UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 31, 1999
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: 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 May 12, 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: 1015
Form 13F Information Table Value Total: $6,363,434
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
TITLE OF VALUE SHARES/SHPUINVSTMTOTH VOTING AUTHORITY
NAME OF ISSUER CLA CUSIP (X$100PRN AMTPRCADSCRETNMAN SOLE SHNONE
3 Com Corp Com885535104 1699 72900SH DEFINED01 72900 0 0
A T & T Corp Com001957109 34053 426666SH DEFINED01 426666 0 0
Abbott Laboratories Com002824100 14446 308600SH DEFINED01 308600 0 0
Adobe Systems Inc Com00724F101 743 13100SH DEFINED01 13100 0 0
Advanced Micro Devices Com007903107 457 29500SH DEFINED01 29500 0 0
Aeroquip-Vickers Inc Com007869100 378 6600SH DEFINED01 6600 0 0
AES Corp Com00130H105 1367 36700SH DEFINED01 36700 0 0
Aetna Inc Com008117103 2416 29105SH DEFINED01 29105 0 0
Air Products & Chemicals Com009158106 1613 47100SH DEFINED01 47100 0 0
Airtouch Communications Com00949T100 11237 116300SH DEFINED01 116300 0 0
Alberto-Culver Com013068101 262 11200SH DEFINED01 11200 0 0
Albertson's Com013104104 2722 50000SH DEFINED01 50000 0 0
Alcan Aluminium Com013716105 1195 46300SH DEFINED01 46300 0 0
Alcoa Inc Com013817101 3081 74800SH DEFINED01 74800 0 0
Allegheny Teledyne Inc Com017415100 757 39975SH DEFINED01 39975 0 0
Allergan Inc Com018490102 1186 13500SH DEFINED01 13500 0 0
AlliedSignal Inc Com019512102 5602 113900SH DEFINED01 113900 0 0
Allstate Corp Com020002101 6183 166814SH DEFINED01 166814 0 0
Alltel Corp Com020039103 3481 55800SH DEFINED01 55800 0 0
Alza Corp Com022615108 681 17800SH DEFINED01 17800 0 0
Amerada Hess Com023551104 936 18400SH DEFINED01 18400 0 0
Ameren Corp Com023608102 1010 27900SH DEFINED01 27900 0 0
America Online Inc Com02364J104 30708 208900SH DEFINED01 208900 0 0
American Electric Power Com025537101 1544 38900SH DEFINED01 38900 0 0
American Express Com025816109 10821 91900SH DEFINED01 91900 0 0
American General Corp Com026351106 3613 51242SH DEFINED01 51242 0 0
American Greetings Com026375105 348 13700SH DEFINED01 13700 0 0
American Home Products Com026609107 17480 267900SH DEFINED01 267900 0 0
American International GrCom026874107 30300 251193SH DEFINED01 251193 0 0
American Stores Com030096101 1841 55800SH DEFINED01 55800 0 0
Ameritech Corp Com030954101 12925 224300SH DEFINED01 224300 0 0
Amgen Inc Com031162100 7757 103600SH DEFINED01 103600 0 0
AMP Inc Com031897101 2383 44544SH DEFINED01 44544 0 0
AMR Corp Com001765106 2173 37100SH DEFINED01 37100 0 0
Amsouth Bancorp Com032165102 1101 24200SH DEFINED01 24200 0 0
Anadarko Petroleum Corp Com032511107 925 24500SH DEFINED01 24500 0 0
Andrew Corp Com034425108 216 17562SH DEFINED01 17562 0 0
Anheuser-Busch Co Inc Com035229103 7399 97200SH DEFINED01 97200 0 0
Aon Corp Com037389103 2192 34650SH DEFINED01 34650 0 0
