON STK 053015103 14,696.00 355,200.00 SH SOLE 355200
AUTOZONE, INC. COMMON STK 053332102 425.00 14,000.00 SH SOLE 14000
AVERY DENNISON CORPO COMMON STK 053611109 5,549.00 102,600.00 SH SOLE 102600
AVIATION SALES CO. COMMON STK 053672101 294.00 6,600.00 SH SOLE 6600
AVID TECHNOLOGY INC. COMMON STK 05367P100 242.00 13,900.00 SH SOLE 13900
AVON PRODUCTS, INC. COMMON STK 054303102 1,144.00 24,300.00 SH SOLE 24300
AZTAR CORPORATION COMMON STK 054802103 123.00 25,500.00 SH SOLE 25500
B.F. GOODRICH COMMON STK 382388106 233.00 6,800.00 SH SOLE 6800
BAKER HUGHES, INC. COMMON STK 057224107 737.00 30,320.00 SH SOLE 30320
BAKER J INC COMMON STK 057232100 30.00 8,000.00 SH SOLE 8000
BALDOR ELECTRIC COMMON STK 057741100 423.00 21,000.00 SH SOLE 21000
BALL CORPORATION COMMON STK 058498106 127.00 2,700.00 SH SOLE 2700
BALLARD MEDICAL COMMON STK 058566100 424.00 17,400.00 SH SOLE 17400
BALTIMORE GAS & COMMON STK 059165100 350.00 13,800.00 SH SOLE 13800
BANCTEC INC COMMON STK 059784108 137.00 11,100.00 SH SOLE 11100
BANGOR HYDRO ELEC CO COMMON STK 060077104 53.00 4,200.00 SH SOLE 4200
BANK OF NEW YORK COMMON STK 064057102 2,534.00 70,500.00 SH SOLE 70500
BANK ONE CORPORATION COMMON STK 06423A103 5,995.00 108,885.00 SH SOLE 108885
BANKAMERICA CORPORAT COMMON STK 06605F102 35,997.00 509,695.00 SH SOLE 509695
BANKBOSTON COMMON STK 06605R106 1,182.00 27,300.00 SH SOLE 27300
BANKERS TRUST COMMON STK 066365107 794.00 9,000.00 SH SOLE 9000
BANKNORTH GROUP, INC COMMON STK 06646L100 370.00 13,100.00 SH SOLE 13100
BARD (C.R.), INC. COMMON STK 067383109 252.00 5,000.00 SH SOLE 5000
BARNES GROUP INC COMMON STK 067806109 212.00 11,300.00 SH SOLE 11300
BARR LABORATORIES, COMMON STK 068306109 387.00 12,700.00 SH SOLE 12700
BARRETT RESOURCES COMMON STK 068480201 454.00 18,100.00 SH SOLE 18100
BARRICK GOLD COMMON STK 067901108 590.00 34,600.00 SH SOLE 34600
BASSETT FURNITURE COMMON STK 070203104 162.00 7,300.00 SH SOLE 7300
BATTLE MOUNTAIN COMMON STK 071593107 58.00 21,200.00 SH SOLE 21200
BAUSCH & LOMB, INC. COMMON STK 071707103 345.00 5,300.00 SH SOLE 5300
BAXTER INTERNATIONAL COMMON STK 071813109 21,074.00 319,300.00 SH SOLE 319300
BB&T CORPORATION COMMON STK 054937107 1,042.00 28,800.00 SH SOLE 28800
BE AEROSPACE, INC. COMMON STK 073302101 1,575.00 106,800.00 SH SOLE 106800
BEA SYSTEMS, INC. COMMON STK 073325102 1,334.00 85,400.00 SH SOLE 85400
BECTON, DICKINSON COMMON STK 075887109 20,126.00 525,300.00 SH SOLE 525300
BELDEN INC COMMON STK 077459105 235.00 13,800.00 SH SOLE 13800
BELL ATLANTIC CORPOR COMMON STK 077853109 21,650.00 418,862.00 SH SOLE 418862
BELL INDS COMMON STK 078107109 55.00 5,300.00 SH SOLE 5300
BELLSOUTH COMMON STK 079860102 7,267.00 181,400.00 SH SOLE 181400
BEMIS COMPANY, INC. COMMON STK 081437105 149.00 4,800.00 SH SOLE 4800
BENCHMARK ELECTRS IN COMMON STK 08160H101 198.00 6,600.00 SH SOLE 6600
BENTON OIL & GAS COMMON STK 083288100 61.00 16,800.00 SH SOLE 16800
BESTFOODS COMMON STK 08658U101 1,241.00 26,400.00 SH SOLE 26400
BETHLEHEM STEEL COMMON STK 087509105 99.00 12,000.00 SH SOLE 12000
BILLING CONCEPTS COMMON STK 090063108 232.00 19,500.00 SH SOLE 19500
BINDLEY WESTERN COMMON STK 090324104 360.00 12,600.00 SH SOLE 12600
BIO TECHNOLOGY GEN COMMON STK 090578104 164.00 27,500.00 SH SOLE 27500
BIOMATRIX, INC. COMMON STK 09060P102 1,739.00 22,300.00 SH SOLE 22300
BIOMET, INC. COMMON STK 090613100 432.00 10,300.00 SH SOLE 10300
BIRMINGHAM STEEL COMMON STK 091250100 65.00 16,600.00 SH SOLE 16600
BISYS GROUP, INC. COMMON STK 055472104 2,335.00 41,505.00 SH SOLE 41505
BLACK & DECKER COMMON STK 091797100 444.00 8,000.00 SH SOLE 8000
BLOCK (H.R.), INC. COMMON STK 093671105 431.00 9,100.00 SH SOLE 9100
BLOUNT INTL INC COMMON STK 095177101 609.00 21,100.00 SH SOLE 21100
BMC INDS INC MINN COMMON STK 055607105 68.00 15,400.00 SH SOLE 15400
BMC SOFTWARE, INC. COMMON STK 055921100 1,139.00 30,734.00 SH SOLE 30734
BOEING COMPANY COMMON STK 097023105 3,153.00 92,388.00 SH SOLE 92388
BOISE CASCADE COMMON STK 097383103 164.00 5,100.00 SH SOLE 5100
BOMBAY COMPANY, INC. COMMON STK 097924104 86.00 21,500.00 SH SOLE 21500
BOOKS-A-MILLION INC COMMON STK 098570104 101.00 9,900.00 SH SOLE 9900
BOSTON SCIENTIFIC COMMON STK 101137107 1,476.00 36,400.00 SH SOLE 36400
BOWNE & CO INC COMMON STK 103043105 244.00 20,900.00 SH SOLE 20900
BRADY CORPORATION COMMON STK 104674106 268.00 12,800.00 SH SOLE 12800
BREED TECHNOLOGIES, COMMON STK 106702103 74.00 20,900.00 SH SOLE 20900
BRIGGS & STRATTON COMMON STK 109043109 104.00 2,100.00 SH SOLE 2100
BRIGHTPOINT INC COMMON STK 109473108 175.00 29,700.00 SH SOLE 29700
BRISTOL-MYERS SQUIBB COMMON STK 110122108 27,886.00 433,600.00 SH SOLE 433600
BROADVISON INC COMMON STK 111412102 663.00 11,100.00 SH SOLE 11100
BROWN GROUP, INC. COMMON STK 115657108 136.00 10,300.00 SH SOLE 10300
BROWN-FOREMAN COMMON STK 115637209 375.00 6,500.00 SH SOLE 6500
BROWNING- FERRIS COMMON STK 115885105 615.00 15,961.00 SH SOLE 15961
BRUNSWICK COMMON STK 117043109 168.00 8,800.00 SH SOLE 8800
BRUSH WELLMAN, COMMON STK 117421107 133.00 9,200.00 SH SOLE 9200
BUCKEYE TECHNOLOGIES COMMON STK 118255108 284.00 20,300.00 SH SOLE 20300
BUILDING MATLS HLDG COMMON STK 120113105 70.00 6,900.00 SH SOLE 6900
BURLINGTON COMMON STK 122014103 655.00 16,402.00 SH SOLE 16402
BURLINGTON NORTHERN COMMON STK 12189T104 1,430.00 43,484.00 SH SOLE 43484
BURR-BROWN CORP COMMON STK 122574106 1,150.00 48,950.00 SH SOLE 48950
BUTLER MFG CO DEL COMMON STK 123655102 101.00 4,300.00 SH SOLE 4300
C COR ELECTRS INC COMMON STK 125010108 90.00 5,200.00 SH SOLE 5200
C D I CORP COMMON STK 125071100 265.00 11,000.00 SH SOLE 11000
C&D TECHNOLOGIES, COMMON STK 124661109 162.00 6,500.00 SH SOLE 6500
C-CUBE MICROSYSTEMS COMMON STK 125015107 422.00 21,300.00 SH SOLE 21300
CABLE DESING TECHNOL COMMON STK 126924109 189.00 17,200.00 SH SOLE 17200
CABLETRON SYSTEMS COMMON STK 126920107 126.00 15,400.00 SH SOLE 15400
CABOT OIL & GAS CORP COMMON STK 127097103 205.00 14,200.00 SH SOLE 14200
CAERE CORPORATION COMMON STK 127646107 616.00 58,700.00 SH SOLE 58700
CALIFORNIA MICROWAVE COMMON STK 130442106 92.00 8,600.00 SH SOLE 8600
CAMBREX CORP COMMON STK 132011107 925.00 41,800.00 SH SOLE 41800
CAMPBELL SOUP COMMON STK 134429109 1,684.00 41,400.00 SH SOLE 41400
CANANDAIGUA BRANDS COMMON STK 137219200 514.00 10,200.00 SH SOLE 10200
CAPITAL ONE COMMON STK 14040H105 936.00 6,200.00 SH SOLE 6200
CAPITAL RE CORP COMMON STK 140432105 312.00 18,100.00 SH SOLE 18100
CARAUSTAR INDS INC COMMON STK 140909102 327.00 14,200.00 SH SOLE 14200
CARDINAL HEALTH INC. COMMON STK 14149Y108 1,663.00 25,200.00 SH SOLE 25200
CARMIKE CINEMAS INC COMMON STK 143436103 117.00 6,500.00 SH SOLE 6500
CARNIVAL CORPORATION COMMON STK 143658102 21,028.00 433,000.00 SH SOLE 433000
CAROLINA FIRST COMMON STK 143877108 279.00 12,700.00 SH SOLE 12700
CAROLINA PWR & LIGHT COMMON STK 144141108 526.00 13,900.00 SH SOLE 13900
CASCADE NAT GAS CORP COMMON STK 147339105 94.00 6,300.00 SH SOLE 6300
CASE CORPORATION COMMON STK 14743R103 170.00 6,700.00 SH SOLE 6700
CASEYS GEN STORES COMMON STK 147528103 440.00 29,800.00 SH SOLE 29800
CASH AMER INVTS INC COMMON STK 14754D100 183.00 14,200.00 SH SOLE 14200
CASTLE A M & CO COMMON STK 148411101 95.00 7,900.00 SH SOLE 7900
CATALINA MARKETING COMMON STK 148867104 893.00 10,400.00 SH SOLE 10400
CATERPILLAR, INC. COMMON STK 149123101 1,525.00 33,200.00 SH SOLE 33200
CATO CORPORATION COMMON STK 149205106 145.00 15,600.00 SH SOLE 15600
CBS CORPORATION COMMON STK 12490K107 2,681.00 65,500.00 SH SOLE 65500
CEC ENTERTAINMENT COMMON STK 125137109 366.00 10,200.00 SH SOLE 10200
CENDANT CORPORATION COMMON STK 151313103 1,246.00 79,120.00 SH SOLE 79120
CENTEX CORPORATION COMMON STK 152312104 180.00 5,400.00 SH SOLE 5400
CENTIGRAM COMMUNICAT COMMON STK 152317103 40.00 4,100.00 SH SOLE 4100
CENTRAL & SOUTHWEST COMMON STK 152357109 462.00 19,700.00 SH SOLE 19700
CENTRAL HUDSON GAS & COMMON STK 153609102 344.00 9,600.00 SH SOLE 9600
CENTRAL PKG CORP COMMON STK 154785109 580.00 16,800.00 SH SOLE 16800
CENTRAL VT PUB SVC COMMON STK 155771108 63.00 6,300.00 SH SOLE 6300
CENTURA BKS INC COMMON STK 15640T100 1,385.00 23,800.00 SH SOLE 23800
CENTURY TELEPHONE COMMON STK 156686107 204.00 2,900.00 SH SOLE 2900
CEPHALON, INC. COMMON STK 156708109 143.00 16,300.00 SH SOLE 16300
CERIDIAN CORPORATION COMMON STK 15677T106 10,194.00 278,800.00 SH SOLE 278800
CERNER CORP COMMON STK 156782104 299.00 18,600.00 SH SOLE 18600
CHAMPION COMMON STK 158525105 361.00 8,800.00 SH SOLE 8800
CHAMPION ENERPRISES COMMON STK 158496109 529.00 27,300.00 SH SOLE 27300
CHARLES SCHWAB COMMON STK 808513105 3,595.00 37,400.00 SH SOLE 37400
