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<PAGE>
FORM 13-F
Report for the Calendar Quarter Ended 31 March 1999.
---------
Name of Institutional Investment Manager: Deere & Company
Business Address: One John Deere Place
Moline, IL 61265
13F File Number: 28-850
Name, Phone No., and Title of Person Duly Authorized to submit This Report:
Thomas K. Jarrett
(309) 765-4241
Assistant Secretary
_____________________________________________________________
ATTENTION - International 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 17th day of May 1999.
DEERE & COMPANY
(Name of Institutional
Investment Manager)
/s/ Thomas K. Jarrett
--------------------------
(Manual Signature of
Person Duly Authorized
to Submit This Report)
The total number of pages in this report is 32.
<PAGE>
31-Mar-99 Deere & Company
<TABLE>
<CAPTION>
ITEM 6:
INVESTMENT I
DISCRETION VOTING AUTHORIT
-------------- ---------------
(B)
ITEM 5: SHARED (C) ITEM 7:
ITEM 3: ITEM 4: SHARES OR (A) AS DEFINED MANAGERS
ITEM 1: ITEM 2: CUSIP FAIR MARKET PRINCIPAL SHARED-SOLE IN SEE
NAME OF ISSUER TITLE OF CLAS NUMBER VALUE (000) AMOUNT INSTR.V OTHER INSTR.V (A)SOLE (B)SHAR
<S> <C> <C> <C> <C> <C> <C> <C>
AAR CORP COM 000361105 757 42500 X 42500
ADC TELECOMMUNICATIONS INC COM 000886101 577 12100 X 12100
ABM INDS INC COM 000957100 897 29400 X 29400
AES CORP COM COM 00130H105 607 16300 X 16300
AMC ENTMT INC COM 001669100 37 2400 X 2400
AMR CORP DEL COM COM 001765106 1048 17900 X 17900
AT&T CORP COM COM 001957109 16722 209513 X 209513
ABBOTT LABS COM COM 002824100 8000 170900 X 170900
ABERCROMBIE & FITCH CO CL A CL A 002896207 489 5300 X 5300
ACME METALS INC COM 004724100 3 12700 X 12700
ACTION PERFORMANCE COS INC COM 004933107 340 11300 X 11300
ACXIOM CORP COM COM 005125109 2812 106100 X 106100
ADAC LABS NEW COM COM NEW 005313200 377 27700 X 27700
ADOBE SYS INC DEL COM COM 00724F101 341 6000 X 6000
ADTRAN INC COM 00738A106 362 22000 X 22000
ADVANCED FIBER COMMUNICATIONS COM 00754A105 48 5000 X 5000
ADVANCED TISSUE SCIENCES INC COM 00755F103 116 53900 X 53900
ADVO INC COM 007585102 917 47500 X 47500
AEROQUIP-VICKERS INC COM COM 007869100 149 2600 X 2600
ADVANCED MICRO DEVICES INC COM COM 007903107 205 13200 X 13200
AETNA INC COM COM 008117103 1071 12900 X 12900
AETNA INC PFD CL C 6.25% COM 008117202 107 1415 X 1415
AFFILIATED COMPUTER SVCS INC CL A 008190100 366 8000 X 8000
AIR EXPRESS INTL CORP COM COM 009104100 694 45900 X 45900
AIR PRODS & CHEMS INC COM COM 009158106 654 19100 X 19100
AIRTOUCH COMMUNICATIONS INC COM 00949T100 4996 51700 X 51700
ALBERTO CULVER CO CL B COM COM 013068101 122 5200 X 5200
ALBERTSONS INC COM COM 013104104 1753 32200 X 32200
ALCAN ALUM LTD COM 013716105 532 20600 X 20600
ALCOA INC COM COM 013817101 1367 33200 X 33200
ALCATEL ADR SPONSORED ADR 013904305 465 20375 X 20375
ALLEGHENY TELEDYNE INC COM COM 017415100 337 17800 X 17800
<PAGE>
ALLEN TELECOM INC COM COM 018091108 379 58300 X 58300
ALLERGAN INC COM COM 018490102 527 6000 X 6000
ALLIANCE CAP MGMT L P UNIT LTD UNIT LTD PART 018548107 532 21000 X 21000
ALLIANCE PHARMACEUTICAL CORP COM 018773101 121 43900 X 43900
ALLIANT TECHSYSTEMS INC COM COM 018804104 1142 14700 X 14700
ALLIED SIGNAL INC COM COM 019512102 2976 60500 X 60500
ALLSTATE CORP COM COM 020002101 3673 99100 X 99100
ALLTEL CORP COM 020039103 1547 24800 X 24800
ALPHARMA INC CL A COM CL A 020813101 1358 34600 X 34600
ALPHA 1 BIOMEDICALS INC COM 020910105 0 257 X 257
