FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: December 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 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
February 2, 2000
- -------------------------------------------------------------
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: $2,574,569
List of Other Included Mangers:
No. 13F File Number Name
<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 1,716 36,500 SH SOLE 36,500
99 CENTS ONLY STORES COMMON STK 65440K106 578 15,100 SH SOLE 15,100
A.M. CASTLE COMMON STK 148411101 99 8,400 SH SOLE 8,400
A.O. SMITH COMMON STK 831865209 306 14,000 SH SOLE 14,000
A.T. CROSS COMPANY COMMON STK 227478104 46 10,200 SH SOLE 10,200
AAR CORPORATION COMMON STK 000361105 294 16,400 SH SOLE 16,400
AARON RENTS, INC. COMMON STK 002535201 211 11,900 SH SOLE 11,900
ABBOTT LABORATORIES COMMON STK 002824100 5,912 162,800 SH SOLE 162,800
ABM INDUSTRIES COMMON STK 000957100 273 13,400 SH SOLE 13,400
ACTION PERFORMANCE COMMON STK 004933107 116 10,100 SH SOLE 10,100
ACXIOM CORPORATION COMMON STK 005125109 1,212 50,500 SH SOLE 50,500
ADAC LABORATORIES COMMON STK 005313200 132 12,300 SH SOLE 12,300
ADAPTEC, INC. COMMON STK 00651F108 539 10,800 SH SOLE 10,800
ADAPTIVE BROADBAND COMMON STK 00650M104 716 9,700 SH SOLE 9,700
ADC TELECOMMUNICATIO COMMON STK 000886101 9,295 128,100 SH SOLE 128,100
ADOBE SYSTEMS, INC. COMMON STK 00724F101 861 12,800 SH SOLE 12,800
ADOLPH COORS COMPANY COMMON STK 217016104 205 3,900 SH SOLE 3,900
ADVANCE PARADIGM COMMON STK 007491103 274 12,700 SH SOLE 12,700
ADVANCED FIBRE COMMU COMMON STK 00754A105 1,510 33,800 SH SOLE 33,800
ADVANCED MICRO COMMON STK 007903107 449 15,500 SH SOLE 15,500
ADVANCED TISSUE COMMON STK 00755F103 85 33,900 SH SOLE 33,900
ADVO, INC. COMMON STK 007585102 302 12,700 SH SOLE 12,700
AES CORPORATION COMMON STK 00130H105 1,637 21,900 SH SOLE 21,900
AETNA LIFE COMMON STK 008117103 880 15,763 SH SOLE 15,763
AFLAC, INC. COMMON STK 001055102 4,115 87,200 SH SOLE 87,200
AGRIBRANDS COMMON STK 00849R105 285 6,200 SH SOLE 6,200
AIR EXPRESS COMMON STK 009104100 646 20,000 SH SOLE 20,000
AIR PRODUCTS COMMON STK 009158106 812 24,200 SH SOLE 24,200
ALBERTO-CULVER COMMON STK 013068101 150 5,800 SH SOLE 5,800
ALBERTSON'S, INC. COMMON STK 013104104 1,445 44,799 SH SOLE 44,799
ALCAN ALUMINIUM COMMON STK 013716105 956 23,200 SH SOLE 23,200
ALCOA INC. COMMON STK 013817101 3,229 38,900 SH SOLE 38,900
ALLEGHENY COMMON STK 01741R102 219 9,750 SH SOLE 9,750
ALLEN GROUP, INC COMMON STK 018091108 191 16,500 SH SOLE 16,500
ALLERGAN, INC. COMMON STK 018490102 692 13,900 SH SOLE 13,900
ALLIANCE PHARMACEU- COMMON STK 018773101 197 26,700 SH SOLE 26,700
ALLIANT TECHSYSTEMS COMMON STK 018804104 374 6,000 SH SOLE 6,000
ALLIED WASTE COMMON STK 019589308 175 19,900 SH SOLE 19,900
ALLSTATE CORPORATION COMMON STK 020002101 2,044 85,178 SH SOLE 85,178
ALLTEL CORP COMMON STK 020039103 10,286 124,400 SH SOLE 124,400
ALPHA INDUSTRIES, COMMON STK 020753109 671 11,700 SH SOLE 11,700
ALPHARMA INC-CL A COMMON STK 020813101 1,175 38,200 SH SOLE 38,200
ALZA CORPORATION COMMON STK 022615108 374 10,800 SH SOLE 10,800
AMCAST INDL CORP COMMON STK 023395106 87 5,300 SH SOLE 5,300
AMCOL INTL CORP COMMON STK 02341W103 258 16,000 SH SOLE 16,000
AMERADA HESS COMMON STK 023551104 545 9,600 SH SOLE 9,600
AMEREN CORPORATION COMMON STK 023608102 475 14,500 SH SOLE 14,500
AMERICAN ELECTRIC COMMON STK 025537101 659 20,500 SH SOLE 20,500
AMERICAN EXPRESS COMMON STK 025816109 13,516 81,300 SH SOLE 81,300
AMERICAN FREIGHTWAYS COMMON STK 02629V108 311 19,200 SH SOLE 19,200
AMERICAN GENERAL COMMON STK 026351106 1,993 26,270 SH SOLE 26,270
AMERICAN GREETINGS COMMON STK 026375105 158 6,700 SH SOLE 6,700
AMERICAN HOME COMMON STK 026609107 5,454 138,300 SH SOLE 138,300
AMERICAN INT'L COMMON STK 026874107 21,232 196,364 SH SOLE 196,364
AMERICAN MANAGEMENT COMMON STK 027352103 769 24,500 SH SOLE 24,500
AMERICAN ONLINE, INC COMMON STK 02364J104 30,054 398,400 SH SOLE 398,400
AMERICAN STATES COMMON STK 029899101 194 5,400 SH SOLE 5,400
AMERICAN XTAL COMMON STK 030514103 195 11,200 SH SOLE 11,200
AMERICREDIT CORP. COMMON STK 03060R101 816 44,100 SH SOLE 44,100
AMES DEPT STORES INC COMMON STK 030789507 1,029 35,700 SH SOLE 35,700
AMGEN, INC. COMMON STK 031162100 6,499 108,200 SH SOLE 108,200
AMKOR TECHNOLOGY, COMMON STK 031652100 918 32,500 SH SOLE 32,500
AMR CORPORATION COMMON STK 001765106 1,052 15,700 SH SOLE 15,700
AMRESCO INC. COMMON STK 031909104 41 29,200 SH SOLE 29,200
AMSOUTH BANCORP COMMON STK 032165102 799 41,350 SH SOLE 41,350
ANADARKO PETROLEUM COMMON STK 032511107 457 13,400 SH SOLE 13,400
ANALOG SERVICES, INC COMMON STK 032654105 3,562 38,300 SH SOLE 38,300
ANALOGIC COMMON STK 032657207 251 7,600 SH SOLE 7,600
ANALYSTS INTL CORP COMMON STK 032681108 169 13,500 SH SOLE 13,500
ANCHOR BANCORP COMMON STK 032839102 228 15,100 SH SOLE 15,100
ANCHOR GAMING COMMON STK 033037102 313 7,200 SH SOLE 7,200
ANDREW CORPORATION COMMON STK 034425108 162 8,575 SH SOLE 8,575
ANGELICA CORPORATION COMMON STK 034663104 50 5,100 SH SOLE 5,100
ANHEUSER-BUSCH COMMON STK 035229103 3,494 49,300 SH SOLE 49,300
ANIXTER INTL INC COMMON STK 035290105 448 21,700 SH SOLE 21,700
ANNTAYLOR STORES COR COMMON STK 036115103 1,078 31,300 SH SOLE 31,300
ANNUITY AND LIFE RE COMMON STK G03910109 1,492 57,100 SH SOLE 57,100
AON CORPORATION COMMON STK 037389103 1,083 27,075 SH SOLE 27,075
APACHE CORPORATION COMMON STK 037411105 4,244 114,900 SH SOLE 114,900
APEX, INC. COMMON STK 037548104 403 12,500 SH SOLE 12,500
APOGEE ENTERPRISES COMMON STK 037598109 84 16,600 SH SOLE 16,600
APPLE COMPUTER, INC. COMMON STK 037833100 1,758 17,100 SH SOLE 17,100
APPLEBEES INTL INC COMMON STK 037899101 1,230 41,700 SH SOLE 41,700
APPLIED INDL TECHNOL COMMON STK 03820C105 208 12,500 SH SOLE 12,500
APPLIED MATERIALS IN COMMON STK 038222105 11,807 93,200 SH SOLE 93,200
APPLIED PWR INC COMMON STK 038225108 1,937 52,695 SH SOLE 52,695
APTARGROUP INC COMMON STK 038336103 548 21,800 SH SOLE 21,800
AQUARION CO COMMON STK 03838W101 257 6,950 SH SOLE 6,950
ARCHER-DANIELS- COMMON STK 039483102 784 64,353 SH SOLE 64,353
ARCTIC CAT INC COMMON STK 039670104 153 15,300 SH SOLE 15,300
ARKANSAS BEST CORP COMMON STK 040790107 142 11,800 SH SOLE 11,800
ARMSTRONG WORLD COMMON STK 042476101 140 4,200 SH SOLE 4,200
ARTESYN TECHNOLOGIES COMMON STK 043127109 914 43,500 SH SOLE 43,500
ASHLAND OIL, INC. COMMON STK 044204105 250 7,600 SH SOLE 7,600
ASHWORTH INC COMMON STK 04516H101 35 8,400 SH SOLE 8,400
ASPECT COMMUNICATION COMMON STK 04523Q102 1,663 42,500 SH SOLE 42,500
ASPEN TECHNOLOGY, COMMON STK 045327103 399 15,100 SH SOLE 15,100
ASSOCIATED BANC-CORP COMMON STK 045487105 1,048 30,600 SH SOLE 30,600
ASSOCIATES FIRST COMMON STK 046008108 2,112 76,990 SH SOLE 76,990
ASTEC INDUSTRIES INC COMMON STK 046224101 762 40,500 SH SOLE 40,500
AT&T CORPORATION COMMON STK 001957109 25,089 494,359 SH SOLE 494,359
ATLANTIC COAST AIR COMMON STK 048396105 1,038 43,700 SH SOLE 43,700
ATLANTIC RICHFIELD COMMON STK 048825103 2,958 34,200 SH SOLE 34,200
ATMOS ENERGY CORPORA COMMON STK 049560105 946 46,300 SH SOLE 46,300
ATWOOD OCEANICS, INC COMMON STK 050095108 351 9,100 SH SOLE 9,100
AUSPEX SYS INC COMMON STK 052116100 168 16,400 SH SOLE 16,400
AUTODESK, INC. COMMON STK 052769106 216 6,400 SH SOLE 6,400
AUTOMATIC DATA COMMON STK 053015103 3,561 66,100 SH SOLE 66,100
AUTOZONE, INC. COMMON STK 053332102 491 15,200 SH SOLE 15,200
AVERY DENNISON CORPO COMMON STK 053611109 9,364 128,500 SH SOLE 128,500
AVIATION SALES CO. COMMON STK 053672101 149 9,000 SH SOLE 9,000
AVID TECHNOLOGY INC. COMMON STK 05367P100 185 14,200 SH SOLE 14,200
AVON PRODUCTS, INC. COMMON STK 054303102 845 25,600 SH SOLE 25,600
AVT CORPORATION COMMON STK 002420107 677 14,400 SH SOLE 14,400
AWARE, INC. COMMON STK 05453N100 564 15,500 SH SOLE 15,500
AZTAR CORPORATION COMMON STK 054802103 284 26,100 SH SOLE 26,100
B.F. GOODRICH COMMON STK 382388106 319 11,600 SH SOLE 11,600
BAKER HUGHES, INC. COMMON STK 057224107 733 34,820 SH SOLE 34,820
BAKER J INC COMMON STK 057232100 50 8,400 SH SOLE 8,400
BALDOR ELECTRIC COMMON STK 057741100 390 21,500 SH SOLE 21,500
BALL CORPORATION COMMON STK 058498106 122 3,100 SH SOLE 3,100
BANGOR HYDRO ELEC CO COMMON STK 060077104 72 4,400 SH SOLE 4,400
BANK OF NEW YORK COMMON STK 064057102 3,116 77,900 SH SOLE 77,900
BANK ONE CORPORATION COMMON STK 06423A103 3,892 121,385 SH SOLE 121,385
BANK UNITED CORP. COMMON STK 065412108 837 30,700 SH SOLE 30,700
BANKAMERICA CORPORAT COMMON STK 060505104 18,659 371,795 SH SOLE 371,795
BANKNORTH GROUP, INC COMMON STK 06646L100 375 14,000 SH SOLE 14,000
BARD (C.R.), INC. COMMON STK 067383109 286 5,400 SH SOLE 5,400
BARNES GROUP INC COMMON STK 067806109 186 11,400 SH SOLE 11,400
BARR LABORATORIES, COMMON STK 068306109 430 13,700 SH SOLE 13,700
BARRA, INC. COMMON STK 068313105 267 8,400 SH SOLE 8,400
BARRETT RESOURCES COMMON STK 068480201 574 19,500 SH SOLE 19,500
BARRICK GOLD COMMON STK 067901108 738 41,700 SH SOLE 41,700
BASSETT FURNITURE COMMON STK 070203104 117 7,300 SH SOLE 7,300
BAUSCH & LOMB, INC. COMMON STK 071707103 4,106 60,000 SH SOLE 60,000
BAXTER INTERNATIONAL COMMON STK 071813109 12,179 193,900 SH SOLE 193,900
BB&T CORPORATION COMMON STK 054937107 5,853 213,800 SH SOLE 213,800
BE AEROSPACE, INC. COMMON STK 073302101 125 14,800 SH SOLE 14,800
BECTON, DICKINSON COMMON STK 075887109 706 26,400 SH SOLE 26,400
BED, BATH, & BEYOND COMMON STK 075896100 514 14,800 SH SOLE 14,800
BELDEN INC COMMON STK 077459105 307 14,600 SH SOLE 14,600
