UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September, 30, 1999
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Teachers Retirement System of the State of Kentucky
Address: 479 Versailles Road
Frankfort, Ky. 40601-3868
13F File Number: 28-1067
The institutional investment manager filing this report and the person by whom
it
is signed hereby represent that the person signing the report is authorized to
submit it, that all information contained herein is true, correct and
complete, and
that it is understood that all required items, statements, schedules, lists,
and
tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Stuart A. Reagan
Title: Investment Officer
Phone: 502-573-2057
Signature, Place, and Date of Signing:
Stuart A. Reagan Frankfort, Ky November 10, 1999
Report Type (check only one.):
[ x ] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager:
I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES
EXCHANGE ACT OF 1934.
FORM 13F SUMMARY PAGE
Report summary:
Number of other Included Managers: 6
Form 13F Information Table Entry Total: 1024
Form 13F Information Table Value Total: $4,918,758
List of Other Included Managers:
No. 13F File Number Name
01 500 Stock Index
02 NAMC
03 TODD STOCKS
04 28-517 WELLINGTON MGMT. CO.
05 BRINSON PARTNERS, INC.
06 28-517 SMALL CAP (WELLINGTON)
FORM 13F
INFORMATION TABLE
FORM 13F TEACHERS'
RETIREMENT STATE OF KENTUCKY
ITEM 1: ITEM 2: ITEM 3: ITEM
4: ITEM 5:
INV Price TITLE OF
VALUE SHARES/ SH/PUT/INVSTMT OTHER VOTING AUTHORITY
NO NAME OF ISSUER 09/30/99 CLASS CUSIP
(X$1000) PRN AMT PRNCALLDSCRETNMANAGERS SOLE SHAREDNONE
--------
50672-3 3 Com Corp 28.7500 Com 88553510
2,096 72,900SH DEFINED01 72,900 0 0
50030-3 A T & T Corp 43.5000 Com 00195710
27,840 639,999SH DEFINED01 639,999 0 0
50005-3 Abbott Laboratories 36.6875 Com 00282410
11,322 308,600SH DEFINED01 308,600 0 0
50863-3 ADC Telecommunications Inc 41.9375 Com 00088610
1,149 27,400SH DEFINED01 27,400 0 0
50723-3 Adobe Systems Inc 113.5000 Com 00724F10
1,487 13,100SH DEFINED01 13,100 0 0
50007-3 Advanced Micro Devices 17.1875 Com 00790310
507 29,500SH DEFINED01 29,500 0 0
50810-3 AES Corp 59.0000 Com 00130H10
2,165 36,700SH DEFINED01 36,700 0 0
50008-3 Aetna Inc 49.2500 Com 00811710
1,433 29,105SH DEFINED01 29,105 0 0
50849-3 AFLAC Inc 41.8750 Com 00105510
2,261 54,000SH DEFINED01 54,000 0 0
50010-3 Air Products & Chemicals 29.2500 Com 00915810
1,378 47,100SH DEFINED01 47,100 0 0
50011-3 Alberto-Culver 23.1250 Com 01306810
259 11,200SH DEFINED01 11,200 0 0
50012-3 Albertson's 39.5625 Com 01310410
3,369 85,154SH DEFINED01 85,154 0 0
50529-3 Alcan Aluminium 31.2500 Com 01371610
1,447 46,300SH DEFINED01 46,300 0 0
50017-3 Alcoa Inc 62.0625 Com 01381710
4,642 74,800SH DEFINED01 74,800 0 0
50437-3 Allegheny Teledyne Inc 16.8750 Com 01741510
675 39,975SH DEFINED01 39,975 0 0
50563-3 Allergan Inc 110.0000 Com 01849010
1,485 13,500SH DEFINED01 13,500 0 0
50016-3 AlliedSignal Inc 59.9375 Com 01951210
6,827 113,900SH DEFINED01 113,900 0 0
50649-3 Allstate Corp 24.9375 Com 02000210
4,160 166,814SH DEFINED01 166,814 0 0
50632-3 Alltel Corp 70.3750 Com 02003910
3,927 55,800SH DEFINED01 55,800 0 0
50549-3 Alza Corp 42.8125 Com 02261510
762 17,800SH DEFINED01 17,800 0 0
50020-3 Amerada Hess 61.2500 Com 02355110
1,127 18,400SH DEFINED01 18,400 0 0
50559-3 Ameren Corp 37.8125 Com 02360810
1,055 27,900SH DEFINED01 27,900 0 0
50829-3 America Online Inc 104.0625 Com 02364J10
22,967 220,700SH DEFINED01 220,700 0 0
50023-3 American Electric Power 34.1250 Com 02553710
1,327 38,900SH DEFINED01 38,900 0 0
50024-3 American Express 135.0000 Com 02581610
12,407 91,900SH DEFINED01 91,900 0 0
50025-3 American General Corp 63.2500 Com 02635110
3,241 51,242SH DEFINED01 51,242 0 0
50514-3 American Greetings 25.7500 Com 02637510
353 13,700SH DEFINED01 13,700 0 0
50026-3 American Home Products 41.5000 Com 02660910
11,118 267,900SH DEFINED01 267,900 0 0
50027-3 American International Group 86.9375 Com 02687410
27,298 313,991SH DEFINED01 313,991 0 0
50031-3 Ameritech Corp 66.7500 Com 03095410
14,972 224,300SH DEFINED01 224,300 0 0
50564-3 Amgen Inc 81.5000 Com 03116210
8,443 103,600SH DEFINED01 103,600 0 0
50002-3 AMR Corp 54.5000 Com 00176510
2,022 37,100SH DEFINED01 37,100 0 0
50840-3 Amsouth Bancorp 23.4375 Com 03216510
851 36,300SH DEFINED01 36,300 0 0
50735-3 Anadarko Petroleum Corp 30.5625 Com 03251110
749 24,500SH DEFINED01 24,500 0 0
50033-3 Andrew Corp 17.3750 Com 03442510
305 17,562SH DEFINED01 17,562 0 0
50034-3 Anheuser-Busch Co Inc 70.0625 Com 03522910
6,810 97,200SH DEFINED01 97,200 0 0
50683-3 Aon Corp 29.5625 Com 03738910
1,537 51,975SH DEFINED01 51,975 0 0
50734-3 Apache Corp 43.1875 Com 03741110
829 19,200SH DEFINED01 19,200 0 0
50035-3 Apple Computer 63.3125 Com 03783310
1,735 27,400SH DEFINED01 27,400 0 0
50639-3 Applied Materials Inc 77.6875 Com 03822210
5,842 75,200SH DEFINED01 75,200 0 0
50036-3 Archer-Daniels Midland 12.1250 Com 03948310
1,536 126,703SH DEFINED01 126,703 0 0
50039-3 Armstrong World 44.9375 Com 04247610
351 7,800SH DEFINED01 7,800 0 0
50004-3 Asarco Inc 27.0000 Com 04341310
240 8,900SH DEFINED01 8,900 0 0
50501-3 Ashland Inc 33.6250 Com 04420410
525 15,600SH DEFINED01 15,600 0 0
50787-3 Associates First Capital - A 36.0000 Com 04600810
5,286 146,824SH DEFINED01 146,824 0 0
50040-3 Atlantic Richfield Co 88.6250 Com 04882510
5,787 65,300SH DEFINED01 65,300 0 0
50517-3 Autodesk Inc 21.8750 Com 05276910
208 9,500SH DEFINED01 9,500 0 0
50041-3 Automatic Data Processing In 44.6250 Com 05301510
5,480 122,800SH DEFINED01 122,800 0 0
50714-3 Autozone Inc 28.0625 Com 05333210
873 31,100SH DEFINED01 31,100 0 0
50042-3 Avery Dennison Corp 52.7500 Com 05361110
1,250 23,700SH DEFINED01 23,700 0 0
50043-3 Avon Products 24.8125 Com 05430310
1,325 53,400SH DEFINED01 53,400 0 0
50761-3 B B & T Corp 32.3750 Com 05493710
1,936 59,800SH DEFINED01 59,800 0 0
50044-3 Baker Hughes 29.0000 Com 05722410
1,927 66,440SH DEFINED01 66,440 0 0
50045-3 Ball Corp 44.0625 Com 05849810
322 7,300SH DEFINED01 7,300 0 0
50640-3 Bank New York Inc 33.4375 Com 06405710
5,169 154,600SH DEFINED01 154,600 0 0
50050-3 Bank of America Corp 55.6875 Com 06050510
19,593 351,836SH DEFINED01 351,836 0 0
50048-3 Bank One Corp 34.8125 Com 06423A10
8,287 238,048SH DEFINED01 238,048 0 0
50049-3 Bankboston Corp 43.3750 Com 06605R10
2,598 59,900SH DEFINED01 59,900 0 0
50052-3 Bard (CR) Inc 47.0625 Com 06738310
513 10,900SH DEFINED01 10,900 0 0
50590-3 Barrick Gold Corp 21.7500 Com 06790110
1,651 75,900SH DEFINED01 75,900 0 0
50703-3 Battle Mountain Gold Co 3.1875 Com 07159310
171 53,700SH DEFINED01 53,700 0 0
50055-3 Bausch & Lomb 65.9375 Com 07170710
719 10,900SH DEFINED01 10,900 0 0
50056-3 Baxter International Inc 60.2500 Com 07181310
3,507 58,200SH DEFINED01 58,200 0 0
50794-3 Bear Stearns Companies Inc 38.4375 Com 07390210
924 24,045SH DEFINED01 24,045 0 0
50057-3 Becton Dickinson 28.0625 Com 07588710
1,412 50,300SH DEFINED01 50,300 0 0
50058-3 Bell Atlantic Corp 67.3125 Com 07785310
21,242 315,576SH DEFINED01 315,576 0 0
50059-3 BellSouth 45.0000 Com 07986010
17,892 397,600SH DEFINED01 397,600 0 0
50060-3 Bemis Co 33.8750 Com 08143710
362 10,700SH DEFINED01 10,700 0 0
50854-3 Best Buy Co Inc 62.0000 Com 08651610
2,579 41,600SH DEFINED01 41,600 0 0
50081-3 Bestfoods 48.5625 Com 08658U10
2,821 58,100SH DEFINED01 58,100 0 0
50062-3 Bethlehem Steel 7.3750 Com 08750910
227 30,800SH DEFINED01 30,800 0 0
50539-3 Biomet Inc 26.3125 Com 09061310
603 22,900SH DEFINED01 22,900 0 0
50064-3 Black & Decker Corp 45.6875 Com 09179710
827 18,100SH DEFINED01 18,100 0 0
50065-3 Block H&R 43.4375 Com 09367110
890 20,500SH DEFINED01 20,500 0 0
50812-3 BMC Software Inc 71.5625 Com 05592110
3,134 43,800SH DEFINED01 43,800 0 0
50066-3 Boeing Co 42.6250 Com 09702310
8,658 203,114SH DEFINED01 203,114 0 0
50067-3 Boise Cascade 36.4375 Com 09738310
419 11,500SH DEFINED01 11,500 0 0
50647-3 Boston Scientific Corp 24.7500 Com 10113710
1,978 79,900SH DEFINED01 79,900 0 0
50069-3 Briggs & Stratton 58.3750 Com 10904310
350 6,000SH DEFINED01 6,000 0 0
50070-3 Bristol-Myers Squibb Co 67.5000 Com 11012210
27,270 404,000SH DEFINED01 404,000 0 0
50073-3 Brown-Forman Inc 62.3750 Com 11563720
873 14,000SH DEFINED01 14,000 0 0
50075-3 Brunswick Corp 24.8750 Com 11704310
498 20,000SH DEFINED01 20,000 0 0
50076-3 Burlington Northern Santa Fe 27.5000 Com 12189T10
2,624 95,435SH DEFINED01 95,435 0 0
50591-3 Burlington Resources 36.7500 Com 12201410
1,325 36,045SH DEFINED01 36,045 0 0
50641-3 Cabletron Systems Inc 15.6875 Com 12692010
500 31,900SH DEFINED01 31,900 0 0
50083-3 Campbell Soup 39.1250 Com 13442910
3,564 91,100SH DEFINED01 91,100 0 0
50795-3 Capital One Financial Corp 39.0000 Com 14040H10
1,568 40,200SH DEFINED01 40,200 0 0
50724-3 Cardinal Health Inc 54.5000 Com 14149Y10
3,006 55,150SH DEFINED01 55,150 0 0
50830-3 Carnival Corp 43.5000 Com 14365810
5,264 121,000SH DEFINED01 121,000 0 0
50502-3 Carolina Power & Light Co 35.3750 Com 14414110
1,090 30,800SH DEFINED01 30,800 0 0
50685-3 Case Corp 49.8125 Com 14743R10
737 14,800SH DEFINED01 14,800 0 0
50087-3 Caterpillar Inc 54.8125 Com 14912310
4,001 73,000SH DEFINED01 73,000 0 0
50484-3 CBS Corp 46.2500 Com 12490K10
6,642 143,600SH DEFINED01 143,600 0 0
50642-3 Cendant Corp 17.7500 Com 15131310
3,078 173,423SH DEFINED01 173,423 0 0
50088-3 Centex Corp 29.5625 Com 15231210
358 12,100SH DEFINED01 12,100 0 0
50089-3 Central & South West 21.1250 Com 15235710
915 43,300SH DEFINED01 43,300 0 0
50842-3 Centurytel Inc 40.6250 Com 15670010
1,140 28,050SH DEFINED01 28,050 0 0
50119-3 Ceridian Corp 24.8750 Com 15677T10
726 29,200SH DEFINED01 29,200 0 0
50090-3 Champion International 51.3750 Com 15852510
1,002 19,500SH DEFINED01 19,500 0 0
50093-3 Chase Manhattan Corp 75.3750 Com 16161A10
12,966 172,016SH DEFINED01 172,016 0 0
50095-3 Chevron Corp 88.7500 Com 16675110
11,777 132,700SH DEFINED01 132,700 0 0
50097-3 Chubb Corp 49.6250 Com 17123210
1,648 33,200SH DEFINED01 33,200 0 0
50078-3 Cigna Corp 77.7500 Com 12550910
3,266 42,000SH DEFINED01 42,000 0 0
50762-3 Cincinnati Financial Corp 37.5312 Com 17206210
1,276 34,000SH DEFINED01 34,000 0 0
50625-3 Cinergy Corp 28.3125 Com 17247410
915 32,318SH DEFINED01 32,318 0 0
50503-3 Circuit City Stores 42.1875 Com 17273710
1,721 40,800SH DEFINED01 40,800 0 0
50607-3 Cisco Systems 68.5625 Com 17275R10
44,010 641,900SH DEFINED01 641,900 0 0
50452-3 Citigroup Inc 44.0000 Com 17296710
30,483 692,796SH DEFINED01 692,796 0 0
50747-3 Clear Channel Communications 79.8750 Com 18450210
5,256 65,800SH DEFINED01 65,800 0 0
50101-3 Clorox Co 38.2500 Com 18905410
1,614 42,200SH DEFINED01 42,200 0 0
50843-3 CMS Energy Corp 33.9375 Com 12589610
716 21,100SH DEFINED01 21,100 0 0
