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FORM 13-F
Report for the Calendar Quarter Ended 30 September 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 12th day of November 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-SEP-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>
GLOBAL CROSSING LTD COM G3921A100 842 31,775 X 31,775
HILFIGER TOMMY CORP ORD G8915Z102 383 13,600 X 13,600
ASM LITHOGRAPHY HLDG N V N Y SHS N07059111 604 9,000 X 9,000
AAR CORP COM 000361105 911 50,600 X 50,600
A D C TELECOMMUNICATIONS COM 000886101 524 12,500 X 12,500
ABM INDS INC COM 000957100 746 29,400 X 29,400
AES CORP COM 00130H105 962 16,300 X 16,300
AMR CORP COM 001765106 976 17,900 X 17,900
AT&T CORP COM 001957109 13,671 314,269 X 314,269
AXA FINL INC COM 002451102 385 6,900 X 6,900
ABBOTT LABS COM 002824100 6,270 170,900 X 170,900
ABERCROMBIE & FITCH CO CL A 002896207 855 25,100 X 25,100
ACTION PERFORMANCE COS INC COM 004933107 708 33,600 X 33,600
ACXIOM CORP COM 005125109 2,086 106,100 X 106,100
ADAC LABS COM NEW 005313200 272 27,700 X 27,700
ADAPTIVE BROADBAND CORP COM 00650M104 673 20,100 X 20,100
ADAPTEC INC COM 00651F108 429 10,800 X 10,800
ADOBE SYS INC COM 00724F101 681 6,000 X 6,000
ADTRAN INC COM 00738A106 498 13,000 X 13,000
ADVANCED TISSUE SCIENCES INC COM 00755F103 193 62,700 X 62,700
ADVANTAGE LEARNING SYSTEMS COM 00757K100 272 14,600 X 14,600
ADVO INC COM 007585102 915 45,900 X 45,900
ADVANCED MICRO DEVICES INC COM 007903107 227 13,200 X 13,200
AEGON N V ORD AMER REG 007924103 894 10,340 X 10,340
AETNA INC COM 008117103 692 14,059 X 14,059
AFFILIATED COMPUTER SERVICES CL A 008190100 244 6,000 X 6,000
AFFILIATED MANAGERS GROUP COM 008252108 264 9,700 X 9,700
AGRIBRANDS INTL INC COM 00849R105 680 13,700 X 13,700
AIR EXPRESS INTL CORP COM 009104100 1,001 44,100 X 44,100
AIR PRODS & CHEMS INC COM 009158106 559 19,100 X 19,100
ALBERTSONS INC COM 013104104 1,952 49,336 X 49,336
ALCAN ALUMINIUM LTD NEW COM 013716105 644 20,600 X 20,600
ALCOA INC COM 013817101 2,060 33,200 X 33,200
ALLEGHENY TELEDYNE INC COM 017415100 300 17,800 X 17,800
ALLEN TELECOM INC COM 018091108 450 46,200 X 46,200
ALLERGAN INC COM 018490102 858 7,800 X 7,800
ALLIANCE CAP MGMT L P UNIT LTD PARTN 018548107 494 18,000 X 18,000
ALLIANCE PHARMACEUTICAL CORP COM 018773101 222 43,900 X 43,900
ALLIANT TECHSYSTEMS INC COM 018804104 1,178 17,000 X 17,000
ALLIEDSIGNAL INC COM 019512102 3,506 58,500 X 58,500
ALLSTATE CORP COM 020002101 1,848 74,100 X 74,100
ALLTEL CORP COM 020039103 1,745 24,800 X 24,800
ALPHA INDS INC COM 020753109 1,190 21,100 X 21,100
ALPHARMA INC CL A 020813101 1,702 48,200 X 48,200
ALZA CORP DEL COM 022615108 338 7,900 X 7,900
AMCAST INDL CORP COM 023395106 160 12,000 X 12,000
AMCOL INTL CORP COM 02341W103 463 31,400 X 31,400
AMERADA HESS CORP COM 023551104 502 8,200 X 8,200
AMEREN CORP COM 023608102 960 25,400 X 25,400
AMERICA ONLINE INC DEL COM 02364J104 8,554 82,200 X 82,200
AMERICAN ELEC PWR INC COM 025537101 590 17,300 X 17,300
AMERICAN EXPRESS CO COM 025816109 5,508 40,800 X 40,800
AMERICAN FREIGHTWAYS CORP COM 02629V108 768 42,200 X 42,200
AMERICAN GENERAL CORP COM 026351106 2,011 31,800 X 31,800
AMERICAN HOME PRODS CORP COM 026609107 4,930 118,800 X 118,800
AMERICAN INTL GROUP INC COM 026874107 12,149 139,749 X 139,749
AMERICAN MGMT SYS INC COM 027352103 1,537 59,900 X 59,900
AMERICAN PWR CONVERSION CORP COM 029066107 190 10,000 X 10,000
AMERICAN STS WTR CO COM 029899101 391 11,800 X 11,800
AMERICREDIT CORP COM 03060R101 1,682 112,600 X 112,600
AMES DEPT STORES INC COM NEW 030789507 1,014 31,800 X 31,800
AMERITECH CORP NEW COM 030954101 6,842 102,500 X 102,500
AMGEN INC COM 031162100 4,140 50,800 X 50,800
AMRESCO INC COM 031909104 276 92,000 X 92,000
AMSOUTH BANCORPORATION COM 032165102 2,029 86,550 X 86,550
ANADARKO PETE CORP COM 032511107 339 11,100 X 11,100
ANALOGIC CORP COM PAR $0.05 032657207 530 16,800 X 16,800
ANALYSTS INTL CORP COM 032681108 522 50,300 X 50,300
ANCHOR BANCORP WIS INC COM 032839102 541 33,300 X 33,300
ANCHOR GAMING COM 033037102 1,232 20,700 X 20,700
ANGELICA CORP COM 034663104 135 11,700 X 11,700
ANHEUSER BUSCH COS INC COM 035229103 3,020 43,100 X 43,100
ANIXTER INTL INC COM 035290105 1,097 47,200 X 47,200
ANNTAYLOR STORES CORP COM 036115103 1,631 39,900 X 39,900
AON CORP COM 037389103 1,126 38,100 X 38,100
APACHE CORP COM 037411105 384 8,900 X 8,900
APEX INC COM 037548104 714 38,200 X 38,200
APOGEE ENTERPRISES INC COM 037598109 258 36,700 X 36,700
APPLE COMPUTER INC COM 037833100 772 12,200 X 12,200
APPLEBEES INTL INC COM 037899101 1,462 43,400 X 43,400
APPLIED INDL TECHNOLOGIES INC COM 03820C105 628 34,900 X 34,900
APPLIED MATLS INC COM 038222105 2,579 33,200 X 33,200
APPLIED PWR INC CL A 038225108 1,993 65,600 X 65,600
APTARGROUP INC COM 038336103 1,308 48,900 X 48,900
AQUARION CO COM 03838W101 535 14,900 X 14,900
ARCHER DANIELS MIDLAND CO COM 039483102 681 56,175 X 56,175
ARCTIC CAT INC COM 039670104 765 80,000 X 80,000
ARKANSAS BEST CORP DEL COM 040790107 321 25,900 X 25,900
ARTESYN TECHNOLOGIES INC COM 043127109 1,000 52,700 X 52,700
ASHLAND INC COM 044204105 958 28,500 X 28,500
ASHWORTH INC COM 04516H101 206 43,300 X 43,300
ASPECT TELECOMMUNICATIONS CORP COM 045237104 1,366 80,500 X 80,500
ASPEN TECHNOLOGY INC COM 045327103 379 38,900 X 38,900
ASSOCIATES FIRST CAP CORP CL A 046008108 2,250 62,500 X 62,500
ASTEC INDS INC COM 046224101 690 28,600 X 28,600
ASTORIA FINL CORP COM 046265104 676 22,000 X 22,000
ATLANTIC COAST AIRLINES HLDGS COM 048396105 618 34,800 X 34,800
ATLANTIC RICHFIELD CO COM 048825103 2,570 29,000 X 29,000
ATMOS ENERGY CORP COM 049560105 1,004 41,600 X 41,600
AUSPEX SYS INC COM 052116100 313 35,300 X 35,300
AUTHENTIC FITNESS CORP COM 052661105 543 30,900 X 30,900
AUTOMATIC DATA PROCESSING INC COM 053015103 2,432 54,500 X 54,500
AUTOZONE INC COM 053332102 387 13,800 X 13,800
AVANT CORP COM 053487104 268 15,000 X 15,000
AVERY DENNISON CORP COM 053611109 2,052 38,900 X 38,900
AVID TECHNOLOGY INC COM 05367P100 508 38,700 X 38,700
AVIATION SALES CO COM 053672101 317 16,700 X 16,700
AVIS RENT A CAR INC COM 053790101 202 9,700 X 9,700
AVON PRODS INC COM 054303102 687 27,700 X 27,700
AZTAR CORP COM 054802103 614 59,900 X 59,900
BB&T CORP COM 054937107 851 26,300 X 26,300
BISYS GROUP INC COM 055472104 1,703 36,300 X 36,300
BJ SVCS CO COM 055482103 296 9,300 X 9,300
BMC INDS INC MINN COM 055607105 549 44,600 X 44,600
BP AMOCO P L C SPONSORED ADR 055622104 1,034 9,334 X 9,334
BMC SOFTWARE INC COM 055921100 2,376 33,200 X 33,200
BAKER HUGHES INC COM 057224107 856 29,500 X 29,500
BAKER J INC COM 057232100 146 18,600 X 18,600
BALDOR ELEC CO COM 057741100 905 47,800 X 47,800
BALL CORP COM 058498106 366 8,300 X 8,300
BANK OF AMERICA CORPORATION COM 060505104 9,305 167,100 X 167,100
BANK NEW YORK INC COM 064057102 2,287 68,400 X 68,400
BANK ONE CORP COM 06423A103 2,876 82,600 X 82,600
BANKBOSTON CORP COM 06605R106 1,154 26,600 X 26,600
BANKNORTH GROUP INC DEL COM 06646L100 914 30,600 X 30,600
BARD C R INC COM 067383109 235 5,000 X 5,000
BARNES GROUP INC COM 067806109 522 26,000 X 26,000
BARRICK GOLD CORP COM 067901108 737 33,900 X 33,900
BARR LABS INC COM 068306109 956 30,100 X 30,100
BARRETT RES CORP COM PAR $0.01 068480201 1,821 49,300 X 49,300
BASSETT FURNITURE INDS INC COM 070203104 314 16,500 X 16,500
BATTLE MTN GOLD CO COM 071593107 66 20,700 X 20,700
BAUSCH & LOMB INC COM 071707103 336 5,100 X 5,100
BAXTER INTL INC COM 071813109 1,554 25,800 X 25,800
BE AEROSPACE INC COM 073302101 396 33,200 X 33,200
BEAR STEARNS COS INC COM 073902108 1,060 27,565 X 27,565
BECTON DICKINSON & CO COM 075887109 629 22,400 X 22,400
BED BATH & BEYOND INC COM 075896100 489 14,000 X 14,000
BELDEN INC COM 077459105 763 37,200 X 37,200
BELL ATLANTIC CORP COM 077853109 10,427 154,900 X 154,900