ALZA CORP COM COM 022615108 302 7900 X 7900
AMCAST INDL CORP COM COM 023395106 203 12600 X 12600
AMCOL INTERNATIONAL CORP COM 02341W103 383 38300 X 38300
AMERADA HESS CORP COM COM 023551104 417 8200 X 8200
AMEREN CORP COM 023608102 919 25400 X 25400
AMERICA ONLINE INC DEL COM COM 02364J104 12083 82200 X 82200
AMERICAN BANKERS INS GROUP INC COM 024456105 3026 58200 X 58200
AMERICAN ELEC PWR INC COM COM 025537101 1083 27300 X 27300
AMERICAN EXPRESS CO COM COM 025816109 5275 44800 X 44800
AMERICAN FREIGHTWAYS CORP COM COM 02629V108 600 46600 X 46600
AMERICAN GEN CORP COM COM 026351106 2242 31800 X 31800
AMERICAN GREETINGS CORP CL A COM 026375105 162 6400 X 6400
AMERICAN HOME PRODS CORP COM COM 026609107 7752 118800 X 118800
AMERICAN INTL GROUP INC COM COM 026874107 13486 111800 X 111800
AMERICAN MGMT SYS INC COM COM 027352103 2044 59900 X 59900
AMERICAN ONCOLOGY RESOURCES COM 028910107 954 106000 X 106000
AMERICAN PWR CONVERSION CORP COM 029066107 270 10000 X 10000
AMERICAN STS WTR CO COM COM 029899101 298 12300 X 12300
AMERICAN STORES CO NEW COM COM 030096101 898 27200 X 27200
AMERICREDIT CORP COM COM 03060R101 1227 93500 X 93500
AMERIN CORP COM COM 03070X106 278 13700 X 13700
AMERITECH CORP NEW COM COM 030954101 5907 102500 X 102500
AMGEN INC COM 031162100 4013 53600 X 53600
AMP INC COM COM 031897101 1059 19800 X 19800
AMRESCO INC COM COM 031909104 620 80600 X 80600
AMSOUTH BANCORPORATION COM COM 032165102 2625 57700 X 57700
ANADARKO PETE CORP COM COM 032511107 419 11100 X 11100
ANALOG DEVICES INC COM COM 032654105 397 13333 X 13333
ANALOGIC CORP COM PAR $0.05 COM PAR $0.05 032657207 570 17300 X 17300
ANALYSTS INTL CORP COM 032681108 353 30700 X 30700
ANCHOR BANCORP WIS INC COM 032839102 374 24300 X 24300
ANCHOR GAMING COM 033037102 1120 25600 X 25600
<PAGE>
ANDREW CORP COM COM 034425108 95 7700 X 7700
ANGELICA CORP COM COM 034663104 164 11700 X 11700
ANHEUSER BUSCH COS INC COM COM 035229103 3281 43100 X 43100
ANIXTER INTL INC COM COM 035290105 692 58000 X 58000
ANNTAYLOR STORES CORP COM COM 036115103 1542 34900 X 34900
AON CORP COM COM 037389103 1607 25400 X 25400
APACHE CORP COM COM 037411105 232 8900 X 8900
APOGEE ENTERPRISES INC COM 037598109 450 37900 X 37900
APPLE COMPUTER INC COM 037833100 438 12200 X 12200
APPLEBEES INTL INC COM COM 037899101 1206 48600 X 48600
APPLIED INDL TECH INC COM COM 03820C105 401 36000 X 36000
APPLIED MAGNETICS CORP COM COM 038213104 138 33068 X 33068
APPLIED MATLS INC COM COM 038222105 2048 33200 X 33200
APPLIED PWR INC CL A COM CL A 038225108 1749 64200 X 64200
APTARGROUP INC COM COM 038336103 1271 48900 X 48900
AQUARION CO COM 03838W101 421 15300 X 15300
ARCHER DANIELS MIDLAND CO COM COM 039483102 786 53500 X 53500
ARCTIC CAT INC COM 039670104 816 82100 X 82100
ARKANSAS BEST CORP DEL COM 040790107 183 26900 X 26900
ARMSTRONG WORLD INDS INC COM COM 042476101 167 3700 X 3700
ASARCO INC COM 043413103 50 3600 X 3600
ASCEND COMMUNICATIONS INC COM COM 043491109 2142 25600 X 25600
ASHLAND INC COM 044204105 1142 27900 X 27900
ASHWORTH INC COM 04516H101 83 23800 X 23800
ASPECT TELECOMMUNICATIONS CORP COM 045237104 493 74400 X 74400
ASPEN TECHNOLOGY INC COM COM 045327103 85 6000 X 6000
ASSOCIATES FIRST CAP CORP CL A CL A 046008108 2813 62500 X 62500
ASTEC INDS INC COM 046224101 883 28600 X 28600
ASTORIA FINL CORP COM COM 046265104 505 10100 X 10100
ATLANTIC COAST AIRLS HLDGS INC COM 048396105 259 9200 X 9200