50102-3 Coastal Corp 40.9375 Com 19044110
1,773 43,300SH DEFINED01 43,300 0 0
50103-3 Coca Cola Co 48.2500 Com 19121610
24,178 501,100SH DEFINED01 501,100 0 0
50815-3 Coca Cola Enterprises 22.5625 Com 19121910
1,798 79,700SH DEFINED01 79,700 0 0
50104-3 Colgate-Palmolive 45.7500 Com 19416210
5,453 119,200SH DEFINED01 119,200 0 0
50105-3 Columbia Energy Group 55.3750 Com 19764810
941 17,000SH DEFINED01 17,000 0 0
50584-3 Columbia/HCA Healthcare 21.1875 Com 19767710
2,780 131,230SH DEFINED01 131,230 0 0
50608-3 Comcast Corp CL A Spl 39.8750 Com 20030020
5,985 150,100SH DEFINED01 150,100 0 0
50663-3 Comerica Inc 50.6250 Com 20034010
1,605 31,700SH DEFINED01 31,700 0 0
50110-3 Compaq Computer 22.8750 Com 20449310
7,904 345,513SH DEFINED01 345,513 0 0
50111-3 Computer Associates Int'l 61.1250 Com 20491210
6,651 108,812SH DEFINED01 108,812 0 0
50112-3 Computer Sciences Corp 70.3125 Com 20536310
2,271 32,300SH DEFINED01 32,300 0 0
50831-3 Compuware Corp 26.0625 Com 20563810
1,949 74,800SH DEFINED01 74,800 0 0
50113-3 Conagra Inc 22.5625 Com 20588710
2,245 99,500SH DEFINED01 99,500 0 0
50864-3 Conoco Inc Cl B 27.3750 Com 20825140
3,490 127,500SH DEFINED01 127,500 0 0
50715-3 Conseco Inc 19.0000 Com 20846410
1,215 63,952SH DEFINED01 63,952 0 0
50114-3 Consolidated Edison Inc 41.5000 Com 20911510
1,967 47,400SH DEFINED01 47,400 0 0
50116-3 Consolidated Natural Gas 62.3750 Com 20961510
1,216 19,500SH DEFINED01 19,500 0 0
50779-3 Consolidated Stores Corp 22.0625 Com 21014910
492 22,300SH DEFINED01 22,300 0 0
50047-3 Constellation Energy Group I 28.1250 Com 21037110
854 30,350SH DEFINED01 30,350 0 0
50518-3 Cooper Industries 46.7500 Com 21666910
1,057 22,600SH DEFINED01 22,600 0 0
50526-3 Cooper Tire & Rubber 17.6250 Com 21683110
280 15,900SH DEFINED01 15,900 0 0
50121-3 Coors (Adolph) 54.1250 Com 21701610
395 7,300SH DEFINED01 7,300 0 0
50122-3 Corning Inc 68.5625 Com 21935010
3,222 47,000SH DEFINED01 47,000 0 0
50587-3 Costco Wholesale Corp 72.0000 Com 22160K10
3,171 44,036SH DEFINED01 44,036 0 0
50729-3 Countrywide Credit Ind Inc 32.2500 Com 22237210
735 22,800SH DEFINED01 22,800 0 0
50124-3 Crane Co 22.4375 Com 22439910
310 13,800SH DEFINED01 13,800 0 0
50592-3 Crown Cork & Seal Co 24.2500 Com 22825510
587 24,200SH DEFINED01 24,200 0 0
50082-3 CSX Corp 42.3750 Com 12640810
1,881 44,400SH DEFINED01 44,400 0 0
50129-3 Cummins Engine Co Inc 49.8125 Com 23102110
384 7,700SH DEFINED01 7,700 0 0
50291-3 CVS Corp 40.8125 Com 12665010
3,236 79,300SH DEFINED01 79,300 0 0
50504-3 Cyprus Amax Minerals Co 19.6250 Com 23280910
429 21,850SH DEFINED01 21,850 0 0
50131-3 Dana Corp 37.1250 Com 23581110
1,252 33,718SH DEFINED01 33,718 0 0
50823-3 Danaher Corp 52.6875 Com 23585110
1,433 27,200SH DEFINED01 27,200 0 0
50638-3 Darden Restaurants Inc 19.5625 Com 23719410
552 28,200SH DEFINED01 28,200 0 0
50132-3 Data General Corp 21.0625 Com 23768810
225 10,700SH DEFINED01 10,700 0 0
50134-3 Dayton-Hudson 60.0625 Com 23975310
5,376 89,500SH DEFINED01 89,500 0 0
50135-3 Deere & Co 38.6875 Com 24419910
1,876 48,500SH DEFINED01 48,500 0 0
50704-3 Dell Computer Corp 41.8125 Com 24702510
21,651 517,800SH DEFINED01 517,800 0 0
50850-3 Delphi automotive Systems 16.0625 Com 24712610
1,494 93,027SH DEFINED01 93,027 0 0
50136-3 Delta Airlines Inc 48.5000 Com 24736110
1,426 29,400SH DEFINED01 29,400 0 0
50137-3 Deluxe Corp 34.0000 Com 24801910
534 15,700SH DEFINED01 15,700 0 0
50866-3 Devon Energy Corp 41.4375 Com 25179M10
154 3,714SH DEFINED01 3,714 0 0
50140-3 Dillard's Inc 20.3125 Com 25406710
437 21,500SH DEFINED01 21,500 0 0
50477-3 Disney Walt Co (Holding Co) 26.0000 Com 25468710
10,829 416,482SH DEFINED01 416,482 0 0
50798-3 Dollar General Corp 30.8750 Com 25666910
1,452 47,031SH DEFINED01 47,031 0 0
50141-3 Dominion Resources 45.1250 Com 25747010
1,794 39,750SH DEFINED01 39,750 0 0
50142-3 Donnelley (RR) & Sons 28.8750 Com 25786710
780 27,000SH DEFINED01 27,000 0 0
50143-3 Dover Corp 40.8750 Com 26000310
1,856 45,400SH DEFINED01 45,400 0 0
50144-3 Dow Chemical Co 113.6250 Com 26054310
5,113 45,000SH DEFINED01 45,000 0 0
50145-3 Dow Jones & Co Inc 53.3750 Com 26056110
1,019 19,100SH DEFINED01 19,100 0 0
50138-3 DTE Energy Co 36.3750 Com 23333110
1,073 29,500SH DEFINED01 29,500 0 0
50148-3 Duke Energy Corp 55.1250 Com 26439910
4,057 73,594SH DEFINED01 73,594 0 0
50801-3 Dun & Bradstreet Corp 29.8750 Com 26483B10
992 33,200SH DEFINED01 33,200 0 0
50147-3 DuPont (EI) De Nemours 60.5000 Com 26353410
12,052 199,200SH DEFINED01 199,200 0 0
50150-3 E G & G Inc 39.7500 Com 26845710
421 10,600SH DEFINED01 10,600 0 0
50153-3 Eastern Enterprises 46.4375 Com 27637F10
228 4,900SH DEFINED01 4,900 0 0
50605-3 Eastman Chemical Co 39.8750 Com 27743210
644 16,150SH DEFINED01 16,150 0 0
50154-3 Eastman Kodak 75.6250 Com 27746110
4,984 65,900SH DEFINED01 65,900 0 0
50155-3 Eaton Corp 86.3125 Com 27805810
1,260 14,600SH DEFINED01 14,600 0 0
50157-3 Ecolab Inc 34.1250 Com 27886510
897 26,300SH DEFINED01 26,300 0 0
50396-3 Edison International 24.3125 Com 28102010
1,743 71,700SH DEFINED01 71,700 0 0
50803-3 Electronic Data Systems 52.9375 Com 28566110
5,304 100,200SH DEFINED01 100,200 0 0
50686-3 EMC Corp 71.3750 Com 26864810
14,561 204,000SH DEFINED01 204,000 0 0
50158-3 Emerson Electric 63.1875 Com 29101110
5,662 89,600SH DEFINED01 89,600 0 0
50159-3 Englehard Corp 18.2500 Com 29284510
512 28,037SH DEFINED01 28,037 0 0
50160-3 Enron Corp 41.0625 Com 29356110
5,527 134,600SH DEFINED01 134,600 0 0
50296-3 Entergy Corp 28.9375 Com 29364G10
1,453 50,200SH DEFINED01 50,200 0 0
50732-3 Equifax Inc 28.1250 Com 29442910
844 30,000SH DEFINED01 30,000 0 0
50162-3 Exxon Corp 76.0000 Com 30229010
37,559 494,200SH DEFINED01 494,200 0 0
50167-3 Fannie Mae 62.6875 Com 31358610
13,215 210,800SH DEFINED01 210,800 0 0
50166-3 FDX Corp 38.8750 Com 31304N10
2,337 60,120SH DEFINED01 60,120 0 0
50565-3 Federal Home Loan Mortgage 52.0000 Com 31340030
7,176 138,000SH DEFINED01 138,000 0 0
50664-3 Federated Dept Stores Inc De 43.6875 Com 31410H10
1,822 41,700SH DEFINED01 41,700 0 0
50690-3 Fifth Third Bancorp 60.8438 Com 31677310
3,301 54,250SH DEFINED01 54,250 0 0
50626-3 First Data Corp 43.8750 Com 31996310
3,949 90,000SH DEFINED01 90,000 0 0
50173-3 First Union Corp 35.6250 Com 33735810
7,172 201,314SH DEFINED01 201,314 0 0
50832-3 Firstar Corp 25.6250 Com 33763V10
5,312 207,312SH DEFINED01 207,312 0 0
50760-3 Firstenergy Corp 25.3125 Com 33793210
1,220 48,200SH DEFINED01 48,200 0 0
50174-3 Fleet Financial Group Inc 36.6250 Com 33891510
4,231 115,512SH DEFINED01 115,512 0 0
50175-3 Fleetwood Enterprises 20.1875 Com 33909910
172 8,500SH DEFINED01 8,500 0 0
50855-3 Florida Progress Corp 46.2500 Com 34110910
856 18,500SH DEFINED01 18,500 0 0
50177-3 Fluor Corp 40.2500 Com 34386110
620 15,400SH DEFINED01 15,400 0 0
50163-3 FMC Corp 48.2500 Com 30249130
328 6,800SH DEFINED01 6,800 0 0
50178-3 Ford Motor Co 50.2500 Com 34537010
12,362 246,000SH DEFINED01 246,000 0 0
50241-3 Fort James Corp 26.6875 Com 34747110
1,198 44,900SH DEFINED01 44,900 0 0
50021-3 Fortune Brands Inc 32.2500 Com 34963110
1,122 34,800SH DEFINED01 34,800 0 0
50179-3 Foster Wheeler Corp 12.0625 Com 35024410
115 9,500SH DEFINED01 9,500 0 0
50164-3 FPL Group 50.3750 Com 30257110
1,854 36,800SH DEFINED01 36,800 0 0
50789-3 Franklin Resources Inc 30.5625 Com 35461310
1,574 51,500SH DEFINED01 51,500 0 0
50666-3 Freeport-McMoran Copper & Go 15.5625 Com 35671D85
514 33,000SH DEFINED01 33,000 0 0
50643-3 Fruit of the Loom Cl A 3.4375 Com G3682L10
50 14,500SH DEFINED01 14,500 0 0
50181-3 Gannett Co 69.1875 Com 36473010
3,964 57,300SH DEFINED01 57,300 0 0
50182-3 Gap (The) 32.0000 Com 36476010
5,659 176,850SH DEFINED01 176,850 0 0
50862-3 Gartner Group Inc Cl B 16.6875 Com 36665120
140 8,384SH DEFINED01 8,384 0 0
50790-3 Gateway Inc 44.0000 Com 36762610
2,798 63,600SH DEFINED01 63,600 0 0
50185-3 General Dynamics 62.4375 Com 36955010
2,529 40,500SH DEFINED01 40,500 0 0
50186-3 General Electric Co 118.5625 Com 36960410
78,963 666,000SH DEFINED01 666,000 0 0
50737-3 General Instrument Corp 48.0000 Com 37012010
1,632 34,000SH DEFINED01 34,000 0 0
50188-3 General Mills 81.1250 Com 37033410
2,523 31,100SH DEFINED01 31,100 0 0
50189-3 General Motors Corp 62.9375 Com 37044210
8,377 133,100SH DEFINED01 133,100 0 0
50193-3 Genuine Parts 26.5625 Com 37246010
972 36,575SH DEFINED01 36,575 0 0
50194-3 Georgia Pacific Corp 40.4375 Com 37329810
1,464 36,200SH DEFINED01 36,200 0 0
50197-3 Gillette Co 33.9375 Com 37576610
7,656 225,600SH DEFINED01 225,600 0 0
50868-3 Global Crossing 26.5000 Com
1,896 71,545SH DEFINED01 71,545 0 0
50198-3 Golden West Financial 98.3125 Com 38131710
1,140 11,600SH DEFINED01 11,600 0 0
50199-3 Goodrich (BF) 29.0000 Com 38238810
418 14,400SH DEFINED01 14,400 0 0
50200-3 Goodyear Tire & Rubber 48.1250 Com 38255010
1,526 31,700SH DEFINED01 31,700 0 0
50644-3 GPU Inc 32.6250 Com 36225X10
852 26,100SH DEFINED01 26,100 0 0
50697-3 Grace W R & Co New 16.3750 Com 38388F10
293 17,900SH DEFINED01 17,900 0 0
50202-3 Grainger (WW) Inc 48.0625 Com 38480210
913 19,000SH DEFINED01 19,000 0 0
50203-3 Great A & P 30.3125 Com 39006410
279 9,200SH DEFINED01 9,200 0 0
50560-3 Great Lakes Chemical 38.0625 Com 39056810
457 12,000SH DEFINED01 12,000 0 0
50180-3 GTE Corp 76.8750 Com 36232010
15,083 196,200SH DEFINED01 196,200 0 0
50717-3 Guidant Corp 53.6250 Com 40169810
3,293 61,400SH DEFINED01 61,400 0 0
50208-3 Halliburton Co 41.0000 Com 40621610
3,665 89,400SH DEFINED01 89,400 0 0
50184-3 Harcourt General Corp. 41.6250 Com 41163G10
604 14,500SH DEFINED01 14,500 0 0
50220-3 Harrah's Entertainment Inc 27.7500 Com 41361910
713 25,700SH DEFINED01 25,700 0 0
50211-3 Harris Corp 27.6250 Com 41387510
431 15,600SH DEFINED01 15,600 0 0
50659-3 Hartford Finl Svcs Group 40.8750 Com 41651510
1,942 47,500SH DEFINED01 47,500 0 0
50213-3 Hasbro Inc 21.5000 Com 41805610
859 39,975SH DEFINED01 39,975 0 0
50818-3 HCR Manor Care 17.1875 Com 40413410
388 22,600SH DEFINED01 22,600 0 0
50718-3 Healthsouth Corp 6.1250 Com 42192410
527 86,000SH DEFINED01 86,000 0 0
50214-3 Heinz (HJ) Co 43.0000 Com 42307410
3,165 73,600SH DEFINED01 73,600 0 0
50215-3 Helmerich & Payne 25.3125 Com 42345210
296 11,700SH DEFINED01 11,700 0 0
50216-3 Hercules Inc 28.6250 Com 42705610
587 20,500SH DEFINED01 20,500 0 0
50217-3 Hershey Foods 48.6875 Com 42786610
1,417 29,100SH DEFINED01 29,100 0 0
50218-3 Hewlett Packard Co 90.7500 Com 42823610
19,130 210,800SH DEFINED01 210,800 0 0
50219-3 Hilton Hotels 9.8750 Com 43284810
524 53,100SH DEFINED01 53,100 0 0
50221-3 Home Depot 68.6250 Com 43707610
20,584 299,948SH DEFINED01 299,948 0 0
50222-3 Homestake Mining 9.1875 Com 43761410
446 48,500SH DEFINED01 48,500 0 0
50223-3 Honeywell 111.3125 Com 43850610