BELLSOUTH CORP COM 079860102 10,922 242,700 X 242,700
BENCHMARK ELECTRS INC COM 08160H101 710 20,100 X 20,100
BENTON OIL & GAS CO COM 083288100 105 39,100 X 39,100
BESTFOODS COM 08658U101 1,350 27,800 X 27,800
BETHLEHEM STL CORP COM 087509105 86 11,700 X 11,700
BILLING CONCEPTS CORP COM 090063108 251 50,200 X 50,200
BINDLEY WESTN INDS INC COM 090324104 668 46,666 X 46,666
BIO TECHNOLOGY GEN CORP COM 090578105 1,098 114,400 X 114,400
BIOMATRIX INC COM 09060P102 895 39,900 X 39,900
BIOMET INC COM 090613100 268 10,200 X 10,200
BIRMINGHAM STL CORP COM 091250100 303 39,700 X 39,700
BLACK & DECKER CORP COM 091797100 366 8,000 X 8,000
BLACK BOX CORP DEL COM 091826107 1,260 24,000 X 24,000
BLANCH E W HLDGS INC COM 093210102 1,127 17,300 X 17,300
BLOCK H & R INC COM 093671105 382 8,800 X 8,800
BLYTH INDS INC COM 09643P108 601 21,400 X 21,400
BOEING CO COM 097023105 4,288 100,600 X 100,600
BOMBAY CO INC COM 097924104 245 48,300 X 48,300
BOOKS-A-MILLION INC COM 098570104 196 23,900 X 23,900
BOSTON SCIENTIFIC CORP COM 101137107 876 35,400 X 35,400
BOWNE & CO INC COM 103043105 589 48,600 X 48,600
BRADY CORP CL A 104674106 1,274 39,800 X 39,800
BRIGGS & STRATTON CORP COM 109043109 595 10,200 X 10,200
BRIGHTPOINT INC COM 109473108 626 86,000 X 86,000
BRINKER INTL INC COM 109641100 208 7,700 X 7,700
BRISTOL MYERS SQUIBB CO COM 110122108 15,012 222,400 X 222,400
BROWN & BROWN INC COM 115236101 306 9,200 X 9,200
BROWN FORMAN CORP CL B 115637209 387 6,200 X 6,200
BROWN SHOE INC NEW COM 115736100 452 24,700 X 24,700
BRUNSWICK CORP COM 117043109 224 9,000 X 9,000
BRUSH WELLMAN INC COM 117421107 416 28,300 X 28,300
BUCKEYE TECHNOLOGIES INC COM 118255108 751 47,900 X 47,900
BUILDING MATLS HLDG CORP COM 120113105 242 24,200 X 24,200
BURLINGTON NORTHN SANTA FE CP COM 12189T104 1,163 42,300 X 42,300
BURLINGTON RES INC COM 122014103 588 16,000 X 16,000
BURR BROWN CORP COM 122574106 1,908 48,300 X 48,300
BUTLER MFG CO DEL COM 123655102 247 9,400 X 9,400
C&D TECHNOLOGIES INC COM 124661109 603 16,600 X 16,600
CBS CORP COM 12490K107 2,946 63,700 X 63,700
C COR NET CORP COM 125010108 365 12,000 X 12,000
C-CUBE MICROSYSTEMS INC COM 125015107 2,784 64,000 X 64,000
C D I CORP COM 125071100 688 25,200 X 25,200
CEC ENTMT INC COM 125137109 1,785 49,750 X 49,750
CIGNA CORP COM 125509109 1,827 23,500 X 23,500
CKE RESTAURANTS INC COM 12561E105 497 68,500 X 68,500
CPI CORP COM 125902106 451 13,200 X 13,200
CSG SYS INTL INC COM 126349109 600 21,900 X 21,900
CSX CORP COM 126408103 835 19,700 X 19,700
CTS CORP COM 126501105 2,093 36,400 X 36,400
CVS CORP COM 126650100 1,437 35,200 X 35,200
CABLETRON SYS INC COM 126920107 234 14,900 X 14,900
CABLE DESIGN TECHNOLOGIES CORP COM 126924109 1,078 47,250 X 47,250
CABOT OIL & GAS CORP CL A 127097103 578 33,500 X 33,500
CAMBREX CORP COM 132011107 931 35,200 X 35,200
CAMPBELL SOUP CO COM 134429109 2,790 71,300 X 71,300
CANANDAIGUA BRANDS INC CL A 137219200 1,733 29,000 X 29,000
CAPITAL ONE FINL CORP COM 14040H105 702 18,000 X 18,000
CAPITAL RE CORP COM 140432105 665 66,500 X 66,500
CARAUSTAR INDS INC COM 140909102 839 32,900 X 32,900
CARDINAL HEALTH INC COM 14149Y108 2,883 52,899 X 52,899
CARMIKE CINEMAS INC CL A 143436103 277 21,100 X 21,100
CARNIVAL CORP COM 143658102 2,823 64,900 X 64,900
CAROLINA FIRST CORP COM 143877108 602 30,400 X 30,400
CAROLINA PWR & LT CO COM 144141108 485 13,700 X 13,700
CASCADE NAT GAS CORP COM 147339105 261 14,600 X 14,600
CASE CORP COM 14743R103 329 6,600 X 6,600
CASEYS GEN STORES INC COM 147528103 1,260 94,000 X 94,000
CASH AMER INTL INC COM 14754D100 321 34,000 X 34,000
CASTLE A M & CO COM 148411101 234 18,500 X 18,500
CATALINA MARKETING CORP COM 148867104 2,366 27,900 X 27,900
CATERPILLAR INC DEL COM 149123101 1,776 32,400 X 32,400
CATO CORP NEW CL A 149205106 803 57,000 X 57,000
CENDANT CORP COM 151313103 1,283 72,299 X 72,299
CENTEX CORP COM 152312104 659 22,300 X 22,300
CENTRAL & SOUTH WEST CORP COM 152357109 828 39,200 X 39,200
CENTRAL HUDSON GAS & ELEC CORP COM 153609102 878 22,300 X 22,300
CENTRAL PKG CORP COM 154785109 1,410 48,200 X 48,200
CENTRAL VT PUB SVC CORP COM 155771108 199 15,100 X 15,100
CENTURA BKS INC COM 15640T100 1,763 42,600 X 42,600
CENTURYTEL INC COM 156700106 512 12,600 X 12,600
CEPHALON INC COM 156708109 685 38,100 X 38,100
CERIDIAN CORP COM 15677T106 323 13,000 X 13,000
CERNER CORP COM 156782104 680 44,600 X 44,600
CHAMPION ENTERPRISES INC COM 158496109 677 75,200 X 75,200
CHAMPION INTL CORP COM 158525105 447 8,700 X 8,700
CHASE MANHATTAN CORP NEW COM 16161A108 6,784 90,000 X 90,000
CHECKPOINT SYS INC COM 162825103 473 50,800 X 50,800
CHEESECAKE FACTORY INC COM 163072101 749 27,000 X 27,000
CHEMED CORP COM 163596109 417 13,800 X 13,800
CHEMFIRST INC COM 16361A106 661 24,200 X 24,200
CHEVRON CORPORATION COM 166751107 5,227 58,900 X 58,900
CHIQUITA BRANDS INTL INC COM 170032106 528 88,900 X 88,900
CHITTENDEN CORP COM 170228100 775 27,200 X 27,200
CHOICEPOINT INC COM 170388102 1,273 18,900 X 18,900
CHUBB CORP COM 171232101 913 18,405 X 18,405
CIBER INC COM 17163B102 1,181 77,100 X 77,100
CILCORP INC COM 171794100 1,180 18,200 X 18,200
CINCINNATI BELL INC COM 171870108 585 30,100 X 30,100
CINCINNATI FINL CORP COM 172062101 567 15,100 X 15,100
CINERGY CORP COM 172474108 408 14,400 X 14,400
CIRCUIT CITY STORE INC CIRCT CITY GRP 172737108 768 18,200 X 18,200
CISCO SYS INC COM 17275R102 24,994 364,550 X 364,550
CITIGROUP INC COM 172967101 15,385 349,650 X 349,650
CLARCOR INC COM 179895107 531 31,600 X 31,600
CLARIFY INC COM 180492100 1,494 29,700 X 29,700
CLAYTON HOMES INC COM 184190106 312 35,937 X 35,937
CLEAR CHANNEL COMMUNICATIONS COM 184502102 1,789 22,400 X 22,400
CLEVELAND CLIFFS INC COM 185896107 265 8,500 X 8,500
CLOROX CO DEL COM 189054109 1,989 52,000 X 52,000
COACHMEN INDS INC COM 189873102 341 22,000 X 22,000
COASTAL CORP COM 190441105 786 19,200 X 19,200
COCA COLA BOTTLING CO CONS COM 191098102 628 11,200 X 11,200
COCA COLA CO COM 191216100 10,712 222,000 X 222,000
COCA COLA ENTERPRISES INC COM 191219104 688 30,500 X 30,500
COEUR D ALENE MINES CORP IDAHO COM 192108108 135 28,900 X 28,900
COGNEX CORP COM 192422103 1,642 54,400 X 54,400
COHERENT INC COM 192479103 823 36,900 X 36,900
COLGATE PALMOLIVE CO COM 194162103 4,118 90,000 X 90,000
COLUMBIA ENERGY GROUP COM 197648108 698 12,600 X 12,600
COLUMBIA/HCA HEALTHCARE CORP COM 197677107 1,233 58,200 X 58,200
COMAIR HOLDINGS INC COM 199789108 350 21,000 X 21,000
COMCAST CORP CL A SPL 200300200 2,656 66,600 X 66,600
COMERICA INC COM 200340107 2,152 42,500 X 42,500
COMMERCE BANCORP INC NJ COM 200519106 1,506 36,300 X 36,300
COMMERCIAL FEDERAL CORPORATION COM 201647104 1,619 82,500 X 82,500
COMMERCIAL METALS CO COM 201723103 630 21,900 X 21,900
COMMONWEALTH INDS INC DEL COM 203004106 284 21,100 X 21,100
COMMSCOPE INC COM 203372107 2,174 66,900 X 66,900
COMMUNITY FIRST BANKSHARES INC COM 203902101 1,471 87,200 X 87,200
COMPAQ COMPUTER CORP COM 204493100 3,964 173,300 X 173,300
COMPUTER ASSOC INTL INC COM 204912109 2,971 48,600 X 48,600
COMPUTER SCIENCES CORP COM 205363104 1,005 14,300 X 14,300
COMPUTER TASK GROUP INC COM 205477102 535 36,300 X 36,300
COMPUWARE CORP COM 205638109 1,921 73,700 X 73,700
COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 896 9,500 X 9,500
CONAGRA INC COM 205887102 997 44,200 X 44,200
CONCORD COMMUNICATIONS INC COM 206186108 497 12,500 X 12,500
CONE MLS CORP N C COM 206814105 164 33,600 X 33,600
CONNECTICUT ENERGY CORP COM 207567108 545 14,100 X 14,100
CONOCO INC CL B 208251405 3,413 124,685 X 124,685
CONSECO INC COM 208464107 538 28,300 X 28,300
CONSOLIDATED EDISON INC COM 209115104 867 20,900 X 20,900
CONSOLIDATED GRAPHICS INC COM 209341106 1,264 30,000 X 30,000
CONSOLIDATED NAT GAS CO COM 209615103 543 8,700 X 8,700
CONSOLIDATED PRODS INC COM 209798107 350 35,875 X 35,875
CONSOLIDATED STORES CORP COM 210149100 218 9,900 X 9,900
