|
|
|
|
|
|
|
|
|
|
|
|
|
|
Previous: FIRST INVESTORS INSURED TAX EXEMPT FUND INC, 497, 1999-08-09 |
Next: TEXAS VANGUARD OIL CO, 10-Q, 1999-08-09 |
FORM 13-F
Report for the Calendar Quarter Ended 30 June 1999.
---------
Name of Institutional Investment Manager: Deere & Company
Business Address: One John Deere Place
Moline, IL 61265
13F File Number: 028-00850
Name, Phone No., and Title of Person Duly Authorized to submit This Report:
Michael A. Harring
(309) 765-5799
Secretary
_____________________________________________________________
ATTENTION - Intentional misstatements or omissions of facts
constitute Federal Criminal Violations. See 18 U.S.C. 10001
and 15 U.S.C. 78ff(a).
_____________________________________________________________
The institutional investment manager submitting this Form
and its attachments and the person by whom it is signed represent hereby
that all information contained therein is true, correct and complete. It is
understood that all required items, statements and schedules are considered
integral parts of this Form and that the submission of any amendment
represents that all unamended items, statements and schedules remain true,
correct and complete as previously submitted.
Pursuant to the requirements of this Securities Exchange
Act of 1934, the undersigned institutional investment manager has caused this
report to be signed on its behalf in the City of Moline and State of Illinois
on the 9th day of August 1999.
DEERE & COMPANY
(Name of Institutional
Investment Manager)
/s/ Michael A. Harring
--------------------------
(Manual Signature of
Person Duly Authorized
to Submit This Report)
<PAGE>
<TABLE>
<CAPTION>
DEERE & COMPANY
30-JUN-1999
ITEM 6:
INVESTMENT DISCRETION
----------------------- ITEM 7: ITEM 8:
ITEM 5: (B) MGRS VOTING
ITEM 3: ITEM 4: SHARES OR SHARED (C) SEE AUTHORITY
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL (A) AS DEFINED SHARED- INSTR ------------
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE (000) AMOUNT SOLE IN INSTR.V OTHER V (A)SOLE
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
HILFIGER TOMMY CORP ORD G8915Z102 498 6,800 X 6,800
XL CAP LTD CL A G98255105 1,287 22,784 X 22,784
ASM LITHOGRAPHY HLDG N V N Y SHS N07059111 534 9,000 X 9,000
AAR CORP COM 000361105 964 42,500 X 42,500
A D C TELECOMMUNICATIONS COM 000886101 456 10,000 X 10,000
ABM INDS INC COM 000957100 902 29,400 X 29,400
AES CORP COM 00130H105 947 16,300 X 16,300
AMR CORP COM 001765106 1,222 17,900 X 17,900
AT&T CORP COM 001957109 17,540 314,269 X 314,269
ABBOTT LABS COM 002824100 7,755 170,900 X 170,900
ABERCROMBIE & FITCH CO CL A 002896207 1,469 30,600 X 30,600
ACTION PERFORMANCE COS INC COM 004933107 716 21,700 X 21,700
ACXIOM CORP COM 005125109 2,646 106,100 X 106,100
ADAC LABS COM NEW 005313200 201 27,700 X 27,700
ADAPTIVE BROADBAND CORP COM 00650M104 440 20,100 X 20,100
ADOBE SYS INC COM 00724F101 493 6,000 X 6,000
ADTRAN INC COM 00738A106 546 15,000 X 15,000
ADVANCED TISSUE SCIENCES INC COM 00755F103 175 53,900 X 53,900
ADVANTAGE LEARNING SYSTEMS COM 00757K100 323 14,600 X 14,600
ADVO INC COM 007585102 986 47,500 X 47,500
ADVANCED MICRO DEVICES INC COM 007903107 238 13,200 X 13,200
AETNA INC COM 008117103 1,154 12,900 X 12,900
AFFILIATED COMPUTER SERVICES CL A 008190100 405 8,000 X 8,000
AFFILIATED MANAGERS GROUP COM 008252108 293 9,700 X 9,700
AIR EXPRESS INTL CORP COM 009104100 1,165 45,900 X 45,900
AIR PRODS & CHEMS INC COM 009158106 769 19,100 X 19,100
AIRTOUCH COMMUNICATIONS INC COM 00949T100 5,538 51,700 X 51,700
ALBERTSONS INC COM 013104104 2,544 49,336 X 49,336
ALCAN ALUMINIUM LTD NEW COM 013716105 658 20,600 X 20,600
ALCOA INC COM 013817101 2,054 33,200 X 33,200
ALCATEL SPONSORED ADR 013904305 578 20,375 X 20,375
ALLEGHENY TELEDYNE INC COM 017415100 403 17,800 X 17,800
ALLEN TELECOM INC COM 018091108 523 47,500 X 47,500
ALLERGAN INC COM 018490102 1,787 16,100 X 16,100
ALLIANCE CAP MGMT L P UNIT LTD PARTN 018548107 582 18,000 X 18,000
ALLIANCE PHARMACEUTICAL CORP COM 018773101 115 43,900 X 43,900
ALLIANT TECHSYSTEMS INC COM 018804104 1,272 14,700 X 14,700
ALLIEDSIGNAL INC COM 019512102 3,686 58,500 X 58,500
ALLSTATE CORP COM 020002101 3,555 99,100 X 99,100
ALLTEL CORP COM 020039103 1,773 24,800 X 24,800
ALPHA INDS INC COM 020753109 557 11,700 X 11,700
ALPHARMA INC CL A 020813101 1,657 46,600 X 46,600
ALZA CORP DEL COM 022615108 402 7,900 X 7,900
AMCAST INDL CORP COM 023395106 206 12,600 X 12,600
<PAGE>
AMCOL INTL CORP COM 02341W103 551 38,300 X 38,300
AMERADA HESS CORP COM 023551104 488 8,200 X 8,200
AMEREN CORP COM 023608102 975 25,400 X 25,400
AMERICA ONLINE INC DEL COM 02364J104 9,042 82,200 X 82,200
AMERICAN BANKERS INS GROUP INC COM 024456105 3,168 58,200 X 58,200
AMERICAN ELEC PWR INC COM 025537101 1,025 27,300 X 27,300
AMERICAN EXPRESS CO COM 025816109 5,309 40,800 X 40,800
AMERICAN FREIGHTWAYS CORP COM 02629V108 849 43,400 X 43,400
AMERICAN GENERAL CORP COM 026351106 2,397 31,800 X 31,800
AMERICAN HOME PRODS CORP COM 026609107 6,816 118,800 X 118,800
AMERICAN INTL GROUP INC COM 026874107 13,108 111,799 X 111,799
AMERICAN MGMT SYS INC COM 027352103 1,921 59,900 X 59,900
AMERICAN PWR CONVERSION CORP COM 029066107 604 30,000 X 30,000
AMERICAN STS WTR CO COM 029899101 349 12,300 X 12,300
AMERICREDIT CORP COM 03060R101 1,462 91,400 X 91,400
AMES DEPT STORES INC COM NEW 030789507 652 14,300 X 14,300
AMERITECH CORP NEW COM 030954101 7,534 102,500 X 102,500
AMGEN INC COM 031162100 3,263 53,600 X 53,600
AMRESCO INC COM 031909104 572 88,900 X 88,900
AMSOUTH BANCORPORATION COM 032165102 2,007 86,550 X 86,550
ANADARKO PETE CORP COM 032511107 409 11,100 X 11,100
ANALOG DEVICES INC COM 032654105 669 13,333 X 13,333
ANALOGIC CORP COM PAR $0.05 032657207 538 17,300 X 17,300
ANALYSTS INTL CORP COM 032681108 441 30,700 X 30,700
ANCHOR BANCORP WIS INC COM 032839102 433 24,300 X 24,300
ANCHOR GAMING COM 033037102 1,557 32,400 X 32,400
ANGELICA CORP COM 034663104 206 11,700 X 11,700
ANHEUSER BUSCH COS INC COM 035229103 3,057 43,100 X 43,100
ANIXTER INTL INC COM 035290105 1,059 58,000 X 58,000
ANNTAYLOR STORES CORP COM 036115103 1,796 39,900 X 39,900
AON CORP COM 037389103 1,572 38,100 X 38,100
APACHE CORP COM 037411105 347 8,900 X 8,900
APOGEE ENTERPRISES INC COM 037598109 509 37,900 X 37,900
APPLE COMPUTER INC COM 037833100 1,074 23,200 X 23,200
APPLEBEES INTL INC COM 037899101 1,464 48,600 X 48,600
APEX PC SOLUTIONS INC COM 037945102 406 19,800 X 19,800
APPLIED INDL TECHNOLOGIES INC COM 03820C105 684 36,000 X 36,000
APPLIED MAGNETICS CP DEL COM 038213104 103 33,068 X 33,068
APPLIED MATLS INC COM 038222105 2,453 33,200 X 33,200
APPLIED PWR INC CL A 038225108 1,792 65,600 X 65,600
APTARGROUP INC COM 038336103 1,467 48,900 X 48,900
AQUARION CO COM 03838W101 535 15,300 X 15,300
ARCHER DANIELS MIDLAND CO COM 039483102 826 53,500 X 53,500
ARCTIC CAT INC COM 039670104 734 82,100 X 82,100
<PAGE>
ARKANSAS BEST CORP DEL COM 040790107 267 26,900 X 26,900
ARMSTRONG WORLD INDS INC COM 042476101 214 3,700 X 3,700
ASHLAND INC COM 044204105 1,396 34,800 X 34,800
ASHWORTH INC COM 04516H101 187 40,400 X 40,400
ASPECT TELECOMMUNICATIONS CORP COM 045237104 825 84,600 X 84,600
ASPEN TECHNOLOGY INC COM 045327103 472 40,200 X 40,200
ASSOCIATES FIRST CAP CORP CL A 046008108 2,758 62,500 X 62,500
ASTEC INDS INC COM 046224101 1,165 28,600 X 28,600
ASTORIA FINL CORP COM 046265104 444 10,100 X 10,100
ATLANTIC RICHFIELD CO COM 048825103 2,423 29,000 X 29,000
ATMOS ENERGY CORP COM 049560105 1,040 41,600 X 41,600
AUSPEX SYS INC COM 052116100 384 35,300 X 35,300
AUTHENTIC FITNESS CORP COM 052661105 541 30,900 X 30,900
AUTOMATIC DATA PROCESSING INC COM 053015103 2,926 66,500 X 66,500
AUTOZONE INC COM 053332102 416 13,800 X 13,800
AVERY DENNISON CORP COM 053611109 2,349 38,900 X 38,900
AVID TECHNOLOGY INC COM 05367P100 537 33,300 X 33,300
AVIATION SALES CO COM 053672101 660 16,700 X 16,700
AVON PRODS INC COM 054303102 1,537 27,700 X 27,700
AZTAR CORP COM 054802103 570 62,000 X 62,000
BB&T CORP COM 054937107 965 26,300 X 26,300
BISYS GROUP INC COM 055472104 2,124 36,300 X 36,300
BJ SVCS CO COM 055482103 274 9,300 X 9,300
BMC INDS INC MINN COM 055607105 486 47,100 X 47,100
BP AMOCO P L C SPONSORED ADR 055622104 1,175 10,834 X 10,834
BMC SOFTWARE INC COM 055921100 2,214 41,000 X 41,000