CHASE MANHATTAN COMMON STK 16161A108 6,399.00 78,692.00 SH SOLE 78692
CHECK POINT SOFTWARE COMMON STK M22465104 1,828.00 42,500.00 SH SOLE 42500
CHECKPOINT SYS INC COMMON STK 162825109 147.00 17,700.00 SH SOLE 17700
CHEESECAKE FACTORY I COMMON STK 163072101 267.00 11,250.00 SH SOLE 11250
CHEMED CORPORATION COMMON STK 163596109 139.00 5,400.00 SH SOLE 5400
CHEMFIRST INC COMMON STK 16361A106 251.00 10,700.00 SH SOLE 10700
CHEVRON CORPORATION COMMON STK 166751107 5,368.00 60,700.00 SH SOLE 60700
CHIQUITA BRANDS COMMON STK 170032106 378.00 37,100.00 SH SOLE 37100
CHIRON CORP DEBENTURE 170040AB5 4,346.00 4,500,000.00 PRN SOLE
CHUBB CORPORATION COMMON STK 171232101 890.00 15,200.00 SH SOLE 15200
CIBER INC COMMON STK 17163B102 583.00 30,400.00 SH SOLE 30400
CIGNA CORPORATION COMMON STK 125509109 1,618.00 19,300.00 SH SOLE 19300
CILCORP,INC. COMMON STK 171794100 468.00 7,800.00 SH SOLE 7800
CINCINNATI FINANCIAL COMMON STK 172062101 561.00 15,400.00 SH SOLE 15400
CINERGY CORPORATION COMMON STK 172474108 404.00 14,700.00 SH SOLE 14700
CIRCUIT CITY COMMON STK 172737108 720.00 9,400.00 SH SOLE 9400
CISCO SYSTEMS, INC. COMMON STK 17275R102 19,642.00 179,275.00 SH SOLE 179275
CITIGROUP, INC. COMMON STK 172967101 17,033.00 266,656.00 SH SOLE 266656
CKE RESTAURANTS INC COMMON STK 12561E105 580.00 29,370.00 SH SOLE 29370
CLARCOR,INC. COMMON STK 179895107 237.00 13,900.00 SH SOLE 13900
CLEAR CHANNEL COMMON STK 184502102 1,643.00 24,500.00 SH SOLE 24500
CLOROX COMPANY COMMON STK 189054109 1,289.00 11,000.00 SH SOLE 11000
CMAC INVT CORP COMMON STK 125662106 3,245.00 83,200.00 SH SOLE 83200
COACH USA, INC. COMMON STK 18975L106 1,925.00 70,000.00 SH SOLE 70000
COACHMEN INDUSTRIES, COMMON STK 189873102 176.00 8,600.00 SH SOLE 8600
COASTAL CORPORATION COMMON STK 190441105 650.00 19,700.00 SH SOLE 19700
COCA COLA BOTTLNG CO COMMON STK 191098102 265.00 4,800.00 SH SOLE 4800
COCA-COLA COMMON STK 191219104 1,098.00 36,300.00 SH SOLE 36300
COCA-COLA COMPANY, COMMON STK 191216100 20,960.00 341,500.00 SH SOLE 341500
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COGNEX CORPORATION COMMON STK 192422103 538.00 22,700.00 SH SOLE 22700
COHERENT INC COMMON STK 192479103 186.00 13,500.00 SH SOLE 13500
COLGATE-PALMOLIVE COMMON STK 194162103 2,512.00 27,300.00 SH SOLE 27300
COLUMBIA ENERGY COMMON STK 197648108 397.00 7,600.00 SH SOLE 7600
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COMPDENT CORP COMMON STK 20449F103 71.00 5,700.00 SH SOLE 5700
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COVENTRY HEALTH CARE COMMON STK 222862104 250.00 33,300.00 SH SOLE 33300
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DELUXE CORPORATION COMMON STK 248019101 216.00 7,400.00 SH SOLE 7400
DENDRITE COMMON STK 248239105 281.00 12,600.00 SH SOLE 12600
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DEVRY INC DEL COMMON STK 251893103 1,688.00 58,200.00 SH SOLE 58200
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DIXIE GROUP INC COMMON STK 255519101 46.00 6,500.00 SH SOLE 6500
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DOWNEY FINL CORP COMMON STK 261018105 291.00 15,865.00 SH SOLE 15865
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DURA AUTOMOTIVE SYST COMMON STK 265903104 2,014.00 71,300.00 SH SOLE 71300
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DYCOM INDUSTRIES, COMMON STK 267475101 548.00 12,600.00 SH SOLE 12600
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EARTHGRAINS COMPANY COMMON STK 270319106 541.00 24,400.00 SH SOLE 24400
EASTERN ENTERPRISES COMMON STK 27637F100 73.00 2,000.00 SH SOLE 2000
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EASTMAN CHEMICAL COMMON STK 277432100 307.00 7,300.00 SH SOLE 7300
EASTMAN KODAK COMMON STK 277461109 1,923.00 30,100.00 SH SOLE 30100
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ECOLAB, INC., LARGE COMMON STK 278865100 6,695.00 188,600.00 SH SOLE 188600
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ELECTRO SCIENTIFIC COMMON STK 285229100 302.00 6,500.00 SH SOLE 6500
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ELECTRONIC DATA COMMON STK 285661104 2,225.00 45,700.00 SH SOLE 45700
EMC CORPORATION COMMON STK 268648102 5,966.00 46,700.00 SH SOLE 46700
EMERSON ELECTRIC CO COMMON STK 291011104 2,165.00 40,900.00 SH SOLE 40900
EMMIS COMMUNICATIONS COMMON STK 291525103 3,570.00 71,400.00 SH SOLE 71400
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ENGELHARD COMMON STK 292845104 223.00 13,150.00 SH SOLE 13150
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ENRON CORPORATION COMMON STK 293561106 1,972.00 30,700.00 SH SOLE 30700
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ETEC SYS INC COMMON STK 26922C103 368.00 12,500.00 SH SOLE 12500
ETHAN ALLEN INTERIOR COMMON STK 297602104 1,097.00 26,400.00 SH SOLE 26400
EXABYTE CORPORATION COMMON STK 300615101 61.00 12,800.00 SH SOLE 12800
EXECUTIVE RISK INC COMMON STK 301586103 447.00 6,300.00 SH SOLE 6300
EXPEDITORS INTL WASH COMMON STK 302130109 756.00 14,000.00 SH SOLE 14000
EXPRESS SCRIPTS, COMMON STK 302182100 2,570.00 29,900.00 SH SOLE 29900
EXXON CORPORATION, COMMON STK 302290101 24,859.00 352,300.00 SH SOLE 352300
F & M BANCORPORATION COMMON STK 302371109 1,096.00 33,200.00 SH SOLE 33200
FACTSET RESEARCH COMMON STK 303075105 331.00 7,650.00 SH SOLE 7650
FAIR ISAAC & CO INC COMMON STK 303250104 297.00 8,000.00 SH SOLE 8000
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FEDDERS CORP COMMON STK 313135105 111.00 21,900.00 SH SOLE 21900
FEDERAL EXPRESS COMMON STK 31304N107 1,281.00 13,800.00 SH SOLE 13800
FEDERAL NATIONAL MOR COMMON STK 313586109 20,519.00 296,300.00 SH SOLE 296300
FEDERATED DEPARTMENT COMMON STK 31410H101 766.00 19,100.00 SH SOLE 19100
FIDELITY NAT FINL CO COMMON STK 316326107 234.00 15,620.00 SH SOLE 15620
FIFTH THIRD BANCORP COMMON STK 316773100 1,634.00 24,775.00 SH SOLE 24775
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FIRST AMERN FINL COR COMMON STK 318522307 512.00 32,400.00 SH SOLE 32400
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FIRST DATA COMMON STK 319963104 1,757.00 41,100.00 SH SOLE 41100
FIRST MIDWEST COMMON STK 320867104 627.00 16,500.00 SH SOLE 16500
FIRST UNION CORPORAT COMMON STK 337358105 25,866.00 484,042.00 SH SOLE 484042
FIRSTAR CORP COMMON STK 33763V109 5,495.00 61,400.00 SH SOLE 61400
FIRSTENERGY CORP COMMON STK 337932107 615.00 22,000.00 SH SOLE 22000
FIRSTMERIT CORPORATI COMMON STK 337915102 2,034.00 79,000.00 SH SOLE 79000
FLEET FINANCIAL COMMON STK 338915101 1,982.00 52,682.00 SH SOLE 52682
FLEETWOOD COMMON STK 339099103 92.00 3,200.00 SH SOLE 3200
FLEMING COMPANIES, COMMON STK 339130106 186.00 21,700.00 SH SOLE 21700
FLORIDA ROCK COMMON STK 341140101 365.00 10,700.00 SH SOLE 10700
FLOW INTL CORP COMMON STK 343468104 84.00 8,500.00 SH SOLE 8500
FLUOR CORPORATION COMMON STK 343861100 186.00 6,900.00 SH SOLE 6900
FMC CORPORATION COMMON STK 302491303 148.00 3,000.00 SH SOLE 3000
FOODMAKER INC NEW COMMON STK 344839204 566.00 22,200.00 SH SOLE 22200
FOOTSTAR, INC. COMMON STK 344912100 445.00 13,900.00 SH SOLE 13900
FORD MOTOR COMPANY COMMON STK 345370100 8,138.00 143,400.00 SH SOLE 143400
FORRESTER RESEARCH I COMMON STK 346563109 267.00 8,800.00 SH SOLE 8800
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FPL GROUP, INC. COMMON STK 302571104 889.00 16,700.00 SH SOLE 16700
FRANKLIN COVEY CO COMMON STK 353469109 117.00 13,000.00 SH SOLE 13000
FRANKLIN RESOURCES COMMON STK 354613101 658.00 23,400.00 SH SOLE 23400
FREDDIE MAC COMMON STK 313400301 11,968.00 209,500.00 SH SOLE 209500
FREEPORT-MCMORAN COMMON STK 35671D857 166.00 15,300.00 SH SOLE 15300
FREMONT GEN CORP COMMON STK 357288109 755.00 39,600.00 SH SOLE 39600
FRITZ COS INC COMMON STK 358846103 141.00 20,500.00 SH SOLE 20500
FRONTIER CORPORATION COMMON STK 35906P105 825.00 15,900.00 SH SOLE 15900
FRONTIER INSURANCE COMMON STK 359081106 249.00 20,970.00 SH SOLE 20970
FROZEN FOOD EXPR IND COMMON STK 359360104 61.00 9,600.00 SH SOLE 9600
FRUIT OF THE LOOM, COMMON STK G3682L105 68.00 6,600.00 SH SOLE 6600
FURNITURE BRANDS INT COMMON STK 360921100 1,626.00 73,500.00 SH SOLE 73500
FUTURE VALUE VENTURE COMMON STK 36116*105 37.00 183,333.00 SH SOLE 183333
G & K SVCS INC COMMON STK 361268105 536.00 11,600.00 SH SOLE 11600
GALEY & LORD INC COMMON STK 36352K103 30.00 6,700.00 SH SOLE 6700
GALLAGHER ARTHUR J & COMMON STK 363576109 451.00 9,800.00 SH SOLE 9800
GANNETT COMPANY, COMMON STK 364730101 1,651.00 26,200.00 SH SOLE 26200
GAP, INC. COMMON STK 364760108 3,620.00 53,775.00 SH SOLE 53775