CONSTELLATION ENERGY CORP COM 210371100 380 13,500 X 13,500
COOPER COS INC COM NEW 216648402 568 18,400 X 18,400
COOPER INDS INC COM 216669101 439 9,400 X 9,400
COR THERAPEUTICS INC COM 217753102 629 33,100 X 33,100
CORDANT TECHNOLOGIES INC COM 218412104 335 11,000 X 11,000
CORN PRODS INTL INC COM 219023108 1,482 48,700 X 48,700
CORNING INC COM 219350105 1,433 20,900 X 20,900
COSTCO WHSL CORP NEW COM 22160K105 1,418 19,700 X 19,700
COUNTRYWIDE CR INDS INC DEL COM 222372104 326 10,100 X 10,100
COVENTRY HEALTH CARE INC COM 222862104 989 104,100 X 104,100
CRANE CO COM 224399105 703 31,350 X 31,350
CROSS A T CO CL A 227478104 95 22,600 X 22,600
CROSS TIMBERS OIL CO COM 227573102 798 59,100 X 59,100
CROWN CORK & SEAL INC COM 228255105 269 11,100 X 11,100
CULLEN FROST BANKERS INC COM 229899109 2,060 82,400 X 82,400
CURATIVE HEALTH SVCS INC COM 231264102 110 23,200 X 23,200
CUSTOMTRACKS CORP COM 232046102 604 20,400 X 20,400
CYBEROPTICS CORP COM 232517102 161 10,000 X 10,000
CYGNUS INC COM 232560102 357 31,800 X 31,800
CYRK INC COM 232817106 228 41,300 X 41,300
DBT ONLINE INC COM 233044106 608 24,400 X 24,400
D R HORTON INC COM 23331A109 1,477 114,200 X 114,200
DSP COMMUNICATIONS INC COM 23332K106 1,258 66,200 X 66,200
DST SYS INC DEL COM 233326107 284 5,000 X 5,000
DTE ENERGY CO COM 233331107 477 13,100 X 13,100
DAIN RAUSCHER CORP COM 233856103 799 16,300 X 16,300
DAISYTEK INTL CORP COM 234053106 240 17,100 X 17,100
DALLAS SEMICONDUCTOR CORP COM 235204104 2,047 38,300 X 38,300
DANA CORP COM 235811106 1,225 33,010 X 33,010
DANAHER CORP DEL COM 235851102 643 12,200 X 12,200
DARDEN RESTAURANTS INC COM 237194105 246 12,600 X 12,600
DATASCOPE CORP COM 238113104 724 20,600 X 20,600
DAYTON HUDSON CORP COM 239753106 6,204 103,300 X 103,300
DELL COMPUTER CORP COM 247025109 9,583 229,200 X 229,200
DELPHI AUTOMOTIVE SYS CORP COM 247126105 1,473 91,706 X 91,706
DELPHI FINL GROUP INC CL A 247131105 806 26,700 X 26,700
DELTA & PINE LD CO COM 247357106 1,314 50,800 X 50,800
DELTA AIR LINES INC DEL COM 247361108 631 13,000 X 13,000
DELTA WOODSIDE INDS INC NEW COM 247909104 82 31,300 X 31,300
DELUXE CORP COM 248019101 248 7,300 X 7,300
DENDRITE INTL INC COM 248239105 1,573 33,300 X 33,300
DENTSPLY INTL INC NEW COM 249030107 410 18,000 X 18,000
DEPARTMENT 56 INC COM 249509100 567 23,700 X 23,700
DEVRY INC DEL COM 251893103 2,434 121,700 X 121,700
DIAGNOSTIC PRODS CORP COM 252450101 574 21,400 X 21,400
DIAMOND OFFSHORE DRILLING INC COM 25271C102 601 18,000 X 18,000
DIGI INTL INC COM 253798102 319 29,200 X 29,200
DIGITAL MICROWAVE CORP COM 253859102 1,318 84,000 X 84,000
DIME BANCORP INC NEW COM 25429Q102 198 11,300 X 11,300
DIMON INC COM 254394109 228 58,800 X 58,800
DIONEX CORP COM 254546104 1,291 30,200 X 30,200
DISCOUNT AUTO PTS INC COM 254642101 355 22,000 X 22,000
DISNEY WALT CO COM 254687106 4,854 186,700 X 186,700
DIXIE GROUP INC CL A 255519100 122 15,800 X 15,800
DOLLAR GEN CORP COM 256669102 733 23,750 X 23,750
DOLLAR TREE STORES INC COM 256747106 703 17,600 X 17,600
DOMINION RES INC VA COM 257470104 799 17,700 X 17,700
DONNELLEY R R & SONS CO COM 257867101 358 12,400 X 12,400
DOVER CORP COM 260003108 822 20,100 X 20,100
DOW CHEM CO COM 260543103 2,273 20,000 X 20,000
DOW JONES & CO INC COM 260561105 1,011 18,950 X 18,950
DOWNEY FINL CORP COM 261018105 859 42,700 X 42,700
DRESS BARN INC COM 261570105 481 26,200 X 26,200
DRIL-QUIP INC COM 262037104 574 22,500 X 22,500
DU PONT E I DE NEMOURS & CO COM 263534109 3,584 59,234 X 59,234
DUKE ENERGY CORP COM 264399106 2,200 39,908 X 39,908
DUN & BRADSTREET CORP DEL COM 26483B106 451 15,100 X 15,100
DURA PHARMACEUTICALS INC COM 26632S109 1,328 95,300 X 95,300
DYCOM INDS INC COM 267475101 1,485 35,200 X 35,200
E M C CORP MASS COM 268648102 6,467 90,600 X 90,600
ENSCO INTL INC COM 26874Q100 181 10,000 X 10,000
ETEC SYS INC COM 26922C103 1,091 29,000 X 29,000
EARTHGRAINS CO COM 270319106 1,739 78,600 X 78,600
EASTERN UTILS ASSOC COM 277173100 807 27,000 X 27,000
EASTMAN CHEM CO COM 277432100 287 7,200 X 7,200
EASTMAN KODAK CO COM 277461109 2,216 29,300 X 29,300
EATERIES INC COM 277851101 46 17,500 X 17,500
EATON CORP COM 278058102 561 6,500 X 6,500
EATON VANCE CORP COM NON VTG 278265103 1,552 48,500 X 48,500
ECOLAB INC COM 278865100 399 11,700 X 11,700
EDISON INTL COM 281020107 773 31,800 X 31,800
EL PASO ENERGY CORP DEL COM 283905107 415 10,300 X 10,300
ELCOR CORP COM 284443108 833 33,300 X 33,300
ELECTRO SCIENTIFIC INDS COM 285229100 916 17,200 X 17,200
ELECTROGLAS INC COM 285324109 612 26,200 X 26,200
ELECTRONIC DATA SYS NEW COM 285661104 2,350 44,400 X 44,400
ELECTRONICS FOR IMAGING INC COM 286082102 344 6,700 X 6,700
EMERSON ELEC CO COM 291011104 3,008 47,600 X 47,600
ENERGEN CORP COM 29265N108 911 45,000 X 45,000
ENGELHARD CORP COM 292845104 657 36,000 X 36,000
ENESCO GROUP INC COM 292973104 280 18,200 X 18,200
ENHANCE FINL SVCS GROUP INC COM 293310108 1,075 60,800 X 60,800
ENRON CORP COM 293561106 5,749 140,000 X 140,000
ENTERGY CORP NEW COM 29364G103 645 22,300 X 22,300
ENZO BIOCHEM INC COM 294100102 953 33,600 X 33,600
EPICOR SOFTWARE CORP COM 29426L108 307 53,400 X 53,400
EQUIFAX INC COM 294429105 360 12,800 X 12,800
ESTERLINE TECHNOLOGIES CORP COM 297425100 365 23,200 X 23,200
ETHAN ALLEN INTERIORS INC COM 297602104 1,999 62,850 X 62,850
EXABYTE CORP COM 300615101 127 29,300 X 29,300
EXCEL SWITCHING CORP COM 30067V108 251 7,000 X 7,000
EXPEDITORS INTL WASH INC COM 302130109 2,150 67,000 X 67,000
EXPRESS SCRIPTS INC CL A 302182100 3,834 49,000 X 49,000
EXXON CORP COM 302290101 17,488 230,100 X 230,100
FPL GROUP INC COM 302571104 2,657 52,750 X 52,750
F Y I INC COM 302712104 300 8,900 X 8,900
FACTSET RESH SYS INC COM 303075105 1,348 23,700 X 23,700
FAIR ISAAC & CO INC COM 303250104 690 24,600 X 24,600
FDX CORP COM 31304N107 1,034 26,600 X 26,600
FEDDERS CORP COM 313135105 287 47,900 X 47,900
FEDERAL HOME LN MTG CORP COM 313400301 3,942 75,800 X 75,800
FEDERAL NATL MTG ASSN COM 313586109 9,040 144,200 X 144,200
FEDERATED DEPT STORES INC DEL COM 31410H101 830 19,000 X 19,000
FERRO CORP COM 315405100 279 13,100 X 13,100
FIDELITY NATL FINL INC COM 316326107 793 52,200 X 52,200
FIFTH THIRD BANCORP COM 316773100 1,466 24,100 X 24,100
FILENET CORP COM 316869106 574 53,700 X 53,700
FIRST AMERN FINL CORP COM 318522307 1,083 81,000 X 81,000
FIRST BANCORP P R COM 318672102 760 38,500 X 38,500
FIRST DATA CORP COM 319963104 1,759 40,100 X 40,100
FIRST MIDWEST BANCORP DEL COM 320867104 1,424 37,300 X 37,300
FIRST UN CORP COM 337358105 4,129 115,900 X 115,900
FIRSTAR CORP NEW WIS COM 33763V109 1,768 68,992 X 68,992
FIRSTMERIT CORP COM 337915102 3,032 119,500 X 119,500
FLAGSTAR BANCORP INC COM 337930101 271 17,600 X 17,600
FIRSTENERGY CORP COM 337932107 542 21,400 X 21,400
FLEET FINL GROUP INC NEW COM 338915101 2,407 65,732 X 65,732
FLEMING COS INC COM 339130106 498 50,800 X 50,800
FLEXSTEEL INDS INC COM 339382103 321 23,800 X 23,800
FLORIDA ROCK INDS INC COM 341140101 879 25,300 X 25,300
FLOW INTL CORP COM 343468104 201 19,400 X 19,400
FLUOR CORP COM 343861100 278 6,900 X 6,900
FOODMAKER INC NEW COM NEW 344839204 1,352 54,200 X 54,200
FOOTSTAR INC COM 344912100 1,206 34,200 X 34,200
FORD MTR CO DEL COM 345370100 5,985 119,100 X 119,100
FORT JAMES CORP COM 347471104 531 19,900 X 19,900
FORTUNE BRANDS INC COM 349631101 500 15,500 X 15,500
FOSSIL INC COM 349882100 1,124 41,550 X 41,550
FRANKLIN COVEY CO COM 353469109 314 40,900 X 40,900
FRANKLIN RES INC COM 354613101 694 22,700 X 22,700
FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 233 15,000 X 15,000
FREMONT GEN CORP COM 357288109 893 94,600 X 94,600
FRITZ COS INC COM 358846103 609 58,700 X 58,700
FRONTIER INS GROUP INC NEW COM 359081106 521 59,500 X 59,500
FROZEN FOOD EXPRESS INDS INC COM 359360104 132 21,600 X 21,600