ATLANTIC RICHFIELD CO COM COM 048825103 2121 29000 X 29000
ATMOS ENERGY CORP COM 049560105 1001 41600 X 41600
AU BON PAIN INC CL A COM 050103100 86 16400 X 16400
AUSPEX SYS INC COM COM 052116100 377 35300 X 35300
AUTHENTIC FITNESS CORP COM 052661105 477 30900 X 30900
AUTODESK INC COM COM 052769106 174 4300 X 4300
AUTOMATIC DATA PROCESSING INC COM 053015103 2834 68500 X 68500
AUTOZONE INC COM COM 053332102 419 13800 X 13800
AVERY DENNISON CORP COM COM 053611109 2237 38900 X 38900
AVIATION SALES CO COM COM 053672101 743 16700 X 16700
AVID TECHNOLOGY INC COM COM 05367P100 581 33300 X 33300
AVON PRODS INC COM COM 054303102 1304 27700 X 27700
<PAGE>
AXENT TECHNOLOGIES INC COM COM 05459C108 212 8800 X 8800
AZTAR CORPORATION COM 054802103 298 62000 X 62000
BB&T CORP COM COM 054937107 952 26300 X 26300
BISYS GROUP INC COM COM 055472104 2042 36300 X 36300
BJ SVCS CO COM COM 055482103 260 11200 X 11200
BMC INDS INC MINN COM COM 055607105 242 54500 X 54500
BP AMOCO PLC SPONSORED ADR SPONSORED ADR 055622104 1316 13034 X 13034
BMC SOFTWARE INC COM COM 055921100 2537 68448 X 68448
BAKER HUGHES INC COM COM 057224107 717 29500 X 29500
BAKER J INC COM COM 057232100 72 19300 X 19300
BALDOR ELEC CO COM 057741100 1012 50300 X 50300
BALL CORP COM COM 058498106 131 2800 X 2800
BALLARD MED PRODS COM COM 058566100 1016 41700 X 41700
BALTIMORE GAS & ELEC CO COM COM 059165100 343 13500 X 13500
BANCTEC INC COM COM 059784108 417 33900 X 33900
BANGOR HYDRO ELEC CO COM 060077104 128 10100 X 10100
BANK NEW YORK INC COM COM 064057102 2458 68400 X 68400
BANK ONE CORP COM COM 06423A103 4914 89249 X 89249
BANKAMERICA CORP NEW COM COM 06605F102 12501 177000 X 177000
BANKBOSTON CORP COM COM 06605R106 1152 26600 X 26600
BANKERS TRUST CORP COM COM 066365107 759 8600 X 8600
BANKNORTH GROUP INC DEL COM COM 06646L100 890 31500 X 31500
BANYAN CORP COM 066906108 4 70900 X 70900
BARD C R INC COM 067383109 252 5000 X 5000
BARNES GROUP INC COM COM 067806109 510 27200 X 27200
BARRICK GOLD CORP COM 067901108 578 33900 X 33900
BARR LABS INC COM 068306109 942 30900 X 30900
BARRETT RES CORP COM PAR $.01 COM PAR $0.01 068480201 1281 51100 X 51100
BASSETT FURNITURE INDS INC COM 070203104 396 17900 X 17900
BATTLE MTN GOLD CO COM COM 071593107 57 20700 X 20700
BAUSCH & LOMB INC COM COM 071707103 332 5100 X 5100
BAXTER INTL INC COM COM 071813109 1703 25800 X 25800
BE AEROSPACE INC COM 073302101 490 33200 X 33200
BEAR STEARNS COS INC COM COM 073902108 1232 27565 X 27565
BECTON DICKINSON & CO COM COM 075887109 858 22400 X 22400
BED BATH & BEYOND INC COM COM 075896100 584 16000 X 16000
BELDEN INC COM COM 077459105 563 33000 X 33000
BELL ATLANTIC CORP COM COM 077853109 8523 164900 X 164900
BELL INDS INC COM 078107109 134 12900 X 12900
BELLSOUTH CORP COM COM 079860102 9723 242700 X 242700
BELO A H CORP COM SER A COM 080555105 128 7000 X 7000
BEMIS INC COM COM 081437105 149 4800 X 4800
<PAGE>
BENCHMARK ELECTRS INC COM 08160H101 477 15900 X 15900
BENTON OIL & GAS CO COM 083288100 208 57300 X 57300
BERKSHIRE HATHAWAY INC DEL B COM 084670207 220 94 X 94
BESTFOODS COM COM 08658U101 1307 27800 X 27800
BETHLEHEM STL CORP COM COM 087509105 97 11700 X 11700
BILLING CONCEPTS CORPORATION COM 090063108 596 50200 X 50200
BINDLEY WESTN INDS INC COM COM 090324104 1000 35000 X 35000
BIO TECHNOLOGY GEN CORP COM 090578105 758 127000 X 127000
BIOGEN INC COM COM 090597105 377 3300 X 3300
BIOMATRIX INC COM 09060P102 1186 15200 X 15200