Apache Corp Com037411105 500 19200SH DEFINED01 19200 0 0
Apple Computer Com037833100 985 27400SH DEFINED01 27400 0 0
Applied Materials Inc Com038222105 4639 75200SH DEFINED01 75200 0 0
Archer-Daniels Midland Com039483102 1772 120670SH DEFINED01 120670 0 0
Armstrong World Com042476101 352 7800SH DEFINED01 7800 0 0
Asarco Inc Com043413103 123 8900SH DEFINED01 8900 0 0
Ascend Communication Com043491109 3691 44100SH DEFINED01 44100 0 0
Ashland Inc Com044204105 639 15600SH DEFINED01 15600 0 0
Associates First Capital Com046008108 6607 146824SH DEFINED01 146824 0 0
Atlantic Richfield Co Com048825103 4775 65300SH DEFINED01 65300 0 0
Autodesk Inc Com052769106 384 9500SH DEFINED01 9500 0 0
Automatic Data ProcessingCom053015103 5081 122800SH DEFINED01 122800 0 0
Autozone Inc Com053332102 945 31100SH DEFINED01 31100 0 0
Avery Dennison Corp Com053611109 1363 23700SH DEFINED01 23700 0 0
Avon Products Com054303102 2513 53400SH DEFINED01 53400 0 0
B B & T Corp Com054937107 2164 59800SH DEFINED01 59800 0 0
Baker Hughes Com057224107 1615 66440SH DEFINED01 66440 0 0
Ball Corp Com058498106 343 7300SH DEFINED01 7300 0 0
Baltimore Gas & Electric Com059165100 770 30350SH DEFINED01 30350 0 0
Bank New York Inc Com064057102 5556 154600SH DEFINED01 154600 0 0
Bank One Corp Com06423A103 13108 238048SH DEFINED01 238048 0 0
Bankamerica Corp Com06605F102 24848 351836SH DEFINED01 351836 0 0
Bankboston Corp Com06605R106 2594 59900SH DEFINED01 59900 0 0
Bankers Trust Corp Com066365107 1712 19400SH DEFINED01 19400 0 0
Bard (CR) Inc Com067383109 550 10900SH DEFINED01 10900 0 0
Barrick Gold Corp Com067901108 1295 75900SH DEFINED01 75900 0 0
Battle Mountain Gold Co Com071593107 148 53700SH DEFINED01 53700 0 0
Bausch & Lomb Com071707103 709 10900SH DEFINED01 10900 0 0
Baxter International Inc Com071813109 3841 58200SH DEFINED01 58200 0 0
Bear Stearns Companies InCom073902108 1075 24045SH DEFINED01 24045 0 0
Becton Dickinson Com075887109 1927 50300SH DEFINED01 50300 0 0
Bell Atlantic Corp Com077853109 16311 315576SH DEFINED01 315576 0 0
BellSouth Com079860102 15929 397600SH DEFINED01 397600 0 0
Bemis Co Com081437105 332 10700SH DEFINED01 10700 0 0
Bestfoods Com08658U101 2731 58100SH DEFINED01 58100 0 0
Bethlehem Steel Com087509105 254 30800SH DEFINED01 30800 0 0
Biomet Inc Com090613100 960 22900SH DEFINED01 22900 0 0
Black & Decker Corp Com091797100 1003 18100SH DEFINED01 18100 0 0
Block H&R Com093671105 971 20500SH DEFINED01 20500 0 0
BMC Software Inc Com055921100 1623 43800SH DEFINED01 43800 0 0
Boeing Co Com097023105 6906 203114SH DEFINED01 203114 0 0
Boise Cascade Com097383103 371 11500SH DEFINED01 11500 0 0
Boston Scientific Corp Com101137107 3246 79900SH DEFINED01 79900 0 0
Briggs & Stratton Com109043109 296 6000SH DEFINED01 6000 0 0
Bristol-Myers Squibb Co Com110122108 25907 404000SH DEFINED01 404000 0 0
Brown-Forman Inc Com115637209 807 14000SH DEFINED01 14000 0 0