G & K SVCS INC CL A 361268105 1,098 27,100 X 27,100
GC COS INC COM 36155Q109 309 10,300 X 10,300
GPU INC COM 36225X100 378 11,600 X 11,600
GTE CORP COM 362320103 9,425 122,600 X 122,600
GALEY & LORD INC COM 36352K103 41 15,600 X 15,600
GALLAGHER ARTHUR J & CO COM 363576109 1,582 29,700 X 29,700
GANNETT INC COM 364730101 4,497 65,000 X 65,000
GAP INC DEL COM 364760108 4,286 133,950 X 133,950
GARDNER DENVER INC COM 365558105 271 17,900 X 17,900
GATEWAY INC COM 367626108 1,241 28,200 X 28,200
GENCORP INC COM 368682100 661 36,100 X 36,100
GENERAL COMMUNICATION INC CL A 369385109 351 67,200 X 67,200
GENERAL DYNAMICS CORP COM 369550108 712 11,400 X 11,400
GENERAL ELEC CO COM 369604103 38,746 326,800 X 326,800
GENERAL INSTR CORP DEL COM 370120107 734 15,300 X 15,300
GENERAL MLS INC COM 370334104 1,128 13,900 X 13,900
GENERAL MTRS CORP COM 370442105 3,720 59,100 X 59,100
GENERAL SEMICONDUCTOR INC COM 370787103 501 48,600 X 48,600
GENTEX CORP COM 371901109 2,018 97,700 X 97,700
GENESIS HEALTH VENTURES INC COM 371912106 110 46,500 X 46,500
GEON CO COM 37246W105 816 31,700 X 31,700
GENUINE PARTS CO COM 372460105 433 16,300 X 16,300
GEORGIA PAC CORP COM GA PAC GRP 373298108 655 16,200 X 16,200
GERBER SCIENTIFIC INC COM 373730100 651 29,100 X 29,100
GIBSON GREETINGS INC COM 374827103 111 20,900 X 20,900
GILLETTE CO COM 375766102 4,059 119,600 X 119,600
GLOBAL INDL TECHNOLOGIES INC COM 379335102 370 30,200 X 30,200
GOLDEN ST BANCORP INC COM 381197102 271 15,100 X 15,100
GOLDEN WEST FINL CORP DEL COM 381317106 904 9,200 X 9,200
GOODRICH B F CO COM 382388106 574 19,800 X 19,800
GOODYEAR TIRE & RUBR CO COM 382550101 679 14,100 X 14,100
GOODYS FAMILY CLOTHING INC COM 382588101 355 44,000 X 44,000
GOTTSCHALKS INC COM 383485109 149 16,600 X 16,600
GRACE W R & CO DEL NEW COM 38388F108 404 24,700 X 24,700
GRACO INC COM 384109104 1,257 38,300 X 38,300
GRAINGER W W INC COM 384802104 413 8,600 X 8,600
GREAT LAKES CHEM CORP COM 390568103 206 5,400 X 5,400
GRIFFON CORP COM 398433102 451 56,400 X 56,400
GROUP 1 AUTOMOTIVE INC COM 398905109 238 13,000 X 13,000
GUIDANT CORP COM 401698105 1,459 27,200 X 27,200
GUILFORD MLS INC COM 401794102 346 40,100 X 40,100
GYMBOREE CORP COM 403777105 289 42,000 X 42,000
HNC SOFTWARE INC COM 40425P107 1,643 41,400 X 41,400
HS RES INC COM 404297103 401 24,500 X 24,500
HA-LO INDS INC COM 404429102 494 79,100 X 79,100
HADCO CORP COM 404681108 1,133 26,200 X 26,200
HAIN FOOD GROUP INC COM 405219106 322 13,000 X 13,000
HALLIBURTON CO COM 406216101 2,038 49,700 X 49,700
HALTER MARINE GROUP INC COM 40642Y105 207 38,100 X 38,100
HAMBRECHT & QUIST GROUP INC COM 406545103 2,077 42,600 X 42,600
HANCOCK FABRICS INC COM 409900107 109 25,300 X 25,300
HANGER ORTHOPEDIC GROUP INC COM NEW 41043F208 622 42,900 X 42,900
HARBINGER CORP COM 41145C103 856 50,700 X 50,700
HARCOURT GEN INC COM 41163G101 271 6,500 X 6,500
HARLAND JOHN H CO COM 412693103 818 42,100 X 42,100
HARMAN INTL INDS INC COM 413086109 1,178 28,000 X 28,000
HARMON INDS INC NEW COM 413136102 256 20,400 X 20,400
HARRAHS ENTMT INC COM 413619107 469 16,900 X 16,900
HARRIS CORP DEL COM 413875105 202 7,300 X 7,300
HARTFORD FINL SVCS GROUP INC COM 416515104 846 20,700 X 20,700
HARTFORD LIFE INC CL A 416592103 493 10,000 X 10,000
HARTMARX CORP COM 417119104 171 42,700 X 42,700
HASBRO INC COM 418056107 381 17,700 X 17,700
HEALTHSOUTH CORP COM 421924101 233 38,100 X 38,100
HEARTLAND EXPRESS INC COM 422347104 559 39,600 X 39,600
HECLA MNG CO COM 422704106 258 87,900 X 87,900
HEINZ H J CO COM 423074103 2,761 64,200 X 64,200
HELIX TECHNOLOGY CORP COM 423319102 981 29,500 X 29,500
HENRY JACK & ASSOC INC COM 426281101 1,293 35,000 X 35,000
HERCULES INC COM 427056106 246 8,600 X 8,600
HERSHEY FOODS CORP COM 427866108 628 12,900 X 12,900
HEWLETT PACKARD CO COM 428236103 8,485 93,500 X 93,500
HILB ROGAL & HAMILTON CO COM 431294107 404 16,100 X 16,100
HILTON HOTELS CORP COM 432848109 232 23,500 X 23,500
HOLLYWOOD PK INC NEW COM 436255103 524 34,100 X 34,100
HOLOGIC INC COM 436440101 81 20,100 X 20,100
HOME DEPOT INC COM 437076102 10,211 148,800 X 148,800
HOMESTAKE MNG CO COM 437614100 175 19,100 X 19,100
HONEYWELL INC COM 438506107 3,562 32,000 X 32,000
HOOPER HOLMES INC COM 439104100 956 37,300 X 37,300
HOUSEHOLD INTL INC COM 441815107 1,745 43,500 X 43,500
HUDSON UNITED BANCORP COM 444165104 2,092 67,900 X 67,900
HUFFY CORP COM 444356109 139 14,100 X 14,100
HUGHES SUPPLY INC COM 444482103 911 41,900 X 41,900
HUMANA INC COM 444859102 104 15,100 X 15,100
HUNTINGTON BANCSHARES INC COM 446150104 1,584 59,646 X 59,646
HUTCHINSON TECHNOLOGY INC COM 448407106 880 32,600 X 32,600
HYPERION SOLUTIONS CORP COM 44914M104 898 40,800 X 40,800
IDEC PHARMACEUTICALS CORP COM 449370105 2,482 26,400 X 26,400
IHOP CORP COM 449623107 547 27,000 X 27,000
IMCO RECYCLING INC COM 449681105 414 27,600 X 27,600
IMS HEALTH INC COM 449934108 662 29,000 X 29,000
ITT INDS INC IND COM 450911102 312 9,800 X 9,800
IDEX CORP COM 45167R104 1,099 38,800 X 38,800
IDEXX LABS INC COM 45168D104 1,007 58,500 X 58,500
IKON OFFICE SOLUTIONS INC COM 451713101 133 12,400 X 12,400
ILLINOIS TOOL WKS INC COM 452308109 1,685 22,600 X 22,600
IMMUNE RESPONSE CORP DEL COM 45252T106 158 32,400 X 32,400
INACOM CORP COM 45323G109 562 61,204 X 61,204
INCO LTD COM 453258402 321 15,000 X 15,000
INCYTE PHARMACEUTICALS INC COM 45337C102 955 41,300 X 41,300
INGERSOLL-RAND CO COM 456866102 917 16,700 X 16,700
INFORMATION RES INC COM 456905108 405 36,600 X 36,600
INGRAM MICRO INC CL A 457153104 230 17,900 X 17,900
INNOVEX INC COM 457647105 176 19,500 X 19,500
INSIGHT ENTERPRISES INC COM 45765U103 1,557 47,900 X 47,900
INPUT/OUTPUT INC COM 457652105 454 68,500 X 68,500
INSITUFORM TECHNOLOGIES INC CL A 457667103 845 33,800 X 33,800
INSTEEL INDUSTRIES INC COM 45774W108 100 11,200 X 11,200
INSURANCE AUTO AUCTIONS INC COM 457875102 231 15,500 X 15,500
INTEGRATED HEALTH SVCS INC COM 45812C106 100 64,100 X 64,100
INTEL CORP COM 458140100 24,107 324,400 X 324,400
INTER TEL INC COM 458372109 896 50,500 X 50,500
INTERFACE INC CL A 458665106 365 71,300 X 71,300
INTERIM SVCS INC COM 45868P100 1,976 120,680 X 120,680
INTERMAGNETICS GEN CORP COM 458771102 98 16,300 X 16,300
INTERMET CORP COM 45881K104 357 42,200 X 42,200
INTERNATIONAL BUSINESS MACHS COM 459200101 21,127 174,600 X 174,600
INTERNATIONAL FLAVORS&FRAGRANC COM 459506101 331 9,600 X 9,600
INTL PAPER CO COM 460146103 1,781 37,056 X 37,056
INTERNATIONAL RECTIFIER CORP COM 460254105 1,260 82,600 X 82,600
INTERPUBLIC GROUP COS INC COM 460690100 1,814 44,100 X 44,100
INTERVOICE-BRITE INC COM 461142101 695 62,800 X 62,800
INVACARE CORP COM 461203101 970 49,600 X 49,600
IONICS INC COM 462218108 699 21,600 X 21,600
ITRON INC COM 465741106 118 20,100 X 20,100
J & J SNACK FOODS CORP COM 466032109 233 11,800 X 11,800
JLG INDS INC COM 466210101 884 58,200 X 58,200
JSB FINANCIAL INC COM 46624M100 698 12,200 X 12,200
JAN BELL MARKETING INC COM 470760109 122 36,800 X 36,800
JEFFERIES GROUP INC NEW COM 472319102 651 31,200 X 31,200
JEFFERSON PILOT CORP COM 475070108 1,049 16,600 X 16,600
JO-ANN STORES INC CL A 47758P109 301 24,200 X 24,200
JOHNSON & JOHNSON COM 478160104 12,633 137,500 X 137,500
JOHNSON CTLS INC COM 478366107 1,054 15,900 X 15,900
JONES APPAREL GROUP INC COM 480074103 696 24,200 X 24,200
JONES PHARMA INC COM 480236108 2,900 87,950 X 87,950
JUST FOR FEET INC COM 48213P106 85 41,200 X 41,200
JUSTIN INDS INC COM 482171105 477 33,600 X 33,600
KLA-TENCORP CORP COM 482480100 514 7,900 X 7,900
K MART CORP COM 482584109 520 44,500 X 44,500
KN ENERGY INC COM 482620101 565 25,200 X 25,200
K-SWISS INC CL A 482686102 473 15,000 X 15,000
K2 INC COM 482732104 283 32,100 X 32,100
KAMAN CORP CL A 483548103 397 31,100 X 31,100
KANSAS CITY SOUTHN INDS INC COM 485170104 465 10,000 X 10,000
KEEBLER FOODS CO COM 487256109 341 11,400 X 11,400