BELL ATLANTIC CORPOR COMMON STK 077853109 21,224 344,762 SH SOLE 344,762
BELLSOUTH CORPORATIO COMMON STK 079860102 10,973 234,400 SH SOLE 234,400
BEMIS COMPANY, INC. COMMON STK 081437105 192 5,500 SH SOLE 5,500
BENCHMARK ELECTRS IN COMMON STK 08160H101 869 37,900 SH SOLE 37,900
BENTON OIL & GAS COMMON STK 083288100 34 17,700 SH SOLE 17,700
BEST BUY COMPANY INC COMMON STK 086516101 4,602 91,700 SH SOLE 91,700
BESTFOODS COMMON STK 08658U101 4,347 82,700 SH SOLE 82,700
BETHLEHEM STEEL COMMON STK 087509105 115 13,700 SH SOLE 13,700
BILLING CONCEPTS COMMON STK 090063108 145 22,300 SH SOLE 22,300
BINDLEY WESTERN COMMON STK 090324104 304 20,200 SH SOLE 20,200
BIO TECHNOLOGY GEN COMMON STK 090578104 483 31,700 SH SOLE 31,700
BIOMATRIX, INC. COMMON STK 09060P102 266 13,800 SH SOLE 13,800
BIOMET, INC. COMMON STK 090613100 3,656 91,400 SH SOLE 91,400
BIRMINGHAM STEEL COMMON STK 091250100 95 17,800 SH SOLE 17,800
BISYS GROUP, INC. COMMON STK 055472104 2,284 35,005 SH SOLE 35,005
BJ SERVICES COMPANY, COMMON STK 055482103 853 20,400 SH SOLE 20,400
BLACK & DECKER COMMON STK 091797100 475 9,100 SH SOLE 9,100
BLACK BOX CORP. COMMON STK 091826107 771 11,500 SH SOLE 11,500
BMC INDS INC MINN COMMON STK 055607105 80 16,400 SH SOLE 16,400
BMC SOFTWARE, INC. COMMON STK 055921100 2,054 25,700 SH SOLE 25,700
BOEING COMPANY COMMON STK 097023105 4,110 98,888 SH SOLE 98,888
BOISE CASCADE COMMON STK 097383103 243 6,000 SH SOLE 6,000
BOMBAY COMPANY, INC. COMMON STK 097924104 931 206,800 SH SOLE 206,800
BOOKS-A-MILLION INC COMMON STK 098570104 89 10,700 SH SOLE 10,700
BOSTON SCIENTIFIC COMMON STK 101137107 958 43,800 SH SOLE 43,800
BOWNE & CO INC COMMON STK 103043105 298 22,100 SH SOLE 22,100
BRADY CORPORATION COMMON STK 104674106 462 13,600 SH SOLE 13,600
BRIGGS & STRATTON COMMON STK 109043109 129 2,400 SH SOLE 2,400
BRIGHTPOINT INC COMMON STK 109473108 419 31,900 SH SOLE 31,900
BRISTOL-MYERS SQUIBB COMMON STK 110122108 29,173 454,500 SH SOLE 454,500
BROWN SHOE COMPANY, COMMON STK 115736100 154 10,900 SH SOLE 10,900
BROWN-FOREMAN COMMON STK 115637209 412 7,200 SH SOLE 7,200
BRUNSWICK COMMON STK 117043109 216 9,700 SH SOLE 9,700
BRUSH WELLMAN, COMMON STK 117421107 165 9,800 SH SOLE 9,800
BUCKEYE TECHNOLOGIES COMMON STK 118255108 314 21,100 SH SOLE 21,100
BUILDING MATLS HLDG COMMON STK 120113105 77 7,500 SH SOLE 7,500
BURLINGTON COMMON STK 122014103 757 22,902 SH SOLE 22,902
BURLINGTON NORTHERN, COMMON STK 12189T104 1,171 48,284 SH SOLE 48,284
BURR-BROWN CORP COMMON STK 122574106 2,909 80,525 SH SOLE 80,525
BUTLER MFG CO DEL COMMON STK 123655102 94 4,200 SH SOLE 4,200
C D I CORP COMMON STK 125071100 275 11,400 SH SOLE 11,400
C&D TECHNOLOGIES, COMMON STK 124661109 327 7,700 SH SOLE 7,700
C-COR.NET CORPORATIO COMMON STK 125010108 1,257 16,400 SH SOLE 16,400
C-CUBE MICROSYSTEMS COMMON STK 125015107 1,513 24,300 SH SOLE 24,300
CABLE DESING TECHNOL COMMON STK 126924109 389 16,900 SH SOLE 16,900
CABLETRON SYSTEMS COMMON STK 126920107 494 19,000 SH SOLE 19,000
CABOT OIL & GAS CORP COMMON STK 127097103 241 15,000 SH SOLE 15,000
CAL DIVE INTERNATION COMMON STK 127914109 308 9,300 SH SOLE 9,300
CAMBREX CORP COMMON STK 132011107 1,557 45,200 SH SOLE 45,200
CAMPBELL SOUP COMMON STK 134429109 1,753 45,300 SH SOLE 45,300
CANANDAIGUA BRANDS, COMMON STK 137219200 1,280 25,100 SH SOLE 25,100
CAPITAL ONE COMMON STK 14040H105 1,002 20,800 SH SOLE 20,800
CARAUSTAR INDS INC COMMON STK 140909102 367 15,300 SH SOLE 15,300
CARDINAL HEALTH INC. COMMON STK 14149Y108 6,640 138,700 SH SOLE 138,700
CARMIKE CINEMAS INC COMMON STK 143436103 53 6,800 SH SOLE 6,800
CARNIVAL CORPORATION COMMON STK 143658102 10,892 227,800 SH SOLE 227,800
CAROLINA FIRST COMMON STK 143877108 281 15,400 SH SOLE 15,400
CAROLINA POWER & COMMON STK 144141108 514 16,900 SH SOLE 16,900
CASCADE NATURAL GAS COMMON STK 147339105 777 48,200 SH SOLE 48,200
CASELLA WASTE SYSTEM COMMON STK 147448104 1,140 60,400 SH SOLE 60,400
CASEYS GEN STORES COMMON STK 147528103 330 31,600 SH SOLE 31,600
CASH AMER INVTS INC COMMON STK 14754D100 148 15,200 SH SOLE 15,200
CATALINA MARKETING C COMMON STK 148867104 2,697 23,300 SH SOLE 23,300
CATERPILLAR, INC. COMMON STK 149123101 1,770 37,600 SH SOLE 37,600
CATO CORPORATION COMMON STK 149205106 199 15,800 SH SOLE 15,800
CBS CORPORATION COMMON STK 12490K107 15,732 246,051 SH SOLE 246,051
CEC ENTERTAINMENT IN COMMON STK 125137109 1,094 38,550 SH SOLE 38,550
CENDANT CORPORATION COMMON STK 151313103 1,998 75,220 SH SOLE 75,220
CENTEX CORPORATION COMMON STK 152312104 151 6,100 SH SOLE 6,100
CENTIGRAM COMMUNICAT COMMON STK 152317103 60 3,600 SH SOLE 3,600
CENTRAL & SOUTHWEST COMMON STK 152357109 448 22,400 SH SOLE 22,400
CENTRAL PKG CORP COMMON STK 154785109 421 22,000 SH SOLE 22,000
CENTRAL VT PUB SVC COMMON STK 155771108 72 6,800 SH SOLE 6,800
CENTURA BKS INC COMMON STK 15640T100 1,487 33,700 SH SOLE 33,700
CENTURYTEL, INC. COMMON STK 156700106 694 14,650 SH SOLE 14,650
CEPHALON, INC. COMMON STK 156708109 1,192 34,500 SH SOLE 34,500
CERIDIAN CORPORATION COMMON STK 15677T106 328 15,200 SH SOLE 15,200
CERNER CORP COMMON STK 156782104 396 20,100 SH SOLE 20,100
CH ENERGY GROUP, INC COMMON STK 12541M102 333 10,100 SH SOLE 10,100
CHAMPION COMMON STK 158525105 638 10,300 SH SOLE 10,300
CHAMPION ENERPRISES COMMON STK 158496109 244 28,500 SH SOLE 28,500
CHARLES SCHWAB COMMON STK 808513105 3,331 86,800 SH SOLE 86,800
CHASE MANHATTAN CORP COMMON STK 16161A108 14,177 182,492 SH SOLE 182,492
CHECKPOINT SYS INC COMMON STK 162825109 183 18,000 SH SOLE 18,000
CHEESECAKE FACTORY I COMMON STK 163072101 422 12,050 SH SOLE 12,050
CHEMED CORPORATION COMMON STK 163596109 180 6,300 SH SOLE 6,300
CHEMFIRST INC COMMON STK 16361A106 238 10,900 SH SOLE 10,900
CHEVRON CORPORATION COMMON STK 166751107 10,975 126,700 SH SOLE 126,700
CHIQUITA BRANDS COMMON STK 170032106 187 39,400 SH SOLE 39,400
CHIRON CORP DEBENTURE 170040AB5 4,736 4,500,000 PRN SOLE
CHITTENDEN COMMON STK 170228100 504 17,000 SH SOLE 17,000
CHOICEPOINT INC. COMMON STK 170388102 732 17,700 SH SOLE 17,700
CHUBB CORPORATION COMMON STK 171232101 1,047 18,600 SH SOLE 18,600
CIBER INC COMMON STK 17163B102 2,170 78,900 SH SOLE 78,900
CIGNA CORPORATION COMMON STK 125509109 1,587 19,700 SH SOLE 19,700
CINCINNATI FINANCIAL COMMON STK 172062101 540 17,300 SH SOLE 17,300
CINERGY CORPORATION COMMON STK 172474108 403 16,700 SH SOLE 16,700
CIRCUIT CITY STORES COMMON STK 172737108 4,655 103,300 SH SOLE 103,300
CISCO SYSTEMS, INC. COMMON STK 17275R102 60,510 564,850 SH SOLE 564,850
CITIGROUP, INC. COMMON STK 172967101 35,520 639,284 SH SOLE 639,284
CITRIX SYSTEMS, INC. COMMON STK 177376100 1,181 9,600 SH SOLE 9,600
CKE RESTAURANTS INC COMMON STK 12561E105 183 31,170 SH SOLE 31,170
CLARCOR,INC. COMMON STK 179895107 259 14,400 SH SOLE 14,400
CLARIFY, INC. COMMON STK 180492100 2,633 20,900 SH SOLE 20,900
CLEAR CHANNEL DEBENTURE 184502AB8 2,070 1,500,000 PRN SOLE
CLEAR CHANNEL COMMON STK 184502102 3,204 35,900 SH SOLE 35,900
CLOROX COMPANY COMMON STK 189054109 1,259 25,000 SH SOLE 25,000
CMS ENERGY CORP COMMON STK 125896100 380 12,200 SH SOLE 12,200
COACHMEN INDUSTRIES, COMMON STK 189873102 142 9,400 SH SOLE 9,400
COASTAL CORPORATION COMMON STK 190441105 801 22,600 SH SOLE 22,600
COCA COLA BOTTLNG CO COMMON STK 191098102 251 5,300 SH SOLE 5,300
COCA-COLA COMMON STK 191219104 906 45,000 SH SOLE 45,000
COCA-COLA COMPANY, COMMON STK 191216100 21,186 363,700 SH SOLE 363,700
COEUR D ALENE MINES COMMON STK 192108108 60 17,400 SH SOLE 17,400
COGNEX CORPORATION COMMON STK 192422103 967 24,800 SH SOLE 24,800
COHERENT INC COMMON STK 192479103 385 14,400 SH SOLE 14,400
COLGATE-PALMOLIVE COMMON STK 194162103 8,821 135,700 SH SOLE 135,700
COLUMBIA ENERGY COMMON STK 197648108 557 8,800 SH SOLE 8,800
COLUMBIA SPORTSWEAR COMMON STK 198516106 733 34,100 SH SOLE 34,100
COLUMBIA/HCA COMMON STK 197677107 1,748 59,650 SH SOLE 59,650
COMCAST CORPORATION COMMON STK 200300200 19,352 384,200 SH SOLE 384,200
COMERICA, INC. COMMON STK 200340107 773 16,550 SH SOLE 16,550
COMMERCE BANCORP COMMON STK 200519106 682 16,876 SH SOLE 16,876
COMMERCIAL METALS CO COMMON STK 201723103 292 8,600 SH SOLE 8,600
COMMERICAL FEDERAL C COMMON STK 201647104 1,270 71,300 SH SOLE 71,300
COMMONWEALTH INDS IN COMMON STK 203004106 129 9,900 SH SOLE 9,900
COMMSCOPE, INC. COMMON STK 203372107 2,116 52,500 SH SOLE 52,500
COMMUNITY FIRST BANK COMMON STK 203902101 1,104 70,100 SH SOLE 70,100
COMPAQ COMPUTERS,INC COMMON STK 204493100 4,871 179,993 SH SOLE 179,993
COMPUTER ASSOCIATES COMMON STK 204912109 3,993 57,087 SH SOLE 57,087
COMPUTER NETWORKING COMMON STK 204925101 993 43,300 SH SOLE 43,300
COMPUTER SCIENCES COMMON STK 205363104 12,424 131,300 SH SOLE 131,300
COMPUTER TASK GROUP COMMON STK 205477102 185 12,500 SH SOLE 12,500
COMPUWARE CORP. COMMON STK 205638109 4,746 127,400 SH SOLE 127,400
COMVERSE TECHNOLOGY COMMON STK 205862402 1,100 7,600 SH SOLE 7,600
CONAGRA, INC. COMMON STK 205887102 1,173 52,000 SH SOLE 52,000
CONCORD COMMUNICATIO COMMON STK 206186108 990 22,300 SH SOLE 22,300
CONE MILLS COMMON STK 206814105 68 15,200 SH SOLE 15,200
CONMED CORPORATION COMMON STK 207410101 248 9,600 SH SOLE 9,600
CONNECTICUT ENERGY COMMON STK 207567108 241 6,200 SH SOLE 6,200
CONOCO, INC. COMMON STK 208251405 2,934 117,948 SH SOLE 117,948
CONSECO INC. COMMON STK 208464107 1,809 101,214 SH SOLE 101,214
CONSOLIDATED COMMON STK 209341106 140 9,400 SH SOLE 9,400
CONSOLIDATED EDISON, COMMON STK 209115104 804 23,300 SH SOLE 23,300
CONSOLIDATED NATURAL COMMON STK 209615103 662 10,200 SH SOLE 10,200
CONSOLIDATED PRODUCT COMMON STK 209798107 177 17,518 SH SOLE 17,518