BAKER HUGHES INC COM 057224107 988 29,500 X 29,500
BAKER J INC COM 057232100 166 19,300 X 19,300
BALDOR ELEC CO COM 057741100 1,000 50,300 X 50,300
BALLARD MED PRODS COM 058566100 972 41,700 X 41,700
BANCTEC INC COM 059784108 574 32,000 X 32,000
BANGOR HYDRO ELEC CO COM 060077104 163 10,100 X 10,100
BANK OF AMERICA CORPORATION COM 060505104 13,292 181,300 X 181,300
BANK NEW YORK INC COM 064057102 2,509 68,400 X 68,400
BANK ONE CORP COM 06423A103 5,256 88,249 X 88,249
BANKBOSTON CORP COM 06605R106 1,360 26,600 X 26,600
BANKNORTH GROUP INC DEL COM 06646L100 1,040 31,500 X 31,500
BARD C R INC COM 067383109 239 5,000 X 5,000
BARNES GROUP INC COM 067806109 592 27,200 X 27,200
BARRICK GOLD CORP COM 067901108 657 33,900 X 33,900
BARR LABS INC COM 068306109 1,232 30,900 X 30,900
BARRETT RES CORP COM PAR $0.01 068480201 1,892 49,300 X 49,300
BASSETT FURNITURE INDS INC COM 070203104 409 17,900 X 17,900
BATTLE MTN GOLD CO COM 071593107 50 20,700 X 20,700
<PAGE>
BAUSCH & LOMB INC COM 071707103 390 5,100 X 5,100
BAXTER INTL INC COM 071813109 1,564 25,800 X 25,800
BE AEROSPACE INC COM 073302101 620 33,200 X 33,200
BEAR STEARNS COS INC COM 073902108 1,289 27,565 X 27,565
BECTON DICKINSON & CO COM 075887109 672 22,400 X 22,400
BED BATH & BEYOND INC COM 075896100 539 14,000 X 14,000
BELDEN INC COM 077459105 790 33,000 X 33,000
BELL ATLANTIC CORP COM 077853109 10,780 164,900 X 164,900
BELL INDS INC COM 078107109 57 12,900 X 12,900
BELLSOUTH CORP COM 079860102 11,195 242,700 X 242,700
BENCHMARK ELECTRS INC COM 08160H101 571 15,900 X 15,900
BENTON OIL & GAS CO COM 083288100 131 65,300 X 65,300
BERKSHIRE HATHAWAY INC DEL CL B 084670207 208 93 X 93
BESTFOODS COM 08658U101 1,376 27,800 X 27,800
BETHLEHEM STL CORP COM 087509105 90 11,700 X 11,700
BILLING CONCEPTS CORP COM 090063108 562 50,200 X 50,200
BINDLEY WESTN INDS INC COM 090324104 1,076 46,667 X 46,667
BIO TECHNOLOGY GEN CORP COM 090578105 826 127,000 X 127,000
BIOGEN INC COM 090597105 952 14,800 X 14,800
BIOMATRIX INC COM 09060P102 656 30,400 X 30,400
BIOMET INC COM 090613100 405 10,200 X 10,200
BIRMINGHAM STL CORP COM 091250100 169 39,700 X 39,700
BLACK & DECKER CORP COM 091797100 505 8,000 X 8,000
BLANCH E W HLDGS INC COM 093210102 518 7,600 X 7,600
BLOCK H & R INC COM 093671105 440 8,800 X 8,800
BLOUNT INTL INC CL A 095177101 1,370 50,400 X 50,400
BLYTH INDS INC COM 09643P108 1,234 36,300 X 36,300
BOEING CO COM 097023105 4,655 105,800 X 105,800
BOISE CASCADE CORP COM 097383103 219 5,100 X 5,100
BOMBAY CO INC COM 097924104 380 50,700 X 50,700
BOOKS-A-MILLION INC COM 098570104 180 23,900 X 23,900
BOSTON SCIENTIFIC CORP COM 101137107 1,555 35,400 X 35,400
BOWNE & CO INC COM 103043105 669 50,000 X 50,000
BRADY CORP CL A 104674106 1,320 40,600 X 40,600
BREED TECHNOLOGIES INC COM 106702103 113 50,200 X 50,200
BRIGGS & STRATTON CORP COM 109043109 589 10,200 X 10,200
BRIGHTPOINT INC COM 109473108 519 85,600 X 85,600
BRINKER INTL INC COM 109641100 490 17,800 X 17,800
BRISTOL MYERS SQUIBB CO COM 110122108 16,172 229,600 X 229,600
BROWN & BROWN INC COM 115236101 350 9,200 X 9,200
BROWN FORMAN CORP CL B 115637209 404 6,200 X 6,200
BROWN SHOE INC NEW COM 115736100 537 24,700 X 24,700
BROWNING FERRIS INDS COM 115885105 632 14,700 X 14,700
BRUNSWICK CORP COM 117043109 251 9,000 X 9,000
<PAGE>
BRUSH WELLMAN INC COM 117421107 533 29,400 X 29,400
BUCKEYE TECHNOLOGIES INC COM 118255108 727 47,900 X 47,900
BUILDING MATLS HLDG CORP COM 120113105 285 24,800 X 24,800
BURLINGTON NORTHN SANTA FE CP COM 12189T104 1,311 42,300 X 42,300
BURLINGTON RES INC COM 122014103 692 16,000 X 16,000
BURR BROWN CORP COM 122574106 1,835 50,100 X 50,100
BUTLER MFG CO DEL COM 123655102 293 10,500 X 10,500
C&D TECHNOLOGIES INC COM 124661109 432 14,100 X 14,100
CBS CORP COM 12490K107 2,775 63,700 X 63,700
C COR ELECTRS INC COM 125010108 348 12,500 X 12,500
C-CUBE MICROSYSTEMS INC COM 125015107 1,616 51,000 X 51,000
C D I CORP COM 125071100 930 27,300 X 27,300
CDW COMPUTER CTRS INC COM 125129106 299 6,800 X 6,800
CEC ENTMT INC COM 125137109 1,373 32,500 X 32,500
CIGNA CORP COM 125509109 2,092 23,500 X 23,500
CKE RESTAURANTS INC COM 12561E105 1,180 72,600 X 72,600
CPI CORP COM 125902106 436 13,200 X 13,200
CSG SYS INTL INC COM 126349109 553 21,100 X 21,100
CSX CORP COM 126408103 894 19,700 X 19,700
CTS CORP COM 126501105 1,274 18,200 X 18,200
CVS CORP COM 126650100 2,029 39,972 X 39,972
CABLETRON SYS INC COM 126920107 194 14,900 X 14,900
CABLE DESIGN TECHNOLOGIES CORP COM 126924109 804 52,050 X 52,050
CABOT OIL & GAS CORP CL A 127097103 624 33,500 X 33,500
CALPINE CORP COM 131347106 324 6,000 X 6,000
CAMBREX CORP COM 132011107 858 32,700 X 32,700
CAMPBELL SOUP CO COM 134429109 3,307 71,300 X 71,300
CANANDAIGUA BRANDS INC CL A 137219200 1,783 34,000 X 34,000
CAPITAL ONE FINL CORP COM 14040H105 1,002 18,000 X 18,000
CAPITAL RE CORP COM 140432105 1,068 66,500 X 66,500
CARAUSTAR INDS INC COM 140909102 842 34,100 X 34,100
CARDINAL HEALTH INC COM 14149Y108 3,841 59,899 X 59,899
CARMIKE CINEMAS INC CL A 143436103 346 21,700 X 21,700
CARNIVAL CORP COM 143658102 3,148 64,900 X 64,900
CAROLINA FIRST CORP COM 143877108 741 30,400 X 30,400
CAROLINA PWR & LT CO COM 144141108 587 13,700 X 13,700
CASCADE NAT GAS CORP COM 147339105 287 15,100 X 15,100
CASE CORP COM 14743R103 318 6,600 X 6,600
CASEYS GEN STORES INC COM 147528103 1,440 96,000 X 96,000
CASH AMER INTL INC COM 14754D100 438 34,000 X 34,000
CASTLE A M & CO COM 148411101 328 19,300 X 19,300
CATALINA MARKETING CORP COM 148867104 2,659 28,900 X 28,900
CATERPILLAR INC DEL COM 149123101 2,244 37,400 X 37,400
CATO CORP NEW CL A 149205106 696 59,900 X 59,900
<PAGE>
CENDANT CORP COM 151313103 1,574 76,800 X 76,800
CENTEX CORP COM 152312104 1,345 35,800 X 35,800
CENTRAL & SOUTH WEST CORP COM 152357109 916 39,200 X 39,200
CENTRAL HUDSON GAS & ELEC CORP COM 153609102 987 23,500 X 23,500
CENTRAL PKG CORP COM 154785109 1,377 40,200 X 40,200
CENTRAL VT PUB SVC CORP COM 155771108 201 15,700 X 15,700
CENTURA BKS INC COM 15640T100 2,323 41,200 X 41,200
CENTURYTEL INC COM 156700106 501 12,600 X 12,600
CEPHALON INC COM 156708109 681 39,200 X 39,200
CERIDIAN CORP COM 15677T106 425 13,000 X 13,000
CERNER CORP COM 156782104 935 44,600 X 44,600
CHAMPION ENTERPRISES INC COM 158496109 1,401 75,200 X 75,200
CHAMPION INTL CORP COM 158525105 417 8,700 X 8,700
CHASE MANHATTAN CORP NEW COM 16161A108 7,958 92,000 X 92,000
CHECKPOINT SYS INC COM 162825103 480 53,700 X 53,700
CHEESECAKE FACTORY INC COM 163072101 824 27,000 X 27,000
CHEMED CORP COM 163596109 452 13,600 X 13,600
CHEMFIRST INC COM 16361A106 622 25,600 X 25,600
CHEVRON CORPORATION COM 166751107 5,599 58,900 X 58,900
CHIQUITA BRANDS INTL INC COM 170032106 800 88,900 X 88,900
CHUBB CORP COM 171232101 1,022 14,700 X 14,700
CIBER INC COM 17163B102 1,396 73,000 X 73,000
CILCORP INC COM 171794100 1,138 18,200 X 18,200
CINCINNATI FINL CORP COM 172062101 567 15,100 X 15,100
CINERGY CORP COM 172474108 461 14,400 X 14,400
CIRCUIT CITY STORE INC CIRCT CITY GRP 172737108 846 9,100 X 9,100
CISCO SYS INC COM 17275R102 24,071 373,550 X 373,550
CINTAS CORP COM 172908105 336 5,000 X 5,000
CITIGROUP INC COM 172967101 16,608 349,650 X 349,650
CLARCOR INC COM 179895107 627 32,700 X 32,700
CLAYTON HOMES INC COM 184190106 857 74,937 X 74,937
CLEAR CHANNEL COMMUNICATIONS COM 184502102 1,544 22,400 X 22,400
CLEVELAND CLIFFS INC COM 185896107 275 8,500 X 8,500
CLOROX CO DEL COM 189054109 2,777 26,000 X 26,000
COACHMEN INDS INC COM 189873102 537 23,100 X 23,100
COASTAL CORP COM 190441105 773 19,200 X 19,200
COCA COLA BOTTLING CO CONS COM 191098102 627 11,200 X 11,200
COCA COLA CO COM 191216100 13,764 222,000 X 222,000
COCA COLA ENTERPRISES INC COM 191219104 907 30,500 X 30,500
COEUR D ALENE MINES CORP IDAHO COM 192108108 139 30,000 X 30,000
COGNEX CORP COM 192422103 1,717 54,400 X 54,400
COHERENT INC COM 192479103 605 32,500 X 32,500
COLGATE PALMOLIVE CO COM 194162103 4,433 45,000 X 45,000
COLUMBIA ENERGY GROUP COM 197648108 790 12,600 X 12,600
<PAGE>
COLUMBIA/HCA HEALTHCARE CORP COM 197677107 1,328 58,200 X 58,200
COMAIR HOLDINGS INC COM 199789108 437 21,000 X 21,000
COMCAST CORP CL A SPL 200300200 2,560 66,600 X 66,600
COMERICA INC COM 200340107 2,526 42,500 X 42,500
COMMERCE BANCORP INC NJ COM 200519106 1,389 32,500 X 32,500