KELLOGG CO COM 487836108 1,370 36,600 X 36,600
KELLSTROM INDS INC COM 488035106 155 15,800 X 15,800
KELLWOOD CO COM 488044108 702 31,900 X 31,900
KEMET CORP COM 488360108 1,886 59,000 X 59,000
KENT ELECTRS CORP COM 490553104 685 37,000 X 37,000
KERR MCGEE CORP COM 492386107 432 7,842 X 7,842
KEYCORP NEW COM 493267108 1,017 39,400 X 39,400
KIMBERLY CLARK CORP COM 494368103 3,741 70,911 X 70,911
KIMCO REALTY CORP COM 49446R109 322 9,000 X 9,000
KINDER MORGAN ENERGY PARTNERS UT LTD PARTNER 494550106 520 12,000 X 12,000
KING WORLD PRODTNS INC COM 495667107 248 6,600 X 6,600
KIRBY CORP COM 497266106 522 26,600 X 26,600
KNIGHT RIDDER INC COM 499040103 792 14,400 X 14,400
KOHLS CORP COM 500255104 1,937 29,300 X 29,300
KOMAG INC COM 500453105 218 72,600 X 72,600
KROGER CO COM 501044101 1,858 84,200 X 84,200
KROLL O GARA CO COM 501050108 546 32,700 X 32,700
KRONOS INC COM 501052104 605 16,500 X 16,500
KULICKE & SOFFA INDS INC COM 501242101 773 31,800 X 31,800
LSI LOGIC CORP COM 502161102 660 12,700 X 12,700
LA Z BOY INC COM 505336107 1,315 69,000 X 69,000
LABOR READY INC COM NEW 505401208 636 63,200 X 63,200
LAIDLAW INC COM 50730K503 200 29,600 X 29,600
LANDRYS SEAFOOD RESTAURANTS COM 51508L103 406 50,800 X 50,800
LANDSTAR SYS INC COM 515098101 462 13,300 X 13,300
LASER VISION CTRS INC COM 51807H100 326 23,200 X 23,200
LASON INC COM 51808R107 1,652 37,100 X 37,100
LATTICE SEMICONDUCTOR CORP COM 518415104 2,007 67,600 X 67,600
LAWSON PRODS INC COM 520776105 303 14,000 X 14,000
LEGG MASON INC COM 524901105 3,119 81,400 X 81,400
LEHMAN BROS HLDGS INC COM 524908100 619 10,600 X 10,600
LEXMARK INTL GROUP INC CL A 529771107 419 5,200 X 5,200
LIBBEY INC COM 529898108 636 21,500 X 21,500
LILLIAN VERNON CORP COM 532430105 151 12,100 X 12,100
LILLY ELI & CO COM 532457108 7,889 122,900 X 122,900
LILLY INDS INC CL A 532491107 418 30,700 X 30,700
LIMITED INC COM 532716107 758 19,810 X 19,810
LINCARE HLDGS INC COM 532791100 480 18,000 X 18,000
LINCOLN NATL CORP IND COM 534187109 691 18,400 X 18,400
LINDSAY MFG CO COM 535555106 326 16,600 X 16,600
LINENS N THINGS INC COM 535679104 1,954 57,900 X 57,900
LIPOSOME CO INC COM 536310105 393 51,700 X 51,700
LIZ CLAIBORNE INC COM 539320101 632 20,400 X 20,400
LOCKHEED MARTIN CORP COM 539830109 1,151 35,200 X 35,200
LOEWS CORP COM 540424108 723 10,300 X 10,300
LONE STAR INDS INC COM NEW 542290408 1,277 25,600 X 25,600
LOWES COS INC COM 548661107 2,525 51,800 X 51,800
LUBYS INC COM 549282101 421 36,600 X 36,600
LUCENT TECHNOLOGIES INC COM 549463107 18,729 288,700 X 288,700
LYDALL INC DEL COM 550819106 303 29,400 X 29,400
MAF BANCORP INC COM 55261R108 634 31,900 X 31,900
MBIA INC COM 55262C100 886 19,000 X 19,000
MBNA CORP COM 55262L100 2,703 118,500 X 118,500
MCN ENERGY GROUP INC COM 55267J100 433 25,200 X 25,200
M D C HLDGS INC COM 552676108 476 29,400 X 29,400
MCI WORLDCOM INC COM 55268B106 11,859 165,000 X 165,000
MGIC INVT CORP WIS COM 552848103 922 19,300 X 19,300
M S CARRIERS INC COM 553533100 389 16,200 X 16,200
MACDERMID INC COM 554273102 1,131 33,200 X 33,200
MACROMEDIA INC COM 556100105 2,281 55,800 X 55,800
MAGELLAN HEALTH SVCS INC COM 559079108 307 42,000 X 42,000
MAIL-WELL INC COM 560321200 240 17,300 X 17,300
MALLINCKRODT INC NEW COM 561232109 649 21,500 X 21,500
MANITOWOC INC COM 563571108 1,188 34,800 X 34,800
MARCUS CORP COM 566330106 476 39,500 X 39,500
MARSH & MCLENNAN COS INC COM 571748102 3,028 44,200 X 44,200
MARRIOTT INTL INC NEW CL A 571903202 716 21,900 X 21,900
MARSHALL INDS COM 572393106 1,007 27,600 X 27,600
MASCO CORP COM 574599106 3,063 98,800 X 98,800
MASCOTECH INC COM 574670105 988 59,400 X 59,400
MASTECH CORP COM 57632N105 216 16,000 X 16,000
MATERIAL SCIENCIES CORP COM 576674105 270 20,300 X 20,300
MATTEL INC COM 577081102 504 26,500 X 26,500
MAXXIM MED INC COM 57777G105 455 19,000 X 19,000
MAY DEPT STORES CO COM 577778103 1,104 30,300 X 30,300
MAXIMUS INC COM 577933104 527 17,600 X 17,600
MAYTAG CORP COM 578592107 1,746 52,400 X 52,400
MCDONALDS CORP COM 580135101 5,277 122,000 X 122,000
MCGRAW HILL COS INC COM 580645109 3,580 74,000 X 74,000
MCKESSON HBOC INC COM 58155Q103 759 26,175 X 26,175
MCWHORTER TECHNOLOGIES INC COM 582803102 201 13,600 X 13,600
MEAD CORP COM 582834107 320 9,300 X 9,300
MEDIAONE GROUP INC COM 58440J104 3,737 54,700 X 54,700
MEDIMMUNE INC COM 584699102 359 3,600 X 3,600
MEDQUIST INC COM 584949101 1,488 44,500 X 44,500
MEDTRONIC INC COM 585055106 3,144 88,400 X 88,400
MELLON BK CORP COM 585509102 2,989 88,900 X 88,900
MENS WEARHOUSE INC COM 587118100 1,589 73,900 X 73,900
MENTOR CORP MINN COM 587188103 941 33,000 X 33,000
MERCANTILE BANKSHARES CORP COM 587405101 804 26,000 X 26,000
MERCK & CO INC COM 589331107 15,374 237,200 X 237,200
MERCURY INTERACTIVE CORP COM 589405109 3,396 52,600 X 52,600
MEREDITH CORP COM 589433101 2,694 74,200 X 74,200
MERRILL CORP COM 590175105 423 21,200 X 21,200
MERRILL LYNCH & CO INC COM 590188108 2,560 38,000 X 38,000
MESA AIR GROUP INC COM 590479101 273 44,600 X 44,600
METAMOR WORLDWIDE INC COM 59133P100 249 14,000 X 14,000
METHODE ELECTRS INC CL A 591520200 881 46,700 X 46,700
METRIS COS INC COM 591598107 254 8,600 X 8,600
MICHAEL FOOD INC NEW COM 594079105 1,062 40,400 X 40,400
MICHAELS STORES INC COM 594087108 1,115 37,800 X 37,800
MICREL INC COM 594793101 2,351 54,200 X 54,200
MICROS SYS INC COM 594901100 1,187 29,300 X 29,300
MICROSOFT CORP COM 594918104 42,691 471,400 X 471,400
MICROAGE INC COM 594928103 60 27,800 X 27,800
MICROCHIP TECHNOLOGY INC COM 595017104 514 10,000 X 10,000
MICRON TECHNOLOGY INC COM 595112103 1,948 29,300 X 29,300
MIDWEST EXPRESS HLDGS INC COM 597911106 359 13,700 X 13,700
MIDWAY GAMES INC COM 598148104 788 50,000 X 50,000
MINNESOTA MNG & MFG CO COM 604059105 3,477 36,200 X 36,200
MIRAGE RESORTS INC COM 60462E104 228 16,300 X 16,300
MISSISSIPPI CHEM CORP COM NEW 605288208 331 47,300 X 47,300
MOBIL CORP COM 607059102 9,279 92,100 X 92,100
MODIS PROFESSIONAL SVCS INC COM 607830106 133 10,000 X 10,000
MOLECULAR BIOSYSTEMS INC COM 608513107 43 24,500 X 24,500
MONACO COACH CORP COM 60886R103 597 24,500 X 24,500
MONSANTO CO COM 611662107 1,945 54,500 X 54,500
MORGAN J P & CO INC COM 616880100 1,805 15,800 X 15,800
MORGAN STANLEY DEAN WITTER&CO COM NEW 617446448 5,726 64,200 X 64,200
MORRISON KNUDSEN CORP NEW COM 61844A109 718 69,600 X 69,600
MOTOROLA INC COM 620076109 4,761 54,100 X 54,100
MUELLER INDS INC COM 624756102 1,443 48,600 X 48,600
MUTUAL RISK MGMT LTD COM 628351108 873 71,300 X 71,300
MYERS INDS INC COM 628464109 474 26,690 X 26,690
MYLAN LABS INC COM 628530107 331 18,000 X 18,000
NBTY INC COM 628782104 675 88,500 X 88,500
NCS HEALTHCARE INC CL A 628874109 70 26,800 X 26,800
NFO WORLDWIDE INC COM 62910N108 451 35,400 X 35,400
NVR INC COM 62944T105 303 6,000 X 6,000
NABISCO GROUP HLDG CORP COM 62952P102 440 29,300 X 29,300
NALCO CHEM CO COM 629853102 298 5,900 X 5,900
NASH FINCH CO COM 631158102 105 15,000 X 15,000
NATIONAL CITY CORP COM 635405103 1,591 59,600 X 59,600
NATIONAL COMPUTER SYS INC COM 635519101 1,898 49,500 X 49,500
NATIONAL DATA CORP COM 635621105 1,188 45,700 X 45,700
NATIONAL INSTRS CORP COM 636518102 2,365 66,900 X 66,900
NATIONAL PRESTO INDS INC COM 637215104 375 9,700 X 9,700
NATIONAL SEMICONDUCTOR CORP COM 637640103 458 15,000 X 15,000
NATIONWIDE FINL SVCS INC CL A 638612101 417 11,800 X 11,800
NATURES SUNSHINE PRODUCTS INC COM 639027101 223 23,600 X 23,600
NAUTICA ENTERPRISES INC COM 639089101 905 56,100 X 56,100
NAVISTAR INTL CORP NEW COM 63934E108 321 6,900 X 6,900
NAVIGANT CONSULTING INC COM 63935N107 301 6,500 X 6,500
NELSON THOMAS INC COM 640376109 185 19,000 X 19,000
NETWORK EQUIP TECHNOLOGIES COM 641208103 364 39,600 X 39,600
NEW CENTURY ENERGIES INC COM 64352U103 338 10,100 X 10,100
NEW ENGLAND BUSINESS SVC INC COM 643872104 543 19,000 X 19,000