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GATEWAY 2000, INC. COMMON STK 367833100 994.00 14,500.00 SH SOLE 14500
GC COS INC COMMON STK 36155Q109 138.00 4,400.00 SH SOLE 4400
GENERAL COMMON STK 370787103 152.00 20,900.00 SH SOLE 20900
GENERAL COMMUNICATIO COMMON STK 369385109 129.00 28,200.00 SH SOLE 28200
GENERAL DYNAMICS COR COMMON STK 369550108 9,027.00 140,500.00 SH SOLE 140500
GENERAL ELECTRIC COM COMMON STK 369604103 67,349.00 608,800.00 SH SOLE 608800
GENERAL INSTRUMENT COMMON STK 370120107 470.00 15,500.00 SH SOLE 15500
GENERAL MILLS, INC. COMMON STK 370334104 1,073.00 14,200.00 SH SOLE 14200
GENERAL MOTORS CORP COMMON STK 370442105 8,627.00 99,300.00 SH SOLE 99300
GENESIS HEALTH VENTU COMMON STK 371912106 98.00 20,000.00 SH SOLE 20000
GENTEX CORPORATION COMMON STK 371901109 879.00 40,760.00 SH SOLE 40760
GENUINE PARTS COMMON STK 372460105 478.00 16,600.00 SH SOLE 16600
GEON CO COMMON STK 37246W105 298.00 13,100.00 SH SOLE 13100
GEORGIA-PACIFIC COMMON STK 373298108 609.00 8,200.00 SH SOLE 8200
GERBER SCIENTIFIC, COMMON STK 373730100 260.00 12,900.00 SH SOLE 12900
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GETTY IMAGES, INC. COMMON STK 374276103 1,371.00 65,300.00 SH SOLE 65300
GIBRALTAR STEEL CORP COMMON STK 37476F103 1,400.00 70,200.00 SH SOLE 70200
GIBSON GREETINGS COMMON STK 374827103 66.00 9,000.00 SH SOLE 9000
GILLETTE COMPANY COMMON STK 375766102 6,128.00 103,100.00 SH SOLE 103100
GLOBAL INDL TECHNOLO COMMON STK 379335102 131.00 12,500.00 SH SOLE 12500
GOLDEN WEST COMMON STK 381317106 516.00 5,400.00 SH SOLE 5400
GOODY'S FAMILY COMMON STK 382588101 263.00 18,900.00 SH SOLE 18900
GOODYEAR TIRE & COMMON STK 382550101 717.00 14,400.00 SH SOLE 14400
GOTTSCHALKS INC COMMON STK 383485109 49.00 7,100.00 SH SOLE 7100
GPU INC. COMMON STK 36225X100 440.00 11,800.00 SH SOLE 11800
GRACO INC. COMMON STK 384109104 249.00 11,300.00 SH SOLE 11300
GREAT ATLANTIC & COMMON STK 390064103 105.00 3,500.00 SH SOLE 3500
GREAT LAKES CHEMICAL COMMON STK 390568103 198.00 5,400.00 SH SOLE 5400
GREEN MOUNTAIN PWR COMMON STK 393154109 29.00 3,000.00 SH SOLE 3000
GRIFFON CORP COMMON STK 398433102 120.00 17,400.00 SH SOLE 17400
GTE CORPORATION COMMON STK 362320103 12,197.00 201,600.00 SH SOLE 201600
GUIDANT CORPORATION COMMON STK 401698105 1,694.00 28,000.00 SH SOLE 28000
GUILFORD MLS INC COMMON STK 401794102 116.00 13,200.00 SH SOLE 13200
GULFSTREAM AEROSPACE COMMON STK 402734107 16,999.00 391,900.00 SH SOLE 391900
GYMBOREE CORPORATION COMMON STK 403777105 122.00 13,700.00 SH SOLE 13700
H.J. HEINZ COMPANY COMMON STK 423074103 1,589.00 33,550.00 SH SOLE 33550
HA-LO INDS INC COMMON STK 404429102 294.00 23,850.00 SH SOLE 23850
HADCO CORP COMMON STK 404681108 239.00 7,600.00 SH SOLE 7600
HAGGAR CORP. COMMON STK 405173105 50.00 4,900.00 SH SOLE 4900
HALLIBURTON COMPANY COMMON STK 406216101 1,571.00 40,800.00 SH SOLE 40800
HALTER MARINE GROUP, COMMON STK 40642Y105 94.00 16,200.00 SH SOLE 16200
HANCOCK FABRICS INC COMMON STK 409900107 73.00 11,600.00 SH SOLE 11600
HARBINGER CORP. COMMON STK 41145C103 158.00 23,400.00 SH SOLE 23400
HARCOURT GENERAL COMMON STK 41163G101 288.00 6,500.00 SH SOLE 6500
HARLEY-DAVIDSON, INC COMMON STK 412822108 9,102.00 158,300.00 SH SOLE 158300
HARMAN INTERNATIONAL COMMON STK 413086109 371.00 10,100.00 SH SOLE 10100
HARMON INDS INC NEW COMMON STK 413136102 121.00 6,050.00 SH SOLE 6050
HARNISCHFEGER COMMON STK 413345109 24.00 4,300.00 SH SOLE 4300
HARRAH'S COMMON STK 413619107 223.00 11,700.00 SH SOLE 11700
HARRIS CORPORATION COMMON STK 413875105 212.00 7,400.00 SH SOLE 7400
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HASBRO, INC. COMMON STK 418056107 525.00 18,150.00 SH SOLE 18150
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HCR MANOR CARE, INC. COMMON STK 404134108 233.00 10,200.00 SH SOLE 10200
HEALTHSOUTH COMMON STK 421924101 408.00 39,300.00 SH SOLE 39300
HEARTLAND EXPRESS IN COMMON STK 422347104 258.00 17,000.00 SH SOLE 17000
HELCA MINING COMPANY COMMON STK 422704106 86.00 31,200.00 SH SOLE 31200
HELIX TECHNOLOGY COR COMMON STK 423319102 195.00 12,700.00 SH SOLE 12700
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HENRY JACK & ASSOC I COMMON STK 426281101 397.00 10,800.00 SH SOLE 10800
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HERSHEY FOODS COMMON STK 427866108 745.00 13,300.00 SH SOLE 13300
HEWLETT-PACKARD COMMON STK 428236103 6,524.00 96,200.00 SH SOLE 96200
HILB ROGAL & HAMILTO COMMON STK 431294107 117.00 6,900.00 SH SOLE 6900
HILTON HOTELS COMMON STK 432848109 339.00 24,100.00 SH SOLE 24100
HNC SOFTWARE, INC. COMMON STK 40425P107 481.00 14,700.00 SH SOLE 14700
HOLLYWOOD PARK, INC. COMMON STK 436255103 152.00 14,700.00 SH SOLE 14700
HOLOGIC INC COMMON STK 436440101 69.00 7,600.00 SH SOLE 7600
HOME DEPOT, INC., COMMON STK 437076102 29,401.00 472,300.00 SH SOLE 472300
HOME OWNERSHIP PREFERRED ST437296205 15,293.00 17,000.00 SH SOLE 17000
HOMESTAKE MINING COMMON STK 437614100 191.00 22,100.00 SH SOLE 22100
HONEYWELL, INC., COM COMMON STK 438506107 13,100.00 172,800.00 SH SOLE 172800
HOUSEHOLD COMMON STK 441815107 2,039.00 44,685.00 SH SOLE 44685
HS RES INC COMMON STK 404297103 93.00 10,600.00 SH SOLE 10600
HUBCO INC COMMON STK 404382103 1,278.00 38,086.00 SH SOLE 38086
HUFFY CORP COMMON STK 444356109 80.00 6,700.00 SH SOLE 6700
HUGHES SUPPLY INC COMMON STK 444482103 303.00 13,300.00 SH SOLE 13300
HUMANA, INC. COMMON STK 444859102 267.00 15,500.00 SH SOLE 15500
HUNTINGTON COMMON STK 446150104 605.00 19,560.00 SH SOLE 19560
HUTCHINSON COMMON STK 448407106 346.00 13,900.00 SH SOLE 13900
HYPERION SOLUTIONS COMMON STK 44914M104 245.00 16,880.00 SH SOLE 16880
IDEC PHARMACEUTICALS COMMON STK 449370105 591.00 11,500.00 SH SOLE 11500
IDEXX LABORATORIES, COMMON STK 45168D104 1,159.00 48,400.00 SH SOLE 48400
IHOP CORP COMMON STK 449623107 220.00 5,600.00 SH SOLE 5600
IKON OFFICE COMMON STK 451713101 174.00 13,600.00 SH SOLE 13600
ILLINOIS TOOL WORKS, COMMON STK 452308109 1,442.00 23,300.00 SH SOLE 23300
IMCO RECYCLING INC COMMON STK 449681105 122.00 9,500.00 SH SOLE 9500
IMMUNE RESPONSE CORP COMMON STK 45252T106 117.00 13,300.00 SH SOLE 13300
IMS HEALTH INC. COMMON STK 449934108 981.00 29,600.00 SH SOLE 29600
INACOM CORPORATION COMMON STK 45323G109 197.00 25,408.00 SH SOLE 25408
INCO LTD DEBENTURE 453258AK1 3,980.00 4,000,000.00 PRN SOLE
INCO, LTD. COMMON STK 453258402 204.00 15,300.00 SH SOLE 15300
INCYTE COMMON STK 45337C102 305.00 15,200.00 SH SOLE 15200
INGERSOLL-RAND COMPA COMMON STK 456866102 3,595.00 72,450.00 SH SOLE 72450
INHALE THERAPEUTIC S COMMON STK 457191104 670.00 24,700.00 SH SOLE 24700
INNOVEX INC COMMON STK 457647105 112.00 8,400.00 SH SOLE 8400
INPUT/OUTPUT INC COMMON STK 457652105 159.00 25,200.00 SH SOLE 25200
INSIGHT ENTERPRISES, COMMON STK 45765U103 345.00 13,950.00 SH SOLE 13950
INSITUFORM TECHNOLOG COMMON STK 457667103 263.00 15,000.00 SH SOLE 15000
INSPIRE INSURANCE COMMON STK 457732105 1,132.00 59,600.00 SH SOLE 59600
INSTEEL INDS INC COMMON STK 45774W108 26.00 4,700.00 SH SOLE 4700
INSURANCE AUTO AUCTI COMMON STK 457875102 76.00 6,300.00 SH SOLE 6300
INT'L FLAVORS COMMON STK 459506101 364.00 9,700.00 SH SOLE 9700
INTEGRATED CIRCUIT S COMMON STK 45811K109 126.00 7,000.00 SH SOLE 7000
INTEGRATED HEALTH COMMON STK 45812C106 164.00 29,900.00 SH SOLE 29900
INTEGRATED PROCESS E COMMON STK 45812K108 984.00 109,300.00 SH SOLE 109300
INTEL CORPORATION, COMMON STK 458140100 35,726.00 299,900.00 SH SOLE 299900
INTER TEL INC COMMON STK 458372109 230.00 14,800.00 SH SOLE 14800
INTERFACE FLOORING COMMON STK 458665106 286.00 29,700.00 SH SOLE 29700
INTERIM SVCS INC COMMON STK 45868P100 402.00 26,800.00 SH SOLE 26800
INTERMAGNETICS GEN COMMON STK 458771102 58.00 7,038.00 SH SOLE 7038
INTERMET CORP COMMON STK 45881K104 195.00 14,600.00 SH SOLE 14600
INTERNAT'L BUSINESS COMMON STK 459200101 29,158.00 164,500.00 SH SOLE 164500
INTERNATIONAL PAPER COMMON STK 460146103 1,203.00 28,505.00 SH SOLE 28505
INTERNATIONAL RECTIF COMMON STK 460254105 202.00 28,900.00 SH SOLE 28900
INTERPUBLIC GROUP OF COMMON STK 460690100 3,582.00 46,000.00 SH SOLE 46000
INTERVOICE INC COMMON STK 461142101 172.00 15,600.00 SH SOLE 15600
INTL TELECOMM DATA COMMON STK 46047F104 1,416.00 114,400.00 SH SOLE 114400
INVACARE CORP COMMON STK 461203101 411.00 16,900.00 SH SOLE 16900
IONICS INC COMMON STK 462218108 277.00 9,200.00 SH SOLE 9200
ITI TECHNOLOGIES COMMON STK 450564109 2,865.00 95,500.00 SH SOLE 95500
ITRON INC COMMON STK 465741106 77.00 8,200.00 SH SOLE 8200
ITT HARTFORD GROUP COMMON STK 416515104 1,227.00 21,600.00 SH SOLE 21600
ITT INDUSTRIES,INC. COMMON STK 450911102 336.00 9,500.00 SH SOLE 9500