2,850 25,600SH DEFINED01 25,600 0 0
50224-3 Household International 40.1250 Com 44181510
3,942 98,252SH DEFINED01 98,252 0 0
50667-3 Humana Inc 6.8750 Com 44485910
234 34,100SH DEFINED01 34,100 0 0
50748-3 Huntington Bancshares 26.5625 Com 44615010
1,254 47,212SH DEFINED01 47,212 0 0
50014-3 Ikon Office Solutions Inc 10.6875 Com 45171310
347 32,500SH DEFINED01 32,500 0 0
50230-3 Illinois Tool Works 74.5625 Com 45230810
3,795 50,900SH DEFINED01 50,900 0 0
50800-3 IMS Health Inc 22.8125 Com 44993410
1,469 64,400SH DEFINED01 64,400 0 0
50530-3 Inco Ltd 21.3750 Com 45325840
716 33,500SH DEFINED01 33,500 0 0
50232-3 Ingersoll-Rand 54.9375 Com 45686610
1,838 33,450SH DEFINED01 33,450 0 0
50234-3 Intel Corp 74.3125 Com 45814010
50,369 677,800SH DEFINED01 677,800 0 0
50237-3 International Business Machi 121.0000 Com 45920010
44,601 368,600SH DEFINED01 368,600 0 0
50238-3 International Flavors/Frag 34.5000 Com 45950610
745 21,600SH DEFINED01 21,600 0 0
50240-3 International Paper 48.0625 Com 46014610
4,011 83,461SH DEFINED01 83,461 0 0
50575-3 Interpublic Group Cos Inc 41.1250 Com 46069010
2,324 56,500SH DEFINED01 56,500 0 0
50660-3 ITT Inds Inc 31.8125 Com 45091110
732 23,000SH DEFINED01 23,000 0 0
50242-3 Jefferson-Pilot 63.1875 Com 47507010
1,364 21,587SH DEFINED01 21,587 0 0
50244-3 Johnson & Johnson 91.8750 Com 47816010
25,109 273,300SH DEFINED01 273,300 0 0
50245-3 Johnson Controls 66.3125 Com 47836610
1,147 17,300SH DEFINED01 17,300 0 0
50507-3 Jostens Inc 19.1250 Com 48108810
180 9,400SH DEFINED01 9,400 0 0
50246-3 K Mart Corp 11.6875 Com 48258410
1,171 100,200SH DEFINED01 100,200 0 0
50844-3 Kansas City Southern Inds 46.5000 Com 48517010
1,037 22,300SH DEFINED01 22,300 0 0
50247-3 Kaufman & Broad Home Corp 20.6250 Com 48616810
188 9,100SH DEFINED01 9,100 0 0
50248-3 Kellogg Co 37.4375 Com 48783610
3,085 82,400SH DEFINED01 82,400 0 0
50249-3 Kerr-McGee 55.0625 Com 49238610
967 17,570SH DEFINED01 17,570 0 0
50617-3 Keycorp New 25.8125 Com 49326710
2,388 92,500SH DEFINED01 92,500 0 0
50594-3 Kimberly Clark Corp 52.7500 Com 49436810
5,811 110,168SH DEFINED01 110,168 0 0
50251-3 King World Productions 37.5000 Com 49566710
551 14,700SH DEFINED01 14,700 0 0
50749-3 KLA-Tencor Corp 65.0000 Com 48248010
1,157 17,800SH DEFINED01 17,800 0 0
50252-3 Knight-Ridder News 55.0000 Com 49904010
880 16,000SH DEFINED01 16,000 0 0
50804-3 Kohls Corp 66.1250 Com 50025510
2,129 32,200SH DEFINED01 32,200 0 0
50253-3 Kroger Co 22.0625 Com 50104410
3,684 167,000SH DEFINED01 167,000 0 0
50645-3 Laidlaw Inc 6.7500 Com 50730K50
453 67,100SH DEFINED01 67,100 0 0
50767-3 Lehman Brothers 58.3750 Com 52490810
1,372 23,500SH DEFINED01 23,500 0 0
50865-3 Lexmark International Group 80.5000 Com 52977110
2,101 26,100SH DEFINED01 26,100 0 0
50255-3 Lilly (Eli) & Co 64.1875 Com 53245710
14,352 223,600SH DEFINED01 223,600 0 0
50256-3 Limited Inc 38.2500 Com 53271610
1,775 46,400SH DEFINED01 46,400 0 0
50257-3 Lincoln National 37.5625 Com 53418710
1,548 41,200SH DEFINED01 41,200 0 0
50259-3 Liz Claiborne Inc 31.0000 Com 53932010
412 13,300SH DEFINED01 13,300 0 0
50260-3 Lockheed Martin 32.6875 Com 53983010
2,610 79,842SH DEFINED01 79,842 0 0
50646-3 Loew's Corp 70.1875 Com 54042410
1,628 23,200SH DEFINED01 23,200 0 0
50262-3 Longs Drug Stores 29.8750 Com 54316210
233 7,800SH DEFINED01 7,800 0 0
50266-3 Louisiana Pacific 15.6250 Com 54634710
345 22,100SH DEFINED01 22,100 0 0
50267-3 Lowe's Cos 48.7500 Com 54866110
3,495 71,700SH DEFINED01 71,700 0 0
50668-3 LSI Logic Corp 52.0000 Com 50216110
1,477 28,400SH DEFINED01 28,400 0 0
50695-3 Lucent Technologies Inc 64.8750 Com 54946310
39,405 607,401SH DEFINED01 607,401 0 0
50239-3 Mallinckrodt Inc 30.1875 Com 56123210
438 14,500SH DEFINED01 14,500 0 0
50778-3 Marriott International Cl A 32.6875 Com 57190320
1,664 50,900SH DEFINED01 50,900 0 0
50276-3 Marsh & McLennan Inc 68.5000 Com 57174810
3,583 52,300SH DEFINED01 52,300 0 0
50278-3 Masco Corp 31.0000 Com 57459910
2,139 69,000SH DEFINED01 69,000 0 0
50279-3 Mattel Inc 19.0000 Com 57708110
1,612 84,866SH DEFINED01 84,866 0 0
50281-3 May Dept Stores Co 36.4375 Com 57777810
2,596 71,250SH DEFINED01 71,250 0 0
50282-3 Maytag Co 33.3125 Com 57859210
610 18,300SH DEFINED01 18,300 0 0
50719-3 MBIA Inc 46.6250 Com 55262C10
942 20,200SH DEFINED01 20,200 0 0
50566-3 MBNA Corp 22.8125 Com 55262L10
3,715 162,852SH DEFINED01 162,852 0 0
50531-3 McDermott International 20.2500 Com 58003710
245 12,100SH DEFINED01 12,100 0 0
50284-3 McDonald's Corp 43.2500 Com 58013510
11,902 275,200SH DEFINED01 275,200 0 0
50286-3 McGraw-Hill 48.3750 Com 58064510
1,945 40,200SH DEFINED01 40,200 0 0
50689-3 MCI Worldcom Inc 71.8750 Com 55268B10
26,774 372,514SH DEFINED01 372,514 0 0
50838-3 Mckesson HBOC Inc 29.0000 Com 58155Q10
1,590 54,832SH DEFINED01 54,832 0 0
50288-3 Mead Corp 34.3750 Com 58283410
694 20,200SH DEFINED01 20,200 0 0
50656-3 Mediaone Group Inc 68.3125 Com 58440J10
8,430 123,400SH DEFINED01 123,400 0 0
50289-3 Medtronic Inc 35.5625 Com 58505510
8,457 237,800SH DEFINED01 237,800 0 0
50290-3 Mellon Bank Corp 33.6250 Com 58550910
3,571 106,200SH DEFINED01 106,200 0 0
50293-3 Merck & Co 64.8125 Com 58933110
31,382 484,200SH DEFINED01 484,200 0 0
50294-3 Meredith Corp 36.3125 Com 58943310
385 10,600SH DEFINED01 10,600 0 0
50295-3 Merrill Lynch 67.3750 Com 59018810
4,858 72,100SH DEFINED01 72,100 0 0
50706-3 MGIC Investment Corp 47.7500 Com 55284810
1,051 22,000SH DEFINED01 22,000 0 0
50627-3 Micron Technology 66.5000 Com 59511210
2,886 43,400SH DEFINED01 43,400 0 0
50618-3 Microsoft 90.5625 Com 59491810
93,877 1,036,60SH DEFINED01 1,036,600 0 0
50098-3 Milacron Inc 17.7500 Com 59870910
165 9,300SH DEFINED01 9,300 0 0
50297-3 Millipore Corp 37.5625 Com 60107310
383 10,200SH DEFINED01 10,200 0 0
50298-3 Minnesota Mining & Manufactu 96.0625 Com 60405910
7,839 81,600SH DEFINED01 81,600 0 0
50750-3 Mirage Resorts Inc 14.0000 Com 60462E10
489 34,900SH DEFINED01 34,900 0 0
50299-3 Mobil Corp 100.7500 Com 60705910
15,979 158,600SH DEFINED01 158,600 0 0
50839-3 Momemtum Business Applicatio 9.0000 Com 60877P10
9 948SH DEFINED01 948 0 0
50301-3 Monsanto Co 35.6875 Com 61166210
4,543 127,300SH DEFINED01 127,300 0 0
50532-3 Moore Corp 10.0000 Com 61578510
207 20,700SH DEFINED01 20,700 0 0
50303-3 Morgan (JP) & Co 114.2500 Com 61688010
4,067 35,600SH DEFINED01 35,600 0 0
50730-3 Morgan Stanley Dean Witter & 89.1875 Com 61744644
10,481 117,511SH DEFINED01 117,511 0 0
50305-3 Motorola Inc 88.0000 Com 62007610
10,736 122,000SH DEFINED01 122,000 0 0
50807-3 Nabisco Group Holding 15.0000 Com 62952P10
990 66,000SH DEFINED01 66,000 0 0
50311-3 Nacco Ind Cl A 69.8750 Com 62957910
140 2,000SH DEFINED01 2,000 0 0
50524-3 Nalco Chemical 50.5000 Com 62985310
672 13,300SH DEFINED01 13,300 0 0
50628-3 National City Corp 26.6875 Com 63540510
3,592 134,600SH DEFINED01 134,600 0 0
50315-3 National Semiconductor 30.5625 Com 63764010
1,033 33,800SH DEFINED01 33,800 0 0
50316-3 National Service Industries 31.5000 Com 63765710
268 8,500SH DEFINED01 8,500 0 0
50317-3 Navistar International 46.5000 Com 63934E10
647 13,920SH DEFINED01 13,920 0 0
50856-3 Network Appliance Inc 71.6250 Com 64120L10
1,046 14,600SH DEFINED01 14,600 0 0
50824-3 New Century Energies 33.4375 Com 64352U10
779 23,300SH DEFINED01 23,300 0 0
50318-3 New York Times Cl A 37.5000 Com 65011110
1,380 36,800SH DEFINED01 36,800 0 0
50319-3 Newell Rubbermaid Inc 28.5625 Com 65122910
1,632 57,143SH DEFINED01 57,143 0 0
50320-3 Newmont Mining 25.8750 Com 65163910
881 34,058SH DEFINED01 34,058 0 0
50781-3 Nextel Communications Inc A 67.8125 Com 65332V10
3,967 58,500SH DEFINED01 58,500 0 0
50321-3 Niagara Mohawk Holdings Inc 15.5625 Com 65352010
566 36,400SH DEFINED01 36,400 0 0
50508-3 Nicor Inc 37.1875 Com 65408610
361 9,700SH DEFINED01 9,700 0 0
50322-3 Nike Inc 56.8750 Com 65410610
3,310 58,200SH DEFINED01 58,200 0 0
50323-3 Nordstrom 27.0000 Com 65566410
818 30,300SH DEFINED01 30,300 0 0
50324-3 Norfolk Southern Corp 24.5000 Com 65584410
1,889 77,100SH DEFINED01 77,100 0 0
50533-3 Nortel Networks Corp 51.0000 Com 65656910
13,521 265,120SH DEFINED01 265,120 0 0
50325-3 Northern States Power 21.5625 Com 66577210
671 31,100SH DEFINED01 31,100 0 0
50782-3 Northern Trust Corp 83.5000 Com 66585910
1,887 22,600SH DEFINED01 22,600 0 0
50327-3 Northrop Gruman Corp 63.5625 Com 66680710
890 14,000SH DEFINED01 14,000 0 0
50561-3 Novell 20.6875 Com 67000610
1,481 71,600SH DEFINED01 71,600 0 0
50331-3 Nucor Corp 47.6250 Com 67034610
852 17,900SH DEFINED01 17,900 0 0
50334-3 Occidental Petroleum 23.1250 Com 67459910
1,628 70,400SH DEFINED01 70,400 0 0
50857-3 Office Depot Inc 10.5000 Com 67622010
798 76,000SH DEFINED01 76,000 0 0
50768-3 Omnicom Group 79.1875 Com 68191910
2,716 34,300SH DEFINED01 34,300 0 0
50333-3 Oneok Inc 30.3125 Com 68268010
227 7,500SH DEFINED01 7,500 0 0
50509-3 Oracle Corp 45.5000 Com 68389X10
13,484 296,343SH DEFINED01 296,343 0 0
50339-3 Owens Corning 21.6875 Com 69073F10
241 11,100SH DEFINED01 11,100 0 0
50751-3 Owens-Illinois Inc 19.8125 Com 69076840
626 31,600SH DEFINED01 31,600 0 0
50347-3 P G & E Corp 25.8750 Com 69331C10
2,013 77,800SH DEFINED01 77,800 0 0
50670-3 P P & L Resources Inc 27.0625 Com 69349910
834 30,800SH DEFINED01 30,800 0 0
50340-3 Paccar Inc 50.8750 Com 69371810
771 15,160SH DEFINED01 15,160 0 0
50345-3 Pacificorp 20.1250 Com 69511410
1,218 60,500SH DEFINED01 60,500 0 0
50851-3 Paine Webber Group Inc 36.2500 Com 69562910
1,044 28,800SH DEFINED01 28,800 0 0
50349-3 Pall Corp 23.1875 Com 69642930
560 24,133SH DEFINED01 24,133 0 0
50725-3 Parametric Technology Corp 13.5000 Com 69917310
748 55,400SH DEFINED01 55,400 0 0
50352-3 Parker-Hannifin 44.8125 Com 70109410
965 21,525SH DEFINED01 21,525 0 0
50811-3 Paychex Inc 34.1250 Com 70432610
1,705 49,950SH DEFINED01 49,950 0 0
50357-3 PE Corp Biosystems Group 72.2500 Com 69332S10
1,474 20,400SH DEFINED01 20,400 0 0
50846-3 PE Corp Celera Genamics 40.2500 Com 69332S20
205 5,100SH DEFINED01 5,100 0 0
50360-3 PECO Energy Co 37.5000 Com 69330410
1,710 45,600SH DEFINED01 45,600 0 0
50353-3 Penney (JC) 34.5000 Com 70816010
1,784 51,700SH DEFINED01 51,700 0 0
50355-3 Peoples Energy 35.1875 Com 71103010
253 7,200SH DEFINED01 7,200 0 0
50813-3 Peoplesoft Inc 16.9375 Com 71271310
803 47,400SH DEFINED01 47,400 0 0
50538-3 Pep Boys Manny Moe & Jack 14.8750 Com 71327810
220 14,800SH DEFINED01 14,800 0 0
50356-3 Pepsico Inc 30.5000 Com 71344810
9,098 298,300SH DEFINED01 298,300 0 0
50358-3 Pfizer Inc 35.8750 Com 71708110
28,391 791,400SH DEFINED01 791,400 0 0
50657-3 Pharmacia-Upjohn Inc 49.6250 Com 71694110
5,126 103,300SH DEFINED01 103,300 0 0
50359-3 Phelps Dodge 55.0625 Com 71726510
628 11,400SH DEFINED01 11,400 0 0