NEW JERSEY RES COM 646025106 1,156 28,900 X 28,900
NEW YORK TIMES CO CL A 650111107 619 16,500 X 16,500
NEWELL RUBBERMAID INC COM 651229106 726 25,420 X 25,420
NEWFIELD EXPL CO COM 651290108 1,808 54,900 X 54,900
NEWMONT MINING CORP COM 651639106 391 15,100 X 15,100
NEXTEL COMMUNICATIONS INC CL A 65332V103 1,750 25,800 X 25,800
NIAGARA MOHAWK HLDGS INC COM 653520106 265 17,000 X 17,000
NIKE INC CL B 654106103 1,473 25,900 X 25,900
99 CENTS ONLY STORES COM 65440K106 282 7,812 X 7,812
NORDSTROM INC COM 655664100 346 12,800 X 12,800
NORFOLK SOUTHERN CORP COM 655844108 943 38,500 X 38,500
NORTEL NETWORKS CORP COM 656569100 6,457 126,600 X 126,600
NORTH AMERN VACCINE INC COM 657201109 320 42,600 X 42,600
NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 664785102 276 9,500 X 9,500
NORTHN STS PWR CO MINN COM 665772109 755 35,000 X 35,000
NORTHERN TR CORP COM 665859104 843 10,100 X 10,100
NORTHROP GRUMMAN CORP COM 666807102 877 13,800 X 13,800
NORTHWEST NAT GAS CO COM 667655104 1,324 51,300 X 51,300
NORTHWESTERN CORP COM 668074107 694 30,500 X 30,500
NOVELL INC COM 670006105 660 31,900 X 31,900
NOVELLUS SYS INC COM 670008101 3,453 51,200 X 51,200
NOVEN PHARMACEUTICALS INC COM 670009109 241 28,300 X 28,300
NSTAR COM 67019E107 745 19,237 X 19,237
NUCOR CORP COM 670346105 376 7,900 X 7,900
OM GROUP INC COM 670872100 1,201 31,300 X 31,300
OAK INDS INC COM NEW 671400505 819 24,100 X 24,100
OAKWOOD HOMES CORP COM 674098108 280 62,200 X 62,200
OCCIDENTAL PETE CORP DEL COM 674599105 1,300 56,200 X 56,200
OCEANEERING INTL INC COM 675232102 496 29,500 X 29,500
OCULAR SCIENCES INC COM 675744106 271 14,000 X 14,000
OFFSHORE LOGISTICS INC COM 676255102 288 27,900 X 27,900
OMNICOM GROUP INC COM 681919106 1,212 15,300 X 15,300
ON ASSIGNMENT INC COM 682159108 360 15,000 X 15,000
ORACLE CORP COM 68389X105 7,084 155,700 X 155,700
ORBITAL SCIENCES CORP COM 685564106 879 50,200 X 50,200
ORGANOGENESIS INC COM 685906109 302 40,200 X 40,200
O REILLY AUTOMOTIVE INC COM 686091109 2,078 43,600 X 43,600
ORION CAP CORP COM 686268103 1,947 41,100 X 41,100
ORTHODONTIC CTRS AMER INC COM 68750P103 1,634 93,700 X 93,700
OSHKOSH B GOSH INC CL A 688222207 343 21,500 X 21,500
OSTEOTECH INC COM 688582105 247 18,100 X 18,100
OUTBACK STEAKHOUSE INC COM 689899102 739 29,000 X 29,000
OWENS CORNING COM 69073F103 410 18,900 X 18,900
OWENS & MINOR INC NEW COM 690732102 426 44,300 X 44,300
OWENS ILL INC COM NEW 690768403 279 14,100 X 14,100
OXFORD INDS INC COM 691497309 231 10,700 X 10,700
P-COM INC COM 693262107 533 76,200 X 76,200
PECO ENERGY CO COM 693304107 761 20,300 X 20,300
PG&E CORP COM 69331C108 893 34,500 X 34,500
PE CORP COM PE BIO GRP 69332S102 650 9,000 X 9,000
PNC BK CORP COM 693475105 1,433 27,200 X 27,200
P P & L RES INC COM 693499105 384 14,200 X 14,200
PPG INDS INC COM 693506107 2,232 37,200 X 37,200
PACCAR INC COM 693718108 753 14,800 X 14,800
PACIFIC SUNWEAR CALIF INC COM 694873100 1,690 60,300 X 60,300
PACIFICORP COM 695114108 541 26,900 X 26,900
PALL CORP COM 696429307 814 35,100 X 35,100
PANERA BREAD CO CL A 69840W108 106 16,000 X 16,000
PARAMETRIC TECHNOLOGY CORP COM 699173100 327 24,200 X 24,200
PAREXEL INTL CORP COM 699462107 308 33,700 X 33,700
PARK ELECTROCHEMICAL CORP COM 700416209 450 13,700 X 13,700
PARKER HANNIFIN CORP COM 701094104 444 9,900 X 9,900
PATTERSON DENTAL CO COM 703412106 2,944 59,400 X 59,400
PAXAR CORP COM 704227107 694 73,100 X 73,100
PAYCHEX INC COM 704326107 758 22,200 X 22,200
PAYLESS SHOESOURCE INC COM 704379106 873 17,288 X 17,288
PEDIATRIX MED GROUP COM 705324101 284 20,500 X 20,500
PENFORD CORP COM 707051108 136 10,000 X 10,000
PENNEY J C INC COM 708160106 794 23,000 X 23,000
PENNSYLVANIA ENTERPRISES INC COM 708720107 464 14,300 X 14,300
PEOPLES HERITAGE FINL GROUP COM 711147108 233 14,000 X 14,000
PEOPLESOFT INC COM 712713106 356 21,000 X 21,000
PEPSICO INC COM 713448108 4,060 133,100 X 133,100
PERFORMANCE FOOD GROUP CO COM 713755106 456 17,800 X 17,800
PETSMART INC COM 716768106 37 10,000 X 10,000
PHARMACIA & UPJOHN INC COM 716941109 2,521 50,800 X 50,800
PFIZER INC COM 717081103 13,668 381,000 X 381,000
PHARMACEUTICAL PROD DEV INC COM 717124101 633 46,700 X 46,700
PHARMACEUTICAL RES INC COM 717125108 79 15,577 X 15,577
PHELPS DODGE CORP COM 717265102 292 5,300 X 5,300
PHILADELPHIA SUBN CORP COM PAR $0.50 718009608 1,296 55,013 X 55,013
PHILIP MORRIS COS INC COM 718154107 7,501 219,400 X 219,400
PHILLIPS PETE CO COM 718507106 1,121 23,000 X 23,000
PHILLIPS VAN HEUSEN CORP COM 718592108 422 47,600 X 47,600
PHYCOR INC COM 71940F100 519 118,600 X 118,600
PHOTRONICS INC COM 719405102 817 36,400 X 36,400
PICTURETEL CORP COM NEW 720035302 224 52,600 X 52,600
PIEDMONT NAT GAS INC COM 720186105 1,419 46,800 X 46,800
PIER 1 IMPORTS INC COM 720279108 837 127,500 X 127,500
PILGRIMS PRIDE CORP CL B 721467108 113 13,000 X 13,000
PILGRIMS PRIDE CORP CL A 721467207 107 20,800 X 20,800
PILLOWTEX CORP COM 721501104 140 18,700 X 18,700
PINNACLE SYS INC COM 723481107 381 9,000 X 9,000
PIONEER GROUP INC COM 723684106 524 34,900 X 34,900
PIONEER HI BRED INTL INC COM 723686101 861 21,700 X 21,700
PIONEER STD ELECTRS INC COM 723877106 699 48,400 X 48,400
PITNEY BOWES INC COM 724479100 3,626 59,500 X 59,500
PITTSTON CO COM BAX GROUP 725701882 221 27,400 X 27,400
PLACER DOME INC COM 725906101 336 22,600 X 22,600
PLAINS RES INC COM PAR $0.10 726540503 399 22,300 X 22,300
PLANTRONICS INC NEW COM 727493108 1,129 22,700 X 22,700
PLAYERS INTL INC COM 727903106 313 42,300 X 42,300
PLEXUS CORP COM 729132100 934 30,500 X 30,500
POGO PRODUCING CO COM 730448107 1,100 53,000 X 53,000
POLARIS INDS INC COM 731068102 1,153 33,300 X 33,300
POOL ENERGY SVCS CO COM 732788104 827 33,600 X 33,600
POPE & TALBOT INC COM 732827100 220 17,800 X 17,800
POWERWAVE TECHNOLOGIES INC COM 739363109 1,259 26,100 X 26,100
PREMIER BANCSHARES INC GA COM 739909109 602 34,400 X 34,400
PRAXAIR INC COM 74005P104 1,118 24,300 X 24,300
PRE PAID LEGAL SVCS INC COM 740065107 1,740 44,200 X 44,200
PREMARK INTL INC COM 740459102 354 7,000 X 7,000
PRIME MED SVCS INC NEW COM 74156D108 373 39,300 X 39,300
PRIMARK CORP COM 741903108 776 27,300 X 27,300
PRIME HOSPITALITY CORP COM 741917108 854 106,700 X 106,700
PRIDE INTL INC COM 741932107 945 66,600 X 66,600
PRIORITY HEALTHCARE CORP CL B 74264T102 778 25,200 X 25,200
PROCTER & GAMBLE CO COM 742718109 11,756 125,400 X 125,400
PROFIT RECOVERY GROUP INTL INC COM 743168106 2,383 53,400 X 53,400
PROGRESS SOFTWARE CORP COM 743312100 697 22,200 X 22,200
PROGRESSIVE CORP OHIO COM 743315103 539 6,600 X 6,600
PROTEIN DESIGN LABS INC COM 74369L103 910 25,200 X 25,200
PROVIDENT BANKSHARES CORP COM 743859100 717 33,700 X 33,700
PROVIDIAN FINL CORP COM 74406A102 1,410 17,800 X 17,800
PUBLIC SVC CO N C INC COM 744516105 852 27,700 X 27,700
PUBLIC SVC ENTERPRISE GROUP COM 744573106 1,340 34,700 X 34,700
PUGET SOUND ENERGY INC COM 745332106 473 21,100 X 21,100
PULTE CORP COM 745867101 520 23,900 X 23,900
QRS CORP COM 74726X105 1,103 17,200 X 17,200
QUAKER CHEM CORP COM 747316107 196 11,800 X 11,800
QUAKER OATS CO COM 747402105 761 12,300 X 12,300
QUALCOMM INC COM 747525103 2,497 13,200 X 13,200
QUANEX CORP COM 747620102 595 23,200 X 23,200
QUEENS CNTY BANCORP INC COM 748242104 1,075 38,900 X 38,900
QUIKSILVER INC COM 74838C106 537 29,400 X 29,400
R G S ENERGY GROUP INC COM 74956K104 277 11,300 X 11,300
RSA SEC INC COM 749719100 1,588 59,800 X 59,800
RTI INTL METALS INC COM 74973W107 279 27,900 X 27,900
RADIAN GROUP INC COM 750236101 2,392 55,706 X 55,706
RAILTEX INC COM 750766107 309 18,700 X 18,700
RALCORP HLDGS INC NEW COM 751028101 727 41,100 X 41,100
RALSTON PURINA CO COM RAL-PUR GP 751277302 753 27,000 X 27,000
RAYMOND JAMES FINANCIAL INC COM 754730109 1,244 62,400 X 62,400
RAYTHEON CO CL B 755111408 1,509 30,400 X 30,400
READ-RITE CORP COM 755246105 294 66,800 X 66,800