CONSOLIDATED STORES COMMON STK 210149100 189 11,600 SH SOLE 11,600
CONSTELLATION ENERGY COMMON STK 210371100 455 15,700 SH SOLE 15,700
COOPER COS INC COMMON STK 216648402 253 8,400 SH SOLE 8,400
COOPER INDUSTRIES, COMMON STK 216669101 400 9,900 SH SOLE 9,900
COOPER TIRE & RUBBER COMMON STK 216831107 123 7,900 SH SOLE 7,900
COPART, INC. COMMON STK 217204106 700 16,100 SH SOLE 16,100
COR THERAPEUTICS INC COMMON STK 217753102 1,142 42,500 SH SOLE 42,500
CORN PRODUCTS COMMON STK 219023108 730 22,300 SH SOLE 22,300
CORNING, INC. COMMON STK 219350105 3,352 26,000 SH SOLE 26,000
COST PLUS, INC. COMMON STK 221485105 435 12,200 SH SOLE 12,200
COSTCO WHOLESALE COR COMMON STK 22160K105 10,074 110,400 SH SOLE 110,400
COULTER PHARMACEUTIC COMMON STK 222116105 801 35,300 SH SOLE 35,300
COUNTRYWIDE HOME LOA COMMON STK 222372104 795 31,500 SH SOLE 31,500
COVENTRY HEALTH CARE COMMON STK 222862104 239 35,400 SH SOLE 35,400
CPI CORPORATION COMMON STK 125902106 133 5,900 SH SOLE 5,900
CRANE COMPANY COMMON STK 224399105 137 6,900 SH SOLE 6,900
CREDENCE SYSTEMS COMMON STK 225302108 1,868 21,600 SH SOLE 21,600
CROSS A T CO COMMON STK 227573102 265 29,200 SH SOLE 29,200
CROWN CORK & SEAL COMMON STK 228255105 286 12,800 SH SOLE 12,800
CSX CORPORATION COMMON STK 126408103 722 23,000 SH SOLE 23,000
CTS CORPORATION COMMON STK 126501105 2,005 26,600 SH SOLE 26,600
CULLEN/FROST BANKERS COMMON STK 229899109 2,233 86,700 SH SOLE 86,700
CUMMINS ENGINE COMMON STK 231021106 208 4,300 SH SOLE 4,300
CURATIVE HEALTH COMMON STK 231264102 47 6,000 SH SOLE 6,000
CVS CORPORATION COMMON STK 126650100 10,647 266,600 SH SOLE 266,600
CYBEX COMPUTER COMMON STK 232522102 312 7,700 SH SOLE 7,700
CYGNUS INC COMMON STK 232560102 270 14,800 SH SOLE 14,800
CYPRESS SEMICONDUCTO COMMON STK 232806109 1,412 43,600 SH SOLE 43,600
CYRK INC COMMON STK 232817106 112 9,400 SH SOLE 9,400
D R HORTON INC COMMON STK 23331A109 530 38,400 SH SOLE 38,400
DAIN RAUSCHER CORP COMMON STK 233856103 349 7,500 SH SOLE 7,500
DAISYTEK INTL CORP COMMON STK 234053106 1,891 81,100 SH SOLE 81,100
DALLAS SEMICONDUCTOR COMMON STK 235204104 1,849 28,700 SH SOLE 28,700
DAMARK INTL INC COMMON STK 235691102 52 3,300 SH SOLE 3,300
DANA CORPORATION COMMON STK 235811106 519 17,345 SH SOLE 17,345
DANAHER CORPORATION COMMON STK 235851102 724 15,000 SH SOLE 15,000
DARDEN RESTAURANTS, COMMON STK 237194105 4,299 237,200 SH SOLE 237,200
DATASCOPE CORP. COMMON STK 238113104 360 9,000 SH SOLE 9,000
DAYTON HUDSON CORP COMMON STK 239753106 5,640 76,800 SH SOLE 76,800
DBT ONLINE, INC. COMMON STK 233044106 278 11,400 SH SOLE 11,400
DEERE & COMPANY COMMON STK 244199105 1,071 24,700 SH SOLE 24,700
DELL COMPUTER CORPOR COMMON STK 247025109 20,981 411,400 SH SOLE 411,400
DELPHI AUTOMOTIVE COMMON STK 247126105 941 59,770 SH SOLE 59,770
DELPHI FINANCIAL COMMON STK 247131105 372 12,386 SH SOLE 12,386
DELTA & PINE LD CO COMMON STK 247357106 400 23,000 SH SOLE 23,000
DELTA AIR LINES, COMMON STK 247361108 702 14,100 SH SOLE 14,100
DELTEK SYSTEMS INC COMMON STK 24785A108 1,219 90,300 SH SOLE 90,300
DELUXE CORPORATION COMMON STK 248019101 211 7,700 SH SOLE 7,700
DENDRITE COMMON STK 248239105 796 23,500 SH SOLE 23,500
DEPARTMENT 56, INC. COMMON STK 249509100 235 10,400 SH SOLE 10,400
DEVON ENERGY CORPORA DEBENTURE 25179MAB9 2,948 3,000,000 PRN SOLE
DIAGNOSTIC PRODUCTS COMMON STK 252450101 201 8,200 SH SOLE 8,200
DIGI INTL INC COMMON STK 253798102 93 8,900 SH SOLE 8,900
DIGITAL MICROWAVE CO COMMON STK 253859102 2,295 97,900 SH SOLE 97,900
DILLARD'S INC. COMMON STK 254067101 228 11,300 SH SOLE 11,300
DIMON INC COMMON STK 254394109 86 26,600 SH SOLE 26,600
DIONEX CORP COMMON STK 254546104 552 13,400 SH SOLE 13,400
DISCOUNT AUTO PARTS, COMMON STK 254642101 181 10,000 SH SOLE 10,000
DIXIE GROUP INC COMMON STK 255519101 51 6,900 SH SOLE 6,900
DOLLAR GENERAL COMMON STK 256669102 640 28,130 SH SOLE 28,130
DOMINION RESOURCES, COMMON STK 257470104 793 20,200 SH SOLE 20,200
DOVER CORPORATION COMMON STK 260003108 8,807 194,100 SH SOLE 194,100
DOW JONES & COMPANY, COMMON STK 260561105 653 9,600 SH SOLE 9,600
DOWNEY FINL CORP COMMON STK 261018105 340 16,865 SH SOLE 16,865
DRESS BARN COMMON STK 261570105 200 12,000 SH SOLE 12,000
DRIL-QUIP, INC. COMMON STK 262037104 313 10,300 SH SOLE 10,300
DTE ENERGY COMPANY COMMON STK 233331107 480 15,300 SH SOLE 15,300
DUKE ENERGY CORP. COMMON STK 264399106 3,894 77,694 SH SOLE 77,694
DUN & BRADSTREET COMMON STK 26483B106 499 16,900 SH SOLE 16,900
DURA AUTOMOTIVE SYST COMMON STK 265903104 1,332 76,400 SH SOLE 76,400
DURA PHARMACEUTICALS COMMON STK 26632S109 369 26,500 SH SOLE 26,500
DYCOM INDUSTRIES, COMMON STK 267475101 1,414 32,100 SH SOLE 32,100
E.I. DU PONT DE COMMON STK 263534109 7,288 110,630 SH SOLE 110,630
E.W. BLANCH HOLDINGS COMMON STK 093210102 484 7,900 SH SOLE 7,900
EAGLE USA AIRFREIGHT COMMON STK 270018104 737 17,100 SH SOLE 17,100
EARTHGRAINS COMPANY COMMON STK 270319106 411 25,500 SH SOLE 25,500
EASTERN ENTERPRISES COMMON STK 27637F100 172 3,000 SH SOLE 3,000
EASTERN UTILITIES COMMON STK 277173100 373 12,300 SH SOLE 12,300
EASTMAN CHEMICAL COMMON STK 277432100 391 8,200 SH SOLE 8,200
EASTMAN KODAK COMMON STK 277461109 2,219 33,500 SH SOLE 33,500
EATON CORPORATION COMMON STK 278058102 574 7,900 SH SOLE 7,900
EATON VANCE CORP COMMON STK 278265103 817 21,500 SH SOLE 21,500
ECOLAB, INC., LARGE COMMON STK 278865100 3,772 96,400 SH SOLE 96,400
EDISON INTERNATIONAL COMMON STK 281020107 958 36,600 SH SOLE 36,600
EL PASO NATURAL GAS COMMON STK 283905107 935 24,100 SH SOLE 24,100
ELCOR CORPORATION COMMON STK 284443108 352 11,700 SH SOLE 11,700
ELECTRO SCIENTIFIC I COMMON STK 285229100 1,380 18,900 SH SOLE 18,900
ELECTROGLAS INC COMMON STK 285324109 302 11,900 SH SOLE 11,900
ELECTRONIC DATA COMMON STK 285661104 3,340 49,900 SH SOLE 49,900
EMC CORPORATION COMMON STK 268648102 18,021 164,955 SH SOLE 164,955
EMERSON ELECTRIC CO COMMON STK 291011104 2,639 46,000 SH SOLE 46,000
EMMIS COMMUNICATIONS COMMON STK 291525103 1,745 14,000 SH SOLE 14,000
ENERGEN CORP COMMON STK 29265N108 322 17,800 SH SOLE 17,800
ENESCO GROUP, INC. COMMON STK 292973104 89 8,000 SH SOLE 8,000
ENGELHARD COMMON STK 292845104 250 13,250 SH SOLE 13,250
ENHANCE FINL SVCS GR COMMON STK 293310108 371 22,800 SH SOLE 22,800
ENRON CORPORATION COMMON STK 293561106 9,266 208,800 SH SOLE 208,800
ENTERGY CORPORATION COMMON STK 29364G103 670 26,000 SH SOLE 26,000
ENZO BIOCHEM INC COMMON STK 294100102 676 15,000 SH SOLE 15,000
EPICOR SOFTWARE COMMON STK 29426L108 124 24,400 SH SOLE 24,400
EQUIFAX, INC. COMMON STK 294429105 351 14,900 SH SOLE 14,900
ESTERLINE TECH CORP. COMMON STK 297425100 119 10,300 SH SOLE 10,300
ETEC SYSTEMS INC COMMON STK 26922C103 1,804 40,200 SH SOLE 40,200
ETHAN ALLEN INTERIOR COMMON STK 297602104 1,313 40,950 SH SOLE 40,950
EXABYTE CORPORATION COMMON STK 300615101 102 13,600 SH SOLE 13,600
EXPEDITORS INTL WASH COMMON STK 302130109 1,328 30,300 SH SOLE 30,300
EXXON MOBIL CORPORAT COMMON STK 30231G102 46,975 583,083 SH SOLE 583,083
FACTSET RESEARCH COMMON STK 303075105 760 9,550 SH SOLE 9,550
FAIR ISAAC & CO INC COMMON STK 303250104 445 8,400 SH SOLE 8,400
FEDDERS CORP COMMON STK 313135105 118 21,500 SH SOLE 21,500
FEDERAL EXPRESS COMMON STK 31304N107 1,290 31,500 SH SOLE 31,500
FEDERAL NATIONAL MOR COMMON STK 313586109 14,048 225,000 SH SOLE 225,000
FEDERATED DEPARTMENT COMMON STK 31410H101 1,122 22,200 SH SOLE 22,200
FIDELITY NAT FINL CO COMMON STK 316326107 245 17,020 SH SOLE 17,020
FIFTH THIRD BANCORP COMMON STK 316773100 3,968 54,075 SH SOLE 54,075
FILENET CORP COMMON STK 316869106 495 19,400 SH SOLE 19,400
FIRST AMERN FINL COR COMMON STK 318522307 485 39,000 SH SOLE 39,000
FIRST BANCORP/PUERTO COMMON STK 318672102 355 17,100 SH SOLE 17,100
FIRST DATA COMMON STK 319963104 2,185 44,300 SH SOLE 44,300
FIRST MIDWEST COMMON STK 320867104 653 24,650 SH SOLE 24,650
FIRST UNION COMMON STK 337358105 3,430 104,542 SH SOLE 104,542
FIRSTAR COPORATION COMMON STK 33763V109 2,190 103,673 SH SOLE 103,673
FIRSTENERGY CORP COMMON STK 337932107 558 24,600 SH SOLE 24,600
FIRSTMERIT CORPORATI COMMON STK 337915102 1,208 52,500 SH SOLE 52,500
FLEET BOSTON COMMON STK 339030108 3,375 96,942 SH SOLE 96,942
FLEETWOOD COMMON STK 339099103 70 3,400 SH SOLE 3,400
FLEMING COMPANIES, COMMON STK 339130106 238 23,200 SH SOLE 23,200
FLORIDA PROGRESS COMMON STK 341109106 436 10,300 SH SOLE 10,300
FLORIDA ROCK COMMON STK 341140101 389 11,300 SH SOLE 11,300
FLOW INTL CORP COMMON STK 343468104 100 8,800 SH SOLE 8,800
FLOWERS INDUSTRIES, COMMON STK 343496105 1,525 95,700 SH SOLE 95,700
FLUOR CORPORATION COMMON STK 343861100 367 8,000 SH SOLE 8,000
FMC CORPORATION COMMON STK 302491303 189 3,300 SH SOLE 3,300
FOOTSTAR, INC. COMMON STK 344912100 381 12,500 SH SOLE 12,500
FORD MOTOR COMPANY COMMON STK 345370100 8,256 154,500 SH SOLE 154,500
FORRESTER RESEARCH I COMMON STK 346563109 1,219 17,700 SH SOLE 17,700
FORT JAMES COMMON STK 347471104 624 22,800 SH SOLE 22,800
FORTUNE BRANDS, INC. COMMON STK 349631101 572 17,300 SH SOLE 17,300
FOSSIL, INC. COMMON STK 349882100 443 19,150 SH SOLE 19,150
FOSTER WHEELER COMMON STK 350244109 37 4,200 SH SOLE 4,200
FPL GROUP, INC. COMMON STK 302571104 809 18,900 SH SOLE 18,900
FRANKLIN COVEY CO COMMON STK 353469109 92 12,200 SH SOLE 12,200
FRANKLIN RESOURCES COMMON STK 354613101 853 26,600 SH SOLE 26,600
FREDDIE MAC COMMON STK 313400301 8,179 173,800 SH SOLE 173,800
FREEPORT-MCMORAN COMMON STK 35671D857 363 17,200 SH SOLE 17,200
FREMONT GEN CORP COMMON STK 357288109 309 41,900 SH SOLE 41,900