COMMERCIAL FEDERAL CORPORATION COM 201647104 1,913 82,500 X 82,500
COMMERCIAL METALS CO COM 201723103 675 23,700 X 23,700
COMMONWEALTH ENERGY SYS COM SH BEN INT 202800108 1,231 29,300 X 29,300
COMMONWEALTH INDS INC DEL COM 203004106 273 21,800 X 21,800
COMMSCOPE INC COM 203372107 2,057 66,900 X 66,900
COMMUNITY FIRST BANKSHARES INC COM 203902101 1,783 74,700 X 74,700
COMPAQ COMPUTER CORP COM 204493100 4,342 183,300 X 183,300
COMPUTER ASSOC INTL INC COM 204912109 3,816 69,700 X 69,700
COMPUTER SCIENCES CORP COM 205363104 989 14,300 X 14,300
COMPUTER TASK GROUP INC COM 205477102 617 36,300 X 36,300
COMPUWARE CORP COM 205638109 2,440 76,700 X 76,700
COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 1,246 16,500 X 16,500
CONAGRA INC COM 205887102 1,603 60,200 X 60,200
CONE MLS CORP N C COM 206814105 208 34,600 X 34,600
CONNECTICUT ENERGY CORP COM 207567108 544 14,100 X 14,100
CONSECO INC COM 208464107 1,324 43,500 X 43,500
CONSOLIDATED EDISON INC COM 209115104 946 20,900 X 20,900
CONSOLIDATED GRAPHICS INC COM 209341106 1,500 30,000 X 30,000
CONSOLIDATED NAT GAS CO COM 209615103 529 8,700 X 8,700
CONSOLIDATED PRODS INC COM 209798107 646 35,875 X 35,875
CONSOLIDATED STORES CORP COM 210149100 267 9,900 X 9,900
CONSTELLATION ENERGY CORP COM 210371100 400 13,500 X 13,500
COOPER COS INC COM NEW 216648402 471 18,900 X 18,900
COOPER INDS INC COM 216669101 489 9,400 X 9,400
COR THERAPEUTICS INC COM 217753102 488 33,100 X 33,100
CORDANT TECHNOLOGIES INC COM 218412104 1,008 22,300 X 22,300
CORN PRODS INTL INC COM 219023108 1,482 48,700 X 48,700
CORNING INC COM 219350105 1,466 20,900 X 20,900
COSTCO COMPANIES INC COM 22160Q102 1,577 19,700 X 19,700
COUNTRYWIDE CR INDS INC DEL COM 222372104 1,689 39,500 X 39,500
COVENTRY HEALTH CARE INC COM 222862104 874 79,900 X 79,900
CRANE CO COM 224399105 1,611 51,250 X 51,250
CREE RESH INC COM 225447101 385 5,000 X 5,000
CROSS A T CO CL A 227478104 126 22,600 X 22,600
CROSS TIMBERS OIL CO COM 227573102 933 62,700 X 62,700
CROWN CORK & SEAL INC COM 228255105 316 11,100 X 11,100
CULLEN FROST BANKERS INC COM 229899109 2,271 82,400 X 82,400
CURATIVE HEALTH SVCS INC COM 231264102 150 27,300 X 27,300
CUSTOMTRACKS CORP COM 232046102 1,141 20,400 X 20,400
<PAGE>
CYBEROPTICS CORP COM 232517102 161 10,000 X 10,000
CYGNUS INC COM 232560102 360 27,700 X 27,700
CYRK INC COM 232817106 212 35,000 X 35,000
DBT ONLINE INC COM 233044106 508 15,500 X 15,500
D R HORTON INC COM 23331A109 1,786 107,400 X 107,400
DSP COMMUNICATIONS INC COM 23332K106 1,406 48,700 X 48,700
DST SYS INC DEL COM 233326107 314 5,000 X 5,000
DTE ENERGY CO COM 233331107 534 13,100 X 13,100
DAIN RAUSCHER CORP COM 233856103 920 17,000 X 17,000
DAISYTEK INTL CORP COM 234053106 279 17,100 X 17,100
DALLAS SEMICONDUCTOR CORP COM 235204104 1,944 38,300 X 38,300
DANA CORP COM 235811106 1,521 33,010 X 33,010
DANAHER CORP DEL COM 235851102 709 12,200 X 12,200
DARDEN RESTAURANTS INC COM 237194105 275 12,600 X 12,600
DATASCOPE CORP COM 238113104 662 20,600 X 20,600
DAYTON HUDSON CORP COM 239753106 6,715 103,300 X 103,300
DELL COMPUTER CORP COM 247025109 8,480 229,200 X 229,200
DELPHI AUTOMOTIVE SYS CORP COM 247126105 842 45,500 X 45,500
DELPHI FINL GROUP INC CL A 247131105 1,010 28,152 X 28,152
DELTA & PINE LD CO COM 247357106 1,644 52,200 X 52,200
DELTA AIR LINES INC DEL COM 247361108 1,210 21,000 X 21,000
DELTA WOODSIDE INDS INC NEW COM 247909104 197 33,600 X 33,600
DELUXE CORP COM 248019101 866 22,300 X 22,300
DENDRITE INTL INC COM 248239105 1,127 31,200 X 31,200
DENTSPLY INTL INC NEW COM 249030107 578 20,000 X 20,000
DEPARTMENT 56 INC COM 249509100 441 16,400 X 16,400
DEVON ENERGY CORP COM 251799102 2,356 65,800 X 65,800
DEVRY INC DEL COM 251893103 2,779 124,200 X 124,200
DIAGNOSTIC PRODS CORP COM 252450101 613 22,200 X 22,200
DIALOGIC CORP COM 252499108 939 21,400 X 21,400
DIAMOND OFFSHORE DRILLING INC COM 25271C102 567 20,000 X 20,000
DIGI INTL INC COM 253798102 311 29,800 X 29,800
DIGITAL MICROWAVE CORP COM 253859102 1,071 84,000 X 84,000
DILLARDS INC CL A 254067101 341 9,700 X 9,700
DIME BANCORP INC NEW COM 25429Q102 447 22,200 X 22,200
DIMON INC COM 254394109 316 61,000 X 61,000
DIONEX CORP COM 254546104 1,223 30,200 X 30,200
DISCOUNT AUTO PTS INC COM 254642101 550 22,800 X 22,800
DISNEY WALT CO COM 254687106 5,753 186,700 X 186,700
DIXIE GROUP INC CL A 255519100 132 15,500 X 15,500
DOLLAR GEN CORP COM 256669102 689 23,750 X 23,750
DOLLAR TREE STORES INC COM 256747106 612 13,900 X 13,900
DOMINION RES INC VA COM 257470104 767 17,700 X 17,700
DONNELLEY R R & SONS CO COM 257867101 460 12,400 X 12,400
<PAGE>
DOVER CORP COM 260003108 704 20,100 X 20,100
DOW CHEM CO COM 260543103 2,538 20,000 X 20,000
DOW JONES & CO INC COM 260561105 1,006 18,950 X 18,950
DOWNEY FINL CORP COM 261018105 959 43,700 X 43,700
DRESS BARN INC COM 261570105 475 29,700 X 29,700
DU PONT E I DE NEMOURS & CO COM 263534109 6,934 101,500 X 101,500
DUKE ENERGY CORP COM 264399106 2,423 44,508 X 44,508
DUN & BRADSTREET CORP DEL COM 26483B106 535 15,100 X 15,100
DURA PHARMACEUTICALS INC COM 26632S109 1,101 92,200 X 92,200
DYCOM INDS INC COM 267475101 2,307 41,200 X 41,200
E M C CORP MASS COM 268648102 4,983 90,600 X 90,600
ENSCO INTL INC COM 26874Q100 199 10,000 X 10,000
ESS TECHNOLOGY INC COM 269151106 336 25,000 X 25,000
ETEC SYS INC COM 26922C103 964 29,000 X 29,000
EARTHGRAINS CO COM 270319106 2,199 85,200 X 85,200
EASTERN UTILS ASSOC COM 277173100 810 27,800 X 27,800
EASTMAN CHEM CO COM 277432100 373 7,200 X 7,200
EASTMAN KODAK CO COM 277461109 1,985 29,300 X 29,300
EATERIES INC COM 277851101 78 20,800 X 20,800
EATON CORP COM 278058102 598 6,500 X 6,500
EATON VANCE CORP COM NON VTG 278265103 1,670 48,500 X 48,500
ECOLAB INC COM 278865100 510 11,700 X 11,700
EDISON INTL COM 281020107 851 31,800 X 31,800
EDWARDS AG INC COM 281760108 452 14,000 X 14,000
EL PASO ENERGY CORP DEL COM 283905107 721 20,500 X 20,500
ELAN PLC ADR 284131208 405 14,600 X 14,600
ELCOR CORP COM 284443108 651 14,900 X 14,900
ELECTRO SCIENTIFIC INDS COM 285229100 652 15,600 X 15,600
ELECTROGLAS INC COM 285324109 542 27,100 X 27,100
ELECTRONIC DATA SYS NEW COM 285661104 2,514 44,400 X 44,400
EMERSON ELEC CO COM 291011104 2,996 47,600 X 47,600
ENERGEN CORP COM 29265N108 838 45,000 X 45,000
ENGELHARD CORP COM 292845104 814 36,000 X 36,000
ENHANCE FINL SVCS GROUP INC COM 293310108 1,102 55,800 X 55,800
ENRON CORP COM 293561106 5,722 70,000 X 70,000
ENTERGY CORP NEW COM 29364G103 697 22,300 X 22,300
ENZO BIOCHEM INC COM 294100102 340 33,600 X 33,600
EPICOR SOFTWARE CORP COM 29426L108 283 38,000 X 38,000
EQUIFAX INC COM 294429105 457 12,800 X 12,800
EQUITABLE COS INC COM 29444G107 482 7,200 X 7,200
ESTERLINE TECHNOLOGIES CORP COM 297425100 334 23,200 X 23,200
ETHAN ALLEN INTERIORS INC COM 297602104 2,373 62,850 X 62,850
EXABYTE CORP COM 300615101 158 40,700 X 40,700
EXCEL SWITCHING CORP COM 30067V108 374 12,500 X 12,500
<PAGE>
EXECUTIVE RISK INC COM 301586103 1,531 18,000 X 18,000
EXPEDITORS INTL WASH INC COM 302130109 1,826 67,000 X 67,000
EXPRESS SCRIPTS INC CL A 302182100 2,949 49,000 X 49,000
EXXON CORP COM 302290101 17,746 230,100 X 230,100
F M C CORP COM NEW 302491303 437 6,400 X 6,400
FPL GROUP INC COM 302571104 3,204 58,650 X 58,650
FACTSET RESH SYS INC COM 303075105 1,319 23,300 X 23,300
FAIR ISAAC & CO INC COM 303250104 887 25,300 X 25,300
FAMILY GOLF CTRS INC COM 30701A106 270 35,100 X 35,100
FDX CORP COM 31304N107 1,443 26,600 X 26,600
FEDDERS CORP COM 313135105 339 51,200 X 51,200
FEDERAL HOME LN MTG CORP COM 313400301 4,292 74,000 X 74,000
FEDERAL NATL MTG ASSN COM 313586109 9,842 144,200 X 144,200
FEDERATED DEPT STORES INC DEL COM 31410H101 1,006 19,000 X 19,000
FERRO CORP COM 315405100 360 13,100 X 13,100
FIDELITY NATL FINL INC COM 316326107 994 49,700 X 49,700
FIFTH THIRD BANCORP COM 316773100 1,604 24,100 X 24,100
FILENET CORP COM 316869106 607 53,100 X 53,100
FINOVA GROUP INC COM 317928109 258 4,900 X 4,900
FIRST AMERN FINL CORP COM 318522307 1,695 94,800 X 94,800
FIRST BANCORP P R COM 318672102 907 40,200 X 40,200
FIRST DATA CORP COM 319963104 1,962 40,100 X 40,100
FIRST MIDWEST BANCORP DEL COM 320867104 1,566 39,400 X 39,400
FIRST UN CORP COM 337358105 5,462 115,900 X 115,900
FIRSTAR CORP NEW WIS COM 33763V109 1,100 39,300 X 39,300
FIRSTMERIT CORP COM 337915102 2,888 102,900 X 102,900