BIOMET INC COM COM 090613100 428 10200 X 10200
BIRMINGHAM STL CORP COM COM 091250100 156 39700 X 39700
BLACK & DECKER CORP COM COM 091797100 444 8000 X 8000
BLOCK H & R INC COM COM 093671105 417 8800 X 8800
BLOUNT INTL INC CL A CL A 095177101 1455 50400 X 50400
BLYTH INDS INC COM 09643P108 862 36500 X 36500
BOEING CO COM COM 097023105 2951 86800 X 86800
BOISE CASCADE CORP COM COM 097383103 164 5100 X 5100
BOMBAY CO COM 097924104 203 50700 X 50700
BOOKS A MILLION COM 098570104 243 23900 X 23900
BOSTON SCIENTIFIC CORP COM COM 101137107 1438 35400 X 35400
BOWNE & CO INC COM COM 103043105 584 50000 X 50000
BRADY CORPORATION CL A COM CL A 104674106 909 43400 X 43400
BREED TECHNOLOGIES INC COM 106702103 179 50200 X 50200
BRIGGS & STRATTON CORP COM 109043109 602 12200 X 12200
BRIGHTPOINT INC COM COM 109473108 424 71800 X 71800
BRINKER INTL INC COM COM 109641100 244 9400 X 9400
BRISTOL MYERS SQUIBB CO COM COM 110122108 14723 229600 X 229600
BROWN FORMAN CORP CL B CL B 115637209 357 6200 X 6200
BROWN GROUP INC COM COM 115657108 326 24700 X 24700
BROWNING FERRIS INDS INC COM COM 115885105 567 14700 X 14700
BRUNSWICK CORP COM COM 117043109 172 9000 X 9000
BRUSH WELLMAN INC COM 117421107 426 29400 X 29400
BUCKEYE TECHNOLOGIES INC COM 118255108 671 47900 X 47900
BUILDING MATLS HLDG CORP COM 120113105 251 24800 X 24800
BURLINGTON NORTH SANTA FE CORP COM 12189T104 1391 42300 X 42300
BURLINGTON RES INC COM COM 122014103 639 16000 X 16000
BURR BROWN CORP COM COM 122574106 1177 50100 X 50100
BUTLER MFG CO DEL COM 123655102 246 10500 X 10500
CBS CORP COM COM 12490K107 2600 63700 X 63700
C COR ELECTRS INC COM 125010108 307 17800 X 17800
C CUBE MICROSYSTEMS INC COM COM 125015107 1010 51000 X 51000
<PAGE>
CDI CORP COM COM 125071100 657 27300 X 27300
CDW COMPUTER CTRS INC COM COM 125129106 235 3400 X 3400
CEC ENTMT INC COM COM 125137109 1245 34700 X 34700
CIGNA CORP COM COM 125509109 1970 23500 X 23500
CKE RESTAURANTS INC COM COM 12561E105 1434 72600 X 72600
CMAC INVT CORP COM COM 125662106 1385 35500 X 35500
CPI CORP COM 125902106 295 13200 X 13200
CSF HLDGS INC ESCROW COM 126335991 3 6500 X 6500
CSX CORP COM COM 126408103 767 19700 X 19700
CTS CORP COM 126501105 900 18200 X 18200
CVS CORP COM 126650100 1899 39972 X 39972
CABLETRON SYS INC COM COM 126920107 122 14900 X 14900
CABLE DESIGN TECHNOLOGIES CORP COM 126924109 501 45550 X 45550
CABOT OIL & GAS CORP CL A CL A 127097103 484 33500 X 33500
CALIFORNIA MICROWAVE INC COM COM 130442106 216 20100 X 20100
CALPINE CORP COM COM 131347106 321 8800 X 8800
CAMBREX CORP COM COM 132011107 723 32700 X 32700
CAMPBELL SOUP CO COM COM 134429109 2901 71300 X 71300
CANADAIGUA BRANDS INC CL A CL A 137219200 1511 30000 X 30000
CAPITAL ONE FINL CORP COM 14040H105 906 6000 X 6000
CAPITAL RE CORP COM COM 140432105 1116 64700 X 64700
CARAUSTAR INDS INC COM 140909102 844 36700 X 36700
CARDINAL HEALTH INC COM COM 14149Y108 3953 59899 X 59899
CARMIKE CINEMAS INC CL A COM CL A 143436103 392 21700 X 21700
CARNIVAL CORP COM COM 143658102 3535 72800 X 72800
CAROLINA FIRST CORP COM 143877108 669 30400 X 30400
CAROLINA PWR & LT CO COM COM 144141108 518 13700 X 13700
CASCADE NAT GAS CORP COM 147339105 226 15100 X 15100
CASE CORP COM COM 14743R103 167 6600 X 6600
CASEYS GEN STORES INC COM 147528103 1071 72600 X 72600
CASH AMERICA INTERNATIONAL INC COM 14754D100 438 34000 X 34000
CASTLE A M & CO COM 148411101 236 19300 X 19300