FRIEDE GOLDMAN COMMON STK 358430106 165 23,804 SH SOLE 23,804
FRITZ COS INC COMMON STK 358846103 230 21,900 SH SOLE 21,900
FRONTIER INSURANCE COMMON STK 359081106 71 20,770 SH SOLE 20,770
FROZEN FOOD EXPR IND COMMON STK 359360104 38 9,700 SH SOLE 9,700
FURNITURE BRANDS INT COMMON STK 360921100 1,137 51,700 SH SOLE 51,700
FUTURE VALUE VENTURE COMMON STK 36116*105 37 183,333 SH SOLE 183,333
G & K SVCS INC COMMON STK 361268105 398 12,300 SH SOLE 12,300
GALLAGHER ARTHUR J & COMMON STK 363576109 712 11,000 SH SOLE 11,000
GANNETT COMPANY, COMMON STK 364730101 2,414 29,600 SH SOLE 29,600
GAP, INC. COMMON STK 364760108 4,166 90,562 SH SOLE 90,562
GARDNER DENVER, INC. COMMON STK 365558105 150 9,000 SH SOLE 9,000
GATEWAY, INC. COMMON STK 367626108 2,421 33,600 SH SOLE 33,600
GC COS INC COMMON STK 36155Q109 122 4,700 SH SOLE 4,700
GENCORP,INC. COMMON STK 368682100 247 25,000 SH SOLE 25,000
GENERAL COMMON STK 370787103 312 22,000 SH SOLE 22,000
GENERAL COMMUNICATIO COMMON STK 369385109 133 30,300 SH SOLE 30,300
GENERAL DYNAMICS COR COMMON STK 369550108 5,243 99,400 SH SOLE 99,400
GENERAL ELECTRIC COM COMMON STK 369604103 97,168 627,900 SH SOLE 627,900
GENERAL INSTRUMENT C COMMON STK 370120107 12,062 141,900 SH SOLE 141,900
GENERAL MILLS, INC. COMMON STK 370334104 1,148 32,100 SH SOLE 32,100
GENERAL MOTORS COMMON STK 370442105 4,935 67,900 SH SOLE 67,900
GENESIS HEALTH VENTU COMMON STK 371912106 60 29,100 SH SOLE 29,100
GENTEX CORPORATION COMMON STK 371901109 1,961 70,660 SH SOLE 70,660
GENUINE PARTS COMMON STK 372460105 464 18,700 SH SOLE 18,700
GEON COMPANY COMMON STK 37246W105 1,427 43,900 SH SOLE 43,900
GEORGIA-PACIFIC COMMON STK 373298108 919 18,100 SH SOLE 18,100
GERBER SCIENTIFIC, COMMON STK 373730100 292 13,300 SH SOLE 13,300
GETTY IMAGES, INC. COMMON STK 374276103 1,867 38,200 SH SOLE 38,200
GIBSON GREETINGS, COMMON STK 374827103 84 9,400 SH SOLE 9,400
GILAT SATELLITE NETW COMMON STK M51474100 1,140 9,600 SH SOLE 9,600
GILLETTE COMPANY COMMON STK 375766102 4,675 113,500 SH SOLE 113,500
GLOBAL CROSSING COMMON STK G3921A100 4,015 80,300 SH SOLE 80,300
GOLDEN WEST COMMON STK 381317106 570 17,000 SH SOLE 17,000
GOODY'S FAMILY COMMON STK 382588101 106 19,800 SH SOLE 19,800
GOODYEAR TIRE & COMMON STK 382550101 462 16,400 SH SOLE 16,400
GOTTSCHALKS INC COMMON STK 383485109 56 7,500 SH SOLE 7,500
GPU INC. COMMON STK 36225X100 389 13,000 SH SOLE 13,000
GRACO INC. COMMON STK 384109104 1,281 35,700 SH SOLE 35,700
GREAT ATLANTIC & COMMON STK 390064103 112 4,000 SH SOLE 4,000
GREAT LAKES CHEMICAL COMMON STK 390568103 229 6,000 SH SOLE 6,000
GREAT PLAINS COMMON STK 39119E105 703 9,400 SH SOLE 9,400
GREEN MOUNTAIN PWR COMMON STK 393154109 24 3,200 SH SOLE 3,200
GRIFFON CORP COMMON STK 398433102 142 18,200 SH SOLE 18,200
GROUP 1 AUTOMOTIVE, COMMON STK 398905109 177 12,700 SH SOLE 12,700
GTE CORPORATION COMMON STK 362320103 16,476 233,500 SH SOLE 233,500
GUIDANT CORPORATION COMMON STK 401698105 7,779 165,500 SH SOLE 165,500
GUILFORD MLS INC COMMON STK 401794102 96 13,200 SH SOLE 13,200
GYMBOREE CORPORATION COMMON STK 403777105 82 14,500 SH SOLE 14,500
H&R BLOCK, INC. COMMON STK 093671105 451 10,300 SH SOLE 10,300
H.J. HEINZ COMPANY COMMON STK 423074103 1,507 37,850 SH SOLE 37,850
HA-LO INDS INC COMMON STK 404429102 219 29,150 SH SOLE 29,150
HADCO CORP COMMON STK 404681108 418 8,200 SH SOLE 8,200
HAGGAR CORP. COMMON STK 405173105 49 4,300 SH SOLE 4,300
HALLIBURTON COMPANY COMMON STK 406216101 4,174 103,700 SH SOLE 103,700
HANCOCK FABRICS INC COMMON STK 409900107 36 11,400 SH SOLE 11,400
HANGER ORTHOPEDIC COMMON STK 41043F208 114 11,400 SH SOLE 11,400
HARBINGER CORP. COMMON STK 41145C103 738 23,200 SH SOLE 23,200
HARCOURT GENERAL COMMON STK 41163G101 302 7,500 SH SOLE 7,500
HARMAN INTERNATIONAL COMMON STK 413086109 1,263 22,500 SH SOLE 22,500
HARMON INDS INC NEW COMMON STK 413136102 82 6,750 SH SOLE 6,750
HARRAH'S COMMON STK 413619107 360 13,600 SH SOLE 13,600
HARTMARX CORPORATION COMMON STK 417119104 74 18,300 SH SOLE 18,300
HASBRO, INC. COMMON STK 418056107 388 20,350 SH SOLE 20,350
HEALTHSOUTH COMMON STK 421924101 219 40,800 SH SOLE 40,800
HEARTLAND EXPRESS IN COMMON STK 422347104 282 17,900 SH SOLE 17,900
HELIX TECHNOLOGY COR COMMON STK 423319102 600 13,400 SH SOLE 13,400
HELMERICH & PAYNE, COMMON STK 423452101 37 1,700 SH SOLE 1,700
HENRY JACK & ASSOC I COMMON STK 426281101 650 12,100 SH SOLE 12,100
HERCULES, INC. COMMON STK 427056106 312 11,200 SH SOLE 11,200
HERSHEY FOODS COMMON STK 427866108 698 14,700 SH SOLE 14,700
HEWLETT-PACKARD CO COMMON STK 428236103 13,764 120,800 SH SOLE 120,800
HILB ROGAL & HAMILTO COMMON STK 431294107 223 7,900 SH SOLE 7,900
HILTON HOTELS COMMON STK 432848109 375 39,000 SH SOLE 39,000
HNC SOFTWARE, INC. COMMON STK 40425P107 1,565 14,800 SH SOLE 14,800
HOLLYWOOD PARK, INC. COMMON STK 436255103 350 15,600 SH SOLE 15,600
HOLOGIC INC COMMON STK 436440101 52 9,100 SH SOLE 9,100
HOME DEPOT, INC., COMMON STK 437076102 23,870 348,150 SH SOLE 348,150
HOME OWNERSHIP, PREF PREFERRED STK 437296205 13,506 17,000 SH SOLE 17,000
HOMESTAKE MINING COMMON STK 437614100 215 27,500 SH SOLE 27,500
HONEYWELL COMMON STK 438516106 4,841 83,912 SH SOLE 83,912
HOOPER HOLMES, INC. COMMON STK 439104100 448 17,400 SH SOLE 17,400
HOUSEHOLD COMMON STK 441815107 1,854 49,785 SH SOLE 49,785
HS RES INC COMMON STK 404297103 193 11,200 SH SOLE 11,200
HUDSON UNITED COMMON STK 444165104 1,280 50,057 SH SOLE 50,057
HUFFY CORP COMMON STK 444356109 32 6,000 SH SOLE 6,000
HUGHES SUPPLY INC COMMON STK 444482103 302 14,000 SH SOLE 14,000
HUMAN GENOMOE COMMON STK 444903108 855 5,600 SH SOLE 5,600
HUMANA, INC. COMMON STK 444859102 144 17,600 SH SOLE 17,600
HUNTINGTON COMMON STK 446150104 578 24,216 SH SOLE 24,216
HUTCHINSON COMMON STK 448407106 315 14,800 SH SOLE 14,800
HUTTIG BLD PRODUCTS COMMON STK 448451104 0 1 SH SOLE 1
HYPERION SOLUTIONS C COMMON STK 44914M104 1,848 42,480 SH SOLE 42,480
IDEC PHARMACEUTICALS COMMON STK 449370105 3,409 34,700 SH SOLE 34,700
IDEX CORPORATION COMMON STK 45167R104 541 17,800 SH SOLE 17,800
IDEXX LABORATORIES, COMMON STK 45168D104 884 54,800 SH SOLE 54,800
IHOP CORP COMMON STK 449623107 200 12,000 SH SOLE 12,000
IKON OFFICE COMMON STK 451713101 107 15,700 SH SOLE 15,700
ILLINOIS TOOL WORKS, COMMON STK 452308109 2,148 31,800 SH SOLE 31,800
IMCO RECYCLING INC COMMON STK 449681105 125 9,900 SH SOLE 9,900
IMMUNE RESPONSE CORP COMMON STK 45252T106 67 15,500 SH SOLE 15,500
IMS HEALTH INC. COMMON STK 449934108 2,278 83,800 SH SOLE 83,800
INACOM CORPORATION COMMON STK 45323G109 200 27,308 SH SOLE 27,308
INCO LTD PU DEBENTURE 453258AK1 3,820 4,000,000 PRN SOLE
INCO, LTD. COMMON STK 453258402 2,374 101,000 SH SOLE 101,000
INCYTE COMMON STK 45337C102 1,026 17,100 SH SOLE 17,100
INFORMATION COMMON STK 456905108 155 16,800 SH SOLE 16,800
INGERSOLL-RAND COMMON STK 456866102 950 17,250 SH SOLE 17,250
INNOVEX INC COMMON STK 457647105 83 8,800 SH SOLE 8,800
INPUT/OUTPUT INC COMMON STK 457652105 153 30,300 SH SOLE 30,300
INSIGHT ENTERPRISES, COMMON STK 45765U103 632 15,550 SH SOLE 15,550
INSITUFORM TECHNOLOG COMMON STK 457667103 427 15,100 SH SOLE 15,100
INSTEEL INDS INC COMMON STK 45774W108 45 5,000 SH SOLE 5,000
INSURANCE AUTO AUCTI COMMON STK 457875102 109 6,900 SH SOLE 6,900
INT'L FLAVORS COMMON STK 459506101 419 11,100 SH SOLE 11,100
INTEL CORPORATION, COMMON STK 458140100 52,557 638,500 SH SOLE 638,500
INTER TEL INC COMMON STK 458372109 388 15,500 SH SOLE 15,500
INTERFACE FLOORING COMMON STK 458665106 181 31,500 SH SOLE 31,500
INTERIM SVCS INC COMMON STK 45868P100 2,054 83,000 SH SOLE 83,000
INTERMAGNETICS GEN COMMON STK 458771102 64 7,338 SH SOLE 7,338
INTERMET CORP COMMON STK 45881K104 176 15,100 SH SOLE 15,100
INTERNAT'L BUSINESS COMMON STK 459200101 32,972 305,300 SH SOLE 305,300
INTERNATIONAL PAPER COMMON STK 460146103 9,970 176,654 SH SOLE 176,654
INTERNATIONAL PAPER PREFERRED STK 460137300 2,077 40,000 SH SOLE 40,000
INTERNATIONAL RECTIF COMMON STK 460254105 811 31,200 SH SOLE 31,200
INTERPUBLIC GROUP OF COMMON STK 460690100 7,736 134,100 SH SOLE 134,100
INTERVOICE-BRITE INC COMMON STK 461142101 1,077 46,100 SH SOLE 46,100
INVACARE CORP COMMON STK 461203101 359 17,900 SH SOLE 17,900
INVESTORS FINANCIAL COMMON STK 461915100 405 8,800 SH SOLE 8,800
IONICS INC COMMON STK 462218108 273 9,700 SH SOLE 9,700
ITRON INC COMMON STK 465741106 55 8,900 SH SOLE 8,900
ITT HARTFORD GROUP, COMMON STK 416515104 1,113 23,500 SH SOLE 23,500
ITT INDUSTRIES,INC. COMMON STK 450911102 311 9,300 SH SOLE 9,300
J & J SNACK FOODS CO COMMON STK 466032109 111 5,400 SH SOLE 5,400
J.C. PENNEY COMPANY, COMMON STK 708160106 548 27,500 SH SOLE 27,500
JACK IN THE BOX, INC COMMON STK 466367109 883 42,700 SH SOLE 42,700
JAN BELL MARKETING I COMMON STK 470760109 42 14,700 SH SOLE 14,700
JEFFERSON-PILOT COMMON STK 475070108 764 11,200 SH SOLE 11,200
JEFFRIES GROUP, INC. COMMON STK 472319102 315 14,300 SH SOLE 14,300
JLG INDS INC COMMON STK 466210101 422 26,500 SH SOLE 26,500
JO-ANN STORES, INC. COMMON STK 47758P109 120 10,700 SH SOLE 10,700
JOHN H. HARLAND COMMON STK 412693103 331 18,100 SH SOLE 18,100
JOHNSON & JOHNSON, COMMON STK 478160104 25,330 272,000 SH SOLE 272,000
JOHNSON CONTROLS, IN COMMON STK 478366107 3,731 65,600 SH SOLE 65,600
JONES PHARMA, INC. COMMON STK 480236108 1,631 37,550 SH SOLE 37,550
JOSTENS, INC. COMMON STK 481088102 83 3,400 SH SOLE 3,400
JSB FINANCIAL INC COMMON STK 46624M100 291 5,600 SH SOLE 5,600
JUSTIN INDS INC COMMON STK 482171105 226 15,200 SH SOLE 15,200
K-SWISS INC COMMON STK 482686102 119 6,400 SH SOLE 6,400
K2 INC COMMON STK 482732104 82 10,700 SH SOLE 10,700