50361-3 Philip Morris Companies Inc 34.1875 Com 71815410
16,913 494,700SH DEFINED01 494,700 0 0
50363-3 Phillips Petroleum 48.7500 Com 71850710
2,525 51,800SH DEFINED01 51,800 0 0
50595-3 Pioneer Hi-Bred Intl 39.6875 Com 72368610
1,953 49,200SH DEFINED01 49,200 0 0
50364-3 Pitney-Bowes Inc 60.9375 Com 72447910
3,382 55,500SH DEFINED01 55,500 0 0
50534-3 Placer Dome 14.8750 Com 72590610
721 48,500SH DEFINED01 48,500 0 0
50342-3 PNC Bank Corp 52.6875 Com 69347510
3,224 61,200SH DEFINED01 61,200 0 0
50367-3 Polaroid Corp 26.0000 Com 73109510
198 7,600SH DEFINED01 7,600 0 0
50368-3 Potlatch Corp 41.1875 Com 73762810
280 6,800SH DEFINED01 6,800 0 0
50343-3 PPG Industries 60.0000 Com 69350610
2,166 36,100SH DEFINED01 36,100 0 0
50567-3 Praxair Inc 46.0000 Com 74005P10
1,477 32,100SH DEFINED01 32,100 0 0
50374-3 Procter & Gamble 93.7500 Com 74271810
25,294 269,800SH DEFINED01 269,800 0 0
50752-3 Progressive Corp Ohio 81.6875 Com 74331510
1,209 14,800SH DEFINED01 14,800 0 0
50085-3 Providian Corp 79.1875 Com 74406A10
2,285 28,850SH DEFINED01 28,850 0 0
50375-3 Public Service Enterprise In 38.6250 Com 74457310
1,792 46,400SH DEFINED01 46,400 0 0
50341-3 Pulte Corp 21.7500 Com 74586710
191 8,800SH DEFINED01 8,800 0 0
50376-3 Quaker Oats 61.8750 Com 74740210
1,714 27,700SH DEFINED01 27,700 0 0
50860-3 Qualcomm Inc 189.1875 Com 74752510
5,959 31,500SH DEFINED01 31,500 0 0
50853-3 R J Reynolds Tobacco Holding 27.0000 Com 76182K10
594 22,000SH DEFINED01 22,000 0 0
50378-3 Ralston Purina 27.8750 Com 75127730
1,770 63,500SH DEFINED01 63,500 0 0
50596-3 Raytheon Co Cl B 49.6250 Com 75511140
3,399 68,500SH DEFINED01 68,500 0 0
50383-3 Reebok International 10.6875 Com 75811010
140 13,100SH DEFINED01 13,100 0 0
50806-3 Regions Financial Corp 30.0000 Com 75894010
1,350 45,000SH DEFINED01 45,000 0 0
50225-3 Reliant Energy Inc 27.0625 Com 75952J10
1,555 57,462SH DEFINED01 57,462 0 0
50671-3 Republic N Y Corp 61.4375 Com 76071910
1,345 21,900SH DEFINED01 21,900 0 0
50384-3 Reynolds Metals 60.3750 Com 76176310
845 14,000SH DEFINED01 14,000 0 0
50385-3 Rite Aid 13.8125 Com 76775410
727 52,600SH DEFINED01 52,600 0 0
50387-3 Rockwell International 52.5000 Com 77390310
2,042 38,900SH DEFINED01 38,900 0 0
50388-3 Rohm & Haas 36.1250 Com 77537110
1,587 43,930SH DEFINED01 43,930 0 0
50390-3 Rowan Companies Inc 16.2500 Com 77938210
340 20,900SH DEFINED01 20,900 0 0
50597-3 Royal Dutch Petroleum Co 59.0625 Com 78025780
25,745 435,900SH DEFINED01 435,900 0 0
50393-3 Russell Corp 14.1875 Com 78235210
89 6,300SH DEFINED01 6,300 0 0
50394-3 Ryder System 20.3750 Com 78354910
306 15,000SH DEFINED01 15,000 0 0
50395-3 Safeco Corp 28.0000 Com 78642910
767 27,400SH DEFINED01 27,400 0 0
50825-3 Safeway Inc 38.0625 Com 78651420
3,764 98,900SH DEFINED01 98,900 0 0
50401-3 Sara Lee Corp 23.3750 Com 80311110
4,343 185,800SH DEFINED01 185,800 0 0
50418-3 SBC Communications Inc 51.0625 Com 78387G10
20,305 397,644SH DEFINED01 397,644 0 0
50402-3 Schering-Plough Corp 43.6250 Com 80660510
13,031 298,700SH DEFINED01 298,700 0 0
50598-3 Schlumberger Ltd 62.3125 Com 80685710
6,917 111,000SH DEFINED01 111,000 0 0
50728-3 Schwab (Charles) Corp 33.4375 Com 80851310
5,450 163,000SH DEFINED01 163,000 0 0
50404-3 Scientific-Atlanta 49.5625 Com 80865510
758 15,300SH DEFINED01 15,300 0 0
50707-3 Seagate Technology Inc 30.6250 Com 81180410
1,528 49,900SH DEFINED01 49,900 0 0
50536-3 Seagram Ltd 45.5000 Com 81185010
3,640 80,000SH DEFINED01 80,000 0 0
50784-3 Sealed Air Corp 51.3125 Com 81211K10
872 16,997SH DEFINED01 16,997 0 0
50407-3 Sears Roebuck & Co 31.3750 Com 81238710
2,444 77,900SH DEFINED01 77,900 0 0
50797-3 Sempra Energy 20.8125 Com 81685110
1,016 48,826SH DEFINED01 48,826 0 0
50409-3 Service Corp International 10.5625 Com 81756510
555 52,500SH DEFINED01 52,500 0 0
50410-3 Shared Medical Systems 46.7500 Com 81948610
248 5,300SH DEFINED01 5,300 0 0
50411-3 Sherwin-Williams 20.9375 Com 82434810
733 35,000SH DEFINED01 35,000 0 0
50629-3 Sigma Aldrich Corp 31.7500 Com 82655210
622 19,600SH DEFINED01 19,600 0 0
50633-3 Silicon Graphics 10.9375 Com 82705610
401 36,700SH DEFINED01 36,700 0 0
50796-3 SLM Holding Corp 43.0000 Com 78442A10
1,449 33,700SH DEFINED01 33,700 0 0
50415-3 Snap-on Inc 32.5000 Com 83303410
388 11,950SH DEFINED01 11,950 0 0
50833-3 Solectron Corp 71.8125 Com 83418210
3,447 48,000SH DEFINED01 48,000 0 0
50416-3 Sonat Inc 39.6875 Com 83541510
849 21,400SH DEFINED01 21,400 0 0
50417-3 Southern Co 25.7500 Com 84258710
3,651 141,800SH DEFINED01 141,800 0 0
50841-3 Southtrust Corp 35.8750 Com 84473010
1,205 33,600SH DEFINED01 33,600 0 0
50630-3 Southwest Airlines 15.1875 Com 84474110
1,559 102,675SH DEFINED01 102,675 0 0
50420-3 Springs Industries Inc 33.9375 Com 85178310
166 4,900SH DEFINED01 4,900 0 0
50513-3 Sprint Corp 54.2500 Com 85206110
9,505 175,200SH DEFINED01 175,200 0 0
50826-3 Sprint Corp (PCS Group) 74.5625 Com 85206150
6,297 84,450SH DEFINED01 84,450 0 0
50817-3 SPX Corp 90.7500 Com 78463510
557 6,139SH DEFINED01 6,139 0 0
50516-3 St Jude Medical Inc 31.5000 Com 79084910
532 16,900SH DEFINED01 16,900 0 0
50423-3 St Paul Cos 27.5000 Com 79286010
1,319 47,960SH DEFINED01 47,960 0 0
50424-3 Stanley Works 25.1875 Com 85461610
436 17,300SH DEFINED01 17,300 0 0
50816-3 Staples Inc 21.8125 Com 85503010
2,071 94,950SH DEFINED01 94,950 0 0
50753-3 State Street Corp 64.6250 Com 85747710
2,113 32,700SH DEFINED01 32,700 0 0
50783-3 Summit Bancorp 32.4375 Com 86600510
1,145 35,300SH DEFINED01 35,300 0 0
50570-3 Sun Microsystems Inc 93.0000 Com 86681010
14,396 154,800SH DEFINED01 154,800 0 0
50426-3 Sunoco Inc 27.3750 Com 86764P10
498 18,200SH DEFINED01 18,200 0 0
50428-3 Suntrust Banks 65.7500 Com 86791410
4,228 64,300SH DEFINED01 64,300 0 0
50429-3 Super Valu Stores 22.0625 Com 86853610
518 23,500SH DEFINED01 23,500 0 0
50763-3 Synovus Financial Corp 18.6875 Com 87161C10
1,016 54,350SH DEFINED01 54,350 0 0
50431-3 Sysco Corp 35.0625 Com 87182910
2,384 68,000SH DEFINED01 68,000 0 0
50434-3 Tandy Corp 51.6875 Com 87538210
2,016 39,000SH DEFINED01 39,000 0 0
50435-3 Tektronix Inc 33.5000 Com 87913110
409 12,200SH DEFINED01 12,200 0 0
50651-3 Tellabs Inc 56.9375 Com 87966410
4,498 79,000SH DEFINED01 79,000 0 0
50438-3 Temple-Inland 61.0000 Com 87986810
695 11,400SH DEFINED01 11,400 0 0
50314-3 Tenet Healthcare Corp 17.5625 Com 88033G10
1,106 63,000SH DEFINED01 63,000 0 0
50439-3 Tenneco Inc 17.0000 Com 88037E10
588 34,600SH DEFINED01 34,600 0 0
50440-3 Texaco Inc 63.1250 Com 88169410
6,862 108,700SH DEFINED01 108,700 0 0
50441-3 Texas Instruments 82.2500 Com 88250810
13,045 158,600SH DEFINED01 158,600 0 0
50442-3 Texas Utilities Co 37.3125 Com 88284810
2,143 57,435SH DEFINED01 57,435 0 0
50600-3 Textron Inc 77.3750 Com 88320310
2,499 32,300SH DEFINED01 32,300 0 0
50720-3 Thermo Electron Corp 13.4375 Com 88355610
433 32,200SH DEFINED01 32,200 0 0
50444-3 Thomas & Betts 51.0000 Com 88431510
561 11,000SH DEFINED01 11,000 0 0
50445-3 Time Warner Inc 60.7500 Com 88731510
15,145 249,300SH DEFINED01 249,300 0 0
50446-3 Times Mirror New Cl A 65.8125 Com 88736410
1,112 16,900SH DEFINED01 16,900 0 0
50599-3 Timken Co 16.1250 Com 88738910
205 12,700SH DEFINED01 12,700 0 0
50498-3 TJX Cos Inc 28.0625 Com 87254010
1,838 65,500SH DEFINED01 65,500 0 0
50867-3 Too Inc 17.9375 Com 89033310
119 6,628SH DEFINED01 6,628 0 0
50449-3 Torchmark Corp 25.8750 Com 89102710
740 28,600SH DEFINED01 28,600 0 0
50450-3 Toys 'R' Us (Holding Co) 15.0000 Com 89233510
798 53,200SH DEFINED01 53,200 0 0
50453-3 Tribune Co 49.7500 Com 89604710
2,358 47,400SH DEFINED01 47,400 0 0
50756-3 Tricon Global Restaurants In 40.9375 Com 89595310
1,269 31,000SH DEFINED01 31,000 0 0
50432-3 TRW Inc 49.7500 Com 87264910
1,214 24,400SH DEFINED01 24,400 0 0
50682-3 Tupperware Corp 20.2500 Com 89989610
288 14,200SH DEFINED01 14,200 0 0
50512-3 Tyco International Ltd 103.2500 Com 90212410
16,983 164,484SH DEFINED01 164,484 0 0
50745-3 U S Bancorp 30.1875 Com 90297310
4,455 147,580SH DEFINED01 147,580 0 0
50808-3 U S Surgical Value Support R 0.0000 Com 92529710
0 47SH DEFINED01 47 0 0
50457-3 U S West Inc 57.0625 Com 91273H10
5,832 102,200SH DEFINED01 102,200 0 0
50108-3 Unicom Corp 36.9375 Com 90491110
1,633 44,200SH DEFINED01 44,200 0 0
50601-3 Unilever NV 68.1250 Com 90478470
7,920 116,250SH DEFINED01 116,250 0 0
50465-3 Union Carbide 56.8125 Com 90558110
1,540 27,100SH DEFINED01 27,100 0 0
50466-3 Union Pacific Corp 48.0625 Com 90781810
2,418 50,300SH DEFINED01 50,300 0 0
50698-3 Union Pacific Resources Grou 16.2500 Com 90783410
791 48,701SH DEFINED01 48,701 0 0
50814-3 Union Planters Corp 40.7500 Com 90806810
1,129 27,700SH DEFINED01 27,700 0 0
50467-3 Unisys Corp 45.1250 Com 90921410
2,342 51,900SH DEFINED01 51,900 0 0
50631-3 United Healthcare Corp 48.6875 Com 91058110
1,845 37,900SH DEFINED01 37,900 0 0
50470-3 United Technologies Corp 59.3125 Com 91301710
5,457 92,000SH DEFINED01 92,000 0 0
50471-3 Unocal Corp 37.0625 Com 91528910
1,820 49,100SH DEFINED01 49,100 0 0
50619-3 Unumprovident Corp 29.4375 Com 91529Y10
1,421 48,275SH DEFINED01 48,275 0 0
50458-3 US Airways Group Inc 26.2500 Com 91190510
478 18,200SH DEFINED01 18,200 0 0
50461-3 UST Inc 30.1875 Com 90291110
1,141 37,800SH DEFINED01 37,800 0 0
50462-3 USX-Marathon Group 29.2500 Com 90290582
1,831 62,600SH DEFINED01 62,600 0 0
50555-3 USX-US Steel Group 25.7500 Com 90337T10
463 17,980SH DEFINED01 17,980 0 0
50473-3 V F Corp 31.0000 Com 91820410
756 24,400SH DEFINED01 24,400 0 0
50623-3 Viacom Inc Class B 42.2500 Com 92552430
5,982 141,582SH DEFINED01 141,582 0 0
50858-3 Vulcan Materials 36.6250 Com 92916010
751 20,500SH DEFINED01 20,500 0 0
50602-3 Wachovia Corp 78.6250 Com 92977110
3,247 41,300SH DEFINED01 41,300 0 0
50476-3 Walgreen 25.3750 Com 93142210
5,146 202,800SH DEFINED01 202,800 0 0
50475-3 Wal-Mart Stores 47.5625 Com 93114210
43,558 915,800SH DEFINED01 915,800 0 0
50480-3 Warner-Lambert Co 66.3750 Com 93448810
11,085 167,000SH DEFINED01 167,000 0 0
50733-3 Washington Mutual Inc 29.2500 Com 93932210
3,527 120,595SH DEFINED01 120,595 0 0
50802-3 Waste Management Inc 19.2500 Com 94106L10
2,248 116,805SH DEFINED01 116,805 0 0
50845-3 Watson Pharmaceuticals Inc 30.5625 Com 94268310
593 19,400SH DEFINED01 19,400 0 0
50852-3 Wellpoint Health Newworks In 57.0000 Com 94973H10
775 13,600SH DEFINED01 13,600 0 0
50482-3 Wells Fargo & Co 39.6250 Com 94974610
13,025 328,700SH DEFINED01 328,700 0 0
50483-3 Wendy's Int'l 26.5000 Com 95059010
655 24,700SH DEFINED01 24,700 0 0
50486-3 Westvaco Corp 25.6250 Com 96154810
505 19,700SH DEFINED01 19,700 0 0
50488-3 Weyerhaeuser Corp 57.6250 Com 96216610
2,334 40,500SH DEFINED01 40,500 0 0
50489-3 Whirlpool Corp 65.3125 Com 96332010
1,012 15,500SH DEFINED01 15,500 0 0
50673-3 Willamette Ind Inc 43.1250 Com 96913310