Browning-Ferris IndustrieCom115885105 1365 35400SH DEFINED01 35400 0 0
Brunswick Corp Com117043109 381 20000SH DEFINED01 20000 0 0
Burlington Northern SantaCom12189T104 3137 95435SH DEFINED01 95435 0 0
Burlington Resources Com122014103 1440 36045SH DEFINED01 36045 0 0
Cabletron Systems Inc Com126920107 261 31900SH DEFINED01 31900 0 0
Campbell Soup Com134429109 3707 91100SH DEFINED01 91100 0 0
Capital One Financial CorCom14040H105 2023 13400SH DEFINED01 13400 0 0
Cardinal Health Inc Com14149Y108 3640 55150SH DEFINED01 55150 0 0
Carnival Corp Com143658102 5876 121000SH DEFINED01 121000 0 0
Carolina Power & Light CoCom144141108 1165 30800SH DEFINED01 30800 0 0
Case Corp Com14743R103 376 14800SH DEFINED01 14800 0 0
Caterpillar Inc Com149123101 3353 73000SH DEFINED01 73000 0 0
CBS Corp Com12490K107 5861 143600SH DEFINED01 143600 0 0
Cendant Corp Com151313103 2764 173423SH DEFINED01 173423 0 0
Centex Corp Com152312104 404 12100SH DEFINED01 12100 0 0
Central & South West Com152357109 1015 43300SH DEFINED01 43300 0 0
Century Telephone EnterprCom156686107 1314 18700SH DEFINED01 18700 0 0
Ceridian Corp Com15677T106 1068 29200SH DEFINED01 29200 0 0
Champion International Com158525105 801 19500SH DEFINED01 19500 0 0
Chase Manhattan Corp Com16161A108 13998 172016SH DEFINED01 172016 0 0
Chevron Corp Com166751107 11777 132700SH DEFINED01 132700 0 0
Chubb Corp Com171232101 1944 33200SH DEFINED01 33200 0 0
Cigna Corp Com125509109 3520 42000SH DEFINED01 42000 0 0
Cincinnati Financial CorpCom172062101 1239 34000SH DEFINED01 34000 0 0
Cinergy Corp Com172474108 889 32318SH DEFINED01 32318 0 0
Circuit City Stores Com172737108 1563 20400SH DEFINED01 20400 0 0
Cisco Systems Com17275R102 35164 320950SH DEFINED01 320950 0 0
Citigroup Inc Com172967101 29502 461864SH DEFINED01 461864 0 0
Clear Channel CommunicatiCom184502102 3595 53600SH DEFINED01 53600 0 0
Clorox Co Com189054109 2473 21100SH DEFINED01 21100 0 0
Coastal Corp Com190441105 1429 43300SH DEFINED01 43300 0 0
Coca Cola Co Com191216100 30755 501100SH DEFINED01 501100 0 0
Coca Cola Enterprises Com191219104 2411 79700SH DEFINED01 79700 0 0
Colgate-Palmolive Com194162103 5483 59600SH DEFINED01 59600 0 0
Columbia Energy Group Com197648108 888 17000SH DEFINED01 17000 0 0
Columbia/HCA Healthcare Com197677107 2485 131230SH DEFINED01 131230 0 0
Comcast Corp CL A Spl Com200300200 4723 75050SH DEFINED01 75050 0 0
Comerica Inc Com200340107 1979 31700SH DEFINED01 31700 0 0
Compaq Computer Com204493100 10948 345513SH DEFINED01 345513 0 0
Computer Associates Int'lCom204912109 3870 108812SH DEFINED01 108812 0 0
Computer Sciences Corp Com205363104 1783 32300SH DEFINED01 32300 0 0
Compuware Corp Com205638109 1786 74800SH DEFINED01 74800 0 0
Conagra Inc Com205887102 2550 99500SH DEFINED01 99500 0 0
Conseco Inc Com208464107 1975 63952SH DEFINED01 63952 0 0
Consolidated Edison Inc Com209115104 2148 47400SH DEFINED01 47400 0 0