J & J SNACK FOODS CO COMMON STK 466032109 101.00 5,000.00 SH SOLE 5000
J.C. PENNEY COMPANY, COMMON STK 708160106 964.00 23,800.00 SH SOLE 23800
JABIL CIRCUIT, INC. COMMON STK 466313103 786.00 19,400.00 SH SOLE 19400
JAN BELL MARKETING COMMON STK 470760109 68.00 16,100.00 SH SOLE 16100
JEFFERIES GROUP, INC COMMON STK 472318104 569.00 12,000.00 SH SOLE 12000
JEFFERSON-PILOT COMMON STK 475070108 671.00 9,900.00 SH SOLE 9900
JLG INDS INC COMMON STK 466210101 341.00 25,000.00 SH SOLE 25000
JO-ANN STORES, INC. COMMON STK 47758P109 149.00 10,800.00 SH SOLE 10800
JOHN H. HARLAND COMMON STK 412693103 226.00 17,500.00 SH SOLE 17500
JOHNSON & JOHNSON, COMMON STK 478160104 18,475.00 197,200.00 SH SOLE 197200
JOHNSON CONTROLS, INC COMMON STK 478366107 10,585.00 169,700.00 SH SOLE 169700
JOHNSTON INDS INC COMMON STK 479368102 13.00 6,100.00 SH SOLE 6100
JONES PHARMA, INC. COMMON STK 480236108 566.00 16,300.00 SH SOLE 16300
JOSTENS, INC. COMMON STK 481088102 68.00 3,200.00 SH SOLE 3200
JSB FINANCIAL INC COMMON STK 46624M100 276.00 5,500.00 SH SOLE 5500
JUNO LTG INC COMMON STK 482047107 233.00 10,400.00 SH SOLE 10400
JUST FOR FEET INC COMMON STK 48213P106 215.00 17,200.00 SH SOLE 17200
JUSTIN INDS INC COMMON STK 482171105 164.00 14,900.00 SH SOLE 14900
K-SWISS INC COMMON STK 482686102 157.00 6,200.00 SH SOLE 6200
K2 INC COMMON STK 482732104 74.00 9,400.00 SH SOLE 9400
KAMAN CORPORATION COMMON STK 483548103 173.00 13,500.00 SH SOLE 13500
KAUFMAN & BROAD HOME COMMON STK 486168107 99.00 4,400.00 SH SOLE 4400
KCS GROUP INC COMMON STK 482434206 22.00 16,600.00 SH SOLE 16600
KELLOGG COMPANY COMMON STK 487836108 1,271.00 37,600.00 SH SOLE 37600
KELLWOOD CORPORATION COMMON STK 488044108 271.00 12,300.00 SH SOLE 12300
KEMET CORPORATION COMMON STK 488360108 256.00 22,300.00 SH SOLE 22300
KENT ELECTRS CORP COMMON STK 490553104 156.00 15,700.00 SH SOLE 15700
KERR-MCGEE COMMON STK 492386107 259.00 7,904.00 SH SOLE 7904
KEYCORP COMMON STK 493267108 1,279.00 42,200.00 SH SOLE 42200
KIMBERLY-CLARK COMMON STK 494368103 2,405.00 50,172.00 SH SOLE 50172
KING WORLD COMMON STK 495667107 202.00 6,600.00 SH SOLE 6600
KIRBY EXPL CO. COMMON STK 497266106 225.00 11,900.00 SH SOLE 11900
KLA-TENCOR COMMON STK 482480100 393.00 8,100.00 SH SOLE 8100
KMART CORPORATION COMMON STK 482584109 768.00 45,700.00 SH SOLE 45700
KNIGHT RIDDER INC. COMMON STK 499040103 360.00 7,200.00 SH SOLE 7200
KOALA CORPORATION COMMON STK 499866101 1,023.00 49,300.00 SH SOLE 49300
KOHL'S CORPORATION COMMON STK 500255104 1,042.00 14,700.00 SH SOLE 14700
KOMAG INC COMMON STK 500453105 133.00 30,300.00 SH SOLE 30300
KROGER CORPORATION COMMON STK 501044101 1,425.00 23,800.00 SH SOLE 23800
KRONOS INC COMMON STK 501052104 173.00 7,050.00 SH SOLE 7050
KULICKE & SOFFA INDS COMMON STK 501242101 333.00 13,200.00 SH SOLE 13200
LA Z BOY CHAIR COMMON STK 505336107 570.00 30,000.00 SH SOLE 30000
LAIDLAW, INC. COMMON STK 50730K503 177.00 30,500.00 SH SOLE 30500
LAMAR ADVERTISING CO COMMON STK 512815101 2,606.00 76,800.00 SH SOLE 76800
LAMSON & SESSIONS, COMMON STK 513696104 158.00 32,017.00 SH SOLE 32017
LANDRY'S SEAFOOD COMMON STK 51508L103 110.00 17,200.00 SH SOLE 17200
LANDSTAR SYS INC COMMON STK 515098101 199.00 6,000.00 SH SOLE 6000
LASON, INC. COMMON STK 51808R107 489.00 8,700.00 SH SOLE 8700
LATTICE SEMICONDUCTR COMMON STK 518415104 1,098.00 24,100.00 SH SOLE 24100
LAWSON PRODUCTS COMMON STK 520776105 125.00 6,100.00 SH SOLE 6100
LEAR CORPORATION, COMMON STK 521865105 10,347.00 242,400.00 SH SOLE 242400
LECHTERS CORP COMMON STK 523238103 21.00 9,800.00 SH SOLE 9800
LEGG MASON INC COMMON STK 524901105 1,065.00 31,600.00 SH SOLE 31600
LEHMAN BROTHERS HLDG COMMON STK 524908100 651.00 10,900.00 SH SOLE 10900
LIBBEY, INC. COMMON STK 529898108 304.00 9,800.00 SH SOLE 9800
LILLIAN VERNON CORP COMMON STK 532430105 62.00 5,200.00 SH SOLE 5200
LILLY (ELI) & COMPY COMMON STK 532457108 8,683.00 102,300.00 SH SOLE 102300
LILLY INDL COATINGS COMMON STK 532491107 199.00 12,900.00 SH SOLE 12900
LIMITED (THE), INC. COMMON STK 532716107 831.00 20,975.00 SH SOLE 20975
LINCOLN NATIONAL COMMON STK 534187109 939.00 9,500.00 SH SOLE 9500
LINDSAY MFG CO COMMON STK 535555106 148.00 7,450.00 SH SOLE 7450
LINENS N THINGS INC COMMON STK 535679104 1,003.00 22,100.00 SH SOLE 22100
LIPOSOME CO. INC. COMMON STK 536310105 292.00 21,700.00 SH SOLE 21700
LIZ CLAIBORNE, INC. COMMON STK 539320101 192.00 5,900.00 SH SOLE 5900
LOCKHEED MARTIN COMMON STK 539830109 1,372.00 36,400.00 SH SOLE 36400
LOEWS CORP DEBENTURE 540424AL2 4,243.00 5,000,000.00 PRN SOLE
LOEWS CORPORATION COMMON STK 540424108 798.00 10,700.00 SH SOLE 10700
LONE STAR INDS INC COMMON STK 542290408 338.00 10,900.00 SH SOLE 10900
LONG'S DRUG STORES, COMMON STK 543162101 107.00 3,500.00 SH SOLE 3500
LOUISIANA-PACIFIC COMMON STK 546347105 186.00 10,000.00 SH SOLE 10000
LOWE'S COMPANIES, IN COMMON STK 548661107 29,657.00 490,200.00 SH SOLE 490200
LSB INDS INC COMMON STK 502160104 19.00 6,800.00 SH SOLE 6800
LSI LOGIC COMMON STK 502161102 405.00 13,000.00 SH SOLE 13000
LUBY'S, INC. COMMON STK 549282101 221.00 13,100.00 SH SOLE 13100
LUCENT TECHNOLOGIES, COMMON STK 549463107 20,892.00 193,894.00 SH SOLE 193894
LYDALL INC COMMON STK 550819106 74.00 8,900.00 SH SOLE 8900
M D C CORP COLO COMMON STK 552676108 150.00 10,400.00 SH SOLE 10400
MACDERMID INC COMMON STK 554273102 485.00 14,300.00 SH SOLE 14300
MACROMEDIA, INC. COMMON STK 556100105 1,024.00 22,600.00 SH SOLE 22600
MAF BANCORP, INC. COMMON STK 55261R108 289.00 13,000.00 SH SOLE 13000
MAGELLAN HEALTH SVCS COMMON STK 559079108 75.00 17,900.00 SH SOLE 17900
MAGNA INTERNATIONAL DEBENTURE 559222AG9 1,960.00 2,000,000.00 PRN SOLE
MALLINCKRODT, INC. COMMON STK 561232109 173.00 6,500.00 SH SOLE 6500
MANITOWOC INC COMMON STK 563571108 410.00 9,800.00 SH SOLE 9800
MARCUS CORP COMMON STK 566330106 209.00 17,400.00 SH SOLE 17400
MARINER POST ACUTE COMMON STK 568459101 88.00 40,200.00 SH SOLE 40200
MARRIOTT COMMON STK 571903202 770.00 22,900.00 SH SOLE 22900
MARSH & MCLENNAN COMMON STK 571748102 1,781.00 24,000.00 SH SOLE 24000
MARSHALL INDS COMMON STK 572393106 126.00 9,300.00 SH SOLE 9300
MASCO CORPORATION COMMON STK 574599106 887.00 31,400.00 SH SOLE 31400
MASCOTECH, INC. COMMON STK 574670105 397.00 25,600.00 SH SOLE 25600
MATERIAL SCIENCES CO COMMON STK 576674105 57.00 8,900.00 SH SOLE 8900
MATTEL, INC. COMMON STK 577081102 13,882.00 558,075.00 SH SOLE 558075
MAXXIM MEDICAL, INC. COMMON STK 57777G105 153.00 8,100.00 SH SOLE 8100
MAY DEPARTMENT COMMON STK 577778103 1,279.00 32,700.00 SH SOLE 32700
MAYTAG CORPORATION COMMON STK 578592107 21,089.00 349,300.00 SH SOLE 349300
MBIA, INC. COMMON STK 55262C100 539.00 9,300.00 SH SOLE 9300
MBNA CORPORATION COMMON STK 55262L100 1,776.00 74,405.00 SH SOLE 74405
MCDERMOTT COMMON STK 580037109 137.00 5,400.00 SH SOLE 5400
MCDONALD'S COMMON STK 580135101 5,691.00 125,600.00 SH SOLE 125600
MCGRAW-HILL, INC. COMMON STK 580645109 992.00 18,200.00 SH SOLE 18200
MCHORTER TECHNOLOGIE COMMON STK 582803102 79.00 5,800.00 SH SOLE 5800
MCI WORLDCOM INC, COMMON STK 55268B106 1,994.00 22,514.00 SH SOLE 22514
MCI WORLDCOM INC. COMMON STK 55268B10 15,091.00 170,396.00 SH SOLE 170396
MCKESSON HBOC, INC. COMMON STK 58155Q103 1,671.00 25,322.00 SH SOLE 25322
MDU RESOURCES GROUP, COMMON STK 552690109 1,569.00 68,575.00 SH SOLE 68575
MEAD CORPORATION COMMON STK 582834107 289.00 9,400.00 SH SOLE 9400
MEDIAONE GROUP, INC. COMMON STK 58440J104 9,449.00 148,800.00 SH SOLE 148800
MEDICAL MANAGER CORP COMMON STK 58461C103 624.00 27,000.00 SH SOLE 27000
MEDIMMUNE INC COMMON STK 584699102 3,119.00 52,700.00 SH SOLE 52700
MEDQUIST, INC. COMMON STK 584949101 546.00 18,200.00 SH SOLE 18200
MEDTRONIC, INC. COMMON STK 585055106 3,896.00 54,300.00 SH SOLE 54300
MELLON BANK COMMON STK 585509102 1,703.00 24,200.00 SH SOLE 24200
MENS WEARHOUSE INC COMMON STK 587118100 546.00 18,900.00 SH SOLE 18900
MENTOR CORP MINN COMMON STK 587188103 203.00 13,800.00 SH SOLE 13800
MERCANTILE COMMON STK 587342106 689.00 14,500.00 SH SOLE 14500
MERCK & COMPANY COMMON STK 589331107 33,117.00 413,000.00 SH SOLE 413000
MERCURY INTERACTIVE COMMON STK 589405109 713.00 20,000.00 SH SOLE 20000
MEREDITH CORPORATION COMMON STK 589433101 151.00 4,800.00 SH SOLE 4800
MERRILL CORP COMMON STK 590175105 123.00 9,200.00 SH SOLE 9200
MERRILL LYNCH & COMMON STK 590188108 2,927.00 33,100.00 SH SOLE 33100
MESA AIR GROUP INC COMMON STK 590479101 101.00 16,200.00 SH SOLE 16200
METHODE ELECTRS INC COMMON STK 591520200 225.00 20,200.00 SH SOLE 20200
METRO NETWORKS INC COMMON STK 591918107 517.00 9,400.00 SH SOLE 9400