975 22,600SH DEFINED01 22,600 0 0
50491-3 Williams Cos 37.6250 Com 96945710
3,273 87,000SH DEFINED01 87,000 0 0
50492-3 Winn-Dixie 29.6875 Com 97428010
897 30,200SH DEFINED01 30,200 0 0
50494-3 Worthington Industries 17.0000 Com 98181110
385 22,625SH DEFINED01 22,625 0 0
50495-3 Wrigley, (Wm) Jr 68.8125 Com 98252610
1,631 23,700SH DEFINED01 23,700 0 0
50496-3 Xerox Corp 41.9375 Com 98412110
5,594 133,400SH DEFINED01 133,400 0 0
9073-K Altera Corp 43.3750 Com 02144110
10,228 235,800SH DEFINED02 235,800 0 0
9184-K American General Corp 63.2500 Com 02635110
7,147 113,000SH DEFINED02 113,000 0 0
9075-K American International Group 86.9375 Com 02687410
16,629 191,275SH DEFINED02 191,275 0 0
9076-K Applied Materials Inc 77.6875 Com 03822210
10,894 140,230SH DEFINED02 140,230 0 0
9229-K Associates First Capital - A 36.0000 Com 04600810
8,543 237,300SH DEFINED02 237,300 0 0
9077-K Automatic Data Processing In 44.6250 Com 05301510
20,394 457,000SH DEFINED02 457,000 0 0
9078-K Bank One Corp 34.8125 Com 06423A10
3,767 108,220SH DEFINED02 108,220 0 0
9141-K BellSouth 45.0000 Com 07986010
11,187 248,600SH DEFINED02 248,600 0 0
9118-K Bristol-Myers Squibb Co 67.5000 Com 11012210
15,471 229,200SH DEFINED02 229,200 0 0
9240-K Ceridian Corp 24.8750 Com 15677T10
5,622 226,000SH DEFINED02 226,000 0 0
9170-K Champion International 51.3750 Com 15852510
6,633 129,100SH DEFINED02 129,100 0 0
9081-K Chase Manhattan Corp 75.3750 Com 16161A10
8,027 106,500SH DEFINED02 106,500 0 0
9083-K Cintas Corp 57.8125 Com 17290810
8,308 143,700SH DEFINED02 143,700 0 0
9084-K Cisco Systems 68.5625 Com 17275R10
6,382 93,090SH DEFINED02 93,090 0 0
9222-K Citigroup Inc 44.0000 Com 17296710
8,791 199,787SH DEFINED02 199,787 0 0
9250-K Coca Cola Co 48.2500 Com 19121610
6,697 138,800SH DEFINED02 138,800 0 0
9230-K Comerica Inc 50.6250 Com 20034010
6,293 124,300SH DEFINED02 124,300 0 0
9085-K Commerce Bancshares Inc 35.3750 Com 20052510
4,768 134,773SH DEFINED02 134,773 0 0
9086-K Computer Sciences Corp 70.3125 Com 20536310
10,898 155,000SH DEFINED02 155,000 0 0
9307-K Conoco Inc Cl B 27.3750 Com 20825140
3,814 139,337SH DEFINED02 139,337 0 0
9217-K CVS Corp 40.8125 Com 12665010
9,881 242,100SH DEFINED02 242,100 0 0
9249-K Dayton-Hudson 60.0625 Com 23975310
9,886 164,600SH DEFINED02 164,600 0 0
9142-K DuPont (EI) De Nemours 60.5000 Com 26353410
4,174 68,997SH DEFINED02 68,997 0 0
9119-K Emerson Electric 63.1875 Com 29101110
9,586 151,700SH DEFINED02 151,700 0 0
9120-K Exxon Corp 76.0000 Com 30229010
25,688 338,000SH DEFINED02 338,000 0 0
9121-K Fannie Mae 62.6875 Com 31358610
12,544 200,100SH DEFINED02 200,100 0 0
9259-K Fiserv Inc 32.5000 Com 33773810
7,449 229,200SH DEFINED02 229,200 0 0
9122-K General Electric Co 118.5625 Com 36960410
17,222 145,260SH DEFINED02 145,260 0 0
9238-K Guidant Corp 53.6250 Com 40169810
10,039 187,200SH DEFINED02 187,200 0 0
9282-K Hewlett Packard Co 90.7500 Com 42823610
9,075 100,000SH DEFINED02 100,000 0 0
9093-K Hubbell Inc Cl B 31.8750 Com 44351020
4,835 151,700SH DEFINED02 151,700 0 0
9257-K Ingersoll-Rand 54.9375 Com 45686610
8,790 160,000SH DEFINED02 160,000 0 0
9124-K Intel Corp 74.3125 Com 45814010
6,941 93,400SH DEFINED02 93,400 0 0
9176-K International Business Machi 121.0000 Com 45920010
9,099 75,200SH DEFINED02 75,200 0 0
9268-K Interpublic Group Cos Inc 41.1250 Com 46069010
9,496 230,900SH DEFINED02 230,900 0 0
9296-K Johnson & Johnson 91.8750 Com 47816010
12,164 132,400SH DEFINED02 132,400 0 0
9212-K Lilly (Eli) & Co 64.1875 Com 53245710
9,429 146,900SH DEFINED02 146,900 0 0
9096-K Linear Technology Corp 58.7812 Com 53567810
7,566 128,720SH DEFINED02 128,720 0 0
9299-K Lucent Technologies Inc 64.8750 Com 54946310
12,560 193,600SH DEFINED02 193,600 0 0
9098-K Maxim Integrated Products 63.0938 Com 57772K10
8,145 129,100SH DEFINED02 129,100 0 0
9248-K Medtronic Inc 35.5625 Com 58505510
9,527 267,898SH DEFINED02 267,898 0 0
9126-K Merck & Co 64.8125 Com 58933110
14,648 226,000SH DEFINED02 226,000 0 0
9231-K MGIC Investment Corp 47.7500 Com 55284810
6,165 129,100SH DEFINED02 129,100 0 0
9127-K Microsoft 90.5625 Com 59491810
10,442 115,300SH DEFINED02 115,300 0 0
9105-K Philip Morris Companies Inc 34.1875 Com 71815410
7,480 218,800SH DEFINED02 218,800 0 0
9106-K Pitney-Bowes Inc 60.9375 Com 72447910
8,556 140,400SH DEFINED02 140,400 0 0
9107-K PMI Group Inc 40.8750 Com 69344M10
5,414 132,450SH DEFINED02 132,450 0 0
9156-K Praxair Inc 46.0000 Com 74005P10
6,978 151,690SH DEFINED02 151,690 0 0
9251-K Radian Group Inc 42.9375 Com 75023610
9,077 211,400SH DEFINED02 211,400 0 0
9216-K Safeway Inc 38.0625 Com 78651420
7,692 202,100SH DEFINED02 202,100 0 0
9311-K SBC Communications Inc 51.0625 Com 78387G10
8,681 170,000SH DEFINED02 170,000 0 0
9190-K Schlumberger Ltd 62.3125 Com 80685710
9,553 153,300SH DEFINED02 153,300 0 0
9110-K Sherwin-Williams 20.9375 Com 82434810
4,562 217,900SH DEFINED02 217,900 0 0
9111-K Sigma Aldrich Corp 31.7500 Com 82655210
7,995 251,800SH DEFINED02 251,800 0 0
9112-K Teradyne Inc 35.2500 Com 88077010
9,073 257,400SH DEFINED02 257,400 0 0
9113-K Texaco Inc 63.1250 Com 88169410
9,172 145,300SH DEFINED02 145,300 0 0
9313-K Walgreen 25.3750 Com 93142210
10,150 400,000SH DEFINED02 400,000 0 0
9161-K Willamette Ind Inc 43.1250 Com 96913310
8,212 190,420SH DEFINED02 190,420 0 0
8696-A Abbott Laboratories 36.6875 Com 00282410
20,985 572,000SH DEFINED03 572,000 0 0
9043-A AlliedSignal Inc 59.9375 Com 01951210
30,808 514,000SH DEFINED03 514,000 0 0
8843-A American International Group 86.9375 Com 02687410
31,547 362,875SH DEFINED03 362,875 0 0
9068-A Ameritech Corp 66.7500 Com 03095410
16,688 250,000SH DEFINED03 250,000 0 0
8473-A Atlantic Richfield Co 88.6250 Com 04882510
17,548 198,000SH DEFINED03 198,000 0 0
8797-A Automatic Data Processing In 44.6250 Com 05301510
18,876 423,000SH DEFINED03 423,000 0 0
8968-A Bank of America Corp 55.6875 Com 06050510
24,113 433,000SH DEFINED03 433,000 0 0
8754-A Bank One Corp 34.8125 Com 06423A10
20,801 597,520SH DEFINED03 597,520 0 0
9042-A Bell Atlantic Corp 67.3125 Com 07785310
21,769 323,400SH DEFINED03 323,400 0 0
8942-A BellSouth 45.0000 Com 07986010
10,449 232,200SH DEFINED03 232,200 0 0
8777-A Bestfoods 48.5625 Com 08658U10
6,507 134,000SH DEFINED03 134,000 0 0
9046-A Block H&R 43.4375 Com 09367110
20,503 472,000SH DEFINED03 472,000 0 0
8442-A Bristol-Myers Squibb Co 67.5000 Com 11012210
22,208 329,000SH DEFINED03 329,000 0 0
8459-A Central & South West 21.1250 Com 15235710
4,204 199,000SH DEFINED03 199,000 0 0
8771-A Cisco Systems 68.5625 Com 17275R10
52,279 762,500SH DEFINED03 762,500 0 0
9223-A Citigroup Inc 44.0000 Com 17296710
11,924 271,000SH DEFINED03 271,000 0 0
8768-A Coca Cola Co 48.2500 Com 19121610
7,141 148,000SH DEFINED03 148,000 0 0
8821-A Computer Associates Int'l 61.1250 Com 20491210
20,217 330,750SH DEFINED03 330,750 0 0
9297-A Computer Sciences Corp 70.3125 Com 20536310
14,484 206,000SH DEFINED03 206,000 0 0
8363-A Consolidated Edison Inc 41.5000 Com 20911510
8,093 195,000SH DEFINED03 195,000 0 0
9069-A Delta Airlines Inc 48.5000 Com 24736110
19,206 396,000SH DEFINED03 396,000 0 0
9287-A Dollar General Corp 30.8750 Com 25666910
7,966 258,000SH DEFINED03 258,000 0 0
8425-A Dow Chemical Co 113.6250 Com 26054310
11,272 99,200SH DEFINED03 99,200 0 0
9064-A Duke Energy Corp 55.1250 Com 26439910
14,388 261,000SH DEFINED03 261,000 0 0
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3,705 124,000SH DEFINED03 124,000 0 0
9065-A Englehard Corp 18.2500 Com 29284510
4,216 231,000SH DEFINED03 231,000 0 0
8964-A Exxon Corp 76.0000 Com 30229010
18,620 245,000SH DEFINED03 245,000 0 0
8772-A Federal Realty 20.9375 Com 31374720
3,455 165,000SH DEFINED03 165,000 0 0
8693-A First Virgina Bank 43.5625 Com 33747710
5,162 118,500SH DEFINED03 118,500 0 0
9173-A Ford Motor Co 50.2500 Com 34537010
19,899 396,000SH DEFINED03 396,000 0 0
8794-A Gannett Co 69.1875 Com 36473010
11,693 169,000SH DEFINED03 169,000 0 0
9301-A Gartner Group Inc Cl B 16.6875 Com 36665120
426 25,519SH DEFINED03 25,519 0 0
8332-A General Electric Co 118.5625 Com 36960410
53,709 453,000SH DEFINED03 453,000 0 0
8925-A GTE Corp 76.8750 Com 36232010
32,211 419,000SH DEFINED03 419,000 0 0
8852-A Heinz (HJ) Co 43.0000 Com 42307410
7,525 175,000SH DEFINED03 175,000 0 0
9288-A Hercules Inc 28.6250 Com 42705610
4,924 172,000SH DEFINED03 172,000 0 0
9018-A Hewlett Packard Co 90.7500 Com 42823610
10,073 111,000SH DEFINED03 111,000 0 0
9183-A Home Depot 68.6250 Com 43707610
23,058 336,000SH DEFINED03 336,000 0 0
9203-A IMS Health Inc 22.8125 Com 44993410
4,471 196,000SH DEFINED03 196,000 0 0
8617-A Intel Corp 74.3125 Com 45814010
33,664 453,000SH DEFINED03 453,000 0 0
8853-A International Business Machi 121.0000 Com 45920010
30,250 250,000SH DEFINED03 250,000 0 0
8660-A International Paper 48.0625 Com 46014610
7,450 155,000SH DEFINED03 155,000 0 0
9144-A Johnson & Johnson 91.8750 Com 47816010
10,749 117,000SH DEFINED03 117,000 0 0
8965-A Kimberly Clark Corp 52.7500 Com 49436810
20,151 382,000SH DEFINED03 382,000 0 0
8461-A LG&E Energy Corp 21.2500 Com 50191710
3,634 171,000SH DEFINED03 171,000 0 0
8847-A Lilly (Eli) & Co 64.1875 Com 53245710
15,341 239,000SH DEFINED03 239,000 0 0
9027-A MBNA Corp 22.8125 Com 55262L10
18,393 806,250SH DEFINED03 806,250 0 0
8755-A Merck & Co 64.8125 Com 58933110
18,860 291,000SH DEFINED03 291,000 0 0
8844-A Microsoft 90.5625 Com 59491810
25,086 277,000SH DEFINED03 277,000 0 0
8854-A Mobil Corp 100.7500 Com 60705910
31,031 308,000SH DEFINED03 308,000 0 0
8687-A Morgan (JP) & Co 114.2500 Com 61688010
13,139 115,000SH DEFINED03 115,000 0 0
9227-A Northern States Power 21.5625 Com 66577210
6,038 280,000SH DEFINED03 280,000 0 0
8845-A Pfizer Inc 35.8750 Com 71708110
22,601 630,000SH DEFINED03 630,000 0 0
8317-A Philip Morris Companies Inc 34.1875 Com 71815410
16,718 489,000SH DEFINED03 489,000 0 0
9214-A Raytheon Co Cl B 49.6250 Com 75511140
12,605 254,000SH DEFINED03 254,000 0 0
8798-A Regions Financial Corp 30.0000 Com 75894010
11,610 387,000SH DEFINED03 387,000 0 0
9174-A Rohm & Haas 36.1250 Com 77537110
8,381 232,000SH DEFINED03 232,000 0 0
9225-A Royal Dutch Petroleum Co 59.0625 Com 78025780
5,965 101,000SH DEFINED03 101,000 0 0
8970-A SBC Communications Inc 51.0625 Com 78387G10
25,327 496000SH DEFINED03 496,000 0 0
9175-A Sears Roebuck & Co 31.3750 Com 81238710
4,079 130,000SH DEFINED03 130,000 0 0
9145-A Teco Energy Inc 21.1250 Com 87237510
7,119 337,000SH DEFINED03 337,000 0 0
9234-A Tellabs Inc 56.9375 Com 87966410
10,989 193,000SH DEFINED03 193,000 0 0
9066-A Texaco Inc 63.1250 Com 88169410
13,004 206,000SH DEFINED03 206,000 0 0
8444-A Texas Utilities Co 37.3125 Com 88284810
9,256 248,080SH DEFINED03 248,080 0 0