Consolidated Natural Gas Com209615103 949 19500SH DEFINED01 19500 0 0
Consolidated Stores Corp Com210149100 676 22300SH DEFINED01 22300 0 0
Cooper Industries Com216669101 963 22600SH DEFINED01 22600 0 0
Cooper Tire & Rubber Com216831107 292 15900SH DEFINED01 15900 0 0
Coors (Adolph) Com217016104 394 7300SH DEFINED01 7300 0 0
Corning Inc Com219350105 2820 47000SH DEFINED01 47000 0 0
Costco Companies Inc Com22160Q102 4032 44036SH DEFINED01 44036 0 0
Countrywide Credit Ind InCom222372104 855 22800SH DEFINED01 22800 0 0
Crane Co Com224399105 334 13800SH DEFINED01 13800 0 0
Crown Cork & Seal Co Com228255105 691 24200SH DEFINED01 24200 0 0
CSX Corp Com126408103 1729 44400SH DEFINED01 44400 0 0
Cummins Engine Co Inc Com231021106 274 7700SH DEFINED01 7700 0 0
CVS Corp Com126650100 3767 79300SH DEFINED01 79300 0 0
Cyprus Amax Minerals Co Com232809103 265 21850SH DEFINED01 21850 0 0
Dana Corp Com235811106 1281 33718SH DEFINED01 33718 0 0
Danaher Corp Com235851102 1421 27200SH DEFINED01 27200 0 0
Darden Restaurants Inc Com237194105 582 28200SH DEFINED01 28200 0 0
Data General Corp Com237688106 108 10700SH DEFINED01 10700 0 0
Dayton-Hudson Com239753106 5963 89500SH DEFINED01 89500 0 0
Deere & Co Com244199105 1873 48500SH DEFINED01 48500 0 0
Dell Computer Corp Com247025109 21165 517800SH DEFINED01 517800 0 0
Delta Airlines Inc Com247361108 2043 29400SH DEFINED01 29400 0 0
Deluxe Corp Com248019101 457 15700SH DEFINED01 15700 0 0
Dillard's Inc Com254067101 546 21500SH DEFINED01 21500 0 0
Disney Walt Co (Holding CCom254687106 12963 416482SH DEFINED01 416482 0 0
Dollar General Corp Com256669102 1279 37625SH DEFINED01 37625 0 0
Dominion Resources Com257470104 1468 39750SH DEFINED01 39750 0 0
Donnelley (RR) & Sons Com257867101 869 27000SH DEFINED01 27000 0 0
Dover Corp Com260003108 1493 45400SH DEFINED01 45400 0 0
Dow Chemical Co Com260543103 4193 45000SH DEFINED01 45000 0 0
Dow Jones & Co Inc Com260561105 901 19100SH DEFINED01 19100 0 0
DTE Energy Co Com233331107 1134 29500SH DEFINED01 29500 0 0
Duke Energy Corp Com264399106 4034 73594SH DEFINED01 73594 0 0
Dun & Bradstreet Corp Com26483B106 1183 33200SH DEFINED01 33200 0 0
DuPont (EI) De Nemours Com263534109 13291 228900SH DEFINED01 228900 0 0
E G & G Inc Com268457108 280 10600SH DEFINED01 10600 0 0
Eastern Enterprises Com27637F100 178 4900SH DEFINED01 4900 0 0
Eastman Chemical Co Com277432100 679 16150SH DEFINED01 16150 0 0
Eastman Kodak Com277461109 4209 65900SH DEFINED01 65900 0 0
Eaton Corp Com278058102 1044 14600SH DEFINED01 14600 0 0
Ecolab Inc Com278865100 934 26300SH DEFINED01 26300 0 0
Edison International Com281020107 1595 71700SH DEFINED01 71700 0 0
Electronic Data Systems Com285661104 4878 100200SH DEFINED01 100200 0 0
EMC Corp Com268648102 13031 102000SH DEFINED01 102000 0 0
Emerson Electric Com291011104 4743 89600SH DEFINED01 89600 0 0
Englehard Corp Com292845104 475 28037SH DEFINED01 28037 0 0