FLAGSTAR BANCORP INC COM 337930101 273 10,800 X 10,800
FIRSTENERGY CORP COM 337932107 663 21,400 X 21,400
FLEET FINL GROUP INC NEW COM 338915101 2,917 65,732 X 65,732
FLEETWOOD ENTERPRISES INC COM 339099103 481 18,200 X 18,200
FLEMING COS INC COM 339130106 614 52,800 X 52,800
FLEXSTEEL INDS INC COM 339382103 317 23,800 X 23,800
FLORIDA ROCK INDS INC COM 341140101 1,151 25,300 X 25,300
FLOW INTL CORP COM 343468104 222 20,500 X 20,500
FLUOR CORP COM 343861100 806 19,900 X 19,900
FOODMAKER INC NEW COM NEW 344839204 1,470 51,800 X 51,800
FOOTSTAR INC COM 344912100 1,424 38,300 X 38,300
FORD MTR CO DEL COM 345370100 6,722 119,100 X 119,100
FORT JAMES CORP COM 347471104 754 19,900 X 19,900
FORTUNE BRANDS INC COM 349631101 1,378 33,300 X 33,300
FOSSIL INC COM 349882100 455 9,400 X 9,400
FRANKLIN COVEY CO COM 353469109 213 28,900 X 28,900
FRANKLIN RES INC COM 354613101 922 22,700 X 22,700
FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 269 15,000 X 15,000
<PAGE>
FREMONT GEN CORP COM 357288109 1,786 94,600 X 94,600
FRITZ COS INC COM 358846103 631 58,700 X 58,700
FRONTIER CORPORATION COM 35906P105 909 15,500 X 15,500
FRONTIER INS GROUP INC NEW COM 359081106 987 64,200 X 64,200
FROZEN FOOD EXPRESS INDS INC COM 359360104 177 23,200 X 23,200
G & K SVCS INC CL A 361268105 1,461 27,900 X 27,900
GC COS INC COM 36155Q109 379 10,600 X 10,600
GPU INC COM 36225X100 489 11,600 X 11,600
GTE CORP COM 362320103 9,407 124,600 X 124,600
GALEY & LORD INC COM 36352K103 71 16,200 X 16,200
GALLAGHER ARTHUR J & CO COM 363576109 1,470 29,700 X 29,700
GANNETT INC COM 364730101 4,768 66,800 X 66,800
GAP INC DEL COM 364760108 6,823 135,450 X 135,450
GARDNER DENVER INC COM 365558105 355 22,000 X 22,000
GATEWAY INC COM 367626108 833 14,100 X 14,100
GENERAL COMMUNICATION INC CL A 369385109 457 67,200 X 67,200
GENERAL DYNAMICS CORP COM 369550108 785 11,400 X 11,400
GENERAL ELEC CO COM 369604103 36,928 326,800 X 326,800
GENERAL INSTR CORP DEL COM 370120107 650 15,300 X 15,300
GENERAL MLS INC COM 370334104 1,117 13,900 X 13,900
GENERAL MTRS CORP COM 370442105 4,297 65,100 X 65,100
GENERAL SEMICONDUCTOR INC COM 370787103 461 50,500 X 50,500
GENTEX CORP COM 371901109 2,736 97,700 X 97,700
GENESIS HEALTH VENTURES INC COM 371912106 145 48,200 X 48,200
GENESYS TELECOMMUNICATION LABS COM 371931106 350 14,000 X 14,000
GEON CO COM 37246W105 1,022 31,700 X 31,700
GENUINE PARTS CO COM 372460105 1,166 33,300 X 33,300
GEORGIA PAC CORP COM GA PAC GRP 373298108 767 16,200 X 16,200
GERBER SCIENTIFIC INC COM 373730100 686 31,100 X 31,100
GIBSON GREETINGS INC COM 374827103 137 21,600 X 21,600
GILLETTE CO COM 375766102 5,113 124,700 X 124,700
GLOBAL INDL TECHNOLOGIES INC COM 379335102 364 30,200 X 30,200
GOLDEN ST BANCORP INC COM 381197102 340 15,100 X 15,100
GOLDEN WEST FINL CORP DEL COM 381317106 1,274 13,000 X 13,000
GOODRICH B F CO COM 382388106 842 19,800 X 19,800
GOODYEAR TIRE & RUBR CO COM 382550101 829 14,100 X 14,100
GOODYS FAMILY CLOTHING INC COM 382588101 523 45,700 X 45,700
GOTTSCHALKS INC COM 383485109 157 17,200 X 17,200
GRACE W R & CO DEL NEW COM 38388F108 469 24,700 X 24,700
GRACO INC COM 384109104 1,125 38,300 X 38,300
GRAINGER W W INC COM 384802104 463 8,600 X 8,600
GREAT LAKES CHEM CORP COM 390568103 249 5,400 X 5,400
GRIFFON CORP COM 398433102 402 51,400 X 51,400
GUIDANT CORP COM 401698105 1,391 27,200 X 27,200
<PAGE>
GUILFORD MLS INC COM 401794102 428 41,300 X 41,300
GYMBOREE CORP COM 403777105 548 52,200 X 52,200
HCR MANOR CARE INC COM 404134108 242 10,000 X 10,000
HNC SOFTWARE INC COM 40425P107 1,199 38,900 X 38,900
HS RES INC COM 404297103 382 25,900 X 25,900
HA-LO INDS INC COM 404429102 746 75,500 X 75,500
HADCO CORP COM 404681108 1,101 27,700 X 27,700
HAGGAR CORP COM 405173105 137 10,400 X 10,400
HAIN FOOD GROUP INC COM 405219106 342 16,600 X 16,600
HALLIBURTON CO COM 406216101 2,249 49,700 X 49,700
HALTER MARINE GROUP INC COM 40642Y105 262 39,500 X 39,500
HAMBRECHT & QUIST GROUP INC COM 406545103 774 21,000 X 21,000
HANCOCK FABRICS INC COM 409900107 118 26,900 X 26,900
HANGER ORTHOPEDIC GROUP INC COM NEW 41043F208 468 33,000 X 33,000
HARBINGER CORP COM 41145C103 719 57,500 X 57,500
HARCOURT GEN INC COM 41163G101 335 6,500 X 6,500
HARLAND JOHN H CO COM 412693103 1,067 53,500 X 53,500
HARMAN INTL INDS INC COM 413086109 1,276 29,000 X 29,000
HARMON INDS INC NEW COM 413136102 287 14,500 X 14,500
HARRAHS ENTMT INC COM 413619107 203 9,200 X 9,200
HARRIS CORP DEL COM 413875105 286 7,300 X 7,300
HARTFORD FINL SVCS GROUP INC COM 416515104 1,207 20,700 X 20,700
HARTFORD LIFE INC CL A 416592103 526 10,000 X 10,000
HARTMARX CORP COM 417119104 197 47,100 X 47,100
HASBRO INC COM 418056107 494 17,700 X 17,700
HEALTHSOUTH CORP COM 421924101 567 38,100 X 38,100
HEARTLAND EXPRESS INC COM 422347104 668 40,800 X 40,800
HECLA MNG CO COM 422704106 156 75,500 X 75,500
HEINZ H J CO COM 423074103 3,218 64,200 X 64,200
HELIX TECHNOLOGY CORP COM 423319102 728 30,400 X 30,400
HENRY JACK & ASSOC INC COM 426281101 1,374 35,000 X 35,000
HERCULES INC COM 427056106 338 8,600 X 8,600
HERSHEY FOODS CORP COM 427866108 766 12,900 X 12,900
HEWLETT PACKARD CO COM 428236103 10,000 99,500 X 99,500
HILB ROGAL & HAMILTON CO COM 431294107 380 17,000 X 17,000
HILTON HOTELS CORP COM 432848109 333 23,500 X 23,500
HOLLYWOOD PK INC NEW COM 436255103 597 35,100 X 35,100
HOLOGIC INC COM 436440101 103 18,300 X 18,300
HOME DEPOT INC COM 437076102 9,588 148,800 X 148,800
HOMESTAKE MNG CO COM 437614100 156 19,100 X 19,100
HONEYWELL INC COM 438506107 3,708 32,000 X 32,000
HOUSEHOLD INTL INC COM 441815107 2,061 43,500 X 43,500
HUDSON UNITED BANCORP COM 444165104 2,215 70,600 X 70,600
HUFFY CORP COM 444356109 223 15,900 X 15,900
<PAGE>
HUGHES SUPPLY INC COM 444482103 1,291 43,500 X 43,500
HUMANA INC COM 444859102 195 15,100 X 15,100
HUNTINGTON BANCSHARES INC COM 446150104 1,898 54,224 X 54,224
HUTCHINSON TECHNOLOGY INC COM 448407106 746 26,900 X 26,900
HYPERION SOLUTIONS CORP COM 44914M104 727 40,800 X 40,800
IDEC PHARMACEUTICALS CORP COM 449370105 2,096 27,200 X 27,200
IHOP CORP COM 449623107 650 27,000 X 27,000
IMCO RECYCLING INC COM 449681105 493 28,800 X 28,800
IMS HEALTH INC COM 449934108 906 29,000 X 29,000
ITT INDS INC IND COM 450911102 374 9,800 X 9,800
IDEXX LABS INC COM 45168D104 1,224 52,500 X 52,500
IKON OFFICE SOLUTIONS INC COM 451713101 186 12,400 X 12,400
ILLINOIS TOOL WKS INC COM 452308109 1,848 22,600 X 22,600
IMMUNE RESPONSE CORP DEL COM 45252T106 170 31,700 X 31,700
INACOM CORP COM 45323G109 773 61,204 X 61,204
INCO LTD COM 453258402 270 15,000 X 15,000
INCYTE PHARMACEUTICALS INC COM 45337C102 1,134 42,900 X 42,900
INGERSOLL RAND CO COM 456866102 1,545 23,900 X 23,900
INGRAM MICRO INC CL A 457153104 461 17,900 X 17,900
INNOVEX INC COM 457647105 283 20,200 X 20,200
INSIGHT ENTERPRISES INC COM 45765U103 1,252 50,600 X 50,600
INPUT/OUTPUT INC COM 457652105 518 68,500 X 68,500
INSITUFORM TECHNOLOGIES INC CL A 457667103 776 35,900 X 35,900
INSTEEL INDUSTRIES INC COM 45774W108 104 11,600 X 11,600
INSURANCE AUTO AUCTIONS INC COM 457875102 250 15,500 X 15,500
INTEGRATED DEVICE TECHNOLOGY COM 458118106 109 10,000 X 10,000
INTEGRATED HEALTH SVCS INC COM 45812C106 562 70,300 X 70,300
INTEK GLOBAL CORP COM 458134103 27 10,000 X 10,000
INTEL CORP COM 458140100 19,921 334,800 X 334,800
INTER TEL INC COM 458372109 1,024 56,100 X 56,100
INTERFACE INC CL A 458665106 658 76,300 X 76,300
INTERIM SVCS INC COM 45868P100 1,817 88,100 X 88,100
INTERMAGNETICS GEN CORP COM 458771102 136 17,500 X 17,500
INTERMET CORP COM 45881K104 532 35,200 X 35,200
INTERNATIONAL BUSINESS MACHS COM 459200101 22,877 177,000 X 177,000
INTERNATIONAL FLAVORS&FRAGRANC COM 459506101 422 9,600 X 9,600
INTL PAPER CO COM 460146103 1,862 37,056 X 37,056
INTERNATIONAL RECTIFIER CORP COM 460254105 1,168 87,700 X 87,700
INTERPUBLIC GROUP COS INC COM 460690100 2,127 24,550 X 24,550
INTERVOICE INC COM 461142101 907 62,800 X 62,800
INVACARE CORP COM 461203101 1,327 49,600 X 49,600
INVESTMENT TECHNOLOGY GRP NEW COM 46145F105 919 28,600 X 28,600
IONICS INC COM 462218108 788 21,600 X 21,600
ITRON INC COM 465741106 172 20,100 X 20,100
<PAGE>
J & J SNACK FOODS CORP COM 466032109 298 12,400 X 12,400
JLG INDS INC COM 466210101 1,220 59,900 X 59,900
JSB FINANCIAL INC COM 46624M100 666 13,100 X 13,100