8969-A Union Pacific Corp 48.0625 Com 90781810
3,461 72,000SH DEFINED03 72,000 0 0
9256-A United Healthcare Corp 48.6875 Com 91058110
4,187 86,000SH DEFINED03 86,000 0 0
8087-A United Technologies Corp 59.3125 Com 91301710
31,258 527,000SH DEFINED03 527,000 0 0
8998-A Wachovia Corp 78.6250 Com 92977110
10,379 132,000SH DEFINED03 132,000 0 0
8438-A Wal-Mart Stores 47.5625 Com 93114210
45,565 958,000SH DEFINED03 958,000 0 0
8867-B A T & T Corp 43.5000 Com 00195710
2,936 67,500SH DEFINED04 67,500 0 0
8503-B Abbott Laboratories 36.6875 Com 00282410
2,417 65,880SH DEFINED04 65,880 0 0
9267-B Alcoa Inc 62.0625 Com 01381710
2,042 32,910SH DEFINED04 32,910 0 0
9269-B AlliedSignal Inc 59.9375 Com 01951210
1,952 32,570SH DEFINED04 32,570 0 0
9260-B American General Corp 63.2500 Com 02635110
1,423 22,500SH DEFINED04 22,500 0 0
9008-B American Home Products 41.5000 Com 02660910
2,179 52,500SH DEFINED04 52,500 0 0
8486-B American International Group 86.9375 Com 02687410
1,956 22,500SH DEFINED04 22,500 0 0
9292-B American Tower Corp A 19.6250 Com 02991220
1,043 53,160SH DEFINED04 53,160 0 0
9270-B AMR Corp 54.5000 Com 00176510
1,613 29,600SH DEFINED04 29,600 0 0
9241-B Associates First Capital - A 36.0000 Com 04600810
3,416 94,900SH DEFINED04 94,900 0 0
9255-B At&t Corp - Liberty Media A 37.3125 Com 00195720
1,119 30,000SH DEFINED04 30,000 0 0
9271-B Automatic Data Processing In 44.6250 Com 05301510
2,092 46,890SH DEFINED04 46,890 0 0
9280-B Baxter International Inc 60.2500 Com 07181310
2,006 33,300SH DEFINED04 33,300 0 0
9049-B Bell Atlantic Corp 67.3125 Com 07785310
4,216 62,640SH DEFINED04 62,640 0 0
8951-B BellSouth 45.0000 Com 07986010
2,295 51,000SH DEFINED04 51,000 0 0
9283-B Boston Scientific Corp 24.7500 Com 10113710
650 26,250SH DEFINED04 26,250 0 0
8599-B Bristol-Myers Squibb Co 67.5000 Com 11012210
2,228 33,000SH DEFINED04 33,000 0 0
9272-B Cardinal Health Inc 54.5000 Com 14149Y10
1,549 28,430SH DEFINED04 28,430 0 0
9306-B CBS Corp 46.2500 Com 12490K10
1,408 30,450SH DEFINED04 30,450 0 0
9200-B Chase Manhattan Corp 75.3750 Com 16161A10
1,583 21,000SH DEFINED04 21,000 0 0
8971-B Chevron Corp 88.7500 Com 16675110
2,663 30,000SH DEFINED04 30,000 0 0
8859-B Cisco Systems 68.5625 Com 17275R10
5,554 81,000SH DEFINED04 81,000 0 0
9139-B Citigroup Inc 44.0000 Com 17296710
5,732 130,270SH DEFINED04 130,270 0 0
9132-B Coca Cola Co 48.2500 Com 19121610
1,086 22,500SH DEFINED04 22,500 0 0
9281-B Computer Sciences Corp 70.3125 Com 20536310
2,004 28,500SH DEFINED04 28,500 0 0
9310-B Corning Inc 68.5625 Com 21935010
1,551 22,620SH DEFINED04 22,620 0 0
9045-B CVS Corp 40.8125 Com 12665010
1,959 48,000SH DEFINED04 48,000 0 0
8939-B Dayton-Hudson 60.0625 Com 23975310
3,153 52,500SH DEFINED04 52,500 0 0
9201-B Disney Walt Co (Holding Co) 26.0000 Com 25468710
585 22,500SH DEFINED04 22,500 0 0
9202-B Duke Energy Corp 55.1250 Com 26439910
1,240 22,500SH DEFINED04 22,500 0 0
9050-B DuPont (EI) De Nemours 60.5000 Com 26353410
2,087 34,500SH DEFINED04 34,500 0 0
9309-B Electronic Data Systems 52.9375 Com 28566110
769 14,520SH DEFINED04 14,520 0 0
9133-B Exxon Corp 76.0000 Com 30229010
4,211 55,410SH DEFINED04 55,410 0 0
9009-B Fannie Mae 62.6875 Com 31358610
1,881 30,000SH DEFINED04 30,000 0 0
8668-B First Data Corp 43.8750 Com 31996310
3,225 73,500SH DEFINED04 73,500 0 0
9277-B Ford Motor Co 50.2500 Com 34537010
889 17,700SH DEFINED04 17,700 0 0
8715-B Gannett Co 69.1875 Com 36473010
3,113 45,000SH DEFINED04 45,000 0 0
9134-B Gap (The) 32.0000 Com 36476010
2,430 75,940SH DEFINED04 75,940 0 0
8906-B General Electric Co 118.5625 Com 36960410
7,786 65,670SH DEFINED04 65,670 0 0
9312-B Guidant Corp 53.6250 Com 40169810
883 16,460SH DEFINED04 16,460 0 0
9135-B Home Depot 68.6250 Com 43707610
2,059 30,000SH DEFINED04 30,000 0 0
9136-B Illinois Tool Works 74.5625 Com 45230810
1,342 18,000SH DEFINED04 18,000 0 0
8705-B Intel Corp 74.3125 Com 45814010
4,013 54,000SH DEFINED04 54,000 0 0
8782-B International Business Machi 121.0000 Com 45920010
6,620 54,710SH DEFINED04 54,710 0 0
9233-B Johnson & Johnson 91.8750 Com 47816010
2,067 22,500SH DEFINED04 22,500 0 0
8714-B Kimberly Clark Corp 52.7500 Com 49436810
2,136 40,500SH DEFINED04 40,500 0 0
8944-B Lucent Technologies Inc 64.8750 Com 54946310
4,379 67,500SH DEFINED04 67,500 0 0
9051-B Marsh & McLennan Inc 68.5000 Com 57174810
2,877 42,000SH DEFINED04 42,000 0 0
8891-B McDonald's Corp 43.2500 Com 58013510
2,919 67,500SH DEFINED04 67,500 0 0
9220-B MCI Worldcom Inc 71.8750 Com 55268B10
3,450 48,000SH DEFINED04 48,000 0 0
8989-B Merck & Co 64.8125 Com 58933110
3,769 58,160SH DEFINED04 58,160 0 0
9284-B Micron Technology 66.5000 Com 59511210
3,523 52,970SH DEFINED04 52,970 0 0
8635-B Microsoft 90.5625 Com 59491810
6,521 72,000SH DEFINED04 72,000 0 0
9029-B Morgan Stanley Dean Witter & 89.1875 Com 61744644
2,408 27,000SH DEFINED04 27,000 0 0
8483-B Pfizer Inc 35.8750 Com 71708110
1,292 36,000SH DEFINED04 36,000 0 0
9039-B Pharmacia-Upjohn Inc 49.6250 Com 71694110
1,973 39,750SH DEFINED04 39,750 0 0
9243-B Philip Morris Companies Inc 34.1875 Com 71815410
1,795 52,500SH DEFINED04 52,500 0 0
9293-B Pinnacle West Capital 36.3750 Com 72348410
957 26,310SH DEFINED04 26,310 0 0
9273-B Praxair Inc 46.0000 Com 74005P10
1,882 40,910SH DEFINED04 40,910 0 0
8811-B Procter & Gamble 93.7500 Com 74271810
2,250 24,000SH DEFINED04 24,000 0 0
8799-B Royal Dutch Petroleum Co 59.0625 Com 78025780
2,052 34,740SH DEFINED04 34,740 0 0
9274-B Safeway Inc 38.0625 Com 78651420
1,620 42,560SH DEFINED04 42,560 0 0
8941-B SBC Communications Inc 51.0625 Com 78387G10
3,830 75,000SH DEFINED04 75,000 0 0
8801-B Schlumberger Ltd 62.3125 Com 80685710
2,430 39,000SH DEFINED04 39,000 0 0
9275-B Sealed Air Corp 51.3125 Com 81211K10
809 15,770SH DEFINED04 15,770 0 0
9278-B State Street Corp 64.6250 Com 85747710
1,479 22,880SH DEFINED04 22,880 0 0
8744-B Temple-Inland 61.0000 Com 87986810
1,967 32,250SH DEFINED04 32,250 0 0
9221-B Texas Instruments 82.2500 Com 88250810
3,701 45,000SH DEFINED04 45,000 0 0
9247-B Tyco International Ltd 103.2500 Com 90212410
3,268 31,649SH DEFINED04 31,649 0 0
9048-B U S Bancorp 30.1875 Com 90297310
1,811 60,000SH DEFINED04 60,000 0 0
9052-B Union Pacific Corp 48.0625 Com 90781810
1,442 30,000SH DEFINED04 30,000 0 0
8995-B United Technologies Corp 59.3125 Com 91301710
3,559 60,000SH DEFINED04 60,000 0 0
9276-B Unocal Corp 37.0625 Com 91528910
806 21,750SH DEFINED04 21,750 0 0
9011-B Wachovia Corp 78.6250 Com 92977110
1,748 22,230SH DEFINED04 22,230 0 0
8642-B Wal-Mart Stores 47.5625 Com 93114210
4,138 87,000SH DEFINED04 87,000 0 0
8863-B Warner-Lambert Co 66.3750 Com 93448810
2,987 45,000SH DEFINED04 45,000 0 0
9232-B Xerox Corp 41.9375 Com 98412110
2,155 51,380SH DEFINED04 51,380 0 0
9244-C Advanced Micro Devices 17.1875 Com 00790310
7,391 430,000SH DEFINED05 430,000 0 0
9181-C Aetna Inc 49.2500 Com 00811710
15,676 318,300SH DEFINED05 318,300 0 0
8685-C Alza Corp 42.8125 Com 02261510
4,281 100,000SH DEFINED05 100,000 0 0
9218-C American Standard Companies 38.6250 Com 02971210
8,185 211,900SH DEFINED05 211,900 0 0
8512-C Aon Corp 29.5625 Com 03738910
16,082 544,012SH DEFINED05 544,012 0 0
9286-C Armstrong World 44.9375 Com 04247610
2,517 56,000SH DEFINED05 56,000 0 0
9207-C Bankboston Corp 43.3750 Com 06605R10
5,075 117,000SH DEFINED05 117,000 0 0
9058-C Baxter International Inc 60.2500 Com 07181310
13,617 226,000SH DEFINED05 226,000 0 0
8627-C Burlington Northern Santa Fe 27.5000 Com 12189T10
28,394 1,032,50SH DEFINED05 1,032,500 0 0
9053-C Champion Enterprises Inc 9.0000 Com 15849610
1,733 192,600SH DEFINED05 192,600 0 0
9177-C Champion International 51.3750 Com 15852510
3,355 65,300SH DEFINED05 65,300 0 0
9253-C Chase Manhattan Corp 75.3750 Com 16161A10
13,869 184,000SH DEFINED05 184,000 0 0
8895-C Cigna Corp 77.7500 Com 12550910
20,472 263,300SH DEFINED05 263,300 0 0
8604-C CMS Energy Corp 33.9375 Com 12589610
6,665 196,400SH DEFINED05 196,400 0 0
9302-C Compaq Computer 22.8750 Com 20449310
8,715 381,000SH DEFINED05 381,000 0 0
9291-C Computer Sciences Corp 70.3125 Com 20536310
7,313 104,000SH DEFINED05 104,000 0 0
9308-C Compuware Corp 26.0625 Com 20563810
11,233 431,000SH DEFINED05 431,000 0 0
9192-C Consolidated Stores Corp 22.0625 Com 21014910
6,184 280,300SH DEFINED05 280,300 0 0
8909-C Corning Inc 68.5625 Com 21935010
6,856 100,000SH DEFINED05 100,000 0 0
8983-C Covance Inc 9.6875 Com 22281610
1,630 168,300SH DEFINED05 168,300 0 0
9031-C Delhaize American Inc Cl A 21.1875 Com 34477520
3,376 159,333SH DEFINED05 159,333 0 0
9289-C Delphi automotive Systems 16.0625 Com 24712610
5,943 370,000SH DEFINED05 370,000 0 0
8930-C Dial Corp New 25.5000 Com 25247D10
2,978 116,800SH DEFINED05 116,800 0 0
9016-C Eastman Chemical Co 39.8750 Com 27743210
4,889 122,600SH DEFINED05 122,600 0 0
9130-C Entergy Corp 28.9375 Com 29364G10
6,656 230,000SH DEFINED05 230,000 0 0
8947-C FDX Corp 38.8750 Com 31304N10
25,502 656,000SH DEFINED05 656,000 0 0
9303-C Federal Mogul Corp 27.5625 Com
5,154 187,000SH DEFINED05 187,000 0 0
8985-C First American Corp-Tenn 43.5000 Com 31890010
2,610 60,000SH DEFINED05 60,000 0 0
8896-C First Data Corp 43.8750 Com 31996310
14,887 339,300SH DEFINED05 339,300 0 0
9026-C First Security Corp/Del 23.7812 Com 33629410
2,675 112,500SH DEFINED05 112,500 0 0
9262-C First Union Corp 35.6250 Com 33735810
6,306 177,000SH DEFINED05 177,000 0 0
9208-C Fleet Financial Group Inc 36.6250 Com 33891510
9,376 256,000SH DEFINED05 256,000 0 0
9054-C Fleetwood Enterprises 20.1875 Com 33909910
2,574 127,500SH DEFINED05 127,500 0 0
8904-C Fort James Corp 26.6875 Com 34747110
9,914 371,500SH DEFINED05 371,500 0 0
9290-C Genzyme Surgical Product 5.6250 Com 37291760
92 16,289SH DEFINED05 16,289 0 0
9305-C Grainger (WW) Inc 48.0625 Com 38480210
3,028 63,000SH DEFINED05 63,000 0 0
9219-C Greenpoint Financial Corp 26.5625 Com 39538410
8,808 331,600SH DEFINED05 331,600 0 0
9014-C Hibernia Corp Cl A 11.6250 Com 42865610
3,522 303,000SH DEFINED05 303,000 0 0
9239-C Household International 40.1250 Com 44181510
13,923 347,000SH DEFINED05 347,000 0 0
9263-C Illinois Tool Works 74.5625 Com 45230810
4,727 63,400SH DEFINED05 63,400 0 0
9187-C IMC Global Inc 14.5625 Com 44966910
5,738 394,000SH DEFINED05 394,000 0 0
9224-C Johnson Controls 66.3125 Com 47836610
6,698 101,000SH DEFINED05 101,000 0 0
9188-C Lafarge Corp 32.0000 Com 50586210
2,976 93,000SH DEFINED05 93,000 0 0
9153-C Lear Corp 35.1875 Com 52186510
8,938 254,000SH DEFINED05 254,000 0 0
9258-C Lilly (Eli) & Co 64.1875 Com 53245710
7,382 115,000SH DEFINED05 115,000 0 0
8643-C Lockheed Martin 32.6875 Com 53983010
21,318 652,176SH DEFINED05 652,176 0 0
8629-C Lyondell Chemical Co 13.3750 Com 55207810
4,217 315,300SH DEFINED05 315,300 0 0