Enron Corp Com293561106 4324 67300SH DEFINED01 67300 0 0
Entergy Corp Com29364G103 1381 50200SH DEFINED01 50200 0 0
Equifax Inc Com294429105 1031 30000SH DEFINED01 30000 0 0
Exxon Corp Com302290101 34872 494200SH DEFINED01 494200 0 0
Fannie Mae Com313586109 14598 210800SH DEFINED01 210800 0 0
FDX Corp Com31304N107 2796 30060SH DEFINED01 30060 0 0
Federal Home Loan MortgagCom313400301 7909 138000SH DEFINED01 138000 0 0
Federated Dept Stores IncCom31410H101 1673 41700SH DEFINED01 41700 0 0
Fifth Third Bancorp Com316773100 3577 54250SH DEFINED01 54250 0 0
First Data Corp Com319963104 3848 90000SH DEFINED01 90000 0 0
First Union Corp Com337358105 10758 201314SH DEFINED01 201314 0 0
Firstar Corp Com33763V109 4189 46800SH DEFINED01 46800 0 0
Firstenergy Corp Com337932107 1350 48200SH DEFINED01 48200 0 0
Fleet Financial Group IncCom338915101 4346 115512SH DEFINED01 115512 0 0
Fleetwood Enterprises Com339099103 243 8500SH DEFINED01 8500 0 0
Fluor Corp Com343861100 416 15400SH DEFINED01 15400 0 0
FMC Corp Com302491303 336 6800SH DEFINED01 6800 0 0
Ford Motor Co Com345370100 13945 246000SH DEFINED01 246000 0 0
Fort James Corp Com347471104 1423 44900SH DEFINED01 44900 0 0
Fortune Brands Inc Com349631101 1340 34800SH DEFINED01 34800 0 0
Foster Wheeler Corp Com350244109 115 9500SH DEFINED01 9500 0 0
FPL Group Com302571104 1960 36800SH DEFINED01 36800 0 0
Franklin Resources Inc Com354613101 1448 51500SH DEFINED01 51500 0 0
Fred Meyer Inc Com592907109 1849 31400SH DEFINED01 31400 0 0
Freeport-McMoran Copper &Com35671D857 359 33000SH DEFINED01 33000 0 0
Frontier Corp Com35906P105 1810 34900SH DEFINED01 34900 0 0
Fruit of the Loom Cl A ComG3682L105 156 14500SH DEFINED01 14500 0 0
Gannett Co Com364730101 3610 57300SH DEFINED01 57300 0 0
Gap (The) Com364760108 7936 117900SH DEFINED01 117900 0 0
Gateway 2000 Inc Com367833100 2180 31800SH DEFINED01 31800 0 0
General Dynamics Com369550108 1658 25800SH DEFINED01 25800 0 0
General Electric Co Com369604103 73676 666000SH DEFINED01 666000 0 0
General Instrument Corp Com370120107 1031 34000SH DEFINED01 34000 0 0
General Mills Com370334104 2350 31100SH DEFINED01 31100 0 0
General Motors Corp Com370442105 11580 133100SH DEFINED01 133100 0 0
Genuine Parts Com372460105 1054 36575SH DEFINED01 36575 0 0
Georgia Pacific Corp Com373298108 1344 18100SH DEFINED01 18100 0 0
Gillette Co Com375766102 13409 225600SH DEFINED01 225600 0 0
Golden West Financial Com381317106 1108 11600SH DEFINED01 11600 0 0
Goodrich (BF) Com382388106 494 14400SH DEFINED01 14400 0 0
Goodyear Tire & Rubber Com382550101 1579 31700SH DEFINED01 31700 0 0
GPU Inc Com36225X100 974 26100SH DEFINED01 26100 0 0
Grace W R & Co New Com38388F108 217 17900SH DEFINED01 17900 0 0
Grainger (WW) Inc Com384802104 818 19000SH DEFINED01 19000 0 0
Great A & P Com390064103 276 9200SH DEFINED01 9200 0 0
Great Lakes Chemical Com390568103 441 12000SH DEFINED01 12000 0 0
GTE Corp Com362320103 11870 196200SH DEFINED01 196200 0 0