REGAL BELOIT CORP COM 758750103 762 36,700 X 36,700
REGENERON PHARMACEUTICALS COM 75886F107 336 41,300 X 41,300
REGIS CORP MINN COM 758932107 939 48,800 X 48,800
REGIONS FINL CORP COM 758940100 600 20,000 X 20,000
RELIANCE STEEL & ALUMINUM CO COM 759509102 921 43,850 X 43,850
RELIANT ENERGY INC COM 75952J108 1,540 56,900 X 56,900
REMEDY CORP COM 759548100 1,416 49,900 X 49,900
REMINGTON OIL & GAS CORP COM 759594302 162 28,400 X 28,400
RENAL CARE GROUP INC COM 759930100 1,325 60,500 X 60,500
REPUBLIC GROUP INC COM 760473108 217 15,600 X 15,600
REPUBLIC N Y CORP COM 760719104 596 9,700 X 9,700
RESMED INC COM 761152107 364 11,000 X 11,000
RESOURCE BANCSHARES MTG GROUP COM 761197102 112 22,600 X 22,600
RESPIRONICS INC COM 761230101 333 40,400 X 40,400
REYNOLDS & REYNOLDS CO CL A 761695105 408 20,000 X 20,000
REYNOLDS METALS CO COM 761763101 356 5,900 X 5,900
REYNOLDS R J TOB HLDGS INC COM 76182K105 264 9,766 X 9,766
RIGGS NATL CORP WASH DC COM 766570105 629 37,300 X 37,300
RITE AID CORP COM 767754104 322 23,300 X 23,300
ROBBINS & MYERS INC COM 770196103 324 20,900 X 20,900
ROBERT HALF INTL INC COM 770323103 238 10,000 X 10,000
ROBERTS PHARMACEUTICAL CORP COM 770491108 1,594 52,700 X 52,700
ROCKWELL INTL CORP NEW COM 773903109 903 17,200 X 17,200
ROHM & HAAS CO COM 775371107 688 19,056 X 19,056
ROLLINS TRUCK LEASING CORP COM 775741101 1,199 118,400 X 118,400
ROPER INDS INC NEW COM 776696106 1,526 39,900 X 39,900
ROSLYN BANCORP INC COM 778162107 315 17,600 X 17,600
ROSS STORES INC COM 778296103 523 26,000 X 26,000
ROYAL APPLIANCE MFG CO COM 780076105 126 25,200 X 25,200
ROYAL DUTCH PETE CO NY REG GLD1.25 780257804 12,834 217,300 X 217,300
RUBY TUESDAY INC COM 781182100 823 42,200 X 42,200
RURAL / METRO CORP COM 781748108 155 23,400 X 23,400
RUSS BERRIE & CO COM 782233100 586 28,000 X 28,000
RYANS FAMILY STEAK HOUSE INC COM 783519101 681 75,700 X 75,700
RYLAND GROUP INC COM 783764103 457 20,100 X 20,100
SBC COMMUNICATIONS INC COM 78387G103 10,024 196,300 X 196,300
SCI SYS INC COM 783890106 467 10,500 X 10,500
SEI INVESTMENTS CO COM 784117103 2,402 26,900 X 26,900
SLM HLDG CORP COM 78442A109 1,290 30,000 X 30,000
SLI INC COM 78442T108 1,219 57,200 X 57,200
SPDR TR UNIT SER 1 78462F103 16,506 128,200 X 128,200
SPS TECHNOLOGIES INC COM 784626103 914 24,100 X 24,100
S3 INC COM 784849101 731 70,000 X 70,000
SAFECO CORP COM 786429100 344 12,300 X 12,300
SAFESKIN CORP COM 786454108 819 99,600 X 99,600
SAFEWAY INC COM NEW 786514208 2,634 69,200 X 69,200
ST JUDE MED INC COM 790849103 239 7,600 X 7,600
ST MARY LD & EXPL CO COM 792228108 504 19,300 X 19,300
ST PAUL BANCORP INC COM 792848103 1,212 53,000 X 53,000
ST PAUL COS INC COM 792860108 589 21,400 X 21,400
SAKS INC COM 79377W108 152 10,000 X 10,000
SANMINA CORP COM 800907107 542 7,000 X 7,000
SARA LEE CORP COM 803111103 1,926 82,400 X 82,400
SCHERING PLOUGH CORP COM 806605101 9,179 210,400 X 210,400
SCHLUMBERGER LTD COM 806857108 3,072 49,300 X 49,300
SCHWAB CHARLES CORP NEW COM 808513105 2,414 72,200 X 72,200
SCHWEITZER-MAUDUIT INTL INC COM 808541106 272 21,000 X 21,000
SCIENTIFIC ATLANTA INC COM 808655104 352 7,100 X 7,100
SCOTT TECHNOLOGIES INC COM 810022301 474 24,000 X 24,000
SCOTTS CO CL A 810186106 838 24,200 X 24,200
SEAGATE TECHNOLOGY COM 811804103 680 22,200 X 22,200
SEAGRAM LTD COM 811850106 1,429 31,400 X 31,400
SEACOR SMIT INC COM 811904101 820 16,000 X 16,000
SEALED AIR CORP NEW COM 81211K100 390 7,600 X 7,600
SEALED AIR CORP NEW PFD CV A $2 81211K209 200 3,942 X 3,942
SEARS ROEBUCK & CO COM 812387108 1,086 34,600 X 34,600
SEITEL INC COM NEW 816074306 304 31,200 X 31,200
SELECTIVE INS GROUP INC COM 816300107 700 37,100 X 37,100
SEMPRA ENERGY COM 816851109 452 21,700 X 21,700
SERVICE CORP INTL COM 817565104 767 72,600 X 72,600
SERVICE EXPERTS INC COM 817567100 240 23,100 X 23,100
SERVICEMASTER CO COM 81760N109 419 26,100 X 26,100
SHERWIN WILLIAMS CO COM 824348106 327 15,600 X 15,600
SHOPKO STORES INC COM 824911101 1,030 35,500 X 35,500
SHOREWOOD PACKAGING CORP COM 825229107 503 37,100 X 37,100
SIERRA HEALTH SVCS INC COM 826322109 521 51,500 X 51,500
SIERRA PAC RES NEW COM 826428104 268 12,039 X 12,039
SIGMA ALDRICH CORP COM 826552101 765 24,100 X 24,100
SILICON GRAPHICS INC COM 827056102 185 16,900 X 16,900
SILICON VY BANCSHARES COM 827064106 779 32,300 X 32,300
SILICON VY GROUP INC COM 827066101 515 43,600 X 43,600
SIMPSON INDS INC COM 829060102 376 34,000 X 34,000
SIMPSON MANUFACTURING CO INC COM 829073105 1,073 22,900 X 22,900
SKYLINE CORP COM 830830105 306 11,900 X 11,900
SKYWEST INC COM 830879102 801 36,500 X 36,500
SMITH A O COM 831865209 926 30,600 X 30,600
SMITHFIELD FOODS INC COM 832248108 1,881 70,300 X 70,300
SOLA INTL INC COM 834092108 508 32,800 X 32,800
SOLECTRON CORP COM 834182107 2,111 29,400 X 29,400
SONAT INC COM 835415100 397 10,000 X 10,000
SONIC CORP COM 835451105 980 32,200 X 32,200
SOUTHERN CO COM 842587107 1,620 62,900 X 62,900
SOUTHERN ENERGY HOMES INC COM 842814105 42 16,000 X 16,000
SOUTHTRUST CORP COM 844730101 753 21,000 X 21,000
SOUTHWEST AIRLS CO COM 844741108 693 45,600 X 45,600
SOUTHWEST GAS CORP COM 844895102 1,377 51,100 X 51,100
SOUTHWESTERN ENERGY CO COM 845467109 391 43,100 X 43,100
SOVEREIGN BANCORP INC COM 845905108 455 50,000 X 50,000
SPACELABS MED INC COM 846247104 292 19,300 X 19,300
SPARTAN MTRS INC COM 846819100 84 16,600 X 16,600
SPECIALTY EQUIP COS INC COM NEW 847497203 621 24,600 X 24,600
SPEEDFAM-IPEC INC COM 847705100 379 31,600 X 31,600
SPORTS AUTH INC COM 849176102 134 42,100 X 42,100
SPRINT CORP COM FON GROUP 852061100 4,221 77,800 X 77,800
SPRINT CORP PCS COM SER 1 852061506 2,543 34,100 X 34,100
STAFFMARK INC COM 852389105 306 38,500 X 38,500
STANDARD MICROSYSTEMS CORP COM 853626109 195 21,100 X 21,100
STANDARD MTR PRODS INC COM 853666105 336 17,300 X 17,300
STANDARD PAC CORP NEW COM 85375C101 401 39,100 X 39,100
STANDARD PRODS CO COM 853836104 772 21,800 X 21,800
STANDEX INTL CORP COM 854231107 470 17,400 X 17,400
STANLEY WKS COM 854616109 204 8,100 X 8,100
STAPLES INC COM 855030102 1,357 62,200 X 62,200
STATE STR CORP COM 857477103 937 14,500 X 14,500
STEEL TECHNOLOGIES INC COM 858147101 171 14,700 X 14,700
STEIN MART INC COM 858375108 522 73,300 X 73,300
STILLWATER MNG CO COM 86074Q102 1,473 54,800 X 54,800
STONE & WEBSTER INC COM 861572105 616 22,000 X 22,000
STONE ENERGY CORP COM 861642106 1,046 20,500 X 20,500
STRIDE RITE CORP COM 863314100 520 74,300 X 74,300
STURM RUGER & CO INC COM 864159108 320 35,500 X 35,500
SUIZA FOODS CORP COM 865077101 450 12,000 X 12,000
SUMMIT BANCORP COM 866005101 506 15,600 X 15,600
SUMMIT TECHNOLOGY INC COM 86627E101 1,029 56,200 X 56,200
SUN MICROSYSTEMS INC COM 866810104 7,328 78,800 X 78,800
SUNOCO INC COM 86764P109 892 32,600 X 32,600
SUNRISE MED INC COM 867910101 254 42,300 X 42,300
SUNTRUST BKS INC COM 867914103 1,243 18,900 X 18,900
SUPERIOR TELECOM INC COM 868365107 139 10,000 X 10,000
SUPERVALU INC COM 868536103 1,694 76,770 X 76,770
SUSQUEHANNA BANCSHARES INC PA COM 869099101 842 48,800 X 48,800
SWISS ARMY BRANDS INC COM 870827102 96 10,400 X 10,400
SYMMETRICOM INC COM 871543104 149 19,800 X 19,800
SYNCOR INTL CORP DEL COM 87157J106 574 15,300 X 15,300
SYNOPSYS INC COM 871607107 505 9,000 X 9,000
SYNOVUS FINL CORP COM 87161C105 450 24,100 X 24,100
SYSCO CORP COM 871829107 1,059 30,200 X 30,200
TBC CORP COM 872180104 284 41,000 X 41,000
TCBY ENTERPRISES INC COM 872245105 138 30,200 X 30,200
TJ INTL INC COM 872534102 513 20,400 X 20,400
TJX COS INC NEW COM 872540109 3,303 117,700 X 117,700
TNP ENTERPRISES INC COM 872594106 689 17,700 X 17,700
TRW INC COM 872649108 537 10,800 X 10,800
TV GUIDE INC CL A 87307Q109 274 7,000 X 7,000
TACO CABANA INC COM 873425102 171 17,700 X 17,700
TALK COM INC COM 874264104 1,351 104,700 X 104,700
TANDY CORP COM 875382103 941 18,200 X 18,200