8946-C Martin Marietta Materials 39.9375 Com 57328410
2,601 65,128SH DEFINED05 65,128 0 0
9013-C Masco Corp 31.0000 Com 57459910
20,460 660,000SH DEFINED05 660,000 0 0
9285-C Mattel Inc 19.0000 Com 57708110
8,664 456,000SH DEFINED05 456,000 0 0
8929-C Nabisco Holdings Corp Cl A 34.5625 Com 62952610
7,638 221,000SH DEFINED05 221,000 0 0
9020-C National Service Industries 31.5000 Com 63765710
3,308 105,000SH DEFINED05 105,000 0 0
9279-C New York Times Cl A 37.5000 Com 65011110
6,863 183,000SH DEFINED05 183,000 0 0
9294-C Newell Rubbermaid Inc 28.5625 Com 65122910
6,084 213,000SH DEFINED05 213,000 0 0
9193-C Norfolk Southern Corp 24.5000 Com 65584410
9,506 388,000SH DEFINED05 388,000 0 0
9000-C PECO Energy Co 37.5000 Com 69330410
1,875 50,000SH DEFINED05 50,000 0 0
8555-C Pentair Inc 40.1250 Com 70963110
4,847 120,800SH DEFINED05 120,800 0 0
8900-C Philip Morris Companies Inc 34.1875 Com 71815410
11,309 330,800SH DEFINED05 330,800 0 0
9264-C PNC Bank Corp 52.6875 Com 69347510
9,168 174,000SH DEFINED05 174,000 0 0
9194-C Praxair Inc 46.0000 Com 74005P10
9,246 201,000SH DEFINED05 201,000 0 0
9061-C Raytheon Co Cl B 49.6250 Com 75511140
20,604 415,200SH DEFINED05 415,200 0 0
9015-C Regions Financial Corp 30.0000 Com 75894010
1,800 60,000SH DEFINED05 60,000 0 0
9210-C Southdown Inc 53.5000 Com 84129710
6,581 123,000SH DEFINED05 123,000 0 0
9211-C St Jude Medical Inc 31.5000 Com 79084910
9,167 291,000SH DEFINED05 291,000 0 0
8684-C Timken Co 16.1250 Com 88738910
629 39,000SH DEFINED05 39,000 0 0
8937-C Tyson Foods Inc Cl A 16.4375 Com 90249410
6,550 398,450SH DEFINED05 398,450 0 0
9047-C U S Bancorp 30.1875 Com 90297310
8,371 277,313SH DEFINED05 277,313 0 0
8761-C Ultramar Diamond Shamrock Co 25.5000 Com 90400010
6,569 257,600SH DEFINED05 257,600 0 0
9295-C United Healthcare Corp 48.6875 Com 91058110
10,078 207,000SH DEFINED05 207,000 0 0
9226-C USG Corp 47.6250 Com 90329340
5,382 113,000SH DEFINED05 113,000 0 0
8823-C Viad Corp 29.5000 Com 92552R10
1,475 50,000SH DEFINED05 50,000 0 0
9195-C Wells Fargo & Co 39.6250 Com 94974610
14,741 372,000SH DEFINED05 372,000 0 0
9304-C Westvaco Corp 25.6250 Com 96154810
2,947 115,000SH DEFINED05 115,000 0 0
8933-C Xerox Corp 41.9375 Com 98412110
37,660 898,000SH DEFINED05 898,000 0 0
8920-C York International Corp 35.9375 Com 98667010
5,092 141,700SH DEFINED05 141,700 0 0
60904-E ABC Bancorp 12.8750 Com 00040010
225 17,500SH DEFINED06 17,500 0 0
60872-E ABC-Naco Inc 14.1250 Com 00075210
637 45,100SH DEFINED06 45,100 0 0
60620-E ADAC Laboratories 9.8125 Com 00531320
446 45,500SH DEFINED06 45,500 0 0
60678-E Advanced Fibre Commn 22.2500 Com 00754A10
1,562 70,200SH DEFINED06 70,200 0 0
60679-E Affiliated Computer Services 40.6250 Com 00819010
2,734 67,300SH DEFINED06 67,300 0 0
60799-E Airgas Inc 11.6250 Com 00936310
1,221 105,000SH DEFINED06 105,000 0 0
60771-E Airtran Holdings Inc 5.0312 Com 00949P10
767 152,500SH DEFINED06 152,500 0 0
60004-E Albany Intl Corp Cl A 15.1250 Com 01234810
1,151 76,114SH DEFINED06 76,114 0 0
60007-E Alliance Pharmaceutical CP 5.0625 Com 01877310
320 63,300SH DEFINED06 63,300 0 0
60665-E Alliant Techsystems Inc 69.3125 Com 01880410
811 11,700SH DEFINED06 11,700 0 0
60888-E Allscripts Inc 15.8750 Com 01988610
148 9,300SH DEFINED06 9,300 0 0
60844-E American Eagle Outfitters 48.4375 Com 02553E10
5,086 105,000SH DEFINED06 105,000 0 0
60852-E American Heritage Life Invs 31.7500 Com 02652210
2,632 82,900SH DEFINED06 82,900 0 0
60810-E American Management Systems 25.6562 Com 02735210
480 18,700SH DEFINED06 18,700 0 0
60768-E American Med Security Group 6.5000 Com 02744P10
641 98,600SH DEFINED06 98,600 0 0
60736-E Amerisource Health Corp Cl A 23.6875 Com 03071P10
952 40,200SH DEFINED06 40,200 0 0
60609-E Annunity & Life Re (Hldgs) 24.8750 Com G0391010
4,005 161,000SH DEFINED06 161,000 0 0
60886-E Arch Chemicals Inc 16.1875 Com 03937R10
335 20,700SH DEFINED06 20,700 0 0
60826-E Aspen Technology 9.7500 Com 04532710
318 32,600SH DEFINED06 32,600 0 0
60752-E Atlantic Coast Airlines Hold 17.7500 Com 04839610
199 11,200SH DEFINED06 11,200 0 0
60581-E Atlas Air Inc 21.8750 Com 04916410
1,718 78,550SH DEFINED06 78,550 0 0
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1,528 50,000SH DEFINED06 50,000 0 0
60275-E Autoimmune Inc 0.5625 Com 05277610
99 176,100SH DEFINED06 176,100 0 0
60722-E Axys Pharmaceuticals 3.9375 Com 05463510
366 92,900SH DEFINED06 92,900 0 0
60020-E Bancfirst Corp 31.5000 Com 05945F10
1,688 53,600SH DEFINED06 53,600 0 0
60830-E Bancorp South 16.9375 Com 05969210
764 45,100SH DEFINED06 45,100 0 0
60859-E Bandag Inc 32.0000 Com 05981510
986 30,800SH DEFINED06 30,800 0 0
60499-E Beringer Wine Estate - B 41.0625 Com 08410210
649 15,800SH DEFINED06 15,800 0 0
60029-E Bisys Group Inc 46.9062 Com 05547210
5,164 110,100SH DEFINED06 110,100 0 0
60761-E Borg-Warner Automotive Inc 43.0000 Com 09972410
1,054 24,500SH DEFINED06 24,500 0 0
60493-E Briggs & Stratton 58.3750 Com 10904310
1,664 28,500SH DEFINED06 28,500 0 0
60928-E Brightpoint Inc 7.2813 Com
549 75,400SH DEFINED06 75,400 0 0
60913-E BSB Bancorp Inc 24.0000 Com 05565210
449 18,700SH DEFINED06 18,700 0 0
60451-E Calpine Corp 85.0625 Com 13134710
1,106 13,000SH DEFINED06 13,000 0 0
60037-E Cambrex Corp 26.4375 Com 13201110
1,383 52,300SH DEFINED06 52,300 0 0
60045-E Caraustar Industries Inc 25.5000 Com 14090910
2,555 100,200SH DEFINED06 100,200 0 0
60862-E Carrier Access Corp 41.8125 Com 14446010
656 15,700SH DEFINED06 15,700 0 0
60762-E Cascade Corp 10.5000 Com 14719510
1,472 140,200SH DEFINED06 140,200 0 0
60466-E Central Newspapers Cl A 44.5000 Com 15464710
1,482 33,300SH DEFINED06 33,300 0 0
60477-E Century Bancorp Inc Cl A 17.8750 Com 15643210
679 38,000SH DEFINED06 38,000 0 0
60427-E Cephalon Inc 17.9688 Com 15670810
1,285 71,500SH DEFINED06 71,500 0 0
60846-E Checkfree Holdings Corp 41.1250 Com 16281610
835 20,300SH DEFINED06 20,300 0 0
60829-E Chittenden Corp 28.5000 Com 17022810
1,516 53,179SH DEFINED06 53,179 0 0
60841-E Citation Corp 17.0000 Com 17289510
2,907 171,000SH DEFINED06 171,000 0 0
60632-E Cleveland Cliffs Inc 31.1250 Com 18589610
2,739 88,000SH DEFINED06 88,000 0 0
60328-E Columbia Banking System Inc 13.1250 Com 19723610
912 69,515SH DEFINED06 69,515 0 0
60503-E Commercial Bankshares Inc 21.7500 Com 20160710
209 9,612SH DEFINED06 9,612 0 0
60741-E Commscope Inc 32.5000 Com 20337210
2,490 76,600SH DEFINED06 76,600 0 0
60655-E Coors (Adolph) 54.1250 Com 21701610
433 8,000SH DEFINED06 8,000 0 0
60368-E Covenant Transport Inc Cl A 15.2500 Com 22284P10
1,281 84,000SH DEFINED06 84,000 0 0
60891-E Coventry Health Care 9.5000 Com 22286210
896 94,300SH DEFINED06 94,300 0 0
60317-E CPB Inc 22.8750 Com 12590310
2,251 98,400SH DEFINED06 98,400 0 0
60651-E Credence Systems Corp 44.8750 Com 22530210
1,530 34,100SH DEFINED06 34,100 0 0
60903-E Creo Products Inc 24.5625 Com 22560610
130 5,300SH DEFINED06 5,300 0 0
60603-E Cross Timbers Oil Co 13.5000 Com 22757310
1,737 128,700SH DEFINED06 128,700 0 0
60916-E CSG Systems Intl Inc 27.4062 Com
1,425 52,000SH DEFINED06 52,000 0 0
60600-E Cullen/Frost Bankers Inc 25.0000 Com 22989910
2,423 96,900SH DEFINED06 96,900 0 0
60758-E Cypress Semiconductor 21.5000 Com 23280610
4,487 208,700SH DEFINED06 208,700 0 0
60051-E Cytec Inds Inc 23.5000 Com 23282010
395 16,800SH DEFINED06 16,800 0 0
60845-E D R Horton Inc 12.9375 Com 23331A10
1,035 80,000SH DEFINED06 80,000 0 0
60333-E Desert Community Bank 24.7500 Com 25037Y10
213 8,600SH DEFINED06 8,600 0 0
60915-E Devon Energy Corp 41.4375 Com 25179M10
994 23,986SH DEFINED06 23,986 0 0
60648-E Devry Inc 20.0000 Com 25189310
1,368 68,400SH DEFINED06 68,400 0 0
60495-E Dril Quip Inc 25.5000 Com 26203710
530 20,800SH DEFINED06 20,800 0 0
60920-E E.Piphany Inc 48.7500 Com
541 11,100SH DEFINED06 11,100 0 0
60694-E Earthgrains Co 22.1250 Com 27031910
642 29,000SH DEFINED06 29,000 0 0
60907-E EEX Corp 2.9375 Com 26842V20
832 283,100SH DEFINED06 283,100 0 0
60701-E EOG Res Inc 21.2500 Com 29356210
848 39,900SH DEFINED06 39,900 0 0
60443-E Esterline Technologies Corp 15.7500 Com 29742510
1,216 77,200SH DEFINED06 77,200 0 0
60892-E Ethan Allen Interior 31.8125 Com 29760210
1,451 45,600SH DEFINED06 45,600 0 0
60568-E First Citizens Bankshares Cl 76.7500 Com 31946M10
1,405 18,300SH DEFINED06 18,300 0 0
60677-E First Commerce Bcshs 20.8750 Com 31977710
501 24,000SH DEFINED06 24,000 0 0
60061-E First Commerce Bcshs Inc-B 20.7500 Com 31977720
1,774 85,500SH DEFINED06 85,500 0 0
60812-E First Merchants Corp 23.7812 Com 32081710
316 13,300SH DEFINED06 13,300 0 0
60659-E Freedom Securities Corp 13.5000 Com 35644K10
1,064 78,800SH DEFINED06 78,800 0 0
60067-E Frontier Insurance Group Inc 8.7500 Com 35908110
1,829 209,060SH DEFINED06 209,060 0 0
60234-E FVNB Corp 31.1250 Com 30267410
514 16,500SH DEFINED06 16,500 0 0
60723-E Geltex Pharmaceuticals Inc 11.1250 Com 36853810
280 25,200SH DEFINED06 25,200 0 0
60402-E General Cable Corp 12.0000 Com 36930010
2,027 168,900SH DEFINED06 168,900 0 0
60070-E General Communication Cl A 5.2188 Com 36938510
564 108,100SH DEFINED06 108,100 0 0
60863-E Genzyme Surgical Product 5.6250 Com 37291760
597 106,200SH DEFINED06 106,200 0 0
60874-E Gerber Scientific 22.3750 Com 37373010
949 42,400SH DEFINED06 42,400 0 0
60373-E Gilead Sciences Inc 64.1875 Com 37555810
2,035 31,700SH DEFINED06 31,700 0 0
60639-E Golden State Vintners Inc B 4.7500 Com 38121K20
446 93,900SH DEFINED06 93,900 0 0
60586-E Grace W R & Co New 16.3750 Com 38388F10
1,343 82,000SH DEFINED06 82,000 0 0
60908-E Granite Construction 26.0625 Com 38732810
798 30,600SH DEFINED06 30,600 0 0
60848-E Great Lakes Reit Inc 15.0625 Com 39075210
2,241 148,800SH DEFINED06 148,800 0 0
60533-E Grove Property Trust 13.1875 Com 39961310
2,419 183,400SH DEFINED06 183,400 0 0
60072-E Haemonetics Corp/Mass 19.6875 Com 40502410
870 44,200SH DEFINED06 44,200 0 0
60358-E Hanmi Bank (Los Angles CA) 16.5000 Com 41049310
1,131 68,570SH DEFINED06 68,570 0 0
60774-E Hanna(MA)Co 11.3750 Com 41052210
609 53,500SH DEFINED06 53,500 0 0
60917-E Harmonic Inc 130.8125 Com
903 6,900SH DEFINED06 6,900 0 0
60820-E Hayes Lemmerz Intl Inc 23.2500 Com 42078110
1,274 54,800SH DEFINED06 54,800 0 0
60643-E Helix Technology 33.2500 Com 42331910
3,990 120,000SH DEFINED06 120,000 0 0
60690-E Heller Financial Inc 22.5000 Com 42332810
1,481 65,800SH DEFINED06 65,800 0 0
60905-E Homestore.Com Inc 41.6875 Com 43785210
663 15,900SH DEFINED06 15,900 0 0
60704-E Hudson United Bancorp 30.8125 Com 44416510
1,689 54,800SH DEFINED06 54,800 0 0
60416-E Human Genome Sciences Inc 73.7500 Com 44490310
3,407 46,200SH DEFINED06 46,200 0 0
60707-E ICG Communications Inc 15.5625 Com 44924610
688 44,200SH DEFINED06 44,200 0 0