JAN BELL MARKETING INC COM 470760109 136 38,800 X 38,800
JEFFERIES GROUP INC NEW COM 472319102 829 28,600 X 28,600
JEFFERSON PILOT CORP COM 475070108 1,099 16,600 X 16,600
JO-ANN STORES INC CL A 47758P109 392 26,100 X 26,100
JOHNSON & JOHNSON COM 478160104 14,328 146,200 X 146,200
JOHNSON CTLS INC COM 478366107 1,102 15,900 X 15,900
JOHNSTON INDS DEL COM 479368102 32 14,700 X 14,700
JONES APPAREL GROUP INC COM 480074103 1,448 42,200 X 42,200
JONES PHARMA INC COM 480236108 1,855 47,100 X 47,100
JUNO LTG INC COM 482047107 622 25,400 X 25,400
JUST FOR FEET INC COM 48213P106 273 42,400 X 42,400
JUSTIN INDS INC COM 482171105 505 36,200 X 36,200
KCS ENERGY INC COM 482434206 25 39,700 X 39,700
KLA-TENCORP CORP COM 482480100 513 7,900 X 7,900
K MART CORP COM 482584109 734 44,500 X 44,500
KN ENERGY INC COM 482620101 337 25,200 X 25,200
K-SWISS INC CL A 482686102 884 19,000 X 19,000
K2 INC COM 482732104 294 32,900 X 32,900
KAMAN CORP CL A 483548103 510 32,500 X 32,500
KANSAS CITY SOUTHN INDS INC COM 485170104 638 10,000 X 10,000
KELLOGG CO COM 487836108 1,208 36,600 X 36,600
KELLSTROM INDS INC COM 488035106 288 15,800 X 15,800
KELLWOOD CO COM 488044108 797 29,400 X 29,400
KEMET CORP COM 488360108 1,438 62,700 X 62,700
KENT ELECTRS CORP COM 490553104 753 38,000 X 38,000
KERR MCGEE CORP COM 492386107 394 7,842 X 7,842
KEYCORP NEW COM 493267108 1,266 39,400 X 39,400
KIMBERLY CLARK CORP COM 494368103 3,027 53,100 X 53,100
KIMCO REALTY CORP COM 49446R109 358 9,000 X 9,000
KINDER MORGAN ENERGY PARTNERS UT LTD PARTNER 494550106 492 13,300 X 13,300
KING WORLD PRODTNS INC COM 495667107 230 6,600 X 6,600
KIRBY CORP COM 497266106 593 28,000 X 28,000
KNIGHT RIDDER INC COM 499040103 1,184 21,500 X 21,500
KOHLS CORP COM 500255104 2,252 29,300 X 29,300
KOMAG INC COM 500453105 392 118,300 X 118,300
KROGER CO COM 501044101 2,352 84,200 X 84,200
KROLL O GARA CO COM 501050108 525 23,800 X 23,800
KRONOS INC COM 501052104 778 17,100 X 17,100
KULICKE & SOFFA INDS INC COM 501242101 853 31,800 X 31,800
LSB INDS INC COM 502160104 26 17,000 X 17,000
LSI LOGIC CORP COM 502161102 586 12,700 X 12,700
<PAGE>
LA Z BOY INC COM 505336107 1,638 71,200 X 71,200
LABOR READY INC COM NEW 505401208 926 28,500 X 28,500
LAIDLAW INC COM 50730K503 218 29,600 X 29,600
LANCASTER COLONY CORP COM 513847103 518 15,000 X 15,000
LANDRYS SEAFOOD RESTAURANTS COM 51508L103 434 54,300 X 54,300
LANDSTAR SYS INC COM 515098101 509 14,100 X 14,100
LASON INC COM 51808R107 1,687 34,000 X 34,000
LATTICE SEMICONDUCTOR CORP COM 518415104 2,104 33,800 X 33,800
LAWSON PRODS INC COM 520776105 365 14,500 X 14,500
LEAP WIRELESS INTL INC COM 521863100 253 12,500 X 12,500
LECHTERS CORP COM 523238103 59 23,500 X 23,500
LEGATO SYS INC COM 524651106 208 3,600 X 3,600
LEGG MASON INC COM 524901105 3,134 81,400 X 81,400
LEHMAN BROS HLDGS INC COM 524908100 659 10,600 X 10,600
LEXMARK INTL GROUP INC CL A 529771107 341 5,200 X 5,200
LIBBEY INC COM 529898108 696 24,000 X 24,000
LILLIAN VERNON CORP COM 532430105 168 12,900 X 12,900
LILLY ELI & CO COM 532457108 8,803 122,900 X 122,900
LILLY INDS INC CL A 532491107 588 31,700 X 31,700
LIMITED INC COM 532716107 899 19,810 X 19,810
LINCARE HLDGS INC COM 532791100 488 19,500 X 19,500
LINCOLN NATL CORP IND COM 534187109 963 18,400 X 18,400
LINDSAY MFG CO COM 535555106 314 17,900 X 17,900
LINEAR TECHNOLOGY CORP COM 535678106 605 9,000 X 9,000
LINENS N THINGS INC COM 535679104 2,533 57,900 X 57,900
LIPOSOME CO INC COM 536310105 989 51,700 X 51,700
LIZ CLAIBORNE INC COM 539320101 745 20,400 X 20,400
LOCKHEED MARTIN CORP COM 539830109 1,311 35,200 X 35,200
LOEWS CORP COM 540424108 815 10,300 X 10,300
LONE STAR INDS INC COM NEW 542290408 1,326 35,300 X 35,300
LOUISIANA PAC CORP COM 546347105 234 9,800 X 9,800
LOWES COS INC COM 548661107 3,629 64,016 X 64,016
LUBYS INC COM 549282101 569 37,900 X 37,900
LUCENT TECHNOLOGIES INC COM 549463107 19,955 295,900 X 295,900
LYDALL INC DEL COM 550819106 346 30,100 X 30,100
MAF BANCORP INC COM 55261R108 822 33,900 X 33,900
MBIA INC COM 55262C100 1,943 30,000 X 30,000
MBNA CORP COM 55262L100 3,577 116,800 X 116,800
MCN ENERGY GROUP INC COM 55267J100 523 25,200 X 25,200
M D C HLDGS INC COM 552676108 533 24,800 X 24,800
MCI WORLDCOM INC COM 55268B106 14,200 165,000 X 165,000
MGIC INVT CORP WIS COM 552848103 1,060 21,800 X 21,800
M S CARRIERS INC COM 553533100 498 16,800 X 16,800
MACDERMID INC COM 554273102 1,590 34,200 X 34,200
<PAGE>
MACROMEDIA INC COM 556100105 1,967 55,800 X 55,800
MAGELLAN HEALTH SVCS INC COM 559079108 551 55,100 X 55,100
MALLINCKRODT INC NEW COM 561232109 782 21,500 X 21,500
MANITOWOC INC COM 563571108 1,449 34,800 X 34,800
MARCUS CORP COM 566330106 501 40,700 X 40,700
MARINER POST-ACUTE NETWORK INC COM 568459101 56 99,600 X 99,600
MARSH & MCLENNAN COS INC COM 571748102 3,345 44,200 X 44,200
MARRIOTT INTL INC NEW CL A 571903202 819 21,900 X 21,900
MARSHALL INDS COM 572393106 1,024 28,500 X 28,500
MASCO CORP COM 574599106 2,853 98,800 X 98,800
MASCOTECH INC COM 574670105 1,094 64,600 X 64,600
MASTECH CORP COM 57632N105 298 16,000 X 16,000
MATERIAL SCIENCIES CORP COM 576674105 333 22,200 X 22,200
MATTEL INC COM 577081102 967 37,000 X 37,000
MAXXIM MED INC COM 57777G105 443 19,000 X 19,000
MAY DEPT STORES CO COM 577778103 1,239 30,300 X 30,300
MAYTAG CORP COM 578592107 3,658 52,400 X 52,400
MCDONALDS CORP COM 580135101 5,017 122,000 X 122,000
MCGRAW HILL COS INC COM 580645109 3,991 74,000 X 74,000
MCKESSON HBOC INC COM 58155Q103 962 29,875 X 29,875
MCWHORTER TECHNOLOGIES INC COM 582803102 205 14,200 X 14,200
MEAD CORP COM 582834107 388 9,300 X 9,300
MEDIAONE GROUP INC COM 58440J104 4,068 54,700 X 54,700
MEDIMMUNE INC COM 584699102 305 4,500 X 4,500
MEDQUIST INC COM 584949101 1,413 32,300 X 32,300
MEDTRONIC INC COM 585055106 3,442 44,200 X 44,200
MELLON BK CORP COM 585509102 3,234 88,900 X 88,900
MENS WEARHOUSE INC COM 587118100 1,510 59,200 X 59,200
MENTOR CORP MINN COM 587188103 615 33,000 X 33,000
MERCANTILE BANCORPORATION INC COM 587342106 811 14,200 X 14,200
MERCANTILE BANKSHARES CORP COM 587405101 920 26,000 X 26,000
MERCK & CO INC COM 589331107 17,979 244,200 X 244,200
MERCURY INTERACTIVE CORP COM 589405109 1,825 51,600 X 51,600
MEREDITH CORP COM 589433101 2,569 74,200 X 74,200
MERRILL CORP COM 590175105 423 29,200 X 29,200
MERRILL LYNCH & CO INC COM 590188108 3,307 41,600 X 41,600
MESA AIR GROUP INC COM 590479101 292 38,900 X 38,900
METAMOR WORLDWIDE INC COM 59133P100 337 14,000 X 14,000
METHODE ELECTRS INC CL A 591520200 1,105 48,300 X 48,300
METRIS COS INC COM 591598107 350 8,600 X 8,600
METRO NETWORKS INC COM 591918107 1,185 22,200 X 22,200
MICHAEL FOOD INC NEW COM 594079105 677 28,800 X 28,800
MICHAELS STORES INC COM 594087108 1,299 42,400 X 42,400
MICREL INC COM 594793101 2,005 27,100 X 27,100
<PAGE>
MICROS SYS INC COM 594901100 1,108 32,600 X 32,600
MICROSOFT CORP COM 594918104 43,416 481,400 X 481,400
MICROAGE INC COM 594928103 198 52,000 X 52,000
MICROCHIP TECHNOLOGY INC COM 595017104 569 12,000 X 12,000
MICRON TECHNOLOGY INC COM 595112103 2,037 50,300 X 50,300
MIDWAY GAMES INC COM 598148104 647 50,000 X 50,000
MILLER HERMAN INC COM 600544100 420 20,000 X 20,000
MINNESOTA MNG & MFG CO COM 604059105 3,147 36,200 X 36,200
MIRAGE RESORTS INC COM 60462E104 273 16,300 X 16,300
MISSISSIPPI CHEM CORP COM NEW 605288208 446 45,500 X 45,500
MOBIL CORP COM 607059102 9,095 92,100 X 92,100
MODIS PROFESSIONAL SVCS INC COM 607830106 136 10,000 X 10,000
MOHAWK INDS INC COM 608190104 665 21,900 X 21,900
MOLECULAR BIOSYSTEMS INC COM 608513107 62 25,400 X 25,400
MONSANTO CO COM 611662107 2,156 54,500 X 54,500
MORGAN J P & CO INC COM 616880100 2,220 15,800 X 15,800
MORGAN STANLEY DEAN WITTER&CO COM NEW 617446448 6,937 67,600 X 67,600
MORRISON KNUDSEN CORP NEW COM 61844A109 748 72,500 X 72,500
MOTOROLA INC COM 620076109 5,126 54,100 X 54,100
MUELLER INDS INC COM 624756102 1,649 48,600 X 48,600
MUTUAL RISK MGMT LTD COM 628351108 1,979 59,300 X 59,300
MYERS INDS INC COM 628464109 498 24,900 X 24,900
MYLAN LABS INC COM 628530107 477 18,000 X 18,000
NBTY INC COM 628782104 632 97,300 X 97,300
NCS HEALTHCARE INC CL A 628874109 146 26,800 X 26,800
NFO WORLDWIDE INC COM 62910N108 507 36,200 X 36,200
NVR INC COM 62944T105 376 7,200 X 7,200
NABISCO GROUP HLDG CORP COM 62952P102 573 29,300 X 29,300
NALCO CHEM CO COM 629853102 306 5,900 X 5,900