KAMAN CORPORATION COMMON STK 483548103 179 13,900 SH SOLE 13,900
KAUFMAN & BROAD HOME COMMON STK 486168107 119 4,900 SH SOLE 4,900
KC SOUTHERN IND, INC COMMON STK 485170104 881 11,800 SH SOLE 11,800
KELLOGG COMPANY COMMON STK 487836108 1,322 42,900 SH SOLE 42,900
KELLWOOD CORPORATION COMMON STK 488044108 323 16,600 SH SOLE 16,600
KEMET CORPORATION COMMON STK 488360108 1,072 23,800 SH SOLE 23,800
KENT ELECTRS CORP COMMON STK 490553104 2,189 96,200 SH SOLE 96,200
KERR-MCGEE COMMON STK 492386107 577 9,304 SH SOLE 9,304
KEYCORP COMMON STK 493267108 1,044 47,200 SH SOLE 47,200
KIMBERLY-CLARK COMMON STK 494368103 12,774 195,772 SH SOLE 195,772
KIRBY EXPL CO. COMMON STK 497266106 301 14,700 SH SOLE 14,700
KLA-TENCOR COMMON STK 482480100 1,069 9,600 SH SOLE 9,600
KMART CORPORATION COMMON STK 482584109 525 52,200 SH SOLE 52,200
KNIGHT RIDDER INC. COMMON STK 499040103 536 9,000 SH SOLE 9,000
KOALA CORPORATION COMMON STK 499866101 693 49,500 SH SOLE 49,500
KOHLS COMMON STK 500255104 2,743 38,000 SH SOLE 38,000
KOMAG INC COMMON STK 500453105 102 32,700 SH SOLE 32,700
KROGER CORPORATION COMMON STK 501044101 1,661 88,000 SH SOLE 88,000
KROLL-O'GARA COMMON STK 501050108 219 13,300 SH SOLE 13,300
KRONOS INC COMMON STK 501052104 453 7,550 SH SOLE 7,550
KULICKE & SOFFA INDS COMMON STK 501242101 600 14,100 SH SOLE 14,100
LA Z BOY CHAIR COMMON STK 505336107 526 31,300 SH SOLE 31,300
LABOR READY, INC. COMMON STK 505401208 310 25,600 SH SOLE 25,600
LAMAR ADVERTISING CO COMMON STK 512815101 1,690 27,900 SH SOLE 27,900
LANDRY'S SEAFOOD COMMON STK 51508L103 129 14,800 SH SOLE 14,800
LANDSTAR SYS INC COMMON STK 515098101 244 5,700 SH SOLE 5,700
LASER VISION CENTERS COMMON STK 51807H100 158 15,000 SH SOLE 15,000
LASON, INC. COMMON STK 51808R107 124 11,300 SH SOLE 11,300
LATTICE SEMICONDUCTR COMMON STK 518415104 1,937 41,100 SH SOLE 41,100
LAWSON PRODUCTS COMMON STK 520776105 143 6,200 SH SOLE 6,200
LEGGETT & PLATT, INC COMMON STK 524660107 444 20,700 SH SOLE 20,700
LEHMAN BROTHERS HOLD COMMON STK 524908100 4,421 52,200 SH SOLE 52,200
LEXMARK INTL GROUP COMMON STK 529771107 1,231 13,600 SH SOLE 13,600
LIBBEY, INC. COMMON STK 529898108 276 9,600 SH SOLE 9,600
LILLIAN VERNON CORP COMMON STK 532430105 60 5,400 SH SOLE 5,400
LILLY (ELI) & COMPY COMMON STK 532457108 7,687 115,600 SH SOLE 115,600
LILLY INDL COATINGS COMMON STK 532491107 187 13,900 SH SOLE 13,900
LIMITED (THE), INC. COMMON STK 532716107 980 22,633 SH SOLE 22,633
LINCOLN NATIONAL COMMON STK 534187109 824 20,600 SH SOLE 20,600
LINDSAY MFG CO COMMON STK 535555106 136 7,450 SH SOLE 7,450
LINENS N THINGS INC COMMON STK 535679104 1,144 38,600 SH SOLE 38,600
LIPOSOME CO. INC. COMMON STK 536310105 286 23,400 SH SOLE 23,400
LIZ CLAIBORNE, INC. COMMON STK 539320101 233 6,200 SH SOLE 6,200
LOCKHEED MARTIN COMMON STK 539830109 914 41,800 SH SOLE 41,800
LOEWS CORP DEBENTURE 540424AL2 4,250 5,000,000 PRN SOLE
LOEWS CORPORATION COMMON STK 540424108 686 11,300 SH SOLE 11,300
LONG'S DRUG STORES, COMMON STK 543162101 103 4,000 SH SOLE 4,000
LOUISIANA-PACIFIC COMMON STK 546347105 160 11,200 SH SOLE 11,200
LOWE'S COMPANIES, IN COMMON STK 548661107 8,347 139,700 SH SOLE 139,700
LSI LOGIC COMMON STK 502161102 1,067 15,800 SH SOLE 15,800
LUBY'S, INC. COMMON STK 549282101 152 13,400 SH SOLE 13,400
LUCENT TECHNOLOGIES, COMMON STK 549463107 42,852 572,793 SH SOLE 572,793
LYDALL INC COMMON STK 550819106 62 9,300 SH SOLE 9,300
M D C CORP COLO COMMON STK 552676108 209 13,300 SH SOLE 13,300
MACDERMID INC COMMON STK 554273102 793 19,300 SH SOLE 19,300
MACROMEDIA, INC. COMMON STK 556100105 3,605 49,300 SH SOLE 49,300
MAF BANCORP, INC. COMMON STK 55261R108 302 14,400 SH SOLE 14,400
MAGELLAN HEALTH SVCS COMMON STK 559079108 120 19,000 SH SOLE 19,000
MAGNA INTERNATIONAL DEBENTURE 559222AF1 1,800 2,000,000 PRN SOLE
MALLINCKRODT, INC. COMMON STK 561232109 232 7,300 SH SOLE 7,300
MANITOWOC INC COMMON STK 563571108 530 15,600 SH SOLE 15,600
MANOR CARE, INC. COMMON STK 564055101 173 10,800 SH SOLE 10,800
MARCUS CORP COMMON STK 566330106 241 17,900 SH SOLE 17,900
MARRIOTT COMMON STK 571903202 830 26,300 SH SOLE 26,300
MARSH & MCLENNAN COMMON STK 571748102 2,708 28,300 SH SOLE 28,300
MASCO CORPORATION COMMON STK 574599106 1,198 47,200 SH SOLE 47,200
MASCOTECH, INC. COMMON STK 574670105 339 26,700 SH SOLE 26,700
MATERIAL SCIENCES CO COMMON STK 576674105 95 9,300 SH SOLE 9,300
MATTEL, INC. COMMON STK 577081102 584 44,475 SH SOLE 44,475
MAXIMUS, INC. COMMON STK 577933104 428 12,600 SH SOLE 12,600
MAY DEPARTMENT COMMON STK 577778103 1,138 35,300 SH SOLE 35,300
MAYTAG CORPORATION COMMON STK 578592107 3,739 77,900 SH SOLE 77,900
MBIA, INC. COMMON STK 55262C100 555 10,500 SH SOLE 10,500
MBNA CORPORATION COMMON STK 55262L100 2,311 84,805 SH SOLE 84,805
MCDERMOTT COMMON STK 580037109 56 6,200 SH SOLE 6,200
MCDONALD'S COMMON STK 580135101 5,781 143,400 SH SOLE 143,400
MCGRAW-HILL, INC. COMMON STK 580645109 5,515 89,500 SH SOLE 89,500
MCHORTER TECHNOLOGIE COMMON STK 582803102 96 6,000 SH SOLE 6,000
MCKESSON HBOC, INC. COMMON STK 58155Q103 671 29,722 SH SOLE 29,722
MDU RESOURCES GROUP, COMMON STK 552690109 1,720 85,975 SH SOLE 85,975
MEAD CORPORATION COMMON STK 582834107 469 10,800 SH SOLE 10,800
MEDIAONE GROUP, INC. COMMON STK 58440J104 12,067 157,100 SH SOLE 157,100
MEDICIS PHARMACEUTIC COMMON STK 584690309 1,558 36,600 SH SOLE 36,600
MEDQUIST, INC. COMMON STK 584949101 1,004 38,900 SH SOLE 38,900
MEDTRONIC, INC. COMMON STK 585055106 4,609 126,500 SH SOLE 126,500
MELLON FINANCIAL COMMON STK 58551A108 1,833 53,800 SH SOLE 53,800
MENS WEARHOUSE INC COMMON STK 587118100 737 25,100 SH SOLE 25,100
MENTOR CORP MINN COMMON STK 587188103 377 14,600 SH SOLE 14,600
MERCK & COMPANY, L COMMON STK 589331107 32,861 490,000 SH SOLE 490,000
MERCURY INTERACTIVE COMMON STK 589405109 3,670 34,000 SH SOLE 34,000
MEREDITH CORPORATION COMMON STK 589433101 225 5,400 SH SOLE 5,400
MERRILL LYNCH & COMMON STK 590188108 3,282 39,300 SH SOLE 39,300
MESA AIR GROUP INC COMMON STK 590479101 96 20,200 SH SOLE 20,200
METHODE ELECTRS INC COMMON STK 591520200 1,667 51,900 SH SOLE 51,900
MGIC INVESTMENT COMMON STK 552848103 674 11,200 SH SOLE 11,200
MICHAEL FOODS, INC. COMMON STK 594079105 300 12,200 SH SOLE 12,200
MICHAELS STORES, COMMON STK 594087108 496 17,400 SH SOLE 17,400
MICREL, INC. COMMON STK 594793101 1,406 24,700 SH SOLE 24,700
MICROAGE INC COMMON STK 594928103 43 12,200 SH SOLE 12,200
MICRON TECHNOLOGY, COMMON STK 595112103 7,985 102,700 SH SOLE 102,700
MICROS SYSTEMS, INC. COMMON STK 594901100 733 9,900 SH SOLE 9,900
MICROSOFT CORPORATIO COMMON STK 594918104 106,324 910,700 SH SOLE 910,700
MIDWAY GAMES INC. COMMON STK 598148104 545 22,751 SH SOLE 22,751
MIDWEST EXPRESS COMMON STK 597911106 269 8,440 SH SOLE 8,440
MILACRON, INC. COMMON STK 598709103 58 3,800 SH SOLE 3,800
MILLIPORE CORP COMMON STK 601073109 7,022 181,800 SH SOLE 181,800
MINIMED, INC. COMMON STK 60365K108 945 12,900 SH SOLE 12,900
MINNESOTA MINING & M COMMON STK 604059105 8,633 88,200 SH SOLE 88,200
MIRAGE RESORTS COMMON STK 60462E104 311 20,300 SH SOLE 20,300
MISSISSIPPI CHEM COR COMMON STK 605288208 97 15,600 SH SOLE 15,600
MOLEX, INC. COMMON STK 608554101 947 16,700 SH SOLE 16,700
MONACO COACH CORP. COMMON STK 60886R103 289 11,300 SH SOLE 11,300
MONSANTO COMPANY COMMON STK 611662107 2,390 67,100 SH SOLE 67,100
MORGAN & CO (J.P.) COMMON STK 616880100 2,330 18,400 SH SOLE 18,400
MORGAN STANLEY, DEAN COMMON STK 617446448 13,107 91,820 SH SOLE 91,820
MORRISON KNUDSEN COR COMMON STK 61844A109 245 31,300 SH SOLE 31,300
MOTOROLA, INC. COMMON STK 620076109 9,512 64,600 SH SOLE 64,600
MS CARRIERS COMMON STK 553533100 1,084 45,400 SH SOLE 45,400
MUELLER INDS INC COMMON STK 624756102 761 21,000 SH SOLE 21,000
MUTUAL RISK MGMT LTD COMMON STK 628351108 440 26,200 SH SOLE 26,200
MYERS INDS INC COMMON STK 628464109 188 11,940 SH SOLE 11,940
NABISCO GROUP COMMON STK 62952P102 367 34,500 SH SOLE 34,500
NABORS INDUSTRIES, COMMON STK 629568106 1,439 46,500 SH SOLE 46,500
NACCO INDUSTRIES COMMON STK 629579103 51 915 SH SOLE 915
NASH FINCH CO COMMON STK 631158102 43 6,700 SH SOLE 6,700
NASHUA CORP COMMON STK 631226107 26 3,500 SH SOLE 3,500
NATIONAL COMMON STK 637640103 775 18,100 SH SOLE 18,100
NATIONAL CITY CORPOR COMMON STK 635405103 3,667 154,800 SH SOLE 154,800
NATIONAL COMPUTER SY COMMON STK 635519101 719 19,100 SH SOLE 19,100
NATIONAL DATA CORP COMMON STK 635621105 689 20,300 SH SOLE 20,300
NATIONAL INSTRUMENTS COMMON STK 636518102 1,802 47,100 SH SOLE 47,100
NATIONAL PRESTO INDS COMMON STK 637215104 156 4,400 SH SOLE 4,400
NATIONAL SERVICE COMMON STK 637657107 124 4,200 SH SOLE 4,200
NATURES SUNSHINE PRO COMMON STK 639027101 82 10,200 SH SOLE 10,200
NAUTICA ENTERPRISES COMMON STK 639089101 234 20,700 SH SOLE 20,700
NAVISTAR COMMON STK 63934E108 317 6,700 SH SOLE 6,700
NBTY INC COMMON STK 628782104 464 40,100 SH SOLE 40,100
NCS HEALTHCARE INC COMMON STK 628874109 29 12,200 SH SOLE 12,200
NELSON THOMAS INC COMMON STK 640376109 79 8,500 SH SOLE 8,500
NETWORK APPLIANCE COMMON STK 64120L104 1,329 16,000 SH SOLE 16,000
NETWORK EQUIP TECHNO COMMON STK 641208103 151 12,800 SH SOLE 12,800
NEW CENTURY ENERGIES COMMON STK 64352U103 368 12,100 SH SOLE 12,100
NEW ENGLAND BUSINESS COMMON STK 643872104 203 8,300 SH SOLE 8,300
NEW JERSEY RESOURCES COMMON STK 646025106 1,035 26,500 SH SOLE 26,500
NEW YORK TIMES COMMON STK 650111107 889 18,100 SH SOLE 18,100
NEWELL FINANCIAL TRU PREFERRED STK 651195307 2,178 50,000 SH SOLE 50,000
NEWELL RUBBERMAID COMMON STK 651229106 864 29,799 SH SOLE 29,799