CASTLE INDS INC COM 148453103 0 19800 X 19800
CATALINA MKTG CORP COM COM 148867104 2482 28900 X 28900
CATERPILLAR INC COM 149123101 1718 37400 X 37400
CATO CORP CL A CL A 149205106 626 67200 X 67200
CENDANT CORP COM COM 151313103 1224 76800 X 76800
CENTEX CORP COM COM 152312104 744 22300 X 22300
CENTIGRAM COMMUNICATIONS CORP COM 152317103 97 9800 X 9800
CENTRAL & SOUTH WEST CORP COM COM 152357109 919 39200 X 39200
CENTRAL GARDEN & PET CO COM COM 153527106 84 5000 X 5000
CENTRAL HUDSON GAS & ELEC CORP COM 153609102 842 23500 X 23500
<PAGE>
CENTRAL PKG CORP COM 154785109 1387 40200 X 40200
CENTRAL VT PUB SVC CORP COM 155771108 158 15700 X 15700
CENTURA BKS INC COM COM 15640T100 2106 36200 X 36200
CEPHALON INC COM COM 156708109 343 39200 X 39200
CERIDIAN CORP COM COM 15677T106 475 13000 X 13000
CERNER CORP COM 156782104 716 44600 X 44600
CHAMPION ENTERPRISES INC COM COM 158496109 1457 75200 X 75200
CHAMPION INTL CORP COM COM 158525105 357 8700 X 8700
CHANCELLOR CORP COM 158828103 10 16225 X 16225
CHASE MANHATTAN CORP NEW COM COM 16161A108 7487 92000 X 92000
CHECKPOINT SYS INC COM COM 162825103 456 54800 X 54800
CHEESECAKE FACTORY (THE) COM 163072101 641 27000 X 27000
CHEMED CORP COM 163596109 350 13600 X 13600
CHEMFIRST INC COM COM 16361A106 602 25600 X 25600
CHEROKEE INC NEW COM 16444L111 0 145 X 145
CHEROKEE INC NEW COM 16444L129 0 179 X 179
CHEROKEE INC NEW COM 16444L137 0 534 X 534
CHEVRON CORP COM COM 166751107 5227 58900 X 58900
CHIQUITA BRANDS INTL INC COM 170032106 906 88900 X 88900
CHUBB CORP COM COM 171232101 861 14700 X 14700
CIBER INC COM COM 17163B102 1414 73000 X 73000
CILCORP INC COM COM 171794100 1093 18200 X 18200
CINCINNATI FINL CORP COM COM 172062101 550 15100 X 15100
CINERGY CORP COM COM 172474108 396 14400 X 14400
CIRCUIT CITY GROUP COM CIRCT CITY GR 172737108 697 9100 X 9100
CISCO SYS INC COM COM 17275R102 20299 185275 X 185275
CIRCUS CIRCUS ENTERPRISES INC COM 172909103 286 16300 X 16300
CITIGROUP INC COM COM 172967101 14889 233100 X 233100
CLARCOR INC COM 179895107 558 32700 X 32700
CLAYTON HOMES INC COM COM 184190106 829 74937 X 74937
CLEAR CHANNEL COMMUNICATIONS COM 184502102 1502 22400 X 22400
CLEVELAND CLIFFS INC COM COM 185896107 290 8500 X 8500
CLOROX CO COM COM 189054109 3047 26000 X 26000
COASTAL CORP COM COM 190441105 634 19200 X 19200
COCA COLA BOTTLING CO CONS COM 191098102 619 11200 X 11200
COCA COLA CO COM COM 191216100 13625 222000 X 222000
COCA COLA ENTERPRISES INC COM COM 191219104 923 30500 X 30500
COEUR D ALENE MINES CORP IDAHO COM 192108108 124 30000 X 30000
COGNEX CORP COM COM 192422103 1495 63100 X 63100
COHERENT INC COM COM 192479103 447 32500 X 32500
COLGATE PALMOLIVE CO COM 194162103 4140 45000 X 45000
COLUMBIA ENERGY GROUP COM COM 197648108 1372 26250 X 26250
<PAGE>
COLUMBIA/HCA HEALTHCARE CORP COM 197677107 1102 58200 X 58200
COMAIR HLDGS INC COM COM 199789108 607 25700 X 25700
COMCAST CORP CL A SPL CL A SPL 200300200 2096 33300 X 33300
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COMMERCE BANCORP INC N J COM 200519106 1341 32500 X 32500
COMMERCIAL FED CORP COM COM 201647104 1913 82500 X 82500
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COMMONWEALTH ENERGY SYS SH BEN COM SH BEN IN 202800108 1113 29300 X 29300
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COMPUTER ASSOC INTL INC COM COM 204912109 2809 79000 X 79000
COMPUTER SCIENCES CORP COM COM 205363104 789 14300 X 14300