MEYER (FRED), INC. COMMON STK 592907109 848.00 14,400.00 SH SOLE 14400
MGIC INVESTMENT COMMON STK 552848103 354.00 10,100.00 SH SOLE 10100
MICHAEL FOODS, INC. COMMON STK 594079105 229.00 12,000.00 SH SOLE 12000
MICHAELS STORES, COMMON STK 594087108 415.00 16,800.00 SH SOLE 16800
MICREL, INC. COMMON STK 594793101 566.00 11,300.00 SH SOLE 11300
MICROAGE INC COMMON STK 594928103 59.00 11,000.00 SH SOLE 11000
MICROMUSE, INC. COMMON STK 595094103 110.00 2,400.00 SH SOLE 2400
MICRON TECHNOLOGY, COMMON STK 595112103 1,105.00 22,900.00 SH SOLE 22900
MICROS SYSTEMS, INC. COMMON STK 594901100 304.00 9,200.00 SH SOLE 9200
MICROSOFT CORPORATION COMMON STK 594918104 73,726.00 822,600.00 SH SOLE 822600
MIDWAY GAMES INC. COMMON STK 598148104 184.00 21,151.00 SH SOLE 21151
MILACRON, INC. COMMON STK 598709103 55.00 3,500.00 SH SOLE 3500
MILLIPORE COMMON STK 601073109 94.00 3,900.00 SH SOLE 3900
MINNESOTA MINING & COMMON STK 604059105 2,639.00 37,300.00 SH SOLE 37300
MIRAGE RESORTS COMMON STK 60462E104 355.00 16,700.00 SH SOLE 16700
MISSISSIPPI CHEM COR COMMON STK 605288208 140.00 14,900.00 SH SOLE 14900
MOBIL CORPORATION COMMON STK 607059102 16,861.00 191,600.00 SH SOLE 191600
MODIS PROFESSIONAL COMMON STK 607830106 7,694.00 849,000.00 SH SOLE 849000
MOHAWK INDUSTRIES COMMON STK 608190104 974.00 32,450.00 SH SOLE 32450
MOLECULAR BIOSYSTEMS COMMON STK 608513107 28.00 10,600.00 SH SOLE 10600
MONSANTO COMPANY COMMON STK 611662107 2,669.00 58,100.00 SH SOLE 58100
MOORE CORPORATION COMMON STK 615785102 81.00 8,200.00 SH SOLE 8200
MORGAN & CO (J.P.) COMMON STK 616880100 2,023.00 16,400.00 SH SOLE 16400
MORGAN STANLEY, DEAN COMMON STK 617446448 7,957.00 79,620.00 SH SOLE 79620
MORRISON KNUDSEN COR COMMON STK 61844A109 301.00 30,300.00 SH SOLE 30300
MORTON COMMON STK 619335102 412.00 11,200.00 SH SOLE 11200
MOTOROLA, INC. COMMON STK 620076109 4,087.00 55,800.00 SH SOLE 55800
MS CARRIERS COMMON STK 553533100 1,200.00 45,400.00 SH SOLE 45400
MUELLER INDS INC COMMON STK 624756102 454.00 20,300.00 SH SOLE 20300
MUTUAL RISK MGMT LTD COMMON STK 628351108 845.00 22,100.00 SH SOLE 22100
MYERS INDS INC COMMON STK 628464109 224.00 10,400.00 SH SOLE 10400
NAC RE CORPORATION COMMON STK 628907107 558.00 10,400.00 SH SOLE 10400
NACCO INDUSTRIES COMMON STK 629579103 60.00 815.00 SH SOLE 815
NALCO CHEMICAL COMMON STK 629853102 159.00 6,000.00 SH SOLE 6000
NASH FINCH CO COMMON STK 631158102 54.00 6,500.00 SH SOLE 6500
NASHUA CORP COMMON STK 631226107 43.00 3,700.00 SH SOLE 3700
NATIONAL COMMON STK 637640103 142.00 15,300.00 SH SOLE 15300
NATIONAL CITY CORPOR COMMON STK 635405103 5,011.00 75,500.00 SH SOLE 75500
NATIONAL COMPUTER COMMON STK 635519101 431.00 17,600.00 SH SOLE 17600
NATIONAL DATA CORP COMMON STK 635621105 2,096.00 49,900.00 SH SOLE 49900
NATIONAL INSTRUMENTS COMMON STK 636518102 530.00 18,600.00 SH SOLE 18600
NATIONAL PRESTO INDS COMMON STK 637215104 149.00 4,200.00 SH SOLE 4200
NATIONAL SERVICE COMMON STK 637657107 129.00 3,800.00 SH SOLE 3800
NATURES SUNSHINE PRO COMMON STK 639027101 113.00 10,300.00 SH SOLE 10300
NAUTICA ENTERPRISES COMMON STK 639089101 239.00 21,100.00 SH SOLE 21100
NAVISTAR COMMON STK 63934E108 245.00 6,100.00 SH SOLE 6100
NBTY INC COMMON STK 628782104 187.00 38,400.00 SH SOLE 38400
NCS HELATHCARE INC COMMON STK 628874109 1,177.00 98,100.00 SH SOLE 98100
NELSON THOMAS INC COMMON STK 640376109 84.00 8,400.00 SH SOLE 8400
NETWORK EQUIP TECHNO COMMON STK 641208103 108.00 12,100.00 SH SOLE 12100
NEW CENTURY ENERGIES COMMON STK 64352U103 358.00 10,500.00 SH SOLE 10500
NEW ENGLAND BUSINESS COMMON STK 643872104 227.00 7,900.00 SH SOLE 7900
NEW JERSEY RES COMMON STK 646025106 359.00 10,100.00 SH SOLE 10100
NEW YORK TIMES COMMON STK 650111107 479.00 16,800.00 SH SOLE 16800
NEWELL COMPANY COMMON STK 651192106 7,192.00 151,400.00 SH SOLE 151400
NEWELL RUBBERMAID COMMON STK 651229106 1,221.00 25,699.00 SH SOLE 25699
NEWFIELD EXPL CO COMMON STK 651290108 468.00 20,700.00 SH SOLE 20700
NEWMONT MINING COMMON STK 651639106 269.00 15,365.00 SH SOLE 15365
NEXTEL COMMUNICATION COMMON STK 65332V103 978.00 26,700.00 SH SOLE 26700
NFO WORLDWIDE INC COMMON STK 62910N108 121.00 12,100.00 SH SOLE 12100
NIAGARA MOHAWK COMMON STK 653520106 232.00 17,300.00 SH SOLE 17300
NICOR, INC. COMMON STK 654086107 158.00 4,400.00 SH SOLE 4400
NIKE, INC. COMMON STK 654106103 1,529.00 26,500.00 SH SOLE 26500
NORDSTROM, INC. COMMON STK 655664100 560.00 13,700.00 SH SOLE 13700
NORFOLK SOUTHERN COMMON STK 655844108 928.00 35,200.00 SH SOLE 35200
NORRELL CORP COMMON STK 656301108 204.00 15,600.00 SH SOLE 15600
NORTH AMERN VACCINE COMMON STK 657201109 109.00 18,100.00 SH SOLE 18100
NORTHERN STATES COMMON STK 665772109 327.00 14,100.00 SH SOLE 14100
NORTHERN TELECOM COMMON STK 665815106 3,786.00 60,940.00 SH SOLE 60940
NORTHERN TRUST COMMON STK 665859104 924.00 10,400.00 SH SOLE 10400
NORTHROP GRUMMAN COMMON STK 666807102 389.00 6,500.00 SH SOLE 6500
NORTHWEST NAT GAS CO COMMON STK 667655104 308.00 14,100.00 SH SOLE 14100
NOVA CORP/GEORGIA COMMON STK 669784100 2,189.00 83,400.00 SH SOLE 83400
NOVELL, INC. COMMON STK 670006105 819.00 32,500.00 SH SOLE 32500
NOVELLUS SYSTEMS INC COMMON STK 670008101 1,736.00 31,500.00 SH SOLE 31500
NOVEN PHARMACEUTICAL COMMON STK 670009109 56.00 12,200.00 SH SOLE 12200
NUCOR COMMON STK 670346105 353.00 8,000.00 SH SOLE 8000
O REILLY AUTOMOTIVE COMMON STK 686091109 609.00 13,600.00 SH SOLE 13600
O SULLIVAN CORP COMMON STK 688605104 73.00 8,900.00 SH SOLE 8900
OAK INDUSTRIES, INC. COMMON STK 671400505 1,403.00 44,200.00 SH SOLE 44200
OAKWOOD HOMES CORP COMMON STK 674098108 370.00 26,300.00 SH SOLE 26300
OCCIDENTAL COMMON STK 674599105 576.00 32,000.00 SH SOLE 32000
OCEANEERING INTL INC COMMON STK 675232102 194.00 12,800.00 SH SOLE 12800
OFFSHORE LOGISTICS COMMON STK 676255102 142.00 12,200.00 SH SOLE 12200
OM GROUP INC COMMON STK 670872100 446.00 13,500.00 SH SOLE 13500
OMNICOM GROUP, INC. COMMON STK 681919106 1,255.00 15,700.00 SH SOLE 15700
ONEOK, INC. COMMON STK 682680103 69.00 2,800.00 SH SOLE 2800
ORACLE SYSTEMS COMMON STK 68389X105 3,556.00 134,812.00 SH SOLE 134812
ORANGE AND ROCKLAND COMMON STK 684065105 442.00 7,700.00 SH SOLE 7700
ORBITAL SCIENCES COMMON STK 685564106 589.00 20,800.00 SH SOLE 20800
ORGANOGENESIS INC. COMMON STK 685906109 194.00 16,800.00 SH SOLE 16800
ORION CAP CORP COMMON STK 686268103 481.00 15,400.00 SH SOLE 15400
ORTHODONTIC CTRS COMMON STK 68750P103 1,188.00 75,400.00 SH SOLE 75400
OSHKOSK B'GOSH, INC. COMMON STK 688222207 182.00 10,300.00 SH SOLE 10300
OWENS & MINOR INC COMMON STK 690732102 185.00 18,300.00 SH SOLE 18300
OWENS CORNING COMMON STK 69073F103 159.00 5,000.00 SH SOLE 5000
OWENS-ILLINOIS, INC. COMMON STK 690768403 360.00 14,400.00 SH SOLE 14400
OXFORD INDS INC COMMON STK 691497309 119.00 4,900.00 SH SOLE 4900
P P & L RESOURCES, COMMON STK 693499105 344.00 13,900.00 SH SOLE 13900
P-COM INC COMMON STK 693262107 188.00 24,700.00 SH SOLE 24700
PACCAR, INC. COMMON STK 693718108 292.00 7,100.00 SH SOLE 7100
PACIFIC GAS & COMMON STK 69331C108 1,103.00 35,500.00 SH SOLE 35500
PACIFIC SUNWEAR OF COMMON STK 694873100 417.00 12,000.00 SH SOLE 12000
PACIFICORP COMMON STK 695114108 476.00 27,600.00 SH SOLE 27600
PALL CORPORATION COMMON STK 696429307 189.00 11,400.00 SH SOLE 11400
PARAMETRIC COMMON STK 699173100 496.00 25,100.00 SH SOLE 25100
PAREXEL INTL CORP COMMON STK 699462107 292.00 14,100.00 SH SOLE 14100
PARK ELECTROCHEMICAL COMMON STK 700416209 139.00 5,900.00 SH SOLE 5900
PARKER HANNIFIN COMMON STK 701094104 344.00 10,050.00 SH SOLE 10050
PATTERSON DENTAL COM COMMON STK 703412106 2,359.00 54,550.00 SH SOLE 54550
PAXAR CORP COMMON STK 704227107 202.00 27,200.00 SH SOLE 27200
PAYCHEX, INC. COMMON STK 704326107 716.00 15,100.00 SH SOLE 15100
PECO ENERGY COMPANY COMMON STK 693304107 957.00 20,700.00 SH SOLE 20700
PEDIATRIX MEDICAL GR COMMON STK 705324101 1,043.00 37,100.00 SH SOLE 37100
PENFORD CORP COMMON STK 707051108 61.00 4,100.00 SH SOLE 4100
PENNSYLVANIA ENTERPR COMMON STK 708720107 139.00 5,800.00 SH SOLE 5800
PENNZENERGY CO DEBENTURE 70931QAB5 2,991.00 3,000,000.00 PRN SOLE
PEOPLES ENERGY COMMON STK 711030106 103.00 3,200.00 SH SOLE 3200
PEOPLESOFT, INC. COMMON STK 712713106 314.00 21,500.00 SH SOLE 21500
PEP BOYS DEBENTURE 713278AG4 3,478.00 3,500,000.00 PRN SOLE
PEP BOYS-MANNY, MOE, COMMON STK 713278109 74.00 4,848.00 SH SOLE 4848
PEPSICO, INC. COMMON STK 713448108 5,337.00 136,200.00 SH SOLE 136200
PERKIN ELMER COMMON STK 714041100 456.00 4,700.00 SH SOLE 4700
PETROLEUM GEO-SVCS COMMON STK 716597109 1,914.00 125,500.00 SH SOLE 125500