NASH FINCH CO COM 631158102 156 15,500 X 15,500
NATIONAL CITY CORP COM 635405103 1,952 29,800 X 29,800
NATIONAL COMPUTER SYS INC COM 635519101 1,671 49,500 X 49,500
NATIONAL DATA CORP COM 635621105 1,954 45,700 X 45,700
NATIONAL INSTRS CORP COM 636518102 1,801 44,600 X 44,600
NATIONAL PRESTO INDS INC COM 637215104 386 10,100 X 10,100
NATIONAL SEMICONDUCTOR CORP COM 637640103 380 15,000 X 15,000
NATIONWIDE FINL SVCS INC CL A 638612101 534 11,800 X 11,800
NATURES SUNSHINE PRODUCTS INC COM 639027101 336 32,000 X 32,000
NAUTICA ENTERPRISES INC COM 639089101 1,790 106,100 X 106,100
NAVISTAR INTL CORP NEW COM 63934E108 345 6,900 X 6,900
NELSON THOMAS INC COM 640376109 220 19,800 X 19,800
NETWORKS ASSOCS INC COM 640938106 229 15,600 X 15,600
NETWORK EQUIP TECHNOLOGIES COM 641208103 403 40,800 X 40,800
NEW CENTURY ENERGIES INC COM 64352U103 392 10,100 X 10,100
<PAGE>
NEW ENGLAND BUSINESS SVC INC COM 643872104 608 19,700 X 19,700
NEW JERSEY RES COM 646025106 1,108 29,600 X 29,600
NEW YORK TIMES CO CL A 650111107 607 16,500 X 16,500
NEWELL RUBBERMAID INC COM 651229106 1,179 25,420 X 25,420
NEWFIELD EXPL CO COM 651290108 1,561 54,900 X 54,900
NEWMONT MINING CORP COM 651639106 300 15,100 X 15,100
NEXTEL COMMUNICATIONS INC CL A 65332V103 1,295 25,800 X 25,800
NIAGARA MOHAWK HLDGS INC COM 653520106 273 17,000 X 17,000
NIKE INC CL B 654106103 2,186 34,500 X 34,500
99 CENTS ONLY STORES COM 65440K106 390 7,812 X 7,812
NORDSTROM INC COM 655664100 429 12,800 X 12,800
NORFOLK SOUTHERN CORP COM 655844108 1,160 38,500 X 38,500
NORRELL CORP GA COM 656301108 681 36,200 X 36,200
NORTEL NETWORKS CORP COM 656569100 5,495 63,300 X 63,300
NORTH AMERN VACCINE INC COM 657201109 215 44,100 X 44,100
NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 664785102 295 9,500 X 9,500
NORTHN STS PWR CO MINN COM 665772109 847 35,000 X 35,000
NORTHERN TR CORP COM 665859104 980 10,100 X 10,100
NORTHROP GRUMMAN CORP COM 666807102 915 13,800 X 13,800
NORTHWEST NAT GAS CO COM 667655104 1,163 48,200 X 48,200
NOVELL INC COM 670006105 845 31,900 X 31,900
NOVELLUS SYS INC COM 670008101 3,201 46,900 X 46,900
NOVEN PHARMACEUTICALS INC COM 670009109 177 29,300 X 29,300
NUCOR CORP COM 670346105 375 7,900 X 7,900
OM GROUP INC COM 670872100 1,111 32,200 X 32,200
OAK INDS INC COM NEW 671400505 1,035 23,600 X 23,600
OAKWOOD HOMES CORP COM 674098108 934 71,200 X 71,200
OCCIDENTAL PETE CORP DEL COM 674599105 1,208 57,200 X 57,200
OCEANEERING INTL INC COM 675232102 603 37,400 X 37,400
OCULAR SCIENCES INC COM 675744106 243 14,000 X 14,000
OFFICE DEPOT INC COM 676220106 463 21,000 X 21,000
OFFSHORE LOGISTICS INC COM 676255102 325 29,200 X 29,200
OMNICOM GROUP INC COM 681919106 1,224 15,300 X 15,300
ON ASSIGNMENT INC COM 682159108 392 15,000 X 15,000
ORACLE CORP COM 68389X105 6,220 167,550 X 167,550
ORANGE & ROCKLAND UTILS INC COM 684065105 1,057 18,100 X 18,100
ORBITAL SCIENCES CORP COM 685564106 1,186 50,200 X 50,200
ORGANOGENESIS INC COM 685906109 377 40,200 X 40,200
O REILLY AUTOMOTIVE INC COM 686091109 1,713 34,000 X 34,000
ORION CAP CORP COM 686268103 1,518 42,300 X 42,300
ORTHODONTIC CTRS AMER INC COM 68750P103 1,220 86,400 X 86,400
OSHKOSH B GOSH INC CL A 688222207 522 24,700 X 24,700
O SULLIVAN CORP COM 688605104 261 21,400 X 21,400
OUTBACK STEAKHOUSE INC COM 689899102 1,140 29,000 X 29,000
<PAGE>
OWENS CORNING COM 69073F103 1,090 31,700 X 31,700
OWENS & MINOR INC NEW COM 690732102 487 44,300 X 44,300
OWENS ILL INC COM NEW 690768403 461 14,100 X 14,100
OXFORD INDS INC COM 691497309 314 11,100 X 11,100
P-COM INC COM 693262107 312 59,600 X 59,600
PECO ENERGY CO COM 693304107 850 20,300 X 20,300
PG&E CORP COM 69331C108 1,119 34,500 X 34,500
PE CORP COM PE BIO GRP 69332S102 516 4,500 X 4,500
PNC BK CORP COM 693475105 1,567 27,200 X 27,200
P P & L RES INC COM 693499105 437 14,200 X 14,200
PPG INDS INC COM 693506107 2,197 37,200 X 37,200
PACCAR INC COM 693718108 1,110 20,800 X 20,800
PACIFIC SUNWEAR CALIF INC COM 694873100 1,572 64,500 X 64,500
PACIFICARE HEALTH SYS DEL CL A 695112102 432 6,000 X 6,000
PACIFICORP COM 695114108 494 26,900 X 26,900
PALL CORP COM 696429307 779 35,100 X 35,100
PANERA BREAD CO CL A 69840W108 105 16,400 X 16,400
PARAMETRIC TECHNOLOGY CORP COM 699173100 336 24,200 X 24,200
PAREXEL INTL CORP COM 699462107 449 33,700 X 33,700
PARK ELECTROCHEMICAL CORP COM 700416209 414 14,400 X 14,400
PARKER HANNIFIN CORP COM 701094104 453 9,900 X 9,900
PATTERSON DENTAL CO COM 703412106 2,109 60,700 X 60,700
PAXAR CORP COM 704227107 578 65,100 X 65,100
PAYCHEX INC COM 704326107 708 22,200 X 22,200
PAYLESS SHOESOURCE INC COM 704379106 925 17,288 X 17,288
PEDIATRIX MED GROUP COM 705324101 436 20,500 X 20,500
PENFORD CORP COM 707051108 163 10,000 X 10,000
PENNEY J C INC COM 708160106 1,117 23,000 X 23,000
PENNSYLVANIA ENTERPRISES INC COM 708720107 423 13,800 X 13,800
PEOPLES HERITAGE FINL GROUP COM 711147108 263 14,000 X 14,000
PEOPLESOFT INC COM 712713106 436 25,300 X 25,300
PEPSICO INC COM 713448108 5,149 133,100 X 133,100
PETSMART INC COM 716768106 103 10,000 X 10,000
PHARMACIA & UPJOHN INC COM 716941109 2,886 50,800 X 50,800
PFIZER INC COM 717081103 13,843 127,000 X 127,000
PHARMACEUTICAL PROD DEV INC COM 717124101 1,007 36,800 X 36,800
PHARMACEUTICAL RES INC COM 717125108 135 15,577 X 15,577
PHELPS DODGE CORP COM 717265102 328 5,300 X 5,300
PHILADELPHIA SUBN CORP COM PAR $0.50 718009608 1,269 55,013 X 55,013
PHILIP MORRIS COS INC COM 718154107 8,817 219,400 X 219,400
PHILLIPS PETE CO COM 718507106 1,157 23,000 X 23,000
PHILLIPS VAN HEUSEN CORP COM 718592108 472 47,200 X 47,200
PHYCOR INC COM 71940F100 1,015 137,100 X 137,100
PHOTRONICS INC COM 719405102 924 37,700 X 37,700
<PAGE>
PICTURETEL CORP COM NEW 720035302 421 52,600 X 52,600
PIEDMONT NAT GAS INC COM 720186105 1,457 46,800 X 46,800
PIER 1 IMPORTS INC COM 720279108 1,739 154,587 X 154,587
PILGRIMS PRIDE CORP CL B 721467108 390 13,000 X 13,000
PILLOWTEX CORP COM 721501104 316 19,400 X 19,400
PINNACLE SYS INC COM 723481107 404 12,000 X 12,000
PIONEER GROUP INC COM 723684106 602 34,900 X 34,900
PIONEER HI BRED INTL INC COM 723686101 845 21,700 X 21,700
PIONEER STD ELECTRS INC COM 723877106 546 45,500 X 45,500
PITNEY BOWES INC COM 724479100 3,823 59,500 X 59,500
PITTSTON CO COM BAX GROUP 725701882 260 27,400 X 27,400
PLACER DOME INC COM 725906101 1,469 125,010 X 125,010
PLAINS RES INC COM PAR $0.10 726540503 439 23,100 X 23,100
PLANTRONICS INC NEW COM 727493108 1,739 26,700 X 26,700
PLAYERS INTL INC COM 727903106 314 43,700 X 43,700
PLEXUS CORP COM 729132100 919 30,500 X 30,500
POGO PRODUCING CO COM 730448107 1,015 54,500 X 54,500
POLARIS INDS INC COM 731068102 1,518 34,900 X 34,900
POOL ENERGY SVCS CO COM 732788104 682 33,600 X 33,600
POPE & TALBOT INC COM 732827100 223 18,500 X 18,500
POWERWAVE TECHNOLOGIES INC COM 739363109 377 11,700 X 11,700
PREMIER BANCSHARES INC GA COM 739909109 619 33,800 X 33,800
PRAXAIR INC COM 74005P104 1,189 24,300 X 24,300
PRE PAID LEGAL SVCS INC COM 740065107 1,245 45,900 X 45,900
PREMARK INTL INC COM 740459102 544 14,500 X 14,500
PRIME MED SVCS INC NEW COM 74156D108 290 39,300 X 39,300
PRIMARK CORP COM 741903108 811 28,900 X 28,900
PRIME HOSPITALITY CORP COM 741917108 952 79,300 X 79,300
PRIDE INTL INC COM 741932107 726 68,700 X 68,700
PRIORITY HEALTHCARE CORP CL B 74264T102 869 25,200 X 25,200
PROCTER & GAMBLE CO COM 742718109 11,611 130,100 X 130,100
PROFIT RECOVERY GROUP INTL INC COM 743168106 1,495 31,600 X 31,600
PROGRESS SOFTWARE CORP COM 743312100 647 22,900 X 22,900
PROGRESSIVE CORP OHIO COM 743315103 957 6,600 X 6,600
PROTEIN DESIGN LABS INC COM 74369L103 559 25,200 X 25,200
PROVIDENT BANKSHARES CORP COM 743859100 806 34,650 X 34,650
PROVIDENT COS INC COM 743862104 488 12,200 X 12,200
PROVIDIAN FINL CORP COM 74406A102 1,660 17,800 X 17,800
PUBLIC SVC CO N C INC COM 744516105 810 27,700 X 27,700
PUBLIC SVC ENTERPRISE GROUP COM 744573106 1,416 34,700 X 34,700
PUGET SOUND ENERGY INC COM 745332106 751 31,300 X 31,300
PULTE CORP COM 745867101 551 23,900 X 23,900
QUAKER CHEM CORP COM 747316107 197 12,100 X 12,100
QUAKER OATS CO COM 747402105 816 12,300 X 12,300
<PAGE>
QUALCOMM INC COM 747525103 3,760 26,200 X 26,200
QUANEX CORP COM 747620102 656 23,000 X 23,000
QUEENS CNTY BANCORP INC COM 748242104 1,259 38,900 X 38,900