NEWFIELD EXPL CO COMMON STK 651290108 666 24,900 SH SOLE 24,900
NEWMONT MINING COMMON STK 651639106 433 17,665 SH SOLE 17,665
NEXTEL COMMUNICATION COMMON STK 65332V103 6,229 60,400 SH SOLE 60,400
NFO WORLDWIDE INC COMMON STK 62910N108 300 13,400 SH SOLE 13,400
NIAGARA MOHAWK COMMON STK 653520106 275 19,700 SH SOLE 19,700
NICOR, INC. COMMON STK 654086107 159 4,900 SH SOLE 4,900
NIKE, INC. COMMON STK 654106103 1,467 29,600 SH SOLE 29,600
NORDSTROM, INC. COMMON STK 655664100 382 14,600 SH SOLE 14,600
NORFOLK SOUTHERN COMMON STK 655844108 824 40,200 SH SOLE 40,200
NORTEL NETWORKS COMMON STK 656569100 18,380 181,980 SH SOLE 181,980
NORTEL NETWORKS CORP COMMON STK 65656910 1,596 15,800 SH SOLE 15,800
NORTH AMERN VACCINE COMMON STK 657201109 88 19,600 SH SOLE 19,600
NORTHERN STATES COMMON STK 665772109 318 16,300 SH SOLE 16,300
NORTHERN TRUST COMMON STK 665859104 1,246 23,500 SH SOLE 23,500
NORTHROP GRUMMAN COMMON STK 666807102 395 7,300 SH SOLE 7,300
NORTHWEST NAT GAS CO COMMON STK 667655104 329 15,000 SH SOLE 15,000
NORTHWESTERN CORP. COMMON STK 668074107 304 13,800 SH SOLE 13,800
NOVA CORP/GEORGIA COMMON STK 669784100 3,087 97,800 SH SOLE 97,800
NOVELL, INC. COMMON STK 670006105 1,402 35,100 SH SOLE 35,100
NOVELLUS SYS INC COMMON STK 670008101 429 3,500 SH SOLE 3,500
NOVEN PHARMACEUTICAL COMMON STK 670009109 234 12,900 SH SOLE 12,900
NUCOR CORPORATION COMMON STK 670346105 5,816 106,100 SH SOLE 106,100
O'REILLY AUTOMOTIVE COMMON STK 686091109 1,767 82,200 SH SOLE 82,200
OAK INDUSTRIES, INC. COMMON STK 671400505 1,815 17,100 SH SOLE 17,100
OAKWOOD HOMES CORP COMMON STK 674098108 90 28,200 SH SOLE 28,200
OCCIDENTAL COMMON STK 674599105 839 38,800 SH SOLE 38,800
OCEANEERING INTL INC COMMON STK 675232102 208 13,900 SH SOLE 13,900
OFFICE DEPOT, INC. COMMON STK 676220106 381 34,800 SH SOLE 34,800
OFFSHORE LOGISTICS COMMON STK 676255102 118 12,600 SH SOLE 12,600
OLD KENT FINANCIAL COMMON STK 679833103 439 12,400 SH SOLE 12,400
OM GROUP INC COMMON STK 670872100 492 14,300 SH SOLE 14,300
OMNICARE, INC. COMMON STK 681904108 1,076 89,700 SH SOLE 89,700
OMNICOM GROUP, INC. COMMON STK 681919106 8,660 86,600 SH SOLE 86,600
OMNOVA SOLUTIONS INC COMMON STK 682129101 194 25,000 SH SOLE 25,000
ONEOK, INC. COMMON STK 682680103 83 3,300 SH SOLE 3,300
ORACLE SYSTEMS CORPO COMMON STK 68389X105 19,231 171,612 SH SOLE 171,612
ORBITAL SCIENCES COR COMMON STK 685564106 416 22,400 SH SOLE 22,400
ORGANOGENESIS INC. COMMON STK 685906109 158 18,200 SH SOLE 18,200
ORTHODONTIC CTRS AME COMMON STK 68750P103 344 28,800 SH SOLE 28,800
OSHKOSK B'GOSH, INC. COMMON STK 688222207 162 7,700 SH SOLE 7,700
OSTEOTECH, INC. COMMON STK 688582105 114 8,500 SH SOLE 8,500
OWENS & MINOR INC NE COMMON STK 690732102 175 19,600 SH SOLE 19,600
OWENS CORNING COMMON STK 69073F103 110 5,700 SH SOLE 5,700
OWENS-ILLINOIS, INC. COMMON STK 690768403 396 15,800 SH SOLE 15,800
OXFORD INDS INC COMMON STK 691497309 91 4,600 SH SOLE 4,600
P P & L RESOURCES, COMMON STK 693499105 345 15,100 SH SOLE 15,100
P-COM INC COMMON STK 693262107 341 38,600 SH SOLE 38,600
PACCAR, INC. COMMON STK 693718108 363 8,200 SH SOLE 8,200
PACIFIC GAS & COMMON STK 69331C108 832 40,600 SH SOLE 40,600
PACIFIC SUNWEAR OF COMMON STK 694873100 594 18,650 SH SOLE 18,650
PACTIV CORPORATION COMMON STK 695257105 192 18,100 SH SOLE 18,100
PAINE WEBBER GROUP, COMMON STK 695629105 586 15,100 SH SOLE 15,100
PAIRGAIN TECHNOLOGIE COMMON STK 695934109 810 57,100 SH SOLE 57,100
PALL CORPORATION COMMON STK 696429307 280 13,000 SH SOLE 13,000
PANERA BREAD COMPANY COMMON STK 69840W108 56 7,200 SH SOLE 7,200
PARAMETRIC COMMON STK 699173100 769 28,400 SH SOLE 28,400
PAREXEL INTL CORP COMMON STK 699462107 178 15,100 SH SOLE 15,100
PARK ELECTROCHEMICAL COMMON STK 700416209 167 6,300 SH SOLE 6,300
PARKER HANNIFIN COMMON STK 701094104 603 11,750 SH SOLE 11,750
PATTERSON DENTAL COM COMMON STK 703412106 2,133 50,050 SH SOLE 50,050
PAXAR CORP COMMON STK 704227107 235 27,900 SH SOLE 27,900
PAYCHEX, INC. COMMON STK 704326107 1,040 26,000 SH SOLE 26,000
PE CORP.- PE COMMON STK 69332S102 1,323 11,000 SH SOLE 11,000
PECO ENERGY COMPANY COMMON STK 693304107 681 19,600 SH SOLE 19,600
PEDIATRIX MED GROUP COMMON STK 705324101 65 9,300 SH SOLE 9,300
PENFORD CORP COMMON STK 707051108 76 4,400 SH SOLE 4,400
PENTAIR INDUSTRIES, COMMON STK 709631105 832 21,600 SH SOLE 21,600
PEOPLES ENERGY COMMON STK 711030106 124 3,700 SH SOLE 3,700
PEOPLES HERITAGE FIN COMMON STK 711147108 1,289 85,600 SH SOLE 85,600
PEOPLESOFT, INC. COMMON STK 712713106 588 27,600 SH SOLE 27,600
PEP BOYS-MANNY, MOE, COMMON STK 713278109 50 5,448 SH SOLE 5,448
PEPSICO, INC. COMMON STK 713448108 5,432 154,100 SH SOLE 154,100
PERFORMANCE FOOD COMMON STK 713755106 207 8,500 SH SOLE 8,500
PERKINELMER, INC. COMMON STK 714046109 200 4,800 SH SOLE 4,800
PFIZER, INC., LAR COMMON STK 717081103 25,976 800,800 SH SOLE 800,800
PHARMACEUTICAL COMMON STK 717124101 175 14,700 SH SOLE 14,700
PHARMACIA & UPJOHN, COMMON STK 716941109 2,470 54,895 SH SOLE 54,895
PHELPS DODGE COMMON STK 717265102 577 8,590 SH SOLE 8,590
PHILADELPHIA SUBURBA COMMON STK 718009608 1,379 66,646 SH SOLE 66,646
PHILLIP MORRIS COMMON STK 718154107 5,808 250,500 SH SOLE 250,500
PHILLIPS PETROLEUM COMMON STK 718507106 1,260 26,800 SH SOLE 26,800
PHILLIPS VAN HEUSEN COMMON STK 718592108 135 16,300 SH SOLE 16,300
PHOTRONICS, INC. COMMON STK 719405102 409 14,300 SH SOLE 14,300
PICTURETEL COMMON STK 720035302 104 24,200 SH SOLE 24,200
PIEDMONT NATURAL GAS COMMON STK 720186105 1,174 38,800 SH SOLE 38,800
PIER I IMPORTS INC COMMON STK 720279108 1,287 201,925 SH SOLE 201,925
PILLOWTEX CORP COMMON STK 721501104 53 8,500 SH SOLE 8,500
PINNACLE HOLDINGS COMMON STK 72346N101 2,699 63,700 SH SOLE 63,700
PINNACLE SYSTEMS, COMMON STK 723481107 1,225 30,100 SH SOLE 30,100
PINNACLE WEST CAP. COMMON STK 723484101 272 8,900 SH SOLE 8,900
PIONEER GROUP INC COMMON STK 723684106 250 15,900 SH SOLE 15,900
PIONER STD ELECTRS COMMON STK 723877106 234 16,200 SH SOLE 16,200
PITNEY-BOWES, INC. COMMON STK 724479100 4,474 92,600 SH SOLE 92,600
PITTSTON BAX GROUP COMMON STK 725701882 132 12,400 SH SOLE 12,400
PLACER DOME, INC. COMMON STK 725906101 370 34,400 SH SOLE 34,400
PLAINS RES INC COMMON STK 726540503 134 10,700 SH SOLE 10,700
PLANTRONICS, INC. COMMON STK 727493108 1,639 22,900 SH SOLE 22,900
PLAYERS INTL INC COMMON STK 727903106 158 19,200 SH SOLE 19,200
PLEXUS CORP COMMON STK 729132100 1,153 26,200 SH SOLE 26,200
PNC BANK CORPORATION COMMON STK 693475105 1,384 31,100 SH SOLE 31,100
POGO PRODUCING COMMON STK 730448107 494 24,100 SH SOLE 24,100
POLARIS INDS INC COMMON STK 731068102 529 14,600 SH SOLE 14,600
POLAROID CORPORATION COMMON STK 731095105 87 4,600 SH SOLE 4,600
POPE & TALBOT INC COMMON STK 732827100 1,123 70,200 SH SOLE 70,200
POTLATCH CORPORATION COMMON STK 737628107 134 3,000 SH SOLE 3,000
POWER-ONE, INC. COMMON STK 739308104 1,897 41,400 SH SOLE 41,400
POWERWAVE COMMON STK 739363109 706 12,100 SH SOLE 12,100
PPG INDUSTRIES, INC. COMMON STK 693506107 1,157 18,500 SH SOLE 18,500
PRAXAIR, INC. COMMON STK 74005P104 6,027 119,800 SH SOLE 119,800
PRE PAID LEGAL COMMON STK 740065107 324 13,500 SH SOLE 13,500
PRECISION DRILLING C COMMON STK 74022D100 2,697 105,000 SH SOLE 105,000
PREMIER BANCSHARES, COMMON STK 739909109 260 19,100 SH SOLE 19,100
PRIDE INTERNATIONAL, COMMON STK 741932107 1,885 128,900 SH SOLE 128,900
PRIMARK CORP COMMON STK 741903108 334 12,000 SH SOLE 12,000
PRIME HOSPITALITY CO COMMON STK 741917108 257 29,200 SH SOLE 29,200
PRIORITY HEALTHCARE COMMON STK 74264T102 1,006 34,766 SH SOLE 34,766
PROCTOR & GAMBLE COM COMMON STK 742718109 26,481 241,700 SH SOLE 241,700
PROGRESS SOFTWARE CO COMMON STK 743312100 593 10,450 SH SOLE 10,450
PROGRESSIVE COMMON STK 743315103 570 7,800 SH SOLE 7,800
PROJECT SOFTWARE COMMON STK 74339P101 710 12,800 SH SOLE 12,800
PROTEIN DESIGN LABS COMMON STK 74369L103 1,351 19,300 SH SOLE 19,300
PROVIDENT BANKSHARES COMMON STK 743859100 265 15,295 SH SOLE 15,295
PROVIDIAN FINANCIAL COMMON STK 74406A102 1,375 15,100 SH SOLE 15,100
PROXIM, INC. COMMON STK 744284100 781 7,100 SH SOLE 7,100
PUBLIC SERVICE COMMON STK 744573106 801 23,000 SH SOLE 23,000
PUBLIC SVC CO N C IN COMMON STK 744516105 397 12,300 SH SOLE 12,300
PULTE CORPORATION COMMON STK 745867101 101 4,500 SH SOLE 4,500
QRS CORPORATION COMMON STK 74726X105 1,398 13,400 SH SOLE 13,400
QUAKER CHEM CORP COMMON STK 747316107 76 5,300 SH SOLE 5,300
QUAKER OATS COMPANY COMMON STK 747402105 932 14,200 SH SOLE 14,200
QUALCOMM, INC. COMMON STK 747525103 12,329 70,000 SH SOLE 70,000
QUANEX CORP COMMON STK 747620102 217 8,500 SH SOLE 8,500
QUANTAM HEALTH DEBENTURE 74763LAA3 2,745 3,000,000 PRN SOLE
QUEENS COUNTY COMMON STK 748242104 344 12,700 SH SOLE 12,700
QUIKSILVER, INC. COMMON STK 74838C106 211 13,600 SH SOLE 13,600
QUINTILES TRANS- COMMON STK 748767100 226 12,100 SH SOLE 12,100
R.R. DONNELLEY & COMMON STK 257867101 330 13,300 SH SOLE 13,300
RADIAN GROUP, INC. COMMON STK 750236101 3,290 68,900 SH SOLE 68,900
RAILTEX INC COMMON STK 750766107 98 5,500 SH SOLE 5,500
RALCORP HOLDING, COMMON STK 751028101 365 18,300 SH SOLE 18,300
RALSTON PURINA COMMON STK 751277302 953 34,200 SH SOLE 34,200
RAVISENT TECHNOLOGIE COMMON STK 754440105 761 19,800 SH SOLE 19,800
RAYMOND JAMES FINL I COMMON STK 754730109 530 28,350 SH SOLE 28,350
RAYTHEON COMPANY COMMON STK 755111408 948 35,700 SH SOLE 35,700
READ-RITE CORP COMMON STK 755246105 141 29,700 SH SOLE 29,700
REEBOK INTERNATIONAL COMMON STK 758110100 47 5,800 SH SOLE 5,800
REGAL BELOIT CORP COMMON STK 758750103 260 12,600 SH SOLE 12,600