COMPUTER TASK GROUP INC COM COM 205477102 776 36300 X 36300
COMPUWARE CORP COM 205638109 1335 55900 X 55900
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CONE MLS CORP N C COM 206814105 169 34600 X 34600
CONNECTICUT ENERGY CORP COM 207567108 342 14100 X 14100
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COOPER COS INC COM NEW COM NEW 216648402 291 18900 X 18900
COOPER INDS INC COM COM 216669101 401 9400 X 9400
COOPER TIRE & RUBR CO COM 216831107 127 6900 X 6900
COORS ADOLPH CO CL B COM 217016104 178 3300 X 3300
COR THERAPEUTICS INC COM 217753102 329 33100 X 33100
CORCAP INC COM 218350106 0 8400 X 8400
CORDANT TECHNOLOGIES INC COM COM 218412104 764 19200 X 19200
CORN PRODS INTL INC COM COM 219023108 1166 48700 X 48700
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COUNTRYWIDE CR INDS INC COM COM 222372104 1545 41200 X 41200
COVENTRY HEALTH CARE INC COM COM 222862104 599 79900 X 79900
CRANE CO COM 224399105 1240 51250 X 51250
CREE RESH INC COM 225447101 235 5000 X 5000
CROSS A T CO CL A CL A 227478104 165 22600 X 22600
<PAGE>
CROSS TIMBERS OIL CO COM COM 227573102 443 62700 X 62700
CROWN CORK & SEAL INC COM COM 228255105 317 11100 X 11100
CULLEN FROST BANKERS INC COM COM 229899109 1735 36200 X 36200
CUMMINS ENGINE INC COM COM 231021106 124 3500 X 3500
CURATIVE HEALTH SVCS INC COM COM 231264102 314 27300 X 27300
CUSTOMTRACKS CORP COM COM 232046102 306 20400 X 20400
CYBEROPTICS CORP COM 232517102 130 10000 X 10000
CYGNUS INC COM 232560102 208 27700 X 27700
CYPRUS AMAX MINERALS CO COM COM 232809103 101 8300 X 8300
CYRK INC COM 232817106 265 35000 X 35000
D R HORTON INC COM 23331A109 1799 107400 X 107400
DSP COMMUNICATIONS INC COM COM 23332K106 318 20000 X 20000
DTE ENERGY CO COM COM 233331107 504 13100 X 13100
DAIN RAUSCHER CORP COM COM 233856103 578 17000 X 17000
DAISYTEK INTL CORP COM COM 234053106 284 17100 X 17100
DALLAS SEMICONDUCTOR CORP COM 235204104 1479 38300 X 38300
DAMARK INTL INC COM 235691102 125 14500 X 14500
DAMES & MOORE GROUP COM 235713104 282 25200 X 25200
DANA CORP COM 235811106 1254 33010 X 33010
DANAHER CORP COM COM 235851102 637 12200 X 12200
DANIEL INDS INC COM COM 236235107 364 23900 X 23900
DARDEN RESTAURANTS INC COM 237194105 260 12600 X 12600
DATA GEN CORP COM COM 237688106 46 4500 X 4500
DATASCOPE CORP COM 238113104 556 20600 X 20600
DAYTON HUDSON CORP COM COM 239753106 6882 103300 X 103300
DELL COMPUTER CORP COM COM 247025109 9369 229200 X 229200
DELPHI FINL GROUP INC CL A COM CL A 247131105 935 27600 X 27600
DELTA & PINE LAND CO COM 247357106 1605 52200 X 52200
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TEXAS UTILS CO COM COM 882848104 1075 25600 X 25600
TEXTRON INC COM COM 883203101 1114 14400 X 14400
THERMO ELECTRON CORP COM COM 883556102 195 14400 X 14400
THOMAS & BETTS CORP COM COM 884315102 195 5200 X 5200
THOMAS INDS INC COM 884425109 407 21700 X 21700
THOR INDS INC COM COM 885160101 380 16800 X 16800
3COM CORP COM COM 885535104 755 32400 X 32400
<PAGE>
THREE-FIVE SYS INC COM 88554L108 93 10800 X 10800
TIDEWATER INC COM COM 886423102 681 26300 X 26300
TIMBERLAND CO CL A CL A 887100105 1368 21700 X 21700
TIME WARNER INC COM COM 887315109 7726 109100 X 109100
TIMES MIRROR CO NEW COM SER A COM SER A 887364107 401 7400 X 7400
TIMKEN CO COM 887389104 93 5700 X 5700
TITAN INTL INC ILL COM COM 88830M102 221 28800 X 28800
TOLL BROS INC COM COM 889478103 1071 59100 X 59100
TORCHMARK CORP COM 891027104 876 27700 X 27700