QUIKSILVER INC COM 74838C106 391 15,000 X 15,000
QUINTILES TRANSNATIONAL CORP COM 748767100 282 6,721 X 6,721
RTI INTL METALS INC COM 74973W107 410 27,900 X 27,900
RADIAN GROUP INC COM 750236101 2,089 42,806 X 42,806
RAILTEX INC COM 750766107 296 21,300 X 21,300
RALCORP HLDGS INC NEW COM 751028101 685 42,500 X 42,500
RALSTON PURINA CO COM RAL-PUR GP 751277302 822 27,000 X 27,000
RATIONAL SOFTWARE CORP COM NEW 75409P202 343 10,400 X 10,400
RAYCHEM CORP DEL COM 754603108 363 9,800 X 9,800
RAYMOND JAMES FINANCIAL INC COM 754730109 1,572 65,500 X 65,500
RAYTHEON CO CL B 755111408 2,143 30,400 X 30,400
READ-RITE CORP COM 755246105 507 81,800 X 81,800
REGAL BELOIT CORP COM 758750103 888 37,600 X 37,600
REGENERON PHARMACEUTICALS COM 75886F107 332 42,500 X 42,500
REGIS CORP MINN COM 758932107 936 48,800 X 48,800
REGIONS FINL CORP COM 758940100 1,268 33,000 X 33,000
RELIANCE STEEL & ALUMINUM CO COM 759509102 987 25,300 X 25,300
RELIANT ENERGY INC COM 75952J108 1,906 69,000 X 69,000
REMINGTON OIL & GAS CORP COM 759594302 138 28,400 X 28,400
RENAL CARE GROUP INC COM 759930100 1,475 57,000 X 57,000
REPUBLIC GROUP INC COM 760473108 290 16,100 X 16,100
REPUBLIC N Y CORP COM 760719104 661 9,700 X 9,700
RESMED INC COM 761152107 365 11,000 X 11,000
RESOURCE BANCSHARES MTG GROUP COM 761197102 232 22,600 X 22,600
RESPIRONICS INC COM 761230101 786 52,000 X 52,000
REYNOLDS & REYNOLDS CO CL A 761695105 560 24,000 X 24,000
REYNOLDS METALS CO COM 761763101 348 5,900 X 5,900
REYNOLDS R J TOB HLDGS INC COM 76182K105 310 9,767 X 9,767
RICHFOOD HLDGS INC COM 763408101 1,142 64,800 X 64,800
RIGGS NATL CORP WASH DC COM 766570105 843 41,000 X 41,000
RITE AID CORP COM 767754104 574 23,300 X 23,300
ROBBINS & MYERS INC COM 770196103 431 19,300 X 19,300
ROBERT HALF INTL INC COM 770323103 258 10,000 X 10,000
ROBERTS PHARMACEUTICAL CORP COM 770491108 1,265 52,700 X 52,700
ROCHESTER GAS & ELEC CORP COM 771367109 300 11,300 X 11,300
ROCKWELL INTL CORP NEW COM 773903109 1,045 17,200 X 17,200
ROHM & HAAS CO COM 775371107 817 19,057 X 19,057
ROLLINS TRUCK LEASING CORP COM 775741101 1,356 121,900 X 121,900
ROPER INDS INC NEW COM 776696106 1,315 41,100 X 41,100
ROSLYN BANCORP INC COM 778162107 303 17,600 X 17,600
ROSS STORES INC COM 778296103 1,144 22,700 X 22,700
<PAGE>
ROYAL APPLIANCE MFG CO COM 780076105 188 27,100 X 27,100
ROYAL DUTCH PETE CO NY REG GLD1.25 780257804 13,092 217,300 X 217,300
RUBY TUESDAY INC COM 781182100 844 44,400 X 44,400
RURAL / METRO CORP COM 781748108 274 28,500 X 28,500
RUSS BERRIE & CO COM 782233100 747 30,200 X 30,200
RYANS FAMILY STEAK HOUSE INC COM 783519101 913 78,500 X 78,500
RYLAND GROUP INC COM 783764103 597 20,100 X 20,100
SBC COMMUNICATIONS INC COM 78387G103 11,385 196,300 X 196,300
SEI INVESTMENTS CO COM 784117103 2,374 26,900 X 26,900
SLM HLDG CORP COM 78442A109 1,374 30,000 X 30,000
SLI INC COM 78442T108 664 24,600 X 24,600
SPDR TR UNIT SER 1 78462F103 17,057 124,500 X 124,500
SPS TECHNOLOGIES INC COM 784626103 904 24,100 X 24,100
S3 INC COM 784849101 637 70,000 X 70,000
SAFECO CORP COM 786429100 543 12,300 X 12,300
SAFESKIN CORP COM 786454108 1,195 99,600 X 99,600
SAFEWAY INC COM NEW 786514208 3,425 69,200 X 69,200
ST JOHN KNITS INC COM 790289102 655 22,400 X 22,400
ST JUDE MED INC COM 790849103 271 7,600 X 7,600
ST MARY LD & EXPL CO COM 792228108 411 20,000 X 20,000
ST PAUL BANCORP INC COM 792848103 1,408 55,200 X 55,200
ST PAUL COS INC COM 792860108 681 21,400 X 21,400
SAKS INC COM 79377W108 289 10,000 X 10,000
SANMINA CORP COM 800907107 531 7,000 X 7,000
SANTA FE SNYDER CORP COM 80218K105 1,600 200,000 X 200,000
SARA LEE CORP COM 803111103 2,341 103,200 X 103,200
SCHERING PLOUGH CORP COM 806605101 11,760 224,000 X 224,000
SCHLUMBERGER LTD COM 806857108 3,140 49,300 X 49,300
SCHWAB CHARLES CORP NEW COM 808513105 3,935 36,100 X 36,100
SCHWEITZER-MAUDUIT INTL INC COM 808541106 330 22,000 X 22,000
SCIENTIFIC ATLANTA INC COM 808655104 256 7,100 X 7,100
SCOTT TECHNOLOGIES INC COM 810022301 489 25,400 X 25,400
SCOTTS CO CL A 810186106 1,186 24,900 X 24,900
SEAGATE TECHNOLOGY COM 811804103 1,004 39,200 X 39,200
SEAGRAM LTD COM 811850106 1,582 31,400 X 31,400
SEACOR SMIT INC COM 811904101 952 17,800 X 17,800
SEALED AIR CORP NEW COM 81211K100 493 7,600 X 7,600
SEALED AIR CORP NEW PFD CV A $2 81211K209 246 3,942 X 3,942
SEARS ROEBUCK & CO COM 812387108 1,987 44,600 X 44,600
SECURITY DYNAMICS TECHNOLOGIES COM 814208104 1,063 50,000 X 50,000
SEITEL INC COM NEW 816074306 499 30,800 X 30,800
SELECTIVE INS GROUP INC COM 816300107 738 38,700 X 38,700
SEMPRA ENERGY COM 816851109 491 21,700 X 21,700
SERVICE CORP INTL COM 817565104 1,398 72,600 X 72,600
<PAGE>
SERVICE EXPERTS INC COM 817567100 505 23,100 X 23,100
SERVICEMASTER CO COM 81760N109 489 26,100 X 26,100
SHERWIN WILLIAMS CO COM 824348106 935 33,700 X 33,700
SHOPKO STORES INC COM 824911101 1,296 35,500 X 35,500
SHOREWOOD PACKAGING CORP COM 825229107 684 37,100 X 37,100
SIERRA HEALTH SVCS INC COM 826322109 764 52,900 X 52,900
SIERRA PAC RES COM 826425100 1,531 42,100 X 42,100
SIGMA ALDRICH CORP COM 826552101 830 24,100 X 24,100
SILICON GRAPHICS INC COM 827056102 277 16,900 X 16,900
SILICON VY BANCSHARES COM 827064106 834 33,700 X 33,700
SILICON VY GROUP INC COM 827066101 753 44,800 X 44,800
SIMPSON INDS INC COM 829060102 361 35,200 X 35,200
SIMPSON MANUFACTURING CO INC COM 829073105 656 13,800 X 13,800
SKYLINE CORP COM 830830105 363 12,400 X 12,400
SKYWEST INC COM 830879102 910 36,500 X 36,500
SMITH A O COM 831865209 888 31,700 X 31,700
SMITHFIELD FOODS INC COM 832248108 2,364 70,700 X 70,700
SNYDER COMMUNICATIONS INC COM 832914105 1,107 33,800 X 33,800
SNAP ON INC COM 833034101 217 6,000 X 6,000
SOLA INTL INC COM 834092108 659 33,900 X 33,900
SOLECTRON CORP COM 834182107 1,961 29,400 X 29,400
SONAT INC COM 835415100 331 10,000 X 10,000
SONIC CORP COM 835451105 1,083 33,200 X 33,200
SOUTHERN CO COM 842587107 1,667 62,900 X 62,900
SOUTHERN ENERGY HOMES INC COM 842814105 94 17,700 X 17,700
SOUTHTRUST CORP COM 844730101 583 15,200 X 15,200
SOUTHWEST AIRLS CO COM 844741108 1,220 39,200 X 39,200
SOUTHWEST GAS CORP COM 844895102 1,463 51,100 X 51,100
SOUTHWESTERN ENERGY CO COM 845467109 468 44,300 X 44,300
SOVEREIGN BANCORP INC COM 845905108 470 38,800 X 38,800
SPACELABS MED INC COM 846247104 372 19,700 X 19,700
SPARTAN MTRS INC COM 846819100 99 17,200 X 17,200
SPEEDFAM-IPEC INC COM 847705100 377 23,500 X 23,500
SPORTS AUTH INC COM 849176102 193 43,500 X 43,500
SPRINT CORP COM FON GROUP 852061100 4,123 77,800 X 77,800
SPRINT CORP PCS COM SER 1 852061506 1,944 34,100 X 34,100
STANDARD MICROSYSTEMS CORP COM 853626109 160 21,100 X 21,100
STANDARD MTR PRODS INC COM 853666105 441 18,000 X 18,000
STANDARD PAC CORP NEW COM 85375C101 530 40,800 X 40,800
STANDARD PRODS CO COM 853836104 559 21,800 X 21,800
STANDEX INTL CORP COM 854231107 476 17,400 X 17,400
STANLEY WKS COM 854616109 261 8,100 X 8,100
STAPLES INC COM 855030102 1,661 53,700 X 53,700
STATE STR CORP COM 857477103 1,238 14,500 X 14,500
<PAGE>
STEEL TECHNOLOGIES INC COM 858147101 144 15,300 X 15,300
STEIN MART INC COM 858375108 675 72,000 X 72,000
STERIS CORP COM 859152100 360 18,600 X 18,600
STILLWATER MNG CO COM 86074Q102 2,451 75,400 X 75,400
STONE & WEBSTER INC COM 861572105 586 22,000 X 22,000
STONE ENERGY CORP COM 861642106 869 20,500 X 20,500
STRIDE RITE CORP COM 863314100 648 62,800 X 62,800
STURM RUGER & CO INC COM 864159108 394 36,900 X 36,900
SUIZA FOODS CORP COM 865077101 1,198 28,600 X 28,600
SUMMIT BANCORP COM 866005101 652 15,600 X 15,600
SUMMIT TECHNOLOGY INC COM 86627E101 944 42,900 X 42,900
SUN MICROSYSTEMS INC COM 866810104 6,116 88,800 X 88,800
SUNOCO INC COM 86764P109 1,189 39,400 X 39,400
SUNRISE MED INC COM 867910101 308 43,200 X 43,200
SUNTRUST BKS INC COM 867914103 1,312 18,900 X 18,900
SUPERIOR SVCS INC COM 868316100 1,180 44,200 X 44,200
SUPERIOR TELECOM INC COM 868365107 250 10,000 X 10,000
SUPERVALU INC COM 868536103 2,543 98,300 X 98,300
SUSQUEHANNA BANCSHARES INC PA COM 869099101 814 46,000 X 46,000
SWISS ARMY BRANDS INC COM 870827102 100 11,300 X 11,300
SYMANTEC CORP COM 871503108 485 19,000 X 19,000
SYMMETRICOM INC COM 871543104 167 20,500 X 20,500
SYNCOR INTL CORP DEL COM 87157J106 544 15,100 X 15,100
SYNOPSYS INC COM 871607107 552 10,000 X 10,000
SYNOVUS FINL CORP COM 87161C105 479 24,100 X 24,100