60283-E Idec Pharmaceuticals Corp 94.0312 Com 44937010
2,454 26,100SH DEFINED06 26,100 0 0
60540-E Idexx Laboratories Inc 17.2188 Com 45168D10
1,744 101,300SH DEFINED06 101,300 0 0
60883-E Idx Systems Corp 18.1250 Com 44949110
573 31,600SH DEFINED06 31,600 0 0
60814-E IMR Global Corp 8.2500 Com 45321W10
286 34,700SH DEFINED06 34,700 0 0
60351-E Ionics Inc 32.3750 Com 46221810
703 21,700SH DEFINED06 21,700 0 0
60649-E Iron Mountain Inc 33.8750 Com 46284P10
2,304 68,000SH DEFINED06 68,000 0 0
60887-E ITC Delta Com 27.5000 Com 45031T10
1,306 47,500SH DEFINED06 47,500 0 0
60730-E ITT Educational Services 19.5000 Com 45068B10
1,377 70,600SH DEFINED06 70,600 0 0
60198-E Jacobs Engineering Group Inc 32.5000 Com 46981410
4,378 134,700SH DEFINED06 134,700 0 0
60785-E Jefferies Group Inc 20.8750 Com 47231910
1,309 62,700SH DEFINED06 62,700 0 0
60660-E Kaydon Corp 24.8750 Com 48658710
1,000 40,200SH DEFINED06 40,200 0 0
60727-E Kennametal Inc 25.8750 Com 48917010
1,718 66,400SH DEFINED06 66,400 0 0
60924-E Keynote Systems Inc 25.0000 Com
603 24,100SH DEFINED06 24,100 0 0
60689-E Kilroy Realty Corp 21.1250 Com 49427F10
3,257 154,200SH DEFINED06 154,200 0 0
60496-E Kimco Realty Corp 35.7500 Com 49446R10
3,010 84,200SH DEFINED06 84,200 0 0
60548-E Lamar Advertising Co 49.5000 Com 51281510
584 11,800SH DEFINED06 11,800 0 0
60835-E Lance Inc 13.0625 Com 51460610
916 70,100SH DEFINED06 70,100 0 0
60900-E Lason Inc 44.5312 Com 51808R10
2,663 59,800SH DEFINED06 59,800 0 0
60685-E Lattice Semiconductor Corp 29.6875 Com 51841510
3,105 104,600SH DEFINED06 104,600 0 0
60313-E La-Z-Boy Inc 19.0625 Com 50533610
1,077 56,500SH DEFINED06 56,500 0 0
60012-E Legg Mason Inc 38.3125 Com 52490110
2,199 57,400SH DEFINED06 57,400 0 0
60099-E Lennar Corp 15.9375 Com 52605710
448 28,100SH DEFINED06 28,100 0 0
60631-E Liberty Property Trust 22.6875 Com 53117210
3,224 142,100SH DEFINED06 142,100 0 0
60803-E Lifepoint Hospitals Inc 8.6875 Com 53219L10
550 63,306SH DEFINED06 63,306 0 0
60748-E LNR Property Corp 20.3750 Com 50194010
1,406 69,000SH DEFINED06 69,000 0 0
60854-E Manpower Inc 29.1250 Com 56418H10
3,189 109,500SH DEFINED06 109,500 0 0
60465-E McClatchy Co Cl A 35.7500 Com 57948910
3,468 97,000SH DEFINED06 97,000 0 0
60582-E MDU Resources Group Inc 22.5000 Com 55269010
4,566 202,950SH DEFINED06 202,950 0 0
60754-E Merchants Bancshare Inc 23.8750 Com 58844810
227 9,500SH DEFINED06 9,500 0 0
60764-E Meritor Automotive Inc 20.8750 Com 59000G10
1,219 58,400SH DEFINED06 58,400 0 0
60773-E Mesa Air Group Inc 6.1250 Com 59047910
960 156,700SH DEFINED06 156,700 0 0
60596-E Mesaba Holdings Inc 11.7500 Com 59066B10
1,872 159,300SH DEFINED06 159,300 0 0
60578-E Micron Electronics Inc 10.5000 Com 59510010
623 59,300SH DEFINED06 59,300 0 0
60661-E Midas Inc 20.6250 Com 59562610
759 36,800SH DEFINED06 36,800 0 0
60851-E Millennium Pharmaceuticals 65.0000 Com 59990210
1,183 18,200SH DEFINED06 18,200 0 0
60120-E Minerals Technologies Inc 48.5625 Com 60315810
1,117 23,000SH DEFINED06 23,000 0 0
60864-E MMC Networks Inc 31.1875 Com 55308N10
1,272 40,800SH DEFINED06 40,800 0 0
60589-E Mobius Management Solutions 4.3750 Com 60692510
566 129,400SH DEFINED06 129,400 0 0
60312-E Mohawk Industries Inc 19.9375 Com 60819010
572 28,700SH DEFINED06 28,700 0 0
60688-E Mondavi Robert Cl A 37.5625 Com 60920010
417 11,100SH DEFINED06 11,100 0 0
60417-E MS Carriers 24.0000 Com 55353310
586 24,400SH DEFINED06 24,400 0 0
60592-E Nautica Enterprises Inc 16.1250 Com 63908910
289 17,900SH DEFINED06 17,900 0 0
60628-E NCO Group Inc 47.0000 Com 62885810
4,333 92,200SH DEFINED06 92,200 0 0
60599-E Newpark Resources Inc 7.7500 Com 65171850
410 52,900SH DEFINED06 52,900 0 0
60806-E Nextcard Inc 24.5000 Com 65332K10
1,321 53,900SH DEFINED06 53,900 0 0
60662-E Nordson Corp 49.0000 Com 65566310
833 17,000SH DEFINED06 17,000 0 0
60747-E Northwestern Corp 22.7500 Com 66807410
2,580 113,400SH DEFINED06 113,400 0 0
60652-E Novellus Systems Inc 67.4375 Com 67000810
1,241 18,400SH DEFINED06 18,400 0 0
60910-E NVIDIA 19.2500 Com 67066G10
1,723 89,500SH DEFINED06 89,500 0 0
60788-E Ocean Energy Inc 10.1875 Com 67481E10
1,161 114,000SH DEFINED06 114,000 0 0
60547-E Ocwen Financial Corp 6.6875 Com 67574610
2,393 357,900SH DEFINED06 357,900 0 0
60650-E Owens & Minor Inc Hldgs Co 9.6250 Com 69073210
1,097 114,000SH DEFINED06 114,000 0 0
60807-E Pacific Sunwear of Calif 28.0312 Com 69487310
5,294 188,850SH DEFINED06 188,850 0 0
60889-E Pairgain Technology Inc 12.7500 Com 69593410
1,339 105,000SH DEFINED06 105,000 0 0
60634-E Pall Corp 23.1875 Com 69642930
1,148 49,500SH DEFINED06 49,500 0 0
60786-E Parexel International Corp 9.1250 Com 69946210
1,128 123,600SH DEFINED06 123,600 0 0
60839-E Pathogensis Corp 15.3750 Com 70321E10
549 35,700SH DEFINED06 35,700 0 0
60510-E Pega Systems Inc 7.7812 Com 70557310
528 67,800SH DEFINED06 67,800 0 0
60749-E Pegasus Communications Corp 45.1250 Com 70590410
2,351 52,100SH DEFINED06 52,100 0 0
60710-E Peoples Energy 35.1875 Com 71103010
2,502 71,100SH DEFINED06 71,100 0 0
60865-E Polaris Industries 34.6250 Com 73106810
523 15,100SH DEFINED06 15,100 0 0
60479-E Princeton National Bancorp 12.2500 Com 74228210
815 66,550SH DEFINED06 66,550 0 0
60721-E Profit Recovery Grp 44.6250 Com 74316810
2,035 45,600SH DEFINED06 45,600 0 0
60911-E Quantum Corp Hard Disk Drive 7.4375 Com 74790630
1,757 236,200SH DEFINED06 236,200 0 0
60827-E Rare Hospitality Intl Inc 21.6250 Com 75382010
443 20,500SH DEFINED06 20,500 0 0
60440-E Rational Software Corp 29.2812 Com 75409P20
4,659 159,100SH DEFINED06 159,100 0 0
60256-E Reinsurance Group of America 25.6875 Com 75935110
3,076 119,742SH DEFINED06 119,742 0 0
60813-E Republic Security Financial 8.6875 Com 76075810
252 29,000SH DEFINED06 29,000 0 0
60411-E Respironics Inc 8.2500 Com 76123010
699 84,700SH DEFINED06 84,700 0 0
60876-E Rex Stores Corp 31.0000 Com 76162410
1,262 40,700SH DEFINED06 40,700 0 0
60873-E Robbins & Myers Inc 15.5000 Com 77019610
698 45,000SH DEFINED06 45,000 0 0
60681-E Safety-Kleen Corp 12.0625 Com 78648R20
280 23,175SH DEFINED06 23,175 0 0
60878-E Sawteck Inc 35.0000 Com 80546810
4,666 133,300SH DEFINED06 133,300 0 0
60838-E SBA Communications Corp 10.8750 Com 78388J10
949 87,300SH DEFINED06 87,300 0 0
60668-E Schweitzer-Mauduit 12.9375 Com 80854110
213 16,500SH DEFINED06 16,500 0 0
60912-E Seacoast Banking Corp Fla A 29.4375 Com 81170710
365 12,400SH DEFINED06 12,400 0 0
60469-E Security Capital Group B 14.6875 Com 81413P20
2,916 198,550SH DEFINED06 198,550 0 0
60822-E Semtech Corp 36.6250 Com 81685010
3,970 108,400SH DEFINED06 108,400 0 0
60823-E Sequent Computer Systems Inc 18.0000 Com 81733810
1,278 71,000SH DEFINED06 71,000 0 0
60272-E Sierra Pacific Resources 22.2500 Com 82642810
1,525 68,560SH DEFINED06 68,560 0 0
60902-E Silicon Storage Tech 14.1250 Com 82705710
1,215 86,000SH DEFINED06 86,000 0 0
60647-E Skytel Communications 18.3125 Com 83087Q10
504 27,500SH DEFINED06 27,500 0 0
60653-E Skywest Inc 21.9375 Com 83087910
2,047 93,300SH DEFINED06 93,300 0 0
60629-E Sodexho Marriott Services 17.0000 Com 83379310
966 56,800SH DEFINED06 56,800 0 0
60855-E Software.com inc 42.8750 Com 83402P10
746 17,400SH DEFINED06 17,400 0 0
60866-E St Paul Bancorp Inc 22.8750 Com 79284810
542 23,700SH DEFINED06 23,700 0 0
60782-E Steris Corp 13.7500 Com 85915210
463 33,700SH DEFINED06 33,700 0 0
60315-E Sterling Software Inc 20.0000 Com 85954710
2,776 138,800SH DEFINED06 138,800 0 0
60686-E Stillwater Mining Co 26.8750 Com 86074Q10
2,215 82,400SH DEFINED06 82,400 0 0
60635-E Sun Communities Inc 33.0625 Com 86667410
3,472 105,000SH DEFINED06 105,000 0 0
60170-E Swift Transportation Co Inc 19.6875 Com 87075610
2,323 117,975SH DEFINED06 117,975 0 0
60388-E Syncor Intl Corp-Del 37.5000 Com 87157J10
506 13,500SH DEFINED06 13,500 0 0
60849-E Team Financial Inc 10.1250 Com 87815X10
258 25,500SH DEFINED06 25,500 0 0
60179-E Tetra Technologies Inc 10.1875 Com 88162F10
780 76,600SH DEFINED06 76,600 0 0
60734-E Texas Regional Bancshares A 24.7500 Com 88267310
703 28,400SH DEFINED06 28,400 0 0
60879-E Ticket Master Online B 24.1875 Com 88633P20
1,301 53,800SH DEFINED06 53,800 0 0
60867-E Timberland Co Cl A 39.0625 Com 88710010
742 19,000SH DEFINED06 19,000 0 0
60856-E Time Warner Telecom Cl A 20.8750 Com 88731910
1,125 53,900SH DEFINED06 53,900 0 0
60784-E Timken Co 16.1250 Com 88738910
1,238 76,800SH DEFINED06 76,800 0 0
60394-E TNP Enterprises Inc 38.9375 Com 87259410
2,776 71,300SH DEFINED06 71,300 0 0
60412-E Toll Brothers Inc 19.0625 Com 88947810
1,454 76,300SH DEFINED06 76,300 0 0
60914-E Too Inc 17.9375 Com 89033310
1,815 101,200SH DEFINED06 101,200 0 0
60868-E Transwitch Corp 57.0000 Com 89406510
559 9,800SH DEFINED06 9,800 0 0
60804-E Triad Hospitals Inc 10.1250 Com 89579K10
614 60,606SH DEFINED06 60,606 0 0
60828-E Trico Bancshares 18.3750 Com 89609510
222 12,100SH DEFINED06 12,100 0 0
60847-E Trigon Healthcare 29.2500 Com 89618L10
1,243 42,500SH DEFINED06 42,500 0 0
60861-E Trinity Industries 30.8750 Com 89652210
2,195 71,100SH DEFINED06 71,100 0 0
60789-E Triton Energy Ltd 14.0625 Com G9075110
1,126 80,100SH DEFINED06 80,100 0 0
60702-E TV Guide Inc Cl A 39.1250 Com 87307Q10
391 10,000SH DEFINED06 10,000 0 0
60450-E U S Xpress Enterprises-A 5.8125 Com 90338N10
400 68,900SH DEFINED06 68,900 0 0
60877-E Ultimate Electronics 15.6250 Com 90384910
1,325 84,800SH DEFINED06 84,800 0 0
60798-E Umpaqua Holdings Corp 10.3750 Com 90421410
221 21,300SH DEFINED06 21,300 0 0
60306-E Unionbancorp Inc (Del) 18.0625 Com 90890810
641 35,500SH DEFINED06 35,500 0 0
60770-E United Dominion Inds Ltd 23.7500 Com 90991410
827 34,800SH DEFINED06 34,800 0 0
60570-E United Natural Foods Inc 8.7812 Com 91116310
993 113,100SH DEFINED06 113,100 0 0
60556-E Unova Inc 13.3750 Com 91529B10
930 69,500SH DEFINED06 69,500 0 0
60697-E Ventana Medical Systems 17.0000 Com 92276H10
1,710 100,600SH DEFINED06 100,600 0 0
60724-E Vertex Pharmaceuticals Inc 31.0625 Com 92532F10
1,833 59,000SH DEFINED06 59,000 0 0
60857-E Viatel Inc 29.5625 Com 92552920
872 29,500SH DEFINED06 29,500 0 0
60743-E Vignette Corp 90.5000 Com 92673410
1,638 18,100SH DEFINED06 18,100 0 0
60529-E Vista Bancorp Inc 17.2500 Com 92830R10
1,235 71,577SH DEFINED06 71,577 0 0
60870-E Visual Networks Inc 42.4375 Com 92844410
815 19,200SH DEFINED06 19,200 0 0
60885-E Washington Gas Light Co 27.1250 Com 93883710
1,020 37,600SH DEFINED06 37,600 0 0
60489-E Wausau-Mosinee Paper Corp 12.1250 Com 94331510
1,015 83,738SH DEFINED06 83,738 0 0
60683-E Wellman Inc 18.0625 Com 94970210
497 27,500SH DEFINED06 27,500 0 0
60663-E Western Wireless Corp Cl A 44.8438 Com 95988E20
2,179 48,600SH DEFINED06 48,600 0 0
60869-E Wild Oats Markets 39.5000 Com 96808B10
2,018 51,100SH DEFINED06 51,100 0 0