PFIZER, INC., LAR COMMON STK 717081103 52,753.00 380,200.00 SH SOLE 380200
PHARMACIA & UPJOHN, COMMON STK 716941109 2,944.00 47,195.00 SH SOLE 47195
PHARMACUTICAL PRODUC COMMON STK 717124101 1,571.00 46,800.00 SH SOLE 46800
PHELPS DODGE COMMON STK 717265102 261.00 5,300.00 SH SOLE 5300
PHILADELPHIA SUBN CO COMMON STK 718009608 521.00 22,946.00 SH SOLE 22946
PHILLIP MORRIS COMMON STK 718154107 7,956.00 226,100.00 SH SOLE 226100
PHILLIPS PETROLEUM COMMON STK 718507106 1,110.00 23,500.00 SH SOLE 23500
PHILLIPS VAN HEUSEN COMMON STK 718592108 108.00 15,500.00 SH SOLE 15500
PHOTRONICS, INC. COMMON STK 719405102 259.00 13,900.00 SH SOLE 13900
PHYCOR, INC. COMMON STK 71940F100 205.00 43,100.00 SH SOLE 43100
PICTURETEL COMMON STK 720035302 153.00 21,800.00 SH SOLE 21800
PIEDMONT NAT GAS INC COMMON STK 720186105 609.00 17,400.00 SH SOLE 17400
PIER I IMPORTS INC COMMON STK 720279108 1,401.00 172,425.00 SH SOLE 172425
PILLOWTEX CORP COMMON STK 721501104 114.00 8,000.00 SH SOLE 8000
PINNACLE HOLDINGS COMMON STK 72346N101 817.00 54,000.00 SH SOLE 54000
PINNACLE SYSTEMS, COMMON STK 723481107 1,515.00 33,300.00 SH SOLE 33300
PIONEER GROUP INC COMMON STK 723684106 216.00 14,600.00 SH SOLE 14600
PIONEER HI-BRED COMMON STK 723686101 835.00 22,200.00 SH SOLE 22200
PIONER STD ELECTRS COMMON STK 723877106 98.00 15,000.00 SH SOLE 15000
PITNEY-BOWES, INC. COMMON STK 724479100 10,614.00 166,500.00 SH SOLE 166500
PITTSTON BAX GROUP COMMON STK 725701882 76.00 11,000.00 SH SOLE 11000
PLACER DOME, INC. COMMON STK 725906101 260.00 23,200.00 SH SOLE 23200
PLAINS RES INC COMMON STK 726540503 144.00 9,600.00 SH SOLE 9600
PLANTRONICS, INC. COMMON STK 727493108 588.00 9,400.00 SH SOLE 9400
PLATINUM SOFTWARE CO COMMON STK 72764R105 166.00 22,500.00 SH SOLE 22500
PLAYERS INTL INC COMMON STK 727903106 113.00 18,100.00 SH SOLE 18100
PLEXUS CORP COMMON STK 729132100 234.00 8,400.00 SH SOLE 8400
PMC-SIERRA INC COMMON STK 69344F106 1,046.00 14,700.00 SH SOLE 14700
PNC BANK CORPORATION COMMON STK 693475105 1,556.00 28,000.00 SH SOLE 28000
POGO PRODUCING COMMON STK 730448107 296.00 22,800.00 SH SOLE 22800
POLARIS INDS INC COMMON STK 731068102 464.00 14,600.00 SH SOLE 14600
POLAROID CORPORATION COMMON STK 731095105 78.00 3,900.00 SH SOLE 3900
POOL ENERGY SVCS CO COMMON STK 732788104 184.00 12,000.00 SH SOLE 12000
POPE & TALBOT INC COMMON STK 732827100 49.00 7,700.00 SH SOLE 7700
POTLATCH CORPORATION COMMON STK 737628107 88.00 2,600.00 SH SOLE 2600
PPG INDUSTRIES, INC. COMMON STK 693506107 835.00 16,300.00 SH SOLE 16300
PRAXAIR, INC. COMMON STK 74005P104 523.00 14,500.00 SH SOLE 14500
PRE PAID LEGAL COMMON STK 740065107 316.00 12,900.00 SH SOLE 12900
PREMIER BANCSHARES, COMMON STK 739909109 278.00 14,100.00 SH SOLE 14100
PRIDE INTERNATIONAL, COMMON STK 741932107 236.00 28,600.00 SH SOLE 28600
PRIMARK CORP COMMON STK 741903108 257.00 12,100.00 SH SOLE 12100
PRIME HOSPITALITY CO COMMON STK 741917108 294.00 29,600.00 SH SOLE 29600
PRIORITY HEALTHCARE COMMON STK 74264T102 319.00 7,044.00 SH SOLE 7044
PROCTOR & GAMBLE COM COMMON STK 742718109 16,767.00 171,200.00 SH SOLE 171200
PROGRESS SOFTWARE CO COMMON STK 743312100 333.00 9,750.00 SH SOLE 9750
PROGRESSIVE COMMON STK 743315103 976.00 6,800.00 SH SOLE 6800
PROTECTIVE LIFE CORP COMMON STK 743674103 1,882.00 49,700.00 SH SOLE 49700
PROTEIN DESIGN LABS COMMON STK 74369L103 160.00 10,600.00 SH SOLE 10600
PROVIDENT BANKSHARES COMMON STK 743859100 361.00 13,800.00 SH SOLE 13800
PROVIDENT COMPANIES COMMON STK 743862104 429.00 12,400.00 SH SOLE 12400
PROVIDIAN FINANCIAL COMMON STK 74406A102 1,463.00 13,300.00 SH SOLE 13300
PUBLIC SERVICE COMMON STK 744573106 802.00 21,000.00 SH SOLE 21000
PUBLIC SVC CO N C IN COMMON STK 744516105 323.00 11,400.00 SH SOLE 11400
PULTE CORPORATION COMMON STK 745867101 81.00 3,900.00 SH SOLE 3900
QUADRAMED CORP COMMON STK 74730W101 943.00 123,700.00 SH SOLE 123700
QUAKER CHEM CORP COMMON STK 747316107 69.00 4,900.00 SH SOLE 4900
QUAKER OATS COMPANY COMMON STK 747402105 788.00 12,600.00 SH SOLE 12600
QUANEX CORP COMMON STK 747620102 126.00 8,100.00 SH SOLE 8100
QUANTAM HEALTH DEBENTURE 74763LAA3 2,715.00 3,000,000.00 PRN SOLE
QUEENS COUNTY COMMON STK 748242104 327.00 12,100.00 SH SOLE 12100
QUINTILES TRANS- COMMON STK 748767100 639.00 16,932.00 SH SOLE 16932
R.R. DONNELLEY & SONS COMMON STK 257867101 402.00 12,500.00 SH SOLE 12500
RAILTEX INC COMMON STK 750766107 60.00 5,300.00 SH SOLE 5300
RALCORP HOLDING COMMON STK 751028101 344.00 18,100.00 SH SOLE 18100
RALSTON PURINA COMMON STK 751277302 787.00 29,500.00 SH SOLE 29500
RAYCHEM CORPORATION COMMON STK 754603108 162.00 7,200.00 SH SOLE 7200
RAYMOND JAMES FINL COMMON STK 754730109 542.00 27,450.00 SH SOLE 27450
RAYTHEON COMPANY COMMON STK 755111408 1,829.00 31,200.00 SH SOLE 31200
READ-RITE CORP COMMON STK 755246105 182.00 27,600.00 SH SOLE 27600
REEBOK INTERNATIONAL COMMON STK 758110100 81.00 5,100.00 SH SOLE 5100
REGAL BELOIT CORP COMMON STK 758750103 215.00 11,900.00 SH SOLE 11900
REGENERON PHARMACEUT COMMON STK 75886F107 116.00 17,500.00 SH SOLE 17500
REGIONS FINANCIAL COMMON STK 758940100 710.00 20,500.00 SH SOLE 20500
REGIS CORP MINN COMMON STK 758932107 539.00 20,250.00 SH SOLE 20250
RELIANCE STEEL & COMMON STK 759509102 303.00 10,500.00 SH SOLE 10500
RELIANT ENERGY, INC. COMMON STK 75952J108 685.00 26,297.00 SH SOLE 26297
REMINGTON OIL & GAS COMMON STK 759594302 33.00 11,600.00 SH SOLE 11600
RENAL CARE GROUP INC COMMON STK 759930100 1,281.00 65,250.00 SH SOLE 65250
REPUBLIC GROUP, INC. COMMON STK 760473108 101.00 6,700.00 SH SOLE 6700
REPUBLIC N Y COMMON STK 760719104 452.00 9,800.00 SH SOLE 9800
RESOUND CORP COMMON STK 761194109 44.00 11,600.00 SH SOLE 11600
RESPIRONICS INC COMMON STK 761230101 236.00 17,900.00 SH SOLE 17900
RESTORATION HARDWARE COMMON STK 760981100 1,335.00 60,700.00 SH SOLE 60700
REYNOLDS METALS COMMON STK 761763101 285.00 5,900.00 SH SOLE 5900
RICHFOOD HLDGS INC COMMON STK 763408101 582.00 27,000.00 SH SOLE 27000
RIGS NATIONAL CORP- COMMON STK 766570105 295.00 17,500.00 SH SOLE 17500
RITE AID, LARGE CA COMMON STK 767754104 13,330.00 533,200.00 SH SOLE 533200
RJR NABISCO HOLDINGS COMMON STK 74960K876 750.00 30,000.00 SH SOLE 30000
ROBBINS & MYERS INC COMMON STK 770196103 107.00 6,200.00 SH SOLE 6200
ROBERTS PHARMACEUTIC COMMON STK 770491108 365.00 17,600.00 SH SOLE 17600
ROCKWELL INTERNATION COMMON STK 773903109 751.00 17,700.00 SH SOLE 17700
ROHM & HAAS COMPANY COMMON STK 775371107 517.00 15,400.00 SH SOLE 15400
ROLLINS TRUCK COMMON STK 775741101 315.00 33,350.00 SH SOLE 33350
ROPER INDS INC NEW COMMON STK 776696106 425.00 17,800.00 SH SOLE 17800
ROSS STORES, INC. COMMON STK 778296103 1,490.00 34,000.00 SH SOLE 34000
ROWAN COMPANIES, INC COMMON STK 779382100 98.00 7,700.00 SH SOLE 7700
ROYAL APPLIANCE MFG COMMON STK 780076105 43.00 11,400.00 SH SOLE 11400
ROYAL DUTCH PETROLEU COMMON STK 780257804 16,479.00 316,900.00 SH SOLE 316900
RTI INTERNATIONAL COMMON STK 74973W107 111.00 11,800.00 SH SOLE 11800
RUBY TUESDAY, INC. COMMON STK 781182100 320.00 18,400.00 SH SOLE 18400
RURAL / METRO CORP COMMON STK 781748108 64.00 8,100.00 SH SOLE 8100
RUSS BERRIE & COMMON STK 782233100 327.00 12,500.00 SH SOLE 12500
RUSSELL CORPORATION COMMON STK 782352108 66.00 3,300.00 SH SOLE 3300
RYANS FAMILY STEAK COMMON STK 783519101 274.00 22,700.00 SH SOLE 22700
RYDER SYSTEMS, INC. COMMON STK 783549108 180.00 6,500.00 SH SOLE 6500
RYLAND GROUP INC COMMON STK 783764103 213.00 8,400.00 SH SOLE 8400
S3, INC. COMMON STK 784849101 218.00 29,000.00 SH SOLE 29000
SAFECO CORPORATION COMMON STK 786429100 510.00 12,600.00 SH SOLE 12600
SAFESKIN CORP COMMON STK 786454108 230.00 30,900.00 SH SOLE 30900
SAFEWAY, INC. COMMON STK 786514208 2,319.00 45,200.00 SH SOLE 45200
SAKS INCORPORATED COMMON STK 79377W108 11,253.00 432,800.00 SH SOLE 432800
SANMINA CORPORATION COMMON STK 800907107 3,035.00 47,600.00 SH SOLE 47600
SANTA FE ENERGY COMMON STK 802012104 423.00 57,900.00 SH SOLE 57900
SARA LEE CORPORATION COMMON STK 803111103 13,313.00 537,900.00 SH SOLE 537900
SBC COMMUNICATIONS, COMMON STK 78387G103 11,652.00 247,266.00 SH SOLE 247266
SCHERING-PLOUGH CORP COMMON STK 806605101 10,205.00 184,500.00 SH SOLE 184500
SCHLUMBERGER, LTD. COMMON STK 806857108 3,052.00 50,700.00 SH SOLE 50700
SCHWEITZER-MAUDUIT COMMON STK 808541106 105.00 9,100.00 SH SOLE 9100
SCIENTIFIC-ATLANTA, COMMON STK 808655104 185.00 6,800.00 SH SOLE 6800
SCOTT TECHNOLOGIES, COMMON STK 810022301 177.00 10,200.00 SH SOLE 10200
SCOTTS CO COMMON STK 810186106 396.00 10,600.00 SH SOLE 10600
SEACOR SMIT, INC. COMMON STK 811904101 382.00 7,100.00 SH SOLE 7100