TORO CO COM 891092108 659 21000 X 21000
TOTAL RENAL CARE HLDGS INC COM 89151A107 242 22000 X 22000
TOWER AUTOMOTIVE INC COM 891707101 1700 91300 X 91300
TOYS R US INC COM COM 892335100 427 22700 X 22700
TRANSAMERICA CORP COM COM 893485102 1022 14400 X 14400
TREDEGAR INDS INC COM 894650100 1541 49800 X 49800
TRENWICK GROUP INC COM COM 895290104 509 18100 X 18100
TRIARC COS INC CL A CL A 895927101 692 39700 X 39700
TRICON GLOBAL RESTAURANTS INC COM 895953107 969 13800 X 13800
TRIBUNE CO NEW COM COM 896047107 2009 30700 X 30700
TRIMBLE NAV LTD COM 896239100 293 30000 X 30000
TRUE NORTH COMMUNICATIONS INC COM 897844106 1714 61200 X 61200
TRUSTCO BK CORP N Y COM 898349105 903 36100 X 36100
TUBOSCOPE INC COM 898600101 522 58000 X 58000
TUPPERWARE CORP COM COM 899896104 95 5300 X 5300
TYCO INTL LTD NEW COM COM 902124106 4272 59546 X 59546
UST CORP COM COM 902900109 1274 58300 X 58300
USX MARATHON GROUP NEW COM COM NEW 902905827 1136 41300 X 41300
UST INC COM COM 902911106 857 32800 X 32800
USA DETERGENTS INC COM COM 902938109 118 18900 X 18900
U S BANCORP DEL COM COM 902973106 2245 65900 X 65900
UNUM CORP COM COM 903192102 595 12500 X 12500
USG CORP NEW COM COM 903293405 473 9200 X 9200
USX U S STL GROUP COM COM 90337T101 188 8000 X 8000
U S VISION INC COM COM 90339M104 1 325 X 325
ULTRATECH STEPPER INC COM COM 904034105 562 39800 X 39800
UNILEVER NV N Y SHS ADR COM 904784501 3840 57800 X 57800
UNICOM CORP COM COM 904911104 717 19600 X 19600
UNION CAMP CORP COM COM 905530101 423 6300 X 6300
UNION CARBIDE CORP COM COM 905581104 542 12000 X 12000
UNION PAC CORP COM COM 907818108 1192 22300 X 22300
UNION PAC RES GROUP INC COM COM 907834105 268 22600 X 22600
UNION PLANTERS CORP TENN COM COM 908068109 746 16975 X 16975
UNIONBANCAL CORP COM 908906100 518 15200 X 15200
<PAGE>
UNISYS CORP COM 909214108 637 23000 X 23000
UNITED BANKSHARES INC W VA COM 909907107 1345 58800 X 58800
UNITED HEALTHCARE CORP COM COM 910581107 889 16900 X 16900
UNITED ILLUM CO COM COM 910637107 805 19200 X 19200
U S BIOSCIENCE INC COM PAR $0. COM PAR $0.01 911646206 363 33400 X 33400
US AIRWAYS GROUP INC COM COM 911905107 386 7900 X 7900
U S HOME CORP NEW COM COM 911920106 591 18100 X 18100
U S WEST INC NEW COM COM 91273H101 3039 55200 X 55200
U S TR CORP NEW COM COM 91288L105 1877 25300 X 25300
UNITED TECHNOLOGIES CORP COM COM 913017109 6934 51200 X 51200
UNITED WTR RES COM 913190104 1056 50900 X 50900
UNITRODE CORP COM 913283107 603 43100 X 43100
UNIVERSAL FST PRODS INC COM 913543104 886 43200 X 43200
UNIVERSAL HEALTH SVCS INC CL B CL B 913903100 2387 55200 X 55200
UNOCAL CORP COM COM 915289102 804 21800 X 21800
U S FREIGHTSWAY CORP COM COM 916906100 1466 44600 X 44600
UTILICORP UNITED INC COM 918005109 232 10200 X 10200
V F CORP COM COM 918204108 518 10900 X 10900
VLSI TECHNOLOGY INC COM COM 918270109 1203 62100 X 62100
VALASSIS COMMUNICATIONS INC COM 918866104 2800 54100 X 54100
VALENCE TECHNOLOGY INC COM 918914102 237 35800 X 35800
VALUE MERCHANTS INC NEW COM COM 919902106 0 93 X 93
VALMONT INDS INC COM COM 920253101 473 34100 X 34100
VANTIVE CORP COM COM 922091103 429 35600 X 35600
VARCO INTL INC COM COM 922126107 478 43000 X 43000
VERITAS DGC INC COM COM 92343P107 265 18600 X 18600
VERTEX PHARMACEUTICALS INC COM COM 92532F100 869 34400 X 34400
VIACOM INC CL B CL B 925524308 2678 31900 X 31900
VICOR CORP COM COM 925815102 936 74900 X 74900
VINTAGE PETE INC COM COM 927460105 1046 116200 X 116200