REGENERON PHARMACEUT COMMON STK 75886F107 238 18,700 SH SOLE 18,700
REGIONS FINANCIAL COMMON STK 758940100 578 23,000 SH SOLE 23,000
REGIS CORP MINN COMMON STK 758932107 437 23,150 SH SOLE 23,150
RELIANCE STEEL & COMMON STK 759509102 389 16,600 SH SOLE 16,600
RELIANT ENERGY, INC. COMMON STK 75952J108 714 31,197 SH SOLE 31,197
REMEDY CORPORATION COMMON STK 759548100 1,402 29,600 SH SOLE 29,600
REMINGTON OIL & GAS COMMON STK 759594302 49 12,700 SH SOLE 12,700
RENAL CARE GROUP INC COMMON STK 759930100 1,689 72,250 SH SOLE 72,250
REPUBLIC GROUP, INC. COMMON STK 760473108 107 7,100 SH SOLE 7,100
REPUBLIC N Y COMMON STK 760719104 799 11,100 SH SOLE 11,100
RESMED, INC. COMMON STK 761152107 372 8,900 SH SOLE 8,900
RESPIRONICS INC COMMON STK 761230101 142 17,800 SH SOLE 17,800
REYNOLDS METALS COMMON STK 761763101 513 6,700 SH SOLE 6,700
RIGS NATIONAL CORP- COMMON STK 766570105 223 16,900 SH SOLE 16,900
RITE AID CORPORATION COMMON STK 767754104 305 27,300 SH SOLE 27,300
ROBBINS & MYERS INC COMMON STK 770196103 149 6,600 SH SOLE 6,600
ROCKWELL INTERNATION COMMON STK 773903109 962 20,100 SH SOLE 20,100
ROHM & HAAS COMPANY COMMON STK 775371107 937 23,024 SH SOLE 23,024
ROLLINS TRUCK COMMON STK 775741101 410 34,350 SH SOLE 34,350
ROPER INDS INC NEW COMMON STK 776696106 688 18,200 SH SOLE 18,200
ROSS STORES, INC. COMMON STK 778296103 678 37,800 SH SOLE 37,800
ROWAN COMPANIES, INC COMMON STK 779382100 189 8,700 SH SOLE 8,700
ROYAL APPLIANCE MFG COMMON STK 780076105 50 10,300 SH SOLE 10,300
ROYAL DUTCH PETROLEU COMMON STK 780257804 25,033 414,200 SH SOLE 414,200
RSA SECURITY, INC. COMMON STK 749719100 2,984 38,500 SH SOLE 38,500
RTI INTERNATIONAL COMMON STK 74973W107 93 12,400 SH SOLE 12,400
RUBY TUESDAY, INC. COMMON STK 781182100 338 18,600 SH SOLE 18,600
RURAL / METRO CORP COMMON STK 781748108 37 8,700 SH SOLE 8,700
RUSS BERRIE & COMMON STK 782233100 323 12,300 SH SOLE 12,300
RUSSELL CORPORATION COMMON STK 782352108 57 3,400 SH SOLE 3,400
RYANS FAMILY STEAK COMMON STK 783519101 184 21,600 SH SOLE 21,600
RYDER SYSTEMS, INC. COMMON STK 783549108 164 6,700 SH SOLE 6,700
RYLAND GROUP INC COMMON STK 783764103 196 8,500 SH SOLE 8,500
S3, INC. COMMON STK 784849101 527 45,600 SH SOLE 45,600
SAFECO CORPORATION COMMON STK 786429100 341 13,700 SH SOLE 13,700
SAFESKIN CORP COMMON STK 786454108 417 34,400 SH SOLE 34,400
SAFEWAY, INC. COMMON STK 786514208 3,307 93,000 SH SOLE 93,000
SARA LEE CORPORATION COMMON STK 803111103 4,243 192,300 SH SOLE 192,300
SBC COMMUNICATIONS, COMMON STK 78387G103 30,921 634,272 SH SOLE 634,272
SCANSOURCE, INC. COMMON STK 806037107 998 24,600 SH SOLE 24,600
SCHERING-PLOUGH COMMON STK 806605101 6,560 155,500 SH SOLE 155,500
SCHLUMBERGER, LTD. COMMON STK 806857108 3,279 58,300 SH SOLE 58,300
SCHWEITZER-MAUDUIT COMMON STK 808541106 126 9,400 SH SOLE 9,400
SCIENTIFIC-ATLANTA, COMMON STK 808655104 467 8,400 SH SOLE 8,400
SCOTT TECHNOLOGIES, COMMON STK 810022301 202 10,700 SH SOLE 10,700
SCOTTS CO COMMON STK 810186106 692 17,200 SH SOLE 17,200
SEACOR SMIT, INC. COMMON STK 811904101 352 6,800 SH SOLE 6,800
SEAGATE TECHNOLOGY COMMON STK 811804103 1,024 22,000 SH SOLE 22,000
SEAGRAM COMPANY, LTD COMMON STK 811850106 2,063 45,900 SH SOLE 45,900
SEALED AIR CORP. COMMON STK 81211K100 458 8,840 SH SOLE 8,840
SEARS ROEBUCK & COMMON STK 812387108 1,214 39,900 SH SOLE 39,900
SEI INVESTMENTS COMP COMMON STK 784117103 2,190 18,400 SH SOLE 18,400
SEITEL INC COMMON STK 816074306 98 14,500 SH SOLE 14,500
SELECTIVE INS GROUP COMMON STK 816300107 282 16,400 SH SOLE 16,400
SEMPRA ENERGY COMMON STK 816851109 441 25,374 SH SOLE 25,374
SERVICE CORPORATION COMMON STK 817565104 199 28,700 SH SOLE 28,700
SERVICE EXPERTS, INC COMMON STK 817567100 63 10,800 SH SOLE 10,800
SHARED MEDICAL COMMON STK 819486101 143 2,800 SH SOLE 2,800
SHERWIN-WILLIAMS COM COMMON STK 824348106 2,535 120,700 SH SOLE 120,700
SHIRE PHARMACEUTICAL COMMON STK 82481R106 0 0 SH SOLE 0
SHOPKO STORES INC COMMON STK 824911101 419 18,200 SH SOLE 18,200
SHOREWOOD PACKAGING COMMON STK 825229107 312 16,500 SH SOLE 16,500
SIERRA HEALTH SVCS I COMMON STK 826322109 108 16,100 SH SOLE 16,100
SIGMA-ALDRICH COMMON STK 826552101 319 10,600 SH SOLE 10,600
SILICON GRAPHICS, COMMON STK 827056102 190 19,400 SH SOLE 19,400
SILICON VALLEY COMMON STK 827064106 663 13,400 SH SOLE 13,400
SILICON VALLEY GROUP COMMON STK 827066101 351 19,800 SH SOLE 19,800
SIMPSON INDS INC COMMON STK 829060102 120 10,700 SH SOLE 10,700
SIMPSON MANUFACTURNG COMMON STK 829073105 315 7,200 SH SOLE 7,200
SKYLINE CORPORATION COMMON STK 830830105 127 5,400 SH SOLE 5,400
SKYWEST INC COMMON STK 830879102 966 34,500 SH SOLE 34,500
SLI, INC. COMMON STK 78442T108 290 21,400 SH SOLE 21,400
SLM HOLDING CORP. COMMON STK 78442A109 710 16,800 SH SOLE 16,800
SMITHFIELD FOODS INC COMMON STK 832248108 653 27,200 SH SOLE 27,200
SNAP-ON, INC. COMMON STK 833034101 162 6,100 SH SOLE 6,100
SNYDER COMMUNICATION COMMON STK 832914105 824 42,800 SH SOLE 42,800
SOLA INTL INC COMMON STK 834092108 207 14,900 SH SOLE 14,900
SOLECTRON CORP. COMMON STK 834182107 2,958 31,100 SH SOLE 31,100
SONIC CORP COMMON STK 835451105 321 11,250 SH SOLE 11,250
SOUTHDOWN INC COMMON STK 841297104 1,440 27,900 SH SOLE 27,900
SOUTHERN COMPANY COMMON STK 842587107 1,673 71,200 SH SOLE 71,200
SOUTHERN ENERGY HOME COMMON STK 842814105 17 7,200 SH SOLE 7,200
SOUTHERN UNION COMMON STK 844030106 556 29,076 SH SOLE 29,076
SOUTHTRUST CORPORATI COMMON STK 844730101 5,993 158,500 SH SOLE 158,500
SOUTHWEST AIRLINES COMMON STK 844741108 863 53,287 SH SOLE 53,287
SOUTHWEST GAS COMMON STK 844895102 426 18,500 SH SOLE 18,500
SOUTHWESTERN ENERGY COMMON STK 845467109 98 14,900 SH SOLE 14,900
SPACELABS MED INC COMMON STK 846247104 106 5,700 SH SOLE 5,700
SPARTAN MTRS INC COMMON STK 846819100 33 7,500 SH SOLE 7,500
SPECIALITY EQUIPMENT COMMON STK 847497203 275 11,500 SH SOLE 11,500
SPEEDFAM-IPEC, INC. COMMON STK 847705100 228 17,600 SH SOLE 17,600
SPORTS AUTH INC COMMON STK 849176102 38 19,100 SH SOLE 19,100
SPORTSLINE USA INC COMMON STK 848934105 772 15,400 SH SOLE 15,400
SPRINGS INDUSTRIES, COMMON STK 851783100 72 1,800 SH SOLE 1,800
SPRINT CORPORATION COMMON STK 852061100 6,220 92,400 SH SOLE 92,400
SPRINT PCS GROUP COMMON STK 852061506 4,684 45,700 SH SOLE 45,700
SPS TECHNOLOGIES INC COMMON STK 784626103 243 7,600 SH SOLE 7,600
ST MARY LD & EXPL CO COMMON STK 792228108 163 6,600 SH SOLE 6,600
ST. JUDE MEDICAL, COMMON STK 790849103 271 8,816 SH SOLE 8,816
ST. PAUL COMPANIES, COMMON STK 792860108 807 23,968 SH SOLE 23,968
STAFFMARK, INC. COMMON STK 852389105 133 17,600 SH SOLE 17,600
STANDARD MICROSYSTEM COMMON STK 853626109 101 9,300 SH SOLE 9,300
STANDARD MTR PRODS COMMON STK 853666105 126 7,800 SH SOLE 7,800
STANDARD PAC CORP NE COMMON STK 85375C101 194 17,600 SH SOLE 17,600
STANDEX INTL CORP COMMON STK 854231107 161 7,700 SH SOLE 7,700
STANLEY WORKS COMMON STK 854616109 283 9,400 SH SOLE 9,400
STAPLES, INC. COMMON STK 855030102 1,018 49,050 SH SOLE 49,050
STATE STREET COMMON STK 857477103 1,242 17,000 SH SOLE 17,000
STEEL TECHNOLOGIES I COMMON STK 858147101 96 6,600 SH SOLE 6,600
STEIN MART INC COMMON STK 858375108 151 26,600 SH SOLE 26,600
STILLWATER MNG CO COMMON STK 86074Q102 724 22,700 SH SOLE 22,700
STONE & WEBSTER INC COMMON STK 861572105 131 7,800 SH SOLE 7,800
STONE ENERGY CORP. COMMON STK 861642106 392 11,000 SH SOLE 11,000
STRIDE RITE COMMON STK 863314100 179 27,500 SH SOLE 27,500
STURM, RUGER & CO., COMMON STK 864159108 143 16,100 SH SOLE 16,100
SUMMIT BANCORP COMMON STK 866005101 564 18,400 SH SOLE 18,400
SUMMIT TECHNOLOGY, COMMON STK 86627E101 327 28,000 SH SOLE 28,000
SUN MICROSYSTEMS, COMMON STK 866810104 19,925 257,300 SH SOLE 257,300
SUNOCO, INC. COMMON STK 86764P109 221 9,400 SH SOLE 9,400
SUNRISE MED INC COMMON STK 867910101 82 13,300 SH SOLE 13,300
SUNTRUST BANKS, INC. COMMON STK 867914103 2,333 33,900 SH SOLE 33,900
SUPERIOR CONSULTANT COMMON STK 868146101 510 35,800 SH SOLE 35,800
SUPERVALU, INC. COMMON STK 868536103 292 14,600 SH SOLE 14,600
SUSQUEHANNA COMMON STK 869099101 351 22,100 SH SOLE 22,100
SWISS ARMY BRANDS IN COMMON STK 870827102 33 4,700 SH SOLE 4,700
SYMMETRICOM INC COMMON STK 871543104 89 9,000 SH SOLE 9,000
SYNCOR INTL CORP DEL COMMON STK 87157J106 207 7,100 SH SOLE 7,100
SYNOVUS FINANCIAL COMMON STK 87161C105 587 29,550 SH SOLE 29,550
SYSCO CORPORATION, COMMON STK 871829107 8,300 209,800 SH SOLE 209,800
T. ROWE PRICE AND COMMON STK 741477103 467 12,634 SH SOLE 12,634
TACO CABANA INC COMMON STK 873425102 63 7,800 SH SOLE 7,800
TALK.COM, INC. COMMON STK 874264104 687 38,700 SH SOLE 38,700
TANDY CORPORATION COMMON STK 875382103 1,003 20,400 SH SOLE 20,400
TBC CORP COMMON STK 872180104 79 12,600 SH SOLE 12,600
TCBY ENTERPRISES INC COMMON STK 872245105 52 13,700 SH SOLE 13,700
TECHNE CORPORATION COMMON STK 878377100 1,145 20,800 SH SOLE 20,800
TECHNITROL INC COMMON STK 878555101 436 9,800 SH SOLE 9,800
TECHNOLOGY SOLUTIONS COMMON STK 87872T108 842 25,700 SH SOLE 25,700
TEKTRONIX, INC. COMMON STK 879131100 194 5,000 SH SOLE 5,000
TELEDYNE COMMON STK 879360105 160 17,000 SH SOLE 17,000
TELLABS, INC. COMMON STK 879664100 12,780 199,100 SH SOLE 199,100
TELXON CORP COMMON STK 879700102 155 9,700 SH SOLE 9,700
TEMPLE-INLAND, INC. COMMON STK 879868107 396 6,000 SH SOLE 6,000
TENET HEALTHCARE COMMON STK 88033G100 773 32,900 SH SOLE 32,900
TENNECO COMMON STK 880349105 187 20,100 SH SOLE 20,100
TERADYNE, INC. COMMON STK 880770102 1,201 18,200 SH SOLE 18,200
TETRA TECHNOLOGIES COMMON STK 88162G103 1,396 90,825 SH SOLE 90,825