Guidant Corp Com401698105 3715 61400SH DEFINED01 61400 0 0
Halliburton Co Com406216101 3442 89400SH DEFINED01 89400 0 0
Harcourt General Corp. Com41163G101 643 14500SH DEFINED01 14500 0 0
Harnischfeger Inds Com413345109 65 11500SH DEFINED01 11500 0 0
Harrah's Entertainment InCom413619107 490 25700SH DEFINED01 25700 0 0
Harris Corp Com413875105 447 15600SH DEFINED01 15600 0 0
Hartford Finl Svcs Group Com416515104 2699 47500SH DEFINED01 47500 0 0
Hasbro Inc Com418056107 1157 39975SH DEFINED01 39975 0 0
HCR Manor Care Com404134108 516 22600SH DEFINED01 22600 0 0
Healthsouth Corp Com421924101 892 86000SH DEFINED01 86000 0 0
Heinz (HJ) Co Com423074103 3487 73600SH DEFINED01 73600 0 0
Helmerich & Payne Com423452101 265 11700SH DEFINED01 11700 0 0
Hercules Inc Com427056106 518 20500SH DEFINED01 20500 0 0
Hershey Foods Com427866108 1631 29100SH DEFINED01 29100 0 0
Hewlett Packard Co Com428236103 14295 210800SH DEFINED01 210800 0 0
Hilton Hotels Com432848109 747 53100SH DEFINED01 53100 0 0
Home Depot Com437076102 18672 299948SH DEFINED01 299948 0 0
Homestake Mining Com437614100 418 48500SH DEFINED01 48500 0 0
Honeywell Com438506107 1941 25600SH DEFINED01 25600 0 0
Household International Com441815107 4483 98252SH DEFINED01 98252 0 0
Humana Inc Com444859102 588 34100SH DEFINED01 34100 0 0
Huntington Bancshares Com446150104 1328 42920SH DEFINED01 42920 0 0
Ikon Office Solutions IncCom451713101 416 32500SH DEFINED01 32500 0 0
Illinois Tool Works Com452308109 3149 50900SH DEFINED01 50900 0 0
IMS Health Inc Com449934108 2133 64400SH DEFINED01 64400 0 0
Inco Ltd Com453258402 446 33500SH DEFINED01 33500 0 0
Ingersoll-Rand Com456866102 1660 33450SH DEFINED01 33450 0 0
Intel Corp Com458140100 40287 338900SH DEFINED01 338900 0 0
International Business MaCom459200101 33624 189700SH DEFINED01 189700 0 0
International Flavors/FraCom459506101 811 21600SH DEFINED01 21600 0 0
International Paper Com460146103 2638 62520SH DEFINED01 62520 0 0
Interpublic Group Cos IncCom460690100 2200 28250SH DEFINED01 28250 0 0
ITT Inds Inc Com450911102 814 23000SH DEFINED01 23000 0 0
Jefferson-Pilot Com475070108 1463 21587SH DEFINED01 21587 0 0
Johnson Controls Com478366107 1079 17300SH DEFINED01 17300 0 0
Johnson & Johnson Com478160104 25554 273300SH DEFINED01 273300 0 0
Jostens Inc Com481088102 200 9400SH DEFINED01 9400 0 0
K Mart Corp Com482584109 1685 100200SH DEFINED01 100200 0 0
Kaufman & Broad Home CorpCom486168107 205 9100SH DEFINED01 9100 0 0
Kellogg Co Com487836108 2786 82400SH DEFINED01 82400 0 0
Kerr-McGee Com492386107 577 17570SH DEFINED01 17570 0 0
Keycorp New Com493267108 2804 92500SH DEFINED01 92500 0 0
Kimberly Clark Corp Com494368103 5281 110168SH DEFINED01 110168 0 0
King World Productions Com495667107 449 14700SH DEFINED01 14700 0 0
KLA-Tencor Corp Com482480100 864 17800SH DEFINED01 17800 0 0
Knight-Ridder News Com499040103 800 16000SH DEFINED01 16000 0 0