VISX INC DEL COM 92844S105 4754 44200 X 44200
VITAL SIGNS INC COM COM 928469105 313 17400 X 17400
VITESSE SEMICONDUCTOR CORP COM COM 928497106 5316 105000 X 105000
VOLT INFORMATION SCIENCES INC COM 928703107 337 20500 X 20500
WD 40 CO COM 929236107 621 21400 X 21400
WHX CORP COM COM 929248102 187 23800 X 23800
WICOR INC COM 929253102 1027 50700 X 50700
WABASH NATL CORP COM COM 929566107 588 50600 X 50600
WACHOVIA CORP NEW COM COM 929771103 1973 24300 X 24300
WAL MART STORES INC COM COM 931142103 19083 207000 X 207000
WALBRO CORP COM 931154108 203 22500 X 22500
WALGREEN CO COM 931422109 2543 90000 X 90000
WALL DATA INC COM 932045107 288 20000 X 20000
<PAGE>
WARNER LAMBERT CO COM COM 934488107 6062 91500 X 91500
WASHINGTON MUTUAL INC COM COM 939322103 1431 35000 X 35000
WASTE MGMT INC DEL COM COM 94106L109 2756 62100 X 62100
WATERS CORP COM COM 941848103 662 6300 X 6300
WATKINS JOHNSON CO COM 942486101 224 9900 X 9900
WATSCO INC CL A COM 942622200 554 37900 X 37900
WATSON PHARMACEUTICALS INC COM COM 942683103 441 10000 X 10000
WEATHERFORD INTL INC NEW COM COM 947074100 235 9000 X 9000
WELLS FARGO & CO NEW COM COM 949746101 5351 152600 X 152600
WENDYS INTL INC COM COM 950590109 890 31300 X 31300
WERNER ENTERPRISES INC COM COM 950755108 1288 81800 X 81800
WESTERN DIGITAL CORP DEL COM COM 958102105 39 5000 X 5000
WESTERN GAS RES INC COM 958259103 315 42000 X 42000
WESTVACO CORP COM COM 961548104 191 9100 X 9100
WESTWOOD ONE INC COM COM 961815107 1109 38900 X 38900
WESTWOOD ONE INC WT EXP 9/4/97 COM 961815115 1 19708 X 19708
WEYERHAEUSER CO COM COM 962166104 999 18000 X 18000
WHIRLPOOL CORP COM COM 963320106 375 6900 X 6900
WHITNEY HLDG CO COM 966612103 1170 31700 X 31700
WHITTAKER CORP PAR $0.01 COM PAR $0.01 966680407 340 15500 X 15500
WHITTMAN-HART INC COM 966834103 1496 69600 X 69600
WHOLE FOODS MKT INC COM 966837106 1241 36100 X 36100
WILFRED AMERN EDL CORP COM 968233106 2 28000 X 28000
WILLAMETTE INDS INC COM 969133107 381 10100 X 10100
WILLIAMS COS INC COM COM 969457100 1643 41600 X 41600
WILLIAMS SONOMA INC COM COM 969904101 2139 75700 X 75700
WINN DIXIE STORES INC COM 974280109 505 13500 X 13500
WINNEBAGO INDS INC COM 974637100 421 30100 X 30100
WOLVERINE TUBE INC COM 978093102 486 23000 X 23000
WOLVERINE WORLD WIDE INC COM COM 978097103 542 57000 X 57000
WORLD COLOR PRESS INC DEL COM 981443104 1109 52200 X 52200
WORTHINGTON INDS INC COM COM 981811102 99 8400 X 8400
WRIGLEY WM JR CO COM COM 982526105 950 10500 X 10500
WYNNS INTL INC COM 983195108 448 25700 X 25700
X-RITE INC COM 983857103 285 43800 X 43800
XIRCOM COM COM 983922105 817 32500 X 32500
XEROX CORP COM COM 984121103 4858 93200 X 93200
XYLAN CORP COM COM 984151100 2113 57400 X 57400
YPF SOCIEDAD ANONIMA SPON ADR COM 984245100 537 17000 X 17000
YELLOW CORP COM COM 985509108 606 34900 X 34900
ZALE CORP NEW COM COM 988858106 1993 58300 X 58300
ZEBRA TECHNOLOGIES CORP CL A CL A 989207105 786 33100 X 33100
ZENITH NATL INS CORP COM 989390109 569 23400 X 23400
<PAGE>
QUEENS MOAT HOUSES CONS ORD 5P COM EX0719891 7 18020 X 18020
AMDOCS LTD COM COM G02602103 22 1000 X 1000
FRUIT OF THE LOOM INC CL A COM G3682L105 71 6600 X 6600
LORAL SPACE & COMMUNICATIONS COM G56462107 87 6000 X 6000
TOMMY HILFIGER CORP COM COM G8915Z102 888 12900 X 12900
ASM LITHOGRAPHY HOLDING N V COM N07059111 630 14000 X 14000
1,655,832
</TABLE>
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