SEAGATE TECHNOLOGY COMMON STK 811804103 671.00 22,700.00 SH SOLE 22700
SEAGRAM COMPANY, LTD COMMON STK 811850106 1,835.00 36,700.00 SH SOLE 36700
SEALED AIR CORP. COMMON STK 81211K100 376.00 7,640.00 SH SOLE 7640
SEARS ROEBUCK & COMMON STK 812387108 1,604.00 35,500.00 SH SOLE 35500
SEI CORP COMMON STK 784117103 934.00 10,100.00 SH SOLE 10100
SEITEL INC COMMON STK 816074306 181.00 13,000.00 SH SOLE 13000
SELECTIVE INS GROUP COMMON STK 816300107 282.00 16,000.00 SH SOLE 16000
SEMPRA ENERGY COMMON STK 816851109 425.00 22,174.00 SH SOLE 22174
SERVICE CORPORATION COMMON STK 817565104 361.00 25,300.00 SH SOLE 25300
SERVICE EXPERTS, INC COMMON STK 817567100 130.00 9,600.00 SH SOLE 9600
SHARED MEDICAL COMMON STK 819486101 134.00 2,400.00 SH SOLE 2400
SHERWIN-WILLIAMS COM COMMON STK 824348106 3,350.00 119,100.00 SH SOLE 119100
SHOPKO STORES INC COMMON STK 824911101 442.00 14,800.00 SH SOLE 14800
SHOREWOOD PACKAGING COMMON STK 825229107 296.00 15,100.00 SH SOLE 15100
SIERRA HEALTH SVCS COMMON STK 826322109 200.00 15,400.00 SH SOLE 15400
SIERRA PACIFIC COMMON STK 826425100 1,154.00 32,800.00 SH SOLE 32800
SIGMA-ALDRICH COMMON STK 826552101 269.00 9,200.00 SH SOLE 9200
SILICON GRAPHICS, COMMON STK 827056102 289.00 17,300.00 SH SOLE 17300
SILICON VALLEY COMMON STK 827064106 242.00 11,700.00 SH SOLE 11700
SIMPSON INDS INC COMMON STK 829060102 100.00 10,400.00 SH SOLE 10400
SKYLINE CORPORATION COMMON STK 830830105 147.00 5,300.00 SH SOLE 5300
SKYWEST INC COMMON STK 830879102 788.00 27,300.00 SH SOLE 27300
SLI, INC. COMMON STK 78442T108 2,448.00 116,550.00 SH SOLE 116550
SLM HOLDING CORP. COMMON STK 78442A109 639.00 15,300.00 SH SOLE 15300
SMITH A O CORP 'B' COMMON STK 831865209 251.00 13,200.00 SH SOLE 13200
SMITHFIELD FOODS INC COMMON STK 832248108 483.00 21,300.00 SH SOLE 21300
SNAP-ON, INC. COMMON STK 833034101 157.00 5,400.00 SH SOLE 5400
SNYDER OIL CORP COMMON STK 833482102 280.00 18,900.00 SH SOLE 18900
SOLA INTL INC COMMON STK 834092108 168.00 13,900.00 SH SOLE 13900
SOLECTRON CORP. COMMON STK 834182107 1,083.00 22,300.00 SH SOLE 22300
SONAT INC. COMMON STK 835415100 303.00 10,100.00 SH SOLE 10100
SONIC AUTOMOTIVE, COMMON STK 83545G102 574.00 37,000.00 SH SOLE 37000
SONIC CORP COMMON STK 835451105 292.00 10,850.00 SH SOLE 10850
SOUTHERN CALIF WTR COMMON STK 029899101 121.00 5,000.00 SH SOLE 5000
SOUTHERN COMPANY COMMON STK 842587107 1,506.00 64,600.00 SH SOLE 64600
SOUTHERN ENERGY HOME COMMON STK 842814105 39.00 7,200.00 SH SOLE 7200
SOUTHTRUST CORP. COMMON STK 844730101 571.00 15,300.00 SH SOLE 15300
SOUTHWEST AIRLINES COMMON STK 844741108 942.00 31,125.00 SH SOLE 31125
SOUTHWEST GAS COMMON STK 844895102 473.00 17,200.00 SH SOLE 17200
SOUTHWESTERN ENERGY COMMON STK 845467109 100.00 14,200.00 SH SOLE 14200
SPACELABS MED INC COMMON STK 846247104 91.00 5,400.00 SH SOLE 5400
SPARTAN MTRS INC COMMON STK 846819100 41.00 7,000.00 SH SOLE 7000
SPEEDFAM INTL INC COMMON STK 847706108 110.00 9,200.00 SH SOLE 9200
SPORTS AUTH INC COMMON STK 849176102 132.00 18,100.00 SH SOLE 18100
SPORTSLINE USA INC COMMON STK 848934105 634.00 13,900.00 SH SOLE 13900
SPRINGS INDUSTRIES COMMON STK 851783100 41.00 1,500.00 SH SOLE 1500
SPRINT CORPORATION COMMON STK 852061100 3,984.00 40,600.00 SH SOLE 40600
SPRINT PCS GROUP COMMON STK 852061506 1,804.00 40,700.00 SH SOLE 40700
SPS TECHNOLOGIES INC COMMON STK 784626103 283.00 7,200.00 SH SOLE 7200
ST JOHN KNITS INC COMMON STK 790289102 251.00 9,500.00 SH SOLE 9500
ST MARY LD & EXPL CO COMMON STK 792228108 108.00 6,200.00 SH SOLE 6200
ST. JUDE MEDICAL, COMMON STK 790849103 188.00 7,716.00 SH SOLE 7716
ST. PAUL BANCORP, COMMON STK 792848103 502.00 23,200.00 SH SOLE 23200
ST. PAUL COMPANIES, COMMON STK 792860108 676.00 21,768.00 SH SOLE 21768
STANDARD MICROSYSTEM COMMON STK 853626109 71.00 9,000.00 SH SOLE 9000
STANDARD MTR PRODS COMMON STK 853666105 153.00 7,400.00 SH SOLE 7400
STANDARD PAC CORP NE COMMON STK 85375C101 216.00 16,800.00 SH SOLE 16800
STANDARD PRODUCTS COMMON STK 853836104 148.00 9,100.00 SH SOLE 9100
STANDEX INTL CORP COMMON STK 854231107 162.00 7,400.00 SH SOLE 7400
STANLEY WORKS COMMON STK 854616109 210.00 8,200.00 SH SOLE 8200
STAPLES, INC. COMMON STK 855030102 1,419.00 43,150.00 SH SOLE 43150
STATE STREET COMMON STK 857477103 1,233.00 15,000.00 SH SOLE 15000
STEEL TECHNOLOGIES I COMMON STK 858147101 53.00 6,700.00 SH SOLE 6700
STEIN MART INC COMMON STK 858375108 257.00 25,700.00 SH SOLE 25700
STEINER LEISURE, COMMON STK P8744Y102 1,110.00 36,100.00 SH SOLE 36100
STERIS CORP, SMAL COMMON STK 859152100 812.00 30,500.00 SH SOLE 30500
STILLWATER MNG CO COMMON STK 86074Q102 459.00 17,400.00 SH SOLE 17400
STONE & WEBSTER INC COMMON STK 861572105 167.00 7,300.00 SH SOLE 7300
STONE ENERGY CORP. COMMON STK 861642106 256.00 8,000.00 SH SOLE 8000
STRATTEC SECURITY COMMON STK 863111100 1,153.00 41,000.00 SH SOLE 41000
STRIDE RITE COMMON STK 863314100 322.00 26,300.00 SH SOLE 26300
STURM, RUGER & CO., COMMON STK 864159108 153.00 15,300.00 SH SOLE 15300
SUMMIT BANCORP COMMON STK 866005101 628.00 16,100.00 SH SOLE 16100
SUMMIT TECHNOLOGY, COMMON STK 86627E101 195.00 17,700.00 SH SOLE 17700
SUN MICROSYSTEMS, COMMON STK 866810104 4,460.00 35,700.00 SH SOLE 35700
SUNOCO, INC. COMMON STK 86764P109 310.00 8,600.00 SH SOLE 8600
SUNRISE ASSISTED LIVI COMMON STK 86768K106 1,431.00 31,400.00 SH SOLE 31400
SUNRISE MED INC COMMON STK 867910101 79.00 12,600.00 SH SOLE 12600
SUNTRUST BANKS, INC. COMMON STK 867914103 1,843.00 29,600.00 SH SOLE 29600
SUPERIOR SERVICES COMMON STK 868316100 1,492.00 75,300.00 SH SOLE 75300
SUPERVALU, INC. COMMON STK 868536103 229.00 11,100.00 SH SOLE 11100
SUSQUEHANNA COMMON STK 869099101 351.00 19,100.00 SH SOLE 19100
SWIFT TRANSPORTATION COMMON STK 870756103 238.00 9,200.00 SH SOLE 9200
SWISS ARMY BRANDS INC COMMON STK 870827102 43.00 4,500.00 SH SOLE 4500
SYMMETRICOM INC COMMON STK 871543104 57.00 9,000.00 SH SOLE 9000
SYNCOR INTL CORP DEL COMMON STK 87157J106 162.00 5,800.00 SH SOLE 5800
SYNOPSYS, INC. COMMON STK 871607107 1,887.00 35,100.00 SH SOLE 35100
SYNOVUS FINANCIAL COMMON STK 87161C105 506.00 24,750.00 SH SOLE 24750
SYSCO CORPORATION COMMON STK 871829107 3,034.00 115,300.00 SH SOLE 115300
SYSTEM SOFTWARE COMMON STK 871839106 61.00 27,000.00 SH SOLE 27000
TACO CABANA INC COMMON STK 873425102 69.00 7,800.00 SH SOLE 7800
TANDY CORPORATION COMMON STK 875382103 593.00 9,300.00 SH SOLE 9300
TBC CORP COMMON STK 872180104 73.00 12,100.00 SH SOLE 12100
TCA CABLE TV INC COMMON STK 872241104 1,314.00 30,200.00 SH SOLE 30200
TCBY ENTERPRISES INC COMMON STK 872245105 78.00 13,000.00 SH SOLE 13000
TCSI CORP COMMON STK 87233R106 24.00 12,600.00 SH SOLE 12600
TECHNITROL INC COMMON STK 878555101 212.00 9,200.00 SH SOLE 9200
TECHNOLOGY SOLUTIONS COMMON STK 87872T108 161.00 22,600.00 SH SOLE 22600
TEKTRONIX, INC. COMMON STK 879131100 109.00 4,300.00 SH SOLE 4300
TEL-SAVE HLDGS INC COMMON STK 879176105 289.00 27,700.00 SH SOLE 27700
TELLABS, INC. COMMON STK 879664100 13,274.00 135,800.00 SH SOLE 135800
TELXON CORP COMMON STK 879700102 87.00 9,200.00 SH SOLE 9200
TEMPLE-INLAND, INC. COMMON STK 879868107 333.00 5,300.00 SH SOLE 5300
TENET HEALTHCARE COMMON STK 88033G100 544.00 28,700.00 SH SOLE 28700
TENNECO,INC COMMON STK 88037E101 439.00 15,700.00 SH SOLE 15700
TETRA TECHNOLOGIES COMMON STK 88162G103 3,092.00 146,800.00 SH SOLE 146800
TETRA TECHNOLOGIES COMMON STK 88162F105 959.00 142,000.00 SH SOLE 142000
TEXACO, INC. COMMON STK 881694103 15,686.00 276,400.00 SH SOLE 276400
TEXAS INDS INC COMMON STK 882491103 300.00 12,100.00 SH SOLE 12100
TEXAS INSTRUMENTS COMMON STK 882508104 3,603.00 36,300.00 SH SOLE 36300
TEXAS UTILITIES COMMON STK 882848104 1,088.00 26,087.00 SH SOLE 26087
TEXTRON, INC. COMMON STK 883203101 1,153.00 14,900.00 SH SOLE 14900
THE BEAR STEARNS CO. COMMON STK 073902108 487.00 10,895.00 SH SOLE 10895
THE DOW CHEMICAL COMMON STK 260543103 1,929.00 20,700.00 SH SOLE 20700
THE DRESS BARN COMMON STK 261570105 179.00 12,900.00 SH SOLE 12900
THE FINOVA GROUP COMMON STK 317928109 1,541.00 29,700.00 SH SOLE 29700
THE KROLL-O'GARA COMMON STK 501050108 285.00 10,500.00 SH SOLE 10500
THERMO ELECTRON COMMON STK 883556102 199.00 14,700.00 SH SOLE 14700
THERMO INSTRUMENTS DEBENTURE 883559AE6 4,367.00 5,400,000.00 PRN SOLE
THERMO TERRATECH DEBENTURE 883598AA2 4,362.00 5,125,000.00 PRN SOLE
THOMAS & BETTS COMMON STK 884315102 192.00 5,100.00 SH SOLE 5100
THOMAS INDS INC COMMON STK 884425109 167.00 8,900.00 SH SOLE 8900
THOR INDS INC COMMON STK 885160101 158.00 7,000.00 SH SOLE 7000
THREE-FIVE SYS INC COMMON STK 88554L108 36.00 4,200.00 SH SOLE 4200
TIMBERLAND CO COMMON STK 887100105 410.00 6,500.00 SH SOLE 6500