SYSCO CORP COM 871829107 960 32,200 X 32,200
SYSTEM SOFTWARE ASSOC INC COM 871839106 108 65,200 X 65,200
TBC CORP COM 872180104 290 41,000 X 41,000
TCBY ENTERPRISES INC COM 872245105 194 31,700 X 31,700
TCSI CORP COM 87233R106 78 30,600 X 30,600
TJ INTL INC COM 872534102 663 21,400 X 21,400
TJX COS INC NEW COM 872540109 4,347 130,500 X 130,500
TNP ENTERPRISES INC COM 872594106 660 18,200 X 18,200
TRW INC COM 872649108 593 10,800 X 10,800
TV GUIDE INC CL A 87307Q109 256 7,000 X 7,000
TACO CABANA INC COM 873425102 188 18,500 X 18,500
TALK COM INC COM 874264104 1,051 93,400 X 93,400
TANDY CORP COM 875382103 890 18,200 X 18,200
TECH DATA CORP COM 878237106 1,052 27,500 X 27,500
TECHNE CORP COM 878377100 282 11,100 X 11,100
TECHNITROL INC COM 878555101 716 22,200 X 22,200
TECHNOLOGY SOLUTIONS CO COM 87872T108 606 56,000 X 56,000
TELLABS INC COM 879664100 4,574 67,700 X 67,700
TELXON CORP COM 879700102 175 22,100 X 22,100
<PAGE>
TEMPLE INLAND INC COM 879868107 350 5,100 X 5,100
TENET HEALTHCARE CORP COM 88033G100 518 27,900 X 27,900
TENNECO INC NEW COM 88037E101 494 20,700 X 20,700
TETRA TECHNOLOGIES INC DEL COM 88162F105 276 29,100 X 29,100
TETRA TECH INC NEW COM 88162G103 965 58,515 X 58,515
TEXACO INC COM 881694103 5,951 95,400 X 95,400
TEXAS INDS INC COM 882491103 1,116 28,800 X 28,800
TEXAS INSTRS INC COM 882508104 5,069 35,200 X 35,200
TEXAS UTILS CO COM 882848104 1,061 25,600 X 25,600
TEXTRON INC COM 883203101 1,432 17,400 X 17,400
THERMO ELECTRON CORP COM 883556102 289 14,400 X 14,400
THOMAS & BETTS CORP COM 884315102 246 5,200 X 5,200
THOMAS INDS INC COM 884425109 445 21,700 X 21,700
THOR INDS INC COM 885160101 477 16,800 X 16,800
3COM CORP COM 885535104 865 32,400 X 32,400
THREE FIVE SYS INC COM 88554L108 149 10,800 X 10,800
TIDEWATER INC COM 886423102 802 26,300 X 26,300
TIMBERLAND CO CL A 887100105 1,790 26,300 X 26,300
TIME WARNER INC COM 887315109 7,923 109,100 X 109,100
TIMES MIRROR CO NEW COM SER A 887364107 438 7,400 X 7,400
TITAN INTL INC ILL COM 88830M102 342 28,800 X 28,800
TOLL BROTHERS INC COM 889478103 1,267 59,100 X 59,100
TORCHMARK CORP COM 891027104 945 27,700 X 27,700
TORO CO COM 891092108 827 21,000 X 21,000
TOTAL RENAL CARE HLDGS INC COM 89151A107 342 22,000 X 22,000
TOWER AUTOMOTIVE INC COM 891707101 2,363 92,900 X 92,900
TOYS R US INC COM 892335100 470 22,700 X 22,700
TRANSAMERICA CORP COM 893485102 1,080 14,400 X 14,400
TREDEGAR CORP COM 894650100 1,121 49,800 X 49,800
TRENWICK GROUP INC COM 895290104 446 18,100 X 18,100
TRIARC COS INC CL A 895927101 716 33,700 X 33,700
TRICON GLOBAL RESTAURANTS COM 895953107 980 18,100 X 18,100
TRIBUNE CO NEW COM 896047107 2,675 30,700 X 30,700
TRIMBLE NAVIGATION LTD COM 896239100 386 30,000 X 30,000
TRUE NORTH COMMUNICATIONS INC COM 897844106 1,821 61,200 X 61,200
TRUSTCO BK CORP N Y COM 898349105 970 36,100 X 36,100
TUBOSCOPE INC COM 898600101 794 58,000 X 58,000
TYCO INTL LTD NEW COM 902124106 7,050 74,409 X 74,409
UGI CORP NEW COM 902681105 299 14,800 X 14,800
UST CORP COM 902900109 1,764 58,300 X 58,300
USX MARATHON GROUP COM NEW 902905827 1,895 58,200 X 58,200
UST INC COM 902911106 961 32,800 X 32,800
USA DETERGENTS INC COM 902938109 115 18,900 X 18,900
US BANCORP DEL COM 902973106 2,199 65,900 X 65,900
<PAGE>
U S LIQUIDS INC COM 902974104 342 16,400 X 16,400
UNUM CORP COM 903192102 684 12,500 X 12,500
URS CORP NEW COM 903236107 270 9,200 X 9,200
U S G CORP COM NEW 903293405 280 5,000 X 5,000
USX-U S STL COM 90337T101 216 8,000 X 8,000
ULTRATECH STEPPER INC COM 904034105 599 39,800 X 39,800
UNILEVER N V N Y SHS NEW 904784709 3,600 51,607 X 51,607
UNICOM CORP COM 904911104 756 19,600 X 19,600
UNION CARBIDE CORP COM 905581104 585 12,000 X 12,000
UNION PAC CORP COM 907818108 1,300 22,300 X 22,300
UNION PAC RES GROUP INC COM 907834105 369 22,600 X 22,600
UNION PLANTERS CORP COM 908068109 759 16,975 X 16,975
UNISYS CORP COM 909214108 896 23,000 X 23,000
UNITED BANKSHARES INC WEST VA COM 909907107 1,558 58,800 X 58,800
UNITED HEALTHCARE CORP COM 910581107 1,058 16,900 X 16,900
UNITED ILLUM CO COM 910637107 815 19,200 X 19,200
UNITED NAT FOODS INC COM 911163103 495 20,000 X 20,000
U S BIOSCIENCE INC COM PAR $0.01 911646206 326 33,400 X 33,400
US AIRWAYS GROUP INC COM 911905107 344 7,900 X 7,900
U S HOME CORP NEW COM 911920106 643 18,100 X 18,100
U S WEST INC NEW COM 91273H101 3,243 55,200 X 55,200
U S TR CORP NEW COM 91288L105 2,340 25,300 X 25,300
UNITED TECHNOLOGIES CORP COM 913017109 6,869 95,400 X 95,400
UNITED WTR RES INC COM 913190104 1,155 50,900 X 50,900
UNITRODE CORP COM 913283107 1,236 43,100 X 43,100
UNIVERSAL FST PRODS INC COM 913543104 694 32,300 X 32,300
UNIVERSAL HLTH SVCS INC CL B 913903100 2,636 55,200 X 55,200
UNOCAL CORP COM 915289102 864 21,800 X 21,800
USFREIGHTWAYS CORP COM 916906100 2,209 47,700 X 47,700
UTILICORP UTD INC COM 918005109 248 10,200 X 10,200
V F CORP COM 918204108 466 10,900 X 10,900
VALASSIS COMMUNICATIONS INC COM 918866104 3,247 88,650 X 88,650
VALENCE TECHNOLOGY INC COM 918914102 264 35,800 X 35,800
VALMONT INDS INC COM 920253101 581 34,100 X 34,100
VANTIVE CORP COM 922091103 407 35,600 X 35,600
VARCO INTL INC COM 922126107 443 41,000 X 41,000
VARIAN MED SYS INC COM 92220P105 1,030 40,800 X 40,800
VERITAS DGC INC COM 92343P107 225 12,300 X 12,300
VERTEX PHARMACEUTICALS INC COM 92532F100 830 34,400 X 34,400
VIACOM INC CL B 925524308 2,807 63,800 X 63,800
VICOR CORP COM 925815102 1,430 67,500 X 67,500
VINTAGE PETE INC COM 927460105 1,131 105,200 X 105,200
VISIO CORP COM 927914101 982 25,800 X 25,800
VISX INC DEL COM 92844S105 412 5,200 X 5,200
<PAGE>
VITAL SIGNS INC COM 928469105 347 17,400 X 17,400
VITESSE SEMICONDUCTOR CORP COM 928497106 1,012 15,000 X 15,000
VOLT INFORMATION SCIENCES INC COM 928703107 469 20,500 X 20,500
WD-40 CO COM 929236107 535 21,400 X 21,400
WHX CORP COM 929248102 156 23,800 X 23,800
WICOR INC COM 929253102 1,416 50,700 X 50,700
WABASH NATL CORP COM 929566107 899 46,400 X 46,400
WACHOVIA CORP COM 929771103 2,079 24,300 X 24,300
WAL MART STORES INC COM 931142103 19,976 414,000 X 414,000
WALGREEN CO COM 931422109 2,644 90,000 X 90,000
WALL DATA INC COM 932045107 166 17,400 X 17,400
WARNACO GROUP INC CL A 934390105 463 17,300 X 17,300
WARNER LAMBERT CO COM 934488107 6,823 98,700 X 98,700
WASHINGTON MUT INC COM 939322103 1,245 35,000 X 35,000
WASTE MGMT INC DEL COM 94106L109 3,338 62,100 X 62,100
WATERS CORP COM 941848103 521 9,800 X 9,800
WATKINS JOHNSON CO COM 942486101 292 9,900 X 9,900
WATSCO INC COM 942622200 879 53,700 X 53,700
WATSON PHARMACEUTICALS INC COM 942683103 635 18,100 X 18,100
WEATHERFORD INTL INC COM 947074100 271 7,400 X 7,400
WELLS FARGO & CO NEW COM 949746101 6,524 152,600 X 152,600
WENDYS INTL INC COM 950590109 892 31,300 X 31,300
WERNER ENTERPRISES INC COM 950755108 1,697 81,800 X 81,800
WESLEY JESSEN VISIONCARE INC COM 951018100 324 10,000 X 10,000
WESTERN GAS RES INC COM 958259103 384 24,000 X 24,000
WESTVACO CORP COM 961548104 264 9,100 X 9,100
WESTWOOD ONE INC COM 961815107 1,388 38,900 X 38,900
WEYERHAEUSER CO COM 962166104 1,238 18,000 X 18,000
WHIRLPOOL CORP COM 963320106 511 6,900 X 6,900
WHITNEY HLDG CORP COM 966612103 1,260 31,700 X 31,700
WHITTAKER CORP DEL COM PAR $0.01 966680407 434 15,500 X 15,500
WHITTMAN-HART INC COM 966834103 2,210 69,600 X 69,600
WHOLE FOODS MKT INC COM 966837106 1,735 36,100 X 36,100
WILLAMETTE INDS INC COM 969133107 465 10,100 X 10,100
WILLIAMS COS INC DEL COM 969457100 1,643 38,600 X 38,600
WILLIAMS SONOMA INC COM 969904101 2,844 81,700 X 81,700
WINN DIXIE STORES INC COM 974280109 499 13,500 X 13,500
WINNEBAGO INDS INC COM 974637100 677 30,100 X 30,100
WOLVERINE TUBE INC COM 978093102 578 23,000 X 23,000
WOLVERINE WORLD WIDE INC COM 978097103 798 57,000 X 57,000
WORLD COLOR PRESS INC DEL COM 981443104 1,779 64,700 X 64,700
WRIGLEY WM JR CO COM 982526105 936 10,500 X 10,500
WYNNS INTL INC COM 983195108 474 25,700 X 25,700
X-RITE INC COM 983857103 282 43,800 X 43,800
<PAGE>
XIRCOM INC COM 983922105 1,512 50,300 X 50,300
XEROX CORP COM 984121103 5,505 93,200 X 93,200
YELLOW CORP COM 985509108 619 34,900 X 34,900
ZALE CORP NEW COM 988858106 2,692 67,300 X 67,300
ZEBRA TECHNOLOGIES CORP CL A 989207105 1,384 36,000 X 36,000
ZENITH NATL INS CORP COM 989390109 576 23,400 X 23,400
GRAND TOTAL 1,809,545
</TABLE>
|
|