TETRA TECHNOLOGIES, COMMON STK 88162F105 1,242 171,300 SH SOLE 171,300
TEXACO, INC., LARG COMMON STK 881694103 8,630 158,900 SH SOLE 158,900
TEXAS INDUSTRIES INC COMMON STK 882491103 1,388 32,600 SH SOLE 32,600
TEXAS INSTRUMENTS, COMMON STK 882508104 13,582 140,200 SH SOLE 140,200
TEXAS UTILITIES COMMON STK 882848104 1,038 29,187 SH SOLE 29,187
TEXTRON, INC. COMMON STK 883203101 1,212 15,800 SH SOLE 15,800
THE BEAR STEARNS CO. COMMON STK 073902108 539 12,609 SH SOLE 12,609
THE DOW CHEMICAL COMMON STK 260543103 10,009 74,900 SH SOLE 74,900
THE FINOVA GROUP COMMON STK 317928109 564 15,900 SH SOLE 15,900
THE PROFIT RECOVERY COMMON STK 743168106 1,300 48,950 SH SOLE 48,950
THERAGENICS COMMON STK 883375107 160 17,600 SH SOLE 17,600
THERMO ELECTRON COMMON STK 883556102 251 16,700 SH SOLE 16,700
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 191 6,000 SH SOLE 6,000
THOMAS INDS INC COMMON STK 884425109 194 9,500 SH SOLE 9,500
THOR INDS INC COMMON STK 885160101 222 7,300 SH SOLE 7,300
THQ, INC. COMMON STK 872443403 256 11,050 SH SOLE 11,050
THREE-FIVE SYS INC COMMON STK 88554L108 297 7,233 SH SOLE 7,233
TIMBERLAND CO COMMON STK 887100105 666 12,600 SH SOLE 12,600
TIME WARNER, INC. COMMON STK 887315109 16,617 229,400 SH SOLE 229,400
TIMES MIRROR COMPANY COMMON STK 887364107 429 6,400 SH SOLE 6,400
TIMKEN COMPANY COMMON STK 887389104 131 6,400 SH SOLE 6,400
TITAN INTL INC ILL COMMON STK 88830M102 80 12,300 SH SOLE 12,300
TJ INTL INC COMMON STK 872534102 391 9,300 SH SOLE 9,300
TJX COMPANIES, INC. COMMON STK 872540109 668 32,700 SH SOLE 32,700
TNP ENTERPRISES INC COMMON STK 872594106 334 8,100 SH SOLE 8,100
TOLL BROTHERS INC COMMON STK 889478103 406 21,800 SH SOLE 21,800
TORCHMARK COMMON STK 891027104 404 13,900 SH SOLE 13,900
TORO CO COMMON STK 891092108 284 7,600 SH SOLE 7,600
TOSCO CORPORATION COMMON STK 891490302 411 15,100 SH SOLE 15,100
TOWER AUTOMOTIVE COMMON STK 891707101 434 28,100 SH SOLE 28,100
TOYS 'R' US, INC. COMMON STK 892335100 369 25,800 SH SOLE 25,800
TRANSOCEAN OFFSHORE COMMON STK G90076103 881 26,148 SH SOLE 26,148
TREDEGAR CORP COMMON STK 894650100 461 22,300 SH SOLE 22,300
TRENWICK GROUP INC COMMON STK 895290104 188 11,100 SH SOLE 11,100
TRIARC COS INC COMMON STK 895927101 261 14,200 SH SOLE 14,200
TRIBUNE COMPANY COMMON STK 896047107 7,136 129,600 SH SOLE 129,600
TRICON GLOBAL COMMON STK 895953107 624 16,150 SH SOLE 16,150
TRIMBLE NAVIGATION L COMMON STK 896239100 292 13,500 SH SOLE 13,500
TRUE NORTH COMMUNICA COMMON STK 897844106 2,797 62,600 SH SOLE 62,600
TRUSTCO BANK CORP COMMON STK 898349105 425 32,100 SH SOLE 32,100
TRW INC. COMMON STK 872649108 670 12,900 SH SOLE 12,900
TUBOSCOPE VETCO INTL COMMON STK 898600101 421 26,500 SH SOLE 26,500
TUPPERWARE COMMON STK 899896104 102 6,000 SH SOLE 6,000
TYCO INTERNATIONAL L COMMON STK 902124106 16,823 432,756 SH SOLE 432,756
U S HOME CORP NEW COMMON STK 911920106 210 8,200 SH SOLE 8,200
U S WEST, INC. COMMON STK 91273H101 3,858 53,580 SH SOLE 53,580
U.S. AGGREGATES, INC COMMON STK 90334D109 790 65,800 SH SOLE 65,800
U.S. TRUST COMMON STK 91288L105 1,676 20,900 SH SOLE 20,900
ULTRATECH STEPPER, COMMON STK 904034105 206 12,800 SH SOLE 12,800
UNICOM CORPORATION COMMON STK 904911104 771 23,000 SH SOLE 23,000
UNILEVER N.V. COMMON STK 904784709 3,296 60,553 SH SOLE 60,553
UNION CARBIDE COMMON STK 905581104 948 14,200 SH SOLE 14,200
UNION PACIFIC COMMON STK 907834105 339 26,604 SH SOLE 26,604
UNION PACIFIC COMMON STK 907818108 1,147 26,300 SH SOLE 26,300
UNION PACIFIC CAPITA PREFERRED STK 907824403 1,049 25,000 SH SOLE 25,000
UNION PLANTERS CORPO COMMON STK 908068109 584 14,800 SH SOLE 14,800
UNISYS CORPORATION COMMON STK 909214108 1,044 32,700 SH SOLE 32,700
UNITED BANKSHARES, COMMON STK 909907107 611 25,600 SH SOLE 25,600
UNITED HEALTHCARE COMMON STK 910581107 956 18,000 SH SOLE 18,000
UNITED ILLUMINATING COMMON STK 910637107 442 8,600 SH SOLE 8,600
UNITED NATURAL FOODS COMMON STK 911163103 131 10,900 SH SOLE 10,900
UNITED STATIONERS COMMON STK 913004107 611 21,400 SH SOLE 21,400
UNITED TECHNOLOGIES COMMON STK 913017109 3,302 50,800 SH SOLE 50,800
UNITED WTR RES INC COMMON STK 913190104 1,340 39,200 SH SOLE 39,200
UNIVERSAL FST PRODS COMMON STK 913543104 178 12,100 SH SOLE 12,100
UNIVERSAL HEALTH SVC COMMON STK 913903100 1,264 35,100 SH SOLE 35,100
UNOCAL CORPORATION COMMON STK 915289102 859 25,600 SH SOLE 25,600
UNUMPROVIDENT COMMON STK 91529Y106 811 25,282 SH SOLE 25,282
URS CORPORATION COMMON STK 903236107 204 9,400 SH SOLE 9,400
US BANCORP, LARGE COMMON STK 902973106 4,407 185,086 SH SOLE 185,086
US ONCOLOGY, INC. COMMON STK 90338W103 254 51,400 SH SOLE 51,400
USA DETERGENTS INC COMMON STK 902938109 23 8,200 SH SOLE 8,200
USAIR GROUP, INC. COMMON STK 911905107 240 7,500 SH SOLE 7,500
USFREIGHTWAYS CORPOR COMMON STK 916906100 1,518 31,700 SH SOLE 31,700
UST CORP. COMMON STK 902900109 816 25,700 SH SOLE 25,700
UST, INC. COMMON STK 902911106 456 18,100 SH SOLE 18,100
USX-MARATHON COMMON STK 902905827 5,416 219,400 SH SOLE 219,400
USX-US STEEL GROUP, COMMON STK 90337T101 307 9,300 SH SOLE 9,300
UTI ENERGY CORP. COMMON STK 903387108 2,539 110,100 SH SOLE 110,100
V F CORPORATION COMMON STK 918204108 372 12,400 SH SOLE 12,400
VALASSIS COMMUNICATI COMMON STK 918866104 2,543 60,200 SH SOLE 60,200
VALENCE TECHNOLOGY I COMMON STK 918914102 359 18,900 SH SOLE 18,900
VALMONT INDS INC COMMON STK 920253101 225 14,000 SH SOLE 14,000
VARIAN MEDICAL COMMON STK 92220P105 546 18,300 SH SOLE 18,300
VERITY, INC. COMMON STK 92343C106 1,656 38,900 SH SOLE 38,900
VERTEX PHARMACEUTICA COMMON STK 92532F100 1,229 35,100 SH SOLE 35,100
VIACOM, INC. COMMON STK 925524308 4,460 73,800 SH SOLE 73,800
VICOR CORPORATION COMMON STK 925815102 1,000 24,700 SH SOLE 24,700
VINTAGE PETE INC COMMON STK 927460105 450 37,300 SH SOLE 37,300
VISHAY INTERTECHNOLO COMMON STK 928298108 2,284 72,225 SH SOLE 72,225
VISIO CORPORATION COMMON STK 927914101 860 18,100 SH SOLE 18,100
VITAL SIGNS INC COMMON STK 928469105 167 7,300 SH SOLE 7,300
VOLT INFORMATION SCI COMMON STK 928703107 215 9,000 SH SOLE 9,000
VULCAN MATERIALS CO. COMMON STK 929160109 419 10,500 SH SOLE 10,500
W.R. GRACE & COMPANY COMMON STK 38388F108 104 7,500 SH SOLE 7,500
W.W. GRAINGER, INC. COMMON STK 384802104 473 9,900 SH SOLE 9,900
WABASH NATL CORP COMMON STK 929566107 206 13,700 SH SOLE 13,700
WACHOVIA CORPORATION COMMON STK 929771103 1,462 21,500 SH SOLE 21,500
WADDELL & REED FIN - COMMON STK 930059100 1,777 65,500 SH SOLE 65,500
WAL-MART STORES, INC COMMON STK 931142103 48,927 707,800 SH SOLE 707,800
WALGREEN COMPANY, COMMON STK 931422109 8,190 280,000 SH SOLE 280,000
WALT DISNEY COMPANY COMMON STK 254687106 6,386 218,334 SH SOLE 218,334
WARNER-LAMBERT COMMON STK 934488107 19,575 238,900 SH SOLE 238,900
WASHINGTON GAS LIGHT COMMON STK 938837101 1,012 36,800 SH SOLE 36,800
WASHINGTON MUTUAL, COMMON STK 939322103 1,587 61,046 SH SOLE 61,046
WASTE MANAGEMENT INC COMMON STK 94106L109 1,125 65,429 SH SOLE 65,429
WATKINS JOHNSON CO COMMON STK 942486101 160 4,000 SH SOLE 4,000
WATSCO INC COMMON STK 942622200 202 17,450 SH SOLE 17,450
WATSON PHARMACEUTICA COMMON STK 942683103 1,905 53,200 SH SOLE 53,200
WATTS INDUSTRIES COMMON STK 942749102 233 15,800 SH SOLE 15,800
WD 40 CO COMMON STK 929236107 207 9,370 SH SOLE 9,370
WELLPOINT HEALTH COMMON STK 94973H108 448 6,800 SH SOLE 6,800
WELLS FARGO & C0 COMMON STK 949746101 10,152 251,060 SH SOLE 251,060
WENDY'S COMMON STK 950590109 258 12,500 SH SOLE 12,500
WERNER ENTERPRISES I COMMON STK 950755108 399 28,375 SH SOLE 28,375
WESLEY JESSEN COMMON STK 951018100 398 10,500 SH SOLE 10,500
WESTVACO CORPORATION COMMON STK 961548104 346 10,600 SH SOLE 10,600
WET SEAL, INC. COMMON STK 961840105 100 8,200 SH SOLE 8,200
WEYERHAEUSER COMPANY COMMON STK 962166104 1,788 24,900 SH SOLE 24,900
WHIRLPOOL COMMON STK 963320106 514 7,900 SH SOLE 7,900
WHITNEY HLDG CORP COMMON STK 966612103 500 13,500 SH SOLE 13,500
WHITTMAN-HART, INC. COMMON STK 966834103 3,260 60,800 SH SOLE 60,800
WHOLE FOODS MKT INC COMMON STK 966837106 733 15,800 SH SOLE 15,800
WHX CORP COMMON STK 929248102 77 8,600 SH SOLE 8,600
WICOR INC COMMON STK 929253102 660 22,600 SH SOLE 22,600
WILLAMETTE COMMON STK 969133107 548 11,800 SH SOLE 11,800
WILLIAMS COMPANIES, COMMON STK 969457100 1,403 45,900 SH SOLE 45,900
WINN-DIXIE STORES, COMMON STK 974280109 376 15,700 SH SOLE 15,700
WINNEBAGO INDS INC COMMON STK 974637100 267 13,300 SH SOLE 13,300
WMX TECHNOLOGIES DEBENTURE 92929QAF4 2,044 2,500,000 PRN SOLE
WOLVERINE TUBE INC COMMON STK 978093102 107 7,600 SH SOLE 7,600
WOLVERINE WORLD COMMON STK 978097103 270 24,700 SH SOLE 24,700
WORLDCOM, INC. COMMON STK 55268B106 23,693 446,515 SH SOLE 446,515
WORTHINGTON COMMON STK 981811102 156 9,400 SH SOLE 9,400
WRIGLEY (WM) JR COMMON STK 982526105 1,028 12,400 SH SOLE 12,400
WYNNS INTL INC COMMON STK 983195108 157 11,100 SH SOLE 11,100
X-RITE INC COMMON STK 983857103 79 12,700 SH SOLE 12,700
XEROX CORPORATION COMMON STK 984121103 1,593 70,200 SH SOLE 70,200
XILINX, INC. COMMON STK 983919101 5,756 126,600 SH SOLE 126,600
XIRCOM, INC. COMMON STK 983922105 3,630 48,400 SH SOLE 48,400
YAHOO! INC. COMMON STK 984332106 12,115 28,000 SH SOLE 28,000
YELLOW CORPORATION COMMON STK 985509108 251 14,900 SH SOLE 14,900
ZALE CORPORATION COMMON STK 988858106 1,964 40,600 SH SOLE 40,600
ZEBRA TECHNOLOGIES C COMMON STK 989207105 1,749 29,900 SH SOLE 29,900
ZENITH NATIONAL COMMON STK 989390109 212 10,300 SH SOLE 10,300
ZILOG INC COMMON STK 989524103 25 10,152 SH SOLE 10,152
ZIXIT CORPORATION COMMON STK 98974P100 365 9,200 SH SOLE 9,200
Total 2,574,569
</TABLE>