TIME WARNER, INC. COMMON STK 887315109 8,101.00 114,000.00 SH SOLE 114000
TIMES MIRROR COMPANY COMMON STK 887364107 395.00 7,300.00 SH SOLE 7300
TIMKEN COMPANY COMMON STK 887389104 93.00 5,700.00 SH SOLE 5700
TITAN INTL INC ILL COMMON STK 88830M102 91.00 11,900.00 SH SOLE 11900
TJ INTL INC COMMON STK 872534102 215.00 8,900.00 SH SOLE 8900
TJX COMPANIES, INC. COMMON STK 872540109 1,017.00 29,900.00 SH SOLE 29900
TNP ENTERPRISES INC COMMON STK 872594106 219.00 7,600.00 SH SOLE 7600
TOLL BROTHERS INC COMMON STK 889478103 381.00 21,000.00 SH SOLE 21000
TORCHMARK COMMON STK 891027104 408.00 12,900.00 SH SOLE 12900
TORO CO COMMON STK 891092108 229.00 7,300.00 SH SOLE 7300
TOWER AUTOMOTIVE, IN COMMON STK 891707101 2,414.00 129,600.00 SH SOLE 129600
TOYS 'R' US, INC. COMMON STK 892335100 453.00 24,100.00 SH SOLE 24100
TRANSAMERICA COMMON STK 893485102 831.00 11,700.00 SH SOLE 11700
TREDEGAR INDS INC COMMON STK 894650100 634.00 20,500.00 SH SOLE 20500
TRENWICK GROUP INC COMMON STK 895290104 180.00 6,400.00 SH SOLE 6400
TRIARC COS INC COMMON STK 895927101 289.00 16,600.00 SH SOLE 16600
TRIBUNE COMPANY COMMON STK 896047107 726.00 11,100.00 SH SOLE 11100
TRICON GLOBAL COMMON STK 895953107 1,001.00 14,250.00 SH SOLE 14250
TRIMBLE NAVIGATION COMMON STK 896239100 123.00 12,600.00 SH SOLE 12600
TRUE NORTH COMM COMMON STK 897844106 717.00 25,500.00 SH SOLE 25500
TRUSTCO BANK CORP COMMON STK 898349105 381.00 15,250.00 SH SOLE 15250
TRW INC. COMMON STK 872649108 501.00 11,000.00 SH SOLE 11000
TUBOSCOPE VETCO INTL COMMON STK 898600101 228.00 25,300.00 SH SOLE 25300
TUPPERWARE COMMON STK 899896104 95.00 5,300.00 SH SOLE 5300
TYCO INTERNATIONAL L COMMON STK 902124106 14,057.00 195,919.00 SH SOLE 195919
U S BIOSCIENCE INC COMMON STK 911646206 150.00 13,800.00 SH SOLE 13800
U S HOME CORP COMMON STK 911920106 251.00 7,700.00 SH SOLE 7700
U S WEST, INC. COMMON STK 91273H101 2,570.00 46,680.00 SH SOLE 46680
U.S. TRUST COMMON STK 91288L105 2,240.00 30,200.00 SH SOLE 30200
ULTRATECH STEPPER COMMON STK 904034105 170.00 12,000.00 SH SOLE 12000
UNICOM CORPORATION COMMON STK 904911104 731.00 20,000.00 SH SOLE 20000
UNILEVER N.V. COMMON STK 904784501 3,946.00 59,400.00 SH SOLE 59400
UNION CAMP COMMON STK 905530101 436.00 6,500.00 SH SOLE 6500
UNION CARBIDE COMMON STK 905581104 556.00 12,300.00 SH SOLE 12300
UNION PACIFIC COMMON STK 907834105 276.00 23,204.00 SH SOLE 23204
UNION PACIFIC COMMON STK 907818108 1,224.00 22,900.00 SH SOLE 22900
UNION PLANTERS CORP COMMON STK 908068109 554.00 12,600.00 SH SOLE 12600
UNISYS CORPORATION COMMON STK 909214108 659.00 23,800.00 SH SOLE 23800
UNITED BANKSHARES COMMON STK 909907107 558.00 24,400.00 SH SOLE 24400
UNITED HEALTHCARE CO COMMON STK 910581107 11,135.00 211,600.00 SH SOLE 211600
UNITED ILLUMINATING COMMON STK 910637107 344.00 8,200.00 SH SOLE 8200
UNITED NATURAL FOODS COMMON STK 911163103 1,706.00 73,000.00 SH SOLE 73000
UNITED TECHNOLOGIES COMMON STK 913017109 2,858.00 21,100.00 SH SOLE 21100
UNITED WTR RES INC COMMON STK 913190104 436.00 21,000.00 SH SOLE 21000
UNITRODE CORP COMMON STK 913283107 254.00 17,900.00 SH SOLE 17900
UNIVERSAL FST PRODS COMMON STK 913543104 240.00 11,700.00 SH SOLE 11700
UNIVERSAL HEALTH SVC COMMON STK 913903100 804.00 18,600.00 SH SOLE 18600
UNOCAL CORPORATION COMMON STK 915289102 821.00 22,300.00 SH SOLE 22300
UNUM CORPORATION COMMON STK 903192102 604.00 12,700.00 SH SOLE 12700
US BANCORP COMMON STK 902973106 17,858.00 524,286.00 SH SOLE 524286
US XPRESS ENTERPRISE COMMON STK 90338N103 793.00 68,200.00 SH SOLE 68200
USA DETERGENTS INC COMMON STK 902938109 49.00 7,900.00 SH SOLE 7900
USAIR GROUP, INC. COMMON STK 911905107 391.00 8,000.00 SH SOLE 8000
USFREIGHTWAYS CORP COMMON STK 916906100 490.00 14,900.00 SH SOLE 14900
UST CORP. COMMON STK 902900109 529.00 24,200.00 SH SOLE 24200
UST, INC. COMMON STK 902911106 447.00 17,100.00 SH SOLE 17100
USX-MARATHON COMMON STK 902905827 10,420.00 378,900.00 SH SOLE 378900
USX-US STEEL GROUP COMMON STK 90337T101 190.00 8,100.00 SH SOLE 8100
V F CORPORATION COMMON STK 918204108 519.00 11,000.00 SH SOLE 11000
VALASSIS COMM COMMON STK 918866104 1,118.00 21,600.00 SH SOLE 21600
VALENCE TECHNOLOGY COMMON STK 918914102 97.00 14,600.00 SH SOLE 14600
VALMONT INDS INC COMMON STK 920253101 198.00 14,300.00 SH SOLE 14300
VANTIVE CORP COMMON STK 922091103 180.00 14,900.00 SH SOLE 14900
VERITAS DGC, INC. COMMON STK 92343P107 1,009.00 71,100.00 SH SOLE 71100
VERTEX PHARMACEUTICA COMMON STK 92532F100 712.00 28,200.00 SH SOLE 28200
VIACOM, INC. COMMON STK 925524308 2,720.00 32,400.00 SH SOLE 32400
VICOR CORPORATION COMMON STK 925815102 298.00 23,800.00 SH SOLE 23800
VINTAGE PETE INC COMMON STK 927460105 266.00 29,500.00 SH SOLE 29500
VISX INC COMMON STK 92844S105 1,861.00 17,300.00 SH SOLE 17300
VITAL SIGNS INC COMMON STK 928469105 128.00 7,100.00 SH SOLE 7100
VITESSE SEMICONDUCTOR COMMON STK 928497106 633.00 12,500.00 SH SOLE 12500
VLSI TECHNOLOGY COMMON STK 918270109 502.00 25,900.00 SH SOLE 25900
VOLT INFORMATION COMMON STK 928703107 140.00 8,500.00 SH SOLE 8500
W.R. GRACE & COMPANY COMMON STK 38388F108 82.00 6,800.00 SH SOLE 6800
W.W. GRAINGER, INC. COMMON STK 384802104 379.00 8,800.00 SH SOLE 8800
WABASH NATL CORP COMMON STK 929566107 151.00 13,000.00 SH SOLE 13000
WACHOVIA CORPORATION COMMON STK 929771103 1,543.00 19,000.00 SH SOLE 19000
WADDELL & REED FIN COMMON STK 930059100 1,423.00 69,400.00 SH SOLE 69400
WAL-MART STORES, INC COMMON STK 931142103 47,523.00 515,500.00 SH SOLE 515500
WALBRO CORP COMMON STK 931154108 45.00 5,000.00 SH SOLE 5000
WALGREEN COMPANY COMMON STK 931422109 7,526.00 266,400.00 SH SOLE 266400
WALL DATA, INC. COMMON STK 932045107 81.00 5,600.00 SH SOLE 5600
WALT DISNEY COMPANY COMMON STK 254687106 5,930.00 190,534.00 SH SOLE 190534
WARNER-LAMBERT COMMON STK 934488107 18,903.00 285,600.00 SH SOLE 285600
WASHINGTON MUTUAL COMMON STK 939322103 2,246.00 54,946.00 SH SOLE 54946
WASTE MANAGEMENT INC COMMON STK 94106L109 2,398.00 54,029.00 SH SOLE 54029
WATKINS JOHNSON CO COMMON STK 942486101 86.00 3,800.00 SH SOLE 3800
WATSCO INC COMMON STK 942622200 932.00 63,750.00 SH SOLE 63750
WD 40 CO COMMON STK 929236107 257.00 8,870.00 SH SOLE 8870
WELLS FARGO & C0 COMMON STK 949746101 7,442.00 212,260.00 SH SOLE 212260
WENDY'S COMMON STK 950590109 327.00 11,500.00 SH SOLE 11500
WERNER ENTERPRISES COMMON STK 950755108 423.00 26,875.00 SH SOLE 26875
WESTVACO CORPORATION COMMON STK 961548104 193.00 9,200.00 SH SOLE 9200
WESTWOOD ONE INC COMMON STK 961815107 462.00 16,200.00 SH SOLE 16200
WET SEAL COMMON STK 961840105 1,774.00 48,100.00 SH SOLE 48100
WEYERHAEUSER COMPANY COMMON STK 962166104 1,027.00 18,500.00 SH SOLE 18500
WHIRLPOOL COMMON STK 963320106 381.00 7,000.00 SH SOLE 7000
WHITNEY HLDG CORP COMMON STK 966612103 472.00 12,800.00 SH SOLE 12800
WHITTAKER CORP COMMON STK 966680407 138.00 6,300.00 SH SOLE 6300
WHITTMAN-HART, INC. COMMON STK 966834103 624.00 29,000.00 SH SOLE 29000
WHOLE FOODS MKT INC COMMON STK 966837106 516.00 15,000.00 SH SOLE 15000
WHX CORP COMMON STK 929248102 80.00 10,100.00 SH SOLE 10100
WICOR INC COMMON STK 929253102 429.00 21,200.00 SH SOLE 21200
WILLAMETTE COMMON STK 969133107 385.00 10,200.00 SH SOLE 10200
WILLIAMS COMPANIES COMMON STK 969457100 1,564.00 39,600.00 SH SOLE 39600
WILLIAMS-SONOMA COMMON STK 969904101 1,735.00 61,400.00 SH SOLE 61400
WINN-DIXIE STORES COMMON STK 974280109 512.00 13,700.00 SH SOLE 13700
WINNEBAGO INDS INC COMMON STK 974637100 182.00 13,000.00 SH SOLE 13000
WMX TECHNOLOGIES DEBENTURE 92929QAF4 2,367.00 2,500,000.00 PRN SOLE
WOLVERINE TUBE INC COMMON STK 978093102 167.00 7,900.00 SH SOLE 7900
WOLVERINE WORLD COMMON STK 978097103 236.00 24,800.00 SH SOLE 24800
WORLD COLOR PRESS COMMON STK 981443104 1,804.00 84,900.00 SH SOLE 84900
WORTHINGTON COMMON STK 981811102 100.00 8,500.00 SH SOLE 8500
WRIGLEY (WM) JR COMMON STK 982526105 986.00 10,900.00 SH SOLE 10900
WYNNS INTL INC COMMON STK 983195108 187.00 10,700.00 SH SOLE 10700
X-RITE INC COMMON STK 983857103 77.00 11,900.00 SH SOLE 11900
XEROX CORPORATION COMMON STK 984121103 3,245.00 60,800.00 SH SOLE 60800
XIRCOM, INC. COMMON STK 983922105 329.00 13,100.00 SH SOLE 13100
XYLAN CORPORATION COMMON STK 984151100 884.00 24,000.00 SH SOLE 24000
YELLOW CORPORATION COMMON STK 985509108 254.00 14,600.00 SH SOLE 14600
ZALE CORPORATION COMMON STK 988858106 694.00 20,300.00 SH SOLE 20300
ZEBRA TECHNOLOGIES COMMON STK 989207105 420.00 17,700.00 SH SOLE 17700
ZENITH NATIONAL COMMON STK 989390109 236.00 9,700.00 SH SOLE 9700
ZILOG INC COMMON STK 989524103 25.00 10,152.00 SH SOLE 10152
2,243,504.00
</TABLE>