Kohls Corp Com500255104 2282 32200SH DEFINED01 32200 0 0
Kroger Co Com501044101 3119 52100SH DEFINED01 52100 0 0
Laidlaw Inc Com50730K503 390 67100SH DEFINED01 67100 0 0
Lehman Brothers Com524908100 1404 23500SH DEFINED01 23500 0 0
Lilly (Eli) & Co Com532457108 18978 223600SH DEFINED01 223600 0 0
Limited Inc Com532716107 1839 46400SH DEFINED01 46400 0 0
Lincoln National Com534187109 2037 20600SH DEFINED01 20600 0 0
Liz Claiborne Inc Com539320101 434 13300SH DEFINED01 13300 0 0
Lockheed Martin Com539830109 3014 79842SH DEFINED01 79842 0 0
Loew's Corp Com540424108 1731 23200SH DEFINED01 23200 0 0
Longs Drug Stores Com543162101 237 7800SH DEFINED01 7800 0 0
Louisiana Pacific Com546347105 412 22100SH DEFINED01 22100 0 0
Lowe's Cos Com548661107 4338 71700SH DEFINED01 71700 0 0
LSI Logic Corp Com502161102 886 28400SH DEFINED01 28400 0 0
Lucent Technologies Inc Com549463107 28870 267318SH DEFINED01 267318 0 0
Mallinckrodt Inc Com561232109 386 14500SH DEFINED01 14500 0 0
Marriott International ClCom571903202 1712 50900SH DEFINED01 50900 0 0
Marsh & McLennan Inc Com571748102 3883 52300SH DEFINED01 52300 0 0
Masco Corp Com574599106 1949 69000SH DEFINED01 69000 0 0
Mattel Inc Com577081102 1460 58566SH DEFINED01 58566 0 0
May Dept Stores Co Com577778103 2788 71250SH DEFINED01 71250 0 0
Maytag Co Com578592107 1105 18300SH DEFINED01 18300 0 0
MBIA Inc Com55262C100 1172 20200SH DEFINED01 20200 0 0
MBNA Corp Com55262L100 3888 162852SH DEFINED01 162852 0 0
McDermott International Com580037109 306 12100SH DEFINED01 12100 0 0
McDonald's Corp Com580135101 12470 275200SH DEFINED01 275200 0 0
McGraw-Hill Com580645109 2191 40200SH DEFINED01 40200 0 0
MCI Worldcom Inc Com55268B106 32991 372514SH DEFINED01 372514 0 0
Mckesson HBOC Inc Com58155Q103 3619 54832SH DEFINED01 54832 0 0
Mead Corp Com582834107 621 20200SH DEFINED01 20200 0 0
Mediaone Group Inc Com58440J104 7828 123400SH DEFINED01 123400 0 0
Medtronic Inc Com585055106 8546 118900SH DEFINED01 118900 0 0
Mellon Bank Corp Com585509102 3737 53100SH DEFINED01 53100 0 0
Mercantile BancorporationCom587342106 1520 32000SH DEFINED01 32000 0 0
Merck & Co Com589331107 38797 484200SH DEFINED01 484200 0 0
Meredith Corp Com589433101 333 10600SH DEFINED01 10600 0 0
Merrill Lynch Com590188108 6381 72100SH DEFINED01 72100 0 0
MGIC Investment Corp Com552848103 771 22000SH DEFINED01 22000 0 0
Micron Technology Com595112103 2091 43400SH DEFINED01 43400 0 0
Microsoft Com594918104 919911026400SH DEFINED01 1026400 0 0
Milacron Inc Com598709103 146 9300SH DEFINED01 9300 0 0
Millipore Corp Com601073109 246 10200SH DEFINED01 10200 0 0
Minnesota Mining & ManufaCom604059105 5773 81600SH DEFINED01 81600 0 0
Mirage Resorts Inc Com60462E104 742 34900SH DEFINED01 34900 0 0
Mobil Corp Com607059102 13957 158600SH DEFINED01 158600 0 0
Momemtum Business ApplicaCom60877P108 8 948SH DEFINED01 948 0 0
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