TECH DATA CORP COM 878237106 736 31,600 X 31,600
TECHNE CORP COM 878377100 348 11,100 X 11,100
TECHNITROL INC COM 878555101 754 21,400 X 21,400
TECHNOLOGY SOLUTIONS CO COM 87872T108 770 54,500 X 54,500
TEKELEC COM 879101103 272 19,700 X 19,700
TELLABS INC COM 879664100 3,712 65,200 X 65,200
TELXON CORP COM 879700102 178 21,300 X 21,300
TEMPLE INLAND INC COM 879868107 311 5,100 X 5,100
TENET HEALTHCARE CORP COM 88033G100 490 27,900 X 27,900
TENNECO INC NEW COM 88037E101 352 20,700 X 20,700
TETRA TECHNOLOGIES INC DEL COM 88162F105 289 28,400 X 28,400
TETRA TECH INC NEW COM 88162G103 1,111 66,565 X 66,565
TEXACO INC COM 881694103 5,858 92,800 X 92,800
TEXAS INDS INC COM 882491103 1,025 27,700 X 27,700
TEXAS INSTRS INC COM 882508104 5,790 70,400 X 70,400
TEXAS UTILS CO COM 882848104 955 25,600 X 25,600
TEXTRON INC COM 883203101 1,346 17,400 X 17,400
THERMO ELECTRON CORP COM 883556102 194 14,400 X 14,400
THOMAS & BETTS CORP COM 884315102 265 5,200 X 5,200
THOMAS INDS INC COM 884425109 389 20,800 X 20,800
THOR INDS INC COM 885160101 408 16,000 X 16,000
3COM CORP COM 885535104 932 32,400 X 32,400
THREE FIVE SYS INC COM 88554L108 206 9,300 X 9,300
TIDEWATER INC COM 886423102 574 22,500 X 22,500
TIMBERLAND CO CL A 887100105 1,977 50,600 X 50,600
TIME WARNER INC COM 887315109 6,628 109,100 X 109,100
TIMES MIRROR CO NEW COM SER A 887364107 487 7,400 X 7,400
TITAN INTL INC ILL COM 88830M102 283 27,600 X 27,600
TOLL BROTHERS INC COM 889478103 1,350 70,800 X 70,800
TORCHMARK CORP COM 891027104 329 12,700 X 12,700
TORO CO COM 891092108 766 20,500 X 20,500
TOWER AUTOMOTIVE INC COM 891707101 2,023 102,100 X 102,100
TOYS R US INC COM 892335100 699 46,600 X 46,600
TREDEGAR CORP COM 894650100 1,064 49,800 X 49,800
TRENWICK GROUP INC COM 895290104 313 18,900 X 18,900
TRIARC COS INC CL A 895927101 722 33,700 X 33,700
TRICON GLOBAL RESTAURANTS COM 895953107 565 13,800 X 13,800
TRIBUNE CO NEW COM 896047107 2,060 41,400 X 41,400
TRIMBLE NAVIGATION LTD COM 896239100 321 30,000 X 30,000
TRIUMPH GROUP INC NEW COM 896818101 295 11,100 X 11,100
TRUE NORTH COMMUNICATIONS INC COM 897844106 2,277 62,600 X 62,600
TRUSTCO BK CORP N Y COM 898349105 1,066 36,100 X 36,100
TUBOSCOPE INC COM 898600101 721 58,000 X 58,000
TYCO INTL LTD NEW COM 902124106 7,576 73,374 X 73,374
UGI CORP NEW COM 902681105 344 14,800 X 14,800
UST CORP COM 902900109 1,734 56,400 X 56,400
USX MARATHON GROUP COM NEW 902905827 1,626 55,600 X 55,600
UST INC COM 902911106 507 16,800 X 16,800
USA DETERGENTS INC COM 902938109 90 18,300 X 18,300
US BANCORP DEL COM 902973106 1,989 65,900 X 65,900
U S LIQUIDS INC COM 902974104 115 16,400 X 16,400
URS CORP NEW COM 903236107 505 20,600 X 20,600
U S G CORP COM NEW 903293405 424 8,900 X 8,900
USX-U S STL COM 90337T101 206 8,000 X 8,000
US ONCOLOGY INC COM 90338W103 1,309 144,400 X 144,400
ULTRATECH STEPPER INC COM 904034105 507 39,800 X 39,800
UNILEVER N V N Y SHS NEW 904784709 3,516 51,607 X 51,607
UNICOM CORP COM 904911104 724 19,600 X 19,600
UNION CARBIDE CORP COM 905581104 682 12,000 X 12,000
UNION PAC CORP COM 907818108 1,072 22,300 X 22,300
UNION PAC RES GROUP INC COM 907834105 367 22,600 X 22,600
UNION PLANTERS CORP COM 908068109 692 16,975 X 16,975
UNISYS CORP COM 909214108 1,038 23,000 X 23,000
UNITED BANKSHARES INC WEST VA COM 909907107 1,391 57,200 X 57,200
UNITED HEALTHCARE CORP COM 910581107 823 16,900 X 16,900
UNITED ILLUM CO COM 910637107 929 19,200 X 19,200
UNITED NAT FOODS INC COM 911163103 212 24,100 X 24,100
U S BIOSCIENCE INC COM PAR $0.01 911646206 510 35,800 X 35,800
US AIRWAYS GROUP INC COM 911905107 207 7,900 X 7,900
U S HOME CORP NEW COM 911920106 476 17,100 X 17,100
U S WEST INC NEW COM 91273H101 2,984 52,300 X 52,300
U S TR CORP NEW COM 91288L105 2,138 26,600 X 26,600
UNITED TECHNOLOGIES CORP COM 913017109 5,658 95,400 X 95,400
UNITED WTR RES INC COM 913190104 1,661 50,900 X 50,900
UNITRODE CORP COM 913283107 1,810 43,100 X 43,100
UNIVERSAL FST PRODS INC COM 913543104 405 31,000 X 31,000
UNIVERSAL HLTH SVCS INC CL B 913903100 1,087 42,000 X 42,000
UNOCAL CORP COM 915289102 808 21,800 X 21,800
UNUMPROVIDENT CORP COM 91529Y106 630 21,406 X 21,406
USFREIGHTWAYS CORP COM 916906100 2,260 47,700 X 47,700
USWEB CORP COM 917327108 233 6,800 X 6,800
UTILICORP UTD INC COM 918005109 215 10,200 X 10,200
V F CORP COM 918204108 338 10,900 X 10,900
VALASSIS COMMUNICATIONS INC COM 918866104 4,161 94,700 X 94,700
VALENCE TECHNOLOGY INC COM 918914102 168 35,800 X 35,800
VALMONT INDS INC COM 920253101 540 32,000 X 32,000
VANTIVE CORP COM 922091103 309 35,600 X 35,600
VARCO INTL INC COM 922126107 500 41,000 X 41,000
VARIAN MED SYS INC COM 92220P105 893 40,800 X 40,800
VERITAS DGC INC COM 92343P107 237 12,300 X 12,300
VERTEX PHARMACEUTICALS INC COM 92532F100 1,069 34,400 X 34,400
VIACOM INC CL B 925524308 2,696 63,800 X 63,800
VICOR CORP COM 925815102 1,479 65,200 X 65,200
VIDEOSERVER INC COM 926918103 216 29,800 X 29,800
VINTAGE PETE INC COM 927460105 1,416 104,900 X 104,900
VISIO CORP COM 927914101 1,566 39,900 X 39,900
VISTANA INC COM 92839P108 278 18,500 X 18,500
VITAL SIGNS INC COM 928469105 330 16,200 X 16,200
VITESSE SEMICONDUCTOR CORP COM 928497106 1,281 15,000 X 15,000
VODAFONE AIRTOUCH PLC SPONSORED ADR 92857T107 6,146 25,850 X 25,850
VOLT INFORMATION SCIENCES INC COM 928703107 480 19,800 X 19,800
WD-40 CO COM 929236107 482 20,600 X 20,600
WHX CORP COM 929248102 220 22,000 X 22,000
WICOR INC COM 929253102 1,473 50,700 X 50,700
WABASH NATL CORP COM 929566107 1,223 60,200 X 60,200
WACHOVIA CORP COM 929771103 1,439 18,300 X 18,300
WAL MART STORES INC COM 931142103 19,691 414,000 X 414,000
WALGREEN CO COM 931422109 2,284 90,000 X 90,000
WALL DATA INC COM 932045107 72 13,400 X 13,400
WARNACO GROUP INC CL A 934390105 316 17,300 X 17,300
WARNER LAMBERT CO COM 934488107 6,193 93,300 X 93,300
WASHINGTON MUT INC COM 939322103 1,024 35,000 X 35,000
WASTE MGMT INC DEL COM 94106L109 1,011 52,500 X 52,500
WATERS CORP COM 941848103 363 6,000 X 6,000
WATKINS JOHNSON CO COM 942486101 292 8,700 X 8,700
WATSCO INC COM 942622200 611 53,700 X 53,700
WATSON PHARMACEUTICALS INC COM 942683103 553 18,100 X 18,100
WELLS FARGO & CO NEW COM 949746101 6,047 152,600 X 152,600
WENDYS INTL INC COM 950590109 750 28,300 X 28,300
WERNER ENTERPRISES INC COM 950755108 1,406 79,800 X 79,800
WESLEY JESSEN VISIONCARE INC COM 951018100 976 31,300 X 31,300
WESTERN GAS RES INC COM 958259103 336 18,000 X 18,000
WESTVACO CORP COM 961548104 233 9,100 X 9,100
WESTWOOD ONE INC COM 961815107 3,190 70,700 X 70,700
WEYERHAEUSER CO COM 962166104 1,037 18,000 X 18,000
WHIRLPOOL CORP COM 963320106 647 9,900 X 9,900
WHITNEY HLDG CORP COM 966612103 1,090 31,700 X 31,700
WHITTMAN-HART INC COM 966834103 3,017 77,800 X 77,800
WHOLE FOODS MKT INC COM 966837106 1,135 34,700 X 34,700
WILLAMETTE INDS INC COM 969133107 436 10,100 X 10,100
WILLIAMS COS INC DEL COM 969457100 1,452 38,600 X 38,600
WILLIAMS SONOMA INC COM 969904101 1,263 26,000 X 26,000
WINN DIXIE STORES INC COM 974280109 401 13,500 X 13,500
WINNEBAGO INDS INC COM 974637100 721 30,100 X 30,100
WOLVERINE TUBE INC COM 978093102 290 18,700 X 18,700
WOLVERINE WORLD WIDE INC COM 978097103 619 54,400 X 54,400
WORLD COLOR PRESS INC DEL COM 981443104 1,874 50,300 X 50,300
WRIGLEY WM JR CO COM 982526105 723 10,500 X 10,500
WYNNS INTL INC COM 983195108 395 24,800 X 24,800
X-RITE INC COM 983857103 237 36,500 X 36,500
XIRCOM INC COM 983922105 1,942 45,500 X 45,500
XOMED SURGICAL PRODS INC COM 98412V107 923 16,200 X 16,200
XEROX CORP COM 984121103 3,909 93,200 X 93,200
YELLOW CORP COM 985509108 543 32,800 X 32,800
ZALE CORP NEW COM 988858106 2,463 64,300 X 64,300
ZEBRA TECHNOLOGIES CORP CL A 989207105 1,869 41,100 X 41,100
ZENITH NATL INS CORP COM 989390109 483 22,600 X 22,600
GRAND TOTAL 1,649,658
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